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: 811-05629
Voya Investors Trust
(Exact name of registrant as specified in charter)
7337 East Doubletree Ranch Road, Suite 100, Scottsdale, AZ | 85258 |
(Address of principal executive offices) | (Zip code) |
CT Corporation System, 101 Federal Street, Boston, MA 02110
(Name and address of agent for service)
Registrant’s telephone number, including area code: 1-800-366-0066
Date of fiscal year end: December 31
Date of reporting period: January 1, 2018 to June 30, 2018
Item 1. Reports to Stockholders.
The following is a copy of the report transmitted to stockholders pursuant to Rule 30e-1 under the Act (17 CFR 270.30e-1):
■ Voya Government Liquid Assets Portfolio
■ VY® Clarion Global Real Estate Portfolio
■ VY® Invesco Growth and Income Portfolio
■ VY® JPMorgan Emerging Markets Equity Portfolio
■ VY® Morgan Stanley Global Franchise Portfolio
■ VY® T. Rowe Price Capital Appreciation Portfolio
■ VY® T. Rowe Price Equity Income Portfolio
■ VY® T. Rowe Price International Stock Portfolio
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. |
INVESTMENT MANAGEMENT | |
voyainvestments.com |
President’s Letter | 1 | |||||
Market Perspective | 2 | |||||
Shareholder Expense Examples | 4 | |||||
Statements of Assets and Liabilities | 6 | |||||
Statements of Operations | 10 | |||||
Statements of Changes in Net Assets | 12 | |||||
Financial Highlights | 16 | |||||
Notes to Financial Statements | 21 | |||||
Summary Portfolios of Investments (“Portfolio of Investments”) | 40 |
A description of the policies and procedures that the Portfolios use to determine how to vote proxies related to portfolio securities is available: (1) without charge, upon request, by calling Shareholder Services toll-free at (800) 992-0180; (2) on the Portfolios’ website at www.voyainvestments.com; and (3) on the U.S. Securities and Exchange Commission’s (“SEC’s”) website at www.sec.gov. Information regarding how the Portfolios voted proxies related to portfolio securities during the most recent 12-month period ended June 30 is available without charge on the Portfolios’ website at www.voyainvestments.com and on the SEC’s website at www.sec.gov.
The Portfolios file their complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q. This report contains a summary portfolio of investments for certain Portfolios. The Portfolios’ Forms N-Q are available on the SEC’s website at www.sec.gov. The Portfolios’ Forms N-Q may be reviewed and copied at the SEC’s Public Reference Room in Washington, D.C., and information on the operation of the Public Reference Room may be obtained by calling (800) SEC-0330. The Portfolios’ Forms N-Q, as well as a complete portfolio of investments, are available without charge upon request from the Portfolios by calling Shareholder Services toll-free at (800) 992-0180.
Sincerely,
President
Voya Family of Funds
July 19, 2018
Index | Description | ||
---|---|---|---|
Bloomberg Barclays U.S. Aggregate Bond Index | An index of publicly issued investment grade U.S. government, mortgage-backed, asset-backed and corporate debt securities. | ||
Bloomberg Barclays U.S. Corporate Investment Grade Bond Index | An index consisting of publicly issued, fixed rate, nonconvertible, investment grade debt securities. | ||
MSCI Europe ex UK® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Europe, excluding the UK. | ||
MSCI Japan® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Japan. | ||
MSCI UK® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in the UK. | ||
MSCI World IndexSM | An index that measures the performance of over 1,600 securities listed on exchanges in the U.S., Europe, Canada, Australia, New Zealand and the Far East. | ||
S&P 500® Index | An index that measures the performance of securities of approximately 500 large-capitalization companies whose securities are traded on major U.S. stock markets. |
Actual Portfolio Return | Hypothetical (5% return before expenses) | |||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Beginning Account Value January 1, 2018 | Ending Account Value June 30, 2018 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2018* | Beginning Account Value January 1, 2018 | Ending Account Value June 30, 2018 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2018* | |||||||||||||||||||||||||||
Voya Government Liquid Assets Portfolio | ||||||||||||||||||||||||||||||||||
Class I | $ | 1,000.00 | $ | 1,006.70 | 0.29 | % | $ | 1.44 | $ | 1,000.00 | $ | 1,023.36 | 0.29 | % | $ | 1.45 | ||||||||||||||||||
Class S | 1,000.00 | 1,005.50 | 0.54 | 2.69 | 1,000.00 | 1,022.12 | 0.54 | 2.71 | ||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,004.70 | 0.69 | 3.43 | 1,000.00 | 1,021.37 | 0.69 | 3.46 | ||||||||||||||||||||||||||
VY® Clarion Global Real Estate Portfolio | ||||||||||||||||||||||||||||||||||
Class ADV | 1,000.00 | 977.80 | 1.49 | % | 7.31 | 1,000.00 | 1,017.41 | 1.49 | % | 7.45 | ||||||||||||||||||||||||
Class I | 1,000.00 | 981.60 | 0.89 | 4.37 | 1,000.00 | 1,020.38 | 0.89 | 4.46 | ||||||||||||||||||||||||||
Class S | 1,000.00 | 979.90 | 1.14 | 5.60 | 1,000.00 | 1,019.14 | 1.14 | 5.71 | ||||||||||||||||||||||||||
Class S2 | 1,000.00 | 979.20 | 1.29 | 6.33 | 1,000.00 | 1,018.40 | 1.29 | 6.46 | ||||||||||||||||||||||||||
VY® Invesco Growth and Income Portfolio | ||||||||||||||||||||||||||||||||||
Class ADV | 1,000.00 | 984.60 | 1.24 | % | 6.10 | 1,000.00 | 1,018.65 | 1.24 | % | 6.21 | ||||||||||||||||||||||||
Class I | 1,000.00 | 988.00 | 0.64 | 3.15 | 1,000.00 | 1,021.62 | 0.64 | 3.21 | ||||||||||||||||||||||||||
Class S | 1,000.00 | 986.30 | 0.89 | 4.38 | 1,000.00 | 1,020.38 | 0.89 | 4.46 | ||||||||||||||||||||||||||
Class S2 | 1,000.00 | 985.80 | 1.04 | 5.12 | 1,000.00 | 1,019.64 | 1.04 | 5.21 |
Actual Portfolio Return | Hypothetical (5% return before expenses) | |||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Beginning Account Value January 1, 2018 | Ending Account Value June 30, 2018 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2018* | Beginning Account Value January 1, 2018 | Ending Account Value June 30, 2018 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2018* | |||||||||||||||||||||||||||
VY® JPMorgan Emerging Markets Equity Portfolio | ||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 920.10 | 1.86 | % | $ | 8.86 | $ | 1,000.00 | $ | 1,015.57 | 1.86 | % | $ | 9.30 | ||||||||||||||||||
Class I | 1,000.00 | 923.30 | 1.26 | 6.01 | 1,000.00 | 1,018.55 | 1.26 | 6.31 | ||||||||||||||||||||||||||
Class S | 1,000.00 | 922.00 | 1.51 | 7.20 | 1,000.00 | 1,017.31 | 1.51 | 7.55 | ||||||||||||||||||||||||||
Class S2 | 1,000.00 | 921.10 | 1.66 | 7.91 | 1,000.00 | 1,016.56 | 1.66 | 8.30 | ||||||||||||||||||||||||||
VY® Morgan Stanley Global Franchise Portfolio | ||||||||||||||||||||||||||||||||||
Class ADV | 1,000.00 | 1,029.40 | 1.54 | % | 7.75 | 1,000.00 | 1,017.16 | 1.54 | % | 7.70 | ||||||||||||||||||||||||
Class R6 | 1,000.00 | 1,032.90 | 0.94 | 4.74 | 1,000.00 | 1,020.13 | 0.94 | 4.71 | ||||||||||||||||||||||||||
Class S | 1,000.00 | 1,031.70 | 1.19 | 5.99 | 1,000.00 | 1,018.89 | 1.19 | 5.96 | ||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,030.30 | 1.34 | 6.75 | 1,000.00 | 1,018.15 | 1.34 | 6.71 | ||||||||||||||||||||||||||
VY® T. Rowe Price Capital Appreciation Portfolio | ||||||||||||||||||||||||||||||||||
Class ADV | 1,000.00 | 1,023.00 | 1.24 | % | 6.22 | 1,000.00 | 1,018.65 | 1.24 | % | 6.21 | ||||||||||||||||||||||||
Class I | 1,000.00 | 1,026.40 | 0.64 | 3.22 | 1,000.00 | 1,021.62 | 0.64 | 3.21 | ||||||||||||||||||||||||||
Class R6 | 1,000.00 | 1,026.00 | 0.64 | 3.21 | 1,000.00 | 1,021.62 | 0.64 | 3.21 | ||||||||||||||||||||||||||
Class S | 1,000.00 | 1,025.00 | 0.89 | 4.47 | 1,000.00 | 1,020.38 | 0.89 | 4.46 | ||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,022.90 | 1.04 | 5.22 | 1,000.00 | 1,019.64 | 1.04 | 5.21 | ||||||||||||||||||||||||||
VY® T. Rowe Price Equity Income Portfolio | ||||||||||||||||||||||||||||||||||
Class ADV | 1,000.00 | 994.40 | 0.97 | % | 4.80 | 1,000.00 | 1,019.98 | 0.97 | % | 4.86 | ||||||||||||||||||||||||
Class I | 1,000.00 | 997.90 | 0.37 | 1.83 | 1,000.00 | 1,022.96 | 0.37 | 1.86 | ||||||||||||||||||||||||||
Class S | 1,000.00 | 996.60 | 0.62 | 3.07 | 1,000.00 | 1,021.72 | 0.62 | 3.11 | ||||||||||||||||||||||||||
Class S2 | 1,000.00 | 995.80 | 0.77 | 3.81 | 1,000.00 | 1,020.98 | 0.77 | 3.86 | ||||||||||||||||||||||||||
VY® T. Rowe Price International Stock Portfolio | ||||||||||||||||||||||||||||||||||
Class ADV | 1,000.00 | 975.20 | 1.40 | % | 6.86 | 1,000.00 | 1,017.85 | 1.40 | % | 7.00 | ||||||||||||||||||||||||
Class I | 1,000.00 | 977.80 | 0.80 | 3.92 | 1,000.00 | 1,020.83 | 0.80 | 4.01 | ||||||||||||||||||||||||||
Class S | 1,000.00 | 977.10 | 1.05 | 5.15 | 1,000.00 | 1,019.59 | 1.05 | 5.26 |
* | Expenses are equal to each Portfolio’s respective annualized expense ratios multiplied by the average account value over the period, multiplied by 181/365 to reflect the most recent fiscal half-year. |
Voya Government Liquid Assets Portfolio | VY® Clarion Global Real Estate Portfolio | VY® Invesco Growth and Income Portfolio | VY® JPMorgan Emerging Markets Equity Portfolio | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASSETS: | ||||||||||||||||||
Investments in securities at fair value+* | $ | — | $ | 290,015,543 | $ | 500,014,335 | $ | 521,893,094 | ||||||||||
Short-term investments at fair value** | — | 8,396,921 | 22,746,974 | 1,100,526 | ||||||||||||||
Repurchase agreements | 109,739,000 | — | — | — | ||||||||||||||
Short-term investments at amortized cost | 409,417,286 | — | — | — | ||||||||||||||
Cash | 9,064 | — | 29,999 | 750 | ||||||||||||||
Foreign currencies at value*** | — | — | 680,157 | 220,443 | ||||||||||||||
Receivables: | ||||||||||||||||||
Investment securities sold | 222,536,303 | 11,232,431 | 4,182,272 | 183,740 | ||||||||||||||
Fund shares sold | 2,010,260 | 44,538 | 31,198 | 698,677 | ||||||||||||||
Dividends | 4,347 | 1,121,966 | 782,737 | 2,517,849 | ||||||||||||||
Interest | 272,067 | — | — | — | ||||||||||||||
Foreign tax reclaims | — | 84,147 | 191,376 | 1,371 | ||||||||||||||
Unrealized appreciation on forward foreign currency contracts | — | 121 | 581,807 | — | ||||||||||||||
Prepaid expenses | — | 2,995 | — | — | ||||||||||||||
Reimbursement due from manager | — | 26,877 | — | — | ||||||||||||||
Other assets | 45,842 | 15,339 | 28,963 | 31,801 | ||||||||||||||
Total assets | 744,034,169 | 310,940,878 | 529,269,818 | 526,648,251 | ||||||||||||||
LIABILITIES: | ||||||||||||||||||
Payable for investment securities purchased | — | 10,209,630 | 1,597,368 | 4,407 | ||||||||||||||
Payable for fund shares redeemed | 2,932,950 | 1,370,198 | 81,084 | 377,863 | ||||||||||||||
Payable upon receipt of securities loaned | — | 6,571,654 | 7,199,006 | 1,100,526 | ||||||||||||||
Unrealized depreciation on forward foreign currency contracts | — | 130 | 1,423 | — | ||||||||||||||
Payable for unified fees | 173,951 | — | 279,029 | 557,355 | ||||||||||||||
Payable for investment management fees | — | 217,232 | — | — | ||||||||||||||
Payable for distribution and shareholder service fees | 184,883 | 31,768 | 112,473 | 112,353 | ||||||||||||||
Payable to custodian due to foreign currency overdraft**** | — | 130,090 | — | — | ||||||||||||||
Payable to trustees under the deferred compensation plan (Note 6) | 45,842 | 15,339 | 28,963 | 31,801 | ||||||||||||||
Payable for trustee fees | 21,846 | 1,379 | — | — | ||||||||||||||
Payable for borrowings against line of credit | — | — | — | 1,551,000 | ||||||||||||||
Payable for Indian capital gains tax | — | — | — | 1,124,517 | ||||||||||||||
Other accrued expenses and liabilities | — | 96,724 | — | — | ||||||||||||||
Total liabilities | 3,359,472 | 18,644,144 | 9,299,346 | 4,859,822 | ||||||||||||||
NET ASSETS | $ | 740,674,697 | $ | 292,296,734 | $ | 519,970,472 | $ | 521,788,429 | ||||||||||
NET ASSETS WERE COMPRISED OF: | ||||||||||||||||||
Paid-in capital | $ | 740,703,184 | $ | 244,363,985 | $ | 318,250,212 | $ | 369,625,793 | ||||||||||
Undistributed (distributions in excess of) net investment income or accumulated net investment loss | (29,733 | ) | 18,861,992 | 13,214,624 | 5,322,309 | |||||||||||||
Accumulated net realized gain (loss) | 1,246 | (15,689,317 | ) | 83,105,627 | 18,705,242 | |||||||||||||
Net unrealized appreciation | — | 44,760,074 | 105,400,009 | 128,135,085 | ||||||||||||||
NET ASSETS | $ | 740,674,697 | $ | 292,296,734 | $ | 519,970,472 | $ | 521,788,429 | ||||||||||
+ Including securities loaned at value | $ | — | $ | 6,283,086 | $ | 7,029,799 | $ | 1,046,325 | ||||||||||
* Cost of investments in securities | $ | — | $ | 245,255,553 | $ | 395,191,337 | $ | 393,729,973 | ||||||||||
** Cost of short-term investments | $ | — | $ | 8,396,921 | $ | 22,746,974 | $ | 1,100,526 | ||||||||||
*** Cost of foreign currencies | $ | — | $ | — | $ | 681,856 | $ | 221,243 | ||||||||||
**** Cost of foreign currency overdraft | $ | — | $ | 130,090 | $ | — | $ | — |
Voya Government Liquid Assets Portfolio | VY® Clarion Global Real Estate Portfolio | VY® Invesco Growth and Income Portfolio | VY® JPMorgan Emerging Markets Equity Portfolio | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Class ADV | ||||||||||||||||||
Net assets | n/a | $ | 19,956,369 | $ | 20,744,619 | $ | 50,490,914 | |||||||||||
Shares authorized | n/a | unlimited | unlimited | unlimited | ||||||||||||||
Par value | n/a | $ | 0.001 | $ | 0.001 | $ | 0.001 | |||||||||||
Shares outstanding | n/a | 1,676,470 | 753,955 | 2,673,679 | ||||||||||||||
Net asset value and redemption price per share | n/a | $ | 11.90 | $ | 27.51 | $ | 18.88 | |||||||||||
Class I | ||||||||||||||||||
Net assets | $ | 51,005,570 | $ | 167,802,581 | $ | 32,581,497 | $ | 73,113,953 | ||||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | ||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||||
Shares outstanding | 50,999,861 | 13,691,316 | 1,168,290 | 3,679,887 | ||||||||||||||
Net asset value and redemption price per share | $ | 1.00 | $ | 12.26 | $ | 27.89 | $ | 19.87 | ||||||||||
Class S | ||||||||||||||||||
Net assets | $ | 344,299,657 | $ | 103,569,214 | $ | 434,847,819 | $ | 385,086,489 | ||||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | ||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||||
Shares outstanding | 344,261,284 | 8,501,201 | 15,505,976 | 19,515,792 | ||||||||||||||
Net asset value and redemption price per share | $ | 1.00 | $ | 12.18 | $ | 28.04 | $ | 19.73 | ||||||||||
Class S2 | ||||||||||||||||||
Net assets | $ | 345,369,470 | $ | 968,570 | $ | 31,796,537 | $ | 13,097,073 | ||||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | ||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||||
Shares outstanding | 345,331,362 | 79,010 | 1,144,128 | 671,476 | ||||||||||||||
Net asset value and redemption price per share | $ | 1.00 | $ | 12.26 | $ | 27.79 | $ | 19.50 |
VY® Morgan Stanley Global Franchise Portfolio | VY® T. Rowe Price Capital Appreciation Portfolio | VY® T. Rowe Price Equity Income Portfolio | VY® T. Rowe Price International Stock Portfolio | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASSETS: | ||||||||||||||||||
Investments in securities at fair value+* | $ | 382,622,065 | $ | 6,148,203,106 | $ | 877,243,398 | $ | 227,330,322 | ||||||||||
Short-term investments at fair value** | 7,208,092 | 423,074,201 | 15,383,811 | 3,241,875 | ||||||||||||||
Cash | 132,721 | 12,744,851 | 1,801,226 | 846,589 | ||||||||||||||
Foreign currencies at value*** | — | 139,781 | — | 599,050 | ||||||||||||||
Receivables: | ||||||||||||||||||
Investment securities sold | — | 22,035,705 | 981,679 | 1,179,299 | ||||||||||||||
Fund shares sold | 36 | 1,901,001 | 108,448 | 143,138 | ||||||||||||||
Dividends | 931,765 | 4,075,979 | 1,675,513 | 842,046 | ||||||||||||||
Interest | — | 13,076,375 | 16,652 | 236 | ||||||||||||||
Foreign tax reclaims | 496,345 | 2,185 | 36,652 | 355,449 | ||||||||||||||
Unrealized appreciation on unfunded commitments | — | 5,543 | — | — | ||||||||||||||
Unrealized appreciation on forward foreign currency contracts | — | — | — | 24,477 | ||||||||||||||
Prepaid expenses | — | — | — | 2,372 | ||||||||||||||
Reimbursement due from manager | — | — | — | 10,953 | ||||||||||||||
Other assets | 17,688 | 211,352 | 56,306 | 13,431 | ||||||||||||||
Total assets | 391,408,712 | 6,625,470,079 | 897,303,685 | 234,589,237 | ||||||||||||||
LIABILITIES: | ||||||||||||||||||
Payable for investment securities purchased | 132,722 | 16,065,582 | 581,162 | 1,397,644 | ||||||||||||||
Payable for fund shares redeemed | 241,874 | 4,476,683 | 497,946 | 22,286 | ||||||||||||||
Payable upon receipt of securities loaned | — | 212,438,044 | 5,168,543 | 1,987,503 | ||||||||||||||
Payable for unified fees | 307,935 | 3,350,050 | 473,249 | — | ||||||||||||||
Payable for investment management fees | — | — | — | 124,237 | ||||||||||||||
Payable for distribution and shareholder service fees | 108,102 | 1,327,178 | 193,733 | 45,931 | ||||||||||||||
Payable to trustees under the deferred compensation plan (Note 6) | 17,688 | 211,352 | 56,306 | 13,431 | ||||||||||||||
Payable for trustee fees | — | — | — | 1,210 | ||||||||||||||
Other accrued expenses and liabilities | — | — | — | 144,554 | ||||||||||||||
Written options, at fair valueˆ | — | 31,669,387 | — | — | ||||||||||||||
Total liabilities | 808,321 | 269,538,276 | 6,970,939 | 3,736,796 | ||||||||||||||
NET ASSETS | $ | 390,600,391 | $ | 6,355,931,803 | $ | 890,332,746 | $ | 230,852,441 | ||||||||||
NET ASSETS WERE COMPRISED OF: | ||||||||||||||||||
Paid-in capital | $ | 221,176,742 | $ | 4,927,239,734 | $ | 523,735,541 | $ | 189,229,071 | ||||||||||
Undistributed net investment income | 5,484,391 | 52,231,321 | 12,111,559 | 6,321,206 | ||||||||||||||
Accumulated net realized gain | 83,194,089 | 649,689,601 | 176,352,759 | 1,657,653 | ||||||||||||||
Net unrealized appreciation | 80,745,169 | 726,771,147 | 178,132,887 | 33,644,511 | ||||||||||||||
NET ASSETS | $ | 390,600,391 | $ | 6,355,931,803 | $ | 890,332,746 | $ | 230,852,441 | ||||||||||
+ Including securities loaned at value | $ | — | $ | 208,086,120 | $ | 5,018,389 | $ | 1,876,355 | ||||||||||
* Cost of investments in securities | $ | 301,871,677 | $ | 5,414,087,888 | $ | 699,108,345 | $ | 193,702,682 | ||||||||||
** Cost of short-term investments | $ | 7,208,092 | $ | 423,074,201 | $ | 15,383,811 | $ | 3,241,875 | ||||||||||
*** Cost of foreign currencies | $ | — | $ | 138,441 | $ | — | $ | 603,035 | ||||||||||
ˆ Premiums received on written options | $ | — | $ | 24,318,237 | $ | — | $ | — |
VY® Morgan Stanley Global Franchise Portfolio | VY® T. Rowe Price Capital Appreciation Portfolio | VY® T. Rowe Price Equity Income Portfolio | VY® T. Rowe Price International Stock Portfolio | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Class ADV | ||||||||||||||||||
Net assets | $ | 81,731,215 | $ | 994,799,769 | $ | 49,422,878 | $ | 20,830,589 | ||||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | ||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||||
Shares outstanding | 4,674,668 | 36,650,351 | 3,465,840 | 1,321,931 | ||||||||||||||
Net asset value and redemption price per share | $ | 17.48 | $ | 27.14 | $ | 14.26 | $ | 15.76 | ||||||||||
Class I | ||||||||||||||||||
Net assets | n/a | $ | 1,294,662,516 | $ | 93,530,435 | $ | 41,651,796 | |||||||||||
Shares authorized | n/a | unlimited | unlimited | unlimited | ||||||||||||||
Par value | n/a | $ | 0.001 | $ | 0.001 | $ | 0.001 | |||||||||||
Shares outstanding | n/a | 45,639,114 | 6,424,978 | 2,625,452 | ||||||||||||||
Net asset value and redemption price per share | n/a | $ | 28.37 | $ | 14.56 | $ | 15.86 | |||||||||||
Class R6 | ||||||||||||||||||
Net assets | $ | 95,472 | $ | 77,984,140 | n/a | n/a | ||||||||||||
Shares authorized | unlimited | unlimited | n/a | n/a | ||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | n/a | n/a | ||||||||||||
Shares outstanding | 5,147 | 2,747,791 | n/a | n/a | ||||||||||||||
Net asset value and redemption price per share | $ | 18.55 | $ | 28.38 | n/a | n/a | ||||||||||||
Class S | ||||||||||||||||||
Net assets | $ | 268,939,290 | $ | 3,915,154,568 | $ | 640,846,830 | $ | 168,370,056 | ||||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | ||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||||
Shares outstanding | 14,504,000 | 138,129,385 | 43,994,368 | 10,671,377 | ||||||||||||||
Net asset value and redemption price per share | $ | 18.54 | $ | 28.34 | $ | 14.57 | $ | 15.78 | ||||||||||
Class S2 | ||||||||||||||||||
Net assets | $ | 39,834,414 | $ | 73,330,810 | $ | 106,532,603 | n/a | |||||||||||
Shares authorized | unlimited | unlimited | unlimited | n/a | ||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | n/a | |||||||||||
Shares outstanding | 2,167,910 | 2,609,806 | 7,419,753 | n/a | ||||||||||||||
Net asset value and redemption price per share | $ | 18.37 | $ | 28.10 | $ | 14.36 | n/a |
Voya Government Liquid Assets Portfolio | VY® Clarion Global Real Estate Portfolio | VY® Invesco Growth and Income Portfolio | VY® JPMorgan Emerging Markets Equity Portfolio | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
INVESTMENT INCOME: | ||||||||||||||||||
Dividends, net of foreign taxes withheld* | $ | 7,461 | $ | 4,921,369 | $ | 6,493,879 | $ | 6,651,642 | ||||||||||
Interest | 6,128,206 | — | — | 891 | ||||||||||||||
Securities lending income, net | — | 28,213 | 41,161 | 19,636 | ||||||||||||||
Other | 1,439 | 1,773 | — | 2,475 | ||||||||||||||
Total investment income | 6,137,106 | 4,951,355 | 6,535,040 | 6,674,644 | ||||||||||||||
EXPENSES: | ||||||||||||||||||
Investment management fees | — | 1,346,567 | — | — | ||||||||||||||
Unified fees | 1,073,803 | — | 1,740,343 | 3,667,796 | ||||||||||||||
Distribution and shareholder service fees: | ||||||||||||||||||
Class ADV | — | 63,434 | 65,004 | 170,132 | ||||||||||||||
Class S | 448,121 | 131,653 | 571,503 | 541,862 | ||||||||||||||
Class S2 | 695,454 | 1,960 | 65,595 | 28,756 | ||||||||||||||
Transfer agent fees | — | 311 | — | — | ||||||||||||||
Shareholder reporting expense | — | 42,850 | — | — | ||||||||||||||
Professional fees | — | 10,628 | — | — | ||||||||||||||
Custody and accounting expense | — | 96,617 | — | — | ||||||||||||||
Trustee fees and expenses | 21,838 | 6,064 | 14,461 | 13,163 | ||||||||||||||
Miscellaneous expense | — | 10,384 | — | — | ||||||||||||||
Interest expense | 263 | 522 | — | 3,257 | ||||||||||||||
Total expenses | 2,239,479 | 1,710,990 | 2,456,906 | 4,424,966 | ||||||||||||||
Waived and reimbursed fees | — | (170,346 | ) | — | (3,640 | ) | ||||||||||||
Brokerage commission recapture | — | (4,082 | ) | (1,869 | ) | (202 | ) | |||||||||||
Net expenses | 2,239,479 | 1,536,562 | 2,455,037 | 4,421,124 | ||||||||||||||
Net investment income | 3,897,627 | 3,414,793 | 4,080,003 | 2,253,520 | ||||||||||||||
REALIZED AND UNREALIZED GAIN (LOSS): | ||||||||||||||||||
Net realized gain (loss) on: | ||||||||||||||||||
Investments (net of Indian capital gains tax withheldˆ) | 71,911 | 14,420,066 | 32,445,133 | 27,865,531 | ||||||||||||||
Forward foreign currency contracts | — | 44,385 | 205,350 | — | ||||||||||||||
Foreign currency related transactions | — | (45,546 | ) | (135,627 | ) | (152,142 | ) | |||||||||||
Net realized gain | 71,911 | 14,418,905 | 32,514,856 | 27,713,389 | ||||||||||||||
Net change in unrealized appreciation (depreciation) on: | ||||||||||||||||||
Investments (net of Indian capital gains tax accrued#) | — | (24,581,787 | ) | (44,743,084 | ) | (75,145,531 | ) | |||||||||||
Forward foreign currency contracts | — | (9 | ) | 1,386,592 | — | |||||||||||||
Foreign currency related transactions | — | (1,900 | ) | (3,431 | ) | (27,222 | ) | |||||||||||
Net change in unrealized appreciation (depreciation) | — | (24,583,696 | ) | (43,359,923 | ) | (75,172,753 | ) | |||||||||||
Net realized and unrealized gain (loss) | 71,911 | (10,164,791 | ) | (10,845,067 | ) | (47,459,364 | ) | |||||||||||
Increase (decrease) in net assets resulting from operations | $ | 3,969,538 | $ | (6,749,998 | ) | $ | (6,765,064 | ) | $ | (45,205,844 | ) | |||||||
* Foreign taxes withheld | $ | — | $ | 261,201 | $ | 216,518 | $ | 604,983 | ||||||||||
ˆ Foreign taxes on sale of Indian investments | $ | — | $ | — | $ | — | $ | 18,487 | ||||||||||
# Foreign taxes accrued on Indian investments | $ | — | $ | — | $ | — | $ | 1,124,517 |
VY® Morgan Stanley Global Franchise Portfolio | VY® T. Rowe Price Capital Appreciation Portfolio | VY® T. Rowe Price Equity Income Portfolio | VY® T. Rowe Price International Stock Portfolio | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
INVESTMENT INCOME: | ||||||||||||||||||
Dividends, net of foreign taxes withheld* | $ | 4,204,067 | $ | 37,240,468 | $ | 12,856,366 | $ | 3,591,465 | ||||||||||
Interest | — | 29,553,546 | 144,358 | 1,962 | ||||||||||||||
Securities lending income, net | 7,281 | 397,293 | 34,944 | 23,152 | ||||||||||||||
Settlement income (Note 13) | — | — | 107,986 | — | ||||||||||||||
Other | 16,749 | 66,579 | — | — | ||||||||||||||
Total investment income | 4,228,097 | 67,257,886 | 13,143,654 | 3,616,579 | ||||||||||||||
EXPENSES: | ||||||||||||||||||
Investment management fees | — | — | — | 768,336 | ||||||||||||||
Unified fees | 1,878,884 | 20,116,753 | 2,938,802 | — | ||||||||||||||
Distribution and shareholder service fees: | ||||||||||||||||||
Class ADV | 243,252 | 2,909,625 | 153,404 | 63,785 | ||||||||||||||
Class S | 336,083 | 4,955,522 | 829,969 | 218,827 | ||||||||||||||
Class S2 | 79,931 | 148,169 | 219,143 | — | ||||||||||||||
Transfer agent fees | — | — | — | 302 | ||||||||||||||
Shareholder reporting expense | — | — | — | 19,957 | ||||||||||||||
Professional fees | — | — | — | 27,273 | ||||||||||||||
Custody and accounting expense | — | — | — | 170,151 | ||||||||||||||
Trustee fees and expenses | 10,573 | 153,567 | 23,873 | 4,842 | ||||||||||||||
Miscellaneous expense | — | — | — | 8,645 | ||||||||||||||
Interest expense | — | 9,317 | — | — | ||||||||||||||
Total expenses | 2,548,723 | 28,292,953 | 4,165,191 | 1,282,118 | ||||||||||||||
Waived and reimbursed fees(1) | (49,863 | ) | — | (1,276,451 | ) | (36,844 | ) | |||||||||||
Brokerage commission recapture | — | — | (223 | ) | — | |||||||||||||
Net expenses | 2,498,860 | 28,292,953 | 2,888,517 | 1,245,274 | ||||||||||||||
Net investment income | 1,729,237 | 38,964,933 | 10,255,137 | 2,371,305 | ||||||||||||||
REALIZED AND UNREALIZED GAIN (LOSS): | ||||||||||||||||||
Net realized gain (loss) on: | ||||||||||||||||||
Investments | 27,002,027 | 187,484,363 | 46,833,676 | 4,974,940 | ||||||||||||||
Forward foreign currency contracts | 15,376 | 355,412 | 4,849 | (110,126 | ) | |||||||||||||
Foreign currency related transactions | (96,270 | ) | (247,353 | ) | (2,303 | ) | 8,333 | |||||||||||
Written options | — | 13,168,161 | — | — | ||||||||||||||
Net realized gain | 26,921,133 | 200,760,583 | 46,836,222 | 4,873,147 | ||||||||||||||
Net change in unrealized appreciation (depreciation) on: | ||||||||||||||||||
Investments | (16,799,776 | ) | (125,219,755 | ) | (60,044,141 | ) | (12,735,465 | ) | ||||||||||
Forward foreign currency contracts | — | — | — | 69,068 | ||||||||||||||
Foreign currency related transactions | 17,010 | 25,084 | (4,824 | ) | (7,900 | ) | ||||||||||||
Written options | — | 42,612,967 | — | — | ||||||||||||||
Unfunded commitments | — | (38,798 | ) | — | — | |||||||||||||
Net change in unrealized appreciation (depreciation) | (16,782,766 | ) | (82,620,502 | ) | (60,048,965 | ) | (12,674,297 | ) | ||||||||||
Net realized and unrealized gain (loss) | 10,138,367 | 118,140,081 | (13,212,743 | ) | (7,801,150 | ) | ||||||||||||
Increase (decrease) in net assets resulting from operations | $ | 11,867,604 | $ | 157,105,014 | $ | (2,957,606 | ) | $ | (5,429,845 | ) | ||||||||
* Foreign taxes withheld | $ | 409,397 | $ | 533,673 | $ | 128,472 | $ | 421,398 | ||||||||||
(1) Please refer to Note 4 for additional information regarding VY® T. Rowe Price Equity Income Portfolio. |
Voya Government Liquid Assets Portfolio | VY® Clarion Global Real Estate Portfolio | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2018 | Year Ended December 31, 2017 | Six Months Ended June 30, 2018 | Year Ended December 31, 2017 | ||||||||||||||||
FROM OPERATIONS: | |||||||||||||||||||
Net investment income | $ | 3,897,627 | $ | 2,933,807 | $ | 3,414,793 | $ | 6,908,181 | |||||||||||
Net realized gain | 71,911 | 186,265 | 14,418,905 | 29,714,524 | |||||||||||||||
Net change in unrealized appreciation (depreciation) | — | — | (24,583,696 | ) | (3,811,314 | ) | |||||||||||||
Increase (decrease) in net assets resulting from operations | 3,969,538 | 3,120,072 | (6,749,998 | ) | 32,811,391 | ||||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||||||||||
Net investment income: | |||||||||||||||||||
Class ADV | — | — | — | (765,121 | ) | ||||||||||||||
Class I | (340,172 | ) | (348,665 | ) | — | (6,839,586 | ) | ||||||||||||
Class S | (1,935,981 | ) | (1,614,236 | ) | — | (4,147,589 | ) | ||||||||||||
Class S2 | (1,621,474 | ) | (970,907 | ) | — | (37,010 | ) | ||||||||||||
Net realized gains: | |||||||||||||||||||
Class I | (4,641 | ) | (12,161 | ) | — | — | |||||||||||||
Class S | (33,705 | ) | (91,143 | ) | — | — | |||||||||||||
Class S2 | (32,319 | ) | (82,960 | ) | — | — | |||||||||||||
Total distributions | (3,968,292 | ) | (3,120,072 | ) | — | (11,789,306 | ) | ||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||||||||||
Net proceeds from sale of shares | 107,783,745 | 151,438,100 | 9,859,852 | 22,680,298 | |||||||||||||||
Reinvestment of distributions | 3,968,292 | 3,120,072 | — | 11,789,306 | |||||||||||||||
111,752,037 | 154,558,172 | 9,859,852 | 34,469,604 | ||||||||||||||||
Cost of shares redeemed | (153,319,205 | ) | (343,234,252 | ) | (31,889,784 | ) | (67,701,583 | ) | |||||||||||
Net decrease in net assets resulting from capital share transactions | (41,567,168 | ) | (188,676,080 | ) | (22,029,932 | ) | (33,231,979 | ) | |||||||||||
Net decrease in net assets | (41,565,922 | ) | (188,676,080 | ) | (28,779,930 | ) | (12,209,894 | ) | |||||||||||
NET ASSETS: | |||||||||||||||||||
Beginning of year or period | 782,240,619 | 970,916,699 | 321,076,664 | 333,286,558 | |||||||||||||||
End of year or period | $ | 740,674,697 | $ | 782,240,619 | $ | 292,296,734 | $ | 321,076,664 | |||||||||||
Undistributed (distributions in excess of) net investment income or accumulated net investment loss at end of year or period | $ | (29,733 | ) | $ | (29,733 | ) | $ | 18,861,992 | $ | 15,447,199 |
VY® Invesco Growth and Income Portfolio | VY® JPMorgan Emerging Markets Equity Portfolio | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2018 | Year Ended December 31, 2017 | Six Months Ended June 30, 2018 | Year Ended December 31, 2017 | ||||||||||||||||
FROM OPERATIONS: | |||||||||||||||||||
Net investment income | $ | 4,080,003 | $ | 10,091,584 | $ | 2,253,520 | $ | 611,246 | |||||||||||
Net realized gain | 32,514,856 | 55,757,447 | 27,713,389 | 31,543,990 | |||||||||||||||
Net change in unrealized appreciation (depreciation) | (43,359,923 | ) | 8,458,476 | (75,172,753 | ) | 163,817,027 | |||||||||||||
Increase (decrease) in net assets resulting from operations | (6,765,064 | ) | 74,307,507 | (45,205,844 | ) | 195,972,263 | |||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||||||||||
Net investment income: | |||||||||||||||||||
Class ADV | — | (379,683 | ) | — | (118,673 | ) | |||||||||||||
Class I | — | (693,823 | ) | — | (469,499 | ) | |||||||||||||
Class S | — | (9,648,264 | ) | — | (1,968,991 | ) | |||||||||||||
Class S2 | — | (676,757 | ) | — | (44,978 | ) | |||||||||||||
Net realized gains: | |||||||||||||||||||
Class ADV | — | (1,122,973 | ) | — | — | ||||||||||||||
Class I | — | (1,650,757 | ) | — | — | ||||||||||||||
Class S | — | (25,572,370 | ) | — | — | ||||||||||||||
Class S2 | — | (1,968,204 | ) | — | — | ||||||||||||||
Total distributions | — | (41,712,831 | ) | — | (2,602,141 | ) | |||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||||||||||
Net proceeds from sale of shares | 7,513,888 | 38,773,346 | 28,651,032 | 64,467,598 | |||||||||||||||
Reinvestment of distributions | — | 41,712,831 | — | 2,602,141 | |||||||||||||||
7,513,888 | 80,486,177 | 28,651,032 | 67,069,739 | ||||||||||||||||
Cost of shares redeemed | (46,644,526 | ) | (140,217,505 | ) | (71,131,319 | ) | (127,549,101 | ) | |||||||||||
Net decrease in net assets resulting from capital share transactions | (39,130,638 | ) | (59,731,328 | ) | (42,480,287 | ) | (60,479,362 | ) | |||||||||||
Net increase (decrease) in net assets | (45,895,702 | ) | (27,136,652 | ) | (87,686,131 | ) | 132,890,760 | ||||||||||||
NET ASSETS: | |||||||||||||||||||
Beginning of year or period | 565,866,174 | 593,002,826 | 609,474,560 | 476,583,800 | |||||||||||||||
End of year or period | $ | 519,970,472 | $ | 565,866,174 | $ | 521,788,429 | $ | 609,474,560 | |||||||||||
Undistributed net investment income at end of year or period | $ | 13,214,624 | $ | 7,833,537 | $ | 5,322,309 | $ | 3,068,789 |
VY® Morgan Stanley Global Franchise Portfolio | VY® T. Rowe Price Capital Appreciation Portfolio | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2018 | Year Ended December 31, 2017 | Six Months Ended June 30, 2018 | Year Ended December 31, 2017 | ||||||||||||||||
FROM OPERATIONS: | |||||||||||||||||||
Net investment income | $ | 1,729,237 | $ | 3,729,411 | $ | 38,964,933 | $ | 70,875,903 | |||||||||||
Net realized gain | 26,921,133 | 57,116,895 | 200,760,583 | 463,854,304 | |||||||||||||||
Net change in unrealized appreciation (depreciation) | (16,782,766 | ) | 35,708,845 | (82,620,502 | ) | 345,676,105 | |||||||||||||
Increase in net assets resulting from operations | 11,867,604 | 96,555,151 | 157,105,014 | 880,406,312 | |||||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||||||||||
Net investment income: | |||||||||||||||||||
Class ADV | — | (766,549 | ) | — | (8,799,414 | ) | |||||||||||||
Class I | — | — | — | (17,227,075 | ) | ||||||||||||||
Class R6 | — | (661 | ) | — | (787,698 | ) | |||||||||||||
Class S | — | (3,542,367 | ) | — | (47,990,672 | ) | |||||||||||||
Class S2 | — | (474,982 | ) | — | (778,960 | ) | |||||||||||||
Net realized gains: | |||||||||||||||||||
Class ADV | — | (4,873,750 | ) | — | (43,457,344 | ) | |||||||||||||
Class I | — | — | — | (54,620,718 | ) | ||||||||||||||
Class R6 | — | (2,803 | ) | — | (1,715,315 | ) | |||||||||||||
Class S | — | (18,416,495 | ) | — | (195,800,364 | ) | |||||||||||||
Class S2 | — | (2,846,416 | ) | — | (3,933,288 | ) | |||||||||||||
Total distributions | — | (30,924,023 | ) | — | (375,110,848 | ) | |||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||||||||||
Net proceeds from sale of shares | 3,239,564 | 12,280,653 | 219,684,216 | 425,398,646 | |||||||||||||||
Reinvestment of distributions | — | 30,924,023 | — | 375,110,848 | |||||||||||||||
3,239,564 | 43,204,676 | 219,684,216 | 800,509,494 | ||||||||||||||||
Cost of shares redeemed | (32,316,078 | ) | (114,028,618 | ) | �� | (377,618,396 | ) | (978,382,699 | ) | ||||||||||
Net decrease in net assets resulting from capital share transactions | (29,076,514 | ) | (70,823,942 | ) | (157,934,180 | ) | (177,873,205 | ) | |||||||||||
Net increase (decrease) in net assets | (17,208,910 | ) | (5,192,814 | ) | (829,166 | ) | 327,422,259 | ||||||||||||
NET ASSETS: | |||||||||||||||||||
Beginning of year or period | 407,809,301 | 413,002,115 | 6,356,760,969 | 6,029,338,710 | |||||||||||||||
End of year or period | $ | 390,600,391 | $ | 407,809,301 | $ | 6,355,931,803 | $ | 6,356,760,969 | |||||||||||
Undistributed net investment income at end of year or period | $ | 5,484,391 | $ | 3,755,154 | $ | 52,231,321 | $ | 13,266,388 |
VY® T. Rowe Price Equity Income Portfolio | VY® T. Rowe Price International Stock Portfolio | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2018 | Year Ended December 31, 2017 | Six Months Ended June 30, 2018 | Year Ended December 31, 2017 | ||||||||||||||||
FROM OPERATIONS: | |||||||||||||||||||
Net investment income | $ | 10,255,137 | $ | 17,293,511 | $ | 2,371,305 | $ | 2,416,881 | |||||||||||
Net realized gain | 46,836,222 | 142,125,338 | 4,873,147 | 12,515,823 | |||||||||||||||
Net change in unrealized appreciation (depreciation) | (60,048,965 | ) | (9,418,869 | ) | (12,674,297 | ) | 41,492,913 | ||||||||||||
Increase (decrease) in net assets resulting from operations | (2,957,606 | ) | 149,999,980 | (5,429,845 | ) | 56,425,617 | |||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||||||||||
Net investment income: | |||||||||||||||||||
Class ADV | — | (911,053 | ) | — | (155,999 | ) | |||||||||||||
Class I | — | (2,225,668 | ) | — | (582,062 | ) | |||||||||||||
Class S | — | (14,059,708 | ) | — | (1,957,392 | ) | |||||||||||||
Class S2 | — | (2,147,516 | ) | — | — | ||||||||||||||
Net realized gains: | |||||||||||||||||||
Class ADV | — | (3,880,800 | ) | — | — | ||||||||||||||
Class I | — | (7,110,045 | ) | — | — | ||||||||||||||
Class S | — | (54,867,068 | ) | — | — | ||||||||||||||
Class S2 | — | (8,484,524 | ) | — | — | ||||||||||||||
Total distributions | — | (93,686,382 | ) | — | (2,695,453 | ) | |||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||||||||||
Net proceeds from sale of shares | 13,182,566 | 41,585,784 | 9,105,956 | 31,589,283 | |||||||||||||||
Reinvestment of distributions | — | 93,686,382 | — | 2,695,453 | |||||||||||||||
13,182,566 | 135,272,166 | 9,105,956 | 34,284,736 | ||||||||||||||||
Cost of shares redeemed | (80,314,570 | ) | (302,706,854 | ) | (14,038,100 | ) | (54,036,875 | ) | |||||||||||
Net decrease in net assets resulting from capital share transactions | (67,132,004 | ) | (167,434,688 | ) | (4,932,144 | ) | (19,752,139 | ) | |||||||||||
Net increase (decrease) in net assets | (70,089,610 | ) | (111,121,090 | ) | (10,361,989 | ) | 33,978,025 | ||||||||||||
NET ASSETS: | |||||||||||||||||||
Beginning of year or period | 960,422,356 | 1,071,543,446 | 241,214,430 | 207,236,405 | |||||||||||||||
End of year or period | $ | 890,332,746 | $ | 960,422,356 | $ | 230,852,441 | $ | 241,214,430 | |||||||||||
Undistributed net investment income at end of year or period | $ | 12,111,559 | $ | 1,879,796 | $ | 6,321,206 | $ | 3,949,901 |
Income (loss) from investment operations | | Less distributions | | Ratios to average net assets | Supplemental data | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Net asset value, beginning of year or period | | Net investment income (loss) | | Net realized and unrealized gain (loss) | | Total from investment operations | | From net investment income | | From net realized gains | | From return of capital | | Total distributions | | Payment by affiliate | | Net asset value, end of year or period | | Total Return(1) | | Expenses before reductions/ additions(2)(3)(4) | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | Expenses net of all reductions/ additions(2)(3)(4) | | Net investment income (loss)(2)(3) | | Net assets, end of year or period | | Portfolio turnover rate | ||||||||||||||||||||||||||||||||||||||
Year or period ended | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | (%) | | (%) | | (%) | | (%) | | (%) | | ($000’s) | | (%) | |||||||||||||||||||||||||||||||||||||
Voya Government Liquid Assets Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 1.00 | 0.01 | 0.00 | * | 0.01 | 0.01 | 0.00 | * | — | 0.01 | — | 1.00 | 0.67 | 0.29 | 0.29 | 0.29 | 1.34 | 51,006 | — | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 1.00 | 0.01 | 0.00 | * | 0.01 | 0.01 | 0.00 | * | — | 0.01 | — | 1.00 | 0.66 | 0.29 | 0.29 | 0.29 | 0.62 | 50,773 | — | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 1.00 | 0.00 | * | 0.00 | * | 0.00 | * | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.23 | 0.28 | 0.28 | 0.28 | 0.13 | 66,214 | — | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 1.00 | — | 0.00 | * | 0.00 | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.01 | 0.28 | 0.22 | 0.22 | 0.00 | * | 81,636 | — | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 1.00 | (0.00 | )* | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.01 | 0.28 | 0.19 | 0.19 | (0.00 | )* | 78,773 | — | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 1.00 | — | 0.00 | * | 0.00 | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.02 | 0.28 | 0.22 | 0.22 | 0.00 | * | 81,029 | — | ||||||||||||||||||||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 1.00 | 0.01 | 0.00 | * | 0.01 | 0.01 | 0.00 | * | — | 0.01 | — | 1.00 | 0.55 | 0.54 | 0.54 | 0.54 | 1.08 | 344,300 | — | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 1.00 | 0.00 | * | 0.00 | * | 0.00 | * | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.41 | 0.54 | 0.54 | 0.54 | 0.37 | 372,943 | — | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 1.00 | — | 0.00 | * | 0.00 | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.09 | 0.53 | 0.42 | 0.42 | 0.00 | * | 488,208 | — | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 1.00 | — | 0.00 | * | 0.00 | — | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.01 | 0.53 | 0.22 | 0.22 | (0.00 | )* | 552,706 | — | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 1.00 | (0.00 | )* | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.01 | 0.53 | 0.19 | 0.19 | (0.00 | )* | 619,776 | — | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 1.00 | — | 0.00 | * | 0.00 | — | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.02 | 0.53 | 0.23 | 0.23 | (0.00 | )* | 753,517 | — | |||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 1.00 | 0.00 | * | 0.00 | * | 0.00 | * | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.47 | 0.69 | 0.69 | 0.69 | 0.93 | 345,369 | — | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 1.00 | 0.00 | * | 0.00 | * | 0.00 | * | 0.00 | * | 0.00 | *�� | — | 0.00 | * | — | 1.00 | 0.28 | 0.69 | 0.67 | 0.67 | 0.25 | 358,525 | — | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 1.00 | — | 0.00 | * | 0.00 | — | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.09 | 0.71 | 0.42 | 0.42 | (0.00 | )* | 416,495 | — | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 1.00 | — | 0.00 | * | 0.00 | — | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.01 | 0.78 | 0.22 | 0.22 | (0.00 | )* | 348,078 | — | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 1.00 | (0.00 | )* | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.01 | 0.78 | 0.19 | 0.19 | (0.00 | )* | 291,912 | — | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 1.00 | — | 0.00 | * | 0.00 | — | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.02 | 0.78 | 0.23 | 0.23 | (0.00 | )* | 296,540 | — | |||||||||||||||||||||||||||||||||||||||||||||||||
VY® Clarion Global Real Estate Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 12.17 | 0.10 | • | (0.37 | ) | (0.27 | ) | — | — | — | — | — | 11.90 | (2.22 | ) | 1.61 | 1.49 | 1.49 | 1.78 | 19,956 | 62 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 11.41 | 0.19 | • | 0.95 | 1.14 | 0.38 | — | — | 0.38 | — | 12.17 | 10.20 | 1.57 | 1.49 | 1.49 | 1.63 | 22,826 | 90 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 11.47 | 0.16 | (0.13 | ) | 0.03 | 0.09 | — | — | 0.09 | — | 11.41 | 0.23 | 1.61 | 1.49 | 1.49 | 1.33 | 25,983 | 49 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 12.04 | 0.11 | • | (0.35 | ) | (0.24 | ) | 0.33 | — | — | 0.33 | — | 11.47 | (1.99 | ) | 1.72 | 1.49 | 1.49 | 0.95 | 27,513 | 50 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 10.71 | 0.13 | 1.30 | 1.43 | 0.10 | — | — | 0.10 | — | 12.04 | 13.40 | 1.73 | 1.49 | 1.49 | 1.12 | 27,577 | 40 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 10.96 | 0.12 | • | 0.25 | 0.37 | 0.62 | — | — | 0.62 | — | 10.71 | 3.29 | 1.73 | 1.49 | 1.49 | 1.13 | 23,863 | 35 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 12.49 | 0.14 | • | (0.37 | ) | (0.23 | ) | — | — | — | — | — | 12.26 | (1.84 | ) | 1.01 | 0.89 | 0.89 | 2.41 | 167,803 | 62 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 11.72 | 0.27 | • | 0.96 | 1.23 | 0.46 | — | — | 0.46 | — | 12.49 | 10.77 | 0.97 | 0.89 | 0.89 | 2.28 | 183,921 | 90 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 11.77 | 0.22 | (0.10 | ) | 0.12 | 0.17 | — | — | 0.17 | — | 11.72 | 0.89 | 0.96 | 0.89 | 0.89 | 1.94 | 183,084 | 49 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 12.34 | 0.18 | (0.35 | ) | (0.17 | ) | 0.40 | — | — | 0.40 | — | 11.77 | (1.42 | ) | 0.97 | 0.89 | 0.89 | 1.55 | 165,604 | 50 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 10.96 | 0.21 | • | 1.33 | 1.54 | 0.16 | — | — | 0.16 | — | 12.34 | 14.07 | 0.98 | 0.89 | 0.89 | 1.75 | 160,209 | 40 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.17 | 0.19 | • | 0.26 | 0.45 | 0.66 | — | — | 0.66 | — | 10.96 | 3.95 | 0.98 | 0.89 | 0.89 | 1.70 | 121,414 | 35 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 12.43 | 0.13 | • | (0.38 | ) | (0.25 | ) | — | — | — | — | — | 12.18 | (2.01 | ) | 1.26 | 1.14 | 1.14 | 2.15 | 103,569 | 62 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 11.66 | 0.24 | • | 0.96 | 1.20 | 0.43 | — | — | 0.43 | — | 12.43 | 10.50 | 1.22 | 1.14 | 1.14 | 2.00 | 113,281 | 90 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 11.71 | 0.20 | • | (0.12 | ) | 0.08 | 0.13 | — | — | 0.13 | — | 11.66 | 0.62 | 1.21 | 1.14 | 1.14 | 1.67 | 123,103 | 49 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 12.28 | 0.15 | • | (0.36 | ) | (0.21 | ) | 0.36 | — | — | 0.36 | — | 11.71 | (1.69 | ) | 1.22 | 1.14 | 1.14 | 1.27 | 141,067 | 50 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 10.90 | 0.17 | • | 1.34 | 1.51 | 0.13 | — | — | 0.13 | — | 12.28 | 13.86 | 1.23 | 1.14 | 1.14 | 1.42 | 161,194 | 40 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.11 | 0.16 | • | 0.26 | 0.42 | 0.63 | — | — | 0.63 | — | 10.90 | 3.71 | 1.23 | 1.14 | 1.14 | 1.42 | 161,379 | 35 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 12.52 | 0.12 | • | (0.38 | ) | (0.26 | ) | — | — | — | — | — | 12.26 | (2.08 | ) | 1.41 | 1.29 | 1.29 | 2.01 | 969 | 62 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 11.73 | 0.22 | • | 0.98 | 1.20 | 0.41 | — | — | 0.41 | — | 12.52 | 10.42 | 1.37 | 1.29 | 1.29 | 1.87 | 1,048 | 90 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 11.78 | 0.18 | • | (0.12 | ) | 0.06 | 0.11 | — | — | 0.11 | — | 11.73 | 0.44 | 1.39 | 1.29 | 1.29 | 1.52 | 1,117 | 49 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 12.34 | 0.14 | • | (0.36 | ) | (0.22 | ) | 0.34 | — | — | 0.34 | — | 11.78 | (1.84 | ) | 1.47 | 1.29 | 1.29 | 1.11 | 1,343 | 50 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 10.96 | 0.14 | • | 1.35 | 1.49 | 0.11 | — | — | 0.11 | — | 12.34 | 13.60 | 1.48 | 1.29 | 1.29 | 1.22 | 1,624 | 40 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.17 | 0.14 | • | 0.26 | 0.40 | 0.61 | — | — | 0.61 | — | 10.96 | 3.54 | 1.48 | 1.29 | 1.29 | 1.27 | 1,842 | 35 |
Income (loss) from investment operations | | Less distributions | | Ratios to average net assets | Supplemental data | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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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) | | (%) | |||||||||||||||||||||||||||||||||||||
VY® Invesco Growth and Income Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 27.94 | 0.16 | • | (0.59 | ) | (0.43 | ) | — | — | — | — | — | 27.51 | (1.54 | ) | 1.24 | 1.24 | 1.24 | 1.16 | 20,745 | 16 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 26.55 | 0.38 | • | 3.04 | 3.42 | 0.51 | 1.52 | — | 2.03 | — | 27.94 | 13.46 | 1.24 | 1.24 | 1.24 | 1.43 | 22,246 | 17 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 25.48 | 0.30 | • | 4.19 | 4.49 | 0.52 | 2.90 | — | 3.42 | — | 26.55 | 19.52 | 1.29 | 1.24 | 1.24 | 1.21 | 18,641 | 23 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 31.49 | 0.30 | • | (0.98 | ) | (0.68 | ) | 0.93 | 4.40 | — | 5.33 | — | 25.48 | (3.26 | ) | 1.39 | 1.24 | 1.24 | 1.05 | 15,551 | 19 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 30.92 | 0.52 | • | 2.43 | 2.95 | 0.31 | 2.07 | — | 2.38 | — | 31.49 | 9.72 | 1.39 | 1.24 | 1.24 | 1.66 | 16,407 | 28 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 23.41 | 0.25 | • | 7.55 | 7.80 | 0.29 | — | — | 0.29 | — | 30.92 | 33.45 | 1.39 | 1.24 | 1.23 | 0.92 | 15,200 | 28 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 28.23 | 0.25 | • | (0.59 | ) | (0.34 | ) | — | — | — | — | — | 27.89 | (1.20 | ) | 0.64 | 0.64 | 0.64 | 1.76 | 32,581 | 16 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 26.77 | 0.55 | • | 3.07 | 3.62 | 0.64 | 1.52 | — | 2.16 | — | 28.23 | 14.13 | 0.64 | 0.64 | 0.64 | 2.02 | 33,894 | 17 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 25.68 | 0.45 | • | 4.23 | 4.68 | 0.69 | 2.90 | — | 3.59 | — | 26.77 | 20.23 | 0.64 | 0.64 | 0.64 | 1.81 | 28,117 | 23 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 31.71 | 0.47 | • | (0.98 | ) | (0.51 | ) | 1.12 | 4.40 | — | 5.52 | — | 25.68 | (2.69 | ) | 0.64 | 0.64 | 0.64 | 1.63 | 23,008 | 19 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 31.08 | 0.68 | • | 2.48 | 3.16 | 0.46 | 2.07 | — | 2.53 | — | 31.71 | 10.39 | 0.64 | 0.64 | 0.64 | 2.16 | 28,264 | 28 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 23.50 | 0.43 | • | 7.58 | 8.01 | 0.43 | — | — | 0.43 | — | 31.08 | 34.23 | 0.64 | 0.64 | 0.63 | 1.53 | 24,742 | 28 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 28.43 | 0.21 | • | (0.60 | ) | (0.39 | ) | — | — | — | — | — | 28.04 | (1.37 | ) | 0.89 | 0.89 | 0.89 | 1.48 | 434,848 | 16 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 26.94 | 0.48 | • | 3.10 | 3.58 | 0.57 | 1.52 | — | 2.09 | — | 28.43 | 13.89 | 0.89 | 0.89 | 0.89 | 1.76 | 476,317 | 17 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 25.81 | 0.41 | 4.23 | 4.64 | 0.61 | 2.90 | — | 3.51 | — | 26.94 | 19.92 | 0.89 | 0.89 | 0.89 | 1.56 | 507,524 | 23 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 31.83 | 0.40 | • | (0.99 | ) | (0.59 | ) | 1.03 | 4.40 | — | 5.43 | — | 25.81 | (2.93 | ) | 0.89 | 0.89 | 0.89 | 1.39 | 451,452 | 19 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 31.19 | 0.64 | • | 2.45 | 3.09 | 0.38 | 2.07 | — | 2.45 | — | 31.83 | 10.11 | 0.89 | 0.89 | 0.89 | 2.04 | 535,054 | 28 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 23.59 | 0.35 | • | 7.61 | 7.96 | 0.36 | — | — | 0.36 | — | 31.19 | 33.88 | 0.89 | 0.89 | 0.88 | 1.27 | 566,801 | 28 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 28.19 | 0.24 | • | (0.64 | ) | (0.40 | ) | — | — | — | — | — | 27.79 | (1.42 | ) | 1.04 | 1.04 | 1.04 | 1.69 | 31,797 | 16 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 26.73 | 0.44 | • | 3.06 | 3.50 | 0.52 | 1.52 | — | 2.04 | — | 28.19 | 13.67 | 1.04 | 1.04 | 1.04 | 1.62 | 33,409 | 17 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 25.62 | 0.35 | • | 4.23 | 4.58 | 0.57 | 2.90 | — | 3.47 | — | 26.73 | 19.80 | 1.07 | 1.04 | 1.04 | 1.41 | 38,721 | 23 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 31.63 | 0.36 | • | (0.99 | ) | (0.63 | ) | 0.98 | 4.40 | — | 5.38 | — | 25.62 | (3.10 | ) | 1.14 | 1.04 | 1.04 | 1.24 | 38,764 | 19 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 31.00 | 0.59 | • | 2.43 | 3.02 | 0.32 | 2.07 | — | 2.39 | — | 31.63 | 9.95 | 1.14 | 1.04 | 1.04 | 1.89 | 45,878 | 28 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 23.45 | 0.31 | • | 7.56 | 7.87 | 0.32 | — | — | 0.32 | — | 31.00 | 33.70 | 1.14 | 1.04 | 1.03 | 1.12 | 50,774 | 28 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
VY® JPMorgan Emerging Markets Equity Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 20.52 | 0.04 | • | (1.68 | ) | (1.64 | ) | — | — | — | — | — | 18.88 | (7.99 | ) | 1.86 | 1.86 | 1.86 | 0.42 | 50,491 | 11 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 14.43 | (0.05 | ) | 6.19 | 6.14 | 0.05 | — | — | 0.05 | — | 20.52 | 42.55 | 1.86 | 1.86 | 1.86 | (0.24 | ) | 57,093 | 26 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 12.92 | 0.02 | • | 1.61 | 1.63 | 0.12 | — | — | 0.12 | — | 14.43 | 12.62 | 1.90 | 1.85 | 1.85 | 0.12 | 35,873 | 24 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 16.63 | 0.07 | (2.56 | ) | (2.49 | ) | 0.14 | 1.08 | — | 1.22 | — | 12.92 | (16.07 | )(a) | 2.01 | 1.86 | 1.86 | 0.45 | 34,072 | 15 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 18.39 | 0.13 | 0.13 | 0.26 | 0.13 | 1.89 | — | 2.02 | — | 16.63 | 0.47 | 2.01 | 1.86 | 1.86 | 0.72 | 42,490 | 23 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 20.19 | 0.07 | • | (1.31 | ) | (1.24 | ) | 0.12 | 0.44 | — | 0.56 | — | 18.39 | (6.07 | ) | 2.01 | 1.86 | 1.86 | 0.36 | 43,996 | 45 | |||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 21.52 | 0.11 | • | (1.76 | ) | (1.65 | ) | — | — | — | — | — | 19.87 | (7.67 | ) | 1.26 | 1.26 | 1.26 | 1.03 | 73,114 | 11 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 15.10 | 0.08 | 6.47 | 6.55 | 0.13 | — | — | 0.13 | — | 21.52 | 43.45 | 1.26 | 1.26 | 1.26 | 0.34 | 82,567 | 26 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 13.52 | 0.10 | • | 1.70 | 1.80 | 0.22 | — | — | 0.22 | — | 15.10 | 13.27 | 1.25 | 1.25 | 1.25 | 0.71 | 63,276 | 24 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 17.36 | 0.17 | (2.68 | ) | (2.51 | ) | 0.25 | 1.08 | — | 1.33 | — | 13.52 | (15.57 | )(a) | 1.26 | 1.26 | 1.26 | 1.05 | 58,250 | 15 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 19.10 | 0.23 | • | 0.15 | 0.38 | 0.23 | 1.89 | — | 2.12 | — | 17.36 | 1.06 | 1.26 | 1.26 | 1.26 | 1.22 | 71,163 | 23 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 20.93 | 0.19 | • | (1.35 | ) | (1.16 | ) | 0.23 | 0.44 | — | 0.67 | — | 19.10 | (5.49 | ) | 1.26 | 1.26 | 1.26 | 0.97 | 136,636 | 45 | |||||||||||||||||||||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 21.40 | 0.08 | • | (1.75 | ) | (1.67 | ) | — | — | — | — | — | 19.73 | (7.80 | ) | 1.51 | 1.51 | 1.51 | 0.77 | 385,086 | 11 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 15.02 | 0.03 | 6.44 | 6.47 | 0.09 | — | — | 0.09 | — | 21.40 | 43.11 | 1.51 | 1.51 | 1.51 | 0.11 | 454,764 | 26 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 13.45 | 0.07 | • | 1.67 | 1.74 | 0.17 | — | — | 0.17 | — | 15.02 | 12.95 | 1.50 | 1.50 | 1.50 | 0.47 | 362,865 | 24 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 17.26 | 0.13 | • | (2.66 | ) | (2.53 | ) | 0.20 | 1.08 | — | 1.28 | — | 13.45 | (15.75 | )(a) | 1.51 | 1.51 | 1.51 | 0.81 | 367,861 | 15 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 19.00 | 0.20 | • | 0.13 | 0.33 | 0.18 | 1.89 | — | 2.07 | — | 17.26 | 0.80 | 1.51 | 1.51 | 1.51 | 1.06 | 499,431 | 23 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 20.82 | 0.16 | (1.37 | ) | (1.21 | ) | 0.17 | 0.44 | — | 0.61 | — | 19.00 | (5.74 | ) | 1.51 | 1.51 | 1.51 | 0.73 | 573,548 | 45 |
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) | | (%) | |||||||||||||||||||||||||||||||||||||
VY® JPMorgan Emerging Markets Equity Portfolio (continued) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 21.17 | 0.07 | • | (1.74 | ) | (1.67 | ) | — | — | — | — | — | 19.50 | (7.89 | ) | 1.66 | 1.66 | 1.66 | 0.63 | 13,097 | 11 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 14.86 | (0.01 | ) • | 6.37 | 6.36 | 0.05 | — | — | 0.05 | — | 21.17 | 42.85 | 1.66 | 1.66 | 1.66 | (0.03 | ) | 15,050 | 26 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 13.30 | 0.05 | • | 1.65 | 1.70 | 0.14 | — | — | 0.14 | — | 14.86 | 12.79 | 1.68 | 1.65 | 1.65 | 0.32 | 14,570 | 24 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 17.08 | 0.10 | • | (2.64 | ) | (2.54 | ) | 0.16 | 1.08 | — | 1.24 | — | 13.30 | (15.91 | )(a) | 1.76 | 1.66 | 1.66 | 0.65 | 16,530 | 15 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 18.81 | 0.17 | • | 0.14 | 0.31 | 0.15 | 1.89 | — | 2.04 | — | 17.08 | 0.73 | 1.76 | 1.66 | 1.66 | 0.92 | 22,613 | 23 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 20.62 | 0.11 | (1.34 | ) | (1.23 | ) | 0.14 | 0.44 | — | 0.58 | — | 18.81 | (5.89 | ) | 1.76 | 1.66 | 1.66 | 0.58 | 26,016 | 45 | ||||||||||||||||||||||||||||||||||||||||||||||||||
VY® Morgan Stanley Global Franchise Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 16.98 | 0.05 | • | 0.45 | 0.50 | — | — | — | — | — | 17.48 | 2.94 | 1.57 | 1.54 | 1.54 | 0.63 | 81,731 | 18 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 14.58 | 0.10 | 3.53 | 3.63 | 0.17 | 1.06 | — | 1.23 | — | 16.98 | 25.47 | 1.57 | 1.55 | 1.55 | 0.60 | 83,492 | 29 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 15.29 | 0.13 | • | 0.68 | 0.81 | 0.17 | 1.35 | — | 1.52 | — | 14.58 | 4.94 | 1.61 | 1.54 | 1.54 | 0.83 | 68,606 | 26 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 16.56 | 0.15 | 0.87 | 1.02 | 0.28 | 2.01 | — | 2.29 | — | 15.29 | 5.95 | 1.71 | 1.55 | 1.55 | 0.90 | 56,395 | 27 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 17.55 | 0.23 | • | 0.48 | 0.71 | 0.28 | 1.42 | — | 1.70 | — | 16.56 | 3.87 | 1.71 | 1.56 | 1.56 | 1.35 | 55,949 | 21 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 15.98 | 0.20 | • | 2.74 | 2.94 | 0.37 | 1.00 | — | 1.37 | — | 17.55 | 19.02 | 1.71 | 1.56 | 1.56 | 1.17 | 52,318 | 21 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class R6 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 17.96 | 0.13 | • | 0.46 | 0.59 | — | — | — | — | — | 18.55 | 3.29 | 0.97 | 0.94 | 0.94 | 1.47 | 95 | 18 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 15.35 | 0.21 | • | 3.71 | 3.92 | 0.25 | 1.06 | — | 1.31 | — | 17.96 | 26.16 | 0.97 | 0.95 | 0.95 | 1.21 | 44 | 29 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
05-03-16(5)– 12-31-16 | 16.66 | 0.22 | • | 0.07 | 0.29 | 0.25 | 1.35 | — | 1.60 | — | 15.35 | 1.46 | 0.96 | 0.94 | 0.94 | 1.48 | 49 | 26 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 17.97 | 0.09 | • | 0.48 | 0.57 | — | — | — | — | — | 18.54 | 3.17 | 1.22 | 1.19 | 1.19 | 0.97 | 268,939 | 18 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 15.36 | 0.16 | • | 3.71 | 3.87 | 0.20 | 1.06 | — | 1.26 | — | 17.97 | 25.81 | 1.22 | 1.20 | 1.20 | 0.95 | 282,442 | 29 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 16.02 | 0.20 | 0.70 | 0.90 | 0.21 | 1.35 | — | 1.56 | — | 15.36 | 5.30 | 1.21 | 1.19 | 1.19 | 1.20 | 299,965 | 26 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 17.23 | 0.21 | • | 0.92 | 1.13 | 0.33 | 2.01 | — | 2.34 | — | 16.02 | 6.36 | 1.21 | 1.20 | 1.20 | 1.26 | 319,681 | 27 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 18.16 | 0.30 | • | 0.50 | 0.80 | 0.31 | 1.42 | — | 1.73 | — | 17.23 | 4.25 | 1.21 | 1.21 | 1.21 | 1.71 | 336,350 | 21 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 16.44 | 0.29 | • | 2.80 | 3.09 | 0.37 | 1.00 | — | 1.37 | — | 18.16 | 19.42 | 1.21 | 1.21 | 1.21 | 1.67 | 385,597 | 21 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 17.83 | 0.07 | • | 0.47 | 0.54 | — | — | — | — | — | 18.37 | 3.03 | 1.37 | 1.34 | 1.34 | 0.82 | 39,834 | 18 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 15.24 | 0.14 | • | 3.69 | 3.83 | 0.18 | 1.06 | — | 1.24 | — | 17.83 | 25.69 | 1.37 | 1.35 | 1.35 | 0.80 | 41,831 | 29 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 15.90 | 0.17 | • | 0.70 | 0.87 | 0.18 | 1.35 | — | 1.53 | — | 15.24 | 5.16 | 1.39 | 1.34 | 1.34 | 1.05 | 44,381 | 26 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 17.12 | 0.19 | • | 0.90 | 1.09 | 0.30 | 2.01 | — | 2.31 | — | 15.90 | 6.17 | 1.46 | 1.35 | 1.35 | 1.11 | 50,093 | 27 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 18.05 | 0.28 | • | 0.50 | 0.78 | 0.29 | 1.42 | — | 1.71 | — | 17.12 | 4.12 | 1.46 | 1.36 | 1.36 | 1.57 | 54,169 | 21 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 16.34 | 0.27 | • | 2.78 | 3.05 | 0.34 | 1.00 | — | 1.34 | — | 18.05 | 19.28 | 1.46 | 1.36 | 1.36 | 1.53 | 61,560 | 21 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
VY® T. Rowe Price Capital Appreciation Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 26.53 | 0.12 | • | 0.49 | 0.61 | — | — | — | — | — | 27.14 | 2.30 | 1.24 | 1.24 | 1.24 | 0.89 | 994,800 | 42 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 24.54 | 0.19 | 3.36 | 3.55 | 0.25 | 1.31 | — | 1.56 | — | 26.53 | 14.72 | 1.24 | 1.24 | 1.24 | 0.78 | 954,071 | 61 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 25.27 | 0.24 | • | 1.68 | 1.92 | 0.28 | 2.37 | — | 2.65 | — | 24.54 | 7.65 | 1.29 | 1.24 | 1.24 | 0.97 | 778,133 | 69 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 28.02 | 0.24 | • | 1.14 | 1.38 | 0.28 | 3.85 | — | 4.13 | — | 25.27 | 4.85 | 1.39 | 1.24 | 1.24 | 0.89 | 596,730 | 67 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 27.68 | 0.27 | • | 2.88 | 3.15 | 0.30 | 2.51 | — | 2.81 | — | 28.02 | 11.78 | 1.39 | 1.24 | 1.24 | 0.96 | 457,740 | 72 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 24.54 | 0.19 | • | 5.00 | 5.19 | 0.24 | 1.81 | — | 2.05 | — | 27.68 | 21.75 | 1.39 | 1.24 | 1.24 | 0.72 | 350,643 | 69 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 27.64 | 0.21 | • | 0.52 | 0.73 | — | — | — | — | — | 28.37 | 2.64 | 0.64 | 0.64 | 0.64 | 1.49 | 1,294,663 | 42 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 25.49 | 0.36 | 3.50 | 3.86 | 0.40 | 1.31 | — | 1.71 | — | 27.64 | 15.39 | 0.64 | 0.64 | 0.64 | 1.38 | 1,217,289 | 61 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 26.12 | 0.40 | 1.75 | 2.15 | 0.41 | 2.37 | — | 2.78 | — | 25.49 | 8.31 | 0.64 | 0.64 | 0.64 | 1.55 | 1,084,776 | 69 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 28.80 | 0.40 | 1.18 | 1.58 | 0.41 | 3.85 | — | 4.26 | — | 26.12 | 5.47 | 0.64 | 0.64 | 0.64 | 1.48 | 1,027,480 | 67 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 28.34 | 0.43 | 2.99 | 3.42 | 0.45 | 2.51 | — | 2.96 | — | 28.80 | 12.46 | 0.64 | 0.64 | 0.64 | 1.55 | 1,049,730 | 72 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 25.04 | 0.36 | • | 5.12 | 5.48 | 0.37 | 1.81 | — | 2.18 | — | 28.34 | 22.49 | 0.64 | 0.64 | 0.64 | 1.31 | 989,583 | 69 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class R6 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 27.66 | 0.21 | • | 0.51 | 0.72 | — | — | — | — | — | 28.38 | 2.60 | 0.64 | 0.64 | 0.64 | 1.50 | 77,984 | 42 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 25.49 | 0.38 | • | 3.50 | 3.88 | 0.40 | 1.31 | — | 1.71 | — | 27.66 | 15.47 | 0.64 | 0.64 | 0.64 | 1.38 | 59,752 | 61 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
05-03-16(5)– 12-31-16 | 27.00 | 0.48 | • | 0.79 | 1.27 | 0.41 | 2.37 | — | 2.78 | — | 25.49 | 4.78 | 0.64 | 0.64 | 0.64 | 1.91 | 8,696 | 69 |
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) | | (%) | |||||||||||||||||||||||||||||||||||||
VY® T. Rowe Price Capital Appreciation Portfolio (continued) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 27.65 | 0.17 | • | 0.52 | 0.69 | — | — | — | — | — | 28.34 | 2.50 | 0.89 | 0.89 | 0.89 | 1.24 | 3,915,155 | 42 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 25.50 | 0.31 | • | 3.48 | 3.79 | 0.33 | 1.31 | — | 1.64 | — | 27.65 | 15.10 | 0.89 | 0.89 | 0.89 | 1.13 | 4,050,729 | 61 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 26.13 | 0.34 | 1.74 | 2.08 | 0.34 | 2.37 | — | 2.71 | — | 25.50 | 8.05 | 0.89 | 0.89 | 0.89 | 1.30 | 4,074,922 | 69 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 28.82 | 0.33 | 1.18 | 1.51 | 0.35 | 3.85 | — | 4.20 | — | 26.13 | 5.18 | 0.89 | 0.89 | 0.89 | 1.23 | 4,044,261 | 67 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 28.36 | 0.37 | 2.97 | 3.34 | 0.37 | 2.51 | — | 2.88 | — | 28.82 | 12.20 | 0.89 | 0.89 | 0.89 | 1.30 | 4,122,797 | 72 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 25.06 | 0.29 | • | 5.12 | 5.41 | 0.30 | 1.81 | — | 2.11 | — | 28.36 | 22.20 | 0.89 | 0.89 | 0.89 | 1.05 | 4,002,988 | 69 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 27.47 | 0.15 | • | 0.48 | 0.63 | — | — | — | — | — | 28.10 | 2.29 | 1.04 | 1.04 | 1.04 | 1.09 | 73,331 | 42 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 25.33 | 0.26 | • | 3.47 | 3.73 | 0.28 | 1.31 | — | 1.59 | — | 27.47 | 14.96 | 1.04 | 1.04 | 1.04 | 0.98 | 74,919 | 61 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 25.98 | 0.31 | 1.71 | 2.02 | 0.30 | 2.37 | — | 2.67 | — | 25.33 | 7.86 | 1.07 | 1.04 | 1.04 | 1.15 | 82,812 | 69 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 28.67 | 0.30 | 1.16 | 1.46 | 0.30 | 3.85 | — | 4.15 | — | 25.98 | 5.06 | 1.14 | 1.04 | 1.04 | 1.08 | 87,130 | 67 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 28.23 | 0.33 | 2.95 | 3.28 | 0.33 | 2.51 | — | 2.84 | — | 28.67 | 12.02 | 1.14 | 1.04 | 1.04 | 1.15 | 93,998 | 72 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 24.96 | 0.24 | • | 5.10 | 5.34 | 0.26 | 1.81 | — | 2.07 | — | 28.23 | 21.98 | 1.14 | 1.04 | 1.04 | 0.90 | 92,805 | 69 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
VY® T. Rowe Price Equity Income Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 14.34 | 0.13 | • | (0.21 | ) | (0.08 | ) | — | — | — | — | — | 14.26 | (0.56 | )(b) | 1.24 | 0.97 | (c) | 0.97 | 1.89 | (d) | 49,423 | 9 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 13.63 | 0.20 | 1.86 | 2.06 | 0.25 | 1.10 | — | 1.35 | — | 14.34 | 15.89 | 1.24 | 1.24 | 1.24 | 1.38 | 53,101 | 19 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 13.03 | 0.23 | 2.04 | 2.27 | 0.26 | 1.41 | — | 1.67 | — | 13.63 | 18.30 | 1.29 | 1.24 | 1.24 | 1.67 | 50,794 | 26 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 16.29 | 0.23 | (1.27 | ) | (1.04 | ) | 0.26 | 1.96 | — | 2.22 | — | 13.03 | (7.24 | ) | 1.39 | 1.24 | 1.24 | 1.52 | 50,413 | 27 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 16.60 | 0.24 | 0.93 | 1.17 | 0.26 | 1.22 | — | 1.48 | — | 16.29 | 7.13 | 1.39 | 1.24 | 1.24 | 1.42 | 62,848 | 9 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 13.02 | 0.17 | 3.63 | 3.80 | 0.21 | 0.01 | — | 0.22 | — | 16.60 | 29.22 | 1.39 | 1.24 | 1.24 | 1.22 | 66,056 | 12 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 14.59 | 0.18 | • | (0.21 | ) | (0.03 | ) | — | — | — | — | — | 14.56 | (0.21 | )(b) | 0.64 | 0.37 | (c) | 0.37 | 2.49 | (d) | 93,530 | 9 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 13.85 | 0.28 | • | 1.90 | 2.18 | 0.34 | 1.10 | — | 1.44 | — | 14.59 | 16.48 | 0.64 | 0.64 | 0.64 | 1.94 | 99,204 | 19 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 13.20 | 0.31 | • | 2.09 | 2.40 | 0.34 | 1.41 | — | 1.75 | — | 13.85 | 19.07 | 0.64 | 0.64 | 0.64 | 2.32 | 135,151 | 26 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 16.47 | 0.32 | • | (1.28 | ) | (0.96 | ) | 0.35 | 1.96 | — | 2.31 | — | 13.20 | (6.65 | ) | 0.64 | 0.64 | 0.64 | 2.09 | 90,800 | 27 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 16.76 | 0.35 | • | 0.94 | 1.29 | 0.36 | 1.22 | — | 1.58 | — | 16.47 | 7.79 | 0.64 | 0.64 | 0.64 | 2.07 | 194,078 | 9 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 13.13 | 0.28 | • | 3.65 | 3.93 | 0.29 | 0.01 | — | 0.30 | — | 16.76 | 30.01 | 0.64 | 0.64 | 0.64 | 1.83 | 355,229 | 12 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 14.62 | 0.16 | • | (0.21 | ) | (0.05 | ) | — | — | — | — | — | 14.57 | (0.34 | )(b) | 0.89 | 0.62 | (c) | 0.62 | 2.26 | (d) | 640,847 | 9 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 13.87 | 0.25 | • | 1.90 | 2.15 | 0.30 | 1.10 | — | 1.40 | — | 14.62 | 16.23 | 0.89 | 0.89 | 0.89 | 1.73 | 694,870 | 19 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 13.22 | 0.28 | 2.08 | 2.36 | 0.30 | 1.41 | — | 1.71 | — | 13.87 | 18.77 | 0.89 | 0.89 | 0.89 | 2.01 | 772,218 | 26 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 16.49 | 0.28 | • | (1.28 | ) | (1.00 | ) | 0.31 | 1.96 | — | 2.27 | — | 13.22 | (6.90 | ) | 0.89 | 0.89 | 0.89 | 1.86 | 758,358 | 27 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 16.79 | 0.30 | • | 0.94 | 1.24 | 0.32 | 1.22 | — | 1.54 | — | 16.49 | 7.45 | 0.89 | 0.89 | 0.89 | 1.77 | 1,013,552 | 9 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 13.15 | 0.24 | • | 3.66 | 3.90 | 0.25 | 0.01 | — | 0.26 | — | 16.79 | 29.74 | 0.89 | 0.89 | 0.89 | 1.57 | 1,113,360 | 12 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 14.42 | 0.14 | • | (0.20 | ) | (0.06 | ) | — | — | — | — | — | 14.36 | (0.42 | )(b) | 1.04 | 0.77 | (c) | 0.77 | 1.95 | (d) | 106,533 | 9 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 13.70 | 0.23 | 1.87 | 2.10 | 0.28 | 1.10 | — | 1.38 | — | 14.42 | 16.07 | 1.04 | 1.04 | 1.04 | 1.58 | 113,247 | 19 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 13.08 | 0.25 | 2.06 | 2.31 | 0.28 | 1.41 | — | 1.69 | — | 13.70 | 18.59 | 1.07 | 1.04 | 1.04 | 1.86 | 113,380 | 26 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 16.35 | 0.25 | (1.27 | ) | (1.02 | ) | 0.29 | 1.96 | — | 2.25 | — | 13.08 | (7.08 | ) | 1.14 | 1.04 | 1.04 | 1.72 | 111,098 | 27 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 16.66 | 0.27 | 0.93 | 1.20 | 0.29 | 1.22 | — | 1.51 | — | 16.35 | 7.31 | 1.14 | 1.04 | 1.04 | 1.62 | 131,519 | 9 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 13.06 | 0.21 | • | 3.63 | 3.84 | 0.23 | 0.01 | — | 0.24 | — | 16.66 | 29.49 | 1.14 | 1.04 | 1.04 | 1.42 | 134,882 | 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) | | (%) | |||||||||||||||||||||||||||||||||||||
VY® T. Rowe Price International Stock Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 16.16 | 0.13 | • | (0.53 | ) | (0.40 | ) | — | — | — | — | — | 15.76 | (2.48 | ) | 1.43 | 1.40 | 1.40 | 1.63 | 20,831 | 18 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 12.79 | 0.08 | 3.42 | 3.50 | 0.13 | — | — | 0.13 | — | 16.16 | 27.42 | 1.40 | 1.40 | 1.40 | 0.64 | 21,086 | 37 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 12.73 | 0.11 | 0.09 | 0.20 | 0.14 | — | — | 0.14 | — | 12.79 | 1.59 | 1.43 | 1.38 | 1.38 | 0.82 | 15,001 | 33 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 12.98 | 0.07 | • | (0.24 | ) | (0.17 | ) | 0.08 | — | — | 0.08 | — | 12.73 | (1.36 | )(e) | 1.50 | 1.35 | 1.35 | 0.49 | 15,149 | 43 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 13.28 | 0.08 | (0.26 | ) | (0.18 | ) | 0.12 | — | — | 0.12 | — | 12.98 | (1.43 | ) | 1.52 | 1.37 | 1.37 | 0.62 | 12,616 | 48 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.77 | 0.10 | • | 1.53 | 1.63 | 0.12 | — | — | 0.12 | — | 13.28 | 13.98 | 1.52 | 1.37 | 1.37 | 0.78 | 12,693 | 48 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 16.22 | 0.18 | • | (0.54 | ) | (0.36 | ) | — | — | — | — | — | 15.86 | (2.22 | ) | 0.83 | 0.80 | 0.80 | 2.19 | 41,652 | 18 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 12.82 | 0.19 | • | 3.41 | 3.60 | 0.20 | — | — | 0.20 | — | 16.22 | 28.21 | 0.80 | 0.80 | 0.80 | 1.26 | 44,832 | 37 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 12.76 | 0.19 | 0.09 | 0.28 | 0.22 | — | — | 0.22 | — | 12.82 | 2.18 | 0.78 | 0.78 | 0.78 | 1.41 | 38,010 | 33 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 12.99 | 0.16 | • | (0.24 | ) | (0.08 | ) | 0.15 | — | — | 0.15 | — | 12.76 | (0.73 | )(e) | 0.75 | 0.75 | 0.75 | 1.15 | 39,288 | 43 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 13.27 | 0.17 | (0.27 | ) | (0.10 | ) | 0.18 | — | — | 0.18 | — | 12.99 | (0.82 | ) | 0.77 | 0.77 | 0.77 | 1.23 | 50,333 | 48 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.74 | 0.17 | • | 1.52 | 1.69 | 0.16 | — | — | 0.16 | — | 13.27 | 14.58 | 0.77 | 0.77 | 0.77 | 1.37 | 52,766 | 48 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 16.15 | 0.16 | • | (0.53 | ) | (0.37 | ) | — | — | — | — | — | 15.78 | (2.29 | ) | 1.08 | 1.05 | 1.05 | 1.96 | 168,370 | 18 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 12.77 | 0.15 | • | 3.40 | 3.55 | 0.17 | — | — | 0.17 | — | 16.15 | 27.87 | 1.05 | 1.05 | 1.05 | 1.01 | 175,297 | 37 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 12.71 | 0.15 | • | 0.09 | 0.24 | 0.18 | — | — | 0.18 | — | 12.77 | 1.90 | 1.03 | 1.03 | 1.03 | 1.17 | 154,225 | 33 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 12.94 | 0.12 | (0.23 | ) | (0.11 | ) | 0.12 | — | — | 0.12 | — | 12.71 | (0.94 | )(e) | 1.00 | 1.00 | 1.00 | 0.88 | 171,416 | 43 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 13.23 | 0.12 | • | (0.26 | ) | (0.14 | ) | 0.15 | — | — | 0.15 | — | 12.94 | (1.11 | ) | 1.02 | 1.02 | 1.02 | 0.94 | 183,379 | 48 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.70 | 0.14 | • | 1.52 | 1.66 | 0.13 | — | — | 0.13 | — | 13.23 | 14.33 | 1.02 | 1.02 | 1.02 | 1.12 | 171,747 | 48 |
(1) | Total return is calculated assuming reinvestment of all dividends, capital gain distributions and return of capital distributions, if any, at net asset value and does not reflect the effect of insurance contract charges. Total return for periods less than one year is not annualized. |
(2) | Annualized for periods less than one year. |
(3) | Ratios reflect operating expenses of a Portfolio. Expenses before reductions/additions do not reflect amounts reimbursed or recouped by the Investment Adviser and/or Distributor or reductions from brokerage service arrangements or other expense offset arrangements and do not represent the amount paid by a Portfolio during periods when reimbursements or reductions occur. Expenses net of fee waivers reflect expenses after reimbursement by an Investment Adviser and/or Distributor or recoupment of previously reimbursed fees by an Investment Adviser, but prior to reductions from brokerage service arrangements or other expense offset arrangements. Expenses net of all reductions/additions represent the net expenses paid by a Portfolio. Net investment income (loss) is net of all such additions or reductions. |
(4) | Ratios do not include fees and expenses charged under the variable annuity contract or variable life insurance policy. |
(5) | Commencement of operations. |
(a) | Excluding amounts related to a foreign currency settlement recorded in the fiscal year ended December 31, 2015, total return for JPMorgan Emerging Markets Equity would have been (16.33)%, (15.82)%, (16.00)% and (16.16)% for Classes ADV, I, S and S2, respectively. |
(b) | Excluding amounts related to a securities lending settlement and a cumulative underpayment of prior years’ waivers of management fees recorded in the period ended June 30, 2018, VY(R) T. Rowe Price Equity Income Portfolio’s total returns would have been (0.71%), (0.37%), (0.49%) and (0.58%) for Class ADV, I, S and S2, respectively. |
(c) | Excluding amounts related to a cumulative underpayment of prior years’ waivers of management fees recorded in the period ended June 30, 2018, VY(R) T. Rowe Price Equity Income Portfolio’s Net Expense Ratios would have been 1.25%, 0.65%, 0.90% and 1.05% for Class ADV, I, S and S2, respectively. |
(d) | Excluding amounts related to a securities lending settlement and a cumulative underpayment of prior years’ waivers of management fees recorded in the period ended June 30, 2018, VY(R) T. Rowe Price Equity Income Portfolio’s Net Investment Income Ratios would have been 1.59%, 2.19%, 1.96% and 1.65% for Class ADV, I, S and S2, respectively. |
(e) | Excluding amounts related to a foreign currency settlement recorded in the fiscal year ended December 31, 2015, T.Rowe Price International Stock’s total return would have been (1.44)%, (0.80)% and (1.10)% for Classes ADV, I and S, respectively. |
• | Calculated using average number of shares outstanding throughout the year or period. |
* | Amount is less than $0.005 or 0.005% or more than $(0.005) or (0.005)%. |
prices provided to an independent loan pricing service by brokers. Futures contracts are valued at the final settlement price set by an exchange on which they are principally traded. Listed options are valued at the mean between the last bid and ask prices from the exchange on which they are principally traded. Investments in open-end registered investment companies that do not trade on an exchange are valued at the end of day NAV per share. Investments in registered investment companies that trade on an exchange are valued at the last sales price or official closing price as of the close of the regular trading session on the exchange where the security is principally traded.
(1) | Market value of investment securities, other assets and liabilities — at the exchange rates prevailing at Market Close. |
(2) | Purchases and sales of investment securities, income and expenses — at the rates of exchange prevailing on the respective dates of such transactions. |
indexed increases and will increase when the market rate of interest to which the inverse security is indexed decreases. As of the date of this report, market interest rates in the United States are at or near historic lows, which may increase a Portfolio’s exposure to risks associated with rising market interest rates. Rising market interest rates could have unpredictable effects on the markets and may expose fixed-income and related markets to heightened volatility. For a fund that invests in fixed-income securities, an increase in market interest rates may lead to increased redemptions and increased portfolio turnover, which could reduce liquidity for certain investments, adversely affect values, and increase costs. If dealer capacity in fixed-income markets is insufficient for market conditions, it may further inhibit liquidity and increase volatility in the fixed-income markets. Further, recent and potential changes in government policy may affect interest rates.
Purchased | Sold | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Clarion Global Real Estate | $ | 34,623 | $ | 269,118 | ||||||
Invesco Growth and Income | 23,732,066 | 59,788,000 | ||||||||
Morgan Stanley Global Franchise | — | 235,406 | ||||||||
T. Rowe Price Capital Appreciation | — | 3,012,678 | ||||||||
T. Rowe Price Equity Income | — | 104,165 | ||||||||
T. Rowe Price International Stock | 25,599 | 3,142,579 |
price on a stipulated future date. Each Portfolio may buy and sell futures contracts. Futures contracts traded on a commodities or futures exchange will be valued at the final settlement price or official closing price on the principal exchange as reported by such principal exchange at its trading session ending at, or most recently prior to, the time when the Portfolio’s assets are valued.
as collateral securities acceptable to it whose market value is equal to at least 100% of the carrying amount of the repurchase agreement, plus accrued interest, being invested by a Portfolio. The underlying collateral is valued daily on a mark-to-market basis to assure that the value, including accrued interest, is at least equal to the repurchase price. If the seller defaults, a Portfolio might incur a loss or delay in the realization of proceeds if the value of the security collateralizing the repurchase agreement declines, and may incur disposition costs in liquidating the collateral.
Purchases | Sales | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Clarion Global Real Estate | $ | 188,466,313 | $ | 204,991,660 | ||||||
Invesco Growth and Income | 82,695,496 | 114,669,945 | ||||||||
JPMorgan Emerging Markets Equity | 64,678,444 | 90,090,083 | ||||||||
Morgan Stanley Global Franchise | 71,360,613 | 101,593,932 | ||||||||
T. Rowe Price Capital Appreciation | 2,426,015,299 | 2,310,399,225 | ||||||||
T. Rowe Price Equity Income | 84,253,949 | 138,469,730 | ||||||||
T. Rowe Price International Stock | 43,513,901 | 44,973,256 |
Purchases | Sales | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
T. Rowe Price Capital Appreciation | $ | 382,749,733 | $ | 243,208,506 |
Portfolio | Fee | |||||
---|---|---|---|---|---|---|
Clarion Global Real Estate | 0.90% on the first $250 million; 0.875% on the next $250 million; 0.80% on the amount in excess of $500 million | |||||
T. Rowe Price International Stock | 0.64% on the first $4 billion; 0.63% on the amount in excess of $4 billion |
Portfolio | Fee | |||||
---|---|---|---|---|---|---|
Government Liquid Assets(1) | 0.35% on the first $200 million; | |||||
0.30% on the next $300 million; | ||||||
0.25% on the amount in excess of $500 million | ||||||
JPMorgan Emerging Markets Equity | 1.25% | |||||
Morgan Stanley Global Franchise | 1.00% on the first $250 million; | |||||
0.90% on the next $250 million; | ||||||
0.75% on the amount in excess of $500 million | ||||||
Invesco Growth and Income, | 0.75% first $750 million; | |||||
T. Rowe Price Capital | 0.70% on the next $1.25 billion; | |||||
Appreciation, and | 0.65% on the next $1.5 billion; | |||||
T. Rowe Price Equity Income(2) | 0.60% on the amount in excess of $3.5 billion |
(1) | The assets of Government Liquid Assets are aggregated with those of Voya Limited Maturity Bond Portfolio, which is not included in this report, to determine the Unified Fee applicable to the Portfolio. |
(2) | The assets of these Portfolios are aggregated with those of VY® Clarion Real Estate Portfolio, which is not included in this report, to determine the Unified Fee applicable to each respective Portfolio. |
Portfolio | Sub-Adviser | |||
---|---|---|---|---|
Government Liquid Assets | Voya Investment Management Co. LLC* | |||
Clarion Global Real Estate | CBRE Clarion Securities LLC | |||
Invesco Growth and Income | Invesco Advisers, Inc. | |||
JPMorgan Emerging Markets Equity | J.P. Morgan Investment Management Inc. | |||
Morgan Stanley Global Franchise | Morgan Stanley Investment Management Inc. | |||
T. Rowe Price Capital Appreciation | T. Rowe Price Associates, Inc. | |||
T. Rowe Price Equity Income | T. Rowe Price Associates, Inc. | |||
T. Rowe Price International Stock | T. Rowe Price Associates, Inc. |
(3) | The waiver for Clarion Global Real Estate is limited to an annual 50% of the savings based on the Portfolio’s assets as of May 1, 2009. |
(4) | The waiver for T. Rowe Price Equity Income is based on the total savings in excess of $500,000 as a result of the aggregated sub-advisory fee schedules of T. Rowe Price Equity Income and VY® T. Rowe Price Growth Equity Portfolio, which is not included in this report. The aggregated amount of savings is allocated to the two Portfolios pro rata based on each Portfolio’s contribution to the amount saved. |
June 30, | |||||||||
2019 | 2020 | 2021 | Total | ||||||
Government Liquid Assets | $297,510 | $— | $— | $297,510 |
Subsidiary | Portfolio | Percentage | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
ReliaStar Life Insurance Company | T. Rowe Price International Stock | 12.74 | % | |||||||
Security Life of Denver Insurance Company | JPMorgan Emerging Markets Equity | 7.04 | ||||||||
Voya Institutional Trust Company | Government Liquid Assets | 45.37 | ||||||||
Clarion Global Real Estate | 9.49 | |||||||||
JPMorgan Emerging Markets Equity | 9.12 | |||||||||
Morgan Stanley Global Franchise | 21.78 | |||||||||
T. Rowe Price Capital Appreciation | 24.34 | |||||||||
T. Rowe Price Equity Income | 17.15 | |||||||||
T. Rowe Price International Stock | 9.02 | |||||||||
Voya Insurance and Annuity Company | Government Liquid Assets | 44.34 | ||||||||
Clarion Global Real Estate | 22.76 | |||||||||
Invesco Growth and Income | 70.61 | |||||||||
JPMorgan Emerging Markets Equity | 61.70 | |||||||||
Morgan Stanley Global Franchise | 76.87 | |||||||||
T. Rowe Price Capital Appreciation | 38.90 | |||||||||
T. Rowe Price Equity Income | 53.42 | |||||||||
T. Rowe Price International Stock | 63.19 |
Subsidiary | Portfolio | Percentage | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
Voya Retirement Insurance and Annuity Company | Clarion Global Real Estate | 28.46 | % | |||||||
Invesco Growth and Income | 16.95 | |||||||||
JPMorgan Emerging Markets Equity | 15.40 | |||||||||
T. Rowe Price Capital Appreciation | 28.40 | |||||||||
T. Rowe Price Equity Income | 22.23 | |||||||||
T. Rowe Price International Stock | 8.12 |
Portfolio | Class ADV | Class I | Class S | Class S2 | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Clarion Global Real Estate | 1.50 | % | 0.90 | % | 1.15 | % | 1.30 | % | ||||||||||
T. Rowe Price International Stock | 1.40 | % | 0.80 | % | 1.05 | % | N/A |
June 30, | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2019 | 2020 | 2021 | Total | |||||||||||||||
Clarion Global Real Estate | $ | 214,624 | $ | 191,234 | $ | 276,451 | $ | 682,309 | ||||||||||
T. Rowe. Price International Stock | — | — | 36,844 | 36,844 |
Portfolio | Days Utilized | Approximate Average Daily Balance For Days Utilized | Approximate Weighted Average Interest Rate For Days Utilized | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Clarion Global Real Estate | 5 | $ | 1,305,600 | 2.70 | % | |||||||||
JPMorgan Emerging Markets Equity | 29 | 1,474,690 | 2.78 | |||||||||||
T. Rowe Price Capital Appreciation | 3 | 45,525,000 | 2.49 |
Number of Contracts | Cost | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Balance at 12/31/2017 | 21,564 | $ | 3,169,160 | |||||||
Options Terminated in Closing Sell Transactions | (14,184 | ) | (2,115,714 | ) | ||||||
Options Expired | (7,380 | ) | (1,053,446 | ) | ||||||
Balance at 6/30/2018 | — | $ | — |
Number of Contracts | Premiums Received | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Balance at 12/31/2017 | 38,853 | $ | 18,867,828 | |||||||
Options Written | 48,482 | 24,029,374 | ||||||||
Options Terminated in Closing Purchase Transactions | (14,418 | ) | (5,429,912 | ) | ||||||
Options Expired | (27,178 | ) | (13,149,053 | ) | ||||||
Balance at 6/30/2018 | 45,739 | $ | 24,318,237 |
Year or | 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) | |||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
period ended | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | |||||||||||||||||||||||||||||||||
Government Liquid Assets | |||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 16,650,040 | — | 344,813 | (16,762,200 | ) | 232,653 | 16,650,040 | — | 344,813 | (16,762,201 | ) | 232,652 | |||||||||||||||||||||||||||||||
12/31/2017 | 16,222,408 | — | 360,826 | (32,024,458 | ) | (15,441,224 | ) | 16,222,407 | — | 360,826 | (32,024,458 | ) | (15,441,225 | ) | |||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 36,835,268 | — | 1,969,688 | (67,448,116 | ) | (28,643,160 | ) | 36,835,268 | — | 1,969,686 | (67,448,116 | ) | (28,643,162 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 75,387,463 | — | 1,705,378 | (192,355,933 | ) | (115,263,092 | ) | 75,387,463 | — | 1,705,379 | (192,355,932 | ) | (115,263,090 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 54,298,437 | — | 1,653,790 | (69,108,889 | ) | (13,156,662 | ) | 54,298,437 | — | 1,653,793 | (69,108,888 | ) | (13,156,658 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 59,828,231 | — | 1,053,867 | (118,853,862 | ) | (57,971,764 | ) | 59,828,230 | — | 1,053,867 | (118,853,862 | ) | (57,971,765 | ) | |||||||||||||||||||||||||||||
Clarion Global Real Estate | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 60,877 | — | — | (260,121 | ) | (199,244 | ) | 720,802 | — | — | (3,058,113 | ) | (2,337,311 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 146,530 | — | 66,518 | (613,815 | ) | (400,767 | ) | 1,691,118 | — | 765,121 | (7,209,022 | ) | (4,752,783 | ) | |||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 569,757 | — | — | (1,600,920 | ) | (1,031,163 | ) | 6,958,228 | — | — | (19,325,332 | ) | (12,367,104 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 1,305,231 | — | 580,978 | (2,790,620 | ) | (904,411 | ) | 15,693,039 | — | 6,839,586 | (33,481,937 | ) | (10,949,312 | ) | |||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 177,762 | �� | — | — | (787,791 | ) | (610,029 | ) | 2,173,616 | — | — | (9,442,045 | ) | (7,268,429 | ) | ||||||||||||||||||||||||||||
12/31/2017 | 443,695 | — | 353,515 | (2,245,480 | ) | (1,448,270 | ) | 5,247,498 | — | 4,147,589 | (26,784,490 | ) | (17,389,403 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 598 | — | — | (5,290 | ) | (4,692 | ) | 7,206 | — | — | (64,294 | ) | (57,088 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 4,091 | — | 3,131 | (18,682 | ) | (11,460 | ) | 48,643 | — | 37,010 | (226,134 | ) | (140,481 | ) | |||||||||||||||||||||||||||||
Invesco Growth and Income | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 29,053 | — | — | (71,406 | ) | (42,353 | ) | 814,316 | — | — | (2,005,168 | ) | (1,190,852 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 161,818 | — | 57,906 | (125,613 | ) | 94,111 | 4,377,185 | — | 1,502,657 | (3,376,265 | ) | 2,503,577 | |||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 65,302 | — | — | (97,560 | ) | (32,258 | ) | 1,875,708 | — | — | (2,769,670 | ) | (893,962 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 250,925 | — | 89,659 | (190,359 | ) | 150,225 | 6,861,132 | — | 2,344,580 | (5,221,583 | ) | 3,984,129 |
Year or | 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) | |||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
period ended | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | |||||||||||||||||||||||||||||||||
Invesco Growth and Income (continued) | |||||||||||||||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 154,709 | — | — | (1,405,520 | ) | (1,250,811 | ) | 4,452,362 | — | — | (40,333,124 | ) | (35,880,762 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 974,271 | — | 1,336,139 | (4,391,063 | ) | (2,080,653 | ) | 26,435,336 | — | 35,220,633 | (120,606,341 | ) | (58,950,372 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 13,086 | — | — | (54,078 | ) | (40,992 | ) | 371,502 | — | — | (1,536,564 | ) | (1,165,062 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 41,240 | — | 101,107 | (406,024 | ) | (263,677 | ) | 1,099,693 | — | 2,644,961 | (11,013,316 | ) | (7,268,662 | ) | |||||||||||||||||||||||||||||
JPMorgan Emerging Markets Equity | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 207,881 | — | — | (317,025 | ) | (109,144 | ) | 4,366,551 | — | — | (6,386,444 | ) | (2,019,893 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 673,108 | — | 6,463 | (383,420 | ) | 296,151 | 12,034,874 | — | 118,673 | (6,841,777 | ) | 5,311,770 | |||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 392,857 | — | — | (549,601 | ) | (156,744 | ) | 8,463,213 | — | — | (11,553,749 | ) | (3,090,536 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 823,913 | — | 24,440 | (1,201,356 | ) | (353,003 | ) | 15,247,952 | — | 469,499 | (21,575,370 | ) | (5,857,919 | ) | |||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 711,215 | — | — | (2,446,247 | ) | (1,735,032 | ) | 15,488,524 | — | — | (52,016,422 | ) | (36,527,898 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 2,004,406 | — | 102,981 | (5,008,893 | ) | (2,901,506 | ) | 36,668,752 | — | 1,968,991 | (93,554,363 | ) | (54,916,620 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 15,483 | — | — | (54,945 | ) | (39,462 | ) | 332,744 | — | — | (1,174,704 | ) | (841,960 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 28,761 | — | 2,376 | (300,754 | ) | (269,617 | ) | 516,020 | — | 44,978 | (5,577,591 | ) | (5,016,593 | ) | |||||||||||||||||||||||||||||
Morgan Stanley Global Franchise | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 117,903 | — | — | (360,959 | ) | (243,056 | ) | 2,008,230 | — | — | (6,129,938 | ) | (4,121,708 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 465,069 | — | 354,290 | (606,687 | ) | 212,672 | 7,387,674 | — | 5,640,299 | (9,700,057 | ) | 3,327,916 | |||||||||||||||||||||||||||||||
Class R6 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 2,699 | — | — | (19 | ) | 2,680 | 48,064 | — | — | (338 | ) | 47,726 | |||||||||||||||||||||||||||||||
12/31/2017 | 197 | — | 206 | (1,150 | ) | (747 | ) | 3,333 | — | 3,464 | (19,136 | ) | (12,339 | ) | |||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 49,094 | — | — | (1,258,482 | ) | (1,209,388 | ) | 895,838 | — | — | (22,710,247 | ) | (21,814,409 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 231,100 | — | 1,305,521 | (5,356,908 | ) | (3,820,287 | ) | 4,050,249 | — | 21,958,862 | (90,506,719 | ) | (64,497,608 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 16,240 | — | — | (195,047 | ) | (178,807 | ) | 287,432 | — | — | (3,475,555 | ) | (3,188,123 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 50,501 | — | 198,886 | (815,569 | ) | (566,182 | ) | 839,397 | — | 3,321,398 | (13,802,706 | ) | (9,641,911 | ) | |||||||||||||||||||||||||||||
T. Rowe Price Capital Appreciation | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 1,395,410 | — | — | (709,148 | ) | 686,262 | 37,554,317 | — | — | (19,059,049 | ) | 18,495,268 | |||||||||||||||||||||||||||||||
12/31/2017 | 3,635,034 | — | 2,037,058 | (1,422,366 | ) | 4,249,726 | 94,401,437 | — | 52,256,758 | (37,051,641 | ) | 109,606,554 | |||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 4,441,814 | — | — | (2,839,306 | ) | 1,602,508 | 124,671,242 | — | — | (79,657,187 | ) | 45,014,055 | |||||||||||||||||||||||||||||||
12/31/2017 | 6,317,704 | — | 2,674,886 | (7,520,674 | ) | 1,471,916 | 171,509,750 | — | 71,847,793 | (200,420,950 | ) | 42,936,593 | |||||||||||||||||||||||||||||||
Class R6 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 713,020 | — | — | (125,817 | ) | 587,203 | 20,008,474 | — | — | (3,512,237 | ) | 16,496,237 | |||||||||||||||||||||||||||||||
12/31/2017 | 1,985,032 | — | 92,868 | (258,391 | ) | 1,819,509 | 53,769,846 | — | 2,503,013 | (6,856,066 | ) | 49,416,793 | |||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 1,272,445 | — | — | (9,623,166 | ) | (8,350,721 | ) | 35,646,429 | — | — | (270,284,957 | ) | (234,638,528 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 3,799,042 | — | 9,100,498 | (26,247,427 | ) | (13,347,887 | ) | 102,309,607 | — | 243,791,036 | (711,323,546 | ) | (365,222,903 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 64,806 | — | — | (182,709 | ) | (117,903 | ) | 1,803,754 | — | — | (5,104,966 | ) | (3,301,212 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 127,771 | — | 177,518 | (847,250 | ) | (541,961 | ) | 3,408,006 | — | 4,712,248 | (22,730,496 | ) | (14,610,242 | ) | |||||||||||||||||||||||||||||
T. Rowe Price Equity Income | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 87,012 | — | — | (325,012 | ) | (238,000 | ) | 1,253,133 | — | — | (4,675,147 | ) | (3,422,014 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 379,275 | — | 354,603 | (756,035 | ) | (22,157 | ) | 5,290,218 | — | 4,791,853 | (10,539,452 | ) | (457,381 | ) | |||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 301,036 | — | — | (674,421 | ) | (373,385 | ) | 4,469,274 | — | — | (9,858,781 | ) | (5,389,507 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 753,643 | — | 674,616 | (4,391,037 | ) | (2,962,778 | ) | 10,605,116 | — | 9,335,713 | (62,952,711 | ) | (43,011,882 | ) | |||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 456,196 | — | — | (3,991,677 | ) | (3,535,481 | ) | 6,763,491 | — | — | (58,852,461 | ) | (52,088,970 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 1,688,360 | — | 4,991,842 | (14,833,067 | ) | (8,152,865 | ) | 23,938,452 | — | 68,926,776 | (210,540,844 | ) | (117,675,616 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 47,844 | — | — | (481,023 | ) | (433,179 | ) | 696,668 | — | — | (6,928,181 | ) | (6,231,513 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 124,902 | — | 780,948 | (1,328,300 | ) | (422,450 | ) | 1,751,998 | — | 10,632,040 | (18,673,847 | ) | (6,289,809 | ) |
Year or | 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) | |||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
period ended | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | |||||||||||||||||||||||||||||||||
T. Rowe Price International Stock | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 106,115 | — | — | (89,078 | ) | 17,037 | 1,725,938 | — | — | (1,446,810 | ) | 279,128 | |||||||||||||||||||||||||||||||
12/31/2017 | 261,274 | — | 10,236 | (139,563 | ) | 131,947 | 3,896,445 | — | 155,999 | (2,046,173 | ) | 2,006,271 | |||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 33,822 | — | — | (172,295 | ) | (138,473 | ) | 547,318 | — | — | (2,819,530 | ) | (2,272,212 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 110,064 | — | 38,168 | (348,874 | ) | (200,642 | ) | 1,635,856 | — | 582,062 | (5,235,925 | ) | (3,018,007 | ) | |||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 421,166 | — | — | (603,153 | ) | (181,987 | ) | 6,832,700 | — | — | (9,771,760 | ) | (2,939,060 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 1,787,130 | — | 128,776 | (3,139,122 | ) | (1,223,216 | ) | 26,056,982 | — | 1,957,392 | (46,754,777 | ) | (18,740,403 | ) |
Clarion Global Real Estate | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | ||||||||||||||
Goldman, Sachs & Co. LLC | $ | 992,537 | $ | (992,537 | ) | $ | — | ||||||||||
HSBC Bank PLC | 2,142,857 | (2,142,857 | ) | — | |||||||||||||
Merrill Lynch International | 1,156,965 | (1,156,965 | ) | — | |||||||||||||
Morgan Stanley & Co. LLC | 314,670 | (314,670 | ) | — | |||||||||||||
Nomura International PLC | 121,356 | (121,356 | ) | — | |||||||||||||
Nomura Securities International, Inc. | 1,554,701 | (1,554,701 | ) | — | |||||||||||||
Total | $ | 6,283,086 | $ | (6,283,086 | ) | $ | — |
(1) | Collateral with a fair value of $6,571,654 has been received in connection with the above securities lending transactions. Excess collateral received from the individual counterparty is not shown for financial reporting purposes. |
Invesco Growth and Income | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | ||||||||||||||
BNP Paribas Securities Corp. | $ | 2,380,748 | $ | (2,380,748 | ) | $ | — | ||||||||||
Mizuho Securities USA LLC. | 1,969,713 | (1,969,713 | ) | — | |||||||||||||
Morgan Stanley & Co. LLC | 2,679,338 | (2,679,338 | ) | — | |||||||||||||
Total | $ | 7,029,799 | $ | (7,029,799 | ) | $ | — |
(1) | Collateral with a fair value of $7,199,006 has been received in connection with the above securities lending transactions. Excess collateral received from the individual counterparty is not shown for financial reporting purposes. |
JPMorgan Emerging Markets Equity | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | ||||||||||||||
Goldman, Sachs & Co. LLC | $ | 1,046,325 | $ | (1,046,325 | ) | $ | — | ||||||||||
Total | $ | 1,046,325 | $ | (1,046,325 | ) | $ | — |
(1) | Collateral with a fair value of $1,100,526 has been received in connection with the above securities lending transactions. Excess collateral received from the individual counterparty is not shown for financial reporting purposes. |
T Rowe Price Capital Appreciation | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | ||||||||||||||
BNP Paribas | $ | 113,072,363 | $ | (113,072,363 | ) | $ | — | ||||||||||
Barclays Bank PLC | 6,512,014 | (6,512,014 | ) | — | |||||||||||||
Barclays Capital Inc. | 3,803,929 | (3,803,929 | ) | — | |||||||||||||
Citigroup Global Markets Inc. | 3,235,925 | (3,235,925 | ) | — | |||||||||||||
Credit Suisse Securities (Europe) Limited | 963,904 | (963,904 | ) | — | |||||||||||||
Credit Suisse Securities (USA) LLC | 1,242,574 | (1,242,574 | ) | — | |||||||||||||
Goldman, Sachs & Co. LLC | 3,208,797 | (3,208,797 | ) | — | |||||||||||||
HSBC Bank PLC | 18,412,768 | (18,412,768 | ) | — | |||||||||||||
Industrial And Commercial Bank Of China | 39,557 | (39,557 | ) | — | |||||||||||||
J.P. Morgan Securities LLC | 3,117,280 | (3,117,280 | ) | — | |||||||||||||
JP Morgan Securities, Plc. | 1,001,979 | (1,001,979 | ) | — | |||||||||||||
Merrill Lynch, Pierce, Fenner & Smith Inc. | 1,057,692 | (1,057,692 | ) | — | |||||||||||||
Merrill Lynch International | 8,216,230 | (8,216,230 | ) | — | |||||||||||||
Mizuho Securities USA LLC. | 10,385 | (10,385 | ) | — | |||||||||||||
Morgan Stanley & Co. LLC | 1,007,679 | (1,007,679 | ) | — | |||||||||||||
National Financial Services LLC | 1,536,195 | (1,536,195 | ) | — | |||||||||||||
Nomura International PLC | 9,518,803 | (9,518,803 | ) | — | |||||||||||||
Nomura Securities International, Inc. | 2,094,319 | (2,094,319 | ) | — | |||||||||||||
SG Americas Securities, LLC | 157,571 | (157,571 | ) | — | |||||||||||||
Scotia Capital (USA) INC | 300,542 | (300,542 | ) | — | |||||||||||||
Societe Generale | 4,809,501 | (4,809,501 | ) | — | |||||||||||||
TD PRIME SERVICES LLC | 10,442,325 | (10,442,325 | ) | — | |||||||||||||
UBS Securities LLC. | 9,658,742 | (9,658,742 | ) | — | |||||||||||||
Wells Fargo Securities LLC | 4,665,046 | (4,665,046 | ) | — | |||||||||||||
Total | $ | 208,086,120 | $ | (208,086,120 | ) | $ | — |
(1) | Collateral with a fair value of $212,438,044 has been received in connection with the above securities lending transactions. Excess collateral received from the individual counterparty is not shown for financial reporting purposes. |
T Rowe Price Equity Income | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | ||||||||||||||
Citigroup Global Markets Inc. | $ | 944,910 | $ | (944,910 | ) | $ | — | ||||||||||
J.P. Morgan Securities LLC | 20,367 | (20,367 | ) | — | |||||||||||||
MUFG Securities Americas Inc. | 51,120 | (51,120 | ) | — | |||||||||||||
Mizuho Securities USA LLC. | 15,408 | (15,408 | ) | — | |||||||||||||
Morgan Stanley & Co. LLC | 3,835,276 | (3,835,276 | ) | — | |||||||||||||
Nomura Securities International, Inc. | 135,900 | (135,900 | ) | — | |||||||||||||
RBC Capital Markets, LLC | 15,408 | (15,408 | ) | — | |||||||||||||
Total | $ | 5,018,389 | $ | (5,018,389 | ) | $ | — |
(1) | Collateral with a fair value of $5,168,543 has been received in connection with the above securities lending transactions. Excess collateral received from the individual counterparty is not shown for financial reporting purposes. |
T Rowe Price International Stock | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | ||||||||||||||
Barclays Capital Inc. | $ | 81,293 | $ | (81,293 | ) | $ | — | ||||||||||
Credit Suisse Securities (Europe) Limited | 380,184 | (380,184 | ) | — | |||||||||||||
J.P. Morgan Securities LLC | 1,249,333 | (1,249,333 | ) | — | |||||||||||||
Merrill Lynch, Pierce, Fenner & Smith Inc. | 165,545 | (165,545 | ) | — | |||||||||||||
Total | $ | 1,876,355 | $ | (1,876,355 | ) | $ | — |
(1) | Collateral with a fair value of $1,987,503 has been received in connection with the above securities lending transactions. Excess collateral received from the individual counterparty is not shown for financial reporting purposes. |
Loan | Unfunded Commitments | Unrealized Appreciation and Depreciation at 6/30/18* | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
Eagleclaw Midstream | $ | 430,000 | $ | 1,029 | ||||||
CCC Information Services | 1,345,000 | (8,142 | ) | |||||||
Hub International Holdings | 6,800,000 | (12,172 | ) | |||||||
Kronos Inc | 1,560,000 | 1,758 | ||||||||
Trans Union LLC | 19,705,000 | 23,070 | ||||||||
$ | 29,840,000 | $ | 5,543 |
* | Unfunded loan commitments are marked to market daily and any unrealized appreciation or depreciation is included in the Portfolio’s Statement of Assets and Liabilities and Statement of Operations. |
Six Months Ended June 30, 2018 | Year Ended December 31, 2017 | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Ordinary Income | Ordinary Income | Long-term Capital Gains | |||||||||||||
Government Liquid Assets | $ | 3,968,292 | $ | 3,120,072 | $ | — | |||||||||
Clarion Global Real Estate | — | 11,789,306 | — | ||||||||||||
Invesco Growth and Income | — | 11,398,527 | 30,314,304 | ||||||||||||
JPMorgan Emerging Markets Equity | — | 2,602,141 | — | ||||||||||||
Morgan Stanley Global Franchise | — | 5,410,095 | 25,513,928 | ||||||||||||
T. Rowe Price Capital Appreciation | — | 82,483,989 | 292,626,859 | ||||||||||||
T. Rowe Price Equity Income | — | 19,343,945 | 74,342,437 | ||||||||||||
T. Rowe Price International Stock | — | 2,695,453 | — |
Undistributed | Undistributed | Unrealized | Capital Loss Carryforwards | ||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Ordinary Income | Long-term Capital Gains | Appreciation/ (Depreciation) | Amount | Character | Expiration | ||||||||||||||||||||||
Government Liquid Assets | $ | 5,340 | $ | — | $ | — | $ | — | — | — | |||||||||||||||||
Clarion Global Real Estate | 15,457,377 | — | 48,803,621 | (9,567,152 | ) | Short-term | 2018 | ||||||||||||||||||||
Invesco Growth and Income | 7,049,518 | 57,361,291 | 146,425,832 | (2,123,155 | ) | Long-term | None | ||||||||||||||||||||
JPMorgan Emerging Markets Equity | 3,092,920 | — | 200,633,271 | (6,333,580 | ) | Long-term | None | ||||||||||||||||||||
Morgan Stanley Global Franchise | 4,845,885 | 55,873,740 | 96,849,272 | — | — | — | |||||||||||||||||||||
T. Rowe Price Capital Appreciation | 132,192,353 | 343,057,627 | 796,480,707 | — | — | — | |||||||||||||||||||||
T. Rowe Price Equity Income | 5,646,296 | 131,910,686 | 232,220,983 | (162,382 | )* | Short-term | 2018 | ||||||||||||||||||||
T. Rowe Price International Stock | 3,915,460 | — | 43,147,887 | — | — | — |
* | Utilization of these capital losses is subject to annual limitations under Section 382 of the Internal Revenue Code. Amounts and years of expiration may be adjusted to reflect future gain/loss activity to comply with the limitation rules. |
PER SHARE AMOUNTS | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Net Investment Income | Short-term Capital Gains | Long-term Capital Gains | Payable Date | Record Date | |||||||||||||||||||
Government Liquid Assets | |||||||||||||||||||||||
Class I | $ | 0.0014 | $ | — | $ | — | August 1, 2018 | Daily | |||||||||||||||
Class S | $ | 0.0012 | $ | — | $ | — | August 1, 2018 | Daily | |||||||||||||||
Class S2 | $ | 0.0011 | $ | — | $ | — | August 1, 2018 | Daily | |||||||||||||||
Clarion Global Real Estate | |||||||||||||||||||||||
Class ADV | $ | 0.5764 | $ | — | $ | — | July 16, 2018 | July 12, 2018 | |||||||||||||||
Class I | $ | 0.6646 | $ | — | $ | — | July 16, 2018 | July 12, 2018 | |||||||||||||||
Class S | $ | 0.6298 | $ | — | $ | — | July 16, 2018 | July 12, 2018 | |||||||||||||||
Class S2 | $ | 0.6083 | $ | — | $ | — | July 16, 2018 | July 12, 2018 | |||||||||||||||
Invesco Growth and Income | |||||||||||||||||||||||
Class ADV | $ | 0.3014 | $ | — | $ | 3.1014 | July 16, 2018 | July 12, 2018 | |||||||||||||||
Class I | $ | 0.4655 | $ | — | $ | 3.1014 | July 16, 2018 | July 12, 2018 | |||||||||||||||
Class S | $ | 0.3865 | $ | — | $ | 3.1014 | July 16, 2018 | July 12, 2018 | |||||||||||||||
Class S2 | $ | 0.3380 | $ | — | $ | 3.1014 | July 16, 2018 | July 12, 2018 | |||||||||||||||
JPMorgan Emerging Markets Equity | |||||||||||||||||||||||
Class ADV | $ | 0.0650 | $ | — | $ | — | July 16, 2018 | July 12, 2018 | |||||||||||||||
Class I | $ | 0.1710 | $ | — | $ | — | July 16, 2018 | July 12, 2018 | |||||||||||||||
Class S | $ | 0.1161 | $ | — | $ | — | July 16, 2018 | July 12, 2018 | |||||||||||||||
Class S2 | $ | 0.0781 | $ | — | $ | — | July 16, 2018 | July 12, 2018 | |||||||||||||||
Morgan Stanley Global Franchise | |||||||||||||||||||||||
Class ADV | $ | 0.1429 | $ | 0.0506 | $ | 2.6192 | July 16, 2018 | July 12, 2018 | |||||||||||||||
Class R6 | $ | 0.2422 | $ | 0.0506 | $ | 2.6192 | July 16, 2018 | July 12, 2018 | |||||||||||||||
Class S | $ | 0.1904 | $ | 0.0506 | $ | 2.6192 | July 16, 2018 | July 12, 2018 | |||||||||||||||
Class S2 | $ | 0.1569 | $ | 0.0506 | $ | 2.6192 | July 16, 2018 | July 12, 2018 | |||||||||||||||
T. Rowe Price Capital Appreciation | |||||||||||||||||||||||
Class ADV | $ | 0.0595 | $ | 0.5267 | $ | 1.5212 | July 16, 2018 | July 12, 2018 | |||||||||||||||
Class I | $ | 0.0595 | $ | 0.5267 | $ | 1.5212 | July 16, 2018 | July 12, 2018 | |||||||||||||||
Class R6 | $ | 0.0595 | $ | 0.5267 | $ | 1.5212 | July 16, 2018 | July 12, 2018 | |||||||||||||||
Class S | $ | 0.0595 | $ | 0.5267 | $ | 1.5212 | July 16, 2018 | July 12, 2018 | |||||||||||||||
Class S2 | $ | 0.0595 | $ | 0.5267 | $ | 1.5212 | July 16, 2018 | July 12, 2018 |
PER SHARE AMOUNTS | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Net Investment Income | Short-term Capital Gains | Long-term Capital Gains | Payable Date | Record Date | |||||||||||||||||||
T. Rowe Price Equity Income | |||||||||||||||||||||||
Class ADV | $ | 0.0345 | $ | 0.0608 | $ | 2.1610 | July 16, 2018 | July 12, 2018 | |||||||||||||||
Class I | $ | 0.0345 | $ | 0.0608 | $ | 2.1610 | July 16, 2018 | July 12, 2018 | |||||||||||||||
Class S | $ | 0.0345 | $ | 0.0608 | $ | 2.1610 | July 16, 2018 | July 12, 2018 | |||||||||||||||
Class S2 | $ | 0.0345 | $ | 0.0608 | $ | 2.1610 | July 16, 2018 | July 12, 2018 | |||||||||||||||
T. Rowe Price International Stock | |||||||||||||||||||||||
Class ADV | $ | 0.2224 | $ | — | $ | — | July 16, 2018 | July 12, 2018 | |||||||||||||||
Class I | $ | 0.3051 | $ | — | $ | — | July 16, 2018 | July 12, 2018 | |||||||||||||||
Class S | $ | 0.2643 | $ | — | $ | — | July 16, 2018 | July 12, 2018 |
VOYA GOVERNMENT LIQUID ASSETS PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) |
as of June 30, 2018
(as a percentage of net assets)
U.S. Government Agency Debt | 46.2% | |||||
U.S. Treasury Repurchase Agreement | 14.8% | |||||
Investment Companies | 5.9% | |||||
U.S. Treasury Debt | 3.2% | |||||
Assets in Excess of Other Liabilities | 29.9% | |||||
Net Assets | 100.0% |
Principal Amount† | | | | Value | | Percentage of Net Assets | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
U.S. GOVERNMENT AGENCY DEBT: 46.2% | ||||||||||||||
650,000 | Federal Farm Credit Banks, 1.750%, 09/28/2018 | $ | 648,636 | 0.1 | ||||||||||
1,729,000 | Federal Farm Credit Banks, 1.910%, 01/25/2019 | 1,722,358 | 0.2 | |||||||||||
7,750,000 | Federal Farm Credit Banks, 1.920%, (PRIME + (3.080)%), 03/12/2019 | 7,751,067 | 1.0 | |||||||||||
2,125,000 | Federal Farm Credit Banks, 2.010%, (US0001M + (0.085)%), 05/24/2019 | 2,125,378 | 0.3 | |||||||||||
6,285,000 | Federal Farm Credit Banks, 2.050%, (US0001M + (0.040)%), 04/24/2019 | 6,287,926 | 0.9 | |||||||||||
5,250,000 | Federal Farm Credit Banks, 2.110%, (USBMMY3M + 0.200%), 11/14/2018 | 5,254,298 | 0.7 | |||||||||||
1,525,000 | Federal Farm Credit Banks, 2.110%, 01/07/2019 | 1,516,296 | 0.2 | |||||||||||
1,000,000 | Federal Farm Credit Banks, 2.150%, (US0001M + 0.065%), 10/22/2018 | 1,000,581 | 0.1 | |||||||||||
18,700,000 | Federal Farm Credit Banks, 2.000%, (USBMMY3M + 0.100%), 01/25/2019 | 18,715,905 | 2.5 | |||||||||||
3,648,000 | Federal Farm Credit Banks, 2.250%, (US0001M + 0.170%), 01/22/2019 | 3,654,218 | 0.5 | |||||||||||
1,000,000 | Federal Farm Credit Banks, 2.280%, (US0003M + (0.035)%), 09/04/2018 | 1,000,260 | 0.1 | |||||||||||
16,250,000 | (1) | Federal Home Loan Bank Discount Notes, 0.940%, 07/02/2018 | 16,249,160 | 2.2 | ||||||||||
92,250,000 | (1) | Federal Home Loan Bank Discount Notes, 1.500%, 07/05/2018 | 92,231,062 | 12.5 | ||||||||||
U.S. GOVERNMENT AGENCY DEBT: (continued) | ||||||||||||||
27,250,000 | (1) | Federal Home Loan Bank Discount Notes, 1.690%, 07/10/2018 | $ | 27,237,363 | 3.7 | |||||||||
1,650,000 | (1) | Federal Home Loan Bank Discount Notes, 1.790%, 07/18/2018 | 1,648,543 | 0.2 | ||||||||||
17,174,000 | (1) | Federal Home Loan Bank Discount Notes, 1.800%, 07/20/2018 | 17,157,050 | 2.3 | ||||||||||
600,000 | (1) | Federal Home Loan Bank Discount Notes, 1.810%, 07/17/2018 | 599,496 | 0.1 | ||||||||||
4,600,000 | (1) | Federal Home Loan Bank Discount Notes, 1.820%, 07/25/2018 | 4,594,265 | 0.6 | ||||||||||
1,371,000 | (1) | Federal Home Loan Bank Discount Notes, 1.830%, 07/24/2018 | 1,369,353 | 0.2 | ||||||||||
500,000 | (1) | Federal Home Loan Bank Discount Notes, 1.870%, 07/30/2018 | 499,235 | 0.1 | ||||||||||
15,059,000 | (1) | Federal Home Loan Bank Discount Notes, 1.900%, 08/27/2018 | 15,013,697 | 2.0 | ||||||||||
10,500,000 | Federal Home Loan Banks, 1.860%, (US0001M + (0.140)%), 01/02/2019 | 10,498,674 | 1.4 | |||||||||||
2,750,000 | Federal Home Loan Banks, 1.940%, (US0001M + (0.090)%), 11/08/2018 | 2,750,335 | 0.4 | |||||||||||
11,000,000 | Federal Home Loan Banks, 1.950%, (US0001M + (0.130)%), 08/20/2018 | 11,000,000 | 1.5 | |||||||||||
13,900,000 | Federal Home Loan Banks, 1.960%, (US0001M + (0.125)%), 11/16/2018 | 13,900,000 | 1.9 | |||||||||||
9,000,000 | Federal Home Loan Banks, 2.110%, (US0003M + (0.220)%), 07/09/2018 | 8,999,961 | 1.2 | |||||||||||
650,000 | Federal Home Loan Banks, 2.150%, (US0003M + (0.200)%), 01/18/2019 | 650,553 | 0.1 | |||||||||||
1,500,000 | Federal Home Loan Banks, 2.170%, (US0003M + (0.160)%), 06/27/2019 | 1,501,812 | 0.2 | |||||||||||
500,000 | Federal Home Loan Mortgage Corp., 1.820%, 11/19/2018 | 498,821 | 0.1 | |||||||||||
13,750,000 | Federal Home Loan Mortgage Corp., 1.960%, (US0001M + (0.130)%), 11/21/2018 | 13,750,000 | 1.9 | |||||||||||
41,750,000 | Federal Home Loan Mortgage Corp., 1.980%, (US0001M + (0.125)%), 11/27/2018 | 41,750,000 | 5.6 | |||||||||||
7,465,000 | Federal Home Loan Mortgage Corp., 2.110%, (US0003M + (0.250)%), 07/24/2018 | 7,464,996 | 1.0 |
VOYA GOVERNMENT LIQUID ASSETS PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
U.S. GOVERNMENT AGENCY DEBT: (continued) | ||||||||||||||
400,000 | Federal National Mortgage Association, 1.800%, 10/29/2018 | $ | 399,121 | 0.1 | ||||||||||
2,350,000 | Federal National Mortgage Association, 1.920%, 07/20/2018 | 2,348,807 | 0.3 | |||||||||||
Total U.S. Government Agency Debt (Cost $341,789,227) | 341,789,227 | 46.2 | ||||||||||||
U.S. TREASURY DEBT: 3.2% | ||||||||||||||
23,750,000 | United States Treasury Bill, 1.930%, 09/27/2018 | 23,628,059 | 3.2 | |||||||||||
Total U.S. Treasury Debt (Cost $23,628,059) | 23,628,059 | 3.2 | ||||||||||||
U.S. TREASURY REPURCHASE AGREEMENT: 14.8% | ||||||||||||||
Repurchase Agreement: 14.8% | ||||||||||||||
109,739,000 | Deutsche Bank Repurchase Agreement dated 6/29/2018, 2.08%, due 7/2/2018, $109,758,021 to be received upon repurchase (Collateralized by $158,439,705, Note, 0.0%, Market Value plus accrued interest $113,031,170 due 2/15/2020–5/15/2034), 0.000% | 109,739,000 | 14.8 | |||||||||||
Total U.S. Treasury Repurchase Agreement (Cost $109,739,000) | 109,739,000 | 14.8 | ||||||||||||
Shares | | | | Value | | Percentage of Net Assets | ||||||||
INVESTMENT COMPANIES: 5.9% | ||||||||||||||
28,000,000 | (2) | Morgan Stanley Institutional Liquidity Funds — Government Portfolio (Institutional Share Class), 1.800%, 07/02/18 | $ | 28,000,000 | 3.8 | |||||||||
Mutual Funds: 2.1% | ||||||||||||||
16,000,000 | (2) | Goldman Sachs Financial Square Government Fund — Institutional Shares, 1.810%, 07/02/18 | 16,000,000 | 2.1 | ||||||||||
Total Investment Companies (Cost $44,000,000) | 44,000,000 | 5.9 | ||||||||||||
Total Investments in Securities (Cost $519,156,286) | $ | 519,156,286 | 70.1 | |||||||||||
Assets in Excess of Other Liabilities | 221,518,411 | 29.9 | ||||||||||||
Net Assets | $ | 740,674,697 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Represents a zero coupon bond. Rate shown reflects the effective yield as of June 30, 2018. |
(2) | Rate shown is the 7-day yield as of June 30, 2018. |
Reference Rate Abbreviations:
PRIME Federal Reserve Bank Prime Loan Rate
US0001M 1-month LIBOR
US0003M 3-month LIBOR
USBMMY3M U.S. Treasury 3-month Bill Money Market Yield
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2018 | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | |||||||||||||||||||||
Investments, at fair value | |||||||||||||||||||||
U.S. Treasury Debt | $ | — | $ | 23,628,059 | $ | — | $ | 23,628,059 | |||||||||||||
U.S. Treasury Repurchase Agreement | — | 109,739,000 | — | 109,739,000 | |||||||||||||||||
U.S. Government Agency Debt | — | 341,789,227 | — | 341,789,227 | |||||||||||||||||
Investment Companies | 44,000,000 | — | — | 44,000,000 | |||||||||||||||||
Total Investments, at fair value | $ | 44,000,000 | $ | 475,156,286 | $ | — | $ | 519,156,286 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
VOYA GOVERNMENT LIQUID ASSETS PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED) |
Counterparty | Government Repurchase Agreement, at fair value | Fair Value of Non-Cash Collateral Received Including Accrued Interest(1) | Net Amount | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Deutsche Bank | $109,739,000 | $(109,739,000 | ) | $ | — | |||||||||
Totals | $109,739,000 | $(109,739,000 | ) | $ | — |
(1) | Collateral with a fair value of $113,031,170 has been pledged in connection with the above government repurchase agreement. Excess collateral received from the individual counterparty is not shown for financial reporting purposes. |
VY® CLARION GLOBAL REAL ESTATE PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) |
as of June 30, 2018
(as a percentage of net assets)
United States | 53.3% | |||||
Japan | 9.6% | |||||
Hong Kong | 8.7% | |||||
United Kingdom | 5.5% | |||||
Australia | 4.7% | |||||
Germany | 3.7% | |||||
Sweden | 3.2% | |||||
Singapore | 2.4% | |||||
France | 2.0% | |||||
Canada | 1.7% | |||||
Countries between 0.3%–1.5%ˆ | 4.4% | |||||
Assets in Excess of Other Liabilities* | 0.8% | |||||
Net Assets | 100.0% | |||||
* Includes short-term investments. |
ˆ Includes 6 countries, which each represents 0.3%–1.5% of net assets. |
Shares | | | | Value | | Percentage of Net Assets | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 99.2% | ||||||||||||||
Australia: 4.7% | ||||||||||||||
647,486 | GPT Group | $ | 2,422,590 | 0.8 | ||||||||||
2,781,881 | Mirvac Group | 4,464,947 | 1.5 | |||||||||||
1,682,813 | Scentre Group | 5,467,551 | 1.9 | |||||||||||
186,297 | Other Securities | 1,328,080 | 0.5 | |||||||||||
13,683,168 | 4.7 | |||||||||||||
Belgium: 0.3% | ||||||||||||||
6,375 | Other Securities | 805,634 | 0.3 | |||||||||||
Canada: 1.7% | ||||||||||||||
325,037 | (1) | Other Securities | 5,049,833 | 1.7 | ||||||||||
China: 1.0% | ||||||||||||||
904,000 | Other Securities | 3,001,234 | 1.0 | |||||||||||
France: 2.0% | ||||||||||||||
92,780 | (2) | Klepierre SA | 3,486,042 | 1.2 | ||||||||||
13,656 | Other Securities | 2,281,351 | 0.8 | |||||||||||
5,767,393 | 2.0 | |||||||||||||
Germany: 3.7% | ||||||||||||||
33,272 | (3) | ADO Properties SA | 1,808,531 | 0.6 | ||||||||||
189,364 | Vonovia SE | 9,000,362 | 3.1 | |||||||||||
10,808,893 | 3.7 | |||||||||||||
Hong Kong: 8.7% | ||||||||||||||
1,638,000 | CK Asset Holdings Ltd. | 12,966,920 | 4.4 | |||||||||||
473,900 | Hongkong Land Holdings Ltd. — HKHGF | 3,387,878 | 1.2 | |||||||||||
387,500 | Link REIT | 3,533,763 | 1.2 | |||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Hong Kong: (continued) | ||||||||||||||
402,000 | Wheelock & Co., Ltd. | $ | 2,793,712 | 1.0 | ||||||||||
338,000 | Other Securities | 2,711,691 | 0.9 | |||||||||||
25,393,964 | 8.7 | |||||||||||||
Ireland: 0.7% | ||||||||||||||
1,154,341 | (4) | Other Securities | 1,992,405 | 0.7 | ||||||||||
Japan: 9.6% | ||||||||||||||
404 | Kenedix Office Investment Corp. | 2,507,790 | 0.9 | |||||||||||
321 | Kenedix Retail REIT Corp. | 709,236 | 0.2 | |||||||||||
373,082 | Mitsui Fudosan Co., Ltd. | 8,986,902 | 3.1 | |||||||||||
2,057 | Orix JREIT, Inc. | 3,285,432 | 1.1 | |||||||||||
232,299 | Hulic Co. Ltd. | 2,479,346 | 0.8 | |||||||||||
270,094 | (1) | Other Securities | 10,261,377 | 3.5 | ||||||||||
28,230,083 | 9.6 | |||||||||||||
Luxembourg: 0.5% | ||||||||||||||
57,917 | Other Securities | 1,501,525 | 0.5 | |||||||||||
Norway: 0.4% | ||||||||||||||
93,021 | (3) | Entra ASA | 1,267,798 | 0.4 | ||||||||||
Singapore: 2.4% | ||||||||||||||
1,270,400 | CapitaLand Ltd. | 2,940,341 | 1.0 | |||||||||||
333,200 | City Developments Ltd. | 2,668,904 | 0.9 | |||||||||||
1,558,200 | Other Securities | 1,304,263 | 0.5 | |||||||||||
6,913,508 | 2.4 | |||||||||||||
Spain: 1.5% | ||||||||||||||
319,938 | (1),(4) | Other Securities | 4,489,375 | 1.5 | ||||||||||
Sweden: 3.2% | ||||||||||||||
219,361 | Castellum AB | 3,547,755 | 1.2 | |||||||||||
206,598 | Fabege AB | 2,457,256 | 0.8 | |||||||||||
329,527 | (4) | Other Securities | 3,403,721 | 1.2 | ||||||||||
9,408,732 | 3.2 | |||||||||||||
United Kingdom: 5.5% | ||||||||||||||
399,936 | Hammerson PLC | 2,748,533 | 1.0 | |||||||||||
239,927 | Land Securities Group PLC | 3,022,674 | 1.0 | |||||||||||
556,528 | Segro PLC | 4,901,257 | 1.7 | |||||||||||
524,729 | Other Securities | 5,315,429 | 1.8 | |||||||||||
15,987,893 | 5.5 | |||||||||||||
United States: 53.3% | ||||||||||||||
66,219 | Alexandria Real Estate Equities, Inc. | 8,354,851 | 2.9 | |||||||||||
214,287 | Brixmor Property Group, Inc. | 3,735,022 | 1.3 | |||||||||||
106,896 | Columbia Property Trust, Inc. | 2,427,608 | 0.8 | |||||||||||
352,840 | Cousins Properties, Inc. | 3,419,020 | 1.2 | |||||||||||
148,003 | CubeSmart | 4,768,657 | 1.6 | |||||||||||
70,153 | CyrusOne, Inc. | 4,094,129 | 1.4 | |||||||||||
195,771 | DiamondRock Hospitality Co. | 2,404,068 | 0.8 | |||||||||||
133,445 | Douglas Emmett, Inc. | 5,361,820 | 1.8 |
VY® CLARION GLOBAL REAL ESTATE PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED) |
Shares | | | | Value | | Percentage of Net Assets | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | ||||||||||||||
United States: (continued) | ||||||||||||||
100,336 | Duke Realty Corp. | $ | 2,912,754 | 1.0 | ||||||||||
15,631 | Equinix, Inc. | 6,719,611 | 2.3 | |||||||||||
102,359 | Equity Residential | 6,519,245 | 2.2 | |||||||||||
28,874 | Essex Property Trust, Inc. | 6,902,907 | 2.4 | |||||||||||
97,882 | Extra Space Storage, Inc. | 9,769,602 | 3.3 | |||||||||||
80,659 | Gaming and Leisure Properties, Inc. | 2,887,592 | 1.0 | |||||||||||
104,244 | Healthcare Trust of America, Inc. | 2,810,418 | 1.0 | |||||||||||
92,359 | Hilton Worldwide Holdings, Inc. | 7,311,138 | 2.5 | |||||||||||
79,225 | Hudson Pacific Properties, Inc. | 2,806,942 | 1.0 | |||||||||||
237,581 | Invitation Homes, Inc. | 5,478,618 | 1.9 | |||||||||||
68,020 | Iron Mountain, Inc. | 2,381,380 | 0.8 | |||||||||||
32,901 | Kilroy Realty Corp. | 2,488,632 | 0.9 | |||||||||||
95,983 | Macerich Co. | 5,454,714 | 1.9 | |||||||||||
44,949 | Mid-America Apartment Communities, Inc. | 4,525,016 | 1.6 | |||||||||||
119,775 | Piedmont Office Realty Trust, Inc. | 2,387,116 | 0.8 | |||||||||||
171,122 | ProLogis, Inc. | 11,241,004 | 3.8 | |||||||||||
88,326 | Regency Centers Corp. | 5,483,278 | 1.9 | |||||||||||
80,804 | Simon Property Group, Inc. | 13,752,033 | 4.7 | |||||||||||
99,813 | STORE Capital Corp. | 2,734,876 | 0.9 | |||||||||||
25,077 | Sun Communities, Inc. | 2,454,537 | 0.8 | |||||||||||
66,440 | Taubman Centers, Inc. | 3,904,014 | 1.3 | |||||||||||
161,894 | VICI Properties, Inc. | 3,341,492 | 1.1 | |||||||||||
169,514 | (1) | Other Securities | 6,882,011 | 2.4 | ||||||||||
155,714,105 | 53.3 | |||||||||||||
Total Common Stock (Cost $245,255,553) | 290,015,543 | 99.2 | ||||||||||||
Principal Amount† | | | | Value | | Percentage of Net Assets | ||||||||
SHORT-TERM INVESTMENTS: 2.9% | ||||||||||||||
Securities Lending Collateral(5): 2.3% | ||||||||||||||
3,121,846 | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/29/18, 2.08%, due 07/02/18 (Repurchase Amount $3,122,380, collateralized by various U.S. Government Agency Obligations, 1.691%–8.500%, Market Value plus accrued interest $3,184,283, due 07/25/18–06/15/53) | 3,121,846 | 1.1 | |||||||||||
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Securities Lending Collateral(5): (continued) | ||||||||||||||
327,962 | Jefferies LLC, Repurchase Agreement dated 06/29/18, 2.00%, due 07/02/18 (Repurchase Amount $328,016, collateralized by various U.S. Government Securities, 0.000%–2.375%, Market Value plus accrued interest $334,521, due 07/05/18–09/09/49) | $ | 327,962 | 0.1 | ||||||||||
1,560,923 | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/29/18, 2.28%, due 07/02/18 (Repurchase Amount $1,561,216, collateralized by various U.S. Government Securities, 2.750%–3.125%, Market Value plus accrued interest $1,592,142, due 11/15/42–08/15/44) | 1,560,923 | 0.5 | |||||||||||
1,560,923 | NBC Global Finance Ltd., Repurchase Agreement dated 06/29/18, 1.95%, due 07/02/18 (Repurchase Amount $1,561,173, collateralized by various U.S. Government Securities, 0.000%–3.625%, Market Value plus accrued interest $1,592,146, due 01/31/20–09/09/49) | 1,560,923 | 0.6 | |||||||||||
6,571,654 | 2.3 | |||||||||||||
Shares | | | | Value | | Percentage of Net Assets | ||||||||
Mutual Funds: 0.6% | ||||||||||||||
1,825,267 | (6) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.800% (Cost $1,825,267) | 1,825,267 | 0.6 | ||||||||||
Total Short-Term Investments (Cost $8,396,921) | 8,396,921 | 2.9 | ||||||||||||
Total Investments in Securities (Cost $253,652,474) | $ | 298,412,464 | 102.1 | |||||||||||
Liabilities in Excess of Other Assets | (6,115,730 | ) | (2.1 | ) | ||||||||||
Net Assets | $ | 292,296,734 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. | |
(1) | The grouping contains securities on loan. |
VY® CLARION GLOBAL REAL ESTATE PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED) |
(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) | The grouping contains non-income producing securities. | |
(5) | Represents securities purchased with cash collateral received for securities on loan. | |
(6) | Rate shown is the 7-day yield as of June 30, 2018. |
REIT Diversification | Percentage of Net Assets | |||||
---|---|---|---|---|---|---|
Retail REITs | 17.7 | % | ||||
Office REITs | 12.0 | |||||
Specialized REITs | 11.5 | |||||
Real Estate Operating Companies | 11.2 | |||||
Residential REITs | 11.1 | |||||
Industrial REITs | 8.2 | |||||
Diversified Real Estate Activities | 7.9 | |||||
Diversified REITs | 7.5 | |||||
Real Estate Development | 5.4 | |||||
Hotels, Resorts & Cruise Lines | 2.9 | |||||
Hotel & Resort REITs | 2.2 | |||||
Health Care REITs | 1.0 | |||||
Health Care Facilities | 0.6 | |||||
Assets in Excess of Other Liabilities* | 0.8 | |||||
Net Assets | 100.0 | % |
* | Includes short-term investments. |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs# (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2018 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||||
Investments, at fair value | ||||||||||||||||||||
Common Stock | ||||||||||||||||||||
Australia | $ | — | $ | 13,683,168 | $ | — | $ | 13,683,168 | ||||||||||||
Belgium | — | 805,634 | — | 805,634 | ||||||||||||||||
Canada | 5,049,833 | — | — | 5,049,833 | ||||||||||||||||
China | — | 3,001,234 | — | 3,001,234 | ||||||||||||||||
France | — | 5,767,393 | — | 5,767,393 | ||||||||||||||||
Germany | — | 10,808,893 | — | 10,808,893 | ||||||||||||||||
Hong Kong | — | 25,393,964 | — | 25,393,964 | ||||||||||||||||
Ireland | 1,992,405 | — | — | 1,992,405 | ||||||||||||||||
Japan | — | 28,230,083 | — | 28,230,083 | ||||||||||||||||
Luxembourg | — | 1,501,525 | — | 1,501,525 | ||||||||||||||||
Norway | — | 1,267,798 | — | 1,267,798 | ||||||||||||||||
Singapore | — | 6,913,508 | — | 6,913,508 | ||||||||||||||||
Spain | — | 4,489,375 | — | 4,489,375 | ||||||||||||||||
Sweden | — | 9,408,732 | — | 9,408,732 | ||||||||||||||||
United Kingdom | — | 15,987,893 | — | 15,987,893 | ||||||||||||||||
United States | 155,714,105 | — | — | 155,714,105 | ||||||||||||||||
Total Common Stock | 162,756,343 | 127,259,200 | — | 290,015,543 | ||||||||||||||||
Short-Term Investments | 1,825,267 | 6,571,654 | — | 8,396,921 | ||||||||||||||||
Total Investments, at fair value | $ | 164,581,610 | $ | 133,830,854 | $ | — | $ | 298,412,464 | ||||||||||||
Other Financial Instruments+ | ||||||||||||||||||||
Forward Foreign Currency Contracts | — | 121 | — | 121 | ||||||||||||||||
Total Assets | $ | 164,581,610 | $ | 133,830,975 | $ | — | $ | 298,412,585 | ||||||||||||
Liabilities Table | ||||||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||||||
Forward Foreign Currency Contracts | $ | — | $ | (130 | ) | $ | — | $ | (130 | ) | ||||||||||
Total Liabilities | $ | — | $ | (130 | ) | $ | — | $ | (130 | ) |
(1) | For the period ended June 30, 2018, as a result of the fair value pricing procedures for international equities utilized by the Portfolio (Note 2) certain securities have transferred in and out of Level 1 and Level 2 measurements during the year. The Portfolio’s policy is to recognize transfers between levels at the beginning of the reporting period. At June 30, 2018, securities valued at $22,909,598 were transferred from Level 1 to Level 2 within the fair value hierarchy. |
VY® CLARION GLOBAL REAL ESTATE PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED) |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
+ | Other Financial Instruments may include open forward foreign currency contracts, futures, centrally cleared swaps, OTC swaps and written options. Forward foreign currency contracts, futures and centrally cleared swaps are valued at the unrealized gain (loss) on the instrument. OTC swaps and written options are valued at the fair value of the instrument. |
# | The earlier close of the foreign markets gives rise to the possibility that significant events, including broad market moves, may have occurred in the interim and may materially affect the value of those securities. To account for this, the Portfolio may frequently value many of its foreign equity securities using fair value prices based on third party vendor modeling tools to the extent available. Accordingly, a portion of the Portfolio’s investments are categorized as Level 2 investments. |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
CAD 17,638 | USD 13,296 | Brown Brothers Harriman & Co. | 07/03/18 | $ | 121 | |||||||
USD 269,118 | JPY 29,805,744 | Brown Brothers Harriman & Co. | 07/05/18 | (130 | ) | |||||||
$ | (9 | ) |
Currency Abbreviations
CAD — Canadian Dollar
JPY — Japanese Yen
USD — United States Dollar
A summary of derivative instruments by primary risk exposure is outlined in the following tables.
The fair value of derivative instruments as of June 30, 2018 was as follows:
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 | $121 | ||||||
Total Asset Derivatives | $121 | |||||||
Liability Derivatives | ||||||||
Foreign exchange contracts | Unrealized depreciation on forward foreign currency contracts | $130 | ||||||
Total Liability Derivatives | $130 |
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 | $44,385 | |||||
Total | $44,385 |
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | ||||||
---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Foreign currency related transactions* | |||||
Foreign exchange contracts | $(9 | ) | ||||
Total | $(9 | ) |
* | Amounts recognized for forward foreign currency contracts are included in net realized gain (loss) on foreign currency related transactions and net change in unrealized appreciation or depreciation on foreign currency related transactions. |
VY® CLARION GLOBAL REAL ESTATE PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED) |
At June 30, 2018, the aggregate cost of securities and other investments and the composition of unrealized appreciation and depreciation of securities and other investments at period end were:
Cost for federal income tax purposes was $269,873,037. | ||||||
Net unrealized appreciation consisted of: | ||||||
Gross Unrealized Appreciation | $ 41,213,815 | |||||
Gross Unrealized Depreciation | (12,804,394 | ) | ||||
Net Unrealized Appreciation | $ 28,409,421 |
VY® INVESCO GROWTH AND INCOME PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) |
as of June 30, 2018
(as a percentage of net assets)
Financials | 30.7% | ||||||
Energy | 17.7% | ||||||
Health Care | 15.8% | ||||||
Information Technology | 11.0% | ||||||
Consumer Discretionary | 7.1% | ||||||
Industrials | 5.3% | ||||||
Consumer Staples | 4.8% | ||||||
Materials | 2.4% | ||||||
Telecommunication Services | 0.9% | ||||||
Utilities | 0.4% | ||||||
Assets in Excess of Other Liabilities* | 3.9% | ||||||
Net Assets | 100.0% | ||||||
* Includes short-term investments. |
Shares | | | | Value | | Percentage of Net Assets | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 96.1% | ||||||||||||||
Consumer Discretionary: 7.1% | ||||||||||||||
138,133 | Carnival Corp. | $ | 7,916,402 | 1.5 | ||||||||||
20,291 | (1) | Charter Communications, Inc. | 5,949,524 | 1.1 | ||||||||||
311,118 | General Motors Co. | 12,258,049 | 2.4 | |||||||||||
1,675,434 | Kingfisher PLC | 6,551,962 | 1.3 | |||||||||||
125,789 | Other Securities | 4,127,137 | 0.8 | |||||||||||
36,803,074 | 7.1 | |||||||||||||
Consumer Staples: 4.8% | ||||||||||||||
188,317 | Mondelez International, Inc. | 7,720,997 | 1.5 | |||||||||||
138,227 | Philip Morris International, Inc. | 11,160,448 | 2.1 | |||||||||||
99,375 | Walgreens Boots Alliance, Inc. | 5,963,990 | 1.2 | |||||||||||
24,845,435 | 4.8 | |||||||||||||
Energy: 17.7% | ||||||||||||||
156,955 | Anadarko Petroleum Corp. | 11,496,954 | 2.2 | |||||||||||
191,013 | (2) | Apache Corp. | 8,929,858 | 1.7 | ||||||||||
1,252,232 | BP PLC | 9,527,619 | 1.8 | |||||||||||
271,683 | Canadian Natural Resources Ltd. | 9,805,924 | 1.9 | |||||||||||
300,621 | Devon Energy Corp. | 13,215,299 | 2.6 | |||||||||||
155,153 | Occidental Petroleum Corp. | 12,983,203 | 2.5 | |||||||||||
378,678 | Royal Dutch Shell PLC — Class A | 13,105,627 | 2.5 | |||||||||||
290,332 | TechnipFMC PLC | 9,215,138 | 1.8 | |||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Energy: (continued) | ||||||||||||||
113,722 | Other Securities | $ | 3,756,238 | 0.7 | ||||||||||
92,035,860 | 17.7 | |||||||||||||
Financials: 30.7% | ||||||||||||||
206,096 | American International Group, Inc. | 10,927,210 | 2.1 | |||||||||||
42,674 | Aon PLC | 5,853,592 | 1.1 | |||||||||||
737,194 | Bank of America Corp. | 20,781,499 | 4.0 | |||||||||||
365,750 | Citigroup, Inc. | 24,475,990 | 4.7 | |||||||||||
305,094 | Citizens Financial Group, Inc. | 11,868,156 | 2.3 | |||||||||||
218,026 | Fifth Third Bancorp | 6,257,346 | 1.2 | |||||||||||
25,198 | Goldman Sachs Group, Inc. | 5,557,923 | 1.1 | |||||||||||
169,383 | JPMorgan Chase & Co. | 17,649,709 | 3.4 | |||||||||||
280,472 | Morgan Stanley | 13,294,373 | 2.5 | |||||||||||
55,383 | Northern Trust Corp. | 5,698,357 | 1.1 | |||||||||||
54,849 | PNC Financial Services Group, Inc. | 7,410,100 | 1.4 | |||||||||||
73,496 | State Street Corp. | 6,841,743 | 1.3 | |||||||||||
138,495 | Wells Fargo & Co. | 7,678,163 | 1.5 | |||||||||||
30,449 | Willis Towers Watson PLC | 4,616,068 | 0.9 | |||||||||||
420,229 | (3),(4) | Other Securities | 10,774,145 | 2.1 | ||||||||||
159,684,374 | 30.7 | |||||||||||||
Health Care: 15.8% | ||||||||||||||
32,356 | Amgen, Inc. | 5,972,594 | 1.2 | |||||||||||
22,776 | Anthem, Inc. | 5,421,371 | 1.0 | |||||||||||
83,142 | Bristol-Myers Squibb Co. | 4,601,078 | 0.9 | |||||||||||
164,447 | CVS Health Corp. | 10,582,165 | 2.0 | |||||||||||
56,196 | McKesson Corp. | 7,496,546 | 1.4 | |||||||||||
83,287 | Medtronic PLC | 7,130,200 | 1.4 | |||||||||||
132,786 | Merck & Co., Inc. | 8,060,110 | 1.6 | |||||||||||
98,499 | Novartis AG | 7,461,392 | 1.4 | |||||||||||
194,595 | Pfizer, Inc. | 7,059,907 | 1.4 | |||||||||||
60,584 | Sanofi | 4,862,449 | 0.9 | |||||||||||
50,657 | Zimmer Biomet Holdings, Inc. | 5,645,216 | 1.1 | |||||||||||
105,553 | (4) | Other Securities | 8,049,782 | 1.5 | ||||||||||
82,342,810 | 15.8 | |||||||||||||
Industrials: 5.3% | ||||||||||||||
118,003 | CSX Corp. | 7,526,231 | 1.4 | |||||||||||
51,794 | General Dynamics Corp. | 9,654,920 | 1.9 | |||||||||||
66,663 | Ingersoll-Rand PLC — Class A | 5,981,671 | 1.2 | |||||||||||
131,305 | Other Securities | 4,392,152 | 0.8 | |||||||||||
27,554,974 | 5.3 | |||||||||||||
Information Technology: 11.0% | ||||||||||||||
231,959 | Cisco Systems, Inc. | 9,981,196 | 1.9 | |||||||||||
92,812 | Cognizant Technology Solutions Corp. | 7,331,220 | 1.4 |
VY® INVESCO GROWTH AND INCOME PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED) |
Shares | | | | Value | | Percentage of Net Assets | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | ||||||||||||||
Information Technology: (continued) | ||||||||||||||
193,603 | (1) | eBay, Inc. | $ | 7,020,045 | 1.4 | |||||||||
139,727 | Intel Corp. | 6,945,829 | 1.3 | |||||||||||
268,294 | Oracle Corp. | 11,821,033 | 2.3 | |||||||||||
146,840 | Qualcomm, Inc. | 8,240,661 | 1.6 | |||||||||||
230,786 | Other Securities | 5,711,094 | 1.1 | |||||||||||
57,051,078 | 11.0 | |||||||||||||
Materials: 2.4% | ||||||||||||||
399,005 | (3) | Other Securities | 12,609,082 | 2.4 | ||||||||||
Telecommunication Services: 0.9% | ||||||||||||||
92,118 | Verizon Communications, Inc. | 4,634,456 | 0.9 | |||||||||||
Utilities: 0.4% | ||||||||||||||
68,315 | Other Securities | 2,453,192 | 0.4 | |||||||||||
Total Common Stock (Cost $395,191,337) | 500,014,335 | 96.1 | ||||||||||||
Principal Amount† | | | | Value | | Percentage of Net Assets | ||||||||
SHORT-TERM INVESTMENTS: 4.4% | ||||||||||||||
Securities Lending Collateral(5):1.4% | ||||||||||||||
1,709,800 | Bank of Nova Scotia, Repurchase Agreement dated 06/29/18, 2.12%, due 07/02/18 (Repurchase Amount $1,710,098, collateralized by various U.S. Government Agency Obligations, 2.500%–6.430%, Market Value plus accrued interest $1,744,304, due 02/01/21–06/01/48) | 1,709,800 | 0.3 | |||||||||||
1,709,800 | Deutsche Bank AG, Repurchase Agreement dated 06/29/18, 2.12%, due 07/02/18 (Repurchase Amount $1,710,098, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–7.250%, Market Value plus accrued interest $1,743,996, due 07/27/18–09/06/44) | 1,709,800 | 0.3 | |||||||||||
1,709,800 | Dominion Securities Inc., Repurchase Agreement dated 06/29/18, 2.11%, due 07/02/18 (Repurchase Amount $1,710,097, collateralized by various U.S. Government Agency Obligations, 3.000%–7.000%, Market Value plus accrued interest $1,743,996, due 11/01/36–06/01/48) | 1,709,800 | 0.3 | |||||||||||
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Securities Lending Collateral(5): (continued) | ||||||||||||||
1,709,800 | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/29/18, 2.28%, due 07/02/18 (Repurchase Amount $1,710,120, collateralized by various U.S. Government Securities, 2.750%–3.125%, Market Value plus accrued interest $1,743,996, due 11/15/42–08/15/44) | $ | 1,709,800 | 0.4 | ||||||||||
359,806 | Natwest Markets PLC, Repurchase Agreement dated 06/29/18, 2.09%, due 07/02/18 (Repurchase Amount $359,868, collateralized by various U.S. Government Securities, 2.500%–6.625%, Market Value plus accrued interest $367,006, due 05/15/20–05/15/46) | 359,806 | 0.1 | |||||||||||
7,199,006 | 1.4 | |||||||||||||
Shares | | | | Value | | Percentage of Net Assets | ||||||||
Mutual Funds: 3.0% | ||||||||||||||
15,547,968 | (6) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.800% (Cost $15,547,968) | 15,547,968 | 3.0 | ||||||||||
Total Short-Term Investments (Cost $22,746,974) | 22,746,974 | 4.4 | ||||||||||||
Total Investments in Securities (Cost $417,938,311) | $ | 522,761,309 | 100.5 | |||||||||||
Liabilities in Excess of Other Assets | (2,790,837 | ) | (0.5 | ) | ||||||||||
Net Assets | $ | 519,970,472 | 100.0 |
“Other Securities” represents issues not identified as the top 50 holdings in terms of market value and issues or issuers not exceeding 1% of net assets individually or in aggregate respectively as of June 30, 2018.
The following footnotes apply to either the individual securities noted or one or more of the securities aggregated and listed as a single line item.
† | 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) | The grouping contains securities on loan. | |
(4) | The grouping contains non-income producing securities. | |
(5) | Represents securities purchased with cash collateral received for securities on loan. | |
(6) | Rate shown is the 7-day yield as of June 30, 2018. |
VY® INVESCO GROWTH AND INCOME PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED) |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs# (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2018 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Common Stock | ||||||||||||||||||
Consumer Discretionary | $ | 30,251,112 | $ | 6,551,962 | $— | $ | 36,803,074 | |||||||||||
Consumer Staples | 24,845,435 | — | — | 24,845,435 | ||||||||||||||
Energy | 69,402,614 | 22,633,246 | — | 92,035,860 | ||||||||||||||
Financials | 159,684,374 | — | — | 159,684,374 | ||||||||||||||
Health Care | 70,018,969 | 12,323,841 | — | 82,342,810 | ||||||||||||||
Industrials | 27,554,974 | — | — | 27,554,974 | ||||||||||||||
Information Technology | 57,051,078 | — | — | 57,051,078 | ||||||||||||||
Materials | 8,241,938 | 4,367,144 | — | 12,609,082 | ||||||||||||||
Telecommunication Services | 4,634,456 | — | — | 4,634,456 | ||||||||||||||
Utilities | 2,453,192 | — | — | 2,453,192 | ||||||||||||||
Total Common Stock | 454,138,142 | 45,876,193 | — | 500,014,335 | ||||||||||||||
Short-Term Investments | 15,547,968 | 7,199,006 | — | 22,746,974 | ||||||||||||||
Total Investments, at fair value | $ | 469,686,110 | $ | 53,075,199 | $— | $ | 522,761,309 | |||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Forward Foreign Currency Contracts | — | 581,807 | — | 581,807 | ||||||||||||||
Total Assets | $ | 469,686,110 | $ | 53,657,006 | $— | $ | 523,343,116 | |||||||||||
Liabilities Table | ||||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Forward Foreign Currency Contracts | $ | — | $ | (1,423 | ) | $— | $ | (1,423 | ) | |||||||||
Total Liabilities | $ | — | $ | (1,423 | ) | $— | $ | (1,423 | ) |
(1) | For the period ended June 30, 2018, as a result of the fair value pricing procedures for international equities utilized by the Portfolio (Note 2) certain securities have transferred in and out of Level 1 and Level 2 measurements during the year. The Portfolio’s policy is to recognize transfers between levels at the beginning of the reporting period. At June 30, 2018, securities valued at $6,703,048 were transferred from Level 1 to Level 2 within the fair value hierarchy. | |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. | |
+ | Other Financial Instruments may include open forward foreign currency contracts, futures, centrally cleared swaps, OTC swaps and written options. Forward foreign currency contracts, futures and centrally cleared swaps are valued at the unrealized gain (loss) on the instrument. OTC swaps and written options are valued at the fair value of the instrument. | |
# | The earlier close of the foreign markets gives rise to the possibility that significant events, including broad market moves, may have occurred in the interim and may materially affect the value of those securities. To account for this, the Portfolio may frequently value many of its foreign equity securities using fair value prices based on third party vendor modeling tools to the extent available. Accordingly, a portion of the Portfolio’s investments are categorized as Level 2 investments. |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|
USD 1,632,801 | AUD 2,142,817 | State Street Bank and Trust Co. | 07/13/18 | $ | 46,950 | ||||||
USD 12,325,083 | GBP 9,194,461 | State Street Bank and Trust Co. | 07/13/18 | 184,985 | |||||||
USD 195,093 | CHF 194,441 | State Street Bank and Trust Co. | 07/13/18 | (1,423 | ) | ||||||
USD 2,709,494 | CHF 2,659,002 | State Street Bank and Trust Co. | 07/13/18 | 22,109 | |||||||
USD 3,437,638 | CAD 4,463,412 | State Street Bank and Trust Co. | 07/13/18 | 41,902 | |||||||
USD 1,772,220 | EUR 1,508,542 | State Street Bank and Trust Co. | 07/13/18 | 9,223 | |||||||
USD 2,705,262 | CHF 2,659,002 | The Bank of New York Mellon | 07/13/18 | 17,877 | |||||||
USD 1,768,101 | EUR 1,508,542 | The Bank of New York Mellon | 07/13/18 | 5,105 | |||||||
USD 3,436,328 | CAD 4,463,412 | The Bank of New York Mellon | 07/13/18 | 40,592 | |||||||
USD 1,630,870 | AUD 2,142,817 | The Bank of New York Mellon | 07/13/18 | 45,020 | |||||||
USD 12,308,143 | GBP 9,194,461 | The Bank of New York Mellon | 07/13/18 | 168,044 | |||||||
$ | 580,384 |
VY® INVESCO GROWTH AND INCOME PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED) |
Currency Abbreviations
AUD — Australian Dollar
CAD — Canadian Dollar
CHF — Swiss Franc
EUR — EU Euro
GBP — British Pound
USD — United States Dollar
A summary of derivative instruments by primary risk exposure is outlined in the following tables.
The fair value of derivative instruments as of June 30, 2018 was as follows:
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 | $ | 581,807 | ||||||
Total Asset Derivatives | $ | 581,807 | |||||||
Liability Derivatives | |||||||||
Foreign exchange contracts | Unrealized depreciation on forward foreign currency contracts | $ | 1,423 | ||||||
Total Liability Derivatives | $ | 1,423 |
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 | $205,350 | |||||
Total | $205,350 |
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 | $1,386,592 | |||||
Total | $1,386,592 |
State Street Bank and Trust Co. | The Bank of New York Mellon | Totals | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Assets: | |||||||||||||||
Forward foreign currency contracts | $ | 305,169 | $ | 276,638 | $ | 581,807 | |||||||||
Total Assets | $ | 305,169 | $ | 276,638 | $ | 581,807 | |||||||||
Liabilities: | |||||||||||||||
Forward foreign currency contracts | $ | 1,423 | $ | — | $ | 1,423 | |||||||||
Total Liabilities | $ | 1,423 | $ | — | $ | 1,423 | |||||||||
Net OTC derivative instruments by counterparty, at fair value | $ | 303,746 | $ | 276,638 | $ | 580,384 | |||||||||
Total collateral pledged by the Portfolio/(Received from counterparty) | $ | — | $ | — | $ | — | |||||||||
Net Exposure(1) | $ | 303,746 | $ | 276,638 | $ | 580,384 |
(1) | Positive net exposure represents amounts due from each respective counterparty. Negative exposure represents amounts due from the Portfolio. Please refer to Note 2 for additional details regarding counterparty credit risk and credit related contingent features. |
VY® INVESCO GROWTH AND INCOME PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED) |
Cost for federal income tax purposes was $421,855,327. | ||||||
Net unrealized appreciation consisted of: | ||||||
Gross Unrealized Appreciation | $120,634,562 | |||||
Gross Unrealized Depreciation | (18,469,713 | ) | ||||
Net Unrealized Appreciation | $102,164,849 |
VY® JPMORGAN EMERGING MARKETS EQUITY PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) |
as of June 30, 2018
(as a percentage of net assets)
China | 29.4% | |||||
India | 19.2% | |||||
Brazil | 7.6% | |||||
Taiwan | 7.1% | |||||
Hong Kong | 6.6% | |||||
South Korea | 6.2% | |||||
South Africa | 5.9% | |||||
Russia | 3.6% | |||||
Mexico | 3.2% | |||||
Indonesia | 1.8% | |||||
Countries between 0.4%–1.8%ˆ | 9.4% | |||||
Liabilities in Excess of Other Assets* | 0.0% | |||||
Net Assets | 100.0% | |||||
* Includes short-term investments. | |||||||
ˆ Includes 11 countries, which each represents 0.4%–1.8% of net assets. |
Shares | | | | Value | | Percentage of Net Assets | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 94.3% | ||||||||||||||
Argentina: 1.8% | ||||||||||||||
30,920 | MercadoLibre, Inc. | $ | 9,242,916 | 1.8 | ||||||||||
Australia: 0.7% | ||||||||||||||
596,876 | Oil Search Ltd. | 3,921,446 | 0.7 | |||||||||||
Brazil: 6.2% | ||||||||||||||
793,225 | Ambev SA ADR | 3,672,632 | 0.7 | |||||||||||
1,150,280 | B3 SA — Brasil Bolsa Balcao | 6,096,046 | 1.2 | |||||||||||
1,818,303 | Kroton Educacional SA | 4,386,540 | 0.9 | |||||||||||
860,607 | Lojas Renner SA | 6,426,103 | 1.2 | |||||||||||
197,590 | Raia Drogasil SA | 3,339,772 | 0.6 | |||||||||||
1,612,243 | Other Securities | 8,221,008 | 1.6 | |||||||||||
32,142,101 | 6.2 | |||||||||||||
China: 25.6% | ||||||||||||||
157,182 | (1) | Alibaba Group Holding Ltd. ADR | 29,161,976 | 5.6 | ||||||||||
998,800 | (2) | Fuyao Glass Industry Group Co. Ltd. — H Shares | 3,375,015 | 0.6 | ||||||||||
452,480 | Han’s Laser Technology Industry Group Co. Ltd. — A Shares | 3,620,851 | 0.7 | |||||||||||
306,820 | (1) | JD.com, Inc. ADR | 11,950,639 | 2.3 | ||||||||||
52,500 | Kweichow Moutai Co. Ltd. | 5,779,333 | 1.1 | |||||||||||
68,870 | New Oriental Education & Technology Group, Inc. ADR | 6,519,234 | 1.3 | |||||||||||
COMMON STOCK: (continued) | ||||||||||||||
China: (continued) | ||||||||||||||
2,305,000 | Ping An Insurance Group Co. of China Ltd. — H Shares | $ | 21,108,439 | 4.0 | ||||||||||
484,000 | Shenzhou International Group Holdings Ltd. | 5,955,806 | 1.1 | |||||||||||
724,500 | Tencent Holdings Ltd. | 36,381,059 | 7.0 | |||||||||||
131,020 | Yum China Holdings, Inc. | 5,039,029 | 1.0 | |||||||||||
616,875 | Other Securities | 4,902,935 | 0.9 | |||||||||||
133,794,316 | 25.6 | |||||||||||||
Egypt: 0.8% | ||||||||||||||
808,830 | Commercial International Bank Egypt SAE REG GDR | 4,003,708 | 0.8 | |||||||||||
Hong Kong: 6.6% | ||||||||||||||
3,038,400 | AIA Group Ltd. | 26,468,752 | 5.1 | |||||||||||
928,500 | Techtronic Industries Co., Ltd. | 5,156,790 | 1.0 | |||||||||||
43,600 | Other Securities | 2,751,160 | 0.5 | |||||||||||
34,376,702 | 6.6 | |||||||||||||
India: 19.2% | ||||||||||||||
214,200 | Asian Paints Ltd. | 3,953,768 | 0.8 | |||||||||||
215,320 | HDFC Bank Ltd. ADR | 22,612,906 | 4.3 | |||||||||||
138,860 | HDFC Bank Ltd. — Foreign Premium | 4,337,158 | 0.8 | |||||||||||
1,234,410 | (2) | HDFC Standard Life Insurance Co. Ltd. | 8,227,142 | 1.6 | ||||||||||
855,295 | Housing Development Finance Corp. | 23,832,438 | 4.6 | |||||||||||
282,658 | IndusInd Bank Ltd. | 7,978,772 | 1.5 | |||||||||||
1,305,970 | ITC Ltd. | 5,075,050 | 1.0 | |||||||||||
347,110 | Kotak Mahindra Bank Ltd. | 6,812,229 | 1.3 | |||||||||||
338,432 | Tata Consultancy Services Ltd. | 9,127,572 | 1.7 | |||||||||||
110,140 | Ultratech Cement Ltd. | 6,141,989 | 1.2 | |||||||||||
110,003 | (3) | Other Securities | 2,150,559 | 0.4 | ||||||||||
100,249,583 | 19.2 | |||||||||||||
Indonesia: 1.8% | ||||||||||||||
3,820,000 | Bank Central Asia Tbk PT | 5,704,904 | 1.1 | |||||||||||
12,982,600 | Other Securities | 3,759,799 | 0.7 | |||||||||||
9,464,703 | 1.8 | |||||||||||||
Macau: 0.6% | ||||||||||||||
558,000 | Other Securities | 2,974,914 | 0.6 | |||||||||||
Mexico: 3.2% | ||||||||||||||
66,830 | Fomento Economico Mexicano SAB de CV ADR | 5,867,005 | 1.1 | |||||||||||
968,680 | Grupo Financiero Banorte | 5,695,923 | 1.1 | |||||||||||
792,270 | Infraestructura Energetica Nova SAB de CV | 3,550,809 | 0.7 | |||||||||||
1,217,980 | Other Securities | 1,755,194 | 0.3 | |||||||||||
16,868,931 | 3.2 |
VY® JPMORGAN EMERGING MARKETS EQUITY PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED) |
Shares | | | | Value | | Percentage of Net Assets | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | ||||||||||||||
Panama: 0.9% | ||||||||||||||
51,740 | Copa Holdings S.A. — Class A | $ | 4,895,639 | 0.9 | ||||||||||
Peru: 1.2% | ||||||||||||||
28,808 | Credicorp Ltd. | 6,485,257 | 1.2 | |||||||||||
Russia: 3.6% | ||||||||||||||
4,873,076 | (1) | Sberbank | 16,926,960 | 3.2 | ||||||||||
40,918 | (3) | Other Securities | 2,105,396 | 0.4 | ||||||||||
19,032,356 | 3.6 | |||||||||||||
South Africa: 5.9% | ||||||||||||||
730,928 | Bid Corp. Ltd. | 14,636,136 | 2.8 | |||||||||||
332,192 | Bidvest Group Ltd. | 4,756,982 | 0.9 | |||||||||||
834,431 | Sanlam Ltd. | 4,239,442 | 0.8 | |||||||||||
631,007 | (4) | Other Securities | 7,059,409 | 1.4 | ||||||||||
30,691,969 | 5.9 | |||||||||||||
South Korea: 6.2% | ||||||||||||||
6,430 | NAVER Corp. | 4,400,080 | 0.9 | |||||||||||
12,160 | NCSoft Corp. | 4,046,666 | 0.8 | |||||||||||
564,900 | Samsung Electronics Co., Ltd. | 23,663,425 | 4.5 | |||||||||||
32,110,171 | 6.2 | |||||||||||||
Spain: 0.6% | ||||||||||||||
457,410 | Other Securities | 2,979,685 | 0.6 | |||||||||||
Taiwan: 7.1% | ||||||||||||||
54,000 | Largan Precision Co. Ltd. | 7,933,000 | 1.5 | |||||||||||
755,000 | President Chain Store Corp. | 8,555,225 | 1.6 | |||||||||||
1,103,223 | Taiwan Semiconductor Manufacturing Co., Ltd. | 7,834,074 | 1.5 | |||||||||||
355,371 | Taiwan Semiconductor Manufacturing Co., Ltd. ADR | 12,992,364 | 2.5 | |||||||||||
37,314,663 | 7.1 | |||||||||||||
Thailand: 0.4% | ||||||||||||||
370,800 | Other Securities | 2,169,463 | 0.4 | |||||||||||
Turkey: 0.6% | ||||||||||||||
216,750 | Other Securities | 2,884,473 | 0.6 | |||||||||||
United States: 1.3% | ||||||||||||||
53,870 | (1) | EPAM Systems, Inc. | 6,697,657 | 1.3 | ||||||||||
Total Common Stock (Cost $361,049,662) | 492,300,653 | 94.3 | ||||||||||||
PREFERRED STOCK: 1.4% | ||||||||||||||
Brazil: 1.4% | ||||||||||||||
649,105 | Itau Unibanco Holding S.A. | 6,724,264 | 1.3 | |||||||||||
420,340 | Other Securities | 360,067 | 0.1 | |||||||||||
Total Preferred Stock (Cost $7,812,922) | 7,084,331 | 1.4 | ||||||||||||
PARTICIPATORY NOTES: 4.3% | ||||||||||||||
China: 3.8% | ||||||||||||||
962,828 | (1) | Fuyao Glass Industry Group Co. Ltd. 3/6/2019 (Issuer: UBS AG) | $ | 3,736,330 | 0.7 | |||||||||
1,027,419 | (1) | Hangzhou Robam Appliances Co. Ltd., 11/12/18 (Issuer: UBS AG) | 4,748,399 | 0.9 | ||||||||||
894,727 | (1) | Inner Mongolia Yili Industrial Group Co. Ltd., 7/27/18 (Issuer UBS AG) | 3,767,812 | 0.7 | ||||||||||
979,700 | (1) | Midea Group Co., Ltd., 09/13/18 (Issuer: BNP Paribas S.A.) | 7,721,905 | 1.5 | ||||||||||
19,974,446 | 3.8 | |||||||||||||
Saudi Arabia: 0.5% | ||||||||||||||
157,320 | (3) | Other Securities | 2,533,664 | 0.5 | ||||||||||
Total Participatory Notes (Cost $24,867,389) | 22,508,110 | 4.3 | ||||||||||||
Total Long-Term Investments (Cost $393,729,973) | 521,893,094 | 100.0 | ||||||||||||
Principal Amount† | | | | Value | | Percentage of Net Assets | ||||||||
SHORT-TERM INVESTMENTS: 0.2% | ||||||||||||||
Securities Lending Collateral(5): 0.2% | ||||||||||||||
100,526 | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/29/18, 2.28%, due 07/02/18 (Repurchase Amount $100,545, collateralized by various U.S. Government Securities, 2.750%–3.125%, Market Value plus accrued interest $102,537, due 11/15/42–08/15/44) | 100,526 | 0.0 | |||||||||||
1,000,000 | NBC Global Finance Ltd., Repurchase Agreement dated 06/29/18, 1.95%, due 07/02/18 (Repurchase Amount $1,000,160, collateralized by various U.S. Government Securities, 0.000%–3.625%, Market Value plus accrued interest $1,020,003, due 01/31/20–09/09/49) | 1,000,000 | 0.2 | |||||||||||
1,100,526 | 0.2 | |||||||||||||
Total Short-Term Investments (Cost $1,100,526) | 1,100,526 | 0.2 | ||||||||||||
Total Investments in Securities (Cost $394,830,499) | $ | 522,993,620 | 100.2 | |||||||||||
Liabilities in Excess of Other Assets | (1,205,191 | ) | (0.2 | ) | ||||||||||
Net Assets | $ | 521,788,429 | 100.0 |
VY® JPMORGAN EMERGING MARKETS EQUITY PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED) |
“Other Securities” represents issues not identified as the top 50 holdings in terms of market value and issues or issuers not exceeding 1% of net assets individually or in aggregate respectively as of June 30, 2018.
The following footnotes apply to either the individual securities noted or one or more of the securities aggregated and listed as a single line item.
† | Unless otherwise indicated, principal amount is shown in USD. | |
ADR | American Depositary Receipt | |
GDR | Global Depositary Receipt | |
(1) | Non-income producing security. | |
(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) | The grouping contains non-income producing securities. | |
(4) | The grouping contains securities on loan. | |
(5) | Represents securities purchased with cash collateral received for securities on loan. |
Sector Diversification | Percentage of Net Assets | |||||
---|---|---|---|---|---|---|
Financials | 35.4 | % | ||||
Information Technology | 29.9 | |||||
Consumer Discretionary | 15.6 | |||||
Consumer Staples | 11.1 | |||||
Industrials | 3.9 | |||||
Materials | 2.0 | |||||
Energy | 1.4 | |||||
Utilities | 0.7 | |||||
Short-Term Investments | 0.2 | |||||
Liabilities in Excess of Other Assets | (0.2 | ) | ||||
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, 2018 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Common Stock | ||||||||||||||||||
Argentina | $ | 9,242,916 | $ | — | $— | $ | 9,242,916 | |||||||||||
Australia | — | 3,921,446 | — | 3,921,446 | ||||||||||||||
Brazil | 32,142,101 | — | — | 32,142,101 | ||||||||||||||
China | 52,670,878 | 81,123,438 | — | 133,794,316 | ||||||||||||||
Egypt | 4,003,708 | — | — | 4,003,708 | ||||||||||||||
Hong Kong | 2,751,160 | 31,625,542 | — | 34,376,702 | ||||||||||||||
India | 29,100,623 | 71,148,960 | — | 100,249,583 | ||||||||||||||
Indonesia | — | 9,464,703 | — | 9,464,703 | ||||||||||||||
Macau | — | 2,974,914 | — | 2,974,914 | ||||||||||||||
Mexico | 16,868,931 | — | — | 16,868,931 | ||||||||||||||
Panama | 4,895,639 | — | — | 4,895,639 | ||||||||||||||
Peru | 6,485,257 | — | — | 6,485,257 | ||||||||||||||
Russia | — | 19,032,356 | — | 19,032,356 | ||||||||||||||
South Africa | — | 30,691,969 | — | 30,691,969 | ||||||||||||||
South Korea | — | 32,110,171 | — | 32,110,171 | ||||||||||||||
Spain | — | 2,979,685 | — | 2,979,685 | ||||||||||||||
Taiwan | 12,992,364 | 24,322,299 | — | 37,314,663 | ||||||||||||||
Thailand | — | 2,169,463 | — | 2,169,463 | ||||||||||||||
Turkey | — | 2,884,473 | — | 2,884,473 | ||||||||||||||
United States | 6,697,657 | — | — | 6,697,657 | ||||||||||||||
Total Common Stock | 177,851,234 | 314,449,419 | — | 492,300,653 | ||||||||||||||
Preferred Stock | 7,084,331 | — | — | 7,084,331 | ||||||||||||||
Participatory Notes | — | 22,508,110 | — | 22,508,110 | ||||||||||||||
Short-Term Investments | — | 1,100,526 | — | 1,100,526 | ||||||||||||||
Total Investments, at fair value | $ | 184,935,565 | $ | 338,058,055 | $— | $ | 522,993,620 |
(1) | For the period ended June 30, 2018, as a result of the fair value pricing procedures for international equities utilized by the Portfolio (Note 2) certain securities have transferred in and out of Level 1 and Level 2 measurements during the year. The Portfolio’s policy is to recognize transfers between levels at the beginning of the reporting period. At June 30, 2018, securities valued at $31,069,891 were transferred from Level 1 to Level 2 within the fair value hierarchy. | |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. | |
# | The earlier close of the foreign markets gives rise to the possibility that significant events, including broad market moves, may have occurred in the interim and may materially affect the value of those securities. To account for this, the Portfolio may frequently value many of its foreign equity securities using fair value prices based on third party vendor modeling tools to the extent available. Accordingly, a portion of the Portfolio’s investments are categorized as Level 2 investments. |
VY® JPMORGAN EMERGING MARKETS EQUITY PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED) |
Cost for federal income tax purposes was $397,460,012. | ||||||
Net unrealized appreciation consisted of: | ||||||
Gross Unrealized Appreciation | $150,069,842 | |||||
Gross Unrealized Depreciation | (24,343,027 | ) | ||||
Net Unrealized Appreciation | $125,726,815 |
VY® MORGAN STANLEY FRANCHISE PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) |
as of June 30, 2018
(as a percentage of net assets)
United States | 56.3% | |||||
United Kingdom | 24.3% | |||||
France | 7.7% | |||||
Germany | 4.4% | |||||
Netherlands | 3.9% | |||||
Italy | 1.4% | |||||
Assets in Excess of Other Liabilities* | 2.0% | |||||
Net Assets | 100.0% |
* Includes short-term investments. |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 98.0% | |||||||||||||||||||
France: 7.7% | |||||||||||||||||||
67,082 | L’Oreal S.A. | $ | 16,537,526 | 4.2 | |||||||||||||||
83,102 | Pernod Ricard SA | 13,562,663 | 3.5 | ||||||||||||||||
30,100,189 | 7.7 | ||||||||||||||||||
Germany: 4.4% | |||||||||||||||||||
149,090 | SAP SE | 17,207,659 | 4.4 | ||||||||||||||||
Italy: 1.4% | |||||||||||||||||||
657,767 | Davide Campari-Milano SpA | 5,398,910 | 1.4 | ||||||||||||||||
Netherlands: 3.9% | |||||||||||||||||||
105,333 | Heineken NV | 10,553,169 | 2.7 | ||||||||||||||||
229,406 | Relx NV | 4,876,913 | 1.2 | ||||||||||||||||
15,430,082 | 3.9 | ||||||||||||||||||
United Kingdom: 24.3% | |||||||||||||||||||
346,168 | British American Tobacco PLC | 17,437,637 | 4.5 | ||||||||||||||||
359,377 | Experian PLC | 8,865,328 | 2.3 | ||||||||||||||||
371,664 | Reckitt Benckiser Group PLC | 30,537,681 | 7.8 | ||||||||||||||||
467,606 | Relx PLC | 9,985,702 | 2.6 | ||||||||||||||||
505,717 | Unilever PLC | 27,936,009 | 7.1 | ||||||||||||||||
94,762,357 | 24.3 | ||||||||||||||||||
United States: 56.3% | |||||||||||||||||||
174,342 | Abbott Laboratories | 10,633,118 | 2.7 | ||||||||||||||||
157,968 | Accenture PLC | 25,841,985 | 6.6 | ||||||||||||||||
140,921 | Altria Group, Inc. | 8,002,904 | 2.1 | ||||||||||||||||
93,065 | Automatic Data Processing, Inc. | 12,483,739 | 3.2 | ||||||||||||||||
26,704 | Baxter International, Inc. | 1,971,823 | 0.5 | ||||||||||||||||
322,803 | Coca-Cola Co. | 14,158,140 | 3.6 | ||||||||||||||||
120,683 | Danaher Corp. | 11,908,998 | 3.1 | ||||||||||||||||
COMMON STOCK: (continued) | |||||||||||||||||||
United States: (continued) | |||||||||||||||||||
25,311 | Factset Research Systems, Inc. | $ | 5,014,109 | 1.3 | |||||||||||||||
78,726 | Fidelity National Information Services, Inc. | 8,347,318 | 2.1 | ||||||||||||||||
266,811 | Microsoft Corp. | 26,310,233 | 6.7 | ||||||||||||||||
29,689 | Moody’s Corp. | 5,063,756 | 1.3 | ||||||||||||||||
147,287 | Nike, Inc. | 11,735,828 | 3.0 | ||||||||||||||||
211,309 | Philip Morris International, Inc. | 17,061,089 | 4.4 | ||||||||||||||||
334,914 | Twenty-First Century Fox, Inc. — Class A | 16,641,877 | 4.3 | ||||||||||||||||
253,837 | Twenty-First Century Fox, Inc. — Class B | 12,506,549 | 3.2 | ||||||||||||||||
135,536 | Visa, Inc. — Class A | 17,951,743 | 4.6 | ||||||||||||||||
165,391 | Zoetis, Inc. | 14,089,659 | 3.6 | ||||||||||||||||
219,722,868 | 56.3 | ||||||||||||||||||
Total Common Stock (Cost $301,871,677) | 382,622,065 | 98.0 | |||||||||||||||||
SHORT-TERM INVESTMENTS: 1.8% | |||||||||||||||||||
Mutual Funds: 1.8% | |||||||||||||||||||
7,208,092 | (1) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.800% (Cost $7,208,092) | 7,208,092 | 1.8 | |||||||||||||||
Total Short-Term Investments (Cost $7,208,092) | 7,208,092 | 1.8 | |||||||||||||||||
Total Investments in Securities (Cost $309,079,769) | $ | 389,830,157 | 99.8 | ||||||||||||||||
Assets in Excess of Other Liabilities | 770,234 | 0.2 | |||||||||||||||||
Net Assets | $ | 390,600,391 | 100.0 |
(1) | Rate shown is the 7-day yield as of June 30, 2018. |
Sector Diversification | Percentage of Net Assets | |||||
---|---|---|---|---|---|---|
Consumer Staples | 41.3 | % | ||||
Information Technology | 27.6 | |||||
Consumer Discretionary | 10.5 | |||||
Health Care | 9.9 | |||||
Industrials | 6.1 | |||||
Financials | 2.6 | |||||
Short-Term Investments | 1.8 | |||||
Assets in Excess of Other Liabilities | 0.2 | |||||
Net Assets | 100.0 | % |
VY® MORGAN STANLEY GLOBAL FRANCHISE PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED) |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs# (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2018 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at Fair Value | ||||||||||||||||||
Common Stock | ||||||||||||||||||
France | $ | — | $ | 30,100,189 | $— | $ | 30,100,189 | |||||||||||
Germany | — | 17,207,659 | — | 17,207,659 | ||||||||||||||
Italy | — | 5,398,910 | — | 5,398,910 | ||||||||||||||
Netherlands | — | 15,430,082 | — | 15,430,082 | ||||||||||||||
United Kingdom | — | 94,762,357 | — | 94,762,357 | ||||||||||||||
United States | 219,722,868 | — | — | 219,722,868 | ||||||||||||||
Total Common Stock | 219,722,868 | 162,899,197 | — | 382,622,065 | ||||||||||||||
Short-Term Investments | 7,208,092 | — | — | 7,208,092 | ||||||||||||||
Total Investments, at fair value | $ | 226,930,960 | $ | 162,899,197 | $— | $ | 389,830,157 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. | |
# | The earlier close of the foreign markets gives rise to the possibility that significant events, including broad market moves, may have occurred in the interim and may materially affect the value of those securities. To account for this, the Portfolio may frequently value many of its foreign equity securities using fair value prices based on third party vendor modeling tools to the extent available. Accordingly, a portion of the Portfolio’s investments are categorized as Level 2 investments. |
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 | $15,376 | |||||
Total | $15,376 |
Cost for federal income tax purposes was $309,720,550. | ||||||
Net unrealized appreciation consisted of: | ||||||
Gross Unrealized Appreciation | $ | 89,883,271 | ||||
Gross Unrealized Depreciation | (9,778,883 | ) | ||||
Net Unrealized Appreciation | $ | 80,104,388 |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) |
as of June 30, 2018
(as a percentage of net assets)
Common Stock | 69.9% | |||||
Corporate Bonds/Notes | 16.5% | |||||
U.S. Treasury Obligations | 4.3% | |||||
Preferred Stock | 3.8% | |||||
Bank Loans | 1.8% | |||||
Asset-Backed Securities | 0.4% | |||||
Assets in Excess of Other Liabilities* | 3.3% | |||||
Net Assets | 100.0% |
* Includes short-term investments. |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 69.9% | |||||||||||||||||||
Consumer Discretionary: 7.6% | |||||||||||||||||||
87,900 | (1) | Amazon.com, Inc. | $ | 149,412,420 | 2.4 | ||||||||||||||
2,988,112 | Aramark | 110,858,955 | 1.7 | ||||||||||||||||
26,600 | (1) | Booking Holdings, Inc. | 53,920,594 | 0.8 | |||||||||||||||
937,766 | Magna International, Inc. | 54,512,338 | 0.9 | ||||||||||||||||
765,764 | Yum! Brands, Inc. | 59,898,060 | 0.9 | ||||||||||||||||
712,107 | Other Securities | 56,863,943 | 0.9 | ||||||||||||||||
485,466,310 | 7.6 | ||||||||||||||||||
Consumer Staples: 6.0% | |||||||||||||||||||
2,177,855 | Dr Pepper Snapple Group, Inc. | 265,698,310 | 4.2 | ||||||||||||||||
389,947 | PepsiCo, Inc. | 42,453,530 | 0.6 | ||||||||||||||||
371,856 | Philip Morris International, Inc. | 30,023,653 | 0.5 | ||||||||||||||||
634,877 | Other Securities | 42,855,709 | 0.7 | ||||||||||||||||
381,031,202 | 6.0 | ||||||||||||||||||
Energy: 1.4% | |||||||||||||||||||
1,606,039 | (2) | Enterprise Products Partners L.P. | 44,439,099 | 0.7 | |||||||||||||||
1,029,743 | (3) | Other Securities | 42,743,231 | 0.7 | |||||||||||||||
87,182,330 | 1.4 | ||||||||||||||||||
Financials: 7.3% | |||||||||||||||||||
651,430 | Intercontinental Exchange, Inc. | 47,912,676 | 0.7 | ||||||||||||||||
2,452,809 | Marsh & McLennan Cos., Inc. | 201,056,754 | 3.2 | ||||||||||||||||
1,053,426 | PNC Financial Services Group, Inc. | 142,317,852 | 2.2 | ||||||||||||||||
809,363 | State Street Corp. | 75,343,602 | 1.2 | ||||||||||||||||
466,630,884 | 7.3 | ||||||||||||||||||
Health Care: 14.0% | |||||||||||||||||||
1,676,744 | Abbott Laboratories | 102,264,617 | 1.6 | ||||||||||||||||
COMMON STOCK: (continued) | |||||||||||||||||||
Health Care: (continued) | |||||||||||||||||||
316,597 | Aetna, Inc. | $ | 58,095,549 | 0.9 | |||||||||||||||
168,989 | Anthem, Inc. | 40,224,452 | 0.6 | ||||||||||||||||
767,632 | Becton Dickinson & Co. | 183,893,922 | 2.9 | ||||||||||||||||
1,724,579 | Danaher Corp. | 170,181,456 | 2.7 | ||||||||||||||||
2,315,059 | PerkinElmer, Inc. | 169,531,771 | 2.7 | ||||||||||||||||
200,024 | (4) | Thermo Fisher Scientific, Inc. | 41,432,971 | 0.6 | |||||||||||||||
324,448 | (4) | UnitedHealth Group, Inc. | 79,600,072 | 1.3 | |||||||||||||||
321,726 | (5) | Other Securities | 44,704,533 | 0.7 | |||||||||||||||
889,929,343 | 14.0 | ||||||||||||||||||
Industrials: 6.0% | |||||||||||||||||||
534,317 | Equifax, Inc. | 66,848,400 | 1.0 | ||||||||||||||||
1,300,499 | Fortive Corp. | 100,281,478 | 1.6 | ||||||||||||||||
404,620 | (1),(6) | Middleby Corp. | 42,250,420 | 0.7 | |||||||||||||||
1,027,132 | Republic Services, Inc. | 70,214,744 | 1.1 | ||||||||||||||||
926,788 | Waste Connections, Inc. | 69,768,601 | 1.1 | ||||||||||||||||
124,374 | Other Securities | 34,316,030 | 0.5 | ||||||||||||||||
383,679,673 | 6.0 | ||||||||||||||||||
Information Technology: 18.3% | |||||||||||||||||||
3,147 | (1),(7) | Adyen NV | 1,733,715 | 0.0 | |||||||||||||||
27,132 | (1) | Alphabet, Inc. — Class A | 30,637,183 | 0.5 | |||||||||||||||
34,957 | (1) | Alphabet, Inc. — Class C | 38,999,777 | 0.6 | |||||||||||||||
148,700 | Apple, Inc. | 27,525,857 | 0.4 | ||||||||||||||||
523,100 | (1) | Facebook, Inc. — Class A | 101,648,792 | 1.6 | |||||||||||||||
1,452,468 | Fidelity National Information Services, Inc. | 154,005,182 | 2.4 | ||||||||||||||||
2,495,162 | (1) | Fiserv, Inc. | 184,866,553 | 2.9 | |||||||||||||||
357,950 | Intuit, Inc. | 73,130,975 | 1.2 | ||||||||||||||||
119,448 | (4) | Mastercard, Inc. — Class A | 23,473,921 | 0.4 | |||||||||||||||
790,819 | Maxim Integrated Products | 46,389,442 | 0.7 | ||||||||||||||||
1,935,600 | Microsoft Corp. | 190,869,516 | 3.0 | ||||||||||||||||
574,648 | TE Connectivity Ltd. | 51,752,799 | 0.8 | ||||||||||||||||
722,762 | (4) | Texas Instruments, Inc. | 79,684,510 | 1.3 | |||||||||||||||
1,188,957 | Visa, Inc. — Class A | 157,477,355 | 2.5 | ||||||||||||||||
1,162,195,577 | 18.3 | ||||||||||||||||||
Materials: 0.3% | |||||||||||||||||||
38,123 | Other Securities | 15,537,791 | 0.3 | ||||||||||||||||
Real Estate: 1.9% | |||||||||||||||||||
822,410 | American Tower Corp. | 118,566,850 | 1.9 | ||||||||||||||||
Utilities: 7.1% | |||||||||||||||||||
873,400 | American Electric Power Co., Inc. | 60,482,950 | 0.9 |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED) |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | |||||||||||||||||||
Utilities: (continued) | |||||||||||||||||||
923,965 | CMS Energy Corp. | $ | 43,685,065 | 0.7 | |||||||||||||||
924,416 | DTE Energy Co. | 95,797,230 | 1.5 | ||||||||||||||||
1,127,501 | Eversource Energy | 66,082,834 | 1.0 | ||||||||||||||||
3,568,845 | NiSource, Inc. | 93,789,247 | 1.5 | ||||||||||||||||
768,833 | Xcel Energy, Inc. | 35,120,291 | 0.6 | ||||||||||||||||
771,126 | Other Securities | 57,590,022 | 0.9 | ||||||||||||||||
452,547,639 | 7.1 | ||||||||||||||||||
Total Common Stock (Cost $3,699,259,447) | 4,442,767,599 | 69.9 | |||||||||||||||||
PREFERRED STOCK: 3.8% | |||||||||||||||||||
Financials: 1.3% | |||||||||||||||||||
56,625 | (1) | Wells Fargo & Co. | 71,316,923 | 1.1 | |||||||||||||||
477,102 | (3),(5) | Other Securities | 12,823,452 | 0.2 | |||||||||||||||
84,140,375 | 1.3 | ||||||||||||||||||
Health Care: 1.1% | |||||||||||||||||||
1,073,485 | (1) | Becton Dickinson and Co. | 66,395,047 | 1.1 | |||||||||||||||
Industrials: 0.3% | |||||||||||||||||||
17,812 | (1) | Fortive Corp. | 18,267,898 | 0.3 | |||||||||||||||
Utilities: 1.1% | |||||||||||||||||||
2,198,253 | (3),(5) | Other Securities | 71,012,450 | 1.1 | |||||||||||||||
Total Preferred Stock (Cost $224,770,467) | 239,815,770 | 3.8 | |||||||||||||||||
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
CORPORATE BONDS/NOTES: 16.5% | |||||||||||||||||||
Communications: 4.0% | |||||||||||||||||||
11,535,000 | (7) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/2027 | 10,799,644 | 0.2 | |||||||||||||||
3,795,000 | (7) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.000%, 02/01/2028 | 3,491,400 | 0.0 | |||||||||||||||
30,521,000 | CCO Holdings LLC / CCO Holdings Capital Corp., 5.250%–5.750%, 03/15/2021–01/15/2024 | 30,739,673 | 0.5 | ||||||||||||||||
53,230,000 | (7) | Netflix, Inc., 4.875%, 04/15/2028 | 50,803,776 | 0.8 | |||||||||||||||
46,020,000 | (7) | Netflix, Inc., 5.875%, 11/15/2028 | 46,696,494 | 0.7 | |||||||||||||||
42,005,000 | (6) | Netflix, Inc., 4.375%–5.875%, 02/15/2025–11/15/2026 | 40,562,514 | 0.7 | |||||||||||||||
3,050,000 | (7) | Sirius XM Radio, Inc., 6.000%, 07/15/2024 | 3,114,813 | 0.1 | |||||||||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Communications: (continued) | |||||||||||||||||||
14,170,000 | (7) | Unitymedia GmbH, 6.125%, 01/15/2025 | $ | 14,665,950 | 0.2 | ||||||||||||||
7,275,000 | Verizon Communications, Inc., 3.335%, (US0003M + 1.000%), 03/16/2022 | 7,394,304 | 0.1 | ||||||||||||||||
6,565,000 | (7) | Zayo Group LLC / Zayo Capital, Inc., 5.750%, 01/15/2027 | 6,466,525 | 0.1 | |||||||||||||||
38,490,000 | Other Securities | 38,429,248 | 0.6 | ||||||||||||||||
253,164,341 | 4.0 | ||||||||||||||||||
Consumer, Cyclical: 2.5% | |||||||||||||||||||
10,455,000 | (7) | Aramark Services, Inc., 5.000%, 04/01/2025 | 10,428,863 | 0.2 | |||||||||||||||
3,410,000 | (7) | Aramark Services, Inc., 5.000%, 02/01/2028 | 3,265,075 | 0.0 | |||||||||||||||
6,410,000 | (7) | Cedar Fair L.P. / Canada’s Wonderland Co. / Magnum Management Corp. / Millennium Op, 5.375%, 04/15/2027 | 6,329,875 | 0.1 | |||||||||||||||
2,090,000 | Dollar Tree, Inc., 3.055%, (US0003M + 0.700%), 04/17/2020 | 2,094,359 | 0.0 | ||||||||||||||||
30,035,000 | (7) | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 4.750%, 06/01/2027 | 28,458,163 | 0.5 | |||||||||||||||
6,160,000 | (7) | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 5.000%, 06/01/2024 | 6,096,552 | 0.1 | |||||||||||||||
8,205,000 | (7) | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 5.250%, 06/01/2026 | 8,102,437 | 0.1 | |||||||||||||||
26,995,000 | (6),(7) | Tesla, Inc., 5.300%, 08/15/2025 | 24,126,781 | 0.4 | |||||||||||||||
47,605,000 | Yum! Brands, Inc., 3.750%-6.875%, 09/15/2019–11/01/2043 | 46,531,957 | 0.7 | ||||||||||||||||
26,320,541 | Other Securities | 26,601,702 | 0.4 | ||||||||||||||||
162,035,764 | 2.5 | ||||||||||||||||||
Consumer, Non-cyclical: 2.3% | |||||||||||||||||||
6,410,000 | Anheuser-Busch InBev Finance, Inc., 3.623%, (US0003M + 1.260%), 02/01/2021 | 6,601,803 | 0.1 | ||||||||||||||||
3,315,000 | Becton Dickinson & Co., 2.675%, 12/15/2019 | 3,291,199 | 0.1 | ||||||||||||||||
6,185,000 | Becton Dickinson and Co., 3.344%, (US0003M + 1.030%), 06/06/2022 | 6,208,703 | 0.1 |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Consumer, Non-cyclical: (continued) | |||||||||||||||||||
9,545,000 | Becton Dickinson and Co., 3.363%, 06/06/2024 | $ | 9,177,195 | 0.1 | |||||||||||||||
1,297,000 | (7) | Fresenius Medical Care US Finance, Inc., 5.750%, 02/15/2021 | 1,360,859 | 0.0 | |||||||||||||||
33,490,000 | HCA, Inc., 6.500%, 02/15/2020 | 34,955,188 | 0.6 | ||||||||||||||||
9,285,000 | HCA, Inc., 3.750%–4.250%, 03/15/2019–10/15/2019 | 9,366,600 | 0.1 | ||||||||||||||||
7,545,000 | (7) | Hologic, Inc., 4.375%, 10/15/2025 | 7,224,338 | 0.1 | |||||||||||||||
3,890,000 | Philip Morris International, Inc., 2.751%, (US0003M + 0.420%), 02/21/2020 | 3,905,507 | 0.1 | ||||||||||||||||
13,090,000 | Philip Morris International, Inc., 2.000%-2.625%, 02/21/2020–02/18/2022 | 12,815,702 | 0.2 | ||||||||||||||||
6,950,000 | (7) | Reckitt Benckiser Treasury Services PLC, 2.895%, (US0003M + 0.560%), 06/24/2022 | 6,939,156 | 0.1 | |||||||||||||||
880,000 | (7) | Universal Health Services, Inc., 3.750%, 08/01/2019 | 883,300 | 0.0 | |||||||||||||||
43,665,000 | Other Securities | 43,382,802 | 0.7 | ||||||||||||||||
146,112,352 | 2.3 | ||||||||||||||||||
Energy: 0.3% | |||||||||||||||||||
10,335,000 | Shell International Finance BV, 2.806%, (US0003M + 0.450%), 05/11/2020 | 10,419,788 | 0.2 | ||||||||||||||||
9,095,000 | Other Securities | 9,532,876 | 0.1 | ||||||||||||||||
19,952,664 | 0.3 | ||||||||||||||||||
Financial: 4.0% | |||||||||||||||||||
6,135,000 | American Tower Corp., 3.300%, 02/15/2021 | 6,131,745 | 0.1 | ||||||||||||||||
147,240,000 | (6) | Kreditanstalt fuer Wiederaufbau, 2.875%, 04/03/2028 | 145,597,023 | 2.3 | |||||||||||||||
99,457,000 | Other Securities | 100,635,347 | 1.6 | ||||||||||||||||
252,364,115 | 4.0 | ||||||||||||||||||
Industrial: 1.0% | |||||||||||||||||||
625,000 | Fortive Corp., 1.800%, 06/15/2019 | 618,234 | 0.0 | ||||||||||||||||
3,175,000 | (7) | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 5.125%, 07/15/2023 | 3,139,281 | 0.1 | |||||||||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Industrial: (continued) | |||||||||||||||||||
8,525,000 | (7) | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 5.848%, (US0003M + 3.500%), 07/15/2021 | $ | 8,625,595 | 0.1 | ||||||||||||||
54,573,769 | Other Securities | 54,486,369 | 0.8 | ||||||||||||||||
66,869,479 | 1.0 | ||||||||||||||||||
Technology: 0.7% | |||||||||||||||||||
18,405,000 | Apple, Inc., 1.500%, 09/12/2019 | 18,179,158 | 0.3 | ||||||||||||||||
1,790,000 | (7) | Sensata Technologies BV, 5.000%, 10/01/2025 | 1,812,375 | 0.0 | |||||||||||||||
1,460,000 | (7) | Sensata Technologies UK Financing Co. PLC, 6.250%, 02/15/2026 | 1,525,700 | 0.0 | |||||||||||||||
13,645,000 | (7) | Solera LLC / Solera Finance, Inc., 10.500%, 03/01/2024 | 15,222,771 | 0.3 | |||||||||||||||
6,840,000 | Other Securities | 6,777,633 | 0.1 | ||||||||||||||||
43,517,637 | 0.7 | ||||||||||||||||||
Utilities: 1.7% | |||||||||||||||||||
13,957,000 | Eversource Energy, 2.750%–3.300%, 03/15/2022–01/15/2028 | 13,341,573 | 0.2 | ||||||||||||||||
6,115,000 | (7),(8) | NiSource, Inc., 5.650%, 12/31/2199 | 6,076,781 | 0.1 | |||||||||||||||
88,870,000 | (3) | Other Securities | 86,413,283 | 1.4 | |||||||||||||||
105,831,637 | 1.7 | ||||||||||||||||||
Total Corporate Bonds/Notes (Cost $1,066,157,056) | 1,049,847,989 | 16.5 | |||||||||||||||||
ASSET-BACKED SECURITIES: 0.4% | |||||||||||||||||||
Other Asset-Backed Securities: 0.4% | |||||||||||||||||||
8,111,703 | (7) | Domino’s Pizza Master Issuer LLC 2017-1A A23, 4.118%, 07/25/2047 | 8,105,328 | 0.1 | |||||||||||||||
7,590,000 | (7) | Domino’s Pizza Master Issuer LLC 2018-1A A2I, 4.116%, 07/25/2048 | 7,683,172 | 0.1 | |||||||||||||||
6,220,275 | (7) | Taco Bell Funding 2016-1A A2I, 3.832%, 05/25/2046 | 6,239,339 | 0.1 | |||||||||||||||
5,141,165 | (7) | Wendys Funding LLC 2018-1A A2I, 3.573%, 03/15/2048 | 5,006,312 | 0.1 | |||||||||||||||
Total Asset-Backed Securities (Cost $26,853,829) | 27,034,151 | �� | 0.4 |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
BANK LOANS: 1.8% | |||||||||||||||||||
Basic Materials: 0.1% | |||||||||||||||||||
4,006,434 | HB Fuller Co. 1st Lien Term Loan B, 3.948%, (US0003M + 2.250%), 10/20/2024 | $ | 3,985,465 | 0.1 | |||||||||||||||
Communications: 0.1% | |||||||||||||||||||
6,850,000 | Zayo Group LLC TL B2 1L, 4.230%, (US0003M + 2.250%), 01/19/2024 | 6,862,234 | 0.1 | ||||||||||||||||
Consumer, Cyclical: 0.1% | |||||||||||||||||||
6,850,000 | Formula One TL B3 1L, 4.480%, (US0003M + 2.500%), 02/01/2024 | 6,771,513 | 0.1 | ||||||||||||||||
Consumer, Non-cyclical: 0.3% | |||||||||||||||||||
14,513,400 | Change Healthcare Holdings LLC — TL B 1L, 4.730%, (US0003M + 2.750%), 03/01/2024 | 14,483,459 | 0.2 | ||||||||||||||||
3,425,000 | NVA Holdings Inc. — TL B3 1L, 5.052%, (US0003M + 3.750%), 02/02/2025 | 3,413,584 | 0.1 | ||||||||||||||||
520,951 | Prestige Brands, Inc. Term Loan B4, 3.980%, (US0003M + 2.750%), 01/26/2024 | 519,866 | 0.0 | ||||||||||||||||
18,416,909 | 0.3 | ||||||||||||||||||
Electronics/Electrical: 0.0% | |||||||||||||||||||
675,000 | Kronos Incorporated 2017 Term Loan B, 5.358%, (US0003M + 3.000%), 11/01/2023 | 674,923 | 0.0 | ||||||||||||||||
Energy: 0.2% | |||||||||||||||||||
9,846,188 | Eagleclaw TL 1L, 6.306%, (US0003M + 4.250%), 06/24/2024 | 9,248,467 | 0.2 | ||||||||||||||||
Financial: 0.8% | |||||||||||||||||||
50,995,000 | HUB International Ltd. TL B 1L, 5.360%, (US0003M + 3.000%), 04/25/2025 | 43,963,197 | 0.7 | ||||||||||||||||
1,366,860 | Institutional Shareholder Services, Inc.—TL 1L, 6.058%, (US0003M + 3.750%), 10/16/2024 | 1,371,986 | 0.0 | ||||||||||||||||
4,260,000 | Vantiv LLC TL A5 1L, 4.576%, (US0003M + 2.250%), 01/16/2023 | 4,274,910 | 0.1 | ||||||||||||||||
49,610,093 | 0.8 | ||||||||||||||||||
BANK LOANS: (continued) | |||||||||||||||||||
Industrial: 0.1% | |||||||||||||||||||
8,421,667 | Manitowoc Foodservice, Inc. Term Loan B, 4.730%, (US0003M + 3.000%), 03/04/2023 | $ | 8,431,983 | 0.1 | |||||||||||||||
Technology: 0.1% | |||||||||||||||||||
6,843,568 | Cypress Intermediate Holdings III Inc TL B 1L, 4.990%, (US0003M + 3.000%), 04/29/2024 | 5,498,568 | 0.1 | ||||||||||||||||
1,002,857 | Fiserv, Inc. TL, 3.218%, (US0003M + 1.250%), 10/25/2018 | 1,000,350 | 0.0 | ||||||||||||||||
3,495,000 | Kronos Inc./MA — TL B 1L, 5.358%, (US0003M + 3.000%), 11/01/2023 | 1,934,779 | 0.0 | ||||||||||||||||
8,433,697 | 0.1 | ||||||||||||||||||
Total Bank Loans (Cost $112,671,609) | 112,435,284 | 1.8 | |||||||||||||||||
U.S. TREASURY OBLIGATIONS: 4.3% | |||||||||||||||||||
U.S. Treasury Notes: 4.3% | |||||||||||||||||||
290,725,000 | 2.250%, 11/15/2027 | $ | 276,302,313 | 4.3 | |||||||||||||||
Total U.S. Treasury Obligations (Cost $284,375,480) | 276,302,313 | 4.3 | |||||||||||||||||
Total Long-Term Investments (Cost $5,414,087,888) | 6,148,203,106 | 96.7 | |||||||||||||||||
SHORT-TERM INVESTMENTS: 6.7% | |||||||||||||||||||
Securities Lending Collateral(9): 3.4% | |||||||||||||||||||
50,478,945 | Bank of Nova Scotia, Repurchase Agreement dated 06/29/18, 2.12%, due 07/02/18 (Repurchase Amount $50,487,741, collateralized by various U.S. Government Agency Obligations, 2.500%–6.430%, Market Value plus accrued interest $51,497,620, due 02/01/21–06/01/48) | 50,478,945 | 0.8 |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: (continued) | |||||||||||||||||||
Securities Lending Collateral(9): (continued) | |||||||||||||||||||
10,522,264 | Dominion Securities Inc., Repurchase Agreement dated 06/29/18, 2.11%, due 07/02/18 (Repurchase Amount $10,524,089, collateralized by various U.S. Government Agency Obligations, 3.000%–7.000%, Market Value plus accrued interest $10,732,709, due 11/01/36–06/01/48) | $ | 10,522,264 | 0.2 | |||||||||||||||
50,478,945 | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/29/18, 2.28%, due 07/02/18 (Repurchase Amount $50,488,405, collateralized by various U.S. Government Securities, 2.750%–3.125%, Market Value plus accrued interest $51,488,533, due 11/15/42–08/15/44) | 50,478,945 | 0.8 | ||||||||||||||||
50,478,945 | National Bank Financial, Repurchase Agreement dated 06/29/18, 2.01%, due 07/02/18 (Repurchase Amount $50,487,284, collateralized by various U.S. Government Securities, 0.000%–6.000%, Market Value plus accrued interest $51,488,534, due 09/06/18–09/09/49) | 50,478,945 | 0.8 | ||||||||||||||||
50,478,945 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/29/18, 2.30%, due 07/02/18 (Repurchase Amount $50,488,488, collateralized by various U.S. Government Securities, 0.125%–3.875%, Market Value plus accrued interest $51,488,901, due 07/15/19–02/15/48) | 50,478,945 | 0.8 | ||||||||||||||||
212,438,044 | 3.4 | ||||||||||||||||||
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
SHORT-TERM INVESTMENTS: (continued) | |||||||||||||||||||
Mutual Funds: 3.3% | |||||||||||||||||||
210,636,157 | (10) | T. Rowe Price Reserve Investment Fund, 1.970% (Cost $210,636,157) | $ | 210,636,157 | 3.3 | ||||||||||||||
Total Short-Term Investments (Cost $423,074,201) | 423,074,201 | 6.7 | |||||||||||||||||
Total Investments in Securities (Cost $5,837,162,089) | $ | 6,571,277,307 | 103.4 | ||||||||||||||||
Liabilities in Excess of Other Assets | (215,345,504 | ) | (3.4 | ) | |||||||||||||||
Net Assets | $ | 6,355,931,803 | 100.0 |
“Other Securities” represents issues not identified as the top 50 holdings in terms of market value and issues or issuers not exceeding 1% of net assets individually or in aggregate respectively as of June 30, 2018.
The following footnotes apply to either the individual securities noted or one or more of the securities aggregated and listed as a single line item.
† | Unless otherwise indicated, principal amount is shown in USD. | |
(1) | Non-income producing security. | |
(2) | Security is a Master Limited Partnership. | |
(3) | The grouping contains securities on loan. | |
(4) | All or a portion of this security is pledged to cover open written call options at June 30, 2018. | |
(5) | The grouping contains non-income producing securities. | |
(6) | Security, or a portion of the security, is on loan. | |
(7) | 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. | |
(8) | Variable rate security. Rate shown is the rate in effect as of June 30, 2018. | |
(9) | Represents securities purchased with cash collateral received for securities on loan. | |
(10) | Rate shown is the 7-day yield as of June 30, 2018. |
US0003M 3-month LIBOR
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED) |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs# (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2018 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Common Stock | ||||||||||||||||||
Consumer Discretionary | $ | 485,466,310 | $ | — | $— | $ | 485,466,310 | |||||||||||
Consumer Staples | 381,031,202 | — | — | 381,031,202 | ||||||||||||||
Energy | 73,388,881 | 13,793,449 | — | 87,182,330 | ||||||||||||||
Financials | 466,630,884 | — | — | 466,630,884 | ||||||||||||||
Health Care | 889,929,343 | — | — | 889,929,343 | ||||||||||||||
Industrials | 383,679,673 | — | — | 383,679,673 | ||||||||||||||
Information Technology | 1,162,195,577 | — | — | 1,162,195,577 | ||||||||||||||
Materials | 15,537,791 | — | — | 15,537,791 | ||||||||||||||
Real Estate | 118,566,850 | — | — | 118,566,850 | ||||||||||||||
Utilities | 452,547,639 | — | — | 452,547,639 | ||||||||||||||
Total Common Stock | 4,428,974,150 | 13,793,449 | — | 4,442,767,599 | ||||||||||||||
Preferred Stock | 221,547,872 | 18,267,898 | — | 239,815,770 | ||||||||||||||
Corporate Bonds/Notes | — | 1,049,847,989 | — | 1,049,847,989 | ||||||||||||||
U.S. Treasury Obligations | — | 276,302,313 | — | 276,302,313 | ||||||||||||||
Bank Loans | — | 112,435,284 | — | 112,435,284 | ||||||||||||||
Asset-Backed Securities | — | 27,034,151 | — | 27,034,151 | ||||||||||||||
Short-Term Investments | 210,636,157 | 212,438,044 | — | 423,074,201 | ||||||||||||||
Total Investments, at fair value | $ | 4,861,158,179 | $ | 1,710,119,128 | $— | $ | 6,571,277,307 | |||||||||||
Liabilities Table | ||||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Written Options | $ | — | $ | (31,669,387 | ) | $— | $ | (31,669,387 | ) | |||||||||
Total Liabilities | $ | — | $ | (31,669,387 | ) | $— | $ | (31,669,387 | ) |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. | |
+ | Other Financial Instruments may include open forward foreign currency contracts, futures, centrally cleared swaps, OTC swaps and written options. Forward foreign currency contracts, futures and centrally cleared swaps are valued at the unrealized gain (loss) on the instrument. OTC swaps and written options are valued at the fair value of the instrument. | |
# | The earlier close of the foreign markets gives rise to the possibility that significant events, including broad market moves, may have occurred in the interim and may materially affect the value of those securities. To account for this, the Portfolio may frequently value many of its foreign equity securities using fair value prices based on third party vendor modeling tools to the extent available. Accordingly, a portion of the Portfolio’s investments are categorized as Level 2 investments. |
Description | Counterparty | Put/ Call | Expiration Date | Exercise Price | Number of Contracts | Notional Amount | Premiums Received | Fair Value | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Abbott Laboratories | Citigroup Global Markets | Call | 01/18/19 | 65.000 | USD | 2,529 | 15,424,371 | $ | 598,794 | $ | (465,336) | ||||||||||
Abbott Laboratories | Deutsche Bank AG | Call | 01/18/19 | 67.500 | USD | 1,029 | 6,275,871 | 188,616 | (128,625) | ||||||||||||
Alphabet, Inc. — Class A | Citigroup Global Markets | Call | 01/18/19 | 1,260.000 | USD | 28 | 3,161,732 | 150,340 | (113,400) | ||||||||||||
Alphabet, Inc. — Class A | Credit Suisse Securities (USA) LLC | Call | 01/18/19 | 1,200.000 | USD | 243 | 27,439,317 | 1,400,744 | (1,402,110) | ||||||||||||
Alphabet, Inc. — Class C | Citigroup Global Markets | Call | 01/18/19 | 1,260.000 | USD | 103 | 11,491,195 | 526,055 | (335,780) | ||||||||||||
Alphabet, Inc. — Class C | Credit Suisse Securities (USA) LLC | Call | 01/18/19 | 1,200.000 | USD | 246 | 27,444,990 | 1,159,718 | (1,340,700) | ||||||||||||
American Tower Corp. | JPMorgan Chase Bank N.A. | Call | 01/18/19 | 160.000 | USD | 534 | 7,698,678 | 274,642 | (110,805) | ||||||||||||
American Tower Corp. | JPMorgan Chase Bank N.A. | Call | 01/18/19 | 165.000 | USD | 533 | 7,684,261 | 204,175 | (71,955) | ||||||||||||
Anthem Inc. | Citigroup Global Markets | Call | 01/18/19 | 260.000 | USD | 547 | 13,020,241 | 511,305 | (408,883) | ||||||||||||
Anthem Inc. | Citigroup Global Markets | Call | 01/18/19 | 270.000 | USD | 957 | 22,779,471 | 745,492 | (459,360) | ||||||||||||
Apple Inc. | Credit Suisse Securities (USA) LLC | Call | 01/18/19 | 200.000 | USD | 1,487 | 27,525,857 | 992,097 | (1,040,900) | ||||||||||||
Enterprise Products Partners L.P. | Citigroup Global Markets | Call | 01/18/19 | 30.000 | USD | 5,615 | 15,536,705 | 457,425 | (308,825) | ||||||||||||
Facebook, Inc. — Class A | Citigroup Global Markets | Call | 01/18/19 | 180.000 | USD | 1,007 | 19,568,024 | 1,090,863 | (2,626,256) | ||||||||||||
Intercontinental Exchange, Inc. | Citigroup Global Markets | Call | 01/18/19 | 80.000 | USD | 2,153 | 15,835,315 | 578,940 | (403,687) | ||||||||||||
Intuit, Inc. | JPMorgan Chase Bank N.A. | Call | 01/18/19 | 190.000 | USD | 906 | 18,475,333 | 819,558 | (2,382,780) |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED) |
Description | Counterparty | Put/ Call | Expiration Date | Exercise Price | Number of Contracts | Notional Amount | Premiums Received | Fair Value | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Mastercard Inc. — Class A | Goldman Sachs & Co. | Call | 01/18/19 | 180.000 | USD | 597 | 11,717,498 | $ | 748,540 | $ | (1,510,410) | ||||||||||
Mastercard Inc. — Class A | Goldman Sachs & Co. | Call | 01/18/19 | 185.000 | USD | 597 | 11,717,498 | 629,388 | (1,329,519) | ||||||||||||
Microsoft Corp. | JPMorgan Chase Bank N.A. | Call | 01/18/19 | 100.000 | USD | 1,764 | 17,394,804 | 769,580 | (1,102,500) | ||||||||||||
Microsoft Corp. | JPMorgan Chase Bank N.A. | Call | 01/18/19 | 105.000 | USD | 1,512 | 14,909,832 | 582,391 | (635,040) | ||||||||||||
Microsoft Corp. | JPMorgan Chase Bank N.A. | Call | 01/18/19 | 110.000 | USD | 4,717 | 46,514,337 | 1,340,410 | (1,221,703) | ||||||||||||
Philip Morris International Inc. | Citigroup Global Markets | Call | 01/18/19 | 115.000 | USD | 881 | 7,113,194 | 353,369 | (55,503) | ||||||||||||
PNC Financial Services Group, Inc. | Citigroup Global Markets | Call | 01/18/19 | 180.000 | USD | 137 | 1,850,870 | 71,514 | (4,110) | ||||||||||||
PNC Financial Services Group, Inc. | Credit Suisse Securities (USA) LLC | Call | 01/18/19 | 140.000 | USD | 168 | 2,269,680 | 104,087 | (125,160) | ||||||||||||
PNC Financial Services Group, Inc. | Credit Suisse Securities (USA) LLC | Call | 01/18/19 | 145.000 | USD | 167 | 2,256,170 | 80,101 | (80,577) | ||||||||||||
PNC Financial Services Group, Inc. | Credit Suisse Securities (USA) LLC | Call | 01/18/19 | 150.000 | USD | 168 | 2,269,680 | 61,794 | (55,860) | ||||||||||||
PNC Financial Services Group, Inc. | Credit Suisse Securities (USA) LLC | Call | 01/18/19 | 155.000 | USD | 168 | 2,269,680 | 45,460 | (38,304) | ||||||||||||
PNC Financial Services Group, Inc. | Credit Suisse Securities (USA) LLC | Call | 01/18/19 | 165.000 | USD | 1,372 | 18,535,720 | 489,804 | (136,514) | ||||||||||||
State Street Corp. | Citigroup Global Markets | Call | 01/18/19 | 100.000 | USD | 973 | 9,057,657 | 760,974 | (408,660) | ||||||||||||
Texas Instruments Inc. | Goldman Sachs & Co. | Call | 01/18/19 | 125.000 | USD | 1,028 | 11,333,700 | 452,630 | (287,840) | ||||||||||||
Texas Instruments Inc. | Goldman Sachs & Co. | Call | 01/18/19 | 130.000 | USD | 1,028 | 11,333,700 | 332,067 | (188,124) | ||||||||||||
The Priceline Group, Inc. | Citigroup Global Markets | Call | 01/18/19 | 1,900.000 | USD | 38 | 7,702,942 | 540,033 | (913,520) | ||||||||||||
The Priceline Group, Inc. | Citigroup Global Markets | Call | 01/18/19 | 2,000.000 | USD | 38 | 7,702,942 | 415,321 | (707,788) | ||||||||||||
The Priceline Group, Inc. | Citigroup Global Markets | Call | 01/18/19 | 2,300.000 | USD | 67 | 13,581,503 | 470,433 | (409,370) | ||||||||||||
Thermo Fisher Scientific Inc. | Bank of America N.A. | Call | 01/18/19 | 230.000 | USD | 533 | 11,040,562 | 528,405 | (239,850) | ||||||||||||
Thermo Fisher Scientific Inc. | Bank of America N.A. | Call | 01/18/19 | 240.000 | USD | 534 | 11,061,276 | 365,376 | (136,170) | ||||||||||||
UnitedHealth Group Inc. | Goldman Sachs & Co. | Call | 01/18/19 | 260.000 | USD | 719 | 17,639,946 | 480,019 | (683,050) | ||||||||||||
UnitedHealth Group Inc. | Goldman Sachs & Co. | Call | 01/18/19 | 270.000 | USD | 2,061 | 50,564,574 | 1,183,793 | (1,339,650) | ||||||||||||
Visa, Inc. — Class A | Citigroup Global Markets | Call | 01/18/18 | 115.000 | USD | 331 | 4,384,095 | 108,607 | (705,858) | ||||||||||||
Visa, Inc. — Class A | Citigroup Global Markets | Call | 01/18/19 | 105.000 | USD | 331 | 4,384,095 | 204,252 | (1,009,550) | ||||||||||||
Visa, Inc. — Class A | Citigroup Global Markets | Call | 01/18/19 | 110.000 | USD | 331 | 4,384,095 | 150,994 | (867,220) | ||||||||||||
Visa, Inc. — Class A | Citigroup Global Markets | Call | 01/18/19 | 120.000 | USD | 915 | 12,119,175 | 357,985 | (1,609,485) | ||||||||||||
Visa, Inc. — Class A | Citigroup Global Markets | Call | 01/18/19 | 125.000 | USD | 888 | 11,761,560 | 321,716 | (1,221,000) | ||||||||||||
Visa, Inc. — Class A | Credit Suisse Securities (USA) LLC | Call | 01/18/19 | 135.000 | USD | 1,346 | 17,827,770 | 574,284 | (1,047,188) | ||||||||||||
Visa, Inc. — Class A | Credit Suisse Securities (USA) LLC | Call | 01/18/19 | 140.000 | USD | 1,293 | 17,125,785 | 579,821 | (735,717) | ||||||||||||
Visa, Inc. — Class A | Credit Suisse Securities (USA) LLC | Call | 01/17/20 | 150.000 | USD | 549 | 7,271,505 | 508,594 | (510,570) | ||||||||||||
Visa, Inc. — Class A | Credit Suisse Securities (USA) LLC | Call | 01/17/20 | 155.000 | USD | 549 | 7,271,505 | 413,177 | (358,223) | ||||||||||||
Visa, Inc. — Class A | Credit Suisse Securities (USA) LLC | Call | 01/17/20 | 160.000 | USD | 549 | 7,271,505 | 334,231 | (345,870) | ||||||||||||
Yum! Brands, Inc. | Citigroup Global Markets | Call | 01/18/19 | 95.000 | USD | 1,473 | 11,521,806 | 260,323 | (50,082) | ||||||||||||
$ | 24,318,237 | $ | (31,669,387) |
Derivatives not accounted for as hedging instruments | Location on Statement of Assets and Liabilities | Fair Value | |||||
---|---|---|---|---|---|---|---|
Liability Derivatives | |||||||
Equity contracts | Written options, at fair value | $ | 31,669,387 | ||||
Total Liability Derivatives | $ | 31,669,387 |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED) |
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Investments* | Forward foreign currency contracts | Written options | Totals | ||||||||||||
Equity contracts | $ | 7,833,569 | $ | — | $ | 13,168,161 | $ | 21,001,730 | ||||||||
Foreign exchange contracts | — | 355,412 | — | 355,412 | ||||||||||||
Total | $ | 7,833,569 | $ | 355,412 | $ | 13,168,161 | $ | 21,357,142 |
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Investments* | Written options | Totals | ||||||||||||
Equity contracts | $ | (4,074,391 | ) | $ | 42,612,967 | $ | 38,538,576 | ||||||||
Total | $ | (4,074,391 | ) | $ | 42,612,967 | $ | 38,538,576 |
* | Amounts recognized for purchased options are included in net realized gain (loss) on investments and net change in unrealized appreciation or depreciation on investments. |
Bank of America N.A. | Citigroup Global Markets | Credit Suisse Securities (USA) LLC | Deutsche Bank AG | Goldman Sachs & Co. | JPMorgan Chase Bank N.A. | Totals | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Liabilities: | |||||||||||||||||||||||||||||
Written options | $ | 376,020 | $ | 13,083,673 | $ | 7,217,693 | $ | 128,625 | $ | 5,338,593 | $ | 5,524,783 | $ | 31,669,387 | |||||||||||||||
Total Liabilities | $ | 376,020 | $ | 13,083,673 | $ | 7,217,693 | $ | 128,625 | $ | 5,338,593 | $ | 5,524,783 | $ | 31,669,387 | |||||||||||||||
Net OTC derivative instruments by counterparty, at fair value | $ | (376,020 | ) | $ | (13,083,673 | ) | $ | (7,217,693 | ) | $ | (128,625 | ) | $ | (5,338,593 | ) | $ | (5,524,783 | ) | $ | (31,669,387 | ) | ||||||||
Total collateral pledged by the Portfolio/(Received from counterparty) | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | $ | — | |||||||||||||||
Net Exposure(1) | $ | (376,020 | ) | $ | (13,083,673 | ) | $ | (7,217,693 | ) | $ | (128,625 | ) | $ | (5,338,593 | ) | $ | (5,524,783 | ) | $ | (31,669,387 | ) |
(1) | Positive net exposure represents amounts due from each respective counterparty. Negative exposure represents amounts due from the Portfolio. Please refer to Note 2 for additional details regarding counterparty credit risk and credit related contingent features. | |
Cost for federal income tax purposes was $5,820,997,635. |
Net unrealized appreciation consisted of: | ||||||
Gross Unrealized Appreciation | $ | 804,026,828 | ||||
Gross Unrealized Depreciation | (85,271,023 | ) | ||||
Net Unrealized Appreciation | $ | 718,755,805 |
VY® T. ROWE PRICE EQUITY INCOME PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) |
as of June 30, 2018
(as a percentage of net assets)
Financials | 24.9% | ||||||
Health Care | 12.5% | ||||||
Energy | 10.6% | ||||||
Industrials | 10.1% | ||||||
Information Technology | 7.8% | ||||||
Consumer Discretionary | 7.6% | ||||||
Consumer Staples | 6.7% | ||||||
Utilities | 6.5% | ||||||
Materials | 5.6% | ||||||
Telecommunication Services | 3.0% | ||||||
Real Estate | 2.8% | ||||||
Consumer, Cyclical | 0.5% | ||||||
Assets in Excess of Other Liabilities* | 1.4% | ||||||
Net Assets | 100.0% | ||||||
* Includes short-term investments. |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 95.6% | |||||||||||||||||||
Consumer Discretionary: 7.6% | |||||||||||||||||||
253,661 | Comcast Corp. — Class A | $ | 8,322,617 | 0.9 | |||||||||||||||
123,779 | Las Vegas Sands Corp. | 9,451,765 | 1.1 | ||||||||||||||||
426,800 | Twenty-First Century Fox, Inc. — Class B | 21,028,436 | 2.4 | ||||||||||||||||
1,050,759 | (1) | Other Securities | 28,448,857 | 3.2 | |||||||||||||||
67,251,675 | 7.6 | ||||||||||||||||||
Consumer Staples: 6.7% | |||||||||||||||||||
108,200 | Kimberly-Clark Corp. | 11,397,788 | 1.3 | ||||||||||||||||
67,300 | PepsiCo, Inc. | 7,326,951 | 0.8 | ||||||||||||||||
107,400 | Philip Morris International, Inc. | 8,671,476 | 1.0 | ||||||||||||||||
164,800 | Tyson Foods, Inc. | 11,346,480 | 1.3 | ||||||||||||||||
104,700 | Walmart, Inc. | 8,967,555 | 1.0 | ||||||||||||||||
326,775 | Other Securities | 11,866,986 | 1.3 | ||||||||||||||||
59,577,236 | 6.7 | ||||||||||||||||||
Energy: 10.6% | |||||||||||||||||||
182,175 | Apache Corp. | 8,516,681 | 1.0 | ||||||||||||||||
83,390 | Chevron Corp. | 10,542,998 | 1.2 | ||||||||||||||||
289,624 | Exxon Mobil Corp. | 23,960,594 | 2.7 | ||||||||||||||||
190,100 | Hess Corp. | 12,715,789 | 1.4 | ||||||||||||||||
122,300 | Occidental Petroleum Corp. | 10,234,064 | 1.1 | ||||||||||||||||
309,400 | Total S.A. ADR | 18,737,264 | 2.1 | ||||||||||||||||
210,100 | TransCanada Corp. | 9,076,320 | 1.0 | ||||||||||||||||
COMMON STOCK: (continued) | |||||||||||||||||||
Energy: (continued) | |||||||||||||||||||
19,040 | Other Securities | $ | 1,050,627 | 0.1 | |||||||||||||||
94,834,337 | 10.6 | ||||||||||||||||||
Financials: 24.7% | |||||||||||||||||||
219,502 | American International Group, Inc. | 11,637,996 | 1.3 | ||||||||||||||||
98,603 | Chubb Ltd. | 12,524,553 | 1.4 | ||||||||||||||||
156,000 | Citigroup, Inc. | 10,439,520 | 1.2 | ||||||||||||||||
364,100 | Fifth Third Bancorp | 10,449,670 | 1.2 | ||||||||||||||||
306,444 | JPMorgan Chase & Co. | 31,931,465 | 3.6 | ||||||||||||||||
389,500 | Keycorp | 7,610,830 | 0.8 | ||||||||||||||||
196,122 | Loews Corp. | 9,468,770 | 1.1 | ||||||||||||||||
294,200 | Metlife, Inc. | 12,827,120 | 1.4 | ||||||||||||||||
333,800 | Morgan Stanley | 15,822,120 | 1.8 | ||||||||||||||||
63,700 | PNC Financial Services Group, Inc. | 8,605,870 | 1.0 | ||||||||||||||||
133,600 | State Street Corp. | 12,436,824 | 1.4 | ||||||||||||||||
280,600 | US Bancorp | 14,035,612 | 1.6 | ||||||||||||||||
506,200 | Wells Fargo & Co. | 28,063,728 | 3.1 | ||||||||||||||||
658,284 | (2) | Other Securities | 34,035,528 | 3.8 | |||||||||||||||
219,889,606 | 24.7 | ||||||||||||||||||
Health Care: 11.7% | |||||||||||||||||||
67,164 | Anthem, Inc. | 15,987,047 | 1.8 | ||||||||||||||||
114,118 | CVS Health Corp. | 7,343,493 | 0.8 | ||||||||||||||||
148,900 | Gilead Sciences, Inc. | 10,548,076 | 1.2 | ||||||||||||||||
91,700 | GlaxoSmithKline PLC ADR | 3,696,427 | 0.4 | ||||||||||||||||
274,600 | GlaxoSmithKline PLC | 5,536,189 | 0.6 | ||||||||||||||||
127,100 | Johnson & Johnson | 15,422,314 | 1.7 | ||||||||||||||||
146,027 | Medtronic PLC | 12,501,372 | 1.4 | ||||||||||||||||
154,700 | Merck & Co., Inc. | 9,390,290 | 1.1 | ||||||||||||||||
346,776 | Pfizer, Inc. | 12,581,033 | 1.4 | ||||||||||||||||
139,800 | Other Securities | 11,605,152 | 1.3 | ||||||||||||||||
104,611,393 | 11.7 | ||||||||||||||||||
Industrials: 10.1% | |||||||||||||||||||
46,000 | Boeing Co. | 15,433,460 | 1.7 | ||||||||||||||||
98,500 | Harris Corp. | 14,237,190 | 1.6 | ||||||||||||||||
398,001 | Johnson Controls International plc | 13,313,133 | 1.5 | ||||||||||||||||
98,700 | United Parcel Service, Inc. — Class B | 10,484,901 | 1.2 | ||||||||||||||||
953,446 | (2) | Other Securities | 36,334,178 | 4.1 | |||||||||||||||
89,802,862 | 10.1 | ||||||||||||||||||
Information Technology: 7.8% | |||||||||||||||||||
342,000 | Cisco Systems, Inc. | 14,716,260 | 1.7 | ||||||||||||||||
200,600 | Microsoft Corp. | 19,781,166 | 2.2 | ||||||||||||||||
272,900 | Qualcomm, Inc. | 15,315,148 | 1.7 | ||||||||||||||||
384,700 | Other Securities | 19,684,696 | 2.2 | ||||||||||||||||
69,497,270 | 7.8 |
VY® T. ROWE PRICE EQUITY INCOME PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED) |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | |||||||||||||||||||
Materials: 5.6% | |||||||||||||||||||
227,800 | CF Industries Holdings, Inc. | $ | 10,114,320 | 1.1 | |||||||||||||||
281,815 | DowDuPont, Inc. | 18,577,245 | 2.1 | ||||||||||||||||
152,193 | International Paper Co. | 7,926,211 | 0.9 | ||||||||||||||||
156,957 | Other Securities | 13,427,287 | 1.5 | ||||||||||||||||
50,045,063 | 5.6 | ||||||||||||||||||
Real Estate: 2.8% | |||||||||||||||||||
114,800 | Equity Residential | 7,311,612 | 0.8 | ||||||||||||||||
379,422 | Other Securities | 17,511,208 | 2.0 | ||||||||||||||||
24,822,820 | 2.8 | ||||||||||||||||||
Telecommunication Services: 3.0% | |||||||||||||||||||
350,858 | Verizon Communications, Inc. | 17,651,666 | 2.0 | ||||||||||||||||
910,171 | Other Securities | 8,728,952 | 1.0 | ||||||||||||||||
26,380,618 | 3.0 | ||||||||||||||||||
Utilities: 5.0% | |||||||||||||||||||
419,990 | NiSource, Inc. | 11,037,337 | 1.2 | ||||||||||||||||
344,330 | Southern Co. | 15,945,923 | 1.8 | ||||||||||||||||
306,185 | Other Securities | 17,415,081 | 2.0 | ||||||||||||||||
44,398,341 | 5.0 | ||||||||||||||||||
Total Common Stock (Cost $675,580,444) | 851,111,221 | 95.6 | |||||||||||||||||
PREFERRED STOCK: 2.3% | |||||||||||||||||||
Health Care: 0.8% | |||||||||||||||||||
117,212 | (3) | Becton Dickinson and Co. | 7,249,562 | 0.8 | |||||||||||||||
Utilities: 1.5% | |||||||||||||||||||
197,800 | (1),(2) | Other Securities | 12,990,644 | 1.5 | |||||||||||||||
Total Preferred Stock (Cost $17,661,255) | 20,240,206 | 2.3 |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: 0.5% | |||||||||||||||||||
Consumer, Cyclical: 0.5% | |||||||||||||||||||
4,285,000 | (4) | Mattel, Inc., 6.750%, 12/31/2025 | 4,183,231 | 0.5 | |||||||||||||||
Total Corporate Bonds/Notes (Cost $4,234,646) | 4,183,231 | 0.5 | |||||||||||||||||
CONVERTIBLE BONDS/NOTES: 0.2% | |||||||||||||||||||
Financial: 0.2% | |||||||||||||||||||
1,632,000 | (4) | AXA SA, 7.250%, 05/15/2021 | 1,708,740 | 0.2 | |||||||||||||||
Total Convertible Bonds/Notes (Cost $1,632,000) | 1,708,740 | 0.2 | |||||||||||||||||
Total Long-Term Investments (Cost $699,108,345) | 877,243,398 | 98.6 | |||||||||||||||||
SHORT-TERM INVESTMENTS: 1.7% | |||||||||||||||||||
Securities Lending Collateral(5): 0.6% | |||||||||||||||||||
1,227,597 | Bank of Nova Scotia, Repurchase Agreement dated 06/29/18, 2.12%, due 07/02/18 (Repurchase Amount $1,227,811, collateralized by various U.S. Government Agency Obligations, 2.500%–6.430%, Market Value plus accrued interest $1,252,370, due 02/01/21–06/01/48) | $ | 1,227,597 | 0.2 | |||||||||||||||
1,227,597 | Dominion Securities Inc., Repurchase Agreement dated 06/29/18, 2.11%, due 07/02/18 (Repurchase Amount $1,227,810, collateralized by various U.S. Government Agency Obligations, 3.000%–7.000%, Market Value plus accrued interest $1,252,149, due 11/01/36–06/01/48) | 1,227,597 | 0.1 | ||||||||||||||||
1,227,597 | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/29/18, 2.28%, due 07/02/18 (Repurchase Amount $1,227,827, collateralized by various U.S. Government Securities, 2.750%–3.125%, Market Value plus accrued interest $1,252,149, due 11/15/42–08/15/44) | 1,227,597 | 0.2 | ||||||||||||||||
1,227,597 | National Bank Financial, Repurchase Agreement dated 06/29/18, 2.01%, due 07/02/18 (Repurchase Amount $1,227,800, collateralized by various U.S. Government Securities, 0.000%–6.000%, Market Value plus accrued interest $1,252,149, due 09/06/18–09/09/49) | 1,227,597 | 0.1 | ||||||||||||||||
258,155 | Natwest Markets PLC, Repurchase Agreement dated 06/29/18, 2.09%, due 07/02/18 (Repurchase Amount $258,199, collateralized by various U.S. Government Securities, 2.500%–6.625%, Market Value plus accrued interest $263,321, due 05/15/20–05/15/46) | 258,155 | 0.0 | ||||||||||||||||
5,168,543 | 0.6 |
VY® T. ROWE PRICE EQUITY INCOME PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED) |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: (continued) | |||||||||||||||||||
Mutual Funds: 1.1% | |||||||||||||||||||
10,215,268 | (6) | T. Rowe Price Reserve Investment Fund, 1.970% (Cost $10,215,268) | $ | 10,215,268 | 1.1 | ||||||||||||||
Total Short-Term Investments (Cost $15,383,811) | 15,383,811 | 1.7 | |||||||||||||||||
Total Investments in Securities (Cost $714,492,156) | $ | 892,627,209 | 100.3 | ||||||||||||||||
Liabilities in Excess of Other Assets | (2,294,463 | ) | (0.3 | ) | |||||||||||||||
Net Assets | $ | 890,332,746 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
ADR | American Depositary Receipt |
(1) | The grouping contains securities on loan. |
(2) | The grouping contains non-income producing securities. |
(3) | Non-income producing security. |
(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, 2018. |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs# (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2018 | |||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||||||
Investments, at fair value | ||||||||||||||||||||||
Common Stock | ||||||||||||||||||||||
Consumer Discretionary | $ | 67,251,675 | $ | — | $ | — | $ | 67,251,675 | ||||||||||||||
Consumer Staples | 59,577,236 | — | — | 59,577,236 | ||||||||||||||||||
Energy | 94,834,337 | — | — | 94,834,337 | ||||||||||||||||||
Financials | 219,889,606 | — | — | 219,889,606 | ||||||||||||||||||
Health Care | 99,075,204 | 5,536,189 | — | 104,611,393 | ||||||||||||||||||
Industrials | 89,802,862 | — | — | 89,802,862 | ||||||||||||||||||
Information Technology | 69,497,270 | — | — | 69,497,270 | ||||||||||||||||||
Materials | 48,513,468 | 1,531,595 | — | 50,045,063 | ||||||||||||||||||
Real Estate | 24,822,820 | — | — | 24,822,820 | ||||||||||||||||||
Telecommunication Services | 21,388,835 | 4,991,783 | — | 26,380,618 | ||||||||||||||||||
Utilities | 44,398,341 | — | — | 44,398,341 | ||||||||||||||||||
Total Common Stock | 839,051,654 | 12,059,567 | — | 851,111,221 | ||||||||||||||||||
Preferred Stock | 20,240,206 | — | — | 20,240,206 | ||||||||||||||||||
Corporate Bonds/Notes | — | 4,183,231 | — | 4,183,231 | ||||||||||||||||||
Convertible Bonds/Notes | — | 1,708,740 | — | 1,708,740 | ||||||||||||||||||
Short-Term Investments | 10,215,268 | 5,168,543 | — | 15,383,811 | ||||||||||||||||||
Total Investments, at fair value | $ | 869,507,128 | $ | 23,120,081 | $ | — | $ | 892,627,209 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
# | The earlier close of the foreign markets gives rise to the possibility that significant events, including broad market moves, may have occurred in the interim and may materially affect the value of those securities. To account for this, the Portfolio may frequently value many of its foreign equity securities using fair value prices based on third party vendor modeling tools to the extent available. Accordingly, a portion of the Portfolio’s investments are categorized as Level 2 investments. |
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 | $ | 4,849 | ||||
Total | $ | 4,849 |
VY® T. ROWE PRICE EQUITY INCOME PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED) |
Cost for federal income tax purposes was $720,293,130. |
Net unrealized appreciation consisted of: | ||||||
Gross Unrealized Appreciation | $ | 212,367,375 | ||||
Gross Unrealized Depreciation | (40,035,462 | ) | ||||
Net Unrealized Appreciation | $ | 172,331,913 |
VY® T. ROWE PRICE INTERNATIONAL STOCK PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) |
as of June 30, 2018
(as a percentage of net assets)
Japan | 14.6% | ||||||
United Kingdom | 9.8% | ||||||
Germany | 8.4% | ||||||
China | 7.4% | ||||||
Switzerland | 5.6% | ||||||
France | 5.6% | ||||||
Canada | 5.4% | ||||||
Hong Kong | 5.0% | ||||||
India | 4.4% | ||||||
United States | 4.2% | ||||||
Countries between 0.2%–3.4%ˆ | 28.1% | ||||||
Assets in Excess of Other Liabilities* | 1.5% | ||||||
Net Assets | 100.0% | ||||||
* Includes short-term investments. | |||||||
ˆ Includes 22 countries, which each represents 0.2%–3.4% of net assets. |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 98.3% | |||||||||||||||||||
Australia: 1.9% | |||||||||||||||||||
238,325 | Amcor Ltd. | $ | 2,539,279 | 1.1 | |||||||||||||||
690,285 | South32 Ltd. | 1,843,285 | 0.8 | ||||||||||||||||
4,382,564 | 1.9 | ||||||||||||||||||
Austria: 1.4% | |||||||||||||||||||
79,947 | Erste Group Bank AG | 3,332,987 | 1.4 | ||||||||||||||||
Belgium: 0.8% | |||||||||||||||||||
18,871 | Anheuser-Busch InBev SA/NV | 1,903,425 | 0.8 | ||||||||||||||||
Bermuda: 0.5% | |||||||||||||||||||
58,388 | (1) | Other Securities | 1,131,559 | 0.5 | |||||||||||||||
Brazil: 1.2% | |||||||||||||||||||
338,709 | (1) | Other Securities | 2,644,941 | 1.2 | |||||||||||||||
Canada: 5.4% | |||||||||||||||||||
71,300 | Canadian Natural Resources Ltd. | 2,573,449 | 1.1 | ||||||||||||||||
30,000 | Magna International, Inc. | 1,743,900 | 0.8 | ||||||||||||||||
225,778 | (1) | Other Securities | 8,119,726 | 3.5 | |||||||||||||||
12,437,075 | 5.4 | ||||||||||||||||||
China: 7.4% | |||||||||||||||||||
21,721 | (2) | Alibaba Group Holding Ltd. ADR | 4,029,897 | 1.7 | |||||||||||||||
99,600 | Tencent Holdings Ltd. | 5,001,454 | 2.2 | ||||||||||||||||
COMMON STOCK: (continued) | |||||||||||||||||||
China: (continued) | |||||||||||||||||||
1,265,733 | (1) | Other Securities | $ | 8,079,582 | 3.5 | ||||||||||||||
17,110,933 | 7.4 | ||||||||||||||||||
Denmark: 0.6% | |||||||||||||||||||
31,197 | Other Securities | 1,417,473 | 0.6 | ||||||||||||||||
Finland: 1.1% | |||||||||||||||||||
50,792 | Sampo OYJ | 2,473,608 | 1.1 | ||||||||||||||||
France: 5.6% | |||||||||||||||||||
17,195 | Air Liquide SA | 2,155,313 | 0.9 | ||||||||||||||||
1,151 | Dassault Aviation SA | 2,188,589 | 1.0 | ||||||||||||||||
21,382 | Schneider Electric SE | 1,778,274 | 0.8 | ||||||||||||||||
30,768 | Thales S.A. | 3,958,428 | 1.7 | ||||||||||||||||
44,653 | Other Securities | 2,742,848 | 1.2 | ||||||||||||||||
12,823,452 | 5.6 | ||||||||||||||||||
Germany: 8.4% | |||||||||||||||||||
48,624 | Bayer AG | 5,340,069 | 2.3 | ||||||||||||||||
39,278 | Fresenius SE & Co. KGaA | 3,144,785 | 1.4 | ||||||||||||||||
44,494 | (3) | Scout24 AG | 2,355,030 | 1.0 | |||||||||||||||
23,489 | (2),(3) | Siemens Healthineers AG | 967,950 | 0.4 | |||||||||||||||
6,379 | (2),(3) | Zalando SE | 355,515 | 0.2 | |||||||||||||||
417,113 | (1) | Other Securities | 7,271,663 | 3.1 | |||||||||||||||
19,435,012 | 8.4 | ||||||||||||||||||
Hong Kong: 5.0% | |||||||||||||||||||
542,000 | AIA Group Ltd. | 4,721,585 | 2.0 | ||||||||||||||||
359,240 | CK Hutchison Holdings Ltd. | 3,802,923 | 1.7 | ||||||||||||||||
48,900 | Jardine Matheson Holdings Ltd. | 3,081,347 | 1.3 | ||||||||||||||||
11,605,855 | 5.0 | ||||||||||||||||||
India: 4.4% | |||||||||||||||||||
23,573 | Axis Bank Ltd. GDR | 877,804 | 0.4 | ||||||||||||||||
171,254 | Axis Bank Ltd. | 1,278,564 | 0.5 | ||||||||||||||||
130,386 | Housing Development Finance Corp. | 3,633,151 | 1.6 | ||||||||||||||||
1,195,146 | NTPC Ltd. | 2,787,193 | 1.2 | ||||||||||||||||
545,019 | Other Securities | 1,640,142 | 0.7 | ||||||||||||||||
10,216,854 | 4.4 | ||||||||||||||||||
Indonesia: 1.4% | |||||||||||||||||||
1,535,700 | Bank Central Asia Tbk PT | 2,293,461 | 1.0 | ||||||||||||||||
23,439,000 | Other Securities | 1,014,109 | 0.4 | ||||||||||||||||
3,307,570 | 1.4 | ||||||||||||||||||
Italy: 0.8% | |||||||||||||||||||
269,858 | Banca Mediolanum SpA | 1,822,855 | 0.8 | ||||||||||||||||
Japan: 14.6% | |||||||||||||||||||
209,900 | Mitsubishi Electric Corp. | 2,784,936 | 1.2 | ||||||||||||||||
11,200 | Murata Manufacturing Co., Ltd. | 1,880,216 | 0.8 | ||||||||||||||||
74,200 | Nippon Telegraph & Telephone Corp. | 3,370,758 | 1.4 |
VY® T. ROWE PRICE INTERNATIONAL STOCK PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED) |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | |||||||||||||||||||
Japan: (continued) | |||||||||||||||||||
82,800 | Seven & I Holdings Co., Ltd. | $ | 3,611,379 | 1.6 | |||||||||||||||
144,000 | Sumitomo Corp. | 2,361,575 | 1.0 | ||||||||||||||||
1,122,200 | (1),(4) | Other Securities | 19,780,939 | 8.6 | |||||||||||||||
33,789,803 | 14.6 | ||||||||||||||||||
Malaysia: 0.2% | |||||||||||||||||||
953,700 | Other Securities | 374,890 | 0.2 | ||||||||||||||||
Mexico: 0.5% | |||||||||||||||||||
172,469 | Other Securities | 1,153,818 | 0.5 | ||||||||||||||||
Netherlands: 3.2% | |||||||||||||||||||
236 | (2),(3) | Adyen NV | 130,015 | 0.1 | |||||||||||||||
14,829 | Airbus SE | 1,730,470 | 0.8 | ||||||||||||||||
11,066 | ASML Holding NV | 2,189,796 | 0.9 | ||||||||||||||||
18,631 | (2) | NXP Semiconductor NV — NXPI — US | 2,035,809 | 0.9 | |||||||||||||||
29,874 | Other Securities | 1,265,702 | 0.5 | ||||||||||||||||
7,351,792 | 3.2 | ||||||||||||||||||
Peru: 0.3% | |||||||||||||||||||
3,475 | Other Securities | 782,292 | 0.3 | ||||||||||||||||
Philippines: 0.2% | |||||||||||||||||||
34,340 | Other Securities | 563,347 | 0.2 | ||||||||||||||||
Singapore: 0.5% | |||||||||||||||||||
76,043 | (1),(4) | Other Securities | 1,140,645 | 0.5 | |||||||||||||||
South Africa: 0.5% | |||||||||||||||||||
268,121 | Other Securities | 1,245,530 | 0.5 | ||||||||||||||||
South Korea: 3.4% | |||||||||||||||||||
4,304 | NAVER Corp. | 2,945,248 | 1.3 | ||||||||||||||||
76,885 | Samsung Electronics Co., Ltd. | 3,220,680 | 1.4 | ||||||||||||||||
1,248 | Other Securities | 1,563,835 | 0.7 | ||||||||||||||||
7,729,763 | 3.4 | ||||||||||||||||||
Spain: 3.2% | |||||||||||||||||||
39,849 | Amadeus IT Group SA | 3,133,428 | 1.4 | ||||||||||||||||
127,839 | Grifols SA ADR | 2,748,539 | 1.2 | ||||||||||||||||
348,423 | Other Securities | 1,499,714 | 0.6 | ||||||||||||||||
7,381,681 | 3.2 | ||||||||||||||||||
Sweden: 2.4% | |||||||||||||||||||
146,349 | Essity AB | 3,600,417 | 1.5 | ||||||||||||||||
36,303 | (2) | Hexagon AB | 2,017,255 | 0.9 | |||||||||||||||
5,617,672 | 2.4 | ||||||||||||||||||
Switzerland: 5.6% | |||||||||||||||||||
37,285 | Julius Baer Group Ltd. | 2,183,837 | 0.9 | ||||||||||||||||
47,961 | Nestle SA | 3,717,018 | 1.6 | ||||||||||||||||
9,859 | Roche Holding AG | 2,187,300 | 1.0 | ||||||||||||||||
254,021 | UBS Group AG | 3,894,234 | 1.7 | ||||||||||||||||
1,265 | Other Securities | 883,701 | 0.4 | ||||||||||||||||
12,866,090 | 5.6 | ||||||||||||||||||
COMMON STOCK: (continued) | |||||||||||||||||||
Taiwan: 2.3% | |||||||||||||||||||
13,000 | Largan Precision Co. Ltd. | $ | 1,909,796 | 0.8 | |||||||||||||||
488,000 | Taiwan Semiconductor Manufacturing Co., Ltd. | 3,465,327 | 1.5 | ||||||||||||||||
5,375,123 | 2.3 | ||||||||||||||||||
Thailand: 0.6% | |||||||||||||||||||
600,600 | Other Securities | 1,331,103 | 0.6 | ||||||||||||||||
United Arab Emirates: 1.1% | |||||||||||||||||||
532,005 | Other Securities | 2,425,238 | 1.1 | ||||||||||||||||
United Kingdom: 9.8% | |||||||||||||||||||
103,214 | British American Tobacco PLC | 5,199,233 | 2.3 | ||||||||||||||||
577,634 | (3) | ConvaTec Group PLC | 1,612,612 | 0.7 | |||||||||||||||
31,785 | London Stock Exchange Group PLC | 1,871,166 | 0.8 | ||||||||||||||||
94,002 | �� | Prudential PLC | 2,142,898 | 0.9 | |||||||||||||||
49,856 | Shire PLC | 2,808,827 | 1.2 | ||||||||||||||||
931,141 | Vodafone Group PLC | 2,255,493 | 1.0 | ||||||||||||||||
208,055 | (1) | Other Securities | 6,615,982 | 2.9 | |||||||||||||||
22,506,211 | 9.8 | ||||||||||||||||||
United States: 4.0% | |||||||||||||||||||
1,748 | (2) | Booking Holdings, Inc. | 3,543,353 | 1.6 | |||||||||||||||
14,300 | Mastercard, Inc. — Class A | 2,810,236 | 1.2 | ||||||||||||||||
70,826 | (1) | Other Securities | 2,839,682 | 1.2 | |||||||||||||||
9,193,271 | 4.0 | ||||||||||||||||||
Total Common Stock (Cost $193,444,136) | 226,874,432 | 98.3 | |||||||||||||||||
PREFERRED STOCK: 0.2% | |||||||||||||||||||
United States: 0.2% | |||||||||||||||||||
9,427 | (2),(5), (6) | Xiaoju Kuaizhi, Inc. — Series A-17 (DiDi Chuxing, Inc.) | 455,890 | 0.2 | |||||||||||||||
Total Preferred Stock (Cost $258,546) | 455,890 | 0.2 | |||||||||||||||||
Total Long-Term Investments (Cost $193,702,682) | 227,330,322 | 98.5 |
VY® T. ROWE PRICE INTERNATIONAL STOCK PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: 1.4% | |||||||||||||||||||
Securities Lending Collateral(7): 0.9% | |||||||||||||||||||
1,987,503 | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/29/18, 2.08%, due 07/02/18 (Repurchase Amount $1,987,843, collateralized by various U.S. Government Agency Obligations, 1.691%–8.500%, Market Value plus accrued interest $2,027,253, due 07/25/18–06/15/53) (Cost $1,987,503) | $ | 1,987,503 | 0.9 | |||||||||||||||
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
Mutual Funds: 0.5% | |||||||||||||||||||
1,254,372 | (8) | T. Rowe Price Reserve Investment Fund, 1.970% (Cost $1,254,372) | 1,254,372 | 0.5 | |||||||||||||||
Total Short-Term Investments (Cost $3,241,875) | 3,241,875 | 1.4 | |||||||||||||||||
Total Investments in Securities (Cost $196,944,557) | $ | 230,572,197 | 99.9 | ||||||||||||||||
Assets in Excess of Other Liabilities | 280,244 | 0.1 | |||||||||||||||||
Net Assets | $ | 230,852,441 | 100.0 |
The following footnotes apply to either the individual securities noted or one or more of the securities aggregated and listed as a single line item.
† | Unless otherwise indicated, principal amount is shown in USD. |
ADR | American Depositary Receipt |
GDR | Global Depositary Receipt |
(1) | The grouping contains non-income producing securities. |
(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) | The grouping contains securities on loan. |
(5) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
(6) | Restricted security as to resale, excluding Rule 144A securities. As of June 30, 2018, the Portfolio held restricted securities with a fair value of $455,890 or 0.20% of net assets. Please refer to the table below for additional details. |
(7) | Represents securities purchased with cash collateral received for securities on loan. |
(8) | Rate shown is the 7-day yield as of June 30, 2018. |
Sector Diversification | Percentage of Net Assets | |||||
---|---|---|---|---|---|---|
Information Technology | 19.9 | % | ||||
Financials | 17.9 | |||||
Health Care | 14.0 | |||||
Consumer Staples | 12.8 | |||||
Industrials | 12.0 | |||||
Consumer Discretionary | 9.3 | |||||
Materials | 3.8 | |||||
Telecommunication Services | 3.4 | |||||
Energy | 3.1 | |||||
Utilities | 1.7 | |||||
Real Estate | 0.6 | |||||
Short-Term Investments | 1.4 | |||||
Assets in Excess of Other Liabilities | 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, 2018 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Common Stock | ||||||||||||||||||
Australia | $ | — | $ | 4,382,564 | $ | — | $ | 4,382,564 | ||||||||||
Austria | — | 3,332,987 | — | 3,332,987 | ||||||||||||||
Belgium | — | 1,903,425 | — | 1,903,425 | ||||||||||||||
Bermuda | 1,131,559 | — | — | 1,131,559 | ||||||||||||||
Brazil | 2,644,941 | — | — | 2,644,941 | ||||||||||||||
Canada | 12,437,075 | — | — | 12,437,075 | ||||||||||||||
China | 5,546,627 | 11,564,306 | — | 17,110,933 | ||||||||||||||
Denmark | — | 1,417,473 | — | 1,417,473 | ||||||||||||||
Finland | — | 2,473,608 | — | 2,473,608 | ||||||||||||||
France | — | 12,823,452 | — | 12,823,452 | ||||||||||||||
Germany | — | 19,435,012 | — | 19,435,012 | ||||||||||||||
Hong Kong | — | 11,605,855 | — | 11,605,855 | ||||||||||||||
India | — | 10,216,854 | — | 10,216,854 | ||||||||||||||
Indonesia | 1,014,109 | 2,293,461 | — | 3,307,570 |
VY® T. ROWE PRICE INTERNATIONAL STOCK PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED) |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs# (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2018 | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table (continued) | |||||||||||||||||||||
Investments, at fair value (continued) | |||||||||||||||||||||
Italy | $ | — | $ | 1,822,855 | $ | — | $ | 1,822,855 | |||||||||||||
Japan | 200,709 | 33,589,094 | — | 33,789,803 | |||||||||||||||||
Malaysia | — | 374,890 | — | 374,890 | |||||||||||||||||
Mexico | 1,153,818 | — | — | 1,153,818 | |||||||||||||||||
Netherlands | 2,165,824 | 5,185,968 | — | 7,351,792 | |||||||||||||||||
Peru | 782,292 | — | — | 782,292 | |||||||||||||||||
Philippines | — | 563,347 | — | 563,347 | |||||||||||||||||
Singapore | 1,140,645 | — | — | 1,140,645 | |||||||||||||||||
South Africa | — | 1,245,530 | — | 1,245,530 | |||||||||||||||||
South Korea | — | 7,729,763 | — | 7,729,763 | |||||||||||||||||
Spain | 2,748,539 | 4,633,142 | — | 7,381,681 | |||||||||||||||||
Sweden | — | 5,617,672 | — | 5,617,672 | |||||||||||||||||
Switzerland | — | 12,866,090 | — | 12,866,090 | |||||||||||||||||
Taiwan | — | 5,375,123 | — | 5,375,123 | |||||||||||||||||
Thailand | — | 1,331,103 | — | 1,331,103 | |||||||||||||||||
United Arab Emirates | 2,425,238 | — | — | 2,425,238 | |||||||||||||||||
United Kingdom | 2,272,444 | 20,233,767 | — | 22,506,211 | |||||||||||||||||
United States | 9,193,271 | — | — | 9,193,271 | |||||||||||||||||
Total Common Stock | 44,857,091 | 182,017,341 | — | 226,874,432 | |||||||||||||||||
Preferred Stock | — | — | 455,890 | 455,890 | |||||||||||||||||
Short-Term Investments | 1,254,372 | 1,987,503 | — | 3,241,875 | |||||||||||||||||
Total Investments, at fair value | $ | 46,111,463 | $ | 184,004,844 | $ | 455,890 | $ | 230,572,197 | |||||||||||||
Other Financial Instruments+ | |||||||||||||||||||||
Forward Foreign Currency Contracts | — | 24,477 | — | 24,477 | |||||||||||||||||
Total Assets | $ | 46,111,463 | $ | 184,029,321 | $ | 455,890 | $ | 230,596,674 |
(1) | For the period ended June 30, 2018, as a result of the fair value pricing procedures for international equities utilized by the Portfolio (Note 2) certain securities have transferred in and out of Level 1 and Level 2 measurements during the year. The Portfolio’s policy is to recognize transfers between levels at the beginning of the reporting period. At June 30, 2018, securities valued at $12,354,513 were transferred from Level 1 to Level 2 within the fair value hierarchy. | |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. | |
+ | Other Financial Instruments may include open forward foreign currency contracts, futures, centrally cleared swaps, OTC swaps and written options. Forward foreign currency contracts, futures and centrally cleared swaps are valued at the unrealized gain (loss) on the instrument. OTC swaps and written options are valued at the fair value of the instrument. | |
# | The earlier close of the foreign markets gives rise to the possibility that significant events, including broad market moves, may have occurred in the interim and may materially affect the value of those securities. To account for this, the Portfolio may frequently value many of its foreign equity securities using fair value prices based on third party vendor modeling tools to the extent available. Accordingly, a portion of the Portfolio’s investments are categorized as Level 2 investments. |
Security | Acquisition Date | Acquisition Cost | Fair Value | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Xiaoju Kuaizhi, Inc.- Series A-17 (DiDi Chuxing, Inc.) | 10/19/2015 | $ | 258,546 | $ | 455,890 | |||||||||||
$ | 258,546 | $ | 455,890 |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|
USD 1,198,553 | GBP 896,000 | Bank of America N.A. | 07/13/18 | $ | 15,501 | ||||||
USD 1,774,439 | JPY 195,348,000 | Citibank N.A. | 07/13/18 | 8,807 | |||||||
USD 17,367 | JPY 1,906,382 | The Bank of New York Mellon | 07/02/18 | 148 | |||||||
USD 6,209 | JPY 685,072 | The Bank of New York Mellon | 07/03/18 | 21 | |||||||
$ | 24,477 |
VY® T. ROWE PRICE INTERNATIONAL STOCK PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED) |
Currency Abbreviations
GBP — British Pound
JPY — Japanese Yen
USD — United States Dollar
Derivatives not accounted for as hedging instruments | Location on Statement of Assets and Liabilities | Fair Value | |||||||
---|---|---|---|---|---|---|---|---|---|
Asset Derivatives | |||||||||
Foreign exchange contracts | Unrealized appreciation on forward foreign currency contracts | $ | 24,477 | ||||||
Total Asset Derivatives | $ | 24,477 |
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 | $ | (110,126 | ) | |||
Total | $ | (110,126 | ) |
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 | $ | 69,068 | ||||
Total | $ | 69,068 |
Bank of America N.A. | Citibank N.A. | The Bank of New York Mellon | Totals | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Assets: | |||||||||||||||||||||
Forward foreign currency contracts | $ | 15,501 | $ | 8,807 | $ | 169 | $ | 24,477 | |||||||||||||
Total Assets | $ | 15,501 | $ | 8,807 | $ | 169 | $ | 24,477 | |||||||||||||
Net OTC derivative instruments by counterparty, at fair value | $ | 15,501 | $ | 8,807 | $ | 169 | $ | 24,477 | |||||||||||||
Total collateral pledged by the Portfolio/(Received from counterparty) | $ | — | $ | — | $ | — | $ | — | |||||||||||||
Net Exposure(1) | $ | 15,501 | $ | 8,807 | $ | 169 | $ | 24,477 |
(1) | Positive net exposure represents amounts due from each respective counterparty. Negative exposure represents amounts due from the Portfolio. Please refer to Note 2 for additional details regarding counterparty credit risk and credit related contingent features. |
Cost for federal income tax purposes was $200,238,699. |
Net unrealized appreciation consisted of: | ||||||
Gross Unrealized Appreciation | $ | 41,346,796 | ||||
Gross Unrealized Depreciation | (10,393,392 | ) | ||||
Net Unrealized Appreciation | $ | 30,953,404 |
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
RETIREMENT | INVESTMENTS | INSURANCE voyainvestments.com | VPSAR-VIT1AISS2 (0618-082218) |
| | This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the funds’ investment objectives, risks, charges, expenses and other information. This information should be read carefully. | | |
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President
Voya Family of Funds
July 19, 2018
| | Index | | | | Description | | |
| | Bloomberg Barclays U.S. Aggregate Bond Index | | | | An index of publicly issued investment grade U.S. government, mortgage-backed, asset-backed and corporate debt securities. | | |
| | Bloomberg Barclays U.S. Corporate Investment Grade Bond Index | | | | An index consisting of publicly issued, fixed rate, nonconvertible, investment grade debt securities. | | |
| | MSCI Europe ex UK® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Europe, excluding the UK. | | |
| | MSCI Japan® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Japan. | | |
| | MSCI UK® Index | | | | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in the UK. | | |
| | MSCI World IndexSM | | | | An index that measures the performance of over 1,600 securities listed on exchanges in the U.S., Europe, Canada, Australia, New Zealand and the Far East. | | |
| | S&P 500® Index | | | | An index that measures the performance of securities of approximately 500 large-capitalization companies whose securities are traded on major U.S. stock markets. | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value January 1, 2018 | | | Ending Account Value June 30, 2018 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2018* | | | Beginning Account Value January 1, 2018 | | | Ending Account Value June 30, 2018 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2018* | | ||||||||||||||||||||||||
Voya High Yield Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 994.00 | | | | | | 1.08% | | | | | $ | 5.34 | | | | | $ | 1,000.00 | | | | | $ | 1,019.44 | | | | | | 1.08% | | | | | $ | 5.41 | | |
Class I | | | | | 1,000.00 | | | | | | 997.00 | | | | | | 0.48 | | | | | | 2.38 | | | | | | 1,000.00 | | | | | | 1,022.41 | | | | | | 0.48 | | | | | | 2.41 | | |
Class S | | | | | 1,000.00 | | | | | | 995.70 | | | | | | 0.73 | | | | | | 3.61 | | | | | | 1,000.00 | | | | | | 1,021.17 | | | | | | 0.73 | | | | | | 3.66 | | |
Class S2 | | | | | 1,000.00 | | | | | | 995.00 | | | | | | 0.88 | | | | | | 4.35 | | | | | | 1,000.00 | | | | | | 1,020.43 | | | | | | 0.88 | | | | | | 4.41 | | |
Voya Large Cap Growth Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,055.30 | | | | | | 1.27% | | | | | $ | 6.47 | | | | | $ | 1,000.00 | | | | | $ | 1,018.50 | | | | | | 1.27% | | | | | $ | 6.36 | | |
Class I | | | | | 1,000.00 | | | | | | 1,058.70 | | | | | | 0.67 | | | | | | 3.42 | | | | | | 1,000.00 | | | | | | 1,021.47 | | | | | | 0.67 | | | | | | 3.36 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,058.10 | | | | | | 0.67 | | | | | | 3.42 | | | | | | 1,000.00 | | | | | | 1,021.47 | | | | | | 0.67 | | | | | | 3.36 | | |
Class S | | | | | 1,000.00 | | | | | | 1,057.10 | | | | | | 0.92 | | | | | | 4.69 | | | | | | 1,000.00 | | | | | | 1,020.23 | | | | | | 0.92 | | | | | | 4.61 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,056.50 | | | | | | 1.07 | | | | | | 5.46 | | | | | | 1,000.00 | | | | | | 1,019.49 | | | | | | 1.07 | | | | | | 5.36 | | |
Voya Large Cap Value Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 984.70 | | | | | | 1.24% | | | | | $ | 6.10 | | | | | $ | 1,000.00 | | | | | $ | 1,018.65 | | | | | | 1.24% | | | | | $ | 6.21 | | |
Class I | | | | | 1,000.00 | | | | | | 987.20 | | | | | | 0.64 | | | | | | 3.15 | | | | | | 1,000.00 | | | | | | 1,021.62 | | | | | | 0.64 | | | | | | 3.21 | | |
Class R6 | | | | | 1,000.00 | | | | | | 987.20 | | | | | | 0.64 | | | | | | 3.15 | | | | | | 1,000.00 | | | | | | 1,021.62 | | | | | | 0.64 | | | | | | 3.21 | | |
Class S | | | | | 1,000.00 | | | | | | 986.30 | | | | | | 0.89 | | | | | | 4.38 | | | | | | 1,000.00 | | | | | | 1,020.38 | | | | | | 0.89 | | | | | | 4.46 | | |
Class S2 | | | | | 1,000.00 | | | | | | 985.60 | | | | | | 1.04 | | | | | | 5.12 | | | | | | 1,000.00 | | | | | | 1,019.64 | | | | | | 1.04 | | | | | | 5.21 | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value January 1, 2018 | | | Ending Account Value June 30, 2018 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2018* | | | Beginning Account Value January 1, 2018 | | | Ending Account Value June 30, 2018 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2018* | | ||||||||||||||||||||||||
Voya Limited Maturity Bond Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 997.30 | | | | | | 0.89% | | | | | $ | 4.41 | | | | | $ | 1,000.00 | | | | | $ | 1,020.38 | | | | | | 0.89% | | | | | $ | 4.46 | | |
Class I | | | | | 1,000.00 | | | | | | 1,000.40 | | | | | | 0.29 | | | | | | 1.44 | | | | | | 1,000.00 | | | | | | 1,023.36 | | | | | | 0.29 | | | | | | 1.45 | | |
Class S | | | | | 1,000.00 | | | | | | 999.20 | | | | | | 0.54 | | | | | | 2.68 | | | | | | 1,000.00 | | | | | | 1,022.12 | | | | | | 0.54 | | | | | | 2.71 | | |
Voya Multi-Manager Large Cap Core Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 990.50 | | | | | | 1.32% | | | | | $ | 6.51 | | | | | $ | 1,000.00 | | | | | $ | 1,018.25 | | | | | | 1.32% | | | | | $ | 6.61 | | |
Class I | | | | | 1,000.00 | | | | | | 993.50 | | | | | | 0.72 | | | | | | 3.56 | | | | | | 1,000.00 | | | | | | 1,021.22 | | | | | | 0.72 | | | | | | 3.61 | | |
Class S | | | | | 1,000.00 | | | | | | 992.30 | | | | | | 0.97 | | | | | | 4.79 | | | | | | 1,000.00 | | | | | | 1,019.98 | | | | | | 0.97 | | | | | | 4.86 | | |
Voya U.S. Stock Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,022.40 | | | | | | 0.80% | | | | | $ | 4.01 | | | | | $ | 1,000.00 | | | | | $ | 1,020.83 | | | | | | 0.80% | | | | | $ | 4.01 | | |
Class I | | | | | 1,000.00 | | | | | | 1,025.50 | | | | | | 0.27 | | | | | | 1.36 | | | | | | 1,000.00 | | | | | | 1,023.46 | | | | | | 0.27 | | | | | | 1.35 | | |
Class P2 | | | | | 1,000.00 | | | | | | 1,025.50 | | | | | | 0.15 | | | | | | 0.75 | | | | | | 1,000.00 | | | | | | 1,024.05 | | | | | | 0.15 | | | | | | 0.75 | | |
Class S | | | | | 1,000.00 | | | | | | 1,024.40 | | | | | | 0.51 | | | | | | 2.56 | | | | | | 1,000.00 | | | | | | 1,022.27 | | | | | | 0.51 | | | | | | 2.56 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,022.70 | | | | | | 0.67 | | | | | | 3.36 | | | | | | 1,000.00 | | | | | | 1,021.47 | | | | | | 0.67 | | | | | | 3.36 | | |
VY® Clarion Real Estate Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 994.40 | | | | | | 1.31% | | | | | $ | 6.48 | | | | | $ | 1,000.00 | | | | | $ | 1,018.30 | | | | | | 1.31% | | | | | $ | 6.56 | | |
Class I | | | | | 1,000.00 | | | | | | 997.40 | | | | | | 0.71 | | | | | | 3.52 | | | | | | 1,000.00 | | | | | | 1,021.27 | | | | | | 0.71 | | | | | | 3.56 | | |
Class S | | | | | 1,000.00 | | | | | | 996.30 | | | | | | 0.96 | | | | | | 4.75 | | | | | | 1,000.00 | | | | | | 1,020.03 | | | | | | 0.96 | | | | | | 4.81 | | |
Class S2 | | | | | 1,000.00 | | | | | | 995.50 | | | | | | 1.11 | | | | | | 5.49 | | | | | | 1,000.00 | | | | | | 1,019.29 | | | | | | 1.11 | | | | | | 5.56 | | |
VY® Franklin Income Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 999.10 | | | | | | 1.26% | | | | | $ | 6.25 | | | | | $ | 1,000.00 | | | | | $ | 1,018.55 | | | | | | 1.26% | | | | | $ | 6.31 | | |
Class I | | | | | 1,000.00 | | | | | | 1,003.40 | | | | | | 0.66 | | | | | | 3.28 | | | | | | 1,000.00 | | | | | | 1,021.52 | | | | | | 0.66 | | | | | | 3.31 | | |
Class S | | | | | 1,000.00 | | | | | | 1,001.70 | | | | | | 0.91 | | | | | | 4.52 | | | | | | 1,000.00 | | | | | | 1,020.28 | | | | | | 0.91 | | | | | | 4.56 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,000.90 | | | | | | 1.06 | | | | | | 5.26 | | | | | | 1,000.00 | | | | | | 1,019.54 | | | | | | 1.06 | | | | | | 5.31 | | |
VY® JPMorgan Small Cap Core Equity Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,067.10 | | | | | | 1.45% | | | | | $ | 7.43 | | | | | $ | 1,000.00 | | | | | $ | 1,017.60 | | | | | | 1.45% | | | | | $ | 7.25 | | |
Class I | | | | | 1,000.00 | | | | | | 1,070.30 | | | | | | 0.85 | | | | | | 4.36 | | | | | | 1,000.00 | | | | | | 1,020.58 | | | | | | 0.85 | | | | | | 4.26 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,070.30 | | | | | | 0.85 | | | | | | 4.36 | | | | | | 1,000.00 | | | | | | 1,020.58 | | | | | | 0.85 | | | | | | 4.26 | | |
Class S | | | | | 1,000.00 | | | | | | 1,069.30 | | | | | | 1.10 | | | | | | 5.64 | | | | | | 1,000.00 | | | | | | 1,019.34 | | | | | | 1.10 | | | | | | 5.51 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,068.10 | | | | | | 1.25 | | | | | | 6.41 | | | | | | 1,000.00 | | | | | | 1,018.60 | | | | | | 1.25 | | | | | | 6.26 | | |
VY® Templeton Global Growth Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 974.50 | | | | | | 1.43% | | | | | $ | 7.00 | | | | | $ | 1,000.00 | | | | | $ | 1,017.70 | | | | | | 1.43% | | | | | $ | 7.15 | | |
Class I | | | | | 1,000.00 | | | | | | 977.10 | | | | | | 0.83 | | | | | | 4.07 | | | | | | 1,000.00 | | | | | | 1,020.68 | | | | | | 0.83 | | | | | | 4.16 | | |
Class S | | | | | 1,000.00 | | | | | | 975.50 | | | | | | 1.08 | | | | | | 5.29 | | | | | | 1,000.00 | | | | | | 1,019.44 | | | | | | 1.08 | | | | | | 5.41 | | |
Class S2 | | | | | 1,000.00 | | | | | | 975.30 | | | | | | 1.23 | | | | | | 6.02 | | | | | | 1,000.00 | | | | | | 1,018.70 | | | | | | 1.23 | | | | | | 6.16 | | |
| | | Voya High Yield Portfolio | | | Voya Large Cap Growth Portfolio | | | Voya Large Cap Value Portfolio | | | Voya Limited Maturity Bond Portfolio | | ||||||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 513,981,207 | | | | | $ | 6,016,723,791 | | | | | $ | 1,153,973,459 | | | | | $ | 245,684,156 | | |
Short-term investments at fair value** | | | | | 34,819,707 | | | | | | 62,340,000 | | | | | | 22,417,811 | | | | | | 34,928,685 | | |
Cash | | | | | 1,103 | | | | | | 2,692,641 | | | | | | 399,382 | | | | | | 677,654 | | |
Cash collateral for futures | | | | | — | | | | | | — | | | | | | — | | | | | | 206,007 | | |
Receivables: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities sold | | | | | 2,302,225 | | | | | | — | | | | | | — | | | | | | 27,974,117 | | |
Fund shares sold | | | | | 107,866 | | | | | | 354,449 | | | | | | 549,235 | | | | | | 74,690 | | |
Dividends | | | | | — | | | | | | 3,098,297 | | | | | | 1,454,880 | | | | | | 8,836 | | |
Interest | | | | | 8,563,061 | | | | | | 1,206 | | | | | | 166 | | | | | | 1,332,391 | | |
Foreign tax reclaims | | | | | — | | | | | | 89,388 | | | | | | 168,096 | | | | | | — | | |
Prepaid expenses | | | | | — | | | | | | 61,540 | | | | | | 12,377 | | | | | | — | | |
Reimbursement due from manager | | | | | — | | | | | | 6,409 | | | | | | 95,901 | | | | | | — | | |
Other assets | | | | | 30,941 | | | | | | 255,283 | | | | | | 81,626 | | | | | | 15,156 | | |
Total assets | | | | | 559,806,110 | | | | | | 6,085,623,004 | | | | | | 1,179,152,933 | | | | | | 310,901,692 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Payable for investment securities purchased | | | | | 3,965,850 | | | | | | — | | | | | | — | | | | | | 6,705,911 | | |
Payable for fund shares redeemed | | | | | 936,705 | | | | | | 11,964,076 | | | | | | 539,269 | | | | | | 2,456,234 | | |
Payable upon receipt of securities loaned | | | | | 28,936,189 | | | | | | — | | | | | | 14,260,811 | | | | | | 27,142,685 | | |
Payable for unified fees | | | | | 213,161 | | | | | | — | | | | | | — | | | | | | 64,841 | | |
Payable for investment management fees | | | | | — | | | | | | 3,291,393 | | | | | | 700,593 | | | | | | — | | |
Payable for distribution and shareholder service fees | | | | | 122,742 | | | | | | 1,416,964 | | | | | | 180,962 | | | | | | 25,434 | | |
Payable to trustees under the deferred compensation plan (Note 6) | | | | | 30,941 | | | | | | 255,283 | | | | | | 81,626 | | | | | | 15,156 | | |
Payable for trustee fees | | | | | — | | | | | | 31,213 | | | | | | 6,192 | | | | | | — | | |
Other accrued expenses and liabilities | | | | | — | | | | | | 787,531 | | | | | | 204,278 | | | | | | — | | |
Total liabilities | | | | | 34,205,588 | | | | | | 17,746,460 | | | | | | 15,973,731 | | | | | | 36,410,261 | | |
NET ASSETS | | | | $ | 525,600,522 | | | | | $ | 6,067,876,544 | | | | | $ | 1,163,179,202 | | | | | $ | 274,491,431 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 561,976,844 | | | | | $ | 3,591,148,322 | | | | | $ | 878,210,620 | | | | | $ | 280,361,826 | | |
Undistributed (distributions in excess of) net investment income or accumulated net investment loss | | | | | (927,247) | | | | | | 30,876,546 | | | | | | 13,997,885 | | | | | | 478,926 | | |
Accumulated net realized gain (loss) | | | | | (29,474,481) | | | | | | 1,333,465,176 | | | | | | 178,998,066 | | | | | | (3,806,538) | | |
Net unrealized appreciation (depreciation) | | | | | (5,974,594) | | | | | | 1,112,386,500 | | | | | | 91,972,631 | | | | | | (2,542,783) | | |
NET ASSETS | | | | $ | 525,600,522 | | | | | $ | 6,067,876,544 | | | | | $ | 1,163,179,202 | | | | | $ | 274,491,431 | | |
+ Including securities loaned at value | | | | $ | 28,173,100 | | | | | $ | — | | | | | $ | 13,726,588 | | | | | $ | 26,590,354 | | |
* Cost of investments in securities | | | | $ | 519,955,064 | | | | | $ | 4,904,326,486 | | | | | $ | 1,062,007,572 | | | | | $ | 248,153,796 | | |
** Cost of short-term investments | | | | $ | 34,820,444 | | | | | $ | 62,340,000 | | | | | $ | 22,417,811 | | | | | $ | 34,928,685 | | |
| | | Voya High Yield Portfolio | | | Voya Large Cap Growth Portfolio | | | Voya Large Cap Value Portfolio | | | Voya Limited Maturity Bond Portfolio | | ||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 89,411,405 | | | | | $ | 1,963,437,962 | | | | | $ | 56,774,336 | | | | | $ | 17,813,833 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 9,304,838 | | | | | | 96,117,122 | | | | | | 4,415,578 | | | | | | 1,848,321 | | |
Net asset value and redemption price per share | | | | $ | 9.61 | | | | | $ | 20.43 | | | | | $ | 12.86 | | | | | $ | 9.64 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 59,952,044 | | | | | $ | 2,038,390,811 | | | | | $ | 376,523,733 | | | | | $ | 176,137,930 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 6,235,173 | | | | | | 92,590,956 | | | | | | 28,683,004 | | | | | | 17,913,372 | | |
Net asset value and redemption price per share | | | | $ | 9.62 | | | | | $ | 22.02 | | | | | $ | 13.13 | | | | | $ | 9.83 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | | 46,400,028 | | | | | $ | 912,027 | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | unlimited | | | | | | unlimited | | | | | | n/a | | |
Par value | | | | | n/a | | | | | | 0.001 | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 2,106,920 | | | | | | 69,553 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | | 22.02 | | | | | $ | 13.11 | | | | | | n/a | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 371,197,769 | | | | | $ | 1,956,358,308 | | | | | $ | 728,815,138 | | | | | $ | 80,539,668 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 38,634,215 | | | | | | 91,057,831 | | | | | | 56,256,657 | | | | | | 8,128,212 | | |
Net asset value and redemption price per share | | | | $ | 9.61 | | | | | $ | 21.48 | | | | | $ | 12.96 | | | | | $ | 9.91 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 5,039,304 | | | | | $ | 63,289,435 | | | | | $ | 153,968 | | | | | | n/a | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | | | | | n/a | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | 523,744 | | | | | | 2,968,992 | | | | | | 11,879 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 9.62 | | | | | $ | 21.32 | | | | | $ | 12.96 | | | | | | n/a | | |
| | | Voya Multi- Manager Large Cap Core Portfolio | | | Voya U.S. Stock Index Portfolio | | | VY® Clarion Real Estate Portfolio | | | VY® Franklin Income Portfolio | | ||||||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 73,783,047 | | | | | $ | 5,226,744,934 | | | | | $ | 379,814,162 | | | | | $ | 409,688,558 | | |
Short-term investments at fair value** | | | | | 858,093 | | | | | | 95,573,018 | | | | | | 6,715,060 | | | | | | 53,351,678 | | |
Cash | | | | | 4,280 | | | | | | 1,703,168 | | | | | | — | | | | | | 62,512 | | |
Cash collateral for futures | | | | | — | | | | | | 3,830,745 | | | | | | — | | | | | | — | | |
Receivables: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities sold | | | | | 33,074 | | | | | | 5,491,770 | | | | | | 1,116,932 | | | | | | 6,346,887 | | |
Fund shares sold | | | | | 9,214 | | | | | | 2,780,052 | | | | | | 57,515 | | | | | | 185,103 | | |
Dividends | | | | | 72,831 | | | | | | 4,430,199 | | | | | | 1,393,938 | | | | | | 465,477 | | |
Interest | | | | | — | | | | | | 1,112 | | | | | | — | | | | | | 2,672,651 | | |
Foreign tax reclaims | | | | | — | | | | | | — | | | | | | — | | | | | | 329,139 | | |
Prepaid expenses | | | | | — | | | | | | — | | | | | | 3,885 | | | | | | 4,344 | | |
Reimbursement due from manager | | | | | 26,025 | | | | | | 159,611 | | | | | | 37,979 | | | | | | 36,755 | | |
Other assets | | | | | 10,806 | | | | | | 146,525 | | | | | | 30,570 | | | | | | 26,085 | | |
Total assets | | | | | 74,797,370 | | | | | | 5,340,861,134 | | | | | | 389,170,041 | | | | | | 473,169,189 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Payable for investment securities purchased | | | | | 45,559 | | | | | | 2,603,662 | | | | | | 983,059 | | | | | | 11,344,754 | | |
Payable for fund shares redeemed | | | | | 63,549 | | | | | | 61,457,811 | | | | | | 1,170,156 | | | | | | 825 | | |
Payable upon receipt of securities loaned | | | | | — | | | | | | 13,874,018 | | | | | | 4,792,078 | | | | | | 41,646,453 | | |
Payable for unified fees | | | | | 45,353 | | | | | | 1,152,858 | | | | | | — | | | | | | — | | |
Payable for investment management fees | | | | | — | | | | | | — | | | | | | 256,599 | | | | | | 260,729 | | |
Payable for distribution and shareholder service fees | | | | | 11,207 | | | | | | 119,878 | | | | | | 90,166 | | | | | | 108,277 | | |
Payable to trustees under the deferred compensation plan (Note 6) | | | | | 10,806 | | | | | | 146,525 | | | | | | 30,570 | | | | | | 26,085 | | |
Payable for trustee fees | | | | | — | | | | | | — | | | | | | 1,918 | | | | | | 2,187 | | |
Payable for proxy and solicitation costs (Note 6) | | | | | 45,747 | | | | | | — | | | | | | — | | | | | | — | | |
Other accrued expenses and liabilities | | | | | — | | | | | | — | | | | | | 83,354 | | | | | | 111,050 | | |
Written options, at fair value^ | | | | | — | | | | | | — | | | | | | — | | | | | | 57,000 | | |
Total liabilities | | | | | 222,221 | | | | | | 79,354,752 | | | | | | 7,407,900 | | | | | | 53,557,360 | | |
NET ASSETS | | | | $ | 74,575,149 | | | | | $ | 5,261,506,382 | | | | | $ | 381,762,141 | | | | | $ | 419,611,829 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | (22,538,818) | | | | | $ | 2,728,837,320 | | | | | $ | 321,895,437 | | | | | $ | 349,228,092 | | |
Undistributed net investment income | | | | | 1,707,000 | | | | | | 55,229,261 | | | | | | 13,185,622 | | | | | | 30,496,052 | | |
Accumulated net realized gain | | | | | 85,182,599 | | | | | | 371,623,081 | | | | | | 26,802,925 | | | | | | 20,055,862 | | |
Net unrealized appreciation | | | | | 10,224,368 | | | | | | 2,105,816,720 | | | | | | 19,878,157 | | | | | | 19,831,823 | | |
NET ASSETS | | | | $ | 74,575,149 | | | | | $ | 5,261,506,382 | | | | | $ | 381,762,141 | | | | | $ | 419,611,829 | | |
+ Including securities loaned at value | | | | $ | — | | | | | $ | 13,542,835 | | | | | $ | 4,691,020 | | | | | $ | 40,238,724 | | |
* Cost of investments in securities | | | | $ | 63,558,679 | | | | | $ | 3,120,223,819 | | | | | $ | 359,936,005 | | | | | $ | 389,819,571 | | |
** Cost of short-term investments | | | | $ | 858,093 | | | | | $ | 95,573,018 | | | | | $ | 6,715,060 | | | | | $ | 53,351,298 | | |
^ Premiums received on written options | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 33,248 | | |
| | | Voya Multi- Manager Large Cap Core Portfolio | | | Voya U.S. Stock Index Portfolio | | | VY® Clarion Real Estate Portfolio | | | VY® Franklin Income Portfolio | | ||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 1,038,095 | | | | | $ | 111,009,513 | | | | | $ | 67,180,854 | | | | | $ | 78,047,455 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 62,549 | | | | | | 7,146,900 | | | | | | 1,875,986 | | | | | | 6,985,724 | | |
Net asset value and redemption price per share | | | | $ | 16.60 | | | | | $ | 15.53 | | | | | $ | 35.81 | | | | | $ | 11.17 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 22,681,719 | | | | | $ | 3,413,200,773 | | | | | $ | 43,063,534 | | | | | $ | 8,991,080 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 1,352,727 | | | | | | 212,183,569 | | | | | | 1,143,437 | | | | | | 769,432 | | |
Net asset value and redemption price per share | | | | $ | 16.77 | | | | | $ | 16.09 | | | | | $ | 37.66 | | | | | $ | 11.69 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 1,504,112,551 | | | | | | n/a | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | unlimited | | | | | | n/a | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 93,362,026 | | | | | | n/a | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 16.11 | | | | | | n/a | | | | | | n/a | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | | n/a | | | | | | n/a | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | n/a | | | | | | n/a | | | | | | n/a | | |
Par value | | | | | n/a | | | | | | n/a | | | | | | n/a | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | n/a | | | | | | n/a | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | | n/a | | | | | | n/a | | | | | | n/a | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 50,855,335 | | | | | $ | 58,041,972 | | | | | $ | 255,048,265 | | | | | $ | 327,364,513 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 3,032,008 | | | | | | 3,639,934 | | | | | | 6,796,156 | | | | | | 28,206,690 | | |
Net asset value and redemption price per share | | | | $ | 16.77 | | | | | $ | 15.95 | | | | | $ | 37.53 | | | | | $ | 11.61 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 175,141,573 | | | | | $ | 16,469,488 | | | | | $ | 5,208,781 | | |
Shares authorized | | | | | n/a | | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | 11,125,894 | | | | | | 441,867 | | | | | | 450,176 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 15.74 | | | | | $ | 37.27 | | | | | $ | 11.57 | | |
| | | VY® JPMorgan Small Cap Core Equity Portfolio | | | VY® Templeton Global Growth Portfolio | |||||
ASSETS: | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 759,137,843 | | | | | $ | 161,695,559 |
Short-term investments at fair value** | | | | | 74,032,229 | | | | | | 6,827,812 |
Cash | | | | | 8,708 | | | | | | 684 |
Cash collateral for futures | | | | | 715,000 | | | | | | — |
Foreign currencies at value*** | | | | | — | | | | | | 30,644 |
Receivables: | | | | | | | | | | | |
Investment securities sold | | | | | 1,572,983 | | | | | | 303,390 |
Fund shares sold | | | | | 373,189 | | | | | | 4,307 |
Dividends | | | | | 715,919 | | | | | | 265,762 |
Interest | | | | | — | | | | | | 3,413 |
Foreign tax reclaims | | | | | — | | | | | | 270,896 |
Unrealized appreciation on forward foreign currency contracts | | | | | — | | | | | | 137 |
Reimbursement due from manager | | | | | — | | | | | | 17,075 |
Other assets | | | | | 25,394 | | | | | | 17,799 |
Total assets | | | | | 836,581,265 | | | | | | 169,437,478 |
LIABILITIES: | | | | | | | | | | | |
Payable for investment securities purchased | | | | | 8,269,647 | | | | | | 111,750 |
Payable for fund shares redeemed | | | | | 906,756 | | | | | | 82,096 |
Payable upon receipt of securities loaned | | | | | 35,852,668 | | | | | | 4,136,436 |
Payable for unified fees | | | | | 553,925 | | | | | | 132,917 |
Payable for distribution and shareholder service fees | | | | | 162,768 | | | | | | 34,486 |
Payable to trustees under the deferred compensation plan (Note 6) | | | | | 25,394 | | | | | | 17,799 |
Payable for cash collateral for futures | | | | | 33,280 | | | | | | — |
Total liabilities | | | | | 45,804,438 | | | | | | 4,515,484 |
NET ASSETS | | | | $ | 790,776,827 | | | | | $ | 164,921,994 |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | |
Paid-in capital | | | | $ | 455,721,530 | | | | | $ | 125,051,537 |
Undistributed net investment income | | | | | 4,159,824 | | | | | | 6,183,919 |
Accumulated net realized gain | | | | | 134,034,402 | | | | | | 24,950,078 |
Net unrealized appreciation | | | | | 196,861,071 | | | | | | 8,736,460 |
NET ASSETS | | | | $ | 790,776,827 | | | | | $ | 164,921,994 |
+ Including securities loaned at value | | | | $ | 34,942,041 | | | | | $ | 3,962,236 |
* Cost of investments in securities | | | | $ | 562,061,185 | | | | | $ | 152,955,866 |
** Cost of short-term investments | | | | $ | 74,032,229 | | | | | $ | 6,827,697 |
*** Cost of foreign currencies | | | | $ | — | | | | | $ | 30,644 |
| | | VY® JPMorgan Small Cap Core Equity Portfolio | | | VY® Templeton Global Growth Portfolio | |||||
Class ADV | | | | | | | | | | | |
Net assets | | | | $ | 136,900,579 | | | | | $ | 7,198 |
Shares authorized | | | | | unlimited | | | | | | unlimited |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 |
Shares outstanding | | | | | 6,375,632 | | | | | | 674 |
Net asset value and redemption price per share | | | | $ | 21.47 | | | | | $ | 10.68 |
Class I | | | | | | | | | | | |
Net assets | | | | $ | 201,106,747 | | | | | $ | 2,219,899 |
Shares authorized | | | | | unlimited | | | | | | unlimited |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 |
Shares outstanding | | | | | 8,801,326 | | | | | | 200,090 |
Net asset value and redemption price per share | | | | $ | 22.85 | | | | | $ | 11.09 |
Class R6 | | | | | | | | | | | |
Net assets | | | | $ | 23,564,322 | | | | | | n/a |
Shares authorized | | | | | unlimited | | | | | | n/a |
Par value | | | | $ | 0.001 | | | | | | n/a |
Shares outstanding | | | | | 1,031,793 | | | | | | n/a |
Net asset value and redemption price per share | | | | $ | 22.84 | | | | | | n/a |
Class S | | | | | | | | | | | |
Net assets | | | | $ | 394,074,362 | | | | | $ | 160,042,545 |
Shares authorized | | | | | unlimited | | | | | | unlimited |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 |
Shares outstanding | | | | | 17,492,725 | | | | | | 14,327,794 |
Net asset value and redemption price per share | | | | $ | 22.53 | | | | | $ | 11.17 |
Class S2 | | | | | | | | | | | |
Net assets | | | | $ | 35,130,817 | | | | | $ | 2,652,352 |
Shares authorized | | | | | unlimited | | | | | | unlimited |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 |
Shares outstanding | | | | | 1,577,286 | | | | | | 240,069 |
Net asset value and redemption price per share | | | | $ | 22.27 | | | | | $ | 11.05 |
| | | Voya High Yield Portfolio | | | Voya Large Cap Growth Portfolio | | | Voya Large Cap Value Portfolio | | | Voya Limited Maturity Bond Portfolio | | ||||||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | | | | | | | |
Dividends, net of foreign taxes withheld* | | | | $ | — | | | | | $ | 38,789,184 | | | | | $ | 15,751,711 | | | | | $ | 43,460 | | |
Interest | | | | | 16,877,356 | | | | | | 2,426 | | | | | | 873 | | | | | | 3,193,076 | | |
Securities lending income, net | | | | | 264,391 | | | | | | 72,632 | | | | | | 7,639 | | | | | | 11,974 | | |
Settlement income (Note 12) | | | | | — | | | | | | — | | | | | | 126,879 | | | | | | — | | |
Other | | | | | — | | | | | | 11,600 | | | | | | — | | | | | | — | | |
Total investment income | | | | | 17,141,747 | | | | | | 38,875,842 | | | | | | 15,887,102 | | | | | | 3,248,510 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | — | | | | | | 20,011,467 | | | | | | 4,422,960 | | | | | | — | | |
Unified fees | | | | | 1,324,817 | | | | | | — | | | | | | — | | | | | | 389,767 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 274,112 | | | | | | 5,943,037 | | | | | | 176,677 | | | | | | 55,738 | | |
Class S | | | | | 478,964 | | | | | | 2,483,267 | | | | | | 953,319 | | | | | | 101,422 | | |
Class S2 | | | | | 11,100 | | | | | | 129,855 | | | | | | 328 | | | | | | — | | |
Transfer agent fees | | | | | — | | | | | | 3,979 | | | | | | 1,117 | | | | | | — | | |
Shareholder reporting expense | | | | | — | | | | | | 136,474 | | | | | | 44,688 | | | | | | — | | |
Professional fees | | | | | — | | | | | | 124,890 | | | | | | 30,046 | | | | | | — | | |
Custody and accounting expense | | | | | — | | | | | | 307,700 | | | | | | 47,422 | | | | | | — | | |
Trustee fees and expenses | | | | | 14,271 | | | | | | 124,854 | | | | | | 24,769 | | | | | | 6,505 | | |
Miscellaneous expense | | | | | — | | | | | | 91,615 | | | | | | 27,079 | | | | | | — | | |
Interest expense | | | | | — | | | | | | 32,300 | | | | | | 247 | | | | | | 3,521 | | |
Total expenses | | | | | 2,103,264 | | | | | | 29,389,438 | | | | | | 5,728,652 | | | | | | 556,953 | | |
Waived and reimbursed fees | | | | | (41,277) | | | | | | (6,408) | | | | | | (658,747) | | | | | | — | | |
Net expenses | | | | | 2,061,987 | | | | | | 29,383,030 | | | | | | 5,069,905 | | | | | | 556,953 | | |
Net investment income | | | | | 15,079,760 | | | | | | 9,492,812 | | | | | | 10,817,197 | | | | | | 2,691,557 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments | | | | | (3,463,269) | | | | | | 529,419,972 | | | | | | 53,395,667 | | | | | | (691,379) | | |
Foreign currency related transactions | | | | | — | | | | | | 332 | | | | | | (9,454) | | | | | | — | | |
Futures | | | | | — | | | | | | — | | | | | | — | | | | | | (243,918) | | |
Net realized gain (loss) | | | | | (3,463,269) | | | | | | 529,420,304 | | | | | | 53,386,213 | | | | | | (935,297) | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments | | | | | (14,122,493) | | | | | | (193,226,502) | | | | | | (80,730,908) | | | | | | (1,841,446) | | |
Foreign currency related transactions | | | | | — | | | | | | (1,457) | | | | | | 7,357 | | | | | | — | | |
Futures | | | | | — | | | | | | — | | | | | | — | | | | | | 39,889 | | |
Net change in unrealized appreciation (depreciation) | | | | | (14,122,493) | | | | | | (193,227,959) | | | | | | (80,723,551) | | | | | | (1,801,557) | | |
Net realized and unrealized gain (loss) | | | | | (17,585,762) | | | | | | 336,192,345 | | | | | | (27,337,338) | | | | | | (2,736,854) | | |
Increase (decrease) in net assets resulting from operations | | | | $ | (2,506,002) | | | | | $ | 345,685,157 | | | | | $ | (16,520,141) | | | | | $ | (45,297) | | |
* Foreign taxes withheld | | | | $ | — | | | | | $ | — | | | | | $ | 101,145 | | | | | $ | — | | |
| | | Voya Multi- Manager Large Cap Core Portfolio | | | Voya U.S. Stock Index Portfolio | | | VY® Clarion Real Estate Portfolio | | | VY® Franklin Income Portfolio | | ||||||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | | | | | | | |
Dividends, net of foreign taxes withheld* | | | | $ | 2,150,267 | | | | | $ | 49,044,942 | | | | | $ | 5,170,434 | | | | | $ | 4,272,981 | | |
Interest | | | | | — | | | | | | 181,074 | | | | | | — | | | | | | 6,592,551 | | |
Securities lending income, net | | | | | 2,512 | | | | | | 38,642 | | | | | | 3,819 | | | | | | 368,081 | | |
Settlement income (Note 12) | | | | | — | | | | | | 118,325 | | | | | | — | | | | | | — | | |
Other | | | | | — | | | | | | — | | | | | | 30,411 | | | | | | 4,867 | | |
Total investment income | | | | | 2,152,779 | | | | | | 49,382,983 | | | | | | 5,204,664 | | | | | | 11,238,480 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | — | | | | | | — | | | | | | 1,571,122 | | | | | | 1,626,293 | | |
Unified fees | | | | | 890,843 | | | | | | 6,717,163 | | | | | | — | | | | | | — | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 3,211 | | | | | | 301,531 | | | | | | 200,761 | | | | | | 236,659 | | |
Class S | | | | | 65,784 | | | | | | 91,336 | | | | | | 315,267 | | | | | | 425,576 | | |
Class S2 | | | | | — | | | | | | 366,628 | | | | | | 32,117 | | | | | | 10,539 | | |
Transfer agent fees | | | | | — | | | | | | — | | | | | | 392 | | | | | | 235 | | |
Shareholder reporting expense | | | | | — | | | | | | — | | | | | | 20,510 | | | | | | 14,842 | | |
Professional fees | | | | | — | | | | | | — | | | | | | 15,796 | | | | | | 13,814 | | |
Custody and accounting expense | | | | | — | | | | | | — | | | | | | 30,593 | | | | | | 30,172 | | |
Trustee fees and expenses | | | | | 8,971 | | | | | | 125,358 | | | | | | 7,671 | | | | | | 8,745 | | |
Proxy and solicitation costs (Note 6) | | | | | 78,075 | | | | | | — | | | | | | — | | | | | | — | | |
Miscellaneous expense | | | | | — | | | | | | — | | | | | | 18,205 | | | | | | 15,024 | | |
Interest expense | | | | | — | | | | | | 5,121 | | | | | | 166 | | | | | | 280 | | |
Total expenses | | | | | 1,046,884 | | | | | | 7,607,137 | | | | | | 2,212,600 | | | | | | 2,382,179 | | |
Waived and reimbursed fees | | | | | (87,330) | | | | | | (789,499) | | | | | | (320,093) | | | | | | (269,710) | | |
Brokerage commission recapture | | | | | (5,674) | | | | | | — | | | | | | — | | | | | | (1,197) | | |
Net expenses | | | | | 953,880 | | | | | | 6,817,638 | | | | | | 1,892,507 | | | | | | 2,111,272 | | |
Net investment income | | | | | 1,198,899 | | | | | | 42,565,345 | | | | | | 3,312,157 | | | | | | 9,127,208 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 60,560,229 | | | | | | 106,888,950 | | | | | | (4,542,752) | | | | | | 19,996,944 | | |
Foreign currency related transactions | | | | | 110 | | | | | | — | | | | | | 182 | | | | | | (9,649) | | |
Futures | | | | | — | | | | | | 2,659,826 | | | | | | — | | | | | | — | | |
Written options | | | | | — | | | | | | — | | | | | | — | | | | | | 68,573 | | |
Net realized gain (loss) | | | | | 60,560,339 | | | | | | 109,548,776 | | | | | | (4,542,570) | | | | | | 20,055,868 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments | | | | | (68,825,134) | | | | | | (16,617,520) | | | | | | (5,432,609) | | | | | | (28,838,549) | | |
Foreign currency related transactions | | | | | — | | | | | | — | | | | | | — | | | | | | (13,356) | | |
Futures | | | | | — | | | | | | (965,045) | | | | | | — | | | | | | — | | |
Written options | | | | | — | | | | | | — | | | | | | — | | | | | | (23,752) | | |
Net change in unrealized appreciation (depreciation) | | | | | (68,825,134) | | | | | | (17,582,565) | | | | | | (5,432,609) | | | | | | (28,875,657) | | |
Net realized and unrealized gain (loss) | | | | | (8,264,795) | | | | | | 91,966,211 | | | | | | (9,975,179) | | | | | | (8,819,789) | | |
Increase (decrease) in net assets resulting from operations | | | | $ | (7,065,896) | | | | | $ | 134,531,556 | | | | | $ | (6,663,022) | | | | | $ | 307,419 | | |
* Foreign taxes withheld | | | | $ | 3,245 | | | | | $ | — | | | | | $ | — | | | | | $ | 164,573 | | |
| | | VY® JPMorgan Small Cap Core Equity Portfolio | | | VY® Templeton Global Growth Portfolio | | ||||||
INVESTMENT INCOME: | | | | | | | | | | | | | |
Dividends, net of foreign taxes withheld* | | | | $ | 5,125,574 | | | | | $ | 2,750,538 | | |
Interest | | | | | — | | | | | | 58,995 | | |
Securities lending income, net | | | | | 225,222 | | | | | | 37,551 | | |
Other | | | | | 89,715 | | | | | | 1,158 | | |
Total investment income | | | | | 5,440,511 | | | | | | 2,848,242 | | |
EXPENSES: | | | | | | | | | | | | | |
Unified fees | | | | | 3,206,292 | | | | | | 835,804 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | |
Class ADV | | | | | 397,582 | | | | | | 22 | | |
Class S | | | | | 476,972 | | | | | | 211,357 | | |
Class S2 | | | | | 70,529 | | | | | | 5,566 | | |
Trustee fees and expenses | | | | | 19,132 | | | | | | 5,242 | | |
Total expenses | | | | | 4,170,507 | | | | | | 1,057,991 | | |
Waived and reimbursed fees | | | | | (2,021) | | | | | | (117,064) | | |
Brokerage commission recapture | | | | | (13,505) | | | | | | (430) | | |
Net expenses | | | | | 4,154,981 | | | | | | 940,497 | | |
Net investment income | | | | | 1,285,530 | | | | | | 1,907,745 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | |
Investments | | | | | 44,014,974 | | | | | | 10,945,746 | | |
Forward foreign currency contracts | | | | | — | | | | | | 18,902 | | |
Foreign currency related transactions | | | | | — | | | | | | (31,216) | | |
Futures | | | | | 618,313 | | | | | | — | | |
Net realized gain | | | | | 44,633,287 | | | | | | 10,933,432 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | |
Investments | | | | | 5,289,489 | | | | | | (16,918,793) | | |
Forward foreign currency contracts | | | | | — | | | | | | 137 | | |
Foreign currency related transactions | | | | | — | | | | | | (123) | | |
Futures | | | | | (185,117) | | | | | | — | | |
Net change in unrealized appreciation (depreciation) | | | | | 5,104,372 | | | | | | (16,918,779) | | |
Net realized and unrealized gain (loss) | | | | | 49,737,659 | | | | | | (5,985,347) | | |
Increase (decrease) in net assets resulting from operations | | | | $ | 51,023,189 | | | | | $ | (4,077,602) | | |
* Foreign taxes withheld | | | | $ | 12,271 | | | | | $ | 367,867 | | |
| | | Voya High Yield Portfolio | | | Voya Large Cap Growth Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2018 | | | Year Ended December 31, 2017 | | | Six Months Ended June 30, 2018 | | | Year Ended December 31, 2017 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 15,079,760 | | | | | $ | 34,894,584 | | | | | $ | 9,492,812 | | | | | $ | 21,561,913 | | |
Net realized gain (loss) | | | | | (3,463,269) | | | | | | 1,869,109 | | | | | | 529,420,304 | | | | | | 811,838,821 | | |
Net change in unrealized appreciation (depreciation) | | | | | (14,122,493) | | | | | | 590,374 | | | | | | (193,227,959) | | | | | | 752,287,838 | | |
Increase (decrease) in net assets resulting from operations | | | | | (2,506,002) | | | | | | 37,354,067 | | | | | | 345,685,157 | | | | | | 1,585,688,572 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | |||||
Net investment income: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | (2,556,125) | | | | | | (6,079,554) | | | | | | — | | | | | | (1,371,282) | | |
Class I | | | | | (1,878,381) | | | | | | (4,034,103) | | | | | | — | | | | | | (12,873,568) | | |
Class R6 | | | | | — | | | | | | — | | | | | | — | | | | | | (113,905) | | |
Class S | | | | | (11,388,848) | | | | | | (29,437,507) | | | | | | — | | | | | | (8,451,584) | | |
Class S2 | | | | | (160,769) | | | | | | (381,401) | | | | | | — | | | | | | (173,627) | | |
Net realized gains: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | — | | | | | | — | | | | | | (152,451,775) | | |
Class I | | | | | — | | | | | | — | | | | | | — | | | | | | (141,326,755) | | |
Class R6 | | | | | — | | | | | | — | | | | | | — | | | | | | (1,250,451) | | |
Class S | | | | | — | | | | | | — | | | | | | — | | | | | | (147,987,229) | | |
Class S2 | | | | | — | | | | | | — | | | | | | — | | | | | | (4,983,941) | | |
Return of capital: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (221,577) | | | | | | — | | | | | | — | | |
Class I | | | | | — | | | | | | (134,020) | | | | | | — | | | | | | — | | |
Class S | | | | | — | | | | | | (1,009,642) | | | | | | — | | | | | | — | | |
Class S2 | | | | | — | | | | | | (13,403) | | | | | | — | | | | | | — | | |
Total distributions | | | | | (15,984,123) | | | | | | (41,311,207) | | | | | | — | | | | | | (470,984,117) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 19,216,158 | | | | | | 40,672,297 | | | | | | 140,972,592 | | | | | | 418,057,983 | | |
Reinvestment of distributions | | | | | 15,984,123 | | | | | | 41,311,207 | | | | | | — | | | | | | 470,984,117 | | |
| | | | | 35,200,281 | | | | | | 81,983,504 | | | | | | 140,972,592 | | | | | | 889,042,100 | | |
Cost of shares redeemed | | | | | (58,921,947) | | | | | | (157,654,925) | | | | | | (698,651,491) | | | | | | (1,567,987,046) | | |
Net decrease in net assets resulting from capital share transactions | | | | | (23,721,666) | | | | | | (75,671,421) | | | | | | (557,678,899) | | | | | | (678,944,946) | | |
Net increase (decrease) in net assets | | | | | (42,211,791) | | | | | | (79,628,561) | | | | | | (211,993,742) | | | | | | 435,759,509 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 567,812,313 | | | | | | 647,440,874 | | | | | | 6,279,870,286 | | | | | | 5,844,110,777 | | |
End of year or period | | | | $ | 525,600,522 | | | | | $ | 567,812,313 | | | | | $ | 6,067,876,544 | | | | | $ | 6,279,870,286 | | |
Undistributed (distributions in excess of) net investment income or accumulated net investment loss at end of year or period | | | | $ | (927,247) | | | | | $ | (22,884) | | | | | $ | 30,876,546 | | | | | $ | 21,383,734 | | |
|
| | | Voya Large Cap Value Portfolio | | | Voya Limited Maturity Bond Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2018 | | | Year Ended December 31, 2017 | | | Six Months Ended June 30, 2018 | | | Year Ended December 31, 2017 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 10,817,197 | | | | | $ | 26,574,091 | | | | | $ | 2,691,557 | | | | | $ | 4,315,943 | | |
Net realized gain (loss) | | | | | 53,386,213 | | | | | | 149,118,677 | | | | | | (935,297) | | | | | | (391,089) | | |
Net change in unrealized appreciation (depreciation) | | | | | (80,723,551) | | | | | | 2,157,076 | | | | | | (1,801,557) | | | | | | (182,634) | | |
Increase (decrease) in net assets resulting from operations | | | | | (16,520,141) | | | | | | 177,849,844 | | | | | | (45,297) | | | | | | 3,742,220 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income: | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | (1,141,716) | | | | | | (104,016) | | | | | | (274,103) | | |
Class I | | | | | — | | | | | | (10,255,856) | | | | | | (1,499,959) | | | | | | (3,315,834) | | |
Class R6 | | | | | — | | | | | | (31,778) | | | | | | — | | | | | | — | | |
Class S | | | | | — | | | | | | (17,711,662) | | | | | | (597,107) | | | | | | (1,451,783) | | |
Class S2 | | | | | — | | | | | | (3,922) | | | | | | — | | | | | | — | | |
Return of capital: | | | | | | ||||||||||||||||||||
Class ADV | | | | | — | | | | | | — | | | | | | — | | | | | | (12,533) | | |
Class I | | | | | — | | | | | | — | | | | | | — | | | | | | (101,848) | | |
Class S | | | | | — | | | | | | — | | | | | | — | | | | | | (50,640) | | |
Total distributions | | | | | — | | | | | | (29,144,934) | | | | | | (2,201,082) | | | | | | (5,206,741) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 8,599,071 | | | | | | 40,714,618 | | | | | | 18,680,781 | | | | | | 78,890,640 | | |
Reinvestment of distributions | | | | | — | | | | | | 29,144,850 | | | | | | 2,201,082 | | | | | | 5,184,033 | | |
| | | | | 8,599,071 | | | | | | 69,859,468 | | | | | | 20,881,863 | | | | | | 84,074,673 | | |
Cost of shares redeemed | | | | | (119,697,293) | | | | | | (500,955,133) | | | | | | (35,923,128) | | | | | | (83,335,964) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (111,098,222) | | | | | | (431,095,665) | | | | | | (15,041,265) | | | | | | 738,709 | | |
Net decrease in net assets | | | | | (127,618,363) | | | | | | (282,390,755) | | | | | | (17,287,644) | | | | | | (725,812) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 1,290,797,565 | | | | | | 1,573,188,320 | | | | | | 291,779,075 | | | | | | 292,504,887 | | |
End of year or period | | | | $ | 1,163,179,202 | | | | | $ | 1,290,797,565 | | | | | $ | 274,491,431 | | | | | $ | 291,779,075 | | |
Undistributed (distributions in excess of) net investment income or accumulated net investment loss at end of year or period | | | | $ | 13,997,885 | | | | | $ | 3,180,688 | | | | | $ | 478,926 | | | | | $ | (11,549) | | |
|
| | | Voya Multi-Manager Large Cap Core Portfolio | | | Voya U.S. Stock Index Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2018 | | | Year Ended December 31, 2017 | | | Six Months Ended June 30, 2018 | | | Year Ended December 31, 2017 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 1,198,899 | | | | | $ | 3,119,072 | | | | | $ | 42,565,345 | | | | | $ | 85,339,638 | | |
Net realized gain | | | | | 60,560,339 | | | | | | 26,614,618 | | | | | | 109,548,776 | | | | | | 300,946,847 | | |
Net change in unrealized appreciation (depreciation) | | | | | (68,825,134) | | | | | | 37,639,817 | | | | | | (17,582,565) | | | | | | 565,904,600 | | |
Increase (decrease) in net assets resulting from operations | | | | | (7,065,896) | | | | | | 67,373,507 | | | | | | 134,531,556 | | | | | | 952,191,085 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (5,015) | | | | | | — | | | | | | (1,400,754) | | |
Class I | | | | | — | | | | | | (2,900,578) | | | | | | — | | | | | | (58,458,287) | | |
Class P2 | | | | | — | | | | | | — | | | | | | — | | | | | | (20,283,127) | | |
Class R6(1) | | | | | — | | | | | | (40) | | | | | | — | | | | | | — | | |
Class S | | | | | — | | | | | | (427,840) | | | | | | — | | | | | | (1,155,454) | | |
Class S2 | | | | | — | | | | | | — | | | | | | — | | | | | | (2,501,263) | | |
Net realized gains: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (66,913) | | | | | | — | | | | | | (5,845,829) | | |
Class I | | | | | — | | | | | | (15,618,205) | | | | | | — | | | | | | (169,584,697) | | |
Class P2 | | | | | — | | | | | | — | | | | | | — | | | | | | (49,550,116) | | |
Class R6(1) | | | | | — | | | | | | (209) | | | | | | — | | | | | | — | | |
Class S | | | | | — | | | | | | (3,373,368) | | | | | | — | | | | | | (3,382,656) | | |
Class S2 | | | | | — | | | | | | — | | | | | | — | | | | | | (9,069,001) | | |
Total distributions | | | | | — | | | | | | (22,392,168) | | | | | | — | | | | | | (321,231,184) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 13,808,393 | | | | | | 40,480,700 | | | | | | 696,567,684 | | | | | | 1,893,642,057 | | |
Reinvestment of distributions | | | | | — | | | | | | 22,392,168 | | | | | | — | | | | | | 321,231,184 | | |
| | | | | 13,808,393 | | | | | | 62,872,868 | | | | | | 696,567,684 | | | | | | 2,214,873,241 | | |
Cost of shares redeemed | | | | | (269,285,193) | | | | | | (133,708,875) | | | | | | (648,794,287) | | | | | | (2,315,728,469) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (255,476,800) | | | | | | (70,836,007) | | | | | | 47,773,397 | | | | | | (100,855,228) | | |
Net increase (decrease) in net assets | | | | | (262,542,696) | | | | | | (25,854,668) | | | | | | 182,304,953 | | | | | | 530,104,673 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 337,117,845 | | | | | | 362,972,513 | | | | | | 5,079,201,429 | | | | | | 4,549,096,756 | | |
End of year or period | | | | $ | 74,575,149 | | | | | $ | 337,117,845 | | | | | $ | 5,261,506,382 | | | | | $ | 5,079,201,429 | | |
Undistributed net investment income at end of year or period | | | | $ | 1,707,000 | | | | | $ | 508,101 | | | | | $ | 55,229,261 | | | | | $ | 12,663,916 | | |
|
| | | VY® Clarion Real Estate Portfolio | | | VY® Franklin Income Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2018 | | | Year Ended December 31, 2017 | | | Six Months Ended June 30, 2018 | | | Year Ended December 31, 2017 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 3,312,157 | | | | | $ | 9,895,565 | | | | | $ | 9,127,208 | | | | | $ | 21,450,566 | | |
Net realized gain (loss) | | | | | (4,542,570) | | | | | | 37,610,885 | | | | | | 20,055,868 | | | | | | 23,327,280 | | |
Net change in unrealized appreciation (depreciation) | | | | | (5,432,609) | | | | | | (20,676,753) | | | | | | (28,875,657) | | | | | | 2,705,381 | | |
Increase (decrease) in net assets resulting from operations | | | | | (6,663,022) | | | | | | 26,829,697 | | | | | | 307,419 | | | | | | 47,483,227 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (1,510,825) | | | | | | — | | | | | | (3,351,186) | | |
Class I | | | | | — | | | | | | (2,404,709) | | | | | | — | | | | | | (426,583) | | |
Class S | | | | | — | | | | | | (6,917,341) | | | | | | — | | | | | | (16,952,728) | | |
Class S2 | | | | | — | | | | | | (393,072) | | | | | | — | | | | | | (297,659) | | |
Total distributions | | | | | — | | | | | | (11,225,947) | | | | | | — | | | | | | (21,028,156) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 8,338,123 | | | | | | 26,370,073 | | | | | | 4,260,490 | | | | | | 17,103,597 | | |
Reinvestment of distributions | | | | | — | | | | | | 11,225,947 | | | | | | — | | | | | | 21,028,156 | | |
| | | | | 8,338,123 | | | | | | 37,596,020 | | | | | | 4,260,490 | | | | | | 38,131,753 | | |
Cost of shares redeemed | | | | | (104,563,825) | | | | | | (163,059,211) | | | | | | (42,840,985) | | | | | | (107,242,238) | | |
Net decrease in net assets resulting from capital share transactions | | | | | (96,225,702) | | | | | | (125,463,191) | | | | | | (38,580,495) | | | | | | (69,110,485) | | |
Net decrease in net assets | | | | | (102,888,724) | | | | | | (109,859,441) | | | | | | (38,273,076) | | | | | | (42,655,414) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 484,650,865 | | | | | | 594,510,306 | | | | | | 457,884,905 | | | | | | 500,540,319 | | |
End of year or period | | | | $ | 381,762,141 | | | | | $ | 484,650,865 | | | | | $ | 419,611,829 | | | | | $ | 457,884,905 | | |
Undistributed net investment income at end of year or period | | | | $ | 13,185,622 | | | | | $ | 9,873,465 | | | | | $ | 30,496,052 | | | | | $ | 21,368,844 | | |
|
| | | VY® JPMorgan Small Cap Core Equity Portfolio | | | VY® Templeton Global Growth Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2018 | | | Year Ended December 31, 2017 | | | Six Months Ended June 30, 2018 | | | Year Ended December 31, 2017 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 1,285,530 | | | | | $ | 2,828,410 | | | | | $ | 1,907,745 | | | | | $ | 2,947,977 | | |
Net realized gain | | | | | 44,633,287 | | | | | | 91,645,575 | | | | | | 10,933,432 | | | | | | 16,262,610 | | |
Net change in unrealized appreciation (depreciation) | | | | | 5,104,372 | | | | | | 16,325,034 | | | | | | (16,918,779) | | | | | | 12,939,617 | | |
Increase (decrease) in net assets resulting from operations | | | | | 51,023,189 | | | | | | 110,799,019 | | | | | | (4,077,602) | | | | | | 32,150,204 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (278,200) | | | | | | — | | | | | | (96) | | |
Class I | | | | | — | | | | | | (1,285,448) | | | | | | — | | | | | | (39,653) | | |
Class R6 | | | | | — | | | | | | (107,532) | | | | | | — | | | | | | — | | |
Class S | | | | | — | | | | | | (1,859,584) | | | | | | — | | | | | | (2,967,750) | | |
Class S2 | | | | | — | | | | | | (116,301) | | | | | | — | | | | | | (48,715) | | |
Net realized gains: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (6,899,117) | | | | | | — | | | | | | (47) | | |
Class I | | | | | — | | | | | | (9,685,823) | | | | | | — | | | | | | (14,216) | | |
Class R6 | | | | | — | | | | | | (810,255) | | | | | | — | | | | | | — | | |
Class S | | | | | — | | | | | | (21,436,925) | | | | | | — | | | | | | (1,232,811) | | |
Class S2 | | | | | — | | | | | | (2,041,022) | | | | | | — | | | | | | (22,107) | | |
Total distributions | | | | | — | | | | | | (44,520,207) | | | | | | — | | | | | | (4,325,395) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 36,198,721 | | | | | | 68,196,224 | | | | | | 2,485,209 | | | | | | 5,323,455 | | |
Reinvestment of distributions | | | | | — | | | | | | 44,520,207 | | | | | | — | | | | | | 4,325,395 | | |
| | | | | 36,198,721 | | | | | | 112,716,431 | | | | | | 2,485,209 | | | | | | 9,648,850 | | |
Cost of shares redeemed | | | | | (54,230,635) | | | | | | (196,506,523) | | | | | | (14,198,608) | | | | | | (50,176,969) | | |
Net decrease in net assets resulting from capital share transactions | | | | | (18,031,914) | | | | | | (83,790,092) | | | | | | (11,713,399) | | | | | | (40,528,119) | | |
Net increase (decrease) in net assets | | | | | 32,991,275 | | | | | | (17,511,280) | | | | | | (15,791,001) | | | | | | (12,703,310) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 757,785,552 | | | | | | 775,296,832 | | | | | | 180,712,995 | | | | | | 193,416,305 | | |
End of year or period | | | | $ | 790,776,827 | | | | | $ | 757,785,552 | | | | | $ | 164,921,994 | | | | | $ | 180,712,995 | | |
Undistributed net investment income at end of year or period | | | | $ | 4,159,824 | | | | | $ | 2,874,294 | | | | | $ | 6,183,919 | | | | | $ | 4,276,174 | | |
|
| | | | | | | | | 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 High Yield Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 9.94 | | | | | | 0.25• | | | | | | (0.31) | | | | | | (0.06) | | | | | | 0.27 | | | | | | — | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 9.61 | | | | | | (0.60) | | | | | | 1.10 | | | | 1.08 | | | 1.08 | | | 5.26 | | | | | 89,411 | | | | | | 22 | | |
12-31-17 | | | | | 10.01 | | | | | | 0.54 | | | | | | 0.03 | | | | | | 0.57 | | | | | | 0.62 | | | | | | — | | | | | | 0.02 | | | | | | 0.64 | | | | | | — | | | | | | 9.94 | | | | | | 5.83 | | | | | | 1.10 | | | | 1.08 | | | 1.08 | | | 5.36 | | | | | 96,011 | | | | | | 37 | | |
12-31-16 | | | | | 9.33 | | | | | | 0.55 | | | | | | 0.74 | | | | | | 1.29 | | | | | | 0.61 | | | | | | — | | | | | | — | | | | | | 0.61 | | | | | | — | | | | | | 10.01 | | | | | | 14.21 | | | | | | 1.14 | | | | 1.08 | | | 1.08 | | | 5.56 | | | | | 98,835 | | | | | | 31 | | |
12-31-15 | | | | | 10.10 | | | | | | 0.56• | | | | | | (0.78) | | | | | | (0.22) | | | | | | 0.55 | | | | | | — | | | | | | — | | | | | | 0.55 | | | | | | — | | | | | | 9.33 | | | | | | (2.35) | | | | | | 1.24 | | | | 1.08 | | | 1.08 | | | 5.57 | | | | | 94,398 | | | | | | 33 | | |
12-31-14 | | | | | 10.60 | | | | | | 0.57• | | | | | | (0.47) | | | | | | 0.10 | | | | | | 0.60 | | | | | | — | | | | | | — | | | | | | 0.60 | | | | | | — | | | | | | 10.10 | | | | | | 0.81 | | | | | | 1.25 | | | | 1.08 | | | 1.08 | | | 5.44 | | | | | 111,226 | | | | | | 78 | | |
12-31-13 | | | | | 10.63 | | | | | | 0.58• | | | | | | (0.04) | | | | | | 0.54 | | | | | | 0.57 | | | | | | — | | | | | | — | | | | | | 0.57 | | | | | | — | | | | | | 10.60 | | | | | | 5.25 | | | | | | 1.25 | | | | 1.10 | | | 1.10 | | | 5.44 | | | | | 117,539 | | | | | | 26 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 9.95 | | | | | | 0.28• | | | | | | (0.31) | | | | | | (0.03) | | | | | | 0.30 | | | | | | — | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 9.62 | | | | | | (0.30) | | | | | | 0.50 | | | | 0.48 | | | 0.48 | | | 5.86 | | | | | 59,952 | | | | | | 22 | | |
12-31-17 | | | | | 10.01 | | | | | | 0.60 | | | | | | 0.04 | | | | | | 0.64 | | | | | | 0.68 | | | | | | — | | | | | | 0.02 | | | | | | 0.70 | | | | | | — | | | | | | 9.95 | | | | | | 6.58 | | | | | | 0.50 | | | | 0.48 | | | 0.48 | | | 5.96 | | | | | 62,380 | | | | | | 37 | | |
12-31-16 | | | | | 9.33 | | | | | | 0.60• | | | | | | 0.75 | | | | | | 1.35 | | | | | | 0.67 | | | | | | — | | | | | | — | | | | | | 0.67 | | | | | | — | | | | | | 10.01 | | | | | | 14.89 | | | | | | 0.49 | | | | 0.48 | | | 0.48 | | | 6.16 | | | | | 57,828 | | | | | | 31 | | |
12-31-15 | | | | | 10.11 | | | | | | 0.60 | | | | | | (0.77) | | | | | | (0.17) | | | | | | 0.61 | | | | | | — | | | | | | — | | | | | | 0.61 | | | | | | — | | | | | | 9.33 | | | | | | (1.86) | | | | | | 0.49 | | | | 0.48 | | | 0.48 | | | 6.18 | | | | | 63,622 | | | | | | 33 | | |
12-31-14 | | | | | 10.61 | | | | | | 0.64• | | | | | | (0.48) | | | | | | 0.16 | | | | | | 0.66 | | | | | | — | | | | | | — | | | | | | 0.66 | | | | | | — | | | | | | 10.11 | | | | | | 1.41 | | | | | | 0.50 | | | | 0.48 | | | 0.48 | | | 6.03 | | | | | 61,136 | | | | | | 78 | | |
12-31-13 | | | | | 10.64 | | | | | | 0.64• | | | | | | (0.03) | | | | | | 0.61 | | | | | | 0.64 | | | | | | — | | | | | | — | | | | | | 0.64 | | | | | | — | | | | | | 10.61 | | | | | | 5.89 | | | | | | 0.50 | | | | 0.50 | | | 0.50 | | | 6.01 | | | | | 86,289 | | | | | | 26 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 9.94 | | | | | | 0.27• | | | | | | (0.31) | | | | | | (0.04) | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 9.61 | | | | | | (0.43) | | | | | | 0.75 | | | | 0.73 | | | 0.73 | | | 5.61 | | | | | 371,198 | | | | | | 22 | | |
12-31-17 | | | | | 10.01 | | | | | | 0.58 | | | | | | 0.02 | | | | | | 0.60 | | | | | | 0.65 | | | | | | — | | | | | | 0.02 | | | | | | 0.67 | | | | | | — | | | | | | 9.94 | | | | | | 6.20 | | | | | | 0.75 | | | | 0.73 | | | 0.73 | | | 5.71 | | | | | 403,630 | | | | | | 37 | | |
12-31-16 | | | | | 9.33 | | | | | | 0.58 | | | | | | 0.75 | | | | | | 1.33 | | | | | | 0.65 | | | | | | — | | | | | | — | | | | | | 0.65 | | | | | | — | | | | | | 10.01 | | | | | | 14.61 | | | | | | 0.74 | | | | 0.73 | | | 0.73 | | | 5.91 | | | | | 484,963 | | | | | | 31 | | |
12-31-15 | | | | | 10.10 | | | | | | 0.59• | | | | | | (0.77) | | | | | | (0.18) | | | | | | 0.59 | | | | | | — | | | | | | — | | | | | | 0.59 | | | | | | — | | | | | | 9.33 | | | | | | (2.01) | | | | | | 0.74 | | | | 0.73 | | | 0.73 | | | 5.91 | | | | | 472,161 | | | | | | 33 | | |
12-31-14 | | | | | 10.60 | | | | | | 0.61• | | | | | | (0.48) | | | | | | 0.13 | | | | | | 0.63 | | | | | | — | | | | | | — | | | | | | 0.63 | | | | | | — | | | | | | 10.10 | | | | | | 1.16 | | | | | | 0.75 | | | | 0.73 | | | 0.73 | | | 5.79 | | | | | 590,463 | | | | | | 78 | | |
12-31-13 | | | | | 10.63 | | | | | | 0.62 | | | | | | (0.04) | | | | | | 0.58 | | | | | | 0.61 | | | | | | — | | | | | | — | | | | | | 0.61 | | | | | | — | | | | | | 10.60 | | | | | | 5.62 | | | | | | 0.75 | | | | 0.75 | | | 0.75 | | | 5.78 | | | | | 691,275 | | | | | | 26 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 9.95 | | | | | | 0.26• | | | | | | (0.31) | | | | | | (0.05) | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 9.62 | | | | | | (0.50) | | | | | | 0.90 | | | | 0.88 | | | 0.88 | | | 5.46 | | | | | 5,039 | | | | | | 22 | | |
12-31-17 | | | | | 10.02 | | | | | | 0.56 | | | | | | 0.03 | | | | | | 0.59 | | | | | | 0.64 | | | | | | — | | | | | | 0.02 | | | | | | 0.66 | | | | | | — | | | | | | 9.95 | | | | | | 6.04 | | | | | | 0.90 | | | | 0.88 | | | 0.88 | | | 5.56 | | | | | 5,792 | | | | | | 37 | | |
12-31-16 | | | | | 9.34 | | | | | | 0.56 | | | | | | 0.75 | | | | | | 1.31 | | | | | | 0.63 | | | | | | — | | | | | | — | | | | | | 0.63 | | | | | | — | | | | | | 10.02 | | | | | | 14.43 | | | | | | 0.92 | | | | 0.88 | | | 0.88 | | | 5.76 | | | | | 5,815 | | | | | | 31 | | |
12-31-15 | | | | | 10.11 | | | | | | 0.58• | | | | | | (0.77) | | | | | | (0.19) | | | | | | 0.58 | | | | | | — | | | | | | — | | | | | | 0.58 | | | | | | — | | | | | | 9.34 | | | | | | (2.15) | | | | | | 0.99 | | | | 0.88 | | | 0.88 | | | 5.76 | | | | | 5,327 | | | | | | 33 | | |
12-31-14 | | | | | 10.62 | | | | | | 0.59 | | | | | | (0.48) | | | | | | 0.11 | | | | | | 0.62 | | | | | | — | | | | | | — | | | | | | 0.62 | | | | | | — | | | | | | 10.11 | | | | | | 0.92 | | | | | | 1.00 | | | | 0.88 | | | 0.88 | | | 5.64 | | | | | 6,863 | | | | | | 78 | | |
12-31-13 | | | | | 10.65 | | | | | | 0.60• | | | | | | (0.03) | | | | | | 0.57 | | | | | | 0.60 | | | | | | — | | | | | | — | | | | | | 0.60 | | | | | | — | | | | | | 10.62 | | | | | | 5.47 | | | | | | 1.00 | | | | 0.90 | | | 0.90 | | | 5.63 | | | | | 6,722 | | | | | | 26 | | |
Voya Large Cap Growth Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 19.36 | | | | | | (0.00)* | | | | | | 1.07 | | | | | | 1.07 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 20.43 | | | | | | 5.53 | | | | | | 1.27 | | | | 1.27 | | | 1.27 | | | (0.02) | | | | | 1,963,438 | | | | | | 49 | | |
12-31-17 | | | | | 16.22 | | | | | | 0.02 | | | | | | 4.53 | | | | | | 4.55 | | | | | | 0.01 | | | | | | 1.40 | | | | | | — | | | | | | 1.41 | | | | | | — | | | | | | 19.36 | | | | | | 29.01 | | | | | | 1.27 | | | | 1.27 | | | 1.27 | | | 0.04 | | | | | 2,015,843 | | | | | | 65 | | |
12-31-16 | | | | | 18.13 | | | | | | 0.01 | | | | | | 0.57 | | | | | | 0.58 | | | | | | — | | | | | | 2.49 | | | | | | — | | | | | | 2.49 | | | | | | — | | | | | | 16.22 | | | | | | 3.33 | | | | | | 1.32 | | | | 1.27 | | | 1.27 | | | 0.08 | | | | | 1,986,387 | | | | | | 74 | | |
12-31-15 | | | | | 19.04 | | | | | | (0.01) | | | | | | 1.12 | | | | | | 1.11 | | | | | | 0.00* | | | | | | 2.02 | | | | | | — | | | | | | 2.02 | | | | | | — | | | | | | 18.13 | | | | | | 5.72 | | | | | | 1.42 | | | | 1.24 | | | 1.24 | | | (0.05) | | | | | 2,244,745 | | | | | | 70 | | |
12-31-14 | | | | | 18.22 | | | | | | 0.02 | | | | | | 2.26 | | | | | | 2.28 | | | | | | 0.01 | | | | | | 1.45 | | | | | | — | | | | | | 1.46 | | | | | | — | | | | | | 19.04 | | | | | | 13.03 | | | | | | 1.43 | | | | 1.16 | | | 1.16 | | | 0.07 | | | | | 2,454,572 | | | | | | 65 | | |
12-31-13 | | | | | 14.17 | | | | | | 0.03 | | | | | | 4.24 | | | | | | 4.27 | | | | | | 0.06 | | | | | | 0.16 | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 18.22 | | | | | | 30.29 | | | | | | 1.43 | | | | 1.07 | | | 1.07 | | | 0.14 | | | | | 2,519,145 | | | | | | 77 | | |
| | | | | | | | | 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 Large Cap Growth Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 20.80 | | | | | | 0.06• | | | | | | 1.16 | | | | | | 1.22 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 22.02 | | | | | | 5.87 | | | | | | 0.67 | | | | 0.67 | | | 0.67 | | | 0.58 | | | | | 2,038,391 | | | | | | 49 | | |
12-31-17 | | | | | 17.34 | | | | | | 0.12 | | | | | | 4.87 | | | | | | 4.99 | | | | | | 0.13 | | | | | | 1.40 | | | | | | — | | | | | | 1.53 | | | | | | — | | | | | | 20.80 | | | | | | 29.74 | | | | | | 0.67 | | | | 0.67 | | | 0.67 | | | 0.63 | | | | | 2,124,109 | | | | | | 65 | | |
12-31-16 | | | | | 19.21 | | | | | | 0.13 | | | | | | 0.60 | | | | | | 0.73 | | | | | | 0.11 | | | | | | 2.49 | | | | | | — | | | | | | 2.60 | | | | | | — | | | | | | 17.34 | | | | | | 3.96 | | | | | | 0.67 | | | | 0.67 | | | 0.67 | | | 0.68 | | | | | 1,769,295 | | | | | | 74 | | |
12-31-15 | | | | | 20.05 | | | | | | 0.11 | | | | | | 1.19 | | | | | | 1.30 | | | | | | 0.12 | | | | | | 2.02 | | | | | | — | | | | | | 2.14 | | | | | | — | | | | | | 19.21 | | | | | | 6.38 | | | | | | 0.67 | | | | 0.64 | | | 0.64 | | | 0.55 | | | | | 1,876,362 | | | | | | 70 | | |
12-31-14 | | | | | 19.10 | | | | | | 0.12 | | | | | | 2.38 | | | | | | 2.50 | | | | | | 0.10 | | | | | | 1.45 | | | | | | — | | | | | | 1.55 | | | | | | — | | | | | | 20.05 | | | | | | 13.62 | | | | | | 0.68 | | | | 0.60 | | | 0.60 | | | 0.63 | | | | | 1,837,186 | | | | | | 65 | | |
12-31-13 | | | | | 14.80 | | | | | | 0.09 | | | | | | 4.46 | | | | | | 4.55 | | | | | | 0.09 | | | | | | 0.16 | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 19.10 | | | | | | 30.95 | | | | | | 0.68 | | | | 0.60 | | | 0.60 | | | 0.61 | | | | | 1,469,089 | | | | | | 77 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 20.81 | | | | | | 0.06• | | | | | | 1.15 | | | | | | 1.21 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 22.02 | | | | | | 5.81 | | | | | | 0.67 | | | | 0.67 | | | 0.67 | | | 0.60 | | | | | 46,400 | | | | | | 49 | | |
12-31-17 | | | | | 17.34 | | | | | | 0.13• | | | | | | 4.87 | | | | | | 5.00 | | | | | | 0.13 | | | | | | 1.40 | | | | | | — | | | | | | 1.53 | | | | | | — | | | | | | 20.81 | | | | | | 29.80 | | | | | | 0.67 | | | | 0.67 | | | 0.67 | | | 0.65 | | | | | 33,736 | | | | | | 65 | | |
12-31-16 | | | | | 19.21 | | | | | | 0.13• | | | | | | 0.60 | | | | | | 0.73 | | | | | | 0.11 | | | | | | 2.49 | | | | | | — | | | | | | 2.60 | | | | | | — | | | | | | 17.34 | | | | | | 3.95 | | | | | | 0.67 | | | | 0.67 | | | 0.67 | | | 0.77 | | | | | 6,970 | | | | | | 74 | | |
11-24-15(5) - 12-31-15 | | | | | 19.47 | | | | | | 0.02• | | | | | | (0.28) | | | | | | (0.26) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 19.21 | | | | | | (1.34) | | | | | | 0.67 | | | | 0.67 | | | 0.67 | | | 1.02 | | | | | 3 | | | | | | 70 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 20.32 | | | | | | 0.03• | | | | | | 1.13 | | | | | | 1.16 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 21.48 | | | | | | 5.71 | | | | | | 0.92 | | | | 0.92 | | | 0.92 | | | 0.33 | | | | | 1,956,358 | | | | | | 49 | | |
12-31-17 | | | | | 16.97 | | | | | | 0.07• | | | | | | 4.76 | | | | | | 4.83 | | | | | | 0.08 | | | | | | 1.40 | | | | | | — | | | | | | 1.48 | | | | | | — | | | | | | 20.32 | | | | | | 29.42 | | | | | | 0.92 | | | | 0.92 | | | 0.92 | | | 0.39 | | | | | 2,040,159 | | | | | | 65 | | |
12-31-16 | | | | | 18.85 | | | | | | 0.08 | | | | | | 0.59 | | | | | | 0.67 | | | | | | 0.06 | | | | | | 2.49 | | | | | | — | | | | | | 2.55 | | | | | | — | | | | | | 16.97 | | | | | | 3.69 | | | | | | 0.92 | | | | 0.92 | | | 0.92 | | | 0.43 | | | | | 2,014,562 | | | | | | 74 | | |
12-31-15 | | | | | 19.72 | | | | | | 0.06• | | | | | | 1.16 | | | | | | 1.22 | | | | | | 0.07 | | | | | | 2.02 | | | | | | — | | | | | | 2.09 | | | | | | — | | | | | | 18.85 | | | | | | 6.11 | | | | | | 0.92 | | | | 0.89 | | | 0.89 | | | 0.30 | | | | | 2,077,008 | | | | | | 70 | | |
12-31-14 | | | | | 18.82 | | | | | | 0.07 | | | | | | 2.35 | | | | | | 2.42 | | | | | | 0.07 | | | | | | 1.45 | | | | | | — | | | | | | 1.52 | | | | | | — | | | | | | 19.72 | | | | | | 13.35 | | | | | | 0.93 | | | | 0.85 | | | 0.85 | | | 0.38 | | | | | 2,349,585 | | | | | | 65 | | |
12-31-13 | | | | | 14.61 | | | | | | 0.06• | | | | | | 4.39 | | | | | | 4.45 | | | | | | 0.08 | | | | | | 0.16 | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 18.82 | | | | | | 30.62 | | | | | | 0.93 | | | | 0.85 | | | 0.85 | | | 0.34 | | | | | 1,408,087 | | | | | | 77 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 20.18 | | | | | | 0.03 | | | | | | 1.11 | | | | | | 1.14 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 21.32 | | | | | | 5.65 | | | | | | 1.07 | | | | 1.07 | | | 1.07 | | | 0.18 | | | | | 63,289 | | | | | | 49 | | |
12-31-17 | | | | | 16.86 | | | | | | 0.04• | | | | | | 4.73 | | | | | | 4.77 | | | | | | 0.05 | | | | | | 1.40 | | | | | | — | | | | | | 1.45 | | | | | | — | | | | | | 20.18 | | | | | | 29.22 | | | | | | 1.07 | | | | 1.07 | | | 1.07 | | | 0.24 | | | | | 66,024 | | | | | | 65 | | |
12-31-16 | | | | | 18.73 | | | | | | 0.05 | | | | | | 0.59 | | | | | | 0.64 | | | | | | 0.02 | | | | | | 2.49 | | | | | | — | | | | | | 2.51 | | | | | | — | | | | | | 16.86 | | | | | | 3.57 | | | | | | 1.10 | | | | 1.07 | | | 1.07 | | | 0.28 | | | | | 66,897 | | | | | | 74 | | |
12-31-15 | | | | | 19.62 | | | | | | 0.03• | | | | | | 1.15 | | | | | | 1.18 | | | | | | 0.05 | | | | | | 2.02 | | | | | | — | | | | | | 2.07 | | | | | | — | | | | | | 18.73 | | | | | | 5.90 | | | | | | 1.17 | | | | 1.04 | | | 1.04 | | | 0.15 | | | | | 78,138 | | | | | | 70 | | |
12-31-14 | | | | | 18.72 | | | | | | 0.03 | | | | | | 2.36 | | | | | | 2.39 | | | | | | 0.04 | | | | | | 1.45 | | | | | | — | | | | | | 1.49 | | | | | | — | | | | | | 19.62 | | | | | | 13.24 | | | | | | 1.18 | | | | 1.00 | | | 1.00 | | | 0.23 | | | | | 87,242 | | | | | | 65 | | |
12-31-13 | | | | | 14.54 | | | | | | 0.02 | | | | | | 4.37 | | | | | | 4.39 | | | | | | 0.05 | | | | | | 0.16 | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 18.72 | | | | | | 30.39 | | | | | | 1.18 | | | | 1.00 | | | 1.00 | | | 0.21 | | | | | 53,802 | | | | | | 77 | | |
Voya Large Cap Value Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 13.06 | | | | | | 0.09• | | | | | | (0.29) | | | | | | (0.20) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.86 | | | | | | (1.53)(a) | | | | | | 1.35 | | | | 1.24 | | | 1.24 | | | 1.35(b) | | | | | 56,774 | | | | | | 46 | | |
12-31-17 | | | | | 11.79 | | | | | | 0.18• | | | | | | 1.33 | | | | | | 1.51 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 13.06 | | | | | | 12.84 | | | | | | 1.35 | | | | 1.24 | | | 1.24 | | | 1.44 | | | | | 61,244 | | | | | | 79 | | |
12-31-16 | | | | | 10.94 | | | | | | 0.21 | | | | | | 1.21 | | | | | | 1.42 | | | | | | 0.22 | | | | | | 0.35 | | | | | | — | | | | | | 0.57 | | | | | | — | | | | | | 11.79 | | | | | | 13.20 | | | | | | 1.40 | | | | 1.24 | | | 1.24 | | | 1.79 | | | | | 64,578 | | | | | | 118 | | |
12-31-15 | | | | | 12.32 | | | | | | 0.16 | | | | | | (0.74) | | | | | | (0.58) | | | | | | 0.16 | | | | | | 0.64 | | | | | | — | | | | | | 0.80 | | | | | | — | | | | | | 10.94 | | | | | | (5.06) | | | | | | 1.50 | | | | 1.24 | | | 1.24 | | | 1.50 | | | | | 67,001 | | | | | | 83 | | |
12-31-14 | | | | | 11.67 | | | | | | 0.17• | | | | | | 0.92 | | | | | | 1.09 | | | | | | 0.22 | | | | | | 0.22 | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 12.32 | | | | | | 9.42 | | | | | | 1.50 | | | | 1.24 | | | 1.24 | | | 1.40 | | | | | 65,989 | | | | | | 111 | | |
12-31-13 | | | | | 9.13 | | | | | | 0.13• | | | | | | 2.60 | | | | | | 2.73 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 11.67 | | | | | | 30.12 | | | | | | 1.51 | | | | 1.26 | | | 1.26 | | | 1.17 | | | | | 12,730 | | | | | | 104 | | |
| | | | | | | | | 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 Large Cap Value Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 13.30 | | | | | | 0.13• | | | | | | (0.30) | | | | | | (0.17) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.13 | | | | | | (1.28)(a) | | | | | | 0.75 | | | | 0.64 | | | 0.64 | | | 1.94(b) | | | | | 376,524 | | | | | | 46 | | |
12-31-17 | | | | | 12.00 | | | | | | 0.26• | | | | | | 1.36 | | | | | | 1.62 | | | | | | 0.32 | | | | | | — | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 13.30 | | | | | | 13.55 | | | | | | 0.75 | | | | 0.64 | | | 0.64 | | | 2.06 | | | | | 428,068 | | | | | | 79 | | |
12-31-16 | | | | | 11.12 | | | | | | 0.28 | | | | | | 1.23 | | | | | | 1.51 | | | | | | 0.28 | | | | | | 0.35 | | | | | | — | | | | | | 0.63 | | | | | | — | | | | | | 12.00 | | | | | | 13.89 | | | | | | 0.75 | | | | 0.64 | | | 0.64 | | | 2.39 | | | | | 572,744 | | | | | | 118 | | |
12-31-15 | | | | | 12.50 | | | | | | 0.25• | | | | | | (0.76) | | | | | | (0.51) | | | | | | 0.23 | | | | | | 0.64 | | | | | | — | | | | | | 0.87 | | | | | | — | | | | | | 11.12 | | | | | | (4.46) | | | | | | 0.75 | | | | 0.64 | | | 0.64 | | | 2.09 | | | | | 560,041 | | | | | | 83 | | |
12-31-14 | | | | | 11.80 | | | | | | 0.23 | | | | | | 0.95 | | | | | | 1.18 | | | | | | 0.26 | | | | | | 0.22 | | | | | | — | | | | | | 0.48 | | | | | | — | | | | | | 12.50 | | | | | | 10.09 | | | | | | 0.75 | | | | 0.64 | | | 0.64 | | | 1.98 | | | | | 643,803 | | | | | | 111 | | |
12-31-13 | | | | | 9.23 | | | | | | 0.19• | | | | | | 2.64 | | | | | | 2.83 | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 11.80 | | | | | | 30.86 | | | | | | 0.76 | | | | 0.66 | | | 0.66 | | | 1.78 | | | | | 558,826 | | | | | | 104 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 13.28 | | | | | | 0.13• | | | | | | (0.30) | | | | | | (0.17) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.11 | | | | | | (1.28)(a) | | | | | | 0.75 | | | | 0.64 | | | 0.64 | | | 1.94(b) | | | | | 912 | | | | | | 46 | | |
12-31-17 | | | | | 11.99 | | | | | | 0.26• | | | | | | 1.35 | | | | | | 1.61 | | | | | | 0.32 | | | | | | — | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 13.28 | | | | | | 13.47 | | | | | | 0.75 | | | | 0.64 | | | 0.64 | | | 2.06 | | | | | 836 | | | | | | 79 | | |
12-31-16 | | | | | 11.12 | | | | | | 0.23• | | | | | | 1.27 | | | | | | 1.50 | | | | | | 0.28 | | | | | | 0.35 | | | | | | — | | | | | | 0.63 | | | | | | — | | | | | | 11.99 | | | | | | 13.80 | | | | | | 0.75 | | | | 0.64 | | | 0.64 | | | 2.01 | | | | | 550 | | | | | | 118 | | |
11-24-15(5) - 12-31-15 | | | | | 11.59 | | | | | | 0.03• | | | | | | (0.30) | | | | | | (0.27) | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 11.12 | | | | | | (2.37) | | | | | | 0.75 | | | | 0.64 | | | 0.64 | | | 2.71 | | | | | 3 | | | | | | 83 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 13.14 | | | | | | 0.11• | | | | | | (0.29) | | | | | | (0.18) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.96 | | | | | | (1.37)(a) | | | | | | 1.00 | | | | 0.89 | | | 0.89 | | | 1.70(b) | | | | | 728,815 | | | | | | 46 | | |
12-31-17 | | | | | 11.86 | | | | | | 0.23• | | | | | | 1.34 | | | | | | 1.57 | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 13.14 | | | | | | 13.23 | | | | | | 1.00 | | | | 0.89 | | | 0.89 | | | 1.80 | | | | | 800,421 | | | | | | 79 | | |
12-31-16 | | | | | 11.00 | | | | | | 0.24• | | | | | | 1.22 | | | | | | 1.46 | | | | | | 0.25 | | | | | | 0.35 | | | | | | — | | | | | | 0.60 | | | | | | — | | | | | | 11.86 | | | | | | 13.58 | | | | | | 1.00 | | | | 0.89 | | | 0.89 | | | 2.14 | | | | | 934,779 | | | | | | 118 | | |
12-31-15 | | | | | 12.37 | | | | | | 0.21 | | | | | | (0.74) | | | | | | (0.53) | | | | | | 0.20 | | | | | | 0.64 | | | | | | — | | | | | | 0.84 | | | | | | — | | | | | | 11.00 | | | | | | (4.66) | | | | | | 1.00 | | | | 0.89 | | | 0.89 | | | 1.84 | | | | | 999,196 | | | | | | 83 | | |
12-31-14 | | | | | 11.70 | | | | | | 0.21• | | | | | | 0.92 | | | | | | 1.13 | | | | | | 0.24 | | | | | | 0.22 | | | | | | — | | | | | | 0.46 | | | | | | — | | | | | | 12.37 | | | | | | 9.71 | | | | | | 1.00 | | | | 0.89 | | | 0.89 | | | 1.73 | | | | | 1,069,662 | | | | | | 111 | | |
12-31-13 | | | | | 9.14 | | | | | | 0.17• | | | | | | 2.61 | | | | | | 2.78 | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 11.70 | | | | | | 30.66 | | | | | | 1.01 | | | | 0.91 | | | 0.91 | | | 1.53 | | | | | 608,298 | | | | | | 104 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 13.15 | | | | | | 0.10• | | | | | | (0.29) | | | | | | (0.19) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.96 | | | | | | (1.44)(a) | | | | | | 1.15 | | | | 1.04 | | | 1.04 | | | 1.52(b) | | | | | 154 | | | | | | 46 | | |
12-31-17 | | | | | 11.86 | | | | | | 0.20• | | | | | | 1.35 | | | | | | 1.55 | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 13.15 | | | | | | 13.10 | | | | | | 1.15 | | | | 1.04 | | | 1.04 | | | 1.64 | | | | | 229 | | | | | | 79 | | |
12-31-16 | | | | | 11.00 | | | | | | 0.22• | | | | | | 1.22 | | | | | | 1.44 | | | | | | 0.23 | | | | | | 0.35 | | | | | | — | | | | | | 0.58 | | | | | | — | | | | | | 11.86 | | | | | | 13.40 | | | | | | 1.18 | | | | 1.04 | | | 1.04 | | | 2.00 | | | | | 537 | | | | | | 118 | | |
12-31-15 | | | | | 12.36 | | | | | | 0.20• | | | | | | (0.75) | | | | | | (0.55) | | | | | | 0.17 | | | | | | 0.64 | | | | | | — | | | | | | 0.81 | | | | | | — | | | | | | 11.00 | | | | | | (4.82) | | | | | | 1.25 | | | | 1.04 | | | 1.04 | | | 1.68 | | | | | 596 | | | | | | 83 | | |
12-31-14 | | | | | 11.69 | | | | | | 0.20• | | | | | | 0.92 | | | | | | 1.12 | | | | | | 0.23 | | | | | | 0.22 | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 12.36 | | | | | | 9.67 | | | | | | 1.25 | | | | 1.04 | | | 1.04 | | | 1.66 | | | | | 798 | | | | | | 111 | | |
09-09-13(5) - 12-31-13 | | | | | 10.74 | | | | | | 0.05• | | | | | | 0.92 | | | | | | 0.97 | | | | | | 0.02 | | | | | | — | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 11.69 | | | | | | 9.06 | | | | | | 1.26 | | | | 1.06 | | | 1.06 | | | 1.33 | | | | | 3 | | | | | | 104 | | |
Voya Limited Maturity Bond Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 9.72 | | | | | | 0.07• | | | | | | (0.10) | | | | | | (0.03) | | | | | | 0.05 | | | | | | — | | | | | | — | | | | | | 0.05 | | | | | | — | | | | | | 9.64 | | | | | | (0.27) | | | | | | 0.89 | | | | 0.89 | | | 0.89 | | | 1.47 | | | | | 17,814 | | | | | | 121 | | |
12-31-17 | | | | | 9.76 | | | | | | 0.10 | | | | | | 0.00* | | | | | | 0.10 | | | | | | 0.13 | | | | | | — | | | | | | 0.01 | | | | | | 0.14 | | | | | | — | | | | | | 9.72 | | | | | | 0.94 | | | | | | 0.89 | | | | 0.89 | | | 0.89 | | | 1.03 | | | | | 19,695 | | | | | | 305 | | |
12-31-16 | | | | | 9.83 | | | | | | 0.09• | | | | | | 0.00* | | | | | | 0.09 | | | | | | 0.16 | | | | | | — | | | | | | — | | | | | | 0.16 | | | | | | — | | | | | | 9.76 | | | | | | 0.91 | | | | | | 0.93 | | | | 0.88 | | | 0.88 | | | 0.87 | | | | | 22,864 | | | | | | 174 | | |
12-31-15 | | | | | 9.87 | | | | | | 0.06• | | | | | | (0.05) | | | | | | 0.01 | | | | | | 0.05 | | | | | | — | | | | | | — | | | | | | 0.05 | | | | | | — | | | | | | 9.83 | | | | | | 0.15 | | | | | | 1.03 | | | | 0.88 | | | 0.88 | | | 0.59 | | | | | 28,178 | | | | | | 325 | | |
12-31-14 | | | | | 9.88 | | | | | | 0.07 | | | | | | (0.04) | | | | | | 0.03 | | | | | | 0.04 | | | | | | — | | | | | | — | | | | | | 0.04 | | | | | | — | | | | | | 9.87 | | | | | | 0.31 | | | | | | 1.03 | | | | 0.88 | | | 0.88 | | | 0.57 | | | | | 36,335 | | | | | | 433 | | |
12-31-13 | | | | | 9.92 | | | | | | 0.03 | | | | | | 0.01 | | | | | | 0.04 | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 9.88 | | | | | | 0.36 | | | | | | 1.03 | | | | 0.88 | | | 0.88 | | | 0.35 | | | | | 40,656 | | | | | | 527 | | |
| | | | | | | | | 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 Limited Maturity Bond Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 9.91 | | | | | | 0.10• | | | | | | (0.10) | | | | | | 0.00* | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 9.83 | | | | | | 0.04 | | | | | | 0.29 | | | | 0.29 | | | 0.29 | | | 2.07 | | | | | 176,138 | | | | | | 121 | | |
12-31-17 | | | | | 9.96 | | | | | | 0.16 | | | | | | (0.01) | | | | | | 0.15 | | | | | | 0.19 | | | | | | — | | | | | | 0.01 | | | | | | 0.20 | | | | | | — | | | | | | 9.91 | | | | | | 1.45 | | | | | | 0.29 | | | | 0.29 | | | 0.29 | | | 1.63 | | | | | 188,672 | | | | | | 305 | | |
12-31-16 | | | | | 10.09 | | | | | | 0.15• | | | | | | 0.00* | | | | | | 0.15 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 9.96 | | | | | | 1.53 | | | | | | 0.28 | | | | 0.28 | | | 0.28 | | | 1.46 | | | | | 170,578 | | | | | | 174 | | |
12-31-15 | | | | | 10.13 | | | | | | 0.12• | | | | | | (0.04) | | | | | | 0.08 | | | | | | 0.12 | | | | | | — | | | | | | — | | | | | | 0.12 | | | | | | — | | | | | | 10.09 | | | | | | 0.82 | | | | | | 0.28 | | | | 0.28 | | | 0.28 | | | 1.20 | | | | | 162,082 | | | | | | 325 | | |
12-31-14 | | | | | 10.14 | | | | | | 0.12• | | | | | | (0.03) | | | | | | 0.09 | | | | | | 0.10 | | | | | | — | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 10.13 | | | | | | 0.88 | | | | | | 0.28 | | | | 0.28 | | | 0.28 | | | 1.17 | | | | | 143,860 | | | | | | 433 | | |
12-31-13 | | | | | 10.17 | | | | | | 0.10• | | | | | | (0.01) | | | | | | 0.09 | | | | | | 0.12 | | | | | | — | | | | | | — | | | | | | 0.12 | | | | | | — | | | | | | 10.14 | | | | | | 0.90 | | | | | | 0.28 | | | | 0.28 | | | 0.28 | | | 0.94 | | | | | 110,389 | | | | | | 527 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 9.99 | | | | | | 0.09• | | | | | | (0.10) | | | | | | (0.01) | | | | | | 0.07 | | | | | | — | | | | | | — | | | | | | 0.07 | | | | | | — | | | | | | 9.91 | | | | | | (0.08) | | | | | | 0.54 | | | | 0.54 | | | 0.54 | | | 1.82 | | | | | 80,540 | | | | | | 121 | | |
12-31-17 | | | | | 10.04 | | | | | | 0.14 | | | | | | (0.02) | | | | | | 0.12 | | | | | | 0.16 | | | | | | — | | | | | | 0.01 | | | | | | 0.17 | | | | | | — | | | | | | 9.99 | | | | | | 1.20 | | | | | | 0.54 | | | | 0.54 | | | 0.54 | | | 1.38 | | | | | 83,412 | | | | | | 305 | | |
12-31-16 | | | | | 10.15 | | | | | | 0.13 | | | | | | 0.00* | | | | | | 0.13 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 10.04 | | | | | | 1.28 | | | | | | 0.53 | | | | 0.53 | | | 0.53 | | | 1.21 | | | | | 99,063 | | | | | | 174 | | |
12-31-15 | | | | | 10.19 | | | | | | 0.10 | | | | | | (0.04) | | | | | | 0.06 | | | | | | 0.10 | | | | | | — | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 10.15 | | | | | | 0.55 | | | | | | 0.53 | | | | 0.53 | | | 0.53 | | | 0.94 | | | | | 99,356 | | | | | | 325 | | |
12-31-14 | | | | | 10.19 | | | | | | 0.10 | | | | | | (0.03) | | | | | | 0.07 | | | | | | 0.07 | | | | | | — | | | | | | — | | | | | | 0.07 | | | | | | — | | | | | | 10.19 | | | | | | 0.69 | | | | | | 0.53 | | | | 0.53 | | | 0.53 | | | 0.92 | | | | | 105,215 | | | | | | 433 | | |
12-31-13 | | | | | 10.21 | | | | | | 0.08 | | | | | | (0.01) | | | | | | 0.07 | | | | | | 0.09 | | | | | | — | | | | | | — | | | | | | 0.09 | | | | | | — | | | | | | 10.19 | | | | | | 0.71 | | | | | | 0.53 | | | | 0.53 | | | 0.53 | | | 0.69 | | | | | 117,451 | | | | | | 527 | | |
Voya Multi-Manager Large Cap Core Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 16.76 | | | | | | 0.04• | | | | | | (0.20) | | | | | | (0.16) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.60 | | | | | | (0.95) | | | | | | 1.39 | | | | 1.32 | | | 1.32 | | | 0.44 | | | | | 1,038 | | | | | | 20 | | |
12-31-17 | | | | | 14.79 | | | | | | 0.06 | | | | | | 2.95 | | | | | | 3.01 | | | | | | 0.07 | | | | | | 0.97 | | | | | | — | | | | | | 1.04 | | | | | | — | | | | | | 16.76 | | | | | | 21.04 | | | | | | 1.33 | | | | 1.32 | | | 1.31 | | | 0.37 | | | | | 1,110 | | | | | | 28 | | |
12-31-16 | | | | | 14.42 | | | | | | 0.08• | | | | | | 1.06 | | | | | | 1.14 | | | | | | 0.23 | | | | | | 0.54 | | | | | | — | | | | | | 0.77 | | | | | | — | | | | | | 14.79 | | | | | | 8.09 | | | | | | 1.38 | | | | 1.32 | | | 1.32 | | | 0.56 | | | | | 1,103 | | | | | | 41 | | |
12-31-15 | | | | | 15.54 | | | | | | 0.08• | | | | | | (0.19) | | | | | | (0.11) | | | | | | 0.05 | | | | | | 0.96 | | | | | | — | | | | | | 1.01 | | | | | | — | | | | | | 14.42 | | | | | | (0.93) | | | | | | 1.48 | | | | 1.32 | | | 1.32 | | | 0.50 | | | | | 1,245 | | | | | | 55 | | |
12-31-14 | | | | | 14.72 | | | | | | 0.09 | | | | | | 1.99 | | | | | | 2.08 | | | | | | 0.11 | | | | | | 1.15 | | | | | | — | | | | | | 1.26 | | | | | | — | | | | | | 15.54 | | | | | | 14.66 | | | | | | 1.48 | | | | 1.32 | | | 1.32 | | | 0.60 | | | | | 1,690 | | | | | | 44 | | |
12-31-13 | | | | | 11.38 | | | | | | 0.09• | | | | | | 3.30 | | | | | | 3.39 | | | | | | 0.05 | | | | | | — | | | | | | — | | | | | | 0.05 | | | | | | — | | | | | | 14.72 | | | | | | 29.80 | | | | | | 1.50 | | | | 1.33 | | | 1.33 | | | 0.67 | | | | | 1,541 | | | | | | 105 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 16.88 | | | | | | 0.09• | | | | | | (0.20) | | | | | | (0.11) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.77 | | | | | | (0.65) | | | | | | 0.79 | | | | 0.72 | | | 0.72 | | | 1.03 | | | | | 22,682 | | | | | | 20 | | |
12-31-17 | | | | | 14.89 | | | | | | 0.15• | | | | | | 2.99 | | | | | | 3.14 | | | | | | 0.18 | | | | | | 0.97 | | | | | | — | | | | | | 1.15 | | | | | | — | | | | | | 16.88 | | | | | | 21.73 | | | | | | 0.73 | | | | 0.72 | | | 0.71 | | | 0.96 | | | | | 281,959 | | | | | | 28 | | |
12-31-16 | | | | | 14.50 | | | | | | 0.17• | | | | | | 1.08 | | | | | | 1.25 | | | | | | 0.32 | | | | | | 0.54 | | | | | | — | | | | | | 0.86 | | | | | | — | | | | | | 14.89 | | | | | | 8.81 | | | | | | 0.73 | | | | 0.72 | | | 0.72 | | | 1.16 | | | | | 304,474 | | | | | | 41 | | |
12-31-15 | | | | | 15.63 | | | | | | 0.17• | | | | | | (0.19) | | | | | | (0.02) | | | | | | 0.15 | | | | | | 0.96 | | | | | | — | | | | | | 1.11 | | | | | | — | | | | | | 14.50 | | | | | | (0.35) | | | | | | 0.73 | | | | 0.72 | | | 0.72 | | | 1.13 | | | | | 337,886 | | | | | | 55 | | |
12-31-14 | | | | | 14.79 | | | | | | 0.18• | | | | | | 2.00 | | | | | | 2.18 | | | | | | 0.19 | | | | | | 1.15 | | | | | | — | | | | | | 1.34 | | | | | | — | | | | | | 15.63 | | | | | | 15.31 | | | | | | 0.73 | | | | 0.72 | | | 0.72 | | | 1.20 | | | | | 262,017 | | | | | | 44 | | |
12-31-13 | | | | | 11.42 | | | | | | 0.17• | | | | | | 3.33 | | | | | | 3.50 | | | | | | 0.13 | | | | | | — | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 14.79 | | | | | | 30.66 | | | | | | 0.75 | | | | 0.73 | | | 0.73 | | | 1.28 | | | | | 316,869 | | | | | | 105 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 16.90 | | | | | | 0.07• | | | | | | (0.20) | | | | | | (0.13) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.77 | | | | | | (0.77) | | | | | | 1.04 | | | | 0.97 | | | 0.97 | | | 0.78 | | | | | 50,855 | | | | | | 20 | | |
12-31-17 | | | | | 14.91 | | | | | | 0.11• | | | | | | 2.98 | | | | | | 3.09 | | | | | | 0.13 | | | | | | 0.97 | | | | | | — | | | | | | 1.10 | | | | | | — | | | | | | 16.90 | | | | | | 21.39 | | | | | | 0.98 | | | | 0.97 | | | 0.96 | | | 0.72 | | | | | 54,045 | | | | | | 28 | | |
12-31-16 | | | | | 14.52 | | | | | | 0.13• | | | | | | 1.09 | | | | | | 1.22 | | | | | | 0.29 | | | | | | 0.54 | | | | | | — | | | | | | 0.83 | | | | | | — | | | | | | 14.91 | | | | | | 8.52 | | | | | | 0.98 | | | | 0.97 | | | 0.97 | | | 0.91 | | | | | 57,393 | | | | | | 41 | | |
12-31-15 | | | | | 15.64 | | | | | | 0.13• | | | | | | (0.18) | | | | | | (0.05) | | | | | | 0.11 | | | | | | 0.96 | | | | | | — | | | | | | 1.07 | | | | | | — | | | | | | 14.52 | | | | | | (0.56) | | | | | | 0.98 | | | | 0.97 | | | 0.97 | | | 0.85 | | | | | 61,430 | | | | | | 55 | | |
12-31-14 | | | | | 14.81 | | | | | | 0.13 | | | | | | 2.01 | | | | | | 2.14 | | | | | | 0.16 | | | | | | 1.15 | | | | | | — | | | | | | 1.31 | | | | | | — | | | | | | 15.64 | | | | | | 14.99 | | | | | | 0.98 | | | | 0.97 | | | 0.97 | | | 0.95 | | | | | 68,942 | | | | | | 44 | | |
12-31-13 | | | | | 11.44 | | | | | | 0.14• | | | | | | 3.32 | | | | | | 3.46 | | | | | | 0.09 | | | | | | — | | | | | | — | | | | | | 0.09 | | | | | | — | | | | | | 14.81 | | | | | | 30.29 | | | | | | 1.00 | | | | 0.98 | | | 0.98 | | | 1.02 | | | | | 56,868 | | | | | | 105 | | |
| | | | | | | | | 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. Stock Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 15.19 | | | | | | 0.09• | | | | | | 0.25 | | | | | | 0.34 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 15.53 | | | | | | 2.24 | | | | | | 0.80 | | | | 0.80 | | | 0.80 | | | 1.12 | | | | | 111,010 | | | | | | 4 | | |
12-31-17 | | | | | 13.38 | | | | | | 0.18• | | | | | | 2.53 | | | | | | 2.71 | | | | | | 0.18 | | | | | | 0.72 | | | | | | — | | | | | | 0.90 | | | | | | — | | | | | | 15.19 | | | | | | 20.82 | | | | | | 0.80 | | | | 0.80 | | | 0.80 | | | 1.23 | | | | | 116,091 | | | | | | 6 | | |
12-31-16 | | | | | 12.97 | | | | | | 0.19 | | | | | | 1.21 | | | | | | 1.40 | | | | | | 0.20 | | | | | | 0.79 | | | | | | — | | | | | | 0.99 | | | | | | — | | | | | | 13.38 | | | | | | 11.11 | | | | | | 0.87 | | | | 0.80 | | | 0.80 | | | 1.37 | | | | | 116,242 | | | | | | 5 | | |
12-31-15 | | | | | 14.32 | | | | | | 0.18 | | | | | | (0.07) | | | | | | 0.11 | | | | | | 0.18 | | | | | | 1.28 | | | | | | — | | | | | | 1.46 | | | | | | — | | | | | | 12.97 | | | | | | 0.54 | | | | | | 1.01 | | | | 0.79 | | | 0.79 | | | 1.33 | | | | | 119,692 | | | | | | 12 | | |
12-31-14 | | | | | 14.26 | | | | | | 0.17 | | | | | | 1.58 | | | | | | 1.75 | | | | | | 0.20 | | | | | | 1.49 | | | | | | — | | | | | | 1.69 | | | | | | — | | | | | | 14.32 | | | | | | 12.77 | | | | | | 1.02 | | | | 0.80 | | | 0.80 | | | 1.26 | | | | | 122,012 | | | | | | 7 | | |
12-31-13 | | | | | 11.27 | | | | | | 0.16 | | | | | | 3.34 | | | | | | 3.50 | | | | | | 0.20 | | | | | | 0.31 | | | | | | — | | | | | | 0.51 | | | | | | — | | | | | | 14.26 | | | | | | 31.40 | | | | | | 1.02 | | | | 0.80 | | | 0.80 | | | 1.32 | | | | | 105,584 | | | | | | 9 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 15.69 | | | | | | 0.13• | | | | | | 0.27 | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.09 | | | | | | 2.55 | | | | | | 0.27 | | | | 0.27 | | | 0.27 | | | 1.64 | | | | | 3,413,201 | | | | | | 4 | | |
12-31-17 | | | | | 13.79 | | | | | | 0.26• | | | | | | 2.63 | | | | | | 2.89 | | | | | | 0.27 | | | | | | 0.72 | | | | | | — | | | | | | 0.99 | | | | | | — | | | | | | 15.69 | | | | | | 21.46 | | | | | | 0.27 | | | | 0.27 | | | 0.27 | | | 1.75 | | | | | 3,469,721 | | | | | | 6 | | |
12-31-16 | | | | | 13.34 | | | | | | 0.26 | | | | | | 1.25 | | | | | | 1.51 | | | | | | 0.27 | | | | | | 0.79 | | | | | | — | | | | | | 1.06 | | | | | | — | | | | | | 13.79 | | | | | | 11.65 | | | | | | 0.27 | | | | 0.27 | | | 0.27 | | | 1.90 | | | | | 4,195,761 | | | | | | 5 | | |
12-31-15 | | | | | 14.68 | | | | | | 0.26• | | | | | | (0.06) | | | | | | 0.20 | | | | | | 0.26 | | | | | | 1.28 | | | | | | — | | | | | | 1.54 | | | | | | — | | | | | | 13.34 | | | | | | 1.11 | | | | | | 0.26 | | | | 0.26 | | | 0.26 | | | 1.86 | | | | | 4,149,051 | | | | | | 12 | | |
12-31-14 | | | | | 14.57 | | | | | | 0.26• | | | | | | 1.61 | | | | | | 1.87 | | | | | | 0.27 | | | | | | 1.49 | | | | | | — | | | | | | 1.76 | | | | | | — | | | | | | 14.68 | | | | | | 13.37 | | | | | | 0.27 | | | | 0.27 | | | 0.27 | | | 1.79 | | | | | 4,186,235 | | | | | | 7 | | |
12-31-13 | | | | | 11.50 | | | | | | 0.24• | | | | | | 3.40 | | | | | | 3.64 | | | | | | 0.26 | | | | | | 0.31 | | | | | | — | | | | | | 0.57 | | | | | | — | | | | | | 14.57 | | | | | | 32.04 | | | | | | 0.27 | | | | 0.27 | | | 0.27 | | | 1.85 | | | | | 4,322,478 | | | | | | 9 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 15.71 | | | | | | 0.14• | | | | | | 0.26 | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.11 | | | | | | 2.55 | | | | | | 0.27 | | | | 0.15 | | | 0.15 | | | 1.77 | | | | | 1,504,113 | | | | | | 4 | | |
05-03-17(5) - 12-31-17 | | | | | 14.79 | | | | | | 0.19• | | | | | | 1.72 | | | | | | 1.91 | | | | | | 0.27 | | | | | | 0.72 | | | | | | — | | | | | | 0.99 | | | | | | — | | | | | | 15.71 | | | | | | 13.39 | | | | | | 0.27 | | | | 0.15 | | | 0.15 | | | 1.92 | | | | | 1,225,483 | | | | | | 6 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 15.57 | | | | | | 0.11• | | | | | | 0.27 | | | | | | 0.38 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 15.95 | | | | | | 2.44 | | | | | | 0.52 | | | | 0.51 | | | 0.51 | | | 1.39 | | | | | 58,042 | | | | | | 4 | | |
12-31-17 | | | | | 13.69 | | | | | | 0.21 | | | | | | 2.62 | | | | | | 2.83 | | | | | | 0.23 | | | | | | 0.72 | | | | | | — | | | | | | 0.95 | | | | | | — | | | | | | 15.57 | | | | | | 21.22 | | | | | | 0.52 | | | | 0.51 | | | 0.51 | | | 1.52 | | | | | 78,577 | | | | | | 6 | | |
12-31-16 | | | | | 13.26 | | | | | | 0.22• | | | | | | 1.25 | | | | | | 1.47 | | | | | | 0.25 | | | | | | 0.79 | | | | | | — | | | | | | 1.04 | | | | | | — | | | | | | 13.69 | | | | | | 11.35 | | | | | | 0.52 | | | | 0.51 | | | 0.51 | | | 1.66 | | | | | 61,754 | | | | | | 5 | | |
12-31-15 | | | | | 14.59 | | | | | | 0.23• | | | | | | (0.07) | | | | | | 0.16 | | | | | | 0.21 | | | | | | 1.28 | | | | | | — | | | | | | 1.49 | | | | | | — | | | | | | 13.26 | | | | | | 0.89 | | | | | | 0.51 | | | | 0.50 | | | 0.50 | | | 1.62 | | | | | 50,470 | | | | | | 12 | | |
12-31-14 | | | | | 14.49 | | | | | | 0.23• | | | | | | 1.60 | | | | | | 1.83 | | | | | | 0.24 | | | | | | 1.49 | | | | | | — | | | | | | 1.73 | | | | | | — | | | | | | 14.59 | | | | | | 13.11 | | | | | | 0.52 | | | | 0.51 | | | 0.51 | | | 1.55 | | | | | 57,095 | | | | | | 7 | | |
12-31-13 | | | | | 11.44 | | | | | | 0.20 | | | | | | 3.39 | | | | | | 3.59 | | | | | | 0.23 | | | | | | 0.31 | | | | | | — | | | | | | 0.54 | | | | | | — | | | | | | 14.49 | | | | | | 31.75 | | | | | | 0.52 | | | | 0.51 | | | 0.51 | | | 1.61 | | | | | 37,259 | | | | | | 9 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 15.39 | | | | | | 0.10• | | | | | | 0.25 | | | | | | 0.35 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 15.74 | | | | | | 2.27 | | | | | | 0.67 | | | | 0.67 | | | 0.67 | | | 1.25 | | | | | 175,142 | | | | | | 4 | | |
12-31-17 | | | | | 13.54 | | | | | | 0.21 | | | | | | 2.56 | | | | | | 2.77 | | | | | | 0.20 | | | | | | 0.72 | | | | | | — | | | | | | 0.92 | | | | | | — | | | | | | 15.39 | | | | | | 21.03 | | | | | | 0.67 | | | | 0.67 | | | 0.67 | | | 1.35 | | | | | 189,330 | | | | | | 6 | | |
12-31-16 | | | | | 13.12 | | | | | | 0.21 | | | | | | 1.22 | | | | | | 1.43 | | | | | | 0.22 | | | | | | 0.79 | | | | | | — | | | | | | 1.01 | | | | | | — | | | | | | 13.54 | | | | | | 11.19 | | | | | | 0.70 | | | | 0.67 | | | 0.67 | | | 1.50 | | | | | 175,340 | | | | | | 5 | | |
12-31-15 | | | | | 14.46 | | | | | | 0.20• | | | | | | (0.06) | | | | | | 0.14 | | | | | | 0.20 | | | | | | 1.28 | | | | | | — | | | | | | 1.48 | | | | | | — | | | | | | 13.12 | | | | | | 0.75 | | | | | | 0.76 | | | | 0.66 | | | 0.66 | | | 1.46 | | | | | 182,682 | | | | | | 12 | | |
12-31-14 | | | | | 14.38 | | | | | | 0.19 | | | | | | 1.60 | | | | | | 1.79 | | | | | | 0.22 | | | | | | 1.49 | | | | | | — | | | | | | 1.71 | | | | | | — | | | | | | 14.46 | | | | | | 12.94 | | | | | | 0.77 | | | | 0.67 | | | 0.67 | | | 1.39 | | | | | 177,899 | | | | | | 7 | | |
12-31-13 | | | | | 11.37 | | | | | | 0.19• | | | | | | 3.35 | | | | | | 3.54 | | | | | | 0.22 | | | | | | 0.31 | | | | | | — | | | | | | 0.53 | | | | | | — | | | | | | 14.38 | | | | | | 31.46 | | | | | | 0.77 | | | | 0.67 | | | 0.67 | | | 1.46 | | | | | 157,313 | | | | | | 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) | | | (%) | | ||||||||||||||||||||||||||||||||||||||||||
VY® Clarion Real Estate Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 36.01 | | | | | | 0.24• | | | | | | (0.44) | | | | | | (0.20) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 35.81 | | | | | | (0.56) | | | | | | 1.48 | | | | 1.31 | | | 1.31 | | | 1.44 | | | | | 67,181 | | | | | | 58 | | |
12-31-17 | | | | | 35.00 | | | | | | 0.53• | | | | | | 1.14 | | | | | | 1.67 | | | | | | 0.66 | | | | | | — | | | | | | — | | | | | | 0.66 | | | | | | — | | | | | | 36.01 | | | | | | 4.82 | | | | | | 1.45 | | | | 1.31 | | | 1.31 | | | 1.50 | | | | | 75,575 | | | | | | 82 | | |
12-31-16 | | | | | 34.11 | | | | | | 0.47• | | | | | | 0.88 | | | | | | 1.35 | | | | | | 0.46 | | | | | | — | | | | | | — | | | | | | 0.46 | | | | | | — | | | | | | 35.00 | | | | | | 3.86 | | | | | | 1.49 | | | | 1.31 | | | 1.31 | | | 1.33 | | | | | 90,084 | | | | | | 43 | | |
12-31-15 | | | | | 33.65 | | | | | | 0.36• | | | | | | 0.49 | | | | | | 0.85 | | | | | | 0.39 | | | | | | — | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 34.11 | | | | | | 2.58 | | | | | | 1.59 | | | | 1.31 | | | 1.31 | | | 1.08 | | | | | 90,056 | | | | | | 41 | | |
12-31-14 | | | | | 26.29 | | | | | | 0.33• | | | | | | 7.39 | | | | | | 7.72 | | | | | | 0.36 | | | | | | — | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 33.65 | | | | | | 29.48 | | | | | | 1.59 | | | | 1.28 | | | 1.28 | | | 1.08 | | | | | 89,699 | | | | | | 30 | | |
12-31-13 | | | | | 26.18 | | | | | | 0.30• | | | | | | 0.15 | | | | | | 0.45 | | | | | | 0.34 | | | | | | — | | | | | | — | | | | | | 0.34 | | | | | | — | | | | | | 26.29 | | | | | | 1.65 | | | | | | 1.61 | | | | 1.21 | | | 1.21 | | | 1.11 | | | | | 62,462 | | | | | | 52 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 37.76 | | | | | | 0.34• | | | | | | (0.44) | | | | | | (0.10) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 37.66 | | | | | | (0.26) | | | | | | 0.88 | | | | 0.71 | | | 0.71 | | | 1.94 | | | | | 43,064 | | | | | | 58 | | |
12-31-17 | | | | | 36.68 | | | | | | 0.79• | | | | | | 1.19 | | | | | | 1.98 | | | | | | 0.90 | | | | | | — | | | | | | — | | | | | | 0.90 | | | | | | — | | | | | | 37.76 | | | | | | 5.47 | | | | | | 0.85 | | | | 0.71 | | | 0.71 | | | 2.14 | | | | | 100,423 | | | | | | 82 | | |
12-31-16 | | | | | 35.71 | | | | | | 0.72• | | | | | | 0.92 | | | | | | 1.64 | | | | | | 0.67 | | | | | | — | | | | | | — | | | | | | 0.67 | | | | | | — | | | | | | 36.68 | | | | | | 4.47 | | | | | | 0.84 | | | | 0.71 | | | 0.71 | | | 1.96 | | | | | 105,754 | | | | | | 43 | | |
12-31-15 | | | | | 35.17 | | | | | | 0.58• | | | | | | 0.52 | | | | | | 1.10 | | | | | | 0.56 | | | | | | — | | | | | | — | | | | | | 0.56 | | | | | | — | | | | | | 35.71 | | | | | | 3.20 | | | | | | 0.84 | | | | 0.71 | | | 0.71 | | | 1.65 | | | | | 128,447 | | | | | | 41 | | |
12-31-14 | | | | | 27.42 | | | | | | 0.52• | | | | | | 7.73 | | | | | | 8.25 | | | | | | 0.50 | | | | | | — | | | | | | — | | | | | | 0.50 | | | | | | — | | | | | | 35.17 | | | | | | 30.27 | | | | | | 0.84 | | | | 0.68 | | | 0.68 | | | 1.64 | | | | | 142,041 | | | | | | 30 | | |
12-31-13 | | | | | 27.22 | | | | | | 0.48• | | | | | | 0.17 | | | | | | 0.65 | | | | | | 0.45 | | | | | | — | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 27.42 | | | | | | 2.27 | | | | | | 0.86 | | | | 0.61 | | | 0.61 | | | 1.67 | | | | | 116,778 | | | | | | 52 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 37.67 | | | | | | 0.31• | | | | | | (0.45) | | | | | | (0.14) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 37.53 | | | | | | (0.37) | | | | | | 1.13 | | | | 0.96 | | | 0.96 | | | 1.79 | | | | | 255,048 | | | | | | 58 | | |
12-31-17 | | | | | 36.58 | | | | | | 0.68• | | | | | | 1.19 | | | | | | 1.87 | | | | | | 0.78 | | | | | | — | | | | | | — | | | | | | 0.78 | | | | | | — | | | | | | 37.67 | | | | | | 5.18 | | | | | | 1.10 | | | | 0.96 | | | 0.96 | | | 1.83 | | | | | 290,716 | | | | | | 82 | | |
12-31-16 | | | | | 35.60 | | | | | | 0.61• | | | | | | 0.94 | | | | | | 1.55 | | | | | | 0.57 | | | | | | — | | | | | | — | | | | | | 0.57 | | | | | | — | | | | | | 36.58 | | | | | | 4.24 | | | | | | 1.09 | | | | 0.96 | | | 0.96 | | | 1.66 | | | | | 375,761 | | | | | | 43 | | |
12-31-15 | | | | | 35.06 | | | | | | 0.48• | | | | | | 0.53 | | | | | | 1.01 | | | | | | 0.47 | | | | | | — | | | | | | — | | | | | | 0.47 | | | | | | — | | | | | | 35.60 | | | | | | 2.95 | | | | | | 1.09 | | | | 0.96 | | | 0.96 | | | 1.38 | | | | | 430,712 | | | | | | 41 | | |
12-31-14 | | | | | 27.35 | | | | | | 0.43• | | | | | | 7.70 | | | | | | 8.13 | | | | | | 0.42 | | | | | | — | | | | | | — | | | | | | 0.42 | | | | | | — | | | | | | 35.06 | | | | | | 29.87 | | | | | | 1.09 | | | | 0.93 | | | 0.93 | | | 1.37 | | | | | 489,653 | | | | | | 30 | | |
12-31-13 | | | | | 27.14 | | | | | | 0.39• | | | | | | 0.19 | | | | | | 0.58 | | | | | | 0.37 | | | | | | — | | | | | | — | | | | | | 0.37 | | | | | | — | | | | | | 27.35 | | | | | | 2.06 | | | | | | 1.11 | | | | 0.86 | | | 0.86 | | | 1.38 | | | | | 420,035 | | | | | | 52 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 37.44 | | | | | | 0.29• | | | | | | (0.46) | | | | | | (0.17) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 37.27 | | | | | | (0.45) | | | | | | 1.28 | | | | 1.11 | | | 1.11 | | | 1.66 | | | | | 16,469 | | | | | | 58 | | |
12-31-17 | | | | | 36.35 | | | | | | 0.62• | | | | | | 1.18 | | | | | | 1.80 | | | | | | 0.71 | | | | | | — | | | | | | — | | | | | | 0.71 | | | | | | — | | | | | | 37.44 | | | | | | 5.02 | | | | | | 1.25 | | | | 1.11 | | | 1.11 | | | 1.68 | | | | | 17,937 | | | | | | 82 | | |
12-31-16 | | | | | 35.39 | | | | | | 0.55• | | | | | | 0.93 | | | | | | 1.48 | | | | | | 0.52 | | | | | | — | | | | | | — | | | | | | 0.52 | | | | | | — | | | | | | 36.35 | | | | | | 4.07 | | | | | | 1.27 | | | | 1.11 | | | 1.11 | | | 1.52 | | | | | 22,911 | | | | | | 43 | | |
12-31-15 | | | | | 34.85 | | | | | | 0.44• | | | | | | 0.51 | | | | | | 0.95 | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 35.39 | | | | | | 2.79 | | | | | | 1.34 | | | | 1.11 | | | 1.11 | | | 1.26 | | | | | 26,084 | | | | | | 41 | | |
12-31-14 | | | | | 27.18 | | | | | | 0.38• | | | | | | 7.76 | | | | | | 8.05 | | | | | | 0.38 | | | | | | — | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 34.85 | | | | | | 29.74 | | | | | | 1.34 | | | | 1.08 | | | 1.08 | | | 1.21 | | | | | 28,313 | | | | | | 30 | | |
12-31-13 | | | | | 26.99 | | | | | | 0.35• | | | | | | 0.18 | | | | | | 0.53 | | | | | | 0.34 | | | | | | — | | | | | | — | | | | | | 0.34 | | | | | | — | | | | | | 27.18 | | | | | | 1.87 | | | | | | 1.36 | | | | 1.01 | | | 1.01 | | | 1.25 | | | | | 25,796 | | | | | | 52 | | |
VY® Franklin Income Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 11.18 | | | | | | 0.22• | | | | | | (0.23) | | | | | | (0.01) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.17 | | | | | | (0.09) | | | | | | 1.39 | | | | 1.26 | | | 1.26 | | | 3.92 | | | | | 78,047 | | | | | | 33 | | |
12-31-17 | | | | | 10.62 | | | | | | 0.46• | | | | | | 0.58 | | | | | | 1.04 | | | | | | 0.48 | | | | | | — | | | | | | — | | | | | | 0.48 | | | | | | — | | | | | | 11.18 | | | | | | 10.03 | | | | | | 1.39 | | | | 1.26 | | | 1.26 | | | 4.16 | | | | | 81,767 | | | | | | 22 | | |
12-31-16 | | | | | 9.82 | | | | | | 0.42• | | | | | | 1.05 | | | | | | 1.47 | | | | | | 0.67 | | | | | | — | | | | | | — | | | | | | 0.67 | | | | | | — | | | | | | 10.62 | | | | | | 15.26 | | | | | | 1.43 | | | | 1.36 | | | 1.36 | | | 4.14 | | | | | 72,064 | | | | | | 42 | | |
12-31-15 | | | | | 11.03 | | | | | | 0.40• | | | | | | (1.11) | | | | | | (0.71) | | | | | | 0.50 | | | | | | — | | | | | | — | | | | | | 0.50 | | | | | | — | | | | | | 9.82 | | | | | | (6.72) | | | | | | 1.52 | | | | 1.37 | | | 1.37 | | | 3.80 | | | | | 68,152 | | | | | | 18 | | |
12-31-14 | | | | | 10.94 | | | | | | 0.41• | | | | | | 0.12 | | | | | | 0.53 | | | | | | 0.44 | | | | | | — | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 11.03 | | | | | | 4.69 | | | | | | 1.51 | | | | 1.36 | | | 1.36 | | | 3.66 | | | | | 78,155 | | | | | | 26 | | |
12-31-13 | | | | | 10.09 | | | | | | 0.41• | | | | | | 0.98 | | | | | | 1.39 | | | | | | 0.54 | | | | | | — | | | | | | — | | | | | | 0.54 | | | | | | — | | | | | | 10.94 | | | | | | 14.14 | | | | | | 1.51 | | | | 1.36 | | | 1.36 | | | 3.91 | | | | | 53,031 | | | | | | 23 | | |
| | | | | | | | | 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) | | | (%) | | ||||||||||||||||||||||||||||||||||||||||||
VY® Franklin Income Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 11.65 | | | | | | 0.26• | | | | | | (0.22) | | | | | | 0.04 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.69 | | | | | | 0.34 | | | | | | 0.79 | | | | 0.66 | | | 0.66 | | | 4.52 | | | | | 8,991 | | | | | | 33 | | |
12-31-17 | | | | | 11.05 | | | | | | 0.54• | | | | | | 0.60 | | | | | | 1.14 | | | | | | 0.54 | | | | | | — | | | | | | — | | | | | | 0.54 | | | | | | — | | | | | | 11.65 | | | | | | 10.56 | | | | | | 0.79 | | | | 0.66 | | | 0.66 | | | 4.76 | | | | | 9,393 | | | | | | 22 | | |
12-31-16 | | | | | 10.18 | | | | | | 0.50• | | | | | | 1.09 | | | | | | 1.59 | | | | | | 0.72 | | | | | | — | | | | | | — | | | | | | 0.72 | | | | | | — | | | | | | 11.05 | | | | | | 16.02 | | | | | | 0.78 | | | | 0.76 | | | 0.76 | | | 4.74 | | | | | 9,478 | | | | | | 42 | | |
12-31-15 | | | | | 11.43 | | | | | | 0.47• | | | | | | (1.16) | | | | | | (0.69) | | | | | | 0.56 | | | | | | — | | | | | | — | | | | | | 0.56 | | | | | | — | | | | | | 10.18 | | | | | | (6.34) | | | | | | 0.77 | | | | 0.77 | | | 0.77 | | | 4.11 | | | | | 9,222 | | | | | | 18 | | |
12-31-14 | | | | | 11.30 | | | | | | 0.51• | | | | | | 0.09 | | | | | | 0.60 | | | | | | 0.47 | | | | | | — | | | | | | — | | | | | | 0.47 | | | | | | — | | | | | | 11.43 | | | | | | 5.21 | | | | | | 0.76 | | | | 0.76 | | | 0.76 | | | 4.31 | | | | | 311,844 | | | | | | 26 | | |
12-31-13 | | | | | 10.38 | | | | | | 0.46 | | | | | | 1.04 | | | | | | 1.50 | | | | | | 0.58 | | | | | | — | | | | | | — | | | | | | 0.58 | | | | | | — | | | | | | 11.30 | | | | | | 14.81 | | | | | | 0.76 | | | | 0.76 | | | 0.76 | | | 4.53 | | | | | 326,510 | | | | | | 23 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 11.59 | | | | | | 0.24• | | | | | | (0.22) | | | | | | 0.02 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.61 | | | | | | 0.17 | | | | | | 1.04 | | | | 0.91 | | | 0.91 | | | 4.27 | | | | | 327,365 | | | | | | 33 | | |
12-31-17 | | | | | 10.99 | | | | | | 0.51• | | | | | | 0.60 | | | | | | 1.11 | | | | | | 0.51 | | | | | | — | | | | | | — | | | | | | 0.51 | | | | | | — | | | | | | 11.59 | | | | | | 10.33 | | | | | | 1.04 | | | | 0.91 | | | 0.91 | | | 4.52 | | | | | 361,336 | | | | | | 22 | | |
12-31-16 | | | | | 10.14 | | | | | | 0.47• | | | | | | 1.09 | | | | | | 1.56 | | | | | | 0.71 | | | | | | — | | | | | | — | | | | | | 0.71 | | | | | | — | | | | | | 10.99 | | | | | | 15.68 | | | | | | 1.03 | | | | 1.01 | | | 1.01 | | | 4.49 | | | | | 411,297 | | | | | | 42 | | |
12-31-15 | | | | | 11.35 | | | | | | 0.45• | | | | | | (1.13) | | | | | | (0.68) | | | | | | 0.53 | | | | | | — | | | | | | — | | | | | | 0.53 | | | | | | — | | | | | | 10.14 | | | | | | (6.31) | | | | | | 1.02 | | | | 1.02 | | | 1.02 | | | 4.14 | | | | | 414,907 | | | | | | 18 | | |
12-31-14 | | | | | 11.23 | | | | | | 0.47• | | | | | | 0.10 | | | | | | 0.57 | | | | | | 0.45 | | | | | | — | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 11.35 | | | | | | 4.91 | | | | | | 1.01 | | | | 1.01 | | | 1.01 | | | 4.05 | | | | | 554,146 | | | | | | 26 | | |
12-31-13 | | | | | 10.31 | | | | | | 0.46• | | | | | | 1.02 | | | | | | 1.48 | | | | | | 0.56 | | | | | | — | | | | | | — | | | | | | 0.56 | | | | | | — | | | | | | 11.23 | | | | | | 14.64 | | | | | | 1.01 | | | | 1.01 | | | 1.01 | | | 4.28 | | | | | 556,255 | | | | | | 23 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 11.56 | | | | | | 0.24• | | | | | | (0.23) | | | | | | 0.01 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.57 | | | | | | 0.09 | | | | | | 1.19 | | | | 1.06 | | | 1.06 | | | 4.11 | | | | | 5,209 | | | | | | 33 | | |
12-31-17 | | | | | 10.96 | | | | | | 0.50• | | | | | | 0.59 | | | | | | 1.09 | | | | | | 0.49 | | | | | | — | | | | | | — | | | | | | 0.49 | | | | | | — | | | | | | 11.56 | | | | | | 10.16 | | | | | | 1.19 | | | | 1.06 | | | 1.06 | | | 4.38 | | | | | 5,389 | | | | | | 22 | | |
12-31-16 | | | | | 10.11 | | | | | | 0.45• | | | | | | 1.09 | | | | | | 1.54 | | | | | | 0.69 | | | | | | — | | | | | | — | | | | | | 0.69 | | | | | | — | | | | | | 10.96 | | | | | | 15.52 | | | | | | 1.21 | | | | 1.16 | | | 1.16 | | | 4.34 | | | | | 7,701 | | | | | | 42 | | |
12-31-15 | | | | | 11.32 | | | | | | 0.44• | | | | | | (1.15) | | | | | | (0.71) | | | | | | 0.50 | | | | | | — | | | | | | — | | | | | | 0.50 | | | | | | — | | | | | | 10.11 | | | | | | (6.51) | | | | | | 1.27 | | | | 1.17 | | | 1.17 | | | 3.99 | | | | | 7,770 | | | | | | 18 | | |
12-31-14 | | | | | 11.20 | | | | | | 0.45 | | | | | | 0.10 | | | | | | 0.55 | | | | | | 0.43 | | | | | | — | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 11.32 | | | | | | 4.79 | | | | | | 1.26 | | | | 1.16 | | | 1.16 | | | 3.91 | | | | | 10,975 | | | | | | 26 | | |
12-31-13 | | | | | 10.29 | | | | | | 0.45• | | | | | | 1.00 | | | | | | 1.45 | | | | | | 0.54 | | | | | | — | | | | | | — | | | | | | 0.54 | | | | | | — | | | | | | 11.20 | | | | | | 14.40 | | | | | | 1.26 | | | | 1.16 | | | 1.16 | | | 4.14 | | | | | 10,543 | | | | | | 23 | | |
VY® JPMorgan Small Cap Core Equity Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 20.12 | | | | | | (0.00)* | | | | | | 1.35 | | | | | | 1.35 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 21.47 | | | | | | 6.71 | | | | | | 1.45 | | | | 1.45 | | | 1.45 | | | (0.01) | | | | | 136,901 | | | | | | 18 | | |
12-31-17 | | | | | 18.54 | | | | | | 0.01 | | | | | | 2.71 | | | | | | 2.72 | | | | | | 0.04 | | | | | | 1.10 | | | | | | — | | | | | | 1.14 | | | | | | — | | | | | | 20.12 | | | | | | 15.17 | | | | | | 1.45 | | | | 1.45 | | | 1.45 | | | 0.03 | | | | | 131,488 | | | | | | 36 | | |
12-31-16 | | | | | 16.82 | | | | | | 0.03 | | | | | | 3.33 | | | | | | 3.36 | | | | | | 0.04 | | | | | | 1.60 | | | | | | — | | | | | | 1.64 | | | | | | — | | | | | | 18.54 | | | | | | 21.17 | | | | | | 1.50 | | | | 1.45 | | | 1.45 | | | 0.17 | | | | | 120,442 | | | | | | 40 | | |
12-31-15 | | | | | 19.83 | | | | | | 0.01 | | | | | | (0.58) | | | | | | (0.57) | | | | | | — | | | | | | 2.44 | | | | | | — | | | | | | 2.44 | | | | | | — | | | | | | 16.82 | | | | | | (4.02) | | | | | | 1.60 | | | | 1.45 | | | 1.45 | | | 0.12 | | | | | 105,259 | | | | | | 38 | | |
12-31-14 | | | | | 20.05 | | | | | | (0.03) | | | | | | 1.55 | | | | | | 1.52 | | | | | | 0.04 | | | | | | 1.70 | | | | | | — | | | | | | 1.74 | | | | | | — | | | | | | 19.83 | | | | | | 7.94 | | | | | | 1.60 | | | | 1.45 | | | 1.45 | | | (0.11) | | | | | 101,728 | | | | | | 42 | | |
12-31-13 | | | | | 14.94 | | | | | | 0.02• | | | | | | 5.66 | | | | | | 5.68 | | | | | | 0.13 | | | | | | 0.44 | | | | | | — | | | | | | 0.57 | | | | | | — | | | | | | 20.05 | | | | | | 38.52 | | | | | | 1.61 | | | | 1.46 | | | 1.46 | | | 0.13 | | | | | 85,366 | | | | | | 41 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 21.35 | | | | | | 0.06• | | | | | | 1.44 | | | | | | 1.50 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 22.85 | | | | | | 7.03 | | | | | | 0.85 | | | | 0.85 | | | 0.85 | | | 0.59 | | | | | 201,107 | | | | | | 18 | | |
12-31-17 | | | | | 19.59 | | | | | | 0.13 | | | | | | 2.88 | | | | | | 3.01 | | | | | | 0.15 | | | | | | 1.10 | | | | | | — | | | | | | 1.25 | | | | | | — | | | | | | 21.35 | | | | | | 15.86 | | | | | | 0.85 | | | | 0.85 | | | 0.85 | | | 0.62 | | | | | 188,213 | | | | | | 36 | | |
12-31-16 | | | | | 17.68 | | | | | | 0.14 | | | | | | 3.52 | | | | | | 3.66 | | | | | | 0.15 | | | | | | 1.60 | | | | | | — | | | | | | 1.75 | | | | | | — | | | | | | 19.59 | | | | | | 21.92 | | | | | | 0.85 | | | | 0.85 | | | 0.85 | | | 0.77 | | | | | 178,586 | | | | | | 40 | | |
12-31-15 | | | | | 20.70 | | | | | | 0.14 | | | | | | (0.62) | | | | | | (0.48) | | | | | | 0.10 | | | | | | 2.44 | | | | | | — | | | | | | 2.54 | | | | | | — | | | | | | 17.68 | | | | | | (3.45) | | | | | | 0.85 | | | | 0.85 | | | 0.85 | | | 0.72 | | | | | 159,243 | | | | | | 38 | | |
12-31-14 | | | | | 20.81 | | | | | | 0.09 | | | | | | 1.62 | | | | | | 1.71 | | | | | | 0.12 | | | | | | 1.70 | | | | | | — | | | | | | 1.82 | | | | | | — | | | | | | 20.70 | | | | | | 8.61 | | | | | | 0.85 | | | | 0.85 | | | 0.85 | | | 0.48 | | | | | 160,190 | | | | | | 42 | | |
12-31-13 | | | | | 15.43 | | | | | | 0.12 | | | | | | 5.87 | | | | | | 5.99 | | | | | | 0.17 | | | | | | 0.44 | | | | | | — | | | | | | 0.61 | | | | | | — | | | | | | 20.81 | | | | | | 39.36 | | | | | | 0.86 | | | | 0.86 | | | 0.86 | | | 0.70 | | | | | 136,611 | | | | | | 41 | | |
| | | | | | | | | 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) | | | (%) | | ||||||||||||||||||||||||||||||||||||||||||
VY® JPMorgan Small Cap Core Equity Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 21.34 | | | | | | 0.07• | | | | | | 1.43 | | | | | | 1.50 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 22.84 | | | | | | 7.03 | | | | | | 0.85 | | | | 0.85 | | | 0.85 | | | 0.61 | | | | | 23,564 | | | | | | 18 | | |
12-31-17 | | | | | 19.58 | | | | | | 0.15• | | | | | | 2.86 | | | | | | 3.01 | | | | | | 0.15 | | | | | | 1.10 | | | | | | — | | | | | | 1.25 | | | | | | — | | | | | | 21.34 | | | | | | 15.87 | | | | | | 0.85 | | | | 0.85 | | | 0.85 | | | 0.73 | | | | | 17,009 | | | | | | 36 | | |
05-03-16(5) - 12-31-16 | | | | | 17.80 | | | | | | 0.15• | | | | | | 3.38 | | | | | | 3.53 | | | | | | 0.15 | | | | | | 1.60 | | | | | | — | | | | | | 1.75 | | | | | | — | | | | | | 19.58 | | | | | | 21.04 | | | | | | 0.85 | | | | 0.85 | | | 0.85 | | | 1.22 | | | | | 30 | | | | | | 40 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 21.07 | | | | | | 0.04• | | | | | | 1.42 | | | | | | 1.46 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 22.53 | | | | | | 6.93 | | | | | | 1.10 | | | | 1.10 | | | 1.10 | | | 0.34 | | | | | 394,074 | | | | | | 18 | | |
12-31-17 | | | | | 19.35 | | | | | | 0.07• | | | | | | 2.85 | | | | | | 2.92 | | | | | | 0.10 | | | | | | 1.10 | | | | | | — | | | | | | 1.20 | | | | | | — | | | | | | 21.07 | | | | | | 15.56 | | | | | | 1.10 | | | | 1.10 | | | 1.10 | | | 0.37 | | | | | 385,636 | | | | | | 36 | | |
12-31-16 | | | | | 17.48 | | | | | | 0.10 | | | | | | 3.46 | | | | | | 3.56 | | | | | | 0.09 | | | | | | 1.60 | | | | | | — | | | | | | 1.69 | | | | | | — | | | | | | 19.35 | | | | | | 21.59 | | | | | | 1.10 | | | | 1.10 | | | 1.10 | | | 0.52 | | | | | 436,518 | | | | | | 40 | | |
12-31-15 | | | | | 20.49 | | | | | | 0.09 | | | | | | (0.62) | | | | | | (0.53) | | | | | | 0.04 | | | | | | 2.44 | | | | | | — | | | | | | 2.48 | | | | | | — | | | | | | 17.48 | | | | | | (3.68) | | | | | | 1.10 | | | | 1.10 | | | 1.10 | | | 0.47 | | | | | 404,369 | | | | | | 38 | | |
12-31-14 | | | | | 20.62 | | | | | | 0.05 | | | | | | 1.59 | | | | | | 1.64 | | | | | | 0.07 | | | | | | 1.70 | | | | | | — | | | | | | 1.77 | | | | | | — | | | | | | 20.49 | | | | | | 8.35 | | | | | | 1.10 | | | | 1.10 | | | 1.10 | | | 0.22 | | | | | 459,361 | | | | | | 42 | | |
12-31-13 | | | | | 15.31 | | | | | | 0.06 | | | | | | 5.83 | | | | | | 5.89 | | | | | | 0.14 | | | | | | 0.44 | | | | | | — | | | | | | 0.58 | | | | | | — | | | | | | 20.62 | | | | | | 38.95 | | | | | | 1.11 | | | | 1.11 | | | 1.11 | | | 0.46 | | | | | 482,759 | | | | | | 41 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 20.85 | | | | | | 0.03 | | | | | | 1.39 | | | | | | 1.42 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 22.27 | | | | | | 6.81 | | | | | | 1.25 | | | | 1.25 | | | 1.25 | | | 0.19 | | | | | 35,131 | | | | | | 18 | | |
12-31-17 | | | | | 19.15 | | | | | | 0.04• | | | | | | 2.82 | | | | | | 2.86 | | | | | | 0.06 | | | | | | 1.10 | | | | | | — | | | | | | 1.16 | | | | | | — | | | | | | 20.85 | | | | | | 15.42 | | | | | | 1.25 | | | | 1.25 | | | 1.25 | | | 0.22 | | | | | 35,440 | | | | | | 36 | | |
12-31-16 | | | | | 17.31 | | | | | | 0.06• | | | | | | 3.44 | | | | | | 3.50 | | | | | | 0.06 | | | | | | 1.60 | | | | | | — | | | | | | 1.66 | | | | | | — | | | | | | 19.15 | | | | | | 21.39 | | | | | | 1.28 | | | | 1.25 | | | 1.25 | | | 0.37 | | | | | 39,721 | | | | | | 40 | | |
12-31-15 | | | | | 20.32 | | | | | | 0.06 | | | | | | (0.62) | | | | | | (0.56) | | | | | | 0.01 | | | | | | 2.44 | | | | | | — | | | | | | 2.45 | | | | | | — | | | | | | 17.31 | | | | | | (3.87) | | | | | | 1.35 | | | | 1.25 | | | 1.25 | | | 0.33 | | | | | 40,756 | | | | | | 38 | | |
12-31-14 | | | | | 20.45 | | | | | | 0.02 | | | | | | 1.59 | | | | | | 1.61 | | | | | | 0.04 | | | | | | 1.70 | | | | | | — | | | | | | 1.74 | | | | | | — | | | | | | 20.32 | | | | | | 8.24 | | | | | | 1.35 | | | | 1.25 | | | 1.25 | | | 0.07 | | | | | 48,220 | | | | | | 42 | | |
12-31-13 | | | | | 15.19 | | | | | | 0.05• | | | | | | 5.76 | | | | | | 5.81 | | | | | | 0.11 | | | | | | 0.44 | | | | | | — | | | | | | 0.55 | | | | | | — | | | | | | 20.45 | | | | | | 38.73 | | | | | | 1.36 | | | | 1.26 | | | 1.26 | | | 0.29 | | | | | 51,463 | | | | | | 41 | | |
VY® Templeton Global Growth Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ��� | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 10.96 | | | | | | 0.10• | | | | | | (0.38) | | | | | | (0.28) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.68 | | | | | | (2.55) | | | | | | 1.57 | | | | 1.43 | | | 1.43 | | | 1.87 | | | | | 7 | | | | | | 14 | | |
12-31-17 | | | | | 9.50 | | | | | | 0.12 | | | | | | 1.56 | | | | | | 1.68 | | | | | | 0.15 | | | | | | 0.07 | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 10.96 | | | | | | 17.76 | | | | | | 1.57 | | | | 1.43 | | | 1.43 | | | 1.17 | | | | | 7 | | | | | | 26 | | |
12-31-16 | | | | | 13.16 | | | | | | 0.13• | | | | | | 0.84 | | | | | | 0.97 | | | | | | 0.46 | | | | | | 4.17 | | | | | | — | | | | | | 4.63 | | | | | | — | | | | | | 9.50 | | | | | | 10.47 | | | | | | 1.62 | | | | 1.55 | | | 1.55 | | | 1.22 | | | | | 6 | | | | | | 23 | | |
12-31-15 | | | | | 15.08 | | | | | | 0.17 | | | | | | (1.27) | | | | | | (1.10) | | | | | | 0.37 | | | | | | 0.45 | | | | | | — | | | | | | 0.82 | | | | | | — | | | | | | 13.16 | | | | | | (7.89) | | | | | | 1.68 | | | | 1.53 | | | 1.53 | | | 1.20 | | | | | 6 | | | | | | 21 | | |
12-31-14 | | | | | 15.70 | | | | | | 0.30 | | | | | | (0.78) | | | | | | (0.48) | | | | | | 0.14 | | | | | | — | | | | | | — | | | | | | 0.14 | | | | | | — | | | | | | 15.08 | | | | | | (3.11) | | | | | | 1.64 | | | | 1.49 | | | 1.49 | | | 1.89 | | | | | 6 | | | | | | 18 | | |
12-31-13 | | | | | 12.23 | | | | | | 0.12 | | | | | | 3.54 | | | | | | 3.66 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 15.70 | | | | | | 30.13 | | | | | | 1.64 | | | | 1.49 | | | 1.49 | | | 0.89 | | | | | 6 | | | | | | 12 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 11.35 | | | | | | 0.14• | | | | | | (0.40) | | | | | | (0.26) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.09 | | | | | | (2.29) | | | | | | 0.97 | | | | 0.83 | | | 0.83 | | | 2.47 | | | | | 2,220 | | | | | | 14 | | |
12-31-17 | | | | | 9.82 | | | | | | 0.19 | | | | | | 1.61 | | | | | | 1.80 | | | | | | 0.20 | | | | | | 0.07 | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 11.35 | | | | | | 18.46 | | | | | | 0.97 | | | | 0.83 | | | 0.83 | | | 1.77 | | | | | 2,236 | | | | | | 26 | | |
12-31-16 | | | | | 13.46 | | | | | | 0.20• | | | | | | 0.88 | | | | | | 1.08 | | | | | | 0.55 | | | | | | 4.17 | | | | | | — | | | | | | 4.72 | | | | | | — | | | | | | 9.82 | | | | | | 11.16 | | | | | | 0.97 | | | | 0.95 | | | 0.95 | | | 1.85 | | | | | 1,916 | | | | | | 23 | | |
12-31-15 | | | | | 15.40 | | | | | | 0.33• | | | | | | (1.36) | | | | | | (1.03) | | | | | | 0.46 | | | | | | 0.45 | | | | | | — | | | | | | 0.91 | | | | | | — | | | | | | 13.46 | | | | | | (7.31) | | | | | | 0.90 | | | | 0.90 | | | 0.90 | | | 2.07 | | | | | 1,837 | | | | | | 21 | | |
12-31-14 | | | | | 16.02 | | | | | | 0.40• | | | | | | (0.79) | | | | | | (0.39) | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 15.40 | | | | | | (2.56) | | | | | | 0.89 | | | | 0.89 | | | 0.89 | | | 2.47 | | | | | 298,762 | | | | | | 18 | | |
12-31-13 | | | | | 12.46 | | | | | | 0.21• | | | | | | 3.61 | | | | | | 3.82 | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 16.02 | | | | | | 30.96 | | | | | | 0.89 | | | | 0.89 | | | 0.89 | | | 1.50 | | | | | 319,415 | | | | | | 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) | | | (%) | | ||||||||||||||||||||||||||||||||||||||||||
VY® Templeton Global Growth Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 11.45 | | | | | | 0.12• | | | | | | (0.40) | | | | | | (0.28) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.17 | | | | | | (2.45) | | | | | | 1.22 | | | | 1.08 | | | 1.08 | | | 2.19 | | | | | 160,043 | | | | | | 14 | | |
12-31-17 | | | | | 9.90 | | | | | | 0.16• | | | | | | 1.63 | | | | | | 1.79 | | | | | | 0.17 | | | | | | 0.07 | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 11.45 | | | | | | 18.22 | | | | | | 1.22 | | | | 1.08 | | | 1.08 | | | 1.53 | | | | | 175,462 | | | | | | 26 | | |
12-31-16 | | | | | 13.52 | | | | | | 0.20 | | | | | | 0.85 | | | | | | 1.05 | | | | | | 0.50 | | | | | | 4.17 | | | | | | — | | | | | | 4.67 | | | | | | — | | | | | | 9.90 | | | | | | 10.89 | | | | | | 1.22 | | | | 1.20 | | | 1.20 | | | 1.59 | | | | | 188,514 | | | | | | 23 | | |
12-31-15 | | | | | 15.46 | | | | | | 0.24• | | | | | | (1.32) | | | | | | (1.08) | | | | | | 0.41 | | | | | | 0.45 | | | | | | — | | | | | | 0.86 | | | | | | — | | | | | | 13.52 | | | | | | (7.56) | | | | | | 1.18 | | | | 1.18 | | | 1.18 | | | 1.57 | | | | | 203,957 | | | | | | 21 | | |
12-31-14 | | | | | 16.08 | | | | | | 0.36• | | | | | | (0.79) | | | | | | (0.43) | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 15.46 | | | | | | (2.77) | | | | | | 1.14 | | | | 1.14 | | | 1.14 | | | 2.25 | | | | | 257,772 | | | | | | 18 | | |
12-31-13 | | | | | 12.51 | | | | | | 0.18• | | | | | | 3.62 | | | | | | 3.80 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 16.08 | | | | | | 30.62 | | | | | | 1.14 | | | | 1.14 | | | 1.14 | | | 1.25 | | | | | 307,054 | | | | | | 12 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-18 | | | | | 11.33 | | | | | | 0.11• | | | | | | (0.39) | | | | | | (0.28) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 11.05 | | | | | | (2.47) | | | | | | 1.37 | | | | 1.23 | | | 1.23 | | | 2.02 | | | | | 2,652 | | | | | | 14 | | |
12-31-17 | | | | | 9.80 | | | | | | 0.15• | | | | | | 1.61 | | | | | | 1.76 | | | | | | 0.16 | | | | | | 0.07 | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 11.33 | | | | | | 18.05 | | | | | | 1.37 | | | | 1.23 | | | 1.23 | | | 1.39 | | | | | 3,007 | | | | | | 26 | | |
12-31-16 | | | | | 13.42 | | | | | | 0.18 | | | | | | 0.85 | | | | | | 1.03 | | | | | | 0.48 | | | | | | 4.17 | | | | | | — | | | | | | 4.65 | | | | | | — | | | | | | 9.80 | | | | | | 10.69 | | | | | | 1.40 | | | | 1.35 | | | 1.35 | | | 1.45 | | | | | 2,980 | | | | | | 23 | | |
12-31-15 | | | | | 15.34 | | | | | | 0.21• | | | | | | (1.30) | | | | | | (1.09) | | | | | | 0.38 | | | | | | 0.45 | | | | | | — | | | | | | 0.83 | | | | | | — | | | | | | 13.42 | | | | | | (7.69) | | | | | | 1.43 | | | | 1.33 | | | 1.33 | | | 1.42 | | | | | 3,401 | | | | | | 21 | | |
12-31-14 | | | | | 15.97 | | | | | | 0.34• | | | | | | (0.80) | | | | | | (0.46) | | | | | | 0.17 | | | | | | — | | | | | | — | | | | | | 0.17 | | | | | | — | | | | | | 15.34 | | | | | | (2.98) | | | | | | 1.39 | | | | 1.29 | | | 1.29 | | | 2.12 | | | | | 4,879 | | | | | | 18 | | |
12-31-13 | | | | | 12.43 | | | | | | 0.16• | | | | | | 3.59 | | | | | | 3.75 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 15.97 | | | | | | 30.46 | | | | | | 1.39 | | | | 1.29 | | | 1.29 | | | 1.10 | | | | | 5,901 | | | | | | 12 | | |
| | | Purchased | | | Sold | | ||||||
Limited Maturity Bond | | | | $ | 81,809,276 | | | | | $ | 17,197,781 | | |
U.S. Stock Index | | | | | 65,305,670 | | | | | | — | | |
JPMorgan Small Cap Core Equity | | | | | 7,526,345 | | | | | | — | | |
| | | Purchases | | | Sales | | ||||||
High Yield | | | | $ | 114,780,740 | | | | | $ | 134,786,378 | | |
Large Cap Growth | | | | | 2,979,973,925 | | | | | | 3,534,462,731 | | |
Large Cap Value | | | | | 561,541,938 | | | | | | 665,076,192 | | |
Limited Maturity Bond | | | | | 42,188,885 | | | | | | 57,342,283 | | |
Multi-Manager Large Cap Core | | | | | 49,796,896 | | | | | | 298,846,758 | | |
U.S. Stock Index | | | | | 300,314,066 | | | | | | 205,432,425 | | |
Clarion Real Estate | | | | | 226,211,747 | | | | | | 314,690,241 | | |
Franklin Income | | | | | 109,062,792 | | | | | | 169,127,492 | | |
JPMorgan Small Cap Core Equity | | | | | 132,676,399 | | | | | | 166,651,076 | | |
Templeton Global Growth | | | | | 24,342,587 | | | | | | 35,903,580 | | |
| | | Purchases | | | Sales | | ||||||
Limited Maturity Bond | | | | $ | 289,957,917 | | | | | $ | 269,521,798 | | |
Franklin Income | | | | | 27,924,531 | | | | | | — | | |
Portfolio | | | Fee | |
Large Cap Growth | | | 0.65% on the first $5.5 billion; 0.62% on the next $1.5 billion; 0.60% on the next $3 billion; and 0.59% on the amount in excess of $10 billion | |
Large Cap Value | | | 0.75% on the first $500 million; 0.70% on the next $1.5 billion; and 0.65% on the amount in excess of $2 billion | |
Clarion Real Estate | | | 0.85% on the first $200 million; 0.80% on the next $550 million; and 0.75% on the amount in excess of $750 million | |
Franklin Income | | | 0.75% on the first $500 million; and 0.70% on the amount in excess of $500 million | |
Portfolio | | | Fee | |
High Yield | | | 0.490% on the first $1 billion; 0.480% on the next $1 billion; 0.470% on the amount in excess of $2 billion | |
Limited Maturity Bond(1) | | | 0.350% on the first $200 million; 0.300% on the next $300 million; 0.250% on the amount in excess of $500 million | |
Multi-Manager Large Cap Core | | | 0.725% on the first $500 million; 0.675% on the next $500 million; 0.625% on the amount in excess of $1 billion | |
U.S. Stock Index | | | 0.260% | |
JPMorgan Small Cap Core Equity | | | 0.900% on the first $200 million; 0.850% on the next $300 million; 0.800% on the next $250 million; 0.750% on the amount in excess of $750 million | |
Templeton Global Growth | | | 0.960% on the first $250 million; 0.860% on the next $250 million; 0.760% on the amount in excess of $500 million | |
Portfolio | | | Sub-Adviser | |
High Yield | | | Voya Investment Management Co. LLC* | |
Large Cap Growth | | | Voya Investment Management Co. LLC* | |
Large Cap Value | | | Voya Investment Management Co. LLC* | |
Limited Maturity Bond | | | Voya Investment Management Co. LLC* | |
Multi-Manager Large Cap Core | | | Columbia Management Investment Advisers, LLC and The London Company of Virginia, LLC | |
U.S. Stock Index | | | Voya Investment Management Co. LLC* | |
Clarion Real Estate | | | CBRE Clarion Securities LLC | |
Franklin Income | | | Franklin Advisers, Inc. | |
JPMorgan Small Cap Core Equity | | | J.P. Morgan Investment Management Inc. | |
Templeton Global Growth | | | Templeton Global Advisors Limited | |
Subsidiary/Affiliated Investment Company | | | Portfolio | | | Percentage | | |||
ReliaStar Life Insurance Company | | | Limited Maturity Bond | | | | | 7.23% | | |
| | | JPMorgan Small Cap Core Equity | | | | | 8.03 | | |
Security Life of Denver Insurance Company | | | Limited Maturity Bond | | | | | 9.49 | | |
Voya Index Solution 2025 Portfolio | | | U.S. Stock Index | | | | | 5.46 | | |
Voya Index Solution 2035 Portfolio | | | U.S. Stock Index | | | | | 6.49 | | |
Voya Institutional Trust Company | | | High Yield | | | | | 15.79 | | |
| | | Large Cap Growth | | | | | 16.23 | | |
| | | Large Cap Value | | | | | 5.11 | | |
| | | Limited Maturity Bond | | | | | 6.67 | | |
Subsidiary/Affiliated Investment Company | | | Portfolio | | | Percentage | | |||
| | | U.S. Stock Index | | | | | 5.37 | | |
| | | Clarion Real Estate | | | | | 25.57 | | |
| | | Franklin Income | | | | | 18.66 | | |
| | | JPMorgan Small Cap Core Equity | | | | | 23.32 | | |
Voya Insurance and Annuity Company | | | High Yield | | | | | 53.57 | | |
| | | Large Cap Growth | | | | | 48.32 | | |
| | | Large Cap Value | | | | | 60.20 | | |
| | | Limited Maturity Bond | | | | | 9.19 | | |
| | | Multi-Manager Large Cap Core | | | | | 65.71 | | |
| | | Clarion Real Estate | | | | | 37.18 | | |
| | | Franklin Income | | | | | 74.74 | | |
| | | JPMorgan Small Cap Core Equity | | | | | 33.81 | | |
| | | Templeton Global Growth | | | | | 93.67 | | |
| | | Templeton Global Growth | | | | | 93.40 | | |
Voya Retirement Growth Portfolio | | | U.S. Stock Index | | | | | 17.98 | | |
Voya Retirement Insurance and Annuity Company | | | High Yield | | | | | 26.77 | | |
| | | Large Cap Growth | | | | | 26.07 | | |
| | | Large Cap Value | | | | | 28.62 | | |
| | | Multi-Manager Large Cap Core | | | | | 27.92 | | |
| | | U.S. Stock Index | | | | | 14.93 | | |
| | | Clarion Real Estate | | | | | 36.17 | | |
| | | JPMorgan Small Cap Core Equity | | | | | 29.02 | | |
Voya Retirement Moderate Growth Portfolio | | | U.S. Stock Index | | | | | 12.04 | | |
Voya Retirement Moderate Portfolio | | | U.S. Stock Index | | | | | 5.24 | | |
Portfolio | | | Class ADV | | | Class I | | | Class P2 | | | Class R6 | | | Class S | | | Class S2 | | ||||||||||||||||||
Large Cap Growth(1) | | | | | 1.27% | | | | | | 0.67% | | | | | | N/A | | | | | | 0.67% | | | | | | 0.92% | | | | | | 1.07% | | |
Large Cap Value(2) | | | | | 1.29% | | | | | | 0.69% | | | | | | N/A | | | | | | 0.69% | | | | | | 0.94% | | | | | | 1.09% | | |
U.S. Stock Index | | | | | N/A | | | | | | N/A | | | | | | 0.15% | | | | | | N/A | | | | | | N/A | | | | | | N/A | | |
Clarion Real Estate | | | | | 1.35% | | | | | | 0.75% | | | | | | N/A | | | | | | N/A | | | | | | 1.00% | | | | | | 1.15% | | |
Franklin Income | | | | | 1.28% | | | | | | 0.68% | | | | | | N/A | | | | | | N/A | | | | | | 0.93% | | | | | | 1.08% | | |
Templeton Global Growth | | | | | 1.45% | | | | | | 0.85% | | | | | | N/A | | | | | | N/A | | | | | | 1.10% | | | | | | 1.25% | | |
| | | June 30, | | | ||||||||||||||||||||
| | | 2019 | | | 2020 | | | 2021 | | | Total | | ||||||||||||
Clarion Real Estate | | | | $ | 621,140 | | | | | $ | 583,854 | | | | | $ | 504,782 | | | | | $ | 1,709,776 | | |
Franklin Income | | | | | — | | | | | | 249,128 | | | | | | 476,970 | | | | | | 726,098 | | |
Templeton Global Growth | | | | | — | | | | | | 113,645 | | | | | | 214,801 | | | | | | 328,446 | | |
U.S. Stock Index | | | | | — | | | | | | 175,450 | | | | | | 1,448,115 | | | | | | 1,623,565 | | |
| | | Number of Contracts | | | Premiums Received | | ||||||
Balance at 12/31/2017 | | | | | — | | | | | $ | — | | |
Options Written | | | | | 1,554 | | | | | | 137,622 | | |
Options Terminated in Closing Purchase Transactions | | | | | (650) | | | | | | (49,871) | | |
Options Expired | | | | | (704) | | | | | | (54,503) | | |
Balance at 6/30/2018 | | | | | 200 | | | | | $ | 33,248 | | |
|
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
Large Cap Growth | | | | | 11 | | | | | $ | 39,587,182 | | | | | | 2.70% | | |
Large Cap Value | | | | | 2 | | | | | | 1,347,500 | | | | | | 2.70 | | |
Limited Maturity Bond | | | | | 15 | | | | | | 3,427,067 | | | | | | 2.50 | | |
U.S. Stock Index | | | | | 1 | | | | | | 77,234,000 | | | | | | 2.42 | | |
Franklin Income | | | | | 2 | | | | | | 1,600,500 | | | | | | 2.42 | | |
| | | 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 | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
High Yield | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2018 | | | | | 247,660 | | | | | | — | | | | | | 262,737 | | | | | | (865,302) | | | | | | (354,905) | | | | | | 2,440,646 | | | | | | — | | | | | | 2,556,125 | | | | | | (8,475,979) | | | | | | (3,479,208) | | |
12/31/2017 | | | | | 682,403 | | | | | | — | | | | | | 626,401 | | | | | | (1,524,161) | | | | | | (215,357) | | | | | | 6,857,171 | | | | | | — | | | | | | 6,301,131 | | | | | | (15,301,907) | | | | | | (2,143,605) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2018 | | | | | 798,589 | | | | | | — | | | | | | 193,009 | | | | | | (1,028,840) | | | | | | (37,242) | | | | | | 7,833,641 | | | | | | — | | | | | | 1,878,381 | | | | | | (10,077,166) | | | | | | (365,144) | | |
12/31/2017 | | | | | 1,385,457 | | | | | | — | | | | | | 414,179 | | | | | | (1,301,555) | | | | | | 498,081 | | | | | | 13,955,224 | | | | | | — | | | | | | 4,168,123 | | | | | | (13,077,664) | | | | | | 5,045,683 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2018 | | | | | 882,190 | | | | | | — | | | | | | 1,171,240 | | | | | | (4,033,281) | | | | | | (1,979,851) | | | | | | 8,643,983 | | | | | | — | | | | | | 11,388,848 | | | | | | (39,348,530) | | | | | | (19,315,699) | | |
12/31/2017 | | | | | 1,848,170 | | | | | | — | | | | | | 3,026,790 | | | | | | (12,721,146) | | | | | | (7,846,186) | | | | | | 18,566,307 | | | | | | — | | | | | | 30,447,149 | | | | | | (127,613,131) | | | | | | (78,599,675) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2018 | | | | | 30,287 | | | | | | — | | | | | | 16,506 | | | | | | (105,022) | | | | | | (58,229) | | | | | | 297,888 | | | | | | — | | | | | | 160,769 | | | | | | (1,020,272) | | | | | | (561,615) | | |
12/31/2017 | | | | | 127,978 | | | | | | — | | | | | | 39,198 | | | | | | (165,441) | | | | | | 1,735 | | | | | | 1,293,595 | | | | | | — | | | | | | 394,804 | | | | | | (1,662,223) | | | | | | 26,176 | | |
Large Cap Growth | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2018 | | | | | 432,936 | | | | | | — | | | | | | — | | | | | | (8,454,873) | | | | | | (8,021,937) | | | | | | 8,674,397 | | | | | | — | | | | | | — | | | | | | (169,099,881) | | | | | | (160,425,484) | | |
12/31/2017 | | | | | 762,244 | | | | | | — | | | | | | 8,799,946 | | | | | | (27,880,409) | | | | | | (18,318,219) | | | | | | 13,700,659 | | | | | | — | | | | | | 153,823,057 | | | | | | (502,958,258) | | | | | | (335,434,542) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2018 | | | | | 5,018,918 | | | | | | — | | | | | | — | | | | | | (14,551,826) | | | | | | (9,532,908) | | | | | | 108,465,193 | | | | | | — | | | | | | — | | | | | | (313,514,730) | | | | | | (205,049,537) | | |
12/31/2017 | | | | | 16,881,990 | | | | | | — | | | | | | 8,232,799 | | | | | | (25,040,982) | | | | | | 73,807 | | | | | | 330,077,515 | | | | | | — | | | | | | 154,200,323 | | | | | | (485,173,231) | | | | | | (895,393) | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2018 | | | | | 622,615 | | | | | | — | | | | | | — | | | | | | (137,057) | | | | | | 485,558 | | | | | | 13,308,282 | | | | | | — | | | | | | — | | | | | | (2,909,942) | | | | | | 10,398,340 | | |
12/31/2017 | | | | | 1,384,056 | | | | | | — | | | | | | 72,804 | | | | | | (237,390) | | | | | | 1,219,470 | | | | | | 26,797,806 | | | | | | — | | | | | | 1,364,356 | | | | | | (4,845,284) | | | | | | 23,316,878 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2018 | | | | | 419,742 | | | | | | — | | | | | | — | | | | | | (9,744,949) | | | | | | (9,325,207) | | | | | | 8,861,933 | | | | | | — | | | | | | — | | | | | | (205,067,398) | | | | | | (196,205,465) | | |
12/31/2017 | | | | | 2,346,413 | | | | | | — | | | | | | 8,534,578 | | | | | | (29,208,624) | | | | | | (18,327,633) | | | | | | 42,425,220 | | | | | | — | | | | | | 156,438,813 | | | | | | (551,393,152) | | | | | | (352,529,119) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2018 | | | | | 79,789 | | | | | | — | | | | | | — | | | | | | (382,540) | | | | | | (302,751) | | | | | | 1,662,787 | | | | | | — | | | | | | — | | | | | | (8,059,540) | | | | | | (6,396,753) | | |
12/31/2017 | | | | | 270,351 | | | | | | — | | | | | | 283,227 | | | | | | (1,250,276) | | | | | | (696,698) | | | | | | 5,056,783 | | | | | | — | | | | | | 5,157,568 | | | | | | (23,617,121) | | | | | | (13,402,770) | | |
Large Cap Value | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2018 | | | | | 71,644 | | | | | | — | | | | | | — | | | | | | (344,061) | | | | | | (272,417) | | | | | | 930,885 | | | | | | — | | | | | | — | | | | | | (4,487,248) | | | | | | (3,556,363) | | |
12/31/2017 | | | | | 230,950 | | | | | | — | | | | | | 88,013 | | | | | | (1,108,527) | | | | | | (789,564) | | | | | | 2,879,615 | | | | | | — | | | | | | 1,141,716 | | | | | | (13,765,419) | | | | | | (9,744,088) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2018 | | | | | 334,821 | | | | | | — | | | | | | — | | | | | | (3,841,944) | | | | | | (3,507,123) | | | | | | 4,406,039 | | | | | | — | | | | | | — | | | | | | (50,753,029) | | | | | | (46,346,990) | | |
12/31/2017 | | | | | 2,492,055 | | | | | | — | | | | | | 774,261 | | | | | | (18,824,590) | | | | | | (15,558,274) | | | | | | 31,240,020 | | | | | | — | | | | | | 10,255,856 | | | | | | (237,772,738) | | | | | | (196,276,862) | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2018 | | | | | 37,750 | | | | | | — | | | | | | — | | | | | | (31,137) | | | | | | 6,613 | | | | | | 506,897 | | | | | | — | | | | | | — | | | | | | (412,907) | | | | | | 93,990 | | |
12/31/2017 | | | | | 63,248 | | | | | | — | | | | | | 2,393 | | | | | | (48,544) | | | | | | 17,097 | | | | | | 780,153 | | | | | | — | | | | | | 31,694 | | | | | | (641,820) | | | | | | 170,027 | | |
| | | 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 | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Large Cap Value (continued) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2018 | | | | | 208,570 | | | | | | — | | | | | | — | | | | | | (4,865,964) | | | | | | (4,657,394) | | | | | | 2,741,307 | | | | | | — | | | | | | — | | | | | | (63,954,573) | | | | | | (61,213,266) | | |
12/31/2017 | | | | | 451,452 | | | | | | — | | | | | | 1,354,870 | | | | | | (19,740,352) | | | | | | (17,934,030) | | | | | | 5,663,011 | | | | | | — | | | | | | 17,711,662 | | | | | | (248,278,638) | | | | | | (224,903,965) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2018 | | | | | 1,024 | | | | | | — | | | | | | — | | | | | | (6,543) | | | | | | (5,519) | | | | | | 13,943 | | | | | | — | | | | | | — | | | | | | (89,536) | | | | | | (75,593) | | |
12/31/2017 | | | | | 11,670 | | | | | | — | | | | | | 298 | | | | | | (39,893) | | | | | | (27,925) | | | | | | 151,819 | | | | | | — | | | | | | 3,922 | | | | | | (496,518) | | | | | | (340,777) | | |
Limited Maturity Bond | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2018 | | | | | 40,984 | | | | | | — | | | | | | 10,778 | | | | | | (230,471) | | | | | | (178,709) | | | | | | 397,033 | | | | | | — | | | | | | 104,016 | | | | | | (2,226,041) | | | | | | (1,724,992) | | |
12/31/2017 | | | | | 127,085 | | | | | | — | | | | | | 29,370 | | | | | | (471,129) | | | | | | (314,674) | | | | | | 1,240,401 | | | | | | — | | | | | | 286,636 | | | | | | (4,599,109) | | | | | | (3,072,072) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2018 | | | | | 1,520,462 | | | | | | — | | | | | | 152,329 | | | | | | (2,793,700) | | | | | | (1,120,909) | | | | | | 14,977,389 | | | | | | — | | | | | | 1,499,959 | | | | | | (27,588,189) | | | | | | (11,110,841) | | |
12/31/2017 | | | | | 7,336,144 | | | | | | — | | | | | | 341,000 | | | | | | (5,769,120) | | | | | | 1,908,024 | | | | | | 73,128,357 | | | | | | — | | | | | | 3,394,974 | | | | | | (57,471,718) | | | | | | 19,051,613 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2018 | | | | | 333,046 | | | | | | — | | | | | | 60,181 | | | | | | (615,279) | | | | | | (222,052) | | | | | | 3,306,359 | | | | | | — | | | | | | 597,107 | | | | | | (6,108,898) | | | | | | (2,205,432) | | |
12/31/2017 | | | | | 450,761 | | | | | | — | | | | | | 149,717 | | | | | | (2,119,211) | | | | | | (1,518,733) | | | | | | 4,521,882 | | | | | | — | | | | | | 1,502,423 | | | | | | (21,265,137) | | | | | | (15,240,832) | | |
Multi-Manager Large Cap Core | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2018 | | | | | 54 | | | | | | — | | | | | | — | | | | | | (3,737) | | | | | | (3,683) | | | | | | 901 | | | | | | — | | | | | | — | | | | | | (62,432) | | | | | | (61,531) | | |
12/31/2017 | | | | | 127 | | | | | | — | | | | | | 4,681 | | | | | | (13,123) | | | | | | (8,315) | | | | | | 1,967 | | | | | | — | | | | | | 71,928 | | | | | | (208,244) | | | | | | (134,349) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2018 | | | | | 734,994 | | | | | | — | | | | | | — | | | | | | (16,088,793) | | | | | | (15,353,799) | | | | | | 12,412,821 | | | | | | — | | | | | | — | | | | | | (265,059,208) | | | | | | (252,646,387) | | |
12/31/2017 | | | | | 2,321,213 | | | | | | — | | | | | | 1,183,437 | | | | | | (7,247,033) | | | | | | (3,742,383) | | | | | | 36,722,639 | | | | | | — | | | | | | 18,518,783 | | | | | | (115,161,562) | | | | | | (59,920,140) | | |
Class R6(2) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2018 | | | | | — | | | | | | — | | | | | | — | | | | | | (231) | | | | | | (231) | | | | | | — | | | | | | — | | | | | | — | | | | | | (3,897) | | | | | | (3,897) | | |
12/31/2017 | | | | | — | | | | | | — | | | | | | 16 | | | | | | — | | | | | | 16 | | | | | | — | | | | | | — | | | | | | 249 | | | | | | — | | | | | | 249 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2018 | | | | | 83,186 | | | | | | — | | | | | | — | | | | | | (248,242) | | | | | | (165,056) | | | | | | 1,394,671 | | | | | | — | | | | | | — | | | | | | (4,159,656) | | | | | | (2,764,985) | | |
12/31/2017 | | | | | 240,687 | | | | | | — | | | | | | 243,866 | | | | | | (1,136,261) | | | | | | (651,708) | | | | | | 3,756,094 | | | | | | — | | | | | | 3,801,208 | | | | | | (18,339,069) | | | | | | (10,781,767) | | |
U.S. Stock Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2018 | | | | | 202,125 | | | | | | — | | | | | | — | | | | | | (696,454) | | | | | | (494,329) | | | | | | 3,125,131 | | | | | | — | | | | | | — | | | | | | (10,820,561) | | | | | | (7,695,430) | | |
12/31/2017 | | | | | 792,344 | | | | | | — | | | | | | 510,149 | | | | | | (2,351,202) | | | | | | (1,048,709) | | | | | | 11,320,248 | | | | | | — | | | | | | 7,246,583 | | | | | | (33,712,405) | | | | | | (15,145,574) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2018 | | | | | 19,012,738 | | | | | | — | | | | | | — | | | | | | (27,929,039) | | | | | | (8,916,301) | | | | | | 303,412,834 | | | | | | — | | | | | | — | | | | | | (449,232,557) | | | | | | (145,819,723) | | |
12/31/2017 | | | | | 38,015,935 | | | | | | — | | | | | | 15,425,745 | | | | | | (136,660,523) | | | | | | (83,218,843) | | | | | | 557,164,994 | | | | | | — | | | | | | 228,042,984 | | | | | | (2,025,247,993) | | | | | | (1,240,040,015) | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2018 | | | | | 23,389,530 | | | | | | — | | | | | | — | | | | | | (8,044,862) | | | | | | 15,344,668 | | | | | | 372,687,511 | | | | | | — | | | | | | — | | | | | | (130,398,863) | | | | | | 242,288,648 | | |
5/3/2017(1) - 12/31/2017 | | | | | 86,543,843 | | | | | | — | | | | | | 4,708,824 | | | | | | (13,235,309) | | | | | | 78,017,358 | | | | | | 1,286,487,822 | | | | | | — | | | | | | 69,833,243 | | | | | | (199,702,935) | | | | | | 1,156,618,130 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2018 | | | | | 679,959 | | | | | | — | | | | | | — | | | | | | (2,085,621) | | | | | | (1,405,662) | | | | | | 10,748,387 | | | | | | — | | | | | | — | | | | | | (33,105,440) | | | | | | (22,357,053) | | |
12/31/2017 | | | | | 1,249,596 | | | | | | — | | | | | | 309,708 | | | | | | (1,023,431) | | | | | | 535,873 | | | | | | 18,187,355 | | | | | | — | | | | | | 4,538,110 | | | | | | (15,132,075) | | | | | | 7,593,390 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2018 | | | | | 422,027 | | | | | | — | | | | | | — | | | | | | (1,600,354) | | | | | | (1,178,327) | | | | | | 6,593,821 | | | | | | — | | | | | | — | | | | | | (25,236,866) | | | | | | (18,643,045) | | |
12/31/2017 | | | | | 1,418,658 | | | | | | — | | | | | | 802,114 | | | | | | (2,868,101) | | | | | | (647,329) | | | | | | 20,481,638 | | | | | | — | | | | | | 11,570,264 | | | | | | (41,933,061) | | | | | | (9,881,159) | | |
Clarion Real Estate | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2018 | | | | | 58,135 | | | | | | — | | | | | | — | | | | | | (280,804) | | | | | | (222,669) | | | | | | 2,011,287 | | | | | | — | | | | | | — | | | | | | (9,467,633) | | | | | | (7,456,346) | | |
12/31/2017 | | | | | 108,143 | | | | | | — | | | | | | 43,278 | | | | | | (626,439) | | | | | | (475,018) | | | | | | 3,817,916 | | | | | | — | | | | | | 1,510,825 | | | | | | (22,157,086) | | | | | | (16,828,345) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2018 | | | | | 71,784 | | | | | | — | | | | | | — | | | | | | (1,588,038) | | | | | | (1,516,254) | | | | | | 2,536,446 | | | | | | — | | | | | | — | | | | | | (57,409,259) | | | | | | (54,872,813) | | |
12/31/2017 | | | | | 428,797 | | | | | | — | | | | | | 65,882 | | | | | | (717,836) | | | | | | (223,157) | | | | | | 15,921,775 | | | | | | — | | | | | | 2,404,709 | | | | | | (26,657,727) | | | | | | (8,331,243) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2018 | | | | | 89,304 | | | | | | — | | | | | | — | | | | | | (1,010,054) | | | | | | (920,750) | | | | | | 3,255,286 | | | | | | — | | | | | | — | | | | | | (35,832,301) | | | | | | (32,577,015) | | |
12/31/2017 | | | | | 141,616 | | | | | | — | | | | | | 189,724 | | | | | | (2,886,834) | | | | | | (2,555,494) | | | | | | 5,233,571 | | | | | | — | | | | | | 6,917,341 | | | | | | (106,881,263) | | | | | | (94,730,351) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2018 | | | | | 15,192 | | | | | | — | | | | | | — | | | | | | (52,369) | | | | | | (37,177) | | | | | | 535,104 | | | | | | — | | | | | | — | | | | | | (1,854,632) | | | | | | (1,319,528) | | |
12/31/2017 | | | | | 38,140 | | | | | | — | | | | | | 10,841 | | | | | | (200,206) | | | | | | (151,225) | | | | | | 1,396,811 | | | | | | — | | | | | | 393,072 | | | | | | (7,363,135) | | | | | | (5,573,252) | | |
| | | 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 | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Franklin Income | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2018 | | | | | 213,240 | | | | | | — | | | | | | — | | | | | | (543,884) | | | | | | (330,644) | | | | | | 2,381,908 | | | | | | — | | | | | | — | | | | | | (6,076,291) | | | | | | (3,694,383) | | |
12/31/2017 | | | | | 946,194 | | | | | | — | | | | | | 312,611 | | | | | | (727,719) | | | | | | 531,086 | | | | | | 10,332,943 | | | | | | — | | | | | | 3,351,186 | | | | | | (7,988,746) | | | | | | 5,695,383 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2018 | | | | | 5,072 | | | | | | — | | | | | | — | | | | | | (41,639) | | | | | | (36,567) | | | | | | 58,553 | | | | | | — | | | | | | — | | | | | | (481,204) | | | | | | (422,651) | | |
12/31/2017 | | | | | 11,482 | | | | | | — | | | | | | 38,258 | | | | | | (101,797) | | | | | | (52,057) | | | | | | 131,613 | | | | | | — | | | | | | 426,583 | | | | | | (1,163,503) | | | | | | (605,307) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2018 | | | | | 136,541 | | | | | | — | | | | | | — | | | | | | (3,108,186) | | | | | | (2,971,645) | | | | | | 1,585,784 | | | | | | — | | | | | | — | | | | | | (35,864,193) | | | | | | (34,278,409) | | |
12/31/2017 | | | | | 575,093 | | | | | | — | | | | | | 1,527,273 | | | | | | (8,364,852) | | | | | | (6,262,486) | | | | | | 6,587,558 | | | | | | — | | | | | | 16,952,728 | | | | | | (95,057,992) | | | | | | (71,517,706) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2018 | | | | | 20,551 | | | | | | — | | | | | | — | | | | | | (36,468) | | | | | | (15,917) | | | | | | 234,245 | | | | | | — | | | | | | — | | | | | | (419,297) | | | | | | (185,052) | | |
12/31/2017 | | | | | 4,599 | | | | | | — | | | | | | 26,865 | | | | | | (268,179) | | | | | | (236,715) | | | | | | 51,483 | | | | | | — | | | | | | 297,659 | | | | | | (3,031,997) | | | | | | (2,682,855) | | |
JPMorgan Small Cap Core Equity | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2018 | | | | | 220,632 | | | | | | — | | | | | | — | | | | | | (379,534) | | | | | | (158,902) | | | | | | 4,582,935 | | | | | | — | | | | | | — | | | | | | (7,859,727) | | | | | | (3,276,792) | | |
12/31/2017 | | | | | 532,080 | | | | | | — | | | | | | 384,843 | | | | | | (878,639) | | | | | | 38,284 | | | | | | 10,134,724 | | | | | | — | | | | | | 7,177,317 | | | | | | (16,772,976) | | | | | | 539,065 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2018 | | | | | 513,303 | | | | | | — | | | | | | — | | | | | | (528,042) | | | | | | (14,739) | | | | | | 11,503,729 | | | | | | — | | | | | | — | | | | | | (11,591,935) | | | | | | (88,206) | | |
12/31/2017 | | | | | 987,742 | | | | | | — | | | | | | 556,070 | | | | | | (1,845,773) | | | | | | (301,961) | | | | | | 20,074,202 | | | | | | — | | | | | | 10,971,271 | | | | | | (37,709,131) | | | | | | (6,663,658) | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2018 | | | | | 285,560 | | | | | | — | | | | | | — | | | | | | (50,922) | | | | | | 234,638 | | | | | | 6,243,239 | | | | | | — | | | | | | — | | | | | | (1,121,031) | | | | | | 5,122,208 | | |
12/31/2017 | | | | | 864,975 | | | | | | — | | | | | | 46,541 | | | | | | (115,903) | | | | | | 795,613 | | | | | | 17,737,507 | | | | | | — | | | | | | 917,787 | | | | | | (2,339,739) | | | | | | 16,315,555 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2018 | | | | | 606,671 | | | | | | — | | | | | | — | | | | | | (1,412,744) | | | | | | (806,073) | | | | | | 13,277,063 | | | | | | — | | | | | | — | | | | | | (30,402,033) | | | | | | (17,124,970) | | |
12/31/2017 | | | | | 934,474 | | | | | | — | | | | | | 1,194,693 | | | | | | (6,390,546) | | | | | | (4,261,379) | | | | | | 18,407,694 | | | | | | — | | | | | | 23,296,509 | | | | | | (128,156,810) | | | | | | (86,452,607) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2018 | | | | | 27,438 | | | | | | — | | | | | | — | | | | | | (149,786) | | | | | | (122,348) | | | | | | 591,755 | | | | | | — | | | | | | — | | | | | | (3,255,909) | | | | | | (2,664,154) | | |
12/31/2017 | | | | | 94,740 | | | | | | — | | | | | | 111,721 | | | | | | (580,672) | | | | | | (374,211) | | | | | | 1,842,097 | | | | | | — | | | | | | 2,157,323 | | | | | | (11,527,867) | | | | | | (7,528,447) | | |
Templeton Global Growth | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2018 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
12/31/2017 | | | | | — | | | | | | — | | | | | | 14 | | | | | | —* | | | | | | 14 | | | | | | — | | | | | | — | | | | | | 143 | | | | | | —* | | | | | | 143 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2018 | | | | | 8,513 | | | | | | — | | | | | | — | | | | | | (5,366) | | | | | | 3,147 | | | | | | 96,714 | | | | | | — | | | | | | — | | | | | | (61,030) | | | | | | 35,684 | | |
12/31/2017 | | | | | 18,047 | | | | | | — | | | | | | 4,974 | | | | | | (21,186) | | | | | | 1,835 | | | | | | 190,493 | | | | | | — | | | | | | 53,869 | | | | | | (232,654) | | | | | | 11,708 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2018 | | | | | 200,635 | | | | | | — | | | | | | — | | | | | | (1,202,998) | | | | | | (1,002,363) | | | | | | 2,345,787 | | | | | | — | | | | | | — | | | | | | (13,808,369) | | | | | | (11,462,582) | | |
12/31/2017 | | | | | 450,085 | | | | | | — | | | | | | 384,315 | | | | | | (4,550,135) | | | | | | (3,715,735) | | | | | | 4,785,816 | | | | | | — | | | | | | 4,200,561 | | | | | | (49,092,389) | | | | | | (40,106,012) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2018 | | | | | 3,688 | | | | | | — | | | | | | — | | | | | | (29,075) | | | | | | (25,387) | | | | | | 42,708 | | | | | | — | | | | | | — | | | | | | (329,209) | | | | | | (286,501) | | |
12/31/2017 | | | | | 33,517 | | | | | | — | | | | | | 6,545 | | | | | | (78,616) | | | | | | (38,554) | | | | | | 347,146 | | | | | | — | | | | | | 70,822 | | | | | | (851,926) | | | | | | (433,958) | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BNP Paribas Prime Brokerage Intl Ltd | | | | $ | 1,830,433 | | | | | $ | (1,830,433) | | | | | $ | — | | |
Barclays Bank PLC | | | | | 2,764,567 | | | | | | (2,764,567) | | | | | | — | | |
Barclays Capital Inc. | | | | | 4,391,747 | | | | | | (4,391,747) | | | | | | — | | |
Citadel Clearing LLC | | | | | 3,541,231 | | | | | | (3,541,231) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 3,450,220 | | | | | | (3,450,220) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 926,775 | | | | | | (926,775) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 1,299,870 | | | | | | (1,299,870) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 1,558,666 | | | | | | (1,558,666) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 3,587,368 | | | | | | (3,587,368) | | | | | | — | | |
Jefferies LLC | | | | | 1,256,035 | | | | | | (1,256,035) | | | | | | — | | |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 45,299 | | | | | | (45,299) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 1,135,974 | | | | | | (1,135,974) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 480,524 | | | | | | (480,524) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 105,519 | | | | | | (105,519) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
SunTrust Robinson Humphrey, Inc | | | | | 495,640 | | | | | | (495,640) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 680,768 | | | | | | (680,768) | | | | | | — | | |
UBS Securities LLC. | | | | | 107,007 | | | | | | (107,007) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 515,457 | | | | | | (515,457) | | | | | | — | | |
Total | | | | $ | 28,173,100 | | | | | $ | (28,173,100) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BMO Capital Markets Corp | | | | $ | 12,591,134 | | | | | $ | (12,591,134) | | | | | $ | — | | |
Barclays Capital Inc. | | | | | 615,246 | | | | | | (615,246) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 520,208 | | | | | | (520,208) | | | | | | — | | |
Total | | | | $ | 13,726,588 | | | | | $ | (13,726,588) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BMO Capital Markets Corp | | | | $ | 9,213,269 | | | | | $ | (9,213,269) | | | | | $ | — | | |
HSBC Securities (USA) Inc. | | | | | 6,018,467 | | | | | | (6,018,467) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 399,024 | | | | | | (399,024) | | | | | | — | | |
Jefferies LLC | | | | | 88,635 | | | | | | (88,635) | | | | | | — | | |
MUFG Securities Americas Inc. | | | | | 15,451 | | | | | | (15,451) | | | | | | — | | |
Societe Generale | | | | | 10,855,508 | | | | | | (10,855,508) | | | | | | — | | |
Total | | | | $ | 26,590,354 | | | | | $ | (26,590,354) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BMO Capital Markets Corp | | | | $ | 6,750 | | | | | $ | (6,750) | | | | | $ | — | | |
Citigroup Global Markets Inc. | | | | | 1,038,487 | | | | | | (1,038,487) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 53,371 | | | | | | (53,371) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 3,184,732 | | | | | | (3,184,732) | | | | | | — | | |
U.S. Stock Index (continued)
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
J.P. Morgan Securities LLC | | | | | 2,026,037 | | | | | | (2,026,037) | | | | | | — | | |
Mizuho Securities USA LLC | | | | | 142,362 | | | | | | (142,362) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 749,944 | | | | | | (749,944) | | | | | | — | | |
National Bank of Canada Financial Inc. | | | | | 1,799,906 | | | | | | (1,799,906) | | | | | | — | | |
Natixis Securities America LLC | | | | | 2,948,692 | | | | | | (2,948,692) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 1,537,864 | | | | | | (1,537,864) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 54,690 | | | | | | (54,690) | | | | | | — | | |
Total | | | | $ | 13,542,835 | | | | | $ | (13,542,835) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Goldman, Sachs & Co. LLC | | | | $ | 1,968,230 | | | | | $ | (1,968,230) | | | | | $ | — | | |
Industrial And Commercial Bank Of China | | | | | 6,170 | | | | | | (6,170) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 1,972,888 | | | | | | (1,972,888) | | | | | | — | | |
Natixis Securities America LLC | | | | | 728,060 | | | | | | (728,060) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 6,170 | | | | | | (6,170) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 9,502 | | | | | | (9,502) | | | | | | — | | |
Total | | | | $ | 4,691,020 | | | | | $ | (4,691,020) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BNP Paribas Prime Brokerage Intl Ltd | | | | $ | 768,781 | | | | | $ | (768,781) | | | | | $ | — | | |
Barclays Bank PLC | | | | | 3,161,191 | | | | | | (3,161,191) | | | | | | — | | |
Barclays Capital Inc. | | | | | 2,781,671 | | | | | | (2,781,671) | | | | | | — | | |
Citadel Clearing LLC | | | | | 85,692 | | | | | | (85,692) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 1,367,657 | | | | | | (1,367,657) | | | | | | — | | |
Credit Suisse Securities (Europe) Limited | | | | | 1,687,186 | | | | | | (1,687,186) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 278,231 | | | | | | (278,231) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Goldman, Sachs & Co. LLC | | | | | 9,564,534 | | | | | | (9,564,534) | | | | | | — | | |
HSBC Bank PLC | | | | | 4,363,317 | | | | | | (4,363,317) | | | | | | — | | |
Industrial And Commercial Bank Of China | | | | | 33,867 | | | | | | (33,867) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 5,866,401 | | | | | | (5,866,401) | | | | | | — | | |
Jefferies LLC | | | | | 1,978,203 | | | | | | (1,978,203) | | | | | | — | | |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 3,784,041 | | | | | | (3,784,041) | | | | | | — | | |
Mizuho Securities USA LLC | | | | | 1,198,853 | | | | | | (1,198,853) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 721,288 | | | | | | (721,288) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 559,329 | | | | | | (559,329) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 119,851 | | | | | | (119,851) | | | | | | — | | |
Scotia Capital (USA) Inc. | | | | | 278,046 | | | | | | (278,046) | | | | | | — | | |
TD Prime Services LLC | | | | | 668,249 | | | | | | (668,249) | | | | | | — | | |
UBS Securities LLC | | | | | 924,962 | | | | | | (924,962) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 47,374 | | | | | | (47,374) | | | | | | — | | |
Total | | | | $ | 40,238,724 | | | | | $ | (40,238,724) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BMO Capital Markets Corp | | | | $ | 653,301 | | | | | $ | (653,301) | | | | | $ | — | | |
Credit Suisse Securities (USA) LLC | | | | | 3,209,887 | | | | | | (3,209,887) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 4,314,221 | | | | | | (4,314,221) | | | | | | — | | |
Industrial And Commercial Bank Of China | | | | | 951 | | | | | | (951) | | | | | | — | | |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 16,428 | | | | | | (16,428) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 2,847,146 | | | | | | (2,847,146) | | | | | | — | | |
National Financial Services LLC | | | | | 74,606 | | | | | | (74,606) | | | | | | — | | |
Natixis Securities America LLC | | | | | 2,058,603 | | | | | | (2,058,603) | | | | | | — | | |
RBC Dominion Securities Inc. | | | | | 3,540,151 | | | | | | (3,540,151) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 1,176,375 | | | | | | (1,176,375) | | | | | | — | | |
BMO Capital Markets Corp | | | | | 1,437,091 | | | | | | (1,437,091) | | | | | | — | | |
Barclays Capital Inc. | | | | | 1,233,753 | | | | | | (1,233,753) | | | | | | — | | |
Citadel Clearing LLC | | | | | 1,931,819 | | | | | | (1,931,819) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 460,971 | | | | | | (460,971) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 548,667 | | | | | | (548,667) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 403,601 | | | | | | (403,601) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 1,742,842 | | | | | | (1,742,842) | | | | | | — | | |
JPMorgan Small Cap Core Equity (continued)
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
HSBC Bank PLC | | | | | 1,330,087 | | | | | | (1,330,087) | | | | | | — | | |
Industrial And Commercial Bank Of China | | | | | 99,172 | | | | | | (99,172) | | | | | | — | | |
Janney Montgomery Scott LLC | | | | | 198,033 | | | | | | (198,033) | | | | | | — | | |
Jefferies LLC | | | | | 2,219 | | | | | | (2,219) | | | | | | — | | |
Merrill Lynch, Pierce, Fenner & Smith Inc. | | | | | 834,576 | | | | | | (834,576) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 1,788,852 | | | | | | (1,788,852) | | | | | | — | | |
National Financial Services LLC | | | | | 295,210 | | | | | | (295,210) | | | | | | — | | |
Natixis Securities America LLC | | | | | 78,467 | | | | | | (78,467) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 15,466 | | | | | | (15,466) | | | | | | — | | |
RBC Dominion Securities Inc. | | | | | 1,459,809 | | | | | | (1,459,809) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 362,468 | | | | | | (362,468) | | | | | | — | | |
Scotia Capital (USA) Inc. | | | | | 2,496,092 | | | | | | (2,496,092) | | | | | | — | | |
UBS Securities LLC | | | | | 11,922 | | | | | | (11,922) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 319,255 | | | | | | (319,255) | | | | | | — | | |
Total | | | | $ | 34,942,041 | | | | | $ | (34,942,041) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BMO Capital Markets Corp | | | | $ | 337,339 | | | | | $ | (337,339) | | | | | $ | — | | |
Barclays Capital Inc. | | | | | 295,782 | | | | | | (295,782) | | | | | | — | | |
Barclays Capital Securities Ltd. | | | | | 1,048,503 | | | | | | (1,048,503) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 536,573 | | | | | | (536,573) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 29,412 | | | | | | (29,412) | | | | | | — | | |
HSBC Bank PLC | | | | | 20,752 | | | | | | (20,752) | | | | | | — | | |
Jefferies LLC | | | | | 871,071 | | | | | | (871,071) | | | | | | — | | |
Mizuho Securities USA LLC | | | | | 6,536 | | | | | | (6,536) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 135,981 | | | | | | (135,981) | | | | | | — | | |
National Bank of Canada Financial Inc. | | | | | 13,971 | | | | | | (13,971) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 188,647 | | | | | | (188,647) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
RBC Capital Markets, LLC | | | | | 4,657 | | | | | | (4,657) | | | | | | — | | |
UBS Securities LLC | | | | | 60,541 | | | | | | (60,541) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 412,471 | | | | | | (412,471) | | | | | | — | | |
Total | | | | $ | 3,962,236 | | | | | $ | (3,962,236) | | | | | $ | — | | |
|
| | | Six Months Ended June 30, 2018 | | | Year Ended December 31, 2017 | | ||||||||||||||||||
| | | Ordinary Income | | | Ordinary Income | | | Long-term Capital Gains | | | Return of Capital | | ||||||||||||
High Yield | | | | $ | 15,984,123 | | | | | $ | 39,932,565 | | | | | $ | — | | | | | $ | 1,378,642 | | |
Large Cap Growth | | | | | — | | | | | | 58,675,583 | | | | | | 412,308,534 | | | | | | — | | |
Large Cap Value | | | | | — | | | | | | 29,144,934 | | | | | | — | | | | | | — | | |
Limited Maturity Bond | | | | | 2,201,082 | | | | | | 5,041,720 | | | | | | — | | | | | | 165,021 | | |
Multi-Manager Large Cap Core | | | | | — | | | | | | 3,333,122 | | | | | | 19,059,046 | | | | | | — | | |
U.S. Stock Index | | | | | — | | | | | | 88,067,479 | | | | | | 233,163,705 | | | | | | — | | |
Clarion Real Estate | | | | | — | | | | | | 11,225,947 | | | | | | — | | | | | | — | | |
Franklin Income | | | | | — | | | | | | 21,028,156 | | | | | | — | | | | | | — | | |
JPMorgan Small Cap Core Equity | | | | | — | | | | | | 3,647,065 | | | | | | 40,873,142 | | | | | | — | | |
Templeton Global Growth | | | | | — | | | | | | 3,876,191 | | | | | | 449,204 | | | | | | — | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Unrealized Appreciation/ (Depreciation) | | | Capital Loss Carryforwards | | |||||||||||||||||||||
| | | Amount | | | Character | | | Expiration | | ||||||||||||||||||||||||
High Yield | | | | $ | — | | | | | $ | — | | | | | $ | 8,065,099 | | | | | $ | (587,304) | | | | Short-term | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | | (25,341,108) | | | | Long-term | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | $ | (25,928,412) | | | | | | | | | | | |
Large Cap Growth | | | | | 100,587,845 | | | | | | 738,351,837 | | | | | | 1,292,298,933 | | | | | | — | | | | — | | | | | — | | |
Large Cap Value | | | | | 18,538,759 | | | | | | 113,212,625 | | | | | | 169,801,982 | | | | | | — | | | | — | | | | | — | | |
Limited Maturity Bond | | | | | — | | | | | | — | | | | | | (655,217) | | | | | | (1,509,253) | | | | Short-term | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | | (1,447,997) | | | | Long-term | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | $ | (2,957,250) | | | | | | | | | | | |
Multi-Manager Large Cap Core | | | | | 2,397,562 | | | | | | 24,145,369 | | | | | | 77,644,351 | | | | | | — | | | | — | | | | | — | | |
U.S. Stock Index | | | | | 16,663,890 | | | | | | 284,355,126 | | | | | | 2,097,212,515 | | | | | | — | | | | — | | | | | — | | |
Clarion Real Estate | | | | | 9,897,322 | | | | | | 35,832,485 | | | | | | 20,823,776 | | | | | | — | | | | — | | | | | — | | |
Franklin Income | | | | | 21,387,624 | | | | | | — | | | | | | 48,707,474 | | | | | | — | | | | — | | | | | — | | |
JPMorgan Small Cap Core Equity | | | | | 16,541,543 | | | | | | 78,708,038 | | | | | | 188,800,020 | | | | | | — | | | | — | | | | | — | | |
Templeton Global Growth | | | | | 5,472,535 | | | | | | 13,886,377 | | | | | | 24,603,109 | | | | | | — | | | | — | | | | | — | | |
| | | PER SHARE AMOUNTS | | | Payable Date | | | Record Date | | |||||||||||||||
| | | Net Investment Income | | | Short-term Capital Gains | | | Long-term Capital Gains | | |||||||||||||||
High Yield | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.0442 | | | | | $ | — | | | | | $ | — | | | | August 1, 2018 | | | Daily | |
Class I | | | | $ | 0.0491 | | | | | $ | — | | | | | $ | — | | | | August 1, 2018 | | | Daily | |
Class S | | | | $ | 0.0471 | | | | | $ | — | | | | | $ | — | | | | August 1, 2018 | | | Daily | |
Class S2 | | | | $ | 0.0459 | | | | | $ | — | | | | | $ | — | | | | August 1, 2018 | | | Daily | |
Large Cap Growth | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.0104 | | | | | $ | 0.2788 | | | | | $ | 2.6045 | | | | July 16, 2018 | | | July 12, 2018 | |
Class I | | | | $ | 0.1386 | | | | | $ | 0.2788 | | | | | $ | 2.6045 | | | | July 16, 2018 | | | July 12, 2018 | |
Class R6 | | | | $ | 0.1388 | | | | | $ | 0.2788 | | | | | $ | 2.6045 | | | | July 16, 2018 | | | July 12, 2018 | |
Class S | | | | $ | 0.0813 | | | | | $ | 0.2788 | | | | | $ | 2.6045 | | | | July 16, 2018 | | | July 12, 2018 | |
Class S2 | | | | $ | 0.0452 | | | | | $ | 0.2788 | | | | | $ | 2.6045 | | | | July 16, 2018 | | | July 12, 2018 | |
Large Cap Value | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.0356 | | | | | $ | 0.1718 | | | | | $ | 1.2715 | | | | July 16, 2018 | | | July 12, 2018 | |
Class I | | | | $ | 0.0356 | | | | | $ | 0.1718 | | | | | $ | 1.2715 | | | | July 16, 2018 | | | July 12, 2018 | |
Class R6 | | | | $ | 0.0356 | | | | | $ | 0.1718 | | | | | $ | 1.2715 | | | | July 16, 2018 | | | July 12, 2018 | |
Class S | | | | $ | 0.0356 | | | | | $ | 0.1718 | | | | | $ | 1.2715 | | | | July 16, 2018 | | | July 12, 2018 | |
Class S2 | | | | $ | 0.0356 | | | | | $ | 0.1718 | | | | | $ | 1.2715 | | | | July 16, 2018 | | | July 12, 2018 | |
Limited Maturity Bond | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.0092 | | | | | $ | — | | | | | $ | — | | | | August 1, 2018 | | | Daily | |
Class I | | | | $ | 0.0144 | | | | | $ | — | | | | | $ | — | | | | August 1, 2018 | | | Daily | |
Class S | | | | $ | 0.0124 | | | | | $ | — | | | | | $ | — | | | | August 1, 2018 | | | Daily | |
Multi-Manager Large Cap Core | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.1118 | | | | | $ | 0.4292 | | | | | $ | 5.5077 | | | | July 16, 2018 | | | July 12, 2018 | |
Class I | | | | $ | 0.1118 | | | | | $ | 0.4292 | | | | | $ | 5.5077 | | | | July 16, 2018 | | | July 12, 2018 | |
Class S | | | | $ | 0.1118 | | | | | $ | 0.4292 | | | | | $ | 5.5077 | | | | July 16, 2018 | | | July 12, 2018 | |
U.S. Stock Index | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.0390 | | | | | $ | 0.0120 | | | | | $ | 0.8692 | | | | July 16, 2018 | | | July 12, 2018 | |
Class I | | | | $ | 0.0390 | | | | | $ | 0.0120 | | | | | $ | 0.8692 | | | | July 16, 2018 | | | July 12, 2018 | |
Class P2 | | | | $ | 0.0390 | | | | | $ | 0.0120 | | | | | $ | 0.8692 | | | | July 16, 2018 | | | July 12, 2018 | |
Class S | | | | $ | 0.0390 | | | | | $ | 0.0120 | | | | | $ | 0.8692 | | | | July 16, 2018 | | | July 12, 2018 | |
Class S2 | | | | $ | 0.0390 | | | | | $ | 0.0120 | | | | | $ | 0.8692 | | | | July 16, 2018 | | | July 12, 2018 | |
Clarion Real Estate | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.8295 | | | | | $ | — | | | | | $ | 3.5025 | | | | July 16, 2018 | | | July 12, 2018 | |
Class I | | | | $ | 1.0957 | | | | | $ | — | | | | | $ | 3.5025 | | | | July 16, 2018 | | | July 12, 2018 | |
Class S | | | | $ | 0.9723 | | | | | $ | — | | | | | $ | 3.5025 | | | | July 16, 2018 | | | July 12, 2018 | |
Class S2 | | | | $ | 0.9073 | | | | | $ | — | | | | | $ | 3.5025 | | | | July 16, 2018 | | | July 12, 2018 | |
Franklin Income | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.5634 | | | | | $ | — | | | | | $ | — | | | | July 16, 2018 | | | July 12, 2018 | |
Class I | | | | $ | 0.6305 | | | | | $ | — | | | | | $ | — | | | | July 16, 2018 | | | July 12, 2018 | |
Class S | | | | $ | 0.5960 | | | | | $ | — | | | | | $ | — | | | | July 16, 2018 | | | July 12, 2018 | |
Class S2 | | | | $ | 0.5700 | | | | | $ | — | | | | | $ | — | | | | July 16, 2018 | | | July 12, 2018 | |
| | | PER SHARE AMOUNTS | | | Payable Date | | | Record Date | | |||||||||||||||
| | | Net Investment Income | | | Short-term Capital Gains | | | Long-term Capital Gains | | |||||||||||||||
JPMorgan Small Cap Core Equity | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.0190 | | | | | $ | 0.3880 | | | | | $ | 2.2329 | | | | July 16, 2018 | | | July 12, 2018 | |
Class I | | | | $ | 0.1362 | | | | | $ | 0.3880 | | | | | $ | 2.2329 | | | | July 16, 2018 | | | July 12, 2018 | |
Class R6 | | | | $ | 0.1362 | | | | | $ | 0.3880 | | | | | $ | 2.2329 | | | | July 16, 2018 | | | July 12, 2018 | |
Class S | | | | $ | 0.0777 | | | | | $ | 0.3880 | | | | | $ | 2.2329 | | | | July 16, 2018 | | | July 12, 2018 | |
Class S2 | | | | $ | 0.0394 | | | | | $ | 0.3880 | | | | | $ | 2.2329 | | | | July 16, 2018 | | | July 12, 2018 | |
Templeton Global Growth | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.2588 | | | | | $ | 0.0829 | | | | | $ | 0.9417 | | | | July 16, 2018 | | | July 12, 2018 | |
Class I | | | | $ | 0.3209 | | | | | $ | 0.0829 | | | | | $ | 0.9417 | | | | July 16, 2018 | | | July 12, 2018 | |
Class S | | | | $ | 0.2882 | | | | | $ | 0.0829 | | | | | $ | 0.9417 | | | | July 16, 2018 | | | July 12, 2018 | |
Class S2 | | | | $ | 0.2665 | | | | | $ | 0.0829 | | | | | $ | 0.9417 | | | | July 16, 2018 | | | July 12, 2018 | |
Voya High Yield Portfolio | as of June 30, 2018 (Unaudited) |
| Investment Type Allocation as of June 30, 2018 (as a percentage of net assets) | | |||
| | | | | |
| Corporate Bonds/Notes | | | 97.1% | |
| Bank Loans | | | 0.6% | |
| Common Stock | | | 0.1% | |
| Convertible Bonds/Notes** | | | 0.0% | |
| Assets in Excess of Other Liabilities* | | | 2.2% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| ** Amount is less than 0.05%. | | |||
| Portfolio holdings are subject to change daily. | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: 97.1% | | ||||||||||||||||||
| | | | | | | Basic Materials: 7.5% | | ||||||||||||
| | | 455,000 (1) | | | | Alcoa Nederland Holding BV, 6.125%, 05/15/2028 | | | | $ | 458,981 | | | | | | 0.1 | | |
| | | 2,140,000 | (1)(2) | | Alpha 3 BV / Alpha US Bidco, Inc., 6.250%, 02/01/2025 | | | | | 2,113,250 | | | | | | 0.4 | | | |
| | | 1,500,000 (1) | | | | Aruba Investments, Inc., 8.750%, 02/15/2023 | | | | | 1,575,000 | | | | | | 0.3 | | |
| | | 1,500,000 (1) | | | | Cascades, Inc., 5.500%, 07/15/2022 | | | | | 1,494,375 | | | | | | 0.3 | | |
| | | 1,580,000 (1) | | | | Constellium NV, 5.750%, 05/15/2024 | | | | | 1,532,600 | | | | | | 0.3 | | |
| | | 250,000 (1) | | | | Constellium NV, 5.875%, 02/15/2026 | | | | | 241,875 | | | | | | 0.0 | | |
| | | 500,000 (1) | | | | Constellium NV, 6.625%, 03/01/2025 | | | | | 504,995 | | | | | | 0.1 | | |
| | | 1,775,000 (1) | | | | Cornerstone Chemical Co., 6.750%, 08/15/2024 | | | | | 1,741,719 | | | | | | 0.3 | | |
| | | 910,000 (1) | | | | Ferroglobe PLC / Globe Specialty Metals, Inc., 9.375%, 03/01/2022 | | | | | 944,125 | | | | | | 0.2 | | |
| | | 915,000 (1) | | | | First Quantum Minerals Ltd., 6.500%, 03/01/2024 | | | | | 885,262 | | | | | | 0.2 | | |
| | | 3,360,000 | | | | Freeport-McMoRan, Inc., 4.550%-5.450%, 11/14/2024-03/15/2043 | | | | | 3,063,200 | | | | | | 0.6 | | |
| | | 1,000,000 | | | | Hexion, Inc., 6.625%, 04/15/2020 | | | | | 938,900 | | | | | | 0.2 | | |
| | | 935,000 (1) | | | | Hexion, Inc., 10.375%, 02/01/2022 | | | | | 920,975 | | | | | | 0.2 | | |
| | | 930,000 | (1)(2) | | Hexion, Inc., 13.750%, 02/01/2022 | | | | | 848,625 | | | | | | 0.1 | | | |
| | | 1,850,000 (1) | | | | IAMGOLD Corp., 7.000%, 04/15/2025 | | | | | 1,895,695 | | | | | | 0.4 | | |
| | | 1,750,000 | (1)(2) | | INEOS Group Holdings SA, 5.625%, 08/01/2024 | | | | | 1,728,125 | | | | | | 0.3 | | | |
| | | 1,930,000 (1) | | | | OCI NV, 6.625%, 04/15/2023 | | | | | 1,966,863 | | | | | | 0.4 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Basic Materials (continued) | | ||||||||||||
| | | 2,000,000 (1) | | | | Rayonier AM Products, Inc., 5.500%, 06/01/2024 | | | | $ | 1,890,000 | | | | | | 0.3 | | |
| | | 2,851,000 | | | | Teck Resources Ltd., 4.750%-5.200%, 01/15/2022-03/01/2042 | | | | | 2,606,950 | | | | | | 0.5 | | |
| | | 300,000 (1) | | | | Tronox Finance PLC, 5.750%, 10/01/2025 | | | | | 292,125 | | | | | | 0.1 | | |
| | | 1,700,000 | (1)(2) | | Tronox, Inc., 6.500%, 04/15/2026 | | | | | 1,693,625 | | | | | | 0.3 | | | |
| | | 13,974,000 | (3)(4) | | Other Securities | | | | | 10,025,286 | | | | | | 1.9 | | | |
| | | | | | | | | | | | 39,362,551 | | | | | | 7.5 | | |
| | | | | | | Communications: 16.5% | | ||||||||||||
| | | 1,890,000 (1) | | | | Acosta, Inc., 7.750%, 10/01/2022 | | | | | 954,450 | | | | | | 0.2 | | |
| | | 1,000,000 | (1)(2) | | Altice Finco SA, 8.125%, 01/15/2024 | | | | | 1,000,000 | | | | | | 0.2 | | | |
| | | 2,725,000 (1) | | | | Altice France SA/France, 6.250%, 05/15/2024 | | | | | 2,656,875 | | | | | | 0.5 | | |
| | | 2,030,000 | (1)(2) | | Altice Luxembourg SA, 7.625%, 02/15/2025 | | | | | 1,875,212 | | | | | | 0.3 | | | |
| | | 2,000,000 (1) | | | | Altice Luxembourg SA, 7.750%, 05/15/2022 | | | | | 1,942,500 | | | | | | 0.4 | | |
| | | 1,855,000 (1) | | | | Altice US Finance I Corp., 5.500%, 05/15/2026 | | | | | 1,794,713 | | | | | | 0.4 | | |
| | | 1,850,000 | | | | AMC Networks, Inc., 4.750%, 08/01/2025 | | | | | 1,782,956 | | | | | | 0.3 | | |
| | | 1,175,000 (1) | | | | Block Communications, Inc., 6.875%, 02/15/2025 | | | | | 1,177,937 | | | | | | 0.2 | | |
| | | 2,660,000 (1) | | | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/2027 | | | | | 2,490,425 | | | | | | 0.5 | | |
| | | 1,665,000 (1) | | | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.000%, 02/01/2028 | | | | | 1,531,800 | | | | | | 0.3 | | |
| | | 1,130,000 (1) | | | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.500%, 05/01/2026 | | | | | 1,098,586 | | | | | | 0.2 | | |
| | | 2,395,000 (1) | | | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.750%, 02/15/2026 | | | | | 2,359,075 | | | | | | 0.4 | | |
| | | 500,000 | | | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.250%, 09/30/2022 | | | | | 503,437 | | | | | | 0.1 | | |
| | | 950,000 (1) | | | | Cequel Communications Holdings I LLC / Cequel Capital Corp., 5.125%, 12/15/2021 | | | | | 948,812 | | | | | | 0.2 | | |
| | | 400,000 (1) | | | | Cequel Communications Holdings I LLC / Cequel Capital Corp., 7.500%, 04/01/2028 | | | | | 406,880 | | | | | | 0.1 | | |
| | | 2,810,000 (1) | | | | CommScope Tech Finance LLC, 6.000%, 06/15/2025 | | | | | 2,883,763 | | | | | | 0.5 | | |
| | | 2,600,000 | | | | CSC Holdings LLC, 5.250%, 06/01/2024 | | | | | 2,463,500 | | | | | | 0.5 | | |
| | | 1,100,000 (1) | | | | CSC Holdings LLC, 5.375%, 02/01/2028 | | | | | 1,020,250 | | | | | | 0.2 | | |
Voya High Yield Portfolio | as of June 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Communications (continued) | | ||||||||||||
| | | 1,125,000 (1) | | | | CSC Holdings LLC, 6.625%, 10/15/2025 | | | | $ | 1,154,531 | | | | | | 0.2 | | |
| | | 2,975,000 | | | | DISH DBS Corp., 5.875%, 11/15/2024 | | | | | 2,528,750 | | | | | | 0.5 | | |
| | | 1,525,000 (2) | | | | DISH DBS Corp., 5.000%-5.875%, 07/15/2022-03/15/2023 | | | | | 1,401,156 | | | | | | 0.2 | | |
| | | 4,645,000 (2) | | | | Frontier Communications Corp., 6.875%-11.000%, 01/15/2025-09/15/2025 | | | | | 3,340,159 | | | | | | 0.6 | | |
| | | 2,140,000 (1) | | | | Gray Television, Inc., 5.125%, 10/15/2024 | | | | | 2,049,050 | | | | | | 0.4 | | |
| | | 3,800,000 | | | | Intelsat Jackson Holdings SA, 5.500%, 08/01/2023 | | | | | 3,418,860 | | | | | | 0.7 | | |
| | | 925,000 (2) | | | | Intelsat Luxembourg SA, 8.125%, 06/01/2023 | | | | | 751,563 | | | | | | 0.1 | | |
| | | 4,100,000 | | | | Level 3 Financing, Inc., 5.125%-5.375%, 05/01/2023-03/15/2026 | | | | | 3,987,150 | | | | | | 0.8 | | |
| | | 500,000 (1) | | | | Midcontinent Communications / Midcontinent Finance Corp., 6.875%, 08/15/2023 | | | | | 525,625 | | | | | | 0.1 | | |
| | | 1,750,000 (1) | | | | Netflix, Inc., 5.875%, 11/15/2028 | | | | | 1,775,725 | | | | | | 0.3 | | |
| | | 1,445,000 (1) | | | | Nexstar Broadcasting, Inc., 5.625%, 08/01/2024 | | | | | 1,396,231 | | | | | | 0.3 | | |
| | | 2,159,000 (1) | | | | Plantronics, Inc., 5.500%, 05/31/2023 | | | | | 2,165,477 | | | | | | 0.4 | | |
| | | 2,070,000 (1) | | | | Salem Media Group, Inc., 6.750%, 06/01/2024 | | | | | 1,888,875 | | | | | | 0.4 | | |
| | | 1,065,000 | (1)(2) | | Sinclair Television Group, Inc., 5.125%, 02/15/2027 | | | | | 985,125 | | | | | | 0.2 | | | |
| | | 1,530,000 | | | | Sinclair Television Group, Inc., 6.125%, 10/01/2022 | | | | | 1,562,513 | | | | | | 0.3 | | |
| | | 1,750,000 (1) | | | | Sirius XM Radio, Inc., 5.000%, 08/01/2027 | | | | | 1,640,625 | | | | | | 0.3 | | |
| | | 1,340,000 (1) | | | | Sirius XM Radio, Inc., 6.000%, 07/15/2024 | | | | | 1,368,475 | | | | | | 0.3 | | |
| | | 3,500,000 | | | | Sprint Communications, Inc., 6.000%, 11/15/2022 | | | | | 3,478,125 | | | | | | 0.7 | | |
| | | 3,235,000 | | | | Sprint Corp., 7.125%, 06/15/2024 | | | | | 3,274,111 | | | | | | 0.6 | | |
| | | 1,750,000 | | | | Sprint Corp., 7.250%, 09/15/2021 | | | | | 1,824,375 | | | | | | 0.4 | | |
| | | 2,275,000 | | | | Sprint Corp., 7.625%, 03/01/2026 | | | | | 2,323,344 | | | | | | 0.4 | | |
| | | 2,845,000 | | | | Telecom Italia Capital SA, 6.000%-6.375%, 11/15/2033-09/30/2034 | | | | | 2,772,550 | | | | | | 0.5 | | |
| | | 1,295,000 (1) | | | | Telesat Canada / Telesat LLC, 8.875%, 11/15/2024 | | | | | 1,388,888 | | | | | | 0.3 | | |
| | | 2,200,000 | | | | T-Mobile USA, Inc., 6.500%, 01/15/2026 | | | | | 2,270,840 | | | | | | 0.4 | | |
| | | 865,000 | | | | T-Mobile USA, Inc., 4.500%-5.125%, 04/15/2025-02/01/2026 | | | | | 852,275 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Communications (continued) | | ||||||||||||
| | | 1,255,000 (1) | | | | Zayo Group LLC / Zayo Capital, Inc., 5.750%, 01/15/2027 | | | | $ | 1,236,175 | | | | | | 0.2 | | |
| | | 2,160,000 | | | | Zayo Group LLC / Zayo Capital, Inc., 6.000%, 04/01/2023 | | | | | 2,208,600 | | | | | | 0.4 | | |
| | | 4,055,000 | | | | Other Securities | | | | | 4,161,060 | | | | | | 0.8 | | |
| | | | | | | | | | | | 86,621,404 | | | | | | 16.5 | | |
| | | | | | | Consumer, Cyclical: 16.0% | | ||||||||||||
| | | 2,345,000 (1) | | | | 1011778 BC ULC / New Red Finance, Inc., 5.000%, 10/15/2025 | | | | | 2,230,564 | | | | | | 0.4 | | |
| | | 1,750,000 (2) | | | | AMC Entertainment Holdings, Inc., 5.875%, 11/15/2026 | | | | | 1,688,750 | | | | | | 0.3 | | |
| | | 1,270,000 (1) | | | | Ashton Woods USA LLC / Ashton Woods Finance Co., 6.750%, 08/01/2025 | | | | | 1,212,850 | | | | | | 0.2 | | |
| | | 1,308,000 (1) | | | | Ashton Woods USA LLC / Ashton Woods Finance Co., 6.875%, 02/15/2021 | | | | | 1,321,080 | | | | | | 0.3 | | |
| | | 2,070,000 | | | | AV Homes, Inc., 6.625%, 05/15/2022 | | | | | 2,139,862 | | | | | | 0.4 | | |
| | | 2,390,000 | | | | Caleres, Inc., 6.250%, 08/15/2023 | | | | | 2,473,650 | | | | | | 0.5 | | |
| | | 1,170,000 (1) | | | | Carmike Cinemas, Inc., 6.000%, 06/15/2023 | | | | | 1,202,175 | | | | | | 0.2 | | |
| | | 1,880,000 (1) | | | | CCM Merger, Inc., 6.000%, 03/15/2022 | | | | | 1,918,164 | | | | | | 0.4 | | |
| | | 2,900,000 | | | | Century Communities, Inc., 5.875%, 07/15/2025 | | | | | 2,747,750 | | | | | | 0.5 | | |
| | | 1,875,000 (1) | | | | Cooper-Standard Automotive, Inc., 5.625%, 11/15/2026 | | | | | 1,856,250 | | | | | | 0.4 | | |
| | | 2,895,000 (1) | | | | Caesars Resort Collection LLC / CRC Finco, Inc., 5.250%, 10/15/2025 | | | | | 2,746,631 | | | | | | 0.5 | | |
| | | 1,400,000 (1) | | | | Eagle Intermediate Global Holding BV/Ruyi US Finance LLC, 7.500%, 05/01/2025 | | | | | 1,401,750 | | | | | | 0.3 | | |
| | | 1,965,000 (1) | | | | EMI Music Publishing Group North America Holdings, Inc., 7.625%, 06/15/2024 | | | | | 2,131,337 | | | | | | 0.4 | | |
| | | 2,275,000 (1) | | | | Golden Nugget, Inc., 6.750%, 10/15/2024 | | | | | 2,281,097 | | | | | | 0.4 | | |
| | | 2,060,000 (1) | | | | Hot Topic, Inc., 9.250%, 06/15/2021 | | | | | 1,975,025 | | | | | | 0.4 | | |
| | | 780,000 (1) | | | | International Game Technology PLC, 6.250%, 02/15/2022 | | | | | 803,400 | | | | | | 0.1 | | |
| | | 955,000 (1) | | | | International Game Technology PLC, 6.500%, 02/15/2025 | | | | | 990,812 | | | | | | 0.2 | | |
| | | 1,210,000 (1) | | | | JB Poindexter & Co., Inc., 7.125%, 04/15/2026 | | | | | 1,246,300 | | | | | | 0.2 | | |
Voya High Yield Portfolio | as of June 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Cyclical (continued) | | ||||||||||||
| | | 880,000 (1) | | | | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 5.000%, 06/01/2024 | | | | $ | 870,936 | | | | | | 0.1 | | |
| | | 930,000 (1) | | | | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 5.250%, 06/01/2026 | | | | | 918,375 | | | | | | 0.2 | | |
| | | 1,840,000 (1) | | | | Live Nation Entertainment, Inc., 5.375%, 06/15/2022 | | | | | 1,876,800 | | | | | | 0.4 | | |
| | | 2,190,000 | | | | MGM Resorts International, 5.750%, 06/15/2025 | | | | | 2,198,213 | | | | | | 0.4 | | |
| | | 2,500,000 | | | | MGM Resorts International, 6.000%-6.625%, 12/15/2021-03/15/2023 | | | | | 2,626,250 | | | | | | 0.5 | | |
| | | 1,850,000 (1) | | | | Navistar International Corp., 6.625%, 11/01/2025 | | | | | 1,910,125 | | | | | | 0.4 | | |
| | | 1,180,000 (1) | | | | Neiman Marcus Group Ltd., Inc., 8.000%, 10/15/2021 | | | | | 786,175 | | | | | | 0.1 | | |
| | | 2,194,512 | (1)(5) | | Neiman Marcus Group Ltd., Inc., 8.750% (PIK Rate 9.500%, Cash Rate 8.750%), 10/15/2021 | | | | | 1,470,323 | | | | | | 0.3 | | | |
| | | 2,215,000 (1) | | | | Penn National Gaming, Inc., 5.625%, 01/15/2027 | | | | | 2,093,175 | | | | | | 0.4 | | |
| | | 235,000 (1) | | | | PetSmart, Inc., 5.875%, 06/01/2025 | | | | | 181,537 | | | | | | 0.1 | | |
| | | 3,370,000 (1) | | | | PetSmart, Inc., 7.125%, 03/15/2023 | | | | | 2,279,131 | | | | | | 0.4 | | |
| | | 2,120,000 (1) | | | | Scientific Games International, Inc., 5.000%, 10/15/2025 | | | | | 2,024,600 | | | | | | 0.4 | | |
| | | 2,610,000 | | | | Scientific Games International, Inc., 6.625%-10.000%, 05/15/2021-12/01/2022 | | | | | 2,737,675 | | | | | | 0.5 | | |
| | | 1,925,000 (1) | | | | Silversea Cruise Finance Ltd., 7.250%, 02/01/2025 | | | | | 2,088,818 | | | | | | 0.4 | | |
| | | 500,000 (1) | | | | Six Flags Entertainment Corp., 4.875%, 07/31/2024 | | | | | 487,100 | | | | | | 0.1 | | |
| | | 1,550,000 (1) | | | | Six Flags Entertainment Corp., 5.500%, 04/15/2027 | | | | | 1,508,863 | | | | | | 0.3 | | |
| | | 710,000 (1) | | | | Stars Group Holdings / Stars Group, 7.000%, 07/15/2026 | | | | | 718,875 | | | | | | 0.1 | | |
| | | 1,995,000 (1) | | | | Station Casinos LLC, 5.000%, 10/01/2025 | | | | | 1,880,288 | | | | | | 0.4 | | |
| | | 1,955,000 (1) | | | | Viking Cruises Ltd., 5.875%, 09/15/2027 | | | | | 1,852,363 | | | | | | 0.4 | | |
| | | 645,000 (1) | | | | WMG Acquisition Corp., 5.000%, 08/01/2023 | | | | | 644,194 | | | | | | 0.1 | | |
| | | 465,000 (1) | | | | WMG Acquisition Corp., 5.625%, 04/15/2022 | | | | | 477,155 | | | | | | 0.1 | | |
| | | 1,280,000 (1) | | | | Wolverine World Wide, Inc., 5.000%, 09/01/2026 | | | | | 1,219,200 | | | | | | 0.2 | | |
| | | 19,090,000 (6) | | | | Other Securities | | | | | 18,887,528 | | | | | | 3.6 | | |
| | | | | | | | | | | | 84,105,146 | | | | | | 16.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical: 18.3% | | ||||||||||||
| | | 2,145,000 | | | | Albertsons Cos LLC / Safeway, Inc. / New Albertsons L.P. / Albertson’s LLC, 6.625%, 06/15/2024 | | | | $ | 2,032,387 | | | | | | 0.4 | | |
| | | 875,000 (1) | | | | Albertsons Cos, Inc., 6.085%, (US0003M + 3.750%), 01/15/2024 | | | | | 879,375 | | | | | | 0.1 | | |
| | | 1,750,000 | (1)(2) | | Aptim Corp., 7.750%, 06/15/2025 | | | | | 1,426,250 | | | | | | 0.3 | | | |
| | | 1,190,000 (1) | | | | Cardtronics, Inc. / Cardtronics USA, Inc., 5.500%, 05/01/2025 | | | | | 1,082,900 | | | | | | 0.2 | | |
| | | 3,295,000 | | | | Centene Corp., 4.750%-6.125%, 02/15/2021-01/15/2025 | | | | | 3,385,458 | | | | | | 0.6 | | |
| | | 1,410,000 (1) | | | | Cott Holdings, Inc., 5.500%, 04/01/2025 | | | | | 1,374,750 | | | | | | 0.3 | | |
| | | 1,245,000 | (1)(5) | | Eagle Holding CO II LLC, 7.625% (PIK Rate 8.375%, Cash Rate 7.625%), 05/15/2022 | | | | | 1,260,811 | | | | | | 0.2 | | | |
| | | 400,000 | (1)(2) | | Endo Dac / Endo Finance LLC / Endo Finco, Inc., 5.875%, 10/15/2024 | | | | | 392,000 | | | | | | 0.0 | | | |
| | | 1,155,000 (1) | | | | Endo Finance LLC / Endo Finco, Inc., 5.375%, 01/15/2023 | | | | | 929,775 | | | | | | 0.2 | | |
| | | 675,000 (1) | | | | Envision Healthcare Corp., 5.125%, 07/01/2022 | | | | | 684,281 | | | | | | 0.1 | | |
| | | 2,190,000 (1) | | | | Graham Holdings Co., 5.750%, 06/01/2026 | | | | | 2,217,375 | | | | | | 0.4 | | |
| | | 2,000,000 | | | | HCA Healthcare, Inc., 6.250%, 02/15/2021 | | | | | 2,080,000 | | | | | | 0.4 | | |
| | | 3,500,000 | | | | HCA, Inc., 7.500%, 02/15/2022 | | | | | 3,815,000 | | | | | | 0.7 | | |
| | | 4,535,000 | | | | HCA, Inc., 5.375%-5.875%, 05/01/2023-06/15/2047 | | | | | 4,491,832 | | | | | | 0.9 | | |
| | | 354,000 (1) | | | | Herc Rentals, Inc., 7.500%, 06/01/2022 | | | | | 376,125 | | | | | | 0.1 | | |
| | | 434,000 (1) | | | | Herc Rentals, Inc., 7.750%, 06/01/2024 | | | | | 465,465 | | | | | | 0.1 | | |
| | | 560,000 (1) | | | | Hertz Corp./The, 7.625%, 06/01/2022 | | | | | 539,000 | | | | | | 0.1 | | |
| | | 1,365,000 | (1)(2) | | Hertz Corp., 5.500%, 10/15/2024 | | | | | 1,080,056 | | | | | | 0.2 | | | |
| | | 1,000,000 (2) | | | | Hertz Corp., 7.375%, 01/15/2021 | | | | | 985,000 | | | | | | 0.2 | | |
| | | 2,445,000 (1) | | | | Hill-Rom Holdings, Inc., 5.750%, 09/01/2023 | | | | | 2,500,013 | | | | | | 0.5 | | |
| | | 2,405,000 (1) | | | | Jaguar Holding Co. II / Pharmaceutical Product Development LLC, 6.375%, 08/01/2023 | | | | | 2,399,469 | | | | | | 0.5 | | |
| | | 470,000 (1) | | | | JBS USA LUX SA / JBS USA Finance, Inc., 5.750%, 06/15/2025 | | | | | 439,450 | | | | | | 0.1 | | |
Voya High Yield Portfolio | as of June 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| | | 1,035,000 (1) | | | | JBS USA LUX SA / JBS USA Finance, Inc., 5.875%, 07/15/2024 | | | | $ | 992,306 | | | | | | 0.2 | | |
| | | 2,200,000 (1) | | | | JBS USA LUX SA / JBS USA Finance, Inc., 6.750%, 02/15/2028 | | | | | 2,081,090 | | | | | | 0.4 | | |
| | | 2,570,000 (1) | | | | MPH Acquisition Holdings LLC, 7.125%, 06/01/2024 | | | | | 2,640,675 | | | | | | 0.5 | | |
| | | 925,000 (1) | | | | Pilgrim’s Pride Corp., 5.750%, 03/15/2025 | | | | | 890,313 | | | | | | 0.2 | | |
| | | 1,115,000 (1) | | | | Pilgrim’s Pride Corp., 5.875%, 09/30/2027 | | | | | 1,036,950 | | | | | | 0.2 | | |
| | | 545,000 | (1)(5) | | Polaris Intermediate Corp., 8.500% (PIK Rate 8.500%, Cash Rate 0.000%), 12/01/2022 | | | | | 564,075 | | | | | | 0.1 | | | |
| | | 900,000 (1) | | | | Post Holdings, Inc., 5.000%, 08/15/2026 | | | | | 841,500 | | | | | | 0.2 | | |
| | | 1,525,000 (1) | | | | Post Holdings, Inc., 5.625%, 01/15/2028 | | | | | 1,435,406 | | | | | | 0.3 | | |
| | | 1,100,000 (1) | | | | Post Holdings, Inc., 8.000%, 07/15/2025 | | | | | 1,225,125 | | | | | | 0.2 | | |
| | | 1,535,000 (1) | | | | Sotera Health Holdings LLC, 6.500%, 05/15/2023 | | | | | 1,569,538 | | | | | | 0.3 | | |
| | | 1,175,000 | (1)(5) | | Sotera Health Topco, Inc., 8.125% (PIK Rate 8.875%, Cash Rate 8.125%), 11/01/2021 | | | | | 1,180,875 | | | | | | 0.2 | | | |
| | | 1,105,000 (1) | | | | Tenet Healthcare Corp., 5.125%, 05/01/2025 | | | | | 1,054,584 | | | | | | 0.2 | | |
| | | 2,340,000 (2) | | | | Tenet Healthcare Corp., 6.750%, 06/15/2023 | | | | | 2,337,075 | | | | | | 0.4 | | |
| | | 2,775,000 | | | | Tenet Healthcare Corp., 6.750%-8.125%, 02/01/2020-04/01/2022 | | | | | 2,871,375 | | | | | | 0.6 | | |
| | | 3,315,000 | | | | United Rentals North America, Inc., 4.625%-5.500%, 07/15/2025-01/15/2028 | | | | | 3,211,594 | | | | | | 0.6 | | |
| | | 1,285,000 (1) | | | | US Foods, Inc., 5.875%, 06/15/2024 | | | | | 1,313,913 | | | | | | 0.2 | | |
| | | 1,000,000 (1) | | | | Valeant Pharmaceuticals International, Inc., 5.500%, 03/01/2023 | | | | | 935,000 | | | | | | 0.2 | | |
| | | 1,350,000 (1) | | | | Valeant Pharmaceuticals International, Inc., 5.500%, 11/01/2025 | | | | | 1,335,487 | | | | | | 0.3 | | |
| | | 1,435,000 (1) | | | | Valeant Pharmaceuticals International, Inc., 6.125%, 04/15/2025 | | | | | 1,327,375 | | | | | | 0.2 | | |
| | | 720,000 (1) | | | | Valeant Pharmaceuticals International, Inc., 7.000%, 03/15/2024 | | | | | 755,777 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| | | 280,000 (1) | | | | Valeant Pharmaceuticals International, Inc., 9.000%, 12/15/2025 | | | | $ | 291,550 | | | | | | 0.1 | | |
| | | 3,055,000 (1) | | | | Valeant Pharmaceuticals International, 6.750%, 08/15/2021 | | | | | 3,089,369 | | | | | | 0.6 | | |
| | | 2,480,000 | (1)(2) | | Valeant Pharmaceuticals International, 7.250%, 07/15/2022 | | | | | 2,539,917 | | | | | | 0.5 | | | |
| | | 2,360,000 (1) | | | | Valeant Pharmaceuticals International, 8.500%, 01/31/2027 | | | | | 2,401,300 | | | | | | 0.4 | | |
| | | 845,000 (1) | | | | Valeant Pharmaceuticals International, 9.250%, 04/01/2026 | | | | | 879,856 | | | | | | 0.2 | | |
| | | 2,800,000 (1) | | | | Vizient, Inc., 10.375%, 03/01/2024 | | | | | 3,101,000 | | | | | | 0.6 | | |
| | | 2,215,000 (1) | | | | West Street Merger Sub, Inc., 6.375%, 09/01/2025 | | | | | 2,126,400 | | | | | | 0.4 | | |
| | | 18,113,000 (6) | | | | Other Securities | | | | | 17,579,896 | | | | | | 3.3 | | |
| | | | | | | | | | | | 96,446,093 | | | | | | 18.3 | | |
| | | | | | | Energy: 15.2% | | ||||||||||||
| | | 2,880,000 (2) | | | | Antero Resources Corp., 5.000%-5.125%, 12/01/2022-03/01/2025 | | | | | 2,893,950 | | | | | | 0.5 | | |
| | | 1,530,000 (1) | | | | Calfrac Holdings L.P., 8.500%, 06/15/2026 | | | | | 1,539,562 | | | | | | 0.3 | | |
| | | 2,800,000 | (1)(2) | | California Resources Corp., 8.000%, 12/15/2022 | | | | | 2,555,000 | | | | | | 0.5 | | | |
| | | 1,960,000 (1) | | | | Centennial Resource Production LLC, 5.375%, 01/15/2026 | | | | | 1,911,000 | | | | | | 0.4 | | |
| | | 2,140,000 | | | | Cheniere Corpus Christi Holdings LLC, 5.125%, 06/30/2027 | | | | | 2,129,300 | | | | | | 0.4 | | |
| | | 1,155,000 | | | | Cheniere Corpus Christi Holdings LLC, 5.875%, 03/31/2025 | | | | | 1,205,531 | | | | | | 0.2 | | |
| | | 2,140,000 (2) | | | | Chesapeake Energy Corp., 8.000%, 01/15/2025 | | | | | 2,184,833 | | | | | | 0.4 | | |
| | | 2,750,000 | | | | Continental Resources, Inc./OK, 4.375%-5.000%, 09/15/2022-01/15/2028 | | | | | 2,766,077 | | | | | | 0.5 | | |
| | | 1,885,000 (1) | | | | Covey Park Energy LLC / Covey Park Finance Corp., 7.500%, 05/15/2025 | | | | | 1,932,125 | | | | | | 0.4 | | |
| | | 2,245,000 | | | | Delek Logistics Partners L.P. / Delek Logistics Finance Corp., 6.750%, 05/15/2025 | | | | | 2,256,225 | | | | | | 0.4 | | |
| | | 385,000 (1) | | | | Diamondback Energy, Inc., 5.375%, 05/31/2025 | | | | | 385,481 | | | | | | 0.1 | | |
Voya High Yield Portfolio | as of June 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Energy (continued) | | ||||||||||||
| | | 760,000 (1) | | | | Endeavor Energy Resources L.P. / EER Finance, Inc., 5.500%, 01/30/2026 | | | | $ | 739,100 | | | | | | 0.1 | | |
| | | 1,140,000 (1) | | | | Endeavor Energy Resources L.P. / EER Finance, Inc., 5.750%, 01/30/2028 | | | | | 1,115,775 | | | | | | 0.2 | | |
| | | 2,700,000 | | | | Gulfport Energy Corp., 6.000%-6.375%, 10/15/2024-01/15/2026 | | | | | 2,614,375 | | | | | | 0.5 | | |
| | | 945,000 (1) | | | | Hess Infrastructure Partners L.P. / Hess Infrastructure Partners Finance Corp., 5.625%, 02/15/2026 | | | | | 947,362 | | | | | | 0.2 | | |
| | | 1,000,000 (1) | | | | Hilcorp Energy I L.P. / Hilcorp Finance Co., 5.000%, 12/01/2024 | | | | | 975,000 | | | | | | 0.2 | | |
| | | 1,930,000 (1) | | | | Indigo Natural Resources LLC, 6.875%, 02/15/2026 | | | | | 1,876,925 | | | | | | 0.4 | | |
| | | 1,535,000 (1) | | | | Jagged Peak Energy LLC, 5.875%, 05/01/2026 | | | | | 1,508,137 | | | | | | 0.3 | | |
| | | 2,325,000 | (1)(2) | | Jonah Energy LLC / Jonah Energy Finance Corp., 7.250%, 10/15/2025 | | | | | 1,889,063 | | | | | | 0.4 | | | |
| | | 1,490,000 (1) | | | | Lonestar Resources America, Inc., 11.250%, 01/01/2023 | | | | | 1,590,575 | | | | | | 0.3 | | |
| | | 1,545,000 (1) | | | | Moss Creek Resources Holdings, Inc., 7.500%, 01/15/2026 | | | | | 1,515,506 | | | | | | 0.3 | | |
| | | 2,760,000 | | | | Murphy Oil Corp., 4.450%-6.875%, 12/01/2022-08/15/2025 | | | | | 2,762,214 | | | | | | 0.5 | | |
| | | 2,070,000 | | | | Murphy Oil USA, Inc., 5.625%-6.000%, 08/15/2023-05/01/2027 | | | | | 2,123,688 | | | | | | 0.4 | | |
| | | 1,415,000 (1) | | | | Murray Energy Corp., 11.250%, 04/15/2021 | | | | | 841,925 | | | | | | 0.2 | | |
| | | 225,000 (1) | | | | NGPL PipeCo LLC, 4.375%, 08/15/2022 | | | | | 223,594 | | | | | | 0.0 | | |
| | | 850,000 (1) | | | | NGPL PipeCo LLC, 4.875%, 08/15/2027 | | | | | 842,562 | | | | | | 0.2 | | |
| | | 770,000 (1) | | | | Noble Holding International Ltd., 7.875%, 02/01/2026 | | | | | 794,063 | | | | | | 0.1 | | |
| | | 2,565,000 | | | | PBF Logistics L.P. / PBF Logistics Finance Corp., 6.875%, 05/15/2023 | | | | | 2,600,269 | | | | | | 0.5 | | |
| | | 1,750,000 (1) | | | | Rockies Express Pipeline LLC, 5.625%, 04/15/2020 | | | | | 1,800,313 | | | | | | 0.3 | | |
| | | 1,160,000 | (1)(2) | | Sanchez Energy Corp., 7.250%, 02/15/2023 | | | | | 1,152,750 | | | | | | 0.2 | | | |
| | | 2,446,000 | | | | Sanchez Energy Corp., 6.125%-7.750%, 06/15/2021-01/15/2023 | | | | | 1,840,195 | | | | | | 0.4 | | |
| | | 1,900,000 (1) | | | | SRC Energy, Inc., 6.250%, 12/01/2025 | | | | | 1,907,125 | | | | | | 0.4 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Energy (continued) | | ||||||||||||
| | | 640,000 (1) | | | | Sunoco L.P. / Sunoco Finance Corp., 4.875%, 01/15/2023 | | | | $ | 616,000 | | | | | | 0.1 | | |
| | | 65,000 (1) | | | | Sunoco L.P. / Sunoco Finance Corp., 5.500%, 02/15/2026 | | | | | 61,750 | | | | | | 0.0 | | |
| | | 65,000 (1) | | | | Sunoco L.P. / Sunoco Finance Corp., 5.875%, 03/15/2028 | | | | | 61,446 | | | | | | 0.0 | | |
| | | 1,670,000 (1) | | | | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 5.500%, 01/15/2028 | | | | | 1,653,300 | | | | | | 0.3 | | |
| | | 2,700,000 | | | | Transocean, Inc., 6.800%, 03/15/2038 | | | | | 2,207,250 | | | | | | 0.4 | | |
| | | 2,145,000 | | | | Unit Corp., 6.625%, 05/15/2021 | | | | | 2,150,363 | | | | | | 0.4 | | |
| | | 1,940,000 (1) | | | | Vermilion Energy, Inc., 5.625%, 03/15/2025 | | | | | 1,935,150 | | | | | | 0.4 | | |
| | | 2,351,000 | | | | WPX Energy, Inc., 6.000%, 01/15/2022 | | | | | 2,456,795 | | | | | | 0.5 | | |
| | | 15,982,000 (6) | | | | Other Securities | | | | | 15,200,465 | | | | | | 2.9 | | |
| | | | | | | | | | | | 79,762,119 | | | | | | 15.2 | | |
| | | | | | | Financial: 6.0% | | ||||||||||||
| | | 2,200,000 | | | | Ally Financial, Inc., 5.750%, 11/20/2025 | | | | | 2,249,500 | | | | | | 0.4 | | |
| | | 2,152,000 | | | | Ally Financial, Inc., 7.500%-8.000%, 09/15/2020-11/01/2031 | | | | | 2,502,130 | | | | | | 0.5 | | |
| | | 2,100,000 (1) | | | | ESH Hospitality, Inc., 5.250%, 05/01/2025 | | | | | 2,031,750 | | | | | | 0.4 | | |
| | | 800,000 (1) | | | | FBM Finance, Inc., 8.250%, 08/15/2021 | | | | | 837,000 | | | | | | 0.2 | | |
| | | 1,365,000 (1) | | | | HUB International Ltd., 7.000%, 05/01/2026 | | | | | 1,351,350 | | | | | | 0.2 | | |
| | | 2,095,000 (1) | | | | Lions Gate Capital Holdings LLC, 5.875%, 11/01/2024 | | | | | 2,131,013 | | | | | | 0.4 | | |
| | | 2,300,000 | | | | Navient Corp., 5.875%, 10/25/2024 | | | | | 2,233,875 | | | | | | 0.4 | | |
| | | 2,750,000 | | | | Navient Corp., 6.125%-7.250%, 09/25/2023-03/25/2024 | | | | | 2,849,375 | | | | | | 0.6 | | |
| | | 1,065,000 (1) | | | | Quicken Loans, Inc., 5.250%, 01/15/2028 | | | | | 986,243 | | | | | | 0.2 | | |
| | | 2,000,000 (1) | | | | Realogy Group LLC / Realogy Co-Issuer Corp., 5.250%, 12/01/2021 | | | | | 1,997,500 | | | | | | 0.4 | | |
| | | 1,755,000 (1) | | | | Tempo Acquisition LLC / Tempo Acquisition Finance Corp., 6.750%, 06/01/2025 | | | | | 1,689,187 | | | | | | 0.3 | | |
| | | 1,310,000 | ���(1)(7) | | UniCredit SpA, 5.861%, 06/19/2032 | | | | | 1,169,643 | | | | | | 0.2 | | | |
| | | 9,327,000 | | | | Other Securities | | | | | 9,396,608 | | | | | | 1.8 | | |
| | | | | | | | | | | | 31,425,174 | | | | | | 6.0 | | |
Voya High Yield Portfolio | as of June 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Industrial: 9.9% | | ||||||||||||
| | | 1,875,000 (1) | | | | Advanced Disposal Services, Inc., 5.625%, 11/15/2024 | | | | $ | 1,870,312 | | | | | | 0.4 | | |
| | | 2,125,000 (5) | | | | ARD Finance SA, 7.125% (PIK Rate 7.875%, Cash Rate 0.000%), 09/15/2023 | | | | | 2,135,625 | | | | | | 0.4 | | |
| | | 200,000 | (1)(5) | | ARD Securities Finance SARL, 8.750% (PIK Rate 8.750%, Cash Rate 8.750%), 01/31/2023 | | | | | 204,500 | | | | | | 0.0 | | | |
| | | 492,000 (1) | | | | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 6.000%, 02/15/2025 | | | | | 480,315 | | | | | | 0.1 | | |
| | | 1,000,000 (1) | | | | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 7.250%, 05/15/2024 | | | | | 1,043,750 | | | | | | 0.2 | | |
| | | 1,670,000 (1) | | | | ATS Automation Tooling Systems, Inc., 6.500%, 06/15/2023 | | | | | 1,707,575 | | | | | | 0.3 | | |
| | | 1,890,000 (1) | | | | BMC East LLC, 5.500%, 10/01/2024 | | | | | 1,838,025 | | | | | | 0.4 | | |
| | | 1,250,000 (1) | | | | Bombardier, Inc., 6.000%, 10/15/2022 | | | | | 1,251,187 | | | | | | 0.2 | | |
| | | 1,365,000 (1) | | | | Bombardier, Inc., 7.500%, 12/01/2024 | | | | | 1,440,075 | | | | | | 0.3 | | |
| | | 2,000,000 (1) | | | | Bombardier, Inc., 8.750%, 12/01/2021 | | | | | 2,210,000 | | | | | | 0.4 | | |
| | | 2,545,000 (1) | | | | BWAY Holding Co., 7.250%, 04/15/2025 | | | | | 2,487,738 | | | | | | 0.5 | | |
| | | 875,000 (1) | | | | BWX Technologies, Inc., 5.375%, 07/15/2026 | | | | | 888,125 | | | | | | 0.2 | | |
| | | 1,770,000 (1) | | | | FXI Holdings, Inc., 7.875%, 11/01/2024 | | | | | 1,734,600 | | | | | | 0.3 | | |
| | | 836,000 (1) | | | | Gates Global LLC / Gates Global Co., 6.000%, 07/15/2022 | | | | | 848,540 | | | | | | 0.2 | | |
| | | 2,100,000 (1) | | | | Itron, Inc., 5.000%, 01/15/2026 | | | | | 1,999,620 | | | | | | 0.4 | | |
| | | 2,025,000 (1) | | | | James Hardie International Finance DAC, 4.750%, 01/15/2025 | | | | | 1,984,500 | | | | | | 0.4 | | |
| | | 1,300,000 (1) | | | | Koppers, Inc., 6.000%, 02/15/2025 | | | | | 1,303,250 | | | | | | 0.2 | | |
| | | 1,775,000 (1) | | | | Masonite International Corp., 5.625%, 03/15/2023 | | | | | 1,823,280 | | | | | | 0.3 | | |
| | | 190,000 (1) | | | | Multi-Color Corp., 4.875%, 11/01/2025 | | | | | 177,413 | | | | | | 0.0 | | |
| | | 2,300,000 (1) | | | | Multi-Color Corp., 6.125%, 12/01/2022 | | | | | 2,363,250 | | | | | | 0.5 | | |
| | | 1,415,000 (1) | | | | Novelis Corp., 5.875%, 09/30/2026 | | | | | 1,358,400 | | | | | | 0.2 | | |
| | | 400,000 (1) | | | | Novelis Corp., 6.250%, 08/15/2024 | | | | | 401,000 | | | | | | 0.1 | | |
| | | 275,000 (1) | | | | Owens-Brockway Glass Container, Inc., 5.875%, 08/15/2023 | | | | | 279,125 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Industrial (continued) | | ||||||||||||
| | | 2,000,000 (1) | | | | Owens-Brockway Glass Container, Inc., 6.375%, 08/15/2025 | | | | $ | 2,060,000 | | | | | | 0.4 | | |
| | | 1,520,000 (1) | | | | Plastipak Holdings, Inc., 6.250%, 10/15/2025 | | | | | 1,406,000 | | | | | | 0.3 | | |
| | | 870,000 (1) | | | | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 5.125%, 07/15/2023 | | | | | 860,213 | | | | | | 0.2 | | |
| | | 115,000 (1) | | | | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 7.000%, 07/15/2024 | | | | | 117,659 | | | | | | 0.0 | | |
| | | 1,000,000 (1) | | | | Sealed Air Corp., 5.500%, 09/15/2025 | | | | | 1,030,000 | | | | | | 0.2 | | |
| | | 500,000 (1) | | | | Sealed Air Corp., 6.500%, 12/01/2020 | | | | | 526,250 | | | | | | 0.1 | | |
| | | 2,295,000 (1) | | | | Standard Industries, Inc./NJ, 6.000%, 10/15/2025 | | | | | 2,312,213 | | | | | | 0.4 | | |
| | | 2,030,000 (1) | | | | Wrangler Buyer Corp., 6.000%, 10/01/2025 | | | | | 1,928,500 | | | | | | 0.4 | | |
| | | 1,260,000 (1) | | | | Zekelman Industries, Inc., 9.875%, 06/15/2023 | | | | | 1,382,850 | | | | | | 0.3 | | |
| | | 8,199,554 | | | | Other Securities | | | | | 8,502,644 | | | | | | 1.6 | | |
| | | | | | | | | | | | 51,956,534 | | | | | | 9.9 | | |
| | | | | | | Technology: 6.0% | | ||||||||||||
| | | 1,575,000 (1) | | | | Ascend Learning LLC, 6.875%, 08/01/2025 | | | | | 1,592,719 | | | | | | 0.3 | | |
| | | 1,240,000 (1) | | | | BMC Software Finance, Inc., 8.125%, 07/15/2021 | | | | | 1,269,450 | | | | | | 0.2 | | |
| | | 2,040,000 (1) | | | | Change Healthcare Holdings LLC/Change Healthcare Finance, Inc., 5.750%, 03/01/2025 | | | | | 1,937,694 | | | | | | 0.4 | | |
| | | 1,200,000 (1) | | | | Dell International LLC / EMC Corp., 5.450%, 06/15/2023 | | | | | 1,256,319 | | | | | | 0.2 | | |
| | | 445,000 (1) | | | | Dell International LLC / EMC Corp., 5.875%, 06/15/2021 | | | | | 452,152 | | | | | | 0.1 | | |
| | | 1,200,000 (1) | | | | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | | | | | 1,263,470 | | | | | | 0.3 | | |
| | | 445,000 (1) | | | | Dell International LLC / EMC Corp., 7.125%, 06/15/2024 | | | | | 471,851 | | | | | | 0.1 | | |
| | | 1,000,000 (1) | | | | First Data Corp., 5.750%, 01/15/2024 | | | | | 1,003,100 | | | | | | 0.2 | | |
| | | 3,250,000 (1) | | | | First Data Corp., 7.000%, 12/01/2023 | | | | | 3,393,260 | | | | | | 0.6 | | |
| | | 2,000,000 | (1)(5) | | Infor Software Parent LLC / Infor Software Parent, Inc., 7.125% (PIK Rate 7.875%, Cash Rate 7.125%), 05/01/2021 | | | | | 2,012,500 | | | | | | 0.4 | | |
Voya High Yield Portfolio | as of June 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Technology (continued) | | ||||||||||||
| | | 910,000 (1) | | | | MSCI, Inc., 5.250%, 11/15/2024 | | | | $ | 923,650 | | | | | | 0.2 | | |
| | | 865,000 (1) | | | | MSCI, Inc., 5.750%, 08/15/2025 | | | | | 895,275 | | | | | | 0.1 | | |
| | | 2,800,000 | | | | NCR Corp., 4.625%-6.375%, 02/15/2021-12/15/2023 | | | | | 2,818,812 | | | | | | 0.5 | | |
| | | 1,780,000 (1) | | | | Open Text Corp., 5.625%, 01/15/2023 | | | | | 1,829,003 | | | | | | 0.4 | | |
| | | 535,000 (1) | | | | Open Text Corp., 5.875%, 06/01/2026 | | | | | 547,038 | | | | | | 0.1 | | |
| | | 1,430,000 (1) | | | | RP Crown Parent LLC, 7.375%, 10/15/2024 | | | | | 1,476,046 | | | | | | 0.3 | | |
| | | 1,745,000 (1) | | | | Veritas US, Inc. / Veritas Bermuda Ltd.., 10.500%, 02/01/2024 | | | | | 1,439,625 | | | | | | 0.3 | | |
| | | 400,000 (1) | | | | Veritas US, Inc. / Veritas Bermuda Ltd., 7.500%, 02/01/2023 | | | | | 376,000 | | | | | | 0.0 | | |
| | | 6,430,000 | | | | Other Securities | | | | | 6,583,137 | | | | | | 1.3 | | |
| | | | | | | | | | | | 31,541,101 | | | | | | 6.0 | | |
| | | | | | | Utilities: 1.7% | | ||||||||||||
| | | 3,025,000 (2) | | | | Calpine Corp., 5.375%-5.750%, 01/15/2023-01/15/2025 | | | | | 2,796,828 | | | | | | 0.5 | | |
| | | 675,000 (1) | | | | Drax Finco PLC, 6.625%, 11/01/2025 | | | | | 673,312 | | | | | | 0.1 | | |
| | | 1,750,000 (1) | | | | LBC Tank Terminals Holding Netherlands BV, 6.875%, 05/15/2023 | | | | | 1,776,250 | | | | | | 0.4 | | |
| | | 760,000 (1) | | | | NRG Energy, Inc., 5.750%, 01/15/2028 | | | | | 748,600 | | | | | | 0.1 | | |
| | | 2,775,000 | | | | NRG Energy, Inc., 6.250%-7.250%, 07/15/2022-01/15/2027 | | | | | 2,881,813 | | | | | | 0.6 | | |
| | | | | | | | | | | | 8,876,803 | | | | | | 1.7 | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $515,607,587) | | | | | 510,096,925 | | | | | | 97.1 | | |
| CONVERTIBLE BONDS/NOTES: 0.0% | | ||||||||||||||||||
| | | | | | | Financial: 0.0% | | ||||||||||||
| | | 499,200 | (1)(8) | | Lehman Brothers Holdings, Inc., 8.160%, 05/30/2009 | | | | | 8,464 | | | | | | 0.0 | | | |
| | | | | | | Total Convertible Bonds/Notes (Cost $451,666) | | | | | 8,464 | | | | | | 0.0 | | |
| BANK LOANS: 0.6% | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical: 0.3% | | ||||||||||||
| | | 1,688,032 | | | | Kindred Healthcare, Inc., 5.835%, (US0003M + 3.500%), 04/09/2021 | | | | | 1,689,067 | | | | | | 0.3 | | |
| | | | | | | Health Care: 0.2% | | ||||||||||||
| | | 975,000 | | | | Valeant Pharmaceuticals International, Inc. 2018 Term Loan B, 4.983%, (US0003M + 3.000%), 06/01/2025 | | | | | 970,125 | | | | | | 0.2 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Industrial Equipment: 0.1% | | ||||||||||||
| | | 485,000 | | | | Waterjet Holdings, Inc. Term Loan, 5.153%, (US0003M + 3.000%), 04/03/2025 | | | | $ | 483,787 | | | | | | 0.1 | | |
| | | | | | | Total Bank Loans (Cost $3,137,666) | | | | | 3,142,979 | | | | | | 0.6 | | |
|
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 0.1% | | ||||||||||||||||||
| | | | | | | Consumer Staples: 0.1% | | ||||||||||||
| | | 24,842 | (4)(9) | | Other Securities | | | | | 732,839 | | | | | | 0.1 | | | |
| | | | | | | Total Common Stock (Cost $758,145) | | | | | 732,839 | | | | | | 0.1 | | |
| | | | | | | Total Long-Term Investments (Cost $519,955,064) | | | | | 513,981,207 | | | | | | 97.8 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 6.6% | | ||||||||||||||||||
| | | | | | | Commercial Paper: 1.1% | | ||||||||||||
| | | 2,500,000 | | | | Berkshire Hathaway Energy Co., 2.730%, 07/05/2018 | | | | | 2,499,065 | | | | | | 0.5 | | |
| | | 890,000 | | | | Johnson CTLS I, 3.280%, 07/02/2018 | | | | | 889,840 | | | | | | 0.1 | | |
| | | 498,000 | | | | Marriott Intl, 2.530%, 08/27/2018 | | | | | 496,003 | | | | | | 0.1 | | |
| | | 2,000,000 | | | | McDonald’s Corp., 2.540%, 07/10/2018 | | | | | 1,998,610 | | | | | | 0.4 | | |
| | | | | | | | | | | | 5,883,518 | | | | | | 1.1 | | |
| | | | | | | Securities Lending Collateral(10): 5.5% | | ||||||||||||
| | | 6,872,749 | | | | Bank of Nova Scotia, Repurchase Agreement dated 06/29/18, 2.12%, due 07/02/18 (Repurchase Amount $6,873,947, collateralized by various U.S. Government Agency Obligations, 2.500%- 6.430%, Market Value plus accrued interest $7,011,442, due 02/01/21-06/01/48) | | | | | 6,872,749 | | | | | | 1.3 | | |
Voya High Yield Portfolio | as of June 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(10) (continued) | | ||||||||||||
| | | 6,872,749 | | | | Dominion Securities Inc., Repurchase Agreement dated 06/29/18, 2.11%, due 07/02/18 (Repurchase Amount $6,873,941, collateralized by various U.S. Government Agency Obligations, 3.000%- 7.000%, Market Value plus accrued interest $7,010,204, due 11/01/36-06/01/48) | | | | $ | 6,872,749 | | | | | | 1.3 | | |
| | | 6,872,749 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/29/18, 2.28%, due 07/02/18 (Repurchase Amount $6,874,037, collateralized by various U.S. Government Securities, 2.750%-3.125%, Market Value plus accrued interest $7,010,205, due 11/15/ 42-08/15/44) | | | | | 6,872,749 | | | | | | 1.3 | | |
| | | 1,440,870 | | | | Natwest Markets PLC, Repurchase Agreement dated 06/29/18, 2.09%, due 07/02/18 (Repurchase Amount $1,441,118, collateralized by various U.S. Government Securities, 2.500%-6.625%, Market Value plus accrued interest $1,469,701, due 05/15/20-05/15/46) | | | | | 1,440,870 | | | | | | 0.3 | | |
| | | 6,877,072 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/29/18, 2.30%, due 07/02/18 (Repurchase Amount $6,878,372, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $7,014,665, due 07/15/19-02/15/48) | | | | | 6,877,072 | | | | | | 1.3 | | |
| | | | | | | | | | | | 28,936,189 | | | | | | 5.5 | | |
| | | | | | | Total Short-Term Investments (Cost $34,820,444) | | | | | 34,819,707 | | | | | | 6.6 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
| | Total Investments in Securities (Cost $554,775,508) | | | | $ | 548,800,914 | | | | | | 104.4 | | | |
| | | Liabilities in Excess of Other Assets | | | | | (23,200,392) | | | | | | (4.4) | | |
| | | Net Assets | | | | $ | 525,600,522 | | | | | | 100.0 | | |
|
Voya High Yield Portfolio | as of June 30, 2018 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2018 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Consumer Staples | | | | $ | — | | | | | $ | — | | | | | $ | 732,839 | | | | | $ | 732,839 | | |
Total Common Stock | | | | | — | | | | | | — | | | | | | 732,839 | | | | | | 732,839 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 510,096,925 | | | | | | — | | | | | | 510,096,925 | | |
Bank Loans | | | | | — | | | | | | 3,142,979 | | | | | | — | | | | | | 3,142,979 | | |
Convertible Bonds/Notes | | | | | — | | | | | | 8,464 | | | | | | — | | | | | | 8,464 | | |
Short-Term Investments | | | | | — | | | | | | 34,819,707 | | | | | | — | | | | | | 34,819,707 | | |
Total Investments, at fair value | | | | $ | — | | | | | $ | 548,068,075 | | | | | $ | 732,839 | | | | | $ | 548,800,914 | | |
| Cost for federal income tax purposes was $554,826,187. | | | | | | | |
| Net unrealized depreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 10,152,475 | | |
| Gross Unrealized Depreciation | | | | | (16,177,748) | | ��� |
| Net Unrealized Depreciation | | | | $ | (6,025,273) | | |
|
Voya Large Cap Growth Portfolio | as of June 30, 2018 (Unaudited) |
| Sector Diversification as of June 30, 2018 (as a��percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 41.0% | |
| Consumer Discretionary | | | 17.5% | |
| Health Care | | | 13.3% | |
| Industrials | | | 11.9% | |
| Consumer Staples | | | 6.4% | |
| Financials | | | 4.8% | |
| Materials | | | 1.8% | |
| Real Estate | | | 1.7% | |
| Energy | | | 0.8% | |
| Assets in Excess of Other Liabilities* | | | 0.8% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 99.2% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 17.5% | | ||||||||||||
| | | 226,796 (1) | | | | Amazon.com, Inc. | | | | $ | 385,507,841 | | | | | | 6.4 | | |
| | | 159,729 (1) | | | | Autozone, Inc. | | | | | 107,166,978 | | | | | | 1.8 | | |
| | | 877,570 | | | | Brunswick Corp. | | | | | 56,585,714 | | | | | | 0.9 | | |
| | | 601,433 (1) | | | | Burlington Stores, Inc. | | | | | 90,533,709 | | | | | | 1.5 | | |
| | | 247,805 | | | | Domino’s Pizza, Inc. | | | | | 69,923,137 | | | | | | 1.1 | | |
| | | 1,113,745 | | | | Hilton Worldwide Holdings, Inc. | | | | | 88,164,054 | | | | | | 1.5 | | |
| | | 1,028,305 | | | | Home Depot, Inc. | | | | | 200,622,305 | | | | | | 3.3 | | |
| | | 1,332,115 | | | | Tapestry, Inc. | | | | | 62,223,092 | | | | | | 1.0 | | |
| | | | | | | | | | | | 1,060,726,830 | | | | | | 17.5 | | |
| | | | | | | Consumer Staples: 6.4% | | ||||||||||||
| | | 1,936,620 | | | | Altria Group, Inc. | | | | | 109,980,650 | | | | | | 1.8 | | |
| | | 1,086,087 | | | | Church & Dwight Co., Inc. | | | | | 57,736,385 | | | | | | 1.0 | | |
| | | 2,238,801 (1) | | | | Monster Beverage Corp. | | | | | 128,283,297 | | | | | | 2.1 | | |
| | | 841,027 | | | | PepsiCo, Inc. | | | | | 91,562,609 | | | | | | 1.5 | | |
| | | | | | | | | | | | 387,562,941 | | | | | | 6.4 | | |
| | | | | | | Energy: 0.8% | | ||||||||||||
| | | 346,040 (1) | | | | Concho Resources, Inc./ Midland TX | | | | | 47,874,634 | | | | | | 0.8 | | |
| | | | | | | Financials: 4.8% | | ||||||||||||
| | | 753,103 (1) | | | | E*Trade Financial Corp. | | | | | 46,059,779 | | | | | | 0.8 | | |
| | | 1,870,977 | | | | Progressive Corp. | | | | | 110,668,290 | | | | | | 1.8 | | |
| | | 513,554 | | | | S&P Global, Inc. | | | | | 104,708,525 | | | | | | 1.7 | | |
| | | 302,370 | | | | Other Securities | | | | | 31,467,646 | | | | | | 0.5 | | |
| | | | | | | | | | | | 292,904,240 | | | | | | 4.8 | | |
| | | | | | | Health Care: 13.3% | | ||||||||||||
| | | 1,469,389 | | | | Baxter International, Inc. | | | | | 108,499,684 | | | | | | 1.8 | | |
| | | 3,091,899 (1) | | | | Boston Scientific Corp. | | | | | 101,105,097 | | | | | | 1.7 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Health Care (continued) | | ||||||||||||
| | | 808,876 | | | | Johnson & Johnson | | | | $ | 98,149,014 | | | | | | 1.6 | | |
| | | 545,679 | | | | Thermo Fisher Scientific, Inc. | | | | | 113,031,948 | | | | | | 1.9 | | |
| | | 677,795 | | | | UnitedHealth Group, Inc. | | | | | 166,290,225 | | | | | | 2.7 | | |
| | | 672,833 (1) | | | | Vertex Pharmaceuticals, Inc. | | | | | 114,354,697 | | | | | | 1.9 | | |
| | | 1,203,994 | | | | Zoetis, Inc. | | | | | 102,568,249 | | | | | | 1.7 | | |
| | | | | | | | | | | | 803,998,914 | | | | | | 13.3 | | |
| | | | | | | Industrials: 11.9% | | ||||||||||||
| | | 803,278 | | | | Ametek, Inc. | | | | | 57,964,541 | | | | | | 1.0 | | |
| | | 464,059 | | | | Boeing Co. | | | | | 155,696,435 | | | | | | 2.6 | | |
| | | 1,346,064 | | | | Delta Air Lines, Inc. | | | | | 66,684,011 | | | | | | 1.1 | | |
| | | 960,225 | | | | Ingersoll-Rand PLC - Class A | | | | | 86,160,989 | | | | | | 1.4 | | |
| | | 500,720 | | | | L3 Technologies, Inc. | | | | | 96,298,470 | | | | | | 1.6 | | |
| | | 473,211 | | | | Parker Hannifin Corp. | | | | | 73,749,934 | | | | | | 1.2 | | |
| | | 1,597,674 | | | | Waste Management, Inc. | | | | | 129,954,803 | | | | | | 2.1 | | |
| | | 549,298 (1) | | | | XPO Logistics, Inc. | | | | | 55,028,674 | | | | | | 0.9 | | |
| | | | | | | | | | | | 721,537,857 | | | | | | 11.9 | | |
| | | | | | | Information Technology: 41.0% | | ||||||||||||
| | | 242,948 (1) | | | | Adobe Systems, Inc. | | | | | 59,233,152 | | | | | | 1.0 | | |
| | | 276,055 (1) | | | | Alphabet, Inc. - Class A | | | | | 311,718,546 | | | | | | 5.1 | | |
| | | 83,977 (1) | | | | Alphabet, Inc. - Class C | | | | | 93,688,940 | | | | | | 1.5 | | |
| | | 1,650,145 | | | | Apple, Inc. | | | | | 305,458,341 | | | | | | 5.0 | | |
| | | 361,917 | | | | Broadcom, Inc. | | | | | 87,815,541 | | | | | | 1.4 | | |
| | | 1,053,169 | | | | Cognizant Technology Solutions Corp. | | | | | 83,189,819 | | | | | | 1.4 | | |
| | | 395,936 (1) | | | | Facebook, Inc. - Class A | | | | | 76,938,284 | | | | | | 1.3 | | |
| | | 1,247,662 | | | | Fidelity National Information Services, Inc. | | | | | 132,289,602 | | | | | | 2.2 | | |
| | | 1,658,959 (1) | | | | Fiserv, Inc. | | | | | 122,912,272 | | | | | | 2.0 | | |
| | | 413,388 | | | | Intuit, Inc. | | | | | 84,457,235 | | | | | | 1.4 | | |
| | | 1,036,933 | | | | Mastercard, Inc. - Class A | | | | | 203,778,073 | | | | | | 3.4 | | |
| | | 4,279,775 | | | | Microsoft Corp. | | | | | 422,028,613 | | | | | | 7.0 | | |
| | | 469,235 (1) | | | | Palo Alto Networks, Inc. | | | | | 96,413,715 | | | | | | 1.6 | | |
| | | 395,302 (1) | | | | Red Hat, Inc. | | | | | 53,116,730 | | | | | | 0.9 | | |
| | | 723,322 (1) | | | | Salesforce.com, Inc. | | | | | 98,661,121 | | | | | | 1.6 | | |
| | | 1,147,841 | | | | Texas Instruments, Inc. | | | | | 126,549,470 | | | | | | 2.1 | | |
| | | 457,630 (1) | | | | VMware, Inc. | | | | | 67,257,881 | | | | | | 1.1 | | |
| | | 623,992 | | | | Other Securities | | | | | 62,561,626 | | | | | | 1.0 | | |
| | | | | | | | | | | | 2,488,068,961 | | | | | | 41.0 | | |
| | | | | | | Materials: 1.8% | | ||||||||||||
| | | 1,026,468 (1) | | | | Crown Holdings, Inc. | | | | | 45,944,708 | | | | | | 0.7 | | |
| | | 315,656 | | | | Packaging Corp. of America | | | | | 35,287,184 | | | | | | 0.6 | | |
| | | 1,012,934 | | | | Other Securities | | | | | 29,577,673 | | | | | | 0.5 | | |
| | | | | | | | | | | | 110,809,565 | | | | | | 1.8 | | |
Voya Large Cap Growth Portfolio | as of June 30, 2018 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Real Estate: 1.7% | | ||||||||||||
| | | 716,098 | | | | American Tower Corp. | | | | $ | 103,239,849 | | | | | | 1.7 | | |
| | | | | | | Total Common Stock (Cost $4,904,326,486) | | | | | 6,016,723,791 | | | | | | 99.2 | | |
| SHORT-TERM INVESTMENTS: 1.0% | | ||||||||||||||||||
| | | | | | | Mutual Funds: 1.0% | | ||||||||||||
| | | 62,340,000 (2) | | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 1.810% (Cost $62,340,000) | | | | | 62,340,000 | | | | | | 1.0 | | |
| | | | | | | Total Short-Term Investments (Cost $62,340,000) | | | | | 62,340,000 | | | | | | 1.0 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | Total Investments in Securities (Cost $4,966,666,486) | | | | $ | 6,079,063,791 | | | | | | 100.2 | | | |
| | | Liabilities in Excess of Other Assets | | | | | (11,187,247) | | | | | | (0.2) | | |
| | | Net Assets | | | | $ | 6,067,876,544 | | | | | | 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, 2018 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 6,016,723,791 | | | | | $ | — | | | | | $ | — | | | | | $ | 6,016,723,791 | | |
Short-Term Investments | | | | | 62,340,000 | | | | | | — | | | | | | — | | | | | | 62,340,000 | | |
Total Investments, at fair value | | | | $ | 6,079,063,791 | | | | | $ | — | | | | | $ | — | | | | | $ | 6,079,063,791 | | |
|
| Cost for federal income tax purposes was $4,968,746,163. | | | | | | | |
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 1,174,391,867 | | |
| Gross Unrealized Depreciation | | | | | (64,085,044) | | |
| Net Unrealized Appreciation | | | | $ | 1,110,306,823 | | |
|
Voya Large Cap Value Portfolio | as of June 30, 2018 (Unaudited) |
| Sector Diversification as of June 30, 2018 (as a percentage of net assets) | | |||
| | | | ||
| Financials | | | 23.3% | |
| Health Care | | | 13.5% | |
| Energy | | | 11.2% | |
| Information Technology | | | 10.2% | |
| Consumer Discretionary | | | 8.5% | |
| Industrials | | | 7.4% | |
| Consumer Staples | | | 7.3% | |
| Utilities | | | 5.7% | |
| Real Estate | | | 4.6% | |
| Materials | | | 4.2% | |
| Telecommunication Services | | | 3.3% | |
| Communications** | | | 0.0% | |
| Assets in Excess of Other Liabilities* | | | 0.8% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| ** Amount is less than 0.05%. | | |||
| Portfolio holdings are subject to change daily. | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 99.2% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 8.5% | | ||||||||||||
| | | 238,617 | | | | CBS Corp. - Class B | | | | $ | 13,415,048 | | | | | | 1.2 | | |
| | | 153,977 | | | | Delphi Technologies PLC | | | | | 14,108,912 | | | | | | 1.2 | | |
| | | 470,644 | | | | Gap, Inc. | | | | | 15,244,159 | | | | | | 1.3 | | |
| | | 179,723 | | | | Lowe’s Cos, Inc. | | | | | 17,176,127 | | | | | | 1.5 | | |
| | | 157,969 | | | | Ralph Lauren Corp. | | | | | 19,859,863 | | | | | | 1.7 | | |
| | | 400,103 | | | | Tapestry, Inc. | | | | | 18,688,811 | | | | | | 1.6 | | |
| | | | | | | | | | | | 98,492,920 | | | | | | 8.5 | | |
| | | | | | | Consumer Staples: 7.3% | | ||||||||||||
| | | 468,049 | | | | Coca-Cola Co. | | | | | 20,528,629 | | | | | | 1.8 | | |
| | | 534,294 | | | | Mondelez International, Inc. | | | | | 21,906,054 | | | | | | 1.9 | | |
| | | 263,324 | | | | Procter & Gamble Co. | | | | | 20,555,071 | | | | | | 1.8 | | |
| | | 248,187 | | | | Walmart, Inc. | | | | | 21,257,217 | | | | | | 1.8 | | |
| | | | | | | | | | | | 84,246,971 | | | | | | 7.3 | | |
| | | | | | | Energy: 11.2% | | ||||||||||||
| | | 168,254 | | | | Anadarko Petroleum Corp. | | | | | 12,324,606 | | | | | | 1.0 | | |
| | | 240,054 | | | | Chevron Corp. | | | | | 30,350,027 | | | | | | 2.6 | | |
| | | 113,571 | | | | EOG Resources, Inc. | | | | | 14,131,640 | | | | | | 1.2 | | |
| | | 335,441 | | | | Halliburton Co. | | | | | 15,114,971 | | | | | | 1.3 | | |
| | | 262,134 | | | | Occidental Petroleum Corp. | | | | | 21,935,373 | | | | | | 1.9 | | |
| | | 212,817 | | | | Royal Dutch Shell PLC - Class A ADR | | | | | 14,733,321 | | | | | | 1.3 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Energy (continued) | | ||||||||||||
| | | 101,915 | | | | Valero Energy Corp. | | | | $ | 11,295,239 | | | | | | 1.0 | | |
| | | 298,392 | | | | Other Securities | | | | | 10,762,999 | | | | | | 0.9 | | |
| | | | | | | | | | | | 130,648,176 | | | | | | 11.2 | | |
| | | | | | | Financials: 23.3% | | ||||||||||||
| | | 170,632 | | | | Comerica, Inc. | | | | | 15,513,861 | | | | | | 1.3 | | |
| | | 318,502 | | | | Discover Financial Services | | | | | 22,425,726 | | | | | | 1.9 | | |
| | | 113,957 | | | | Evercore, Inc. | | | | | 12,016,766 | | | | | | 1.0 | | |
| | | 490,788 | | | | Hartford Financial Services Group, Inc. | | | | | 25,093,990 | | | | | | 2.2 | | |
| | | 350,680 | | | | Intercontinental Exchange, Inc. | | | | | 25,792,514 | | | | | | 2.2 | | |
| | | 482,304 | | | | JPMorgan Chase & Co. | | | | | 50,256,077 | | | | | | 4.3 | | |
| | | 1,281,438 | | | | Keycorp | | | | | 25,039,299 | | | | | | 2.2 | | |
| | | 466,152 | | | | Lazard Ltd. | | | | | 22,799,494 | | | | | | 2.0 | | |
| | | 132,739 | | | | PNC Financial Services Group, Inc. | | | | | 17,933,039 | | | | | | 1.5 | | |
| | | 161,474 | | | | Reinsurance Group of America, Inc. | | | | | 21,553,550 | | | | | | 1.9 | | |
| | | 384,408 | | | | US Bancorp | | | | | 19,228,088 | | | | | | 1.7 | | |
| | | 253,751 | | | | Zions Bancorp. | | | | | 13,370,140 | | | | | | 1.1 | | |
| | | | | | | | | | | | 271,022,544 | | | | | | 23.3 | | |
| | | | | | | Health Care: 13.5% | | ||||||||||||
| | | 320,880 | | | | AstraZeneca PLC ADR | | | | | 11,266,097 | | | | | | 1.0 | | |
| | | 219,019 | | | | Baxter International, Inc. | | | | | 16,172,363 | | | | | | 1.4 | | |
| | | 289,082 | | | | Gilead Sciences, Inc. | | | | | 20,478,569 | | | | | | 1.8 | | |
| | | 316,900 | | | | Johnson & Johnson | | | | | 38,452,646 | | | | | | 3.3 | | |
| | | 1,074,782 | | | | Pfizer, Inc. | | | | | 38,993,091 | | | | | | 3.3 | | |
| | | 70,957 | | | | UnitedHealth Group, Inc. | | | | | 17,408,590 | | | | | | 1.5 | | |
| | | 130,371 | | | | Zimmer Biomet Holdings, Inc. | | | | | 14,528,544 | | | | | | 1.2 | | |
| | | | | | | | | | | | 157,299,900 | | | | | | 13.5 | | |
| | | | | | | Industrials: 7.4% | | ||||||||||||
| | | 222,061 | | | | BWX Technologies, Inc. | | | | | 13,838,842 | | | | | | 1.2 | | |
| | | 101,839 | | | | Deere & Co. | | | | | 14,237,092 | | | | | | 1.2 | | |
| | | 167,562 | | | | Emerson Electric Co. | | | | | 11,585,237 | | | | | | 1.0 | | |
| | | 98,238 | | | | General Dynamics Corp. | | | | | 18,312,546 | | | | | | 1.6 | | |
| | | 141,603 | | | | Hubbell, Inc. | | | | | 14,973,101 | | | | | | 1.3 | | |
| | | 306,390 | | | | Timken Co. | | | | | 13,343,284 | | | | | | 1.1 | | |
| | | | | | | | | | | | 86,290,102 | | | | | | 7.4 | | |
| | | | | | | Information Technology: 10.2% | | ||||||||||||
| | | 825,139 | | | | Cisco Systems, Inc. | | | | | 35,505,731 | | | | | | 3.0 | | |
| | | 71,630 | | | | Lam Research Corp. | | | | | 12,381,246 | | | | | | 1.1 | | |
| | | 248,930 | | | | Microsoft Corp. | | | | | 24,546,987 | | | | | | 2.1 | | |
| | | 181,033 | | | | Motorola Solutions, Inc. | | | | | 21,066,810 | | | | | | 1.8 | | |
| | | 324,443 | | | | NetApp, Inc. | | | | | 25,478,509 | | | | | | 2.2 | | |
| | | | | | | | | | | | 118,979,283 | | | | | | 10.2 | | |
Voya Large Cap Value Portfolio | as of June 30, 2018 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Materials: 4.2% | | ||||||||||||
| | | 296,285 (1) | | | | BHP Billiton Ltd. ADR | | | | $ | 14,817,213 | | | | | | 1.3 | | |
| | | 510,164 | | | | DowDuPont, Inc. | | | | | 33,630,011 | | | | | | 2.9 | | |
| | | | | | | | | | | | 48,447,224 | | | | | | 4.2 | | |
| | | | | | | Real Estate: 4.6% | | ||||||||||||
| | | 121,296 | | | | Camden Property Trust | | | | | 11,053,705 | | | | | | 1.0 | | |
| | | 157,226 | | | | Crown Castle International Corp. | | | | | 16,952,107 | | | | | | 1.4 | | |
| | | 319,529 | | | | Highwoods Properties, Inc. | | | | | 16,209,706 | | | | | | 1.4 | | |
| | | 96,815 | | | | Other Securities | | | | | 9,746,366 | | | | | | 0.8 | | |
| | | | | | | | | | | | 53,961,884 | | | | | | 4.6 | | |
| | | | | | | Telecommunication Services: 3.3% | | ||||||||||||
| | | 765,216 | | | | Verizon Communications, Inc. | | | | | 38,498,017 | | | | | | 3.3 | | |
| | | | | | | Utilities: 5.7% | | ||||||||||||
| | | 326,576 | | | | Ameren Corp. | | | | | 19,872,150 | | | | | | 1.7 | | |
| | | 516,368 | | | | Exelon Corp. | | | | | 21,997,277 | | | | | | 1.9 | | |
| | | 144,986 | | | | NextEra Energy, Inc. | | | | | 24,217,011 | | | | | | 2.1 | | |
| | | 440,822 | (2)(3) | | Other Securities | | | | | — | | | | | | — | | | |
| | | | | | | | | | | | 66,086,438 | | | | | | 5.7 | | |
| | | | | | | Total Common Stock (Cost $1,061,219,665) | | | | | 1,153,973,459 | | | | | | 99.2 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: —% | | ||||||||||||||||||
| | | | | | | Communications: —% | | ||||||||||||
| | | 32,517 (3) | | | | Other Securities | | | | | — | | | | | | — | | |
| | | | | | | Energy: —% | | ||||||||||||
| | | 1,685,000 (3) | | | | Other Securities | | | | | — | | | | | | — | | |
| | | | | | | Financial: —% | | ||||||||||||
| | | 1,216,000 | (3)(4) | | Other Securities | | | | | — | | | | | | — | | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $787,907) | | | | | — | | | | | | — | | |
| | | | | | | Total Long-Term Investments (Cost $1,062,007,572) | | | | | 1,153,973,459 | | | | | | 99.2 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 1.9% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(5): 1.2% | | ||||||||||||
| | | 181,497 | | | | Bank of Montreal, Repurchase Agreement dated 06/29/18, 2.03%, due 07/02/18 (Repurchase Amount $181,527, collateralized by various U.S. Government Securities, 0.000%-4.375%, Market Value plus accrued interest $185,127, due 08/16/18-09/09/49) | | | | $ | 181,497 | | | | | | 0.0 | | |
| | | 3,387,119 | | | | Bank of Nova Scotia, Repurchase Agreement dated 06/29/18, 2.12%, due 07/02/18 (Repurchase Amount $3,387,709, collateralized by various U.S. Government Agency Obligations, 2.500%- 6.430%, Market Value plus accrued interest $3,455,472, due 02/01/21-06/01/48) | | | | | 3,387,119 | | | | | | 0.3 | | |
| | | 3,917,957 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/29/18, 2.28%, due 07/02/18 (Repurchase Amount $3,918,691, collateralized by various U.S. Government Securities, 2.750%-3.125%, Market Value plus accrued interest $3,996,317, due 11/15/42-08/15/44) | | | | | 3,917,957 | | | | | | 0.3 | | |
| | | 3,387,119 | | | | National Bank Financial, Repurchase Agreement dated 06/29/18, 2.01%, due 07/02/18 (Repurchase Amount $3,387,679, collateralized by various U.S. Government Securities, 0.000%-6.000%, Market Value plus accrued interest $3,454,862, due 09/06/18-09/09/49) | | | | | 3,387,119 | | | | ��� | | 0.3 | | |
Voya Large Cap Value Portfolio | as of June 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(5) (continued) | | ||||||||||||
| | | 3,387,119 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/29/18, 2.30%, due 07/02/18 (Repurchase Amount $3,387,759, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $3,454,887, due 07/15/19-02/15/48) | | | | $ | 3,387,119 | | | | | | 0.3 | | |
| | | | | | | | | | | | 14,260,811 | | | | | | 1.2 | | |
|
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 0.7% | | ||||||||||||
| | | 8,157,000 (6) | | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 1.810% (Cost $8,157,000) | | | | | 8,157,000 | | | | | | 0.7 | | |
| | | | | | | Total Short-Term Investments (Cost $22,417,811) | | | | | 22,417,811 | | | | | | 1.9 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Total Investments in Securities (Cost $1,084,425,383) | | | | $ | 1,176,391,270 | | | | | | 101.1 | | |
| | | Liabilities in Excess of Other Assets | | | | | (13,212,068) | | | | | | (1.1) | | |
| | | Net Assets | | | | $ | 1,163,179,202 | | | | | | 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, 2018 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Consumer Discretionary | | | | $ | 98,492,920 | | | | | $ | — | | | | | $ | — | | | | | $ | 98,492,920 | | |
Consumer Staples | | | | | 84,246,971 | | | | | | — | | | | | | — | | | | | | 84,246,971 | | |
Energy | | | | | 130,648,176 | | | | | | — | | | | | | — | | | | | | 130,648,176 | | |
Financials | | | | | 271,022,544 | | | | | | — | | | | | | — | | | | | | 271,022,544 | | |
Health Care | | | | | 157,299,900 | | | | | | — | | | | | | — | | | | | | 157,299,900 | | |
Industrials | | | | | 86,290,102 | | | | | | — | | | | | | — | | | | | | 86,290,102 | | |
Information Technology | | | | | 118,979,283 | | | | | | — | | | | | | — | | | | | | 118,979,283 | | |
Materials | | | | | 48,447,224 | | | | | | — | | | | | | — | | | | | | 48,447,224 | | |
Real Estate | | | | | 53,961,884 | | | | | | — | | | | | | — | | | | | | 53,961,884 | | |
Voya Large Cap Value Portfolio | as of June 30, 2018 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2018 | | ||||||||||||
Telecommunication Services | | | | | 38,498,017 | | | | | | — | | | | | | — | | | | | | 38,498,017 | | |
Utilities | | | | | 66,086,438 | | | | | | — | | | | | | — | | | | | | 66,086,438 | | |
Total Common Stock | | | | | 1,153,973,459 | | | | | | — | | | | | | — | | | | | | 1,153,973,459 | | |
Corporate Bonds/Notes | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Short-Term Investments | | | | | 8,157,000 | | | | | | 14,260,811 | | | | | | — | | | | | | 22,417,811 | | |
Total Investments, at fair value | | | | $ | 1,162,130,459 | | | | | $ | 14,260,811 | | | | | $ | — | | | | | $ | 1,176,391,270 | | |
|
| Cost for federal income tax purposes was $1,086,670,024. | | | | | | | |
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 122,173,049 | | |
| Gross Unrealized Depreciation | | | | | (32,445,059) | | |
| Net Unrealized Appreciation | | | | $ | 89,727,990 | | |
|
Voya Limited Maturity Bond Portfolio | as of June 30, 2018 (Unaudited) |
| Investment Type Allocation as of June 30, 2018 (as a percentage of net assets) | | |||
| | | | | |
| Corporate Bonds/Notes | | | 44.4% | |
| Asset-Backed Securities | | | 18.3% | |
| U.S. Treasury Obligations | | | 17.7% | |
| Commercial Mortgage-Backed Securities | | | 8.0% | |
| Collateralized Mortgage Obligations | | | 1.0% | |
| Foreign Government Bonds | | | 0.1% | |
| U.S. Government Agency Obligations** | | | 0.0% | |
| Assets in Excess of Other Liabilities* | | | 10.5% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| ** Amount is less than 0.05%. | | |||
| Portfolio holdings are subject to change daily. | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: 44.4% | | ||||||||||||||||||
| | | | | | | Basic Materials: 0.5% | | ||||||||||||
| | | 1,400,000 | | | | Other Securities | | | | $ | 1,381,713 | | | | | | 0.5 | | |
| | | | | | | Communications: 2.0% | | ||||||||||||
| | | 1,050,000 | | | | AT&T, Inc., 2.300%, 03/11/2019 | | | | | 1,046,299 | | | | | | 0.4 | | |
| | | 680,000 (1) | | | | Sky PLC, 2.625%, 09/16/2019 | | | | | 675,380 | | | | | | 0.3 | | |
| | | 3,750,000 | | | | Other Securities | | | | | 3,678,045 | | | | | | 1.3 | | |
| | | | | | | | | | | | 5,399,724 | | | | | | 2.0 | | |
| | | | | | | Consumer, Cyclical: 3.5% | | ||||||||||||
| | | 445,000 (1) | | | | BMW US Capital LLC, 1.450%, 09/13/2019 | | | | | 437,288 | | | | | | 0.2 | | |
| | | 540,000 (1) | | | | Daimler Finance North America LLC, 2.300%, 01/06/2020 | | | | | 532,998 | | | | | | 0.2 | | |
| | | 370,000 | | | | Ford Motor Credit Co. LLC, 2.681%, 01/09/2020 | | | | | 366,653 | | | | | | 0.2 | | |
| | | 1,140,000 | | | | Ford Motor Credit Co. LLC, 3.157%, 08/04/2020 | | | | | 1,133,510 | | | | | | 0.4 | | |
| | | 1,210,000 | | | | General Motors Financial Co., Inc., 3.950%, 04/13/2024 | | | | | 1,185,161 | | | | | | 0.4 | | |
| | | 530,000 (1) | | | | Nissan Motor Acceptance Corp., 2.150%, 09/28/2020 | | | | | 516,508 | | | | | | 0.2 | | |
| | | 1,130,000 | | | | Toyota Motor Credit Corp., 1.550%-1.700%, 01/09/2019-10/18/2019 | | | | | 1,119,041 | | | | | | 0.4 | | |
| | | 1,426,000 | | | | Walmart, Inc., 2.850%-3.125%, 06/23/2020-06/23/2021 | | | | | 1,431,847 | | | | | | 0.5 | | |
| | | 2,784,806 (2) | | | | Other Securities | | | | | 2,829,351 | | | | | | 1.0 | | |
| | | | | | | | | | | | 9,552,357 | | | | | | 3.5 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical: 7.2% | | ||||||||||||
| | | 1,380,000 | | | | Anheuser-Busch InBev Finance, Inc., 2.650%, 02/01/2021 | | | | $ | 1,361,529 | | | | | | 0.5 | | |
| | | 340,000 | | | | Anheuser-Busch InBev Worldwide, Inc., 3.500%, 01/12/2024 | | | | | 338,660 | | | | | | 0.1 | | |
| | | 480,000 (1) | | | | BAT Capital Corp., 2.297%, 08/14/2020 | | | | | 469,868 | | | | | | 0.2 | | |
| | | 520,000 (1) | | | | BAT International Finance PLC, 2.750%, 06/15/2020 | | | | | 514,549 | | | | | | 0.2 | | |
| | | 990,000 | | | | Becton Dickinson and Co., 2.404%, 06/05/2020 | | | | | 972,647 | | | | | | 0.3 | | |
| | | 1,470,000 | | | | CVS Health Corp., 3.350%, 03/09/2021 | | | | | 1,469,215 | | | | | | 0.5 | | |
| | | 850,000 (1) | | | | Danone SA, 1.691%, 10/30/2019 | | | | | 835,723 | | | | | | 0.3 | | |
| | | 560,000 (1) | | | | Imperial Brands Finance PLC, 2.950%, 07/21/2020 | | | | | 554,478 | | | | | | 0.2 | | |
| | | 715,000 (1) | | | | Keurig Dr Pepper, Inc., 3.551%, 05/25/2021 | | | | | 716,066 | | | | | | 0.3 | | |
| | | 840,000 | | | | Medtronic Global Holdings SCA, 1.700%, 03/28/2019 | | | | | 834,707 | | | | | | 0.3 | | |
| | | 433,000 | | | | Medtronic, Inc., 2.500%, 03/15/2020 | | | | | 430,087 | | | | | | 0.2 | | |
| | | 930,000 | | | | Teva Pharmaceutical Finance Netherlands III BV, 1.700%, 07/19/2019 | | | | | 908,131 | | | | | | 0.3 | | |
| | | 10,609,000 | | | | Other Securities | | | | | 10,427,884 | | | | | | 3.8 | | |
| | | | | | | | | | | | 19,833,544 | | | | | | 7.2 | | |
| | | | | | | Energy: 2.9% | | ||||||||||||
| | | 1,079,000 | | | | BP Capital Markets PLC, 2.315%, 02/13/2020 | | | | | 1,068,862 | | | | | | 0.4 | | |
| | | 495,000 | | | | BP Capital Markets PLC, 2.521%, 01/15/2020 | | | | | 491,982 | | | | | | 0.2 | | |
| | | 470,000 (1) | | | | Schlumberger Finance Canada Ltd, 2.200%, 11/20/2020 | | | | | 458,622 | | | | | | 0.1 | | |
| | | 1,483,000 | | | | Shell International Finance BV, 1.375%-2.125%, 11/10/2018-09/12/2021 | | | | | 1,455,641 | | | | | | 0.5 | | |
| | | 4,610,000 | | | | Other Securities | | | | | 4,614,698 | | | | | | 1.7 | | |
| | | | | | | | | | | | 8,089,805 | | | | | | 2.9 | | |
| | | | | | | Financial: 19.2% | | ||||||||||||
| | | 340,000 (1) | | | | ABN AMRO Bank NV, 2.450%, 06/04/2020 | | | | | 334,508 | | | | | | 0.1 | | |
| | | 460,000 | | | | American Express Credit Corp., 1.875%, 05/03/2019 | | | | | 456,681 | | | | | | 0.2 | | |
| | | 420,000 (1) | | | | ANZ New Zealand Int’l Ltd./London, 2.200%, 07/17/2020 | | | | | 411,739 | | | | | | 0.1 | | |
| | | 620,000 (1) | | | | Athene Global Funding, 2.750%, 04/20/2020 | | | | | 612,614 | | | | | | 0.2 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 916,000 (3) | | | | Bank of America Corp., 3.004%, 12/20/2023 | | | | $ | 888,769 | | | | | | 0.3 | | |
| | | 1,163,000 | | | | Bank of America Corp., 2.151%-2.650%, 01/15/2019-11/09/2020 | | | | | 1,152,855 | | | | | | 0.4 | | |
| | | 450,000 (1) | | | | Banque Federative du Credit Mutuel SA, 2.200%, 07/20/2020 | | | | | 439,701 | | | | | | 0.2 | | |
| | | 650,000 (1) | | | | BNZ International Funding Ltd./London, 2.350%, 03/04/2019 | | | | | 647,673 | | | | | | 0.2 | | |
| | | 250,000 (1) | | | | BPCE SA, 2.750%, 01/11/2023 | | | | | 238,956 | | | | | | 0.1 | | |
| | | 660,000 | | | | Citibank NA, 2.000%, 03/20/2019 | | | | | 657,019 | | | | | | 0.3 | | |
| | | 592,000 | | | | Citigroup, Inc., 2.500%, 07/29/2019 | | | | | 589,621 | | | | | | 0.2 | | |
| | | 460,000 (1) | | | | Commonwealth Bank of Australia, 2.250%, 03/10/2020 | | | | | 453,518 | | | | | | 0.2 | | |
| | | 1,050,000 | | | | Cooperatieve Rabobank UA/NY, 2.250%, 01/14/2019 | | | | | 1,048,088 | | | | | | 0.4 | | |
| | | 720,000 | | | | Credit Suisse AG, 5.300%, 08/13/2019 | | | | | 737,925 | | | | | | 0.3 | | |
| | | 950,000 | | | | Credit Suisse Group Funding Guernsey Ltd., 3.125%, 12/10/2020 | | | | | 942,880 | | | | | | 0.3 | | |
| | | 260,000 (1) | | | | Federation des Caisses Desjardins du Quebec, 2.250%, 10/30/2020 | | | | | 253,970 | | | | | | 0.1 | | |
| | | 1,935,000 | | | | Goldman Sachs Group, Inc., 2.550%, 10/23/2019 | | | | | 1,923,706 | | | | | | 0.7 | | |
| | | 445,000 (1) | | | | HSBC Bank PLC, 4.125%, 08/12/2020 | | | | | 453,208 | | | | | | 0.2 | | |
| | | 134,000 | | | | HSBC USA, Inc., 5.000%, 09/27/2020 | | | | | 138,098 | | | | | | 0.0 | | |
| | | 1,050,000 (3) | | | | HSBC Holdings PLC, 3.400%-3.950%, 03/08/2021-05/18/2024 | | | | | 1,049,451 | | | | | | 0.4 | | |
| | | 900,000 | (1)(4) | | ING Bank NV, 2.700%, 08/17/2020 | | | | | 887,764 | | | | | | 0.3 | | | |
| | | 710,000 (3) | | | | ING Bank NV, 4.125%, 11/21/2023 | | | | | 712,232 | | | | | | 0.3 | | |
| | | 820,000 (1) | | | | Intesa Sanpaolo SpA, 3.125%, 07/14/2022 | | | | | 757,337 | | | | | | 0.3 | | |
| | | 470,000 (3) | | | | JPMorgan Chase Bank NA, 2.604%, 02/01/2021 | | | | | 465,995 | | | | | | 0.2 | | |
| | | 1,580,000 | | | | JPMorgan Chase & Co., 1.850%-3.200%, 03/22/2019-01/25/2023 | | | | | 1,559,712 | | | | | | 0.5 | | |
| | | 705,000 (1) | | | | Metropolitan Life Global Funding I, 1.550%, 09/13/2019 | | | | | 694,197 | | | | | | 0.3 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 320,000 (1) | | | | Mizuho Financial Group, Inc., 2.632%, 04/12/2021 | | | | $ | 312,545 | | | | | | 0.1 | | |
| | | 1,720,000 | | | | Morgan Stanley, 2.200%-2.750%, 12/07/2018-05/19/2022 | | | | | 1,692,032 | | | | | | 0.6 | | |
| | | 330,000 (1) | | | | Nationwide Building Society, 2.350%, 01/21/2020 | | | | | 325,785 | | | | | | 0.1 | | |
| | | 345,000 (1) | | | | Nordea Bank AB, 4.875%, 05/13/2021 | | | | | 354,965 | | | | | | 0.1 | | |
| | | 390,000 (1) | | | | Nuveen Finance LLC, 2.950%, 11/01/2019 | | | | | 388,594 | | | | | | 0.1 | | |
| | | 540,000 (1) | | | | Protective Life Global Funding, 2.161%, 09/25/2020 | | | | | 527,500 | | | | | | 0.2 | | |
| | | 1,330,000 | | | | Royal Bank of Canada, 1.800%-2.125%, 07/30/2018-03/02/2020 | | | | | 1,320,715 | | | | | | 0.5 | | |
| | | 1,386,000 | | | | Royal Bank of Scotland Group PLC, 6.400%, 10/21/2019 | | | | | 1,438,321 | | | | | | 0.5 | | |
| | | 767,000 | | | | Santander Holdings USA, Inc., 2.700%, 05/24/2019 | | | | | 764,861 | | | | | | 0.3 | | |
| | | 430,000 | | | | Santander UK PLC, 2.500%, 03/14/2019 | | | | | 429,182 | | | | | | 0.1 | | |
| | | 626,000 (1) | | | | Scentre Group Trust 1 / Scentre Group Trust 2, 2.375%, 11/05/2019 | | | | | 618,188 | | | | | | 0.2 | | |
| | | 610,000 (1) | | | | Standard Chartered PLC, 2.100%, 08/19/2019 | | | | | 601,880 | | | | | | 0.2 | | |
| | | 594,000 | | | | Sumitomo Mitsui Financial Group, Inc., 2.934%, 03/09/2021 | | | | | 587,424 | | | | | | 0.2 | | |
| | | 1,520,000 | | | | Sumitomo Mitsui Banking Corp., 1.966%-2.514%, 01/11/2019-01/17/2020 | | | | | 1,509,182 | | | | | | 0.6 | | |
| | | 913,000 | | | | SunTrust Bank/Atlanta GA, 2.250%, 01/31/2020 | | | | | 902,081 | | | | | | 0.3 | | |
| | | 357,000 | | | | SunTrust Banks, Inc., 2.500%, 05/01/2019 | | | | | 356,301 | | | | | | 0.2 | | |
| | | 800,000 | | | | Toronto-Dominion Bank/ The, 2.125%, 07/02/2019 | | | | | 795,381 | | | | | | 0.3 | | |
| | | 584,000 | | | | Toronto-Dominion Bank, 2.250%, 11/05/2019 | | | | | 579,574 | | | | | | 0.2 | | |
| | | 1,063,000 (1) | | | | UBS AG/London, 2.200%, 06/08/2020 | | | | | 1,042,182 | | | | | | 0.4 | | |
| | | 860,000 (1) | | | | UBS Group Funding Switzerland AG, 2.950%, 09/24/2020 | | | | | 851,171 | | | | | | 0.3 | | |
| | | 340,000 | | | | US Bank NA/Cincinnati OH, 2.620%, (US0003M + 0.290%), 05/21/2021 | | | | | 339,652 | | | | | | 0.1 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Financial (continued) | | ||||||||||||
| | | 438,000 (1) | | | | WEA Finance LLC / Westfield UK & Europe Finance PLC, 2.700%, 09/17/2019 | | | | $ | 436,250 | | | | | | 0.2 | | |
| | | 904,000 | | | | Wells Fargo & Co., 2.100%, 07/26/2021 | | | | | 869,083 | | | | | | 0.3 | | |
| | | 1,330,000 | | | | Wells Fargo Bank NA, 2.150%, 12/06/2019 | | | | | 1,315,743 | | | | | | 0.5 | | |
| | | 15,920,000 | | | | Other Securities | | | | | 15,786,757 | | | | | | 5.8 | | |
| | | | | | | | | | | | 52,653,566 | | | | | | 19.2 | | |
| | | | | | | Industrial: 1.8% | | ||||||||||||
| | | 523,000 (1) | | | | Rolls-Royce PLC, 2.375%, 10/14/2020 | | | | | 513,171 | | | | | | 0.2 | | |
| | | 300,000 (1) | | | | Siemens Financieringsmaatschappij NV, 2.200%, 03/16/2020 | | | | | 295,863 | | | | | | 0.1 | | |
| | | 950,000 | | | | United Parcel Service, Inc., 2.050%, 04/01/2021 | | | | | 926,975 | | | | | | 0.3 | | |
| | | 3,379,000 | | | | Other Securities | | | | | 3,337,192 | | | | | | 1.2 | | |
| | | | | | | | | | | | 5,073,201 | | | | | | 1.8 | | |
| | | | | | | Technology: 3.8% | | ||||||||||||
| | | 1,221,000 | | | | Apple, Inc., 1.900%, 02/07/2020 | | | | | 1,205,815 | | | | | | 0.4 | | |
| | | 1,230,000 | | | | Applied Materials, Inc., 2.625%, 10/01/2020 | | | | | 1,220,291 | | | | | | 0.4 | | |
| | | 1,280,000 (1) | | | | Dell International LLC / EMC Corp., 4.420%, 06/15/2021 | | | | | 1,299,034 | | | | | | 0.5 | | |
| | | 1,053,000 | | | | Intel Corp., 2.450%, 07/29/2020 | | | | | 1,046,715 | | | | | | 0.4 | | |
| | | 900,000 | | | | Qualcomm, Inc., 2.100%, 05/20/2020 | | | | | 899,478 | | | | | | 0.3 | | |
| | | 4,865,000 | | | | Other Securities | | | | | 4,802,618 | | | | | | 1.8 | | |
| | | | | | | | | | | | 10,473,951 | | | | | | 3.8 | | |
| | | | | | | Utilities: 3.5% | | ||||||||||||
| | | 1,125,000 | | | | Duke Energy Corp., 1.800%, 09/01/2021 | | | | | 1,077,105 | | | | | | 0.4 | | |
| | | 268,000 (1) | | | | Electricite de France SA, 2.350%, 10/13/2020 | | | | | 262,947 | | | | | | 0.1 | | |
| | | 8,234,000 | | | | Other Securities | | | | | 8,140,319 | | | | | | 3.0 | | |
| | | | | | | | | | | | 9,480,371 | | | | | | 3.5 | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $123,629,088) | | | | | 121,938,232 | | | | | | 44.4 | | |
| COLLATERALIZED MORTGAGE OBLIGATIONS: 1.0% | | ||||||||||||||||||
| | | 269,505 | (1)(3) | | Flagstar Mortgage Trust 2017-2 A3, 3.500%, 10/25/2047 | | | | | 265,273 | | | | | | 0.1 | | | |
| | | 453,606 | (1)(3) | | Sequoia Mortgage Trust 2014-3 B3, 3.932%, 10/25/2044 | | | | | 453,870 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | ||||||||||||||||||
| | | 459,650 | (1)(3) | | Sequoia Mortgage Trust 2014-4 B3, 3.864%, 11/25/2044 | | | | $ | 458,039 | | | | | | 0.2 | | | |
| | | 835,480 | (1)(3) | | Sequoia Mortgage Trust 2018-CH1 A19, 4.000%, 02/25/2048 | | | | | 843,305 | | | | | | 0.3 | | | |
| | | 764,932 | | | | Other Securities | | | | | 762,873 | | | | | | 0.3 | | |
| | | | | | | Total Collateralized Mortgage Obligations (Cost $2,793,826) | | | | | 2,783,360 | | | | | | 1.0 | | |
| U.S. GOVERNMENT AGENCY OBLIGATIONS(5): 0.0% | | ||||||||||||||||||
| | | | | | | Federal Home Loan Mortgage Corporation: 0.0% | | ||||||||||||
| | | 29 | | | | 3.275%, 07/01/2024 | | | | | 29 | | | | | | 0.0 | | |
| | | | | | | Federal National Mortgage Association: 0.0% | | ||||||||||||
| | | 94,839 | | | | Other Securities | | | | | 103,168 | | | | | | 0.0 | | |
| | | | | | | Total U.S. Government Agency Obligations (Cost $96,618) | | | | | 103,197 | | | | | | 0.0 | | |
| FOREIGN GOVERNMENT BONDS: 0.1% | | ||||||||||||||||||
| | | 179,000 | | | | Other Securities | | | | | 176,017 | | | | | | 0.1 | | |
| | | | | | | Total Foreign Government Bonds (Cost $178,474) | | | | | 176,017 | | | | | | 0.1 | | |
| U.S. TREASURY OBLIGATIONS: 17.7% | | ||||||||||||||||||
| | | | | | | U.S. Treasury Notes: 17.7% | | ||||||||||||
| | | 4,138,000 | | | | 1.250%, 03/31/2019 | | | | | 4,106,642 | | | | | | 1.5 | | |
| | | 2,000,000 | | | | 1.250%, 04/30/2019 | | | | | 1,982,578 | | | | | | 0.7 | | |
| | | 16,680,000 | | | | 1.625%, 03/31/2019 | | | | | 16,600,509 | | | | | | 6.1 | | |
| | | 4,208,000 | | | | 2.500%, 06/30/2020 | | | | | 4,205,781 | | | | | | 1.5 | | |
| | | 21,596,000 | | | | 2.625%, 06/15/2021 | | | | | 21,598,953 | | | | | | 7.9 | | |
| | | 89,000 | | | | 2.500%-2.875%, 05/31/2020-05/31/2025 | | | | | 89,327 | | | | | | 0.0 | | |
| | | | | | | Total U.S. Treasury Obligations (Cost $48,605,123) | | | | | 48,583,790 | | | | | | 17.7 | | |
| COMMERCIAL MORTGAGE-BACKED SECURITIES: 8.0% | | ||||||||||||||||||
| | | 1,885,626 (3) | | | | Bear Stearns Commercial Mortgage Securities Trust 2005-PWR9 C, 5.055%, 09/11/2042 | | | | | 1,887,983 | | | | | | 0.7 | | |
| | | 1,060,000 | (1)(3) | | Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22 D, 5.911%, 04/12/2038 | | | | | 1,094,158 | | | | | | 0.4 | | | |
| | | 500,000 (1) | | | | BXMT 2017-FL1 A Ltd., 2.943%, (US0001M + 0.870%), 06/15/2035 | | | | | 499,061 | | | | | | 0.2 | | |
| | | 500,000 (1) | | | | Citigroup Commercial Mortgage Trust 2016-SMPL A, 2.228%, 09/10/2031 | | | | | 484,470 | | | | | | 0.2 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 964,501 | | | | Citigroup/Deutsche Bank Commercial Mortgage Trust 2006-CD3 AM, 5.648%, 10/15/2048 | | | | $ | 998,452 | | | | | | 0.3 | | |
| | | 1,150,000 | | | | COMM 2013-LC6 B Mortgage Trust, 3.739%, 01/10/2046 | | | | | 1,133,581 | | | | | | 0.4 | | |
| | | 278,590 | | | | COMM 2014-CR14 A2, 3.147%, 02/10/2047 | | | | | 278,869 | | | | | | 0.1 | | |
| | | 272,336 | | | | COMM 2014-CR17 A2, 3.012%, 05/10/2047 | | | | | 272,582 | | | | | | 0.1 | | |
| | | 682,894 | | | | COMM 2014-UBS6 A2, 2.935%, 12/10/2047 | | | | | 681,087 | | | | | | 0.3 | | |
| | | 17,931,829 | (3)(6) | | Freddie Mac Multifamily Structured Pass Through Certificates K705 X1, 1.826%, 09/25/2018 | | | | | 45,669 | | | | | | 0.0 | | | |
| | | 225,000 | (1)(3) | | FREMF 2012-K705 B Mortgage Trust, 4.289%, 09/25/2044 | | | | | 225,113 | | | | | | 0.1 | | | |
| | | 183,222 | (1)(3) | | GCCFC Commercial Mortgage Trust 2004-GG1 F, 6.601%, 06/10/2036 | | | | | 181,966 | | | | | | 0.1 | | | |
| | | 224,052 (3) | | | | Ginnie Mae 2011-53 B, 4.397%, 05/16/2051 | | | | | 228,249 | | | | | | 0.1 | | |
| | | 751,843 | | | | Ginnie Mae 2014-168 DA, 2.400%, 06/16/2046 | | | | | 732,551 | | | | | | 0.3 | | |
| | | 241,206 | | | | Ginnie Mae 2014-54 AC, 2.874%, 02/16/2049 | | | | | 238,599 | | | | | | 0.1 | | |
| | | 754,687 | | | | Ginnie Mae 2015-183 AC, 2.350%, 07/16/2056 | | | | | 728,794 | | | | | | 0.3 | | |
| | | 166,105 (3) | | | | Ginnie Mae 2015-21 AF, 2.071%, 07/16/2048 | | | | | 160,420 | | | | | | 0.0 | | |
| | | 397,541 | | | | Ginnie Mae 2015-81 AC, 2.400%, 01/16/2056 | | | | | 383,903 | | | | | | 0.1 | | |
| | | 458,179 | | | | Ginnie Mae 2016-110 AB, 2.000%, 05/16/2049 | | | | | 440,161 | | | | | | 0.2 | | |
| | | 202,447 | | | | Ginnie Mae 2016-86 AB, 2.500%, 09/16/2056 | | | | | 197,569 | | | | | | 0.1 | | |
| | | 627,733 | | | | Ginnie Mae 2017-51 AB, 2.350%, 04/16/2057 | | | | | 611,359 | | | | | | 0.2 | | |
| | | 253,695 | | | | Ginnie Mae 2017-69 AB, 2.350%, 05/16/2053 | | | | | 246,880 | | | | | | 0.1 | | |
| | | 383,446 | | | | Ginnie Mae 2017-70 A, 2.500%, 10/16/2057 | | | | | 372,653 | | | | | | 0.1 | | |
| | | 914,000 | | | | Ginnie Mae 2017-86 AB, 2.300%, 11/16/2051 | | | | | 885,061 | | | | | | 0.3 | | |
| | | 885,382 | | | | Ginnie Mae 2017-89 A, 2.500%, 08/16/2057 | | | | | 862,000 | | | | | | 0.3 | | |
| | | 79,243 (1) | | | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 A3, 4.106%, 07/15/2046 | | | | | 79,164 | | | | | | 0.0 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | 2,710,000 | (1)(3) | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5 B, 5.585%, 08/15/2046 | | | | $ | 2,837,675 | | | | | | 1.1 | | | |
| | | 489,283 | | | | JPMBB Commercial Mortgage Securities Trust 2 2014-C19 A2, 3.046%, 04/15/2047 | | | | | 489,808 | | | | | | 0.2 | | |
| | | 350,284 | | | | JPMBB Commercial Mortgage Securities Trust 2013-C15 A2, 2.977%, 11/15/2045 | | | | | 350,343 | | | | | | 0.1 | | |
| | | 1,210,000 | (1)(3) | | Morgan Stanley Capital I Trust 2011-C1 D, 5.599%, 09/15/2047 | | | | | 1,248,130 | | | | | | 0.5 | | | |
| | | 670,000 | | | | Wells Fargo Commercial Mortgage Trust 2015-NXS1 A2, 2.632%, 05/15/2048 | | | | | 667,204 | | | | | | 0.2 | | |
| | | 2,340,610 | | | | Other Securities | | | | | 2,344,780 | | | | | | 0.8 | | |
| | | | | | | Total Commercial Mortgage-Backed Securities (Cost $22,314,237) | | | | | 21,888,294 | | | | | | 8.0 | | |
| ASSET-BACKED SECURITIES: 18.3% | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities: 7.1% | | ||||||||||||
| | | 400,000 | | | | Ally Auto Receivables Trust 2017-2 A4, 2.100%, 03/15/2022 | | | | | 392,950 | | | | | | 0.2 | | |
| | | 900,000 | | | | Ally Auto Receivables Trust 2017-3 A4, 2.010%, 03/15/2022 | | | | | 883,276 | | | | | | 0.3 | | |
| | | 600,000 | | | | Ally Auto Receivables Trust 2018-3 A4, 3.120%, 07/17/2023 | | | | | 599,893 | | | | | | 0.2 | | |
| | | 750,000 | | | | CarMax Auto Owner Trust 2017-1 A4, 2.270%, 09/15/2022 | | | | | 737,543 | | | | | | 0.3 | | |
| | | 750,000 | | | | CarMax Auto Owner Trust 2017-3 A4, 2.220%, 11/15/2022 | | | | | 734,306 | | | | | | 0.2 | | |
| | | 1,700,000 | | | | CarMax Auto Owner Trust 2018-1 A4, 2.640%, 06/15/2023 | | | | | 1,681,447 | | | | | | 0.6 | | |
| | | 750,000 (1) | | | | Chrysler Capital Auto Receivables Trust 2016-BA A4, 1.870%, 02/15/2022 | | | | | 739,097 | | | | | | 0.3 | | |
| | | 1,300,000 | | | | Ford Credit Auto Owner Trust 2016-C A4, 1.400%, 02/15/2022 | | | | | 1,262,190 | | | | | | 0.5 | | |
| | | 1,200,000 | | | | GM Financial Automobile Leasing Trust 2016-3 A4, 1.780%, 05/20/2020 | | | | | 1,191,138 | | | | | | 0.4 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Automobile Asset-Backed Securities (continued) | | ||||||||||||
| | | 350,000 | | | | GM Financial Automobile Leasing Trust 2017-1 A4, 2.260%, 08/20/2020 | | | | $ | 347,623 | | | | | | 0.1 | | |
| | | 100,000 | | | | GM Financial Automobile Leasing Trust 2018-1 A3, 2.610%, 01/20/2021 | | | | | 99,488 | | | | | | 0.1 | | |
| | | 300,000 | | | | GM Financial Automobile Leasing Trust 2018-1 A4, 2.680%, 12/20/2021 | | | | | 297,914 | | | | | | 0.1 | | |
| | | 650,000 | | | | GM Financial Automobile Leasing Trust 2018-1 B, 2.870%, 12/20/2021 | | | | | 645,754 | | | | | | 0.2 | | |
| | | 400,000 | | | | Hyundai Auto Receivables Trust 2017-A A4, 2.090%, 04/17/2023 | | | | | 392,027 | | | | | | 0.2 | | |
| | | 950,000 | | | | Hyundai Auto Receivables Trust 2017-B A4, 1.960%, 02/15/2023 | | | | | 924,515 | | | | | | 0.3 | | |
| | | 1,000,000 | | | | Mercedes-Benz Auto Lease Trust 2016-B, 1.520%, 06/15/2022 | | | | | 993,492 | | | | | | 0.4 | | |
| | | 350,000 | | | | Nissan Auto Lease Trust 2016-B A4, 1.610%, 01/18/2022 | | | | | 347,903 | | | | | | 0.1 | | |
| | | 700,000 | | | | Nissan Auto Receivables 2017-B A4, 1.950%, 10/16/2023 | | | | | 682,949 | | | | | | 0.3 | | |
| | | 650,000 | | | | Nissan Auto Receivables 2017-C A4 Owner Trust, 2.280%, 02/15/2024 | | | | | 636,842 | | | | | | 0.2 | | |
| | | 550,000 (1) | | | | Oscar US Funding Trust VI LLC 2017-1A A3, 2.820%, 06/10/2021 | | | | | 548,353 | | | | | | 0.2 | | |
| | | 1,450,000 (1) | | | | Oscar US Funding Trust VII LLC 2017-2A A3, 2.450%, 12/10/2021 | | | | | 1,435,322 | | | | | | 0.5 | | |
| | | 900,000 (1) | | | | Santander Retail Auto Lease Trust 2017-A A3, 2.220%, 01/20/2021 | | | | | 890,588 | | | | | | 0.3 | | |
| | | 650,000 (1) | | | | Santander Retail Auto Lease Trust 2017-A A4, 2.370%, 01/20/2022 | | | | | 641,165 | | | | | | 0.2 | | |
| | | 650,000 | | | | Toyota Auto Receivables 2017-B Owner Trust A4, 2.050%, 09/15/2022 | | | | | 637,610 | | | | | | 0.3 | | |
| | | 650,000 | | | | Toyota Auto Receivables 2017-C A4 Owner Trust, 1.980%, 12/15/2022 | | | | | 634,574 | | | | | | 0.2 | | |
| | �� | 1,060,000 | | | | Other Securities | | | | | 1,054,956 | | | | | | 0.4 | | |
| | | | | | | | | | | | 19,432,915 | | | | | | 7.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Credit Card Asset-Backed Securities: 2.9% | | ||||||||||||
| | | 650,000 | | | | American Express Credit Account Master Trust 2017-1 B, 2.100%, 09/15/2022 | | | | $ | 641,614 | | | | | | 0.3 | | |
| | | 900,000 | | | | American Express Credit Account Master Trust 2018-4 A, 2.990%, 12/15/2023 | | | | | 900,521 | | | | | | 0.3 | | |
| | | 1,500,000 | | | | Cabela’s Credit Card Master Note Trust 2015-1A A1, 2.260%, 03/15/2023 | | | | | 1,482,483 | | | | | | 0.5 | | |
| | | 1,200,000 | | | | Capital One Multi-Asset Execution Trust 2016-A6 A6, 1.820%, 09/15/2022 | | | | | 1,183,917 | | | | | | 0.4 | | |
| | | 1,200,000 | | | | Discover Card Execution Note Trust 2016-A4 A4, 1.390%, 03/15/2022 | | | | | 1,180,702 | | | | | | 0.4 | | |
| | | 200,000 | | | | Discover Card Execution Note Trust 2017-A6 A6, 1.880%, 02/15/2023 | | | | | 196,083 | | | | | | 0.1 | | |
| | | 1,550,000 (1) | | | | Evergreen Credit Card Trust Series 2018-1 A, 2.950%, 03/15/2023 | | | | | 1,545,629 | | | | | | 0.6 | | |
| | | 700,000 | | | | Other Securities | | | | | 701,551 | | | | | | 0.3 | | |
| | | | | | | | | | | | 7,832,500 | | | | | | 2.9 | | |
| | | | | | | Home Equity Asset-Backed Securities: 0.0% | | ||||||||||||
| | | 14,955 | | | | Other Securities | | | | | 14,963 | | | | | | 0.0 | | |
| | | | | | | Other Asset-Backed Securities: 8.1% | | ||||||||||||
| | | 700,000 (1) | | | | Ares XLVI CLO Ltd. 2017-46A A2, 3.578%, (US0003M + 1.230%), 01/15/2030 | | | | | 701,053 | | | | | | 0.3 | | |
| | | 250,000 (1) | | | | Bain Capital Credit CLO 2017-1A A2, 3.709%, (US0003M + 1.350%), 07/20/2030 | | | | | 250,602 | | | | | | 0.1 | | |
| | | 250,000 (1) | | | | Barings CLO Ltd. 2017-1A A2, 3.705%, (US0003M + 1.350%), 07/18/2029 | | | | | 250,771 | | | | | | 0.1 | | |
| | | 580,000 (1) | | | | Benefit Street Partners CLO II Ltd. 2013-IIA A1R, 3.598%, (US0003M + 1.250%), 07/15/2029 | | | | | 581,914 | | | | | | 0.2 | | |
| | | 1,650,000 (1) | | | | Benefit Street Partners CLO X Ltd. 2016-10A A1, 3.838%, (US0003M + 1.490%), 01/15/2029 | | | | | 1,653,505 | | | | | | 0.6 | | |
| | | 250,000 (1) | | | | Carbone CLO Ltd 2017-1A A1, 2.809%, (US0003M + 1.140%), 01/20/2031 | | | | | 249,859 | | | | | | 0.1 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 500,000 (1) | | | | Carlyle Global Market Strategies CLO 2014-2RA A1 Ltd., 3.030%, (US0003M + 1.050%), 05/15/2031 | | | | $ | 498,867 | | | | | | 0.2 | | |
| | | 1,210,000 (1) | | | | Carlyle Global Market Strategies CLO Ltd. 2017-1A A1A, 3.659%, (US0003M + 1.300%), 04/20/2031 | | | | | 1,211,451 | | | | | | 0.4 | | |
| | | 620,000 (1) | | | | Cedar Funding VIII Clo Ltd. 2017-8A A1, 3.603%, (US0003M + 1.250%), 10/17/2030 | | | | | 620,787 | | | | | | 0.2 | | |
| | | 750,000 (1) | | | | CIFC Funding 2013-2A A1LR, 3.565%, (US0003M + 1.210%), 10/18/2030 | | | | | 752,597 | | | | | | 0.3 | | |
| | | 630,000 (1) | | | | CIFC Funding 2016-1A A, 3.842%, (US0003M + 1.480%), 10/21/2028 | | | | | 631,060 | | | | | | 0.2 | | |
| | | 600,000 (1) | | | | CIFC Funding 2017-4 A1, 3.609%, (US0003M + 1.250%), 10/24/2030 | | | | | 604,631 | | | | | | 0.2 | | |
| | | 600,000 (1) | | | | Clear Creek CLO Ltd. 2015-1A AR, 3.559%, (US0003M + 1.200%), 10/20/2030 | | | | | 601,234 | | | | | | 0.2 | | |
| | | 250,000 (1) | | | | Deer Creek Clo Ltd. 2017-1A A, 3.539%, (US0003M + 1.180%), 10/20/2030 | | | | | 250,093 | | | | | | 0.1 | | |
| | | 680,000 (1) | | | | Dewolf Park Clo Ltd. 2017-1A A, 3.558%, (US0003M + 1.210%), 10/15/2030 | | | | | 680,860 | | | | | | 0.2 | | |
| | | 480,000 (1) | | | | Dryden 33 Senior Loan Fund 2014-33A AR, 3.778%, (US0003M + 1.430%), 10/15/2028 | | | | | 481,389 | | | | | | 0.2 | | |
| | | 250,000 (1) | | | | Dryden 55 CLO Ltd. 2018-55A A1, 3.061%, (US0003M + 1.020%), 04/15/2031 | | | | | 249,585 | | | | | | 0.1 | | |
| | | 1,120,000 (1) | | | | Dryden Senior Loan Fund 2017-47A A2, 3.698%, (US0003M + 1.350%), 04/15/2028 | | | | | 1,120,870 | | | | | | 0.4 | | |
| | | 480,000 (1) | | | | Dryden XXVIII Senior Loan Fund 2013-28A A1LR, 3.543%, (US0003M + 1.200%), 08/15/2030 | | | | | 480,526 | | | | | | 0.2 | | |
| | | 300,000 (1) | | | | Eaton Vance Clo 2015-1A A2R Ltd., 3.609%, (US0003M + 1.250%), 01/20/2030 | | | | | 299,209 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 750,000 (1) | | | | Galaxy XIX CLO Ltd. 2015-19A A1R, 3.579%, (US0003M + 1.220%), 07/24/2030 | | | | $ | 751,894 | | | | | | 0.3 | | |
| | | 500,000 (1) | | | | Galaxy XV CLO Ltd. 2013-15A AR, 3.548%, (US0003M + 1.200%), 10/15/2030 | | | | | 501,528 | | | | | | 0.2 | | |
| | | 300,000 (1) | | | | Goldentree Loan Management US Clo 2 Ltd. 2017-2A A, 3.509%, (US0003M + 1.150%), 11/28/2030 | | | | | 300,595 | | | | | | 0.1 | | |
| | | 600,000 (1) | | | | LCM 26A A2 Ltd., 3.176%, (US0003M + 1.250%), 01/20/2031 | | | | | 600,905 | | | | | | 0.2 | | |
| | | 950,000 (1) | | | | LCM XXIII Ltd. 23A A1, 3.759%, (US0003M + 1.400%), 10/20/2029 | | | | | 954,357 | | | | | | 0.4 | | |
| | | 520,000 (1) | | | | Octagon Investment Partners 30 Ltd. 2017-1A A1, 3.679%, (US0003M + 1.320%), 03/17/2030 | | | | | 521,370 | | | | | | 0.2 | | |
| | | 400,000 (1) | | | | Octagon Investment Partners 33 Ltd. 2017-1A A1, 3.549%, (US0003M + 1.190%), 01/20/2031 | | | | | 400,240 | | | | | | 0.1 | | |
| | | 500,000 (1) | | | | Octagon Investment Partners Ltd. 2017-1A A2, 3.698%, (US0003M + 1.350%), 07/15/2029 | | | | | 500,923 | | | | | | 0.2 | | |
| | | 500,000 (1) | | | | Octagon Investment Partners XIV Ltd. 2012-1A A1BR, 3.723%, (US0003M + 1.375%), 07/15/2029 | | | | | 502,089 | | | | | | 0.2 | | |
| | | 400,000 (1) | | | | Octagon Investment Partners XV Ltd. 2013-1A A2R, 3.705%, (US0003M + 1.350%), 07/19/2030 | | | | | 401,081 | | | | | | 0.1 | | |
| | | 750,000 (1) | | | | OHA Loan Funding Ltd. 2015-1A AR, 3.753%, (US0003M + 1.410%), 08/15/2029 | | | | | 753,859 | | | | | | 0.3 | | |
| | | 700,000 (1) | | | | Palmer Square CLO 2015-2A A1AR Ltd., 3.629%, (US0003M + 1.270%), 07/20/2030 | | | | | 701,611 | | | | | | 0.3 | | |
| | | 275,000 (1) | | | | Palmer Square CLO 2015-2A A1BR Ltd., 3.709%, (US0003M + 1.350%), 07/20/2030 | | | | | 275,865 | | | | | | 0.1 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| ASSET-BACKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| | | 500,000 (1) | | | | TCI-Symphony CLO 2017-1A A Ltd., 3.578%, (US0003M + 1.230%), 07/15/2030 | | | | $ | 503,262 | | | | | | 0.2 | | |
| | | 400,000 (1) | | | | TCI-Flatiron CLO 2017-1A A Ltd., 3.521%, (US0003M + 1.200%), 11/17/2030 | | | | | 400,429 | | | | | | 0.1 | | |
| | | 600,000 (1) | | | | THL Credit Wind River 2013-2A AR CLO Ltd., 3.585%, (US0003M + 1.230%), 10/18/2030 | | | | | 601,612 | | | | | | 0.2 | | |
| | | 570,000 (1) | | | | THL Credit Wind River 2017-2A A CLO Ltd., 3.589%, (US0003M + 1.230%), 07/20/2030 | | | | | 570,652 | | | | | | 0.2 | | |
| | | 450,000 (1) | | | | Volvo Financial Equipment LLC Series 2017-1A A4, 2.210%, 11/15/2021 | | | | | 442,769 | | | | | | 0.2 | | |
| | | 400,000 | | | | Other Securities | | | | | 389,354 | | | | | | 0.1 | | |
| | | | | | | | | | | | 22,245,258 | | | | | | 8.1 | | |
| | | | | | | Student Loan Asset-Backed Securities: 0.2% | | ||||||||||||
| | | 700,000 (1) | | | | DRB Prime Student Loan Trust 2017-A A2B, 2.850%, 05/27/2042 | | | | | 685,630 | | | | | | 0.2 | | |
| | | | | | | Total Asset-Backed Securities (Cost $50,536,430) | | | | | 50,211,266 | | | | | | 18.3 | | |
| | | | | | | Total Long-Term Investments (Cost $248,153,796) | | | | | 245,684,156 | | | | | | 89.5 | | |
| SHORT-TERM INVESTMENTS: 12.7% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(7): 9.9% | | ||||||||||||
| | | 11,346,429 | | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/29/18, 2.08%, due 07/02/18 (Repurchase Amount $11,348,369, collateralized by various U.S. Government Agency Obligations, 1.691%-8.500%, Market Value plus accrued interest $11,573,358, due 07/25/18-06/15/53) | | | | | 11,346,429 | | | | | | 4.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(7) (continued) | | ||||||||||||
| | | 2,894,260 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/29/18, 2.28%, due 07/02/18 (Repurchase Amount $2,894,802, collateralized by various U.S. Government Securities, 2.750%-3.125%, Market Value plus accrued interest $2,952,146, due 11/15/42-08/15/44) | | | | $ | 2,894,260 | | | | | | 1.1 | | |
| | | 6,450,998 | | | | NBC Global Finance Ltd., Repurchase Agreement dated 06/29/18, 1.95%, due 07/02/18 (Repurchase Amount $6,452,032, collateralized by various U.S. Government Securities, 0.000%-3.625%, Market Value plus accrued interest $6,580,037, due 01/31/20-09/09/49) | | | | | 6,450,998 | | | | | | 2.3 | | |
| | | 6,450,998 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/29/18, 2.30%, due 07/02/18 (Repurchase Amount $6,452,218, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $6,580,066, due 07/15/19-02/15/48) | | | | | 6,450,998 | | | | | | 2.4 | | |
| | | | | | | | | | | | 27,142,685 | | | | | | 9.9 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 2.8% | | ||||||||||||
| | | 7,786,000 (8) | �� | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 1.810% (Cost $7,786,000) | | | | | 7,786,000 | | | | | | 2.8 | | |
| | | | | | | Total Short-Term Investments (Cost $34,928,685) | | | | | 34,928,685 | | | | | | 12.7 | | |
|
Voya Limited Maturity Bond Portfolio | as of June 30, 2018 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Total Investments in Securities (Cost $283,082,481) | | | | $ | 280,612,841 | | | | | | 102.2 | | |
| | | Liabilities in Excess of Other Assets | | | | | (6,121,410) | | | | | | (2.2) | | |
| | | Net Assets | | | | $ | 274,491,431 | | | | | | 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, 2018 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Corporate Bonds/Notes | | | | $ | — | | | | | $ | 121,938,232 | | | | | $ | — | | | | | $ | 121,938,232 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 2,783,360 | | | | | | — | | | | | | 2,783,360 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 48,583,790 | | | | | | — | | | | | | 48,583,790 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 103,197 | | | | | | — | | | | | | 103,197 | | |
Asset-Backed Securities | | | | | — | | | | | | 50,211,266 | | | | | | — | | | | | | 50,211,266 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 21,888,294 | | | | | | — | | | | | | 21,888,294 | | |
Foreign Government Bonds | | | | | — | | | | | | 176,017 | | | | | | — | | | | | | 176,017 | | |
Short-Term Investments | | | | | 7,786,000 | | | | | | 27,142,685 | | | | | | — | | | | | | 34,928,685 | | |
Total Investments, at fair value | | | | $ | 7,786,000 | | | | | $ | 272,826,841 | | | | | $ | — | | | | | $ | 280,612,841 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 2,956 | | | | | | — | | | | | | — | | | | | | 2,956 | | |
Total Assets | | | | $ | 7,788,956 | | | | | $ | 272,826,841 | | | | | $ | — | | | | | $ | 280,615,797 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | $ | (76,100) | | | | | $ | — | | | | | $ | — | | | | | $ | (76,100) | | |
Total Liabilities | | | | $ | (76,100) | | | | | $ | — | | | | | $ | — | | | | | $ | (76,100) | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2018 (Unaudited) (continued) |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | ||||||||||||||||||||
U.S. Treasury 2-Year Note | | | | | 417 | | | | | | 09/28/18 | | | | | $ | 88,332,329 | | | | | $ | (37,726) | | |
| | | | | | | | | | | | | | | | $ | 88,332,329 | | | | | $ | (37,726) | | |
Short Contracts: | | | | | | ||||||||||||||||||||
U.S. Treasury 10-Year Note | | | | | (26) | | | | | | 09/19/18 | | | | | | (3,124,875) | | | | | | (16,302) | | |
U.S. Treasury 5-Year Note | | | | | (127) | | | | | | 09/28/18 | | | | | | (14,429,383) | | | | | | (22,072) | | |
U.S. Treasury Long Bond | | | | | (4) | | | | | | 09/19/18 | | | | | | (580,000) | | | | | | 1,648 | | |
U.S. Treasury Ultra 10-Year Note | | | | | (2) | | | | | | 09/19/18 | | | | | | (256,469) | | | | | | 1,308 | | |
| | | | | | | | | | | | | | | | $ | (18,390,727) | | | | | $ | (35,418) | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 2,956 | | |
Total Asset Derivatives | | | | | | | $ | 2,956 | | |
Liability Derivatives | | | | | | | | | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 76,100 | | |
Total Liability Derivatives | | | | | | | $ | 76,100 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Interest rate contracts | | | | $ | (243,918) | | |
Total | | | | $ | (243,918) | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Interest rate contracts | | | | $ | 39,889 | | |
Total | | | | $ | 39,889 | | |
|
| Cost for federal income tax purposes was $283,093,368. | | | | | | | |
| Net unrealized depreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 178,751 | | |
| Gross Unrealized Depreciation | | | | | (2,732,421) | | |
| Net Unrealized Depreciation | | | | $ | (2,553,670) | | |
|
Voya Multi-Manager Large Cap Core Portfolio | as of June 30, 2018 (Unaudited) |
| Sector Diversification as of June 30, 2018 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 23.0% | |
| Financials | | | 19.8% | |
| Consumer Discretionary | | | 17.8% | |
| Health Care | | | 9.9% | |
| Industrials | | | 9.7% | |
| Consumer Staples | | | 5.5% | |
| Materials | | | 5.1% | |
| Energy | | | 4.4% | |
| Telecommunication Services | | | 2.1% | |
| Real Estate | | | 1.2% | |
| Utilities | | | 0.4% | |
| 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% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 17.8% | | ||||||||||||
| | | 695 (1) | | | | Amazon.com, Inc. | | | | $ | 1,181,361 | | | | | | 1.6 | | |
| | | 21,860 (1) | | | | Carmax, Inc. | | | | | 1,592,938 | | | | | | 2.1 | | |
| | | 26,470 | | | | Carnival Corp. | | | | | 1,516,996 | | | | | | 2.0 | | |
| | | 17,981 | | | | Comcast Corp. – Class A | | | | | 589,957 | | | | | | 0.8 | | |
| | | 18,090 (1) | | | | Dollar Tree, Inc. | | | | | 1,537,650 | | | | | | 2.1 | | |
| | | 6,560 | | | | Home Depot, Inc. | | | | | 1,279,856 | | | | | | 1.7 | | |
| | | 11,022 | | | | Lowe’s Cos, Inc. | | | | | 1,053,372 | | | | | | 1.4 | | |
| | | 17,550 | | | | Nike, Inc. | | | | | 1,398,384 | | | | | | 1.9 | | |
| | | 3,542 (1) | | | | O’Reilly Automotive, Inc. | | | | | 968,985 | | | | | | 1.3 | | |
| | | 20,088 (2) | | | | Other Securities | | | | | 2,161,927 | | | | | | 2.9 | | |
| | | | | | | | | | | | 13,281,426 | | | | | | 17.8 | | |
| | | | | | | Consumer Staples: 5.5% | | ||||||||||||
| | | 19,010 | | | | Altria Group, Inc. | | | | | 1,079,578 | | | | | | 1.4 | | |
| | | 15,050 | | | | Coca-Cola Co. | | | | | 660,093 | | | | | | 0.9 | | |
| | | 15,650 | | | | Mondelez International, Inc. | | | | | 641,650 | | | | | | 0.9 | | |
| | | 9,690 | | | | Philip Morris International, Inc. | | | | | 782,371 | | | | | | 1.0 | | |
| | | 17,807 | | | | Other Securities | | | | | 951,602 | | | | | | 1.3 | | |
| | | | | | | | | | | | 4,115,294 | | | | | | 5.5 | | |
| | | | | | | Energy: 4.4% | | ||||||||||||
| | | 16,563 | | | | Canadian Natural Resources Ltd. | | | | | 597,427 | | | | | | 0.8 | | |
| | | 13,764 | | | | Chevron Corp. | | | | | 1,740,183 | | | | | | 2.3 | | |
| | | 4,105 | | | | EOG Resources, Inc. | | | | | 510,785 | | | | | | 0.7 | | |
| | | 9,690 | | | | Other Securities | | | | | 436,631 | | | | | | 0.6 | | |
| | | | | | | | | | | | 3,285,026 | | | | | | 4.4 | | |
| | | | | | | Financials: 19.8% | | ||||||||||||
| | | 1,970 | | | | Alleghany Corp. | | | | | 1,132,691 | | | | | | 1.5 | | |
| | | 22,460 | | | | Bank of America Corp. | | | | | 633,147 | | | | | | 0.8 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Financials (continued) | | ||||||||||||
| | | 18,477 (1) | | | | Berkshire Hathaway, Inc. – Class B | | | | $ | 3,448,732 | | | | | | 4.6 | | |
| | | 3,662 | | | | Blackrock, Inc. | | | | | 1,827,484 | | | | | | 2.5 | | |
| | | 10,410 | | | | Citigroup, Inc. | | | | | 696,637 | | | | | | 0.9 | | |
| | | 11,169 | | | | JPMorgan Chase & Co. | | | | | 1,163,810 | | | | | | 1.6 | | |
| | | 32,650 | | | | Progressive Corp. | | | | | 1,931,248 | | | | | | 2.6 | | |
| | | 33,390 | | | | Wells Fargo & Co. | | | | | 1,851,142 | | | | | | 2.5 | | |
| | | 32,737 | | | | Other Securities | | | | | 2,070,240 | | | | | | 2.8 | | |
| | | | | | | | | | | | 14,755,131 | | | | | | 19.8 | | |
| | | | | | | Health Care: 9.9% | | ||||||||||||
| | | 11,000 (1) | | | | Alexion Pharmaceuticals, Inc. | | | | | 1,365,650 | | | | | | 1.8 | | |
| | | 2,380 | | | | Anthem, Inc. | | | | | 566,512 | | | | | | 0.8 | | |
| | | 2,105 (1) | | | | Biogen, Inc. | | | | | 610,955 | | | | | | 0.8 | | |
| | | 13,330 | | | | Bristol-Myers Squibb Co. | | | | | 737,682 | | | | | | 1.0 | | |
| | | 7,034 | | | | Johnson & Johnson | | | | | 853,506 | | | | | | 1.2 | | |
| | | 11,644 | | | | Medtronic PLC | | | | | 996,843 | | | | | | 1.3 | | |
| | | 20,687 | | | | Pfizer, Inc. | | | | | 750,524 | | | | | | 1.0 | | |
| | | 14,534 (2) | | | | Other Securities | | | | | 1,493,535 | | | | | | 2.0 | | |
| | | | | | | | | | | | 7,375,207 | | | | | | 9.9 | | |
| | | | | | | Industrials: 9.7% | | ||||||||||||
| | | 7,100 | | | | Deere & Co. | | | | | 992,580 | | | | | | 1.3 | | |
| | | 6,931 | | | | FedEx Corp. | | | | | 1,573,753 | | | | | | 2.1 | | |
| | | 7,205 | | | | General Dynamics Corp. | | | | | 1,343,084 | | | | | | 1.8 | | |
| | | 5,328 | | | | Honeywell International, Inc. | | | | | 767,498 | | | | | | 1.0 | | |
| | | 10,125 | | | | Norfolk Southern Corp. | | | | | 1,527,559 | | | | | | 2.1 | | |
| | | 15,568 | | | | Southwest Airlines Co. | | | | | 792,100 | | | | | | 1.1 | | |
| | | 3,160 | | | | Other Securities | | | | | 218,482 | | | | | | 0.3 | | |
| | | | | | | | | | | | 7,215,056 | | | | | | 9.7 | | |
| | | | | | | Information Technology: 23.0% | | ||||||||||||
| | | 518 (1) | | | | Alphabet, Inc. - Class A | | | | | 584,920 | | | | | | 0.8 | | |
| | | 2,883 (1) | | | | Alphabet, Inc. - Class C | | | | | 3,216,419 | | | | | | 4.3 | | |
| | | 20,649 | | | | Apple, Inc. | | | | | 3,822,336 | | | | | | 5.1 | | |
| | | 3,158 | | | | Broadcom, Inc. | | | | | 766,257 | | | | | | 1.0 | | |
| | | 39,060 | | | | Cisco Systems, Inc. | | | | | 1,680,752 | | | | | | 2.3 | | |
| | | 5,755 (1) | | | | Facebook, Inc.- Class A | | | | | 1,118,312 | | | | | | 1.5 | | |
| | | 4,626 | | | | Mastercard, Inc. - Class A | | | | | 909,102 | | | | | | 1.2 | | |
| | | 15,420 | | | | Microsoft Corp. | | | | | 1,520,566 | | | | | | 2.1 | | |
| | | 14,180 | | | | Visa, Inc. - Class A | | | | | 1,878,141 | | | | | | 2.5 | | |
| | | 24,833 (2) | | | | Other Securities | | | | | 1,626,163 | | | | | | 2.2 | | |
| | | | | | | | | | | | 17,122,968 | | | | | | 23.0 | | |
| | | | | | | Materials: 5.1% | | ||||||||||||
| | | 11,665 | | | | Albemarle Corp. | | | | | 1,100,359 | | | | | | 1.5 | | |
| | | 7,784 | | | | DowDuPont, Inc. | | | | | 513,121 | | | | | | 0.7 | | |
| | | 2,695 | | | | NewMarket Corp. | | | | | 1,090,128 | | | | | | 1.4 | | |
| | | 18,713 | | | | Other Securities | | | | | 1,134,546 | | | | | | 1.5 | | |
| | | | | | | | | | | | 3,838,154 | | | | | | 5.1 | | |
| | | | | | | Real Estate: 1.2% | | ||||||||||||
| | | 4,698 | | | | American Tower Corp. | | | | | 677,311 | | | | | | 0.9 | | |
| | | 545 | | | | Other Securities | | | | | 234,290 | | | | | | 0.3 | | |
| | | | | | | | | | | | 911,601 | | | | | | 1.2 | | |
Voya Multi-Manager Large Cap Core Portfolio | as of June 30, 2018 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Telecommunication Services: 2.1% | | ||||||||||||
| | | 23,354 | | | | Verizon Communications, Inc. | | | | $ | 1,174,940 | | | | | | 1.5 | | |
| | | 12,055 (2) | | | | Other Securities | | | | | 429,651 | | | | | | 0.6 | | |
| | | | | | | | | | | | 1,604,591 | | | | | | 2.1 | | |
| | | | | | | Utilities: 0.4% | | ||||||||||||
| | | 4,023 | | | | Other Securities | | | | | 278,593 | | | | | | 0.4 | | |
| | | | | | | Total Common Stock (Cost $63,558,679) | | | | | 73,783,047 | | | | | | 98.9 | | |
| SHORT-TERM INVESTMENTS: 1.2% | | ||||||||||||||||||
| | | | | | | Mutual Funds: 1.2% | | ||||||||||||
| | | 858,093 (3) | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.800% (Cost $858,093) | | | | | 858,093 | | | | | | 1.2 | | |
| | | | | | | Total Short-Term Investments (Cost $858,093) | | | | | 858,093 | | | | | | 1.2 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Total Investments in Securities (Cost $64,416,772) | | | | $ | 74,641,140 | | | | | | 100.1 | | |
| | | Liabilities in Excess of Other Assets | | | | | (65,991) | | | | | | (0.1) | | |
| | | Net Assets | | | | $ | 74,575,149 | | | | | | 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, 2018 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 73,783,047 | | | | | $ | — | | | | | $ | — | | | | | $ | 73,783,047 | | |
Short-Term Investments | | | | | 858,093 | | | | | | — | | | | | | — | | | | | | 858,093 | | |
Total Investments, at fair value | | | | $ | 74,641,140 | | | | | $ | — | | | | | $ | — | | | | | $ | 74,641,140 | | |
| Cost for federal income tax purposes was $64,920,047. | | | | | | | |
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 11,335,563 | | |
| Gross Unrealized Depreciation | | | | | (1,614,470) | | |
| Net Unrealized Appreciation | | | | $ | 9,721,093 | | |
|
Voya U.S. Stock Index Portfolio | as of June 30, 2018 (Unaudited) |
| Sector Diversification as of June 30, 2018 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 25.8% | |
| Health Care | | | 14.0% | |
| Financials | | | 13.8% | |
| Consumer Discretionary | | | 12.9% | |
| Industrials | | | 9.5% | |
| Consumer Staples | | | 6.8% | |
| Energy | | | 6.3% | |
| Utilities | | | 2.9% | |
| Real Estate | | | 2.8% | |
| Materials | | | 2.6% | |
| Telecommunication Services | | | 2.0% | |
| 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% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 12.9% | | ||||||||||||
| | | 91,428 (1) | | | | Amazon.com, Inc. | | | | $ | 155,409,314 | | | | | | 3.0 | | |
| | | 1,042,499 | | | | Comcast Corp. – Class A | | | | | 34,204,392 | | | | | | 0.7 | | |
| | | 261,872 | | | | Home Depot, Inc. | | | | | 51,091,227 | | | | | | 1.0 | | |
| | | 178,247 | | | | McDonald’s Corp. | | | | | 27,929,523 | | | | | | 0.5 | | |
| | | 98,682 (1) | | | | Netflix, Inc. | | | | | 38,627,095 | | | | | | 0.7 | | |
| | | 291,191 | | | | Nike, Inc. | | | | | 23,202,099 | | | | | | 0.4 | | |
| | | 337,515 | | | | Walt Disney Co. | | | | | 35,374,947 | | | | | | 0.7 | | |
| | | 5,389,702 | (2)(3) | | Other Securities | | | | | 309,765,885 | | | | | | 5.9 | | | |
| | | | | | | | | | | | 675,604,482 | | | | | | 12.9 | | |
| | | | | | | Consumer Staples: 6.8% | | ||||||||||||
| | | 429,660 | | | | Altria Group, Inc. | | | | | 24,400,391 | | | | | | 0.5 | | |
| | | 869,409 | | | | Coca-Cola Co. | | | | | 38,132,279 | | | | | | 0.7 | | |
| | | 321,874 | | | | PepsiCo, Inc. | | | | | 35,042,422 | | | | | | 0.7 | | |
| | | 352,890 | | | | Philip Morris International, Inc. | | | | | 28,492,339 | | | | | | 0.5 | | |
| | | 570,853 | | | | Procter & Gamble Co. | | | | | 44,560,785 | | | | | | 0.9 | | |
| | | 328,427 | | | | Walmart, Inc. | | | | | 28,129,773 | | | | | | 0.5 | | |
| | | 2,475,486 | (2)(3) | | Other Securities | | | | | 160,258,533 | | | | | | 3.0 | | | |
| | | | | | | | | | | | 359,016,522 | | | | | | 6.8 | | |
| | | | | | | Energy: 6.3% | | ||||||||||||
| | | 433,817 | | | | Chevron Corp. | | | | | 54,847,483 | | | | | | 1.0 | | |
| | | 961,146 | | | | Exxon Mobil Corp. | | | | | 79,515,609 | | | | | | 1.5 | | |
| | | 3,455,103 (3) | | | | Other Securities | | | | | 196,940,771 | | | | | | 3.8 | | |
| | | | | | | | | | | | 331,303,863 | | | | | | 6.3 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Financials: 13.8% | | ||||||||||||
| | | 2,140,664 | | | | Bank of America Corp. | | | | $ | 60,345,318 | | | | | | 1.2 | | |
| | | 436,942 (1) | | | | Berkshire Hathaway, Inc. – Class B | | | | | 81,555,224 | | | | | | 1.6 | | |
| | | 578,874 | | | | Citigroup, Inc. | | | | | 38,738,248 | | | | | | 0.7 | | |
| | | 772,937 | | | | JPMorgan Chase & Co. | | | | | 80,540,036 | | | | | | 1.5 | | |
| | | 995,596 | | | | Wells Fargo & Co. | | | | | 55,195,842 | | | | | | 1.1 | | |
| | | 6,119,751 | (2)(3) | | Other Securities | | | | | 407,484,659 | | | | | | 7.7 | | | |
| | | | | | | | | | | | 723,859,327 | | | | | | 13.8 | | |
| | | | | | | Health Care: 14.0% | | ||||||||||||
| | | 398,001 | | | | Abbott Laboratories | | | | | 24,274,081 | | | | | | 0.5 | | |
| | | 344,037 | | | | AbbVie, Inc. | | | | | 31,875,028 | | | | | | 0.6 | | |
| | | 151,192 | | | | Amgen, Inc. | | | | | 27,908,531 | | | | | | 0.5 | | |
| | | 608,889 | | | | Johnson & Johnson | | | | | 73,882,591 | | | | | | 1.4 | | |
| | | 307,428 | | | | Medtronic PLC | | | | | 26,318,911 | | | | | | 0.5 | | |
| | | 610,741 | | | | Merck & Co., Inc. | | | | | 37,071,979 | | | | | | 0.7 | | |
| | | 1,327,943 | | | | Pfizer, Inc. | | | | | 48,177,772 | | | | | | 0.9 | | |
| | | 218,158 | | | | UnitedHealth Group, Inc. | | | | | 53,522,884 | | | | | | 1.0 | | |
| | | 4,031,532 | (2)(3) | | Other Securities | | | | | 413,002,284 | | | | | | 7.9 | | | |
| | | | | | | | | | | | 736,034,061 | | | | | | 14.0 | | |
| | | | | | | Industrials: 9.5% | | ||||||||||||
| | | 134,777 | | | | 3M Co. | | | | | 26,513,332 | | | | | | 0.5 | | |
| | | 124,320 | | | | Boeing Co. | | | | | 41,710,603 | | | | | | 0.8 | | |
| | | 1,971,706 | | | | General Electric Co. | | | | | 26,834,919 | | | | | | 0.5 | | |
| | | 169,565 | | | | Honeywell International, Inc. | | | | | 24,425,838 | | | | | | 0.5 | | |
| | | 176,068 | | | | Union Pacific Corp. | | | | | 24,945,314 | | | | | | 0.5 | | |
| | | 3,801,214 (3) | | | | Other Securities | | | | | 355,538,369 | | | | | | 6.7 | | |
| | | | | | | | | | | | 499,968,375 | | | | | | 9.5 | | |
| | | | | | | Information Technology: 25.8% | | ||||||||||||
| | | 145,991 | | | | Accenture PLC | | | | | 23,882,668 | | | | | | 0.4 | | |
| | | 111,798 (1) | | | | Adobe Systems, Inc. | | | | | 27,257,470 | | | | | | 0.5 | | |
| | | 67,800 (1) | | | | Alphabet, Inc. - Class A | | | | | 76,559,082 | | | | | | 1.4 | | |
| | | 68,922 (1) | | | | Alphabet, Inc. - Class C | | | | | 76,892,829 | | | | | | 1.5 | | |
| | | 1,115,812 | | | | Apple, Inc. | | | | | 206,547,959 | | | | | | 3.9 | | |
| | | 1,067,627 | | | | Cisco Systems, Inc. | | | | | 45,939,990 | | | | | | 0.9 | | |
| | | 544,521 (1) | | | | Facebook, Inc.- Class A | | | | | 105,811,321 | | | | | | 2.0 | | |
| | | 1,057,892 | | | | Intel Corp. | | | | | 52,587,811 | | | | | | 1.0 | | |
| | | 193,805 | | | | International Business Machines Corp. | | | | | 27,074,558 | | | | | | 0.5 | | |
| | | 208,144 | | | | Mastercard, Inc. - Class A | | | | | 40,904,459 | | | | | | 0.8 | | |
| | | 1,744,205 | | | | Microsoft Corp. | | | | | 171,996,055 | | | | | | 3.3 | | |
| | | 137,798 | | | | Nvidia Corp. | | | | | 32,644,346 | | | | | | 0.6 | | |
| | | 676,526 | | | | Oracle Corp. | | | | | 29,807,736 | | | | | | 0.6 | | |
| | | 222,230 | | | | Texas Instruments, Inc. | | | | | 24,500,858 | | | | | | 0.5 | | |
Voya U.S. Stock Index Portfolio | as of June 30, 2018 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Information Technology (continued) | | ||||||||||||
| | | 405,487 | | | | Visa, Inc. - Class A | | | | $ | 53,706,753 | | | | | | 1.0 | | |
| | | 5,312,651 (3) | | | | Other Securities | | | | | 360,965,065 | | ��� | | | | 6.9 | | |
| | | | | | | | | | | | 1,357,078,960 | | | | | | 25.8 | | |
| | | | | | | Materials: 2.6% | | ||||||||||||
| | | 526,855 | | | | DowDuPont, Inc. | | | | | 34,730,282 | | | | | | 0.7 | | |
| | | 1,413,818 (2) | | | | Other Securities | | | | | 101,432,168 | | | | | | 1.9 | | |
| | | | | | | | | | | | 136,162,450 | | | | | | 2.6 | | |
| | | | | | | Real Estate: 2.8% | | ||||||||||||
| | | 2,114,479 (3) | | | | Other Securities | | | | | 149,308,088 | | | | | | 2.8 | | |
| | | | | | | Telecommunication Services: 2.0% | | ||||||||||||
| | | 1,647,498 | | | | AT&T, Inc. | | | | | 52,901,161 | | | | | | 1.0 | | |
| | | 938,004 | | | | Verizon Communications, Inc. | | | | | 47,190,981 | | | | | | 0.9 | | |
| | | 222,872 | | | | Other Securities | | | | | 4,154,334 | | | | | | 0.1 | | |
| | | | | | | | | | | | 104,246,476 | | | | | | 2.0 | | |
| | | | | | | Utilities: 2.9% | | ||||||||||||
| | | 2,737,501 | | | | Other Securities | | | | | 154,162,330 | | | | | | 2.9 | | |
| | | | | | | Total Common Stock (Cost $3,120,223,819) | | | | | 5,226,744,934 | | | | | | 99.4 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS:1.8% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(4): 0.3% | | ||||||||||||
| | | 3,295,248 | | | | Bank of Nova Scotia, Repurchase Agreement dated 06/29/18, 2.12%, due 07/02/18 (Repurchase Amount $3,295,822, collateralized by various U.S. Government Agency Obligations, 2.500%-6.430%, Market Value plus accrued interest $3,361,747, due 02/01/21-06/01/48) | | | | | 3,295,248 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(4) (continued) | | ||||||||||||
| | | 693,026 | | | | Dominion Securities Inc., Repurchase Agreement dated 06/29/18, 2.11%, due 07/02/18 (Repurchase Amount $693,146, collateralized by various U.S. Government Agency Obligations, 3.000%-7.000%, Market Value plus accrued interest $706,887, due 11/01/36-06/01/48) | | | | $ | 693,026 | | | | | | 0.0 | | |
| | | 3,295,248 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/29/18, 2.28%, due 07/02/18 (Repurchase Amount $3,295,866, collateralized by various U.S. Government Securities, 2.750%-3.125%, Market Value plus accrued interest $3,361,154, due 11/15/42-08/15/44) | | | | | 3,295,248 | | | | | | 0.0 | | |
| | | 3,295,248 | | | | National Bank Financial, Repurchase Agreement dated 06/29/18, 2.01%, due 07/02/18 (Repurchase Amount $3,295,792, collateralized by various U.S. Government Securities, 0.000%-6.000%, Market Value plus accrued interest $3,361,154, due 09/06/18-09/09/49) | | | | | 3,295,248 | | | | | | 0.1 | | |
| | | 3,295,248 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/29/18, 2.30%, due 07/02/18 (Repurchase Amount $3,295,871, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $3,361,178, due 07/15/19-02/15/48) | | | | | 3,295,248 | | | | | | 0.1 | | |
| | | | | | | | | | | | 13,874,018 | | | | | | 0.3 | | |
Voya U.S. Stock Index Portfolio | as of June 30, 2018 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Mutual Funds: 1.5% | | ||||||||||||
| | | 81,699,000 (5) | | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 1.810% (Cost $81,699,000) | | | | $ | 81,699,000 | | | | | | 1.5 | | |
| | | | | | | Total Short-Term Investments (Cost $95,573,018) | | | | | 95,573,018 | | | | | | 1.8 | | |
| | | | | | | Total Investments in Securities (Cost $3,215,796,837) | | | | $ | 5,322,317,952 | | | | | | 101.2 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (60,811,570) | | | | | | (1.2) | | |
| | | | | | | Net Assets | | | | $ | 5,261,506,382 | | | | | | 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, 2018 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 5,226,744,934 | | | | | $ | — | | | | | $ | — | | | | | $ | 5,226,744,934 | | |
Short-Term Investments | | | | | 81,699,000 | | | | | | 13,874,018 | | | | | | — | | | | | | 95,573,018 | | |
Total Investments, at fair value | | | | $ | 5,308,443,934 | | | | | $ | 13,874,018 | | | | | $ | — | | | | | $ | 5,322,317,952 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | $ | (704,395) | | | | | $ | — | | | | | $ | — | | | | | $ | (704,395) | | |
Total Liabilities | | | | $ | (704,395) | | | | | $ | — | | | | | $ | — | | | | | $ | (704,395) | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P 500 E-Mini | | | | | 272 | | | | | | 09/21/18 | | | | | $ | 37,013,760 | | | | | $ | (704,395) | | |
| | | | | | | | | | | | | | | | $ | 37,013,760 | | | | | $ | (704,395) | | |
|
Voya U.S. Stock Index Portfolio | as of June 30, 2018 (Unaudited) (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Liability Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 704,395 | | |
| | | | | | | $ | 704,395 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 2,659,826 | | |
Total | | | | $ | 2,659,826 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (965,045) | | |
Total | | | | $ | (965,045) | | |
| Cost for federal income tax purposes was $3,239,136,191. | | | | | | | |
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 2,192,296,864 | | |
| Gross Unrealized Depreciation | | | | | (109,819,498) | | |
| Net Unrealized Appreciation | | | | $ | 2,082,477,366 | | |
|
VY® Clarion Real Estate Portfolio | as of June 30, 2018 (Unaudited) |
| REIT Diversification as of June 30, 2018 (as a percentage of net assets) | | |||
| | | | | |
| REITS - Office Property | | | 16.9% | |
| REITS - Apartments | | | 15.5% | |
| REITS - Diversified | | | 15.2% | |
| REITS - Regional Malls | | | 10.8% | |
| REITS - Warehouse/Industrial | | | 9.8% | |
| REITS - Storage | | | 8.5% | |
| REITS - Shopping Centers | | | 6.6% | |
| REITS - Hotels | | | 6.0% | |
| REITS - Health Care | | | 4.2% | |
| Hotels & Motels | | | 2.5% | |
| REITS - Manufactured Homes | | | 1.8% | |
| REITS - Single Tenant | | | 1.6% | |
| 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% | | ||||||||||||||||||
| | | | | | | Diversified REITs: 1.6% | | ||||||||||||
| | | 229,402 | | | | STORE Capital Corp. | | | | $ | 6,285,615 | | | | | | 1.6 | | |
| | | | | | | Health Care REITs: 4.2% | | ||||||||||||
| | | 458,805 | | | | Healthcare Trust of America, Inc. | | | | | 12,369,383 | | | | | | 3.2 | | |
| | | 63,993 | | | | Ventas, Inc. | | | | | 3,644,401 | | | | | | 1.0 | | |
| | | | | | | | | | | | 16,013,784 | | | | | | 4.2 | | |
| | | | | | | Hotel & Resort REITs: 6.0% | | ||||||||||||
| | | 442,543 | | | | DiamondRock Hospitality Co. | | | | | 5,434,428 | | | | | | 1.4 | | |
| | | 202,302 | | | | Host Hotels & Resorts, Inc. | | | | | 4,262,503 | | | | | | 1.1 | | |
| | | 153,595 (1) | | | | MGM Growth Properties LLC | | | | | 4,678,504 | | | | | | 1.2 | | |
| | | 135,796 | | | | Park Hotels & Resorts, Inc. | | | | | 4,159,431 | | | | | | 1.1 | | |
| | | 54,934 | | | | Ryman Hospitality Properties | | | | | 4,567,762 | | | | | | 1.2 | | |
| | | | | | | | | | | | 23,102,628 | | | | | | 6.0 | | |
| | | | | | | Hotels, Resorts & Cruise Lines: 2.5% | | ||||||||||||
| | | 119,694 | | | | Hilton Worldwide Holdings, Inc. | | | | | 9,474,977 | | | | | | 2.5 | | |
| | | | | | | Industrial REITs: 8.4% | | ||||||||||||
| | | 216,629 | | | | Duke Realty Corp. | | | | | 6,288,740 | | | | | | 1.6 | | |
| | | 392,706 | | | | ProLogis, Inc. | | | | | 25,796,857 | | | | | | 6.8 | | |
| | | | | | | | | | | | 32,085,597 | | | | | | 8.4 | | |
| | | | | | | Office REITs: 18.4% | | ||||||||||||
| | | 143,615 | | | | Alexandria Real Estate Equities, Inc. | | | | | 18,119,905 | | | | | | 4.7 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Office REITs (continued) | | ||||||||||||
| | | 273,002 | | | | Columbia Property Trust, Inc. | | | | $ | 6,199,875 | | | | | | 1.6 | | |
| | | 572,629 | | | | Cousins Properties, Inc. | | | | | 5,548,775 | | | | | | 1.4 | | |
| | | 356,028 | | | | Douglas Emmett, Inc. | | | | | 14,305,205 | | | | | | 3.7 | | |
| | | 287,636 | | | | Hudson Pacific Properties, Inc. | | | | | 10,190,944 | | | | | | 2.7 | | |
| | | 49,859 | | | | JBG SMITH Properties | | | | | 1,818,358 | | | | | | 0.5 | | |
| | | 19,274 | | | | Kilroy Realty Corp. | | | | | 1,457,885 | | | | | | 0.4 | | |
| | | 203,931 | | | | Piedmont Office Realty Trust, Inc. | | | | | 4,064,345 | | | | | | 1.1 | | |
| | | 131,927 | | | | Tier REIT, Inc. | | | | | 3,137,224 | | | | | | 0.8 | | |
| | | 75,785 | | | | Vornado Realty Trust | | | | | 5,602,027 | | | | | | 1.5 | | |
| | | | | | | | | | | | 70,444,543 | | | | | | 18.4 | | |
| | | | | | | Residential REITs: 17.3% | | ||||||||||||
| | | 87,862 | | | | American Campus Communities, Inc. | | | | | 3,767,523 | | | | | | 1.0 | | |
| | | 30,873 | | | | AvalonBay Communities, Inc. | | | | | 5,306,760 | | | | | | 1.4 | | |
| | | 211,333 | | | | Equity Residential | | | | | 13,459,799 | | | | | | 3.5 | | |
| | | 54,017 | | | | Essex Property Trust, Inc. | | | | | 12,913,844 | | | | | | 3.4 | | |
| | | 546,192 | | | | Invitation Homes, Inc. | | | | | 12,595,187 | | | | | | 3.3 | | |
| | | 108,743 | | | | Mid-America Apartment Communities, Inc. | | | | | 10,947,158 | | | | | | 2.9 | | |
| | | 70,780 | | | | Sun Communities, Inc. | | | | | 6,927,946 | | | | | | 1.8 | | |
| | | | | | | | | | | | 65,918,217 | | | | | | 17.3 | | |
| | | | | | | Retail REITs: 17.4% | | ||||||||||||
| | | 716,996 | | | | Brixmor Property Group, Inc. | | | | | 12,497,240 | | | | | | 3.3 | | |
| | | 113,637 | | | | Macerich Co. | | | | | 6,457,991 | | | | | | 1.7 | | |
| | | 204,502 | | | | Regency Centers Corp. | | | | | 12,695,484 | | | | | | 3.3 | | |
| | | 161,521 | | | | Simon Property Group, Inc. | | | | | 27,489,259 | | | | | | 7.2 | | |
| | | 122,070 | | | | Taubman Centers, Inc. | | | | | 7,172,833 | | | | | | 1.9 | | |
| | | | | | | | | | | | 66,312,807 | | | | | | 17.4 | | |
| | | | | | | Specialized REITs: 23.6% | | ||||||||||||
| | | 415,589 | | | | CubeSmart | | | | | 13,390,278 | | | | | | 3.5 | | |
| | | 197,112 | | | | CyrusOne, Inc. | | | | | 11,503,456 | | | | | | 3.0 | | |
| | | 68,625 | | | | Equinix, Inc. | | | | | 29,501,201 | | | | | | 7.7 | | |
| | | 188,597 | | | | Extra Space Storage, Inc. | | | | | 18,823,867 | | | | | | 5.0 | | |
| | | 100,509 | | | | Geo Group, Inc./The | | | | | 2,768,018 | | | | | | 0.7 | | |
| | | 687,460 | | | | VICI Properties, Inc. | | | | | 14,189,174 | | | | | | 3.7 | | |
| | | | | | | | | | | | 90,175,994 | | | | | | 23.6 | | |
| | | | | | | Total Common Stock (Cost $359,936,005) | | | | | 379,814,162 | | | | | | 99.4 | | |
|
VY® Clarion Real Estate Portfolio | as of June 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 1.8% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(2): 1.3% | | ||||||||||||
| | | 1,138,180 | | | | Citibank N.A., Repurchase Agreement dated 06/29/18, 2.12%, due 07/02/18 (Repurchase Amount $1,138,378, collateralized by various U.S. Government Agency Obligations, 2.405%-6.000%, Market Value plus accrued interest $1,160,944, due 04/01/24-04/01/48) | | | | $ | 1,138,180 | | | | | | 0.3 | | |
| | | 1,138,180 | | | | Dominion Securities Inc., Repurchase Agreement dated 06/29/18, 2.11%, due 07/02/18 (Repurchase Amount $1,138,377, collateralized by various U.S. Government Agency Obligations, 3.000%-7.000%, Market Value plus accrued interest $1,160,944, due 11/01/36-06/01/48) | | | | | 1,138,180 | | | | | | 0.3 | | |
| | | 1,138,180 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/29/18, 2.28%, due 07/02/18 (Repurchase Amount $1,138,393, collateralized by various U.S. Government Securities, 2.750%-3.125%, Market Value plus accrued interest $1,160,944, due 11/15/42-08/15/44) | | | | | 1,138,180 | | | | | | 0.3 | | |
| | | 1,138,180 | | | | National Bank Financial, Repurchase Agreement dated 06/29/18, 2.01%, due 07/02/18 (Repurchase Amount $1,138,368, collateralized by various U.S. Government Securities, 0.000%-6.000%, Market Value plus accrued interest $1,160,944, due 09/06/18-09/09/49) | | | | | 1,138,180 | | | | | | 0.3 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(2) (continued) | | ||||||||||||
| | | 239,358 | | | | Natwest Markets PLC, Repurchase Agreement dated 06/29/18, 2.09%, due 07/02/18 (Repurchase Amount $239,399, collateralized by various U.S. Government Securities, 2.500%-6.625%, Market Value plus accrued interest $244,147, due 05/15/20-05/15/46) | | | | $ | 239,358 | | | | | | 0.1 | | |
| | | | | | | | | | | | 4,792,078 | | | | | | 1.3 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 0.5% | | ||||||||||||
| | | 1,922,982 (3) | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.800% (Cost $1,922,982) | | | | | 1,922,982 | | | | | | 0.5 | | |
| | | | | | | Total Short-Term Investments (Cost $6,715,060) | | | | | 6,715,060 | | | | | | 1.8 | | |
| | | | | | | Total Investments in Securities (Cost $366,651,065) | | | | $ | 386,529,222 | | | | | | 101.2 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (4,767,081) | | | | | | (1.2) | | |
| | | | | | | Net Assets | | | | $ | 381,762,141 | | | | | | 100.0 | | |
|
VY® Clarion Real Estate Portfolio | as of June 30, 2018 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2018 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 379,814,162 | | | | | $ | — | | | | | $ | — | | | | | $ | 379,814,162 | | |
Short-Term Investments | | | | | 1,922,982 | | | | | | 4,792,078 | | | | | | — | | | | | | 6,715,060 | | |
Total Investments, at fair value | | | | $ | 381,737,144 | | | | | $ | 4,792,078 | | | | | $ | — | | | | | $ | 386,529,222 | | |
|
| Cost for federal income tax purposes was $371,033,137. | | | | | | | |
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 24,571,705 | | |
| Gross Unrealized Depreciation | | | | | (9,075,620) | | |
| Net Unrealized Appreciation | | | | $ | 15,496,085 | | |
|
VY® Franklin Income Portfolio | as of June 30, 2018 (Unaudited) |
| Investment Type Allocation as of June 30, 2018 (as a percentage of net assets) | | |||
| | | | | |
| Common Stock | | | 39.1% | |
| Corporate Bonds/Notes | | | 38.6% | |
| Equity-Linked Securities | | | 6.7% | |
| U.S. Treasury Obligations | | | 6.7% | |
| Bank Loans | | | 4.0% | |
| Convertible Bonds/Notes | | | 1.4% | |
| Preferred Stock | | | 1.1% | |
| Assets in Excess of Other Liabilities* | | | 2.4% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: 38.6% | | ||||||||||||||||||
| | | | | | | Basic Materials: 0.5% | | ||||||||||||
| | | 2,200,000 | (1)(2) | | FMG Resources August 2006 Pty Ltd., 5.125%, 05/15/2024 | | | | $ | 2,101,000 | | | | | | 0.5 | | | |
| | | | | | | Communications: 6.8% | | ||||||||||||
| | | 1,000,000 (2) | | | | Altice France SA/France, 6.000%, 05/15/2022 | | | | | 1,007,500 | | | | | | 0.2 | | |
| | | 1,000,000 (2) | | | | CommScope, Inc., 5.500%, 06/15/2024 | | | | | 1,008,750 | | | | | | 0.2 | | |
| | | 4,109,000 | | | | DISH DBS Corp., 5.000%-5.875%, 03/15/2023-11/15/2024 | | | | | 3,533,216 | | | | | | 0.9 | | |
| | | 2,400,000 (2) | | | | Sirius XM Radio, Inc., 6.000%, 07/15/2024 | | | | | 2,451,000 | | | | | | 0.6 | | |
| | | 2,500,000 | | | | Sprint Communications, Inc., 6.000%, 11/15/2022 | | | | | 2,484,375 | | | | | | 0.6 | | |
| | | 4,700,000 | | | | Sprint Corp., 7.875%, 09/15/2023 | | | | | 4,885,063 | | | | | | 1.2 | | |
| | | 1,000,000 | | | | Sprint Corp., 7.125%-7.625%, 06/15/2024-03/01/2026 | | | | | 1,016,670 | | | | | | 0.2 | | |
| | | 1,000,000 (2) | | | | Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC, 5.152%, 09/20/2029 | | | | | 982,500 | | | | | | 0.2 | | |
| | | 4,000,000 (2) | | | | Univision Communications, Inc., 5.125%, 05/15/2023 | | | | | 3,850,000 | | | | | | 0.9 | | |
| | | 2,000,000 (2) | | | | Virgin Media Secured Finance PLC, 5.500%, 01/15/2025 | | | | | 1,965,320 | | | | | | 0.5 | | |
| | | 5,603,000 (3) | | | | Other Securities | | | | | 5,351,711 | | | | | | 1.3 | | |
| | | | | | | | | | | | 28,536,105 | | | | | | 6.8 | | |
| | | | | | | Consumer, Cyclical: 2.0% | | ||||||||||||
| | | 1,000,000 (2) | | | | Shea Homes L.P. / Shea Homes Funding Corp., 5.875%, 04/01/2023 | | | | | 1,006,250 | | | | | | 0.3 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Cyclical (continued) | | ||||||||||||
| | | 1,000,000 (2) | | | | Shea Homes L.P. / Shea Homes Funding Corp., 6.125%, 04/01/2025 | | | | $ | 1,000,000 | | | | | | 0.2 | | |
| | | 1,500,000 | (1)(2) | | Tesla, Inc., 5.300%, 08/15/2025 | | | | | 1,340,625 | | | | | | 0.3 | | | |
| | | 1,200,000 (2) | | | | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp., 5.250%, 05/15/2027 | | | | | 1,123,500 | | | | | | 0.3 | | |
| | | 3,900,000 (4) | | | | Other Securities | | | | | 3,837,275 | | | | | | 0.9 | | |
| | | | | | | | | | | | 8,307,650 | | | | | | 2.0 | | |
| | | | | | | Consumer, Non-cyclical: 12.3% | | ||||||||||||
| | | 2,000,000 (2) | | | | BAT Capital Corp., 3.557%, 08/15/2027 | | | | | 1,863,645 | | | | | | 0.5 | | |
| | | 1,250,000 (2) | | | | Bayer US Finance II LLC, 4.250%, 12/15/2025 | | | | | 1,259,144 | | | | | | 0.3 | | |
| | | 8,000,000 | | | | CHS/Community Health Systems, Inc., 6.250%, 03/31/2023 | | | | | 7,360,000 | | | | | | 1.7 | | |
| | | 6,525,938 (1) | | | | CHS/Community Health Systems, Inc., 6.875%, 02/01/2022 | | | | | 3,360,858 | | | | | | 0.8 | | |
| | | 1,730,547 | (1)(2) | | CHS/Community Health Systems, Inc., 8.125%, 06/30/2024 | | | | | 1,438,517 | | | | | | 0.4 | | | |
| | | 4,800,000 | (2)(5) | | CHS/Community Health Systems, Inc., 11.000% (Step Rate @ 11.000% on 06/22/2019), 06/30/2023 | | | | | 4,338,000 | | | | | | 1.0 | | | |
| | | 2,000,000 (2) | | | | Endo Finance LLC / Endo Ltd. / Endo Finco, Inc., 6.000%, 07/15/2023 | | | | | 1,655,000 | | | | | | 0.4 | | |
| | | 2,000,000 (2) | | | | Endo Finance LLC, 5.750%, 01/15/2022 | | | | | 1,800,000 | | | | | | 0.4 | | |
| | | 4,200,000 | | | | HCA, Inc., 5.875%-7.500%, 02/15/2022-05/01/2023 | | | | | 4,478,000 | | | | | | 1.1 | | |
| | | 1,000,000 | (1)(2) | | Mallinckrodt International Finance SA/Mallinckrodt CB LLC, 5.625%, 10/15/2023 | | | | | 838,500 | | | | | | 0.2 | | | |
| | | 4,000,000 | (1)(2) | | Mallinckrodt International Finance SA/Mallinckrodt CB LLC, 5.750%, 08/01/2022 | | | | | 3,620,000 | | | | | | 0.9 | | | |
| | | 500,000 (2) | | | | Tenet Healthcare Corp., 5.125%, 05/01/2025 | | | | | 477,187 | | | | | | 0.1 | | |
| | | 3,425,000 (1) | | | | Tenet Healthcare Corp., 6.750%, 06/15/2023 | | | | | 3,420,719 | | | | | | 0.8 | | |
| | | 4,000,000 | | | | Tenet Healthcare Corp., 8.125%, 04/01/2022 | | | | | 4,190,000 | | | | | | 1.0 | | |
| | | 1,000,000 (2) | | | | Valeant Pharmaceuticals International, Inc., 5.500%, 11/01/2025 | | | | | 989,250 | | | | | | 0.2 | | |
| | | 1,700,000 (2) | | | | Valeant Pharmaceuticals International, Inc., 5.875%, 05/15/2023 | | | | | 1,603,313 | | | | | | 0.4 | | |
VY® Franklin Income Portfolio | as of June 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| | | 1,300,000 (2) | | | | Valeant Pharmaceuticals International, Inc., 6.125%, 04/15/2025 | | | | $ | 1,202,500 | | | | | | 0.3 | | |
| | | 600,000 (2) | | | | Valeant Pharmaceuticals International, Inc., 6.500%, 03/15/2022 | | | | | 623,250 | | | | | | 0.2 | | |
| | | 900,000 (2) | | | | Valeant Pharmaceuticals International, Inc., 7.000%, 03/15/2024 | | | | | 944,721 | | | | | | 0.2 | | |
| | | 6,100,000 | | | | Other Securities | | | | | 6,012,481 | | | | | | 1.4 | | |
| | | | | | | | | | | | 51,475,085 | | | | | | 12.3 | | |
| | | | | | | Energy: 6.6% | | ||||||||||||
| | | 2,000,000 (2) | | | | Ascent Resources Utica Holdings LLC / ARU Finance Corp., 10.000%, 04/01/2022 | | | | | 2,210,000 | | | | | | 0.5 | | |
| | | 3,000,000 | | | | HighPoint Operating Corp., 7.000%-8.750%, 10/15/2022-06/15/2025 | | | | | 3,155,000 | | | | | | 0.8 | | |
| | | 1,174,000 (2) | | | | Chesapeake Energy Corp., 8.000%, 12/15/2022 | | | | | 1,236,750 | | | | | | 0.3 | | |
| | | 8,800,000 (2) | | | | Chesapeake Energy Corp., 8.000%, 06/15/2027 | | | | | 8,976,000 | | | | | | 2.1 | | |
| | | 1,000,000 (1) | | | | Chesapeake Energy Corp., 8.000%, 01/15/2025 | | | | | 1,020,950 | | | | | | 0.3 | | |
| | | 1,500,000 (2) | | | | Kinder Morgan, Inc./DE, 5.625%, 11/15/2023 | | | | | 1,597,227 | | | | | | 0.4 | | |
| | | 679,506 | (2)(6) | | W&T Offshore, Inc., 8.500% (PIK Rate 10.000%, Cash Rate 8.500%), 06/15/2021 | | | | | 654,025 | | | | | | 0.1 | | | |
| | | 749,994 | (2)(6) | | W&T Offshore, Inc., 9.000% (PIK Rate 10.750%, Cash Rate 9.000%), 05/15/2020 | | | | | 751,869 | | | | | | 0.2 | | | |
| | | 3,000,000 (1) | | | | Weatherford International Ltd., 7.750%, 06/15/2021 | | | | | 3,097,500 | | | | | | 0.7 | | |
| | | 2,939,000 (1) | | | | Weatherford International Ltd., 4.500%-8.250%, 04/15/2022-06/15/2023 | | | | | 2,827,080 | | | | | | 0.7 | | |
| | | 2,000,000 | | | | Other Securities | | | | | 2,010,000 | | | | | | 0.5 | | |
| | | | | | | | | | | | 27,536,401 | | | | | | 6.6 | | |
| | | | | | | Financial: 5.3% | | ||||||||||||
| | | 3,400,000 (7) | | | | Bank of America Corp., 3.419%-6.100%, 12/20/2028-12/31/2199 | | | | | 3,400,690 | | | | | | 0.8 | | |
| | | 1,500,000 | | | | Citigroup, Inc., 4.125%, 07/25/2028 | | | | | 1,437,244 | | | | | | 0.3 | | |
| | | 5,700,000 (7) | | | | Citigroup, Inc., 6.300%, 12/31/2199 | | | | | 5,792,112 | | | | | | 1.4 | | |
| | | 4,000,000 (7) | | | | JPMorgan Chase & Co., 5.000%-5.150%, 12/31/2199 | | | | | 4,004,060 | | | | | | 1.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | | ||||||||||||||||||
| | | | | | Financial (continued) | | ||||||||||||
| | 7,700,000 (4) | | | | Other Securities | | | | $ | 7,642,903 | | | | | | 1.8 | | |
| | | | | | | | | | | 22,277,009 | | | | | | 5.3 | | |
| | | | | | Industrial: 1.2% | | ||||||||||||
| | 1,500,000 (2) | | | | BWAY Holding Co., 5.500%, 04/15/2024 | | | | | 1,466,250 | | | | | | 0.4 | | |
| | 1,700,000 (2) | | | | BWAY Holding Co., 7.250%, 04/15/2025 | | | | | 1,661,750 | | | | | | 0.4 | | |
| | 1,700,000 (2) | | | | XPO Logistics, Inc., 6.500%, 06/15/2022 | | | | | 1,748,875 | | | | | | 0.4 | | |
| | | | | | | | | | | 4,876,875 | | | | | | 1.2 | | |
| | | | | | Technology: 1.3% | | ||||||||||||
| | 800,000 (2) | | | | Dell International LLC / EMC Corp., 4.420%, 06/15/2021 | | | | | 811,896 | | | | | | 0.2 | | |
| | 1,400,000 (2) | | | | Dell International LLC / EMC Corp., 5.450%, 06/15/2023 | | | | | 1,465,706 | | | | | | 0.3 | | |
| | 2,400,000 (2) | | | | First Data Corp., 7.000%, 12/01/2023 | | | | | 2,505,792 | | | | | | 0.6 | | |
| | 1,000,000 (2) | | | | West Corp., 8.500%, 10/15/2025 | | | | | 917,500 | | | | | | 0.2 | | |
| | | | | | | | | | | 5,700,894 | | | | | | 1.3 | | |
| | | | | | Utilities: 2.6% | | ||||||||||||
| | 3,660,000 (1) | | | | Calpine Corp., 5.375%-5.750%, 01/15/2023-01/15/2025 | | | | | 3,400,413 | | | | | | 0.8 | | |
| | 6,000,000 | | | | Vistra Energy Corp., 7.375%, 11/01/2022 | | | | | 6,285,000 | | | | | | 1.5 | | |
| | 1,400,000 (2) | | | | InterGen NV, 7.000%, 06/30/2023 | | | | | 1,382,500 | | | | | | 0.3 | | |
| | | | | | | | | | | 11,067,913 | | | | | | 2.6 | | |
| | | | | | Total Corporate Bonds/Notes (Cost $161,986,289) | | | | | 161,878,932 | | | | | | 38.6 | | |
CONVERTIBLE BONDS/NOTES: 1.4% | | ||||||||||||||||||
| | | | | | Consumer, Non-cyclical: 0.9% | | ||||||||||||
| | EUR3,000,000 | (1)(2) | | Bayer Capital Corp. BV, 5.625%, 11/22/2019 | | | | | 3,741,744 | | | | | | 0.9 | | | |
| | | | | | Energy: 0.5% | | ||||||||||||
| | 2,325,000 | | | | Weatherford International Ltd., 5.875%, 07/01/2021 | | | | | 2,293,915 | | | | | | 0.5 | | |
| | | | | | Total Convertible Bonds/Notes (Cost $5,529,615) | | | | | 6,035,659 | | | | | | 1.4 | | |
BANK LOANS: 4.0% | | ||||||||||||||||||
| | | | | | Communications: 0.9% | | ||||||||||||
| | 1,485,057 (8) | | | | iHeart Communications, Inc. Term Loan E, 9.802%, (US0003M + 7.500%), 07/30/2019 | | | | | 1,135,140 | | | | | | 0.3 | | |
| | 500,000 | | | | Internet Brands TL 2L, 9.585%, (US0003M + 7.750%), 09/15/2025 | | | | | 503,750 | | | | | | 0.1 | | |
VY® Franklin Income Portfolio | as of June 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Communications (continued) | | ||||||||||||
| | | 500,000 | | | | Securus Technologies Holdings, Inc. - TL 2L, 10.230%, (US0003M + 8.250%), 11/01/2025 | | | | $ | 503,594 | | | | | | 0.1 | | |
| | | 140,000 | | | | Securus Technologies Holdings, Inc. 2017 1st Lien Term Loan, 6.594%, (US0003M + 4.500%), 11/01/2024 | | | | | 141,196 | | | | | | 0.0 | | |
| | | 560,000 | | | | Securus Technologies Holdings, Inc., 6.577%, (US0003M + 4.500%), 11/01/2024 | | | | | 562,800 | | | | | | 0.2 | | |
| | | 879,679 | | | | West Corp. - TL 1L, 5.980%, (US0003M + 4.000%), 10/10/2024 | | | | | 877,872 | | | | | | 0.2 | | |
| | | | | | | | | | | | 3,724,352 | | | | | | 0.9 | | |
| | | | | | | Consumer, Cyclical: 1.9% | | ||||||||||||
| | | 2,500,000 | | | | 24 Hour Fitness Worldwide, Inc. 2018 Term Loan B, 5.594%, (US0003M + 3.500%), 05/24/2025 | | | | | 2,496,875 | | | | | | 0.6 | | |
| | | 4,880,911 | | | | Belk, Inc. TL B 1L, 7.088%, (US0003M + 4. 750%), 12/12/2022 | | | | | 3,804,397 | | | | | | 0.9 | | |
| | | 1,800,000 | | | | Stars Group Holdings B.V. - TL B 1L, 5.831%, (US0003M + 3.500%), 06/09/2025 | | | | | 1,791,000 | | | | | | 0.4 | | |
| | | | | | | | | | | | 8,092,272 | | | | | | 1.9 | | |
| | | | | | | Consumer, Non-cyclical: 0.2% | | ||||||||||||
| | | 999,769 | | | | Amneal Pharmaceuticals LLC, 5.625%, (US0003M + 3.500%), 05/04/2025 | | | | | 999,769 | | | | | | 0.2 | | |
| | | | | | | Electronics/Electrical: 0.2% | | ||||||||||||
| | | 797,995 | | | | MH Sub I, LLC 2017 1st Lien Term Loan, 5.835%, (US0003M + 3.750%), 09/13/2024 | | | | | 798,827 | | | | | | 0.2 | | |
| | | | | | | Industrial: 0.2% | | ||||||||||||
| | | 676,940 | | | | Cortes NP Acquisition Corp. - TL B 1L, 6.001%, (US0003M + 4.000%), 11/30/2023 | | | | | 670,593 | | | | | | 0.2 | | |
| | | | | | | Retailers (Except Food & Drug): 0.3% | | ||||||||||||
| | | 1,500,000 | | | | PetSmart, Inc., 5.010%, (US0003M + 3.000%), 03/11/2022 | | | | | 1,246,125 | | | | | | 0.3 | | |
| | | | | | | Technology: 0.1% | | ||||||||||||
| | | 496,250 | | | | Almonde, Inc. - Term Loan B 1st Lien, 5.807%, (US0003M + 3.500%), 06/13/2024 | | | | | 488,248 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| BANK LOANS: (continued) | | ||||||||||||||||||
| | | | | | | Utilities: 0.2% | | ||||||||||||
| | | 988,000 | | | | Talen Energy Supply LLC Term Loan B2, 5.980%, (US0003M + 4.000%), 04/13/2024 | | | | $ | 992,528 | | | | | | 0.2 | | |
| | | | | | | Total Bank Loans (Cost $17,864,789) | | | | | 17,012,714 | | | | | | 4.0 | | |
| U.S. TREASURY OBLIGATIONS: 6.7% | | ||||||||||||||||||
| | | | | | | U.S. Treasury Notes: 6.7% | | ||||||||||||
| | | 8,000,000 | | | | 2.250%, 03/31/2020 | | | | | 7,964,375 | | | | | | 1.9 | | |
| | | 5,000,000 | | | | 2.500%, 05/31/2020 | | | | | 4,997,949 | | | | | | 1.2 | | |
| | | 5,000,000 | | | | 2.500%, 06/30/2020 | | | | | 4,997,363 | | | | | | 1.2 | | |
| | | 10,000,000 | | | | 1.000%-2.875%, 06/30/2019-05/31/2025 | | | | | 9,980,762 | | | | | | 2.4 | | |
| | | | | | | Total U.S. Treasury Obligations (Cost $27,927,794) | | | | | 27,940,449 | | | | | | 6.7 | | |
|
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 39.1% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 2.6% | | ||||||||||||
| | | 50,000 | | | | Target Corp. | | | | | 3,806,000 | | | | | | 0.9 | | |
| | | 333,904 | | | | Other Securities | | | | | 7,228,904 | | | | | | 1.7 | | |
| | | | | | | | | | | | 11,034,904 | | | | | | 2.6 | | |
| | | | | | | Consumer Staples: 4.3% | | ||||||||||||
| | | 42,000 (1) | | | | Anheuser-Busch InBev NV ADR | | | | | 4,231,920 | | | | | | 1.0 | | |
| | | 40,000 | | | | PepsiCo, Inc. | | | | | 4,354,800 | | | | | | 1.0 | | |
| | | 40,000 | | | | Procter & Gamble Co. | | | | | 3,122,400 | | | | | | 0.8 | | |
| | | 102,000 | | | | Other Securities | | | | | 6,310,501 | | | | | | 1.5 | | |
| | | | | | | | | | | | 18,019,621 | | | | | | 4.3 | | |
| | | | | | | Energy: 5.2% | | ||||||||||||
| | | 25,000 | | | | Chevron Corp. | | | | | 3,160,750 | | | | | | 0.7 | | |
| | | 34,500 | | | | Exxon Mobil Corp. | | | | | 2,854,185 | | | | | | 0.7 | | |
| | | 80,000 | | | | Royal Dutch Shell PLC - Class A ADR | | | | | 5,538,400 | | | | | | 1.3 | | |
| | | 239,812 | (4)(9) | | Other Securities | | | | | 10,370,031 | | | | | | 2.5 | | | |
| | | | | | | | | | | | 21,923,366 | | | | | | 5.2 | | |
| | | | | | | Financials: 5.3% | | ||||||||||||
| | | 100,000 | | | | Bank of America Corp. | | | | | 2,819,000 | | | | | | 0.7 | | |
| | | 45,000 | | | | JPMorgan Chase & Co. | | | | | 4,689,000 | | | | | | 1.1 | | |
| | | 72,908 | | | | Metlife, Inc. | | | | | 3,178,789 | | | | | | 0.7 | | |
| | | 165,000 | | | | Wells Fargo & Co. | | | | | 9,147,600 | | | | | | 2.2 | | |
| | | 50,000 | | | | Other Securities | | | | | 2,501,000 | | | | | | 0.6 | | |
| | | | | | | | | | | | 22,335,389 | | | | | | 5.3 | | |
| | | | | | | Health Care: 5.2% | | ||||||||||||
| | | 65,000 | | | | AstraZeneca PLC | | | | | 4,495,863 | | | | | | 1.1 | | |
| | | 39,000 | | | | Medtronic PLC | | | | | 3,338,790 | | | | | | 0.8 | | |
| | | 60,600 | | | | Merck & Co., Inc. | | | | | 3,678,420 | | | | | | 0.9 | | |
| | | 165,000 | | | | Pfizer, Inc. | | | | | 5,986,200 | | | | | | 1.4 | | |
| | | 46,117 | | | | Other Securities | | | | | 4,224,791 | | | | | | 1.0 | | |
| | | | | | | | | | | | 21,724,064 | | | | | | 5.2 | | |
VY® Franklin Income Portfolio | as of June 30, 2018 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Industrials: 2.6% | | ||||||||||||
| | | 450,000 | | | | General Electric Co. | | | | $ | 6,124,500 | | | | | | 1.5 | | |
| | | 55,323 (9) | | | | Other Securities | | | | | 4,634,155 | | | | | | 1.1 | | |
| | | | | | | | | | | | 10,758,655 | | | | | | 2.6 | | |
| | | | | | | Information Technology: 1.8% | | ||||||||||||
| | | 45,600 | | | | Microsoft Corp. | | | | | 4,496,616 | | | | | | 1.1 | | |
| | | 32,042 | | | | Other Securities | | | | | 3,013,975 | | | | | | 0.7 | | |
| | | | | | | | | | | | 7,510,591 | | | | | | 1.8 | | |
| | | | | | | Materials: 3.5% | | ||||||||||||
| | | 60,000 | | | | BASF SE | | | | | 5,728,120 | | | | | | 1.4 | | |
| | | 70,000 | | | | DowDuPont, Inc. | | | | | 4,614,400 | | | | | | 1.1 | | |
| | | 80,000 (1) | | | | Rio Tinto PLC ADR | | | | | 4,438,400 | | | | | | 1.0 | | |
| | | | | | | | | | | | 14,780,920 | | | | | | 3.5 | | |
| | | | | | | Real Estate: 0.6% | | ||||||||||||
| | | 130,000 | | | | Host Hotels & Resorts, Inc. | | | | | 2,739,100 | | | | | | 0.6 | | |
| | | | | | | Telecommunication Services: 1.8% | | ||||||||||||
| | | 115,000 | | | | Verizon Communications, Inc. | | | | | 5,785,650 | | | | | | 1.4 | | |
| | | 40,000 | | | | Other Securities | | | | | 1,619,899 | | | | | | 0.4 | | |
| | | | | | | | | | | | 7,405,549 | | | | | | 1.8 | | |
| | | | | | | Utilities: 6.2% | | ||||||||||||
| | | 108,048 | | | | Dominion Energy, Inc. | | | | | 7,366,713 | | | | | | 1.8 | | |
| | | 42,965 | | | | Duke Energy Corp. | | | | | 3,397,672 | | | | | | 0.8 | | |
| | | 52,000 | | | | Sempra Energy | | | | | 6,037,720 | | | | | | 1.4 | | |
| | | 165,000 | | | | Southern Co. | | | | | 7,641,150 | | | | | | 1.8 | | |
| | | 32,500 | | | | Other Securities | | | | | 1,484,600 | | | | | | 0.4 | | |
| | | | | | | | | | | | 25,927,855 | | | | | | 6.2 | | |
| | | | | | | Total Common Stock (Cost $140,739,877) | | | | | 164,160,014 | | | | | | 39.1 | | |
| PREFERRED STOCK: 1.1% | | ||||||||||||||||||
| | | | | | | Financials: 0.5% | | ||||||||||||
| | | 800 (10) | | | | Wells Fargo & Co. | | | | | 1,007,568 | | | | | | 0.3 | | |
| | | 50 (9) | | | | Other Securities | | | | | 943,750 | | | | | | 0.2 | | |
| | | | | | | | | | | | 1,951,318 | | | | | | 0.5 | | |
| | | | | | | Utilities: 0.6% | | ||||||||||||
| | | 35,000 (10) | | | | NextEra Energy, Inc. | | | | | 2,601,375 | | | | | | 0.6 | | |
| | | | | | | Total Preferred Stock (Cost $6,248,457) | | | | | 4,552,693 | | | | | | 1.1 | | |
| EQUITY-LINKED SECURITIES: 6.7% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 1.6% | | ||||||||||||
| | | 105,000 (11) | | | | Merrill Lynch International into General Motors Co., 8.000% | | | | | 4,212,159 | | | | | | 1.0 | | |
| | | 30,000 | | | | Wells Fargo Bank, N.A. into Target Corp., 8.000% | | | | | 2,297,607 | | | | | | 0.6 | | |
| | | | | | | | | | | | 6,509,766 | | | | | | 1.6 | | |
| | | | | | | Consumer, Cyclical: 0.5% | | ||||||||||||
| | | 175,000 | | | | Wells Fargo Bank, N.A. into Ford Motor Co., 8.500% | | | | | 2,000,250 | | | | | | 0.5 | | |
| | | | | | | Energy: 0.7% | | ||||||||||||
| | | 65,000 (2) | | | | UBS AG into Halliburton Co., 7.000% | | | | | 3,005,119 | | | | | | 0.7 | | |
| | | | | | | Industrials: 1.1% | | ||||||||||||
| | | 33,000 (11) | | | | Deutsche Bank AG into Union Pacific Corp., 6.500% | | | | | 4,655,310 | | | | | | 1.1 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| EQUITY-LINKED SECURITIES: (continued) | | ||||||||||||||||||
| | | | | | | Technology: 2.8% | | ||||||||||||
| | | 36,000 (2) | | | | Citigroup Global Markets Holding, Inc. into Texas Instruments, Inc., 7.000% | | | | $ | 4,026,132 | | | | | | 0.9 | | |
| | | 22,000 (2) | | | | Royal Bank of Canada into Apple, Inc., 6.500% | | | | | 4,078,382 | | | | | | 1.0 | | |
| | | 75,000 | | | | Wells Fargo Bank, N.A. into Intel Corp., 8.000% | | | | | 3,833,138 | | | | | | 0.9 | | |
| | | | | | | | | | | | 11,937,652 | | | | | | 2.8 | | |
| | | | | | | Total Equity-Linked Securities (Cost $29,522,750) | | | | | 28,108,097 | | | | | | 6.7 | | |
| | | | | | | Total Long-Term Investments (Cost $389,819,571) | | | | | 409,688,558 | | | | | | 97.6 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 12.7% | | ||||||||||||||||||
| | | | | | | U.S. Government Agency Obligations: 2.0% | | ||||||||||||
| | | 8,370,000 (11) | | | | Federal Home Loan Bank Discount Notes, 0.000%, 07/02/2018 (Cost $8,369,620) | | | | | 8,370,000 | | | | | | 2.0 | | |
| | | | | | | Securities Lending Collateral(12): 9.9% | | ||||||||||||
| | | 9,891,573 | | | | Bank of Nova Scotia, Repurchase Agreement dated 06/29/18, 2.12%, due 07/02/18 (Repurchase Amount $9,893,297, collateralized by various U.S. Government Agency Obligations, 2.500%-6.430%, Market Value plus accrued interest $10,091,187, due 02/01/21-06/01/48) | | | | | 9,891,573 | | | | | | 2.3 | | |
| | | 11,971,734 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/29/18, 2.28%, due 07/02/18 (Repurchase Amount $11,973,977, collateralized by various U.S. Government Securities, 2.750%-3.125%, Market Value plus accrued interest $12,211,171, due 11/15/42-08/15/44) | | | | | 11,971,734 | | | | | | 2.8 | | |
VY® Franklin Income Portfolio | as of June 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(12) (continued) | | ||||||||||||
| | | 9,891,573 | | | | National Bank Financial, Repurchase Agreement dated 06/29/18, 2.01%, due 07/02/18 (Repurchase Amount $9,893,207, collateralized by various U.S. Government Securities, 0.000%- 6.000%, Market Value plus accrued interest $10,089,406, due 09/06/18-09/09/49) | | | | $ | 9,891,573 | | | | | | 2.4 | | |
| | | 9,891,573 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/29/18, 2.30%, due 07/02/18 (Repurchase Amount $9,893,443, collateralized by various U.S. Government Securities, 0.125%- 3.875%, Market Value plus accrued interest $10,089,478, due 07/15/19-02/15/48) | | | | | 9,891,573 | | | | | | 2.4 | | |
| | | | | | | | | | | | 41,646,453 | | | | | | 9.9 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 0.8% | | ||||||||||||
| | | 3,335,225 (13) | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.800% (Cost $3,335,225) | | | | | 3,335,225 | | | | | | 0.8 | | |
| | | | | | | Total Short-Term Investments (Cost $53,351,298) | | | | | 53,351,678 | | | | | | 12.7 | | |
| | | | | | | Total Investments in Securities (Cost $443,170,869) | | | | $ | 463,040,236 | | | | | | 110.3 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (43,428,407) | | | | | | (10.3) | | |
| | | | | | | Net Assets | | | | $ | 419,611,829 | | | | | | 100.0 | | |
|
VY® Franklin Income Portfolio | as of June 30, 2018 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2018 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Consumer Discretionary | | | | $ | 8,472,617 | | | | | $ | 2,562,287 | | | | | $ | — | | | | | $ | 11,034,904 | | |
Consumer Staples | | | | | 16,082,100 | | | | | | 1,937,521 | | | | | | — | | | | | | 18,019,621 | | |
Energy | | | | | 21,923,366 | | | | | | — | | | | | | — | | | | | | 21,923,366 | | |
Financials | | | | | 22,335,389 | | | | | | — | | | | | | — | | | | | | 22,335,389 | | |
Health Care | | | | | 17,228,201 | | | | | | 4,495,863 | | | | | | — | | | | | | 21,724,064 | | |
Industrials | | | | | 10,086,700 | | | | | | 671,955 | | | | | | — | | | | | | 10,758,655 | | |
Information Technology | | | | | 7,510,591 | | | | | | — | | | | | | — | | | | | | 7,510,591 | | |
Materials | | | | | 9,052,800 | | | | | | 5,728,120 | | | | | | — | | | | | | 14,780,920 | | |
Real Estate | | | | | 2,739,100 | | | | | | — | | | | | | — | | | | | | 2,739,100 | | |
Telecommunication Services | | | | | 7,405,549 | | | | | | — | | | | | | — | | | | | | 7,405,549 | | |
Utilities | | | | | 25,927,855 | | | | | | — | | | | | | — | | | | | | 25,927,855 | | |
Total Common Stock | | | | | 148,764,268 | | | | | | 15,395,746 | | | | | | — | | | | | | 164,160,014 | | |
Preferred Stock | | | | | 3,608,943 | | | | | | 943,750 | | | | | | — | | | | | | 4,552,693 | | |
Equity-Linked Securities | | | | | — | | | | | | 28,108,097 | | | | | | — | | | | | | 28,108,097 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 161,878,932 | | | | | | — | | | | | | 161,878,932 | | |
Convertible Bonds/Notes | | | | | — | | | | | | 6,035,659 | | | | | | — | | | | | | 6,035,659 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 27,940,449 | | | | | | — | | | | | | 27,940,449 | | |
Bank Loans | | | | | — | | | | | | 17,012,714 | | | | | | — | | | | | | 17,012,714 | | |
Short-Term Investments | | | | | 3,335,225 | | | | | | 50,016,453 | | | | | | — | | | | | | 53,351,678 | | |
Total Investments, at fair value | | | | $ | 155,708,436 | | | | | $ | 307,331,800 | | | | | $ | — | | | | | $ | 463,040,236 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Written Options | | | | $ | (57,000) | | | | | $ | — | | | | | $ | — | | | | | $ | (57,000) | | |
Total Liabilities | | | | $ | (57,000) | | | | | $ | — | | | | | $ | — | | | | | $ | (57,000) | | |
|
Description | | | Put/Call | | | Expiration Date | | | Exercise Price | | | Number of Contracts | | | Notional Amount | | | Premiums Received | | | Fair Value | | |||||||||
Anadarko Petroleum Corp. | | | Call | | | 08/17/18 | | | 75.00 USD | | | 200 | | | | | 1,465,000 | | | | | $ | 33,248 | | | | | $ | (57,000) | | |
| | | | | | | | | | | | | | | | | | | | | | $ | 33,248 | | | | | $ | (57,000) | | |
|
VY® Franklin Income Portfolio | as of June 30, 2018 (Unaudited) (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Liability Derivatives | | | | | | | | | | |
Equity contracts | | | Written options, at fair value | | | | $ | 57,000 | | |
Total Liability Derivatives | | | | | | | $ | 57,000 | | |
|
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Written options | | |||
Equity contracts | | | | $ | 68,573 | | |
Total | | | | $ | 68,573 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Written options | | |||
Interest rate contracts | | | | $ | (23,752) | | |
Total | | | | $ | (23,752) | | |
|
| Cost for federal income tax purposes was $443,137,627. | | | | | |||||||||
| Net unrealized appreciation consisted of: | | | | | | | | | | ||||
| Gross Unrealized Appreciation | | | | $ | 40,160,386 | | | | | ||||
| Gross Unrealized Depreciation | | | | | (20,328,569) | | | | | ||||
| Net Unrealized Appreciation | | | | $ | 19,831,817 | | | | | ||||
|
VY® JPMorgan Small Cap Core | SUMMARY PORTFOLIO OF INVESTMENTS |
Equity Portfolio | as of June 30, 2018 (Unaudited) |
| Sector Diversification as of June 30, 2018 (as a percentage of net assets) | | |||
| | | | | |
| Industrials | | | 17.9% | |
| Financials | | | 16.0% | |
| Health Care | | | 14.6% | |
| Information Technology | | | 14.2% | |
| Consumer Discretionary | | | 11.5% | |
| Real Estate | | | 6.6% | |
| Materials | | | 5.3% | |
| Energy | | | 4.6% | |
| Consumer Staples | | | 2.7% | |
| Utilities | | | 2.5% | |
| Telecommunication Services | | | 0.1% | |
| Assets in Excess of Other Liabilities* | | | 4.0% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 96.0% | | ||||||||||||||||||
| | | | | | | Consumer Discretionary: 11.5% | | ||||||||||||
| | | 169,658 | | | | Acushnet Holdings Corp. | | | | $ | 4,149,835 | | | | | | 0.5 | | |
| | | 88,317 | | | | Brunswick Corp. | | | | | 5,694,680 | | | | | | 0.7 | | |
| | | 34,809 | | | | Carter’s, Inc. | | | | | 3,772,947 | | | | | | 0.5 | | |
| | | 145,073 | | | | Cinemark Holdings, Inc. | | | | | 5,089,161 | | | | | | 0.6 | | |
| | | 60,890 | | | | Pool Corp. | | | | | 9,224,835 | | | | | | 1.2 | | |
| | | 2,916,223 | (1)(2) | | Other Securities | | | | | 63,059,109 | | | | | | 8.0 | | | |
| | | | | | | | | | | | 90,990,567 | | | | | | 11.5 | | |
| | | | | | | Consumer Staples: 2.7% | | ||||||||||||
| | | 251,296 (3) | | | | Performance Food Group Co. | | | | | 9,222,563 | | | | | | 1.2 | | |
| | | 357,557 | (1)(2) | | Other Securities | | | | | 11,832,514 | | | | | | 1.5 | | | |
| | | | | | | | | | | | 21,055,077 | | | | | | 2.7 | | |
| | | | | | | Energy: 4.6% | | ||||||||||||
| | | 45,557 (4) | | | | Core Laboratories NV | | | | | 5,749,749 | | | | | | 0.7 | | |
| | | 86,800 | | | | Delek US Holdings, Inc. | | | | | 4,354,756 | | | | | | 0.6 | | |
| | | 264,183 | | | | Patterson-UTI Energy, Inc. | | | | | 4,755,294 | | | | | | 0.6 | | |
| | | 491,170 (3) | | | | SRC Energy, Inc. | | | | | 5,412,693 | | | | | | 0.7 | | |
| | | 1,537,200 | (1)(2) | | Other Securities | | | | | 15,832,433 | | | | | | 2.0 | | | |
| | | | | | | | | | | | 36,104,925 | | | | | | 4.6 | | |
| | | | | | | Financials: 16.0% | | ||||||||||||
| | | 140,203 | | | | Associated Banc-Corp. | | | | | 3,827,542 | | | | | | 0.5 | | |
| | | 83,300 | | | | Bank of NT Butterfield & Son Ltd. | | | | | 3,808,476 | | | | | | 0.5 | | |
| | | 100,605 | | | | BankUnited, Inc. | | | | | 4,109,714 | | | | | | 0.5 | | |
| | | 233,887 | | | | First Horizon National Corp. | | | | | 4,172,544 | | | | | | 0.5 | | |
| | | 58,288 | | | | Iberiabank Corp. | | | | | 4,418,231 | | | | | | 0.5 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Financials (continued) | | ||||||||||||
| | | 82,621 | | | | Wintrust Financial Corp. | | | | $ | 7,192,158 | | | | | | 0.9 | | |
| | | 2,878,890 (2) | | | | Other Securities | | | | | 99,454,341 | | | | | | 12.6 | | |
| | | | | | | | | | | | 126,983,006 | | | | | | 16.0 | | |
| | | | | | | Health Care: 14.6% | | ||||||||||||
| | | 144,877 (3) | | | | Catalent, Inc. | | | | | 6,068,898 | | | | | | 0.8 | | |
| | | 135,835 | | | | Encompass Health Corp. | | | | | 9,198,746 | | | | | | 1.2 | | |
| | | 54,000 (3) | | | | Haemonetics Corp. | | | | | 4,842,720 | | | | | | 0.6 | | |
| | | 17,714 (3) | | | | ICU Medical, Inc. | | | | | 5,201,716 | | | | | | 0.6 | | |
| | | 60,200 (3) | | | | Integer Holdings Corp. | | | | | 3,891,930 | | | | | | 0.5 | | |
| | | 47,215 (3) | | | | Medidata Solutions, Inc. | | | | | 3,803,641 | | | | | | 0.5 | | |
| | | 69,760 (3) | | | | Molina Healthcare, Inc. | | | | | 6,832,294 | | | | | | 0.9 | | |
| | | 21,951 (3) | | | | WellCare Health Plans, Inc. | | | | | 5,405,214 | | | | | | 0.7 | | |
| | | 65,909 | | | | West Pharmaceutical Services, Inc. | | | | | 6,544,105 | | | | | | 0.8 | | |
| | | 2,797,629 | (1)(2) | | Other Securities | | | | | 63,521,807 | | | | | | 8.0 | | | |
| | | | | | | | | | | | 115,311,071 | | | | | | 14.6 | | |
| | | | | | | Industrials: 17.9% | | ||||||||||||
| | | 60,979 | | | | Applied Industrial Technologies, Inc. | | | | | 4,277,677 | | | | | | 0.5 | | |
| | | 138,077 | | | | Brady Corp. | | | | | 5,322,868 | | | | | | 0.7 | | |
| | | 50,400 | | | | Insperity, Inc. | | | | | 4,800,600 | | | | | | 0.6 | | |
| | | 85,583 | | | | KAR Auction Services, Inc. | | | | | 4,689,948 | | | | | | 0.6 | | |
| | | 40,847 (3) | | | | RBC Bearings, Inc. | | | | | 5,261,502 | | | | | | 0.7 | | |
| | | 140,766 | | | | Toro Co. | | | | | 8,481,152 | | | | | | 1.1 | | |
| | | 87,043 (3) | | | | USG Corp. | | | | | 3,753,294 | | | | | | 0.5 | | |
| | | 3,517,174 (2) | | | | Other Securities | | | | | 104,663,708 | | | | | | 13.2 | | |
| | | | | | | | | | | | 141,250,749 | | | | | | 17.9 | | |
| | | | | | | Information Technology: 14.2% | | ||||||||||||
| | | 45,836 (3) | | | | Aspen Technology, Inc. | | | | | 4,250,831 | | | | | | 0.5 | | |
| | | 37,517 | | | | Blackbaud, Inc. | | | | | 3,843,617 | | | | | | 0.5 | | |
| | | 56,333 | | | | Cabot Microelectronics Corp. | | | | | 6,059,177 | | | | | | 0.8 | | |
| | | 43,603 | (3)(4) | | GrubHub, Inc. | | | | | 4,574,391 | | | | | | 0.6 | | | |
| | | 45,875 (3) | | | | Guidewire Software, Inc. | | | | | 4,072,782 | | | | | | 0.5 | | |
| | | 86,910 (3) | | | | Q2 Holdings, Inc. | | | | | 4,958,215 | | | | | | 0.6 | | |
| | | 40,974 (3) | | | | Tableau Software, Inc. | | | | | 4,005,209 | | | | | | 0.5 | | |
| | | 48,500 (3) | | | | Tech Data Corp. | | | | | 3,982,820 | | | | | | 0.5 | | |
| | | 203,600 | | | | Travelport Worldwide Ltd. | | | | | 3,774,744 | | | | | | 0.5 | | |
| | | 18,450 (3) | | | | Tyler Technologies, Inc. | | | | | 4,097,745 | | | | | | 0.5 | | |
| | | 2,486,263 | (1)(2) | | Other Securities | | | | | 69,044,251 | | | | | | 8.7 | | | |
| | | | | | | | | | | | 112,663,782 | | | | | | 14.2 | | |
| | | | | | | Materials: 5.3% | | ||||||||||||
| | | 90,052 | | | | Aptargroup, Inc. | | | | | 8,409,056 | | | | | | 1.1 | | |
| | | 60,900 | | | | Trinseo SA | | | | | 4,320,855 | | | | | | 0.5 | | |
| | | 180,732 | | | | Valvoline, Inc. | | | | | 3,898,389 | | | | | | 0.5 | | |
| ��� | | 1,019,792 | (1)(2) | | Other Securities | | | | | 25,231,633 | | | | | | 3.2 | | | |
| | | | | | | | | | | | 41,859,933 | | | | | | 5.3 | | |
VY® JPMorgan Small Cap Core | SUMMARY PORTFOLIO OF INVESTMENTS |
Equity Portfolio | as of June 30, 2018 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Real Estate: 6.6% | | ||||||||||||
| | | 49,916 | | | | EastGroup Properties, Inc. | | | | $ | 4,769,973 | | | | | | 0.6 | | |
| | | 135,730 | | | | National Retail Properties, Inc. | | | | | 5,966,691 | | | | | | 0.7 | | |
| | | 201,695 | | | | RLJ Lodging Trust | | | | | 4,447,375 | | | | | | 0.6 | | |
| | | 1,749,085 | (1)(2) | | Other Securities | | | | | 37,078,149 | | | | | | 4.7 | | | |
| | | | | | | | | | | | 52,262,188 | | | | | | 6.6 | | |
| | | | | | | Telecommunication Services: 0.1% | | ||||||||||||
| | | 43,900 (2) | | | | Other Securities | | | | | 621,185 | | | | | | 0.1 | | |
| | | | | | | Utilities: 2.5% | | ||||||||||||
| | | 77,583 | | | | NorthWestern Corp. | | | | | 4,441,627 | | | | | | 0.5 | | |
| | | 167,045 | | | | Portland General Electric Co. | | | | | 7,142,844 | | | | | | 0.9 | | |
| | | 373,844 | (1)(2) | | Other Securities | | | | | 8,450,889 | | | | | | 1.1 | | | |
| | | | | | | | | | | | 20,035,360 | | | | | | 2.5 | | |
| | | | | | | Total Common Stock (Cost $562,061,185) | | | | | 759,137,843 | | | | | | 96.0 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 9.4% | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(5): 4.6% | | ||||||||||||
| | | 8,900,700 | | | | Jefferies LLC, Repurchase Agreement dated 06/29/18, 2.00%, due 07/02/18 (Repurchase Amount $8,902,163, collateralized by various U.S. Government Securities, 0.000%-2.375%, Market Value plus accrued interest $9,078,714, due 07/05/18-09/09/49) | | | | | 8,900,700 | | | | | | 1.2 | | |
| | | 8,900,700 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/29/18, 2.28%, due 07/02/18 (Repurchase Amount $8,902,368, collateralized by various U.S. Government Securities, 2.750%-3.125%, Market Value plus accrued interest $9,078,716, due 11/15/42-08/15/44) | | | | | 8,900,700 | | | | | | 1.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(5) (continued) | | ||||||||||||
| | | 249,868 | | | | MUFG Securities America Inc., Repurchase Agreement dated 06/29/18, 2.12%, due 07/02/18 (Repurchase Amount $249,912, collateralized by various U.S. Government Agency Obligations, 2.430%-6.000%, Market Value plus accrued interest $254,865, due 02/01/21-10/15/58) | | | | $ | 249,868 | | | | | | 0.1 | | |
| | | 8,900,700 | | | | NBC Global Finance Ltd., Repurchase Agreement dated 06/29/18, 1.95%, due 07/02/18 (Repurchase Amount $8,902,127, collateralized by various U.S. Government Securities, 0.000%-3.625%, Market Value plus accrued interest $9,078,740, due 01/31/20-09/09/49) | | | | | 8,900,700 | | | | | | 1.1 | | |
| | | 8,900,700 | | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/29/18, 2.30%, due 07/02/18 (Repurchase Amount $8,902,383, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $9,078,781, due 07/15/19-02/15/48) | | | | | 8,900,700 | | | | | | 1.1 | | |
| | | | | | | | | | | | 35,852,668 | | | | | | 4.6 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 4.8% | | ||||||||||||
| | | 38,179,561 (6) | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.800% (Cost $38,179,561) | | | | | 38,179,561 | | | | | | 4.8 | | |
| | | | | | | Total Short-Term Investments (Cost $74,032,229) | | | | | 74,032,229 | | | | | | 9.4 | | |
|
VY® JPMorgan Small Cap Core | SUMMARY PORTFOLIO OF INVESTMENTS |
Equity Portfolio | as of June 30, 2018 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | Total Investments in Securities (Cost $636,093,414) | | | | $ | 833,170,072 | | | | | | 105.4 | | | |
| | | Liabilities in Excess of Other Assets | | | | | (42,393,245) | | | | | | (5.4) | | |
| | | Net Assets | | | | $ | 790,776,827 | | | | | | 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, 2018 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 759,137,843 | | | | | $ | — | | | | | $ | — | | | | | $ | 759,137,843 | | |
Short-Term Investments | | | | | 38,179,561 | | | | | | 35,852,668 | | | | | | — | | | | | | 74,032,229 | | |
Total Investments, at fair value | | | | $ | 797,317,404 | | | | | $ | 35,852,668 | | | | | $ | — | | | | | $ | 833,170,072 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | $ | (215,587) | | | | | $ | — | | | | | $ | — | | | | | $ | (215,587) | | |
Total Liabilities | | | | $ | (215,587) | | | | | $ | — | | | | | $ | — | | | | | $ | (215,587) | | |
|
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
Russell 2000® Mini Index | | | | | 208 | | | | | | 09/21/18 | | | | | $ | 17,134,000 | | | | | $ | (215,587) | | |
| | | | | | | | | | | | | | | | $ | 17,134,000 | | | | | $ | (215,587) | | |
|
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Liability Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 215,587 | | |
| | | | | | | $ | 215,587 | | |
|
VY® JPMorgan Small Cap Core | SUMMARY PORTFOLIO OF INVESTMENTS |
Equity Portfolio | as of June 30, 2018 (Unaudited) (continued) |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 618,313 | | |
Total | | | | $ | 618,313 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (185,117) | | |
Total | | | | $ | (185,117) | | |
|
| Cost for federal income tax purposes was $638,785,586. | | | | | |||||||||
| Net unrealized appreciation consisted of: | | | | | | | | | | ||||
| Gross Unrealized Appreciation | | | | $ | 219,519,032 | | | | | ||||
| Gross Unrealized Depreciation | | | | | (25,350,133) | | | | | ||||
| Net Unrealized Appreciation | | | | $ | 194,168,899 | | | | | ||||
|
VY® Templeton Global Growth | SUMMARY PORTFOLIO OF INVESTMENTS |
Portfolio | as of June 30, 2018 (Unaudited) |
| Geographic Diversification as of June 30, 2018 (as a percentage of net assets) | | |||
| | | | | |
| United States | | | 34.3% | |
| United Kingdom | | | 10.2% | |
| France | | | 6.5% | |
| Netherlands | | | 5.8% | |
| China | | | 5.6% | |
| Germany | | | 5.4% | |
| Japan | | | 5.2% | |
| Canada | | | 3.2% | |
| South Korea | | | 3.0% | |
| Switzerland | | | 2.9% | |
| Countries between 0.5% – 2.4%^ | | | 16.0% | |
| Assets in Excess of Other Liabilities* | | | 1.9% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| ^ Includes 11 countries, which each represents 0.5% – 2.4% of net assets. | | |||
| Portfolio holdings are subject to change daily. | | |||
| | | | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: 97.4% | | ||||||||||||||||||
| | | | | | | Canada: 3.2% | | ||||||||||||
| | | 119,550 | | | | Barrick Gold Corp. | | | | $ | 1,569,692 | | | | | | 1.0 | | |
| | | 95,893 | | | | Wheaton Precious Metals Corp. | | | | | 2,116,772 | | | | | | 1.3 | | |
| | | 99,100 | | | | Other Securities | | | | | 1,544,562 | | | | | | 0.9 | | |
| | | | | | | | | | | | 5,231,026 | | | | | | 3.2 | | |
| | | | | | | China: 5.6% | | ||||||||||||
| | | 10,340 (1) | | | | Baidu, Inc. ADR | | | | | 2,512,620 | | | | | | 1.5 | | |
| | | 791,000 | | | | China Life Insurance Co., Ltd. - H Shares | | | | | 2,029,304 | | | | | | 1.2 | | |
| | | 184,000 | | | | China Mobile Ltd. | | | | | 1,632,622 | | | | | | 1.0 | | |
| | | 11,144 (2) | | | | China Telecom Corp., Ltd. ADR | | | | | 517,416 | | | | | | 0.3 | | |
| | | 2,726,000 | | | | China Telecom Corp., Ltd. - H Shares | | | | | 1,279,142 | | | | | | 0.8 | | |
| | | 1,461,600 | | | | Other Securities | | | | | 1,276,483 | | | | | | 0.8 | | |
| | | | | | | | | | | | 9,247,587 | | | | | | 5.6 | | |
| | | | | | | Denmark: 1.0% | | ||||||||||||
| | | 25,642 | | | | Vestas Wind Systems A/S | | | | | 1,583,043 | | | | | | 1.0 | | |
| | | | | | | France: 6.5% | | ||||||||||||
| | | 95,570 | | | | AXA S.A. | | | | | 2,335,139 | | | | | | 1.4 | | |
| | | 34,260 | | | | BNP Paribas | | | | | 2,119,221 | | | | | | 1.3 | | |
| | | 26,358 | | | | Sanofi | | | | | 2,115,483 | | | | | | 1.3 | | |
| | | 91,201 | | | | Veolia Environnement | | | | | 1,948,879 | | | | | | 1.2 | | |
| | | 112,361 | | | | Other Securities | | | | | 2,269,938 | | | | | | 1.3 | | |
| | | | | | | | | | | | 10,788,660 | | | | | | 6.5 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Germany: 5.4% | | ||||||||||||
| | | 18,830 | | | | Bayer AG | | | | $ | 2,067,981 | | | | | | 1.3 | | |
| | | 27,739 | (2)(3) | | Innogy SE | | | | | 1,185,113 | | | | | | 0.7 | | | |
| | | 21,590 | | | | Merck KGaA | | | | | 2,101,732 | | | | | | 1.3 | | |
| | | 19,972 | | | | Siemens AG | | | | | 2,631,431 | | | | | | 1.6 | | |
| | | 78,188 | | | | Other Securities | | | | | 833,055 | | | | | | 0.5 | | |
| | | | | | | | | | | | 8,819,312 | | | | | | 5.4 | | |
| | | | | | | Hong Kong: 1.1% | | ||||||||||||
| | | 147,500 | | | | CK Hutchison Holdings Ltd. | | | | | 1,561,438 | | | | | | 1.0 | | |
| | | 290,200 | | | | Other Securities | | | | | 228,182 | | | | | | 0.1 | | |
| | | | | | | | | | | | 1,789,620 | | | | | | 1.1 | | |
| | | | | | | Indonesia: 0.5% | | ||||||||||||
| | | 1,312,500 | | | | Other Securities | | | | | 803,847 | | | | | | 0.5 | | |
| | | | | | | Ireland: 1.1% | | ||||||||||||
| | | 117,126 | | | | Other Securities | | | | | 1,869,591 | | | | | | 1.1 | | |
| | | | | | | Israel: 2.4% | | ||||||||||||
| | | 162,901 | | | | Teva Pharmaceutical Industries Ltd. ADR | | | | | 3,961,752 | | | | | | 2.4 | | |
| | | | | | | Italy: 2.1% | | ||||||||||||
| | | 190,871 | | | | ENI S.p.A. | | | | | 3,539,015 | | | | | | 2.1 | | |
| | | | | | | Japan: 5.2% | | ||||||||||||
| | | 68,100 | | | | Mitsui Fudosan Co., Ltd. | | | | | 1,640,411 | | | | | | 1.0 | | |
| | | 176,300 | | | | Panasonic Corp. | | | | | 2,377,304 | | | | | | 1.4 | | |
| | | 97,900 | | | | Other Securities | | | | | 4,534,762 | | | | | | 2.8 | | |
| | | | | | | | | | | | 8,552,477 | | | | | | 5.2 | | |
| | | | | | | Luxembourg: 2.3% | | ||||||||||||
| | | 208,419 | | | | SES S.A. - Luxembourg | | | | | 3,809,845 | | | | | | 2.3 | | |
| | | | | | | Netherlands: 5.8% | | ||||||||||||
| | | 409,139 | | | | Aegon NV | | | | | 2,442,815 | | | | | | 1.5 | | |
| | | 21,412 | | | | Akzo Nobel NV | | | | | 1,826,280 | | | | | | 1.1 | | |
| | | 119,125 | | | | Royal Dutch Shell PLC - Class B | | | | | 4,266,219 | | | | | | 2.6 | | |
| | | 28,524 (4) | | | | Other Securities | | | | | 1,033,973 | | | | | | 0.6 | | |
| | | | | | | | | | | | 9,569,287 | | | | | | 5.8 | | |
| | | | | | | Singapore: 1.7% | | ||||||||||||
| | | 1,261,000 | | | | Singapore Telecommunications Ltd. | | | | | 2,847,083 | | | | | | 1.7 | | |
| | | | | | | South Korea: 3.0% | | ||||||||||||
| | | 43,400 | | | | KB Financial Group, Inc. | | | | | 2,042,915 | | | | | | 1.2 | | |
| | | 70,442 | | | | Samsung Electronics Co., Ltd. | | | | | 2,950,786 | | | | | | 1.8 | | |
| | | | | | | | | | | | 4,993,701 | | | | | | 3.0 | | |
| | | | | | | Spain: 0.6% | | ||||||||||||
| | | 113,117 | | | | Other Securities | | | | | 960,075 | | | | | | 0.6 | | |
| | | | | | | Sweden: 1.9% | | ||||||||||||
| | | 445,463 (5) | | | | Other Securities | | | | | 3,044,361 | | | | | | 1.9 | | |
VY® Templeton Global Growth | SUMMARY PORTFOLIO OF INVESTMENTS |
Portfolio | as of June 30, 2018 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| COMMON STOCK: (continued) | | ||||||||||||||||||
| | | | | | | Switzerland: 2.9% | | ||||||||||||
| | | 9,160 | | | | Roche Holding AG | | | | $ | 2,032,221 | | | | | | 1.2 | | |
| | | 151,970 | | | | UBS Group AG | | | | | 2,329,755 | | | | | | 1.4 | | |
| | | 5,538 | | | | Other Securities | | | | | 419,509 | | | | | | 0.3 | | |
| | | | | | | | | | | | 4,781,485 | | | | | | 2.9 | | |
| | | | | | | Thailand: 1.3% | | ||||||||||||
| | | 276,600 | | | | Bangkok Bank PCL | | | | | 1,633,189 | | | | | | 1.0 | | |
| | | 92,400 | | | | Bangkok Bank PCL - Foreign Reg | | | | | 552,911 | | | | | | 0.3 | | |
| | | | | | | | | | | | 2,186,100 | | | | | | 1.3 | | |
| | | | | | | United Kingdom: 10.2% | | ||||||||||||
| | | 226,759 | | | | BAE Systems PLC | | | | | 1,929,107 | | | | | | 1.2 | | |
| | | 482,898 | | | | BP PLC | | | | | 3,674,134 | | | | | | 2.2 | | |
| | | 317,510 | | | | HSBC Holdings PLC (HKD) | | | | | 2,970,627 | | | | | | 1.8 | | |
| | | 564,898 | | | | Kingfisher PLC | | | | | 2,209,093 | | | | | | 1.3 | | |
| | | 284,138 | | | | Standard Chartered PLC | | | | | 2,580,941 | | | | | | 1.6 | | |
| | | 767,755 | | | | Vodafone Group PLC | | | | | 1,859,725 | | | | | | 1.1 | | |
| | | 685,976 | | | | Other Securities | | | | | 1,644,598 | | | | | | 1.0 | | |
| | | | | | | | | | | | 16,868,225 | | | | | | 10.2 | | |
| | | | | | | United States: 33.6% | | ||||||||||||
| | | 20,600 | | | | Advance Auto Parts, Inc. | | | | | 2,795,420 | | | | | | 1.7 | | |
| | | 19,051 | | | | Allergan plc | | | | | 3,176,183 | | | | | | 1.9 | | |
| | | 1,998 (1) | | | | Alphabet, Inc. - Class A | | | | | 2,256,122 | | | | | | 1.4 | | |
| | | 23,230 | | | | AmerisourceBergen Corp. | | | | | 1,980,822 | | | | | | 1.2 | | |
| | | 56,110 | | | | Apache Corp. | | | | | 2,623,143 | | | | | | 1.6 | | |
| | | 9,300 | | | | Apple, Inc. | | | | | 1,721,523 | | | | | | 1.0 | | |
| | | 27,060 | | | | Capital One Financial Corp. | | | | | 2,486,814 | | | | | | 1.5 | | |
| | | 53,690 | | | | Citigroup, Inc. | | | | | 3,592,935 | | | | | | 2.2 | | |
| | | 63,720 | | | | Comcast Corp. - Class A | | | | | 2,090,653 | | | | | | 1.3 | | |
| | | 162,100 | | | | Coty, Inc - Class A | | | | | 2,285,610 | | | | | | 1.4 | | |
| | | 33,630 | | | | Eli Lilly & Co. | | | | | 2,869,648 | | | | | | 1.7 | | |
| | | 39,750 | | | | Gilead Sciences, Inc. | | | | | 2,815,890 | | | | | | 1.7 | | |
| | | 16,610 | | | | JPMorgan Chase & Co. | | | | | 1,730,762 | | | | | | 1.1 | | |
| | | 60,070 (1) | | | | Navistar International Corp. | | | | | 2,446,050 | | | | | | 1.5 | | |
| | | 68,170 | | | | Oracle Corp. | | | | | 3,003,570 | | | | | | 1.8 | | |
| | | 26,740 | | | | Perrigo Co. PLC | | | | | 1,949,613 | | | | | | 1.2 | | |
| | | 17,840 | | | | United Parcel Service, Inc. - Class B | | | | | 1,895,143 | | | | | | 1.1 | | |
| | | 27,400 | | | | Walgreens Boots Alliance, Inc. | | | | | 1,644,411 | | | | | | 1.0 | | |
| | | 294,191 | (4)(5) | | Other Securities | | | | | 12,056,988 | | | | | | 7.3 | | | |
| | | | | | | | | | | | 55,421,300 | | | | | | 33.6 | | |
| | | | | | | Total Common Stock (Cost $152,017,028) | | | | | 160,667,392 | | | | | | 97.4 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| CORPORATE BONDS/NOTES: 0.7% | | ||||||||||||||||||
| | | | | | | United States: 0.7% | | ||||||||||||
| | | 976,000 (3) | | | | Chesapeake Energy Corp., 8.000%, 12/15/2022 | | | | $ | 1,028,167 | | | | | | 0.7 | | |
| | | | | | | Total Corporate Bonds/Notes (Cost $938,838) | | | | | 1,028,167 | | | | | | 0.7 | | |
| | | | | | | Total Long-Term Investments (Cost $152,955,866) | | | | | 161,695,559 | | | | | | 98.1 | | |
| SHORT-TERM INVESTMENTS: 4.1% | | ||||||||||||||||||
| | | | | | | U.S. Government Agency Obligations: 1.5% | | ||||||||||||
| | | 2,600,000 (6) | | | | Federal Home Loan Bank Discount Notes, 0.000%, 07/02/2018 (Cost $2,599,885) | | | | | 2,600,000 | | | | | | 1.5 | | |
| | | | | | | Securities Lending Collateral(7): 2.5% | | ||||||||||||
| | | 2,000,000 | | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/29/18, 2.08%, due 07/02/18 (Repurchase Amount $2,000,342, collateralized by various U.S. Government Agency Obligations, 1.691%-8.500%, Market Value plus accrued interest $2,040,000, due 07/25/18-06/15/53) | | | | | 2,000,000 | | | | | | 1.2 | | |
| | | 136,436 | | | | Jefferies LLC, Repurchase Agreement dated 06/29/18, 2.00%, due 07/02/18 (Repurchase Amount $136,458, collateralized by various U.S. Government Securities, 0.000%-2.375%, Market Value plus accrued interest $139,165, due 07/05/18-09/09/49) | | | | | 136,436 | | | | | | 0.1 | | |
| | | 1,000,000 | | | | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/29/18, 2.28%, due 07/02/18 (Repurchase Amount $1,000,187, collateralized by various U.S. Government Securities, 2.750%-3.125%, Market Value plus accrued interest $1,020,000, due 11/15/42-08/15/44) | | | | | 1,000,000 | | | | | | 0.6 | | |
VY® Templeton Global Growth | SUMMARY PORTFOLIO OF INVESTMENTS |
Portfolio | as of June 30, 2018 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Securities Lending Collateral(7) (continued) | | ||||||||||||
| | | 1,000,000 | | | | NBC Global Finance Ltd., Repurchase Agreement dated 06/29/18, 1.95%, due 07/02/18 (Repurchase Amount $1,000,160, collateralized by various U.S. Government Securities, 0.000%-3.625%, Market Value plus accrued interest $1,020,003, due 01/31/20-09/09/49) | | | | $ | 1,000,000 | | | | | | 0.6 | | |
| | | | | | | | | | | | 4,136,436 | | | | | | 2.5 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 0.1% | | ||||||||||||
| | | 91,376 (8) | | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.800% (Cost $91,376) | | | | | 91,376 | | | | | | 0.1 | | |
| | | | | | | Total Short-Term Investments (Cost $6,827,697) | | | | | 6,827,812 | | | | | | 4.1 | | |
| | | | | | | Total Investments in Securities (Cost $159,783,563) | | | | $ | 168,523,371 | | | | | | 102.2 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (3,601,377) | | | | | | (2.2) | | |
| | | | | | | Net Assets | | | | $ | 164,921,994 | | | | | | 100.0 | | |
|
Sector Diversification | | | Percentage of Net Assets | | |||
Financials | | | | | 20.2% | | |
Health Care | | | | | 19.4 | | |
Energy | | | | | 12.0 | | |
Consumer Discretionary | | | | | 10.3 | | |
Information Technology | | | | | 9.9 | | |
Industrials | | | | | 8.0 | | |
Telecommunication Services | | | | | 6.4 | | |
Consumer Staples | | | | | 4.6 | | |
Materials | | | | | 3.9 | | |
Utilities | | | | | 2.4 | | |
Real Estate | | | | | 1.0 | | |
Short-Term Investments | | | | | 4.1 | | |
Liabilities in Excess of Other Assets | | | | | (2.2) | | |
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, 2018 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Canada | | | | $ | 5,231,026 | | | | | $ | — | | | | | $ | — | | | | | $ | 5,231,026 | | |
China | | | | | 3,030,036 | | | | | | 6,217,551 | | | | | | — | | | | | | 9,247,587 | | |
Denmark | | | | | — | | | | | | 1,583,043 | | | | | | — | | | | | | 1,583,043 | | |
VY® Templeton Global Growth | SUMMARY PORTFOLIO OF INVESTMENTS |
Portfolio | as of June 30, 2018 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2018 | | ||||||||||||
France | | | | | — | | | | | | 10,788,660 | | | | | | — | | | | | | 10,788,660 | | |
Germany | | | | | — | | | | | | 8,819,312 | | | | | | — | | | | | | 8,819,312 | | |
Hong Kong | | | | | — | | | | | | 1,789,620 | | | | | | — | | | | | | 1,789,620 | | |
Indonesia | | | | | — | | | | | | 803,847 | | | | | | — | | | | | | 803,847 | | |
Ireland | | | | | 1,056,427 | | | | | | 813,164 | | | | | | — | | | | | | 1,869,591 | | |
Israel | | | | | 3,961,752 | | | | | | — | | | | | | — | | | | | | 3,961,752 | | |
Italy | | | | | — | | | | | | 3,539,015 | | | | | | — | | | | | | 3,539,015 | | |
Japan | | | | | — | | | | | | 8,552,477 | | | | | | — | | | | | | 8,552,477 | | |
Luxembourg | | | | | — | | | | | | 3,809,845 | | | | | | — | | | | | | 3,809,845 | | |
Netherlands | | | | | — | | | | | | 9,569,287 | | | | | | — | | | | | | 9,569,287 | | |
Singapore | | | | | — | | | | | | 2,847,083 | | | | | | — | | | | | | 2,847,083 | | |
South Korea | | | | | — | | | | | | 4,993,701 | | | | | | — | | | | | | 4,993,701 | | |
Spain | | | | | — | | | | | | 960,075 | | | | | | — | | | | | | 960,075 | | |
Sweden | | | | | 500,334 | | | | | | 2,544,027 | | | | | | — | | | | | | 3,044,361 | | |
Switzerland | | | | | — | | | | | | 4,781,485 | | | | | | — | | | | | | 4,781,485 | | |
Thailand | | | | | — | | | | | | 2,186,100 | | | | | | — | | | | | | 2,186,100 | | |
United Kingdom | | | | | — | | | | | | 16,868,225 | | | | | | — | | | | | | 16,868,225 | | |
United States | | | | | 55,421,300 | | | | | | — | | | | | | — | | | | | | 55,421,300 | | |
Total Common Stock | | | | | 69,200,875 | | | | | | 91,466,517 | | | | | | — | | | | | | 160,667,392 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 1,028,167 | | | | | | — | | | | | | 1,028,167 | | |
Short-Term Investments | | | | | 91,376 | | | | | | 6,736,436 | | | | | | — | | | | | | 6,827,812 | | |
Total Investments, at fair value | | | | $ | 69,292,251 | | | | | $ | 99,231,120 | | | | | $ | — | | | | | $ | 168,523,371 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 137 | | | | | | — | | | | | | 137 | | |
Total Assets | | | | $ | 69,292,251 | | | | | $ | 99,231,257 | | | | | $ | — | | | | | $ | 168,523,508 | | |
|
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
HKD 398,237 | | | USD 50,744 | | | Citibank N.A. | | | | | 07/03/18 | | | | | $ | 16 | | |
USD 27,789 | | | JPY 3,063,245 | | | UBS AG | | | | | 07/03/18 | | | | | | 121 | | |
| | | | | | | | | | | | | | | | $ | 137 | | |
|
VY® Templeton Global Growth | SUMMARY PORTFOLIO OF INVESTMENTS |
Portfolio | as of June 30, 2018 (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 | | | | $ | 137 | | |
Total Asset Derivatives | | | | | | | $ | 137 | | |
| | | 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 | | | | $ | 18,902 | | |
Total | | | | $ | 18,902 | | |
|
| | | 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 | | | | $ | 137 | | |
Total | | | | $ | 137 | | |
|
| | | Citibank N.A. | | | UBS AG | | | Totals | | |||||||||
Assets: | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 16 | | | | | $ | 121 | | | | | $ | 137 | | |
Total Assets | | | | $ | 16 | | | | | $ | 121 | | | | | $ | 137 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | 16 | | | | | $ | 121 | | | | | | 137 | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Net Exposure(1) | | | | $ | 16 | | | | | $ | 121 | | | | | $ | 137 | | |
|
| Cost for federal income tax purposes was $160,150,038. | | | | | |||||||||
| Net unrealized appreciation consisted of: | | | | | | | | | | ||||
| Gross Unrealized Appreciation | | | | $ | 23,640,655 | | | | | ||||
| Gross Unrealized Depreciation | | | | | (15,240,026) | | | | | ||||
| Net Unrealized Appreciation | | | | $ | 8,400,629 | | | | | ||||
|
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
n | VY® | BlackRock Inflation Protected Bond Portfolio |
Classes ADV, I and S |
Voya Variable Insurance Trust
n | VY® | Goldman Sachs Bond Portfolio |
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. |
INVESTMENT MANAGEMENT voyainvestments.com |
TABLE OF CONTENTS
President’s Letter | 1 | |||||
Market Perspective | 2 | |||||
Shareholder Expense Examples | 4 | |||||
Statements of Assets and Liabilities | 5 | |||||
Statements of Operations | 7 | |||||
Statements of Changes in Net Assets | 8 | |||||
Financial Highlights | 9 | |||||
Notes to Financial Statements | 10 | |||||
Summary Portfolios of Investments (“Portfolio of Investments”) | 25 |
PROXY VOTING INFORMATION
A description of the policies and procedures that the Portfolios use to determine how to vote proxies related to portfolio securities is available: (1) without charge, upon request, by calling Shareholder Services toll-free at (800) 992-0180; (2) on the Portfolios’ website at www.voyainvestments.com; and (3) on the U.S. Securities and Exchange Commission’s (“SEC’s”) website at www.sec.gov. Information regarding how the Portfolios voted proxies related to portfolio securities during the most recent 12-month period ended June 30 is available without charge on the Portfolios’ website at www.voyainvestments.com and on the SEC’s website at www.sec.gov.
QUARTERLY PORTFOLIO HOLDINGS
The Portfolios file their complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q. This report contains a summary portfolio of investments for the Portfolios. The Portfolios’ Forms N-Q are available on the SEC’s website at www.sec.gov. The Portfolios’ Forms N-Q may be reviewed and copied at the SEC’s Public Reference Room in Washington, D.C., and information on the operation of the Public Reference Room may be obtained by calling (800) SEC-0330. The Portfolios’ Forms N-Q, as well as a complete portfolio of investments, are available without charge upon request from the Portfolios by calling Shareholder Services toll-free at (800) 992-0180.
PRESIDENT’S LETTER
Mid-Year Outlook
Sincerely,
Dina Santoro
President
Voya Family of Funds
July 19, 2018
MARKET PERSPECTIVE: SIX MONTHS ENDED JUNE 30, 2018
BENCHMARK DESCRIPTIONS
Index | Description | ||
---|---|---|---|
Bloomberg Barclays U.S. Aggregate Bond Index | An index of publicly issued investment grade U.S. government, mortgage-backed, asset-backed and corporate debt securities. | ||
Bloomberg Barclays U.S. Corporate Investment Grade Bond Index | An index consisting of publicly issued, fixed rate, nonconvertible, investment grade debt securities. | ||
MSCI Europe ex UK® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Europe, excluding the UK. | ||
MSCI Japan® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Japan. | ||
MSCI UK® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in the UK. | ||
MSCI World IndexSM | An index that measures the performance of over 1,600 securities listed on exchanges in the U.S., Europe, Canada, Australia, New Zealand and the Far East. | ||
S&P 500® Index | An index that measures the performance of securities of approximately 500 large-capitalization companies whose securities are traded on major U.S. stock markets. |
SHAREHOLDER EXPENSE EXAMPLES (UNAUDITED)
Actual Portfolio Return | Hypothetical (5% return before expenses) | |||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Beginning Account Value January 1, 2018 | Ending Account Value June 30, 2018 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2018* | Beginning Account Value January 1, 2018 | Ending Account Value June 30, 2018 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2018* | |||||||||||||||||||||||||
VY® BlackRock Inflation Protected Bond Portfolio | ||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 996.70 | 1.14 | % | $ | 5.64 | $ | 1,000.00 | $ | 1,019.14 | 1.14 | % | $ | 5.71 | ||||||||||||||||
Class I | 1,000.00 | 1,000.00 | 0.54 | 2.68 | 1,000.00 | 1,022.12 | 0.54 | 2.71 | ||||||||||||||||||||||||
Class S | 1,000.00 | 998.30 | 0.79 | 3.91 | 1,000.00 | 1,020.88 | 0.79 | 3.96 | ||||||||||||||||||||||||
VY® Goldman Sachs Bond Portfolio | $ | 1,000.00 | $ | 978.30 | 0.58 | % | $ | 2.84 | $ | 1,000.00 | $ | 1,021.92 | 0.58 | % | $ | 2.91 |
* | Expenses are equal to each Portfolio’s respective annualized expense ratios multiplied by the average account value over the period, multiplied by 181/365 to reflect the most recent fiscal half-year. |
VY® BlackRock Inflation Protected Bond Portfolio | VY® Goldman Sachs Bond Portfolio | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
ASSETS: | |||||||||||
Investments in securities at fair value+* | $ | 410,527,397 | $ | 208,844,120 | |||||||
Short-term investments at fair value** | 12,187,302 | 37,103,589 | |||||||||
Cash | — | 1,273 | |||||||||
Cash collateral for futures | — | 760,377 | |||||||||
Cash pledged for centrally cleared swaps (Note 2) | 2,047,490 | 1,128,466 | |||||||||
Cash pledged as collateral for OTC derivatives (Note 2) | 182,000 | 830,000 | |||||||||
Foreign currencies at value*** | 1,317,523 | 98,962 | |||||||||
Receivables: | |||||||||||
Investment securities sold | 474,417 | 1,487,641 | |||||||||
Investment securities sold on a delayed-delivery or when-issued basis | — | 46,133,945 | |||||||||
Fund shares sold | 77,496 | 321,647 | |||||||||
Dividends | 16,236 | 20,122 | |||||||||
Interest | 2,002,611 | 1,163,980 | |||||||||
Unrealized appreciation on forward foreign currency contracts | 377,903 | 788,493 | |||||||||
Upfront payments paid on OTC swap agreements | — | 31,355 | |||||||||
Unrealized appreciation on OTC swap agreements | 6,207,474 | — | |||||||||
Prepaid expenses | 4,074 | 2,123 | |||||||||
Reimbursement due from manager | — | 25,123 | |||||||||
Other assets | 22,132 | 4,026 | |||||||||
Total assets | 435,444,055 | 298,745,242 | |||||||||
LIABILITIES: | |||||||||||
Payable for investment securities purchased | 2,865,680 | 2,156,762 | |||||||||
Payable for investment securities purchased on a delayed-delivery or when-issued basis | — | 79,347,578 | |||||||||
Payable for fund shares redeemed | 3,383,704 | 1,051,502 | |||||||||
Payable for foreign cash collateral for futures**** | 19,476 | 115,269 | |||||||||
Payable upon receipt of securities loaned | — | 217,674 | |||||||||
Sales commitmentsˆˆ | — | 5,123,731 | |||||||||
Unrealized depreciation on forward foreign currency contracts | 123,360 | 1,778,900 | |||||||||
Upfront payments received on OTC swap agreements | — | 248,459 | |||||||||
Unrealized depreciation on OTC swap agreements | — | 161,623 | |||||||||
Variation margin payable on centrally cleared swaps | 65,140 | 20,988 | |||||||||
Cash received as collateral for OTC derivatives (Note 2) | 6,400,000 | — | |||||||||
Payable for investment management fees | 168,345 | 86,292 | |||||||||
Payable for distribution and shareholder service fees | 55,344 | — | |||||||||
Payable to trustees under the deferred compensation plan (Note 6) | 22,132 | 4,026 | |||||||||
Payable for trustee fees | 2,100 | 1,089 | |||||||||
Payable for cash collateral for futures | 8,809 | — | |||||||||
Other accrued expenses and liabilities | 118,647 | 174,662 | |||||||||
Written options, at fair valueˆ | 1,098,166 | — | |||||||||
Total liabilities | 14,330,903 | 90,488,555 | |||||||||
NET ASSETS | $ | 421,113,152 | $ | 208,256,687 | |||||||
NET ASSETS WERE COMPRISED OF: | |||||||||||
Paid-in capital | $ | 496,744,068 | $ | 210,454,034 | |||||||
Undistributed net investment income | 436,476 | 7,064,704 | |||||||||
Accumulated net realized loss | (79,472,928 | ) | (5,652,609 | ) | |||||||
Net unrealized appreciation (depreciation) | 3,405,536 | (3,609,442 | ) | ||||||||
NET ASSETS | $ | 421,113,152 | $ | 208,256,687 | |||||||
+ | Including securities loaned at value | $ | — | $ | 211,176 | |||||||
* | Cost of investments in securities | $ | 413,245,510 | $ | 211,644,902 | |||||||
** | Cost of short-term investments | $ | 12,187,302 | $ | 37,103,960 | |||||||
*** | Cost of foreign currencies | $ | 1,307,670 | $ | 98,574 | |||||||
**** | Cost of payable for foreign cash collateral for futures | $ | 19,476 | $ | 115,269 | |||||||
ˆ | Premiums received on written options | $ | 1,328,672 | $ | — | |||||||
ˆˆ | Proceeds receivable from sales commitments | $ | — | $ | 5,111,797 |
VY® BlackRock Inflation Protected Bond Portfolio | VY® Goldman Sachs Bond Portfolio | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Class ADV | |||||||||||
Net assets | $ | 47,221,459 | n/a | ||||||||
Shares authorized | unlimited | n/a | |||||||||
Par value | $ | 0.001 | n/a | ||||||||
Shares outstanding | 5,145,751 | n/a | |||||||||
Net asset value and redemption price per share | $ | 9.18 | n/a | ||||||||
Class I | |||||||||||
Net assets | $ | 217,227,958 | n/a | ||||||||
Shares authorized | unlimited | n/a | |||||||||
Par value | $ | 0.001 | n/a | ||||||||
Shares outstanding | 22,849,967 | n/a | |||||||||
Net asset value and redemption price per share | $ | 9.51 | n/a | ||||||||
Class S | |||||||||||
Net assets | $ | 156,663,735 | n/a | ||||||||
Shares authorized | unlimited | n/a | |||||||||
Par value | $ | 0.001 | n/a | ||||||||
Shares outstanding | 16,607,879 | n/a | |||||||||
Net asset value and redemption price per share | $ | 9.43 | n/a | ||||||||
Portfolio(1) | |||||||||||
Net assets | n/a | $ | 208,256,687 | ||||||||
Shares authorized | n/a | unlimited | |||||||||
Par value | n/a | $ | 0.001 | ||||||||
Shares outstanding | n/a | 21,027,187 | |||||||||
Net asset value and redemption price per share | n/a | $ | 9.90 |
(1) | Portfolio does not have a share class designation. |
VY® BlackRock Inflation Protected Bond Portfolio | VY® Goldman Sachs Bond Portfolio | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
INVESTMENT INCOME: | |||||||||||
Dividends | $ | 81,356 | $ | 113,969 | |||||||
Interest, net of foreign taxes withheld* | 5,841,470 | 3,136,449 | |||||||||
Securities lending income, net | — | 1,312 | |||||||||
Total investment income | 5,922,826 | 3,251,730 | |||||||||
EXPENSES: | |||||||||||
Investment management fees | 1,091,105 | 539,946 | |||||||||
Distribution and shareholder service fees: | |||||||||||
Class ADV | 144,344 | — | |||||||||
Class S | 196,163 | — | |||||||||
Transfer agent fees | 475 | 1,189 | |||||||||
Shareholder reporting expense | 14,480 | 7,240 | |||||||||
Professional fees | 36,200 | 32,340 | |||||||||
Custody and accounting expense | 39,820 | 172,380 | |||||||||
Trustee fees | 8,401 | 4,355 | |||||||||
Miscellaneous expense | 17,922 | 7,067 | |||||||||
Interest expense | 65 | 3 | |||||||||
Total expenses | 1,548,975 | 764,520 | |||||||||
Waived and reimbursed fees | (83,322 | ) | (135,675 | ) | |||||||
Net expenses | 1,465,653 | 628,845 | |||||||||
Net investment income | 4,457,173 | 2,622,885 | |||||||||
REALIZED AND UNREALIZED GAIN (LOSS): | |||||||||||
Net realized gain (loss) on: | |||||||||||
Investments | (408,088 | ) | (1,851,937 | ) | |||||||
Forward foreign currency contracts | (199,330 | ) | (780,787 | ) | |||||||
Foreign currency related transactions | 80,579 | 58,400 | |||||||||
Futures | 732,033 | (1,242,778 | ) | ||||||||
Swaps | (28,506 | ) | (133,171 | ) | |||||||
Written options | 112,134 | — | |||||||||
Net realized gain (loss) | 288,822 | (3,950,273 | ) | ||||||||
Net change in unrealized appreciation (depreciation) on: | |||||||||||
Investments | (7,176,460 | ) | (2,778,156 | ) | |||||||
Forward foreign currency contracts | 523,622 | (1,465,415 | ) | ||||||||
Foreign currency related transactions | 4,952 | 1,715 | |||||||||
Futures | (482,711 | ) | 379,293 | ||||||||
Swaps | 2,262,168 | 495,589 | |||||||||
Written options | (495,928 | ) | — | ||||||||
Sales commitments | — | (12,923 | ) | ||||||||
Net change in unrealized appreciation (depreciation) | (5,364,357 | ) | (3,379,897 | ) | |||||||
Net realized and unrealized loss | (5,075,535 | ) | (7,330,170 | ) | |||||||
Decrease in net assets resulting from operations | $ | (618,362 | ) | $ | (4,707,285 | ) | |||||
* Foreign taxes withheld | $ | — | $ | 282 |
VY® BlackRock Inflation Protected Bond Portfolio | VY® Goldman Sachs Bond Portfolio | ||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2018 | Year Ended December 31, 2017 | Six Months Ended June 30, 2018 | Year Ended December 31, 2017 | ||||||||||||||||||
FROM OPERATIONS: | |||||||||||||||||||||
Net investment income | $ | 4,457,173 | $ | 6,748,664 | $ | 2,622,885 | $ | 4,699,467 | |||||||||||||
Net realized gain (loss) | 288,822 | (2,547,763 | ) | (3,950,273 | ) | 1,972,312 | |||||||||||||||
Net change in unrealized appreciation (depreciation) | (5,364,357 | ) | 8,482,010 | (3,379,897 | ) | (312,466) | |||||||||||||||
Increase (decrease) in net assets resulting from operations | (618,362 | ) | 12,682,911 | (4,707,285 | ) | 6,359,313 | |||||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||||||||||||
Net investment income: | (4,792,224) | ||||||||||||||||||||
Class ADV | (462,734 | ) | (381,219 | ) | — | — | |||||||||||||||
Class I | (3,303,021 | ) | (4,397,495 | ) | — | — | |||||||||||||||
Class S | (2,058,671 | ) | (2,176,391 | ) | — | — | |||||||||||||||
Total distributions | (5,824,426 | ) | (6,955,105 | ) | — | (4,792,224) | |||||||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||||||||||||
Net proceeds from sale of shares | 41,140,207 | 45,993,204 | 24,537,501 | 60,709,654 | |||||||||||||||||
Reinvestment of distributions | 5,824,426 | 6,955,105 | — | 4,792,224 | |||||||||||||||||
46,964,633 | 52,948,309 | 24,537,501 | 65,501,878 | ||||||||||||||||||
Cost of shares redeemed | (53,530,326 | ) | (178,896,691 | ) | (26,525,306 | ) | (78,963,233) | ||||||||||||||
Net decrease in net assets resulting from capital share transactions | (6,565,693 | ) | (125,948,382 | ) | (1,987,805 | ) | (13,461,355) | ||||||||||||||
Net decrease in net assets | (13,008,481 | ) | (120,220,576 | ) | (6,695,090 | ) | (11,894,266) | ||||||||||||||
NET ASSETS: | |||||||||||||||||||||
Beginning of year or period | 434,121,633 | 554,342,209 | 214,951,777 | 226,846,043 | |||||||||||||||||
End of year or period | $ | 421,113,152 | $ | 434,121,633 | $ | 208,256,687 | $214,951,777 | ||||||||||||||
Undistributed net investment income at end of year or period | $ | 436,476 | $ | 1,803,729 | $ | 7,064,704 | $4,441,819 |
Income (loss) from investment operations | | Less distributions | | Ratios to average net assets | Supplemental data | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Net asset value, beginning of year or period | | Net investment income (loss) | | Net realized and unrealized gain (loss) | | Total from investment operations | | From net investment income | | From net realized gains | | From return of capital | | Total distributions | | Payment by affiliate | | Net asset value, end of year or period | | Total Return(1) | | Expenses before reductions/ additions(2)(3)(4) | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | Expense net of all reductions/ additions(2)(3)(4) | | Net investment income (loss)(2)(3) | | Net assets, end of year or period | | Portfolio turnover rate | ||||||||||||||||||||||||||||||||||||
Year or period ended | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | ($) | | (%) | | (%) | | (%) | | (%) | | (%) | | ($000’s) | | (%) | ||||||||||||||||||||||||||||||||||
VY® BlackRock Inflation Protected Bond Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 9.30 | 0.08 | • | (0.11 | ) | (0.03 | ) | 0.09 | — | — | 0.09 | — | 9.18 | (0.33 | ) | 1.18 | 1.14 | 1.14 | 1.69 | 47,221 | 36 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 9.17 | 0.09 | 0.11 | 0.20 | 0.07 | — | — | 0.07 | — | 9.30 | 2.16 | 1.17 | 1.13 | 1.13 | 0.94 | 49,769 | 101 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 8.88 | 0.05 | 0.24 | 0.29 | — | — | — | — | — | 9.17 | 3.27 | 1.21 | 1.12 | 1.12 | 0.53 | 52,110 | 73 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 9.24 | (0.05 | ) | (0.22 | ) | (0.27 | ) | 0.09 | — | 0.00 | * | 0.09 | — | 8.88 | (2.89 | ) | 1.30 | 1.11 | 1.11 | (0.52 | ) | 54,750 | 470 | |||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 9.15 | 0.05 | 0.15 | 0.20 | 0.11 | — | — | 0.11 | — | 9.24 | 2.14 | 1.30 | 1.11 | 1.11 | 0.57 | 63,936 | 527 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 10.74 | (0.07 | )• | (0.88 | ) | (0.95 | ) | — | 0.64 | — | 0.64 | — | 9.15 | (8.98 | ) | 1.29 | 1.14 | 1.14 | (0.66 | ) | 74,204 | 613 | ||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 9.66 | 0.11 | • | (0.11 | ) | 0.00 | * | 0.15 | — | — | 0.15 | — | 9.51 | 0.00 | 0.58 | 0.54 | 0.54 | 2.30 | 217,228 | 36 | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 9.55 | 0.15 | 0.11 | 0.26 | 0.15 | — | — | 0.15 | — | 9.66 | 2.72 | 0.57 | 0.53 | 0.53 | 1.55 | 223,463 | 101 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 9.19 | 0.11 | 0.25 | 0.36 | — | — | — | — | — | 9.55 | 3.92 | 0.56 | 0.52 | 0.52 | 1.15 | 311,949 | 73 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 9.54 | 0.01 | • | (0.23 | ) | (0.22 | ) | 0.08 | — | 0.05 | 0.13 | — | 9.19 | (2.35 | ) | 0.55 | 0.51 | 0.51 | 0.16 | 311,110 | 470 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 9.42 | 0.11 | 0.16 | 0.27 | 0.15 | — | — | 0.15 | — | 9.54 | 2.81 | 0.55 | 0.51 | 0.51 | 1.18 | 450,442 | 527 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 10.97 | (0.00 | )* | (0.91 | ) | (0.91 | ) | — | 0.64 | — | 0.64 | — | 9.42 | (8.41 | ) | 0.54 | 0.54 | 0.54 | (0.05 | ) | 476,969 | 613 | ||||||||||||||||||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 9.57 | 0.10 | • | (0.12 | ) | (0.02 | ) | 0.12 | — | — | 0.12 | — | 9.43 | (0.17 | ) | 0.83 | 0.79 | 0.79 | 2.06 | 156,664 | 36 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 9.45 | 0.13 | 0.10 | 0.23 | 0.11 | — | — | 0.11 | — | 9.57 | 2.48 | 0.82 | 0.78 | 0.78 | 1.29 | 160,890 | 101 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 9.12 | 0.09 | 0.24 | 0.33 | — | — | — | — | — | 9.45 | 3.62 | 0.81 | 0.77 | 0.77 | 0.89 | 190,284 | 73 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 9.48 | (0.02 | ) | (0.22 | ) | (0.24 | ) | 0.09 | — | 0.03 | 0.12 | — | 9.12 | (2.61 | ) | 0.80 | 0.76 | 0.76 | (0.19 | ) | 202,274 | 470 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 9.37 | 0.09 | 0.15 | 0.24 | 0.13 | — | — | 0.13 | — | 9.48 | 2.54 | 0.80 | 0.76 | 0.76 | 0.90 | 243,300 | 527 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 10.94 | (0.04 | )• | (0.89 | ) | (0.93 | ) | — | 0.64 | — | 0.64 | — | 9.37 | (8.62 | ) | 0.79 | 0.79 | 0.79 | (0.40 | ) | 301,374 | 613 | ||||||||||||||||||||||||||||||||||||||||||||||
VY® Goldman Sachs Bond Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 10.12 | 0.12 | • | (0.34 | ) | (0.22 | ) | — | — | — | — | — | 9.90 | (2.17 | ) | 0.71 | 0.58 | 0.58 | 2.43 | 208,257 | 209 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 10.06 | 0.22 | • | 0.07 | 0.29 | 0.23 | — | — | 0.23 | — | 10.12 | 2.93 | 0.69 | 0.58 | 0.58 | 2.16 | 214,952 | 345 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 10.02 | 0.20 | • | 0.08 | 0.28 | 0.24 | — | — | 0.24 | — | 10.06 | 2.70 | 0.66 | 0.58 | 0.58 | 2.00 | 226,846 | 490 | ||||||||||||||||||||||||||||||||||||||||||||||||||
02-20-15(5)–12-31-15 | 10.00 | 0.15 | • | (0.13 | ) | 0.02 | — | — | — | — | — | 10.02 | 0.20 | 0.61 | 0.58 | 0.58 | 1.77 | 187,767 | 507 |
(1) | Total return is calculated assuming reinvestment of all dividends, capital gain distributions and return of capital distributions, if any, at net asset value and does not reflect the effect of insurance contract charges. Total return for periods less than one year is not annualized. | |
(2) | Annualized for periods less than one year. | |
(3) | Ratios reflect operating expenses of a Portfolio. Expenses before reductions/additions do not reflect amounts reimbursed or recouped by the Investment Adviser and/or Distributor or reductions from brokerage service arrangements or other expense offset arrangements and do not represent the amount paid by a Portfolio during periods when reimbursements or reductions occur. Expenses net of fee waivers reflect expenses after reimbursement by an Investment Adviser and/or Distributor or recoupment of previously reimbursed fees by an Investment Adviser, but prior to reductions from brokerage service arrangements or other expense offset arrangements. Expenses net of all reductions/additions represent the net expenses paid by a Portfolio. Net investment income (loss) is net of all such additions or reductions. | |
(4) | Ratios do not include fees and expenses charged under the variable annuity contract or variable life insurance policy. | |
(5) | Commencement of operations. | |
• | Calculated using average number of shares outstanding throughout the year or period. | |
* | Amount is less than $0.005 or 0.005% or more than $(0.005) or (0.005)%. |
NOTE 2 — SIGNIFICANT ACCOUNTING POLICIES (continued)
between the last bid and ask prices from the exchange on which they are principally traded. Investments in open-end registered investment companies that do not trade on an exchange are valued at the end of day NAV per share. Investments in registered investment companies that trade on an exchange are valued at the last sales price or official closing price as of the close of the regular trading session on the exchange where the security is principally traded.
(1) | Market value of investment securities, other assets and liabilities — at the exchange rates prevailing at Market Close. |
(2) | Purchases and sales of investment securities, income and expenses — at the rates of exchange prevailing on the respective dates of such transactions. |
NOTE 2 — SIGNIFICANT ACCOUNTING POLICIES (continued)
out and demand payment or additional collateral to cover their exposure from a Portfolio. Credit related contingent features are established between a Portfolio and its derivatives counterparties to reduce the risk that a Portfolio will not fulfill its payment obligations to its counterparties. These triggering features include, but are not limited to, a percentage decrease in a Portfolio’s net assets and/or a percentage decrease in a Portfolio’s NAV, which could cause a Portfolio to accelerate payment of any net liability owed to the counterparty. The contingent features are established within each Portfolio’s Master Agreements.
Purchased | Sold | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
BlackRock Inflation Protected Bond | $ | 29,370,066 | $ | 20,879,179 | ||||||
Goldman Sachs Bond | 313,391,540 | 54,787,992 |
Purchased | Sold | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
BlackRock Inflation Protected Bond | $ | 187,417,977 | $ | 180,458,104 | ||||||
Goldman Sachs Bond | 57,259,470 | 41,796,401 |
NOTE 2 — SIGNIFICANT ACCOUNTING POLICIES (continued)
risk. All outstanding swap agreements are reported following the Portfolio of Investments.
NOTE 2 — SIGNIFICANT ACCOUNTING POLICIES (continued)
value is determined by a facilitated auction whereby a minimum number of allowable broker bids, together with a specified valuation method, are used to calculate the settlement value.
Purchases | Sales | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
BlackRock Inflation Protected Bond | $ | 40,840,843 | $ | 50,663,705 | ||||||
Goldman Sachs Bond | 50,687,209 | 52,135,055 |
Purchases | Sales | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
BlackRock Inflation Protected Bond | $ | 106,528,559 | $ | 109,935,596 | ||||||
Goldman Sachs Bond | 368,534,114 | 367,210,648 |
Portfolio | Fee | |||
---|---|---|---|---|
BlackRock Inflation Protected | 0.55% on the first $200 million; | |||
Bond(1) | 0.50% on the next $800 million; and | |||
0.40% on the amount in excess of $1 billion | ||||
Goldman Sachs Bond | 0.50% on the first $750 million; and | |||
0.48% on assets over $750 million |
(1) | The Investment Adviser has contractually agreed to waive 0.04% of the management fee. Any fees waived or reimbursed are not eligible for recoupment. Termination or modification of this obligation requires approval by the Board. |
Portfolio | Sub-Adviser | |||
---|---|---|---|---|
BlackRock Inflation Protected Bond | BlackRock Financial Management, Inc. | |||
Goldman Sachs Bond | Goldman Sachs Asset Management, L.P. |
Subsidiary/Affiliated Investment Company | Portfolio | Percentage | ||||||
---|---|---|---|---|---|---|---|---|
Voya Institutional Trust Company | BlackRock Inflation Protected Bond | 12.23 | % | |||||
Voya Insurance and Annuity Company | BlackRock Inflation Protected Bond | 36.08 | ||||||
Voya Retirement Conservative Portfolio | BlackRock Inflation Protected Bond | 13.36 | ||||||
Voya Retirement Moderate Portfolio | BlackRock Inflation Protected Bond | 15.59 | ||||||
Voya Solution 2025 Portfolio | Goldman Sachs Bond | 21.73 | ||||||
Voya Solution Income Portfolio | BlackRock Inflation Protected Bond | 6.52 | ||||||
Goldman Sachs Bond | 19.91 |
Portfolio | Maximum Operating Expense Limit (as a percentage of net assets) | |||
---|---|---|---|---|
BlackRock Inflation Protected | Class ADV: 1.23% | |||
Bond | Class I: 0.63% | |||
Class S: 0.88% | ||||
Goldman Sachs Bond | 0.58% |
June 30, | |||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 2019 | 2020 | 2021 | Total | |||||||||||||||
Goldman Sachs Bond | $ | 115,335 | $ | 149,846 | $ | 297,203 | $ | 562,384 |
Number of Contracts | Cost | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Balance at 12/31/2017 | — | $ | — | ||||||||
Options Purchased | 192 | 32,321 | |||||||||
Options Terminated in Closing Sell Transactions | (152 | ) | (21,593 | ) | |||||||
Balance at 06/30/2018 | 40 | $ | 10,728 |
EUR Notional | GBP Notional | Cost | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Balance at 12/31/2017 | — | — | $ | — | ||||||||||||
Options Purchased | 3,360,000 | 2,975,000 | 52,766 | |||||||||||||
Options Terminated in Closing Sell Transactions | (1,680,000 | ) | (12,045 | ) | ||||||||||||
Options Expired | (1,680,000 | ) | (12,197 | ) | ||||||||||||
Balance at 06/30/2018 | — | 2,975,000 | $ | 28,524 |
USD Notional | EUR Notional | JPY Notional | Cost | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Balance at 12/31/2017 | 25,040,000 | 10,100,000 | 1,385,780,000 | $ | 2,665,757 | |||||||||||||||
Options Purchased | 21,830,000 | — | 82,140,000 | 416,660 | ||||||||||||||||
Options Terminated in Closing Sell Transactions | (16,780,000 | ) | (10,100,000 | ) | — | (1,978,010 | ) | |||||||||||||
Balance at 06/30/2018 | 30,090,000 | — | 1,467,920,000 | $ | 1,104,407 |
EUR Notional | Premiums Received | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Balance at 12/31/2017 | 3,140,000 | $ | 217,411 | |||||||
Options Terminated in Closing Purchase Transactions | (3,140,000 | ) | (217,411 | ) | ||||||
Balance at 06/30/2018 | — | $ | — |
Number of Contracts | Premiums Received | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Balance at 12/31/2017 | — | $ | — | |||||||
Options Written | 27 | 10,459 | ||||||||
Balance at 06/30/2018 | 27 | $ | 10,459 |
GBP Notional | USD Notional | Premiums Received | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Balance at 12/31/2017 | — | — | $ | — | ||||||||||
Options Written | 2,975,000 | 1,660,000 | 56,507 | |||||||||||
Options Terminated in Closing Sell Transactions | (1,660,000 | ) | (24,693 | ) | ||||||||||
Balance at 06/30/2018 | 2,975,000 | — | $ | 31,814 |
EUR Notional | USD Notional | Premiums Received | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Balance at 12/31/2017 | 10,100,000 | 24,320,000 | $ | 785,319 | ||||||||||
Options Written | 9,053,000 | 231,425,000 | 1,296,663 | |||||||||||
Options Terminated in Closing Purchase Transactions | (10,100,000 | ) | (24,630,000 | ) | (795,583 | ) | ||||||||
Balance at 06/30/2018 | 9,053,000 | 231,115,000 | $ | 1,286,399 |
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 | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | ||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
BlackRock Inflation Protected Bond | ||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 187,096 | — | 50,516 | (444,500 | ) | (206,888 | ) | 1,727,961 | — | 462,734 | (4,074,274 | ) | (1,883,579 | ) | ||||||||||||||||||||||||||||
12/31/2017 | 317,604 | — | 41,329 | (688,549 | ) | (329,616 | ) | 2,925,393 | — | 381,219 | (6,341,985 | ) | (3,035,373 | ) | ||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 3,153,840 | — | 348,314 | (3,781,627 | ) | (279,473 | ) | 29,948,686 | — | 3,303,021 | (36,069,840 | ) | (2,818,133 | ) | ||||||||||||||||||||||||||||
12/31/2017 | 3,773,612 | — | 460,710 | (13,775,433 | ) | (9,541,111 | ) | 36,140,751 | — | 4,397,494 | (131,911,107 | ) | (91,372,862 | ) | ||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 1,001,270 | — | 218,800 | (1,418,528 | ) | (198,458 | ) | 9,463,560 | — | 2,058,671 | (13,386,212 | ) | (1,863,981 | ) | ||||||||||||||||||||||||||||
12/31/2017 | 732,452 | — | 229,768 | (4,288,590 | ) | (3,326,370 | ) | 6,927,060 | — | 2,176,392 | (40,643,599 | ) | (31,540,147 | ) | ||||||||||||||||||||||||||||
Goldman Sachs Bond | ||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 2,451,497 | — | — | (2,670,414 | ) | (218,917 | ) | 24,537,501 | — | — | (26,525,306 | ) | (1,987,805 | ) | ||||||||||||||||||||||||||||
12/31/2017 | 5,975,395 | — | 475,891 | (7,763,398 | ) | (1,312,112 | ) | 60,709,654 | — | 4,792,224 | (78,963,233 | ) | (13,461,355 | ) |
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
HSBC Securities (USA) Inc. | $ | 187,950 | $ | (187,950 | ) | $ | — | ||||||||
Nomura Securities International, Inc. | 23,226 | (23,226 | ) | — | |||||||||||
Total | $ | 211,176 | $ | (211,176 | ) | $ | — |
(1) | Collateral with a fair value of $217,674 has been received in connection with the above securities lending transactions. Excess collateral received from the individual counterparty is not shown for financial reporting purposes. |
Six Months Ended June 30, 2018 | Year Ended December 31, 2017 | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Ordinary Income | Ordinary Income | ||||||||||
BlackRock Inflation Protected Bond | $ | 5,824,426 | $ | 6,955,105 | |||||||
Goldman Sachs Bond | — | 4,792,224 |
Capital Loss Carryforwards | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Undistributed Ordinary Income | Unrealized Appreciation/ (Depreciation) | Amount | Character | Expiration | |||||||||||||||||||
BlackRock Inflation Protected Bond | $ | 1,550,040 | $ | 7,956,437 | $ | (11,740,049 | ) | Short-term | None | ||||||||||||||
(66,939,166 | ) | Long-term | None | ||||||||||||||||||||
$ | (78,679,215 | ) | |||||||||||||||||||||
Goldman Sachs Bond | 4,673,247 | (642,293 | ) | (1,371,038 | ) | Short-term | None | ||||||||||||||||
(147,745 | ) | Long-term | None | ||||||||||||||||||||
$ | (1,518,783 | ) |
Per Share Amount | Payable Date | Record Date | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
Goldman Sachs Bond | $ | 0.2231 | July 16, 2018 | July 12, 2018 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) |
as of June 30, 2018
(as a percentage of net assets)
U.S. Treasury Obligations | 53.6 | % | |||||
Corporate Bonds/Notes | 25.2 | % | |||||
U.S. Government Agency Obligations | 14.2 | % | |||||
Foreign Government Bonds | 4.2 | % | |||||
Purchased Options | 0.3 | % | |||||
Assets in Excess of Other Liabilities* | 2.5 | % | |||||
Net Assets | 100.0 | % | |||||
* Includes short-term investments. |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: 25.2% | |||||||||||||||||||
Communications: 0.5% | |||||||||||||||||||
2,250,000 | Alibaba Group Holding Ltd., 2.500%–3.125%, 11/28/2019–11/28/2021 | $ | 2,231,332 | 0.5 | |||||||||||||||
Consumer, Cyclical: 1.0% | |||||||||||||||||||
795,000 | (1) | BMW US Capital LLC, 2.150%, 04/06/2020 | 782,323 | 0.2 | |||||||||||||||
1,400,000 | (1) | Daimler Finance North America LLC, 3.100%, 05/04/2020 | 1,397,484 | 0.3 | |||||||||||||||
755,000 | (1) | Nissan Motor Acceptance Corp., 2.250%, 01/13/2020 | 744,410 | 0.2 | |||||||||||||||
1,295,000 | Other Securities | 1,286,251 | 0.3 | ||||||||||||||||
4,210,468 | 1.0 | ||||||||||||||||||
Consumer, Non-cyclical: 1.0% | |||||||||||||||||||
3,000,000 | Gilead Sciences, Inc., 2.350%, 02/01/2020 | 2,971,225 | 0.7 | ||||||||||||||||
1,320,000 | Other Securities | 1,308,199 | 0.3 | ||||||||||||||||
4,279,424 | 1.0 | ||||||||||||||||||
Energy: 0.4% | |||||||||||||||||||
1,495,000 | (1) | Schlumberger Finance Canada Ltd, 2.200%, 11/20/2020 | 1,458,808 | 0.4 | |||||||||||||||
Financial: 21.3% | |||||||||||||||||||
780,000 | (1) | AIG Global Funding, 1.950%, 10/18/2019 | 769,677 | 0.2 | |||||||||||||||
595,000 | (1) | AIG Global Funding, 2.150%, 07/02/2020 | 583,324 | 0.1 | |||||||||||||||
1,385,000 | American Express Credit Corp., 2.200%, 03/03/2020 | 1,367,115 | 0.3 | ||||||||||||||||
585,000 | (1) | ANZ New Zealand Int’l Ltd./London, 2.200%, 07/17/2020 | 573,494 | 0.1 | |||||||||||||||
3,000,000 | Australia & New Zealand Banking Group Ltd./New York NY, 2.050%, 09/23/2019 | 2,967,232 | 0.7 | ||||||||||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||
Financial: (continued) | |||||||||||||||||||
500,000 | Australia & New Zealand Banking Group Ltd./New York NY, 2.700%, 11/16/2020 | $ | 493,608 | 0.1 | |||||||||||||||
5,650,000 | Bank of America Corp., 2.625%, 10/19/2020 | 5,581,256 | 1.3 | ||||||||||||||||
1,395,000 | Bank of Montreal, 3.100%, 04/13/2021 | 1,390,836 | 0.3 | ||||||||||||||||
2,500,000 | Bank of Nova Scotia/The, 3.125%, 04/20/2021 | 2,487,901 | 0.6 | ||||||||||||||||
1,285,000 | (1) | Banque Federative du Credit Mutuel SA, 2.200%, 07/20/2020 | 1,255,592 | 0.3 | |||||||||||||||
1,000,000 | Barclays Bank PLC, 3.013%, (US0003M + 0.650%), 08/07/2020 | 1,004,130 | 0.2 | ||||||||||||||||
2,665,000 | Barclays Bank PLC, 5.125%, 01/08/2020 | 2,739,676 | 0.7 | ||||||||||||||||
1,500,000 | BB&T Corp., 2.150%, 02/01/2021 | 1,459,194 | 0.4 | ||||||||||||||||
2,165,000 | BNP Paribas SA, 5.000%, 01/15/2021 | 2,248,958 | 0.5 | ||||||||||||||||
4,000,000 | Branch Banking & Trust Co., 1.450%, 05/10/2019 | 3,957,115 | 0.9 | ||||||||||||||||
2,100,000 | Citibank NA, 2.125%, 10/20/2020 | 2,049,202 | 0.5 | ||||||||||||||||
250,000 | Citibank NA, 2.826%, (US0003M + 0.500%), 06/12/2020 | 250,800 | 0.1 | ||||||||||||||||
545,000 | Citibank NA, 2.850%, 02/12/2021 | 538,887 | 0.1 | ||||||||||||||||
1,860,000 | (1) | Commonwealth Bank of Australia, 2.250%, 03/10/2020 | 1,833,790 | 0.4 | |||||||||||||||
1,835,000 | Cooperatieve Rabobank UA/NY, 3.125%, 04/26/2021 | 1,828,567 | 0.4 | ||||||||||||||||
4,000,000 | Credit Suisse AG/New York NY, 2.300%, 05/28/2019 | 3,981,331 | 1.0 | ||||||||||||||||
2,000,000 | (1) | Danske Bank A/S, 1.650%, 09/06/2019 | 1,969,614 | 0.5 | |||||||||||||||
1,000,000 | (1) | DNB Bank ASA, 2.375%, 06/02/2021 | 969,121 | 0.2 | |||||||||||||||
1,110,000 | Fifth Third Bank/Cincinnati OH, 1.625%, 09/27/2019 | 1,092,902 | 0.3 | ||||||||||||||||
1,414,000 | GE Capital International Funding Co. Unlimited Co., 2.342%, 11/15/2020 | 1,381,901 | 0.3 | ||||||||||||||||
5,000,000 | HSBC USA, Inc., 2.375%, 11/13/2019 | 4,951,842 | 1.2 | ||||||||||||||||
500,000 | JPMorgan Chase & Co., 2.400%, 06/07/2021 | 487,298 | 0.1 | ||||||||||||||||
5,685,000 | JPMorgan Chase & Co., 2.550%, 10/29/2020 | 5,603,287 | 1.3 | ||||||||||||||||
1,000,000 | (2) | JPMorgan Chase Bank NA, 2.604%, 02/01/2021 | 991,480 | 0.3 | |||||||||||||||
1,125,000 | KeyBank NA/Cleveland OH, 1.600%–3.350%, 08/22/2019–06/15/2021 | 1,121,831 | 0.3 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||||||||||
Financial: (continued) | |||||||||||||||||||||
2,250,000 | Lloyds Bank PLC, 3.300%, 05/07/2021 | $ | 2,246,748 | 0.5 | |||||||||||||||||
1,135,000 | Manufacturers & Traders Trust Co., 2.625%, 01/25/2021 | 1,117,876 | 0.3 | ||||||||||||||||||
2,200,000 | National Australia Bank Ltd./New York, 2.125%–2.500%, 05/22/2020–01/12/2021 | 2,157,910 | 0.5 | ||||||||||||||||||
2,540,000 | (1) | New York Life Global Funding, 2.000%, 04/09/2020 | 2,494,477 | 0.6 | |||||||||||||||||
1,970,000 | (1) | Pricoa Global Funding I, 1.450%, 09/13/2019 | 1,937,317 | 0.5 | |||||||||||||||||
2,370,000 | Santander UK PLC, 2.125%, 11/03/2020 | 2,301,308 | 0.6 | ||||||||||||||||||
2,000,000 | Skandinaviska Enskilda Banken AB, 1.500%, 09/13/2019 | 1,965,150 | 0.5 | ||||||||||||||||||
2,000,000 | Sumitomo Mitsui Banking Corp., 2.450%, 01/16/2020 | 1,977,592 | 0.5 | ||||||||||||||||||
1,000,000 | Sumitomo Mitsui Financial Group, Inc., 2.934%, 03/09/2021 | 988,929 | 0.2 | ||||||||||||||||||
2,255,000 | Svenska Handelsbanken AB, 2.250%–3.350%, 06/17/2019–05/24/2021 | 2,245,572 | 0.5 | ||||||||||||||||||
295,000 | (1) | UBS AG/London, 2.200%, 06/08/2020 | 289,223 | 0.1 | |||||||||||||||||
3,200,000 | UBS AG/Stamford CT, 2.350%, 03/26/2020 | 3,164,670 | 0.7 | ||||||||||||||||||
4,700,000 | US Bank NA/Cincinnati OH, 2.000%, 01/24/2020 | 4,631,992 | 1.1 | ||||||||||||||||||
1,740,000 | Wells Fargo Bank NA, 2.600%, 01/15/2021 | 1,713,050 | 0.4 | ||||||||||||||||||
1,255,000 | Westpac Banking Corp., 1.600%, 08/19/2019 | 1,237,471 | 0.3 | ||||||||||||||||||
1,330,000 | Other Securities | 1,333,244 | 0.3 | ||||||||||||||||||
89,733,490 | 21.3 | ||||||||||||||||||||
Industrial: 0.4% | |||||||||||||||||||||
950,000 | General Dynamics Corp., 3.000%, 05/11/2021 | 947,263 | 0.2 | ||||||||||||||||||
795,000 | (1) | Siemens Financieringsmaatschappij NV, 2.200%, 03/16/2020 | 784,036 | 0.2 | |||||||||||||||||
1,731,299 | 0.4 | ||||||||||||||||||||
Technology: 0.3% | |||||||||||||||||||||
1,100,000 | Other Securities | 1,060,283 | 0.3 | ||||||||||||||||||
Utilities: 0.3% | |||||||||||||||||||||
1,280,000 | Duke Energy Progress LLC, 2.501%, (US0003M + 0.180%), 09/08/2020 | 1,282,758 | 0.3 | ||||||||||||||||||
Total Corporate Bonds/Notes (Cost $107,149,225) | 105,987,862 | 25.2 | |||||||||||||||||||
FOREIGN GOVERNMENT BONDS: 4.2% | |||||||||||||||||||||
2,120,000 | Israel Government AID Bond, 5.500%, 12/04/2023 | $ | 2,397,274 | 0.5 | |||||||||||||||||
2,500,000 | Israel Government AID Bond, 5.500%, 04/26/2024 | 2,841,641 | 0.7 | ||||||||||||||||||
EUR 2,677,264 | Italy Buoni Poliennali Del Tesoro, 1.250%–1.650%, 04/23/2020–10/27/2020 | 3,216,264 | 0.8 | ||||||||||||||||||
965,000 | Mexico Government International Bond, 3.600%, 01/30/2025 | 934,120 | 0.2 | ||||||||||||||||||
NZD 4,571,000 | New Zealand Government Inflation Linked Bond, 3.000%, 09/20/2030 | 3,781,257 | 0.9 | ||||||||||||||||||
NZD 3,035,000 | New Zealand Government Inflation Linked Bond, 2.500%, 09/20/2035– 09/20/2040 | 2,334,666 | 0.6 | ||||||||||||||||||
GBP 572,050 | United Kingdom Gilt Inflation Linked, 0.750%, 11/22/2047 | 1,403,830 | 0.3 | ||||||||||||||||||
1,525,900 | Other Securities | 893,378 | 0.2 | ||||||||||||||||||
Total Foreign Government Bonds (Cost $17,813,138) | 17,802,430 | 4.2 | |||||||||||||||||||
U.S. TREASURY OBLIGATIONS: 53.6% | |||||||||||||||||||||
Treasury Inflation Indexed Protected Securities: 53.6% | |||||||||||||||||||||
10,624,865 | 0.125%, 07/15/2026 | 10,181,608 | 2.4 | ||||||||||||||||||
22,176,987 | 0.250%, 01/15/2025 | 21,576,524 | 5.1 | ||||||||||||||||||
14,194,346 | 0.375%, 07/15/2025 | 13,948,623 | 3.3 | ||||||||||||||||||
8,022,742 | 0.375%, 01/15/2027 | 7,796,774 | 1.9 | ||||||||||||||||||
12,418,789 | 0.375%, 07/15/2027 | 12,084,828 | 2.9 | ||||||||||||||||||
24,098,194 | 0.500%, 01/15/2028 | 23,580,773 | 5.6 | ||||||||||||||||||
14,275,009 | 0.625%, 01/15/2026 | 14,201,217 | 3.4 | ||||||||||||||||||
997,121 | 0.625%, 02/15/2043 | 944,717 | 0.2 | ||||||||||||||||||
13,044,699 | (3) | 0.750%, 02/15/2042 | 12,749,325 | 3.0 | |||||||||||||||||
10,224,752 | 0.750%, 02/15/2045 | 9,930,124 | 2.4 | ||||||||||||||||||
2,662,265 | 0.875%, 02/15/2047 | 2,665,103 | 0.6 | ||||||||||||||||||
3,917,667 | 1.000%, 02/15/2046 | 4,039,049 | 1.0 | ||||||||||||||||||
9,357,544 | 1.000%, 02/15/2048 | 9,681,169 | 2.3 | ||||||||||||||||||
9,696,771 | 1.375%, 02/15/2044 | 10,835,597 | 2.6 | ||||||||||||||||||
8,741,125 | (3) | 1.750%, 01/15/2028 | 9,554,381 | 2.3 | |||||||||||||||||
6,633,597 | 2.000%, 01/15/2026 | 7,270,053 | 1.7 | ||||||||||||||||||
5,096,147 | 2.125%, 02/15/2040 | 6,412,632 | 1.5 | ||||||||||||||||||
2,968,914 | 2.125%, 02/15/2041 | 3,762,821 | 0.9 | ||||||||||||||||||
4,567,727 | 2.375%, 01/15/2025 | 5,066,236 | 1.2 | ||||||||||||||||||
7,115,168 | 2.375%, 01/15/2027 | 8,094,059 | 1.9 | ||||||||||||||||||
7,620,249 | 2.500%, 01/15/2029 | 8,960,844 | 2.1 | ||||||||||||||||||
2,780,714 | 3.375%, 04/15/2032 | 3,715,366 | 0.9 | ||||||||||||||||||
6,420,895 | 3.625%, 04/15/2028 | 8,158,151 | 1.9 | ||||||||||||||||||
7,891,583 | 3.875%, 04/15/2029 | 10,411,438 | 2.5 | ||||||||||||||||||
Total U.S. Treasury Obligations (Cost $225,809,766) | 225,621,412 | 53.6 | |||||||||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 14.2% | |||||||||||||||||||||
Federal Home Loan Bank: 5.2% | |||||||||||||||||||||
4,475,000 | 1.375%, 09/28/2020 | 4,352,242 | 1.0 | ||||||||||||||||||
12,810,000 | 1.375%, 02/18/2021 | 12,404,422 | 2.9 | ||||||||||||||||||
5,255,000 | 2.875%, 09/13/2024 | 5,251,159 | 1.3 | ||||||||||||||||||
22,007,823 | 5.2 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | |||||||||||||||||||
Federal Home Loan Mortgage Corporation: 2.4%(4) | |||||||||||||||||||
515,000 | 1.375%, 05/01/2020 | $ | 504,491 | 0.1 | |||||||||||||||
9,970,000 | 2.375%, 01/13/2022 | 9,842,144 | 2.3 | ||||||||||||||||
10,346,635 | 2.4 | ||||||||||||||||||
Federal National Mortgage Association: 6.6%(4) | |||||||||||||||||||
8,350,000 | 1.375%, 02/26/2021 | 8,082,416 | 1.9 | ||||||||||||||||
8,355,000 | 1.875%, 12/28/2020 | 8,202,338 | 1.9 | ||||||||||||||||
4,830,000 | 1.875%, 09/24/2026 | 4,418,986 | 1.1 | ||||||||||||||||
7,120,000 | 2.625%, 09/06/2024 | 7,005,019 | 1.7 | ||||||||||||||||
27,708,759 | 6.6 | ||||||||||||||||||
Total U.S. Government Agency Obligations (Cost $61,329,722) | 60,063,217 | 14.2 |
| | | Value | | Percentage of Net Assets | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
PURCHASED OPTIONS(5): 0.3% | |||||||||||||||||||
Total Purchased Options (Cost $1,143,659) | 1,052,476 | 0.3 | |||||||||||||||||
Total Long-Term Investments (Cost $413,245,510) | 410,527,397 | 97.5 |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: 2.9% | |||||||||||||||||||
Mutual Funds: 2.9% | |||||||||||||||||||
12,187,302 | (6) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.800% (Cost $12,187,302) | 12,187,302 | 2.9 | |||||||||||||||
Total Short-Term Investments (Cost $12,187,302) | 12,187,302 | 2.9 | |||||||||||||||||
Total Investments in Securities (Cost $425,432,812) | $ | 422,714,699 | 100.4 | ||||||||||||||||
Liabilities in Excess of Other Assets | (1,601,547 | ) | (0.4 | ) | |||||||||||||||
Net Assets | $ | 421,113,152 | 100.0 |
“Other Securities” represents issues not identified as the top 50 holdings in terms of market value and issues or issuers not exceeding 1% of net assets individually or in aggregate respectively as of June 30, 2018.
The following footnotes apply to either the individual securities noted or one or more of the securities aggregated and listed as a single line item.
† | 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) | Variable rate security. Rate shown is the rate in effect as of June 30, 2018. |
(3) | All or a portion of this security has been pledged as collateral in connection with open futures contracts. Please refer to Note 2 for additional details. |
(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. |
(5) | The tables below the Portfolio of Investments detail open purchased options which are non-income producing securities. |
(6) | Rate shown is the 7-day yield as of June 30, 2018. |
EUR | EU Euro | |
GBP | British Pound | |
NZD | New Zealand Dollar |
US0003M 3-month LIBOR
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2018 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||||
Investments, at fair value | ||||||||||||||||||||
Purchased Options | $ | 9,000 | $ | 1,043,476 | $ | — | $ | 1,052,476 | ||||||||||||
Corporate Bonds/Notes | — | 105,987,862 | — | 105,987,862 | ||||||||||||||||
U.S. Treasury Obligations | — | 225,621,412 | — | 225,621,412 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED) |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2018 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table (continued) | ||||||||||||||||||||
Investments, at fair value (continued) | ||||||||||||||||||||
Foreign Government Bonds | $ | — | $ | 17,802,430 | $ | — | $ | 17,802,430 | ||||||||||||
U.S. Government Agency Obligations | — | 60,063,217 | — | 60,063,217 | ||||||||||||||||
Short-Term Investments | 12,187,302 | — | — | 12,187,302 | ||||||||||||||||
Total Investments, at fair value | 12,196,302 | 410,518,397 | — | 422,714,699 | ||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||||||
Centrally Cleared Swaps | — | 1,240,209 | — | 1,240,209 | ||||||||||||||||
Forward Foreign Currency Contracts | — | 377,903 | — | 377,903 | ||||||||||||||||
Futures | 116,261 | — | — | 116,261 | ||||||||||||||||
OTC Swaps | — | 6,207,474 | — | 6,207,474 | ||||||||||||||||
Total Assets | $ | 12,312,563 | $ | 418,343,983 | $ | — | $ | 430,656,546 | ||||||||||||
Liabilities Table | ||||||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||||||
Centrally Cleared Swaps | $ | — | $ | (1,271,894 | ) | $ | — | $ | (1,271,894 | ) | ||||||||||
Forward Foreign Currency Contracts | — | (123,360 | ) | — | (123,360 | ) | ||||||||||||||
Futures | (663,318 | ) | — | — | (663,318 | ) | ||||||||||||||
Written Options | (11,138 | ) | (1,087,028 | ) | — | (1,098,166 | ) | |||||||||||||
Total Liabilities | $ | (674,456 | ) | $ | (2,482,282 | ) | $ | — | $ | (3,156,738 | ) |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
+ | Other Financial Instruments may include open forward foreign currency contracts, futures, centrally cleared swaps, OTC swaps and written options. Forward foreign currency contracts, futures and centrally cleared swaps are valued at the unrealized gain (loss) on the instrument. OTC swaps and written options are valued at the fair value of the instrument. |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
USD 6,150,735 | NZD 8,768,000 | ANZ Bank | 07/05/18 | $ | 212,155 | |||||||||
MXN 21,005,528 | USD 1,065,000 | Bank of America N.A. | 08/09/18 | (13,662 | ) | |||||||||
USD 97,849 | JPY 10,625,000 | Barclays Bank PLC | 07/05/18 | 1,869 | ||||||||||
USD 425,000 | MXN 8,802,069 | Barclays Bank PLC | 08/09/18 | (15,548 | ) | |||||||||
GBP 780,000 | USD 1,043,791 | Barclays Bank PLC | 08/14/18 | (12,369 | ) | |||||||||
NZD 8,737,000 | USD 5,904,461 | BNP Paribas | 07/05/18 | 13,122 | ||||||||||
GBP 708,000 | USD 930,507 | BNP Paribas | 07/05/18 | 3,963 | ||||||||||
USD 1,031,289 | GBP 774,000 | BNP Paribas | 07/05/18 | 9,707 | ||||||||||
USD 5,904,683 | NZD 8,737,000 | BNP Paribas | 08/06/18 | (13,061 | ) | |||||||||
USD 931,844 | GBP 708,000 | BNP Paribas | 08/06/18 | (4,029 | ) | |||||||||
USD 1,098,445 | CAD 1,421,000 | Citibank N.A. | 07/05/18 | 17,511 | ||||||||||
USD 97,942 | JPY 10,625,000 | Deutsche Bank AG | 07/05/18 | 1,962 | ||||||||||
USD 1,035,000 | MXN 20,525,603 | Deutsche Bank AG | 08/09/18 | 7,683 | ||||||||||
USD 122,778 | EUR 105,000 | Goldman Sachs International | 07/05/18 | 140 | ||||||||||
JPY 10,625,000 | USD 96,410 | Goldman Sachs International | 07/05/18 | (430 | ) | |||||||||
USD 96,617 | JPY 10,625,000 | Goldman Sachs International | 08/06/18 | 424 | ||||||||||
MXN 16,747,208 | USD 844,890 | Goldman Sachs International | 08/09/18 | (6,684 | ) | |||||||||
MXN 4,359,446 | USD 220,110 | Goldman Sachs International | 08/09/18 | (1,917 | ) | |||||||||
USD 1,060,000 | MXN 21,568,032 | Goldman Sachs International | 08/09/18 | (19,491 | ) | |||||||||
USD 1,050,000 | MXN 20,679,172 | Goldman Sachs International | 08/09/18 | 14,996 | ||||||||||
MXN 21,324,715 | USD 1,055,000 | Goldman Sachs International | 08/09/18 | 12,313 | ||||||||||
MXN 21,340,012 | USD 1,055,000 | Goldman Sachs International | 08/09/18 | 13,079 | ||||||||||
GBP 780,000 | USD 1,055,152 | Goldman Sachs International | 08/14/18 | (23,730 | ) | |||||||||
JPY 10,625,000 | USD 95,958 | HSBC Bank PLC | 07/05/18 | 23 | ||||||||||
EUR 2,612,000 | USD 3,040,263 | HSBC Bank PLC | 07/05/18 | 10,491 | ||||||||||
USD 96,163 | JPY 10,625,000 | HSBC Bank PLC | 08/06/18 | (30 | ) | |||||||||
USD 3,047,355 | EUR 2,612,000 | HSBC Bank PLC | 08/06/18 | (10,768 | ) | |||||||||
MXN 11,251,906 | USD 535,000 | JPMorgan Chase Bank N.A. | 08/09/18 | 28,164 | ||||||||||
USD 2,964,421 | EUR 2,533,000 | Morgan Stanley & Co. International PLC | 07/05/18 | 5,937 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED) |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXN 33,186,000 | USD 1,662,617 | The Bank of New York Mellon | 08/09/18 | $ | (1,641 | ) | ||||||||
USD 1,060,000 | MXN 20,691,815 | The Northern Trust Company | 08/09/18 | 24,364 | ||||||||||
$ | 254,543 |
Description | Number of Contracts | Expiration Date | Notional Value | Unrealized Appreciation/ (Depreciation) | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Long Contracts: | |||||||||||||||||||
90-Day Eurodollar | 87 | 12/17/18 | $ | 21,175,800 | $ | (8,288 | ) | ||||||||||||
U.S. Treasury 10-Year Note | 171 | 09/19/18 | 20,552,063 | 89,468 | |||||||||||||||
U.S. Treasury 5-Year Note | 890 | 09/28/18 | 101,119,297 | (454,660 | ) | ||||||||||||||
$ | 142,847,160 | $ | (373,480 | ) | |||||||||||||||
Short Contracts: | |||||||||||||||||||
90-Day Eurodollar | (87 | ) | 12/16/19 | (21,105,112 | ) | 12,416 | |||||||||||||
Euro-Bund | (12 | ) | 09/06/18 | (2,277,913 | ) | (26,170 | ) | ||||||||||||
Euro-OAT | (28 | ) | 09/06/18 | (5,053,217 | ) | (21,959 | ) | ||||||||||||
Long Gilt | (32 | ) | 09/26/18 | (5,197,065 | ) | (17,341 | ) | ||||||||||||
Short-Term Euro-BTP | (27 | ) | 09/06/18 | (3,489,496 | ) | (30,043 | ) | ||||||||||||
U.S. Treasury 2-Year Note | (284 | ) | 09/28/18 | (60,159,188 | ) | (39,997 | ) | ||||||||||||
U.S. Treasury Ultra 10-Year Note | (116 | ) | 09/19/18 | (14,875,187 | ) | 14,377 | |||||||||||||
U.S. Treasury Ultra Long Bond | (16 | ) | 09/19/18 | (2,553,000 | ) | (64,860 | ) | ||||||||||||
$ | (114,710,178 | ) | $ | (173,577 | ) |
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 | 6-month EUR-EURIBOR | Semi-Annual | 0.868% | Annual | 05/31/28 | EUR | 220,000 | $ | 11 | $ | (27 | ) | |||||||||||||||
Pay | 1-day Sterling Overnight Index Average (SONIA) | At Termination Date | 0.678 | At Termination Date | 12/20/18 | GBP | 238,985,000 | (1,893 | ) | (6,913 | ) | ||||||||||||||||
Pay | 6-month JPY-LIBOR | Semi-Annual | 0.129 | Semi-Annual | 04/26/23 | JPY | 2,150,000,000 | 21,398 | 21,293 | ||||||||||||||||||
Pay | 3-month NZD-BBR-FRA | Quarterly | 3.055 | Semi-Annual | 09/08/27 | NZD | 3,766,237 | (19,778 | ) | (17,361 | ) | ||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.882 | Semi-Annual | 11/15/19 | USD | 12,165,000 | (134,888 | ) | (135,091 | ) | ||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.938 | Semi-Annual | 11/24/19 | USD | 12,165,000 | (128,659 | ) | (128,863 | ) | ||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.975 | Semi-Annual | 05/29/21 | USD | 1,400,000 | (434 | ) | (457 | ) | ||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.953 | Semi-Annual | 05/30/21 | USD | 1,790,000 | (1,324 | ) | (1,354 | ) | ||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.759 | Semi-Annual | 05/31/21 | USD | 2,530,000 | (10,944 | ) | (10,986 | ) | ||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.797 | Semi-Annual | 05/31/21 | USD | 1,400,000 | (5,049 | ) | (5,073 | ) | ||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.805 | Semi-Annual | 05/31/21 | USD | 4,720,000 | (16,309 | ) | (16,387 | ) | ||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.820 | Semi-Annual | 05/31/21 | USD | 2,810,000 | (8,912 | ) | (8,958 | ) | ||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.879 | Semi-Annual | 05/31/21 | USD | 1,400,000 | (2,877 | ) | (2,900 | ) | ||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.887 | Semi-Annual | 05/31/21 | USD | 1,400,000 | (2,665 | ) | (2,688 | ) | ||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 3.013 | Semi-Annual | 06/11/21 | USD | 980,000 | 342 | 325 | ||||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 3.059 | Semi-Annual | 06/18/21 | USD | 700,000 | 842 | 830 | ||||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 3.012 | Semi-Annual | 06/21/21 | USD | 700,000 | 210 | 199 | ||||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 3.016 | Semi-Annual | 06/21/21 | USD | 1,400,000 | 514 | 490 | ||||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 3.005 | Semi-Annual | 06/27/21 | USD | 1,395,000 | 207 | 184 | ||||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 3.013 | Semi-Annual | 06/27/21 | USD | 800,000 | 240 | 227 | ||||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.952 | Semi-Annual | 07/01/21 | USD | 700,000 | (617 | ) | (629 | ) | ||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.964 | Semi-Annual | 07/01/21 | USD | 700,000 | (452 | ) | (463 | ) | ||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.979 | Semi-Annual | 07/01/21 | USD | 470,000 | (174 | ) | (182 | ) | ||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.945 | Semi-Annual | 05/16/23 | USD | 3,240,000 | 6,857 | 6,799 | ||||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.917 | Semi-Annual | 03/27/28 | USD | 820,000 | (2,797 | ) | (2,814 | ) | ||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.795 | Semi-Annual | 04/04/28 | USD | 460,000 | (6,435 | ) | (6,444 | ) | ||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.866 | Semi-Annual | 04/10/28 | USD | 150,000 | (1,199 | ) | (1,202 | ) | ||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.876 | Semi-Annual | 04/10/28 | USD | 150,000 | (1,070 | ) | (1,073 | ) | ||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.913 | Semi-Annual | 04/18/28 | USD | 4,000,000 | (15,967 | ) | (16,047 | ) | ||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 3.049 | Semi-Annual | 05/10/28 | USD | 485,000 | 3,709 | 3,699 | ||||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 3.049 | Semi-Annual | 05/10/28 | USD | 2,695,000 | 29,171 | 29,118 | ||||||||||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | 0.954 | Annual | 01/15/28 | EUR | 1,977,500 | (26,723 | ) | (25,802 | ) | ||||||||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | 0.955 | Annual | 01/15/28 | EUR | 1,977,500 | (26,940 | ) | (26,028 | ) |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (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) | |||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Receive | 6-month EUR-EURIBOR | Semi-Annual | 1.040% | Annual | 03/23/28 | EUR | 1,455,000 | $ | (31,179 | ) | $ | (31,182 | ) | ||||||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | 1.519 | Annual | 01/05/48 | EUR | 750,000 | (14,000 | ) | (13,599 | ) | ||||||||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | 1.491 | Annual | 01/08/48 | EUR | 750,000 | (7,977 | ) | (7,378 | ) | ||||||||||||||||
Receive | 6-month GBP-LIBOR | Annual | 3.270 | Annual | 09/15/18 | GBP | 5,535,000 | (3,069 | ) | (3,269 | ) | ||||||||||||||||
Receive | 6-month GBP-LIBOR | Semi-Annual | 1.450 | Semi-Annual | 01/24/28 | GBP | 3,350,000 | 24,507 | 31,125 | ||||||||||||||||||
Receive | 6-month GBP-LIBOR | Semi-Annual | 1.520 | Semi-Annual | 01/10/48 | GBP | 1,310,000 | 44,286 | 50,367 | ||||||||||||||||||
Receive | 6-month GBP-LIBOR | Semi-Annual | 1.570 | Semi-Annual | 01/23/48 | GBP | 2,480,000 | 42,949 | 49,998 | ||||||||||||||||||
Receive | 6-month JPY-LIBOR | Semi-Annual | 0.273 | Semi-Annual | 11/08/27 | JPY | 270,135,000 | (2,296 | ) | (3,187 | ) | ||||||||||||||||
Receive | 6-month JPY-LIBOR | Semi-Annual | 0.351 | Semi-Annual | 01/11/28 | JPY | 259,320,000 | (18,290 | ) | (18,855 | ) | ||||||||||||||||
Receive | 6-month JPY-LIBOR | Semi-Annual | 0.320 | Semi-Annual | 04/27/28 | JPY | 504,825,000 | (17,054 | ) | (17,379 | ) | ||||||||||||||||
Receive | 3-month NZD-BBR-FRA | Quarterly | 3.067 | Semi-Annual | 09/08/27 | NZD | 1,855,013 | (10,963 | ) | (9,880 | ) | ||||||||||||||||
Receive | 3-month NZD-BBR-FRA | Quarterly | 3.070 | Semi-Annual | 09/08/27 | NZD | 1,873,750 | (11,382 | ) | (10,309 | ) | ||||||||||||||||
Receive | 3-month NZD-BBR-FRA | Quarterly | 3.215 | Semi-Annual | 05/18/28 | NZD | 1,710,000 | (20,284 | ) | (20,516 | ) | ||||||||||||||||
Receive | 3-month NZD-BBR-FRA | Quarterly | 3.219 | Semi-Annual | 05/24/28 | NZD | 1,995,000 | (24,073 | ) | (24,302 | ) | ||||||||||||||||
Receive | 3-month NZD-BBR-FRA | Quarterly | 3.220 | Semi-Annual | 05/24/28 | NZD | 1,995,000 | (24,190 | ) | (24,421 | ) | ||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.851 | Semi-Annual | 03/27/21 | USD | 1,880,000 | 4,407 | 4,375 | ||||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 3.041 | Semi-Annual | 04/29/21 | USD | 1,050,000 | (1,138 | ) | (1,155 | ) | ||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 3.012 | Semi-Annual | 05/09/21 | USD | 4,080,000 | (1,983 | ) | (2,050 | ) | ||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 3.106 | Semi-Annual | 05/17/21 | USD | 1,400,000 | (3,124 | ) | (3,147 | ) | ||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.821 | Semi-Annual | 06/03/21 | USD | 1,405,000 | 4,567 | 4,544 | ||||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.894 | Semi-Annual | 06/04/21 | USD | 2,950,000 | 5,545 | 5,496 | ||||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.971 | Semi-Annual | 06/04/21 | USD | 1,405,000 | 576 | 552 | ||||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.987 | Semi-Annual | 06/06/21 | USD | 1,400,000 | 174 | 150 | ||||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.993 | Semi-Annual | 06/06/21 | USD | 1,400,000 | 1 | (22 | ) | |||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 3.013 | Semi-Annual | 06/06/21 | USD | 1,400,000 | (518 | ) | (541 | ) | ||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.981 | Semi-Annual | 06/07/21 | USD | 3,250,000 | 758 | 704 | ||||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 3.027 | Semi-Annual | 06/10/21 | USD | 1,010,000 | (634 | ) | (651 | ) | ||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 3.036 | Semi-Annual | 06/10/21 | USD | 1,400,000 | (1,117 | ) | (1,141 | ) | ||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 3.058 | Semi-Annual | 06/11/21 | USD | 1,400,000 | (1,696 | ) | (1,719 | ) | ||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 3.056 | Semi-Annual | 06/13/21 | USD | 1,390,000 | (1,622 | ) | (1,645 | ) | ||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 3.110 | Semi-Annual | 06/17/21 | USD | 1,395,000 | (3,018 | ) | (3,041 | ) | ||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 3.124 | Semi-Annual | 06/17/21 | USD | 1,395,000 | (3,401 | ) | (3,424 | ) | ||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.913 | Semi-Annual | 04/07/22 | USD | 350,000 | 539 | 533 | ||||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 3.047 | Semi-Annual | 05/11/22 | USD | 140,000 | (140 | ) | (143 | ) | ||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 3.082 | Semi-Annual | 05/12/22 | USD | 1,440,000 | (2,364 | ) | (2,387 | ) | ||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 3.204 | Semi-Annual | 05/19/22 | USD | 1,440,000 | (5,630 | ) | (5,653 | ) | ||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.870 | Semi-Annual | 06/02/22 | USD | 1,500,000 | 3,341 | 3,317 | ||||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 3.081 | Semi-Annual | 06/16/22 | USD | 720,000 | (1,220 | ) | (1,232 | ) | ||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 3.082 | Semi-Annual | 06/16/22 | USD | 720,000 | (1,234 | ) | (1,246 | ) | ||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 3.042 | Semi-Annual | 06/23/22 | USD | 720,000 | (705 | ) | (717 | ) | ||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 3.049 | Semi-Annual | 06/23/22 | USD | 720,000 | (804 | ) | (816 | ) | ||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.768 | Semi-Annual | 04/11/23 | USD | 290,000 | 1,680 | 1,675 | ||||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 3.165 | Semi-Annual | 02/15/28 | USD | 3,530,000 | (56,484 | ) | (56,554 | ) | ||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.978 | Semi-Annual | 03/23/28 | USD | 6,070,000 | (11,058 | ) | (11,183 | ) | ||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.887 | Semi-Annual | 04/09/28 | USD | 75,000 | 463 | 462 | ||||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.894 | Semi-Annual | 04/09/28 | USD | 150,000 | 836 | 833 | ||||||||||||||||||
Receive | 3-month USD-LIBOR | Semi-Annual | 2.895 | Quarterly | 04/09/28 | USD | 150,000 | 817 | 814 | ||||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.900 | Semi-Annual | 04/16/28 | USD | 150,000 | 771 | 768 | ||||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.904 | Semi-Annual | 04/16/28 | USD | 150,000 | 719 | 716 | ||||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.986 | Semi-Annual | 04/23/28 | USD | 300,000 | (679 | ) | (685 | ) | ||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.976 | Semi-Annual | 04/24/28 | USD | 300,000 | (419 | ) | (425 | ) | ||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.998 | Semi-Annual | 04/24/28 | USD | 300,000 | (976 | ) | (982 | ) | ||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 3.017 | Semi-Annual | 04/24/28 | USD | 300,000 | (1,482 | ) | (1,488 | ) | ||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 3.126 | Semi-Annual | 11/15/43 | USD | 720,000 | (16,712 | ) | (16,729 | ) | ||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 3.200 | Semi-Annual | 11/15/43 | USD | 1,590,000 | (58,301 | ) | (58,339 | ) | ||||||||||||||||
$ | (576,885 | ) | $ | (559,541 | ) |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (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 | Eurostat Eurozone HICP ex Tobacco NSA (CPTFEMU) | At Termination Date | 1.588% | At Termination Date | 01/15/28 | EUR | 3,360,000 | $ | (6,137 | ) | $ | (6,280 | ) | ||||||||||||||
Pay | Eurostat Eurozone HICP ex Tobacco NSA (CPTFEMU) | At Termination Date | 1.832 | At Termination Date | 05/15/47 | EUR | 690,000 | (31,709 | ) | (31,756 | ) | ||||||||||||||||
Pay | Eurostat Eurozone HICP ex Tobacco NSA (CPTFEMU) | At Termination Date | 1.974 | At Termination Date | 01/15/48 | EUR | 530,000 | (598 | ) | (286 | ) | ||||||||||||||||
Pay | Eurostat Eurozone HICP ex Tobacco NSA (CPTFEMU) | At Termination Date | 1.991 | At Termination Date | 01/15/48 | EUR | 530,000 | 3,174 | 3,606 | ||||||||||||||||||
Pay | Eurostat Eurozone HICP ex Tobacco NSA (CPTFEMU) | At Termination Date | 2.000 | At Termination Date | 02/15/48 | EUR | 750,000 | 7,657 | 8,358 | ||||||||||||||||||
Pay | Eurostat Eurozone HICP ex Tobacco NSA (CPTFEMU) | At Termination Date | 1.983 | At Termination Date | 06/15/48 | EUR | 1,050,000 | (3,549 | ) | (3,656 | ) | ||||||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.185 | At Termination Date | 04/15/23 | GBP | 11,470,000 | (25,355 | ) | (34,887 | ) | ||||||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.523 | At Termination Date | 02/15/27 | GBP | 2,845,000 | 80,604 | 82,014 | ||||||||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.405 | At Termination Date | 01/15/28 | GBP | 4,545,000 | 57,344 | 60,279 | ||||||||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.410 | At Termination Date | 02/15/28 | GBP | 2,430,000 | 50,093 | 28,180 | ||||||||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.338 | At Termination Date | 06/15/28 | GBP | 775,000 | (2,938 | ) | (2,979 | ) | ||||||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.547 | At Termination Date | 11/15/32 | GBP | 4,200,000 | 178,805 | 185,644 | ||||||||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.600 | At Termination Date | 11/15/42 | GBP | 2,530,000 | 230,726 | 237,711 | ||||||||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.514 | At Termination Date | 01/15/48 | GBP | 560,000 | 46,784 | 48,490 | ||||||||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.510 | At Termination Date | 02/15/48 | GBP | 10,000 | 918 | (20,625 | ) | |||||||||||||||||
Pay | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 3.029 | At Termination Date | 10/01/18 | USD | 7,360,000 | 1,112 | 882 | ||||||||||||||||||
Receive | Eurostat Eurozone HICP ex Tobacco NSA (CPTFEMU) | At Termination Date | 1.380 | At Termination Date | 04/15/23 | EUR | 4,500,000 | 20,903 | 21,249 | ||||||||||||||||||
Receive | U.K. RPI All Items Monthly | At Termination Date | 3.220 | At Termination Date | 03/15/23 | GBP | 5,265,000 | (4,239 | ) | (4,314 | ) | ||||||||||||||||
Receive | U.K. RPI All Items Monthly | At Termination Date | 3.256 | At Termination Date | 05/15/23 | GBP | 5,815,000 | 9,792 | 9,676 | ||||||||||||||||||
Receive | U.K. RPI All Items Monthly | At Termination Date | 3.455 | At Termination Date | 11/15/27 | GBP | 4,200,000 | (90,521 | ) | (94,610 | ) | ||||||||||||||||
Receive | U.K. RPI All Items Monthly | At Termination Date | 3.550 | At Termination Date | 11/15/47 | GBP | 2,530,000 | (280,246 | ) | (288,348 | ) | ||||||||||||||||
Receive | U.K. RPI All Items Monthly | At Termination Date | 3.410 | At Termination Date | 03/15/48 | GBP | 510,000 | (5,299 | ) | (5,019 | ) | ||||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.113 | At Termination Date | 11/09/19 | USD | 22,115,000 | 133,052 | 132,314 | ||||||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.205 | At Termination Date | 03/21/22 | USD | 5,100,000 | 18,689 | 18,505 | ||||||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.890 | At Termination Date | 06/29/22 | USD | 6,700,000 | 147,329 | 147,087 | ||||||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.260 | At Termination Date | 05/03/23 | USD | 9,000,000 | 13,037 | 12,712 | ||||||||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.248 | At Termination Date | 03/21/24 | USD | 4,900,000 | 24,096 | 23,909 | ||||||||||||||||||
$ | 573,524 | $ | 527,856 |
Counterparty | Pay/Receive Floating Rate | Floating Rate Index | Floating Rate Index Payment Frequency | Fixed Rate | Fixed Rate Payment Frequency | Maturity Date | Notional Amount | Fair Value | Upfront Payments Paid/ (Received) | Unrealized Appreciation/ (Depreciation) | ||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Barclays Bank PLC | Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.585% | At Termination Date | 09/13/18 | USD | 11,210,000 | $ | 166,009 | $ | — | $ | 166,009 | ||||||||||||||||||||
Barclays Bank PLC | Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.518 | At Termination Date | 12/11/19 | USD | 15,000,000 | 335,095 | — | 335,095 | |||||||||||||||||||||||
Barclays Bank PLC | Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.375 | At Termination Date | 01/15/20 | USD | 16,000,000 | 464,391 | — | 464,391 | |||||||||||||||||||||||
Barclays Bank PLC | Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.174 | At Termination Date | 02/16/20 | USD | 10,000,000 | 16,535 | — | 16,535 | |||||||||||||||||||||||
Barclays Bank PLC | Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.437 | At Termination Date | 01/15/21 | USD | 22,000,000 | 774,750 | — | 774,750 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED) |
Counterparty | Pay/Receive Floating Rate | Floating Rate Index | Floating Rate Index Payment Frequency | Fixed Rate | Fixed Rate Payment Frequency | Maturity Date | Notional Amount | Fair Value | Upfront Payments Paid/ (Received) | Unrealized Appreciation/ (Depreciation) | ||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Citibank N.A. | Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.649% | At Termination Date | 12/11/21 | USD | 6,500,000 | $ | 198,500 | $ | — | $ | 198,500 | ||||||||||||||||||||
Citibank N.A. | Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.515 | At Termination Date | 01/15/22 | USD | 34,000,000 | 1,344,299 | — | 1,344,299 | |||||||||||||||||||||||
Citibank N.A. | Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.560 | At Termination Date | 01/15/23 | USD | 37,000,000 | 1,672,085 | — | 1,672,085 | |||||||||||||||||||||||
Citibank N.A. | Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.660 | At Termination Date | 09/22/23 | USD | 5,500,000 | 247,639 | — | 247,639 | |||||||||||||||||||||||
Citibank N.A. | Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.689 | At Termination Date | 09/22/24 | USD | 19,500,000 | 966,161 | — | 966,161 | |||||||||||||||||||||||
Deutsche Bank AG | Pay | Eurostat Eurozone HICP ex Tobacco NSA (CPTFEMU) | At Termination Date | 1.970 | At Termination Date | 03/15/47 | EUR | 1,110,000 | 12,100 | — | 12,100 | |||||||||||||||||||||||
Deutsche Bank AG | Receive | Eurostat Eurozone HICP ex Tobacco NSA (CPTFEMU) | At Termination Date | 1.470 | At Termination Date | 03/15/27 | EUR | 1,110,000 | 9,910 | — | 9,910 | |||||||||||||||||||||||
$ | 6,207,474 | $ | — | $6,207,474 |
Description | Put/Call | Expiration Date | Exercise Price | Number of Contracts | Notional Amount | Cost | Fair Value | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
90-Day Eurodollar | Call | 03/18/19 | 97.38 | USD | 40 | 9,724,000 | $ | 10,728 | $ | 9,000 | |||||||||||||||
$ | 10,728 | $ | 9,000 |
Description | Put/Call | Expiration Date | Exercise Price | Number of Contracts | Notional Amount | Premiums Received | Fair Value | |||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
90-Day Eurodollar | Call | 03/15/19 | 97.25 | USD | 27 | 6,563,700 | $ | 10,459 | $ | (11,138 | ) | |||||||||||||||
$ | 10,459 | $ | (11,138 | ) |
Description | Counterparty | Expiration Date | Exercise Price | Notional Amount | Cost | Fair Value | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Put GBP vs. Call USD | Barclays Bank PLC | 07/23/18 | 1.345 | GBP | 2,975,000 | $ | 28,524 | $ | 77,929 | ||||||||||||||
$ | 28,524 | $ | 77,929 |
Description | Counterparty | Expiration Date | Exercise Price | Notional Amount | Premiums Received | Fair Value | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Call GBP vs. Put USD | Barclays Bank PLC | 07/23/18 | 1.470 | GBP | 2,975,000 | $ | 31,814 | $ | (3 | ) | |||||||||||||
$ | 31,814 | $ | (3 | ) |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED) |
Description | Counterparty | Exercise Rate | Pay/ Receive Exercise Rate | Floating Rate Index | Expiration Date | Notional Amount | Cost | Fair Value | |||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Call on 10-year Interest Rate Swap | Citibank N.A. | 2.985% | Receive | 3-month USD-LIBOR | 04/27/38 | USD | 10,000 | $ | 493 | $ | 551 | ||||||||||||||||
Call on 10-year Interest Rate Swap | Deutsche Bank AG | 3.106% | Receive | 3-month USD-LIBOR | 03/07/19 | USD | 2,230,000 | 43,819 | 56,249 | ||||||||||||||||||
Call on 10-year Interest Rate Swap | JP Morgan Chase Bank | 2.985% | Receive | 3-month USD-LIBOR | 04/27/38 | USD | 340,000 | 15,980 | 18,717 | ||||||||||||||||||
Call on 20-year Interest Rate Swap | Goldman Sachs International | 0.780% | Receive | 6-month JPY-LIBOR | 04/16/21 | JPY | 1,670,000 | 500 | 507 | ||||||||||||||||||
Call on 20-Year interest Rate Swap | JP Morgan Chase Bank | 0.780% | Receive | 6-month JPY-LIBOR | 04/16/21 | JPY | 39,400,000 | 12,334 | 11,569 | ||||||||||||||||||
Call on 30-year Interest Rate Swap | Citibank N.A. | 3.113% | Receive | 3-month USD-LIBOR | 04/26/23 | USD | 10,000 | 1,110 | 1,249 | ||||||||||||||||||
Call on 30-year Interest Rate Swap | Goldman Sachs International | 3.113% | Receive | 3-month USD-LIBOR | 04/26/23 | USD | 195,000 | 19,861 | 24,361 | ||||||||||||||||||
Put on 10-year Interest Rate Swap | Barclays Bank PLC | 1.100% | Pay | 6-month JPY-LIBOR | 06/29/22 | JPY | 1,385,780,000 | 188,508 | 91,985 | ||||||||||||||||||
Put on 10-year Interest Rate Swap | Citibank N.A. | 2.950% | Pay | 3-month USD-LIBOR | 08/22/22 | USD | 470,000 | 23,840 | 22,372 | ||||||||||||||||||
Put on 10-year Interest Rate Swap | Citibank N.A. | 2.985% | Pay | 3-month USD-LIBOR | 04/27/38 | USD | 10,000 | 461 | 470 | ||||||||||||||||||
Put on 10-year Interest Rate Swap | Deutsche Bank AG | 2.950% | Pay | 3-month USD-LIBOR | 08/22/22 | USD | 11,185,000 | 511,009 | 521,780 | ||||||||||||||||||
Put on 10-year Interest Rate Swap | Deutsche Bank AG | 3.106% | Pay | 3-month USD-LIBOR | 03/07/19 | USD | 2,230,000 | 43,820 | 29,779 | ||||||||||||||||||
Put on 10-year Interest Rate Swap | JP Morgan Chase Bank | 2.985% | Pay | 3-month USD-LIBOR | 04/27/38 | USD | 340,000 | 15,980 | 15,986 | ||||||||||||||||||
Put on 20-year Interest Rate Swap | Goldman Sachs International | 0.780% | Pay | 6-month JPY-LIBOR | 04/16/21 | JPY | 1,670,000 | 500 | 434 | ||||||||||||||||||
Put on 20-Year interest Rate Swap | JP Morgan Chase Bank | 0.780% | Pay | 6-month JPY-LIBOR | 04/16/21 | JPY | 39,400,000 | 12,334 | 9,909 | ||||||||||||||||||
Put on 30-year Interest Rate Swap | Barclays Bank PLC | 3.800% | Pay | 3-month USD-LIBOR | 06/07/21 | USD | 1,390,000 | 54,226 | 41,944 | ||||||||||||||||||
Put on 30-year Interest Rate Swap | Citibank N.A. | 3.113% | Pay | 3-month USD-LIBOR | 04/26/23 | USD | 10,000 | 929 | 876 | ||||||||||||||||||
Put on 30-year Interest Rate Swap | Citibank N.A. | 3.540% | Pay | 3-month USD-LIBOR | 06/17/19 | USD | 130,000 | 2,373 | 1,615 | ||||||||||||||||||
Put on 30-year Interest Rate Swap | Deutsche Bank AG | 3.540% | Pay | 3-month USD-LIBOR | 06/17/19 | USD | 2,995,000 | 57,280 | 37,211 | ||||||||||||||||||
Put on 30-year Interest Rate Swap | Goldman Sachs International | 3.113% | Pay | 3-month USD-LIBOR | 04/26/23 | USD | 195,000 | 19,861 | 17,082 | ||||||||||||||||||
Put on 5-Year interest Rate Swap | Barclays Bank PLC | 3.150% | Pay | 3-month USD-LIBOR | 05/14/19 | USD | 8,350,000 | 79,189 | 60,901 | ||||||||||||||||||
$ | 1,104,407 | $ | 965,547 |
Description | Counterparty | Exercise Rate | Pay/ Receive Exercise Rate | Floating Rate Index | Expiration Date | Notional Amount | Premiums Received | Fair Value | |||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Call on 2-Year interest Rate Swap | Deutsche Bank AG | 2.400% | Pay | 3-month USD-LIBOR | 02/24/20 | USD | 2,590,000 | $ | 6,128 | $ | (7,025 | ) | |||||||||||||||
Call on 2-Year interest Rate Swap | Deutsche Bank AG | 2.400% | Pay | 3-month USD-LIBOR | 02/24/20 | USD | 61,300,000 | 186,965 | (166,272 | ) | |||||||||||||||||
Call on 2-Year interest Rate Swap | Deutsche Bank AG | 2.878% | Pay | 3-month USD-LIBOR | 04/14/20 | USD | 6,260,000 | 45,307 | (38,565 | ) | |||||||||||||||||
Call on 2-Year interest Rate Swap | Deutsche Bank AG | 2.878% | Pay | 3-month USD-LIBOR | 04/14/20 | USD | 260,000 | 1,420 | (1,602 | ) | |||||||||||||||||
Call on 2-Year interest Rate Swap | Deutsche Bank AG | 2.888% | Pay | 3-month USD-LIBOR | 04/14/20 | USD | 270,000 | 1,496 | (1,686 | ) | |||||||||||||||||
Call on 2-Year interest Rate Swap | Deutsche Bank AG | 2.900% | Pay | 3-month USD-LIBOR | 05/29/20 | USD | 3,410,000 | 25,063 | (22,865 | ) | |||||||||||||||||
Call on 2-Year interest Rate Swap | Deutsche Bank AG | 2.938% | Pay | 3-month USD-LIBOR | 04/17/20 | USD | 260,000 | 1,543 | (1,740 | ) |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED) |
Description | Counterparty | Exercise Rate | Pay/ Receive Exercise Rate | Floating Rate Index | Expiration Date | Notional Amount | Premiums Received | Fair Value | |||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Call on 2-Year interest Rate Swap | Deutsche Bank AG | 2.938% | Pay | 3-month USD-LIBOR | 04/17/20 | USD | 6,180,000 | $ | 42,951 | $ | (41,346 | ) | |||||||||||||||
Call on 2-Year interest Rate Swap | Goldman Sachs International | 2.888% | Pay | 3-month USD-LIBOR | 04/14/20 | USD | 6,270,000 | 45,301 | (39,159 | ) | |||||||||||||||||
Call on 2-Year interest Rate Swap | JP Morgan Chase Bank | 2.450% | Pay | 3-month USD-LIBOR | 05/30/19 | USD | 10,475,000 | 19,169 | (13,616 | ) | |||||||||||||||||
Put on 10-Year interest Rate Swap | Barclays Bank PLC | 1.650% | Receive | 3-month USD-LIBOR | 02/21/19 | EUR | 300,000 | 1,159 | (435 | ) | |||||||||||||||||
Put on 10-Year interest Rate Swap | Deutsche Bank AG | 1.650% | Receive | 6-month EUR-EURIBOR | 02/21/19 | EUR | 7,190,000 | 82,210 | (7,954 | ) | |||||||||||||||||
Put on 10-Year interest Rate Swap | Barclays Bank PLC | 3.870% | Receive | 3-month USD-LIBOR | 06/07/21 | USD | 2,950,000 | 57,793 | (45,637 | ) | |||||||||||||||||
Put on 10-Year interest Rate Swap | Citibank N.A. | 2.900% | Receive | 3-month USD-LIBOR | 04/16/19 | USD | 140,000 | 3,929 | (3,257 | ) | |||||||||||||||||
Put on 10-Year interest Rate Swap | Deutsche Bank AG | 2.900% | Receive | 3-month USD-LIBOR | 04/16/19 | USD | 3,250,000 | 85,334 | (75,606 | ) | |||||||||||||||||
Put on 10-Year interest Rate Swap | Deutsche Bank AG | 3.150% | Receive | 3-month USD-LIBOR | 05/08/19 | USD | 7,685,000 | 159,827 | (111,164 | ) | |||||||||||||||||
Put on 2-Year interest Rate Swap | Deutsche Bank AG | 2.878% | Receive | 3-month USD-LIBOR | 04/14/20 | USD | 6,260,000 | 45,307 | (48,766 | ) | |||||||||||||||||
Put on 2-Year interest Rate Swap | Deutsche Bank AG | 2.888% | Receive | 3-month USD-LIBOR | 04/14/20 | USD | 270,000 | 2,205 | (2,076 | ) | |||||||||||||||||
Put on 2-Year interest Rate Swap | Deutsche Bank AG | 2.900% | Receive | 3-month USD-LIBOR | 05/29/20 | USD | 3,410,000 | 25,063 | (26,605 | ) | |||||||||||||||||
Put on 2-Year interest Rate Swap | Deutsche Bank AG | 2.938% | Receive | 3-month USD-LIBOR | 04/17/20 | USD | 6,180,000 | 42,951 | (44,454 | ) | |||||||||||||||||
Put on 2-Year interest Rate Swap | Deutsche Bank AG | 2.938% | Receive | 3-month USD-LIBOR | 04/17/20 | USD | 260,000 | 1,985 | (1,870 | ) | |||||||||||||||||
Put on 2-Year interest Rate Swap | Deutsche Bank AG | 3.150% | Receive | 3-month USD-LIBOR | 03/21/19 | USD | 6,200,000 | 14,196 | (13,918 | ) | |||||||||||||||||
Put on 2-Year interest Rate Swap | Deutsche Bank AG | 3.150% | Receive | 3-month USD-LIBOR | 03/21/19 | USD | 260,000 | 619 | (584 | ) | |||||||||||||||||
Put on 2-Year interest Rate Swap | Deutsche Bank AG | 3.400% | Receive | 3-month USD-LIBOR | 02/24/20 | USD | 2,590,000 | 9,454 | (8,765 | ) | |||||||||||||||||
Put on 2-Year interest Rate Swap | Deutsche Bank AG | 3.400% | Receive | 3-month USD-LIBOR | 02/24/20 | USD | 61,300,000 | 232,940 | (207,454 | ) | |||||||||||||||||
Put on 2-Year interest Rate Swap | Goldman Sachs International | 2.878% | Receive | 3-month USD-LIBOR | 04/14/20 | USD | 260,000 | 2,150 | (2,025 | ) | |||||||||||||||||
Put on 2-Year interest Rate Swap | Goldman Sachs International | 2.888% | Receive | 3-month USD-LIBOR | 04/14/20 | USD | 6,270,000 | 45,301 | (48,211 | ) | |||||||||||||||||
Put on 2-Year interest Rate Swap | Goldman Sachs International | 3.150% | Receive | 3-month USD-LIBOR | 05/05/20 | USD | 3,500,000 | 19,337 | (19,181 | ) | |||||||||||||||||
Put on 2-Year interest Rate Swap | Goldman Sachs International | 3.350% | Receive | 3-month USD-LIBOR | 05/29/20 | USD | 4,790,000 | 17,424 | (20,215 | ) | |||||||||||||||||
Put on 2-Year interest Rate Swap | Goldman Sachs International | 3.450% | Receive | 3-month USD-LIBOR | 06/08/20 | USD | 4,770,000 | 19,748 | (17,642 | ) | |||||||||||||||||
Put on 2-Year interest Rate Swap | Goldman Sachs International | 3.500% | Receive | 3-month USD-LIBOR | 06/15/20 | USD | 3,020,000 | 11,249 | (10,488 | ) | |||||||||||||||||
Put on 2-Year interest Rate Swap | JP Morgan Chase Bank | 3.250% | Receive | 3-month USD-LIBOR | 05/30/19 | USD | 10,475,000 | 19,169 | (24,291 | ) | |||||||||||||||||
Put on 5-Year interest Rate Swap | Barclays Bank PLC | 0.600% | Receive | 6-month EUR-EURIBOR | 06/25/19 | EUR | 1,563,000 | 11,706 | (12,551 | ) | |||||||||||||||||
$ | 1,286,399 | $ | (1,087,025 | ) |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED) |
Derivatives not accounted for as hedging instruments | Location on Statement of Assets and Liabilities | Fair Value | ||||||
---|---|---|---|---|---|---|---|---|
Asset Derivatives | ||||||||
Foreign exchange contracts | Investments in securities at value* | $ | 77,929 | |||||
Interest rate contracts | Investments in securities at value* | 974,547 | ||||||
Foreign exchange contracts | Unrealized appreciation on forward foreign currency contracts | 377,903 | ||||||
Interest rate contracts | Net Assets- Unrealized appreciation** | 116,261 | ||||||
Interest rate contracts | Net Assets- Unrealized appreciation*** | 1,240,209 | ||||||
Interest rate contracts | Unrealized appreciation on OTC swap agreements | 6,207,474 | ||||||
Total Asset Derivatives | $ | 8,994,323 | ||||||
Liability Derivatives | ||||||||
Foreign exchange contracts | Unrealized depreciation on forward foreign currency contracts | $ | 123,360 | |||||
Interest rate contracts | Net Assets- Unrealized depreciation** | 663,318 | ||||||
Interest rate contracts | Net Assets- Unrealized depreciation*** | 1,271,894 | ||||||
Foreign exchange contracts | Written options, at fair value | 3 | ||||||
Interest rate contracts | Written options, at fair value | 1,098,163 | ||||||
Total Liability Derivatives | $ | 3,156,738 |
* | Includes purchased options. |
** | Includes cumulative appreciation/depreciation of futures contracts as reported in the table following the Portfolio of Investments. |
*** | Includes cumulative appreciation/depreciation of centrally cleared swaps as reported in the table following the Portfolio of Investments. Only current day’s variation margin receivable/payable is shown on the Statement of Assets and Liabiliites. |
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | |||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Investments* | Forward foreign currency contracts | Futures | Swaps | Written options | Total | |||||||||||||||||||||||||
Foreign exchange contracts | $ | (24,241 | ) | $ | (199,330 | ) | $ | — | $ | — | $ | 14,600 | $ | (208,971 | ) | ||||||||||||||||
Interest rate contracts | (714,405 | ) | — | 732,033 | (28,506 | ) | 97,534 | 86,656 | |||||||||||||||||||||||
Total | $ | (738,646 | ) | $ | (199,330 | ) | $ | 732,033 | $ | (28,506 | ) | $ | 112,134 | $ | (122,315 | ) |
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | |||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Investments* | Forward foreign currency contracts | Futures | Swaps | Written options | Total | |||||||||||||||||||||||||
Foreign exchange contracts | $ | 77,929 | $ | 523,622 | $ | — | $ | — | $ | 31,811 | $ | 633,362 | |||||||||||||||||||
Interest rate contracts | (430,162 | ) | — | (482,711 | ) | 2,262,168 | (527,739 | ) | 821,556 | ||||||||||||||||||||||
Total | $ | (352,233 | ) | $ | 523,622 | $ | (482,711 | ) | $ | 2,262,168 | $ | (495,928 | ) | $ | 1,454,918 |
* | Amounts recognized for purchased options are included in net realized gain (loss) on investments and net change in unrealized appreciation or depreciation on investments. |
ANZ Bank | Bank of America N.A. | Barclays Bank PLC | BNP Paribas | Citibank N.A. | Deutsche Bank AG | Goldman Sachs International | HSBC Bank PLC | JP Morgan Chase Bank | Morgan Stanley & Co. International PLC | The Bank of New York Mellon | The Northern Trust Company | Totals | ||||||||||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Assets: | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Purchased options | $ | — | $ | — | $ | 272,758 | $ | — | $ | 27,133 | $ | 645,020 | $ | 42,384 | $ | — | $ | 56,181 | $ | — | $ | — | $ | — | $ | 1,043,476 | ||||||||||||||||||||||||||||
Forward foreign currency contracts | 212,155 | — | 1,869 | 26,792 | 17,511 | 9,645 | 40,952 | 10,514 | 28,164 | 5,937 | — | 24,364 | 377,903 | |||||||||||||||||||||||||||||||||||||||||
OTC Inflation-linked swaps | — | — | 1,756,779 | — | 4,428,685 | 22,010 | — | — | — | — | — | — | 6,207,474 | |||||||||||||||||||||||||||||||||||||||||
Total Assets | $ | 212,155 | $ | — | $ | 2,031,406 | $ | 26,792 | $ | 4,473,329 | $ | 676,675 | $ | 83,336 | $ | 10,514 | $ | 84,345 | $ | 5,937 | $ | — | $ | 24,364 | $ | 7,628,853 | ||||||||||||||||||||||||||||
Liabilities: | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
Forward foreign currency contracts | $ | — | $ | 13,662 | $ | 27,917 | $ | 17,090 | $ | — | $ | — | $ | 52,252 | $ | 10,798 | $ | — | $ | — | $ | 1,641 | $ | — | $ | 123,360 | ||||||||||||||||||||||||||||
Written options | — | — | 58,625 | — | 3,256 | 830,316 | 156,921 | — | 37,907 | — | — | — | 1,087,025 | |||||||||||||||||||||||||||||||||||||||||
Total Liabilities | $ | — | $ | 13,662 | $ | 86,542 | $ | 17,090 | $ | 3,256 | $ | 830,316 | $ | 209,173 | $ | 10,798 | $ | 37,907 | $ | — | $ | 1,641 | $ | — | $ | 1,210,385 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED) |
ANZ Bank | Bank of America N.A. | Barclays Bank PLC | BNP Paribas | Citibank N.A. | Deutsche Bank AG | Goldman Sachs International | HSBC Bank PLC | JP Morgan Chase Bank | Morgan Stanley & Co. International PLC | The Bank of New York Mellon | The Northern Trust Company | Totals | ||||||||||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Net OTC derivative instruments by counterparty, at fair value | $ | 212,155 | $ | (13,662 | ) | $ | 1,944,864 | $ | 9,702 | $ | 4,470,073 | $ | (153,641 | ) | $ | (125,837 | ) | $ | (284 | ) | $ | 46,438 | $ | 5,937 | $ | (1,641 | ) | $ | 24,364 | $ | 6,418,468 | |||||||||||||||||||||||
Total collateral pledged by the Portfolio/(Received from counterparty) | $ | — | $ | — | $ | (1,944,864 | ) | $ | — | $ | (4,430,000 | ) | $ | 153,641 | $ | — | $ | — | $ | (20,000 | ) | $ | — | $ | — | $ | — | $ | (6,241,223 | ) | ||||||||||||||||||||||||
Net Exposure(1)(2) | $ | 212,155 | $ | (13,662 | ) | $ | — | $ | 9,702 | $ | 40,073 | $ | — | $ | (125,837 | ) | $ | (284 | ) | $ | 26,438 | $ | 5,937 | $ | (1,641 | ) | $ | 24,364 | $ | 177,245 |
(1) | Positive net exposure represents amounts due from each respective counterparty. Negative exposure represents amounts due from the Portfolio. Please refer to Note 2 for additional details regarding counterparty credit risk and credit related contingent features. |
(2) | At June 30, 2018, the Portfolio had received $1,950,000 in cash collateral from Barclays Bank PLC. In addition, the Portfolio had pledged $182,000 in cash collateral to Deutsche Bank AG. Excess cash collateral is not shown for financial reporting purposes. |
Cost for federal income tax purposes was $426,352,046. |
Net unrealized depreciation consisted of: | ||||||
Gross Unrealized Appreciation | $ | 9,721,217 | ||||
Gross Unrealized Depreciation | (7,205,873 | ) | ||||
Net Unrealized Appreciation | $ | 2,515,344 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) |
as of June 30, 2018
(as a percentage of net assets)
Corporate Bonds/Notes | 29.8 | % | |||||
U.S. Government Agency Obligations | 28.4 | % | |||||
Asset-Backed Securities | 18.5 | % | |||||
U.S. Treasury Obligations | 15.5 | % | |||||
Collateralized Mortgage Obligations | 3.4 | % | |||||
Foreign Government Bonds | 2.4 | % | |||||
Municipal Bonds | 1.2 | % | |||||
Commercial Mortgage-Backed Securities | 0.7 | % | |||||
Structured Products | 0.4 | % | |||||
Liabilities in Excess of Other Assets* | (0.3 | )% | |||||
Net Assets | 100.0 | % | |||||
* Includes short-term investments. |
Principal Amount† | | | | | Value | | | | Percentage of Net Assets | | ||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: 29.8% | ||||||||||||||
Basic Materials: 1.3% | ||||||||||||||
150,000 | (1) | Glencore Funding LLC, 4.125%, 05/30/2023 | $ | 149,836 | 0.1 | |||||||||
199,000 | (1) | Glencore Funding LLC, 4.625%, 04/29/2024 | 200,502 | 0.1 | ||||||||||
475,000 | (1) | Syngenta Finance NV, 3.698%, 04/24/2020 | 473,463 | 0.2 | ||||||||||
495,000 | (1) | Syngenta Finance NV, 3.933%, 04/23/2021 | 494,034 | 0.2 | ||||||||||
325,000 | (1) | Syngenta Finance NV, 4.892%, 04/24/2025 | 319,020 | 0.2 | ||||||||||
375,000 | (1) | WR Grace & Co-Conn, 5.125%, 10/01/2021 | 384,375 | 0.2 | ||||||||||
700,000 | Other Securities | 680,415 | 0.3 | |||||||||||
2,701,645 | 1.3 | |||||||||||||
Communications: 4.1% | ||||||||||||||
1,550,000 | AT&T, Inc., 3.000%–5.450%, 03/15/2022–03/01/2047 | 1,517,542 | 0.7 | |||||||||||
1,500,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.579%–4.908%, 07/23/2020–07/23/2025 | 1,508,207 | 0.7 | |||||||||||
1,566,000 | (1) | Verizon Communications, Inc., 4.329%, 09/21/2028 | 1,555,191 | 0.7 | ||||||||||
592,000 | Verizon Communications, Inc., 4.125%–5.250%, 03/16/2037–04/15/2049 | 583,176 | 0.3 | |||||||||||
350,000 | (1) | Wind Tre SpA, 5.000%, 01/20/2026 | 279,199 | 0.2 | ||||||||||
3,173,000 | Other Securities | 3,173,191 | 1.5 | |||||||||||
8,616,506 | 4.1 | |||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Cyclical: 0.4% | ||||||||||||||
750,000 | Other Securities | $ | 760,561 | 0.4 | ||||||||||
Consumer, Non-cyclical: 3.5% | ||||||||||||||
400,000 | Anheuser-Busch InBev Finance, Inc., 4.700%–4.900%, 02/01/2036–02/01/2046 | 410,386 | 0.2 | |||||||||||
900,000 | Anheuser-Busch InBev Worldwide, Inc., 4.000%–4.600%, 04/13/2028–04/15/2048 | 897,867 | 0.4 | |||||||||||
100,000 | (1) | Bacardi Ltd., 5.300%, 05/15/2048 | 95,251 | 0.0 | ||||||||||
345,000 | (1) | BAT Capital Corp., 3.222%, 08/15/2024 | 327,105 | 0.2 | ||||||||||
350,000 | (1) | Bayer US Finance II LLC, 3.875%, 12/15/2023 | 350,310 | 0.2 | ||||||||||
725,000 | (1) | Bayer US Finance II LLC, 4.250%, 12/15/2025 | 730,304 | 0.4 | ||||||||||
500,000 | (1) | Bayer US Finance II LLC, 4.375%, 12/15/2028 | 501,784 | 0.2 | ||||||||||
475,000 | Becton Dickinson and Co., 3.209%, (US0003M + 0.875%), 12/29/2020 | 475,888 | 0.2 | |||||||||||
925,000 | Becton Dickinson and Co., 2.894%–4.685%, 06/06/2022–06/06/2047 | 895,704 | 0.5 | |||||||||||
1,600,000 | CVS Health Corp., 3.375%–5.125%, 07/20/2022–03/25/2048 | 1,574,997 | 0.7 | |||||||||||
275,000 | (1) | Keurig Dr Pepper, Inc., 4.057%, 05/25/2023 | 276,327 | 0.1 | ||||||||||
200,000 | (1) | Valeant Pharmaceuticals International, Inc., 7.000%, 03/15/2024 | 209,938 | 0.1 | ||||||||||
625,000 | Other Securities | 617,884 | 0.3 | |||||||||||
7,363,745 | 3.5 | |||||||||||||
Energy: 3.7% | ||||||||||||||
780,000 | Williams Partners L.P., 3.600%–3.900%, 03/15/2022–01/15/2025 | 772,835 | 0.4 | |||||||||||
8,421,000 | (2) | Other Securities | 6,954,563 | 3.3 | ||||||||||
7,727,398 | 3.7 | |||||||||||||
Financial: 13.5% | ||||||||||||||
125,000 | (1) | AXA Equitable Holdings, Inc., 3.900%, 04/20/2023 | 124,109 | 0.1 | ||||||||||
50,000 | (1) | AXA Equitable Holdings, Inc., 4.350%, 04/20/2028 | 47,873 | 0.0 | ||||||||||
1,510,000 | (3) | Bank of America Corp., 3.248%–6.110%, 04/01/2024–01/29/2037 | 1,469,672 | 0.7 | ||||||||||
375,000 | (1) | BNP Paribas SA, 3.375%, 01/09/2025 | 354,702 | 0.2 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Financial: (continued) | ||||||||||||||
550,000 | (1) | BNP Paribas SA, 3.500%, 03/01/2023 | $ | 536,482 | 0.2 | |||||||||
475,000 | Citigroup, Inc., 4.125%–4.600%, 03/09/2026–07/25/2028 | 464,506 | 0.2 | |||||||||||
EGP 13,900,000 | (1),(4) | Citigroup Global Markets Holdings, Inc./United States, 0.000%, 01/17/2019 | 706,390 | 0.3 | ||||||||||
300,000 | Cooperatieve Rabobank UA/NY, 2.792%, (US0003M + 0.430%), 04/26/2021 | 300,344 | 0.2 | |||||||||||
200,000 | (1) | Credit Suisse AG, 6.500%, 08/08/2023 | 213,197 | 0.1 | ||||||||||
125,000 | (1) | Great-West Lifeco Finance 2018 L.P., 4.047%, 05/17/2028 | 126,082 | 0.1 | ||||||||||
200,000 | HSBC Holdings PLC, 3.326%, (US0003M + 1.000%), 05/18/2024 | 199,559 | 0.1 | |||||||||||
550,000 | (1) | Intesa Sanpaolo SpA, 3.375%, 01/12/2023 | 505,917 | 0.2 | ||||||||||
1,825,000 | (3) | JPMorgan Chase & Co., 2.950%–3.782%, 01/15/2023-01/23/2029 | 1,741,822 | 0.8 | ||||||||||
1,700,000 | Kreditanstalt fuer Wiederaufbau, 1.125%, 08/06/2018 | 1,698,408 | 0.8 | |||||||||||
4,270,000 | Kreditanstalt fuer Wiederaufbau, 1.500%, 09/09/2019 | 4,217,496 | 2.0 | |||||||||||
1,000,000 | Morgan Stanley, 3.759%, (US0003M + 1.400%), 10/24/2023 | 1,023,494 | 0.5 | |||||||||||
1,100,000 | (3) | Morgan Stanley, 3.700%–4.000%, 04/24/2024–07/23/2025 | 1,088,618 | 0.5 | ||||||||||
200,000 | (1) | Northwestern Mutual Life Insurance Co/The, 3.850%, 09/30/2047 | 183,442 | 0.1 | ||||||||||
350,000 | Royal Bank of Canada, 2.749%, (US0003M + 0.390%), 04/30/2021 | 350,024 | 0.2 | |||||||||||
750,000 | (3) | Royal Bank of Scotland Group PLC, 3.498%–4.519%, 05/15/2023–06/25/2024 | 737,437 | 0.4 | ||||||||||
250,000 | (1) | Sumitomo Mitsui Financial Group, Inc., 4.436%, 04/02/2024 | 252,906 | 0.1 | ||||||||||
100,000 | (1) | Teachers Insurance & Annuity Association of America, 4.900%, 09/15/2044 | 105,423 | 0.1 | ||||||||||
225,000 | (1) | UBS Group Funding Switzerland AG, 3.000%, 04/15/2021 | 221,633 | 0.1 | ||||||||||
200,000 | (1),(5) | UniCredit SpA, 4.625%, 04/12/2027 | 186,196 | 0.1 | ||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Financial: (continued) | ||||||||||||||
11,472,000 | Other Securities | $ | 11,232,710 | 5.4 | ||||||||||
28,088,442 | 13.5 | |||||||||||||
Industrial: 1.3% | ||||||||||||||
175,000 | General Dynamics Corp., 2.736%, (US0003M + 0.380%), 05/11/2021 | 175,682 | 0.1 | |||||||||||
1,075,000 | Northrop Grumman Corp., 2.930%–3.250%, 01/15/2025–01/15/2028 | 1,016,783 | 0.5 | |||||||||||
300,000 | (1) | Penske Truck Leasing Co. Lp / PTL Finance Corp., 3.375%, 02/01/2022 | 295,866 | 0.1 | ||||||||||
375,000 | (1) | Sealed Air Corp., 5.250%, 04/01/2023 | 384,375 | 0.2 | ||||||||||
875,000 | Other Securities | 876,061 | 0.4 | |||||||||||
2,748,767 | 1.3 | |||||||||||||
Technology: 0.9% | ||||||||||||||
150,000 | (1) | Dell International LLC / EMC Corp., 5.450%, 06/15/2023 | 157,040 | 0.1 | ||||||||||
225,000 | (1) | Microchip Technology, Inc., 3.922%, 06/01/2021 | 225,510 | 0.1 | ||||||||||
1,450,000 | Other Securities | 1,413,118 | 0.7 | |||||||||||
1,795,668 | 0.9 | |||||||||||||
Utilities: 1.1% | ||||||||||||||
125,000 | (1) | Alliant Energy Finance LLC, 3.750%, 06/15/2023 | 125,074 | 0.1 | ||||||||||
50,000 | (1) | Alliant Energy Finance LLC, 4.250%, 06/15/2028 | 50,067 | 0.0 | ||||||||||
225,000 | (1) | NiSource, Inc., 3.650%, 06/15/2023 | 224,945 | 0.1 | ||||||||||
400,000 | Sempra Energy, 2.848%, (US0003M + 0.500%), 01/15/2021 | 400,233 | 0.2 | |||||||||||
1,630,000 | Other Securities | 1,540,846 | 0.7 | |||||||||||
2,341,165 | 1.1 | |||||||||||||
Total Corporate Bonds/Notes (Cost $63,717,470) | 62,143,897 | 29.8 | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 3.4% | ||||||||||||||
535,068 | (6) | Fannie Mae 2013-130 SN, 4.559%, (-1.000*US0001M + 6.650%), 10/25/2042 | 80,794 | 0.1 | ||||||||||
298,920 | (6) | Fannie Mae REMIC Trust 2011-124 SC, 4.459%, (-1.000*US0001M + 6.550%), 12/25/2041 | 47,659 | 0.0 | ||||||||||
283,841 | (6) | Fannie Mae REMIC Trust 2013-131 SA, 4.009%, (-1.000*US0001M + 6.100%), 12/25/2043 | 36,784 | 0.0 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | ||||||||||||||
511,131 | (6) | Fannie Mae REMIC Trust 2013-96 SY, 4.059%, (-1.000*US0001M + 6.150%), 07/25/2042 | $ | 69,884 | 0.1 | |||||||||
345,408 | (6) | Fannie Mae REMIC Trust 2014-87 MS, 4.159%, (-1.000*US0001M + 6.250%), 01/25/2045 | 46,580 | 0.0 | ||||||||||
471,692 | (6) | Fannie Mae REMIC Trust 2015-79 SA, 4.159%, (-1.000*US0001M + 6.250%), 11/25/2045 | 63,649 | 0.0 | ||||||||||
853,389 | (6) | Freddie Mac 4583 ST, 3.927%, (-1.000*US0001M + 6.000%), 05/15/2046 | 140,336 | 0.1 | ||||||||||
1,987,601 | (6) | Freddie Mac 4596 CS, 4.027%, (-1.000*US0001M + 6.100%), 06/15/2046 | 257,050 | 0.1 | ||||||||||
482,145 | (6) | Freddie Mac REMIC Trust 4320 SD, 4.027%, (-1.000*US0001M + 6.100%), 07/15/2039 | 61,768 | 0.0 | ||||||||||
325,034 | (6) | Freddie Mac Strips Series 304 C45, 3.000%, 12/15/2027 | 28,044 | 0.0 | ||||||||||
350,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-DNA2 M3, 6.741%, (US0001M + 4.650%), 10/25/2028 | 404,203 | 0.2 | |||||||||||
1,166,146 | (6) | Ginnie Mae 2015-111 IM, 4.000%, 08/20/2045 | 198,019 | 0.1 | ||||||||||
495,705 | (6) | Ginnie Mae 2015-119 SN, 4.166%, (-1.000*US0001M + 6.250%), 08/20/2045 | 75,384 | 0.0 | ||||||||||
456,785 | (6) | Ginnie Mae 2016-138 GI, 4.000%, 10/20/2046 | 83,808 | 0.1 | ||||||||||
345,610 | (6) | Ginnie Mae Series 2010-20 SE, 4.166%, (-1.000*US0001M + 6.250%), 02/20/2040 | 51,402 | 0.0 | ||||||||||
206,873 | (6) | Ginnie Mae Series 2010-31 SA, 3.666%, (-1.000*US0001M + 5.750%), 03/20/2040 | 26,467 | 0.0 | ||||||||||
135,043 | (6) | Ginnie Mae Series 2012-149 MS, 4.166%, (-1.000*US0001M + 6.250%), 12/20/2042 | 19,558 | 0.0 | ||||||||||
76,136 | (6) | Ginnie Mae Series 2013-134 DS, 4.016%, (-1.000*US0001M + 6.100%), 09/20/2043 | 10,798 | 0.0 | ||||||||||
222,737 | (6) | Ginnie Mae Series 2013-152 SG, 4.066%, (-1.000*US0001M + 6.150%), 06/20/2043 | 31,448 | 0.0 | ||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | ||||||||||||||
502,766 | (6) | Ginnie Mae Series 2013-181 SA, 4.016%, (-1.000*US0001M + 6.100%), 11/20/2043 | $ | 72,605 | 0.0 | |||||||||
529,255 | (6) | Ginnie Mae Series 2013-183 NI, 4.500%, 10/20/2042 | 65,124 | 0.0 | ||||||||||
738,054 | (6) | Ginnie Mae Series 2014-132 SL, 4.016%, (-1.000*US0001M + 6.100%), 10/20/2043 | 96,880 | 0.1 | ||||||||||
364,124 | (6) | Ginnie Mae Series 2014-133 BS, 3.516%, (-1.000*US0001M + 5.600%), 09/20/2044 | 43,388 | 0.0 | ||||||||||
86,784 | (6) | Ginnie Mae Series 2014-41 SA, 4.016%, (-1.000*US0001M + 6.100%), 03/20/2044 | 12,761 | 0.0 | ||||||||||
783,688 | (6) | Ginnie Mae Series 2015-110 MS, 3.626%, (-1.000*US0001M + 5.710%), 08/20/2045 | 101,592 | 0.1 | ||||||||||
229,639 | (6) | Ginnie Mae Series 2015-126 HS, 4.116%, (-1.000*US0001M + 6.200%), 09/20/2045 | 33,486 | 0.0 | ||||||||||
234,873 | (6) | Ginnie Mae Series 2015-159 HS, 4.116%, (-1.000*US0001M + 6.200%), 11/20/2045 | 34,522 | 0.0 | ||||||||||
991,763 | (6) | Ginnie Mae Series 2015-95 GI, 4.500%, 07/16/2045 | 208,812 | 0.1 | ||||||||||
510,718 | (6) | Ginnie Mae Series 2016-27 IA, 4.000%, 06/20/2045 | 78,875 | 0.1 | ||||||||||
543,689 | (6) | Ginnie Mae Series 2016-4 SM, 3.566%, (-1.000*US0001M + 5.650%), 01/20/2046 | 66,259 | 0.0 | ||||||||||
GBP 344,120 | Harben Finance 2017-1X A Plc, 1.423%, (BP0003M + 0.800%), 08/20/2056 | 456,090 | 0.2 | |||||||||||
GBP 653,341 | London Wall Mortgage Capital PLC 2017-FL1 A, 1.490%, (BP0003M + 0.850%), 11/15/2049 | 863,317 | 0.4 | |||||||||||
EUR 370,607 | (1),(7) | Magnolia Finance XI DAC, 2.750%, (EUR003M + 2.750%), 04/20/2020 | 431,498 | 0.2 | ||||||||||
GBP 142,717 | Ripon Mortgages PLC 1X A1, 1.423%, (BP0003M + 0.800%), 08/20/2056 | 189,190 | 0.1 | |||||||||||
GBP 1,230,937 | Ripon Mortgages PLC 1X A2, 1.423%, (BP0003M + 0.800%), 08/20/2056 | 1,631,742 | 0.8 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | ||||||||||||||
246,127 | (1),(7) | Station Place Securitization Trust 2015-2 A, 2.607%, (US0001M + 1.050%), 07/15/2019 | $ | 246,127 | 0.1 | |||||||||
625,229 | WaMu Mortgage Pass-Through Certificates Series 2006-AR9 1A, 2.558%, (12MTA + 1.000%), 08/25/2046 | 590,079 | 0.3 | |||||||||||
251,357 | Other Securities | 225,993 | 0.1 | |||||||||||
Total Collateralized Mortgage Obligations (Cost $7,344,545) | 7,181,975 | 3.4 | ||||||||||||
MUNICIPAL BONDS: 1.2% | ||||||||||||||
California: 0.5% | ||||||||||||||
750,000 | Other Securities | 1,021,811 | 0.5 | |||||||||||
Illinois: 0.3% | ||||||||||||||
640,000 | Other Securities | 633,352 | 0.3 | |||||||||||
Minnesota: 0.1% | ||||||||||||||
176,166 | Northstar Education Finance, Inc., 1.414%, (US0003M + 0.100%), 04/28/2030 | 175,187 | 0.1 | |||||||||||
Puerto Rico: 0.3% | ||||||||||||||
1,060,000 | (2) | Other Securities | 612,938 | 0.3 | ||||||||||
Total Municipal Bonds (Cost $2,396,255) | 2,443,288 | 1.2 | ||||||||||||
STRUCTURED PRODUCTS: 0.4% | ||||||||||||||
EGP 4,890,000 | (4) | Citigroup Global Markets, Arab Republic of Egypt Treasury Bill Credit-Linked Notes, 0.000%, 10/09/2018 | 260,874 | 0.1 | ||||||||||
EGP 5,000,000 | (1),(4) | Citigroup Global Markets, Arab Republic of Egypt Treasury Bill Credit-Linked Notes, 0.000%, 11/01/2018 | 262,535 | 0.2 | ||||||||||
EGP 5,800,000 | (4) | JPMorgan Chase Bank N.A., Arab Republic of Egypt Treasury Bill Credit-Linked Notes, 0.000%, 07/02/2019 | 290,178 | 0.1 | ||||||||||
Total Structured Products (Cost $827,919) | 813,587 | 0.4 | ||||||||||||
U.S. TREASURY OBLIGATIONS: 15.5% | ||||||||||||||
U.S. Treasury Bonds: 2.5% | ||||||||||||||
2,640,000 | 2.750%, 11/15/2047 | 2,516,920 | 1.2 | |||||||||||
2,650,000 | 2.875%, 11/15/2046 | 2,592,756 | 1.3 | |||||||||||
5,109,676 | 2.5 | |||||||||||||
U.S. Treasury Notes: 12.3% | ||||||||||||||
5,390,000 | 2.000%, 11/15/2026 | 5,050,388 | 2.4 | |||||||||||
9,040,000 | 2.125%, 07/31/2024 | 8,701,000 | 4.2 | |||||||||||
5,900,000 | 2.125%, 09/30/2024 | 5,671,721 | 2.7 | |||||||||||
3,110,000 | 2.125%, 11/30/2024 | 2,986,207 | 1.5 | |||||||||||
U.S. TREASURY OBLIGATIONS: (continued) | ||||||||||||||
U.S. Treasury Notes: (continued) | ||||||||||||||
1,700,000 | 2.250%, 02/15/2027 | $ | 1,622,139 | 0.8 | ||||||||||
1,490,000 | 2.875%, 04/30/2025 | 1,495,733 | 0.7 | |||||||||||
25,527,188 | 12.3 | |||||||||||||
U.S. Treasury STRIP: 0.7% | ||||||||||||||
1,930,000 | (4),(6),(8) | 0.000%, 02/15/2036 | 1,139,280 | 0.5 | ||||||||||
700,000 | (4),(6),(8) | 0.000%, 08/15/2036 | 407,149 | 0.2 | ||||||||||
1,546,429 | 0.7 | |||||||||||||
Total U.S. Treasury Obligations (Cost $33,049,926) | 32,183,293 | 15.5 | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS(9): 28.4% | ||||||||||||||
Federal Home Loan Bank: 1.0% | ||||||||||||||
900,000 | 2.625%, 09/12/2025 | 875,911 | 0.4 | |||||||||||
1,300,000 | 2.875%, 06/13/2025 | 1,285,476 | 0.6 | |||||||||||
2,161,387 | 1.0 | |||||||||||||
Federal Home Loan Mortgage Corporation: 2.0%(9) | ||||||||||||||
84,237 | 4.000%, 02/01/2041 | 86,609 | 0.0 | |||||||||||
48,364 | 4.000%, 02/01/2041 | 49,693 | 0.0 | |||||||||||
4,000,000 | (10) | 4.000%, 07/01/2048 | 4,077,969 | 2.0 | ||||||||||
4,214,271 | 2.0 | |||||||||||||
Federal National Mortgage Association: 14.7%(9) | ||||||||||||||
1,400,000 | 1.875%, 09/24/2026 | 1,280,866 | 0.6 | |||||||||||
1,955,762 | 4.500%, 07/01/2047 | 2,040,981 | 1.0 | |||||||||||
981,242 | 4.500%, 10/01/2047 | 1,027,714 | 0.5 | |||||||||||
1,000,001 | 4.500%, 04/01/2048 | 1,044,370 | 0.5 | |||||||||||
1,483,943 | 4.500%, 06/01/2048 | 1,549,673 | 0.7 | |||||||||||
1,000,000 | 4.500%, 06/01/2048 | 1,043,522 | 0.5 | |||||||||||
10,000,000 | (10) | 4.500%, 07/01/2048 | 10,413,477 | 5.0 | ||||||||||
7,000,000 | (10) | 5.000%, 07/01/2048 | 7,415,523 | 3.6 | ||||||||||
4,478,584 | 3.500%–6.000%, 09/01/2035–05/01/2048 | 4,679,178 | 2.3 | |||||||||||
30,495,304 | 14.7 | |||||||||||||
Government National Mortgage Association: 10.7% | ||||||||||||||
2,580,628 | 4.000%, 10/20/2043 | 2,673,508 | 1.3 | |||||||||||
6,000,000 | (10) | 4.000%, 08/01/2044 | 6,139,570 | 2.9 | ||||||||||
1,031,649 | 4.000%, 10/20/2045 | 1,065,729 | 0.5 | |||||||||||
10,000,000 | (10) | 4.500%, 07/01/2044 | 10,395,508 | 5.0 | ||||||||||
1,934,871 | 4.000%, 07/20/2045–09/20/2047 | 1,995,682 | 1.0 | |||||||||||
22,269,997 | 10.7 | |||||||||||||
Total U.S. Government Agency Obligations (Cost $59,395,813) | 59,140,959 | 28.4 | ||||||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 0.7% | ||||||||||||||
800,000 | (1) | Exantas Capital Corp. 2018-RSO6 A Ltd., 2.791%, (US0001M + 0.830%), 06/15/2035 | 799,997 | 0.4 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | ||||||||||||||
600,000 | (1) | TPG Real Estate Finance 2018-FL-1 A Issuer Ltd., 2.823%, (US0001M + 0.750%), 02/15/2035 | $ | 599,996 | 0.3 | |||||||||
Total Commercial Mortgage-Backed Securities (Cost $1,400,000) | 1,399,993 | 0.7 | ||||||||||||
ASSET-BACKED SECURITIES: 18.5% | ||||||||||||||
Other Asset-Backed Securities: 10.4% | ||||||||||||||
1,050,000 | (1) | BlueMountain CLO 2014-2A AR, 3.289%, (US0003M + 0.930%), 07/20/2026 | 1,050,091 | 0.5 | ||||||||||
1,000,000 | (1) | Catamaran CLO 2013-1A AR Ltd., 3.216%, (US0003M + 0.850%), 01/27/2028 | 996,941 | 0.5 | ||||||||||
2,250,000 | (1) | CBAM 2018-5A A Ltd., 3.322%, (US0003M + 1.020%), 04/17/2031 | 2,239,886 | 1.1 | ||||||||||
1,300,000 | (1) | Crown Point CLO III Ltd. 2015-3A A1AR, 3.258%, (US0003M + 0.910%), 12/31/2027 | 1,299,986 | 0.6 | ||||||||||
1,050,000 | (1) | Cutwater 2014-1A A1AR, 3.598%, (US0003M + 1.250%), 07/15/2026 | 1,050,151 | 0.5 | ||||||||||
1,100,000 | (1) | Dryden XXVI Senior Loan Fund 2013-26A AR, 3.248%, (US0003M + 0.900%), 04/15/2029 | 1,095,508 | 0.5 | ||||||||||
350,000 | (1) | Ready Capital Mortgage Financing 2018-FL2 A LLC, 2.830%, (US0001M + 0.850%), 06/25/2035 | 350,112 | 0.2 | ||||||||||
1,110,000 | (1) | Tryon Park CLO Ltd. 2013-1A A1SR, 3.238%, (US0003M + 0.890%), 04/15/2029 | 1,108,611 | 0.5 | ||||||||||
800,000 | (1) | Halcyon Loan Advisors Funding 2015-2A A, 3.750%, (US0003M + 1.390%), 07/25/2027 | 799,990 | 0.4 | ||||||||||
1,550,000 | (1) | ICG US CLO 2014-1A A1R Ltd., 3.579%, (US0003M + 1.220%), 01/20/2030 | 1,550,927 | 0.7 | ||||||||||
1,600,000 | (1) | Madison Park Funding XXX Ltd. 2018-30A A, 3.089%, (US0003M + 0.750%), 04/15/2029 | 1,582,824 | 0.8 | ||||||||||
1,050,000 | (1) | OCP CLO 2015-9A A1R Ltd., 3.148%, (US0003M + 0.800%), 07/15/2027 | 1,048,356 | 0.5 | ||||||||||
ASSET-BACKED SECURITIES: (continued) | ||||||||||||||
Other Asset-Backed Securities: (continued) | ||||||||||||||
2,000,000 | (1) | OFSI Fund VII Ltd. 2014-7A AR, 3.255%, (US0003M + 0.900%), 10/18/2026 | $ | 1,999,976 | 1.0 | |||||||||
2,150,000 | (1) | Saranac CLO Ltd 2014-2A A1AR, 3.561%, (US0003M + 1.230%), 11/20/2029 | 2,151,542 | 1.0 | ||||||||||
1,000,000 | Soundview Home Loan Trust 2005-2 M6, 3.171%, (US0001M + 1.080%), 07/25/2035 | 1,013,528 | 0.5 | |||||||||||
800,000 | (1) | Trinitas CLO II Ltd. 2014-2A A1R, 3.528%, (US0003M + 1.180%), 07/15/2026 | 800,093 | 0.4 | ||||||||||
1,500,000 | (1) | York CLO 1 Ltd. 2014-1A AR, 3.512%, (US0003M + 1.150%), 01/22/2027 | 1,500,237 | 0.7 | ||||||||||
21,638,759 | 10.4 | |||||||||||||
Student Loan Asset-Backed Securities: 8.1% | ||||||||||||||
1,089,290 | (1) | Academic Loan Funding Trust 2012-1A A2, 3.191%, (US0001M + 1.100%), 12/27/2044 | 1,098,547 | 0.5 | ||||||||||
169,714 | (1) | Bank of America Student Loan Trust 2010-1A A, 3.160%, (US0003M + 0.800%), 02/25/2043 | 170,474 | 0.1 | ||||||||||
732,109 | (1) | ECMC Group Student Loan Trust 2016-1, 3.441%, (US0001M + 1.350%), 07/26/2066 | 745,038 | 0.4 | ||||||||||
520,117 | (1) | Edsouth Indenture No 9 LLC 2015-1 A, 2.891%, (US0001M + 0.800%), 10/25/2056 | 521,979 | 0.2 | ||||||||||
1,100,000 | (1) | EFS Volunteer No 2 LLC 2012-1 A2, 3.441%, (US0001M + 1.350%), 03/25/2036 | 1,122,888 | 0.6 | ||||||||||
650,000 | (1) | EFS Volunteer No 3 LLC 2012-1 A3, 3.091%, (US0001M + 1.000%), 04/25/2033 | 654,703 | 0.3 | ||||||||||
600,000 | Montana Higher Education Student Assistance Corp. 2012-1 A3, 2.998%, (US0001M + 1.050%), 07/20/2043 | 604,110 | 0.3 | |||||||||||
1,567,089 | (1) | Navient Student Loan Trust 2016-5A A, 3.341%, (US0001M + 1.250%), 06/25/2065 | 1,610,473 | 0.7 | ||||||||||
767,905 | (1) | Navient Student Loan Trust 2016-7 A, 3.241%, (US0001M + 1.150%), 03/25/2066 | 783,260 | 0.4 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASSET-BACKED SECURITIES: (continued) | ||||||||||||||
Student Loan Asset-Backed Securities: (continued) | ||||||||||||||
1,050,000 | (1) | Nelnet Student Loan Trust 2006-1 A6, 2.780%, (US0003M + 0.450%), 08/23/2036 | $ | 1,028,964 | 0.5 | |||||||||
1,100,000 | (1) | Nelnet Student Loan Trust 2006-2 A7, 2.940%, (US0003M + 0.580%), 01/25/2037 | 1,077,516 | 0.5 | ||||||||||
786,234 | (1) | Pennsylvania Higher Education Association Student Loan Trust 2016-1, 3.241%, (US0001M + 1.150%), 09/25/2065 | 799,028 | 0.4 | ||||||||||
260,514 | (1) | Scholar Funding Trust 2010-A A, 3.109%, (US0003M + 0.750%), 10/28/2041 | 259,778 | 0.1 | ||||||||||
581,923 | (1) | SLM Student Loan Trust 2003-1 A5A, 2.451%, (US0003M + 0.110%), 12/15/2032 | 559,592 | 0.3 | ||||||||||
759,072 | (1) | SLM Student Loan Trust 2003-7A A5A, 3.541%, (US0003M + 1.200%), 12/15/2033 | 769,245 | 0.4 | ||||||||||
550,000 | (1) | SLM Student Loan Trust 2004-8A A6, 2.990%, (US0003M + 0.630%), 01/25/2040 | 553,749 | 0.2 | ||||||||||
562,133 | SLM Student Loan Trust 2005-4 A3, 2.480%, (US0003M + 0.120%), 01/25/2027 | 560,295 | 0.3 | |||||||||||
300,523 | SLM Student Loan Trust 2007-1 A5, 2.450%, (US0003M + 0.090%), 01/26/2026 | 299,794 | 0.1 | |||||||||||
750,000 | SLM Student Loan Trust 2007-2 A4, 2.420%, (US0003M + 0.060%), 07/25/2022 | 733,801 | 0.3 | |||||||||||
396,945 | SLM Student Loan Trust 2007-7 A4, 2.690%, (US0003M + 0.330%), 01/25/2022 | 389,463 | 0.2 | |||||||||||
143,502 | SLM Student Loan Trust 2008-2 A3, 3.110%, (US0003M + 0.750%), 04/25/2023 | 143,262 | 0.1 | |||||||||||
398,522 | SLM Student Loan Trust 2008-4 A4, 4.010%, (US0003M + 1.650%), 07/25/2022 | 407,070 | 0.2 | |||||||||||
1,085,340 | SLM Student Loan Trust 2008-5 A4, 4.060%, (US0003M + 1.700%), 07/25/2023 | 1,114,673 | 0.5 | |||||||||||
563,150 | SLM Student Loan Trust 2008-6 A4, 3.460%, (US0003M + 1.100%), 07/25/2023 | 568,194 | 0.3 | |||||||||||
ASSET-BACKED SECURITIES: (continued) | ||||||||||||||
Student Loan Asset-Backed Securities: (continued) | ||||||||||||||
350,000 | SLM Student Loan Trust 2008-8 A4, 3.860%, (US0003M + 1.500%), 04/25/2023 | $ | 358,500 | 0.2 | ||||||||||
16,934,396 | 8.1 | |||||||||||||
Total Asset-Backed Securities (Cost $38,217,737) | 38,573,155 | 18.5 | ||||||||||||
FOREIGN GOVERNMENT BONDS: 2.4% | ||||||||||||||
130,000 | (11),(12) | Argentina Government International Bond, 2.500% (Step Rate @ 2.500% on 03/31/2019), 12/31/2038 | 74,197 | 0.0 | ||||||||||
EUR 10,000 | (12) | Argentine Republic Government International Bond, 2.260% (Step Rate @ 2.260% on 03/31/2019), 12/31/2038 | 6,919 | 0.0 | ||||||||||
250,000 | (1) | Ecuador Government International Bond, 7.875%, 01/23/2028 | 210,363 | 0.1 | ||||||||||
EUR 100,000 | (1) | Indonesia Government International Bond, 2.150%, 07/18/2024 | 117,849 | 0.1 | ||||||||||
1,375,000 | Israel Government AID Bond, 5.500%, 09/18/2023 | 1,548,308 | 0.7 | |||||||||||
1,039,000 | Israel Government AID Bond, 5.500%, 12/04/2023 | 1,174,890 | 0.6 | |||||||||||
13,077,500 | (2),(13) | Other Securities | 1,831,447 | 0.9 | ||||||||||
Total Foreign Government Bonds (Cost $5,295,237) | 4,963,973 | 2.4 | ||||||||||||
Total Long-Term Investments (Cost $211,644,902) | 208,844,120 | 100.3 | ||||||||||||
SHORT-TERM INVESTMENTS: 17.8% | ||||||||||||||
Commercial Paper: 6.8% | ||||||||||||||
450,000 | AT&T INC Disc, 2.710%, 10/09/2018 | 446,647 | 0.2 | |||||||||||
500,000 | Duke Energy, 2.530%, 08/27/2018 | 497,995 | 0.2 | |||||||||||
420,000 | Eastman, 2.660%, 07/06/2018 | 419,816 | 0.2 | |||||||||||
523,000 | Hewlett, 2.150%, 07/11/2018 | 522,661 | 0.2 | |||||||||||
523,000 | Hewlett, 2.160%, 07/10/2018 | 522,690 | 0.3 | |||||||||||
419,000 | HP INC, 2.090%, 07/23/2018 | 418,449 | 0.2 | |||||||||||
1,000,000 | Marriott, 2.470%, 07/31/2018 | 997,905 | 0.5 | |||||||||||
950,000 | Mondelez Intl, 2.650%, 10/02/2018 | 943,570 | 0.5 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED) |
Principal Amount† | | | | Value | | Percentage of Net Assets | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Commercial Paper: (continued) | ||||||||||||||
316,000 | Nutrien, 2.690%, 07/18/2018 | $ | 315,581 | 0.1 | ||||||||||
250,000 | Nutrien Ltd DI, 2.700%, 07/16/2018 | 249,704 | 0.1 | |||||||||||
500,000 | Schlumberger, 2.420%, 08/22/2018 | 498,251 | 0.2 | |||||||||||
1,000,000 | Schlumberger, 2.530%, 09/21/2018 | 994,274 | 0.5 | |||||||||||
250,000 | Sempra, 2.470%, 07/31/2018 | 249,476 | 0.1 | |||||||||||
418,000 | Southern, 2.540%, 08/30/2018 | 416,231 | 0.2 | |||||||||||
319,000 | Suncor, 3.020%, 07/03/2018 | 318,921 | 0.2 | |||||||||||
600,000 | Suncor Energy, 2.520%, 08/21/2018 | 597,854 | 0.3 | |||||||||||
1,112,000 | United Overseas, 2.170%, 07/27/2018 | 1,110,222 | 0.5 | |||||||||||
1,214,000 | Versailles, 2.300%, 07/09/2018 | 1,213,312 | 0.6 | |||||||||||
2,000,000 | Victory Receivables, 2.380%, 10/02/2018 | 1,987,792 | 1.0 | |||||||||||
695,000 | VW, 2.500%, 08/13/2018 | 692,911 | 0.3 | |||||||||||
750,000 | VW Credit, 2.610%, 09/20/2018 | 745,630 | 0.4 | |||||||||||
14,159,892 | 6.8 | |||||||||||||
Securities Lending Collateral(14): 0.1% | ||||||||||||||
217,674 | National Bank Financial, Repurchase Agreement dated 06/29/18, 2.01%, due 07/02/18 (Repurchase Amount $217,710, collateralized by various U.S. Government Securities, 0.000%–6.000%, Market Value plus accrued interest $222,028, due 09/06/18–09/09/49) (Cost $217,674) | 217,674 | 0.1 | |||||||||||
Shares | | | | Value | | Percentage of Net Assets | ||||||||
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Mutual Funds: 10.9% | ||||||||||||||
22,726,023 | (15) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.800% (Cost $22,726,023) | $ | 22,726,023 | 10.9 | |||||||||
Total Short-Term Investments (Cost $37,103,960) | 37,103,589 | 17.8 | ||||||||||||
Total Investments in Securities (Cost $248,748,862) | $ | 245,947,709 | 118.1 | |||||||||||
Liabilities in Excess of Other Assets | (37,691,022 | ) | (18.1 | ) | ||||||||||
Net Assets | $ | 208,256,687 | 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) | The grouping contains securities in default. |
(3) | Variable rate security. Rate shown is the rate in effect as of June 30, 2018. |
(4) | Represents a zero coupon bond. Rate shown reflects the effective yield as of June 30, 2018. |
(5) | Security, or a portion of the security, is on loan. |
(6) | Interest only securities represent the right to receive the monthly interest payments on an underlying pool of mortgage loans. Principal amount shown represents the notional amount on which current interest is calculated. Payments of principal on the pool reduce the value of the interest only security. |
(7) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
(8) | Separate Trading of Registered Interest and Principal of Securities |
(9) | 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. |
(10) | Settlement is on a when-issued or delayed-delivery basis. |
(11) | Defaulted security |
(12) | Step-up bond that pays an initial coupon rate for the first period and then a higher coupon rate for the following periods. Rates shown reflect the current and next coupon rate as of June 30, 2018. |
(13) | The grouping contains securities on loan. |
(14) | Represents securities purchased with cash collateral received for securities on loan. |
(15) | Rate shown is the 7-day yield as of June 30, 2018. |
EGP | Egyptian Pound | |
EUR | EU Euro | |
GBP | British Pound | |
MXN | Mexican Peso | |
ZAR | South African Rand |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED) |
12MTA 12-month Treasury Average
BP0003M 3-month GBP-LIBOR
EUR003M 3-month EURIBOR
US0001M 1-month LIBOR
US0003M 3-month LIBOR
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2018 | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | |||||||||||||||||||||
Investments, at fair value | |||||||||||||||||||||
Corporate Bonds/Notes | $ | — | $ | 62,143,897 | $ | — | $ | 62,143,897 | |||||||||||||
Collateralized Mortgage Obligations | — | 6,504,350 | 677,625 | 7,181,975 | |||||||||||||||||
Municipal Bonds | — | 2,443,288 | — | 2,443,288 | |||||||||||||||||
Structured Products | — | 813,587 | — | 813,587 | |||||||||||||||||
Commercial Mortgage-Backed Securities | — | 1,399,993 | — | 1,399,993 | |||||||||||||||||
U.S. Treasury Obligations | — | 32,183,293 | — | 32,183,293 | |||||||||||||||||
Asset-Backed Securities | — | 38,573,155 | — | 38,573,155 | |||||||||||||||||
U.S. Government Agency Obligations | — | 59,140,959 | — | 59,140,959 | |||||||||||||||||
Foreign Government Bonds | — | 4,963,973 | — | 4,963,973 | |||||||||||||||||
Short-Term Investments | 22,726,023 | 14,377,566 | — | 37,103,589 | |||||||||||||||||
Total Investments, at fair value | $ | 22,726,023 | $ | 222,544,061 | $ | 677,625 | $ | 245,947,709 | |||||||||||||
Other Financial Instruments+ | |||||||||||||||||||||
Centrally Cleared Swaps | — | 966,943 | — | 966,943 | |||||||||||||||||
Forward Foreign Currency Contracts | — | 788,493 | — | 788,493 | |||||||||||||||||
Futures | 458,373 | — | — | 458,373 | |||||||||||||||||
Total Assets | $ | 23,184,396 | $ | 224,299,497 | $ | 677,625 | $ | 248,161,518 | |||||||||||||
Liabilities Table | |||||||||||||||||||||
Other Financial Instruments+ | |||||||||||||||||||||
Centrally Cleared Swaps | $ | — | $ | (1,031,100 | ) | $ | — | $ | (1,031,100 | ) | |||||||||||
Forward Foreign Currency Contracts | — | (1,778,900 | ) | — | (1,778,900 | ) | |||||||||||||||
Futures | (41,538 | ) | — | — | (41,538 | ) | |||||||||||||||
OTC Swaps | — | (378,727 | ) | — | (378,727 | ) | |||||||||||||||
Sales Commitments | — | (5,123,731 | ) | — | (5,123,731 | ) | |||||||||||||||
Total Liabilities | $ | (41,538 | ) | $ | (8,312,458 | ) | $ | — | $ | (8,353,996 | ) |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
+ | Other Financial Instruments may include open forward foreign currency contracts, futures, centrally cleared swaps, OTC swaps and written options. Forward foreign currency contracts, futures and centrally cleared swaps are valued at the unrealized gain (loss) on the instrument. OTC swaps and written options are valued at the fair value of the instrument. |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
USD 182,786 | BRL 677,059 | Bank of America N.A. | 07/03/18 | $ | 8,095 | |||||||||
BRL 692,451 | USD 184,962 | Bank of America N.A. | 07/03/18 | (6,300 | ) | |||||||||
BRL 712,225 | USD 189,030 | Bank of America N.A. | 07/03/18 | (5,265 | ) | |||||||||
BRL 708,786 | USD 189,028 | Bank of America N.A. | 07/03/18 | (6,151 | ) | |||||||||
BRL 705,858 | USD 189,024 | Bank of America N.A. | 07/03/18 | (6,903 | ) | |||||||||
BRL 707,564 | USD 187,688 | Bank of America N.A. | 07/03/18 | (5,126 | ) | |||||||||
USD 186,965 | BRL 705,860 | Bank of America N.A. | 07/03/18 | 4,843 | ||||||||||
USD 187,047 | BRL 710,687 | Bank of America N.A. | 07/03/18 | 3,680 | ||||||||||
BRL 698,701 | USD 185,015 | Bank of America N.A. | 07/03/18 | (4,740 | ) |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED) |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
USD 188,029 | INR 12,930,735 | Bank of America N.A. | 07/19/18 | $ | (356 | ) | ||||||||
BRL 637,191 | USD 164,386 | Bank of America N.A. | 08/02/18 | (584 | ) | |||||||||
USD 629,841 | ZAR 7,919,556 | Bank of America N.A. | 08/08/18 | 55,249 | ||||||||||
USD 418,298 | GBP 313,955 | Bank of America N.A. | 08/14/18 | 3,144 | ||||||||||
ARS 13,674,180 | USD 556,993 | Bank of America N.A. | 08/15/18 | (105,403 | ) | |||||||||
ARS 10,939,040 | USD 412,017 | Bank of America N.A. | 08/17/18 | (51,452 | ) | |||||||||
EUR 159,053 | JPY 20,396,620 | Bank of America N.A. | 09/19/18 | 1,607 | ||||||||||
EUR 163,013 | HUF 53,645,062 | Bank of America N.A. | 09/19/18 | 385 | ||||||||||
EUR 63,079 | PLN 271,264 | Bank of America N.A. | 09/19/18 | 1,595 | ||||||||||
ZAR 2,566,471 | USD 187,981 | Bank of America N.A. | 09/19/18 | (2,812 | ) | |||||||||
USD 189,004 | ZAR 2,644,182 | Bank of America N.A. | 09/19/18 | (1,772 | ) | |||||||||
PLN 5,295,313 | EUR 1,232,557 | Bank of America N.A. | 09/19/18 | (32,536 | ) | |||||||||
AUD 251,010 | NZD 270,238 | Bank of America N.A. | 09/19/18 | 2,759 | ||||||||||
USD 376,911 | JPY 41,086,159 | Bank of America N.A. | 09/19/18 | 3,742 | ||||||||||
GBP 54,853 | AUD 97,106 | Bank of America N.A. | 09/19/18 | 769 | ||||||||||
EUR 157,101 | NZD 263,631 | Bank of America N.A. | 09/19/18 | 5,996 | ||||||||||
GBP 138,086 | USD 184,763 | Bank of America N.A. | 09/19/18 | (1,875 | ) | |||||||||
EUR 157,098 | NZD 262,962 | Bank of America N.A. | 09/19/18 | 6,447 | ||||||||||
NOK 1,209,419 | EUR 127,974 | Bank of America N.A. | 09/19/18 | (1,379 | ) | |||||||||
EUR 157,111 | USD 184,886 | Bank of America N.A. | 09/19/18 | (306 | ) | |||||||||
EUR 156,993 | USD 185,385 | Bank of America N.A. | 09/19/18 | (944 | ) | |||||||||
MXN 2,610,551 | USD 126,018 | Bank of America N.A. | 09/19/18 | 3,795 | ||||||||||
NOK 1,501,612 | EUR 158,898 | Bank of America N.A. | 09/19/18 | (1,719 | ) | |||||||||
USD 367,662 | NZD 532,983 | Bank of America N.A. | 09/19/18 | 6,645 | ||||||||||
EUR 318,094 | NZD 533,664 | Bank of America N.A. | 09/19/18 | 12,229 | ||||||||||
SEK 1,622,653 | EUR 159,022 | Bank of America N.A. | 09/19/18 | (4,552 | ) | |||||||||
AUD 3,466,802 | USD 2,585,403 | Bank of America N.A. | 09/19/18 | (19,169 | ) | |||||||||
AUD 252,770 | EUR 160,078 | Bank of America N.A. | 09/19/18 | (958 | ) | |||||||||
USD 251,974 | NZD 364,391 | Bank of America N.A. | 09/19/18 | 5,153 | ||||||||||
AUD 108,208 | GBP 60,514 | Bank of America N.A. | 09/19/18 | (50 | ) | |||||||||
USD 527,663 | CLP 332,939,666 | Barclays Bank PLC | 07/05/18 | 18,106 | ||||||||||
CLP 116,804,596 | USD 185,995 | Barclays Bank PLC | 07/05/18 | (7,228 | ) | |||||||||
USD 734,453 | KRW 821,860,721 | Barclays Bank PLC | 07/09/18 | (3,177 | ) | |||||||||
KRW 212,391,313 | USD 192,053 | Barclays Bank PLC | 07/09/18 | (1,429 | ) | |||||||||
TWD 5,503,166 | USD 185,918 | Barclays Bank PLC | 07/09/18 | (5,319 | ) | |||||||||
KRW 204,973,895 | USD 184,994 | Barclays Bank PLC | 07/09/18 | (1,028 | ) | |||||||||
USD 186,061 | TWD 5,522,838 | Barclays Bank PLC | 07/09/18 | 4,816 | ||||||||||
INR 42,984,219 | USD 630,433 | Barclays Bank PLC | 07/11/18 | (3,636 | ) | |||||||||
USD 370,130 | TWD 11,132,018 | Barclays Bank PLC | 07/16/18 | 4,573 | ||||||||||
USD 184,989 | TWD 5,506,206 | Barclays Bank PLC | 07/16/18 | 4,175 | ||||||||||
USD 842,812 | TWD 25,602,931 | Barclays Bank PLC | 07/16/18 | 2,055 | ||||||||||
INR 12,501,483 | USD 182,904 | Barclays Bank PLC | 07/19/18 | (773 | ) | |||||||||
COP 767,006,328 | USD 262,494 | Barclays Bank PLC | 07/26/18 | (1,079 | ) | |||||||||
USD 187,071 | COP 550,363,559 | Barclays Bank PLC | 07/26/18 | (506 | ) | |||||||||
KRW 821,860,721 | USD 734,742 | Barclays Bank PLC | 07/26/18 | 3,470 | ||||||||||
TWD 11,090,985 | USD 373,963 | Barclays Bank PLC | 07/27/18 | (9,387 | ) | |||||||||
TWD 11,186,063 | USD 369,971 | Barclays Bank PLC | 07/27/18 | (2,270 | ) | |||||||||
USD 184,977 | TWD 5,513,048 | Barclays Bank PLC | 07/27/18 | 3,756 | ||||||||||
USD 332,062 | TWD 9,823,390 | Barclays Bank PLC | 07/27/18 | 9,154 | ||||||||||
USD 370,031 | TWD 11,160,878 | Barclays Bank PLC | 07/27/18 | 3,158 | ||||||||||
USD 189,017 | BRL 728,059 | Barclays Bank PLC | 08/02/18 | 1,856 | ||||||||||
ARS 3,024,869 | USD 124,225 | Barclays Bank PLC | 08/10/18 | (23,846 | ) | |||||||||
USD 623,583 | GBP 468,516 | Barclays Bank PLC | 08/14/18 | 4,048 | ||||||||||
USD 279,488 | GBP 208,720 | Barclays Bank PLC | 08/14/18 | 3,490 | ||||||||||
ARS 15,574,064 | USD 576,710 | Barclays Bank PLC | 08/15/18 | (62,377 | ) | |||||||||
USD 824,553 | MXN 17,273,652 | Barclays Bank PLC | 09/19/18 | (34,402 | ) | |||||||||
EUR 159,103 | USD 185,925 | Barclays Bank PLC | 09/19/18 | 995 | ||||||||||
USD 568,000 | HKD 4,405,522 | Barclays Bank PLC | 09/19/18 | 5,722 | ||||||||||
TRY 355,434 | USD 74,084 | Barclays Bank PLC | 09/19/18 | 710 | ||||||||||
JPY 20,293,038 | USD 185,088 | Barclays Bank PLC | 09/19/18 | (775 | ) | |||||||||
ZAR 2,573,093 | USD 185,008 | Barclays Bank PLC | 09/19/18 | 639 | ||||||||||
MXN 7,779,251 | USD 369,915 | Barclays Bank PLC | 09/19/18 | 16,919 | ||||||||||
GBP 140,394 | EUR 159,908 | Barclays Bank PLC | 09/19/18 | (1,921 | ) |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED) |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPY 40,795,308 | USD 371,000 | Barclays Bank PLC | 09/19/18 | $ | (473 | ) | ||||||||
NOK 1,500,537 | USD 184,947 | Barclays Bank PLC | 09/19/18 | (120 | ) | |||||||||
USD 73,987 | TRY 365,732 | Barclays Bank PLC | 09/19/18 | (2,975 | ) | |||||||||
USD 379,000 | HKD 2,939,885 | Barclays Bank PLC | 09/19/18 | 3,782 | ||||||||||
USD 148,004 | TRY 733,440 | Barclays Bank PLC | 09/19/18 | (6,335 | ) | |||||||||
USD 186,928 | ZAR 2,588,328 | Barclays Bank PLC | 09/19/18 | 182 | ||||||||||
USD 186,953 | ZAR 2,598,376 | Barclays Bank PLC | 09/19/18 | (518 | ) | |||||||||
USD 111,004 | TRY 550,028 | Barclays Bank PLC | 09/19/18 | (4,740 | ) | |||||||||
GBP 269,209 | EUR 304,512 | Barclays Bank PLC | 09/19/18 | (1,199 | ) | |||||||||
TRY 356,720 | USD 74,973 | Barclays Bank PLC | 09/19/18 | 93 | ||||||||||
USD 186,812 | EUR 159,900 | Barclays Bank PLC | 09/19/18 | (1,045 | ) | |||||||||
GBP 139,881 | EUR 159,119 | Barclays Bank PLC | 09/19/18 | (1,673 | ) | |||||||||
JPY 20,155,121 | USD 185,000 | Barclays Bank PLC | 09/19/18 | (1,939 | ) | |||||||||
JPY 40,359,485 | USD 370,089 | Barclays Bank PLC | 09/19/18 | (3,520 | ) | |||||||||
USD 188,031 | TRY 905,184 | Barclays Bank PLC | 09/19/18 | (2,449 | ) | |||||||||
USD 185,094 | CNH 1,211,093 | Barclays Bank PLC | 09/19/18 | 3,087 | ||||||||||
ZAR 1,674,682 | USD 121,630 | Barclays Bank PLC | 09/19/18 | (803 | ) | |||||||||
HUF 155,480,680 | EUR 478,476 | Barclays Bank PLC | 09/19/18 | (8,177 | ) | |||||||||
ZAR 2,605,524 | USD 187,949 | Barclays Bank PLC | 09/19/18 | 38 | ||||||||||
ZAR 33,316,423 | USD 2,497,464 | Barclays Bank PLC | 09/19/18 | (93,707 | ) | |||||||||
TRY 713,497 | USD 148,116 | Barclays Bank PLC | 09/19/18 | 2,027 | ||||||||||
GBP 497,201 | USD 668,099 | Barclays Bank PLC | 09/19/18 | (9,583 | ) | |||||||||
USD 188,420 | TRY 890,883 | Barclays Bank PLC | 09/19/18 | 950 | ||||||||||
ZAR 2,515,908 | USD 185,004 | Barclays Bank PLC | 09/19/18 | (3,483 | ) | |||||||||
USD 186,588 | EUR 159,900 | Barclays Bank PLC | 09/19/18 | (1,269 | ) | |||||||||
SEK 1,618,761 | EUR 159,096 | Barclays Bank PLC | 09/19/18 | (5,076 | ) | |||||||||
USD 617,828 | ARS 17,187,970 | Citibank N.A. | 07/03/18 | 23,602 | ||||||||||
USD 104,457 | ARS 2,213,438 | Citibank N.A. | 07/05/18 | 28,101 | ||||||||||
ARS 1,673,028 | USD 78,694 | Citibank N.A. | 07/19/18 | (21,864 | ) | |||||||||
USD 72,298 | IDR 1,018,721,310 | Citibank N.A. | 07/23/18 | 1,289 | ||||||||||
USD 187,936 | KRW 210,018,033 | Citibank N.A. | 07/26/18 | (707 | ) | |||||||||
TWD 5,715,800 | USD 193,960 | Citibank N.A. | 07/27/18 | (6,074 | ) | |||||||||
USD 190,621 | IDR 2,660,644,769 | Citibank N.A. | 07/27/18 | 5,203 | ||||||||||
IDR 1,498,001,000 | USD 104,006 | Citibank N.A. | 07/27/18 | 388 | ||||||||||
USD 187,938 | TWD 5,713,972 | Citibank N.A. | 07/27/18 | 112 | ||||||||||
ARS 17,187,970 | USD 600,139 | Citibank N.A. | 07/31/18 | (24,088 | ) | |||||||||
USD 244,400 | GBP 183,626 | Citibank N.A. | 08/14/18 | 1,585 | ||||||||||
RUB 2,668,529 | USD 41,911 | Citibank N.A. | 08/15/18 | 379 | ||||||||||
USD 184,985 | RUB 11,875,402 | Citibank N.A. | 08/20/18 | (3,105 | ) | |||||||||
EUR 144,000 | USD 168,055 | Citibank N.A. | 08/31/18 | 875 | ||||||||||
USD 75,362 | TRY 361,732 | Citibank N.A. | 09/19/18 | (758 | ) | |||||||||
NZD 276,154 | AUD 255,057 | Citibank N.A. | 09/19/18 | (1,747 | ) | |||||||||
EUR 162,915 | SEK 1,697,456 | Citibank N.A. | 09/19/18 | 724 | ||||||||||
USD 184,584 | AUD 248,030 | Citibank N.A. | 09/19/18 | 985 | ||||||||||
EUR 157,077 | CZK 4,049,843 | Citibank N.A. | 09/19/18 | 1,703 | ||||||||||
EUR 159,919 | PLN 695,823 | Citibank N.A. | 09/19/18 | 1,875 | ||||||||||
NOK 609,786 | USD 75,019 | Citibank N.A. | 09/19/18 | 91 | ||||||||||
USD 188,029 | NOK 1,525,158 | Citibank N.A. | 09/19/18 | 168 | ||||||||||
USD 189,305 | NZD 280,201 | Citibank N.A. | 09/19/18 | (490 | ) | |||||||||
PLN 378,322 | EUR 88,201 | Citibank N.A. | 09/19/18 | (2,490 | ) | |||||||||
SEK 2,495,948 | EUR 239,117 | Citibank N.A. | 09/19/18 | (554 | ) | |||||||||
SEK 10,055,621 | EUR 980,391 | Citibank N.A. | 09/19/18 | (22,253 | ) | |||||||||
USD 374,920 | AUD 510,985 | Citibank N.A. | 09/19/18 | (3,327 | ) | |||||||||
AUD 75,347 | EUR 47,480 | Citibank N.A. | 09/19/18 | (7 | ) | |||||||||
EUR 319,105 | NZD 538,288 | Citibank N.A. | 09/19/18 | 10,285 | ||||||||||
SEK 1,242,570 | EUR 121,094 | Citibank N.A. | 09/19/18 | (2,688 | ) | |||||||||
EUR 63,659 | NOK 602,746 | Citibank N.A. | 09/19/18 | 546 | ||||||||||
EUR 94,889 | SEK 974,864 | Citibank N.A. | 09/19/18 | 1,973 | ||||||||||
SEK 1,246,106 | EUR 120,613 | Citibank N.A. | 09/19/18 | (1,726 | ) | |||||||||
SEK 1,615,101 | EUR 159,046 | Citibank N.A. | 09/19/18 | (5,430 | ) | |||||||||
USD 719,288 | CNH 4,641,380 | Citibank N.A. | 09/19/18 | 21,763 | ||||||||||
NZD 513,564 | USD 357,018 | Citibank N.A. | 09/19/18 | (9,154 | ) | |||||||||
SEK 21,686,663 | EUR 2,139,853 | Citibank N.A. | 09/19/18 | (77,920 | ) |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED) |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
GBP 67,558 | USD 90,418 | Citibank N.A. | 09/19/18 | $ | (941 | ) | ||||||||
CAD 241,344 | USD 184,975 | Citibank N.A. | 09/19/18 | (1,146 | ) | |||||||||
SEK 21,708,246 | EUR 2,134,968 | Citibank N.A. | 09/19/18 | (69,756 | ) | |||||||||
EUR 238,760 | SEK 2,422,932 | Citibank N.A. | 09/19/18 | 8,336 | ||||||||||
USD 368,173 | AUD 487,014 | Citibank N.A. | 09/19/18 | 7,670 | ||||||||||
USD 91,323 | GBP 68,364 | Citibank N.A. | 09/19/18 | 779 | ||||||||||
CLP 106,965,879 | USD 164,386 | Credit Suisse International | 08/06/18 | (663 | ) | |||||||||
ZAR 2,592,381 | USD 187,914 | Credit Suisse International | 09/19/18 | (875 | ) | |||||||||
IDR 14,704,132,549 | USD 1,034,482 | Deutsche Bank AG | 07/02/18 | (8,374 | ) | |||||||||
BRL 1,395,156 | USD 369,823 | Deutsche Bank AG | 07/03/18 | (9,852 | ) | |||||||||
BRL 712,809 | USD 185,991 | Deutsche Bank AG | 07/03/18 | (2,076 | ) | |||||||||
ARS 17,187,970 | USD 810,945 | Deutsche Bank AG | 07/03/18 | (216,719 | ) | |||||||||
USD 187,047 | BRL 716,859 | Deutsche Bank AG | 07/03/18 | 2,087 | ||||||||||
BRL 711,693 | USD 185,991 | Deutsche Bank AG | 07/03/18 | (2,363 | ) | |||||||||
CLP 216,135,070 | USD 338,451 | Deutsche Bank AG | 07/05/18 | (7,661 | ) | |||||||||
KRW 198,249,136 | USD 186,045 | Deutsche Bank AG | 07/09/18 | (8,113 | ) | |||||||||
ARS 6,685,952 | USD 314,929 | Deutsche Bank AG | 07/12/18 | (86,054 | ) | |||||||||
USD 338,451 | CLP 216,135,070 | Deutsche Bank AG | 07/18/18 | 7,647 | ||||||||||
USD 116,058 | INR 7,919,685 | Deutsche Bank AG | 07/19/18 | 678 | ||||||||||
USD 185,085 | INR 12,591,303 | Deutsche Bank AG | 07/19/18 | 1,645 | ||||||||||
USD 56,493 | INR 3,857,897 | Deutsche Bank AG | 07/19/18 | 288 | ||||||||||
INR 13,238,579 | USD 193,806 | Deutsche Bank AG | 07/19/18 | (937 | ) | |||||||||
USD 99,077 | TWD 2,932,677 | Deutsche Bank AG | 07/27/18 | 2,676 | ||||||||||
USD 187,917 | IDR 2,664,284,674 | Deutsche Bank AG | 07/27/18 | 2,246 | ||||||||||
USD 197,364 | KRW 219,821,559 | Deutsche Bank AG | 07/31/18 | (131 | ) | |||||||||
USD 188,076 | KRW 210,701,554 | Deutsche Bank AG | 07/31/18 | (1,225 | ) | |||||||||
KRW 665,136,510 | USD 598,117 | Deutsche Bank AG | 08/03/18 | (462 | ) | |||||||||
USD 184,961 | THB 6,072,546 | Deutsche Bank AG | 08/14/18 | 1,461 | ||||||||||
USD 554,906 | CAD 736,551 | Deutsche Bank AG | 09/19/18 | (6,117 | ) | |||||||||
USD 447,586 | CNH 2,871,889 | Deutsche Bank AG | 09/19/18 | 15,987 | ||||||||||
HKD 3,406,372 | USD 434,815 | Deutsche Bank AG | 09/19/18 | (59 | ) | |||||||||
AUD 253,985 | USD 188,609 | Deutsche Bank AG | 09/19/18 | (602 | ) | |||||||||
GBP 3,259,875 | USD 4,346,255 | Deutsche Bank AG | 09/19/18 | (28,720 | ) | |||||||||
USD 367,169 | AUD 498,932 | Deutsche Bank AG | 09/19/18 | (2,156 | ) | |||||||||
USD 323,836 | CAD 426,636 | Deutsche Bank AG | 09/19/18 | (1,128 | ) | |||||||||
USD 188,213 | EUR 160,967 | Deutsche Bank AG | 09/19/18 | (897 | ) | |||||||||
NOK 605,390 | EUR 63,937 | Deutsche Bank AG | 09/19/18 | (546 | ) | |||||||||
USD 10,180 | HKD 79,806 | Deutsche Bank AG | 09/19/18 | (6 | ) | |||||||||
NZD 274,742 | AUD 254,891 | Deutsche Bank AG | 09/19/18 | (2,581 | ) | |||||||||
HKD 9,828,464 | USD 1,257,561 | Deutsche Bank AG | 09/19/18 | (3,151 | ) | |||||||||
AUD 255,070 | USD 188,416 | Deutsche Bank AG | 09/19/18 | 394 | ||||||||||
JPY 40,595,976 | USD 369,920 | Deutsche Bank AG | 09/19/18 | (1,204 | ) | |||||||||
EUR 156,980 | GBP 138,064 | Deutsche Bank AG | 09/19/18 | 1,567 | ||||||||||
BRL 559,558 | USD 148,503 | JPMorgan Chase Bank N.A. | 07/03/18 | (4,129 | ) | |||||||||
ARS 2,213,438 | USD 104,709 | JPMorgan Chase Bank N.A. | 07/05/18 | (28,353 | ) | |||||||||
ARS 8,978,769 | USD 351,420 | JPMorgan Chase Bank N.A. | 07/05/18 | (41,682 | ) | |||||||||
KRW 206,246,377 | USD 186,486 | JPMorgan Chase Bank N.A. | 07/09/18 | (1,378 | ) | |||||||||
USD 743,959 | INR 50,485,049 | JPMorgan Chase Bank N.A. | 07/11/18 | 7,784 | ||||||||||
USD 185,044 | INR 12,673,661 | JPMorgan Chase Bank N.A. | 07/19/18 | 405 | ||||||||||
COP 157,870,691 | USD 53,957 | JPMorgan Chase Bank N.A. | 07/23/18 | (144 | ) | |||||||||
USD 336,826 | KRW 373,894,752 | JPMorgan Chase Bank N.A. | 07/26/18 | 986 | ||||||||||
USD 186,652 | KRW 208,312,820 | JPMorgan Chase Bank N.A. | 07/26/18 | (459 | ) | |||||||||
USD 1,380,298 | KRW 1,541,792,517 | JPMorgan Chase Bank N.A. | 07/26/18 | (4,573 | ) | |||||||||
USD 190,824 | KRW 213,171,622 | JPMorgan Chase Bank N.A. | 07/26/18 | (651 | ) | |||||||||
USD 370,007 | TWD 11,153,423 | JPMorgan Chase Bank N.A. | 07/27/18 | 3,380 | ||||||||||
IDR 1,092,732,736 | USD 76,661 | JPMorgan Chase Bank N.A. | 07/27/18 | (510 | ) | |||||||||
TWD 6,717,684 | USD 221,142 | JPMorgan Chase Bank N.A. | 07/27/18 | (322 | ) | |||||||||
USD 148,094 | BRL 559,558 | JPMorgan Chase Bank N.A. | 08/02/18 | 4,249 | ||||||||||
ARS 2,004,961 | USD 76,848 | JPMorgan Chase Bank N.A. | 08/17/18 | (10,762 | ) | |||||||||
COP 2,767,110,827 | USD 944,471 | JPMorgan Chase Bank N.A. | 08/22/18 | (2,566 | ) | |||||||||
USD 1,292,600 | EUR 1,090,811 | JPMorgan Chase Bank N.A. | 08/31/18 | 12,948 | ||||||||||
NOK 1,574,539 | USD 193,543 | JPMorgan Chase Bank N.A. | 09/19/18 | 400 | ||||||||||
CNH 1,247,074 | USD 187,914 | JPMorgan Chase Bank N.A. | 09/19/18 | (498 | ) |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED) |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
NOK 3,079,515 | USD 376,995 | JPMorgan Chase Bank N.A. | 09/19/18 | $ | 2,322 | |||||||||
NOK 3,913,875 | EUR 410,482 | JPMorgan Chase Bank N.A. | 09/19/18 | (160 | ) | |||||||||
TRY 2,024,868 | USD 418,863 | JPMorgan Chase Bank N.A. | 09/19/18 | 7,234 | ||||||||||
EUR 341,934 | SEK 3,518,477 | JPMorgan Chase Bank N.A. | 09/19/18 | 6,487 | ||||||||||
EUR 313,993 | GBP 275,381 | JPMorgan Chase Bank N.A. | 09/19/18 | 4,163 | ||||||||||
SGD 497,488 | EUR 314,007 | JPMorgan Chase Bank N.A. | 09/19/18 | (3,153 | ) | |||||||||
NZD 4,570,479 | USD 3,213,412 | JPMorgan Chase Bank N.A. | 09/19/18 | (117,587 | ) | |||||||||
USD 72,433 | NOK 585,114 | JPMorgan Chase Bank N.A. | 09/19/18 | 362 | ||||||||||
USD 189,391 | GBP 143,044 | JPMorgan Chase Bank N.A. | 09/19/18 | (64 | ) | |||||||||
JPY 19,101,581 | USD 174,557 | JPMorgan Chase Bank N.A. | 09/19/18 | (1,065 | ) | |||||||||
GBP 133,356 | EUR 150,951 | JPMorgan Chase Bank N.A. | 09/19/18 | (720 | ) | |||||||||
USD 4,381,977 | EUR 3,746,817 | JPMorgan Chase Bank N.A. | 09/19/18 | (19,917 | ) | |||||||||
USD 329,582 | EUR 282,332 | JPMorgan Chase Bank N.A. | 09/19/18 | (2,112 | ) | |||||||||
EUR 954,320 | GBP 837,129 | JPMorgan Chase Bank N.A. | 09/19/18 | 12,435 | ||||||||||
MXN 1,561,900 | USD 73,486 | JPMorgan Chase Bank N.A. | 09/19/18 | 4,182 | ||||||||||
HUF 51,856,662 | EUR 160,045 | JPMorgan Chase Bank N.A. | 09/19/18 | (3,269 | ) | |||||||||
AUD 233,114 | NZD 250,210 | JPMorgan Chase Bank N.A. | 09/19/18 | 3,078 | ||||||||||
CAD 242,549 | USD 184,932 | JPMorgan Chase Bank N.A. | 09/19/18 | (185 | ) | |||||||||
AUD 500,965 | USD 372,512 | JPMorgan Chase Bank N.A. | 09/19/18 | (1,683 | ) | |||||||||
USD 1,254,368 | EUR 1,070,566 | JPMorgan Chase Bank N.A. | 09/19/18 | (3,371 | ) | |||||||||
JPY 115,478,484 | USD 1,052,368 | JPMorgan Chase Bank N.A. | 09/19/18 | (3,524 | ) | |||||||||
SGD 284,665 | USD 208,446 | JPMorgan Chase Bank N.A. | 09/19/18 | 840 | ||||||||||
USD 185,224 | EUR 158,979 | JPMorgan Chase Bank N.A. | 09/19/18 | (1,550 | ) | |||||||||
EUR 314,000 | USD 373,508 | JPMorgan Chase Bank N.A. | 09/19/18 | (4,609 | ) | |||||||||
EUR 314,000 | USD 370,815 | JPMorgan Chase Bank N.A. | 09/19/18 | (1,916 | ) | |||||||||
USD 102,701 | BRL 385,541 | Morgan Stanley & Co. International PLC | 07/03/18 | 3,226 | ||||||||||
USD 186,020 | BRL 693,018 | Morgan Stanley & Co. International PLC | 07/03/18 | 7,211 | ||||||||||
USD 185,936 | BRL 694,249 | Morgan Stanley & Co. International PLC | 07/03/18 | 6,810 | ||||||||||
USD 1,289,835 | BRL 4,845,912 | Morgan Stanley & Co. International PLC | 07/03/18 | 39,520 | ||||||||||
BRL 857,637 | USD 222,936 | Morgan Stanley & Co. International PLC | 07/03/18 | (1,654 | ) | |||||||||
USD 187,039 | BRL 707,897 | Morgan Stanley & Co. International PLC | 07/03/18 | 4,391 | ||||||||||
BRL 1,398,323 | USD 369,979 | Morgan Stanley & Co. International PLC | 07/03/18 | (9,191 | ) | |||||||||
BRL 611,059 | USD 160,581 | Morgan Stanley & Co. International PLC | 07/03/18 | (2,919 | ) | |||||||||
BRL 579,284 | USD 148,058 | Morgan Stanley & Co. International PLC | 07/03/18 | 1,406 | ||||||||||
USD 452,000 | BRL 1,684,771 | Morgan Stanley & Co. International PLC | 07/03/18 | 17,304 | ||||||||||
BRL 770,748 | USD 206,973 | Morgan Stanley & Co. International PLC | 07/03/18 | (8,109 | ) | |||||||||
USD 120,043 | KRW 129,130,743 | Morgan Stanley & Co. International PLC | 07/05/18 | 4,169 | ||||||||||
KRW 129,130,743 | USD 115,683 | Morgan Stanley & Co. International PLC | 07/05/18 | 192 | ||||||||||
USD 372,041 | INR 25,157,425 | Morgan Stanley & Co. International PLC | 07/11/18 | 5,195 | ||||||||||
USD 115,737 | KRW 129,130,743 | Morgan Stanley & Co. International PLC | 07/26/18 | (251 | ) | |||||||||
USD 838,045 | TWD 25,455,605 | Morgan Stanley & Co. International PLC | 07/27/18 | 1,285 | ||||||||||
IDR 25,502,030,217 | USD 1,801,627 | Morgan Stanley & Co. International PLC | 07/27/18 | (24,416 | ) | |||||||||
USD 187,968 | TWD 5,725,895 | Morgan Stanley & Co. International PLC | 07/27/18 | (249 | ) | |||||||||
USD 187,473 | TWD 5,573,014 | Morgan Stanley & Co. International PLC | 07/27/18 | 4,281 | ||||||||||
THB 5,995,407 | USD 187,491 | Morgan Stanley & Co. International PLC | 08/14/18 | (6,322 | ) | |||||||||
IDR 17,851,535,158 | USD 1,259,812 | Morgan Stanley & Co. International PLC | 08/16/18 | (19,612 | ) | |||||||||
USD 188,046 | RUB 11,878,777 | Morgan Stanley & Co. International PLC | 08/20/18 | (97 | ) | |||||||||
RUB 13,936,895 | USD 221,142 | Morgan Stanley & Co. International PLC | 08/20/18 | (400 | ) | |||||||||
USD 184,946 | RUB 11,948,095 | Morgan Stanley & Co. International PLC | 08/20/18 | (4,295 | ) | |||||||||
RUB 8,727,826 | USD 136,292 | Morgan Stanley & Co. International PLC | 08/20/18 | 1,944 | ||||||||||
RUB 4,988,008 | USD 78,253 | Morgan Stanley & Co. International PLC | 08/20/18 | 750 | ||||||||||
USD 184,960 | RUB 11,720,452 | Morgan Stanley & Co. International PLC | 08/20/18 | (676 | ) | |||||||||
SGD 306,657 | USD 225,400 | Morgan Stanley & Co. International PLC | 09/19/18 | 54 | ||||||||||
USD 370,110 | JPY 40,574,031 | Morgan Stanley & Co. International PLC | 09/19/18 | 1,592 | ||||||||||
USD 80,955 | ZAR 1,109,479 | Morgan Stanley & Co. International PLC | 09/19/18 | 907 | ||||||||||
USD 184,266 | AUD 250,086 | Morgan Stanley & Co. International PLC | 09/19/18 | (855 | ) | |||||||||
USD 375,667 | CNH 2,439,019 | Morgan Stanley & Co. International PLC | 09/19/18 | 9,122 | ||||||||||
CNH 2,429,570 | USD 369,935 | Morgan Stanley & Co. International PLC | 09/19/18 | (4,810 | ) | |||||||||
GBP 142,282 | EUR 161,107 | Morgan Stanley & Co. International PLC | 09/19/18 | (829 | ) | |||||||||
USD 185,203 | EUR 159,059 | Morgan Stanley & Co. International PLC | 09/19/18 | (1,665 | ) | |||||||||
USD 83,993 | CAD 110,925 | Morgan Stanley & Co. International PLC | 09/19/18 | (497 | ) | |||||||||
EUR 163,047 | SEK 1,697,180 | Morgan Stanley & Co. International PLC | 09/19/18 | 909 | ||||||||||
EUR 320,000 | USD 372,965 | Morgan Stanley & Co. International PLC | 09/19/18 | 2,982 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED) |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGD 275,785 | USD 203,493 | Morgan Stanley & Co. International PLC | 09/19/18 | $ | (736 | ) | ||||||||
USD 83,538 | ZAR 1,170,886 | Morgan Stanley & Co. International PLC | 09/19/18 | (941 | ) | |||||||||
EUR 160,910 | USD 187,555 | Morgan Stanley & Co. International PLC | 09/19/18 | 1,488 | ||||||||||
USD 74,026 | MXN 1,554,104 | Morgan Stanley & Co. International PLC | 09/19/18 | (3,254 | ) | |||||||||
USD 185,000 | JPY 20,128,869 | Morgan Stanley & Co. International PLC | 09/19/18 | 2,178 | ||||||||||
USD 185,583 | GBP 137,895 | Morgan Stanley & Co. International PLC | 09/19/18 | 2,949 | ||||||||||
USD 370,929 | CNH 2,394,586 | Morgan Stanley & Co. International PLC | 09/19/18 | 11,061 | ||||||||||
USD 186,784 | EUR 157,110 | Morgan Stanley & Co. International PLC | 09/19/18 | 2,206 | ||||||||||
USD 147,536 | CAD 190,987 | Morgan Stanley & Co. International PLC | 09/19/18 | 2,063 | ||||||||||
USD 50,159 | CZK 1,085,731 | Morgan Stanley & Co. International PLC | 09/19/18 | 1,142 | ||||||||||
USD 371,018 | CNH 2,393,819 | Morgan Stanley & Co. International PLC | 09/19/18 | 11,265 | ||||||||||
EUR 157,114 | USD 184,847 | Morgan Stanley & Co. International PLC | 09/19/18 | (265 | ) | |||||||||
EUR 318,921 | CNH 2,396,566 | Morgan Stanley & Co. International PLC | 09/19/18 | 14,515 | ||||||||||
SEK 24,023,566 | EUR 2,356,846 | Morgan Stanley & Co. International PLC | 09/19/18 | (70,347 | ) | |||||||||
USD 803,185 | SGD 1,070,171 | Morgan Stanley & Co. International PLC | 09/19/18 | 16,393 | ||||||||||
HUF 50,690,047 | EUR 156,946 | Morgan Stanley & Co. International PLC | 09/19/18 | (3,786 | ) | |||||||||
USD 58,282 | CAD 75,437 | Morgan Stanley & Co. International PLC | 09/19/18 | 822 | ||||||||||
CAD 462,052 | USD 356,382 | Morgan Stanley & Co. International PLC | 09/19/18 | (4,442 | ) | |||||||||
USD 183,499 | AUD 248,925 | Morgan Stanley & Co. International PLC | 09/19/18 | (763 | ) | |||||||||
USD 144,270 | ZAR 1,996,425 | Morgan Stanley & Co. International PLC | 09/19/18 | 230 | ||||||||||
USD 377,483 | GBP 286,232 | Morgan Stanley & Co. International PLC | 09/19/18 | (1,617 | ) | |||||||||
HUF 52,205,734 | EUR 160,045 | Morgan Stanley & Co. International PLC | 09/19/18 | (2,026 | ) | |||||||||
CNH 2,442,865 | EUR 318,991 | Morgan Stanley & Co. International PLC | 09/19/18 | (7,638 | ) | |||||||||
NZD 274,956 | USD 187,181 | Morgan Stanley & Co. International PLC | 09/19/18 | (939 | ) | |||||||||
AUD 253,903 | USD 188,562 | Morgan Stanley & Co. International PLC | 09/19/18 | (616 | ) | |||||||||
USD 185,061 | ZAR 2,494,473 | Morgan Stanley & Co. International PLC | 09/19/18 | 5,086 | ||||||||||
AUD 244,040 | USD 185,770 | Morgan Stanley & Co. International PLC | 09/19/18 | (5,125 | ) | |||||||||
AUD 964,322 | USD 715,069 | Morgan Stanley & Co. International PLC | 09/19/18 | (1,248 | ) | |||||||||
USD 194,621 | CNH 1,283,001 | Morgan Stanley & Co. International PLC | 09/19/18 | 1,806 | ||||||||||
EUR 121,685 | SEK 1,264,233 | Morgan Stanley & Co. International PLC | 09/19/18 | 949 | ||||||||||
USD 277,822 | MXN 5,758,000 | RBC Europe Limited | 08/28/18 | (9,459 | ) | |||||||||
USD 184,874 | CAD 240,185 | RBC Europe Limited | 09/19/18 | 1,928 | ||||||||||
EUR 319,133 | CAD 490,555 | RBC Europe Limited | 09/19/18 | 1,278 | ||||||||||
HUF 348,883,365 | EUR 1,083,778 | RBC Europe Limited | 09/19/18 | (30,245 | ) | |||||||||
EUR 62,371 | PLN 270,211 | RBC Europe Limited | 09/19/18 | 1,045 | ||||||||||
EUR 662,057 | USD 777,340 | RBC Europe Limited | 09/19/18 | 469 | ||||||||||
USD 370,032 | CNH 2,398,096 | RBC Europe Limited | 09/19/18 | 9,636 | ||||||||||
CAD 243,283 | USD 185,018 | RBC Europe Limited | 09/19/18 | 288 | ||||||||||
CAD 486,434 | USD 371,024 | RBC Europe Limited | 09/19/18 | (512 | ) | |||||||||
CAD 240,882 | USD 185,071 | RBC Europe Limited | 09/19/18 | (1,594 | ) | |||||||||
PLN 3,930,466 | USD 1,083,874 | RBC Europe Limited | 09/19/18 | (33,202 | ) | |||||||||
USD 185,037 | CNH 1,210,511 | RBC Europe Limited | 09/19/18 | 3,117 | ||||||||||
PLN 690,726 | EUR 159,078 | RBC Europe Limited | 09/19/18 | (2,250 | ) | |||||||||
USD 1,650,436 | GBP 1,233,449 | State Street Bank and Trust Co. | 08/14/18 | 19,403 | ||||||||||
JPY 20,304,405 | USD 184,948 | State Street Bank and Trust Co. | 09/19/18 | (531 | ) | |||||||||
USD 97,500 | SEK 836,338 | State Street Bank and Trust Co. | 09/19/18 | 3,555 | ||||||||||
JPY 40,309,287 | USD 368,913 | State Street Bank and Trust Co. | 09/19/18 | (2,801 | ) | |||||||||
JPY 81,445,212 | USD 740,967 | State Street Bank and Trust Co. | 09/19/18 | (1,233 | ) | |||||||||
USD 187,391 | AUD 253,990 | State Street Bank and Trust Co. | 09/19/18 | (620 | ) | |||||||||
EUR 319,095 | AUD 502,119 | State Street Bank and Trust Co. | 09/19/18 | 3,201 | ||||||||||
EUR 156,986 | SEK 1,587,959 | State Street Bank and Trust Co. | 09/19/18 | 6,058 | ||||||||||
EUR 574,792 | USD 670,455 | State Street Bank and Trust Co. | 09/19/18 | 4,831 | ||||||||||
USD 301,415 | NZD 440,949 | State Street Bank and Trust Co. | 09/19/18 | 2,737 | ||||||||||
USD 185,041 | CAD 246,155 | State Street Bank and Trust Co. | 09/19/18 | (2,453 | ) | |||||||||
CAD 120,794 | USD 90,822 | State Street Bank and Trust Co. | 09/19/18 | 1,185 | ||||||||||
USD 90,346 | NOK 732,897 | State Street Bank and Trust Co. | 09/19/18 | 72 | ||||||||||
EUR 319,089 | NZD 537,109 | State Street Bank and Trust Co. | 09/19/18 | 11,064 | ||||||||||
NZD 555,926 | AUD 508,977 | State Street Bank and Trust Co. | 09/19/18 | (203 | ) | |||||||||
USD 91,652 | SEK 785,916 | State Street Bank and Trust Co. | 09/19/18 | 3,371 | ||||||||||
CAD 126,132 | USD 97,264 | State Street Bank and Trust Co. | 09/19/18 | (1,191 | ) | |||||||||
USD 188,076 | JPY 20,565,360 | State Street Bank and Trust Co. | 09/19/18 | 1,289 | ||||||||||
SEK 869,414 | USD 97,931 | State Street Bank and Trust Co. | 09/19/18 | (270 | ) | |||||||||
CAD 75,338 | EUR 48,407 | State Street Bank and Trust Co. | 09/19/18 | 514 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED) |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SEK 797,128 | USD 90,794 | State Street Bank and Trust Co. | 09/19/18 | $ | (1,253 | ) | ||||||||
EUR 156,988 | SEK 1,598,705 | State Street Bank and Trust Co. | 09/19/18 | 4,853 | ||||||||||
USD 1,564,174 | CAD 2,028,108 | State Street Bank and Trust Co. | 09/19/18 | 19,387 | ||||||||||
USD 96,981 | CAD 128,045 | State Street Bank and Trust Co. | 09/19/18 | (550 | ) | |||||||||
EUR 156,974 | CAD 241,621 | State Street Bank and Trust Co. | 09/19/18 | 379 | ||||||||||
CHF 816,400 | EUR 702,758 | State Street Bank and Trust Co. | 09/19/18 | 4,481 | ||||||||||
EUR 158,991 | PLN 688,737 | State Street Bank and Trust Co. | 09/19/18 | 2,679 | ||||||||||
USD 184,313 | AUD 243,979 | UBS AG | 09/19/18 | 3,713 | ||||||||||
MXN 3,291,278 | USD 164,386 | UBS AG | 09/19/18 | (723 | ) | |||||||||
USD 114,134 | EUR 96,980 | UBS AG | 09/19/18 | 198 | ||||||||||
CNH 1,468,887 | USD 221,142 | UBS AG | 09/19/18 | (391 | ) | |||||||||
AUD 245,957 | USD 183,645 | UBS AG | 09/19/18 | (1,580 | ) | |||||||||
EUR 159,019 | USD 185,219 | UBS AG | 09/19/18 | 1,601 | ||||||||||
AUD 250,937 | NZD 269,200 | UBS AG | 09/19/18 | 3,408 | ||||||||||
USD 84,267 | NOK 673,071 | UBS AG | 09/19/18 | 1,362 | ||||||||||
EUR 319,816 | USD 371,833 | UBS AG | 09/19/18 | 3,898 | ||||||||||
JPY 20,323,787 | EUR 157,026 | UBS AG | 09/19/18 | 113 | ||||||||||
CHF 181,895 | EUR 157,026 | UBS AG | 09/19/18 | 469 | ||||||||||
NZD 263,962 | USD 184,347 | UBS AG | 09/19/18 | (5,552 | ) | |||||||||
USD 369,093 | NZD 537,097 | UBS AG | 09/19/18 | 5,289 | ||||||||||
USD 366,858 | NZD 534,241 | UBS AG | 09/19/18 | 4,988 | ||||||||||
USD 733,433 | AUD 997,896 | UBS AG | 09/19/18 | (5,240 | ) | |||||||||
USD 185,050 | NZD 263,017 | UBS AG | 09/19/18 | 6,895 | ||||||||||
USD 370,981 | EUR 318,100 | UBS AG | 09/19/18 | (2,735 | ) | |||||||||
USD 371,640 | EUR 317,946 | UBS AG | 09/19/18 | (1,894 | ) | |||||||||
NZD 275,859 | AUD 255,100 | UBS AG | 09/19/18 | (1,979 | ) | |||||||||
CAD 186,803 | USD 142,860 | UBS AG | 09/19/18 | (574 | ) | |||||||||
USD 741,783 | HKD 5,809,624 | UBS AG | 09/19/18 | 299 | ||||||||||
EUR 535,866 | NOK 5,080,840 | UBS AG | 09/19/18 | 3,725 | ||||||||||
EUR 159,019 | USD 185,140 | UBS AG | 09/19/18 | 1,681 | ||||||||||
EUR 158,995 | USD 184,944 | UBS AG | 09/19/18 | 1,849 | ||||||||||
CHF 183,905 | EUR 159,043 | UBS AG | 09/19/18 | 144 | ||||||||||
USD 170,558 | AUD 231,596 | UBS AG | 09/19/18 | (877 | ) | |||||||||
USD 186,697 | GBP 139,931 | UBS AG | 09/19/18 | 1,367 | ||||||||||
CHF 364,262 | USD 370,046 | UBS AG | 09/19/18 | 332 | ||||||||||
EUR 158,897 | SEK 1,638,355 | UBS AG | 09/19/18 | 2,642 | ||||||||||
$ | (990,407 | ) |
Description | Number of Contracts | Expiration Date | Notional Value | Unrealized Appreciation/ (Depreciation) | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Long Contracts: | |||||||||||||||||||
Australia 3-Year Bond | 92 | 09/17/18 | $ | 7,580,780 | $ | 17,053 | |||||||||||||
Euro-Bund | 11 | 09/06/18 | 2,088,087 | 9,030 | |||||||||||||||
Short-Term Euro-BTP | 12 | 09/06/18 | 1,550,887 | 2,422 | |||||||||||||||
U.S. Treasury 2-Year Note | 119 | 09/28/18 | 25,207,547 | (16,792 | ) | ||||||||||||||
U.S. Treasury 5-Year Note | 24 | 09/28/18 | 2,726,813 | (2,291 | ) | ||||||||||||||
U.S. Treasury Long Bond | 62 | 09/19/18 | 8,990,000 | 139,001 | |||||||||||||||
U.S. Treasury Ultra 10-Year Note | 4 | 09/19/18 | 512,938 | 5,591 | |||||||||||||||
U.S. Treasury Ultra Long Bond | 71 | 09/19/18 | 11,328,938 | 266,878 | |||||||||||||||
$ | 59,985,990 | $ | 420,892 |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED) |
Description | Number of Contracts | Expiration Date | Notional Value | Unrealized Appreciation/ (Depreciation) | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Short Contracts: | |||||||||||||||||||
3-Month Euribor | (62 | ) | 12/16/19 | $ | (18,124,453 | ) | $ | (4,571 | ) | ||||||||||
90-Day Eurodollar | (5 | ) | 12/17/18 | (1,217,000 | ) | 9,118 | |||||||||||||
90-Day Eurodollar | (18 | ) | 06/17/19 | (4,371,525 | ) | (871 | ) | ||||||||||||
90-Day Eurodollar | (146 | ) | 12/14/20 | (35,412,300 | ) | 9,280 | |||||||||||||
Euro-OAT | (12 | ) | 09/06/18 | (2,165,664 | ) | (9,588 | ) | ||||||||||||
U.S. Treasury 10-Year Note | (44 | ) | 09/19/18 | (5,288,250 | ) | (7,425 | ) | ||||||||||||
$ | (66,579,192 | ) | $ | (4,057 | ) |
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 30, Version 1 | Buy | 5.000 | 06/20/23 | USD 1,605,000 | $ | (92,214 | ) | $ | 13,022 | |||||||||||||
$ | (92,214 | ) | $ | 13,022 |
Reference Entity/Obligation | Buy/Sell Protection | (Pay)/ Receive Financing Rate (%)(6) | Termination Date | Notional Amount(3) | Fair Value(4) | Unrealized Appreciation/ (Depreciation) | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CDX North American Investment Grade Index, Series 30, Version 1 | Sell | (1.000) | 06/20/23 | USD 3,675,000 | 54,368 | $ | (7,045 | ) | ||||||||||||||
iTraxx Europe Crossover Index, Series 29, Version 1 | Sell | (1.000) | 06/20/23 | EUR 1,100,000 | 16,746 | (3,005 | ) | |||||||||||||||
71,114 | $ | (10,050 | ) |
Counterparty | Reference Entity/Obligation(2) | Buy/Sell Protection | (Pay)/ Receive Financing Rate (%) | Termination Date | Notional Amount(3) | Fair Value(4) | Upfront Payments Paid/ (Received) | Unrealized Appreciation/ (Depreciation) | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Barclays Bank PLC | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD | 50,000 | $ | (856 | ) | $ | 154 | $ | (1,010 | ) | |||||||||||||||||
Barclays Bank PLC | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD | 2,830,000 | (48,446 | ) | 15,480 | (63,926 | ) | ||||||||||||||||||||
Barclays Bank PLC | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD | 40,000 | (685 | ) | 39 | (724 | ) | ||||||||||||||||||||
Barclays Bank PLC | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 12/20/21 | USD | 90,000 | (1,531 | ) | (234 | ) | (1,297 | ) | |||||||||||||||||||
Barclays Bank PLC | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 12/20/21 | USD | 360,000 | (6,124 | ) | (993 | ) | (5,131 | ) | |||||||||||||||||||
Barclays Bank PLC | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 12/20/21 | USD 100,000 | (1,701 | ) | (48 | ) | (1,653 | ) | ||||||||||||||||||||
Citibank N.A. | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD | 250,000 | (4,280 | ) | 333 | (4,613 | ) | ||||||||||||||||||||
Citibank N.A. | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD | 1,680,000 | (28,759 | ) | 5,705 | (34,464 | ) | ||||||||||||||||||||
Citibank N.A. | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD | 310,000 | (5,307 | ) | 955 | (6,262 | ) | ||||||||||||||||||||
Deutsche Bank AG | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD | 1,080,000 | (18,488 | ) | 6,658 | (25,146 | ) | ||||||||||||||||||||
Deutsche Bank AG | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD | 80,000 | (1,370 | ) | 179 | (1,549 | ) | ||||||||||||||||||||
Deutsche Bank AG | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD | 10,000 | (171 | ) | (1 | ) | (170 | ) | |||||||||||||||||||
Deutsche Bank AG | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD | 160,000 | (2,739 | ) | 225 | (2,964 | ) |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED) |
Counterparty | Reference Entity/Obligation(2) | Buy/Sell Protection | (Pay)/ Receive Financing Rate (%) | Termination Date | Notional Amount(3) | Fair Value(4) | Upfront Payments Paid/ (Received) | Unrealized Appreciation/ (Depreciation) | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Deutsche Bank AG | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 12/20/21 | USD | 360,000 | $ | (6,124 | ) | $ | 929 | $ | (7,053 | ) | |||||||||||||||||
JPMorgan Chase Bank N.A. | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD | 110,000 | (1,883 | ) | 339 | (2,222 | ) | ||||||||||||||||||||
JPMorgan Chase Bank N.A. | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD | 50,000 | (856 | ) | 67 | (923 | ) | ||||||||||||||||||||
JPMorgan Chase Bank N.A. | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD | 20,000 | (342 | ) | 51 | (393 | ) | ||||||||||||||||||||
JPMorgan Chase Bank N.A. | People’s Republic of China 7.500%, due 10/28/2027 | Buy | (1.000) | 06/20/21 | USD | 110,000 | (1,883 | ) | 240 | (2,123 | ) | ||||||||||||||||||||
$ | (131,545 | ) | $ | 30,078 | $ | (161,623 | ) |
(1) | If a Portfolio is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, a Portfolio will either i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation, other deliverable obligations or underlying securities comprising the referenced index or ii) receive a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. |
(2) | Payments made quarterly. |
(3) | The maximum amount of future payments (undiscounted) that a Portfolio as seller of protection could be required to make or receive as a buyer of credit protection under a credit default swap agreement would be an amount equal to the notional amount of the agreement. |
(4) | The fair values for credit default swap agreements serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. Increasing fair values, in absolute terms, when compared to the notional amount of the agreement, represent a deterioration of the referenced obligation’s credit soundness and a greater likelihood or risk of default or other credit event occurring. |
(5) | If the Portfolio is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Portfolio will generally either i) Pay to the buyer an amount equal to the notional amount of the swap and take delivery of the referenced obligation, other deliverable obligations, or underlying securities comprising a referenced index or ii) Pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising a referenced index. |
(6) | Payments received quarterly. |
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 | 6-month AUD-BBSW | Semi-Annual | 2.750% | Semi-Annual | 09/19/28 | AUD | 2,180,000 | $ | (14,191 | ) | $ | 23,255 | |||||||||||||||
Pay | 3-month CAD-CDOR | Semi-Annual | 2.000 | Semi-Annual | 09/19/20 | CAD | 5,620,000 | (28,413 | ) | 3,610 | |||||||||||||||||
Pay | 3-month CAD-CDOR | Semi-Annual | 2.250 | Semi-Annual | 09/19/28 | CAD | 2,420,000 | (56,008 | ) | 19,252 | |||||||||||||||||
Pay | 6-month CHF-LIBOR | Semi-Annual | 1.000 | Annual | 06/21/28 | CHF | 1,260,000 | 3,990 | 10,266 | ||||||||||||||||||
Pay | 3-month EUR-EURIBOR | Quarterly | 0.100 | Annual | 09/19/20 | EUR | 11,740,000 | 82,194 | 26,853 | ||||||||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | 0.350 | Annual | 12/16/21 | EUR | 19,980,000 | 60,198 | 114,363 | ||||||||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | 0.750 | Annual | 06/15/23 | EUR | 15,690,000 | 114,877 | 105,172 | ||||||||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | 0.500 | Annual | 09/19/23 | EUR | 12,490,000 | 132,368 | 94,191 | ||||||||||||||||||
Pay | 6-month GBP-LIBOR | Semi-Annual | 1.000 | Semi-Annual | 09/19/20 | GBP | 7,220,000 | (14,951 | ) | 2,047 | |||||||||||||||||
Pay | 6-month GBP-LIBOR | Semi-Annual | 1.200 | Semi-Annual | 11/21/23 | GBP | 5,100,000 | (56,329 | ) | 18,222 | |||||||||||||||||
Pay | 3-month NOK-NIBOR | Quarterly | 1.450 | Annual | 09/19/20 | NOK | 36,530,000 | 1,731 | (655 | ) | |||||||||||||||||
Pay | 6-month NOK-NIBOR | Semi-Annual | 1.600 | Annual | 09/19/20 | NOK | 34,830,000 | 8,103 | 1,816 | ||||||||||||||||||
Pay | 3-month SEK-STIBOR | Quarterly | (0.330) | Annual | 09/15/18 | SEK | 61,360,000 | 953 | (158 | ) | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.139 | Semi-Annual | 11/20/20 | USD | 31,040,000 | (460,462 | ) | (416,740 | ) | ||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.250 | Semi-Annual | 09/19/23 | USD | 14,490,000 | (441,990 | ) | 42,467 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.750 | Semi-Annual | 12/21/27 | USD | 4,600,000 | (40,227 | ) | 26,388 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.750 | Semi-Annual | 06/16/37 | USD | 970,000 | (18,026 | ) | 7,927 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.500 | Semi-Annual | 06/17/47 | USD | 640,000 | (12,294 | ) | 4,279 | |||||||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 3.000 | Semi-Annual | 06/15/48 | USD | 8,230,000 | 66,660 | 61,754 | ||||||||||||||||||
Receive | 6-month AUD-BBSW | Semi-Annual | 3.500 | Semi-Annual | 12/21/27 | AUD | 1,900,000 | (20,738 | ) | (3,455 | ) | ||||||||||||||||
Receive | 3-month CAD-CDOR | Semi-Annual | 2.250 | Semi-Annual | 09/19/23 | CAD | 410,000 | 3,443 | 266 | ||||||||||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | 0.100 | Annual | 10/15/20 | EUR | 1,390,000 | (7,718 | ) | (6 | ) | ||||||||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | 1.500 | Annual | 06/21/28 | EUR | 1,170,000 | 699 | (8,234 | ) | |||||||||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | 1.000 | Annual | 09/19/28 | EUR | 180,000 | (1,591 | ) | (553 | ) | ||||||||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | 1.500 | Annual | 09/19/38 | EUR | 3,040,000 | (55,230 | ) | (56,141 | ) | ||||||||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | 1.500 | Annual | 09/19/48 | EUR | 790,000 | (6,867 | ) | (19,681 | ) | ||||||||||||||||
Receive | 6-month GBP-LIBOR | Semi-Annual | 1.250 | Semi-Annual | 09/19/23 | GBP | 10,720,000 | 62,804 | (9,160 | ) | |||||||||||||||||
Receive | 6-month GBP-LIBOR | Semi-Annual | 1.500 | Semi-Annual | 09/19/28 | GBP | 640,000 | 3,997 | (2,421 | ) |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (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) | |||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Receive | 6-month GBP-LIBOR | Semi-Annual | 1.400% | Semi-Annual | 11/21/28 | GBP | 3,080,000 | $ | 64,669 | $ | (13,367 | ) | |||||||||||||||
Receive | 6-month GBP-LIBOR | Semi-Annual | 1.750 | Semi-Annual | 12/14/37 | GBP | 3,840,000 | 19,478 | 11,312 | ||||||||||||||||||
Receive | 6-month JPY-LIBOR | Semi-Annual | 1.250 | Semi-Annual | 06/14/38 | JPY | 29,160,000 | (4,840 | ) | (2,670 | ) | ||||||||||||||||
Receive | 6-month JPY-LIBOR | Semi-Annual | 1.500 | Semi-Annual | 06/16/48 | JPY | 30,760,000 | (6,409 | ) | (291 | ) | ||||||||||||||||
Receive | 6-month JPY-LIBOR | Semi-Annual | 1.000 | Semi-Annual | 09/19/48 | JPY | 194,560,000 | (74,455 | ) | (14,568 | ) | ||||||||||||||||
Receive | 3-month NZD-BBR-FRA | Quarterly | 2.750 | Semi-Annual | 09/19/23 | NZD | 2,490,000 | (12,860 | ) | (16,858 | ) | ||||||||||||||||
Receive | 3-month NZD-BBR-FRA | Quarterly | 4.000 | Semi-Annual | 06/21/28 | NZD | 1,570,000 | (17,687 | ) | (18,596 | ) | ||||||||||||||||
Receive | 3-month NZD-BBR-FRA | Quarterly | 3.250 | Semi-Annual | 09/19/28 | NZD | 2,400,000 | (26,823 | ) | (28,051 | ) | ||||||||||||||||
Receive | 6-month PLZ-WIBOR | Semi-Annual | 2.550 | Annual | 03/21/23 | PLN | 6,130,000 | (10,338 | ) | (14,939 | ) | ||||||||||||||||
Receive | 3-month SEK-STIBOR | Quarterly | 0.100 | Annual | 09/19/20 | SEK | 148,930,000 | (63,309 | ) | (25,784 | ) | ||||||||||||||||
Receive | 3-month SEK-STIBOR | Quarterly | 0.500 | Annual | 12/16/21 | SEK | 158,690,000 | (33,480 | ) | (117,431 | ) | ||||||||||||||||
Receive | 3-month SEK-STIBOR | Quarterly | 0.500 | Annual | 09/19/22 | SEK | 62,270,000 | (54,846 | ) | (42,047 | ) | ||||||||||||||||
Receive | 3-month SEK-STIBOR | Quarterly | 0.750 | Annual | 09/19/23 | SEK | 152,580,000 | (223,994 | ) | (112,932 | ) | ||||||||||||||||
Receive | 3-month SEK-STIBOR | Quarterly | 2.000 | Annual | 11/02/27 | SEK | 17,590,000 | (22,954 | ) | (23,281 | ) | ||||||||||||||||
Receive | 3-month SEK-STIBOR | Quarterly | 2.250 | Annual | 12/21/27 | SEK | 22,420,000 | (55,159 | ) | (10,216 | ) | ||||||||||||||||
Receive | 3-month SEK-STIBOR | Quarterly | 1.250 | Annual | 09/19/28 | SEK | 10,040,000 | (7,457 | ) | (18,984 | ) | ||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.275 | Semi-Annual | 11/20/23 | USD | 13,450,000 | 402,839 | 380,480 | ||||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.882 | Semi-Annual | 02/28/25 | USD | 6,210,000 | 1,775 | (41,782 | ) | |||||||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.500 | Semi-Annual | 09/19/28 | USD | 190,000 | 7,324 | (2,049 | ) | |||||||||||||||||
$ | (811,544 | ) | $ | (67,130 | ) |
Pay/Receive Floating Rate | Reference Entity | Reference Entity Payment Frequency | Floating Rate | Floating Rate Payment Frequency | Counterparty | Termination Date | Notional Amount | Fair Value | Upfront Payments Paid/ (Received) | Unrealized Appreciation/ (Depreciation) | |||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Receive | Arab Republic of Egypt Treasury Bill | At Maturity | 0.000 | At Maturity | Citibank N.A. | 10/11/18 | USD 123,591 | $ | (247,182 | ) | $(247,182) | $ | — | ||||||||||||||||
$ | (247,182 | ) | $(247,182) | $ | — |
Principal Amount | | Description | | | Contractual Settlement Date | | Fair Value | |||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
$(5,000,000) | Ginnie Mae, 4.000%, due 07/1/44 | 07/19/18 | $ | (5,123,731 | ) | |||||||
Total Sales Commitments Proceeds receivable $(5,111,797) | $ | (5,123,731 | ) |
BRL — Brazilian Real
CAD — Canadian Dollar
CHF — Swiss Franc
CLP — Chilean Peso
CNH — Chinese Offshore Yuan
COP — Colombian Peso
CZK — Czech Koruna
EUR — EU Euro
GBP — British Pound
HKD — Hong Kong Sar Dollar
HUF — Hungarian Forint
IDR — Indonesian Rupiah
INR — Indian Rupee
JPY — Japanese Yen
KRW — South Korean Won
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED) |
NOK — Norwegian Krone
NZD — New Zealand Dollar
PLN — Polish Zloty
RUB — Russian Ruble
SEK — Swedish Krona
SGD — Singapore Dollar
THB — Thai Baht
TRY — Turkish Lira
TWD — Taiwan New Dollar
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 | ||||||||
Foreign exchange contracts | Unrealized appreciation on forward foreign currency contracts | $ | 788,493 | |||||
Interest rate contracts | Net Assets- Unrealized appreciation* | 458,373 | ||||||
Credit contracts | Net Assets- Unrealized appreciation** | 13,022 | ||||||
Interest rate contracts | Net Assets- Unrealized appreciation** | 953,921 | ||||||
Credit contracts | Upfront payments paid on swap agreements | 31,355 | ||||||
Total Asset Derivatives | $ | 2,245,164 | ||||||
Liability Derivatives | ||||||||
Foreign exchange contracts | Unrealized depreciation on forward foreign currency contracts | $ | 1,778,900 | |||||
Interest rate contracts | Net Assets- Unrealized depreciation* | 41,538 | ||||||
Credit contracts | Net Assets- Unrealized depreciation** | 10,050 | ||||||
Interest rate contracts | Net Assets- Unrealized depreciation** | 1,021,050 | ||||||
Credit contracts | Upfront payments received on OTC swap agreements | 1,277 | ||||||
Credit contracts | Unrealized depreciation on OTC swap agreements | 161,623 | ||||||
Interest rate contracts | Upfront payments received on OTC swap agreements | 247,182 | ||||||
Total Liability Derivatives | $ | 3,261,620 |
* | Includes cumulative appreciation/depreciation of futures contracts as reported in the table following the Portfolio of Investments. |
** | Includes cumulative appreciation/depreciation of centrally cleared swaps as reported in the table following the Portfolio of Investments. Only current day’s variation margin receivable/payable is shown on the Statement of Assets and Liabiliites. |
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | |||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Forward foreign currency contracts | Futures | Swaps | Total | |||||||||||||||||
Credit contracts | $ | — | $ | — | $ | (163,159 | ) | $ | (163,159 | ) | |||||||||||
Foreign exchange contracts | (780,787 | ) | — | — | (780,787 | ) | |||||||||||||||
Interest rate contracts | — | (1,242,778 | ) | 29,988 | (1,212,790 | ) | |||||||||||||||
Total | $ | (780,787 | ) | $ | (1,242,778 | ) | $ | (133,171 | ) | $ | (2,156,736 | ) |
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | |||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Forward foreign currency contracts | Futures | Swaps | Total | |||||||||||||||||
Credit contracts | $ | — | $ | — | $ | 276,890 | $ | 276,890 | |||||||||||||
Foreign exchange contracts | (1,465,415 | ) | — | — | (1,465,415 | ) | |||||||||||||||
Interest rate contracts | — | 379,293 | 218,699 | 597,992 | |||||||||||||||||
Total | $ | (1,465,415 | ) | $ | 379,293 | $ | 495,589 | $ | (590,533 | ) |
VY® GOLDMAN SACHS BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED) |
Bank of America N.A. | Barclays Bank PLC | Citibank N.A. | Credit Suisse International | Deutsche Bank AG | JPMorgan Chase Bank N.A. | Morgan Stanley & Co. International PLC | RBC Europe Limited | State Street Bank and Trust Co. | UBS AG | Totals | |||||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Assets: | |||||||||||||||||||||||||||||||||||||||||||||||
Forward foreign currency contracts | $ | 126,133 | $ | 97,801 | $ | 118,432 | $ | 36,676 | $ | 71,255 | $ | 187,403 | $ | 17,761 | $ | 89,059 | $ | 43,973 | $ | 788,493 | |||||||||||||||||||||||||||
Total Assets | $ | 126,133 | $ | 97,801 | $ | 118,432 | $ | — | $ | 36,676 | $ | 71,255 | $ | 187,403 | $ | 17,761 | $ | 89,059 | $ | 43,973 | $ | 788,493 | |||||||||||||||||||||||||
Liabilities: | |||||||||||||||||||||||||||||||||||||||||||||||
Forward foreign currency contracts | $ | 260,352 | $ | 308,237 | $ | 256,225 | $ | 1,538 | $ | 391,134 | $ | 260,912 | $ | 190,590 | $ | 77,262 | $ | 11,105 | $ | 21,545 | $ | 1,778,900 | |||||||||||||||||||||||||
OTC credit default swaps | — | 59,343 | 38,346 | — | 28,892 | 4,964 | — | — | — | — | 131,545 | ||||||||||||||||||||||||||||||||||||
OTC total return swaps | — | — | 247,182 | — | — | — | — | — | — | — | 247,182 | ||||||||||||||||||||||||||||||||||||
Total Liabilities | $ | 260,352 | $ | 367,580 | $ | 541,753 | $ | 1,538 | $ | 420,026 | $ | 265,876 | $ | 190,590 | $ | 77,262 | $ | 11,105 | $ | 21,545 | $ | 2,157,627 | |||||||||||||||||||||||||
Net OTC derivative instruments by counterparty, at fair value | $ | (134,219 | ) | $ | (269,779 | ) | $ | (423,321 | ) | $ | (1,538 | ) | $ | (383,350 | ) | $ | (194,621 | ) | $ | (3,187 | ) | $ | (59,501 | ) | $ | 77,954 | $ | 22,428 | $ | (1,369,134 | ) | ||||||||||||||||
Total collateral pledged by the Portfolio/(Received from counterparty) | $ | 90,000 | $ | 250,000 | $ | 180,000 | $ | — | $ | 230,000 | $ | 80,000 | $ | — | $ | — | $ | — | $ | — | $ | 830,000 | |||||||||||||||||||||||||
Net Exposure(1) | $ | (44,219 | ) | $ | (19,779 | ) | $ | (243,321 | ) | $ | (1,538 | ) | $ | (153,350 | ) | $ | (114,621 | ) | $ | (3,187 | ) | $ | (59,501 | ) | $ | 77,954 | $ | 22,428 | $ | (539,134 | ) |
(1) | Positive net exposure represents amounts due from each respective counterparty. Negative exposure represents amounts due from the Portfolio. Please refer to Note 2 for additional details regarding counterparty credit risk and credit related contingent features. |
Cost for federal income tax purposes was $247,580,332. |
Net unrealized depreciation consisted of: | ||||||
Gross Unrealized Appreciation | $ | 3,294,035 | ||||
Gross Unrealized Depreciation | (6,744,804 | ) | ||||
Net Unrealized Depreciation | $ | (3,450,769 | ) |
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
RETIREMENT | INVESTMENTS | INSURANCE voyainvestments.com | VPSAR-VIT3AIS (0618-082318) |
■ Voya Global Perspectives® Portfolio
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 fund’s investment objectives, risks, charges, expenses and other information. This information should be read carefully. |
INVESTMENT MANAGEMENT | |
voyainvestments.com |
President’s Letter | 1 | |||||
Market Perspective | 2 | |||||
Shareholder Expense Example | 4 | |||||
Statement of Assets and Liabilities | 5 | |||||
Statement of Operations | 6 | |||||
Statements of Changes in Net Assets | 7 | |||||
Financial Highlights | 8 | |||||
Notes to Financial Statements | 9 | |||||
Portfolio of Investments | 15 |
PROXY VOTING INFORMATION
A description of the policies and procedures that the Portfolio uses to determine how to vote proxies related to portfolio securities is available: (1) without charge, upon request, by calling Shareholder Services toll-free at (800) 992-0180; (2) on the Portfolio’s website at www.voyainvestments.com; and (3) on the U.S. Securities and Exchange Commission’s (“SEC’s”) website at www.sec.gov. Information regarding how the Portfolio voted proxies related to portfolio securities during the most recent 12-month period ended June 30 is available without charge on the Portfolio’s website at www.voyainvestments.com and on the SEC’s website at www.sec.gov.
The Portfolio files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q. The Portfolio’s Forms N-Q are available on the SEC’s website at www.sec.gov. The Portfolio’s Forms N-Q may be reviewed and copied at the SEC’s Public Reference Room in Washington, D.C., and information on the operation of the Public Reference Room may be obtained by calling (800) SEC-0330. The Portfolio’s Forms N-Q, as well as a complete portfolio of investments, are available without charge upon request from the Portfolio by calling Shareholder Services toll-free at (800) 992-0180.
Mid-Year Outlook
Sincerely,
Dina Santoro
President
Voya Family of Funds
July 19, 2018
Index | Description |
---|---|
Bloomberg Barclays U.S. Aggregate Bond Index | An index of publicly issued investment grade U.S. government, mortgage-backed, asset-backed and corporate debt securities. |
Bloomberg Barclays U.S. Corporate Investment Grade Bond Index | An index consisting of publicly issued, fixed rate, nonconvertible, investment grade debt securities. |
MSCI Europe ex UK® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Europe, excluding the UK. |
MSCI Japan® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Japan. |
MSCI UK® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in the UK. |
MSCI World IndexSM | An index that measures the performance of over 1,600 securities listed on exchanges in the U.S., Europe, Canada, Australia, New Zealand and the Far East. |
S&P 500® Index | An index that measures the performance of securities of approximately 500 large-capitalization companies whose securities are traded on major U.S. stock markets. |
Actual Portfolio Return | Hypothetical (5% return before expenses) | |||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Beginning Account Value January 1, 2018 | Ending Account Value June 30, 2018 | Annualized Expense Ratio* | Expenses Paid During the Period Ended June 30, 2018** | Beginning Account Value January 1, 2018 | Ending Account Value June 30, 2018 | Annualized Expense Ratio* | Expenses Paid During the Period Ended June 30, 2018** | |||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 989.50 | 0.48 | % | $ | 2.37 | $ | 1,000.00 | $ | 1,022.41 | 0.48 | % | $ | 2.41 | ||||||||||||||||||
Class I | 1,000.00 | 991.30 | 0.18 | 0.89 | 1,000.00 | 1,023.90 | 0.18 | 0.90 | ||||||||||||||||||||||||||
Class S | 1,000.00 | 989.50 | 0.43 | 2.12 | 1,000.00 | 1,022.66 | 0.43 | 2.16 |
* | The annualized expense ratios do not include expenses of underlying funds. |
** | Expenses are equal to the Portfolio’s respective annualized expense ratios multiplied by the average account value over the period, multiplied by 181/365 to reflect the most recent fiscal half-year. |
ASSETS: | ||||||
Investments in affiliated underlying funds at fair value* | $ | 121,546,131 | ||||
Cash | 4,506 | |||||
Receivables: | ||||||
Investments in affiliated underlying funds sold | 2,142,653 | |||||
Fund shares sold | 5,361 | |||||
Dividends | 1,763 | |||||
Prepaid expenses | 1,258 | |||||
Reimbursement due from manager | 8,400 | |||||
Other assets | 5,619 | |||||
Total assets | 123,715,691 | |||||
LIABILITIES: | ||||||
Payable for investments in affiliated underlying funds purchased | 2,109,120 | |||||
Payable for fund shares redeemed | 38,894 | |||||
Payable for investment management fees | 20,211 | |||||
Payable for distribution and shareholder service fees | 27,866 | |||||
Payable to trustees under the deferred compensation plan (Note 6) | 5,619 | |||||
Payable for trustee fees | 637 | |||||
Other accrued expenses and liabilities | 36,439 | |||||
Total liabilities | 2,238,786 | |||||
NET ASSETS | $ | 121,476,905 | ||||
NET ASSETS WERE COMPRISED OF: | ||||||
Paid-in capital | $ | 109,711,334 | ||||
Undistributed net investment income | 4,696,848 | |||||
Accumulated net realized gain | 2,681,697 | |||||
Net unrealized appreciation | 4,387,026 | |||||
NET ASSETS | $ | 121,476,905 | ||||
* Cost of investments in affiliated underlying funds | $ | 117,159,105 | ||||
Class ADV | ||||||
Net assets | $ | 111,575,363 | ||||
Shares authorized | unlimited | |||||
Par value | $ | 0.001 | ||||
Shares outstanding | 9,838,163 | |||||
Net asset value and redemption price per share | $ | 11.34 | ||||
Class I | ||||||
Net assets | $ | 9,843,752 | ||||
Shares authorized | unlimited | |||||
Par value | $ | 0.001 | ||||
Shares outstanding | 859,699 | |||||
Net asset value and redemption price per share | $ | 11.45 | ||||
Class S | ||||||
Net assets | $ | 57,790 | ||||
Shares authorized | unlimited | |||||
Par value | $ | 0.001 | ||||
Shares outstanding | 5,085 | |||||
Net asset value and redemption price per share | $ | 11.36 |
INVESTMENT INCOME: | ||||||
Dividends from affiliated underlying funds | $ | 1,879,984 | ||||
Total investment income | 1,879,984 | |||||
EXPENSES: | ||||||
Investment management fees | 126,359 | |||||
Distribution and shareholder service fees: | ||||||
Class ADV | 351,349 | |||||
Class S | 73 | |||||
Transfer agent fees | 203 | |||||
Shareholder reporting expense | 9,412 | |||||
Professional fees | 17,300 | |||||
Custody and accounting expense | 5,021 | |||||
Trustee fees | 2,548 | |||||
Miscellaneous expense | 6,304 | |||||
Total expenses | 518,569 | |||||
Waived and reimbursed fees | (227,596 | ) | ||||
Net expenses | 290,973 | |||||
Net investment income | 1,589,011 | |||||
REALIZED AND UNREALIZED GAIN (LOSS): | ||||||
Net realized gain (loss) on: | ||||||
Investments | 10 | |||||
Sale of affiliated underlying funds | 1,649,509 | |||||
Capital gain distributions from affiliated underlying funds | 2,835,006 | |||||
Foreign currency related transactions | 68 | |||||
Net realized gain | 4,484,593 | |||||
Net change in unrealized appreciation (depreciation) on: | ||||||
Affiliated underlying funds | (7,280,095 | ) | ||||
Net change in unrealized appreciation (depreciation) | (7,280,095 | ) | ||||
Net realized and unrealized loss | (2,795,502 | ) | ||||
Decrease in net assets resulting from operations | $ | (1,206,491 | ) |
Six Months Ended June 30, 2018 | Year Ended December 31, 2017 | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
FROM OPERATIONS: | |||||||||||
Net investment income | $ | 1,589,011 | $ | 2,941,535 | |||||||
Net realized gain | 4,484,593 | 5,557,074 | |||||||||
Net change in unrealized appreciation (depreciation) | (7,280,095 | ) | 10,631,753 | ||||||||
Increase (decrease) in net assets resulting from operations | (1,206,491 | ) | 19,130,362 | ||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | |||||||||||
Net investment income: | |||||||||||
Class ADV | — | (3,290,221 | ) | ||||||||
Class I | — | (212,119 | ) | ||||||||
Class S | — | (1,437 | ) | ||||||||
Total distributions | — | (3,503,777 | ) | ||||||||
FROM CAPITAL SHARE TRANSACTIONS: | |||||||||||
Net proceeds from sale of shares | 3,733,881 | 6,659,576 | |||||||||
Reinvestment of distributions | — | 3,503,777 | |||||||||
3,733,881 | 10,163,353 | ||||||||||
Cost of shares redeemed | (12,121,576 | ) | (48,989,454 | ) | |||||||
Net decrease in net assets resulting from capital share transactions | (8,387,695 | ) | (38,826,101 | ) | |||||||
Net decrease in net assets | (9,594,186 | ) | (23,199,516 | ) | |||||||
NET ASSETS: | |||||||||||
Beginning of year or period | 131,071,091 | 154,270,607 | |||||||||
End of year or period | $ | 121,476,905 | $ | 131,071,091 | |||||||
Undistributed net investment income at end of year or period | $ | 4,696,848 | $ | 3,107,837 |
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) | | Expense 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) | | (%) | ||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 11.46 | 0.14 | • | (0.26 | ) | (0.12 | ) | — | — | — | — | — | 11.34 | (1.05 | ) | 0.87 | 0.48 | 0.48 | 2.48 | 111,575 | 9 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 10.26 | 0.23 | • | 1.25 | 1.48 | 0.28 | — | — | 0.28 | — | 11.46 | 14.60 | 0.86 | 0.48 | 0.48 | 2.11 | 122,258 | 13 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 9.87 | 0.23 | • | 0.41 | 0.64 | 0.25 | — | — | 0.25 | — | 10.26 | 6.49 | 0.89 | 0.52 | 0.52 | 2.25 | 139,474 | 52 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 10.91 | 0.21 | • | (0.57 | ) | (0.36 | ) | 0.26 | 0.42 | — | 0.68 | — | 9.87 | (3.68 | ) | 0.98 | 0.48 | 0.48 | 1.99 | 154,227 | 42 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 10.51 | 0.17 | • | 0.23 | 0.40 | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 10.91 | 3.84 | 0.99 | 0.46 | 0.46 | 1.57 | 197,242 | 30 | |||||||||||||||||||||||||||||||||||||||||||||||||
05-01-13(5)–12-31-13 | 10.00 | 0.12 | • | 0.39 | 0.51 | — | — | — | — | — | 10.51 | 5.10 | 2.58 | 0.89 | 0.89 | 1.80 | 24,390 | 8 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 11.55 | 0.17 | • | (0.27 | ) | (0.10 | ) | — | — | — | — | — | 11.45 | (0.87 | ) | 0.27 | 0.18 | 0.18 | 2.91 | 9,844 | 9 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 10.34 | 0.25 | • | 1.28 | 1.53 | 0.32 | — | — | 0.32 | — | 11.55 | 14.98 | 0.26 | 0.18 | 0.18 | 2.29 | 8,755 | 13 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 9.95 | 0.25 | • | 0.43 | 0.68 | 0.29 | — | — | 0.29 | — | 10.34 | 6.81 | 0.24 | 0.22 | 0.22 | 2.41 | 14,747 | 52 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 10.99 | 0.25 | • | (0.57 | ) | (0.32 | ) | 0.30 | 0.42 | — | 0.72 | — | 9.95 | (3.35 | ) | 0.23 | 0.18 | 0.18 | 2.36 | 2,994 | 42 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 10.55 | 0.19 | • | 0.25 | 0.44 | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 10.99 | 4.21 | 0.24 | 0.15 | 0.15 | 1.74 | 1,456 | 30 | |||||||||||||||||||||||||||||||||||||||||||||||||
05-01-13(5)–12-31-13 | 10.00 | 0.15 | • | 0.40 | 0.55 | — | — | — | — | — | 10.55 | 5.50 | 1.83 | 0.29 | 0.29 | 2.23 | 261 | 8 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 11.48 | 0.15 | • | (0.27 | ) | (0.12 | ) | — | — | — | — | — | 11.36 | (1.05 | ) | 0.52 | 0.43 | 0.43 | 2.55 | 58 | 9 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 10.28 | 0.23 | 1.27 | 1.50 | 0.30 | — | — | 0.30 | — | 11.48 | 14.71 | 0.51 | 0.43 | 0.43 | 2.14 | 58 | 13 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 9.90 | 0.23 | 0.42 | 0.65 | 0.27 | — | — | 0.27 | — | 10.28 | 6.55 | 0.49 | 0.47 | 0.47 | 2.28 | 50 | 52 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 10.95 | 0.22 | • | (0.58 | ) | (0.36 | ) | 0.27 | 0.42 | — | 0.69 | — | 9.90 | (3.70 | ) | 0.48 | 0.43 | 0.43 | 2.03 | 47 | 42 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 10.54 | 0.16 | 0.25 | 0.41 | — | 0.00 | * | — | 0.00 | * | — | 10.95 | 3.91 | 0.49 | 0.40 | 0.40 | 1.50 | 33 | 30 | |||||||||||||||||||||||||||||||||||||||||||||||||||
05-01-13(5)–12-31-13 | 10.00 | 0.14 | 0.40 | 0.54 | — | — | — | — | — | 10.54 | 5.40 | 2.08 | 0.54 | 0.54 | 2.03 | 32 | 8 |
(1) | Total return is calculated assuming reinvestment of all dividends, capital gain distributions and return of capital distributions, if any, at net asset value and does not reflect the effect of insurance contract charges. Total return for periods less than one year is not annualized. |
(2) | Annualized for periods less than one year. |
(3) | Ratios reflect operating expenses of a Portfolio. Expenses before reductions/additions do not reflect amounts reimbursed or recouped by the Investment Adviser and/or Distributor or reductions from brokerage service arrangements or other expense offset arrangements and do not represent the amount paid by a Portfolio during periods when reimbursements or reductions occur. Expenses net of fee waivers reflect expenses after reimbursement by an Investment Adviser and/or Distributor or recoupment of previously reimbursed fees by an Investment Adviser, but prior to reductions from brokerage service arrangements or other expense offset arrangements. Expenses net of all reductions/additions represent the net expenses paid by a Portfolio. Net investment income (loss) is net of all such additions or reductions. |
(4) | Ratios do not include expenses of underlying funds and do not include fees and expenses charged under the variable annuity contract or variable life insurance policy. |
(5) | Commencement of operations. |
• | Calculated using average number of shares outstanding throughout the year or period. |
* | Amount is less than $0.005 or 0.005% or more than $(0.005) or (0.005)%. |
closing price as of the close of the regular trading session on the exchange where the security is principally traded.
Short-term securities of sufficient credit quality are generally considered to be Level 2 securities under applicable accounting rules. The Portfolio classifies each of its investments in the Underlying Funds as Level 1, without consideration as to the classification level of the specific investments held by the Underlying Funds. A table summarizing the Portfolio’s investments under these levels of classification is included following the Portfolio of Investments.
(1) | Market value of investment securities, other assets and liabilities — at the exchange rates prevailing at Market Close. |
(2) | Purchases and sales of investment securities, income and expenses — at the rates of exchange prevailing on the respective dates of such transactions. |
to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates.
Purchases | Sales | |||
---|---|---|---|---|
$11,269,510 | $18,077,962 |
Subsidiary | Percentage | |||||
---|---|---|---|---|---|---|
Voya Insurance and Annuity Company | 90.96% |
Portfolio | Class ADV | Class I | Class S | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Global Perspectives(1)(2) | 1.55 | % | 0.95 | % | 1.20 | % |
(1) | The operating expense limits shown take into account the operating expenses incurred at the Underlying Fund level. The amount of fees and expenses of an Underlying Fund borne by the Portfolio will vary based on the Portfolio’s allocation of assets to, and the net expenses of, a particular Underlying Fund. |
(2) | Pursuant to a side letter through May 1, 2019, the total expense limits including the operating expenses incurred at the Underlying Fund level are 1.09%, 0.83% and 1.08% for Class ADV, Class I, and Class S shares respectively. Termination or modification of this obligation requires approval by the Board. |
June 30, | ||||||
---|---|---|---|---|---|---|
2019 | 2020 | 2021 | Total | |||
$47,800 | $60,880 | $113,420 | $222,100 |
Shares sold | Shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) in shares outstanding | Shares sold | Proceeds from shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) | |||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year or period ended | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | ||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 128,755 | — | — | (962,395 | ) | (833,640 | ) | 1,469,455 | — | — | (11,021,478 | ) | (9,552,023 | ) | ||||||||||||||||||||||||||||
12/31/2017 | 48,581 | — | 303,526 | (3,275,318 | ) | (2,923,211 | ) | 512,282 | — | 3,290,220 | (35,555,107 | ) | (31,752,605 | ) | ||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 196,527 | — | — | (94,822 | ) | 101,705 | 2,264,226 | — | — | (1,099,964 | ) | 1,164,262 | ||||||||||||||||||||||||||||||
12/31/2017 | 557,771 | — | 19,425 | (1,245,454 | ) | (668,258 | ) | 6,145,923 | — | 212,120 | (13,434,076 | ) | (7,076,033 | ) | ||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 18 | — | — | (12 | ) | 6 | 200 | — | — | (134 | ) | 66 | ||||||||||||||||||||||||||||||
12/31/2017 | 123 | — | 133 | (25 | ) | 231 | 1,371 | — | 1,437 | (271 | ) | 2,537 |
Ordinary Income |
---|
$3,503,777 |
Undistributed Ordinary Income | Undistributed Long-term Capital Gains | Unrealized Appreciation/ (Depreciation) | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
$ 3,209,361 | $ | 1,323,232 | $ | 8,443,639 |
PER SHARE AMOUNTS | |||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Net Investment Income | Short-term Capital Gains | Long-term Capital Gains | Payable Date | Record Date | |||||||||||||||||||
Class ADV | $ | 0.2892 | $ | 0.0092 | $ | 0.1243 | July 16, 2018 | July 12, 2018 | |||||||||||||||
Class I | $ | 0.3291 | $ | 0.0092 | $ | 0.1243 | July 16, 2018 | July 12, 2018 | |||||||||||||||
Class S | $ | 0.3026 | $ | 0.0092 | $ | 0.1243 | July 16, 2018 | July 12, 2018 |
VOYA GLOBAL PERSPECTIVES® PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) |
Shares | | | | Value | | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUTUAL FUNDS: 100.1% | |||||||||||||||||||
Affiliated Investment Companies: 100.1% | |||||||||||||||||||
1,053,028 | Voya Emerging Markets Index Portfolio — Class I | $ | 12,278,306 | 10.1 | |||||||||||||||
1,260,236 | Voya Global Bond Fund — Class R6 | 12,186,484 | 10.0 | ||||||||||||||||
1,473,905 | Voya GNMA Income Fund — Class I | 12,130,239 | 10.0 | ||||||||||||||||
1,265,766 | Voya High Yield Portfolio — Class I | 12,176,673 | 10.0 | ||||||||||||||||
454,786 | Voya Index Plus LargeCap Portfolio — Class I | 12,106,401 | 10.0 | ||||||||||||||||
1,196,615 | Voya International Index Portfolio — Class I | 12,181,537 | 10.0 | ||||||||||||||||
805,199 | Voya MidCap Opportunities Portfolio — Class I | 12,118,239 | 10.0 | ||||||||||||||||
MUTUAL FUNDS: (continued) | |||||||||||||||||||
Affiliated Investment Companies: (continued) | |||||||||||||||||||
627,040 | Voya Small Company Portfolio — Class I | $ | 12,101,867 | 10.0 | |||||||||||||||
1,179,545 | Voya U.S. Bond Index Portfolio — Class I | 12,113,923 | 10.0 | ||||||||||||||||
991,229 | VY® Clarion Global Real Estate Portfolio — Class I | 12,152,462 | 10.0 | ||||||||||||||||
Total Mutual Funds (Cost $117,159,105) | 121,546,131 | 100.1 | |||||||||||||||||
Liabilities in Excess of Other Assets | (69,226 | ) | (0.1 | ) | |||||||||||||||
Net Assets | $ | 121,476,905 | 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, 2018 | |||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||||||
Investments, at fair value | ||||||||||||||||||||||
Mutual Funds | $ | 121,546,131 | $ | — | $ | — | $ | 121,546,131 | ||||||||||||||
Total Investments, at fair value | $ | 121,546,131 | $ | — | $ | — | $ | 121,546,131 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
Issuer | Beginning Market Value at 12/31/17 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Market Value at 6/30/18 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya Emerging Markets Index Portfolio — Class I | $ | 13,150,617 | $ | 2,031,978 | $ | (1,315,659 | ) | $ | (1,588,630 | ) | $ | 12,278,306 | $ | 283,462 | $ | 543,684 | $ | — | ||||||||||||||||
Voya Global Bond Fund — Class R6 | 13,194,975 | 592,652 | (1,096,177 | ) | (504,966 | ) | 12,186,484 | 291,671 | 58,330 | — | ||||||||||||||||||||||||
Voya Global Bond Fund — Class P3 | — | — | — | — | — | — | — | — | ||||||||||||||||||||||||||
Voya GNMA Income Fund — Class I | 13,166,430 | 898,194 | (1,730,337 | ) | (204,048 | ) | 12,130,239 | 176,786 | (67,559 | ) | — | |||||||||||||||||||||||
Voya High Yield Portfolio — Class I | 13,191,870 | 933,996 | (1,493,950 | ) | (455,243 | ) | 12,176,673 | 396,760 | 15,684 | — | ||||||||||||||||||||||||
Voya Index Plus LargeCap Portfolio — Class I | 13,037,978 | 1,476,007 | (1,030,918 | ) | (1,376,666 | ) | 12,106,401 | 183,650 | 324,584 | 968,341 | ||||||||||||||||||||||||
Voya International Index Portfolio — Class I | 13,095,984 | 1,223,191 | (1,197,809 | ) | (939,829 | ) | 12,181,537 | 332,616 | 322,518 | — | ||||||||||||||||||||||||
Voya MidCap Opportunities Portfolio — Class I | 13,033,136 | 280,948 | (1,329,084 | ) | 133,239 | 12,118,239 | — | 308,215 | — | |||||||||||||||||||||||||
Voya Small Company Portfolio — Class I | 13,025,233 | 2,213,034 | (1,447,405 | ) | (1,688,995 | ) | 12,101,867 | 64,505 | 155,291 | 1,866,665 |
VOYA GLOBAL PERSPECTIVES® PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) (CONTINUED) |
Issuer | Beginning Market Value at 12/31/17 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Market Value at 6/30/18 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya U.S. Bond Index Portfolio — Class I | $ | 13,145,640 | $ | 906,571 | $ | (1,597,961 | ) | $ | (340,327 | ) | $ | 12,113,923 | $ | 150,534 | $ | (61,834 | ) | $ | — | |||||||||||||||
VY® Clarion Global Real Estate Portfolio — Class I | 13,108,233 | 712,939 | (1,354,080 | ) | (314,630 | ) | 12,152,462 | — | 50,596 | — | ||||||||||||||||||||||||
$ | 131,150,096 | $ | 11,269,510 | $ | (13,593,380 | ) | $ | (7,280,095 | ) | $ | 121,546,131 | $ | 1,879,984 | $ | 1,649,509 | $ | 2,835,006 |
Net unrealized appreciation consisted of: | ||||||
Gross Unrealized Appreciation | $ | 6,593,249 | ||||
Gross Unrealized Depreciation | (4,774,784 | ) | ||||
Net Unrealized Appreciation | $ | 1,818,465 |
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
RETIREMENT | INVESTMENTS | INSURANCE voyainvestments.com | VPSAR-VITFOFAIS (0618-082218) |
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. |
INVESTMENT MANAGEMENT | |
voyainvestments.com |
President’s Letter | 1 | ||
Market Perspective | 2 | ||
Shareholder Expense Examples | 4 | ||
Statements of Assets and Liabilities | 5 | ||
Statements of Operations | 6 | ||
Statements of Changes in Net Assets | 7 | ||
Financial Highlights | 9 | ||
Notes to Financial Statements | 11 | ||
Portfolios of Investments | 17 |
President Voya Family of Funds
July 19, 2018
Index | Description | ||
---|---|---|---|
Bloomberg Barclays U.S. Aggregate Bond Index | An index of publicly issued investment grade U.S. government, mortgage-backed, asset-backed and corporate debt securities. | ||
Bloomberg Barclays U.S. Corporate Investment Grade Bond Index | An index consisting of publicly issued, fixed rate, nonconvertible, investment grade debt securities. | ||
MSCI Europe ex UK® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Europe, excluding the UK. | ||
MSCI Japan® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in Japan. | ||
MSCI UK® Index | A free float-adjusted market capitalization index that is designed to measure developed market equity performance in the UK. | ||
MSCI World IndexSM | An index that measures the performance of over 1,600 securities listed on exchanges in the U.S., Europe, Canada, Australia, New Zealand and the Far East. | ||
S&P 500® Index | An index that measures the performance of securities of approximately 500 large-capitalization companies whose securities are traded on major U.S. stock markets. |
Actual Portfolio Return | Hypothetical (5% return before expenses) | |||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Beginning Account Value January 1, 2018 | Ending Account Value June 30, 2018 | Annualized Expense Ratio* | Expenses Paid During the Period Ended June 30, 2018** | Beginning Account Value January 1, 2018 | Ending Account Value June 30, 2018 | Annualized Expense Ratio* | Expenses Paid During the Period Ended June 30, 2018** | |||||||||||||||||||||||||||
Voya Retirement Conservative Portfolio | ||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 992.40 | 0.52 | % | $ | 2.57 | $ | 1,000.00 | $ | 1,022.22 | 0.52 | % | $ | 2.61 | ||||||||||||||||||
Class I | 1,000.00 | 993.60 | 0.27 | 1.33 | $ | 1,000.00 | 1,023.46 | 0.27 | 1.35 | |||||||||||||||||||||||||
Voya Retirement Growth Portfolio | ||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 997.90 | 0.68 | % | $ | 3.37 | $ | 1,000.00 | $ | 1,021.42 | 0.68 | % | $ | 3.41 | ||||||||||||||||||
Class I | 1,000.00 | 1,000.00 | 0.26 | 1.29 | 1,000.00 | 1,023.51 | 0.26 | 1.30 | ||||||||||||||||||||||||||
Voya Retirement Moderate Portfolio | ||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 994.10 | 0.61 | % | $ | 3.02 | $ | 1,000.00 | $ | 1,021.77 | 0.61 | % | $ | 3.06 | ||||||||||||||||||
Class I | 1,000.00 | 995.80 | 0.27 | 1.34 | 1,000.00 | 1,023.46 | 0.27 | 1.35 | ||||||||||||||||||||||||||
Voya Retirement Moderate Growth Portfolio | ||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 996.90 | 0.65 | % | $ | 3.22 | $ | 1,000.00 | $ | 1,021.57 | 0.65 | % | $ | 3.26 | ||||||||||||||||||
Class I | 1,000.00 | 998.40 | 0.26 | 1.29 | 1,000.00 | 1,023.51 | 0.26 | 1.30 |
* | The annualized expense ratios do not include expenses of the underlying funds. |
** | Expenses are equal to each Portfolios’ respective annualized expense ratios multiplied by the average account value over the period, multiplied by 181/365 to reflect the most recent fiscal half-year. |
Voya Retirement Conservative Portfolio | Voya Retirement Growth Portfolio | Voya Retirement Moderate Portfolio | Voya Retirement Moderate Growth Portfolio | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASSETS: | ||||||||||||||||
Investments in affiliated underlying funds at fair value* | $ | 436,722,353 | $ | 2,875,793,991 | $ | 1,104,290,811 | $ | 1,983,920,339 | ||||||||
Receivables: | ||||||||||||||||
Investments in affiliated underlying funds sold | 1,860,201 | 29,492,838 | 8,570,645 | 19,003,382 | ||||||||||||
Fund shares sold | 128,776 | 253 | 114,324 | 45,621 | ||||||||||||
Prepaid expenses | 4,344 | 29,565 | 11,375 | 20,472 | ||||||||||||
Other assets | 17,269 | 173,789 | 63,836 | 115,373 | ||||||||||||
Total assets | 438,732,943 | 2,905,490,436 | 1,113,050,991 | 2,003,105,187 | ||||||||||||
LIABILITIES: | ||||||||||||||||
Payable for investments in affiliated underlying funds purchased | 1,952,415 | 28,703,222 | 8,077,847 | 17,419,614 | ||||||||||||
Payable for fund shares redeemed | 36,486 | 790,098 | 607,280 | 1,629,696 | ||||||||||||
Payable for investment management fees | 86,554 | 583,905 | 223,106 | 402,706 | ||||||||||||
Payable for distribution and shareholder service fees | 90,852 | 1,003,923 | 308,801 | 637,834 | ||||||||||||
Payable to trustees under the deferred compensation plan (Note 6) | 17,269 | 173,789 | 63,836 | 115,373 | ||||||||||||
Payable for trustee fees | 2,220 | 14,961 | 5,757 | 10,349 | ||||||||||||
Other accrued expenses and liabilities | 48,230 | 332,098 | 146,212 | 269,690 | ||||||||||||
Total liabilities | 2,234,026 | 31,601,996 | 9,432,839 | 20,485,262 | ||||||||||||
NET ASSETS | $ | 436,498,917 | $ | 2,873,888,440 | $ | 1,103,618,152 | $ | 1,982,619,925 | ||||||||
NET ASSETS WERE COMPRISED OF: | ||||||||||||||||
Paid-in capital | $ | 367,005,380 | $ | 2,327,164,262 | $ | 978,980,701 | $ | 1,656,977,285 | ||||||||
Undistributed net investment income | 11,963,582 | 76,045,893 | 31,075,907 | 53,098,123 | ||||||||||||
Accumulated net realized gain | 14,719,198 | 297,699,271 | 59,339,898 | 176,336,083 | ||||||||||||
Net unrealized appreciation | 42,810,757 | 172,979,014 | 34,221,646 | 96,208,434 | ||||||||||||
NET ASSETS | $ | 436,498,917 | $ | 2,873,888,440 | $ | 1,103,618,152 | $ | 1,982,619,925 | ||||||||
* Cost of investments in affiliated underlying funds | $ | 393,911,596 | $ | 2,702,814,977 | $ | 1,070,069,165 | $ | 1,887,711,905 | ||||||||
Class ADV | ||||||||||||||||
Net assets | $ | 436,467,345 | $ | 2,825,259,323 | $ | 1,084,296,965 | $ | 1,959,143,067 | ||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | ||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||
Shares outstanding | 47,591,431 | 202,392,843 | 92,533,356 | 153,564,610 | ||||||||||||
Net asset value and redemption price per share | $ | 9.17 | $ | 13.96 | $ | 11.72 | $ | 12.76 | ||||||||
Class I | ||||||||||||||||
Net assets | $ | 31,572 | $ | 48,629,117 | $ | 19,321,187 | $ | 23,476,858 | ||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | ||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||
Shares outstanding | 3,389 | 3,455,335 | 1,626,699 | 1,847,297 | ||||||||||||
Net asset value and redemption price per share | $ | 9.32 | $ | 14.07 | $ | 11.88 | $ | 12.71 |
Voya Retirement Conservative Portfolio | Voya Retirement Growth Portfolio | Voya Retirement Moderate Portfolio | Voya Retirement Moderate Growth Portfolio | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
INVESTMENT INCOME: | ||||||||||||||||
Dividends from affiliated underlying funds | $ | 4,871,889 | $ | 38,944,476 | $ | 14,512,898 | $ | 25,654,265 | ||||||||
Total investment income | 4,871,889 | 38,944,476 | 14,512,898 | 25,654,265 | ||||||||||||
EXPENSES: | ||||||||||||||||
Investment management fees | 528,403 | 3,562,567 | 1,370,818 | 2,464,363 | ||||||||||||
Distribution and shareholder service fees: | ||||||||||||||||
Class ADV | 1,100,760 | 7,296,881 | 2,806,924 | 5,072,580 | ||||||||||||
Transfer agent fees | 314 | 1,987 | 695 | 1,197 | ||||||||||||
Shareholder reporting expense | 4,761 | 28,960 | 11,765 | 18,462 | ||||||||||||
Professional fees | 11,041 | 55,205 | 23,530 | 38,915 | ||||||||||||
Custody and accounting expense | 18,155 | 121,270 | 46,375 | 83,975 | ||||||||||||
Trustee fees | 8,880 | 59,844 | 23,029 | 41,396 | ||||||||||||
Miscellaneous expense | 12,644 | 61,075 | 34,661 | 41,315 | ||||||||||||
Interest expense | — | 84 | 42 | 32 | ||||||||||||
Total expenses | 1,684,958 | 11,187,873 | 4,317,839 | 7,762,235 | ||||||||||||
Waived and reimbursed fees | (545,976 | ) | (1,095,976 | ) | (890,910 | ) | (1,122,044 | ) | ||||||||
Net expenses | 1,138,982 | 10,091,897 | 3,426,929 | 6,640,191 | ||||||||||||
Net investment income | 3,732,907 | 28,852,579 | 11,085,969 | 19,014,074 | ||||||||||||
REALIZED AND UNREALIZED GAIN (LOSS): | ||||||||||||||||
Net realized gain (loss) on: | ||||||||||||||||
Sale of affiliated underlying funds | 5,209,416 | 43,243,080 | 9,066,429 | 22,179,071 | ||||||||||||
Capital gain distributions from affiliated underlying funds | 3,610,460 | 70,950,097 | 18,252,125 | 42,378,859 | ||||||||||||
Net realized gain | 8,819,876 | 114,193,177 | 27,318,554 | 64,557,930 | ||||||||||||
Net change in unrealized appreciation (depreciation) on: | ||||||||||||||||
Affiliated underlying funds | (16,056,140 | ) | (147,127,842 | ) | (45,165,169 | ) | (89,823,816 | ) | ||||||||
Net change in unrealized appreciation (depreciation) | (16,056,140 | ) | (147,127,842 | ) | (45,165,169 | ) | (89,823,816 | ) | ||||||||
Net realized and unrealized loss | (7,236,264 | ) | (32,934,665 | ) | (17,846,615 | ) | (25,265,886 | ) | ||||||||
Decrease in net assets resulting from operations | $ | (3,503,357 | ) | $ | (4,082,086 | ) | $ | (6,760,646 | ) | $ | (6,251,812 | ) |
Voya Retirement Conservative Portfolio | Voya Retirement Growth Portfolio | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2018 | Year Ended December 31, 2017 | Six Months Ended June 30, 2018 | Year Ended December 31, 2017 | |||||||||||||
FROM OPERATIONS: | ||||||||||||||||
Net investment income | $ | 3,732,907 | $ | 7,545,028 | $ | 28,852,579 | $ | 44,443,246 | ||||||||
Net realized gain | 8,819,876 | 13,457,489 | 114,193,177 | 222,527,875 | ||||||||||||
Net change in unrealized appreciation (depreciation) | (16,056,140 | ) | 15,027,912 | (147,127,842 | ) | 231,430,770 | ||||||||||
Increase (decrease) in net assets resulting from operations | (3,503,357 | ) | 36,030,429 | (4,082,086 | ) | 498,401,891 | ||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | ||||||||||||||||
Net investment income: | ||||||||||||||||
Class ADV | — | (6,716,321 | ) | — | (55,056,608 | ) | ||||||||||
Class I | — | (15 | ) | — | (994,493 | ) | ||||||||||
Net realized gains: | ||||||||||||||||
Class ADV | — | (10,273,235 | ) | — | (214,903,402 | ) | ||||||||||
Class I | — | (20 | ) | — | (3,071,659 | ) | ||||||||||
Total distributions | — | (16,989,591 | ) | — | (274,026,162 | ) | ||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | ||||||||||||||||
Net proceeds from sale of shares | 15,824,491 | 29,277,553 | 4,033,182 | 13,955,015 | ||||||||||||
Reinvestment of distributions | — | 16,989,556 | — | 274,026,162 | ||||||||||||
15,824,491 | 46,267,109 | 4,033,182 | 287,981,177 | |||||||||||||
Cost of shares redeemed | (32,548,923 | ) | (116,167,526 | ) | (193,327,889 | ) | (768,189,676 | ) | ||||||||
Net decrease in net assets resulting from capital share transactions | (16,724,432 | ) | (69,900,417 | ) | (189,294,707 | ) | (480,208,499 | ) | ||||||||
Net decrease in net assets | (20,227,789 | ) | (50,859,579 | ) | (193,376,793 | ) | (255,832,770 | ) | ||||||||
NET ASSETS: | ||||||||||||||||
Beginning of year or period | 456,726,706 | 507,586,285 | 3,067,265,233 | 3,323,098,003 | ||||||||||||
End of year or period | $ | 436,498,917 | $ | 456,726,706 | $ | 2,873,888,440 | $ | 3,067,265,233 | ||||||||
Undistributed net investment income at end of year or period | $ | 11,963,582 | $ | 8,230,675 | $ | 76,045,893 | $ | 47,193,314 |
Voya Retirement Moderate Portfolio | Voya Retirement Moderate Growth Portfolio | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2018 | Year Ended December 31, 2017 | Six Months Ended June 30, 2018 | Year Ended December 31, 2017 | |||||||||||||
FROM OPERATIONS: | ||||||||||||||||
Net investment income | $ | 11,085,969 | $ | 18,557,231 | $ | 19,014,074 | $ | 31,759,321 | ||||||||
Net realized gain | 27,318,554 | 46,057,628 | 64,557,930 | 134,512,055 | ||||||||||||
Net change in unrealized appreciation (depreciation) | (45,165,169 | ) | 73,522,526 | (89,823,816 | ) | 138,360,381 | ||||||||||
Increase (decrease) in net assets resulting from operations | (6,760,646 | ) | 138,137,385 | (6,251,812 | ) | 304,631,757 | ||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | ||||||||||||||||
Net investment income: | ||||||||||||||||
Class ADV | — | (19,589,019 | ) | — | (38,434,704 | ) | ||||||||||
Class I | — | (361,816 | ) | — | (498,154 | ) | ||||||||||
Net realized gains: | ||||||||||||||||
Class ADV | — | (66,648,732 | ) | — | (152,653,090 | ) | ||||||||||
Class I | — | (999,536 | ) | — | (1,592,943 | ) | ||||||||||
Total distributions | — | (87,599,103 | ) | — | (193,178,891 | ) | ||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | ||||||||||||||||
Net proceeds from sale of shares | 6,225,127 | 16,487,338 | 6,499,236 | 12,200,146 | ||||||||||||
Reinvestment of distributions | — | 87,599,103 | — | 193,178,891 | ||||||||||||
6,225,127 | 104,086,441 | 6,499,236 | 205,379,037 | |||||||||||||
Cost of shares redeemed | (86,111,185 | ) | (239,639,958 | ) | (153,083,238 | ) | (479,427,511 | ) | ||||||||
Net decrease in net assets resulting from capital share transactions | (79,886,058 | ) | (135,553,517 | ) | (146,584,002 | ) | (274,048,474 | ) | ||||||||
Net decrease in net assets | (86,646,704 | ) | (85,015,235 | ) | (152,835,814 | ) | (162,595,608 | ) | ||||||||
NET ASSETS: | ||||||||||||||||
Beginning of year or period | 1,190,264,856 | 1,275,280,091 | 2,135,455,739 | 2,298,051,347 | ||||||||||||
End of year or period | $ | 1,103,618,152 | $ | 1,190,264,856 | $ | 1,982,619,925 | $ | 2,135,455,739 | ||||||||
Undistributed net investment income at end of year or period | $ | 31,075,907 | $ | 19,989,938 | $ | 53,098,123 | $ | 34,084,049 |
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) | | Expense 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 Retirement Conservative Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 9.24 | 0.08 | • | (0.15 | ) | (0.07 | ) | — | — | — | — | — | 9.17 | (0.76 | ) | 0.77 | 0.52 | 0.52 | 1.70 | 436,467 | 13 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 8.89 | 0.14 | • | 0.54 | 0.68 | 0.13 | 0.20 | — | 0.33 | — | 9.24 | 7.76 | 0.76 | 0.51 | 0.51 | 1.57 | 456,710 | 15 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 8.81 | 0.09 | 0.32 | 0.41 | 0.13 | 0.20 | — | 0.33 | — | 8.89 | 4.68 | 0.76 | 0.51 | 0.51 | 1.17 | 507,585 | 23 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 9.36 | 0.13 | (0.20 | ) | (0.07 | ) | 0.14 | 0.34 | — | 0.48 | — | 8.81 | (0.80 | ) | 0.76 | 0.51 | 0.51 | 1.37 | 486,347 | 21 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 9.46 | 0.12 | • | 0.43 | 0.55 | 0.30 | 0.35 | — | 0.65 | — | 9.36 | 5.88 | 0.77 | 0.52 | 0.52 | 1.28 | 523,521 | 13 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 9.48 | 0.09 | • | 0.32 | 0.41 | 0.31 | 0.12 | — | 0.43 | — | 9.46 | 4.37 | 0.77 | 0.52 | 0.52 | 0.98 | 575,566 | 26 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 9.38 | 0.10 | • | (0.16 | ) | (0.06 | ) | — | — | — | — | — | 9.32 | (0.64 | ) | 0.27 | 0.27 | 0.27 | 2.10 | 32 | 13 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 9.04 | 0.31 | • | 0.39 | 0.70 | 0.16 | 0.20 | — | 0.36 | — | 9.38 | 7.81 | 0.26 | 0.26 | 0.26 | 3.44 | 17 | 15 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 8.97 | 0.14 | 0.29 | 0.43 | 0.16 | 0.20 | — | 0.36 | — | 9.04 | 4.73 | 0.26 | 0.26 | 0.26 | 1.52 | 1 | 23 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 9.52 | 0.16 | (0.20 | ) | (0.04 | ) | 0.17 | 0.34 | — | 0.51 | — | 8.97 | (0.50 | ) | 0.26 | 0.26 | 0.26 | 1.72 | 1 | 21 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 9.62 | 0.16 | 0.42 | 0.58 | 0.33 | 0.35 | — | 0.68 | — | 9.52 | 6.09 | 0.27 | 0.27 | 0.27 | 1.61 | 1 | 13 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | �� | 9.65 | 0.13 | 0.29 | 0.42 | 0.33 | 0.12 | — | 0.45 | — | 9.62 | 4.45 | 0.27 | 0.27 | 0.27 | 1.35 | 1 | 26 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Retirement Growth Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 13.99 | 0.14 | • | (0.17 | ) | (0.03 | ) | — | — | — | — | — | 13.96 | (0.21 | ) | 0.76 | 0.68 | 0.68 | 1.94 | 2,825,259 | 12 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 13.10 | 0.19 | • | 1.91 | 2.10 | 0.25 | 0.96 | — | 1.21 | — | 13.99 | 16.66 | 0.76 | 0.68 | 0.68 | 1.37 | 3,018,225 | 11 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 13.14 | 0.19 | • | 0.76 | 0.95 | 0.30 | 0.69 | — | 0.99 | — | 13.10 | 7.31 | 0.76 | 0.68 | 0.68 | 1.45 | 3,275,638 | 17 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 13.63 | 0.22 | • | (0.49 | ) | (0.27 | ) | 0.22 | — | — | 0.22 | — | 13.14 | (2.03 | ) | 0.76 | 0.68 | 0.68 | 1.59 | 3,611,216 | 16 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 13.15 | 0.16 | • | 0.54 | 0.70 | 0.22 | — | — | 0.22 | — | 13.63 | 5.33 | 0.76 | 0.68 | 0.68 | 1.21 | 4,266,570 | 11 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.29 | 0.17 | • | 1.92 | 2.09 | 0.23 | — | — | 0.23 | — | 13.15 | 18.66 | 0.76 | 0.68 | 0.68 | 1.39 | 4,698,281 | 21 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 14.07 | 0.17 | • | (0.17 | ) | 0.00 | * | — | — | — | — | — | 14.07 | 0.00 | 0.26 | 0.26 | 0.26 | 2.39 | 48,629 | 12 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 13.18 | 0.25 | • | 1.91 | 2.16 | 0.31 | 0.96 | — | 1.27 | — | 14.07 | 17.11 | 0.26 | 0.26 | 0.26 | 1.84 | 49,040 | 11 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 13.22 | 0.25 | 0.76 | 1.01 | 0.36 | 0.69 | — | 1.05 | — | 13.18 | 7.80 | 0.26 | 0.26 | 0.26 | 1.93 | 47,460 | 17 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 13.72 | 0.28 | (0.49 | ) | (0.21 | ) | 0.29 | — | — | 0.29 | — | 13.22 | (1.62 | ) | 0.26 | 0.26 | 0.26 | 2.03 | 47,401 | 16 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 13.24 | 0.22 | • | 0.54 | 0.76 | 0.28 | — | — | 0.28 | — | 13.72 | 5.73 | 0.26 | 0.26 | 0.26 | 1.65 | 51,316 | 11 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.36 | 0.23 | • | 1.93 | 2.16 | 0.28 | — | — | 0.28 | — | 13.24 | 19.21 | 0.26 | 0.26 | 0.26 | 1.83 | �� | 52,418 | 21 | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Retirement Moderate Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 11.79 | 0.11 | • | (0.18 | ) | (0.07 | ) | — | — | — | — | — | 11.72 | (0.59 | ) | 0.77 | 0.61 | 0.61 | 1.94 | 1,084,297 | 13 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 11.35 | 0.17 | • | 1.14 | 1.31 | 0.20 | 0.67 | — | 0.87 | — | 11.79 | 11.82 | 0.76 | 0.60 | 0.60 | 1.50 | 1,170,685 | 12 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 11.49 | 0.15 | • | 0.51 | 0.66 | 0.23 | 0.57 | — | 0.80 | — | 11.35 | 5.78 | 0.76 | 0.60 | 0.60 | 1.34 | 1,257,324 | 15 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 12.68 | 0.18 | • | (0.35 | ) | (0.17 | ) | 0.11 | 0.91 | — | 1.02 | — | 11.49 | (1.57 | ) | 0.76 | 0.60 | 0.60 | 1.47 | 1,387,932 | 18 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 12.40 | 0.16 | • | 0.49 | 0.65 | 0.37 | — | — | 0.37 | — | 12.68 | 5.24 | 0.76 | 0.60 | 0.60 | 1.26 | 1,621,085 | 10 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.58 | 0.14 | • | 1.01 | 1.15 | 0.33 | — | — | 0.33 | — | 12.40 | 10.05 | 0.76 | 0.60 | 0.60 | 1.17 | 1,786,063 | 20 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 11.93 | 0.14 | • | (0.19 | ) | (0.05 | ) | — | — | — | — | — | 11.88 | (0.42 | ) | 0.27 | 0.27 | 0.27 | 2.30 | 19,321 | 13 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 11.48 | 0.22 | 1.14 | 1.36 | 0.24 | 0.67 | — | 0.91 | — | 11.93 | 12.21 | 0.26 | 0.26 | 0.26 | 1.86 | 19,580 | 12 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 11.62 | 0.20 | • | 0.51 | 0.71 | 0.28 | 0.57 | — | 0.85 | — | 11.48 | 6.12 | 0.26 | 0.26 | 0.26 | 1.68 | 17,956 | 15 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 12.82 | 0.23 | (0.36 | ) | (0.13 | ) | 0.16 | 0.91 | — | 1.07 | — | 11.62 | (1.24 | ) | 0.26 | 0.26 | 0.26 | 1.81 | 19,000 | 18 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 12.53 | 0.21 | 0.50 | 0.71 | 0.42 | — | — | 0.42 | — | 12.82 | 5.64 | 0.26 | 0.26 | 0.26 | 1.62 | 21,914 | 10 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.71 | 0.19 | • | 1.00 | 1.19 | 0.37 | — | — | 0.37 | — | 12.53 | 10.32 | 0.26 | 0.26 | 0.26 | 1.54 | 21,892 | 20 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Retirement Moderate Growth Portfolio | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 12.80 | 0.12 | • | (0.16 | ) | (0.04 | ) | — | — | — | — | — | 12.76 | (0.31 | ) | 0.76 | 0.65 | 0.65 | 1.85 | 1,959,143 | 14 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 12.23 | 0.18 | • | 1.53 | 1.71 | 0.23 | 0.91 | — | 1.14 | — | 12.80 | 14.56 | 0.76 | 0.65 | 0.65 | 1.42 | 2,111,439 | 10 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 12.76 | 0.18 | • | 0.67 | 0.85 | 0.28 | 1.10 | — | 1.38 | — | 12.23 | 6.81 | 0.76 | 0.65 | 0.65 | 1.46 | 2,275,963 | 16 |
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) | | Expense 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 Retirement Moderate Growth Portfolio (continued) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV (continued) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 13.54 | 0.21 | • | (0.40 | ) | (0.19 | ) | 0.22 | 0.37 | — | 0.59 | — | 12.76 | (1.59 | ) | 0.76 | 0.65 | 0.65 | 1.56 | 2,521,814 | 16 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 13.02 | 0.16 | • | 0.58 | 0.74 | 0.22 | — | — | 0.22 | — | 13.54 | 5.68 | 0.76 | 0.65 | 0.65 | 1.24 | 2,930,279 | 11 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.49 | 0.17 | • | 1.62 | 1.79 | 0.26 | — | — | 0.26 | — | 13.02 | 15.73 | 0.76 | 0.65 | 0.65 | 1.39 | 3,173,203 | 21 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-18 | 12.73 | 0.14 | • | (0.16 | ) | (0.02 | ) | — | — | — | — | — | 12.71 | (0.16 | ) | 0.26 | 0.26 | 0.26 | 2.26 | 23,477 | 14 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 12.17 | 0.24 | 1.52 | 1.76 | 0.29 | 0.91 | — | 1.20 | — | 12.73 | 15.05 | 0.26 | 0.26 | 0.26 | 1.84 | 24,017 | 10 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 12.71 | 0.24 | 0.66 | 0.90 | 0.34 | 1.10 | — | 1.44 | — | 12.17 | 7.25 | �� | 0.26 | 0.26 | 0.26 | 1.86 | 22,088 | 16 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 13.50 | 0.26 | • | (0.40 | ) | (0.14 | ) | 0.28 | 0.37 | — | 0.65 | — | 12.71 | (1.24 | ) | 0.26 | 0.26 | 0.26 | 1.95 | 21,862 | 16 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-14 | 12.98 | 0.23 | 0.56 | 0.79 | 0.27 | — | — | 0.27 | — | 13.50 | 6.11 | 0.26 | 0.26 | 0.26 | 1.65 | 24,595 | 11 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-13 | 11.46 | 0.22 | • | 1.61 | 1.83 | 0.31 | — | — | 0.31 | — | 12.98 | 16.13 | 0.26 | 0.26 | 0.26 | 1.79 | 24,996 | 21 |
(1) | Total return is calculated assuming reinvestment of all dividends, capital gain distributions and return of capital distributions, if any, at net asset value and does not reflect the effect of insurance contract charges. Total return for periods less than one year is not annualized. | |
(2) | Annualized for periods less than one year. | |
(3) | Ratios reflect operating expenses of a Portfolio. Expenses before reductions/additions do not reflect amounts reimbursed or recouped by the Investment Adviser and/or Distributor or reductions from brokerage service arrangements or other expense offset arrangements and do not represent the amount paid by a Portfolio during periods when reimbursements or reductions occur. Expenses net of fee waivers reflect expenses after reimbursement by an Investment Adviser and/or Distributor or recoupment of previously reimbursed fees by an Investment Adviser, but prior to reductions from brokerage service arrangements or other expense offset arrangements. Expenses net of all reductions/additions represent the net expenses paid by a Portfolio. Net investment income (loss) is net of all such additions or reductions. | |
(4) | Ratios do not include expenses of underlying funds and do not include fees and expenses charged under the variable annuity contract or variable life insurance policy. | |
• | Calculated using average number of shares outstanding throughout the year or period. | |
* | Amount is less than $0.005 or 0.005% or more than $(0.005) or (0.005)%. |
Purchases | Sales | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Conservative | $ | 55,809,779 | $ | 68,811,269 | ||||||
Growth | 367,046,953 | 527,624,409 | ||||||||
Moderate | 145,262,347 | 214,120,009 | ||||||||
Moderate Growth | 286,462,031 | 414,126,647 |
Subsidiary | Portfolio | Percentage | ||||||
---|---|---|---|---|---|---|---|---|
Voya Institutional Trust | Conservative | 19.40 | % | |||||
Company | Moderate | 7.05 | ||||||
Voya Insurance and | Conservative | 78.06 | ||||||
Annuity Company | Growth | 94.06 | ||||||
Moderate | 87.64 | |||||||
Moderate Growth | 92.17 |
Portfolio(1) | Class ADV | Class I | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
Conservative | 0.92 | % | 0.67 | % | ||||||
Growth | 1.07 | % | 0.82 | % | ||||||
Moderate | 1.00 | % | 0.75 | % | ||||||
Moderate Growth | 1.04 | % | 0.79 | % |
(1) | The operating expense limits take into account the operating expenses incurred at the Underlying Fund level. The amount of fees and expenses of an Underlying Fund borne by each Portfolio will vary based on each Portfolio’s allocation of assets to, and the net expenses of, a particular Underlying Fund. |
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 | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | |||||||||||||||||||||||||||||||||
Conservative | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 1,728,860 | — | — | (3,543,842 | ) | (1,814,982 | ) | 15,809,582 | — | — | (32,548,900 | ) | (16,739,318 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 3,221,520 | — | 1,898,274 | (12,779,206 | ) | (7,659,412 | ) | 29,261,775 | — | 16,989,556 | (116,167,514 | ) | (69,916,183 | ) | |||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 1,598 | — | — | (2 | ) | 1,596 | 14,909 | — | — | (23 | ) | 14,886 | |||||||||||||||||||||||||||||||
12/31/2017 | 1,693 | — | — | (1 | ) | 1,692 | 15,778 | — | — | (12 | ) | 15,766 | |||||||||||||||||||||||||||||||
Growth | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 218,528 | — | — | (13,631,865 | ) | (13,413,337 | ) | 3,078,511 | — | — | (191,951,856 | ) | (188,873,345 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 870,429 | — | 20,576,220 | (55,752,422 | ) | (34,305,773 | ) | 11,860,114 | — | 269,960,010 | (760,129,369 | ) | (478,309,245 | ) | |||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 67,089 | — | — | (97,037 | ) | (29,948 | ) | 954,671 | — | — | (1,376,033 | ) | (421,362 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 154,115 | — | 308,743 | (579,802 | ) | (116,944 | ) | 2,094,901 | — | 4,066,152 | (8,060,307 | ) | (1,899,254 | ) | |||||||||||||||||||||||||||||
Moderate | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 470,882 | — | — | (7,242,548 | ) | (6,771,666 | ) | 5,543,661 | — | — | (85,254,451 | ) | (79,710,790 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 1,321,390 | — | 7,658,770 | (20,445,277 | ) | (11,465,117 | ) | 15,419,621 | — | 86,237,751 | (238,053,660 | ) | (136,396,288 | ) | |||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 57,268 | — | — | (71,880 | ) | (14,612 | ) | 681,466 | — | — | (856,734 | ) | (175,268 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 91,713 | — | 119,732 | (134,097 | ) | 77,348 | 1,067,717 | — | 1,361,352 | (1,586,298 | ) | 842,771 | |||||||||||||||||||||||||||||||
Moderate Growth | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 471,040 | — | — | (11,835,720 | ) | (11,364,680 | ) | 6,047,332 | — | — | (152,128,053 | ) | (146,080,721 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 823,446 | — | 15,792,380 | (37,827,397 | ) | (21,211,571 | ) | 10,380,635 | — | 191,087,794 | (476,322,377 | ) | (274,853,948 | ) | |||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2018 | 35,321 | — | — | (74,887 | ) | (39,566 | ) | 451,904 | — | — | (955,185 | ) | (503,281 | ) | |||||||||||||||||||||||||||||
12/31/2017 | 146,834 | — | 174,113 | (249,318 | ) | 71,629 | 1,819,511 | — | 2,091,097 | (3,105,134 | ) | 805,474 |
Ordinary Income | Long-term Capital Gains | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Conservative | $ | 7,010,595 | $ | 9,978,996 | ||||||
Growth | 56,051,101 | 217,975,061 | ||||||||
Moderate | 19,971,165 | 67,627,938 | ||||||||
Moderate Growth | 38,932,858 | 154,246,033 |
Undistributed Ordinary Income | Undistributed Long-term Capital Gains | Unrealized Appreciation/ (Depreciation) | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Conservative | $ | 8,430,417 | $ | 11,876,929 | $ | 52,699,908 | |||||||||
Growth | 47,929,234 | 223,128,551 | 279,875,236 | ||||||||||||
Moderate | 20,032,519 | 47,902,070 | 63,504,139 | ||||||||||||
Moderate Growth | 34,332,841 | 137,022,910 | 160,613,180 |
PER SHARE AMOUNTS | ||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Net Investment Income | Short-term Capital Gains | Long-term Capital Gains | Payable Date | Record Date | ||||||||||||||||||
Conservative | ||||||||||||||||||||||
Class ADV | $ | 0.1743 | $ | 0.0041 | $ | 0.2512 | July 16, 2018 | July 12, 2018 | ||||||||||||||
Class I | $ | 0.1999 | $ | 0.0041 | $ | 0.2512 | July 16, 2018 | July 12, 2018 | ||||||||||||||
Growth | ||||||||||||||||||||||
Class ADV | $ | 0.2298 | $ | 0.0030 | $ | 1.0886 | July 16, 2018 | July 12, 2018 | ||||||||||||||
Class I | $ | 0.2968 | $ | 0.0030 | $ | 1.0886 | July 16, 2018 | July 12, 2018 | ||||||||||||||
Moderate | ||||||||||||||||||||||
Class ADV | $ | 0.2128 | $ | 0.0001 | $ | 0.5107 | July 16, 2018 | July 12, 2018 | ||||||||||||||
Class I | $ | 0.2578 | $ | 0.0001 | $ | 0.5107 | July 16, 2018 | July 12, 2018 | ||||||||||||||
Moderate Growth | ||||||||||||||||||||||
Class ADV | $ | 0.2200 | $ | 0.0012 | $ | 0.8851 | July 16, 2018 | July 12, 2018 | ||||||||||||||
Class I | $ | 0.2762 | $ | 0.0012 | $ | 0.8851 | July 16, 2018 | July 12, 2018 |
VOYA RETIREMENT CONSERVATIVE PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) |
Shares | | | | Value | | Percentage of Net Assets | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUTUAL FUNDS: 100.1% | ||||||||||||||
Affiliated Investment Companies: 100.1% | ||||||||||||||
251,504 | Voya Australia Index Portfolio — Class I | $ | 2,183,055 | 0.5 | ||||||||||
759,507 | Voya Emerging Markets Index Portfolio — Class I | 8,855,857 | 2.0 | |||||||||||
833,343 | Voya Euro STOXX 50® Index Portfolio — Class I | 8,825,107 | 2.0 | |||||||||||
596,980 | Voya FTSE 100 Index® Portfolio — Class I | 5,480,275 | 1.3 | |||||||||||
483,747 | Voya Japan TOPIX Index® Portfolio — Class I | 5,437,320 | 1.3 | |||||||||||
897,332 | Voya RussellTM Mid Cap Index Portfolio — Class I | 13,101,050 | 3.0 | |||||||||||
24,228,116 | Voya U.S. Bond Index Portfolio — Class I | 248,822,754 | 57.0 | |||||||||||
MUTUAL FUNDS: (continued) | ||||||||||||||
Affiliated Investment Companies: (continued) | ||||||||||||||
5,427,569 | Voya U.S. Stock Index Portfolio — Class I | $ | 87,329,581 | 20.0 | ||||||||||
5,960,815 | VY® BlackRock Inflation Protected Bond Portfolio — Class I | 56,687,354 | 13.0 | |||||||||||
Total Mutual Funds (Cost $393,911,596) | 436,722,353 | 100.1 | ||||||||||||
Liabilities in Excess of Other Assets | (223,436 | ) | (0.1 | ) | ||||||||||
Net Assets | $ | 436,498,917 | 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, 2018 | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | |||||||||||||||||||||
Investments, at fair value | |||||||||||||||||||||
Mutual Funds | $ | 436,722,353 | $ | — | $ | — | $ | 436,722,353 | |||||||||||||
Total Investments, at fair value | $ | 436,722,353 | $ | — | $ | — | $ | 436,722,353 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
Issuer | Beginning Fair Value at 12/31/2017 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 06/30/2018 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya Australia Index Portfolio — Class I | $ | 2,350,215 | $ | 296,861 | $ | (297,495 | ) | $ | (166,526 | ) | $ | 2,183,055 | $ | 127,398 | $ | 21,047 | $ | — | ||||||||||||||||
Voya Emerging Markets Index Portfolio — Class I | — | 9,481,939 | (121,359 | ) | (504,723 | ) | 8,855,857 | 14 | (2,485 | ) | — | |||||||||||||||||||||||
Voya Euro STOXX 50® Index Portfolio — Class I | 5,533,311 | 4,374,537 | (443,935 | ) | (638,806 | ) | 8,825,107 | 156,854 | 106,534 | 93,756 | ||||||||||||||||||||||||
Voya FTSE 100 Index® Portfolio — Class I | 4,726,091 | 1,707,233 | (580,237 | ) | (372,812 | ) | 5,480,275 | 207,823 | 17,704 | 111,653 | ||||||||||||||||||||||||
Voya Hang Seng Index Portfolio — Class I | 1,184,951 | 258,908 | (1,008,464 | ) | (435,395 | ) | — | 51,463 | 296,727 | 130,193 | ||||||||||||||||||||||||
Voya Japan TOPIX Index® Portfolio — Class I | 4,647,709 | 1,945,097 | (494,370 | ) | (661,116 | ) | 5,437,320 | 101,469 | 121,139 | 327,666 | ||||||||||||||||||||||||
Voya RussellTM Mid Cap Index Portfolio — Class I | 28,254,891 | 4,804,901 | (16,007,507 | ) | (3,951,235 | ) | 13,101,050 | 375,829 | 1,267,042 | 2,947,192 | ||||||||||||||||||||||||
Voya U.S. Bond Index Portfolio — Class I | 257,368,953 | 21,686,043 | (23,008,825 | ) | (7,223,417 | ) | 248,822,754 | 2,946,804 | (573,633 | ) | — | |||||||||||||||||||||||
Voya U.S. Stock Index Portfolio — Class I | 93,816,858 | 7,023,703 | (12,277,654 | ) | (1,233,326 | ) | 87,329,581 | 14 | 4,005,340 | — |
VOYA RETIREMENT CONSERVATIVE PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED)(CONTINUED) |
Issuer | Beginning Fair Value at 12/31/2017 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 06/30/2018 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
VY® BlackRock Inflation Protected Bond Portfolio — Class I | $ | 59,077,128 | $ | 4,230,557 | $ | (5,751,547 | ) | $ | (868,784 | ) | $ | 56,687,354 | $ | 904,221 | $ | (49,999 | ) | $ | — | |||||||||||||||
$ | 456,960,107 | $ | 55,809,779 | $ | (59,991,393 | ) | $ | (16,056,140 | ) | $ | 436,722,353 | $ | 4,871,889 | $ | 5,209,416 | $ | 3,610,460 |
Net unrealized appreciation consisted of: | ||||||
Gross Unrealized Appreciation | $ | 48,276,041 | ||||
Gross Unrealized Depreciation | (11,971,838 | ) | ||||
Net Unrealized Appreciation | $ | 36,304,203 |
VOYA RETIREMENT GROWTH PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) |
Shares | | | | Value | | Percentage of Net Assets | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUTUAL FUNDS: 100.1% | ||||||||||||||
Affiliated Investment Companies: 100.1% | ||||||||||||||
6,613,894 | Voya Australia Index Portfolio — Class I | $ | 57,408,603 | 2.0 | ||||||||||
19,977,146 | Voya Emerging Markets Index Portfolio — Class I | 232,933,524 | 8.1 | |||||||||||
19,862,426 | Voya Euro STOXX 50® Index Portfolio — Class I | 210,343,094 | 7.3 | |||||||||||
14,129,756 | Voya FTSE 100 Index® Portfolio — Class I | 129,711,157 | 4.5 | |||||||||||
1,001,122 | Voya Hang Seng Index Portfolio — Class I | 14,496,248 | 0.5 | |||||||||||
12,084,631 | Voya Japan TOPIX Index® Portfolio — Class I | 135,831,254 | 4.7 | |||||||||||
19,664,655 | Voya RussellTM Mid Cap Index Portfolio — Class I | 287,103,956 | 10.0 | |||||||||||
MUTUAL FUNDS: (continued) | ||||||||||||||
Affiliated Investment Companies: (continued) | ||||||||||||||
9,095,754 | Voya RussellTM Small Cap Index Portfolio — Class I | $ | 143,167,175 | 5.0 | ||||||||||
69,861,414 | Voya U.S. Bond Index Portfolio — Class I | 717,476,723 | 25.0 | |||||||||||
58,876,461 | Voya U.S. Stock Index Portfolio — Class I | 947,322,257 | 33.0 | |||||||||||
Total Mutual Funds | ||||||||||||||
(Cost $2,702,814,977) | 2,875,793,991 | 100.1 | ||||||||||||
Liabilities in Excess of Other Assets | (1,905,551 | ) | (0.1 | ) | ||||||||||
Net Assets | $ | 2,873,888,440 | 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, 2018 | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | |||||||||||||||||||||
Investments, at fair value | |||||||||||||||||||||
Mutual Funds | $ | 2,875,793,991 | $ | — | $ | — | $ | 2,875,793,991 | |||||||||||||
Total Investments, at fair value | $ | 2,875,793,991 | $ | — | $ | — | $ | 2,875,793,991 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
Issuer | Beginning Fair Value at 12/31/2017 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 06/30/2018 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya Australia Index Portfolio — Class I | $ | 54,537,277 | $ | 11,113,230 | $ | (4,831,038 | ) | $ | (3,410,866 | ) | $ | 57,408,603 | $ | 2,929,755 | $ | (10,273 | ) | $ | — | |||||||||||||||
Voya Emerging Markets Index Portfolio — Class I | 186,107,762 | 87,780,040 | (17,236,042 | ) | (23,718,236 | ) | 232,933,524 | 4,010,401 | 4,752,880 | — | ||||||||||||||||||||||||
Voya Euro STOXX 50® Index Portfolio — Class I | 190,634,631 | 49,001,638 | (12,465,877 | ) | (16,827,298 | ) | 210,343,094 | 5,361,031 | 758,416 | 3,204,694 | ||||||||||||||||||||||||
Voya FTSE 100 Index® Portfolio — Class I | 148,800,965 | 14,907,728 | (29,699,186 | ) | (4,298,350 | ) | 129,711,157 | 6,486,865 | (6,427,547 | ) | 3,485,289 | |||||||||||||||||||||||
Voya Hang Seng Index Portfolio — Class I | 23,575,294 | 4,895,113 | (8,151,620 | ) | (5,822,539 | ) | 14,496,248 | 1,014,286 | 2,287,445 | 2,566,643 | ||||||||||||||||||||||||
Voya Japan TOPIX Index® Portfolio — Class I | 161,786,067 | 18,043,432 | (24,139,349 | ) | (19,858,896 | ) | 135,831,254 | 3,500,487 | 2,574,797 | 11,305,355 | ||||||||||||||||||||||||
Voya RussellTM Mid Cap Index Portfolio — Class I | 406,017,585 | 48,438,196 | (119,925,279 | ) | (47,426,546 | ) | 287,103,956 | 5,351,681 | 8,678,419 | 41,968,569 | ||||||||||||||||||||||||
Voya RussellTM Small Cap Index Portfolio — Class I | 154,031,170 | 10,267,291 | (22,099,587 | ) | 968,301 | 143,167,175 | 1,611,977 | 39,154 | 8,419,547 | |||||||||||||||||||||||||
Voya U.S. Bond Index Portfolio — Class I | 748,208,440 | 90,328,037 | (104,016,531 | ) | (17,043,223 | ) | 717,476,723 | 8,677,993 | (5,932,023 | ) | — |
VOYA RETIREMENT GROWTH PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED)(CONTINUED) |
Issuer | Beginning Fair Value at 12/31/2017 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 06/30/2018 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya U.S. Stock Index Portfolio — Class I | $ | 995,606,921 | $ | 32,272,248 | $ | (70,866,723 | ) | $ | (9,690,189 | ) | $ | 947,322,257 | $ | — | $ | 36,521,812 | $ | — | ||||||||||||||||
$ | 3,069,306,112 | $ | 367,046,953 | $ | (413,431,232 | ) | $ | (147,127,842 | ) | $ | 2,875,793,991 | $ | 38,944,476 | $ | 43,243,080 | $ | 70,950,097 |
Cost for federal income tax purposes was $2,749,568,354. | ||||||
Net unrealized appreciation consisted of: | ||||||
Gross Unrealized Appreciation | $ | 214,122,579 | ||||
Gross Unrealized Depreciation | (87,896,942 | ) | ||||
Net Unrealized Appreciation | $ | 126,225,637 |
VOYA RETIREMENT MODERATE PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) |
Shares | | | | Value | | Percentage of Net Assets | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUTUAL FUNDS: 100.1% | ||||||||||||||
Affiliated Investment Companies: 100.1% | ||||||||||||||
1,588,638 | Voya Australia Index Portfolio — Class I | $ | 13,789,374 | 1.2 | ||||||||||
4,797,985 | Voya Emerging Markets Index Portfolio — Class I | 55,944,508 | 5.1 | |||||||||||
4,737,610 | Voya Euro STOXX 50® Index Portfolio — Class I | 50,171,295 | 4.5 | |||||||||||
3,620,087 | Voya FTSE 100 Index® Portfolio — Class I | 33,232,399 | 3.0 | |||||||||||
192,356 | Voya Hang Seng Index Portfolio — Class I | 2,785,318 | 0.3 | |||||||||||
2,933,320 | Voya Japan TOPIX Index® Portfolio — Class I | 32,970,512 | 3.0 | |||||||||||
3,778,698 | Voya RussellTM Mid Cap Index Portfolio — Class I | 55,168,988 | 5.0 | |||||||||||
2,097,415 | Voya RussellTM Small Cap Index Portfolio — Class I | 33,013,315 | 3.0 | |||||||||||
MUTUAL FUNDS: (continued) | ||||||||||||||
Affiliated Investment Companies: (continued) | ||||||||||||||
47,254,160 | Voya U.S. Bond Index Portfolio — Class I | $ | 485,300,219 | 44.0 | ||||||||||
17,141,742 | Voya U.S. Stock Index Portfolio — Class I | 275,810,623 | 25.0 | |||||||||||
6,951,026 | VY® BlackRock Inflation Protected Bond Portfolio — Class I | 66,104,260 | 6.0 | |||||||||||
Total Mutual Funds | ||||||||||||||
(Cost $1,070,069,165) | 1,104,290,811 | 100.1 | ||||||||||||
Liabilities in Excess of Other Assets | (672,659 | ) | (0.1 | ) | ||||||||||
Net Assets | $ | 1,103,618,152 | 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, 2018 | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | |||||||||||||||||||||
Investments, at fair value | |||||||||||||||||||||
Mutual Funds | $ | 1,104,290,811 | $ | — | $ | — | $ | 1,104,290,811 | |||||||||||||
Total Investments, at fair value | $ | 1,104,290,811 | $ | — | $ | — | $ | 1,104,290,811 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
Issuer | Beginning Fair Value at 12/31/2017 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 06/30/2018 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya Australia Index Portfolio — Class I | $ | 12,188,994 | $ | 3,708,571 | $ | (1,182,797 | ) | $ | (925,394 | ) | $ | 13,789,374 | $ | 648,875 | $ | 193,846 | $ | — | ||||||||||||||||
Voya Emerging Markets Index Portfolio — Class I | 48,480,456 | 19,118,412 | (5,638,891 | ) | (6,015,469 | ) | 55,944,508 | 1,036,062 | 1,438,947 | — | ||||||||||||||||||||||||
Voya Euro STOXX 50® Index Portfolio — Class I | 48,785,543 | 9,301,332 | (3,795,659 | ) | (4,119,921 | ) | 50,171,295 | 1,357,083 | 242,503 | 811,232 | ||||||||||||||||||||||||
Voya FTSE 100 Index® Portfolio — Class I | 36,765,404 | 4,449,344 | (6,933,392 | ) | (1,048,957 | ) | 33,232,399 | 1,586,422 | (1,554,171 | ) | 852,359 | |||||||||||||||||||||||
Voya Hang Seng Index Portfolio — Class I | 6,134,259 | 1,326,189 | (2,995,029 | ) | (1,680,101 | ) | 2,785,318 | 262,058 | 826,405 | 663,135 | ||||||||||||||||||||||||
Voya Japan TOPIX Index® Portfolio — Class I | 39,151,814 | 5,177,631 | (6,315,929 | ) | (5,043,004 | ) | 32,970,512 | 839,780 | 924,647 | 2,712,198 | ||||||||||||||||||||||||
Voya RussellTM Mid Cap Index Portfolio — Class I | 109,860,936 | 14,681,480 | (59,514,385 | ) | (9,859,043 | ) | 55,168,988 | 1,435,411 | (466,530 | ) | 11,256,673 |
VOYA RETIREMENT MODERATE PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED)(CONTINUED) |
Issuer | Beginning Fair Value at 12/31/2017 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 06/30/2018 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya RussellTM Small Cap Index Portfolio — Class I | $ | 36,127,618 | $ | 2,535,492 | $ | (5,827,342 | ) | $ | 177,547 | $ | 33,013,315 | $ | 374,590 | $ | 77,813 | $ | 1,956,528 | |||||||||||||||||
Voya U.S. Bond Index Portfolio — Class I | 515,208,291 | 43,849,300 | (62,097,665 | ) | (11,659,707 | ) | 485,300,219 | 5,890,619 | (4,029,298 | ) | — | |||||||||||||||||||||||
Voya U.S. Stock Index Portfolio — Class I | 267,582,445 | 35,987,896 | (23,806,383 | ) | (3,953,335 | ) | 275,810,623 | — | 11,488,269 | — | ||||||||||||||||||||||||
VY® BlackRock Inflation Protected Bond Portfolio — Class I | 70,709,328 | 5,126,700 | (8,693,983 | ) | (1,037,785 | ) | 66,104,260 | 1,081,998 | (76,002 | ) | — | |||||||||||||||||||||||
$ | 1,190,995,088 | $ | 145,262,347 | $ | (186,801,455 | ) | $ | (45,165,169 | ) | $ | 1,104,290,811 | $ | 14,512,898 | $ | 9,066,429 | $ | 18,252,125 |
Cost for federal income tax purposes was $1,089,974,079. | ||||||
Net unrealized appreciation consisted of: | ||||||
Gross Unrealized Appreciation | $ | 56,509,542 | ||||
Gross Unrealized Depreciation | (42,192,810 | ) | ||||
Net Unrealized Appreciation | $ | 14,316,732 |
VOYA RETIREMENT MODERATE GROWTH PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED) |
Shares | | | | Value | | Percentage of Net Assets | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUTUAL FUNDS: 100.1% | ||||||||||||||
Affiliated Investment Companies: 100.1% | ||||||||||||||
3,993,794 | Voya Australia Index Portfolio — Class I | $ | 34,666,129 | 1.7 | ||||||||||
12,062,745 | Voya Emerging Markets Index Portfolio — Class I | 140,651,611 | 7.1 | |||||||||||
10,398,300 | Voya Euro STOXX 50® Index Portfolio — Class I | 110,117,993 | 5.6 | |||||||||||
8,125,872 | Voya FTSE 100 Index® Portfolio — Class I | 74,595,501 | 3.8 | |||||||||||
345,429 | Voya Hang Seng Index Portfolio — Class I | 5,001,810 | 0.2 | |||||||||||
6,584,081 | Voya Japan TOPIX Index® Portfolio — Class I | 74,005,075 | 3.7 | |||||||||||
9,499,565 | Voya RussellTM Mid Cap Index Portfolio — Class I | 138,693,651 | 7.0 | |||||||||||
MUTUAL FUNDS: (continued) | ||||||||||||||
Affiliated Investment Companies: (continued) | ||||||||||||||
5,021,709 | Voya RussellTM Small Cap Index Portfolio — Class I | $ | 79,041,701 | 4.0 | ||||||||||
67,497,394 | Voya U.S. Bond Index Portfolio — Class I | 693,198,233 | 35.0 | |||||||||||
39,400,164 | Voya U.S. Stock Index Portfolio — Class I | 633,948,635 | 32.0 | |||||||||||
Total Mutual Funds | ||||||||||||||
(Cost $1,887,711,905) | 1,983,920,339 | 100.1 | ||||||||||||
Liabilities in Excess of Other Assets | (1,300,414 | ) | (0.1 | ) | ||||||||||
Net Assets | $ | 1,982,619,925 | 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, 2018 | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | |||||||||||||||||||||
Investments, at fair value | |||||||||||||||||||||
Mutual Funds | $ | 1,983,920,339 | $ | — | $ | — | $ | 1,983,920,339 | |||||||||||||
Total Investments, at fair value | $ | 1,983,920,339 | $ | — | $ | — | $ | 1,983,920,339 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
Issuer | Beginning Fair Value at 12/31/2017 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 06/30/2018 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya Australia Index Portfolio — Class I | $ | 32,643,919 | $ | 7,380,161 | $ | (3,382,083 | ) | $ | (1,975,868 | ) | $ | 34,666,129 | $ | 1,740,668 | $ | (33,861 | ) | $ | — | |||||||||||||||
Voya Emerging Markets Index Portfolio — Class I | 108,307,637 | 58,368,244 | (11,946,464 | ) | (14,077,806 | ) | 140,651,611 | 2,316,446 | 2,867,166 | — | ||||||||||||||||||||||||
Voya Euro STOXX 50® Index Portfolio — Class I | 107,570,427 | 19,364,267 | (7,693,930 | ) | (9,122,771 | ) | 110,117,993 | 3,001,349 | 453,060 | 1,794,134 | ||||||||||||||||||||||||
Voya FTSE 100 Index® Portfolio — Class I | 82,039,006 | 8,911,700 | (13,488,114 | ) | (2,867,091 | ) | 74,595,501 | 3,549,930 | (3,032,849 | ) | 1,907,321 | |||||||||||||||||||||||
Voya Hang Seng Index Portfolio — Class I | 10,972,871 | 2,254,301 | (5,273,948 | ) | (2,951,414 | ) | 5,001,810 | 468,691 | 1,415,143 | 1,186,020 | ||||||||||||||||||||||||
Voya Japan TOPIX Index® Portfolio — Class I | 86,069,858 | 10,314,575 | (11,890,558 | ) | (10,488,800 | ) | 74,005,075 | 1,848,592 | 1,333,048 | 5,970,310 | ||||||||||||||||||||||||
Voya RussellTM Mid Cap Index Portfolio — Class I | 261,654,056 | 32,553,246 | (131,136,093 | ) | (24,377,558 | ) | 138,693,651 | 3,424,105 | (363,140 | ) | 26,852,269 | |||||||||||||||||||||||
Voya RussellTM Small Cap Index Portfolio — Class I | 86,045,484 | 5,574,808 | (13,147,649 | ) | 569,058 | 79,041,701 | 893,873 | 18,704 | 4,668,805 | |||||||||||||||||||||||||
Voya U.S. Bond Index Portfolio — Class I | 731,638,953 | 77,736,273 | (100,225,236 | ) | (15,951,757 | ) | 693,198,233 | 8,410,611 | (6,389,623 | ) | — |
VOYA RETIREMENT MODERATE GROWTH PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2018 (UNAUDITED)(CONTINUED) |
Issuer | Beginning Fair Value at 12/31/2017 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 06/30/2018 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya U.S. Stock Index Portfolio — Class I | $ | 629,908,630 | $ | 64,004,456 | $ | (51,384,642 | ) | $ | (8,579,809 | ) | $ | 633,948,635 | $ | — | $ | 25,911,423 | $ | — | ||||||||||||||||
$ | 2,136,850,841 | $ | 286,462,031 | $ | (349,568,717 | ) | $ | (89,823,816 | ) | $ | 1,983,920,339 | $ | 25,654,265 | $ | 22,179,071 | $ | 42,378,859 |
Cost for federal income tax purposes was $1,920,625,874. | ||||||
Net unrealized appreciation consisted of: | ||||||
Gross Unrealized Appreciation | $ | 129,057,351 | ||||
Gross Unrealized Depreciation | (65,762,886 | ) | ||||
Net Unrealized Appreciation | $ | 63,294,465 |
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
RETIREMENT | INVESTMENTS | INSURANCE voyainvestments.com | VPSAR-RETADVI (0618-082218) |
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.
VY® Clarion Global Real Estate Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 99.2% | ||||||||||||||
Australia: 4.7% | ||||||||||||||
186,297 | Goodman Group | 1,328,080 | 0.5 | |||||||||||
647,486 | GPT Group | 2,422,590 | 0.8 | |||||||||||
2,781,881 | Mirvac Group | 4,464,947 | 1.5 | |||||||||||
1,682,813 | Scentre Group | 5,467,551 | 1.9 | |||||||||||
13,683,168 | 4.7 | |||||||||||||
Belgium: 0.3% | ||||||||||||||
6,375 | Warehouses De Pauw SCA | 805,634 | 0.3 | |||||||||||
Canada: 1.7% | ||||||||||||||
148,237 | Chartwell Retirement Residences | 1,728,577 | 0.6 | |||||||||||
104,500 | (1) | First Capital Realty, Inc. | 1,642,239 | 0.5 | ||||||||||
72,300 | SmartCentres Real Estate Investment Trust | 1,679,017 | 0.6 | |||||||||||
5,049,833 | 1.7 | |||||||||||||
China: 1.0% | ||||||||||||||
460,000 | China Overseas Land & Investment Ltd. | 1,509,813 | 0.5 | |||||||||||
444,000 | China Resources Land Ltd. | 1,491,421 | 0.5 | |||||||||||
3,001,234 | 1.0 | |||||||||||||
France: 2.0% | ||||||||||||||
13,656 | Gecina S.A. | 2,281,351 | 0.8 | |||||||||||
92,780 | (1) | Klepierre SA | 3,486,042 | 1.2 | ||||||||||
5,767,393 | 2.0 | |||||||||||||
Germany: 3.7% | ||||||||||||||
33,272 | (2) | ADO Properties SA | 1,808,531 | 0.6 | ||||||||||
189,364 | Vonovia SE | 9,000,362 | 3.1 | |||||||||||
10,808,893 | 3.7 | |||||||||||||
Hong Kong: 8.7% | ||||||||||||||
1,638,000 | CK Asset Holdings Ltd. | 12,966,920 | 4.4 | |||||||||||
473,900 | Hongkong Land Holdings Ltd. - HKHGF | 3,387,877 | 1.2 | |||||||||||
251,000 | Hysan Development Co., Ltd. | 1,400,955 | 0.5 | |||||||||||
387,500 | Link REIT | 3,533,763 | 1.2 | |||||||||||
87,000 | Sun Hung Kai Properties Ltd. | 1,310,737 | 0.4 | |||||||||||
402,000 | Wheelock & Co., Ltd. | 2,793,712 | 1.0 | |||||||||||
25,393,964 | 8.7 | |||||||||||||
Ireland: 0.7% | ||||||||||||||
577,214 | Green REIT plc | 997,626 | 0.4 | |||||||||||
577,127 | (3) | Hibernia REIT plc | 994,779 | 0.3 | ||||||||||
1,992,405 | 0.7 | |||||||||||||
Japan: 9.6% | ||||||||||||||
1,210 | (1) | AEON REIT Investment Corp. | 1,396,315 | 0.5 | ||||||||||
2,394 | Japan Hotel REIT Investment Corp. | 1,793,464 | 0.6 | |||||||||||
404 | Kenedix Office Investment Corp. | 2,507,790 | 0.9 | |||||||||||
321 | Kenedix Retail REIT Corp. | 709,236 | 0.2 | |||||||||||
825 | LaSalle Logiport REIT | 817,771 | 0.3 | |||||||||||
373,082 | Mitsui Fudosan Co., Ltd. | 8,986,902 | 3.1 | |||||||||||
865 | Nippon Prologis REIT, Inc. | 1,795,230 | 0.6 | |||||||||||
98,100 | Nomura Real Estate Holdings, Inc. | 2,172,019 | 0.7 | |||||||||||
2,057 | Orix JREIT, Inc. | 3,285,432 | 1.1 | |||||||||||
232,299 | Hulic Co. Ltd. | 2,479,346 | 0.8 | |||||||||||
166,700 | Tokyo Tatemono Co., Ltd. | 2,286,578 | 0.8 | |||||||||||
28,230,083 | 9.6 | |||||||||||||
Luxembourg: 0.5% | ||||||||||||||
57,917 | Grand City Properties SA | 1,501,525 | 0.5 | |||||||||||
Norway: 0.4% | ||||||||||||||
93,021 | (2) | Entra ASA | 1,267,798 | 0.4 | ||||||||||
Singapore: 2.4% | ||||||||||||||
1,270,400 | CapitaLand Ltd. | 2,940,341 | 1.0 | |||||||||||
333,200 | City Developments Ltd. | 2,668,904 | 0.9 | |||||||||||
1,558,200 | Mapletree North Asia Commercial Trust | 1,304,263 | 0.5 | |||||||||||
6,913,508 | 2.4 | |||||||||||||
Spain: 1.5% | ||||||||||||||
72,284 | (3) | Hispania Activos Inmobiliarios SOCIMI SA | 1,535,103 | 0.5 | ||||||||||
111,241 | (1) | Inmobiliaria Colonial Socimi SA | 1,226,636 | 0.4 | ||||||||||
75,051 | Lar Espana Real Estate Socimi SA | 836,776 | 0.3 | |||||||||||
61,362 | Merlin Properties Socimi SA | 890,860 | 0.3 | |||||||||||
4,489,375 | 1.5 | |||||||||||||
Sweden: 3.2% | ||||||||||||||
219,361 | Castellum AB | 3,547,755 | 1.2 | |||||||||||
206,598 | Fabege AB | 2,457,256 | 0.8 | |||||||||||
157,184 | Kungsleden AB | 1,081,930 | 0.4 | |||||||||||
61,421 | (3) | Pandox AB | 1,041,286 | 0.4 | ||||||||||
110,922 | Wihlborgs Fastigheter AB | 1,280,505 | 0.4 | |||||||||||
9,408,732 | 3.2 | |||||||||||||
United Kingdom: 5.5% | ||||||||||||||
47,378 | Derwent London PLC | 1,938,341 | 0.7 | |||||||||||
279,687 | Grainger PLC | 1,134,126 | 0.4 | |||||||||||
399,936 | Hammerson PLC | 2,748,533 | 0.9 | |||||||||||
239,927 | Land Securities Group PLC | 3,022,674 | 1.0 | |||||||||||
556,528 | Segro PLC | 4,901,258 | 1.7 | |||||||||||
197,664 | Unite Group PLC | 2,242,961 | 0.8 | |||||||||||
15,987,893 | 5.5 | |||||||||||||
United States: 53.3% | ||||||||||||||
66,219 | Alexandria Real Estate Equities, Inc. | 8,354,851 | 2.9 | |||||||||||
47,341 | American Campus Communities, Inc. | 2,029,982 | 0.7 | |||||||||||
11,935 | AvalonBay Communities, Inc. | 2,051,507 | 0.7 | |||||||||||
214,287 | Brixmor Property Group, Inc. | 3,735,022 | 1.3 |
1 |
VY® Clarion Global Real Estate Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
United States: (continued) | ||||||||||||||
106,896 | Columbia Property Trust, Inc. | 2,427,608 | 0.8 | |||||||||||
352,840 | Cousins Properties, Inc. | 3,419,020 | 1.2 | |||||||||||
148,003 | CubeSmart | 4,768,657 | 1.6 | |||||||||||
70,153 | CyrusOne, Inc. | 4,094,129 | 1.4 | |||||||||||
195,771 | DiamondRock Hospitality Co. | 2,404,068 | 0.8 | |||||||||||
133,445 | Douglas Emmett, Inc. | 5,361,820 | 1.8 | |||||||||||
100,336 | Duke Realty Corp. | 2,912,754 | 1.0 | |||||||||||
15,631 | Equinix, Inc. | 6,719,611 | 2.3 | |||||||||||
102,359 | Equity Residential | 6,519,245 | 2.2 | |||||||||||
28,874 | Essex Property Trust, Inc. | 6,902,907 | 2.4 | |||||||||||
97,882 | Extra Space Storage, Inc. | 9,769,602 | 3.3 | |||||||||||
80,659 | Gaming and Leisure Properties, Inc. | 2,887,592 | 1.0 | |||||||||||
104,244 | Healthcare Trust of America, Inc. | 2,810,418 | 1.0 | |||||||||||
92,359 | Hilton Worldwide Holdings, Inc. | 7,311,138 | 2.5 | |||||||||||
39,430 | Host Hotels & Resorts, Inc. | 830,790 | 0.3 | |||||||||||
79,225 | Hudson Pacific Properties, Inc. | 2,806,942 | 1.0 | |||||||||||
237,581 | Invitation Homes, Inc. | 5,478,618 | 1.9 | |||||||||||
68,020 | Iron Mountain, Inc. | 2,381,380 | 0.8 | |||||||||||
32,901 | Kilroy Realty Corp. | 2,488,632 | 0.9 | |||||||||||
95,983 | Macerich Co. | 5,454,714 | 1.9 | |||||||||||
42,802 | (1) | MGM Growth Properties LLC | 1,303,749 | 0.5 | ||||||||||
44,949 | Mid-America Apartment Communities, Inc. | 4,525,016 | 1.6 | |||||||||||
119,775 | Piedmont Office Realty Trust, Inc. | 2,387,116 | 0.8 | |||||||||||
171,122 | ProLogis, Inc. | 11,241,004 | 3.8 | |||||||||||
88,326 | Regency Centers Corp. | 5,483,278 | 1.9 | |||||||||||
80,804 | Simon Property Group, Inc. | 13,752,033 | 4.7 | |||||||||||
99,813 | STORE Capital Corp. | 2,734,876 | 0.9 | |||||||||||
25,077 | Sun Communities, Inc. | 2,454,537 | 0.8 | |||||||||||
66,440 | Taubman Centers, Inc. | 3,904,014 | 1.3 | |||||||||||
28,006 | Tier REIT, Inc. | 665,983 | 0.2 | |||||||||||
161,894 | VICI Properties, Inc. | 3,341,492 | 1.1 | |||||||||||
155,714,105 | 53.3 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $245,255,553) | 290,015,543 | 99.2 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 2.9% | ||||||||||||||
Securities Lending Collateral(4): 2.3% | ||||||||||||||
3,121,846 | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/29/18, 2.08%, due 07/02/18 (Repurchase Amount $3,122,380, collateralized by various U.S. Government Agency Obligations, 1.691%-8.500%, Market Value plus accrued interest $3,184,283, due 07/25/18-06/15/53) | 3,121,846 | 1.1 | |||||||||||
327,962 | Jefferies LLC, Repurchase Agreement dated 06/29/18, 2.00%, due 07/02/18 (Repurchase Amount $328,016, collateralized by various U.S. Government Securities, 0.000%-2.375%, Market Value plus accrued interest $334,521, due 07/05/18-09/09/49) | 327,962 | 0.1 | |||||||||||
1,560,923 | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/29/18, 2.28%, due 07/02/18 (Repurchase Amount $1,561,216, collateralized by various U.S. Government Securities, 2.750%-3.125%, Market Value plus accrued interest $1,592,142, due 11/15/42-08/15/44) | 1,560,923 | 0.5 | |||||||||||
1,560,923 | NBC Global Finance Ltd., Repurchase Agreement dated 06/29/18, 1.95%, due 07/02/18 (Repurchase Amount $1,561,173, collateralized by various U.S. Government Securities, 0.000%-3.625%, Market Value plus accrued interest $1,592,146, due 01/31/20-09/09/49) | 1,560,923 | 0.6 | |||||||||||
6,571,654 | 2.3 |
2 |
VY® Clarion Global Real Estate Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.6% | ||||||||||||||
1,825,267 | (5) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.800% | ||||||||||||
(Cost $1,825,267) | 1,825,267 | 0.6 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $8,396,921) | 8,396,921 | 2.9 | ||||||||||||
Total Investments in Securities (Cost $253,652,474) | $ | 298,412,464 | 102.1 | |||||||||||
Liabilities in Excess of Other Assets | (6,115,730 | ) | (2.1 | ) | ||||||||||
Net Assets | $ | 292,296,734 | 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, 2018. |
3 |
VY® Invesco Growth and Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 96.1% | ||||||||||||||
Consumer Discretionary: 7.1% | ||||||||||||||
138,133 | Carnival Corp. | 7,916,403 | 1.5 | |||||||||||
20,291 | (1) | Charter Communications, Inc. | 5,949,524 | 1.1 | ||||||||||
125,789 | Comcast Corp. – Class A | 4,127,137 | 0.8 | |||||||||||
311,118 | General Motors Co. | 12,258,049 | 2.4 | |||||||||||
1,675,434 | Kingfisher PLC | 6,551,961 | 1.3 | |||||||||||
36,803,074 | 7.1 | |||||||||||||
Consumer Staples: 4.8% | ||||||||||||||
188,317 | Mondelez International, Inc. | 7,720,997 | 1.5 | |||||||||||
138,227 | Philip Morris International, Inc. | 11,160,448 | 2.1 | |||||||||||
99,375 | Walgreens Boots Alliance, Inc. | 5,963,990 | 1.2 | |||||||||||
24,845,435 | 4.8 | |||||||||||||
Energy: 17.7% | ||||||||||||||
156,955 | Anadarko Petroleum Corp. | 11,496,954 | 2.2 | |||||||||||
191,013 | (2) | Apache Corp. | 8,929,858 | 1.7 | ||||||||||
113,722 | Baker Hughes a GE Co. | 3,756,237 | 0.7 | |||||||||||
1,252,232 | BP PLC | 9,527,620 | 1.9 | |||||||||||
271,683 | Canadian Natural Resources Ltd. | 9,805,924 | 1.9 | |||||||||||
300,621 | Devon Energy Corp. | 13,215,299 | 2.5 | |||||||||||
155,153 | Occidental Petroleum Corp. | 12,983,203 | 2.5 | |||||||||||
378,678 | Royal Dutch Shell PLC - Class A | 13,105,627 | 2.5 | |||||||||||
290,332 | TechnipFMC PLC | 9,215,138 | 1.8 | |||||||||||
92,035,860 | 17.7 | |||||||||||||
Financials: 30.7% | ||||||||||||||
206,096 | American International Group, Inc. | 10,927,210 | 2.1 | |||||||||||
42,674 | Aon PLC | 5,853,592 | 1.1 | |||||||||||
168,747 | (1),(2) | AXA Equitable Holdings, Inc. | 3,477,876 | 0.7 | ||||||||||
737,194 | Bank of America Corp. | 20,781,499 | 4.0 | |||||||||||
9,665 | Charles Schwab Corp. | 493,881 | 0.1 | |||||||||||
365,750 | Citigroup, Inc. | 24,475,990 | 4.7 | |||||||||||
305,094 | Citizens Financial Group, Inc. | 11,868,156 | 2.3 | |||||||||||
218,026 | Fifth Third Bancorp | 6,257,346 | 1.2 | |||||||||||
203,015 | First Horizon National Corp. | 3,621,788 | 0.7 | |||||||||||
25,198 | Goldman Sachs Group, Inc. | 5,557,923 | 1.1 | |||||||||||
169,383 | JPMorgan Chase & Co. | 17,649,709 | 3.4 | |||||||||||
38,802 | Marsh & McLennan Cos., Inc. | 3,180,600 | 0.6 | |||||||||||
280,472 | Morgan Stanley | 13,294,373 | 2.5 | |||||||||||
55,383 | Northern Trust Corp. | 5,698,357 | 1.1 | |||||||||||
54,849 | PNC Financial Services Group, Inc. | 7,410,100 | 1.4 | |||||||||||
73,496 | State Street Corp. | 6,841,743 | 1.3 | |||||||||||
138,495 | Wells Fargo & Co. | 7,678,163 | 1.5 | |||||||||||
30,449 | Willis Towers Watson PLC | 4,616,068 | 0.9 | |||||||||||
159,684,374 | 30.7 | |||||||||||||
Health Care: 15.8% | ||||||||||||||
32,356 | Amgen, Inc. | 5,972,594 | 1.1 | |||||||||||
22,776 | Anthem, Inc. | 5,421,371 | 1.0 | |||||||||||
59,720 | Baxter International, Inc. | 4,409,725 | 0.8 | |||||||||||
83,142 | Bristol-Myers Squibb Co. | 4,601,078 | 0.9 | |||||||||||
45,833 | (1) | Celgene Corp. | 3,640,057 | 0.7 | ||||||||||
164,447 | CVS Health Corp. | 10,582,165 | 2.0 | |||||||||||
56,196 | McKesson Corp. | 7,496,546 | 1.4 | |||||||||||
83,287 | Medtronic PLC | 7,130,200 | 1.4 | |||||||||||
132,786 | Merck & Co., Inc. | 8,060,110 | 1.6 | |||||||||||
98,499 | Novartis AG | 7,461,392 | 1.4 | |||||||||||
194,595 | Pfizer, Inc. | 7,059,907 | 1.4 | |||||||||||
60,584 | Sanofi | 4,862,449 | 1.0 | |||||||||||
50,657 | Zimmer Biomet Holdings, Inc. | 5,645,216 | 1.1 | |||||||||||
82,342,810 | 15.8 | |||||||||||||
Industrials: 5.3% | ||||||||||||||
118,003 | CSX Corp. | 7,526,231 | 1.4 | |||||||||||
51,794 | General Dynamics Corp. | 9,654,920 | 1.9 | |||||||||||
66,663 | Ingersoll-Rand PLC - Class A | 5,981,671 | 1.2 | |||||||||||
131,305 | Johnson Controls International plc | 4,392,152 | 0.8 | |||||||||||
27,554,974 | 5.3 | |||||||||||||
Information Technology: 11.0% | ||||||||||||||
231,959 | Cisco Systems, Inc. | 9,981,196 | 1.9 | |||||||||||
92,812 | Cognizant Technology Solutions Corp. | 7,331,220 | 1.4 | |||||||||||
193,603 | (1) | eBay, Inc. | 7,020,045 | 1.4 | ||||||||||
139,727 | Intel Corp. | 6,945,829 | 1.3 | |||||||||||
139,640 | Juniper Networks, Inc. | 3,828,929 | 0.7 | |||||||||||
268,294 | Oracle Corp. | 11,821,033 | 2.3 | |||||||||||
146,840 | Qualcomm, Inc. | 8,240,661 | 1.6 | |||||||||||
91,146 | Symantec Corp. | 1,882,165 | 0.4 | |||||||||||
57,051,078 | 11.0 | |||||||||||||
Materials: 2.4% | ||||||||||||||
174,532 | BHP Billiton Ltd. | 4,367,143 | 0.8 | |||||||||||
150,585 | Mosaic Co. | 4,223,909 | 0.8 | |||||||||||
73,888 | (2) | Nutrien Ltd. | 4,018,030 | 0.8 | ||||||||||
12,609,082 | 2.4 | |||||||||||||
Telecommunication Services: 0.9% | ||||||||||||||
92,118 | Verizon Communications, Inc. | 4,634,456 | 0.9 | |||||||||||
Utilities: 0.4% | ||||||||||||||
68,315 | FirstEnergy Corp. | 2,453,192 | 0.4 | |||||||||||
Total Common Stock | ||||||||||||||
(Cost $395,191,337) | 500,014,335 | 96.1 |
4 |
VY® Invesco Growth and Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 4.4% | ||||||||||||||
Securities Lending Collateral(3): 1.4% | ||||||||||||||
1,709,800 | Bank of Nova Scotia, Repurchase Agreement dated 06/29/18, 2.12%, due 07/02/18 (Repurchase Amount $1,710,098, collateralized by various U.S. Government Agency Obligations, 2.500%-6.430%, Market Value plus accrued interest $1,744,304, due 02/01/21-06/01/48) | 1,709,800 | 0.3 | |||||||||||
1,709,800 | Deutsche Bank AG, Repurchase Agreement dated 06/29/18, 2.12%, due 07/02/18 (Repurchase Amount $1,710,098, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.250%, Market Value plus accrued interest $1,743,996, due 07/27/18-09/06/44) | 1,709,800 | 0.3 | |||||||||||
1,709,800 | Dominion Securities Inc., Repurchase Agreement dated 06/29/18, 2.11%, due 07/02/18 (Repurchase Amount $1,710,097, collateralized by various U.S. Government Agency Obligations, 3.000%-7.000%, Market Value plus accrued interest $1,743,996, due 11/01/36-06/01/48) | 1,709,800 | 0.3 | |||||||||||
1,709,800 | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/29/18, 2.28%, due 07/02/18 (Repurchase Amount $1,710,120, collateralized by various U.S. Government Securities, 2.750%-3.125%, Market Value plus accrued interest $1,743,996, due 11/15/42-08/15/44) | 1,709,800 | 0.4 | |||||||||||
359,806 | Natwest Markets PLC, Repurchase Agreement dated 06/29/18, 2.09%, due 07/02/18 (Repurchase Amount $359,868, collateralized by various U.S. Government Securities, 2.500%-6.625%, Market Value plus accrued interest $367,006, due 05/15/20-05/15/46) | 359,806 | 0.1 | |||||||||||
7,199,006 | 1.4 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 3.0% | ||||||||||||||
15,547,968 | (4) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.800% | ||||||||||||
(Cost $15,547,968) | 15,547,968 | 3.0 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $22,746,974) | 22,746,974 | 4.4 | ||||||||||||
Total Investments in Securities (Cost $417,938,311) | $ | 522,761,309 | 100.5 | |||||||||||
Liabilities in Excess of Other Assets | (2,790,837 | ) | (0.5 | ) | ||||||||||
Net Assets | $ | 519,970,472 | 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, 2018. |
5 |
VY® JPMorgan Emerging Markets Equity Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 94.3% | ||||||||||||||
Argentina: 1.8% | ||||||||||||||
30,920 | MercadoLibre, Inc. | 9,242,916 | 1.8 | |||||||||||
Australia: 0.7% | ||||||||||||||
596,876 | Oil Search Ltd. | 3,921,446 | 0.7 | |||||||||||
Brazil: 6.2% | ||||||||||||||
793,225 | Ambev SA ADR | 3,672,632 | 0.7 | |||||||||||
1,150,280 | B3 SA - Brasil Bolsa Balcao | 6,096,046 | 1.2 | |||||||||||
259,087 | Cielo SA | 1,106,338 | 0.2 | |||||||||||
1,818,303 | Kroton Educacional SA | 4,386,540 | 0.9 | |||||||||||
860,607 | Lojas Renner SA | 6,426,102 | 1.2 | |||||||||||
269,900 | Marcopolo SA | 176,184 | 0.0 | |||||||||||
559,040 | Petrobras Distribuidora SA | 2,610,753 | 0.5 | |||||||||||
197,590 | Raia Drogasil SA | 3,339,772 | 0.7 | |||||||||||
279,560 | Ultrapar Participacoes SA | 3,310,793 | 0.6 | |||||||||||
244,656 | Weg S.A. | 1,016,941 | 0.2 | |||||||||||
32,142,101 | 6.2 | |||||||||||||
China: 25.6% | ||||||||||||||
235,000 | AAC Technologies Holdings, Inc. | 3,300,163 | 0.6 | |||||||||||
157,182 | (1) | Alibaba Group Holding Ltd. ADR | 29,161,977 | 5.6 | ||||||||||
998,800 | (2) | Fuyao Glass Industry Group Co. Ltd. - H Shares | 3,375,015 | 0.7 | ||||||||||
452,480 | Han's Laser Technology Industry Group Co. Ltd. - A Shares | 3,620,850 | 0.7 | |||||||||||
381,875 | Inner Mongolia Yili Industrial Group Co. Ltd. | 1,602,772 | 0.3 | |||||||||||
306,820 | (1) | JD.com, Inc. ADR | 11,950,639 | 2.3 | ||||||||||
52,500 | Kweichow Moutai Co. Ltd. | 5,779,333 | 1.1 | |||||||||||
68,870 | New Oriental Education & Technology Group, Inc. ADR | 6,519,234 | 1.2 | |||||||||||
2,305,000 | Ping An Insurance Group Co. of China Ltd. - H Shares | 21,108,439 | 4.0 | |||||||||||
484,000 | Shenzhou International Group Holdings Ltd. | 5,955,806 | 1.1 | |||||||||||
724,500 | Tencent Holdings Ltd. | 36,381,059 | 7.0 | |||||||||||
131,020 | Yum China Holdings, Inc. | 5,039,029 | 1.0 | |||||||||||
133,794,316 | 25.6 | |||||||||||||
Egypt: 0.8% | ||||||||||||||
808,830 | Commercial International Bank Egypt SAE REG GDR | 4,003,708 | 0.8 | |||||||||||
Hong Kong: 6.6% | ||||||||||||||
3,038,400 | AIA Group Ltd. | 26,468,752 | 5.1 | |||||||||||
43,600 | Jardine Matheson Holdings Ltd. | 2,751,160 | 0.5 | |||||||||||
928,500 | Techtronic Industries Co., Ltd. | 5,156,790 | 1.0 | |||||||||||
34,376,702 | 6.6 | |||||||||||||
India: 19.2% | ||||||||||||||
214,200 | Asian Paints Ltd. | 3,953,768 | 0.7 | |||||||||||
215,320 | HDFC Bank Ltd. ADR | 22,612,906 | 4.4 | |||||||||||
138,860 | HDFC Bank Ltd. - Foreign Premium | 4,337,158 | 0.8 | |||||||||||
1,234,410 | (2) | HDFC Standard Life Insurance Co. Ltd. | 8,227,142 | 1.6 | ||||||||||
855,295 | Housing Development Finance Corp. | 23,832,438 | 4.6 | |||||||||||
282,658 | IndusInd Bank Ltd. | 7,978,772 | 1.5 | |||||||||||
1,305,970 | ITC Ltd. | 5,075,050 | 1.0 | |||||||||||
347,110 | Kotak Mahindra Bank Ltd. | 6,812,229 | 1.3 | |||||||||||
338,432 | Tata Consultancy Services Ltd. | 9,127,572 | 1.7 | |||||||||||
110,003 | (1) | Tata Motors Ltd. - SPON ADR ADR | 2,150,559 | 0.4 | ||||||||||
110,140 | Ultratech Cement Ltd. | 6,141,989 | 1.2 | |||||||||||
100,249,583 | 19.2 | |||||||||||||
Indonesia: 1.8% | ||||||||||||||
4,539,000 | Astra International Tbk PT | 2,089,731 | 0.4 | |||||||||||
3,820,000 | Bank Central Asia Tbk PT | 5,704,904 | 1.1 | |||||||||||
8,443,600 | Bank Rakyat Indonesia | 1,670,068 | 0.3 | |||||||||||
9,464,703 | 1.8 | |||||||||||||
Macau: 0.6% | ||||||||||||||
558,000 | Sands China Ltd. | 2,974,914 | 0.6 | |||||||||||
Mexico: 3.2% | ||||||||||||||
1,217,980 | Becle SAB de CV | 1,755,194 | 0.3 | |||||||||||
66,830 | Fomento Economico Mexicano SAB de CV ADR | 5,867,005 | 1.1 | |||||||||||
968,680 | Grupo Financiero Banorte | 5,695,923 | 1.1 | |||||||||||
792,270 | Infraestructura Energetica Nova SAB de CV | 3,550,809 | 0.7 | |||||||||||
16,868,931 | 3.2 | |||||||||||||
Panama: 0.9% | ||||||||||||||
51,740 | Copa Holdings S.A.- Class A | 4,895,639 | 0.9 | |||||||||||
Peru: 1.2% | ||||||||||||||
28,808 | Credicorp Ltd. | 6,485,257 | 1.2 | |||||||||||
Russia: 3.6% | ||||||||||||||
24,754 | (1) | Magnit OAO | 1,815,727 | 0.3 | ||||||||||
16,164 | Magnit PJSC GDR | 289,669 | 0.1 | |||||||||||
4,873,076 | (1) | Sberbank | 16,926,960 | 3.2 | ||||||||||
19,032,356 | 3.6 | |||||||||||||
South Africa: 5.9% | ||||||||||||||
730,928 | Bid Corp. Ltd. | 14,636,136 | 2.8 | |||||||||||
332,192 | Bidvest Group Ltd. | 4,756,982 | 0.9 | |||||||||||
36,121 | (3) | Capitec Bank Holdings Ltd. | 2,275,687 | 0.4 | ||||||||||
423,186 | FirstRand Ltd. | 1,965,869 | 0.4 | |||||||||||
171,700 | Mr Price Group Ltd. | 2,817,853 | 0.6 |
6 |
VY® JPMorgan Emerging Markets Equity Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
South Africa: (continued) | ||||||||||||||
834,431 | Sanlam Ltd. | 4,239,442 | 0.8 | |||||||||||
30,691,969 | 5.9 | |||||||||||||
South Korea: 6.2% | ||||||||||||||
6,430 | NAVER Corp. | 4,400,080 | 0.9 | |||||||||||
12,160 | NCSoft Corp. | 4,046,666 | 0.8 | |||||||||||
564,900 | Samsung Electronics Co., Ltd. | 23,663,425 | 4.5 | |||||||||||
32,110,171 | 6.2 | |||||||||||||
Spain: 0.6% | ||||||||||||||
457,410 | Prosegur Cia de Seguridad SA | 2,979,685 | 0.6 | |||||||||||
Taiwan: 7.1% | ||||||||||||||
54,000 | Largan Precision Co. Ltd. | 7,933,000 | 1.5 | |||||||||||
755,000 | President Chain Store Corp. | 8,555,225 | 1.6 | |||||||||||
1,103,223 | Taiwan Semiconductor Manufacturing Co., Ltd. | 7,834,074 | 1.5 | |||||||||||
355,371 | Taiwan Semiconductor Manufacturing Co., Ltd. ADR | 12,992,364 | 2.5 | |||||||||||
37,314,663 | 7.1 | |||||||||||||
Thailand: 0.4% | ||||||||||||||
370,800 | Kasikornbank PCL | 2,169,463 | 0.4 | |||||||||||
Turkey: 0.6% | ||||||||||||||
216,750 | Ford Otomotiv Sanayi A/S | 2,884,473 | 0.6 | |||||||||||
United States: 1.3% | ||||||||||||||
53,870 | (1) | EPAM Systems, Inc. | 6,697,657 | 1.3 | ||||||||||
�� | ||||||||||||||
Total Common Stock | ||||||||||||||
(Cost $361,049,662) | 492,300,653 | 94.3 | ||||||||||||
PREFERRED STOCK: 1.4% | ||||||||||||||
Brazil: 1.4% | ||||||||||||||
649,105 | Itau Unibanco Holding S.A. | 6,724,264 | 1.3 | |||||||||||
420,340 | Marcopolo SA | 360,067 | 0.1 | |||||||||||
Total Preferred Stock | ||||||||||||||
(Cost $7,812,922) | 7,084,331 | 1.4 | ||||||||||||
PARTICIPATORY NOTES: 4.3% | ||||||||||||||
China: 3.8% | ||||||||||||||
962,828 | (1) | Fuyao Glass Industry Group Co. Ltd. 3/6/2019 (Issuer: UBS AG) | 3,736,330 | 0.7 | ||||||||||
1,027,419 | (1) | Hangzhou Robam Appliances Co. Ltd., 11/12/18 (Issuer: UBS AG) | 4,748,399 | 0.9 | ||||||||||
894,727 | (1) | Inner Mongolia Yili Industrial Group Co. Ltd., 7/27/18 (Issuer UBS AG) | 3,767,812 | 0.7 | ||||||||||
979,700 | (1) | Midea Group Co., Ltd., 09/13/18 (Issuer: BNP Paribas S.A.) | 7,721,905 | 1.5 | ||||||||||
19,974,446 | 3.8 | |||||||||||||
Saudi Arabia: 0.5% | ||||||||||||||
157,320 | (1) | Almarai Co., 07/11/19 (Issuer: Citigroup Global Markets) | 2,533,664 | 0.5 | ||||||||||
Total Participatory Notes | ||||||||||||||
(Cost $24,867,389) | 22,508,110 | 4.3 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $393,729,973) | 521,893,094 | 100.0 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 0.2% | ||||||||||||||
Securities Lending Collateral(4): 0.2% | ||||||||||||||
100,526 | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/29/18, 2.28%, due 07/02/18 (Repurchase Amount $100,545, collateralized by various U.S. Government Securities, 2.750%-3.125%, Market Value plus accrued interest $102,537, due 11/15/42-08/15/44) | 100,526 | 0.0 | |||||||||||
1,000,000 | NBC Global Finance Ltd., Repurchase Agreement dated 06/29/18, 1.95%, due 07/02/18 (Repurchase Amount $1,000,160, collateralized by various U.S. Government Securities, 0.000%-3.625%, Market Value plus accrued interest $1,020,003, due 01/31/20-09/09/49) | 1,000,000 | 0.2 | |||||||||||
1,100,526 | 0.2 | |||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $1,100,526) | 1,100,526 | 0.2 | ||||||||||||
Total Investments in Securities (Cost $394,830,499) | $ | 522,993,620 | 100.2 | |||||||||||
Liabilities in Excess of Other Assets | (1,205,191 | ) | (0.2 | ) | ||||||||||
Net Assets | $ | 521,788,429 | 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) | 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) | Security, or a portion of the security, is on loan. |
(4) | Represents securities purchased with cash collateral received for securities on loan. |
7 |
VY® T. Rowe Price Capital Appreciation Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 69.9% | ||||||||||||||
Consumer Discretionary: 7.6% | ||||||||||||||
508,987 | Adient plc | 25,037,070 | 0.4 | |||||||||||
87,900 | (1) | Amazon.com, Inc. | 149,412,420 | 2.4 | ||||||||||
2,988,112 | Aramark | 110,858,955 | 1.7 | |||||||||||
26,600 | (1) | Booking Holdings, Inc. | 53,920,594 | 0.8 | ||||||||||
937,766 | Magna International, Inc. | 54,512,338 | 0.9 | |||||||||||
203,120 | McDonald's Corp. | 31,826,873 | 0.5 | |||||||||||
765,764 | Yum! Brands, Inc. | 59,898,060 | 0.9 | |||||||||||
485,466,310 | 7.6 | |||||||||||||
Consumer Staples: 6.0% | ||||||||||||||
2,177,855 | Dr Pepper Snapple Group, Inc. | 265,698,310 | 4.2 | |||||||||||
141,886 | Kraft Heinz Co. | 8,913,279 | 0.1 | |||||||||||
389,947 | PepsiCo, Inc. | 42,453,530 | 0.7 | |||||||||||
371,856 | Philip Morris International, Inc. | 30,023,653 | 0.5 | |||||||||||
492,991 | Tyson Foods, Inc. | 33,942,430 | 0.5 | |||||||||||
381,031,202 | 6.0 | |||||||||||||
Energy: 1.4% | ||||||||||||||
802,600 | (2) | Canadian Natural Resources Ltd. | 28,949,782 | 0.5 | ||||||||||
1,606,039 | (3) | Enterprise Products Partners L.P. | 44,439,099 | 0.7 | ||||||||||
227,143 | Total SA | 13,793,449 | 0.2 | |||||||||||
87,182,330 | 1.4 | |||||||||||||
Financials: 7.3% | ||||||||||||||
651,430 | Intercontinental Exchange, Inc. | 47,912,676 | 0.7 | |||||||||||
2,452,809 | Marsh & McLennan Cos., Inc. | 201,056,754 | 3.2 | |||||||||||
1,053,426 | PNC Financial Services Group, Inc. | 142,317,852 | 2.2 | |||||||||||
809,363 | State Street Corp. | 75,343,602 | 1.2 | |||||||||||
466,630,884 | 7.3 | |||||||||||||
Health Care: 14.0% | ||||||||||||||
1,676,744 | Abbott Laboratories | 102,264,617 | 1.6 | |||||||||||
316,597 | Aetna, Inc. | 58,095,549 | 0.9 | |||||||||||
168,989 | Anthem, Inc. | 40,224,452 | 0.6 | |||||||||||
767,632 | Becton Dickinson & Co. | 183,893,922 | 2.9 | |||||||||||
53,516 | (1) | Biogen, Inc. | 15,532,484 | 0.2 | ||||||||||
112,810 | Cigna Corp. | 19,172,059 | 0.3 | |||||||||||
155,400 | CVS Health Corp. | 9,999,990 | 0.2 | |||||||||||
1,724,579 | Danaher Corp. | 170,181,456 | 2.7 | |||||||||||
2,315,059 | PerkinElmer, Inc. | 169,531,771 | 2.7 | |||||||||||
200,024 | (4) | Thermo Fisher Scientific, Inc. | 41,432,971 | 0.6 | ||||||||||
324,448 | (4) | UnitedHealth Group, Inc. | 79,600,072 | 1.3 | ||||||||||
889,929,343 | 14.0 | |||||||||||||
Industrials: 6.0% | ||||||||||||||
534,317 | Equifax, Inc. | 66,848,400 | 1.0 | |||||||||||
1,300,499 | Fortive Corp. | 100,281,478 | 1.6 | |||||||||||
404,620 | (1),(2) | Middleby Corp. | 42,250,420 | 0.7 | ||||||||||
1,027,132 | Republic Services, Inc. | 70,214,744 | 1.1 | |||||||||||
124,374 | Roper Technologies, Inc. | 34,316,030 | 0.5 | |||||||||||
926,788 | Waste Connections, Inc. | 69,768,601 | 1.1 | |||||||||||
383,679,673 | 6.0 | |||||||||||||
Information Technology: 18.3% | ||||||||||||||
3,147 | (1),(5) | Adyen NV | 1,733,715 | 0.0 | ||||||||||
27,132 | (1) | Alphabet, Inc. - Class A | 30,637,183 | 0.5 | ||||||||||
34,957 | (1) | Alphabet, Inc. - Class C | 38,999,777 | 0.6 | ||||||||||
148,700 | Apple, Inc. | 27,525,857 | 0.4 | |||||||||||
523,100 | (1) | Facebook, Inc.- Class A | 101,648,792 | 1.6 | ||||||||||
1,452,468 | Fidelity National Information Services, Inc. | 154,005,182 | 2.4 | |||||||||||
2,495,162 | (1) | Fiserv, Inc. | 184,866,553 | 2.9 | ||||||||||
357,950 | Intuit, Inc. | 73,130,975 | 1.2 | |||||||||||
119,448 | (4) | Mastercard, Inc. - Class A | 23,473,921 | 0.4 | ||||||||||
790,819 | Maxim Integrated Products | 46,389,442 | 0.7 | |||||||||||
1,935,600 | Microsoft Corp. | 190,869,516 | 3.0 | |||||||||||
574,648 | TE Connectivity Ltd. | 51,752,799 | 0.8 | |||||||||||
722,762 | (4) | Texas Instruments, Inc. | 79,684,510 | 1.3 | ||||||||||
1,188,957 | Visa, Inc. - Class A | 157,477,355 | 2.5 | |||||||||||
1,162,195,577 | 18.3 | |||||||||||||
Materials: 0.3% | ||||||||||||||
38,123 | Sherwin-Williams Co. | 15,537,791 | 0.3 | |||||||||||
Real Estate: 1.9% | ||||||||||||||
822,410 | American Tower Corp. | 118,566,850 | 1.9 | |||||||||||
Utilities: 7.1% | ||||||||||||||
873,400 | American Electric Power Co., Inc. | 60,482,950 | 0.9 | |||||||||||
923,965 | CMS Energy Corp. | 43,685,065 | 0.7 | |||||||||||
924,416 | DTE Energy Co. | 95,797,230 | 1.5 | |||||||||||
1,127,501 | Eversource Energy | 66,082,834 | 1.0 | |||||||||||
199,011 | NextEra Energy, Inc. | 33,240,807 | 0.5 | |||||||||||
3,568,845 | NiSource, Inc. | 93,789,247 | 1.5 | |||||||||||
572,115 | PG&E Corp. | 24,349,214 | 0.4 | |||||||||||
768,833 | Xcel Energy, Inc. | 35,120,292 | 0.6 | |||||||||||
452,547,639 | 7.1 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $3,699,259,448) | 4,442,767,599 | 69.9 | ||||||||||||
PREFERRED STOCK: 3.8% | ||||||||||||||
Financials: 1.3% | ||||||||||||||
250,000 | (1),(2),(6) | Charles Schwab Corp. - Series C | 6,627,500 | 0.1 | ||||||||||
23,000 | (1),(6) | Charles Schwab Corp. - Series D | 603,290 | 0.0 | ||||||||||
38,102 | (1),(2),(6) | State Street Corp. - Series E | 994,462 | 0.0 | ||||||||||
166,000 | (1),(2),(6),(7) | US Bancorp - Series G | 4,598,200 | 0.1 | ||||||||||
56,625 | (1) | Wells Fargo & Co. | 71,316,923 | 1.1 | ||||||||||
84,140,375 | 1.3 |
8 |
VY® T. Rowe Price Capital Appreciation Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
PREFERRED STOCK: (continued) | ||||||||||||||
Health Care: 1.1% | ||||||||||||||
1,073,485 | (1) | Becton Dickinson and Co. | 66,395,047 | 1.1 | ||||||||||
Industrials: 0.3% | ||||||||||||||
17,812 | (1) | Fortive Corp. | 18,267,898 | 0.3 | ||||||||||
Utilities: 1.1% | ||||||||||||||
165,000 | (1),(6) | Alabama Power Co. | 4,204,200 | 0.1 | ||||||||||
560,000 | (1),(6) | DTE Energy Co. | 13,781,600 | 0.2 | ||||||||||
136,473 | (1) | NextEra Energy, Inc. | 7,792,608 | 0.1 | ||||||||||
29,790 | (1),(2),(6) | SCE Trust II | 723,003 | 0.0 | ||||||||||
324,305 | (1),(6),(7) | SCE Trust III | 8,740,020 | 0.1 | ||||||||||
540,000 | (1),(6),(7) | SCE Trust IV | 13,662,000 | 0.2 | ||||||||||
175,000 | (1),(6),(7) | SCE Trust V | 4,453,750 | 0.1 | ||||||||||
125,000 | (1),(6) | SCE Trust VI | 2,928,750 | 0.1 | ||||||||||
142,685 | (1) | Sempra Energy | 14,726,519 | 0.2 | ||||||||||
71,012,450 | 1.1 | |||||||||||||
Total Preferred Stock | ||||||||||||||
(Cost $224,770,467) | 239,815,770 | 3.8 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 16.5% | ||||||||||||||
Communications: 4.0% | ||||||||||||||
7,190,000 | Amazon.com, Inc., 2.600%, 12/05/2019 | 7,197,224 | 0.1 | |||||||||||
11,535,000 | (5) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/2027 | 10,799,644 | 0.2 | ||||||||||
3,795,000 | (5) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.000%, 02/01/2028 | 3,491,400 | 0.1 | ||||||||||
3,546,000 | CCO Holdings LLC / CCO Holdings Capital Corp., 5.250%, 03/15/2021 | 3,572,595 | 0.1 | |||||||||||
12,975,000 | CCO Holdings LLC / CCO Holdings Capital Corp., 5.250%, 09/30/2022 | 13,064,203 | 0.2 | |||||||||||
6,575,000 | CCO Holdings LLC / CCO Holdings Capital Corp., 5.750%, 09/01/2023 | 6,640,750 | 0.1 | |||||||||||
7,425,000 | CCO Holdings LLC / CCO Holdings Capital Corp., 5.750%, 01/15/2024 | 7,462,125 | 0.1 | |||||||||||
2,725,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.579%, 07/23/2020 | 2,725,934 | 0.1 | |||||||||||
6,600,000 | Level 3 Financing, Inc., 5.375%, 08/15/2022 | 6,616,500 | 0.1 | |||||||||||
5,600,000 | Level 3 Financing, Inc., 5.625%, 02/01/2023 | 5,614,000 | 0.1 | |||||||||||
29,730,000 | (2) | Netflix, Inc., 4.375%, 11/15/2026 | 27,940,254 | 0.4 | ||||||||||
53,230,000 | (5) | Netflix, Inc., 4.875%, 04/15/2028 | 50,803,777 | 0.8 | ||||||||||
12,275,000 | Netflix, Inc., 5.875%, 02/15/2025 | 12,622,260 | 0.2 | |||||||||||
46,020,000 | (5) | Netflix, Inc., 5.875%, 11/15/2028 | 46,696,494 | 0.7 | ||||||||||
3,050,000 | (5) | Sirius XM Radio, Inc., 6.000%, 07/15/2024 | 3,114,812 | 0.1 | ||||||||||
9,100,000 | Time Warner Cable LLC, 6.750%, 07/01/2018 | 9,100,000 | 0.1 | |||||||||||
14,170,000 | (5) | Unitymedia GmbH, 6.125%, 01/15/2025 | 14,665,950 | 0.2 | ||||||||||
7,275,000 | Verizon Communications, Inc., 3.125%, 03/16/2022 | 7,175,590 | 0.1 | |||||||||||
7,275,000 | Verizon Communications, Inc., 3.335%, (US0003M + 1.000%), 03/16/2022 | 7,394,304 | 0.1 | |||||||||||
6,565,000 | (5) | Zayo Group LLC / Zayo Capital, Inc., 5.750%, 01/15/2027 | 6,466,525 | 0.1 | ||||||||||
253,164,341 | 4.0 | |||||||||||||
Consumer, Cyclical: 2.5% | ||||||||||||||
10,455,000 | (5) | Aramark Services, Inc., 5.000%, 04/01/2025 | 10,428,863 | 0.2 | ||||||||||
3,410,000 | (5) | Aramark Services, Inc., 5.000%, 02/01/2028 | 3,265,075 | 0.1 | ||||||||||
665,000 | AutoZone, Inc., 1.625%, 04/21/2019 | 660,157 | 0.0 | |||||||||||
2,895,000 | AutoZone, Inc., 2.500%, 04/15/2021 | 2,826,594 | 0.0 | |||||||||||
6,410,000 | (5) | Cedar Fair L.P. / Canada's Wonderland Co. / Magnum Management Corp. / Millennium Op, 5.375%, 04/15/2027 | 6,329,875 | 0.1 | ||||||||||
6,580,000 | Cedar Fair L.P. / Canada's Wonderland Co. / Magnum Management Corp., 5.375%, 06/01/2024 | 6,678,700 | 0.1 | |||||||||||
1,209,511 | Continental Airlines 2009-2 Class A Pass Through Trust, 7.250%, 11/10/2019 | 1,268,578 | 0.0 | |||||||||||
2,936,466 | Continental Airlines 2012-1 Class A Pass Through Trust, 4.150%, 10/11/2025 | 2,971,087 | 0.1 | |||||||||||
510,500 | Continental Airlines 2012-1 Class B Pass Through Trust, 6.250%, 10/11/2021 | 524,298 | 0.0 | |||||||||||
648,772 | Delta Air Lines 2009-1 Class A Pass Through Trust, 7.750%, 06/17/2021 | 683,179 | 0.0 | |||||||||||
725,377 | Delta Air Lines 2011-1 Class A Pass Through Trust, 5.300%, 10/15/2020 | 736,018 | 0.0 |
9 |
VY® T. Rowe Price Capital Appreciation Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Cyclical: (continued) | ||||||||||||||
2,090,000 | Dollar Tree, Inc., 3.055%, (US0003M + 0.700%), 04/17/2020 | 2,094,359 | 0.0 | |||||||||||
2,475,000 | Hilton Domestic Operating Co., Inc., 4.250%, 09/01/2024 | 2,360,531 | 0.0 | |||||||||||
30,035,000 | (5) | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 4.750%, 06/01/2027 | 28,458,163 | 0.5 | ||||||||||
6,160,000 | (5) | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 5.000%, 06/01/2024 | 6,096,552 | 0.1 | ||||||||||
8,205,000 | (5) | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 5.250%, 06/01/2026 | 8,102,438 | 0.1 | ||||||||||
870,000 | McDonald's Corp., 2.100%, 12/07/2018 | 868,435 | 0.0 | |||||||||||
26,995,000 | (2),(5) | Tesla, Inc., 5.300%, 08/15/2025 | 24,126,781 | 0.4 | ||||||||||
2,293,742 | US Airways 2010-1 Class A Pass Through Trust, 6.250%, 10/22/2024 | 2,458,157 | 0.0 | |||||||||||
442,242 | US Airways 2012-2 Class A Pass Through Trust, 4.625%, 12/03/2026 | 452,783 | 0.0 | |||||||||||
717,634 | US Airways 2012-2 Class B Pass Through Trust, 6.750%, 12/03/2022 | 757,872 | 0.0 | |||||||||||
2,539,649 | US Airways 2013-1 Class A Pass Through Trust, 3.950%, 05/15/2027 | 2,524,411 | 0.0 | |||||||||||
811,649 | US Airways 2013-1 Class B Pass Through Trust, 5.375%, 05/15/2023 | 830,901 | 0.0 | |||||||||||
19,225,000 | Yum! Brands, Inc., 3.750%, 11/01/2021 | 18,912,594 | 0.3 | |||||||||||
10,680,000 | Yum! Brands, Inc., 3.875%, 11/01/2020 | 10,586,550 | 0.2 | |||||||||||
7,360,000 | Yum! Brands, Inc., 3.875%, 11/01/2023 | 7,056,400 | 0.1 | |||||||||||
2,835,000 | Yum! Brands, Inc., 5.300%, 09/15/2019 | 2,902,331 | 0.0 | |||||||||||
3,440,000 | Yum! Brands, Inc., 5.350%, 11/01/2043 | 3,049,732 | 0.1 | |||||||||||
4,065,000 | Yum! Brands, Inc., 6.875%, 11/15/2037 | 4,024,350 | 0.1 | |||||||||||
162,035,764 | 2.5 | |||||||||||||
Consumer, Non-cyclical: 2.3% | ||||||||||||||
2,925,000 | Anheuser-Busch InBev Finance, Inc., 2.650%, 02/01/2021 | 2,885,849 | 0.0 | |||||||||||
3,650,000 | Anheuser-Busch InBev Finance, Inc., 3.300%, 02/01/2023 | 3,622,121 | 0.1 | |||||||||||
6,410,000 | Anheuser-Busch InBev Finance, Inc., 3.623%, (US0003M + 1.260%), 02/01/2021 | 6,601,803 | 0.1 | |||||||||||
5,460,000 | B&G Foods, Inc., 4.625%, 06/01/2021 | 5,391,750 | 0.1 | |||||||||||
3,315,000 | Becton Dickinson & Co., 2.675%, 12/15/2019 | 3,291,200 | 0.1 | |||||||||||
6,185,000 | Becton Dickinson and Co., 3.344%, (US0003M + 1.030%), 06/06/2022 | 6,208,703 | 0.1 | |||||||||||
9,545,000 | Becton Dickinson and Co., 3.363%, 06/06/2024 | 9,177,195 | �� | 0.1 | ||||||||||
3,920,000 | Ecolab, Inc., 2.000%, 01/14/2019 | 3,904,464 | 0.1 | |||||||||||
1,297,000 | (5) | Fresenius Medical Care US Finance, Inc., 5.750%, 02/15/2021 | 1,360,859 | 0.0 | ||||||||||
3,000,000 | HCA, Inc., 3.750%, 03/15/2019 | 3,018,750 | 0.0 | |||||||||||
6,285,000 | HCA, Inc., 4.250%, 10/15/2019 | 6,347,850 | 0.1 | |||||||||||
33,490,000 | HCA, Inc., 6.500%, 02/15/2020 | 34,955,188 | 0.6 | |||||||||||
7,545,000 | (5) | Hologic, Inc., 4.375%, 10/15/2025 | 7,224,338 | 0.1 | ||||||||||
2,315,000 | Kroger Co., 2.000%, 01/15/2019 | 2,304,242 | 0.0 | |||||||||||
7,250,000 | Medtronic Global Holdings SCA, 1.700%, 03/28/2019 | 7,204,318 | 0.1 | |||||||||||
4,860,000 | Medtronic, Inc., 2.500%, 03/15/2020 | 4,827,300 | 0.1 | |||||||||||
5,820,000 | Philip Morris International, Inc., 2.000%, 02/21/2020 | 5,727,623 | 0.1 | |||||||||||
7,270,000 | Philip Morris International, Inc., 2.625%, 02/18/2022 | 7,088,078 | 0.1 | |||||||||||
3,890,000 | Philip Morris International, Inc., 2.751%, (US0003M + 0.420%), 02/21/2020 | 3,905,507 | 0.1 | |||||||||||
6,950,000 | (5) | Reckitt Benckiser Treasury Services PLC, 2.895%, (US0003M + 0.560%), 06/24/2022 | 6,939,156 | 0.1 | ||||||||||
2,100,000 | Spectrum Brands, Inc., 6.125%, 12/15/2024 | 2,131,500 | 0.0 | |||||||||||
4,605,000 | Spectrum Brands, Inc., 6.625%, 11/15/2022 | 4,766,175 | 0.1 | |||||||||||
2,160,000 | Teleflex, Inc., 4.625%, 11/15/2027 | 2,049,300 | 0.0 | |||||||||||
3,230,000 | Teleflex, Inc., 4.875%, 06/01/2026 | 3,181,550 | 0.1 | |||||||||||
1,190,000 | Thermo Fisher Scientific, Inc., 3.200%, 08/15/2027 | 1,114,233 | 0.0 |
10 |
VY® T. Rowe Price Capital Appreciation Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Non-cyclical: (continued) | ||||||||||||||
880,000 | (5) | Universal Health Services, Inc., 3.750%, 08/01/2019 | 883,300 | 0.0 | ||||||||||
146,112,352 | 2.3 | |||||||||||||
Energy: 0.3% | ||||||||||||||
3,645,000 | EQT Corp., 8.125%, 06/01/2019 | 3,810,376 | 0.0 | |||||||||||
5,450,000 | Matador Resources Co., 6.875%, 04/15/2023 | 5,722,500 | 0.1 | |||||||||||
10,335,000 | Shell International Finance BV, 2.806%, (US0003M + 0.450%), 05/11/2020 | 10,419,788 | 0.2 | |||||||||||
19,952,664 | 0.3 | |||||||||||||
Financial: 4.0% | ||||||||||||||
6,135,000 | American Tower Corp., 3.300%, 02/15/2021 | 6,131,745 | 0.1 | |||||||||||
6,150,000 | (7) | Bank of New York Mellon Corp., 4.625%, 12/31/2199 | 5,850,187 | 0.1 | ||||||||||
8,750,000 | (7) | Bank of New York Mellon Corp., 4.950%, 12/31/2199 | 8,957,375 | 0.1 | ||||||||||
12,532,000 | Crown Castle International Corp., 4.875%, 04/15/2022 | 12,927,108 | 0.2 | |||||||||||
20,700,000 | Crown Castle International Corp., 5.250%, 01/15/2023 | 21,705,350 | 0.4 | |||||||||||
147,240,000 | (2) | Kreditanstalt fuer Wiederaufbau, 2.875%, 04/03/2028 | 145,597,022 | 2.3 | ||||||||||
2,170,000 | Marsh & McLennan Cos, Inc., 2.350%, 03/06/2020 | 2,140,778 | 0.0 | |||||||||||
2,690,000 | Marsh & McLennan Cos, Inc., 2.750%, 01/30/2022 | 2,631,119 | 0.0 | |||||||||||
1,115,000 | Marsh & McLennan Cos, Inc., 3.300%, 03/14/2023 | 1,102,960 | 0.0 | |||||||||||
12,605,000 | (7) | PNC Financial Services Group, Inc./The, 5.000%, 12/31/2199 | 12,526,219 | 0.2 | ||||||||||
16,970,000 | SBA Communications Corp., 4.875%, 07/15/2022 | 16,863,938 | 0.3 | |||||||||||
6,640,000 | (7) | State Street Corp., 5.250%, 12/31/2199 | 6,837,540 | 0.1 | ||||||||||
4,200,000 | Trinity Acquisition PLC, 4.400%, 03/15/2026 | 4,164,189 | 0.1 | |||||||||||
4,935,000 | (7) | US Bancorp, 5.300%, 12/31/2199 | 4,928,585 | 0.1 | ||||||||||
252,364,115 | 4.0 | |||||||||||||
Industrial: 1.0% | ||||||||||||||
1,600,000 | 3M Co., 2.250%, 03/15/2023 | 1,536,214 | 0.0 | |||||||||||
4,335,000 | Amphenol Corp., 2.200%, 04/01/2020 | 4,265,407 | 0.1 | |||||||||||
2,165,000 | Amphenol Corp., 3.200%, 04/01/2024 | 2,090,540 | 0.0 | |||||||||||
2,190,000 | Caterpillar Financial Services Corp., 2.250%, 12/01/2019 | 2,172,059 | 0.0 | |||||||||||
625,000 | Fortive Corp., 1.800%, 06/15/2019 | 618,234 | 0.0 | |||||||||||
1,500,000 | Lennox International, Inc., 3.000%, 11/15/2023 | 1,429,180 | 0.0 | |||||||||||
9,885,000 | Northrop Grumman Corp., 2.550%, 10/15/2022 | 9,528,073 | 0.2 | |||||||||||
3,175,000 | (5) | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 5.125%, 07/15/2023 | 3,139,281 | 0.0 | ||||||||||
8,525,000 | (5) | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 5.848%, (US0003M + 3.500%), 07/15/2021 | 8,625,595 | 0.1 | ||||||||||
23,011,462 | Reynolds Group Issuer, Inc., 5.750%, 10/15/2020 | 23,126,519 | 0.4 | |||||||||||
3,822,307 | Reynolds Group Issuer, Inc., 6.875%, 02/15/2021 | 3,874,863 | 0.1 | |||||||||||
4,030,000 | Welbilt, Inc., 9.500%, 02/15/2024 | 4,458,188 | 0.1 | |||||||||||
1,185,000 | Xylem, Inc./NY, 3.250%, 11/01/2026 | 1,115,581 | 0.0 | |||||||||||
850,000 | Xylem, Inc./NY, 4.875%, 10/01/2021 | 889,745 | 0.0 | |||||||||||
66,869,479 | 1.0 | |||||||||||||
Technology: 0.7% | ||||||||||||||
18,405,000 | Apple, Inc., 1.500%, 09/12/2019 | 18,179,158 | 0.3 | |||||||||||
6,840,000 | Fiserv, Inc., 2.700%, 06/01/2020 | 6,777,633 | 0.1 | |||||||||||
1,790,000 | (5) | Sensata Technologies BV, 5.000%, 10/01/2025 | 1,812,375 | 0.0 | ||||||||||
1,460,000 | (5) | Sensata Technologies UK Financing Co. PLC, 6.250%, 02/15/2026 | 1,525,700 | 0.0 | ||||||||||
13,645,000 | (5) | Solera LLC / Solera Finance, Inc., 10.500%, 03/01/2024 | 15,222,771 | 0.3 | ||||||||||
43,517,637 | 0.7 | |||||||||||||
Utilities: 1.7% | ||||||||||||||
4,270,000 | Berkshire Hathaway Energy Co., 2.400%, 02/01/2020 | 4,236,713 | 0.1 | |||||||||||
865,000 | Dominion Energy, Inc., 2.962%, 07/01/2019 | 863,285 | 0.0 | |||||||||||
14,375,000 | DTE Energy Co., 3.800%, 03/15/2027 | 14,073,656 | 0.2 | |||||||||||
7,250,000 | Edison International, 2.125%, 04/15/2020 | 7,111,318 | 0.1 | |||||||||||
4,250,000 | Eversource Energy, 2.750%, 03/15/2022 | 4,146,640 | 0.1 |
11 |
VY® T. Rowe Price Capital Appreciation Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Utilities: (continued) | ||||||||||||||
2,835,000 | Eversource Energy, 2.900%, 10/01/2024 | 2,693,549 | 0.1 | |||||||||||
6,872,000 | Eversource Energy, 3.300%, 01/15/2028 | 6,501,384 | 0.1 | |||||||||||
1,620,000 | NGL Energy Partners L.P. / NGL Energy Finance Corp., 5.125%, 07/15/2019 | 1,628,100 | 0.0 | |||||||||||
15,705,000 | NiSource, Inc., 3.490%, 05/15/2027 | 15,060,775 | 0.2 | |||||||||||
8,605,000 | NiSource, Inc., 4.375%, 05/15/2047 | 8,384,144 | 0.1 | |||||||||||
6,115,000 | (5),(7) | NiSource, Inc., 5.650%, 12/31/2199 | 6,076,781 | 0.1 | ||||||||||
5,705,000 | NSTAR Electric Co., 3.200%, 05/15/2027 | 5,475,619 | 0.1 | |||||||||||
7,285,000 | Pacific Gas & Electric Co., 3.300%, 03/15/2027 | 6,594,176 | 0.1 | |||||||||||
7,000,000 | Southern Co/The, 1.550%, 07/01/2018 | 7,000,000 | 0.1 | |||||||||||
3,210,000 | Southern Co/The, 1.850%, 07/01/2019 | 3,178,879 | 0.1 | |||||||||||
2,445,000 | Virginia Electric & Power Co., 3.150%, 01/15/2026 | 2,350,359 | 0.0 | |||||||||||
5,095,000 | Virginia Electric & Power Co., 3.500%, 03/15/2027 | 5,008,043 | 0.1 | |||||||||||
5,440,000 | (2) | Xcel Energy, Inc., 4.000%, 06/15/2028 | 5,448,216 | 0.1 | ||||||||||
105,831,637 | 1.7 | |||||||||||||
Total Corporate Bonds/Notes | ||||||||||||||
(Cost $1,066,157,056) | 1,049,847,989 | 16.5 | ||||||||||||
ASSET-BACKED SECURITIES: 0.4% | ||||||||||||||
Other Asset-Backed Securities: 0.4% | ||||||||||||||
8,111,703 | (5) | Domino's Pizza Master Issuer LLC 2017-1A A23, 4.118%, 07/25/2047 | 8,105,328 | 0.1 | ||||||||||
7,590,000 | (5) | Domino's Pizza Master Issuer LLC 2018-1A A2I, 4.116%, 07/25/2048 | 7,683,172 | 0.1 | ||||||||||
6,220,275 | (5) | Taco Bell Funding 2016-1A A2I, 3.832%, 05/25/2046 | 6,239,339 | 0.1 | ||||||||||
5,141,165 | (5) | Wendys Funding LLC 2018-1A A2I, 3.573%, 03/15/2048 | 5,006,312 | 0.1 | ||||||||||
Total Asset-Backed Securities | ||||||||||||||
(Cost $26,853,828) | 27,034,151 | 0.4 | ||||||||||||
BANK LOANS: 1.8% | ||||||||||||||
Basic Materials: 0.1% | ||||||||||||||
4,006,434 | HB Fuller Co. 1st Lien Term Loan B, 3.948%, (US0003M + 2.250%), 10/20/2024 | 3,985,465 | 0.1 | |||||||||||
Communications: 0.1% | ||||||||||||||
6,850,000 | Zayo Group LLC TL B2 1L, 4.230%, (US0003M + 2.250%), 01/19/2024 | 6,862,234 | 0.1 | |||||||||||
Consumer, Cyclical: 0.1% | ||||||||||||||
6,850,000 | Formula One TL B3 1L, 4.480%, (US0003M + 2.500%), 02/01/2024 | 6,771,513 | 0.1 | |||||||||||
Consumer, Non-cyclical: 0.3% | ||||||||||||||
14,513,400 | Change Healthcare Holdings LLC - TL B 1L, 4.730%, (US0003M + 2.750%), 03/01/2024 | 14,483,459 | 0.2 | |||||||||||
3,425,000 | NVA Holdings Inc. - TL B3 1L, 5.052%, (US0003M + 3.750%), 02/02/2025 | 3,413,584 | 0.1 | |||||||||||
520,951 | Prestige Brands, Inc. Term Loan B4, 3.980%, (US0003M + 2.750%), 01/26/2024 | 519,866 | 0.0 | |||||||||||
18,416,909 | 0.3 | |||||||||||||
Electronics/Electrical: 0.0% | ||||||||||||||
675,000 | Kronos Incorporated 2017 Term Loan B, 5.358%, (US0003M + 3.000%), 11/01/2023 | 674,923 | 0.0 | |||||||||||
Energy: 0.2% | ||||||||||||||
9,846,188 | Eagleclaw TL 1L, 6.306%, (US0003M + 4.250%), 06/24/2024 | 9,248,467 | 0.2 | |||||||||||
Financial: 0.8% | ||||||||||||||
50,995,000 | HUB International Ltd. TL B 1L, 5.360%, (US0003M + 3.000%), 04/25/2025 | 43,963,197 | 0.7 | |||||||||||
1,366,860 | Institutional Shareholder Services, Inc. - TL 1L, 6.058%, (US0003M + 3.750%), 10/16/2024 | 1,371,986 | 0.0 | |||||||||||
4,260,000 | Vantiv LLC TL A5 1L, 4.576%, (US0003M + 2.250%), 01/16/2023 | 4,274,910 | 0.1 | |||||||||||
49,610,093 | 0.8 | |||||||||||||
Industrial: 0.1% | ||||||||||||||
8,421,667 | Manitowoc Foodservice, Inc. Term Loan B, 4.730%, (US0003M + 3.000%), 03/04/2023 | 8,431,983 | 0.1 | |||||||||||
Technology: 0.1% | ||||||||||||||
6,843,568 | Cypress Intermediate Holdings III Inc TL B 1L, 4.990%, (US0003M + 3.000%), 04/29/2024 | 5,498,568 | 0.1 | |||||||||||
1,002,857 | Fiserv, Inc. TL, 3.218%, (US0003M + 1.250%), 10/25/2018 | 1,000,350 | 0.0 |
12 |
VY® T. Rowe Price Capital Appreciation Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
BANK LOANS: (continued) | ||||||||||||||
Technology: (continued) | ||||||||||||||
3,495,000 | Kronos Inc./MA - TL B 1L, 5.358%, (US0003M + 3.000%), 11/01/2023 | 1,934,779 | 0.0 | |||||||||||
8,433,697 | 0.1 | |||||||||||||
Total Bank Loans | ||||||||||||||
(Cost $112,671,609) | 112,435,284 | 1.8 | ||||||||||||
U.S. TREASURY OBLIGATIONS: 4.3% | ||||||||||||||
U.S. Treasury Notes: 4.3% | ||||||||||||||
290,725,000 | 2.250%, 11/15/2027 | 276,302,313 | 4.3 | |||||||||||
Total U.S. Treasury Obligations | ||||||||||||||
(Cost $284,375,480) | 276,302,313 | 4.3 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $5,414,087,888) | 6,148,203,106 | 96.7 | ||||||||||||
SHORT-TERM INVESTMENTS: 6.7% | ||||||||||||||
Securities Lending Collateral(8): 3.4% | ||||||||||||||
50,478,945 | Bank of Nova Scotia, Repurchase Agreement dated 06/29/18, 2.12%, due 07/02/18 (Repurchase Amount $50,487,741, collateralized by various U.S. Government Agency Obligations, 2.500%-6.430%, Market Value plus accrued interest $51,497,620, due 02/01/21-06/01/48) | 50,478,945 | 0.8 | |||||||||||
10,522,264 | Dominion Securities Inc., Repurchase Agreement dated 06/29/18, 2.11%, due 07/02/18 (Repurchase Amount $10,524,089, collateralized by various U.S. Government Agency Obligations, 3.000%-7.000%, Market Value plus accrued interest $10,732,709, due 11/01/36-06/01/48) | 10,522,264 | 0.2 | |||||||||||
50,478,945 | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/29/18, 2.28%, due 07/02/18 (Repurchase Amount $50,488,405, collateralized by various U.S. Government Securities, 2.750%-3.125%, Market Value plus accrued interest $51,488,533, due 11/15/42-08/15/44) | 50,478,945 | 0.8 | |||||||||||
50,478,945 | National Bank Financial, Repurchase Agreement dated 06/29/18, 2.01%, due 07/02/18 (Repurchase Amount $50,487,284, collateralized by various U.S. Government Securities, 0.000%-6.000%, Market Value plus accrued interest $51,488,534, due 09/06/18-09/09/49) | 50,478,945 | 0.8 | |||||||||||
50,478,945 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/29/18, 2.30%, due 07/02/18 (Repurchase Amount $50,488,488, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $51,488,901, due 07/15/19-02/15/48) | 50,478,945 | 0.8 | |||||||||||
212,438,044 | 3.4 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 3.3% | ||||||||||||||
210,636,157 | (9) | T. Rowe Price Reserve Investment Fund, 1.970% | ||||||||||||
(Cost $210,636,157) | 210,636,157 | 3.3 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $423,074,201) | 423,074,201 | 6.7 | ||||||||||||
Total Investments in Securities (Cost $5,837,162,089) | $ | 6,571,277,307 | 103.4 | |||||||||||
Liabilities in Excess of Other Assets | (215,345,504 | ) | (3.4 | ) | ||||||||||
Net Assets | $ | 6,355,931,803 | 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) | Security is a Master Limited Partnership. |
(4) | All or a portion of this security is pledged to cover open written call options at June 30, 2018. |
(5) | 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. |
(6) | Preferred Stock may be called prior to convertible date. |
(7) | Variable rate security. Rate shown is the rate in effect as of June 30, 2018. |
(8) | Represents securities purchased with cash collateral received for securities on loan. |
(9) | Rate shown is the 7-day yield as of June 30, 2018. |
Reference Rate Abbreviations: | |
US0003M | 3-month LIBOR |
13 |
VY® T. Rowe Price Equity Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 95.6% | ||||||||||||||
Consumer Discretionary: 7.6% | ||||||||||||||
79,859 | Adient plc | 3,928,264 | 0.4 | |||||||||||
253,661 | Comcast Corp. – Class A | 8,322,617 | 0.9 | |||||||||||
75,200 | Kohl's Corp. | 5,482,080 | 0.6 | |||||||||||
114,000 | L Brands, Inc. | 4,204,320 | 0.5 | |||||||||||
123,779 | Las Vegas Sands Corp. | 9,451,765 | 1.1 | |||||||||||
304,000 | (1) | Mattel, Inc. | 4,991,680 | 0.6 | ||||||||||
450,400 | News Corp - Class A | 6,981,200 | 0.8 | |||||||||||
426,800 | Twenty-First Century Fox, Inc. - Class B | 21,028,436 | 2.4 | |||||||||||
27,300 | Walt Disney Co. | 2,861,313 | 0.3 | |||||||||||
67,251,675 | 7.6 | |||||||||||||
Consumer Staples: 6.7% | ||||||||||||||
133,700 | Archer-Daniels-Midland Co. | 6,127,471 | 0.7 | |||||||||||
138,975 | Coty, Inc - Class A | 1,959,548 | 0.2 | |||||||||||
54,100 | Kellogg Co. | 3,779,967 | 0.4 | |||||||||||
108,200 | Kimberly-Clark Corp. | 11,397,788 | 1.3 | |||||||||||
67,300 | PepsiCo, Inc. | 7,326,951 | 0.8 | |||||||||||
107,400 | Philip Morris International, Inc. | 8,671,476 | 1.0 | |||||||||||
164,800 | Tyson Foods, Inc. | 11,346,480 | 1.3 | |||||||||||
104,700 | Walmart, Inc. | 8,967,555 | 1.0 | |||||||||||
59,577,236 | 6.7 | |||||||||||||
Energy: 10.6% | ||||||||||||||
182,175 | Apache Corp. | 8,516,681 | 1.0 | |||||||||||
83,390 | Chevron Corp. | 10,542,998 | 1.2 | |||||||||||
19,040 | EQT Corp. | 1,050,627 | 0.1 | |||||||||||
289,624 | Exxon Mobil Corp. | 23,960,594 | 2.7 | |||||||||||
190,100 | Hess Corp. | 12,715,789 | 1.4 | |||||||||||
122,300 | Occidental Petroleum Corp. | 10,234,064 | 1.1 | |||||||||||
309,400 | Total S.A. ADR | 18,737,264 | 2.1 | |||||||||||
210,100 | TransCanada Corp. | 9,076,320 | 1.0 | |||||||||||
94,834,337 | 10.6 | |||||||||||||
Financials: 24.7% | ||||||||||||||
219,502 | American International Group, Inc. | 11,637,996 | 1.3 | |||||||||||
11,700 | Ameriprise Financial, Inc. | 1,636,596 | 0.2 | |||||||||||
49,119 | Bank of America Corp. | 1,384,665 | 0.2 | |||||||||||
132,900 | Bank of New York Mellon Corp. | 7,167,297 | 0.8 | |||||||||||
132,556 | (2) | Brighthouse Financial, Inc. | 5,311,519 | 0.6 | ||||||||||
98,603 | Chubb Ltd. | 12,524,553 | 1.4 | |||||||||||
156,000 | Citigroup, Inc. | 10,439,520 | 1.2 | |||||||||||
364,100 | Fifth Third Bancorp | 10,449,670 | 1.2 | |||||||||||
222,700 | Franklin Resources, Inc. | 7,137,535 | 0.8 | |||||||||||
306,444 | JPMorgan Chase & Co. | 31,931,465 | 3.6 | |||||||||||
389,500 | Keycorp | 7,610,830 | 0.8 | |||||||||||
196,122 | Loews Corp. | 9,468,770 | 1.1 | |||||||||||
54,500 | Marsh & McLennan Cos., Inc. | 4,467,365 | 0.5 | |||||||||||
294,200 | Metlife, Inc. | 12,827,120 | 1.4 | |||||||||||
333,800 | Morgan Stanley | 15,822,120 | 1.8 | |||||||||||
28,300 | Northern Trust Corp. | 2,911,787 | 0.3 | |||||||||||
63,700 | PNC Financial Services Group, Inc. | 8,605,870 | 1.0 | |||||||||||
133,600 | State Street Corp. | 12,436,824 | 1.4 | |||||||||||
280,600 | US Bancorp | 14,035,612 | 1.6 | |||||||||||
506,200 | Wells Fargo & Co. | 28,063,728 | 3.1 | |||||||||||
26,509 | Willis Towers Watson PLC | 4,018,764 | 0.4 | |||||||||||
219,889,606 | 24.7 | |||||||||||||
Health Care: 11.7% | ||||||||||||||
67,164 | Anthem, Inc. | 15,987,047 | 1.8 | |||||||||||
21,000 | Becton Dickinson & Co. | 5,030,760 | 0.6 | |||||||||||
118,800 | Bristol-Myers Squibb Co. | 6,574,392 | 0.7 | |||||||||||
114,118 | CVS Health Corp. | 7,343,493 | 0.8 | |||||||||||
148,900 | Gilead Sciences, Inc. | 10,548,076 | 1.2 | |||||||||||
91,700 | GlaxoSmithKline PLC ADR | 3,696,427 | 0.4 | |||||||||||
274,600 | GlaxoSmithKline PLC | 5,536,189 | 0.6 | |||||||||||
127,100 | Johnson & Johnson | 15,422,314 | 1.7 | |||||||||||
146,027 | Medtronic PLC | 12,501,372 | 1.4 | |||||||||||
154,700 | Merck & Co., Inc. | 9,390,290 | 1.1 | |||||||||||
346,776 | Pfizer, Inc. | 12,581,033 | 1.4 | |||||||||||
104,611,393 | 11.7 | |||||||||||||
Industrials: 10.1% | ||||||||||||||
68,900 | Alaska Air Group, Inc. | 4,160,871 | 0.5 | |||||||||||
46,000 | Boeing Co. | 15,433,460 | 1.7 | |||||||||||
68,900 | Delta Air Lines, Inc. | 3,413,306 | 0.4 | |||||||||||
101,100 | Emerson Electric Co. | 6,990,054 | 0.8 | |||||||||||
35,412 | Flowserve Corp. | 1,430,645 | 0.2 | |||||||||||
260,900 | General Electric Co. | 3,550,849 | 0.4 | |||||||||||
98,500 | Harris Corp. | 14,237,190 | 1.6 | |||||||||||
2,800 | Illinois Tool Works, Inc. | 387,912 | 0.0 | |||||||||||
398,001 | Johnson Controls International plc | 13,313,133 | 1.5 | |||||||||||
164,930 | Nielsen Holdings PLC | 5,101,285 | 0.6 | |||||||||||
62,500 | (2) | nVent Electric PLC | 1,568,750 | 0.2 | ||||||||||
18,600 | Paccar, Inc. | 1,152,456 | 0.1 | |||||||||||
69,700 | Pentair PLC | 2,932,976 | 0.3 | |||||||||||
60,000 | Southwest Airlines Co. | 3,052,800 | 0.3 | |||||||||||
39,704 | (2) | Stericycle, Inc. | 2,592,274 | 0.3 | ||||||||||
98,700 | United Parcel Service, Inc. - Class B | 10,484,901 | 1.2 | |||||||||||
89,802,862 | 10.1 | |||||||||||||
Information Technology: 7.8% | ||||||||||||||
13,200 | Analog Devices, Inc. | 1,266,144 | 0.1 | |||||||||||
116,300 | Applied Materials, Inc. | 5,371,897 | 0.6 | |||||||||||
38,100 | CA, Inc. | 1,358,265 | 0.2 | |||||||||||
342,000 | Cisco Systems, Inc. | 14,716,260 | 1.7 | |||||||||||
116,500 | Hewlett Packard Enterprise Co. | 1,702,065 | 0.2 | |||||||||||
200,600 | Microsoft Corp. | 19,781,166 | 2.2 | |||||||||||
272,900 | Qualcomm, Inc. | 15,315,148 | 1.7 | |||||||||||
19,100 | TE Connectivity Ltd. | 1,720,146 | 0.2 | |||||||||||
59,600 | Texas Instruments, Inc. | 6,570,900 | 0.7 | |||||||||||
21,900 | Western Digital Corp. | 1,695,279 | 0.2 | |||||||||||
69,497,270 | 7.8 | |||||||||||||
Materials: 5.6% | ||||||||||||||
17,957 | Akzo Nobel NV | 1,531,595 | 0.2 | |||||||||||
227,800 | CF Industries Holdings, Inc. | 10,114,320 | 1.1 | |||||||||||
281,815 | DowDuPont, Inc. | 18,577,245 | 2.1 | |||||||||||
152,193 | International Paper Co. | 7,926,211 | 0.9 |
14 |
VY® T. Rowe Price Equity Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Materials: (continued) | ||||||||||||||
90,800 | Nucor Corp. | 5,675,000 | 0.6 | |||||||||||
48,200 | Vulcan Materials Co. | 6,220,692 | 0.7 | |||||||||||
50,045,063 | 5.6 | |||||||||||||
Real Estate: 2.8% | ||||||||||||||
114,800 | Equity Residential | 7,311,612 | 0.8 | |||||||||||
171,233 | Rayonier, Inc. | 6,625,005 | 0.8 | |||||||||||
51,438 | SL Green Realty Corp. | 5,171,062 | 0.6 | |||||||||||
156,751 | Weyerhaeuser Co. | 5,715,141 | 0.6 | |||||||||||
24,822,820 | 2.8 | |||||||||||||
Telecommunication Services: 3.0% | ||||||||||||||
41,960 | AT&T, Inc. | 1,347,336 | 0.1 | |||||||||||
128,210 | CenturyLink, Inc. | 2,389,834 | 0.3 | |||||||||||
527,486 | Telefonica S.A. | 4,477,009 | 0.5 | |||||||||||
350,858 | Verizon Communications, Inc. | 17,651,666 | 2.0 | |||||||||||
212,515 | Vodafone Group PLC | 514,773 | 0.1 | |||||||||||
26,380,618 | 3.0 | |||||||||||||
Utilities: 5.0% | ||||||||||||||
98,485 | Edison International | 6,231,146 | 0.7 | |||||||||||
72,400 | Evergy, Inc. | 4,065,260 | 0.5 | |||||||||||
419,990 | NiSource, Inc. | 11,037,337 | 1.2 | |||||||||||
116,805 | PG&E Corp. | 4,971,221 | 0.6 | |||||||||||
18,495 | Sempra Energy | 2,147,455 | 0.2 | |||||||||||
344,330 | Southern Co. | 15,945,922 | 1.8 | |||||||||||
44,398,341 | 5.0 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $675,580,444) | 851,111,221 | 95.6 | ||||||||||||
PREFERRED STOCK: 2.3% | ||||||||||||||
Health Care: 0.8% | ||||||||||||||
117,212 | (2) | Becton Dickinson and Co. | 7,249,562 | 0.8 | ||||||||||
Utilities: 1.5% | ||||||||||||||
34,013 | (1),(2) | DTE Energy Co. | 1,758,132 | 0.2 | ||||||||||
123,009 | (1),(2) | NextEra Energy, Inc. | 7,023,814 | 0.8 | ||||||||||
40,778 | (1),(2) | Sempra Energy | 4,208,698 | 0.5 | ||||||||||
12,990,644 | 1.5 | |||||||||||||
Total Preferred Stock | ||||||||||||||
(Cost $17,661,255) | 20,240,206 | 2.3 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 0.5% | ||||||||||||||
Consumer, Cyclical: 0.5% | ||||||||||||||
4,285,000 | (3) | Mattel, Inc., 6.750%, 12/31/2025 | 4,183,231 | 0.5 | ||||||||||
Total Corporate Bonds/Notes | ||||||||||||||
(Cost $4,234,646) | 4,183,231 | 0.5 | ||||||||||||
CONVERTIBLE BONDS/NOTES: 0.2% | ||||||||||||||
Financial: 0.2% | ||||||||||||||
1,632,000 | (3) | AXA SA, 7.250%, 05/15/2021 | 1,708,740 | 0.2 | ||||||||||
Total Convertible Bonds/Notes | ||||||||||||||
(Cost $1,632,000) | 1,708,740 | 0.2 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $699,108,345) | 877,243,398 | 98.6 | ||||||||||||
SHORT-TERM INVESTMENTS: 1.7% | ||||||||||||||
Securities Lending Collateral(4): 0.6% | ||||||||||||||
1,227,597 | Bank of Nova Scotia, Repurchase Agreement dated 06/29/18, 2.12%, due 07/02/18 (Repurchase Amount $1,227,811, collateralized by various U.S. Government Agency Obligations, 2.500%-6.430%, Market Value plus accrued interest $1,252,370, due 02/01/21-06/01/48) | 1,227,597 | 0.2 | |||||||||||
1,227,597 | Dominion Securities Inc., Repurchase Agreement dated 06/29/18, 2.11%, due 07/02/18 (Repurchase Amount $1,227,810, collateralized by various U.S. Government Agency Obligations, 3.000%-7.000%, Market Value plus accrued interest $1,252,149, due 11/01/36-06/01/48) | 1,227,597 | 0.1 | |||||||||||
1,227,597 | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/29/18, 2.28%, due 07/02/18 (Repurchase Amount $1,227,827, collateralized by various U.S. Government Securities, 2.750%-3.125%, Market Value plus accrued interest $1,252,149, due 11/15/42-08/15/44) | 1,227,597 | 0.2 | |||||||||||
1,227,597 | National Bank Financial, Repurchase Agreement dated 06/29/18, 2.01%, due 07/02/18 (Repurchase Amount $1,227,800, collateralized by various U.S. Government Securities, 0.000%-6.000%, Market Value plus accrued interest $1,252,149, due 09/06/18-09/09/49) | 1,227,597 | 0.1 |
15 |
VY® T. Rowe Price Equity Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Securities Lending Collateral(4): (continued) | ||||||||||||||
258,155 | Natwest Markets PLC, Repurchase Agreement dated 06/29/18, 2.09%, due 07/02/18 (Repurchase Amount $258,199, collateralized by various U.S. Government Securities, 2.500%-6.625%, Market Value plus accrued interest $263,321, due 05/15/20-05/15/46) | 258,155 | 0.0 | |||||||||||
5,168,543 | 0.6 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 1.1% | ||||||||||||||
10,215,268 | (5) | T. Rowe Price Reserve Investment Fund, 1.970% | ||||||||||||
(Cost $10,215,268) | 10,215,268 | 1.1 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $15,383,811) | 15,383,811 | 1.7 | ||||||||||||
Total Investments in Securities (Cost $714,492,156) | $ | 892,627,209 | 100.3 | |||||||||||
Liabilities in Excess of Other Assets | (2,294,463 | ) | (0.3 | ) | ||||||||||
Net Assets | $ | 890,332,746 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
ADR | American Depositary Receipt |
(1) | Security, or a portion of the security, is on loan. |
(2) | Non-income producing security. |
(3) | 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) | Represents securities purchased with cash collateral received for securities on loan. |
(5) | Rate shown is the 7-day yield as of June 30, 2018. |
16 |
VY® T. Rowe Price International Stock Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 98.3% | ||||||||||||||
Australia: 1.9% | ||||||||||||||
238,325 | Amcor Ltd. | 2,539,279 | 1.1 | |||||||||||
690,285 | South32 Ltd. | 1,843,285 | 0.8 | |||||||||||
4,382,564 | 1.9 | |||||||||||||
Austria: 1.4% | ||||||||||||||
79,947 | Erste Group Bank AG | 3,332,987 | 1.4 | |||||||||||
Belgium: 0.8% | ||||||||||||||
18,871 | Anheuser-Busch InBev SA/NV | 1,903,425 | 0.8 | |||||||||||
Bermuda: 0.5% | ||||||||||||||
58,388 | (1) | Liberty Latin America Ltd. | 1,131,559 | 0.5 | ||||||||||
Brazil: 1.2% | ||||||||||||||
163,200 | Banco Bradesco SA ADR | 1,119,552 | 0.5 | |||||||||||
156,287 | BB Seguridade Participacoes SA | 991,978 | 0.4 | |||||||||||
19,222 | (1) | Pagseguro Digital Ltd. | 533,411 | 0.3 | ||||||||||
2,644,941 | 1.2 | |||||||||||||
Canada: 5.4% | ||||||||||||||
30,545 | Alimentation Couche-Tard, Inc. | 1,326,912 | 0.6 | |||||||||||
71,300 | Canadian Natural Resources Ltd. | 2,573,449 | 1.1 | |||||||||||
8,008 | Canadian Pacific Railway Ltd. | 1,467,529 | 0.6 | |||||||||||
30,000 | Magna International, Inc. | 1,743,900 | 0.7 | |||||||||||
26,000 | Restaurant Brands International, Inc. | 1,567,800 | 0.7 | |||||||||||
116,925 | (1) | Seven Generations Energy Ltd. | 1,288,741 | 0.6 | ||||||||||
27,000 | TransCanada Corp. | 1,166,400 | 0.5 | |||||||||||
17,300 | Waste Connections, Inc. | 1,302,344 | 0.6 | |||||||||||
12,437,075 | 5.4 | |||||||||||||
China: 7.4% | ||||||||||||||
21,721 | (1) | Alibaba Group Holding Ltd. ADR | 4,029,897 | 1.7 | ||||||||||
144,900 | BTG Hotels Group Co. Ltd. - A Shares | 592,545 | 0.2 | |||||||||||
404,000 | China Mengniu Dairy Co., Ltd. | 1,362,601 | 0.6 | |||||||||||
434,000 | China Overseas Land & Investment Ltd. | 1,424,475 | 0.6 | |||||||||||
31,844 | (1) | Ctrip.com International Ltd. ADR | 1,516,730 | 0.7 | ||||||||||
147,700 | Gree Electric Appliances, Inc. of Zhuhai - A Shares | 1,047,541 | 0.4 | |||||||||||
11,789 | Kweichow Moutai Co. Ltd. - A Shares | 1,297,763 | 0.6 | |||||||||||
91,500 | Ping An Insurance Group Co. of China Ltd. - H Shares | 837,927 | 0.4 | |||||||||||
99,600 | Tencent Holdings Ltd. | 5,001,454 | 2.2 | |||||||||||
17,110,933 | 7.4 | |||||||||||||
Denmark: 0.6% | ||||||||||||||
31,197 | GN Store Nord A/S | 1,417,473 | 0.6 | |||||||||||
Finland: 1.1% | ||||||||||||||
50,792 | Sampo OYJ | 2,473,608 | 1.1 | |||||||||||
France: 5.6% | ||||||||||||||
17,195 | Air Liquide SA | 2,155,313 | 0.9 | |||||||||||
27,633 | BNP Paribas | 1,709,295 | 0.7 | |||||||||||
1,151 | Dassault Aviation SA | 2,188,589 | 1.0 | |||||||||||
21,382 | Schneider Electric SE | 1,778,274 | 0.8 | |||||||||||
30,768 | Thales S.A. | 3,958,427 | 1.7 | |||||||||||
17,020 | Total SA | 1,033,554 | 0.5 | |||||||||||
12,823,452 | 5.6 | |||||||||||||
Germany: 8.4% | ||||||||||||||
48,624 | Bayer AG | 5,340,069 | 2.3 | |||||||||||
39,278 | Fresenius SE & Co. KGaA | 3,144,785 | 1.4 | |||||||||||
43,727 | Infineon Technologies AG | 1,110,724 | 0.5 | |||||||||||
6,196 | (1) | Linde AG | 1,472,041 | 0.6 | ||||||||||
17,150 | Merck KGaA | 1,669,509 | 0.7 | |||||||||||
44,494 | (2) | Scout24 AG | 2,355,030 | 1.0 | ||||||||||
23,489 | (1),(2) | Siemens Healthineers AG | 967,950 | 0.4 | ||||||||||
339,518 | Telefonica Deutschland Holding AG | 1,335,652 | 0.6 | |||||||||||
10,522 | Wirecard AG | 1,683,737 | 0.7 | |||||||||||
6,379 | (1),(2) | Zalando SE | 355,515 | 0.2 | ||||||||||
19,435,012 | 8.4 | |||||||||||||
Hong Kong: 5.0% | ||||||||||||||
542,000 | AIA Group Ltd. | 4,721,585 | 2.0 | |||||||||||
359,240 | CK Hutchison Holdings Ltd. | 3,802,923 | 1.7 | |||||||||||
48,900 | Jardine Matheson Holdings Ltd. | 3,081,347 | 1.3 | |||||||||||
11,605,855 | 5.0 | |||||||||||||
India: 4.4% | ||||||||||||||
23,573 | Axis Bank Ltd. GDR | 877,804 | 0.4 | |||||||||||
171,254 | Axis Bank Ltd. | 1,278,564 | 0.5 | |||||||||||
130,386 | Housing Development Finance Corp. | 3,633,151 | 1.6 | |||||||||||
1,195,146 | NTPC Ltd. | 2,787,193 | 1.2 | |||||||||||
403,959 | Power Grid Corp. of India Ltd. | 1,102,152 | 0.5 | |||||||||||
141,060 | Wipro Ltd. | 537,990 | 0.2 | |||||||||||
10,216,854 | 4.4 | |||||||||||||
Indonesia: 1.4% | ||||||||||||||
1,535,700 | Bank Central Asia Tbk PT | 2,293,461 | 1.0 | |||||||||||
23,439,000 | Sarana Menara Nusantara Tbk PT | 1,014,109 | 0.4 | |||||||||||
3,307,570 | 1.4 | |||||||||||||
Italy: 0.8% | ||||||||||||||
269,858 | Banca Mediolanum SpA | 1,822,855 | 0.8 | |||||||||||
Japan: 14.6% | ||||||||||||||
90,100 | Astellas Pharma, Inc. | 1,371,194 | 0.6 |
17 |
VY® T. Rowe Price International Stock Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Japan: (continued) | ||||||||||||||
28,300 | Bridgestone Corp. | 1,105,479 | 0.5 | |||||||||||
33,000 | Chugai Pharmaceutical Co., Ltd. | 1,727,899 | 0.7 | |||||||||||
2,900 | Disco Corp. | 493,705 | 0.2 | |||||||||||
89,300 | (3) | Fujitsu General Ltd. | 1,395,645 | 0.6 | ||||||||||
107,700 | Inpex Corp. | 1,118,560 | 0.5 | |||||||||||
45,800 | Japan Tobacco, Inc. | 1,279,946 | 0.6 | |||||||||||
40,800 | Kansai Paint Co., Ltd. | 846,701 | 0.4 | |||||||||||
17,600 | Koito Manufacturing Co., Ltd. | 1,162,535 | 0.5 | |||||||||||
8,200 | Kusuri no Aoki Holdings Co. Ltd. | 545,616 | 0.2 | |||||||||||
4,900 | (1) | Mercari, Inc. | 200,709 | 0.1 | ||||||||||
209,900 | Mitsubishi Electric Corp. | 2,784,936 | 1.2 | |||||||||||
11,200 | Murata Manufacturing Co., Ltd. | 1,880,216 | 0.8 | |||||||||||
74,200 | Nippon Telegraph & Telephone Corp. | 3,370,759 | 1.5 | |||||||||||
33,100 | Persol Holdings Co. Ltd | 737,150 | 0.3 | |||||||||||
101,500 | (1) | Renesas Electronics Corp. | 992,245 | 0.4 | ||||||||||
33,600 | Sega Sammy Holdings, Inc. | 575,080 | 0.2 | |||||||||||
82,800 | Seven & I Holdings Co., Ltd. | 3,611,379 | 1.6 | |||||||||||
24,600 | Stanley Electric Co., Ltd. | 837,631 | 0.4 | |||||||||||
144,000 | Sumitomo Corp. | 2,361,575 | 1.0 | |||||||||||
24,900 | Suzuki Motor Corp. | 1,372,192 | 0.6 | |||||||||||
26,000 | Takeda Pharmaceutical Co., Ltd. | 1,093,770 | 0.5 | |||||||||||
19,300 | Terumo Corp. | 1,104,884 | 0.5 | |||||||||||
12,100 | Tokio Marine Holdings, Inc. | 566,077 | 0.2 | |||||||||||
378,500 | (3) | Yahoo! Japan Corp. | 1,253,920 | 0.5 | ||||||||||
33,789,803 | 14.6 | |||||||||||||
Malaysia: 0.2% | ||||||||||||||
953,700 | Astro Malaysia Holdings Bhd | 374,890 | 0.2 | |||||||||||
Mexico: 0.5% | ||||||||||||||
172,469 | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand ADR | 1,153,818 | 0.5 | |||||||||||
Netherlands: 3.2% | ||||||||||||||
236 | (1),(2) | Adyen NV | 130,015 | 0.0 | ||||||||||
14,829 | Airbus SE | 1,730,470 | 0.8 | |||||||||||
11,066 | ASML Holding NV | 2,189,796 | 1.0 | |||||||||||
29,874 | Koninklijke Philips NV | 1,265,702 | 0.5 | |||||||||||
18,631 | (1) | NXP Semiconductor NV - NXPI - US | 2,035,809 | 0.9 | ||||||||||
7,351,792 | 3.2 | |||||||||||||
Peru: 0.3% | ||||||||||||||
3,475 | Credicorp Ltd. | 782,292 | 0.3 | |||||||||||
Philippines: 0.2% | ||||||||||||||
34,340 | SM Investments Corp. | 563,347 | 0.2 | |||||||||||
Singapore: 0.5% | ||||||||||||||
76,043 | (1),(3) | Sea Ltd. ADR | 1,140,645 | 0.5 | ||||||||||
South Africa: 0.5% | ||||||||||||||
268,121 | FirstRand Ltd. | 1,245,530 | 0.5 | |||||||||||
South Korea: 3.4% | ||||||||||||||
1,248 | LG Household & Health Care Ltd. | 1,563,835 | 0.7 | |||||||||||
4,304 | NAVER Corp. | 2,945,248 | 1.3 | |||||||||||
76,885 | Samsung Electronics Co., Ltd. | 3,220,680 | 1.4 | |||||||||||
7,729,763 | 3.4 | |||||||||||||
Spain: 3.2% | ||||||||||||||
39,849 | Amadeus IT Group SA | 3,133,428 | 1.4 | |||||||||||
348,423 | CaixaBank SA | 1,499,714 | 0.6 | |||||||||||
127,839 | Grifols SA ADR | 2,748,539 | 1.2 | |||||||||||
7,381,681 | 3.2 | |||||||||||||
Sweden: 2.4% | ||||||||||||||
146,349 | Essity AB | 3,600,417 | 1.5 | |||||||||||
36,303 | (1) | Hexagon AB | 2,017,255 | 0.9 | ||||||||||
5,617,672 | 2.4 | |||||||||||||
Switzerland: 5.6% | ||||||||||||||
1,265 | dorma+kaba Holding AG | 883,701 | 0.4 | |||||||||||
37,285 | Julius Baer Group Ltd. | 2,183,837 | 0.9 | |||||||||||
47,961 | Nestle SA | 3,717,018 | 1.6 | |||||||||||
9,859 | Roche Holding AG | 2,187,300 | 1.0 | |||||||||||
254,021 | UBS Group AG | 3,894,234 | 1.7 | |||||||||||
12,866,090 | 5.6 | |||||||||||||
Taiwan: 2.3% | ||||||||||||||
13,000 | Largan Precision Co. Ltd. | 1,909,796 | 0.8 | |||||||||||
488,000 | Taiwan Semiconductor Manufacturing Co., Ltd. | 3,465,327 | 1.5 | |||||||||||
5,375,123 | 2.3 | |||||||||||||
Thailand: 0.6% | ||||||||||||||
600,600 | CP ALL PCL | 1,331,103 | 0.6 | |||||||||||
United Arab Emirates: 1.1% | ||||||||||||||
33,794 | DP World Ltd. | 777,262 | 0.4 | |||||||||||
498,211 | First Abu Dhabi Bank PJSC | 1,647,976 | 0.7 | |||||||||||
2,425,238 | 1.1 | |||||||||||||
United Kingdom: 9.8% | ||||||||||||||
23,900 | AstraZeneca PLC ADR | 839,129 | 0.4 | |||||||||||
103,214 | British American Tobacco PLC | 5,199,234 | 2.3 | |||||||||||
49,837 | Burberry Group PLC | 1,416,393 | 0.6 | |||||||||||
577,634 | (2) | ConvaTec Group PLC | 1,612,612 | 0.7 | ||||||||||
14,359 | (1) | LivaNova PLC | 1,433,315 | 0.6 | ||||||||||
31,785 | London Stock Exchange Group PLC | 1,871,166 | 0.8 | |||||||||||
20,760 | Playtech Ltd. | 205,853 | 0.1 | |||||||||||
94,002 | Prudential PLC | 2,142,898 | 0.9 | |||||||||||
14,025 | Reckitt Benckiser Group PLC | 1,152,361 | 0.5 | |||||||||||
49,856 | Shire PLC | 2,808,827 | 1.2 | |||||||||||
85,174 | Smith & Nephew PLC | 1,568,930 | 0.7 | |||||||||||
931,141 | Vodafone Group PLC | 2,255,493 | 1.0 | |||||||||||
22,506,211 | 9.8 | |||||||||||||
United States: 4.0% | ||||||||||||||
19,669 | Altice USA, Inc. | 335,553 | 0.2 | |||||||||||
1,748 | (1) | Booking Holdings, Inc. | 3,543,353 | 1.5 |
18 |
VY® T. Rowe Price International Stock Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
United States: (continued) | ||||||||||||||
9,321 | (1) | Globant SA | 529,340 | 0.2 | ||||||||||
25,920 | (1) | Liberty Global PLC - Class C | 689,731 | 0.3 | ||||||||||
14,300 | Mastercard, Inc. - Class A | 2,810,236 | 1.2 | |||||||||||
15,916 | Philip Morris International, Inc. | 1,285,058 | 0.6 | |||||||||||
9,193,271 | 4.0 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $193,444,136) | 226,874,432 | 98.3 | ||||||||||||
PREFERRED STOCK: 0.2% | ||||||||||||||
United States: 0.2% | ||||||||||||||
9,427 | (1),(4),(5) | Xiaoju Kuaizhi, Inc.- Series A-17 (DiDi Chuxing, Inc.) | 455,890 | 0.2 | ||||||||||
Total Preferred Stock | ||||||||||||||
(Cost $258,546) | 455,890 | 0.2 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $193,702,682) | 227,330,322 | 98.5 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 1.4% | ||||||||||||||
Securities Lending Collateral(6): 0.9% | ||||||||||||||
1,987,503 | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/29/18, 2.08%, due 07/02/18 (Repurchase Amount $1,987,843, collateralized by various U.S. Government Agency Obligations, 1.691%-8.500%, Market Value plus accrued interest $2,027,253, due 07/25/18-06/15/53) | |||||||||||||
(Cost $1,987,503) | 1,987,503 | 0.9 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.5% | ||||||||||||||
1,254,372 | (7) | T. Rowe Price Reserve Investment Fund, 1.970% | ||||||||||||
(Cost $1,254,372) | 1,254,372 | 0.5 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $3,241,875) | 3,241,875 | 1.4 | ||||||||||||
Total Investments in Securities (Cost $196,944,557) | $ | 230,572,197 | 99.9 | |||||||||||
Assets in Excess of Other Liabilities | 280,244 | 0.1 | ||||||||||||
Net Assets | $ | 230,852,441 | 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) | 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) | Security, or a portion of the security, is on loan. |
(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, 2018, the Portfolio held restricted securities with a fair value of $455,890 or 0.20% 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, 2018. |
19 |
Voya High Yield Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 97.1% | ||||||||||||||
Basic Materials: 7.5% | ||||||||||||||
455,000 | (1) | Alcoa Nederland Holding BV, 6.125%, 05/15/2028 | 458,981 | 0.1 | ||||||||||
2,140,000 | (1),(2) | Alpha 3 BV / Alpha US Bidco, Inc., 6.250%, 02/01/2025 | 2,113,250 | 0.4 | ||||||||||
1,500,000 | (1) | Aruba Investments, Inc., 8.750%, 02/15/2023 | 1,575,000 | 0.3 | ||||||||||
1,500,000 | (1) | Cascades, Inc., 5.500%, 07/15/2022 | 1,494,375 | 0.3 | ||||||||||
1,460,000 | Chemours Co/The, 5.375%, 05/15/2027 | 1,416,200 | 0.3 | |||||||||||
1,580,000 | (1) | Constellium NV, 5.750%, 05/15/2024 | 1,532,600 | 0.3 | ||||||||||
250,000 | (1) | Constellium NV, 5.875%, 02/15/2026 | 241,875 | 0.0 | ||||||||||
500,000 | (1) | Constellium NV, 6.625%, 03/01/2025 | 504,995 | 0.1 | ||||||||||
1,775,000 | (1) | Cornerstone Chemical Co., 6.750%, 08/15/2024 | 1,741,719 | 0.3 | ||||||||||
910,000 | (1) | Ferroglobe PLC / Globe Specialty Metals, Inc., 9.375%, 03/01/2022 | 944,125 | 0.2 | ||||||||||
915,000 | (1) | First Quantum Minerals Ltd., 6.500%, 03/01/2024 | 885,262 | 0.2 | ||||||||||
1,360,000 | Freeport-McMoRan, Inc., 4.550%, 11/14/2024 | 1,298,800 | 0.2 | |||||||||||
2,000,000 | Freeport-McMoRan, Inc., 5.450%, 03/15/2043 | 1,764,400 | 0.3 | |||||||||||
1,000,000 | Hexion, Inc., 6.625%, 04/15/2020 | 938,900 | 0.2 | |||||||||||
935,000 | (1) | Hexion, Inc., 10.375%, 02/01/2022 | 920,975 | 0.2 | ||||||||||
930,000 | (1),(2) | Hexion, Inc., 13.750%, 02/01/2022 | 848,625 | 0.2 | ||||||||||
1,220,000 | Huntsman International LLC, 5.125%, 11/15/2022 | 1,258,719 | 0.2 | |||||||||||
1,850,000 | (1) | IAMGOLD Corp., 7.000%, 04/15/2025 | 1,895,695 | 0.4 | ||||||||||
1,750,000 | (1),(2) | INEOS Group Holdings SA, 5.625%, 08/01/2024 | 1,728,125 | 0.3 | ||||||||||
4,000,000 | (3),(4) | Momentive Performance Materials, Inc. Escrow, 0.000%, 10/15/2020 | – | – | ||||||||||
1,799,000 | Momentive Performance Materials, Inc., 3.880%, 10/24/2021 | 1,893,448 | 0.4 | |||||||||||
1,930,000 | (1) | OCI NV, 6.625%, 04/15/2023 | 1,966,863 | 0.4 | ||||||||||
1,700,000 | Olin Corp., 5.125%, 09/15/2027 | 1,657,500 | 0.3 | |||||||||||
2,000,000 | (1) | Rayonier AM Products, Inc., 5.500%, 06/01/2024 | 1,890,000 | 0.4 | ||||||||||
500,000 | Steel Dynamics, Inc., 5.125%, 10/01/2021 | 505,625 | 0.1 | |||||||||||
1,000,000 | Steel Dynamics, Inc., 5.500%, 10/01/2024 | 1,021,250 | 0.2 | |||||||||||
751,000 | Teck Resources Ltd., 4.750%, 01/15/2022 | 756,325 | 0.1 | |||||||||||
2,100,000 | Teck Resources Ltd., 5.200%, 03/01/2042 | 1,850,625 | 0.3 | |||||||||||
300,000 | (1) | Tronox Finance PLC, 5.750%, 10/01/2025 | 292,125 | 0.1 | ||||||||||
1,700,000 | (1),(2) | Tronox, Inc., 6.500%, 04/15/2026 | 1,693,625 | 0.3 | ||||||||||
1,160,000 | United States Steel Corp., 6.250%, 03/15/2026 | 1,150,575 | 0.2 | |||||||||||
335,000 | Valvoline, Inc., 4.375%, 08/15/2025 | 311,969 | 0.1 | |||||||||||
800,000 | Valvoline, Inc., 5.500%, 07/15/2024 | 810,000 | 0.1 | |||||||||||
39,362,551 | 7.5 | |||||||||||||
Communications: 16.5% | ||||||||||||||
1,890,000 | (1) | Acosta, Inc., 7.750%, 10/01/2022 | 954,450 | 0.2 | ||||||||||
1,000,000 | (1),(2) | Altice Finco SA, 8.125%, 01/15/2024 | 1,000,000 | 0.2 | ||||||||||
2,725,000 | (1) | Altice France SA/France, 6.250%, 05/15/2024 | 2,656,875 | 0.5 | ||||||||||
2,030,000 | (1),(2) | Altice Luxembourg SA, 7.625%, 02/15/2025 | 1,875,212 | 0.4 | ||||||||||
2,000,000 | (1) | Altice Luxembourg SA, 7.750%, 05/15/2022 | 1,942,500 | 0.4 | ||||||||||
1,855,000 | (1) | Altice US Finance I Corp., 5.500%, 05/15/2026 | 1,794,712 | 0.3 | ||||||||||
1,850,000 | AMC Networks, Inc., 4.750%, 08/01/2025 | 1,782,956 | 0.3 | |||||||||||
1,175,000 | (1) | Block Communications, Inc., 6.875%, 02/15/2025 | 1,177,937 | 0.2 | ||||||||||
960,000 | Cablevision Systems Corp., 5.875%, 09/15/2022 | 955,200 | 0.2 | |||||||||||
2,660,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/2027 | 2,490,425 | 0.5 | ||||||||||
1,665,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.000%, 02/01/2028 | 1,531,800 | 0.3 | ||||||||||
500,000 | CCO Holdings LLC / CCO Holdings Capital Corp., 5.250%, 09/30/2022 | 503,437 | 0.1 | |||||||||||
1,130,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.500%, 05/01/2026 | 1,098,586 | 0.2 | ||||||||||
2,395,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.750%, 02/15/2026 | 2,359,075 | 0.4 | ||||||||||
1,000,000 | CenturyLink, Inc., 5.625%, 04/01/2020 | 1,015,000 | 0.2 |
See Accompanying Notes to Financial Statements
20 |
Voya High Yield Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Communications: (continued) | ||||||||||||||
950,000 | (1) | Cequel Communications Holdings I LLC / Cequel Capital Corp., 5.125%, 12/15/2021 | 948,812 | 0.2 | ||||||||||
400,000 | (1) | Cequel Communications Holdings I LLC / Cequel Capital Corp., 7.500%, 04/01/2028 | 406,880 | 0.1 | ||||||||||
2,810,000 | (1) | CommScope Tech Finance LLC, 6.000%, 06/15/2025 | 2,883,763 | 0.5 | ||||||||||
2,600,000 | CSC Holdings LLC, 5.250%, 06/01/2024 | 2,463,500 | 0.5 | |||||||||||
1,100,000 | (1) | CSC Holdings LLC, 5.375%, 02/01/2028 | 1,020,250 | 0.2 | ||||||||||
1,125,000 | (1) | CSC Holdings LLC, 6.625%, 10/15/2025 | 1,154,531 | 0.2 | ||||||||||
525,000 | DISH DBS Corp., 5.000%, 03/15/2023 | 457,406 | 0.1 | |||||||||||
1,000,000 | (2) | DISH DBS Corp., 5.875%, 07/15/2022 | 943,750 | 0.2 | ||||||||||
2,975,000 | DISH DBS Corp., 5.875%, 11/15/2024 | 2,528,750 | 0.5 | |||||||||||
2,550,000 | (2) | Frontier Communications Corp., 6.875%, 01/15/2025 | 1,654,313 | 0.3 | ||||||||||
2,095,000 | Frontier Communications Corp., 11.000%, 09/15/2025 | 1,685,847 | 0.3 | |||||||||||
2,140,000 | (1) | Gray Television, Inc., 5.125%, 10/15/2024 | 2,049,050 | 0.4 | ||||||||||
3,800,000 | Intelsat Jackson Holdings SA, 5.500%, 08/01/2023 | 3,418,860 | 0.7 | |||||||||||
925,000 | (2) | Intelsat Luxembourg SA, 8.125%, 06/01/2023 | 751,563 | 0.1 | ||||||||||
1,800,000 | Level 3 Financing, Inc., 5.125%, 05/01/2023 | 1,770,750 | 0.3 | |||||||||||
1,500,000 | Level 3 Financing, Inc., 5.250%, 03/15/2026 | 1,430,400 | 0.3 | |||||||||||
800,000 | Level 3 Financing, Inc., 5.375%, 01/15/2024 | 786,000 | 0.2 | |||||||||||
995,000 | LIN Television Corp., 5.875%, 11/15/2022 | 1,019,875 | 0.2 | |||||||||||
500,000 | (1) | Midcontinent Communications / Midcontinent Finance Corp., 6.875%, 08/15/2023 | 525,625 | 0.1 | ||||||||||
1,750,000 | (1) | Netflix, Inc., 5.875%, 11/15/2028 | 1,775,725 | 0.3 | ||||||||||
1,445,000 | (1) | Nexstar Broadcasting, Inc., 5.625%, 08/01/2024 | 1,396,231 | 0.3 | ||||||||||
1,100,000 | Northwestern Bell Telephone, 7.750%, 05/01/2030 | 1,170,985 | 0.2 | |||||||||||
2,159,000 | (1) | Plantronics, Inc., 5.500%, 05/31/2023 | 2,165,477 | 0.4 | ||||||||||
2,070,000 | (1) | Salem Media Group, Inc., 6.750%, 06/01/2024 | 1,888,875 | 0.4 | ||||||||||
1,065,000 | (1),(2) | Sinclair Television Group, Inc., 5.125%, 02/15/2027 | 985,125 | 0.2 | ||||||||||
1,530,000 | Sinclair Television Group, Inc., 6.125%, 10/01/2022 | 1,562,513 | 0.3 | |||||||||||
1,750,000 | (1) | Sirius XM Radio, Inc., 5.000%, 08/01/2027 | 1,640,625 | 0.3 | ||||||||||
1,340,000 | (1) | Sirius XM Radio, Inc., 6.000%, 07/15/2024 | 1,368,475 | 0.3 | ||||||||||
3,500,000 | Sprint Communications, Inc., 6.000%, 11/15/2022 | 3,478,125 | 0.7 | |||||||||||
3,235,000 | Sprint Corp., 7.125%, 06/15/2024 | 3,274,111 | 0.6 | |||||||||||
1,750,000 | Sprint Corp., 7.250%, 09/15/2021 | 1,824,375 | 0.3 | |||||||||||
2,275,000 | Sprint Corp., 7.625%, 03/01/2026 | 2,323,344 | 0.4 | |||||||||||
1,375,000 | Telecom Italia Capital SA, 6.000%, 09/30/2034 | 1,317,250 | 0.3 | |||||||||||
1,470,000 | Telecom Italia Capital SA, 6.375%, 11/15/2033 | 1,455,300 | 0.3 | |||||||||||
1,295,000 | (1) | Telesat Canada / Telesat LLC, 8.875%, 11/15/2024 | 1,388,888 | 0.3 | ||||||||||
265,000 | T-Mobile USA, Inc., 4.500%, 02/01/2026 | 247,775 | 0.0 | |||||||||||
600,000 | T-Mobile USA, Inc., 5.125%, 04/15/2025 | 604,500 | 0.1 | |||||||||||
2,200,000 | T-Mobile USA, Inc., 6.500%, 01/15/2026 | 2,270,840 | 0.4 | |||||||||||
1,255,000 | (1) | Zayo Group LLC / Zayo Capital, Inc., 5.750%, 01/15/2027 | 1,236,175 | 0.2 | ||||||||||
2,160,000 | Zayo Group LLC / Zayo Capital, Inc., 6.000%, 04/01/2023 | 2,208,600 | 0.4 | |||||||||||
86,621,404 | 16.5 | |||||||||||||
Consumer, Cyclical: 16.0% | ||||||||||||||
2,345,000 | (1) | 1011778 BC ULC / New Red Finance, Inc., 5.000%, 10/15/2025 | 2,230,564 | 0.4 | ||||||||||
1,750,000 | (2) | AMC Entertainment Holdings, Inc., 5.875%, 11/15/2026 | 1,688,750 | 0.3 | ||||||||||
1,750,000 | Asbury Automotive Group, Inc., 6.000%, 12/15/2024 | 1,742,895 | 0.3 | |||||||||||
1,270,000 | (1) | Ashton Woods USA LLC / Ashton Woods Finance Co., 6.750%, 08/01/2025 | 1,212,850 | 0.2 | ||||||||||
1,308,000 | (1) | Ashton Woods USA LLC / Ashton Woods Finance Co., 6.875%, 02/15/2021 | 1,321,080 | 0.2 | ||||||||||
2,070,000 | AV Homes, Inc., 6.625%, 05/15/2022 | 2,139,862 | 0.4 | |||||||||||
2,390,000 | Caleres, Inc., 6.250%, 08/15/2023 | 2,473,650 | 0.5 | |||||||||||
1,170,000 | (1) | Carmike Cinemas, Inc., 6.000%, 06/15/2023 | 1,202,175 | 0.2 | ||||||||||
1,880,000 | (1) | CCM Merger, Inc., 6.000%, 03/15/2022 | 1,918,164 | 0.4 | ||||||||||
1,900,000 | Cedar Fair L.P. / Canada's Wonderland Co. / Magnum Management Corp., 5.375%, 06/01/2024 | 1,928,500 | 0.4 | |||||||||||
2,900,000 | Century Communities, Inc., 5.875%, 07/15/2025 | 2,747,750 | 0.5 |
See Accompanying Notes to Financial Statements
21 |
Voya High Yield Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Cyclical: (continued) | ||||||||||||||
1,875,000 | (1) | Cooper-Standard Automotive, Inc., 5.625%, 11/15/2026 | 1,856,250 | 0.4 | ||||||||||
2,895,000 | (1) | Caesars Resort Collection LLC / CRC Finco, Inc., 5.250%, 10/15/2025 | 2,746,631 | 0.5 | ||||||||||
1,790,000 | Dana, Inc., 5.500%, 12/15/2024 | 1,776,575 | 0.3 | |||||||||||
1,400,000 | (1) | Eagle Intermediate Global Holding BV/Ruyi US Finance LLC, 7.500%, 05/01/2025 | 1,401,750 | 0.3 | ||||||||||
1,965,000 | (1) | EMI Music Publishing Group North America Holdings, Inc., 7.625%, 06/15/2024 | 2,131,337 | 0.4 | ||||||||||
440,000 | GLP Capital L.P. / GLP Financing II, Inc., 4.375%, 04/15/2021 | 441,100 | 0.1 | |||||||||||
880,000 | GLP Capital L.P. / GLP Financing II, Inc., 5.375%, 04/15/2026 | 873,400 | 0.2 | |||||||||||
2,275,000 | (1) | Golden Nugget, Inc., 6.750%, 10/15/2024 | 2,281,097 | 0.4 | ||||||||||
1,700,000 | H&E Equipment Services, Inc., 5.625%, 09/01/2025 | 1,674,500 | 0.3 | |||||||||||
2,060,000 | (1) | Hot Topic, Inc., 9.250%, 06/15/2021 | 1,975,025 | 0.4 | ||||||||||
780,000 | (1) | International Game Technology PLC, 6.250%, 02/15/2022 | 803,400 | 0.2 | ||||||||||
955,000 | (1) | International Game Technology PLC, 6.500%, 02/15/2025 | 990,812 | 0.2 | ||||||||||
1,210,000 | (1) | JB Poindexter & Co., Inc., 7.125%, 04/15/2026 | 1,246,300 | 0.2 | ||||||||||
880,000 | (1) | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 5.000%, 06/01/2024 | 870,936 | 0.2 | ||||||||||
930,000 | (1) | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 5.250%, 06/01/2026 | 918,375 | 0.2 | ||||||||||
1,750,000 | L Brands, Inc., 6.750%, 07/01/2036 | 1,548,750 | 0.3 | |||||||||||
2,000,000 | Lennar Corp., 5.250%, 06/01/2026 | 1,970,000 | 0.4 | |||||||||||
500,000 | Lennar Corp., 5.375%, 10/01/2022 | 512,500 | 0.1 | |||||||||||
1,840,000 | (1) | Live Nation Entertainment, Inc., 5.375%, 06/15/2022 | 1,876,800 | 0.4 | ||||||||||
1,315,000 | M/I Homes, Inc., 5.625%, 08/01/2025 | 1,236,100 | 0.2 | |||||||||||
945,000 | M/I Homes, Inc., 6.750%, 01/15/2021 | 979,058 | 0.2 | |||||||||||
1,600,000 | (2) | Men's Wearhouse, Inc./The, 7.000%, 07/01/2022 | 1,660,000 | 0.3 | ||||||||||
1,225,000 | Meritage Homes Corp., 5.125%, 06/06/2027 | 1,142,313 | 0.2 | |||||||||||
1,295,000 | Meritage Homes Corp., 7.000%, 04/01/2022 | 1,401,837 | 0.3 | |||||||||||
2,190,000 | MGM Resorts International, 5.750%, 06/15/2025 | 2,198,212 | 0.4 | |||||||||||
500,000 | MGM Resorts International, 6.000%, 03/15/2023 | 516,250 | 0.1 | |||||||||||
2,000,000 | MGM Resorts International, 6.625%, 12/15/2021 | 2,110,000 | 0.4 | |||||||||||
1,850,000 | (1) | Navistar International Corp., 6.625%, 11/01/2025 | 1,910,125 | 0.4 | ||||||||||
1,180,000 | (1) | Neiman Marcus Group Ltd., Inc., 8.000%, 10/15/2021 | 786,175 | 0.1 | ||||||||||
2,194,512 | (1),(5) | Neiman Marcus Group Ltd., Inc., 8.750% (PIK Rate 9.500%, Cash Rate 8.750%), 10/15/2021 | 1,470,323 | 0.3 | ||||||||||
2,215,000 | (1) | Penn National Gaming, Inc., 5.625%, 01/15/2027 | 2,093,175 | 0.4 | ||||||||||
235,000 | (1) | PetSmart, Inc., 5.875%, 06/01/2025 | 181,538 | 0.0 | ||||||||||
3,370,000 | (1) | PetSmart, Inc., 7.125%, 03/15/2023 | 2,279,131 | 0.4 | ||||||||||
2,120,000 | (1) | Scientific Games International, Inc., 5.000%, 10/15/2025 | 2,024,600 | 0.4 | ||||||||||
1,010,000 | Scientific Games International, Inc., 6.625%, 05/15/2021 | 1,027,675 | 0.2 | |||||||||||
1,600,000 | Scientific Games International, Inc., 10.000%, 12/01/2022 | 1,710,000 | 0.3 | |||||||||||
1,925,000 | (1) | Silversea Cruise Finance Ltd., 7.250%, 02/01/2025 | 2,088,818 | 0.4 | ||||||||||
500,000 | (1) | Six Flags Entertainment Corp., 4.875%, 07/31/2024 | 487,100 | 0.1 | ||||||||||
1,550,000 | (1) | Six Flags Entertainment Corp., 5.500%, 04/15/2027 | 1,508,863 | 0.3 | ||||||||||
710,000 | (1) | Stars Group Holdings / Stars Group, 7.000%, 07/15/2026 | 718,875 | 0.1 | ||||||||||
1,995,000 | (1) | Station Casinos LLC, 5.000%, 10/01/2025 | 1,880,288 | 0.4 | ||||||||||
1,955,000 | (1) | Viking Cruises Ltd., 5.875%, 09/15/2027 | 1,852,363 | 0.4 | ||||||||||
645,000 | (1) | WMG Acquisition Corp., 5.000%, 08/01/2023 | 644,194 | 0.1 | ||||||||||
465,000 | (1) | WMG Acquisition Corp., 5.625%, 04/15/2022 | 477,155 | 0.1 | ||||||||||
1,280,000 | (1) | Wolverine World Wide, Inc., 5.000%, 09/01/2026 | 1,219,200 | 0.2 | ||||||||||
84,105,146 | 16.0 | |||||||||||||
Consumer, Non-cyclical: 18.3% | ||||||||||||||
2,100,000 | Acadia Healthcare Co., Inc., 5.125%, 07/01/2022 | 2,105,250 | 0.4 | |||||||||||
110,000 | Acadia Healthcare Co., Inc., 6.500%, 03/01/2024 | 113,300 | 0.0 |
See Accompanying Notes to Financial Statements
22 |
Voya High Yield Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Non-cyclical: (continued) | ||||||||||||||
2,145,000 | Albertsons Cos LLC / Safeway, Inc. / New Albertsons L.P. / Albertson's LLC, 6.625%, 06/15/2024 | 2,032,387 | 0.4 | |||||||||||
875,000 | (1) | Albertsons Cos, Inc., 6.085%, (US0003M + 3.750%), 01/15/2024 | 879,375 | 0.2 | ||||||||||
1,750,000 | (1),(2) | Aptim Corp., 7.750%, 06/15/2025 | 1,426,250 | 0.3 | ||||||||||
1,190,000 | (1) | Cardtronics, Inc. / Cardtronics USA, Inc., 5.500%, 05/01/2025 | 1,082,900 | 0.2 | ||||||||||
485,000 | Centene Corp., 4.750%, 01/15/2025 | 483,787 | 0.1 | |||||||||||
2,035,000 | Centene Corp., 5.625%, 02/15/2021 | 2,083,077 | 0.4 | |||||||||||
775,000 | Centene Corp., 6.125%, 02/15/2024 | 818,594 | 0.2 | |||||||||||
415,000 | Central Garden & Pet Co., 5.125%, 02/01/2028 | 384,912 | 0.1 | |||||||||||
1,750,000 | Central Garden & Pet Co., 6.125%, 11/15/2023 | 1,817,812 | 0.3 | |||||||||||
1,780,000 | CHS/Community Health Systems, Inc., 6.250%, 03/31/2023 | 1,637,600 | 0.3 | |||||||||||
1,410,000 | (1) | Cott Holdings, Inc., 5.500%, 04/01/2025 | 1,374,750 | 0.3 | ||||||||||
1,660,000 | DaVita, Inc., 5.125%, 07/15/2024 | 1,613,312 | 0.3 | |||||||||||
1,245,000 | (1),(5) | Eagle Holding CO II LLC, 7.625% (PIK Rate 8.375%, Cash Rate 7.625%), 05/15/2022 | 1,260,811 | 0.2 | ||||||||||
400,000 | (1),(2) | Endo Dac / Endo Finance LLC / Endo Finco, Inc., 5.875%, 10/15/2024 | 392,000 | 0.1 | ||||||||||
1,155,000 | (1) | Endo Finance LLC / Endo Finco, Inc., 5.375%, 01/15/2023 | 929,775 | 0.2 | ||||||||||
675,000 | (1) | Envision Healthcare Corp., 5.125%, 07/01/2022 | 684,281 | 0.1 | ||||||||||
1,800,000 | Envision Healthcare Corp., 5.625%, 07/15/2022 | 1,839,375 | 0.3 | |||||||||||
2,190,000 | (1) | Graham Holdings Co., 5.750%, 06/01/2026 | 2,217,375 | 0.4 | ||||||||||
2,000,000 | HCA Healthcare, Inc., 6.250%, 02/15/2021 | 2,080,000 | 0.4 | |||||||||||
1,185,000 | HCA, Inc., 5.375%, 02/01/2025 | 1,169,832 | 0.2 | |||||||||||
1,350,000 | HCA, Inc., 5.500%, 06/15/2047 | 1,242,000 | 0.2 | |||||||||||
2,000,000 | HCA, Inc., 5.875%, 05/01/2023 | 2,080,000 | 0.4 | |||||||||||
3,500,000 | HCA, Inc., 7.500%, 02/15/2022 | 3,815,000 | 0.7 | |||||||||||
354,000 | (1) | Herc Rentals, Inc., 7.500%, 06/01/2022 | 376,125 | 0.1 | ||||||||||
434,000 | (1) | Herc Rentals, Inc., 7.750%, 06/01/2024 | 465,465 | 0.1 | ||||||||||
560,000 | (1) | Hertz Corp./The, 7.625%, 06/01/2022 | 539,000 | 0.1 | ||||||||||
1,365,000 | (1),(2) | Hertz Corp., 5.500%, 10/15/2024 | 1,080,056 | 0.2 | ||||||||||
1,000,000 | (2) | Hertz Corp., 7.375%, 01/15/2021 | 985,000 | 0.2 | ||||||||||
2,445,000 | (1) | Hill-Rom Holdings, Inc., 5.750%, 09/01/2023 | 2,500,013 | 0.5 | ||||||||||
2,405,000 | (1) | Jaguar Holding Co. II / Pharmaceutical Product Development LLC, 6.375%, 08/01/2023 | 2,399,469 | 0.5 | ||||||||||
470,000 | (1) | JBS USA LUX SA / JBS USA Finance, Inc., 5.750%, 06/15/2025 | 439,450 | 0.1 | ||||||||||
1,035,000 | (1) | JBS USA LUX SA / JBS USA Finance, Inc., 5.875%, 07/15/2024 | 992,306 | 0.2 | ||||||||||
2,200,000 | (1) | JBS USA LUX SA / JBS USA Finance, Inc., 6.750%, 02/15/2028 | 2,081,090 | 0.4 | ||||||||||
1,535,000 | Molina Healthcare, Inc., 5.375%, 11/15/2022 | 1,552,269 | 0.3 | |||||||||||
2,570,000 | (1) | MPH Acquisition Holdings LLC, 7.125%, 06/01/2024 | 2,640,675 | 0.5 | ||||||||||
925,000 | (1) | Pilgrim's Pride Corp., 5.750%, 03/15/2025 | 890,313 | 0.2 | ||||||||||
1,115,000 | (1) | Pilgrim's Pride Corp., 5.875%, 09/30/2027 | 1,036,950 | 0.2 | ||||||||||
1,255,000 | Pinnacle Foods Finance LLC / Pinnacle Foods Finance Corp., 5.875%, 01/15/2024 | 1,328,731 | 0.2 | |||||||||||
545,000 | (1),(5) | Polaris Intermediate Corp., 8.500% (PIK Rate 8.500%, Cash Rate 0.000%), 12/01/2022 | 564,075 | 0.1 | ||||||||||
900,000 | (1) | Post Holdings, Inc., 5.000%, 08/15/2026 | 841,500 | 0.2 | ||||||||||
1,525,000 | (1) | Post Holdings, Inc., 5.625%, 01/15/2028 | 1,435,406 | 0.3 | ||||||||||
1,100,000 | (1) | Post Holdings, Inc., 8.000%, 07/15/2025 | 1,225,125 | 0.2 | ||||||||||
1,415,000 | (2) | Revlon Consumer Products Corp., 6.250%, 08/01/2024 | 799,475 | 0.1 | ||||||||||
145,000 | Spectrum Brands, Inc., 5.750%, 07/15/2025 | 143,913 | 0.0 | |||||||||||
1,000,000 | Spectrum Brands, Inc., 6.625%, 11/15/2022 | 1,035,000 | 0.2 | |||||||||||
1,535,000 | (1) | Sotera Health Holdings LLC, 6.500%, 05/15/2023 | 1,569,538 | 0.3 | ||||||||||
1,175,000 | (1),(5) | Sotera Health Topco, Inc., 8.125% (PIK Rate 8.875%, Cash Rate 8.125%), 11/01/2021 | 1,180,875 | 0.2 | ||||||||||
1,748,000 | Teleflex, Inc., 5.250%, 06/15/2024 | 1,809,180 | 0.3 | |||||||||||
1,105,000 | (1) | Tenet Healthcare Corp., 5.125%, 05/01/2025 | 1,054,584 | 0.2 | ||||||||||
2,025,000 | Tenet Healthcare Corp., 6.750%, 02/01/2020 | 2,085,750 | 0.4 | |||||||||||
2,340,000 | (2) | Tenet Healthcare Corp., 6.750%, 06/15/2023 | 2,337,075 | 0.4 | ||||||||||
750,000 | Tenet Healthcare Corp., 8.125%, 04/01/2022 | 785,625 | 0.1 |
See Accompanying Notes to Financial Statements
23 |
Voya High Yield Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Non-cyclical: (continued) | ||||||||||||||
1,400,000 | (2) | Teva Pharmaceutical Finance Netherlands III BV, 6.000%, 04/15/2024 | 1,399,766 | 0.3 | ||||||||||
500,000 | United Rentals North America, Inc., 4.625%, 10/15/2025 | 477,500 | 0.1 | |||||||||||
1,165,000 | United Rentals North America, Inc., 4.875%, 01/15/2028 | 1,084,906 | 0.2 | |||||||||||
1,150,000 | United Rentals North America, Inc., 5.500%, 07/15/2025 | 1,162,938 | 0.2 | |||||||||||
500,000 | United Rentals North America, Inc., 5.500%, 05/15/2027 | 486,250 | 0.1 | |||||||||||
1,285,000 | (1) | US Foods, Inc., 5.875%, 06/15/2024 | 1,313,913 | 0.2 | ||||||||||
1,000,000 | (1) | Valeant Pharmaceuticals International, Inc., 5.500%, 03/01/2023 | 935,000 | 0.2 | ||||||||||
1,350,000 | (1) | Valeant Pharmaceuticals International, Inc., 5.500%, 11/01/2025 | 1,335,488 | 0.3 | ||||||||||
1,435,000 | (1) | Valeant Pharmaceuticals International, Inc., 6.125%, 04/15/2025 | 1,327,375 | 0.2 | ||||||||||
720,000 | (1) | Valeant Pharmaceuticals International, Inc., 7.000%, 03/15/2024 | 755,777 | 0.1 | ||||||||||
280,000 | (1) | Valeant Pharmaceuticals International, Inc., 9.000%, 12/15/2025 | 291,550 | 0.1 | ||||||||||
3,055,000 | (1) | Valeant Pharmaceuticals International, 6.750%, 08/15/2021 | 3,089,369 | 0.6 | ||||||||||
2,480,000 | (1),(2) | Valeant Pharmaceuticals International, 7.250%, 07/15/2022 | 2,539,917 | 0.5 | ||||||||||
2,360,000 | (1) | Valeant Pharmaceuticals International, 8.500%, 01/31/2027 | 2,401,300 | 0.5 | ||||||||||
845,000 | (1) | Valeant Pharmaceuticals International, 9.250%, 04/01/2026 | 879,856 | 0.2 | ||||||||||
2,800,000 | (1) | Vizient, Inc., 10.375%, 03/01/2024 | 3,101,000 | 0.6 | ||||||||||
2,215,000 | (1) | West Street Merger Sub, Inc., 6.375%, 09/01/2025 | 2,126,400 | 0.4 | ||||||||||
96,446,093 | 18.3 | |||||||||||||
Energy: 15.2% | ||||||||||||||
1,860,000 | Antero Resources Corp., 5.125%, 12/01/2022 | 1,873,950 | 0.4 | |||||||||||
1,020,000 | (2) | Antero Resources Corp., 5.000%, 03/01/2025 | 1,020,000 | 0.2 | ||||||||||
1,530,000 | (1) | Calfrac Holdings L.P., 8.500%, 06/15/2026 | 1,539,562 | 0.3 | ||||||||||
2,800,000 | (1),(2) | California Resources Corp., 8.000%, 12/15/2022 | 2,555,000 | 0.5 | ||||||||||
250,000 | Calumet Specialty Products Partners L.P. / Calumet Finance Corp., 7.750%, 04/15/2023 | 251,875 | 0.0 | |||||||||||
1,960,000 | (1) | Centennial Resource Production LLC, 5.375%, 01/15/2026 | 1,911,000 | 0.4 | ||||||||||
2,140,000 | Cheniere Corpus Christi Holdings LLC, 5.125%, 06/30/2027 | 2,129,300 | 0.4 | |||||||||||
1,155,000 | Cheniere Corpus Christi Holdings LLC, 5.875%, 03/31/2025 | 1,205,531 | 0.2 | |||||||||||
2,140,000 | (2) | Chesapeake Energy Corp., 8.000%, 01/15/2025 | 2,184,833 | 0.4 | ||||||||||
1,250,000 | Continental Resources, Inc./OK, 4.375%, 01/15/2028 | 1,241,769 | 0.2 | |||||||||||
1,500,000 | Continental Resources, Inc./OK, 5.000%, 09/15/2022 | 1,524,308 | 0.3 | |||||||||||
1,885,000 | (1) | Covey Park Energy LLC / Covey Park Finance Corp., 7.500%, 05/15/2025 | 1,932,125 | 0.4 | ||||||||||
2,080,000 | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 5.750%, 04/01/2025 | 2,085,200 | 0.4 | |||||||||||
2,245,000 | Delek Logistics Partners L.P. / Delek Logistics Finance Corp., 6.750%, 05/15/2025 | 2,256,225 | 0.4 | |||||||||||
1,400,000 | Diamond Offshore Drilling, Inc., 4.875%, 11/01/2043 | 1,015,000 | 0.2 | |||||||||||
1,370,000 | Diamondback Energy, Inc., 4.750%, 11/01/2024 | 1,340,887 | 0.2 | |||||||||||
385,000 | (1) | Diamondback Energy, Inc., 5.375%, 05/31/2025 | 385,481 | 0.1 | ||||||||||
1,870,000 | Eclipse Resources Corp., 8.875%, 07/15/2023 | 1,781,175 | 0.3 | |||||||||||
760,000 | (1) | Endeavor Energy Resources L.P. / EER Finance, Inc., 5.500%, 01/30/2026 | 739,100 | 0.1 | ||||||||||
1,140,000 | (1) | Endeavor Energy Resources L.P. / EER Finance, Inc., 5.750%, 01/30/2028 | 1,115,775 | 0.2 | ||||||||||
1,100,000 | (2) | Ensco PLC, 5.200%, 03/15/2025 | 917,125 | 0.2 | ||||||||||
700,000 | Ensco PLC, 5.750%, 10/01/2044 | 497,000 | 0.1 | |||||||||||
760,000 | Ensco PLC, 7.750%, 02/01/2026 | 720,822 | 0.1 |
See Accompanying Notes to Financial Statements
24 |
Voya High Yield Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Energy: (continued) | ||||||||||||||
1,415,000 | Enviva Partners L.P. / Enviva Partners Finance Corp., 8.500%, 11/01/2021 | 1,476,906 | 0.3 | |||||||||||
1,860,000 | Gulfport Energy Corp., 6.000%, 10/15/2024 | 1,799,550 | 0.3 | |||||||||||
460,000 | Gulfport Energy Corp., 6.375%, 05/15/2025 | 449,075 | 0.1 | |||||||||||
380,000 | Gulfport Energy Corp., 6.375%, 01/15/2026 | 365,750 | 0.1 | |||||||||||
945,000 | (1) | Hess Infrastructure Partners L.P. / Hess Infrastructure Partners Finance Corp., 5.625%, 02/15/2026 | 947,362 | 0.2 | ||||||||||
1,000,000 | (1) | Hilcorp Energy I L.P. / Hilcorp Finance Co., 5.000%, 12/01/2024 | 975,000 | 0.2 | ||||||||||
1,930,000 | (1) | Indigo Natural Resources LLC, 6.875%, 02/15/2026 | 1,876,925 | 0.4 | ||||||||||
1,535,000 | (1) | Jagged Peak Energy LLC, 5.875%, 05/01/2026 | 1,508,137 | 0.3 | ||||||||||
2,325,000 | (1),(2) | Jonah Energy LLC / Jonah Energy Finance Corp., 7.250%, 10/15/2025 | 1,889,062 | 0.4 | ||||||||||
1,490,000 | (1) | Lonestar Resources America, Inc., 11.250%, 01/01/2023 | 1,590,575 | 0.3 | ||||||||||
1,545,000 | (1) | Moss Creek Resources Holdings, Inc., 7.500%, 01/15/2026 | 1,515,506 | 0.3 | ||||||||||
1,385,000 | Murphy Oil Corp., 4.450%, 12/01/2022 | 1,367,563 | 0.3 | |||||||||||
995,000 | Murphy Oil Corp., 5.750%, 08/15/2025 | 994,702 | 0.2 | |||||||||||
380,000 | Murphy Oil Corp., 6.875%, 08/15/2024 | 399,950 | 0.1 | |||||||||||
70,000 | Murphy Oil USA, Inc., 5.625%, 05/01/2027 | 68,688 | 0.0 | |||||||||||
2,000,000 | Murphy Oil USA, Inc., 6.000%, 08/15/2023 | 2,055,000 | 0.4 | |||||||||||
1,415,000 | (1) | Murray Energy Corp., 11.250%, 04/15/2021 | 841,925 | 0.2 | ||||||||||
1,557,000 | Newfield Exploration Co., 5.625%, 07/01/2024 | 1,648,474 | 0.3 | |||||||||||
225,000 | (1) | NGPL PipeCo LLC, 4.375%, 08/15/2022 | 223,594 | 0.0 | ||||||||||
850,000 | (1) | NGPL PipeCo LLC, 4.875%, 08/15/2027 | 842,563 | 0.2 | ||||||||||
770,000 | (1) | Noble Holding International Ltd., 7.875%, 02/01/2026 | 794,063 | 0.1 | ||||||||||
2,565,000 | PBF Logistics L.P. / PBF Logistics Finance Corp., 6.875%, 05/15/2023 | 2,600,269 | 0.5 | |||||||||||
1,750,000 | (1) | Rockies Express Pipeline LLC, 5.625%, 04/15/2020 | 1,800,313 | 0.3 | ||||||||||
1,470,000 | Sanchez Energy Corp., 6.125%, 01/15/2023 | 1,003,275 | 0.2 | |||||||||||
1,160,000 | (1),(2) | Sanchez Energy Corp., 7.250%, 02/15/2023 | 1,152,750 | 0.2 | ||||||||||
976,000 | Sanchez Energy Corp., 7.750%, 06/15/2021 | 836,920 | 0.2 | |||||||||||
1,900,000 | (1) | SRC Energy, Inc., 6.250%, 12/01/2025 | 1,907,125 | 0.4 | ||||||||||
500,000 | Summit Midstream Holdings LLC / Summit Midstream Finance Corp., 5.500%, 08/15/2022 | 493,750 | 0.1 | |||||||||||
1,175,000 | Summit Midstream Holdings LLC / Summit Midstream Finance Corp., 5.750%, 04/15/2025 | 1,122,125 | 0.2 | |||||||||||
640,000 | (1) | Sunoco L.P. / Sunoco Finance Corp., 4.875%, 01/15/2023 | 616,000 | 0.1 | ||||||||||
65,000 | (1) | Sunoco L.P. / Sunoco Finance Corp., 5.500%, 02/15/2026 | 61,750 | 0.0 | ||||||||||
65,000 | (1) | Sunoco L.P. / Sunoco Finance Corp., 5.875%, 03/15/2028 | 61,446 | 0.0 | ||||||||||
1,670,000 | (1) | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 5.500%, 01/15/2028 | 1,653,300 | 0.3 | ||||||||||
2,700,000 | Transocean, Inc., 6.800%, 03/15/2038 | 2,207,250 | 0.4 | |||||||||||
2,145,000 | Unit Corp., 6.625%, 05/15/2021 | 2,150,363 | 0.4 | |||||||||||
1,940,000 | (1) | Vermilion Energy, Inc., 5.625%, 03/15/2025 | 1,935,150 | 0.4 | ||||||||||
1,805,000 | WildHorse Resource Development Corp., 6.875%, 02/01/2025 | 1,850,125 | 0.3 | |||||||||||
2,351,000 | WPX Energy, Inc., 6.000%, 01/15/2022 | 2,456,795 | 0.5 | |||||||||||
79,762,119 | 15.2 | |||||||||||||
Financial: 6.0% | ||||||||||||||
2,200,000 | Ally Financial, Inc., 5.750%, 11/20/2025 | 2,249,500 | 0.4 | |||||||||||
500,000 | Ally Financial, Inc., 7.500%, 09/15/2020 | 536,250 | 0.1 | |||||||||||
1,652,000 | Ally Financial, Inc., 8.000%, 11/01/2031 | 1,965,880 | 0.4 | |||||||||||
1,500,000 | CIT Group, Inc., 5.000%, 08/15/2022 | 1,520,625 | 0.3 | |||||||||||
195,000 | CIT Group, Inc., 5.250%, 03/07/2025 | 196,950 | 0.0 | |||||||||||
385,000 | CIT Group, Inc., 6.125%, 03/09/2028 | 396,550 | 0.1 | |||||||||||
285,000 | Equinix, Inc., 5.375%, 04/01/2023 | 293,158 | 0.1 | |||||||||||
1,700,000 | Equinix, Inc., 5.750%, 01/01/2025 | 1,720,740 | 0.3 | |||||||||||
2,100,000 | (1) | ESH Hospitality, Inc., 5.250%, 05/01/2025 | 2,031,750 | 0.4 | ||||||||||
800,000 | (1) | FBM Finance, Inc., 8.250%, 08/15/2021 | 837,000 | 0.2 | ||||||||||
1,365,000 | (1) | HUB International Ltd., 7.000%, 05/01/2026 | 1,351,350 | 0.3 | ||||||||||
2,095,000 | (1) | Lions Gate Capital Holdings LLC, 5.875%, 11/01/2024 | 2,131,013 | 0.4 |
See Accompanying Notes to Financial Statements
25 |
Voya High Yield Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Financial: (continued) | ||||||||||||||
1,835,000 | MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc., 5.625%, 05/01/2024 | 1,867,112 | 0.4 | |||||||||||
825,000 | MPT Operating Partnership L.P. / MPT Finance Corp., 5.000%, 10/15/2027 | 789,937 | 0.1 | |||||||||||
400,000 | MPT Operating Partnership L.P. / MPT Finance Corp., 5.250%, 08/01/2026 | 394,000 | 0.1 | |||||||||||
502,000 | MPT Operating Partnership L.P. / MPT Finance Corp., 5.500%, 05/01/2024 | 510,785 | 0.1 | |||||||||||
2,300,000 | Navient Corp., 5.875%, 10/25/2024 | 2,233,875 | 0.4 | |||||||||||
750,000 | Navient Corp., 6.125%, 03/25/2024 | 744,375 | 0.1 | |||||||||||
2,000,000 | Navient Corp., 7.250%, 09/25/2023 | 2,105,000 | 0.4 | |||||||||||
1,065,000 | (1) | Quicken Loans, Inc., 5.250%, 01/15/2028 | 986,243 | 0.2 | ||||||||||
2,000,000 | (1) | Realogy Group LLC / Realogy Co-Issuer Corp., 5.250%, 12/01/2021 | 1,997,500 | 0.4 | ||||||||||
400,000 | Springleaf Finance Corp., 6.125%, 05/15/2022 | 410,000 | 0.1 | |||||||||||
1,300,000 | Springleaf Finance Corp., 7.125%, 03/15/2026 | 1,296,750 | 0.2 | |||||||||||
1,755,000 | (1) | Tempo Acquisition LLC / Tempo Acquisition Finance Corp., 6.750%, 06/01/2025 | 1,689,188 | 0.3 | ||||||||||
1,310,000 | (1),(6) | UniCredit SpA, 5.861%, 06/19/2032 | 1,169,643 | 0.2 | ||||||||||
31,425,174 | 6.0 | |||||||||||||
Industrial: 9.9% | ||||||||||||||
1,875,000 | (1) | Advanced Disposal Services, Inc., 5.625%, 11/15/2024 | 1,870,312 | 0.4 | ||||||||||
1,880,000 | AECOM, 5.875%, 10/15/2024 | 1,948,150 | 0.4 | |||||||||||
2,125,000 | (5) | ARD Finance SA, 7.125% (PIK Rate 7.875%, Cash Rate 0.000%), 09/15/2023 | 2,135,625 | 0.4 | ||||||||||
200,000 | (1),(5) | ARD Securities Finance SARL, 8.750% (PIK Rate 8.750%, Cash Rate 8.750%), 01/31/2023 | 204,500 | 0.0 | ||||||||||
492,000 | (1) | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 6.000%, 02/15/2025 | 480,315 | 0.1 | ||||||||||
1,000,000 | (1) | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc., 7.250%, 05/15/2024 | 1,043,750 | 0.2 | ||||||||||
1,670,000 | (1) | ATS Automation Tooling Systems, Inc., 6.500%, 06/15/2023 | 1,707,575 | 0.3 | ||||||||||
1,890,000 | (1) | BMC East LLC, 5.500%, 10/01/2024 | 1,838,025 | 0.3 | ||||||||||
1,250,000 | (1) | Bombardier, Inc., 6.000%, 10/15/2022 | 1,251,187 | 0.2 | ||||||||||
1,365,000 | (1) | Bombardier, Inc., 7.500%, 12/01/2024 | 1,440,075 | 0.3 | ||||||||||
2,000,000 | (1) | Bombardier, Inc., 8.750%, 12/01/2021 | 2,210,000 | 0.4 | ||||||||||
2,545,000 | (1) | BWAY Holding Co., 7.250%, 04/15/2025 | 2,487,738 | 0.5 | ||||||||||
875,000 | (1) | BWX Technologies, Inc., 5.375%, 07/15/2026 | 888,125 | 0.2 | ||||||||||
1,770,000 | (1) | FXI Holdings, Inc., 7.875%, 11/01/2024 | 1,734,600 | 0.3 | ||||||||||
836,000 | (1) | Gates Global LLC / Gates Global Co., 6.000%, 07/15/2022 | 848,540 | 0.2 | ||||||||||
2,100,000 | (1) | Itron, Inc., 5.000%, 01/15/2026 | 1,999,620 | 0.4 | ||||||||||
2,025,000 | (1) | James Hardie International Finance DAC, 4.750%, 01/15/2025 | 1,984,500 | 0.4 | ||||||||||
1,300,000 | (1) | Koppers, Inc., 6.000%, 02/15/2025 | 1,303,250 | 0.2 | ||||||||||
1,775,000 | (1) | Masonite International Corp., 5.625%, 03/15/2023 | 1,823,280 | 0.3 | ||||||||||
190,000 | (1) | Multi-Color Corp., 4.875%, 11/01/2025 | 177,413 | 0.0 | ||||||||||
2,300,000 | (1) | Multi-Color Corp., 6.125%, 12/01/2022 | 2,363,250 | 0.4 | ||||||||||
1,415,000 | (1) | Novelis Corp., 5.875%, 09/30/2026 | 1,358,400 | 0.3 | ||||||||||
400,000 | (1) | Novelis Corp., 6.250%, 08/15/2024 | 401,000 | 0.1 | ||||||||||
1,595,000 | Northrop Grumman Innovation Systems, Inc., 5.500%, 10/01/2023 | 1,671,480 | 0.3 | |||||||||||
275,000 | (1) | Owens-Brockway Glass Container, Inc., 5.875%, 08/15/2023 | 279,125 | 0.1 | ||||||||||
2,000,000 | (1) | Owens-Brockway Glass Container, Inc., 6.375%, 08/15/2025 | 2,060,000 | 0.4 | ||||||||||
1,520,000 | (1) | Plastipak Holdings, Inc., 6.250%, 10/15/2025 | 1,406,000 | 0.3 | ||||||||||
870,000 | (1) | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 5.125%, 07/15/2023 | 860,213 | 0.2 | ||||||||||
115,000 | (1) | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 7.000%, 07/15/2024 | 117,659 | 0.0 | ||||||||||
484,554 | Reynolds Group Issuer, Inc., 5.750%, 10/15/2020 | 486,977 | 0.1 | |||||||||||
1,000,000 | (1) | Sealed Air Corp., 5.500%, 09/15/2025 | 1,030,000 | 0.2 | ||||||||||
500,000 | (1) | Sealed Air Corp., 6.500%, 12/01/2020 | 526,250 | 0.1 |
See Accompanying Notes to Financial Statements
26 |
Voya High Yield Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Industrial: (continued) | ||||||||||||||
2,295,000 | (1) | Standard Industries, Inc./NJ, 6.000%, 10/15/2025 | 2,312,212 | 0.4 | ||||||||||
510,000 | Summit Materials LLC / Summit Materials Finance Corp., 6.125%, 07/15/2023 | 520,200 | 0.1 | |||||||||||
1,750,000 | Summit Materials LLC / Summit Materials Finance Corp., 8.500%, 04/15/2022 | 1,883,613 | 0.4 | |||||||||||
800,000 | TransDigm, Inc., 6.375%, 06/15/2026 | 796,000 | 0.1 | |||||||||||
1,180,000 | TransDigm, Inc., 6.500%, 05/15/2025 | 1,196,225 | 0.2 | |||||||||||
2,030,000 | (1) | Wrangler Buyer Corp., 6.000%, 10/01/2025 | 1,928,500 | 0.4 | ||||||||||
1,260,000 | (1) | Zekelman Industries, Inc., 9.875%, 06/15/2023 | 1,382,850 | 0.3 | ||||||||||
51,956,534 | 9.9 | |||||||||||||
Technology: 6.0% | ||||||||||||||
1,575,000 | (1) | Ascend Learning LLC, 6.875%, 08/01/2025 | 1,592,719 | 0.3 | ||||||||||
1,240,000 | (1) | BMC Software Finance, Inc., 8.125%, 07/15/2021 | 1,269,450 | 0.2 | ||||||||||
1,045,000 | CDK Global, Inc., 4.875%, 06/01/2027 | 1,007,119 | 0.2 | |||||||||||
875,000 | CDK Global, Inc., 5.875%, 06/15/2026 | 895,781 | 0.2 | |||||||||||
580,000 | CDW LLC / CDW Finance Corp., 5.000%, 09/01/2025 | 572,750 | 0.1 | |||||||||||
1,500,000 | CDW LLC / CDW Finance Corp., 5.500%, 12/01/2024 | 1,537,500 | 0.3 | |||||||||||
2,040,000 | (1) | Change Healthcare Holdings LLC / Change Healthcare Finance, Inc., 5.750%, 03/01/2025 | 1,937,694 | 0.4 | ||||||||||
1,200,000 | (1) | Dell International LLC / EMC Corp., 5.450%, 06/15/2023 | 1,256,319 | 0.2 | ||||||||||
445,000 | (1) | Dell International LLC / EMC Corp., 5.875%, 06/15/2021 | 452,152 | 0.1 | ||||||||||
1,200,000 | (1) | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | 1,263,470 | 0.2 | ||||||||||
445,000 | (1) | Dell International LLC / EMC Corp., 7.125%, 06/15/2024 | 471,851 | 0.1 | ||||||||||
1,410,000 | Donnelley Financial Solutions, Inc., 8.250%, 10/15/2024 | 1,480,500 | 0.3 | |||||||||||
1,000,000 | (1) | First Data Corp., 5.750%, 01/15/2024 | 1,003,100 | 0.2 | ||||||||||
3,250,000 | (1) | First Data Corp., 7.000%, 12/01/2023 | 3,393,260 | 0.6 | ||||||||||
2,000,000 | (1),(5) | Infor Software Parent LLC / Infor Software Parent, Inc., 7.125% (PIK Rate 7.875%, Cash Rate 7.125%), 05/01/2021 | 2,012,500 | 0.4 | ||||||||||
910,000 | (1) | MSCI, Inc., 5.250%, 11/15/2024 | 923,650 | 0.2 | ||||||||||
865,000 | (1) | MSCI, Inc., 5.750%, 08/15/2025 | 895,275 | 0.2 | ||||||||||
1,000,000 | NCR Corp., 4.625%, 02/15/2021 | 995,000 | 0.2 | |||||||||||
1,050,000 | NCR Corp., 5.000%, 07/15/2022 | 1,044,750 | 0.2 | |||||||||||
750,000 | NCR Corp., 6.375%, 12/15/2023 | 779,062 | 0.1 | |||||||||||
1,780,000 | (1) | Open Text Corp., 5.625%, 01/15/2023 | 1,829,003 | 0.3 | ||||||||||
535,000 | (1) | Open Text Corp., 5.875%, 06/01/2026 | 547,037 | 0.1 | ||||||||||
510,000 | Qorvo, Inc., 6.750%, 12/01/2023 | 538,688 | 0.1 | |||||||||||
510,000 | Qorvo, Inc., 7.000%, 12/01/2025 | 550,800 | 0.1 | |||||||||||
1,430,000 | (1) | RP Crown Parent LLC, 7.375%, 10/15/2024 | 1,476,046 | 0.3 | ||||||||||
1,745,000 | (1) | Veritas US, Inc. / Veritas Bermuda Ltd.., 10.500%, 02/01/2024 | 1,439,625 | 0.3 | ||||||||||
400,000 | (1) | Veritas US, Inc. / Veritas Bermuda Ltd., 7.500%, 02/01/2023 | 376,000 | 0.1 | ||||||||||
31,541,101 | 6.0 | |||||||||||||
Utilities: 1.7% | ||||||||||||||
500,000 | (2) | Calpine Corp., 5.375%, 01/15/2023 | 477,500 | 0.1 | ||||||||||
750,000 | Calpine Corp., 5.500%, 02/01/2024 | 691,875 | 0.1 | |||||||||||
1,775,000 | (2) | Calpine Corp., 5.750%, 01/15/2025 | 1,627,453 | 0.3 | ||||||||||
675,000 | (1) | Drax Finco PLC, 6.625%, 11/01/2025 | 673,312 | 0.1 | ||||||||||
1,750,000 | (1) | LBC Tank Terminals Holding Netherlands BV, 6.875%, 05/15/2023 | 1,776,250 | 0.3 | ||||||||||
760,000 | (1) | NRG Energy, Inc., 5.750%, 01/15/2028 | 748,600 | 0.2 | ||||||||||
1,250,000 | NRG Energy, Inc., 6.250%, 07/15/2022 | 1,289,438 | 0.3 | |||||||||||
1,050,000 | NRG Energy, Inc., 6.625%, 01/15/2027 | 1,084,125 | 0.2 | |||||||||||
475,000 | NRG Energy, Inc., 7.250%, 05/15/2026 | 508,250 | 0.1 | |||||||||||
8,876,803 | 1.7 | |||||||||||||
Total Corporate Bonds/Notes | ||||||||||||||
(Cost $515,607,587) | 510,096,925 | 97.1 | ||||||||||||
CONVERTIBLE BONDS/NOTES: 0.0% | ||||||||||||||
Financial: 0.0% | ||||||||||||||
499,200 | (1),(4) | Lehman Brothers Holdings, Inc., 8.160%, 05/30/2009 | 8,464 | 0.0 | ||||||||||
Total Convertible Bonds/Notes | ||||||||||||||
(Cost $451,666) | 8,464 | 0.0 |
See Accompanying Notes to Financial Statements
27 |
Voya High Yield Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
BANK LOANS: 0.6% | ||||||||||||||
Consumer, Non-cyclical: 0.3% | ||||||||||||||
1,688,032 | Kindred Healthcare, Inc., 5.835%, (US0003M + 3.500%), 04/09/2021 | 1,689,067 | 0.3 | |||||||||||
Health Care: 0.2% | ||||||||||||||
975,000 | Valeant Pharmaceuticals International, Inc. 2018 Term Loan B, 4.983%, (US0003M + 3.000%), 06/01/2025 | 970,125 | 0.2 | |||||||||||
Industrial Equipment: 0.1% | ||||||||||||||
485,000 | Waterjet Holdings, Inc. Term Loan, 5.153%, (US0003M + 3.000%), 04/03/2025 | 483,787 | 0.1 | |||||||||||
Total Bank Loans | ||||||||||||||
(Cost $3,137,666) | 3,142,979 | 0.6 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 0.1% | ||||||||||||||
Consumer Staples: 0.1% | ||||||||||||||
24,842 | (3),(7) | Southeastern Grocers, Inc. | 732,839 | 0.1 | ||||||||||
Total Common Stock | ||||||||||||||
(Cost $758,145) | 732,839 | 0.1 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $519,955,064) | 513,981,207 | 97.8 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 6.6% | ||||||||||||||
Commercial Paper: 1.1% | ||||||||||||||
2,500,000 | Berkshire Hathaway Energy Co., 2.730%, 07/05/2018 | 2,499,065 | 0.5 | |||||||||||
890,000 | Johnson CTLS I, 3.280%, 07/02/2018 | 889,840 | 0.1 | |||||||||||
498,000 | Marriott Intl, 2.530%, 08/27/2018 | 496,003 | 0.1 | |||||||||||
2,000,000 | McDonald's Corp., 2.540%, 07/10/2018 | 1,998,610 | 0.4 | |||||||||||
5,883,518 | 1.1 | |||||||||||||
Securities Lending Collateral(8): 5.5% | ||||||||||||||
6,872,749 | Bank of Nova Scotia, Repurchase Agreement dated 06/29/18, 2.12%, due 07/02/18 (Repurchase Amount $6,873,947, collateralized by various U.S. Government Agency Obligations, 2.500%-6.430%, Market Value plus accrued interest $7,011,442, due 02/01/21-06/01/48) | 6,872,749 | 1.3 | |||||||||||
6,872,749 | Dominion Securities Inc., Repurchase Agreement dated 06/29/18, 2.11%, due 07/02/18 (Repurchase Amount $6,873,941, collateralized by various U.S. Government Agency Obligations, 3.000%-7.000%, Market Value plus accrued interest $7,010,204, due 11/01/36-06/01/48) | 6,872,749 | 1.3 | |||||||||||
6,872,749 | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/29/18, 2.28%, due 07/02/18 (Repurchase Amount $6,874,037, collateralized by various U.S. Government Securities, 2.750%-3.125%, Market Value plus accrued interest $7,010,205, due 11/15/42-08/15/44) | 6,872,749 | 1.3 | |||||||||||
1,440,870 | Natwest Markets PLC, Repurchase Agreement dated 06/29/18, 2.09%, due 07/02/18 (Repurchase Amount $1,441,118, collateralized by various U.S. Government Securities, 2.500%-6.625%, Market Value plus accrued interest $1,469,701, due 05/15/20-05/15/46) | 1,440,870 | 0.3 | |||||||||||
6,877,072 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/29/18, 2.30%, due 07/02/18 (Repurchase Amount $6,878,372, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $7,014,665, due 07/15/19-02/15/48) | 6,877,072 | 1.3 | |||||||||||
28,936,189 | 5.5 | |||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $34,820,444) | 34,819,707 | 6.6 | ||||||||||||
Total Investments in Securities (Cost $554,775,508) | $ | 548,800,914 | 104.4 | |||||||||||
Liabilities in Excess of Other Assets | (23,200,392 | ) | (4.4 | ) | ||||||||||
Net Assets | $ | 525,600,522 | 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) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
(4) | Defaulted security |
(5) | All or a portion of this security is payment-in-kind ("PIK") which may pay interest or additional principal at the issuer's discretion. Rates shown are the current rate and possible payment rates. |
(6) | Variable rate security. Rate shown is the rate in effect as of June 30, 2018. |
(7) | Non-income producing security. |
(8) | Represents securities purchased with cash collateral received for securities on loan. |
Reference Rate Abbreviations: | |
US0003M | 3-month LIBOR |
See Accompanying Notes to Financial Statements
28 |
Voya Large Cap Growth Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 99.2% | ||||||||||||||
Consumer Discretionary: 17.5% | ||||||||||||||
226,796 | (1) | Amazon.com, Inc. | 385,507,841 | 6.4 | ||||||||||
159,729 | (1) | Autozone, Inc. | 107,166,978 | 1.8 | ||||||||||
877,570 | Brunswick Corp. | 56,585,714 | 0.9 | |||||||||||
601,433 | (1) | Burlington Stores, Inc. | 90,533,709 | 1.5 | ||||||||||
247,805 | Domino's Pizza, Inc. | 69,923,137 | 1.1 | |||||||||||
1,113,745 | Hilton Worldwide Holdings, Inc. | 88,164,054 | 1.5 | |||||||||||
1,028,305 | Home Depot, Inc. | 200,622,305 | 3.3 | |||||||||||
1,332,115 | Tapestry, Inc. | 62,223,092 | 1.0 | |||||||||||
1,060,726,830 | 17.5 | |||||||||||||
Consumer Staples: 6.4% | ||||||||||||||
1,936,620 | Altria Group, Inc. | 109,980,650 | 1.8 | |||||||||||
1,086,087 | Church & Dwight Co., Inc. | 57,736,385 | 1.0 | |||||||||||
2,238,801 | (1) | Monster Beverage Corp. | 128,283,297 | 2.1 | ||||||||||
841,027 | PepsiCo, Inc. | 91,562,609 | 1.5 | |||||||||||
387,562,941 | 6.4 | |||||||||||||
Energy: 0.8% | ||||||||||||||
346,040 | (1) | Concho Resources, Inc./Midland TX | 47,874,634 | 0.8 | ||||||||||
Financials: 4.8% | ||||||||||||||
302,370 | Cboe Global Markets, Inc. | 31,467,646 | 0.5 | |||||||||||
753,103 | (1) | E*Trade Financial Corp. | 46,059,779 | 0.8 | ||||||||||
1,870,977 | Progressive Corp. | 110,668,290 | 1.8 | |||||||||||
513,554 | S&P Global, Inc. | 104,708,525 | 1.7 | |||||||||||
292,904,240 | 4.8 | |||||||||||||
Health Care: 13.3% | ||||||||||||||
1,469,389 | Baxter International, Inc. | 108,499,684 | 1.8 | |||||||||||
3,091,899 | (1) | Boston Scientific Corp. | 101,105,097 | 1.7 | ||||||||||
808,876 | Johnson & Johnson | 98,149,014 | 1.6 | |||||||||||
545,679 | Thermo Fisher Scientific, Inc. | 113,031,948 | 1.9 | |||||||||||
677,795 | UnitedHealth Group, Inc. | 166,290,225 | 2.7 | |||||||||||
672,833 | (1) | Vertex Pharmaceuticals, Inc. | 114,354,697 | 1.9 | ||||||||||
1,203,994 | Zoetis, Inc. | 102,568,249 | 1.7 | |||||||||||
803,998,914 | 13.3 | |||||||||||||
Industrials: 11.9% | ||||||||||||||
803,278 | Ametek, Inc. | 57,964,541 | 1.0 | |||||||||||
464,059 | Boeing Co. | 155,696,435 | 2.6 | |||||||||||
1,346,064 | Delta Air Lines, Inc. | 66,684,011 | 1.1 | |||||||||||
960,225 | Ingersoll-Rand PLC - Class A | 86,160,989 | 1.4 | |||||||||||
500,720 | L3 Technologies, Inc. | 96,298,470 | 1.6 | |||||||||||
473,211 | Parker Hannifin Corp. | 73,749,934 | 1.2 | |||||||||||
1,597,674 | Waste Management, Inc. | 129,954,803 | 2.1 | |||||||||||
549,298 | (1) | XPO Logistics, Inc. | 55,028,674 | 0.9 | ||||||||||
721,537,857 | 11.9 | |||||||||||||
Information Technology: 41.0% | ||||||||||||||
242,948 | (1) | Adobe Systems, Inc. | 59,233,152 | 1.0 | ||||||||||
276,055 | (1) | Alphabet, Inc. - Class A | 311,718,546 | 5.1 | ||||||||||
83,977 | (1) | Alphabet, Inc. - Class C | 93,688,940 | 1.5 | ||||||||||
344,022 | Amphenol Corp. | 29,981,517 | 0.5 | |||||||||||
1,650,145 | Apple, Inc. | 305,458,341 | 5.0 | |||||||||||
361,917 | Broadcom, Inc. | 87,815,541 | 1.4 | |||||||||||
1,053,169 | Cognizant Technology Solutions Corp. | 83,189,819 | 1.4 | |||||||||||
395,936 | (1) | Facebook, Inc.- Class A | 76,938,284 | 1.3 | ||||||||||
1,247,662 | Fidelity National Information Services, Inc. | 132,289,602 | 2.2 | |||||||||||
1,658,959 | (1) | Fiserv, Inc. | 122,912,272 | 2.0 | ||||||||||
413,388 | Intuit, Inc. | 84,457,235 | 1.4 | |||||||||||
1,036,933 | Mastercard, Inc. - Class A | 203,778,073 | 3.4 | |||||||||||
4,279,775 | Microsoft Corp. | 422,028,613 | 7.0 | |||||||||||
279,970 | Motorola Solutions, Inc. | 32,580,109 | 0.5 | |||||||||||
469,235 | (1) | Palo Alto Networks, Inc. | 96,413,715 | 1.6 | ||||||||||
395,302 | (1) | Red Hat, Inc. | 53,116,730 | 0.9 | ||||||||||
723,322 | (1) | Salesforce.com, Inc. | 98,661,121 | 1.6 | ||||||||||
1,147,841 | Texas Instruments, Inc. | 126,549,470 | 2.1 | |||||||||||
457,630 | (1) | VMware, Inc. | 67,257,881 | 1.1 | ||||||||||
2,488,068,961 | 41.0 | |||||||||||||
Materials: 1.8% | ||||||||||||||
1,026,468 | (1) | Crown Holdings, Inc. | 45,944,708 | 0.7 | ||||||||||
1,012,934 | Huntsman Corp. | 29,577,673 | 0.5 | |||||||||||
315,656 | Packaging Corp. of America | 35,287,184 | 0.6 | |||||||||||
110,809,565 | 1.8 | |||||||||||||
Real Estate: 1.7% | ||||||||||||||
716,098 | American Tower Corp. | 103,239,849 | 1.7 | |||||||||||
Total Common Stock | ||||||||||||||
(Cost $4,904,326,486) | 6,016,723,791 | 99.2 | ||||||||||||
SHORT-TERM INVESTMENTS: 1.0% | ||||||||||||||
Mutual Funds: 1.0% | ||||||||||||||
62,340,000 | (2) | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 1.810% | ||||||||||||
(Cost $62,340,000) | 62,340,000 | 1.0 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $62,340,000) | 62,340,000 | 1.0 | ||||||||||||
Total Investments in Securities (Cost $4,966,666,486) | $ | 6,079,063,791 | 100.2 | |||||||||||
Liabilities in Excess of Other Assets | (11,187,247 | ) | (0.2 | ) | ||||||||||
Net Assets | $ | 6,067,876,544 | 100.0 |
(1) | Non-income producing security. |
(2) | Rate shown is the 7-day yield as of June 30, 2018. |
See Accompanying Notes to Financial Statements
29 |
Voya Large Cap Value Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 99.2% | ||||||||||||||
Consumer Discretionary: 8.5% | ||||||||||||||
238,617 | CBS Corp. - Class B | 13,415,048 | 1.2 | |||||||||||
153,977 | Delphi Technologies PLC | 14,108,912 | 1.2 | |||||||||||
470,644 | Gap, Inc. | 15,244,159 | 1.3 | |||||||||||
179,723 | Lowe's Cos, Inc. | 17,176,127 | 1.5 | |||||||||||
157,969 | Ralph Lauren Corp. | 19,859,863 | 1.7 | |||||||||||
400,103 | Tapestry, Inc. | 18,688,811 | 1.6 | |||||||||||
98,492,920 | 8.5 | |||||||||||||
Consumer Staples: 7.3% | ||||||||||||||
468,049 | Coca-Cola Co. | 20,528,629 | 1.8 | |||||||||||
534,294 | Mondelez International, Inc. | 21,906,054 | 1.9 | |||||||||||
263,324 | Procter & Gamble Co. | 20,555,071 | 1.8 | |||||||||||
248,187 | Walmart, Inc. | 21,257,217 | 1.8 | |||||||||||
84,246,971 | 7.3 | |||||||||||||
Energy: 11.2% | ||||||||||||||
168,254 | Anadarko Petroleum Corp. | 12,324,606 | 1.0 | |||||||||||
298,392 | Canadian Natural Resources Ltd. | 10,762,999 | 0.9 | |||||||||||
240,054 | Chevron Corp. | 30,350,027 | 2.6 | |||||||||||
113,571 | EOG Resources, Inc. | 14,131,640 | 1.2 | |||||||||||
335,441 | Halliburton Co. | 15,114,971 | 1.3 | |||||||||||
262,134 | Occidental Petroleum Corp. | 21,935,373 | 1.9 | |||||||||||
212,817 | Royal Dutch Shell PLC - Class A ADR | 14,733,321 | 1.3 | |||||||||||
101,915 | Valero Energy Corp. | 11,295,239 | 1.0 | |||||||||||
130,648,176 | 11.2 | |||||||||||||
Financials: 23.3% | ||||||||||||||
170,632 | Comerica, Inc. | 15,513,861 | 1.3 | |||||||||||
318,502 | Discover Financial Services | 22,425,726 | 1.9 | |||||||||||
113,957 | Evercore, Inc. | 12,016,766 | 1.0 | |||||||||||
490,788 | Hartford Financial Services Group, Inc. | 25,093,990 | 2.2 | |||||||||||
350,680 | Intercontinental Exchange, Inc. | 25,792,514 | 2.2 | |||||||||||
482,304 | JPMorgan Chase & Co. | 50,256,077 | 4.3 | |||||||||||
1,281,438 | Keycorp | 25,039,299 | 2.2 | |||||||||||
466,152 | Lazard Ltd. | 22,799,494 | 2.0 | |||||||||||
132,739 | PNC Financial Services Group, Inc. | 17,933,039 | 1.5 | |||||||||||
161,474 | Reinsurance Group of America, Inc. | 21,553,550 | 1.9 | |||||||||||
384,408 | US Bancorp | 19,228,088 | 1.7 | |||||||||||
253,751 | Zions Bancorp. | 13,370,140 | 1.1 | |||||||||||
271,022,544 | 23.3 | |||||||||||||
Health Care: 13.5% | ||||||||||||||
320,880 | AstraZeneca PLC ADR | 11,266,097 | 1.0 | |||||||||||
219,019 | Baxter International, Inc. | 16,172,363 | 1.4 | |||||||||||
289,082 | Gilead Sciences, Inc. | 20,478,569 | 1.8 | |||||||||||
316,900 | Johnson & Johnson | 38,452,646 | 3.3 | |||||||||||
1,074,782 | Pfizer, Inc. | 38,993,091 | 3.3 | |||||||||||
70,957 | UnitedHealth Group, Inc. | 17,408,590 | 1.5 | |||||||||||
130,371 | Zimmer Biomet Holdings, Inc. | 14,528,544 | 1.2 | |||||||||||
157,299,900 | 13.5 | |||||||||||||
Industrials: 7.4% | ||||||||||||||
222,061 | BWX Technologies, Inc. | 13,838,842 | 1.2 | |||||||||||
101,839 | Deere & Co. | 14,237,092 | 1.2 | |||||||||||
167,562 | Emerson Electric Co. | 11,585,237 | 1.0 | |||||||||||
98,238 | General Dynamics Corp. | 18,312,546 | 1.6 | |||||||||||
141,603 | Hubbell, Inc. | 14,973,101 | 1.3 | |||||||||||
306,390 | Timken Co. | 13,343,284 | 1.1 | |||||||||||
86,290,102 | 7.4 | |||||||||||||
Information Technology: 10.2% | ||||||||||||||
825,139 | Cisco Systems, Inc. | 35,505,731 | 3.0 | |||||||||||
71,630 | Lam Research Corp. | 12,381,246 | 1.1 | |||||||||||
248,930 | Microsoft Corp. | 24,546,987 | 2.1 | |||||||||||
181,033 | Motorola Solutions, Inc. | 21,066,810 | 1.8 | |||||||||||
324,443 | NetApp, Inc. | 25,478,509 | 2.2 | |||||||||||
118,979,283 | 10.2 | |||||||||||||
Materials: 4.2% | ||||||||||||||
296,285 | (1) | BHP Billiton Ltd. ADR | 14,817,213 | 1.3 | ||||||||||
510,164 | DowDuPont, Inc. | 33,630,011 | 2.9 | |||||||||||
48,447,224 | 4.2 | |||||||||||||
Real Estate: 4.6% | ||||||||||||||
121,296 | Camden Property Trust | 11,053,705 | 0.9 | |||||||||||
157,226 | Crown Castle International Corp. | 16,952,107 | 1.5 | |||||||||||
319,529 | Highwoods Properties, Inc. | 16,209,706 | 1.4 | |||||||||||
96,815 | Mid-America Apartment Communities, Inc. | 9,746,366 | 0.8 | |||||||||||
53,961,884 | 4.6 | |||||||||||||
Telecommunication Services: 3.3% | ||||||||||||||
765,216 | Verizon Communications, Inc. | 38,498,017 | 3.3 | |||||||||||
Utilities: 5.7% | ||||||||||||||
440,822 | (2),(3) | PRIME AET&D Holdings NO 1 | – | – | ||||||||||
326,576 | Ameren Corp. | 19,872,150 | 1.7 | |||||||||||
516,368 | Exelon Corp. | 21,997,277 | 1.9 | |||||||||||
144,986 | NextEra Energy, Inc. | 24,217,011 | 2.1 | |||||||||||
66,086,438 | 5.7 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $1,061,219,665) | 1,153,973,459 | 99.2 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: –% | ||||||||||||||
Communications: –% | ||||||||||||||
32,517 | (2) | Tribune Co., Escrow, 0.000%, 08/14/2049 | – | – | ||||||||||
Energy: –% | ||||||||||||||
1,685,000 | (2) | Samson Investment Co., 0.000%, 02/15/2020 | – | – |
See Accompanying Notes to Financial Statements
30 |
Voya Large Cap Value Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Financial: –% | ||||||||||||||
1,216,000 | (2),(4) | Tropicana Entertainment LLC / Tropicana Finance Corp., 9.625%, 12/15/2015 | – | – | ||||||||||
Total Corporate Bonds/Notes | ||||||||||||||
(Cost $787,907) | – | – | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $1,062,007,572) | 1,153,973,459 | 99.2 | ||||||||||||
SHORT-TERM INVESTMENTS: 1.9% | ||||||||||||||
Securities Lending Collateral(5): 1.2% | ||||||||||||||
181,497 | Bank of Montreal, Repurchase Agreement dated 06/29/18, 2.03%, due 07/02/18 (Repurchase Amount $181,527, collateralized by various U.S. Government Securities, 0.000%-4.375%, Market Value plus accrued interest $185,127, due 08/16/18-09/09/49) | 181,497 | 0.0 | |||||||||||
3,387,119 | Bank of Nova Scotia, Repurchase Agreement dated 06/29/18, 2.12%, due 07/02/18 (Repurchase Amount $3,387,709, collateralized by various U.S. Government Agency Obligations, 2.500%-6.430%, Market Value plus accrued interest $3,455,472, due 02/01/21-06/01/48) | 3,387,119 | 0.3 | |||||||||||
3,917,957 | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/29/18, 2.28%, due 07/02/18 (Repurchase Amount $3,918,691, collateralized by various U.S. Government Securities, 2.750%-3.125%, Market Value plus accrued interest $3,996,317, due 11/15/42-08/15/44) | 3,917,957 | 0.3 | |||||||||||
3,387,119 | National Bank Financial, Repurchase Agreement dated 06/29/18, 2.01%, due 07/02/18 (Repurchase Amount $3,387,679, collateralized by various U.S. Government Securities, 0.000%-6.000%, Market Value plus accrued interest $3,454,862, due 09/06/18-09/09/49) | 3,387,119 | 0.3 | |||||||||||
3,387,119 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/29/18, 2.30%, due 07/02/18 (Repurchase Amount $3,387,759, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $3,454,887, due 07/15/19-02/15/48) | 3,387,119 | 0.3 | |||||||||||
14,260,811 | 1.2 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.7% | ||||||||||||||
8,157,000 | (6) | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 1.810% | ||||||||||||
(Cost $8,157,000) | 8,157,000 | 0.7 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $22,417,811) | 22,417,811 | 1.9 | ||||||||||||
Total Investments in Securities (Cost $1,084,425,383) | $ | 1,176,391,270 | 101.1 | |||||||||||
Liabilities in Excess of Other Assets | (13,212,068 | ) | (1.1 | ) | ||||||||||
Net Assets | $ | 1,163,179,202 | 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) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
(3) | Non-income producing security. |
(4) | Defaulted security |
(5) | Represents securities purchased with cash collateral received for securities on loan. |
(6) | Rate shown is the 7-day yield as of June 30, 2018. |
See Accompanying Notes to Financial Statements
31 |
Voya Limited Maturity Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 44.4% | ||||||||||||||
Basic Materials: 0.5% | ||||||||||||||
570,000 | PPG Industries, Inc., 2.300%, 11/15/2019 | 565,163 | 0.2 | |||||||||||
830,000 | Sherwin-Williams Co/The, 2.250%, 05/15/2020 | 816,550 | 0.3 | |||||||||||
1,381,713 | 0.5 | |||||||||||||
Communications: 2.0% | ||||||||||||||
560,000 | Alibaba Group Holding Ltd, 2.800%, 06/06/2023 | 539,374 | 0.2 | |||||||||||
1,050,000 | AT&T, Inc., 2.300%, 03/11/2019 | 1,046,299 | 0.4 | |||||||||||
401,000 | CBS Corp., 2.500%, 02/15/2023 | 377,223 | 0.1 | |||||||||||
470,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.579%, 07/23/2020 | 470,161 | 0.2 | |||||||||||
599,000 | Cisco Systems, Inc., 2.450%, 06/15/2020 | 595,406 | 0.2 | |||||||||||
450,000 | eBay, Inc., 2.150%, 06/05/2020 | 442,713 | 0.2 | |||||||||||
690,000 | Orange SA, 1.625%, 11/03/2019 | 677,395 | 0.3 | |||||||||||
680,000 | (1) | Sky PLC, 2.625%, 09/16/2019 | 675,380 | 0.2 | ||||||||||
580,000 | Viacom, Inc., 4.250%, 09/01/2023 | 575,773 | 0.2 | |||||||||||
5,399,724 | 2.0 | |||||||||||||
Consumer, Cyclical: 3.5% | ||||||||||||||
158,307 | American Airlines 2015-2 Class B Pass Through Trust, 4.400%, 03/22/2025 | 157,168 | 0.1 | |||||||||||
360,000 | AutoZone, Inc., 4.000%, 11/15/2020 | 366,235 | 0.1 | |||||||||||
445,000 | (1) | BMW US Capital LLC, 1.450%, 09/13/2019 | 437,288 | 0.2 | ||||||||||
141,663 | Continental Airlines 2012-2 Class B Pass Through Trust, 5.500%, 04/29/2022 | 144,531 | 0.1 | |||||||||||
540,000 | (1) | Daimler Finance North America LLC, 2.300%, 01/06/2020 | 532,998 | 0.2 | ||||||||||
370,000 | Ford Motor Credit Co. LLC, 2.681%, 01/09/2020 | 366,653 | 0.1 | |||||||||||
1,140,000 | Ford Motor Credit Co. LLC, 3.157%, 08/04/2020 | 1,133,510 | 0.4 | |||||||||||
1,210,000 | General Motors Financial Co., Inc., 3.950%, 04/13/2024 | 1,185,161 | 0.4 | |||||||||||
104,000 | Newell Brands, Inc., 2.600%, 03/29/2019 | 103,654 | 0.0 | |||||||||||
530,000 | (1) | Nissan Motor Acceptance Corp., 2.150%, 09/28/2020 | 516,508 | 0.2 | ||||||||||
340,000 | (2) | Nordstrom, Inc., 4.750%, 05/01/2020 | 347,738 | 0.1 | ||||||||||
490,000 | Ralph Lauren Corp., 2.625%, 08/18/2020 | 485,847 | 0.2 | |||||||||||
650,000 | Toyota Motor Credit Corp., 1.550%, 10/18/2019 | 641,016 | 0.2 | |||||||||||
480,000 | Toyota Motor Credit Corp., 1.700%, 01/09/2019 | 478,025 | 0.2 | |||||||||||
98,480 | United Airlines 2013-1 Class B Pass Through Trust, 5.375%, 02/15/2023 | 100,819 | 0.0 | |||||||||||
527,716 | United Airlines 2014-2 Class B Pass Through Trust, 4.625%, 03/03/2024 | 529,365 | 0.2 | |||||||||||
493,373 | US Airways 2012-2 Class B Pass Through Trust, 6.750%, 12/03/2022 | 521,037 | 0.2 | |||||||||||
71,267 | US Airways 2013-1 Class B Pass Through Trust, 5.375%, 05/15/2023 | 72,957 | 0.0 | |||||||||||
708,000 | Walmart, Inc., 2.850%, 06/23/2020 | 710,036 | 0.3 | |||||||||||
718,000 | Walmart, Inc., 3.125%, 06/23/2021 | 721,811 | 0.3 | |||||||||||
9,552,357 | 3.5 | |||||||||||||
Consumer, Non-cyclical: 7.2% | ||||||||||||||
470,000 | Abbott Laboratories, 2.800%, 09/15/2020 | 466,625 | 0.2 | |||||||||||
545,000 | Abbott Laboratories, 2.900%, 11/30/2021 | 536,962 | 0.2 | |||||||||||
1,380,000 | Anheuser-Busch InBev Finance, Inc., 2.650%, 02/01/2021 | 1,361,529 | 0.5 | |||||||||||
340,000 | Anheuser-Busch InBev Worldwide, Inc., 3.500%, 01/12/2024 | 338,660 | 0.1 | |||||||||||
530,000 | Anthem, Inc., 2.500%, 11/21/2020 | 521,278 | 0.2 | |||||||||||
670,000 | AstraZeneca PLC, 1.950%, 09/18/2019 | 662,943 | 0.2 | |||||||||||
480,000 | (1) | BAT Capital Corp., 2.297%, 08/14/2020 | 469,868 | �� | 0.2 | |||||||||
520,000 | (1) | BAT International Finance PLC, 2.750%, 06/15/2020 | 514,550 | 0.2 | ||||||||||
990,000 | Becton Dickinson and Co., 2.404%, 06/05/2020 | 972,647 | 0.3 | |||||||||||
350,000 | Campbell Soup Co., 3.650%, 03/15/2023 | 343,910 | 0.1 | |||||||||||
470,000 | Cardinal Health, Inc., 2.616%, 06/15/2022 | 450,691 | 0.2 | |||||||||||
480,000 | Constellation Brands, Inc., 2.250%, 11/06/2020 | 468,869 | 0.2 | |||||||||||
1,470,000 | CVS Health Corp., 3.350%, 03/09/2021 | 1,469,215 | 0.5 | |||||||||||
850,000 | (1) | Danone SA, 1.691%, 10/30/2019 | 835,723 | 0.3 | ||||||||||
400,000 | General Mills, Inc., 3.200%, 04/16/2021 | 398,159 | 0.1 | |||||||||||
770,000 | Gilead Sciences, Inc., 1.950%, 03/01/2022 | 733,705 | 0.3 | |||||||||||
560,000 | (1) | Imperial Brands Finance PLC, 2.950%, 07/21/2020 | 554,478 | 0.2 | ||||||||||
470,000 | Johnson & Johnson, 1.950%, 11/10/2020 | 462,275 | 0.2 | |||||||||||
715,000 | (1) | Keurig Dr Pepper, Inc., 3.551%, 05/25/2021 | 716,066 | 0.3 | ||||||||||
520,000 | Kraft Heinz Foods Co., 2.800%, 07/02/2020 | 516,088 | 0.2 | |||||||||||
470,000 | Kroger Co., 1.500%, 09/30/2019 | 461,628 | 0.2 | |||||||||||
540,000 | Kroger Co., 2.000%, 01/15/2019 | 537,491 | 0.2 | |||||||||||
840,000 | Medtronic Global Holdings SCA, 1.700%, 03/28/2019 | 834,707 | 0.3 |
See Accompanying Notes to Financial Statements
32 |
Voya Limited Maturity Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Non-cyclical: (continued) | ||||||||||||||
433,000 | Medtronic, Inc., 2.500%, 03/15/2020 | 430,087 | 0.2 | |||||||||||
495,000 | Molson Coors Brewing Co., 1.450%, 07/15/2019 | 487,301 | 0.2 | |||||||||||
570,000 | Moody's Corp., 2.750%, 12/15/2021 | 557,412 | 0.2 | |||||||||||
279,000 | Mylan NV, 2.500%, 06/07/2019 | 277,795 | 0.1 | |||||||||||
280,000 | PepsiCo, Inc., 1.550%, 05/02/2019 | 277,932 | 0.1 | |||||||||||
660,000 | PepsiCo, Inc., 2.000%, 04/15/2021 | 643,684 | 0.2 | |||||||||||
600,000 | Procter & Gamble Co, 1.900%, 11/01/2019 | 593,840 | 0.2 | |||||||||||
710,000 | Shire Acquisitions Investments Ireland DAC, 1.900%, 09/23/2019 | 699,353 | 0.2 | |||||||||||
930,000 | Teva Pharmaceutical Finance Netherlands III BV, 1.700%, 07/19/2019 | 908,131 | 0.3 | |||||||||||
330,000 | UnitedHealth Group, Inc., 1.900%, 07/16/2018 | 329,942 | 0.1 | |||||||||||
19,833,544 | 7.2 | |||||||||||||
Energy: 2.9% | ||||||||||||||
1,079,000 | BP Capital Markets PLC, 2.315%, 02/13/2020 | 1,068,862 | 0.4 | |||||||||||
495,000 | BP Capital Markets PLC, 2.521%, 01/15/2020 | 491,982 | 0.2 | |||||||||||
580,000 | Canadian Natural Resources Ltd., 2.950%, 01/15/2023 | 559,992 | 0.2 | |||||||||||
410,000 | Columbia Pipeline Group, Inc., 3.300%, 06/01/2020 | 408,475 | 0.1 | |||||||||||
280,000 | Enterprise Products Operating LLC, 2.800%, 02/15/2021 | 276,573 | 0.1 | |||||||||||
190,000 | Enterprise Products Operating LLC, 2.850%, 04/15/2021 | 187,748 | 0.1 | |||||||||||
350,000 | Enterprise Products Operating LLC, 5.200%, 09/01/2020 | 364,676 | 0.1 | |||||||||||
800,000 | Exxon Mobil Corp., 1.708%, 03/01/2019 | 796,055 | 0.3 | |||||||||||
770,000 | Kinder Morgan Energy Partners L.P., 5.000%, 10/01/2021 | 800,107 | 0.3 | |||||||||||
470,000 | (1) | Schlumberger Finance Canada Ltd, 2.200%, 11/20/2020 | 458,622 | 0.1 | ||||||||||
230,000 | Shell International Finance BV, 1.375%, 09/12/2019 | 226,314 | 0.1 | |||||||||||
473,000 | Shell International Finance BV, 1.625%, 11/10/2018 | 471,421 | 0.2 | |||||||||||
430,000 | Shell International Finance BV, 1.750%, 09/12/2021 | 412,021 | 0.1 | |||||||||||
350,000 | Shell International Finance BV, 2.125%, 05/11/2020 | 345,885 | 0.1 | |||||||||||
760,000 | Total Capital International SA, 2.100%, 06/19/2019 | 756,525 | 0.3 | |||||||||||
470,000 | TransCanada PipeLines Ltd, 2.125%, 11/15/2019 | 464,547 | 0.2 | |||||||||||
8,089,805 | 2.9 | |||||||||||||
Financial: 19.2% | ||||||||||||||
340,000 | (1) | ABN AMRO Bank NV, 2.450%, 06/04/2020 | 334,508 | 0.1 | ||||||||||
500,000 | American International Group, Inc., 3.300%, 03/01/2021 | 499,928 | 0.2 | |||||||||||
460,000 | American Express Credit Corp., 1.875%, 05/03/2019 | 456,681 | 0.2 | |||||||||||
420,000 | (1) | ANZ New Zealand Int'l Ltd./London, 2.200%, 07/17/2020 | 411,739 | 0.1 | ||||||||||
740,000 | Aon Corp., 5.000%, 09/30/2020 | 767,401 | 0.3 | |||||||||||
620,000 | (1) | Athene Global Funding, 2.750%, 04/20/2020 | 612,614 | 0.2 | ||||||||||
680,000 | Australia & New Zealand Banking Group Ltd./New York NY, 2.250%, 06/13/2019 | 676,700 | 0.2 | |||||||||||
400,000 | Banco Santander SA, 3.500%, 04/11/2022 | 390,410 | 0.1 | |||||||||||
426,000 | Bank of America Corp., 2.151%, 11/09/2020 | 416,491 | 0.1 | |||||||||||
154,000 | Bank of America Corp., 2.600%, 01/15/2019 | 153,915 | 0.1 | |||||||||||
583,000 | Bank of America Corp., 2.650%, 04/01/2019 | 582,448 | 0.2 | |||||||||||
916,000 | (3) | Bank of America Corp., 3.004%, 12/20/2023 | 888,768 | 0.3 | ||||||||||
490,000 | Bank of Montreal, 2.100%, 12/12/2019 | 484,259 | 0.2 | |||||||||||
850,000 | Bank of New York Mellon Corp., 2.600%, 08/17/2020 | 842,024 | 0.3 | |||||||||||
250,000 | Bank of Nova Scotia/The, 2.450%, 03/22/2021 | 244,614 | 0.1 | |||||||||||
350,000 | Bank of Nova Scotia/The, 3.125%, 04/20/2021 | 348,306 | 0.1 | |||||||||||
500,000 | Bank of Nova Scotia, 1.650%, 06/14/2019 | 494,670 | 0.2 | |||||||||||
450,000 | (1) | Banque Federative du Credit Mutuel SA, 2.200%, 07/20/2020 | 439,702 | 0.2 | ||||||||||
520,000 | Barclays PLC, 2.750%, 11/08/2019 | 516,274 | 0.2 | |||||||||||
310,000 | Berkshire Hathaway Finance Corp., 1.700%, 03/15/2019 | 308,420 | 0.1 | |||||||||||
650,000 | (1) | BNZ International Funding Ltd./London, 2.350%, 03/04/2019 | 647,673 | 0.2 | ||||||||||
250,000 | (1) | BPCE SA, 2.750%, 01/11/2023 | 238,956 | 0.1 | ||||||||||
670,000 | Canadian Imperial Bank of Commerce, 2.700%, 02/02/2021 | 659,290 | 0.2 | |||||||||||
660,000 | Citibank NA, 2.000%, 03/20/2019 | 657,019 | 0.2 | |||||||||||
592,000 | Citigroup, Inc., 2.500%, 07/29/2019 | 589,621 | 0.2 | |||||||||||
630,000 | Comerica, Inc., 2.125%, 05/23/2019 | 626,487 | 0.2 | |||||||||||
460,000 | (1) | Commonwealth Bank of Australia, 2.250%, 03/10/2020 | 453,518 | 0.2 | ||||||||||
625,000 | Compass Bank, 3.500%, 06/11/2021 | 624,761 | 0.2 | |||||||||||
1,050,000 | Cooperatieve Rabobank UA/NY, 2.250%, 01/14/2019 | 1,048,088 | 0.4 | |||||||||||
720,000 | Credit Suisse AG, 5.300%, 08/13/2019 | 737,925 | 0.3 |
See Accompanying Notes to Financial Statements
33 |
Voya Limited Maturity Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Financial: (continued) | ||||||||||||||
950,000 | Credit Suisse Group Funding Guernsey Ltd., 3.125%, 12/10/2020 | 942,880 | 0.3 | |||||||||||
260,000 | (1) | Federation des Caisses Desjardins du Quebec, 2.250%, 10/30/2020 | 253,970 | 0.1 | ||||||||||
490,000 | Fifth Third Bank/Cincinnati OH, 1.625%, 09/27/2019 | 482,452 | 0.2 | |||||||||||
450,000 | GE Capital International Funding Co. Unlimited Co., 2.342%, 11/15/2020 | 439,785 | 0.2 | |||||||||||
1,935,000 | Goldman Sachs Group, Inc., 2.550%, 10/23/2019 | 1,923,706 | 0.7 | |||||||||||
445,000 | (1) | HSBC Bank PLC, 4.125%, 08/12/2020 | 453,208 | 0.2 | ||||||||||
810,000 | HSBC Holdings PLC, 3.400%, 03/08/2021 | 809,960 | 0.3 | |||||||||||
240,000 | (3) | HSBC Holdings PLC, 3.950%, 05/18/2024 | 239,491 | 0.1 | ||||||||||
134,000 | HSBC USA, Inc., 5.000%, 09/27/2020 | 138,098 | 0.0 | |||||||||||
615,000 | Huntington National Bank/The, 3.250%, 05/14/2021 | 613,760 | 0.2 | |||||||||||
900,000 | (1),(2) | ING Bank NV, 2.700%, 08/17/2020 | 887,764 | 0.3 | ||||||||||
710,000 | (3) | ING Bank NV, 4.125%, 11/21/2023 | 712,232 | 0.3 | ||||||||||
820,000 | (1) | Intesa Sanpaolo SpA, 3.125%, 07/14/2022 | 757,337 | 0.3 | ||||||||||
760,000 | JPMorgan Chase & Co., 1.850%, 03/22/2019 | 755,279 | 0.3 | |||||||||||
540,000 | JPMorgan Chase & Co., 2.550%, 03/01/2021 | 529,359 | 0.2 | |||||||||||
280,000 | JPMorgan Chase & Co., 3.200%, 01/25/2023 | 275,074 | 0.1 | |||||||||||
470,000 | (3) | JPMorgan Chase Bank NA, 2.604%, 02/01/2021 | 465,995 | 0.2 | ||||||||||
450,000 | KeyBank NA/Cleveland OH, 2.350%, 03/08/2019 | 448,752 | 0.2 | |||||||||||
496,000 | KeyCorp, 2.300%, 12/13/2018 | 495,468 | 0.2 | |||||||||||
705,000 | (1) | Metropolitan Life Global Funding I, 1.550%, 09/13/2019 | 694,197 | 0.3 | ||||||||||
840,000 | Mitsubishi UFJ Financial Group, Inc., 2.190%, 09/13/2021 | 806,876 | 0.3 | |||||||||||
320,000 | (1) | Mizuho Financial Group, Inc., 2.632%, 04/12/2021 | 312,546 | 0.1 | ||||||||||
60,000 | Morgan Stanley, 2.200%, 12/07/2018 | 59,922 | 0.0 | |||||||||||
800,000 | Morgan Stanley, 2.450%, 02/01/2019 | 798,763 | 0.3 | |||||||||||
860,000 | Morgan Stanley, 2.750%, 05/19/2022 | 833,347 | 0.3 | |||||||||||
730,000 | National Australia Bank Ltd./New York, 2.250%, 01/10/2020 | 721,334 | 0.3 | |||||||||||
550,000 | National Rural Utilities Cooperative Finance Corp., 1.500%, 11/01/2019 | 540,444 | 0.2 | |||||||||||
400,000 | National Rural Utilities Cooperative Finance Corp., 1.650%, 02/08/2019 | 397,618 | 0.1 | |||||||||||
330,000 | (1) | Nationwide Building Society, 2.350%, 01/21/2020 | 325,785 | 0.1 | ||||||||||
345,000 | (1) | Nordea Bank AB, 4.875%, 05/13/2021 | 354,965 | 0.1 | ||||||||||
390,000 | (1) | Nuveen Finance LLC, 2.950%, 11/01/2019 | 388,594 | 0.1 | ||||||||||
828,000 | PNC Bank NA, 2.400%, 10/18/2019 | 822,390 | 0.3 | |||||||||||
540,000 | (1) | Protective Life Global Funding, 2.161%, 09/25/2020 | 527,500 | 0.2 | ||||||||||
730,000 | Royal Bank of Canada, 1.800%, 07/30/2018 | 729,682 | 0.3 | |||||||||||
600,000 | Royal Bank of Canada, 2.125%, 03/02/2020 | 591,033 | 0.2 | |||||||||||
1,386,000 | Royal Bank of Scotland Group PLC, 6.400%, 10/21/2019 | 1,438,321 | 0.5 | |||||||||||
767,000 | Santander Holdings USA, Inc., 2.700%, 05/24/2019 | 764,861 | 0.3 | |||||||||||
430,000 | Santander UK PLC, 2.500%, 03/14/2019 | 429,182 | 0.2 | |||||||||||
626,000 | (1) | Scentre Group Trust 1 / Scentre Group Trust 2, 2.375%, 11/05/2019 | 618,188 | 0.2 | ||||||||||
710,000 | Skandinaviska Enskilda Banken AB, 2.300%, 03/11/2020 | 700,142 | 0.3 | |||||||||||
610,000 | (1) | Standard Chartered PLC, 2.100%, 08/19/2019 | 601,880 | 0.2 | ||||||||||
790,000 | Sumitomo Mitsui Banking Corp., 1.966%, 01/11/2019 | 786,745 | 0.3 | |||||||||||
730,000 | Sumitomo Mitsui Banking Corp., 2.514%, 01/17/2020 | 722,437 | 0.3 | |||||||||||
594,000 | Sumitomo Mitsui Financial Group, Inc., 2.934%, 03/09/2021 | 587,424 | 0.2 | |||||||||||
913,000 | SunTrust Bank/Atlanta GA, 2.250%, 01/31/2020 | 902,081 | 0.3 | |||||||||||
357,000 | SunTrust Banks, Inc., 2.500%, 05/01/2019 | 356,301 | 0.1 | |||||||||||
325,000 | Svenska Handelsbanken AB, 3.350%, 05/24/2021 | 325,584 | 0.1 | |||||||||||
800,000 | Toronto-Dominion Bank/The, 2.125%, 07/02/2019 | 795,381 | 0.3 | |||||||||||
584,000 | Toronto-Dominion Bank, 2.250%, 11/05/2019 | 579,574 | 0.2 | |||||||||||
460,000 | Toronto-Dominion Bank/The, 3.250%, 06/11/2021 | 460,019 | 0.2 | |||||||||||
1,063,000 | (1) | UBS AG/London, 2.200%, 06/08/2020 | 1,042,182 | 0.4 | ||||||||||
860,000 | (1) | UBS Group Funding Switzerland AG, 2.950%, 09/24/2020 | 851,171 | 0.3 | ||||||||||
526,000 | US Bank NA/Cincinnati OH, 2.125%, 10/28/2019 | 521,062 | 0.2 | |||||||||||
340,000 | US Bank NA/Cincinnati OH, 2.620%, (US0003M + 0.290%), 05/21/2021 | 339,652 | 0.1 | |||||||||||
438,000 | (1) | WEA Finance LLC / Westfield UK & Europe Finance PLC, 2.700%, 09/17/2019 | 436,250 | 0.2 | ||||||||||
904,000 | Wells Fargo & Co., 2.100%, 07/26/2021 | 869,083 | 0.3 | |||||||||||
1,330,000 | Wells Fargo Bank NA, 2.150%, 12/06/2019 | 1,315,743 | 0.5 |
See Accompanying Notes to Financial Statements
34 |
Voya Limited Maturity Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Financial: (continued) | ||||||||||||||
535,000 | Westpac Banking Corp., 1.600%, 08/19/2019 | 527,527 | 0.2 | |||||||||||
52,653,566 | 19.2 | |||||||||||||
Industrial: 1.8% | ||||||||||||||
530,000 | Amphenol Corp., 2.200%, 04/01/2020 | 521,492 | 0.2 | |||||||||||
724,000 | Caterpillar Financial Services Corp., 2.250%, 12/01/2019 | 718,069 | 0.2 | |||||||||||
175,000 | General Electric Co., 2.200%, 01/09/2020 | 172,938 | 0.1 | |||||||||||
630,000 | Lockheed Martin Corp., 1.850%, 11/23/2018 | 628,098 | 0.2 | |||||||||||
860,000 | Northrop Grumman Corp., 2.080%, 10/15/2020 | 840,955 | 0.3 | |||||||||||
460,000 | Rockwell Collins, Inc., 1.950%, 07/15/2019 | 455,641 | 0.2 | |||||||||||
523,000 | (1) | Rolls-Royce PLC, 2.375%, 10/14/2020 | 513,171 | 0.2 | ||||||||||
300,000 | (1) | Siemens Financieringsmaatschappij NV, 2.200%, 03/16/2020 | 295,863 | 0.1 | ||||||||||
950,000 | United Parcel Service, Inc., 2.050%, 04/01/2021 | 926,974 | 0.3 | |||||||||||
5,073,201 | 1.8 | |||||||||||||
Technology: 3.8% | ||||||||||||||
240,000 | Activision Blizzard, Inc., 2.300%, 09/15/2021 | 232,380 | 0.1 | |||||||||||
670,000 | Analog Devices, Inc., 2.950%, 01/12/2021 | 664,652 | 0.2 | |||||||||||
1,221,000 | Apple, Inc., 1.900%, 02/07/2020 | 1,205,815 | 0.4 | |||||||||||
1,230,000 | Applied Materials, Inc., 2.625%, 10/01/2020 | 1,220,291 | 0.4 | |||||||||||
545,000 | Broadcom Corp. / Broadcom Cayman Finance Ltd., 2.375%, 01/15/2020 | 538,105 | 0.2 | |||||||||||
1,280,000 | (1) | Dell International LLC / EMC Corp., 4.420%, 06/15/2021 | 1,299,034 | 0.5 | ||||||||||
230,000 | Hewlett Packard Enterprise Co., 3.600%, 10/15/2020 | 231,222 | 0.1 | |||||||||||
460,000 | IBM Credit LLC, 2.650%, 02/05/2021 | 455,648 | 0.2 | |||||||||||
1,053,000 | Intel Corp., 2.450%, 07/29/2020 | 1,046,715 | 0.4 | |||||||||||
770,000 | KLA-Tencor Corp., 3.375%, 11/01/2019 | 773,093 | 0.3 | |||||||||||
490,000 | NetApp, Inc., 2.000%, 09/27/2019 | 483,293 | 0.2 | |||||||||||
680,000 | NVIDIA Corp., 2.200%, 09/16/2021 | 660,608 | 0.2 | |||||||||||
500,000 | Oracle Corp., 2.625%, 02/15/2023 | 484,428 | 0.2 | |||||||||||
900,000 | Qualcomm, Inc., 2.100%, 05/20/2020 | 899,478 | 0.3 | |||||||||||
280,000 | Texas Instruments, Inc., 2.750%, 03/12/2021 | 279,189 | 0.1 | |||||||||||
10,473,951 | 3.8 | |||||||||||||
Utilities: 3.5% | ||||||||||||||
466,000 | Berkshire Hathaway Energy Co., 2.375%, 01/15/2021 | 456,430 | 0.2 | |||||||||||
880,000 | Black Hills Corp., 2.500%, 01/11/2019 | 878,021 | 0.3 | |||||||||||
375,000 | Consumers Energy Co., 3.375%, 08/15/2023 | 374,469 | 0.1 | |||||||||||
200,000 | Dominion Energy, Inc., 1.600%, 08/15/2019 | 196,968 | 0.1 | |||||||||||
720,000 | Dominion Energy, Inc., 2.579%, 07/01/2020 | 709,606 | 0.3 | |||||||||||
1,125,000 | Duke Energy Corp., 1.800%, 09/01/2021 | 1,077,105 | 0.4 | |||||||||||
310,000 | Edison International, 2.125%, 04/15/2020 | 304,070 | 0.1 | |||||||||||
268,000 | (1) | Electricite de France SA, 2.350%, 10/13/2020 | 262,947 | 0.1 | ||||||||||
460,000 | Eversource Energy, 2.500%, 03/15/2021 | 450,868 | 0.2 | |||||||||||
320,000 | Exelon Generation Co. LLC, 2.950%, 01/15/2020 | 318,795 | 0.1 | |||||||||||
550,000 | Georgia Power Co., 2.000%, 03/30/2020 | 540,952 | 0.2 | |||||||||||
470,000 | Georgia Power Co., 2.000%, 09/08/2020 | 459,242 | 0.2 | |||||||||||
305,000 | NextEra Energy Capital Holdings, Inc., 1.649%, 09/01/2018 | 304,343 | 0.1 | |||||||||||
410,000 | NextEra Energy Capital Holdings, Inc., 2.300%, 04/01/2019 | 408,332 | 0.1 | |||||||||||
740,000 | Oklahoma Gas & Electric Co., 8.250%, 01/15/2019 | 760,096 | 0.3 | |||||||||||
658,000 | Public Service Enterprise Group, Inc., 1.600%, 11/15/2019 | 643,741 | 0.2 | |||||||||||
580,000 | Sempra Energy, 1.625%, 10/07/2019 | 569,222 | 0.2 | |||||||||||
460,000 | Sempra Energy, 2.400%, 02/01/2020 | 454,599 | 0.2 | |||||||||||
330,000 | Southern Co. Gas Capital Corp., 2.450%, 10/01/2023 | 310,565 | 0.1 | |||||||||||
9,480,371 | 3.5 | |||||||||||||
Total Corporate Bonds/Notes | ||||||||||||||
(Cost $123,629,088) | 121,938,232 | 44.4 | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 1.0% | ||||||||||||||
269,505 | (1),(3) | Flagstar Mortgage Trust 2017-2 A3, 3.500%, 10/25/2047 | 265,273 | 0.1 | ||||||||||
764,932 | (3) | Freddie Mac Whole Loan Securities Trust 2016-SC02 M1, 3.604%, 10/25/2046 | 762,873 | 0.3 | ||||||||||
453,606 | (1),(3) | Sequoia Mortgage Trust 2014-3 B3, 3.932%, 10/25/2044 | 453,870 | 0.1 | ||||||||||
459,650 | (1),(3) | Sequoia Mortgage Trust 2014-4 B3, 3.864%, 11/25/2044 | 458,039 | 0.2 | ||||||||||
835,480 | (1),(3) | Sequoia Mortgage Trust 2018-CH1 A19, 4.000%, 02/25/2048 | 843,305 | 0.3 | ||||||||||
Total Collateralized Mortgage Obligations | ||||||||||||||
(Cost $2,793,826) | 2,783,360 | 1.0 |
See Accompanying Notes to Financial Statements
35 |
Voya Limited Maturity Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 0.0% | ||||||||||||||
Federal Home Loan Mortgage Corporation: 0.0%(4) | ||||||||||||||
29 | 3.275%, 07/01/2024 | 29 | 0.0 | |||||||||||
Federal National Mortgage Association: 0.0%(4) | ||||||||||||||
55,362 | 6.500%, 10/01/2022 | 61,044 | 0.0 | |||||||||||
24,131 | 6.500%, 10/01/2032 | 26,617 | 0.0 | |||||||||||
15,347 | 7.000%, 10/01/2032 | 15,507 | 0.0 | |||||||||||
103,168 | 0.0 | |||||||||||||
Total U.S. Government Agency Obligations | ||||||||||||||
(Cost $96,618) | 103,197 | 0.0 | ||||||||||||
FOREIGN GOVERNMENT BONDS: 0.1% | ||||||||||||||
179,000 | European Investment Bank, 1.750%, 05/15/2020 | 176,017 | 0.1 | |||||||||||
Total Foreign Government Bonds | ||||||||||||||
(Cost $178,474) | 176,017 | 0.1 | ||||||||||||
U.S. TREASURY OBLIGATIONS: 17.7% | ||||||||||||||
U.S. Treasury Notes: 17.7% | ||||||||||||||
4,138,000 | 1.250%, 03/31/2019 | 4,106,642 | 1.5 | |||||||||||
2,000,000 | 1.250%, 04/30/2019 | 1,982,578 | 0.7 | |||||||||||
16,680,000 | 1.625%, 03/31/2019 | 16,600,509 | 6.1 | |||||||||||
2,000 | 2.500%, 05/31/2020 | 1,999 | 0.0 | |||||||||||
4,208,000 | 2.500%, 06/30/2020 | 4,205,781 | 1.5 | |||||||||||
21,596,000 | 2.625%, 06/15/2021 | 21,598,953 | 7.9 | |||||||||||
87,000 | 2.875%, 05/31/2025 | 87,328 | 0.0 | |||||||||||
Total U.S. Treasury Obligations | ||||||||||||||
(Cost $48,605,123) | 48,583,790 | 17.7 | ||||||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 8.0% | ||||||||||||||
1,885,626 | (3) | Bear Stearns Commercial Mortgage Securities Trust 2005-PWR9 C, 5.055%, 09/11/2042 | 1,887,983 | 0.7 | ||||||||||
1,060,000 | (1),(3) | Bear Stearns Commercial Mortgage Securities Trust 2006-TOP22 D, 5.911%, 04/12/2038 | 1,094,158 | 0.4 | ||||||||||
500,000 | (1) | BXMT 2017-FL1 A Ltd., 2.943%, (US0001M + 0.870%), 06/15/2035 | 499,061 | 0.2 | ||||||||||
500,000 | (1) | Citigroup Commercial Mortgage Trust 2016-SMPL A, 2.228%, 09/10/2031 | 484,470 | 0.2 | ||||||||||
964,501 | Citigroup/Deutsche Bank Commercial Mortgage Trust 2006-CD3 AM, 5.648%, 10/15/2048 | 998,452 | 0.4 | |||||||||||
1,150,000 | COMM 2013-LC6 B Mortgage Trust, 3.739%, 01/10/2046 | 1,133,581 | 0.4 | |||||||||||
278,590 | COMM 2014-CR14 A2, 3.147%, 02/10/2047 | 278,869 | 0.1 | |||||||||||
272,336 | COMM 2014-CR17 A2, 3.012%, 05/10/2047 | 272,582 | 0.1 | |||||||||||
682,894 | COMM 2014-UBS6 A2, 2.935%, 12/10/2047 | 681,087 | 0.2 | |||||||||||
17,931,829 | (3),(5) | Freddie Mac Multifamily Structured Pass Through Certificates K705 X1, 1.826%, 09/25/2018 | 45,669 | 0.0 | ||||||||||
225,000 | (1),(3) | FREMF 2012-K705 B Mortgage Trust, 4.289%, 09/25/2044 | 225,113 | 0.1 | ||||||||||
183,222 | (1),(3) | GCCFC Commercial Mortgage Trust 2004-GG1 F, 6.601%, 06/10/2036 | 181,966 | 0.1 | ||||||||||
224,052 | (3) | Ginnie Mae 2011-53 B, 4.397%, 05/16/2051 | 228,249 | 0.1 | ||||||||||
751,843 | Ginnie Mae 2014-168 DA, 2.400%, 06/16/2046 | 732,551 | 0.3 | |||||||||||
241,206 | Ginnie Mae 2014-54 AC, 2.874%, 02/16/2049 | 238,599 | 0.1 | |||||||||||
754,687 | Ginnie Mae 2015-183 AC, 2.350%, 07/16/2056 | 728,794 | 0.3 | |||||||||||
166,105 | (3) | Ginnie Mae 2015-21 AF, 2.071%, 07/16/2048 | 160,420 | 0.1 | ||||||||||
397,541 | Ginnie Mae 2015-81 AC, 2.400%, 01/16/2056 | 383,903 | 0.1 | |||||||||||
458,179 | Ginnie Mae 2016-110 AB, 2.000%, 05/16/2049 | 440,161 | 0.2 | |||||||||||
202,447 | Ginnie Mae 2016-86 AB, 2.500%, 09/16/2056 | 197,569 | 0.1 | |||||||||||
627,733 | Ginnie Mae 2017-51 AB, 2.350%, 04/16/2057 | 611,359 | 0.2 | |||||||||||
253,695 | Ginnie Mae 2017-69 AB, 2.350%, 05/16/2053 | 246,880 | 0.1 | |||||||||||
383,446 | Ginnie Mae 2017-70 A, 2.500%, 10/16/2057 | 372,653 | 0.1 | |||||||||||
914,000 | Ginnie Mae 2017-86 AB, 2.300%, 11/16/2051 | 885,061 | 0.3 | |||||||||||
885,382 | Ginnie Mae 2017-89 A, 2.500%, 08/16/2057 | 862,000 | 0.3 | |||||||||||
84,433 | GMAC Commercial Mortgage Securities, Inc. Series 2004-C3 Trust B, 4.965%, 12/10/2041 | 84,539 | 0.0 | |||||||||||
740,000 | GS Mortgage Securities Corp. II 2015-GC30 A2, 2.726%, 05/10/2050 | 736,208 | 0.3 | |||||||||||
106,109 | GS Mortgage Securities Trust 2013-GC16 A2, 3.033%, 11/10/2046 | 106,105 | 0.0 | |||||||||||
79,243 | (1) | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 A3, 4.106%, 07/15/2046 | 79,164 | 0.0 | ||||||||||
2,710,000 | (1),(3) | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5 B, 5.585%, 08/15/2046 | 2,837,675 | 1.0 | ||||||||||
489,283 | JPMBB Commercial Mortgage Securities Trust 2 2014-C19 A2, 3.046%, 04/15/2047 | 489,808 | 0.2 | |||||||||||
350,284 | JPMBB Commercial Mortgage Securities Trust 2013-C15 A2, 2.977%, 11/15/2045 | 350,344 | 0.1 | |||||||||||
67 | (3) | LB-UBS Commercial Mortgage Trust 2008-C1 A2, 6.319%, 04/15/2041 | 68 | 0.0 | ||||||||||
1,210,000 | (1),(3) | Morgan Stanley Capital I Trust 2011-C1 D, 5.599%, 09/15/2047 | 1,248,130 | 0.5 |
See Accompanying Notes to Financial Statements
36 |
Voya Limited Maturity Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | ||||||||||||||
660,000 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14 A3, 3.669%, 02/15/2047 | 666,885 | 0.2 | |||||||||||
750,000 | (3) | TIAA Seasoned Commercial Mortgage Trust 2007-C4 C, 5.477%, 08/15/2039 | 750,975 | 0.3 | ||||||||||
670,000 | Wells Fargo Commercial Mortgage Trust 2015-NXS1 A2, 2.632%, 05/15/2048 | 667,203 | 0.2 | |||||||||||
Total Commercial Mortgage-Backed Securities | ||||||||||||||
(Cost $22,314,237) | 21,888,294 | 8.0 | ||||||||||||
ASSET-BACKED SECURITIES: 18.3% | ||||||||||||||
Automobile Asset-Backed Securities: 7.1% | ||||||||||||||
400,000 | Ally Auto Receivables Trust 2017-2 A4, 2.100%, 03/15/2022 | 392,950 | 0.2 | |||||||||||
900,000 | Ally Auto Receivables Trust 2017-3 A4, 2.010%, 03/15/2022 | 883,276 | 0.3 | |||||||||||
600,000 | Ally Auto Receivables Trust 2018-3 A4, 3.120%, 07/17/2023 | 599,893 | 0.2 | |||||||||||
750,000 | CarMax Auto Owner Trust 2017-1 A4, 2.270%, 09/15/2022 | 737,543 | 0.3 | |||||||||||
750,000 | CarMax Auto Owner Trust 2017-3 A4, 2.220%, 11/15/2022 | 734,305 | 0.3 | |||||||||||
1,700,000 | CarMax Auto Owner Trust 2018-1 A4, 2.640%, 06/15/2023 | 1,681,447 | 0.6 | |||||||||||
750,000 | (1) | Chrysler Capital Auto Receivables Trust 2016-BA A4, 1.870%, 02/15/2022 | 739,097 | 0.3 | ||||||||||
1,300,000 | Ford Credit Auto Owner Trust 2016-C A4, 1.400%, 02/15/2022 | 1,262,190 | 0.5 | |||||||||||
1,200,000 | GM Financial Automobile Leasing Trust 2016-3 A4, 1.780%, 05/20/2020 | 1,191,138 | 0.4 | |||||||||||
350,000 | GM Financial Automobile Leasing Trust 2017-1 A4, 2.260%, 08/20/2020 | 347,624 | 0.1 | |||||||||||
100,000 | GM Financial Automobile Leasing Trust 2018-1 A3, 2.610%, 01/20/2021 | 99,488 | 0.0 | |||||||||||
300,000 | GM Financial Automobile Leasing Trust 2018-1 A4, 2.680%, 12/20/2021 | 297,914 | 0.1 | |||||||||||
650,000 | GM Financial Automobile Leasing Trust 2018-1 B, 2.870%, 12/20/2021 | 645,754 | 0.2 | |||||||||||
400,000 | Hyundai Auto Receivables Trust 2017-A A4, 2.090%, 04/17/2023 | 392,027 | 0.2 | |||||||||||
950,000 | Hyundai Auto Receivables Trust 2017-B A4, 1.960%, 02/15/2023 | 924,515 | 0.4 | |||||||||||
1,000,000 | Mercedes-Benz Auto Lease Trust 2016-B, 1.520%, 06/15/2022 | 993,492 | 0.4 | |||||||||||
350,000 | Nissan Auto Lease Trust 2016-B A4, 1.610%, 01/18/2022 | 347,903 | 0.1 | |||||||||||
700,000 | Nissan Auto Receivables 2017-B A4, 1.950%, 10/16/2023 | 682,949 | 0.3 | |||||||||||
650,000 | Nissan Auto Receivables 2017-C A4 Owner Trust, 2.280%, 02/15/2024 | 636,841 | 0.2 | |||||||||||
550,000 | (1) | Oscar US Funding Trust VI LLC 2017-1A A3, 2.820%, 06/10/2021 | 548,353 | 0.2 | ||||||||||
1,450,000 | (1) | Oscar US Funding Trust VII LLC 2017-2A A3, 2.450%, 12/10/2021 | 1,435,322 | 0.5 | ||||||||||
900,000 | (1) | Santander Retail Auto Lease Trust 2017-A A3, 2.220%, 01/20/2021 | 890,588 | 0.3 | ||||||||||
650,000 | (1) | Santander Retail Auto Lease Trust 2017-A A4, 2.370%, 01/20/2022 | 641,166 | 0.2 | ||||||||||
650,000 | Toyota Auto Receivables 2017-B Owner Trust A4, 2.050%, 09/15/2022 | 637,610 | 0.2 | |||||||||||
650,000 | Toyota Auto Receivables 2017-C A4 Owner Trust, 1.980%, 12/15/2022 | 634,574 | 0.2 | |||||||||||
500,000 | Volkswagen Auto Loan Enhanced Trust 2018-1 A4, 3.150%, 07/22/2024 | 499,994 | 0.2 | |||||||||||
260,000 | World Omni Auto Receivables Trust 2015-B A4, 1.840%, 01/17/2022 | 257,478 | 0.1 | |||||||||||
300,000 | World Omni Automobile Lease Securitization Trust 2017-A A4, 2.320%, 08/15/2022 | 297,484 | 0.1 | |||||||||||
19,432,915 | 7.1 | |||||||||||||
Credit Card Asset-Backed Securities: 2.9% | ||||||||||||||
650,000 | American Express Credit Account Master Trust 2017-1 B, 2.100%, 09/15/2022 | 641,614 | 0.2 | |||||||||||
900,000 | American Express Credit Account Master Trust 2018-4 A, 2.990%, 12/15/2023 | 900,521 | 0.3 | |||||||||||
1,500,000 | Cabela's Credit Card Master Note Trust 2015-1A A1, 2.260%, 03/15/2023 | 1,482,483 | 0.6 | |||||||||||
1,200,000 | Capital One Multi-Asset Execution Trust 2016-A6 A6, 1.820%, 09/15/2022 | 1,183,917 | 0.4 | |||||||||||
700,000 | Capital One Multi-Asset Execution Trust 2018-A1 A1, 3.010%, 02/15/2024 | 701,551 | 0.3 | |||||||||||
1,200,000 | Discover Card Execution Note Trust 2016-A4 A4, 1.390%, 03/15/2022 | 1,180,702 | 0.4 | |||||||||||
200,000 | Discover Card Execution Note Trust 2017-A6 A6, 1.880%, 02/15/2023 | 196,083 | 0.1 | |||||||||||
1,550,000 | (1) | Evergreen Credit Card Trust Series 2018-1 A, 2.950%, 03/15/2023 | 1,545,629 | 0.6 | ||||||||||
7,832,500 | 2.9 |
See Accompanying Notes to Financial Statements
37 |
Voya Limited Maturity Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
ASSET-BACKED SECURITIES: (continued) | ||||||||||||||
Home Equity Asset-Backed Securities: 0.0% | ||||||||||||||
14,955 | Chase Funding Loan Acquisition Trust Series 2003-C2 1A, 4.750%, 12/25/2019 | 14,963 | 0.0 | |||||||||||
Other Asset-Backed Securities: 8.1% | ||||||||||||||
700,000 | (1) | Ares XLVI CLO Ltd. 2017-46A A2, 3.578%, (US0003M + 1.230%), 01/15/2030 | 701,053 | 0.3 | ||||||||||
250,000 | (1) | Bain Capital Credit CLO 2017-1A A2, 3.709%, (US0003M + 1.350%), 07/20/2030 | 250,601 | 0.1 | ||||||||||
250,000 | (1) | Barings CLO Ltd. 2017-1A A2, 3.705%, (US0003M + 1.350%), 07/18/2029 | 250,771 | 0.1 | ||||||||||
580,000 | (1) | Benefit Street Partners CLO II Ltd. 2013-IIA A1R, 3.598%, (US0003M + 1.250%), 07/15/2029 | 581,914 | 0.2 | ||||||||||
1,650,000 | (1) | Benefit Street Partners CLO X Ltd. 2016-10A A1, 3.838%, (US0003M + 1.490%), 01/15/2029 | 1,653,505 | 0.6 | ||||||||||
250,000 | (1) | Carbone CLO Ltd 2017-1A A1, 2.809%, (US0003M + 1.140%), 01/20/2031 | 249,859 | 0.1 | ||||||||||
500,000 | (1) | Carlyle Global Market Strategies CLO 2014-2RA A1 Ltd., 3.030%, (US0003M + 1.050%), 05/15/2031 | 498,867 | 0.2 | ||||||||||
1,210,000 | (1) | Carlyle Global Market Strategies CLO Ltd. 2017-1A A1A, 3.659%, (US0003M + 1.300%), 04/20/2031 | 1,211,451 | 0.4 | ||||||||||
620,000 | (1) | Cedar Funding VIII Clo Ltd. 2017-8A A1, 3.603%, (US0003M + 1.250%), 10/17/2030 | 620,787 | 0.2 | ||||||||||
750,000 | (1) | CIFC Funding 2013-2A A1LR, 3.565%, (US0003M + 1.210%), 10/18/2030 | 752,596 | 0.3 | ||||||||||
630,000 | (1) | CIFC Funding 2016-1A A, 3.842%, (US0003M + 1.480%), 10/21/2028 | 631,060 | 0.2 | ||||||||||
600,000 | (1) | CIFC Funding 2017-4 A1, 3.609%, (US0003M + 1.250%), 10/24/2030 | 604,631 | 0.2 | ||||||||||
600,000 | (1) | Clear Creek CLO Ltd. 2015-1A AR, 3.559%, (US0003M + 1.200%), 10/20/2030 | 601,234 | 0.2 | ||||||||||
400,000 | CNH Equipment Trust 2017-B A4, 2.170%, 04/17/2023 | 389,354 | 0.1 | |||||||||||
250,000 | (1) | Deer Creek Clo Ltd. 2017-1A A, 3.539%, (US0003M + 1.180%), 10/20/2030 | 250,093 | 0.1 | ||||||||||
680,000 | (1) | Dewolf Park Clo Ltd. 2017-1A A, 3.558%, (US0003M + 1.210%), 10/15/2030 | 680,860 | 0.3 | ||||||||||
480,000 | (1) | Dryden 33 Senior Loan Fund 2014-33A AR, 3.778%, (US0003M + 1.430%), 10/15/2028 | 481,389 | 0.2 | ||||||||||
250,000 | (1) | Dryden 55 CLO Ltd. 2018-55A A1, 3.061%, (US0003M + 1.020%), 04/15/2031 | 249,585 | 0.1 | ||||||||||
1,120,000 | (1) | Dryden Senior Loan Fund 2017-47A A2, 3.698%, (US0003M + 1.350%), 04/15/2028 | 1,120,870 | 0.4 | ||||||||||
480,000 | (1) | Dryden XXVIII Senior Loan Fund 2013-28A A1LR, 3.543%, (US0003M + 1.200%), 08/15/2030 | 480,526 | 0.2 | ||||||||||
300,000 | (1) | Eaton Vance Clo 2015-1A A2R Ltd., 3.609%, (US0003M + 1.250%), 01/20/2030 | 299,209 | 0.1 | ||||||||||
750,000 | (1) | Galaxy XIX CLO Ltd. 2015-19A A1R, 3.579%, (US0003M + 1.220%), 07/24/2030 | 751,894 | 0.3 | ||||||||||
500,000 | (1) | Galaxy XV CLO Ltd. 2013-15A AR, 3.548%, (US0003M + 1.200%), 10/15/2030 | 501,528 | 0.2 | ||||||||||
300,000 | (1) | Goldentree Loan Management US Clo 2 Ltd. 2017-2A A, 3.509%, (US0003M + 1.150%), 11/28/2030 | 300,595 | 0.1 | ||||||||||
600,000 | (1) | LCM 26A A2 Ltd., 3.176%, (US0003M + 1.250%), 01/20/2031 | 600,905 | 0.2 | ||||||||||
950,000 | (1) | LCM XXIII Ltd. 23A A1, 3.759%, (US0003M + 1.400%), 10/20/2029 | 954,358 | 0.3 | ||||||||||
520,000 | (1) | Octagon Investment Partners 30 Ltd. 2017-1A A1, 3.679%, (US0003M + 1.320%), 03/17/2030 | 521,370 | 0.2 | ||||||||||
400,000 | (1) | Octagon Investment Partners 33 Ltd. 2017-1A A1, 3.549%, (US0003M + 1.190%), 01/20/2031 | 400,240 | 0.1 | ||||||||||
500,000 | (1) | Octagon Investment Partners Ltd. 2017-1A A2, 3.698%, (US0003M + 1.350%), 07/15/2029 | 500,924 | 0.2 | ||||||||||
500,000 | (1) | Octagon Investment Partners XIV Ltd. 2012-1A A1BR, 3.723%, (US0003M + 1.375%), 07/15/2029 | 502,089 | 0.2 | ||||||||||
400,000 | (1) | Octagon Investment Partners XV Ltd. 2013-1A A2R, 3.705%, (US0003M + 1.350%), 07/19/2030 | 401,081 | 0.1 | ||||||||||
750,000 | (1) | OHA Loan Funding Ltd. 2015-1A AR, 3.753%, (US0003M + 1.410%), 08/15/2029 | 753,859 | 0.3 | ||||||||||
700,000 | (1) | Palmer Square CLO 2015-2A A1AR Ltd., 3.629%, (US0003M + 1.270%), 07/20/2030 | 701,611 | 0.3 | ||||||||||
275,000 | (1) | Palmer Square CLO 2015-2A A1BR Ltd., 3.709%, (US0003M + 1.350%), 07/20/2030 | 275,865 | 0.1 |
See Accompanying Notes to Financial Statements
38 |
Voya Limited Maturity Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
ASSET-BACKED SECURITIES: (continued) | ||||||||||||||
Other Asset-Backed Securities: (continued) | ||||||||||||||
500,000 | (1) | TCI-Symphony CLO 2017-1A A Ltd., 3.578%, (US0003M + 1.230%), 07/15/2030 | 503,262 | 0.2 | ||||||||||
400,000 | (1) | TCI-Flatiron CLO 2017-1A A Ltd., 3.521%, (US0003M + 1.200%), 11/17/2030 | 400,429 | 0.1 | ||||||||||
600,000 | (1) | THL Credit Wind River 2013-2A AR CLO Ltd., 3.585%, (US0003M + 1.230%), 10/18/2030 | 601,612 | 0.2 | ||||||||||
570,000 | (1) | THL Credit Wind River 2017-2A A CLO Ltd., 3.589%, (US0003M + 1.230%), 07/20/2030 | 570,652 | 0.2 | ||||||||||
450,000 | (1) | Volvo Financial Equipment LLC Series 2017-1A A4, 2.210%, 11/15/2021 | 442,769 | 0.2 | ||||||||||
22,245,258 | 8.1 | |||||||||||||
Student Loan Asset-Backed Securities: 0.2% | ||||||||||||||
700,000 | (1) | DRB Prime Student Loan Trust 2017-A A2B, 2.850%, 05/27/2042 | 685,630 | 0.2 | ||||||||||
Total Asset-Backed Securities | ||||||||||||||
(Cost $50,536,430) | 50,211,266 | 18.3 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $248,153,796) | 245,684,156 | 89.5 | ||||||||||||
SHORT-TERM INVESTMENTS: 12.7% | ||||||||||||||
Securities Lending Collateral(6): 9.9% | ||||||||||||||
11,346,429 | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/29/18, 2.08%, due 07/02/18 (Repurchase Amount $11,348,369, collateralized by various U.S. Government Agency Obligations, 1.691%-8.500%, Market Value plus accrued interest $11,573,358, due 07/25/18-06/15/53) | 11,346,429 | 4.1 | |||||||||||
2,894,260 | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/29/18, 2.28%, due 07/02/18 (Repurchase Amount $2,894,802, collateralized by various U.S. Government Securities, 2.750%-3.125%, Market Value plus accrued interest $2,952,146, due 11/15/42-08/15/44) | 2,894,260 | 1.1 | |||||||||||
6,450,998 | NBC Global Finance Ltd., Repurchase Agreement dated 06/29/18, 1.95%, due 07/02/18 (Repurchase Amount $6,452,032, collateralized by various U.S. Government Securities, 0.000%-3.625%, Market Value plus accrued interest $6,580,037, due 01/31/20-09/09/49) | 6,450,998 | 2.3 | |||||||||||
6,450,998 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/29/18, 2.30%, due 07/02/18 (Repurchase Amount $6,452,218, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $6,580,066, due 07/15/19-02/15/48) | 6,450,998 | 2.4 | |||||||||||
27,142,685 | 9.9 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 2.8% | ||||||||||||||
7,786,000 | (7) | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 1.810% | ||||||||||||
(Cost $7,786,000) | 7,786,000 | 2.8 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $34,928,685) | 34,928,685 | 12.7 | ||||||||||||
Total Investments in Securities (Cost $283,082,481) | $ | 280,612,841 | 102.2 | |||||||||||
Liabilities in Excess of Other Assets | (6,121,410 | ) | (2.2 | ) | ||||||||||
Net Assets | $ | 274,491,431 | 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, 2018. |
(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. |
(5) | Interest only securities represent the right to receive the monthly interest payments on an underlying pool of mortgage loans. Principal amount shown represents the notional amount on which current interest is calculated. Payments of principal on the pool reduce the value of the interest only security. |
(6) | Represents securities purchased with cash collateral received for securities on loan. |
(7) | Rate shown is the 7-day yield as of June 30, 2018. |
Reference Rate Abbreviations: | |
H15T1Y | U.S. Treasury 1-Year Constant Maturity |
US0001M | 1-month LIBOR |
US0003M | 3-month LIBOR |
See Accompanying Notes to Financial Statements
39 |
Voya Multi-Manager Large Cap Core Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 98.9% | ||||||||||||||
Consumer Discretionary: 17.8% | ||||||||||||||
695 | (1) | Amazon.com, Inc. | 1,181,361 | 1.6 | ||||||||||
242 | (1) | Autozone, Inc. | 162,365 | 0.2 | ||||||||||
21,860 | (1) | Carmax, Inc. | 1,592,938 | 2.1 | ||||||||||
26,470 | Carnival Corp. | 1,516,996 | 2.0 | |||||||||||
17,981 | Comcast Corp. – Class A | 589,957 | 0.8 | |||||||||||
1,612 | Dollar General Corp. | 158,943 | 0.2 | |||||||||||
18,090 | (1) | Dollar Tree, Inc. | 1,537,650 | 2.1 | ||||||||||
1,350 | Expedia, Inc. | 162,256 | 0.2 | |||||||||||
6,560 | Home Depot, Inc. | 1,279,856 | 1.7 | |||||||||||
11,022 | Lowe's Cos, Inc. | 1,053,373 | 1.4 | |||||||||||
2,393 | McDonald's Corp. | 374,959 | 0.5 | |||||||||||
17,550 | Nike, Inc. | 1,398,384 | 1.9 | |||||||||||
3,542 | (1) | O'Reilly Automotive, Inc. | 968,985 | 1.3 | ||||||||||
3,301 | PVH Corp. | 494,226 | 0.7 | |||||||||||
2,180 | Royal Caribbean Cruises Ltd. | 225,848 | 0.3 | |||||||||||
8,140 | Tapestry, Inc. | 380,219 | 0.5 | |||||||||||
870 | (1) | Ulta Beauty, Inc. | 203,110 | 0.3 | ||||||||||
13,281,426 | 17.8 | |||||||||||||
Consumer Staples: 5.5% | ||||||||||||||
19,010 | Altria Group, Inc. | 1,079,578 | 1.4 | |||||||||||
15,050 | Coca-Cola Co. | 660,093 | 0.9 | |||||||||||
7,210 | Conagra Brands, Inc. | 257,613 | 0.3 | |||||||||||
4,160 | General Mills, Inc. | 184,122 | 0.2 | |||||||||||
15,650 | Mondelez International, Inc. | 641,650 | 0.9 | |||||||||||
1,732 | PepsiCo, Inc. | 188,563 | 0.3 | |||||||||||
9,690 | Philip Morris International, Inc. | 782,371 | 1.1 | |||||||||||
4,705 | Sysco Corp. | 321,304 | 0.4 | |||||||||||
4,115,294 | 5.5 | |||||||||||||
Energy: 4.4% | ||||||||||||||
16,563 | Canadian Natural Resources Ltd. | 597,427 | 0.8 | |||||||||||
13,764 | Chevron Corp. | 1,740,183 | 2.3 | |||||||||||
4,105 | EOG Resources, Inc. | 510,785 | 0.7 | |||||||||||
9,690 | Halliburton Co. | 436,631 | 0.6 | |||||||||||
3,285,026 | 4.4 | |||||||||||||
Financials: 19.8% | ||||||||||||||
6,075 | American International Group, Inc. | 322,096 | 0.4 | |||||||||||
1,970 | Alleghany Corp. | 1,132,691 | 1.5 | |||||||||||
2,743 | Aon PLC | 376,257 | 0.5 | |||||||||||
22,460 | Bank of America Corp. | 633,147 | 0.9 | |||||||||||
7,263 | Bank of New York Mellon Corp. | 391,694 | 0.5 | |||||||||||
18,477 | (1) | Berkshire Hathaway, Inc. – Class B | 3,448,732 | 4.6 | ||||||||||
3,662 | Blackrock, Inc. | 1,827,484 | 2.5 | |||||||||||
10,410 | Citigroup, Inc. | 696,637 | 0.9 | |||||||||||
11,169 | JPMorgan Chase & Co. | 1,163,810 | 1.6 | |||||||||||
7,885 | Morgan Stanley | 373,749 | 0.5 | |||||||||||
32,650 | Progressive Corp. | 1,931,248 | 2.6 | |||||||||||
1,090 | S&P Global, Inc. | 222,240 | 0.3 | |||||||||||
7,681 | US Bancorp | 384,204 | 0.5 | |||||||||||
33,390 | Wells Fargo & Co. | 1,851,142 | 2.5 | |||||||||||
14,755,131 | 19.8 | |||||||||||||
Health Care: 9.9% | ||||||||||||||
4,741 | Abbott Laboratories | 289,154 | 0.4 | |||||||||||
2,300 | Agilent Technologies, Inc. | 142,232 | 0.2 | |||||||||||
11,000 | (1) | Alexion Pharmaceuticals, Inc. | 1,365,650 | 1.8 | ||||||||||
2,810 | Allergan plc | 468,483 | 0.6 | |||||||||||
2,380 | Anthem, Inc. | 566,512 | 0.8 | |||||||||||
2,105 | (1) | Biogen, Inc. | 610,955 | 0.8 | ||||||||||
13,330 | Bristol-Myers Squibb Co. | 737,682 | 1.0 | |||||||||||
1,295 | Cigna Corp. | 220,085 | 0.3 | |||||||||||
1,915 | CVS Health Corp. | 123,230 | 0.2 | |||||||||||
7,034 | Johnson & Johnson | 853,506 | 1.2 | |||||||||||
11,644 | Medtronic PLC | 996,843 | 1.3 | |||||||||||
20,687 | Pfizer, Inc. | 750,524 | 1.0 | |||||||||||
1,473 | (1) | Vertex Pharmaceuticals, Inc. | 250,351 | 0.3 | ||||||||||
7,375,207 | 9.9 | |||||||||||||
Industrials: 9.7% | ||||||||||||||
7,100 | Deere & Co. | 992,580 | 1.3 | |||||||||||
3,160 | Emerson Electric Co. | 218,482 | 0.3 | |||||||||||
6,931 | FedEx Corp. | 1,573,753 | 2.1 | |||||||||||
7,205 | General Dynamics Corp. | 1,343,084 | 1.8 | |||||||||||
5,328 | Honeywell International, Inc. | 767,498 | 1.0 | |||||||||||
10,125 | Norfolk Southern Corp. | 1,527,559 | 2.1 | |||||||||||
15,568 | Southwest Airlines Co. | 792,100 | 1.1 | |||||||||||
7,215,056 | 9.7 | |||||||||||||
Information Technology: 23.0% | ||||||||||||||
5,183 | Activision Blizzard, Inc. | 395,567 | 0.5 | |||||||||||
518 | (1) | Alphabet, Inc. - Class A | 584,920 | 0.8 | ||||||||||
2,883 | (1) | Alphabet, Inc. - Class C | 3,216,419 | 4.3 | ||||||||||
20,649 | Apple, Inc. | 3,822,336 | 5.1 | |||||||||||
5,806 | Applied Materials, Inc. | 268,179 | 0.4 | |||||||||||
3,158 | Broadcom, Inc. | 766,257 | 1.0 | |||||||||||
39,060 | Cisco Systems, Inc. | 1,680,752 | 2.3 | |||||||||||
634 | (1) | Electronic Arts, Inc. | 89,407 | 0.1 | ||||||||||
5,755 | (1) | Facebook, Inc.- Class A | 1,118,312 | 1.5 | ||||||||||
4,390 | Fidelity National Information Services, Inc. | 465,472 | 0.6 | |||||||||||
5,250 | (1) | First Data Corp. | 109,882 | 0.2 | ||||||||||
4,626 | Mastercard, Inc. - Class A | 909,102 | 1.2 | |||||||||||
15,420 | Microsoft Corp. | 1,520,566 | 2.0 | |||||||||||
2,000 | (1) | Pagseguro Digital Ltd. | 55,500 | 0.1 | ||||||||||
905 | (1) | Palo Alto Networks, Inc. | 185,950 | 0.3 | ||||||||||
665 | Total System Services, Inc. | 56,206 | 0.1 | |||||||||||
14,180 | Visa, Inc. - Class A | 1,878,141 | 2.5 | |||||||||||
17,122,968 | 23.0 | |||||||||||||
Materials: 5.1% | ||||||||||||||
11,665 | Albemarle Corp. | 1,100,359 | 1.5 | |||||||||||
7,784 | DowDuPont, Inc. | 513,121 | 0.7 | |||||||||||
6,952 | Mosaic Co. | 195,004 | 0.2 | |||||||||||
2,695 | NewMarket Corp. | 1,090,127 | 1.4 | |||||||||||
5,825 | Nucor Corp. | 364,063 | 0.5 | |||||||||||
5,050 | Sealed Air Corp. | 214,373 | 0.3 | |||||||||||
886 | Sherwin-Williams Co. | 361,107 | 0.5 | |||||||||||
3,838,154 | 5.1 |
See Accompanying Notes to Financial Statements
40 |
Voya Multi-Manager Large Cap Core Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Real Estate: 1.2% | ||||||||||||||
4,698 | American Tower Corp. | 677,311 | 0.9 | |||||||||||
545 | Equinix, Inc. | 234,290 | 0.3 | |||||||||||
911,601 | 1.2 | |||||||||||||
Telecommunication Services: 2.1% | ||||||||||||||
10,515 | AT&T, Inc. | 337,636 | 0.4 | |||||||||||
1,540 | (1) | T-Mobile US, Inc. | 92,015 | 0.1 | ||||||||||
23,354 | Verizon Communications, Inc. | 1,174,940 | 1.6 | |||||||||||
1,604,591 | 2.1 | |||||||||||||
Utilities: 0.4% | ||||||||||||||
4,023 | American Electric Power Co., Inc. | 278,593 | 0.4 | |||||||||||
Total Common Stock | ||||||||||||||
(Cost $63,558,679) | 73,783,047 | 98.9 | ||||||||||||
SHORT-TERM INVESTMENTS: 1.2% | ||||||||||||||
Mutual Funds: 1.2% | ||||||||||||||
858,093 | (2) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.800% | ||||||||||||
(Cost $858,093) | 858,093 | 1.2 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $858,093) | 858,093 | 1.2 | ||||||||||||
Total Investments in Securities (Cost $64,416,772) | $ | 74,641,140 | 100.1 | |||||||||||
Liabilities in Excess of Other Assets | (65,991 | ) | (0.1 | ) | ||||||||||
Net Assets | $ | 74,575,149 | 100.0 |
(1) | Non-income producing security. |
(2) | Rate shown is the 7-day yield as of June 30, 2018. |
See Accompanying Notes to Financial Statements
41 |
Voya U.S. Stock Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 99.4% | ||||||||||||||
Consumer Discretionary: 12.9% | ||||||||||||||
16,806 | Advance Auto Parts, Inc. | 2,280,574 | 0.0 | |||||||||||
91,428 | (1) | Amazon.com, Inc. | 155,409,314 | 3.0 | ||||||||||
6,053 | (1) | Autozone, Inc. | 4,061,139 | 0.1 | ||||||||||
55,677 | Best Buy Co., Inc. | 4,152,391 | 0.1 | |||||||||||
10,936 | (1) | Booking Holdings, Inc. | 22,168,256 | 0.4 | ||||||||||
44,835 | BorgWarner, Inc. | 1,935,079 | 0.0 | |||||||||||
40,425 | (1) | Carmax, Inc. | 2,945,770 | 0.1 | ||||||||||
92,162 | Carnival Corp. | 5,281,804 | 0.1 | |||||||||||
77,521 | CBS Corp. - Class B | 4,358,231 | 0.1 | |||||||||||
42,048 | (1) | Charter Communications, Inc. | 12,328,894 | 0.2 | ||||||||||
5,552 | (1) | Chipotle Mexican Grill, Inc. | 2,394,966 | 0.1 | ||||||||||
1,042,499 | Comcast Corp. – Class A | 34,204,392 | 0.7 | |||||||||||
28,102 | Darden Restaurants, Inc. | 3,008,600 | 0.1 | |||||||||||
60,107 | Delphi Technologies PLC | 5,507,604 | 0.1 | |||||||||||
35,427 | (1),(2) | Discovery Communications, Inc. - Class A | 974,242 | 0.0 | ||||||||||
77,548 | (1) | Discovery Communications, Inc. - Class C | 1,977,474 | 0.0 | ||||||||||
51,974 | (1) | Dish Network Corp. - Class A | 1,746,846 | 0.0 | ||||||||||
57,703 | Dollar General Corp. | 5,689,516 | 0.1 | |||||||||||
53,979 | (1) | Dollar Tree, Inc. | 4,588,215 | 0.1 | ||||||||||
77,968 | D.R. Horton, Inc. | 3,196,688 | 0.1 | |||||||||||
27,439 | Expedia, Inc. | 3,297,893 | 0.1 | |||||||||||
26,814 | Foot Locker, Inc. | 1,411,757 | 0.0 | |||||||||||
888,562 | Ford Motor Co. | 9,836,381 | 0.2 | |||||||||||
49,259 | Gap, Inc. | 1,595,499 | 0.0 | |||||||||||
25,250 | Garmin Ltd. | 1,540,250 | 0.0 | |||||||||||
287,969 | General Motors Co. | 11,345,979 | 0.2 | |||||||||||
33,312 | Genuine Parts Co. | 3,057,708 | 0.1 | |||||||||||
54,445 | Goodyear Tire & Rubber Co. | 1,268,024 | 0.0 | |||||||||||
47,492 | H&R Block, Inc. | 1,081,868 | 0.0 | |||||||||||
81,810 | (2) | Hanesbrands, Inc. | 1,801,456 | 0.0 | ||||||||||
37,784 | Harley-Davidson, Inc. | 1,589,951 | 0.0 | |||||||||||
25,810 | Hasbro, Inc. | 2,382,521 | 0.1 | |||||||||||
63,425 | Hilton Worldwide Holdings, Inc. | 5,020,723 | 0.1 | |||||||||||
261,872 | Home Depot, Inc. | 51,091,227 | 1.0 | |||||||||||
87,519 | Interpublic Group of Cos., Inc. | 2,051,445 | 0.0 | |||||||||||
38,192 | Kohl's Corp. | 2,784,197 | 0.1 | |||||||||||
55,065 | L Brands, Inc. | 2,030,797 | 0.0 | |||||||||||
29,800 | Leggett & Platt, Inc. | 1,330,272 | 0.0 | |||||||||||
62,113 | Lennar Corp. - Class A | 3,260,932 | 0.1 | |||||||||||
70,309 | (1) | LKQ Corp. | 2,242,857 | 0.0 | ||||||||||
186,607 | Lowe's Cos, Inc. | 17,834,031 | 0.3 | |||||||||||
69,551 | Macy's, Inc. | 2,603,294 | 0.1 | |||||||||||
67,382 | Marriott International, Inc. | 8,530,561 | 0.2 | |||||||||||
78,097 | (2) | Mattel, Inc. | 1,282,353 | 0.0 | ||||||||||
178,247 | McDonald's Corp. | 27,929,522 | 0.5 | |||||||||||
113,759 | MGM Resorts International | 3,302,424 | 0.1 | |||||||||||
34,028 | (1) | Michael Kors Holdings Ltd. | 2,266,265 | 0.0 | ||||||||||
14,395 | (1) | Mohawk Industries, Inc. | 3,084,417 | 0.1 | ||||||||||
98,682 | (1) | Netflix, Inc. | 38,627,095 | 0.7 | ||||||||||
110,261 | Newell Brands, Inc. | 2,843,631 | 0.1 | |||||||||||
87,008 | News Corp - Class A | 1,348,624 | 0.0 | |||||||||||
27,645 | News Corp - Class B | 438,173 | 0.0 | |||||||||||
291,191 | Nike, Inc. | 23,202,099 | 0.4 | |||||||||||
26,665 | Nordstrom, Inc. | 1,380,714 | 0.0 | |||||||||||
46,927 | (1) | Norwegian Cruise Line Holdings Ltd. | 2,217,301 | 0.0 | ||||||||||
51,598 | Omnicom Group | 3,935,379 | 0.1 | |||||||||||
18,595 | (1) | O'Reilly Automotive, Inc. | 5,087,034 | 0.1 | ||||||||||
59,633 | Pulte Group, Inc. | 1,714,449 | 0.0 | |||||||||||
17,493 | PVH Corp. | 2,619,052 | 0.1 | |||||||||||
12,639 | Ralph Lauren Corp. | 1,588,975 | 0.0 | |||||||||||
85,956 | Ross Stores, Inc. | 7,284,771 | 0.1 | |||||||||||
38,456 | Royal Caribbean Cruises Ltd. | 3,984,042 | 0.1 | |||||||||||
313,281 | Starbucks Corp. | 15,303,777 | 0.3 | |||||||||||
65,339 | Tapestry, Inc. | 3,051,985 | 0.1 | |||||||||||
121,030 | Target Corp. | 9,212,804 | 0.2 | |||||||||||
23,128 | Tiffany & Co. | 3,043,645 | 0.1 | |||||||||||
142,355 | TJX Cos., Inc. | 13,549,349 | 0.3 | |||||||||||
27,707 | Tractor Supply Co. | 2,119,308 | 0.0 | |||||||||||
24,327 | (1),(2) | TripAdvisor, Inc. | 1,355,257 | 0.0 | ||||||||||
239,282 | Twenty-First Century Fox, Inc. - Class A | 11,889,923 | 0.2 | |||||||||||
99,702 | Twenty-First Century Fox, Inc. - Class B | 4,912,318 | 0.1 | |||||||||||
12,979 | (1) | Ulta Beauty, Inc. | 3,030,077 | 0.1 | ||||||||||
42,220 | (1),(2) | Under Armour, Inc. - Class A | 949,106 | 0.0 | ||||||||||
42,758 | (1),(2) | Under Armour, Inc. - Class C | 901,339 | 0.0 | ||||||||||
74,325 | VF Corp. | 6,058,974 | 0.1 | |||||||||||
80,131 | Viacom, Inc. - Class B | 2,416,751 | 0.1 | |||||||||||
337,515 | Walt Disney Co. | 35,374,947 | 0.7 | |||||||||||
14,648 | Whirlpool Corp. | 2,141,977 | 0.0 | |||||||||||
19,228 | Wynn Resorts Ltd. | 3,217,614 | 0.1 | |||||||||||
73,375 | Yum! Brands, Inc. | 5,739,393 | 0.1 | |||||||||||
675,604,482 | 12.9 | |||||||||||||
Consumer Staples: 6.8% | ||||||||||||||
429,660 | Altria Group, Inc. | 24,400,391 | 0.5 | |||||||||||
126,943 | Archer-Daniels-Midland Co. | 5,817,798 | 0.1 | |||||||||||
59,463 | Brown-Forman Corp. - Class B | 2,914,282 | 0.1 | |||||||||||
43,679 | (2) | Campbell Soup Co. | 1,770,747 | 0.0 | ||||||||||
55,551 | Church & Dwight Co., Inc. | 2,953,091 | 0.1 | |||||||||||
29,400 | Clorox Co. | 3,976,350 | 0.1 | |||||||||||
869,409 | Coca-Cola Co. | 38,132,279 | 0.7 | |||||||||||
198,030 | Colgate-Palmolive Co. | 12,834,324 | 0.2 | |||||||||||
89,335 | Conagra Brands, Inc. | 3,191,939 | 0.1 | |||||||||||
38,141 | Constellation Brands, Inc. | 8,347,921 | 0.2 | |||||||||||
99,569 | Costco Wholesale Corp. | 20,807,930 | 0.4 | |||||||||||
107,342 | Coty, Inc - Class A | 1,513,522 | 0.0 | |||||||||||
50,849 | Estee Lauder Cos., Inc. | 7,255,644 | 0.1 | |||||||||||
134,595 | General Mills, Inc. | 5,957,175 | 0.1 | |||||||||||
31,720 | Hershey Co. | 2,951,863 | 0.1 | |||||||||||
61,308 | (2) | Hormel Foods Corp. | 2,281,271 | 0.0 |
See Accompanying Notes to Financial Statements
42 |
Voya U.S. Stock Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Consumer Staples: (continued) | ||||||||||||||
25,789 | JM Smucker Co. | 2,771,802 | 0.0 | |||||||||||
56,693 | Kellogg Co. | 3,961,140 | 0.1 | |||||||||||
79,303 | Kimberly-Clark Corp. | 8,353,778 | 0.2 | |||||||||||
135,618 | Kraft Heinz Co. | 8,519,523 | 0.2 | |||||||||||
184,528 | Kroger Co. | 5,249,822 | 0.1 | |||||||||||
27,534 | (2) | McCormick & Co., Inc. | 3,196,422 | 0.1 | ||||||||||
42,008 | Molson Coors Brewing Co. | 2,858,224 | 0.0 | |||||||||||
334,863 | Mondelez International, Inc. | 13,729,383 | 0.3 | |||||||||||
93,248 | (1) | Monster Beverage Corp. | 5,343,110 | 0.1 | ||||||||||
321,874 | PepsiCo, Inc. | 35,042,422 | 0.7 | |||||||||||
352,890 | Philip Morris International, Inc. | 28,492,339 | 0.5 | |||||||||||
570,853 | Procter & Gamble Co. | 44,560,785 | 0.8 | |||||||||||
108,811 | Sysco Corp. | 7,430,703 | 0.1 | |||||||||||
67,560 | Tyson Foods, Inc. | 4,651,506 | 0.1 | |||||||||||
193,606 | Walgreens Boots Alliance, Inc. | 11,619,264 | 0.2 | |||||||||||
328,427 | Walmart, Inc. | 28,129,772 | 0.5 | |||||||||||
359,016,522 | 6.8 | |||||||||||||
Energy: 6.3% | ||||||||||||||
116,933 | Anadarko Petroleum Corp. | 8,565,342 | 0.2 | |||||||||||
31,562 | Andeavor | 4,140,303 | 0.1 | |||||||||||
86,755 | Apache Corp. | 4,055,796 | 0.1 | |||||||||||
94,532 | Baker Hughes a GE Co. | 3,122,392 | 0.1 | |||||||||||
102,495 | Cabot Oil & Gas Corp. | 2,439,381 | 0.0 | |||||||||||
433,817 | Chevron Corp. | 54,847,483 | 1.0 | |||||||||||
21,664 | Cimarex Energy Co. | 2,204,095 | 0.0 | |||||||||||
33,842 | (1) | Concho Resources, Inc./Midland TX | 4,682,041 | 0.1 | ||||||||||
265,623 | ConocoPhillips | 18,492,673 | 0.3 | |||||||||||
118,820 | Devon Energy Corp. | 5,223,327 | 0.1 | |||||||||||
131,410 | EOG Resources, Inc. | 16,351,346 | 0.3 | |||||||||||
57,257 | EQT Corp. | 3,159,441 | 0.1 | |||||||||||
961,146 | Exxon Mobil Corp. | 79,515,609 | 1.5 | |||||||||||
198,860 | Halliburton Co. | 8,960,632 | 0.2 | |||||||||||
24,718 | Helmerich & Payne, Inc. | 1,576,020 | 0.0 | |||||||||||
59,443 | Hess Corp. | 3,976,142 | 0.1 | |||||||||||
40,078 | HollyFrontier Corp. | 2,742,538 | 0.1 | |||||||||||
430,698 | Kinder Morgan, Inc. | 7,610,434 | 0.1 | |||||||||||
193,688 | Marathon Oil Corp. | 4,040,332 | 0.1 | |||||||||||
104,854 | Marathon Petroleum Corp. | 7,356,557 | 0.1 | |||||||||||
86,725 | National Oilwell Varco, Inc. | 3,763,865 | 0.1 | |||||||||||
45,341 | (1) | Newfield Exploration Co. | 1,371,565 | 0.0 | ||||||||||
109,976 | Noble Energy, Inc. | 3,879,953 | 0.1 | |||||||||||
173,842 | Occidental Petroleum Corp. | 14,547,099 | 0.3 | |||||||||||
93,321 | Oneok, Inc. | 6,516,605 | 0.1 | |||||||||||
95,277 | Phillips 66 | 10,700,560 | 0.2 | |||||||||||
38,690 | Pioneer Natural Resources Co. | 7,321,696 | 0.1 | |||||||||||
314,447 | Schlumberger Ltd. | 21,077,382 | 0.4 | |||||||||||
98,529 | TechnipFMC PLC | 3,127,310 | 0.1 | |||||||||||
97,826 | Valero Energy Corp. | 10,842,056 | 0.2 | |||||||||||
187,897 | Williams Cos., Inc. | 5,093,888 | 0.1 | |||||||||||
331,303,863 | 6.3 | |||||||||||||
Financials: 13.8% | ||||||||||||||
12,330 | Affiliated Managers Group, Inc. | 1,833,101 | 0.0 | |||||||||||
175,748 | Aflac, Inc. | 7,560,679 | 0.1 | |||||||||||
203,788 | American International Group, Inc. | 10,804,840 | 0.2 | |||||||||||
79,793 | Allstate Corp. | 7,282,707 | 0.1 | |||||||||||
162,112 | American Express Co. | 15,886,976 | 0.3 | |||||||||||
32,829 | Ameriprise Financial, Inc. | 4,592,121 | 0.1 | |||||||||||
55,508 | Aon PLC | 7,614,032 | 0.1 | |||||||||||
41,379 | Arthur J. Gallagher & Co. | 2,701,221 | 0.1 | |||||||||||
12,037 | Assurant, Inc. | 1,245,709 | 0.0 | |||||||||||
2,140,664 | Bank of America Corp. | 60,345,318 | 1.1 | |||||||||||
229,439 | Bank of New York Mellon Corp. | 12,373,645 | 0.2 | |||||||||||
177,016 | BB&T Corp. | 8,928,687 | 0.2 | |||||||||||
436,942 | (1) | Berkshire Hathaway, Inc. – Class B | 81,555,224 | 1.6 | ||||||||||
27,998 | Blackrock, Inc. | 13,972,122 | 0.3 | |||||||||||
27,466 | (1) | Brighthouse Financial, Inc. | 1,100,563 | 0.0 | ||||||||||
110,428 | Capital One Financial Corp. | 10,148,333 | 0.2 | |||||||||||
25,537 | Cboe Global Markets, Inc. | 2,657,636 | 0.1 | |||||||||||
272,594 | Charles Schwab Corp. | 13,929,553 | 0.3 | |||||||||||
105,744 | Chubb Ltd. | 13,431,603 | 0.3 | |||||||||||
33,910 | Cincinnati Financial Corp. | 2,267,223 | 0.0 | |||||||||||
578,874 | Citigroup, Inc. | 38,738,248 | 0.7 | |||||||||||
110,041 | Citizens Financial Group, Inc. | 4,280,595 | 0.1 | |||||||||||
77,301 | CME Group, Inc. | 12,671,180 | 0.2 | |||||||||||
39,031 | Comerica, Inc. | 3,548,699 | 0.1 | |||||||||||
79,223 | Discover Financial Services | 5,578,091 | 0.1 | |||||||||||
59,912 | (1) | E*Trade Financial Corp. | 3,664,218 | 0.1 | ||||||||||
9,335 | Everest Re Group Ltd. | 2,151,531 | 0.0 | |||||||||||
155,618 | Fifth Third Bancorp | 4,466,237 | 0.1 | |||||||||||
72,355 | (2) | Franklin Resources, Inc. | 2,318,978 | 0.0 | ||||||||||
79,745 | Goldman Sachs Group, Inc. | 17,589,355 | 0.3 | |||||||||||
81,303 | Hartford Financial Services Group, Inc. | 4,157,022 | 0.1 | |||||||||||
250,850 | Huntington Bancshares, Inc. | 3,702,546 | 0.1 | |||||||||||
131,494 | Intercontinental Exchange, Inc. | 9,671,384 | 0.2 | |||||||||||
93,250 | Invesco Ltd. | 2,476,720 | 0.1 | |||||||||||
68,830 | Jefferies Financial Group, Inc. | 1,565,194 | 0.0 | |||||||||||
772,937 | JPMorgan Chase & Co. | 80,540,035 | 1.5 | |||||||||||
241,014 | Keycorp | 4,709,414 | 0.1 | |||||||||||
49,650 | Lincoln National Corp. | 3,090,712 | 0.1 | |||||||||||
59,443 | Loews Corp. | 2,869,908 | 0.1 | |||||||||||
32,971 | M&T Bank Corp. | 5,610,016 | 0.1 | |||||||||||
115,184 | Marsh & McLennan Cos., Inc. | 9,441,632 | 0.2 | |||||||||||
230,768 | Metlife, Inc. | 10,061,485 | 0.2 | |||||||||||
37,901 | Moody's Corp. | 6,464,395 | 0.1 | |||||||||||
309,445 | Morgan Stanley | 14,667,693 | 0.3 | |||||||||||
20,210 | MSCI, Inc. - Class A | 3,343,340 | 0.1 | |||||||||||
26,533 | Nasdaq, Inc. | 2,421,667 | 0.0 | |||||||||||
48,012 | Northern Trust Corp. | 4,939,955 | 0.1 | |||||||||||
78,974 | People's United Financial, Inc. | 1,428,640 | 0.0 | |||||||||||
106,584 | PNC Financial Services Group, Inc. | 14,399,498 | 0.3 |
See Accompanying Notes to Financial Statements
43 |
Voya U.S. Stock Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Financials: (continued) | ||||||||||||||
60,463 | Principal Financial Group, Inc. | 3,201,516 | 0.1 | |||||||||||
132,208 | Progressive Corp. | 7,820,103 | 0.2 | |||||||||||
95,346 | Prudential Financial, Inc. | 8,915,804 | 0.2 | |||||||||||
29,471 | Raymond James Financial, Inc. | 2,633,234 | 0.1 | |||||||||||
254,972 | Regions Financial Corp. | 4,533,402 | 0.1 | |||||||||||
57,049 | S&P Global, Inc. | 11,631,721 | 0.2 | |||||||||||
82,953 | State Street Corp. | 7,722,095 | 0.1 | |||||||||||
105,523 | SunTrust Banks, Inc. | 6,966,628 | 0.1 | |||||||||||
12,026 | (1) | SVB Financial Group | 3,472,628 | 0.1 | ||||||||||
161,061 | Synchrony Financial | 5,376,216 | 0.1 | |||||||||||
54,969 | T. Rowe Price Group, Inc. | 6,381,351 | 0.1 | |||||||||||
23,975 | Torchmark Corp. | 1,951,805 | 0.0 | |||||||||||
61,353 | Travelers Cos., Inc. | 7,505,926 | 0.1 | |||||||||||
50,215 | Unum Group | 1,857,453 | 0.0 | |||||||||||
354,221 | US Bancorp | 17,718,134 | 0.3 | |||||||||||
995,596 | Wells Fargo & Co. | 55,195,842 | 1.1 | |||||||||||
29,930 | Willis Towers Watson PLC | 4,537,388 | 0.1 | |||||||||||
58,635 | XL Group Ltd. | 3,280,628 | 0.1 | |||||||||||
44,748 | Zions Bancorp. | 2,357,772 | 0.0 | |||||||||||
723,859,327 | 13.8 | |||||||||||||
Health Care: 14.0% | ||||||||||||||
398,001 | Abbott Laboratories | 24,274,081 | 0.5 | |||||||||||
344,037 | AbbVie, Inc. | 31,875,028 | 0.6 | |||||||||||
9,592 | (1) | Abiomed, Inc. | 3,923,608 | 0.1 | ||||||||||
74,257 | Aetna, Inc. | 13,626,159 | 0.3 | |||||||||||
72,634 | Agilent Technologies, Inc. | 4,491,687 | 0.1 | |||||||||||
50,511 | (1) | Alexion Pharmaceuticals, Inc. | 6,270,941 | 0.1 | ||||||||||
16,376 | (1) | Align Technology, Inc. | 5,602,885 | 0.1 | ||||||||||
76,973 | Allergan plc | 12,832,939 | 0.2 | |||||||||||
36,925 | AmerisourceBergen Corp. | 3,148,595 | 0.1 | |||||||||||
151,192 | Amgen, Inc. | 27,908,531 | 0.5 | |||||||||||
57,934 | Anthem, Inc. | 13,790,030 | 0.3 | |||||||||||
111,839 | Baxter International, Inc. | 8,258,192 | 0.2 | |||||||||||
60,659 | Becton Dickinson & Co. | 14,531,470 | 0.3 | |||||||||||
47,902 | (1) | Biogen, Inc. | 13,903,076 | 0.3 | ||||||||||
313,238 | (1) | Boston Scientific Corp. | 10,242,883 | 0.2 | ||||||||||
371,065 | Bristol-Myers Squibb Co. | 20,534,737 | 0.4 | |||||||||||
70,530 | Cardinal Health, Inc. | 3,443,980 | 0.1 | |||||||||||
160,463 | (1) | Celgene Corp. | 12,743,971 | 0.2 | ||||||||||
46,579 | (1) | Centene Corp. | 5,738,999 | 0.1 | ||||||||||
71,561 | (1) | Cerner Corp. | 4,278,632 | 0.1 | ||||||||||
55,226 | Cigna Corp. | 9,385,659 | 0.2 | |||||||||||
11,129 | Cooper Cos., Inc. | 2,620,323 | 0.0 | |||||||||||
230,794 | CVS Health Corp. | 14,851,594 | 0.3 | |||||||||||
139,556 | Danaher Corp. | 13,771,386 | 0.3 | |||||||||||
31,691 | (1) | DaVita, Inc. | 2,200,623 | 0.0 | ||||||||||
51,632 | Dentsply Sirona, Inc. | 2,259,933 | 0.0 | |||||||||||
47,850 | (1) | Edwards Lifesciences Corp. | 6,965,524 | 0.1 | ||||||||||
216,840 | Eli Lilly & Co. | 18,502,957 | 0.4 | |||||||||||
27,498 | (1) | Envision Healthcare Corp. | 1,210,187 | 0.0 | ||||||||||
127,519 | (1) | Express Scripts Holding Co. | 9,845,742 | 0.2 | ||||||||||
295,179 | Gilead Sciences, Inc. | 20,910,480 | 0.4 | |||||||||||
63,437 | HCA Healthcare, Inc. | 6,508,636 | 0.1 | |||||||||||
34,966 | (1) | Henry Schein, Inc. | 2,539,930 | 0.0 | ||||||||||
61,978 | (1) | Hologic, Inc. | 2,463,625 | 0.0 | ||||||||||
31,256 | Humana, Inc. | 9,302,723 | 0.2 | |||||||||||
19,719 | (1) | Idexx Laboratories, Inc. | 4,297,559 | 0.1 | ||||||||||
33,371 | (1) | Illumina, Inc. | 9,320,187 | 0.2 | ||||||||||
39,940 | (1) | Incyte Corp., Ltd. | 2,675,980 | 0.0 | ||||||||||
25,720 | (1) | Intuitive Surgical, Inc. | 12,306,506 | 0.2 | ||||||||||
37,117 | (1) | IQVIA Holdings, Inc. | 3,705,019 | 0.1 | ||||||||||
608,889 | Johnson & Johnson | 73,882,591 | 1.4 | |||||||||||
23,224 | (1) | Laboratory Corp. of America Holdings | 4,169,405 | 0.1 | ||||||||||
45,869 | McKesson Corp. | 6,118,925 | 0.1 | |||||||||||
307,428 | Medtronic PLC | 26,318,911 | 0.5 | |||||||||||
610,741 | Merck & Co., Inc. | 37,071,979 | 0.7 | |||||||||||
5,765 | (1) | Mettler Toledo International, Inc. | 3,335,802 | 0.1 | ||||||||||
117,020 | (1) | Mylan NV | 4,229,103 | 0.1 | ||||||||||
36,576 | (1) | Nektar Therapeutics | 1,786,006 | 0.0 | ||||||||||
25,116 | (2) | PerkinElmer, Inc. | 1,839,245 | 0.0 | ||||||||||
29,233 | Perrigo Co. PLC | 2,131,378 | 0.0 | |||||||||||
1,327,943 | Pfizer, Inc. | 48,177,772 | 0.9 | |||||||||||
30,833 | Quest Diagnostics, Inc. | 3,389,780 | 0.1 | |||||||||||
17,558 | (1) | Regeneron Pharmaceuticals, Inc. | 6,057,334 | 0.1 | ||||||||||
32,404 | Resmed, Inc. | 3,356,406 | 0.1 | |||||||||||
72,961 | Stryker Corp. | 12,320,194 | 0.2 | |||||||||||
91,334 | Thermo Fisher Scientific, Inc. | 18,918,925 | 0.4 | |||||||||||
218,158 | UnitedHealth Group, Inc. | 53,522,884 | 1.0 | |||||||||||
19,784 | Universal Health Services, Inc. | 2,204,729 | 0.0 | |||||||||||
20,773 | (1) | Varian Medical Systems, Inc. | 2,362,306 | 0.0 | ||||||||||
57,850 | (1) | Vertex Pharmaceuticals, Inc. | 9,832,186 | 0.2 | ||||||||||
17,785 | (1) | Waters Corp. | 3,442,998 | 0.1 | ||||||||||
46,146 | Zimmer Biomet Holdings, Inc. | 5,142,510 | 0.1 | |||||||||||
109,845 | Zoetis, Inc. | 9,357,695 | 0.2 | |||||||||||
736,034,061 | 14.0 | |||||||||||||
Industrial: 0.1% | ||||||||||||||
94,587 | American Airlines Group, Inc. | 3,590,523 | 0.1 | |||||||||||
Industrials: 9.4% | ||||||||||||||
134,777 | 3M Co. | 26,513,331 | 0.5 | |||||||||||
27,982 | Alaska Air Group, Inc. | 1,689,833 | 0.0 | |||||||||||
21,557 | Allegion Public Ltd. | 1,667,650 | 0.0 | |||||||||||
52,572 | Ametek, Inc. | 3,793,595 | 0.1 | |||||||||||
32,935 | AO Smith Corp. | 1,948,105 | 0.0 | |||||||||||
96,457 | Arconic, Inc. | 1,640,734 | 0.0 | |||||||||||
124,320 | Boeing Co. | 41,710,603 | 0.8 | |||||||||||
135,734 | Caterpillar, Inc. | 18,415,032 | 0.4 | |||||||||||
31,609 | CH Robinson Worldwide, Inc. | 2,644,409 | 0.1 | |||||||||||
19,624 | Cintas Corp. | 3,631,814 | 0.1 | |||||||||||
45,897 | (1) | Copart, Inc. | 2,595,934 | 0.1 | ||||||||||
198,719 | CSX Corp. | 12,674,298 | 0.2 | |||||||||||
35,162 | Cummins, Inc. | 4,676,546 | 0.1 | |||||||||||
73,618 | Deere & Co. | 10,291,796 | 0.2 | |||||||||||
146,506 | Delta Air Lines, Inc. | 7,257,907 | 0.1 | |||||||||||
35,114 | Dover Corp. | 2,570,345 | 0.1 | |||||||||||
99,274 | Eaton Corp. PLC | 7,419,739 | 0.1 | |||||||||||
143,040 | Emerson Electric Co. | 9,889,786 | 0.2 | |||||||||||
27,306 | Equifax, Inc. | 3,416,254 | 0.1 | |||||||||||
39,655 | Expeditors International Washington, Inc. | 2,898,780 | 0.1 | |||||||||||
65,301 | Fastenal Co. | 3,142,937 | 0.1 |
See Accompanying Notes to Financial Statements
44 |
Voya U.S. Stock Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Industrials: (continued) | ||||||||||||||
55,809 | FedEx Corp. | 12,671,992 | 0.2 | |||||||||||
29,701 | Flowserve Corp. | 1,199,920 | 0.0 | |||||||||||
31,915 | Fluor Corp. | 1,556,814 | 0.0 | |||||||||||
69,633 | Fortive Corp. | 5,369,401 | 0.1 | |||||||||||
33,127 | Fortune Brands Home & Security, Inc. | 1,778,589 | 0.0 | |||||||||||
62,711 | General Dynamics Corp. | 11,689,957 | 0.2 | |||||||||||
1,971,706 | General Electric Co. | 26,834,919 | 0.5 | |||||||||||
26,953 | Harris Corp. | 3,895,787 | 0.1 | |||||||||||
169,565 | Honeywell International, Inc. | 24,425,838 | 0.5 | |||||||||||
10,102 | Huntington Ingalls Industries, Inc. | 2,190,013 | 0.0 | |||||||||||
80,842 | (1) | IHS Markit Ltd. | 4,170,639 | 0.1 | ||||||||||
69,214 | Illinois Tool Works, Inc. | 9,588,908 | 0.2 | |||||||||||
56,292 | Ingersoll-Rand PLC - Class A | 5,051,081 | 0.1 | |||||||||||
27,361 | Jacobs Engineering Group, Inc. | 1,737,150 | 0.0 | |||||||||||
19,435 | JB Hunt Transport Services, Inc. | 2,362,324 | 0.0 | |||||||||||
210,263 | Johnson Controls International plc | 7,033,297 | 0.1 | |||||||||||
23,292 | Kansas City Southern | 2,468,020 | 0.0 | |||||||||||
17,816 | L3 Technologies, Inc. | 3,426,373 | 0.1 | |||||||||||
56,393 | Lockheed Martin Corp. | 16,660,184 | 0.3 | |||||||||||
70,486 | Masco Corp. | 2,637,586 | 0.1 | |||||||||||
76,016 | Nielsen Holdings PLC | 2,351,175 | 0.0 | |||||||||||
64,141 | Norfolk Southern Corp. | 9,676,953 | 0.2 | |||||||||||
39,588 | Northrop Grumman Corp. | 12,181,228 | 0.2 | |||||||||||
79,867 | Paccar, Inc. | 4,948,559 | 0.1 | |||||||||||
30,184 | Parker Hannifin Corp. | 4,704,176 | 0.1 | |||||||||||
36,852 | Pentair PLC | 1,550,732 | 0.0 | |||||||||||
33,964 | (1) | Quanta Services, Inc. | 1,134,398 | 0.0 | ||||||||||
65,210 | Raytheon Co. | 12,597,268 | 0.2 | |||||||||||
50,623 | Republic Services, Inc. | 3,460,588 | 0.1 | |||||||||||
28,051 | Robert Half International, Inc. | 1,826,120 | 0.0 | |||||||||||
28,509 | Rockwell Automation, Inc. | 4,739,051 | 0.1 | |||||||||||
37,283 | Rockwell Collins, Inc. | 5,021,274 | 0.1 | |||||||||||
23,419 | Roper Technologies, Inc. | 6,461,536 | 0.1 | |||||||||||
12,848 | Snap-On, Inc. | 2,064,931 | 0.0 | |||||||||||
121,094 | Southwest Airlines Co. | 6,161,263 | 0.1 | |||||||||||
35,031 | Stanley Black & Decker, Inc. | 4,652,467 | 0.1 | |||||||||||
19,427 | (1) | Stericycle, Inc. | 1,268,389 | 0.0 | ||||||||||
58,125 | Textron, Inc. | 3,831,019 | 0.1 | |||||||||||
11,069 | TransDigm Group, Inc. | 3,820,355 | 0.1 | |||||||||||
176,068 | Union Pacific Corp. | 24,945,314 | 0.5 | |||||||||||
53,502 | (1) | United Continental Holdings, Inc. | 3,730,694 | 0.1 | ||||||||||
156,541 | United Parcel Service, Inc. - Class B | 16,629,350 | 0.3 | |||||||||||
18,978 | (1) | United Rentals, Inc. | 2,801,532 | 0.1 | ||||||||||
168,912 | United Technologies Corp. | 21,119,067 | 0.4 | |||||||||||
35,265 | (1) | Verisk Analytics, Inc. | 3,795,925 | 0.1 | ||||||||||
90,304 | Waste Management, Inc. | 7,345,327 | 0.1 | |||||||||||
11,572 | WW Grainger, Inc. | 3,568,805 | 0.1 | |||||||||||
40,845 | Xylem, Inc. | 2,752,136 | 0.1 | |||||||||||
496,377,852 | 9.4 | |||||||||||||
Information Technology: 25.8% | ||||||||||||||
145,991 | Accenture PLC | 23,882,668 | 0.5 | |||||||||||
172,805 | Activision Blizzard, Inc. | 13,188,478 | 0.2 | |||||||||||
111,798 | (1) | Adobe Systems, Inc. | 27,257,470 | 0.5 | ||||||||||
187,048 | (1) | Advanced Micro Devices, Inc. | 2,803,850 | 0.0 | ||||||||||
38,736 | (1) | Akamai Technologies, Inc. | 2,836,637 | 0.1 | ||||||||||
10,942 | Alliance Data Systems Corp. | 2,551,674 | 0.0 | |||||||||||
67,800 | (1) | Alphabet, Inc. - Class A | 76,559,082 | 1.5 | ||||||||||
68,922 | (1) | Alphabet, Inc. - Class C | 76,892,829 | 1.5 | ||||||||||
68,431 | Amphenol Corp. | 5,963,762 | 0.1 | |||||||||||
84,199 | Analog Devices, Inc. | 8,076,368 | 0.1 | |||||||||||
19,073 | (1) | ANSYS, Inc. | 3,322,135 | 0.1 | ||||||||||
1,115,812 | Apple, Inc. | 206,547,959 | 3.9 | |||||||||||
228,842 | Applied Materials, Inc. | 10,570,212 | 0.2 | |||||||||||
49,741 | (1) | Autodesk, Inc. | 6,520,548 | 0.1 | ||||||||||
100,005 | Automatic Data Processing, Inc. | 13,414,671 | 0.3 | |||||||||||
91,189 | Broadcom, Inc. | 22,126,099 | 0.4 | |||||||||||
26,770 | Broadridge Financial Solutions, Inc. ADR | 3,081,227 | 0.1 | |||||||||||
70,934 | CA, Inc. | 2,528,797 | 0.0 | |||||||||||
63,997 | (1) | Cadence Design Systems, Inc. | 2,771,710 | 0.0 | ||||||||||
1,067,627 | Cisco Systems, Inc. | 45,939,990 | 0.9 | |||||||||||
29,228 | (1) | Citrix Systems, Inc. | 3,064,264 | 0.1 | ||||||||||
133,008 | Cognizant Technology Solutions Corp. | 10,506,302 | 0.2 | |||||||||||
188,502 | Corning, Inc. | 5,185,690 | 0.1 | |||||||||||
64,652 | DXC Technology Co. | 5,211,598 | 0.1 | |||||||||||
209,853 | (1) | eBay, Inc. | 7,609,270 | 0.1 | ||||||||||
69,656 | (1) | Electronic Arts, Inc. | 9,822,889 | 0.2 | ||||||||||
13,874 | (1) | F5 Networks, Inc. | 2,392,571 | 0.0 | ||||||||||
544,521 | (1) | Facebook, Inc.- Class A | 105,811,321 | 2.0 | ||||||||||
75,145 | Fidelity National Information Services, Inc. | 7,967,624 | 0.1 | |||||||||||
92,949 | (1) | Fiserv, Inc. | 6,886,591 | 0.1 | ||||||||||
20,332 | (1) | FleetCor Technologies, Inc. | 4,282,936 | 0.1 | ||||||||||
31,150 | Flir Systems, Inc. | 1,618,865 | 0.0 | |||||||||||
20,713 | (1) | Gartner, Inc. | 2,752,758 | 0.0 | ||||||||||
36,219 | Global Payments, Inc. | 4,038,056 | 0.1 | |||||||||||
346,653 | Hewlett Packard Enterprise Co. | 5,064,600 | 0.1 | |||||||||||
372,617 | HP, Inc. | 8,454,680 | 0.2 | |||||||||||
1,057,892 | Intel Corp. | 52,587,811 | 1.0 | |||||||||||
193,805 | International Business Machines Corp. | 27,074,558 | 0.5 | |||||||||||
55,337 | Intuit, Inc. | 11,305,626 | 0.2 | |||||||||||
8,533 | (1) | IPG Photonics Corp. | 1,882,636 | 0.0 | ||||||||||
79,263 | Juniper Networks, Inc. | 2,173,391 | 0.0 | |||||||||||
35,385 | KLA-Tencor Corp. | 3,628,024 | 0.1 | |||||||||||
37,241 | Lam Research Corp. | 6,437,107 | 0.1 | |||||||||||
208,144 | Mastercard, Inc. - Class A | 40,904,459 | 0.8 | |||||||||||
53,357 | Microchip Technology, Inc. | 4,852,819 | 0.1 | |||||||||||
263,285 | (1) | Micron Technology, Inc. | 13,806,665 | 0.3 | ||||||||||
1,744,205 | Microsoft Corp. | 171,996,055 | 3.3 | |||||||||||
36,807 | Motorola Solutions, Inc. | 4,283,231 | �� | 0.1 | ||||||||||
60,823 | NetApp, Inc. | 4,776,430 | 0.1 | |||||||||||
137,798 | Nvidia Corp. | 32,644,346 | 0.6 | |||||||||||
676,526 | Oracle Corp. | 29,807,736 | 0.6 | |||||||||||
72,589 | Paychex, Inc. | 4,961,458 | 0.1 |
See Accompanying Notes to Financial Statements
45 |
Voya U.S. Stock Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Information Technology: (continued) | ||||||||||||||
253,382 | (1) | PayPal Holdings, Inc. | 21,099,119 | 0.4 | ||||||||||
28,715 | (1) | Qorvo, Inc. | 2,302,082 | 0.0 | ||||||||||
336,578 | Qualcomm, Inc. | 18,888,757 | 0.4 | |||||||||||
40,335 | (1) | Red Hat, Inc. | 5,419,814 | 0.1 | ||||||||||
160,122 | (1) | Salesforce.com, Inc. | 21,840,641 | 0.4 | ||||||||||
65,168 | Seagate Technology | 3,680,037 | 0.1 | |||||||||||
41,334 | Skyworks Solutions, Inc. | 3,994,931 | 0.1 | |||||||||||
141,099 | Symantec Corp. | 2,913,694 | 0.1 | |||||||||||
33,828 | (1) | Synopsys, Inc. | 2,894,662 | 0.1 | ||||||||||
25,966 | (1) | Take-Two Interactive Software, Inc. | 3,073,336 | 0.1 | ||||||||||
79,513 | TE Connectivity Ltd. | 7,160,941 | 0.1 | |||||||||||
222,230 | Texas Instruments, Inc. | 24,500,858 | 0.5 | |||||||||||
37,662 | Total System Services, Inc. | 3,183,192 | 0.1 | |||||||||||
148,654 | (1) | Twitter, Inc. | 6,491,720 | 0.1 | ||||||||||
21,795 | (1) | VeriSign, Inc. | 2,995,069 | 0.1 | ||||||||||
405,487 | Visa, Inc. - Class A | 53,706,753 | 1.0 | |||||||||||
67,933 | Western Digital Corp. | 5,258,694 | 0.1 | |||||||||||
104,592 | Western Union Co. | 2,126,355 | 0.0 | |||||||||||
48,565 | Xerox Corp. | 1,165,560 | 0.0 | |||||||||||
57,527 | Xilinx, Inc. | 3,754,212 | 0.1 | |||||||||||
1,357,078,960 | 25.8 | |||||||||||||
Materials: 2.6% | ||||||||||||||
49,760 | Air Products & Chemicals, Inc. | 7,749,125 | 0.1 | |||||||||||
25,145 | (2) | Albemarle Corp. | 2,371,928 | 0.0 | ||||||||||
19,984 | Avery Dennison Corp. | 2,040,366 | 0.0 | |||||||||||
79,283 | Ball Corp. | 2,818,511 | 0.1 | |||||||||||
52,976 | CF Industries Holdings, Inc. | 2,352,134 | 0.0 | |||||||||||
526,855 | DowDuPont, Inc. | 34,730,282 | 0.7 | |||||||||||
32,408 | Eastman Chemical Co. | 3,239,504 | 0.1 | |||||||||||
58,949 | Ecolab, Inc. | 8,272,313 | 0.2 | |||||||||||
30,537 | FMC Corp. | 2,724,206 | 0.1 | |||||||||||
305,876 | Freeport-McMoRan, Inc. | 5,279,420 | 0.1 | |||||||||||
17,919 | International Flavors & Fragrances, Inc. | 2,221,239 | 0.0 | |||||||||||
94,005 | International Paper Co. | 4,895,780 | 0.1 | |||||||||||
72,985 | LyondellBasell Industries NV - Class A | 8,017,402 | 0.2 | |||||||||||
14,291 | Martin Marietta Materials, Inc. | 3,191,609 | 0.1 | |||||||||||
79,621 | Mosaic Co. | 2,233,369 | 0.0 | |||||||||||
121,110 | Newmont Mining Corp. | 4,567,058 | 0.1 | |||||||||||
72,213 | Nucor Corp. | 4,513,313 | 0.1 | |||||||||||
21,418 | Packaging Corp. of America | 2,394,318 | 0.0 | |||||||||||
56,600 | PPG Industries, Inc. | 5,871,118 | 0.1 | |||||||||||
65,237 | Praxair, Inc. | 10,317,232 | 0.2 | |||||||||||
36,586 | Sealed Air Corp. | 1,553,076 | 0.0 | |||||||||||
18,688 | Sherwin-Williams Co. | 7,616,668 | 0.1 | |||||||||||
30,008 | Vulcan Materials Co. | 3,872,832 | 0.1 | |||||||||||
58,219 | WestRock Co. | 3,319,647 | 0.1 | |||||||||||
136,162,450 | 2.6 | |||||||||||||
Real Estate: 2.8% | ||||||||||||||
23,379 | Alexandria Real Estate Equities, Inc. | 2,949,728 | 0.1 | |||||||||||
100,264 | American Tower Corp. | 14,455,061 | 0.3 | |||||||||||
35,721 | Apartment Investment & Management Co. - Class A | 1,510,998 | 0.0 | |||||||||||
31,376 | AvalonBay Communities, Inc. | 5,393,221 | 0.1 | |||||||||||
35,043 | Boston Properties, Inc. | 4,395,093 | 0.1 | |||||||||||
68,642 | (1) | CBRE Group, Inc. | 3,276,969 | 0.1 | ||||||||||
94,171 | Crown Castle International Corp. | 10,153,517 | 0.2 | |||||||||||
46,755 | Digital Realty Trust, Inc. | 5,216,923 | 0.1 | |||||||||||
81,051 | Duke Realty Corp. | 2,352,911 | 0.0 | |||||||||||
18,038 | Equinix, Inc. | 7,754,356 | 0.1 | |||||||||||
83,590 | Equity Residential | 5,323,847 | 0.1 | |||||||||||
14,993 | Essex Property Trust, Inc. | 3,584,376 | 0.1 | |||||||||||
28,629 | Extra Space Storage, Inc. | 2,857,460 | 0.1 | |||||||||||
16,622 | Federal Realty Investment Trust | 2,103,514 | 0.0 | |||||||||||
143,596 | GGP, Inc. | 2,933,666 | 0.1 | |||||||||||
106,651 | HCP, Inc. | 2,753,729 | 0.1 | |||||||||||
168,295 | Host Hotels & Resorts, Inc. | 3,545,976 | 0.1 | |||||||||||
63,891 | Iron Mountain, Inc. | 2,236,824 | 0.0 | |||||||||||
96,458 | Kimco Realty Corp. | 1,638,821 | 0.0 | |||||||||||
24,646 | Macerich Co. | 1,400,632 | 0.0 | |||||||||||
25,832 | Mid-America Apartment Communities, Inc. | 2,600,507 | 0.0 | |||||||||||
121,053 | ProLogis, Inc. | 7,951,972 | 0.2 | |||||||||||
34,015 | Public Storage, Inc. | 7,716,643 | 0.1 | |||||||||||
64,560 | Realty Income Corp. | 3,472,682 | 0.1 | |||||||||||
33,459 | Regency Centers Corp. | 2,077,135 | 0.0 | |||||||||||
26,149 | (1) | SBA Communications Corp. | 4,317,723 | 0.1 | ||||||||||
70,304 | Simon Property Group, Inc. | 11,965,038 | 0.2 | |||||||||||
20,073 | SL Green Realty Corp. | 2,017,939 | 0.0 | |||||||||||
60,749 | UDR, Inc. | 2,280,517 | 0.0 | |||||||||||
80,888 | Ventas, Inc. | 4,606,572 | 0.1 | |||||||||||
39,286 | Vornado Realty Trust | 2,904,021 | 0.1 | |||||||||||
84,446 | Welltower, Inc. | 5,293,920 | 0.1 | |||||||||||
171,854 | Weyerhaeuser Co. | 6,265,797 | 0.1 | |||||||||||
149,308,088 | 2.8 | |||||||||||||
Telecommunication Services: 2.0% | ||||||||||||||
1,647,498 | AT&T, Inc. | 52,901,161 | 1.0 | |||||||||||
222,872 | CenturyLink, Inc. | 4,154,334 | 0.1 | |||||||||||
938,004 | Verizon Communications, Inc. | 47,190,981 | 0.9 | |||||||||||
104,246,476 | 2.0 | |||||||||||||
Utilities: 2.9% | ||||||||||||||
150,148 | AES Corp. | 2,013,485 | 0.0 | |||||||||||
52,550 | Alliant Energy Corp. | 2,223,916 | 0.0 | |||||||||||
55,313 | Ameren Corp. | 3,365,796 | 0.1 | |||||||||||
111,810 | American Electric Power Co., Inc. | 7,742,842 | 0.1 | |||||||||||
40,420 | American Water Works Co., Inc. | 3,451,060 | 0.1 | |||||||||||
97,951 | Centerpoint Energy, Inc. | 2,714,222 | 0.1 | |||||||||||
64,138 | CMS Energy Corp. | 3,032,445 | 0.1 | |||||||||||
70,541 | Consolidated Edison, Inc. | 5,500,787 | 0.1 | |||||||||||
148,139 | Dominion Energy, Inc. | 10,100,117 | 0.2 | |||||||||||
41,199 | DTE Energy Co. | 4,269,452 | 0.1 | |||||||||||
159,139 | Duke Energy Corp. | 12,584,712 | 0.2 | |||||||||||
73,964 | Edison International | 4,679,702 | 0.1 | |||||||||||
41,050 | Entergy Corp. | 3,316,430 | 0.1 | |||||||||||
61,570 | Evergy, Inc. | 3,457,156 | 0.1 | |||||||||||
71,938 | Eversource Energy | 4,216,286 | 0.1 | |||||||||||
219,157 | Exelon Corp. | 9,336,088 | 0.2 | |||||||||||
101,770 | FirstEnergy Corp. | 3,654,561 | 0.1 | |||||||||||
107,023 | NextEra Energy, Inc. | 17,876,052 | 0.3 |
See Accompanying Notes to Financial Statements
46 |
Voya U.S. Stock Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Utilities: (continued) | ||||||||||||||
76,587 | NiSource, Inc. | 2,012,706 | 0.0 | |||||||||||
67,910 | NRG Energy, Inc. | 2,084,837 | 0.0 | |||||||||||
117,237 | PG&E Corp. | 4,989,607 | 0.1 | |||||||||||
25,411 | Pinnacle West Capital Corp. | 2,047,110 | 0.0 | |||||||||||
158,697 | PPL Corp. | 4,530,799 | 0.1 | |||||||||||
114,692 | Public Service Enterprise Group, Inc. | 6,209,425 | 0.1 | |||||||||||
32,379 | SCANA Corp. | 1,247,239 | 0.0 | |||||||||||
59,963 | Sempra Energy | 6,962,304 | 0.1 | |||||||||||
229,655 | Southern Co. | 10,635,323 | 0.2 | |||||||||||
71,632 | WEC Energy Group, Inc. | 4,631,009 | 0.1 | |||||||||||
115,518 | Xcel Energy, Inc. | 5,276,862 | 0.1 | |||||||||||
154,162,330 | 2.9 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $3,120,223,819) | 5,226,744,934 | 99.4 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 1.8% | ||||||||||||||
Securities Lending Collateral(3): 0.3% | ||||||||||||||
3,295,248 | Bank of Nova Scotia, Repurchase Agreement dated 06/29/18, 2.12%, due 07/02/18 (Repurchase Amount $3,295,822, collateralized by various U.S. Government Agency Obligations, 2.500%-6.430%, Market Value plus accrued interest $3,361,747, due 02/01/21-06/01/48) | 3,295,248 | 0.1 | |||||||||||
693,026 | Dominion Securities Inc., Repurchase Agreement dated 06/29/18, 2.11%, due 07/02/18 (Repurchase Amount $693,146, collateralized by various U.S. Government Agency Obligations, 3.000%-7.000%, Market Value plus accrued interest $706,887, due 11/01/36-06/01/48) | 693,026 | 0.0 | |||||||||||
3,295,248 | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/29/18, 2.28%, due 07/02/18 (Repurchase Amount $3,295,866, collateralized by various U.S. Government Securities, 2.750%-3.125%, Market Value plus accrued interest $3,361,154, due 11/15/42-08/15/44) | 3,295,248 | 0.0 | |||||||||||
3,295,248 | National Bank Financial, Repurchase Agreement dated 06/29/18, 2.01%, due 07/02/18 (Repurchase Amount $3,295,792, collateralized by various U.S. Government Securities, 0.000%-6.000%, Market Value plus accrued interest $3,361,154, due 09/06/18-09/09/49) | 3,295,248 | 0.1 | |||||||||||
3,295,248 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/29/18, 2.30%, due 07/02/18 (Repurchase Amount $3,295,871, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $3,361,178, due 07/15/19-02/15/48) | 3,295,248 | 0.1 | |||||||||||
13,874,018 | 0.3 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 1.5% | ||||||||||||||
81,699,000 | (4) | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 1.810% | ||||||||||||
(Cost $81,699,000) | 81,699,000 | 1.5 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $95,573,018) | 95,573,018 | 1.8 | ||||||||||||
Total Investments in Securities (Cost $3,215,796,837) | $ | 5,322,317,952 | 101.2 | |||||||||||
Liabilities in Excess of Other Assets | (60,811,570 | ) | (1.2 | ) | ||||||||||
Net Assets | $ | 5,261,506,382 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
ADR | American Depositary Receipt |
(1) | Non-income producing security. |
(2) | Security, or a portion of the security, is on loan. |
(3) | Represents securities purchased with cash collateral received for securities on loan. |
(4) | Rate shown is the 7-day yield as of June 30, 2018. |
See Accompanying Notes to Financial Statements
47 |
VY® Franklin Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 38.6% | ||||||||||||||
Basic Materials: 0.5% | ||||||||||||||
2,200,000 | (1),(2) | FMG Resources August 2006 Pty Ltd., 5.125%, 05/15/2024 | 2,101,000 | 0.5 | ||||||||||
Communications: 6.8% | ||||||||||||||
1,000,000 | (2) | Altice France SA/France, 6.000%, 05/15/2022 | 1,007,500 | 0.2 | ||||||||||
650,000 | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 02/15/2023 | 644,923 | 0.2 | |||||||||||
1,253,000 | (3) | iHeartCommunications, Inc., 9.000%, 12/15/2019 | 955,413 | 0.2 | ||||||||||
1,000,000 | (2) | CommScope, Inc., 5.500%, 06/15/2024 | 1,008,750 | 0.2 | ||||||||||
1,700,000 | DISH DBS Corp., 6.750%, 06/01/2021 | 1,706,375 | 0.4 | |||||||||||
1,909,000 | DISH DBS Corp., 5.000%, 03/15/2023 | 1,663,216 | 0.4 | |||||||||||
2,200,000 | DISH DBS Corp., 5.875%, 11/15/2024 | 1,870,000 | 0.5 | |||||||||||
2,400,000 | (2) | Sirius XM Radio, Inc., 6.000%, 07/15/2024 | 2,451,000 | 0.6 | ||||||||||
2,500,000 | Sprint Communications, Inc., 6.000%, 11/15/2022 | 2,484,375 | 0.6 | |||||||||||
500,000 | Sprint Corp., 7.125%, 06/15/2024 | 506,045 | 0.1 | |||||||||||
500,000 | Sprint Corp., 7.625%, 03/01/2026 | 510,625 | 0.1 | |||||||||||
4,700,000 | Sprint Corp., 7.875%, 09/15/2023 | 4,885,063 | 1.2 | |||||||||||
1,000,000 | (2) | Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC, 5.152%, 09/20/2029 | 982,500 | 0.2 | ||||||||||
4,000,000 | (2) | Univision Communications, Inc., 5.125%, 05/15/2023 | 3,850,000 | 0.9 | ||||||||||
2,000,000 | (2) | Virgin Media Secured Finance PLC, 5.500%, 01/15/2025 | 1,965,320 | 0.5 | ||||||||||
2,000,000 | Zayo Group LLC / Zayo Capital, Inc., 6.000%, 04/01/2023 | 2,045,000 | 0.5 | |||||||||||
28,536,105 | 6.8 | |||||||||||||
Consumer, Cyclical: 2.0% | ||||||||||||||
200,000 | (1) | Ferrellgas L.P. / Ferrellgas Finance Corp., 6.500%, 05/01/2021 | 184,500 | 0.1 | ||||||||||
700,000 | (1) | Ferrellgas L.P. / Ferrellgas Finance Corp., 6.750%, 06/15/2023 | 614,250 | 0.2 | ||||||||||
300,000 | Ford Motor Co., 4.346%, 12/08/2026 | 293,803 | 0.1 | |||||||||||
1,400,000 | General Motors Co., 5.150%, 04/01/2038 | 1,336,445 | 0.3 | |||||||||||
1,300,000 | KB Home, 7.500%, 09/15/2022 | 1,408,277 | 0.3 | |||||||||||
1,000,000 | (2) | Shea Homes L.P. / Shea Homes Funding Corp., 5.875%, 04/01/2023 | 1,006,250 | 0.2 | ||||||||||
1,000,000 | (2) | Shea Homes L.P. / Shea Homes Funding Corp., 6.125%, 04/01/2025 | 1,000,000 | 0.2 | ||||||||||
1,500,000 | (1),(2) | Tesla, Inc., 5.300%, 08/15/2025 | 1,340,625 | 0.3 | ||||||||||
1,200,000 | (2) | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp., 5.250%, 05/15/2027 | 1,123,500 | 0.3 | ||||||||||
8,307,650 | 2.0 | |||||||||||||
Consumer, Non-cyclical: 12.3% | ||||||||||||||
1,300,000 | Allergan Funding SCS, 3.800%, 03/15/2025 | 1,263,833 | 0.3 | |||||||||||
2,000,000 | (2) | BAT Capital Corp., 3.557%, 08/15/2027 | 1,863,645 | 0.5 | ||||||||||
1,250,000 | (2) | Bayer US Finance II LLC, 4.250%, 12/15/2025 | 1,259,144 | 0.3 | ||||||||||
8,000,000 | CHS/Community Health Systems, Inc., 6.250%, 03/31/2023 | 7,360,000 | 1.8 | |||||||||||
6,525,938 | (1) | CHS/Community Health Systems, Inc., 6.875%, 02/01/2022 | 3,360,858 | 0.8 | ||||||||||
1,730,547 | (1),(2) | CHS/Community Health Systems, Inc., 8.125%, 06/30/2024 | 1,438,517 | 0.3 | ||||||||||
4,800,000 | (2),(4) | CHS/Community Health Systems, Inc., 11.000% (Step Rate @ 11.000% on 06/22/2019), 06/30/2023 | 4,338,000 | 1.0 | ||||||||||
400,000 | CVS Health Corp., 4.100%, 03/25/2025 | 398,388 | 0.1 | |||||||||||
600,000 | CVS Health Corp., 4.300%, 03/25/2028 | 592,776 | 0.1 | |||||||||||
300,000 | CVS Health Corp., 5.050%, 03/25/2048 | 304,159 | 0.1 | |||||||||||
2,000,000 | (2) | Endo Finance LLC / Endo Ltd. / Endo Finco, Inc., 6.000%, 07/15/2023 | 1,655,000 | 0.4 | ||||||||||
2,000,000 | (2) | Endo Finance LLC, 5.750%, 01/15/2022 | 1,800,000 | 0.4 | ||||||||||
2,000,000 | HCA, Inc., 5.875%, 05/01/2023 | 2,080,000 | 0.5 | |||||||||||
2,200,000 | HCA, Inc., 7.500%, 02/15/2022 | 2,398,000 | 0.6 | |||||||||||
1,000,000 | Kraft Heinz Foods Co., 4.625%, 01/30/2029 | 990,830 | 0.2 | |||||||||||
1,000,000 | (1),(2) | Mallinckrodt International Finance SA / Mallinckrodt CB LLC, 5.625%, 10/15/2023 | 838,500 | 0.2 | ||||||||||
4,000,000 | (1),(2) | Mallinckrodt International Finance SA / Mallinckrodt CB LLC, 5.750%, 08/01/2022 | 3,620,000 | 0.9 | ||||||||||
1,400,000 | Mylan NV, 3.950%, 06/15/2026 | 1,340,495 | 0.3 | |||||||||||
500,000 | (2) | Tenet Healthcare Corp., 5.125%, 05/01/2025 | 477,187 | 0.1 | ||||||||||
3,425,000 | (1) | Tenet Healthcare Corp., 6.750%, 06/15/2023 | 3,420,719 | 0.8 | ||||||||||
4,000,000 | Tenet Healthcare Corp., 8.125%, 04/01/2022 | 4,190,000 | 1.0 |
See Accompanying Notes to Financial Statements
48 |
VY® Franklin Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Non-cyclical: (continued) | ||||||||||||||
1,100,000 | United Rentals North America, Inc., 5.750%, 11/15/2024 | 1,122,000 | 0.3 | |||||||||||
1,000,000 | (2) | Valeant Pharmaceuticals International, Inc., 5.500%, 11/01/2025 | 989,250 | 0.2 | ||||||||||
1,700,000 | (2) | Valeant Pharmaceuticals International, Inc., 5.875%, 05/15/2023 | 1,603,313 | 0.4 | ||||||||||
1,300,000 | (2) | Valeant Pharmaceuticals International, Inc., 6.125%, 04/15/2025 | 1,202,500 | 0.3 | ||||||||||
600,000 | (2) | Valeant Pharmaceuticals International, Inc., 6.500%, 03/15/2022 | 623,250 | 0.2 | ||||||||||
900,000 | (2) | Valeant Pharmaceuticals International, Inc., 7.000%, 03/15/2024 | 944,721 | 0.2 | ||||||||||
51,475,085 | 12.3 | |||||||||||||
Energy: 6.6% | ||||||||||||||
2,000,000 | (2) | Ascent Resources Utica Holdings LLC / ARU Finance Corp., 10.000%, 04/01/2022 | 2,210,000 | 0.5 | ||||||||||
1,000,000 | HighPoint Operating Corp., 7.000%, 10/15/2022 | 1,005,000 | 0.2 | |||||||||||
2,000,000 | HighPoint Operating Corp., 8.750%, 06/15/2025 | 2,150,000 | 0.5 | |||||||||||
2,000,000 | Calumet Specialty Products Partners L.P. / Calumet Finance Corp., 7.625%, 01/15/2022 | 2,010,000 | 0.5 | |||||||||||
1,174,000 | (2) | Chesapeake Energy Corp., 8.000%, 12/15/2022 | 1,236,750 | 0.3 | ||||||||||
1,000,000 | (1) | Chesapeake Energy Corp., 8.000%, 01/15/2025 | 1,020,950 | 0.3 | ||||||||||
8,800,000 | (2) | Chesapeake Energy Corp., 8.000%, 06/15/2027 | 8,976,000 | 2.1 | ||||||||||
1,500,000 | (2) | Kinder Morgan, Inc./DE, 5.625%, 11/15/2023 | 1,597,227 | 0.4 | ||||||||||
679,506 | (2),(5) | W&T Offshore, Inc., 8.500% (PIK Rate 10.000%, Cash Rate 8.500%), 06/15/2021 | 654,025 | 0.2 | ||||||||||
749,994 | (2),(5) | W&T Offshore, Inc., 9.000% (PIK Rate 10.750%, Cash Rate 9.000%), 05/15/2020 | 751,869 | 0.2 | ||||||||||
1,339,000 | (1) | Weatherford International Ltd., 4.500%, 04/15/2022 | 1,235,736 | 0.3 | ||||||||||
3,000,000 | (1) | Weatherford International Ltd., 7.750%, 06/15/2021 | 3,097,500 | 0.7 | ||||||||||
1,600,000 | Weatherford International Ltd., 8.250%, 06/15/2023 | 1,591,344 | 0.4 | |||||||||||
27,536,401 | 6.6 | |||||||||||||
Financial: 5.3% | ||||||||||||||
1,400,000 | (6) | Bank of America Corp., 3.419%, 12/20/2028 | 1,319,390 | 0.3 | ||||||||||
2,000,000 | (6) | Bank of America Corp., 6.100%, 12/31/2199 | 2,081,300 | 0.5 | ||||||||||
1,200,000 | Capital One Financial Corp., 4.200%, 10/29/2025 | 1,166,846 | 0.3 | |||||||||||
1,500,000 | Citigroup, Inc., 4.125%, 07/25/2028 | 1,437,244 | 0.3 | |||||||||||
5,700,000 | (6) | Citigroup, Inc., 6.300%, 12/31/2199 | 5,792,112 | 1.4 | ||||||||||
1,000,000 | Equinix, Inc., 5.375%, 05/15/2027 | 1,000,000 | 0.2 | |||||||||||
1,200,000 | (6) | Goldman Sachs Group, Inc./The, 3.272%, 09/29/2025 | 1,140,967 | 0.3 | ||||||||||
1,500,000 | Iron Mountain, Inc., 5.750%, 08/15/2024 | 1,481,250 | 0.3 | |||||||||||
2,000,000 | (6) | JPMorgan Chase & Co., 5.150%, 12/31/2199 | 1,991,560 | 0.5 | ||||||||||
2,000,000 | (6) | JPMorgan Chase & Co., 5.000%, 12/31/2199 | 2,012,500 | 0.5 | ||||||||||
1,500,000 | (1),(6) | Morgan Stanley, 5.550%, 12/31/2199 | 1,547,925 | 0.4 | ||||||||||
1,300,000 | (6) | Wells Fargo & Co., 5.900%, 12/31/2199 | 1,305,915 | 0.3 | ||||||||||
22,277,009 | 5.3 | |||||||||||||
Industrial: 1.2% | ||||||||||||||
1,500,000 | (2) | BWAY Holding Co., 5.500%, 04/15/2024 | 1,466,250 | 0.4 | ||||||||||
1,700,000 | (2) | BWAY Holding Co., 7.250%, 04/15/2025 | 1,661,750 | 0.4 | ||||||||||
1,700,000 | (2) | XPO Logistics, Inc., 6.500%, 06/15/2022 | 1,748,875 | 0.4 | ||||||||||
4,876,875 | 1.2 | |||||||||||||
Technology: 1.3% | ||||||||||||||
800,000 | (2) | Dell International LLC / EMC Corp., 4.420%, 06/15/2021 | 811,896 | 0.2 | ||||||||||
1,400,000 | (2) | Dell International LLC / EMC Corp., 5.450%, 06/15/2023 | 1,465,706 | 0.3 | ||||||||||
2,400,000 | (2) | First Data Corp., 7.000%, 12/01/2023 | 2,505,792 | 0.6 | ||||||||||
1,000,000 | (2) | West Corp., 8.500%, 10/15/2025 | 917,500 | 0.2 | ||||||||||
5,700,894 | 1.3 | |||||||||||||
Utilities: 2.6% | ||||||||||||||
1,000,000 | (1) | Calpine Corp., 5.375%, 01/15/2023 | 955,000 | 0.2 | ||||||||||
1,160,000 | Calpine Corp., 5.500%, 02/01/2024 | 1,070,100 | 0.3 | |||||||||||
1,500,000 | (1) | Calpine Corp., 5.750%, 01/15/2025 | 1,375,313 | 0.3 | ||||||||||
6,000,000 | Vistra Energy Corp., 7.375%, 11/01/2022 | 6,285,000 | 1.5 | |||||||||||
1,400,000 | (2) | InterGen NV, 7.000%, 06/30/2023 | 1,382,500 | 0.3 | ||||||||||
11,067,913 | 2.6 | |||||||||||||
Total Corporate Bonds/Notes | ||||||||||||||
(Cost $161,986,289) | 161,878,932 | 38.6 |
See Accompanying Notes to Financial Statements
49 |
VY® Franklin Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CONVERTIBLE BONDS/NOTES: 1.4% | ||||||||||||||
Consumer, Non-cyclical: 0.9% | ||||||||||||||
EUR | 3,000,000 | (1),(2) | Bayer Capital Corp. BV, 5.625%, 11/22/2019 | 3,741,744 | 0.9 | |||||||||
Energy: 0.5% | ||||||||||||||
2,325,000 | Weatherford International Ltd., 5.875%, 07/01/2021 | 2,293,915 | 0.5 | |||||||||||
Total Convertible Bonds/Notes | ||||||||||||||
(Cost $5,529,615) | 6,035,659 | 1.4 | ||||||||||||
BANK LOANS: 4.0% | ||||||||||||||
Communications: 0.9% | ||||||||||||||
1,485,057 | (3) | iHeart Communications, Inc. Term Loan E, 9.802%, (US0003M + 7.500%), 07/30/2019 | 1,135,140 | 0.3 | ||||||||||
500,000 | Internet Brands TL 2L, 9.585%, (US0003M + 7.750%), 09/15/2025 | 503,750 | 0.1 | |||||||||||
500,000 | Securus Technologies Holdings, Inc. - TL 2L, 10.230%, (US0003M + 8.250%), 11/01/2025 | 503,594 | 0.1 | |||||||||||
140,000 | Securus Technologies Holdings, Inc. 2017 1st Lien Term Loan, 6.594%, (US0003M + 4.500%), 11/01/2024 | 141,196 | 0.0 | |||||||||||
560,000 | Securus Technologies Holdings, Inc., 6.577%, (US0003M + 4.500%), 11/01/2024 | 562,800 | 0.2 | |||||||||||
879,679 | West Corp. - TL 1L, 5.980%, (US0003M + 4.000%), 10/10/2024 | 877,872 | 0.2 | |||||||||||
3,724,352 | 0.9 | |||||||||||||
Consumer, Cyclical: 1.9% | ||||||||||||||
2,500,000 | 24 Hour Fitness Worldwide, Inc. 2018 Term Loan B, 5.594%, (US0003M + 3.500%), 05/24/2025 | 2,496,875 | 0.6 | |||||||||||
4,880,911 | Belk, Inc. TL B 1L, 7.088%, (US0003M + 4.750%), 12/12/2022 | 3,804,397 | 0.9 | |||||||||||
1,800,000 | Stars Group Holdings B.V. - TL B 1L, 5.831%, (US0003M + 3.500%), 06/09/2025 | 1,791,000 | 0.4 | |||||||||||
8,092,272 | 1.9 | |||||||||||||
Consumer, Non-cyclical: 0.2% | ||||||||||||||
999,769 | Amneal Pharmaceuticals LLC, 5.625%, (US0003M + 3.500%), 05/04/2025 | 999,769 | 0.2 | |||||||||||
Electronics/Electrical: 0.2% | ||||||||||||||
797,995 | MH Sub I, LLC 2017 1st Lien Term Loan, 5.835%, (US0003M + 3.750%), 09/13/2024 | 798,827 | 0.2 | |||||||||||
Industrial: 0.2% | ||||||||||||||
676,940 | Cortes NP Acquisition Corp. - TL B 1L, 6.001%, (US0003M + 4.000%), 11/30/2023 | 670,593 | 0.2 | |||||||||||
Retailers (Except Food & Drug): 0.3% | ||||||||||||||
1,500,000 | PetSmart, Inc., 5.010%, (US0003M + 3.000%), 03/11/2022 | 1,246,125 | 0.3 | |||||||||||
Technology: 0.1% | ||||||||||||||
496,250 | Almonde, Inc. - Term Loan B 1st Lien, 5.807%, (US0003M + 3.500%), 06/13/2024 | 488,248 | 0.1 | |||||||||||
Utilities: 0.2% | ||||||||||||||
988,000 | Talen Energy Supply LLC Term Loan B2, 5.980%, (US0003M + 4.000%), 04/13/2024 | 992,528 | 0.2 | |||||||||||
Total Bank Loans | ||||||||||||||
(Cost $17,864,788) | 17,012,714 | 4.0 | ||||||||||||
U.S. TREASURY OBLIGATIONS: 6.7% | ||||||||||||||
U.S. Treasury Notes: 6.7% | ||||||||||||||
2,500,000 | 1.000%, 06/30/2019 | 2,466,846 | 0.6 | |||||||||||
8,000,000 | 2.250%, 03/31/2020 | 7,964,375 | 1.9 | |||||||||||
5,000,000 | 2.500%, 05/31/2020 | 4,997,949 | 1.2 | |||||||||||
5,000,000 | 2.500%, 06/30/2020 | 4,997,363 | 1.2 | |||||||||||
2,500,000 | 2.750%, 04/30/2023 | 2,501,953 | 0.6 | |||||||||||
2,500,000 | 2.750%, 05/31/2023 | 2,502,539 | 0.6 | |||||||||||
2,500,000 | 2.875%, 05/31/2025 | 2,509,424 | 0.6 | |||||||||||
Total U.S. Treasury Obligations | ||||||||||||||
(Cost $27,927,794) | 27,940,449 | 6.7 |
Shares | Value | Percentage Assets | ||||||||||||
COMMON STOCK: 39.1% | ||||||||||||||
Consumer Discretionary: 2.6% | ||||||||||||||
65,000 | Comcast Corp. – Class A | 2,132,650 | 0.5 | |||||||||||
40,000 | Daimler AG | 2,562,287 | 0.6 | |||||||||||
228,904 | Ford Motor Co. | 2,533,967 | 0.6 | |||||||||||
50,000 | Target Corp. | 3,806,000 | 0.9 | |||||||||||
11,034,904 | 2.6 | |||||||||||||
Consumer Staples: 4.3% | ||||||||||||||
42,000 | (1) | Anheuser-Busch InBev NV ADR | 4,231,920 | 1.0 | ||||||||||
50,000 | Coca-Cola Co. | 2,193,000 | 0.5 | |||||||||||
25,000 | Nestle SA | 1,937,521 | 0.5 | |||||||||||
40,000 | PepsiCo, Inc. | 4,354,800 | 1.0 | |||||||||||
27,000 | Philip Morris International, Inc. | 2,179,980 | 0.5 | |||||||||||
40,000 | Procter & Gamble Co. | 3,122,400 | 0.8 | |||||||||||
18,019,621 | 4.3 | |||||||||||||
Energy: 5.2% | ||||||||||||||
20,000 | Anadarko Petroleum Corp. | 1,465,000 | 0.3 | |||||||||||
60,000 | Baker Hughes a GE Co. | 1,981,800 | 0.5 | |||||||||||
50,000 | BP PLC ADR | 2,283,000 | 0.5 |
See Accompanying Notes to Financial Statements
50 |
VY® Franklin Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) (continued) |
Shares | Value | Percentage Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Energy: (continued) | ||||||||||||||
25,000 | Chevron Corp. | 3,160,750 | 0.8 | |||||||||||
34,500 | Exxon Mobil Corp. | 2,854,185 | 0.7 | |||||||||||
25,000 | Occidental Petroleum Corp. | 2,092,000 | 0.5 | |||||||||||
80,000 | Royal Dutch Shell PLC - Class A ADR | 5,538,400 | 1.3 | |||||||||||
30,000 | TransCanada Corp. | 1,296,000 | 0.3 | |||||||||||
9,812 | (1),(7) | Weatherford International PLC | 32,281 | 0.0 | ||||||||||
45,000 | Williams Cos., Inc. | 1,219,950 | 0.3 | |||||||||||
21,923,366 | 5.2 | |||||||||||||
Financials: 5.3% | ||||||||||||||
100,000 | Bank of America Corp. | 2,819,000 | 0.7 | |||||||||||
45,000 | JPMorgan Chase & Co. | 4,689,000 | 1.1 | |||||||||||
72,908 | Metlife, Inc. | 3,178,789 | 0.7 | |||||||||||
50,000 | US Bancorp | 2,501,000 | 0.6 | |||||||||||
165,000 | Wells Fargo & Co. | 9,147,600 | 2.2 | |||||||||||
22,335,389 | 5.3 | |||||||||||||
Health Care: 5.2% | ||||||||||||||
65,000 | AstraZeneca PLC | 4,495,863 | 1.1 | |||||||||||
22,000 | Eli Lilly & Co. | 1,877,260 | 0.4 | |||||||||||
17,000 | Johnson & Johnson | 2,062,780 | 0.5 | |||||||||||
39,000 | Medtronic PLC | 3,338,790 | 0.8 | |||||||||||
60,600 | Merck & Co., Inc. | 3,678,420 | 0.9 | |||||||||||
165,000 | Pfizer, Inc. | 5,986,200 | 1.4 | |||||||||||
7,117 | Sanofi ADR | 284,751 | 0.1 | |||||||||||
21,724,064 | 5.2 | |||||||||||||
Industrials: 2.6% | ||||||||||||||
10,000 | 3M Co. | 1,967,200 | 0.5 | |||||||||||
30,323 | (7) | CEVA Logistics AG | 671,955 | 0.2 | ||||||||||
15,000 | Cummins, Inc. | 1,995,000 | 0.5 | |||||||||||
450,000 | General Electric Co. | 6,124,500 | 1.4 | |||||||||||
10,758,655 | 2.6 | |||||||||||||
Information Technology: 1.8% | ||||||||||||||
11,042 | Apple, Inc. | 2,043,985 | 0.5 | |||||||||||
21,000 | Applied Materials, Inc. | 969,990 | 0.2 | |||||||||||
45,600 | Microsoft Corp. | 4,496,616 | 1.1 | |||||||||||
7,510,591 | 1.8 | |||||||||||||
Materials: 3.5% | ||||||||||||||
60,000 | BASF SE | 5,728,120 | 1.4 | |||||||||||
70,000 | DowDuPont, Inc. | 4,614,400 | 1.1 | |||||||||||
80,000 | (1) | Rio Tinto PLC ADR | 4,438,400 | 1.0 | ||||||||||
14,780,920 | 3.5 | |||||||||||||
Real Estate: 0.6% | ||||||||||||||
130,000 | Host Hotels & Resorts, Inc. | 2,739,100 | 0.6 | |||||||||||
Telecommunication Services: 1.8% | ||||||||||||||
40,000 | BCE, Inc. | 1,619,899 | 0.4 | |||||||||||
115,000 | Verizon Communications, Inc. | 5,785,650 | 1.4 | |||||||||||
7,405,549 | 1.8 | |||||||||||||
Utilities: 6.2% | ||||||||||||||
108,048 | Dominion Energy, Inc. | 7,366,713 | 1.8 | |||||||||||
42,965 | Duke Energy Corp. | 3,397,672 | 0.8 | |||||||||||
52,000 | Sempra Energy | 6,037,720 | 1.4 | |||||||||||
165,000 | Southern Co. | 7,641,150 | 1.8 | |||||||||||
32,500 | Xcel Energy, Inc. | 1,484,600 | 0.4 | |||||||||||
25,927,855 | 6.2 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $140,739,877) | 164,160,014 | 39.1 | ||||||||||||
PREFERRED STOCK: 1.1% | ||||||||||||||
Financials: 0.5% | ||||||||||||||
50 | (7),(8) | Fannie Mae | 943,750 | 0.2 | ||||||||||
800 | (7) | Wells Fargo & Co. | 1,007,568 | 0.3 | ||||||||||
1,951,318 | 0.5 | |||||||||||||
Utilities: 0.6% | ||||||||||||||
35,000 | (7) | NextEra Energy, Inc. | 2,601,375 | 0.6 | ||||||||||
Total Preferred Stock | ||||||||||||||
(Cost $6,248,457) | 4,552,693 | 1.1 | ||||||||||||
EQUITY-LINKED SECURITIES: 6.7% | ||||||||||||||
Consumer Discretionary: 1.6% | ||||||||||||||
105,000 | (9) | Merrill Lynch International into General Motors Co., 8.000% | 4,212,159 | 1.0 | ||||||||||
30,000 | Wells Fargo Bank, N.A. into Target Corp., 8.000% | 2,297,607 | 0.6 | |||||||||||
6,509,766 | 1.6 | |||||||||||||
Consumer, Cyclical: 0.5% | ||||||||||||||
175,000 | Wells Fargo Bank, N.A. into Ford Motor Co., 8.500% | 2,000,250 | 0.5 | |||||||||||
Energy: 0.7% | ||||||||||||||
65,000 | (2) | UBS AG into Halliburton Co., 7.000% | 3,005,119 | 0.7 | ||||||||||
Industrials: 1.1% | ||||||||||||||
33,000 | (9) | Deutsche Bank AG into Union Pacific Corp., 6.500% | 4,655,310 | 1.1 | ||||||||||
Technology: 2.8% | ||||||||||||||
36,000 | (2) | Citigroup Global Markets Holding, Inc. into Texas Instruments, Inc., 7.000% | 4,026,132 | 0.9 | ||||||||||
22,000 | (2) | Royal Bank of Canada into Apple, Inc., 6.500% | 4,078,382 | 1.0 | ||||||||||
75,000 | Wells Fargo Bank, N.A. into Intel Corp., 8.000% | 3,833,138 | 0.9 | |||||||||||
11,937,652 | 2.8 | |||||||||||||
Total Equity-Linked Securities | ||||||||||||||
(Cost $29,522,750) | 28,108,097 | 6.7 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $389,819,570) | 409,688,558 | 97.6 |
51 |
VY® Franklin Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 12.7% | ||||||||||||||
U.S. Government Agency Obligations: 2.0% | ||||||||||||||
8,370,000 | (9) | Federal Home Loan Bank Discount Notes, 0.000%, 07/02/2018 | ||||||||||||
(Cost $8,369,621) | 8,370,000 | 2.0 | ||||||||||||
Securities Lending Collateral(10): 9.9% | ||||||||||||||
9,891,573 | Bank of Nova Scotia, Repurchase Agreement dated 06/29/18, 2.12%, due 07/02/18 (Repurchase Amount $9,893,297, collateralized by various U.S. Government Agency Obligations, 2.500%-6.430%, Market Value plus accrued interest $10,091,187, due 02/01/21-06/01/48) | 9,891,573 | 2.3 | |||||||||||
11,971,734 | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/29/18, 2.28%, due 07/02/18 (Repurchase Amount $11,973,977, collateralized by various U.S. Government Securities, 2.750%-3.125%, Market Value plus accrued interest $12,211,171, due 11/15/42-08/15/44) | 11,971,734 | 2.8 | |||||||||||
9,891,573 | National Bank Financial, Repurchase Agreement dated 06/29/18, 2.01%, due 07/02/18 (Repurchase Amount $9,893,207, collateralized by various U.S. Government Securities, 0.000%-6.000%, Market Value plus accrued interest $10,089,406, due 09/06/18-09/09/49) | 9,891,573 | 2.4 | |||||||||||
9,891,573 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/29/18, 2.30%, due 07/02/18 (Repurchase Amount $9,893,443, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $10,089,478, due 07/15/19-02/15/48) | 9,891,573 | 2.4 | |||||||||||
41,646,453 | 9.9 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.8% | ||||||||||||||
3,335,225 | (11) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.800% | ||||||||||||
(Cost $3,335,225) | 3,335,225 | 0.8 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $53,351,299) | 53,351,678 | 12.7 | ||||||||||||
Total Investments in Securities (Cost $443,170,869) | $ | 463,040,236 | 110.3 | |||||||||||
Liabilities in Excess of Other Assets | (43,428,407 | ) | (10.3 | ) | ||||||||||
Net Assets | $ | 419,611,829 | 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) | Defaulted security |
(4) | Step-up bond that pays an initial coupon rate for the first period and then a higher coupon rate for the following periods. Rates shown reflect the current and next coupon rate as of June 30, 2018. |
(5) | All or a portion of this security is payment-in-kind ("PIK") which may pay interest or additional principal at the issuer's discretion. Rates shown are the current rate and possible payment rates. |
(6) | Variable rate security. Rate shown is the rate in effect as of June 30, 2018. |
(7) | Non-income producing security. |
(8) | Preferred Stock may be called prior to convertible date. |
(9) | Represents a zero coupon bond. Rate shown reflects the effective yield as of June 30, 2018. |
(10) | Represents securities purchased with cash collateral received for securities on loan. |
(11) | Rate shown is the 7-day yield as of June 30, 2018. |
EUR | EU Euro |
Reference Rate Abbreviations: | |
US0003M | 3-month LIBOR |
See Accompanying Notes to Financial Statements
52 |
VY® JPMorgan Small Cap Core Equity Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 96.0% | ||||||||||||||
Consumer Discretionary: 11.5% | ||||||||||||||
30,100 | Abercrombie & Fitch Co. | 736,848 | 0.1 | |||||||||||
169,658 | Acushnet Holdings Corp. | 4,149,835 | 0.5 | |||||||||||
72,800 | (1) | American Axle & Manufacturing Holdings, Inc. | 1,132,768 | 0.1 | ||||||||||
3,300 | (1) | Asbury Automotive Group, Inc. | 226,215 | 0.0 | ||||||||||
76,500 | (1) | Beazer Homes USA, Inc. | 1,128,375 | 0.1 | ||||||||||
116,200 | Bloomin Brands, Inc. | 2,335,620 | 0.3 | |||||||||||
88,317 | Brunswick Corp. | 5,694,680 | 0.7 | |||||||||||
39,300 | Caleres, Inc. | 1,351,527 | 0.2 | |||||||||||
2,600 | Capella Education Co. | 256,620 | 0.0 | |||||||||||
34,809 | Carter's, Inc. | 3,772,948 | 0.5 | |||||||||||
41,350 | Chico's FAS, Inc. | 336,589 | 0.0 | |||||||||||
12,800 | Childrens Place, Inc./The | 1,546,240 | 0.2 | |||||||||||
145,073 | Cinemark Holdings, Inc. | 5,089,161 | 0.6 | |||||||||||
13,800 | (1) | Conn's, Inc. | 455,400 | 0.1 | ||||||||||
24,475 | (1) | Cooper-Standard Holdings, Inc. | 3,198,148 | 0.4 | ||||||||||
24,000 | Dana, Inc. | 484,560 | 0.1 | |||||||||||
12,300 | (1) | Deckers Outdoor Corp. | 1,388,547 | 0.2 | ||||||||||
10,300 | (2) | Dine Brands Global, Inc. | 770,440 | 0.1 | ||||||||||
15,103 | Emerald Expositions Events, Inc. | 311,122 | 0.0 | |||||||||||
217,919 | (2) | EW Scripps Co. | 2,917,935 | 0.4 | ||||||||||
26,500 | (1) | Express, Inc. | 242,475 | 0.0 | ||||||||||
74,000 | (1),(2) | Fossil Group, Inc. | 1,988,380 | 0.3 | ||||||||||
38,200 | (1),(2) | Funko, Inc. | 479,410 | 0.1 | ||||||||||
155,500 | Gannett Co., Inc. | 1,663,850 | 0.2 | |||||||||||
11,100 | (1) | Grand Canyon Education, Inc. | 1,238,871 | 0.2 | ||||||||||
54,300 | (1) | Gray Television, Inc. | 857,940 | 0.1 | ||||||||||
9,800 | Group 1 Automotive, Inc. | 617,400 | 0.1 | |||||||||||
115,000 | (1),(2) | Groupon, Inc. | 494,500 | 0.1 | ||||||||||
3,000 | Hamilton Beach Brands Holding Co. | 87,150 | 0.0 | |||||||||||
20,000 | (1) | Helen of Troy Ltd. | 1,969,000 | 0.3 | ||||||||||
– | (1) | Hilton Grand Vacations, Inc. | – | – | ||||||||||
12,800 | Hooker Furniture Corp. | 600,320 | 0.1 | |||||||||||
56,600 | (1) | Hudson Ltd. | 989,934 | 0.1 | ||||||||||
30,400 | (1) | K12, Inc. | 497,648 | 0.1 | ||||||||||
46,900 | KB Home | 1,277,556 | 0.2 | |||||||||||
40,804 | LCI Industries | 3,678,481 | 0.5 | |||||||||||
36,800 | (1) | Liberty Expedia Holdings, Inc. | 1,616,992 | 0.2 | ||||||||||
108,100 | (1) | Liberty TripAdvisor Holdings, Inc. | 1,740,410 | 0.2 | ||||||||||
22,600 | Lifetime Brands, Inc. | 285,890 | 0.0 | |||||||||||
22,895 | (1) | Malibu Boats, Inc. | 960,216 | 0.1 | ||||||||||
62,500 | (1) | MDC Partners, Inc. | 287,500 | 0.0 | ||||||||||
7,800 | (1) | Modine Manufacturing Co. | 142,350 | 0.0 | ||||||||||
35,650 | (1) | Monarch Casino & Resort, Inc. | 1,570,382 | 0.2 | ||||||||||
3,900 | (2) | Nexstar Media Group, Inc. | 286,260 | 0.0 | ||||||||||
594,550 | Office Depot, Inc. | 1,516,103 | 0.2 | |||||||||||
65,793 | (2) | Papa John's International, Inc. | 3,337,021 | 0.4 | ||||||||||
34,900 | (1) | Party City Holdco, Inc. | 532,225 | 0.1 | ||||||||||
13,200 | (1) | Perry Ellis International, Inc. | 358,644 | 0.0 | ||||||||||
48,800 | (1) | Pinnacle Entertainment, Inc. | 1,646,024 | 0.2 | ||||||||||
60,890 | Pool Corp. | 9,224,835 | 1.2 | |||||||||||
3,300 | (1),(2) | RH | 461,010 | 0.1 | ||||||||||
29,100 | Ruth's Hospitality Group, Inc. | 816,255 | 0.1 | |||||||||||
52,547 | (1) | ServiceMaster Global Holdings, Inc. | 3,124,970 | 0.4 | ||||||||||
6,000 | (1) | Shutterfly, Inc. | 540,180 | 0.1 | ||||||||||
33,800 | Sinclair Broadcast Group, Inc. | 1,086,670 | 0.1 | |||||||||||
2,700 | (1) | Stoneridge, Inc. | 94,878 | 0.0 | ||||||||||
124,100 | Tailored Brands, Inc. | 3,167,032 | 0.4 | |||||||||||
122,000 | (1) | Taylor Morrison Home Corp. | 2,535,160 | 0.3 | ||||||||||
7,300 | Tower International, Inc. | 232,140 | 0.0 | |||||||||||
8,500 | (1) | Weight Watchers International, Inc. | 859,350 | 0.1 | ||||||||||
61,637 | (1),(2) | Zoes Kitchen, Inc. | 601,577 | 0.1 | ||||||||||
90,990,567 | 11.5 | |||||||||||||
Consumer Staples: 2.7% | ||||||||||||||
102,900 | (1) | BJ's Wholesale Club Holdings, Inc. | 2,433,585 | 0.3 | ||||||||||
34,900 | (1) | Central Garden & Pet Co. - A | 1,412,403 | 0.2 | ||||||||||
49,600 | Dean Foods Co. | 521,296 | 0.1 | |||||||||||
251,296 | (1) | Performance Food Group Co. | 9,222,563 | 1.2 | ||||||||||
39,800 | (1) | Pilgrim's Pride Corp. | 801,174 | 0.1 | ||||||||||
5,543 | Pinnacle Foods, Inc. | 360,628 | 0.0 | |||||||||||
4,700 | Sanderson Farms, Inc. | 494,205 | 0.1 | |||||||||||
44,720 | SpartanNash Co. | 1,141,254 | 0.1 | |||||||||||
38,694 | (2) | Spectrum Brands Holdings, Inc. | 3,158,204 | 0.4 | ||||||||||
3,500 | (1) | TreeHouse Foods, Inc. | 183,785 | 0.0 | ||||||||||
15,600 | Turning Point Brands, Inc. | 497,640 | 0.1 | |||||||||||
15,500 | (1) | US Foods Holding Corp. | 586,210 | 0.1 | ||||||||||
2,100 | (1) | USANA Health Sciences, Inc. | 242,130 | 0.0 | ||||||||||
21,055,077 | 2.7 | |||||||||||||
Energy: 4.6% | ||||||||||||||
297,100 | (1) | Abraxas Petroleum Corp. | 858,619 | 0.1 | ||||||||||
10,500 | Arch Coal, Inc. | 823,515 | 0.1 | |||||||||||
8,400 | (1) | C&J Energy Services, Inc. | 198,240 | 0.0 | ||||||||||
45,557 | (2) | Core Laboratories NV | 5,749,749 | 0.7 | ||||||||||
86,800 | Delek US Holdings, Inc. | 4,354,756 | 0.6 | |||||||||||
406,200 | (1),(2) | Denbury Resources, Inc. | 1,953,822 | 0.2 | ||||||||||
50,200 | (1) | EP Energy Corp. | 150,600 | 0.0 | ||||||||||
36,700 | (1) | Exterran Corp. | 918,968 | 0.1 | ||||||||||
27,700 | (1) | FTS International, Inc. | 394,448 | 0.1 | ||||||||||
3,700 | (1),(2) | Mammoth Energy Services, Inc. | 125,652 | 0.0 | ||||||||||
36,700 | (1) | Matrix Service Co. | 673,445 | 0.1 | ||||||||||
38,200 | (1) | McDermott International, Inc. | 750,630 | 0.1 | ||||||||||
2,500 | Nacco Industries, Inc. | 84,375 | 0.0 | |||||||||||
40,200 | (1) | Oil States International, Inc. | 1,290,420 | 0.2 |
See Accompanying Notes to Financial Statements
53 |
VY® JPMorgan Small Cap Core Equity Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Energy: (continued) | ||||||||||||||
264,183 | Patterson-UTI Energy, Inc. | 4,755,294 | 0.6 | |||||||||||
64,100 | Peabody Energy Corp. | 2,915,268 | 0.4 | |||||||||||
9,500 | (1) | PHI, Inc. | 96,615 | 0.0 | ||||||||||
72,000 | (1) | Renewable Energy Group, Inc. | 1,285,200 | 0.2 | ||||||||||
800 | (1) | REX American Resources Corp. | 64,776 | 0.0 | ||||||||||
48,900 | (1) | RigNet, Inc. | 503,670 | 0.1 | ||||||||||
491,170 | (1) | SRC Energy, Inc. | 5,412,693 | 0.7 | ||||||||||
383,800 | (1) | W&T Offshore, Inc. | 2,744,170 | 0.3 | ||||||||||
36,104,925 | 4.6 | |||||||||||||
Financials: 16.0% | ||||||||||||||
58,300 | American Equity Investment Life Holding Co. | 2,098,800 | 0.3 | |||||||||||
140,203 | Associated Banc-Corp. | 3,827,542 | 0.5 | |||||||||||
68,300 | (1) | Bancorp, Inc. | 714,418 | 0.1 | ||||||||||
83,300 | Bank of NT Butterfield & Son Ltd. | 3,808,476 | 0.5 | |||||||||||
6,000 | BankFinancial Corp. | 105,900 | 0.0 | |||||||||||
100,605 | BankUnited, Inc. | 4,109,714 | 0.5 | |||||||||||
118,950 | BGC Partners, Inc. | 1,346,514 | 0.2 | |||||||||||
61,300 | BrightSphere Investment Group PLC | 874,138 | 0.1 | |||||||||||
16,900 | OceanFirst Financial Corp. | 506,324 | 0.1 | |||||||||||
80,213 | Cadence BanCorp | 2,315,749 | 0.3 | |||||||||||
6,900 | (1) | Cannae Holdings, Inc. | 127,995 | 0.0 | ||||||||||
13,000 | Capstead Mortgage Corp. | 116,350 | 0.0 | |||||||||||
11,500 | Cathay General Bancorp. | 465,635 | 0.1 | |||||||||||
4,200 | Central Valley Community Bancorp | 88,872 | 0.0 | |||||||||||
75,600 | CNO Financial Group, Inc. | 1,439,424 | 0.2 | |||||||||||
47,018 | Commerce Bancshares, Inc. | 3,042,535 | 0.4 | |||||||||||
2,347 | Community Trust Bancorp, Inc. | 117,233 | 0.0 | |||||||||||
5,580 | (1) | Customers Bancorp, Inc. | 158,360 | 0.0 | ||||||||||
49,422 | East West Bancorp, Inc. | 3,222,314 | 0.4 | |||||||||||
51,247 | Eaton Vance Corp. | 2,674,581 | 0.3 | |||||||||||
16,800 | (1) | Enova International, Inc. | 614,040 | 0.1 | ||||||||||
2,600 | Enterprise Financial Services Corp. | 140,270 | 0.0 | |||||||||||
15,318 | Factset Research Systems, Inc. | 3,034,496 | 0.4 | |||||||||||
20,203 | Fidelity Southern Corp. | 513,358 | 0.1 | |||||||||||
25,900 | Financial Institutions, Inc. | 852,110 | 0.1 | |||||||||||
16,200 | First American Financial Corp. | 837,864 | 0.1 | |||||||||||
232,200 | (1) | First BanCorp. Puerto Rico | 1,776,330 | 0.2 | ||||||||||
6,800 | First Business Financial Services, Inc. | 176,800 | 0.0 | |||||||||||
8,200 | First Community Bancshares, Inc. | 261,252 | 0.0 | |||||||||||
102,524 | First Financial Bancorp. | 3,142,361 | 0.4 | |||||||||||
120,796 | First Hawaiian, Inc. | 3,505,500 | 0.4 | |||||||||||
233,887 | First Horizon National Corp. | 4,172,544 | 0.5 | |||||||||||
38,000 | First Interstate Bancsystem, Inc. | 1,603,600 | 0.2 | |||||||||||
51,200 | First Merchants Corp. | 2,375,680 | 0.3 | |||||||||||
41,600 | FirstCash, Inc. | 3,737,760 | 0.5 | |||||||||||
72,800 | Fulton Financial Corp. | 1,201,200 | 0.2 | |||||||||||
8,959 | Glacier Bancorp., Inc. | 346,534 | 0.1 | |||||||||||
81,651 | Great Western Bancorp, Inc. | 3,428,525 | 0.4 | |||||||||||
42,800 | (1) | Green Dot Corp. | 3,141,092 | 0.4 | ||||||||||
54,400 | Hancock Holding Co. | 2,537,760 | 0.3 | |||||||||||
48,050 | Hanmi Financial Corp. | 1,362,218 | 0.2 | |||||||||||
8,600 | HCI Group, Inc. | 357,502 | 0.1 | |||||||||||
19,300 | Hilltop Holdings, Inc. | 425,951 | 0.1 | |||||||||||
13,300 | (1) | HomeStreet, Inc. | 358,435 | 0.1 | ||||||||||
86,081 | Hope Bancorp, Inc. | 1,534,824 | 0.2 | |||||||||||
11,600 | Houlihan Lokey, Inc. | 594,152 | 0.1 | |||||||||||
1,800 | (1) | Howard Bancorp, Inc. | 32,400 | 0.0 | ||||||||||
58,288 | Iberiabank Corp. | 4,418,230 | 0.6 | |||||||||||
2,400 | (1) | Intl. FCStone, Inc. | 124,104 | 0.0 | ||||||||||
7,300 | Invesco Mortgage Capital, Inc. | 116,070 | 0.0 | |||||||||||
32,300 | Investment Technology Group, Inc. | 675,716 | 0.1 | |||||||||||
50,580 | Kinsale Capital Group, Inc. | 2,774,819 | 0.4 | |||||||||||
54,354 | Lazard Ltd. | 2,658,454 | 0.3 | |||||||||||
4,000 | Marlin Business Services Corp. | 119,400 | 0.0 | |||||||||||
10,600 | Meta Financial Group, Inc. | 1,032,440 | 0.1 | |||||||||||
57,600 | (1) | MGIC Investment Corp. | 617,472 | 0.1 | ||||||||||
42,349 | Moelis & Co. | 2,483,769 | 0.3 | |||||||||||
23,517 | Morningstar, Inc. | 3,016,055 | 0.4 | |||||||||||
6,700 | National General Holdings Corp. | 176,411 | 0.0 | |||||||||||
4,313 | NBT Bancorp., Inc. | 164,541 | 0.0 | |||||||||||
5,600 | Northeast Bancorp | 122,080 | 0.0 | |||||||||||
7,000 | (1) | Pacific Mercantile Bancorp | 68,250 | 0.0 | ||||||||||
34,825 | PacWest Bancorp | 1,721,052 | 0.2 | |||||||||||
12,500 | (1) | PennyMac Financial Services, Inc. | 245,625 | 0.0 | ||||||||||
5,100 | Piper Jaffray Cos. | 391,935 | 0.1 | |||||||||||
77,900 | Popular, Inc. | 3,521,859 | 0.5 | |||||||||||
14,900 | Preferred Bank/Los Angeles CA | 915,754 | 0.1 | |||||||||||
3,512 | Premier Financial Bancorp, Inc. | 65,569 | 0.0 | |||||||||||
70,749 | ProAssurance Corp. | 2,508,052 | 0.3 | |||||||||||
9,500 | Pzena Investment Management, Inc. | 87,495 | 0.0 | |||||||||||
12,300 | Radian Group, Inc. | 199,506 | 0.0 | |||||||||||
86,400 | Redwood Trust, Inc. | 1,423,008 | 0.2 | |||||||||||
27,775 | RLI Corp. | 1,838,427 | 0.2 | |||||||||||
5,300 | Selective Insurance Group | 291,500 | 0.0 | |||||||||||
8,800 | Shore Bancshares, Inc. | 167,376 | 0.0 | |||||||||||
4,000 | Sierra Bancorp. | 112,960 | 0.0 | |||||||||||
22,800 | Stewart Information Services Corp. | 981,996 | 0.1 | |||||||||||
2,700 | Stifel Financial Corp. | 141,075 | 0.0 | |||||||||||
2,100 | (1) | SVB Financial Group | 606,396 | 0.1 | ||||||||||
134,800 | TCF Financial Corp. | 3,318,776 | 0.4 | |||||||||||
2,815 | TowneBank/Portsmouth VA | 90,362 | 0.0 | |||||||||||
6,100 | Trico Bancshares | 228,445 | 0.0 | |||||||||||
10,100 | (1) | Tristate Capital Holdings, Inc. | 263,610 | 0.0 | ||||||||||
8,500 | (1) | Triumph Bancorp, Inc. | 346,375 | 0.0 |
See Accompanying Notes to Financial Statements
54 |
VY® JPMorgan Small Cap Core Equity Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Financials: (continued) | ||||||||||||||
25,300 | United Community Banks, Inc./GA | 775,951 | 0.1 | |||||||||||
5,900 | United Fire Group, Inc. | 321,609 | 0.0 | |||||||||||
46,300 | Universal Insurance Holdings, Inc. | 1,625,130 | 0.2 | |||||||||||
12,600 | Walker & Dunlop, Inc. | 701,190 | 0.1 | |||||||||||
62,842 | (1) | Western Alliance Bancorp. | 3,557,486 | 0.5 | ||||||||||
82,621 | Wintrust Financial Corp. | 7,192,158 | 0.9 | |||||||||||
29,400 | Zions Bancorp. | 1,549,086 | 0.2 | |||||||||||
126,983,006 | 16.0 | |||||||||||||
Health Care: 14.6% | ||||||||||||||
34,900 | (1) | Aclaris Therapeutics, Inc. | 696,953 | 0.1 | ||||||||||
13,400 | (1) | Acorda Therapeutics, Inc. | 384,580 | 0.0 | ||||||||||
31,900 | (1) | Addus HomeCare Corp. | 1,826,275 | 0.2 | ||||||||||
87,100 | (1),(2) | Aduro Biotech, Inc. | 609,700 | 0.1 | ||||||||||
48,500 | (1) | Akebia Therapeutics, Inc. | 484,030 | 0.1 | ||||||||||
36,700 | (1) | Allena Pharmaceuticals, Inc. | 478,201 | 0.1 | ||||||||||
70,500 | (1),(2) | AMAG Pharmaceuticals, Inc. | 1,374,750 | 0.2 | ||||||||||
18,900 | (1) | American Renal Associates Holdings, Inc. | 298,053 | 0.0 | ||||||||||
82,100 | (1) | Amicus Therapeutics, Inc. | 1,282,402 | 0.2 | ||||||||||
11,400 | (1) | Amphastar Pharmaceuticals, Inc. | 173,964 | 0.0 | ||||||||||
8,900 | (1) | AnaptysBio, Inc. | 632,256 | 0.1 | ||||||||||
1,300 | (1),(2) | Aptinyx, Inc. | 31,421 | 0.0 | ||||||||||
14,900 | (1) | Assembly Biosciences, Inc. | 584,229 | 0.1 | ||||||||||
20,900 | (1) | Audentes Therapeutics, Inc. | 798,589 | 0.1 | ||||||||||
134,800 | (1) | Bellicum Pharmaceuticals, Inc. | 994,824 | 0.1 | ||||||||||
9,200 | (1) | Bluebird Bio, Inc. | 1,443,940 | 0.2 | ||||||||||
11,900 | (1) | Blueprint Medicines Corp. | 755,412 | 0.1 | ||||||||||
24,000 | (1) | Cara Therapeutics, Inc. | 459,600 | 0.1 | ||||||||||
144,877 | (1) | Catalent, Inc. | 6,068,898 | 0.8 | ||||||||||
172,100 | (1) | Catalyst Pharmaceuticals, Inc. | 536,952 | 0.1 | ||||||||||
69,900 | (1) | Coherus Biosciences, Inc. | 978,600 | 0.1 | ||||||||||
27,100 | (1) | Concert Pharmaceuticals, Inc. | 456,093 | 0.1 | ||||||||||
80,864 | (1) | Cotiviti Holdings, Inc. | 3,568,528 | 0.4 | ||||||||||
101,000 | (1) | Cross Country Healthcare, Inc. | 1,136,250 | 0.1 | ||||||||||
46,700 | (1) | Diplomat Pharmacy, Inc. | 1,193,652 | 0.1 | ||||||||||
47,555 | (1),(2) | Dynavax Technologies Corp. | 725,214 | 0.1 | ||||||||||
135,835 | Encompass Health Corp. | 9,198,746 | 1.2 | |||||||||||
65,300 | (1) | Endo International PLC | 615,779 | 0.1 | ||||||||||
3,223 | (1) | Envision Healthcare Corp. | 141,844 | 0.0 | ||||||||||
12,500 | (1),(2) | Esperion Therapeutics, Inc. | 489,875 | 0.1 | ||||||||||
17,600 | (1) | FibroGen, Inc. | 1,101,760 | 0.1 | ||||||||||
19,900 | (1) | Forty Seven, Inc. | 318,400 | 0.0 | ||||||||||
7,900 | (1) | Globus Medical, Inc. | 398,634 | 0.0 | ||||||||||
54,000 | (1) | Haemonetics Corp. | 4,842,720 | 0.6 | ||||||||||
41,239 | (1) | HealthEquity, Inc. | 3,097,049 | 0.4 | ||||||||||
39,100 | (1) | Heron Therapeutics, Inc. | 1,519,035 | 0.2 | ||||||||||
31,800 | (1),(2) | Homology Medicines, Inc. | 648,720 | 0.1 | ||||||||||
119,900 | (1) | Horizon Pharma PLC | 1,985,544 | 0.2 | ||||||||||
17,714 | (1) | ICU Medical, Inc. | 5,201,716 | 0.7 | ||||||||||
8,600 | (1) | Inogen, Inc. | 1,602,438 | 0.2 | ||||||||||
60,200 | (1) | Integer Holdings Corp. | 3,891,930 | 0.5 | ||||||||||
33,400 | (1),(2) | Jounce Therapeutics, Inc. | 255,844 | 0.0 | ||||||||||
91,300 | (1) | Lantheus Holdings, Inc. | 1,328,415 | 0.2 | ||||||||||
9,900 | (1) | Loxo Oncology, Inc. | 1,717,452 | 0.2 | ||||||||||
3,700 | (1),(2) | Madrigal Pharmaceuticals, Inc. | 1,034,853 | 0.1 | ||||||||||
20,999 | (1) | Magellan Health, Inc. | 2,014,854 | 0.3 | ||||||||||
4,400 | (1) | Masimo Corp. | 429,660 | 0.0 | ||||||||||
4,100 | (1) | Medicines Co. | 150,470 | 0.0 | ||||||||||
47,215 | (1) | Medidata Solutions, Inc. | 3,803,640 | 0.5 | ||||||||||
28,000 | (1),(2) | Mersana Therapeutics, Inc. | 500,080 | 0.1 | ||||||||||
69,760 | (1) | Molina Healthcare, Inc. | 6,832,294 | 0.9 | ||||||||||
35,150 | Owens & Minor, Inc. | 587,357 | 0.1 | |||||||||||
14,600 | Phibro Animal Health Corp. | 672,330 | 0.1 | |||||||||||
75,865 | (1) | Premier, Inc. | 2,759,969 | 0.3 | ||||||||||
77,544 | (1) | Prestige Brands Holdings, Inc. | 2,976,139 | 0.4 | ||||||||||
44,200 | (1) | Ra Pharmaceuticals, Inc. | 439,790 | 0.1 | ||||||||||
4,000 | (1),(2) | Radius Health, Inc. | 117,880 | 0.0 | ||||||||||
43,300 | (1) | RadNet, Inc. | 649,500 | 0.1 | ||||||||||
15,600 | (1),(2) | resTORbio, Inc. | 142,740 | 0.0 | ||||||||||
8,200 | (1) | Revance Therapeutics, Inc. | 225,090 | 0.0 | ||||||||||
28,600 | (1) | Rhythm Pharmaceuticals, Inc. | 894,036 | 0.1 | ||||||||||
125,200 | (1) | Rigel Pharmaceuticals, Inc. | 354,316 | 0.0 | ||||||||||
7,900 | (1) | Sage Therapeutics, Inc. | 1,236,587 | 0.2 | ||||||||||
15,900 | (1),(2) | Sarepta Therapeutics, Inc. | 2,101,662 | 0.3 | ||||||||||
57,700 | (1),(2) | Selecta Biosciences, Inc. | 764,525 | 0.1 | ||||||||||
7,800 | (1),(2) | Spark Therapeutics, Inc. | 645,528 | 0.1 | ||||||||||
15,100 | (1) | Surgery Partners, Inc. | 224,990 | 0.0 | ||||||||||
74,000 | (1),(2) | Synergy Pharmaceuticals, Inc. | 128,760 | 0.0 | ||||||||||
75,100 | (1) | Syros Pharmaceuticals, Inc. | 766,771 | 0.1 | ||||||||||
94,100 | (1) | Tenet Healthcare Corp. | 3,158,937 | 0.4 | ||||||||||
4,900 | (1),(2) | Tesaro, Inc. | 217,903 | 0.0 | ||||||||||
139,600 | (1),(2) | TherapeuticsMD, Inc. | 871,104 | 0.1 | ||||||||||
30,690 | (1),(2) | Tivity Health, Inc. | 1,080,288 | 0.1 | ||||||||||
17,500 | (1),(2) | WaVe Life Sciences Ltd. | 669,375 | 0.1 | ||||||||||
21,951 | (1) | WellCare Health Plans, Inc. | 5,405,214 | 0.7 | ||||||||||
65,909 | West Pharmaceutical Services, Inc. | 6,544,105 | 0.8 | |||||||||||
15,700 | (1) | Xencor, Inc. | 581,057 | 0.1 | ||||||||||
115,311,071 | 14.6 | |||||||||||||
Industrials: 17.9% | ||||||||||||||
23,300 | AAR Corp. | 1,083,217 | 0.1 | |||||||||||
19,900 | ABM Industries, Inc. | 580,682 | 0.1 | |||||||||||
207,200 | ACCO Brands Corp. | 2,869,720 | 0.4 | |||||||||||
100,675 | (1) | Advanced Disposal Services, Inc. | 2,494,726 | 0.3 | ||||||||||
55,560 | Allison Transmission Holdings, Inc. | 2,249,624 | 0.3 |
See Accompanying Notes to Financial Statements
55 |
VY® JPMorgan Small Cap Core Equity Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Industrials: (continued) | ||||||||||||||
62,288 | Altra Industrial Motion Corp. | 2,684,613 | 0.3 | |||||||||||
60,979 | Applied Industrial Technologies, Inc. | 4,277,677 | 0.5 | |||||||||||
75,200 | ArcBest Corp. | 3,436,640 | 0.4 | |||||||||||
29,800 | (1) | Atkore International Group, Inc. | 618,946 | 0.1 | ||||||||||
6,425 | (1) | Atlas Air Worldwide Holdings, Inc. | 460,672 | 0.1 | ||||||||||
29,000 | (1) | Avis Budget Group, Inc. | 942,500 | 0.1 | ||||||||||
8,100 | Barnes Group, Inc. | 477,090 | 0.1 | |||||||||||
36,200 | Barrett Business Services, Inc. | 3,495,834 | 0.4 | |||||||||||
138,077 | Brady Corp. | 5,322,868 | 0.7 | |||||||||||
166,500 | (1) | BrightView Holdings, Inc. | 3,654,675 | 0.5 | ||||||||||
27,600 | Columbus McKinnon Corp. | 1,196,736 | 0.2 | |||||||||||
2,400 | Comfort Systems USA, Inc. | 109,920 | 0.0 | |||||||||||
90,100 | Costamare, Inc. | 718,998 | 0.1 | |||||||||||
6,300 | (1) | Covenant Transportation Group, Inc. | 198,450 | 0.0 | ||||||||||
6,900 | CRA International, Inc. | 351,141 | 0.0 | |||||||||||
65,622 | Douglas Dynamics, Inc. | 3,149,856 | 0.4 | |||||||||||
33,500 | EMCOR Group, Inc. | 2,552,030 | 0.3 | |||||||||||
8,400 | EnerSys | 626,976 | 0.1 | |||||||||||
18,500 | (1) | Engility Holdings, Inc. | 566,840 | 0.1 | ||||||||||
37,600 | Essendant, Inc. | 497,072 | 0.1 | |||||||||||
105,610 | (1) | Evoqua Water Technologies Corp. | 2,165,005 | 0.3 | ||||||||||
22,700 | Federal Signal Corp. | 528,683 | 0.1 | |||||||||||
108,167 | (1) | Gates Industrial Corp. PLC | 1,759,877 | 0.2 | ||||||||||
61,225 | (1) | Generac Holdings, Inc. | 3,167,169 | 0.4 | ||||||||||
73,500 | Global Brass & Copper Holdings, Inc. | 2,304,225 | 0.3 | |||||||||||
16,900 | (1) | GMS, Inc. | 457,821 | 0.1 | ||||||||||
7,600 | Greenbrier Cos., Inc. | 400,900 | 0.1 | |||||||||||
14,200 | Hawaiian Holdings, Inc. | 510,490 | 0.1 | |||||||||||
233,800 | (1) | HC2 Holdings, Inc. | 1,367,730 | 0.2 | ||||||||||
16,288 | Heico Corp. - Class A | 992,754 | 0.1 | |||||||||||
17,100 | Heidrick & Struggles International, Inc. | 598,500 | 0.1 | |||||||||||
78,993 | Herman Miller, Inc. | 2,677,863 | 0.3 | |||||||||||
2,600 | Hurco Cos, Inc. | 116,350 | 0.0 | |||||||||||
5,600 | Hyster-Yale Materials Handling, Inc. | 359,800 | 0.0 | |||||||||||
12,600 | ICF International, Inc. | 895,230 | 0.1 | |||||||||||
50,400 | Insperity, Inc. | 4,800,600 | 0.6 | |||||||||||
83,578 | (1) | JELD-WEN Holding, Inc. | 2,389,495 | 0.3 | ||||||||||
10,700 | Kadant, Inc. | 1,028,805 | 0.1 | |||||||||||
85,583 | KAR Auction Services, Inc. | 4,689,948 | 0.6 | |||||||||||
158,800 | KBR, Inc. | 2,845,696 | 0.4 | |||||||||||
2,600 | Kelly Services, Inc. | 58,370 | 0.0 | |||||||||||
4,000 | Kforce, Inc. | 137,200 | 0.0 | |||||||||||
17,300 | Kimball International, Inc. | 279,568 | 0.0 | |||||||||||
83,246 | Knight-Swift Transportation Holdings, Inc. | 3,180,830 | 0.4 | |||||||||||
7,300 | Knoll, Inc. | 151,913 | 0.0 | |||||||||||
8,300 | Korn/Ferry International | 514,019 | 0.1 | |||||||||||
30,713 | Landstar System, Inc. | 3,353,860 | 0.4 | |||||||||||
35,216 | Lincoln Electric Holdings, Inc. | 3,090,556 | 0.4 | |||||||||||
74,700 | LSC Communications, Inc. | 1,169,802 | 0.1 | |||||||||||
46,000 | (1) | Mastec, Inc. | 2,334,500 | 0.3 | ||||||||||
135,400 | (1) | Meritor, Inc. | 2,785,178 | 0.4 | ||||||||||
51,100 | (1) | Milacron Holdings Corp. | 967,323 | 0.1 | ||||||||||
4,600 | Moog, Inc. | 358,616 | 0.0 | |||||||||||
96,900 | (1) | MRC Global, Inc. | 2,099,823 | 0.3 | ||||||||||
7,470 | MSA Safety, Inc. | 719,660 | 0.1 | |||||||||||
5,400 | Park-Ohio Holdings Corp. | 201,420 | 0.0 | |||||||||||
17,337 | (1) | Proto Labs, Inc. | 2,062,236 | 0.3 | ||||||||||
168,700 | Quad/Graphics, Inc. | 3,514,021 | 0.4 | |||||||||||
40,847 | (1) | RBC Bearings, Inc. | 5,261,502 | 0.7 | ||||||||||
4,900 | Regal Beloit Corp. | 400,820 | 0.1 | |||||||||||
14,200 | Schneider National, Inc. | 390,642 | 0.1 | |||||||||||
43,800 | Skywest, Inc. | 2,273,220 | 0.3 | |||||||||||
6,600 | (1) | SPX FLOW, Inc. | 288,882 | 0.0 | ||||||||||
1,800 | Standex International Corp. | 183,960 | 0.0 | |||||||||||
42,900 | Steelcase, Inc. | 579,150 | 0.1 | |||||||||||
24,500 | (1) | Sterling Construction Co., Inc. | 319,235 | 0.0 | ||||||||||
18,900 | (1) | Titan Machinery, Inc. | 293,895 | 0.0 | ||||||||||
140,766 | Toro Co. | 8,481,152 | 1.1 | |||||||||||
13,800 | (1) | Trimas Corp. | 405,720 | 0.1 | ||||||||||
23,400 | (1) | TriNet Group, Inc. | 1,308,996 | 0.2 | ||||||||||
69,600 | (1) | TrueBlue, Inc. | 1,875,720 | 0.2 | ||||||||||
18,600 | (1) | Tutor Perini Corp. | 343,170 | 0.0 | ||||||||||
52,900 | Universal Forest Products, Inc. | 1,937,198 | 0.2 | |||||||||||
3,700 | Universal Logistics Holdings, Inc. | 97,125 | 0.0 | |||||||||||
43,661 | US Ecology, Inc. | 2,781,206 | 0.4 | |||||||||||
87,043 | (1) | USG Corp. | 3,753,294 | 0.5 | ||||||||||
55,800 | (1) | Vectrus, Inc. | 1,719,756 | 0.2 | ||||||||||
4,200 | (1) | Veritiv Corp. | 167,370 | 0.0 | ||||||||||
2,200 | VSE Corp. | 105,116 | 0.0 | |||||||||||
119,100 | Wabash National Corp. | 2,222,406 | 0.3 | |||||||||||
4,600 | Watts Water Technologies, Inc. | 360,640 | 0.0 | |||||||||||
4,700 | (1) | YRC Worldwide, Inc. | 47,235 | 0.0 | ||||||||||
141,250,749 | 17.9 | |||||||||||||
Information Technology: 14.2% | ||||||||||||||
18,600 | (1) | Advanced Energy Industries, Inc. | 1,080,474 | 0.1 | ||||||||||
40,100 | (1) | Alpha & Omega Co. | 571,024 | 0.1 | ||||||||||
25,500 | (1) | Apptio, Inc. | 923,100 | 0.1 | ||||||||||
45,836 | (1) | Aspen Technology, Inc. | 4,250,831 | 0.5 | ||||||||||
64,843 | Benchmark Electronics, Inc. | 1,890,173 | 0.2 | |||||||||||
37,517 | Blackbaud, Inc. | 3,843,617 | 0.5 | |||||||||||
78,000 | (1) | Blucora, Inc. | 2,886,000 | 0.4 | ||||||||||
56,333 | Cabot Microelectronics Corp. | 6,059,177 | 0.8 | |||||||||||
8,200 | (1) | CACI International, Inc. | 1,382,110 | 0.2 | ||||||||||
5,500 | (1) | Carbon Black, Inc. | 143,000 | 0.0 | ||||||||||
56,100 | (1) | Ciena Corp. | 1,487,211 | 0.2 | ||||||||||
239,235 | (1),(2) | Cision Ltd. | 3,576,563 | 0.5 | ||||||||||
42,800 | Cohu, Inc. | 1,049,028 | 0.1 | |||||||||||
9,300 | (1) | Commvault Systems, Inc. | 612,405 | 0.1 | ||||||||||
56,880 | (1) | CoreLogic, Inc. | 2,952,072 | 0.4 | ||||||||||
90,531 | Cypress Semiconductor Corp. | 1,410,473 | 0.2 | |||||||||||
8,800 | (1),(2) | DocuSign, Inc. | 465,960 | 0.1 | ||||||||||
32,700 | (1) | Domo, Inc. | 686,700 | 0.1 | ||||||||||
13,000 | (1) | Etsy, Inc. | 548,470 | 0.1 |
See Accompanying Notes to Financial Statements
56 |
VY® JPMorgan Small Cap Core Equity Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Information Technology: (continued) | ||||||||||||||
30,700 | (1),(2) | Fitbit, Inc. | 200,471 | 0.0 | ||||||||||
18,900 | (1) | Five9, Inc. | 653,373 | 0.1 | ||||||||||
43,603 | (1),(2) | GrubHub, Inc. | 4,574,391 | 0.6 | ||||||||||
45,875 | (1) | Guidewire Software, Inc. | 4,072,782 | 0.5 | ||||||||||
29,900 | (1),(2) | Ichor Holdings Ltd. | 634,478 | 0.1 | ||||||||||
24,700 | (1) | Imperva, Inc. | 1,191,775 | 0.1 | ||||||||||
55,800 | (1) | Insight Enterprises, Inc. | 2,730,294 | 0.3 | ||||||||||
73,750 | (1) | Instructure, Inc. | 3,138,062 | 0.4 | ||||||||||
97,800 | (1) | Kemet Corp. | 2,361,870 | 0.3 | ||||||||||
38,975 | (1) | Kimball Electronics, Inc. | 713,243 | 0.1 | ||||||||||
142,100 | (1) | Limelight Networks, Inc. | 635,187 | 0.1 | ||||||||||
3,500 | Littelfuse, Inc. | 798,630 | 0.1 | |||||||||||
68,133 | (1) | Manhattan Associates, Inc. | 3,202,932 | 0.4 | ||||||||||
31,900 | Methode Electronics, Inc. | 1,285,570 | 0.2 | |||||||||||
19,266 | (1) | MicroStrategy, Inc. | 2,461,232 | 0.3 | ||||||||||
17,900 | (1) | New Relic, Inc. | 1,800,561 | 0.2 | ||||||||||
15,200 | (1) | Nutanix, Inc. | 783,864 | 0.1 | ||||||||||
5,600 | Pegasystems, Inc. | 306,880 | 0.0 | |||||||||||
24,900 | (1) | Pivotal Software, Inc. | 604,323 | 0.1 | ||||||||||
20,100 | Plantronics, Inc. | 1,532,625 | 0.2 | |||||||||||
3,800 | (1) | Plexus Corp. | 226,252 | 0.0 | ||||||||||
69,200 | (1) | Pluralsight, Inc. | 1,691,940 | 0.2 | ||||||||||
86,910 | (1) | Q2 Holdings, Inc. | 4,958,216 | 0.6 | ||||||||||
3,700 | QAD, Inc. | 185,555 | 0.0 | |||||||||||
11,900 | (1) | Qualys, Inc. | 1,003,170 | 0.1 | ||||||||||
35,000 | (1) | QuinStreet, Inc. | 444,500 | 0.1 | ||||||||||
37,300 | (1) | RingCentral, Inc. | 2,624,055 | 0.3 | ||||||||||
9,800 | (1) | Rudolph Technologies, Inc. | 290,080 | 0.0 | ||||||||||
103,830 | (1) | SailPoint Technologies Holding, Inc. | 2,547,988 | 0.3 | ||||||||||
83,200 | (1) | Sanmina Corp. | 2,437,760 | 0.3 | ||||||||||
3,200 | (1) | SendGrid, Inc. | 84,864 | 0.0 | ||||||||||
58,500 | (1) | ServiceSource International, Inc. | 230,490 | 0.0 | ||||||||||
24,800 | (1) | Sigma Designs, Inc. | 151,280 | 0.0 | ||||||||||
75,200 | (1),(2) | SMART Global Holdings, Inc. | 2,396,624 | 0.3 | ||||||||||
40,600 | (1),(2) | Smartsheet, Inc. | 1,054,382 | 0.1 | ||||||||||
20,000 | (1) | SYKES Enterprises, Inc. | 575,600 | 0.1 | ||||||||||
78,800 | (1) | Synchronoss Technologies, Inc. | 486,196 | 0.1 | ||||||||||
40,974 | (1) | Tableau Software, Inc. | 4,005,209 | 0.5 | ||||||||||
48,500 | (1) | Tech Data Corp. | 3,982,820 | 0.5 | ||||||||||
67,600 | TiVo Corp. | 909,220 | 0.1 | |||||||||||
203,600 | Travelport Worldwide Ltd. | 3,774,744 | 0.5 | |||||||||||
18,450 | (1) | Tyler Technologies, Inc. | 4,097,745 | 0.5 | ||||||||||
78,300 | (1) | Ultra Clean Holdings, Inc. | 1,299,780 | 0.2 | ||||||||||
113,720 | (1),(2) | Unisys Corp. | 1,466,988 | 0.2 | ||||||||||
18,100 | (1) | Virtusa Corp. | 881,108 | 0.1 | ||||||||||
13,400 | (1) | Vishay Precision Group, Inc. | 511,210 | 0.1 | ||||||||||
12,500 | (1) | Web.com Group, Inc. | 323,125 | 0.0 | ||||||||||
14,600 | (1),(2) | Zscaler, Inc. | 521,950 | 0.1 | ||||||||||
112,663,782 | 14.2 | |||||||||||||
Materials: 5.3% | ||||||||||||||
94,400 | (1),(2) | AK Steel Holding Corp. | 409,696 | 0.1 | ||||||||||
90,052 | Aptargroup, Inc. | 8,409,056 | 1.1 | |||||||||||
17,416 | (1) | Berry Plastics Group, Inc. | 800,091 | 0.1 | ||||||||||
19,000 | Boise Cascade Co. | 849,300 | 0.1 | |||||||||||
13,300 | Chemours Co. | 589,988 | 0.1 | |||||||||||
75,900 | (1) | Cleveland-Cliffs, Inc. | 639,837 | 0.1 | ||||||||||
26,800 | Commercial Metals Co. | 565,748 | 0.1 | |||||||||||
49,156 | (1) | Crown Holdings, Inc. | 2,200,223 | 0.3 | ||||||||||
25,800 | FutureFuel Corp. | 361,458 | 0.0 | |||||||||||
122,332 | (1) | GCP Applied Technologies, Inc. | 3,541,511 | 0.4 | ||||||||||
31,700 | Graphic Packaging Holding Co. | 459,967 | 0.1 | |||||||||||
41,500 | Louisiana-Pacific Corp. | 1,129,630 | 0.1 | |||||||||||
20,500 | (1) | Omnova Solutions, Inc. | 213,200 | 0.0 | ||||||||||
198,600 | (1) | PQ Group Holdings, Inc. | 3,574,800 | 0.5 | ||||||||||
23,638 | Quaker Chemical Corp. | 3,660,817 | 0.5 | |||||||||||
29,300 | (1),(2) | Ramaco Resources, Inc. | 203,928 | 0.0 | ||||||||||
23,900 | Rayonier Advanced Materials, Inc. | 408,451 | 0.1 | |||||||||||
19,800 | (1) | Ryerson Holding Corp. | 220,770 | 0.0 | ||||||||||
44,300 | Schweitzer-Mauduit International, Inc. | 1,936,796 | 0.2 | |||||||||||
60,900 | Trinseo SA | 4,320,855 | 0.5 | |||||||||||
180,732 | Valvoline, Inc. | 3,898,389 | 0.5 | |||||||||||
94,500 | (1) | Verso Corp. | 2,056,320 | 0.3 | ||||||||||
41,900 | Warrior Met Coal, Inc. | 1,155,183 | 0.1 | |||||||||||
6,050 | Worthington Industries, Inc. | 253,919 | 0.0 | |||||||||||
41,859,933 | 5.3 | |||||||||||||
Real Estate: 6.6% | ||||||||||||||
11,800 | American Assets Trust, Inc. | 451,822 | 0.1 | |||||||||||
113,900 | Armada Hoffler Properties, Inc. | 1,697,110 | 0.2 | |||||||||||
212,000 | Ashford Hospitality Trust, Inc. | 1,717,200 | 0.2 | |||||||||||
37,800 | Braemar Hotels & Resorts, Inc. | 431,676 | 0.1 | |||||||||||
13,000 | Chatham Lodging Trust | 275,860 | 0.0 | |||||||||||
15,000 | Chesapeake Lodging Trust | 474,600 | 0.1 | |||||||||||
20,400 | CoreCivic, Inc. | 487,356 | 0.1 | |||||||||||
1,400 | (2) | CorEnergy Infrastructure Trust, Inc. | 52,640 | 0.0 | ||||||||||
8,300 | Coresite Realty Corp. | 919,806 | 0.1 | |||||||||||
40,621 | Cousins Properties, Inc. | 393,617 | 0.0 | |||||||||||
73,090 | CubeSmart | 2,354,960 | 0.3 | |||||||||||
3,600 | CyrusOne, Inc. | 210,096 | 0.0 | |||||||||||
12,256 | DCT Industrial Trust, Inc. | 817,843 | 0.1 | |||||||||||
50,000 | DiamondRock Hospitality Co. | 614,000 | 0.1 | |||||||||||
49,916 | EastGroup Properties, Inc. | 4,769,973 | 0.6 | |||||||||||
1,800 | Education Realty Trust, Inc. | 74,700 | 0.0 | |||||||||||
61,875 | First Industrial Realty Trust, Inc. | 2,062,912 | 0.3 | |||||||||||
4,600 | Franklin Street Properties Corp. | 39,376 | 0.0 | |||||||||||
113,050 | Geo Group, Inc./The | 3,113,397 | 0.4 | |||||||||||
37,000 | Getty Realty Corp. | 1,042,290 | 0.1 | |||||||||||
78,673 | HFF, Inc. | 2,702,417 | 0.3 | |||||||||||
10,300 | Highwoods Properties, Inc. | 522,519 | 0.1 | |||||||||||
7,900 | Hudson Pacific Properties, Inc. | 279,897 | 0.0 | |||||||||||
13,700 | (1) | InfraREIT, Inc. | 303,729 | 0.0 | ||||||||||
12,000 | LaSalle Hotel Properties | 410,760 | 0.1 | |||||||||||
135,730 | National Retail Properties, Inc. | 5,966,691 | 0.8 | |||||||||||
10,100 | New Senior Investment Group, Inc. | 76,457 | 0.0 |
See Accompanying Notes to Financial Statements
57 |
VY® JPMorgan Small Cap Core Equity Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Real Estate: (continued) | ||||||||||||||
31,087 | NexPoint Residential Trust, Inc. | 884,425 | 0.1 | |||||||||||
159,911 | Outfront Media, Inc. | 3,110,269 | 0.4 | |||||||||||
31,200 | Preferred Apartment Communities, Inc. | 530,088 | 0.1 | |||||||||||
2,600 | PS Business Parks, Inc. | 334,100 | 0.0 | |||||||||||
33,300 | Ramco-Gershenson Properties | 439,893 | 0.1 | |||||||||||
103,367 | (2) | Realogy Holdings Corp. | 2,356,768 | 0.3 | ||||||||||
39,300 | (2) | Retail Opportunity Investments Corp. | 752,988 | 0.1 | ||||||||||
31,900 | Rexford Industrial Realty, Inc. | 1,001,341 | 0.1 | |||||||||||
201,695 | RLJ Lodging Trust | 4,447,375 | 0.6 | |||||||||||
69,700 | Summit Hotel Properties, Inc. | 997,407 | 0.1 | |||||||||||
3,700 | Sun Communities, Inc. | 362,156 | 0.0 | |||||||||||
64,103 | Sunstone Hotel Investors, Inc. | 1,065,392 | 0.1 | |||||||||||
25,200 | �� | Tier REIT, Inc. | 599,256 | 0.1 | ||||||||||
156,952 | (1),(2) | Willscot Corp. | 2,322,890 | 0.3 | ||||||||||
32,600 | Xenia Hotels & Resorts, Inc. | 794,136 | 0.1 | |||||||||||
52,262,188 | 6.6 | |||||||||||||
Telecommunication Services: 0.1% | ||||||||||||||
43,900 | (1) | Ooma, Inc. | 621,185 | 0.1 | ||||||||||
Utilities: 2.5% | ||||||||||||||
66,500 | (1) | Atlantic Power Corp. | 146,300 | 0.0 | ||||||||||
3,500 | Consolidated Water Co., Ltd. | 45,150 | 0.0 | |||||||||||
8,200 | Idacorp, Inc. | 756,368 | 0.1 | |||||||||||
4,900 | MGE Energy, Inc. | 308,945 | 0.0 | |||||||||||
19,200 | New Jersey Resources Corp. | 859,200 | 0.1 | |||||||||||
77,583 | NorthWestern Corp. | 4,441,627 | 0.6 | |||||||||||
6,400 | NRG Yield, Inc. - Class A | 109,120 | 0.0 | |||||||||||
97,700 | NRG Yield, Inc. - Class C | 1,680,440 | 0.2 | |||||||||||
15,500 | Ormat Technologies, Inc. | 824,445 | 0.1 | |||||||||||
11,400 | PNM Resources, Inc. | 443,460 | 0.1 | |||||||||||
167,045 | Portland General Electric Co. | 7,142,844 | 0.9 | |||||||||||
18,000 | Southwest Gas Holdings, Inc. | 1,372,860 | 0.2 | |||||||||||
102,400 | (2) | Spark Energy, Inc. | 998,400 | 0.1 | ||||||||||
13,544 | (1) | Vistra Energy Corp. | 320,451 | 0.0 | ||||||||||
6,600 | WGL Holdings, Inc. | 585,750 | 0.1 | |||||||||||
20,035,360 | 2.5 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $562,061,185) | 759,137,843 | 96.0 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 9.4% | ||||||||||||||
Securities Lending Collateral(3): 4.6% | ||||||||||||||
8,900,700 | Jefferies LLC, Repurchase Agreement dated 06/29/18, 2.00%, due 07/02/18 (Repurchase Amount $8,902,163, collateralized by various U.S. Government Securities, 0.000%-2.375%, Market Value plus accrued interest $9,078,714, due 07/05/18-09/09/49) | 8,900,700 | 1.2 | |||||||||||
8,900,700 | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/29/18, 2.28%, due 07/02/18 (Repurchase Amount $8,902,368, collateralized by various U.S. Government Securities, 2.750%-3.125%, Market Value plus accrued interest $9,078,716, due 11/15/42-08/15/44) | 8,900,700 | 1.1 | |||||||||||
249,868 | MUFG Securities America Inc., Repurchase Agreement dated 06/29/18, 2.12%, due 07/02/18 (Repurchase Amount $249,912, collateralized by various U.S. Government Agency Obligations, 2.430%-6.000%, Market Value plus accrued interest $254,865, due 02/01/21-10/15/58) | 249,868 | 0.1 | |||||||||||
8,900,700 | NBC Global Finance Ltd., Repurchase Agreement dated 06/29/18, 1.95%, due 07/02/18 (Repurchase Amount $8,902,127, collateralized by various U.S. Government Securities, 0.000%-3.625%, Market Value plus accrued interest $9,078,740, due 01/31/20-09/09/49) | 8,900,700 | 1.1 |
See Accompanying Notes to Financial Statements
58 |
VY® JPMorgan Small Cap Core Equity Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) (continued) |
Principal Amount† | �� | Value | Percentage of Net Assets | |||||||||||
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Securities Lending Collateral(3): (continued) | ||||||||||||||
8,900,700 | State of Wisconsin Investment Board, Repurchase Agreement dated 06/29/18, 2.30%, due 07/02/18 (Repurchase Amount $8,902,383, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $9,078,781, due 07/15/19-02/15/48) | 8,900,700 | 1.1 | |||||||||||
35,852,668 | 4.6 |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 4.8% | ||||||||||||||
38,179,561 | (4) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.800% | ||||||||||||
(Cost $38,179,561) | 38,179,561 | 4.8 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $74,032,229) | 74,032,229 | 9.4 | ||||||||||||
Total Investments in Securities (Cost $636,093,414) | $ | 833,170,072 | 105.4 | |||||||||||
Liabilities in Excess of Other Assets | (42,393,245 | ) | (5.4 | ) | ||||||||||
Net Assets | $ | 790,776,827 | 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, 2018. |
See Accompanying Notes to Financial Statements
59 |
VY® Templeton Global Growth Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 97.4% | ||||||||||||||
Canada: 3.2% | ||||||||||||||
119,550 | Barrick Gold Corp. | 1,569,692 | 1.0 | |||||||||||
99,100 | Husky Energy, Inc. | 1,544,562 | 0.9 | |||||||||||
95,893 | Wheaton Precious Metals Corp. | 2,116,772 | 1.3 | |||||||||||
5,231,026 | 3.2 | |||||||||||||
China: 5.6% | ||||||||||||||
10,340 | (1) | Baidu, Inc. ADR | 2,512,620 | 1.5 | ||||||||||
791,000 | China Life Insurance Co., Ltd. - H Shares | 2,029,304 | 1.2 | |||||||||||
184,000 | China Mobile Ltd. | 1,632,622 | 1.0 | |||||||||||
11,144 | (2) | China Telecom Corp., Ltd. ADR | 517,416 | 0.3 | ||||||||||
2,726,000 | China Telecom Corp., Ltd. - H Shares | 1,279,142 | 0.8 | |||||||||||
1,461,600 | Kunlun Energy Co. Ltd. | 1,276,483 | 0.8 | |||||||||||
9,247,587 | 5.6 | |||||||||||||
Denmark: 1.0% | ||||||||||||||
25,642 | Vestas Wind Systems A/S | 1,583,043 | 1.0 | |||||||||||
France: 6.5% | ||||||||||||||
95,570 | AXA S.A. | 2,335,139 | 1.4 | |||||||||||
34,260 | BNP Paribas | 2,119,221 | 1.3 | |||||||||||
24,898 | Cie de Saint-Gobain | 1,109,081 | 0.6 | |||||||||||
87,463 | Credit Agricole SA | 1,160,857 | 0.7 | |||||||||||
26,358 | Sanofi | 2,115,483 | 1.3 | |||||||||||
91,201 | Veolia Environnement | 1,948,879 | 1.2 | |||||||||||
10,788,660 | 6.5 | |||||||||||||
Germany: 5.4% | ||||||||||||||
18,830 | Bayer AG | 2,067,981 | 1.3 | |||||||||||
78,188 | E.ON AG | 833,055 | 0.5 | |||||||||||
27,739 | (2),(3) | Innogy SE | 1,185,113 | 0.7 | ||||||||||
21,590 | Merck KGaA | 2,101,732 | 1.3 | |||||||||||
19,972 | Siemens AG | 2,631,431 | 1.6 | |||||||||||
8,819,312 | 5.4 | |||||||||||||
Hong Kong: 1.1% | ||||||||||||||
147,500 | CK Hutchison Holdings Ltd. | 1,561,438 | 1.0 | |||||||||||
290,200 | Value Partners Group Ltd. | 228,182 | 0.1 | |||||||||||
1,789,620 | 1.1 | |||||||||||||
Indonesia: 0.5% | ||||||||||||||
1,312,500 | Matahari Department Store Tbk PT | 803,847 | 0.5 | |||||||||||
Ireland: 1.1% | ||||||||||||||
104,786 | Bank of Ireland Group PLC | 813,164 | 0.5 | |||||||||||
12,340 | Medtronic PLC | 1,056,427 | 0.6 | |||||||||||
1,869,591 | 1.1 | |||||||||||||
Israel: 2.4% | ||||||||||||||
162,901 | Teva Pharmaceutical Industries Ltd. ADR | 3,961,752 | 2.4 | |||||||||||
Italy: 2.1% | ||||||||||||||
190,871 | ENI S.p.A. | 3,539,015 | 2.1 | |||||||||||
Japan: 5.2% | ||||||||||||||
68,100 | Mitsui Fudosan Co., Ltd. | 1,640,411 | 1.0 | |||||||||||
176,300 | Panasonic Corp. | 2,377,304 | 1.4 | |||||||||||
21,800 | Seven & I Holdings Co., Ltd. | 950,822 | 0.6 | |||||||||||
20,200 | SoftBank Group Corp. | 1,442,445 | 0.9 | |||||||||||
30,700 | Suntory Beverage & Food Ltd. | 1,312,507 | 0.8 | |||||||||||
25,200 | Taiheiyo Cement Corp. | 828,988 | 0.5 | |||||||||||
8,552,477 | 5.2 | |||||||||||||
Luxembourg: 2.3% | ||||||||||||||
208,419 | SES S.A. - Luxembourg | 3,809,845 | 2.3 | |||||||||||
Netherlands: 5.8% | ||||||||||||||
409,139 | Aegon NV | 2,442,815 | 1.5 | |||||||||||
21,412 | Akzo Nobel NV | 1,826,280 | 1.1 | |||||||||||
28,524 | (1) | QIAGEN NV | 1,033,973 | 0.6 | ||||||||||
119,125 | Royal Dutch Shell PLC - Class B | 4,266,219 | 2.6 | |||||||||||
9,569,287 | 5.8 | |||||||||||||
Singapore: 1.7% | ||||||||||||||
1,261,000 | Singapore Telecommunications Ltd. | 2,847,082 | 1.7 | |||||||||||
South Korea: 3.0% | ||||||||||||||
43,400 | KB Financial Group, Inc. | 2,042,915 | 1.2 | |||||||||||
70,442 | Samsung Electronics Co., Ltd. | 2,950,786 | 1.8 | |||||||||||
4,993,701 | 3.0 | |||||||||||||
Spain: 0.6% | ||||||||||||||
113,117 | Telefonica S.A. | 960,075 | 0.6 | |||||||||||
Sweden: 1.9% | ||||||||||||||
140,262 | Arjo AB | 500,335 | 0.3 | |||||||||||
140,262 | (2) | Getinge AB | 1,273,303 | 0.8 | ||||||||||
164,939 | Telefonaktiebolaget LM Ericsson | 1,270,723 | 0.8 | |||||||||||
3,044,361 | 1.9 | |||||||||||||
Switzerland: 2.9% | ||||||||||||||
5,538 | Novartis AG | 419,509 | 0.3 | |||||||||||
9,160 | Roche Holding AG | 2,032,221 | 1.2 | |||||||||||
151,970 | UBS Group AG | 2,329,755 | 1.4 | |||||||||||
4,781,485 | 2.9 | |||||||||||||
Thailand: 1.3% | ||||||||||||||
276,600 | Bangkok Bank PCL | 1,633,189 | 1.0 | |||||||||||
92,400 | Bangkok Bank PCL - Foreign Reg | 552,911 | 0.3 | |||||||||||
2,186,100 | 1.3 | |||||||||||||
United Kingdom: 10.2% | ||||||||||||||
226,759 | BAE Systems PLC | 1,929,107 | 1.2 | |||||||||||
354,308 | Barclays PLC | 875,754 | 0.5 | |||||||||||
482,898 | BP PLC | 3,674,134 | 2.2 | |||||||||||
317,510 | HSBC Holdings PLC (HKD) | 2,970,627 | 1.8 | |||||||||||
564,898 | Kingfisher PLC | 2,209,093 | 1.3 | |||||||||||
331,668 | Man Group PLC | 768,844 | 0.5 | |||||||||||
284,138 | Standard Chartered PLC | 2,580,941 | 1.6 |
See Accompanying Notes to Financial Statements
60 |
VY® Templeton Global Growth Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
United Kingdom: (continued) | ||||||||||||||
767,755 | Vodafone Group PLC | 1,859,725 | 1.1 | |||||||||||
16,868,225 | 10.2 | |||||||||||||
United States: 33.6% | ||||||||||||||
20,600 | Advance Auto Parts, Inc. | 2,795,420 | 1.7 | |||||||||||
19,051 | Allergan plc | 3,176,183 | 1.9 | |||||||||||
22,320 | Ally Financial, Inc. | 586,346 | 0.4 | |||||||||||
1,998 | (1) | Alphabet, Inc. - Class A | 2,256,122 | 1.4 | ||||||||||
23,230 | AmerisourceBergen Corp. | 1,980,822 | 1.2 | |||||||||||
3,685 | Amgen, Inc. | 680,214 | 0.4 | |||||||||||
56,110 | Apache Corp. | 2,623,143 | 1.6 | |||||||||||
9,300 | Apple, Inc. | 1,721,523 | 1.0 | |||||||||||
27,060 | Capital One Financial Corp. | 2,486,814 | 1.5 | |||||||||||
28,610 | Cardinal Health, Inc. | 1,397,026 | 0.8 | |||||||||||
8,400 | (1) | Celgene Corp. | 667,128 | 0.4 | ||||||||||
53,690 | Citigroup, Inc. | 3,592,935 | 2.2 | |||||||||||
63,720 | Comcast Corp. – Class A | 2,090,653 | 1.3 | |||||||||||
35,400 | (1) | CommScope Holding Co., Inc. | 1,033,857 | 0.6 | ||||||||||
10,790 | ConocoPhillips | 751,200 | 0.5 | |||||||||||
162,100 | Coty, Inc - Class A | 2,285,610 | 1.4 | |||||||||||
33,630 | Eli Lilly & Co. | 2,869,648 | 1.7 | |||||||||||
5,100 | Exxon Mobil Corp. | 421,923 | 0.3 | |||||||||||
39,750 | Gilead Sciences, Inc. | 2,815,890 | 1.7 | |||||||||||
8,400 | Helmerich & Payne, Inc. | 535,584 | 0.3 | |||||||||||
16,610 | JPMorgan Chase & Co. | 1,730,762 | 1.1 | |||||||||||
15,500 | Kellogg Co. | 1,082,985 | 0.7 | |||||||||||
5,800 | Kroger Co. | 165,010 | 0.1 | |||||||||||
95,212 | (2) | Mattel, Inc. | 1,563,381 | 0.9 | ||||||||||
13,950 | Microsoft Corp. | 1,375,610 | 0.8 | |||||||||||
60,070 | (1) | Navistar International Corp. | 2,446,050 | 1.5 | ||||||||||
12,094 | (1) | Netscout Systems, Inc. | 359,192 | 0.2 | ||||||||||
68,170 | Oracle Corp. | 3,003,570 | 1.8 | |||||||||||
26,740 | Perrigo Co. PLC | 1,949,613 | 1.2 | |||||||||||
28,930 | Twenty-First Century Fox, Inc. - Class A | 1,437,532 | 0.9 | |||||||||||
17,840 | United Parcel Service, Inc. - Class B | 1,895,143 | 1.1 | |||||||||||
27,400 | Walgreens Boots Alliance, Inc. | 1,644,411 | 1.0 | |||||||||||
55,421,300 | 33.6 | |||||||||||||
Total Common Stock | ||||||||||||||
(Cost $152,017,028) | 160,667,391 | 97.4 |
Principal Amount† | Value | Percentage Assets | ||||||||||||
CORPORATE BONDS/NOTES: 0.6% | ||||||||||||||
United States: 0.6% | ||||||||||||||
976,000 | (3) | Chesapeake Energy Corp., 8.000%, 12/15/2022 | 1,028,167 | 0.6 | ||||||||||
Total Corporate Bonds/Notes | ||||||||||||||
(Cost $938,838) | 1,028,167 | 0.6 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $152,955,866) | 161,695,558 | 98.0 | ||||||||||||
SHORT-TERM INVESTMENTS: 4.2% | ||||||||||||||
U.S. Government Agency Obligations: 1.6% | ||||||||||||||
2,600,000 | (4) | Federal Home Loan Bank Discount Notes, 0.000%, 07/02/2018 | ||||||||||||
(Cost $2,599,885) | 2,600,001 | 1.6 | ||||||||||||
Securities Lending Collateral(5): 2.5% | ||||||||||||||
2,000,000 | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/29/18, 2.08%, due 07/02/18 (Repurchase Amount $2,000,342, collateralized by various U.S. Government Agency Obligations, 1.691%-8.500%, Market Value plus accrued interest $2,040,000, due 07/25/18-06/15/53) | 2,000,000 | 1.2 | |||||||||||
136,436 | Jefferies LLC, Repurchase Agreement dated 06/29/18, 2.00%, due 07/02/18 (Repurchase Amount $136,458, collateralized by various U.S. Government Securities, 0.000%-2.375%, Market Value plus accrued interest $139,165, due 07/05/18-09/09/49) | 136,436 | 0.1 | |||||||||||
1,000,000 | Millenium Fixed Income Ltd., Repurchase Agreement dated 06/29/18, 2.28%, due 07/02/18 (Repurchase Amount $1,000,187, collateralized by various U.S. Government Securities, 2.750%-3.125%, Market Value plus accrued interest $1,020,000, due 11/15/42-08/15/44) | 1,000,000 | 0.6 | |||||||||||
1,000,000 | NBC Global Finance Ltd., Repurchase Agreement dated 06/29/18, 1.95%, due 07/02/18 (Repurchase Amount $1,000,160, collateralized by various U.S. Government Securities, 0.000%-3.625%, Market Value plus accrued interest $1,020,003, due 01/31/20-09/09/49) | 1,000,000 | 0.6 | |||||||||||
4,136,436 | 2.5 |
See Accompanying Notes to Financial Statements
61 |
VY® Templeton Global Growth Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||||||||||||
Mutual Funds: 0.1% | ||||||||||||||
91,376 | (6) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.800% | ||||||||||||
(Cost $91,376) | 91,376 | 0.1 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $6,827,697) | 6,827,813 | 4.2 | ||||||||||||
Total Investments in Securities (Cost $159,783,563) | $ | 168,523,371 | 102.2 | |||||||||||
Liabilities in Excess of Other Assets | (3,601,377 | ) | (2.2 | ) | ||||||||||
Net Assets | $ | 164,921,994 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
ADR | American Depositary Receipt |
(1) | Non-income producing security. |
(2) | Security, or a portion of the security, is on loan. |
(3) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
(4) | Represents a zero coupon bond. Rate shown reflects the effective yield as of June 30, 2018. |
(5) | Represents securities purchased with cash collateral received for securities on loan. |
(6) | Rate shown is the 7-day yield as of June 30, 2018. |
See Accompanying Notes to Financial Statements
62 |
VY® BlackRock Inflation Protected Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: 25.2% | ||||||||||||||
Communications: 0.5% | ||||||||||||||
750,000 | Alibaba Group Holding Ltd., 2.500%, 11/28/2019 | 745,126 | 0.2 | |||||||||||
1,500,000 | Alibaba Group Holding Ltd., 3.125%, 11/28/2021 | 1,486,206 | 0.3 | |||||||||||
2,231,332 | 0.5 | |||||||||||||
Consumer, Cyclical: 1.0% | ||||||||||||||
845,000 | American Honda Finance Corp., 2.000%, 02/14/2020 | 833,863 | 0.2 | |||||||||||
795,000 | (1) | BMW US Capital LLC, 2.150%, 04/06/2020 | 782,323 | 0.2 | ||||||||||
1,400,000 | (1) | Daimler Finance North America LLC, 3.100%, 05/04/2020 | 1,397,484 | 0.3 | ||||||||||
755,000 | (1) | Nissan Motor Acceptance Corp., 2.250%, 01/13/2020 | 744,410 | 0.2 | ||||||||||
450,000 | Walmart, Inc., 3.125%, 06/23/2021 | 452,388 | 0.1 | |||||||||||
4,210,468 | 1.0 | |||||||||||||
Consumer, Non-cyclical: 1.0% | ||||||||||||||
3,000,000 | Gilead Sciences, Inc., 2.350%, 02/01/2020 | 2,971,224 | 0.7 | |||||||||||
750,000 | GlaxoSmithKline Capital PLC, 3.125%, 05/14/2021 | 751,941 | 0.2 | |||||||||||
570,000 | UnitedHealth Group, Inc., 1.950%, 10/15/2020 | 556,259 | 0.1 | |||||||||||
4,279,424 | 1.0 | |||||||||||||
Energy: 0.4% | ||||||||||||||
1,495,000 | (1) | Schlumberger Finance Canada Ltd, 2.200%, 11/20/2020 | 1,458,808 | 0.4 | ||||||||||
Financial: 21.3% | ||||||||||||||
780,000 | (1) | AIG Global Funding, 1.950%, 10/18/2019 | 769,678 | 0.2 | ||||||||||
595,000 | (1) | AIG Global Funding, 2.150%, 07/02/2020 | 583,324 | 0.1 | ||||||||||
1,385,000 | American Express Credit Corp., 2.200%, 03/03/2020 | 1,367,115 | 0.3 | |||||||||||
585,000 | (1) | ANZ New Zealand Int'l Ltd./London, 2.200%, 07/17/2020 | 573,494 | 0.1 | ||||||||||
3,000,000 | Australia & New Zealand Banking Group Ltd./New York NY, 2.050%, 09/23/2019 | 2,967,232 | 0.7 | |||||||||||
500,000 | Australia & New Zealand Banking Group Ltd./New York NY, 2.700%, 11/16/2020 | 493,608 | 0.1 | |||||||||||
5,650,000 | Bank of America Corp., 2.625%, 10/19/2020 | 5,581,256 | 1.3 | |||||||||||
1,395,000 | Bank of Montreal, 3.100%, 04/13/2021 | 1,390,836 | 0.3 | |||||||||||
135,000 | Bank of New York Mellon Corp./The, 2.150%, 02/24/2020 | 133,316 | 0.0 | |||||||||||
2,500,000 | Bank of Nova Scotia/The, 3.125%, 04/20/2021 | 2,487,901 | 0.6 | |||||||||||
1,285,000 | (1) | Banque Federative du Credit Mutuel SA, 2.200%, 07/20/2020 | 1,255,592 | 0.3 | ||||||||||
1,000,000 | Barclays Bank PLC, 3.013%, (US0003M + 0.650%), 08/07/2020 | 1,004,130 | 0.2 | |||||||||||
2,665,000 | Barclays Bank PLC, 5.125%, 01/08/2020 | 2,739,676 | 0.7 | |||||||||||
1,500,000 | BB&T Corp., 2.150%, 02/01/2021 | 1,459,194 | 0.4 | |||||||||||
2,165,000 | BNP Paribas SA, 5.000%, 01/15/2021 | 2,248,958 | 0.5 | |||||||||||
4,000,000 | Branch Banking & Trust Co., 1.450%, 05/10/2019 | 3,957,115 | 0.9 | |||||||||||
605,000 | Charles Schwab Corp./The, 3.250%, 05/21/2021 | 607,615 | 0.1 | |||||||||||
2,100,000 | Citibank NA, 2.125%, 10/20/2020 | 2,049,201 | 0.5 | |||||||||||
250,000 | Citibank NA, 2.826%, (US0003M + 0.500%), 06/12/2020 | 250,800 | 0.1 | |||||||||||
545,000 | Citibank NA, 2.850%, 02/12/2021 | 538,887 | 0.1 | |||||||||||
1,860,000 | (1) | Commonwealth Bank of Australia, 2.250%, 03/10/2020 | 1,833,790 | 0.4 | ||||||||||
1,835,000 | Cooperatieve Rabobank UA/NY, 3.125%, 04/26/2021 | 1,828,567 | 0.4 | |||||||||||
4,000,000 | Credit Suisse AG/New York NY, 2.300%, 05/28/2019 | 3,981,331 | 0.9 | |||||||||||
2,000,000 | (1) | Danske Bank A/S, 1.650%, 09/06/2019 | 1,969,614 | 0.5 | ||||||||||
1,000,000 | (1) | DNB Bank ASA, 2.375%, 06/02/2021 | 969,121 | 0.2 | ||||||||||
1,110,000 | Fifth Third Bank/Cincinnati OH, 1.625%, 09/27/2019 | 1,092,902 | 0.3 | |||||||||||
1,414,000 | GE Capital International Funding Co. Unlimited Co., 2.342%, 11/15/2020 | 1,381,901 | 0.3 | |||||||||||
590,000 | Goldman Sachs Bank USA/New York NY, 3.200%, 06/05/2020 | 592,312 | 0.1 | |||||||||||
5,000,000 | HSBC USA, Inc., 2.375%, 11/13/2019 | 4,951,842 | 1.2 | |||||||||||
500,000 | JPMorgan Chase & Co., 2.400%, 06/07/2021 | 487,298 | 0.1 | |||||||||||
5,685,000 | JPMorgan Chase & Co., 2.550%, 10/29/2020 | 5,603,287 | 1.3 | |||||||||||
1,000,000 | (2) | JPMorgan Chase Bank NA, 2.604%, 02/01/2021 | 991,480 | 0.2 | ||||||||||
325,000 | KeyBank NA/Cleveland OH, 1.600%, 08/22/2019 | 320,254 | 0.1 | |||||||||||
800,000 | KeyBank NA/Cleveland OH, 3.350%, 06/15/2021 | 801,577 | 0.2 | |||||||||||
2,250,000 | Lloyds Bank PLC, 3.300%, 05/07/2021 | 2,246,748 | 0.5 | |||||||||||
1,135,000 | Manufacturers & Traders Trust Co., 2.625%, 01/25/2021 | 1,117,876 | 0.3 |
See Accompanying Notes to Financial Statements
63 |
VY® BlackRock Inflation Protected Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Financial: (continued) | ||||||||||||||
700,000 | National Australia Bank Ltd./New York, 2.125%, 05/22/2020 | 687,259 | 0.2 | |||||||||||
1,500,000 | National Australia Bank Ltd./New York, 2.500%, 01/12/2021 | 1,470,651 | 0.4 | |||||||||||
2,540,000 | (1) | New York Life Global Funding, 2.000%, 04/09/2020 | 2,494,477 | 0.6 | ||||||||||
1,970,000 | (1) | Pricoa Global Funding I, 1.450%, 09/13/2019 | 1,937,317 | 0.5 | ||||||||||
2,370,000 | Santander UK PLC, 2.125%, 11/03/2020 | 2,301,308 | 0.6 | |||||||||||
2,000,000 | Skandinaviska Enskilda Banken AB, 1.500%, 09/13/2019 | 1,965,151 | 0.5 | |||||||||||
2,000,000 | Sumitomo Mitsui Banking Corp., 2.450%, 01/16/2020 | 1,977,592 | 0.5 | |||||||||||
1,000,000 | Sumitomo Mitsui Financial Group, Inc., 2.934%, 03/09/2021 | 988,929 | 0.2 | |||||||||||
2,000,000 | Svenska Handelsbanken AB, 2.250%, 06/17/2019 | 1,990,114 | 0.5 | |||||||||||
255,000 | Svenska Handelsbanken AB, 3.350%, 05/24/2021 | 255,458 | 0.1 | |||||||||||
295,000 | (1) | UBS AG/London, 2.200%, 06/08/2020 | 289,223 | 0.1 | ||||||||||
3,200,000 | UBS AG/Stamford CT, 2.350%, 03/26/2020 | 3,164,670 | 0.8 | |||||||||||
4,700,000 | US Bank NA/Cincinnati OH, 2.000%, 01/24/2020 | 4,631,992 | 1.1 | |||||||||||
1,740,000 | Wells Fargo Bank NA, 2.600%, 01/15/2021 | 1,713,050 | 0.4 | |||||||||||
1,255,000 | Westpac Banking Corp., 1.600%, 08/19/2019 | 1,237,471 | 0.3 | |||||||||||
89,733,490 | 21.3 | |||||||||||||
Industrial: 0.4% | ||||||||||||||
950,000 | General Dynamics Corp., 3.000%, 05/11/2021 | 947,263 | 0.2 | |||||||||||
795,000 | (1) | Siemens Financieringsmaatschappij NV, 2.200%, 03/16/2020 | 784,036 | 0.2 | ||||||||||
1,731,299 | 0.4 | |||||||||||||
Technology: 0.3% | ||||||||||||||
740,000 | IBM Credit LLC, 1.800%, 01/20/2021 | 717,283 | 0.2 | |||||||||||
360,000 | Oracle Corp., 1.900%, 09/15/2021 | 343,000 | 0.1 | |||||||||||
1,060,283 | 0.3 | |||||||||||||
Utilities: 0.3% | ||||||||||||||
1,280,000 | Duke Energy Progress LLC, 2.501%, (US0003M + 0.180%), 09/08/2020 | 1,282,758 | 0.3 | |||||||||||
Total Corporate Bonds/Notes | ||||||||||||||
(Cost $107,149,225) | 105,987,862 | 25.2 | ||||||||||||
FOREIGN GOVERNMENT BONDS: 4.2% | ||||||||||||||
575,000 | Colombia Government International Bond, 3.875%, 04/25/2027 | 556,744 | 0.1 | |||||||||||
EUR | 605,900 | (2),(3) | Hellenic Republic Government Bond, 0.000%, 10/15/2042 | 2,831 | 0.0 | |||||||||
345,000 | Indonesia Government International Bond, 4.100%, 04/24/2028 | 333,803 | 0.1 | |||||||||||
2,120,000 | Israel Government AID Bond, 5.500%, 12/04/2023 | 2,397,273 | 0.6 | |||||||||||
2,500,000 | Israel Government AID Bond, 5.500%, 04/26/2024 | 2,841,641 | 0.7 | |||||||||||
EUR | 1,112,187 | Italy Buoni Poliennali Del Tesoro, 1.250%, 10/27/2020 | 1,334,129 | 0.3 | ||||||||||
EUR | 1,565,077 | Italy Buoni Poliennali Del Tesoro, 1.650%, 04/23/2020 | 1,882,136 | 0.4 | ||||||||||
965,000 | Mexico Government International Bond, 3.600%, 01/30/2025 | 934,120 | 0.2 | |||||||||||
NZD | 2,055,000 | New Zealand Government Inflation Linked Bond, 2.500%, 09/20/2035 | 1,591,165 | 0.4 | ||||||||||
NZD | 980,000 | New Zealand Government Inflation Linked Bond, 2.500%, 09/20/2040 | 743,501 | 0.2 | ||||||||||
NZD | 4,571,000 | New Zealand Government Inflation Linked Bond, 3.000%, 09/20/2030 | 3,781,257 | 0.9 | ||||||||||
GBP | 572,050 | United Kingdom Gilt Inflation Linked, 0.750%, 11/22/2047 | 1,403,830 | 0.3 | ||||||||||
Total Foreign Government Bonds | ||||||||||||||
(Cost $17,813,138) | 17,802,430 | 4.2 | ||||||||||||
U.S. TREASURY OBLIGATIONS: 53.6% | ||||||||||||||
Treasury Inflation Indexed Protected Securities: 53.6% | ||||||||||||||
10,624,865 | 0.125%, 07/15/2026 | 10,181,608 | 2.4 | |||||||||||
22,176,987 | 0.250%, 01/15/2025 | 21,576,524 | 5.1 | |||||||||||
14,194,346 | 0.375%, 07/15/2025 | 13,948,623 | 3.3 | |||||||||||
8,022,742 | 0.375%, 01/15/2027 | 7,796,774 | 1.9 | |||||||||||
12,418,789 | 0.375%, 07/15/2027 | 12,084,828 | 2.9 | |||||||||||
24,098,194 | 0.500%, 01/15/2028 | 23,580,773 | 5.6 | |||||||||||
14,275,009 | 0.625%, 01/15/2026 | 14,201,217 | 3.4 | |||||||||||
997,121 | 0.625%, 02/15/2043 | 944,717 | 0.2 | |||||||||||
13,044,699 | (4) | 0.750%, 02/15/2042 | 12,749,325 | 3.0 | ||||||||||
10,224,752 | 0.750%, 02/15/2045 | 9,930,124 | 2.4 | |||||||||||
2,662,265 | 0.875%, 02/15/2047 | 2,665,103 | 0.6 | |||||||||||
3,917,667 | 1.000%, 02/15/2046 | 4,039,049 | 1.0 | |||||||||||
9,357,544 | 1.000%, 02/15/2048 | 9,681,169 | 2.3 | |||||||||||
9,696,771 | 1.375%, 02/15/2044 | 10,835,597 | 2.6 | |||||||||||
8,741,125 | (4) | 1.750%, 01/15/2028 | 9,554,381 | 2.3 | ||||||||||
6,633,597 | 2.000%, 01/15/2026 | 7,270,053 | 1.7 | |||||||||||
5,096,147 | 2.125%, 02/15/2040 | 6,412,632 | 1.5 | |||||||||||
2,968,914 | 2.125%, 02/15/2041 | 3,762,821 | 0.9 | |||||||||||
4,567,727 | 2.375%, 01/15/2025 | 5,066,236 | 1.2 | |||||||||||
7,115,168 | 2.375%, 01/15/2027 | 8,094,059 | 1.9 | |||||||||||
7,620,249 | 2.500%, 01/15/2029 | 8,960,844 | 2.1 | |||||||||||
2,780,714 | 3.375%, 04/15/2032 | 3,715,366 | 0.9 | |||||||||||
6,420,895 | 3.625%, 04/15/2028 | 8,158,151 | 1.9 | |||||||||||
7,891,583 | 3.875%, 04/15/2029 | 10,411,438 | 2.5 | |||||||||||
Total U.S. Treasury Obligations | ||||||||||||||
(Cost $225,809,766) | 225,621,412 | 53.6 | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 14.3% | ||||||||||||||
Federal Home Loan Bank: 5.2% | ||||||||||||||
4,475,000 | 1.375%, 09/28/2020 | 4,352,242 | 1.0 |
See Accompanying Notes to Financial Statements
64 |
VY® BlackRock Inflation Protected Bond Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2018 (unaudited) (continued) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | ||||||||||||||
Federal Home Loan Bank: (continued) | ||||||||||||||
12,810,000 | 1.375%, 02/18/2021 | 12,404,422 | 2.9 | |||||||||||
5,255,000 | 2.875%, 09/13/2024 | 5,251,159 | 1.3 | |||||||||||
22,007,823 | 5.2 | |||||||||||||
Federal Home Loan Mortgage Corporation: 2.5%(5) | ||||||||||||||
515,000 | 1.375%, 05/01/2020 | 504,491 | 0.1 | |||||||||||
9,970,000 | 2.375%, 01/13/2022 | 9,842,144 | 2.4 | |||||||||||
10,346,635 | 2.5 | |||||||||||||
Federal National Mortgage Association: 6.6%(5) | ||||||||||||||
8,350,000 | 1.375%, 02/26/2021 | 8,082,416 | 1.9 | |||||||||||
8,355,000 | 1.875%, 12/28/2020 | 8,202,338 | 1.9 | |||||||||||
4,830,000 | 1.875%, 09/24/2026 | 4,418,986 | 1.1 | |||||||||||
7,120,000 | 2.625%, 09/06/2024 | 7,005,019 | 1.7 | |||||||||||
27,708,759 | 6.6 | |||||||||||||
Total U.S. Government Agency Obligations | ||||||||||||||
(Cost $61,329,722) | 60,063,217 | 14.3 |
Value | Percentage of Net Assets | |||||||||||||
PURCHASED OPTIONS (6): 0.2% | ||||||||||||||
Total Purchased Options | ||||||||||||||
(Cost $1,143,659) | 1,052,476 | 0.2 | ||||||||||||
Total Long-Term Investments | ||||||||||||||
(Cost $413,245,510) | 410,527,397 | 97.5 |
Shares | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 2.9% | ||||||||||||||
Mutual Funds: 2.9% | ||||||||||||||
12,187,302 | (7) | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.800% | ||||||||||||
(Cost $12,187,302) | 12,187,302 | 2.9 | ||||||||||||
Total Short-Term Investments | ||||||||||||||
(Cost $12,187,302) | 12,187,302 | �� | 2.9 | |||||||||||
Total Investments in Securities (Cost $425,432,812) | $ | 422,714,699 | 100.4 | |||||||||||
Liabilities in Excess of Other Assets | (1,601,547 | ) | (0.4 | ) | ||||||||||
Net Assets | $ | 421,113,152 | 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) | Variable rate security. Rate shown is the rate in effect as of June 30, 2018. |
(3) | Represents a zero coupon bond. Rate shown reflects the effective yield as of June 30, 2018. |
(4) | All or a portion of this security has been pledged as collateral in connection with open futures contracts. Please refer to Note 2 for additional details. |
(5) | 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. |
(6) | The tables below the Portfolio of Investments detail open purchased options which are non-income producing securities. |
(7) | Rate shown is the 7-day yield as of June 30, 2018. |
EUR | EU Euro |
GBP | British Pound |
NZD | New Zealand Dollar |
Reference Rate Abbreviations: | |
US0003M | 3-month LIBOR |
See Accompanying Notes to Financial Statements
65 |
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 Investors Trust | ||
By | /s/ Michael Bell | |
Michael Bell | ||
Chief Executive Officer |
Date: September 7, 2018
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By | /s/ Michael Bell | |
Michael Bell | ||
Chief Executive Officer |
Date: September 7, 2018
By | /s/ Todd Modic | |
Todd Modic | ||
Senior Vice President and Chief Financial Officer |
Date: September 7, 2018