UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form N-CSR
CERTIFIED SHAREHOLDER REPORT OF
REGISTERED MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number: 811-07651
Voya Variable Portfolios, Inc.
(Exact name of registrant as specified in charter)
7337 East Doubletree Ranch Road, Suite 100, Scottsdale, AZ | 85258 | |
(Address of principal executive offices) | (Zip code) |
The Corporation Trust Incorporated, 300 East Lombard Street, Baltimore MD 21202
(Name and address of agent for service)
Registrant’s telephone number, including area code: 1-800-992-0180
Date of fiscal year end: December 31
Date of reporting period: January 1, 2020 to June 30, 2020
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 Emerging Markets Index Portfolio | | | ■ Voya Russell™ Mid Cap Growth Index Portfolio | |
| ■ Voya International Index Portfolio | | | ■ Voya Russell™ Mid Cap Index Portfolio | |
| ■ Voya Russell™ Large Cap Growth Index Portfolio | | | ■ Voya Russell™ Small Cap Index Portfolio | |
| ■ Voya Russell™ Large Cap Index Portfolio | | | ■ Voya U.S. Bond Index Portfolio | |
| ■ Voya Russell™ Large Cap Value Index Portfolio | | | | |
| | Beginning on January 1, 2021, as permitted by regulations adopted by the U.S. Securities and Exchange Commission, paper copies of each Portfolio’s annual and semi-annual shareholder reports, like this semi-annual report, will no longer be sent by mail, unless you specifically request paper copies of the reports. Instead, the reports will be made available on a website and you will be notified by mail each time a report is posted and provided with a website link to access the report. | | |
| | If you already elected to receive shareholder reports electronically, you will not be affected by this change and you need not take any action. You may elect to receive shareholder reports and other communications from your insurance carrier electronically by contacting them directly. | | |
| | You may elect to receive all future reports in paper free of charge. If you received this document in the mail, please follow the instructions provided to elect to continue receiving paper copies of your shareholder reports. You can inform us that you wish to continue receiving paper copies by calling 1-800-283-3427. Your election to receive reports in paper will apply to all the funds in which you invest. | | |
| | This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the funds’ investment objectives, risks, charges, expenses and other information. This information should be read carefully. | | |
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President
Voya Family of Funds
July 29, 2020
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value January 1, 2020 | | | Ending Account Value June 30, 2020 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2020* | | | Beginning Account Value January 1, 2020 | | | Ending Account Value June 30, 2020 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2020* | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 903.60 | | | | | | 0.56% | | | | | $ | 2.65 | | | | | $ | 1,000.00 | | | | | $ | 1,022.08 | | | | | | 0.56% | | | | | $ | 2.82 | | |
Class P2 | | | | | 1,000.00 | | | | | | 905.60 | | | | | | 0.15 | | | | | | 0.71 | | | | | | 1,000.00 | | | | | | 1,024.12 | | | | | | 0.15 | | | | | | 0.75 | | |
Class S | | | | | 1,000.00 | | | | | | 902.70 | | | | | | 0.81 | | | | | | 3.83 | | | | | | 1,000.00 | | | | | | 1,020.84 | | | | | | 0.81 | | | | | | 4.07 | | |
Voya International Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 889.10 | | | | | | 0.95% | | | | | $ | 4.46 | | | | | $ | 1,000.00 | | | | | $ | 1,020.14 | | | | | | 0.95% | | | | | $ | 4.77 | | |
Class I | | | | | 1,000.00 | | | | | | 891.30 | | | | | | 0.46 | | | | | | 2.16 | | | | | | 1,000.00 | | | | | | 1,022.58 | | | | | | 0.46 | | | | | | 2.31 | | |
Class P2 | | | | | 1,000.00 | | | | | | 892.20 | | | | | | 0.16 | | | | | | 0.75 | | | | | | 1,000.00 | | | | | | 1,024.07 | | | | | | 0.16 | | | | | | 0.81 | | |
Class S | | | | | 1,000.00 | | | | | | 890.50 | | | | | | 0.71 | | | | | | 3.34 | | | | | | 1,000.00 | | | | | | 1,021.33 | | | | | | 0.71 | | | | | | 3.57 | | |
Class S2 | | | | | 1,000.00 | | | | | | 889.50 | | | | | | 0.86 | | | | | | 4.04 | | | | | | 1,000.00 | | | | | | 1,020.59 | | | | | | 0.86 | | | | | | 4.32 | | |
Voya RussellTM Large Cap Growth Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,105.60 | | | | | | 0.93% | | | | | $ | 4.87 | | | | | $ | 1,000.00 | | | | | $ | 1,020.24 | | | | | | 0.93% | | | | | $ | 4.67 | | |
Class I | | | | | 1,000.00 | | | | | | 1,108.20 | | | | | | 0.43 | | | | | | 2.25 | | | | | | 1,000.00 | | | | | | 1,022.73 | | | | | | 0.43 | | | | | | 2.16 | | |
Class S | | | | | 1,000.00 | | | | | | 1,107.00 | | | | | | 0.68 | | | | | | 3.56 | | | | | | 1,000.00 | | | | | | 1,021.48 | | | | | | 0.68 | | | | | | 3.42 | | |
Voya RussellTM Large Cap Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 990.00 | | | | | | 0.86% | | | | | $ | 4.26 | | | | | $ | 1,000.00 | | | | | $ | 1,020.59 | | | | | | 0.86% | | | | | $ | 4.32 | | |
Class I | | | | | 1,000.00 | | | | | | 992.60 | | | | | | 0.36 | | | | | | 1.78 | | | | | | 1,000.00 | | | | | | 1,023.07 | | | | | | 0.36 | | | | | | 1.81 | | |
Class S | | | | | 1,000.00 | | | | | | 991.70 | | | | | | 0.61 | | | | | | 3.02 | | | | | | 1,000.00 | | | | | | 1,021.83 | | | | | | 0.61 | | | | | | 3.07 | | |
Class S2 | | | | | 1,000.00 | | | | | | 991.00 | | | | | | 0.76 | | | | | | 3.76 | | | | | | 1,000.00 | | | | | | 1,021.08 | | | | | | 0.76 | | | | | | 3.82 | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value January 1, 2020 | | | Ending Account Value June 30, 2020 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2020* | | | Beginning Account Value January 1, 2020 | | | Ending Account Value June 30, 2020 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2020* | | ||||||||||||||||||||||||
Voya RussellTM Large Cap Value Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 844.10 | | | | | | 0.85% | | | | | $ | 3.90 | | | | | $ | 1,000.00 | | | | | $ | 1,020.64 | | | | | | 0.85% | | | | | $ | 4.27 | | |
Class I | | | | | 1,000.00 | | | | | | 846.40 | | | | | | 0.35 | | | | | | 1.61 | | | | | | 1,000.00 | | | | | | 1,023.12 | | | | | | 0.35 | | | | | | 1.76 | | |
Class S | | | | | 1,000.00 | | | | | | 845.10 | | | | | | 0.60 | | | | | | 2.75 | | | | | | 1,000.00 | | | | | | 1,021.88 | | | | | | 0.60 | | | | | | 3.02 | | |
Voya RussellTM Mid Cap Growth Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,037.90 | | | | | | 0.40% | | | | | $ | 2.03 | | | | | $ | 1,000.00 | | | | | $ | 1,022.87 | | | | | | 0.40% | | | | | $ | 2.01 | | |
Class S | | | | | 1,000.00 | | | | | | 1,036.50 | | | | | | 0.65 | | | | | | 3.29 | | | | | | 1,000.00 | | | | | | 1,021.63 | | | | | | 0.65 | | | | | | 3.27 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,035.80 | | | | | | 0.80 | | | | | | 4.05 | | | | | | 1,000.00 | | | | | | 1,020.89 | | | | | | 0.80 | | | | | | 4.02 | | |
Voya RussellTM Mid Cap Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 904.90 | | | | | | 0.90% | | | | | $ | 4.26 | | | | | $ | 1,000.00 | | | | | $ | 1,020.39 | | | | | | 0.90% | | | | | $ | 4.52 | | |
Class I | | | | | 1,000.00 | | | | | | 906.70 | | | | | | 0.40 | | | | | | 1.90 | | | | | | 1,000.00 | | | | | | 1,022.87 | | | | | | 0.40 | | | | | | 2.01 | | |
Class P2 | | | | | 1,000.00 | | | | | | 907.50 | | | | | | 0.15 | | | | | | 0.71 | | | | | | 1,000.00 | | | | | | 1,024.12 | | | | | | 0.15 | | | | | | 0.75 | | |
Class S | | | | | 1,000.00 | | | | | | 905.00 | | | | | | 0.65 | | | | | | 3.08 | | | | | | 1,000.00 | | | | | | 1,021.63 | | | | | | 0.65 | | | | | | 3.27 | | |
Class S2 | | | | | 1,000.00 | | | | | | 905.00 | | | | | | 0.80 | | | | | | 3.79 | | | | | | 1,000.00 | | | | | | 1,020.89 | | | | | | 0.80 | | | | | | 4.02 | | |
Voya RussellTM Small Cap Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 866.90 | | | | | | 0.95% | | | | | $ | 4.41 | | | | | $ | 1,000.00 | | | | | $ | 1,020.14 | | | | | | 0.95% | | | | | $ | 4.77 | | |
Class I | | | | | 1,000.00 | | | | | | 868.50 | | | | | | 0.45 | | | | | | 2.09 | | | | | | 1,000.00 | | | | | | 1,022.63 | | | | | | 0.45 | | | | | | 2.26 | | |
Class S | | | | | 1,000.00 | | | | | | 867.70 | | | | | | 0.70 | | | | | | 3.25 | | | | | | 1,000.00 | | | | | | 1,021.38 | | | | | | 0.70 | | | | | | 3.52 | | |
Class S2 | | | | | 1,000.00 | | | | | | 867.20 | | | | | | 0.85 | | | | | | 3.95 | | | | | | 1,000.00 | | | | | | 1,020.64 | | | | | | 0.85 | | | | | | 4.27 | | |
Voya U.S. Bond Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,058.20 | | | | | | 0.88% | | | | | $ | 4.50 | | | | | $ | 1,000.00 | | | | | $ | 1,020.49 | | | | | | 0.88% | | | | | $ | 4.42 | | |
Class I | | | | | 1,000.00 | | | | | | 1,060.60 | | | | | | 0.38 | | | | | | 1.95 | | | | | | 1,000.00 | | | | | | 1,022.97 | | | | | | 0.38 | | | | | | 1.91 | | |
Class P2 | | | | | 1,000.00 | | | | | | 1,061.90 | | | | | | 0.15 | | | | | | 0.77 | | | | | | 1,000.00 | | | | | | 1,024.12 | | | | | | 0.15 | | | | | | 0.75 | | |
Class S | | | | | 1,000.00 | | | | | | 1,059.40 | | | | | | 0.63 | | | | | | 3.23 | | | | | | 1,000.00 | | | | | | 1,021.73 | | | | | | 0.63 | | | | | | 3.17 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,058.60 | | | | | | 0.78 | | | | | | 3.99 | | | | | | 1,000.00 | | | | | | 1,020.98 | | | | | | 0.78 | | | | | | 3.92 | | |
| | | Voya Emerging Markets Index Portfolio | | | Voya International Index Portfolio | | | Voya Russell™ Large Cap Growth Index Portfolio | | | Voya Russell™ Large Cap Index Portfolio | | ||||||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 515,702,493 | | | | | $ | 2,057,425,133 | | | | | $ | 1,196,894,618 | | | | | $ | 981,096,904 | | |
Short-term investments at fair value† | | | | | 14,599,633 | | | | | | 127,862,677 | | | | | | 15,645,437 | | | | | | 9,861,730 | | |
Cash | | | | | 120,135 | | | | | | 9,904 | | | | | | 3,512,417 | | | | | | 294,469 | | |
Cash collateral for futures | | | | | 1,323,789 | | | | | | 5,618,130 | | | | | | 1,427,753 | | | | | | 754,952 | | |
Foreign currencies at value‡ | | | | | 1,361,239 | | | | | | 2,276,395 | | | | | | — | | | | | | — | | |
Receivables: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities sold | | | | | 14,090 | | | | | | 1,352 | | | | | | — | | | | | | — | | |
Fund shares sold | | | | | 5,644 | | | | | | 3,114,427 | | | | | | 260,917 | | | | | | 288,184 | | |
Dividends | | | | | 1,931,301 | | | | | | 2,626,612 | | | | | | 456,272 | | | | | | 640,720 | | |
Interest | | | | | — | | | | | | 12 | | | | | | 55 | | | | | | 69 | | |
Foreign tax reclaims | | | | | 16,882 | | | | | | 4,966,631 | | | | | | — | | | | | | — | | |
Prepaid expenses | | | | | 6,750 | | | | | | 22,997 | | | | | | 11,427 | | | | | | 10,513 | | |
Reimbursement due from Investment Adviser | | | | | 81,624 | | | | | | 430,814 | | | | | | 13,477 | | | | | | 65,280 | | |
Other assets | | | | | 17,785 | | | | | | 76,996 | | | | | | 21,341 | | | | | | 79,502 | | |
Total assets | | | | | 535,181,365 | | | | | | 2,204,432,080 | | | | | | 1,218,243,714 | | | | | | 993,092,323 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Payable for investment securities purchased | | | | | 3,931 | | | | | | 1,349 | | | | | | 3,045,080 | | | | | | — | | |
Payable for fund shares redeemed | | | | | 70,683 | | | | | | 175,314 | | | | | | 3,735,562 | | | | | | 868,605 | | |
Payable upon receipt of securities loaned | | | | | 5,523,633 | | | | | | 83,329,677 | | | | | | 2,169,437 | | | | | | 2,796,730 | | |
Unrealized depreciation on forward foreign currency contracts | | | | | 368 | | | | | | — | | | | | | — | | | | | | — | | |
Payable for investment management fees | | | | | 182,032 | | | | | | 824,559 | | | | | | 375,120 | | | | | | 283,200 | | |
Payable for distribution and shareholder service fees | | | | | — | | | | | | 196,373 | | | | | | 147,017 | | | | | | 140,671 | | |
Payable for directors fees | | | | | 2,818 | | | | | | 10,650 | | | | | | 5,543 | | | | | | 4,764 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 17,785 | | | | | | 76,996 | | | | | | 21,341 | | | | | | 79,502 | | |
Other accrued expenses and liabilities | | | | | 780,896 | | | | | | 711,309 | | | | | | 198,228 | | | | | | 236,337 | | |
Total liabilities | | | | | 6,582,146 | | | | | | 85,326,227 | | | | | | 9,697,328 | | | | | | 4,409,809 | | |
NET ASSETS | | | | $ | 528,599,219 | | | | | $ | 2,119,105,853 | | | | | $ | 1,208,546,386 | | | | | $ | 988,682,514 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 552,143,850 | | | | | $ | 2,095,076,301 | | | | | $ | 558,289,389 | | | | | $ | 301,791,688 | | |
Total distributable earnings (loss) | | | | | (23,544,631) | | | | | | 24,029,552 | | | | | | 650,256,997 | | | | | | 686,890,826 | | |
NET ASSETS | | | | $ | 528,599,219 | | | | | $ | 2,119,105,853 | | | | | $ | 1,208,546,386 | | | | | $ | 988,682,514 | | |
+ Including securities loaned at value | | | | $ | 5,119,493 | | | | | $ | 72,156,526 | | | | | $ | 2,124,261 | | | | | $ | 2,734,219 | | |
* Cost of investments in securities | | | | $ | 510,818,614 | | | | | $ | 1,880,005,719 | | | | | $ | 549,615,698 | | | | | $ | 318,696,833 | | |
† Cost of short-term investments | | | | $ | 14,599,633 | | | | | $ | 127,862,677 | | | | | $ | 15,645,437 | | | | | $ | 9,861,730 | | |
‡ Cost of foreign currencies | | | | $ | 1,366,928 | | | | | $ | 2,281,447 | | | | | $ | — | | | | | $ | — | | |
| | | Voya Emerging Markets Index Portfolio | | | Voya International Index Portfolio | | | Voya Russell™ Large Cap Growth Index Portfolio | | | Voya Russell™ Large Cap Index Portfolio | | ||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 453,419,912 | | | | | $ | 6,270 | | | | | $ | 82,968,347 | | |
Shares authorized | | | | | n/a | | | | | | 250,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | 50,377,476 | | | | | | 140 | | | | | | 3,639,817 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 9.00 | | | | | $ | 44.65 | | | | | $ | 22.79 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 232,057,012 | | | | | $ | 530,625,599 | | | | | $ | 479,261,956 | | | | | $ | 385,934,326 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 200,000,000 | | | | | | 100,000,000 | | | | | | 400,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 21,842,229 | | | | | | 57,911,326 | | | | | | 10,644,750 | | | | | | 16,576,933 | | |
Net asset value and redemption price per share | | | | $ | 10.62 | | | | | $ | 9.16 | | | | | $ | 45.02 | | | | | $ | 23.28 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 296,538,997 | | | | | $ | 1,070,700,998 | | | | | | n/a | | | | | | n/a | | |
Shares authorized | | | | | 100,000,000 | | | | | | 300,000,000 | | | | | | n/a | | | | | | n/a | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | | n/a | | | | | | n/a | | |
Shares outstanding | | | | | 27,517,330 | | | | | | 115,718,748 | | | | | | n/a | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 10.78 | | | | | $ | 9.25 | | | | | | n/a | | | | | | n/a | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 3,210 | | | | | $ | 63,422,141 | | | | | $ | 729,278,160 | | | | | $ | 518,564,487 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 300 | | | | | | 6,961,306 | | | | | | 16,303,352 | | | | | | 22,407,047 | | |
Net asset value and redemption price per share | | | | $ | 10.70 | | | | | $ | 9.11 | | | | | $ | 44.73 | | | | | $ | 23.14 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 937,203 | | | | | | n/a | | | | | $ | 1,215,354 | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | | | | | 100,000,000 | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | 102,877 | | | | | | n/a | | | | | | 50,876 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 9.11 | | | | | | n/a | | | | | $ | 23.89 | | |
| | | Voya Russell™ Large Cap Value Index Portfolio | | | Voya Russell™ Mid Cap Growth Index Portfolio | | | Voya Russell™ Mid Cap Index Portfolio | | | Voya Russell™ Small Cap Index Portfolio | | ||||||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 770,439,539 | | | | | $ | 572,201,325 | | | | | $ | 1,181,730,423 | | | | | $ | 614,428,201 | | |
Investments in affiliates at fair value** | | | | | — | | | | | | — | | | | | | 952,546 | | | | | | — | | |
Short-term investments at fair value† | | | | | 2,886,784 | | | | | | 15,863,720 | | | | | | 123,734,605 | | | | | | 160,235,264 | | |
Cash | | | | | 119,602 | | | | | | 418,049 | | | | | | 3,574,979 | | | | | | 3,473,480 | | |
Cash collateral for futures | | | | | 288,827 | | | | | | 404,929 | | | | | | 1,229,476 | | | | | | 1,789,275 | | |
Foreign currencies at value‡ | | | | | — | | | | | | — | | | | | | — | | | | | | 252 | | |
Receivables: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities sold | | | | | — | | | | | | 11,109 | | | | | | — | | | | | | 1,800,679 | | |
Fund shares sold | | | | | 4,425,736 | | | | | | 132,190 | | | | | | 83,076 | | | | | | 56,201 | | |
Dividends | | | | | 818,690 | | | | | | 193,750 | | | | | | 1,496,268 | | | | | | 601,889 | | |
Interest | | | | | 85 | | | | | | 41 | | | | | | 87 | | | | | | — | | |
Foreign tax reclaims | | | | | 920 | | | | | | — | | | | | | — | | | | | | — | | |
Prepaid expenses | | | | | 8,830 | | | | | | 5,669 | | | | | | 14,487 | | | | | | 10,035 | | |
Reimbursement due from Investment Adviser | | | | | — | | | | | | 21,488 | | | | | | 174,563 | | | | | | 61,102 | | |
Other assets | | | | | 17,093 | | | | | | 16,341 | | | | | | 68,608 | | | | | | 38,514 | | |
Total assets | | | | | 779,006,106 | | | | | | 589,268,611 | | | | | | 1,313,059,118 | | | | | | 782,494,892 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Payable for investment securities purchased | | | | | — | | | | | | 299,586 | | | | | | 3,187,779 | | | | | | 4,924,441 | | |
Payable for fund shares redeemed | | | | | 30,229 | | | | | | 2,983,880 | | | | | | 1,442,044 | | | | | | 882,022 | | |
Payable upon receipt of securities loaned | | | | | 736,784 | | | | | | 12,242,720 | | | | | | 113,392,605 | | | | | | 144,332,264 | | |
Payable for investment management fees | | | | | 204,712 | | | | | | 187,127 | | | | | | 425,210 | | | | | | 264,589 | | |
Payable for distribution and shareholder service fees | | | | | 147,320 | | | | | | 113,526 | | | | | | 114,287 | | | | | | 107,855 | | |
Payable for directors fees | | | | | 4,178 | | | | | | 2,752 | | | | | | 6,239 | | | | | | 4,240 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 17,093 | | | | | | 16,341 | | | | | | 68,608 | | | | | | 38,514 | | |
Other accrued expenses and liabilities | | | | | 90,355 | | | | | | 134,183 | | | | | | 393,400 | | | | | | 212,671 | | |
Total liabilities | | | | | 1,230,671 | | | | | | 15,980,115 | | | | | | 119,030,172 | | | | | | 150,766,596 | | |
NET ASSETS | | | | $ | 777,775,435 | | | | | $ | 573,288,496 | | | | | $ | 1,194,028,946 | | | | | $ | 631,728,296 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 799,109,489 | | | | | $ | 409,750,139 | | | | | $ | 604,590,555 | | | | | $ | 491,110,032 | | |
Total distributable earnings (loss) | | | | | (21,334,054) | | | | | | 163,538,357 | | | | | | 589,438,391 | | | | | | 140,618,264 | | |
NET ASSETS | | | | $ | 777,775,435 | | | | | $ | 573,288,496 | | | | | $ | 1,194,028,946 | | | | | $ | 631,728,296 | | |
+ Including securities loaned at value | | | | $ | 716,657 | | | | | $ | 11,984,887 | | | | | $ | 110,703,997 | | | | | $ | 140,134,568 | | |
* Cost of investments in securities | | | | $ | 749,087,786 | | | | | $ | 421,736,551 | | | | | $ | 689,456,547 | | | | | $ | 441,617,472 | | |
** Cost of investments in affiliates | | | | $ | — | | | | | $ | — | | | | | $ | 550,513 | | | | | $ | — | | |
† Cost of short-term investments | | | | $ | 2,886,784 | | | | | $ | 15,863,720 | | | | | $ | 123,734,605 | | | | | $ | 160,235,264 | | |
‡ Cost of foreign currencies | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 252 | | |
| | | Voya Russell™ Large Cap Value Index Portfolio | | | Voya Russell™ Mid Cap Growth Index Portfolio | | | Voya Russell™ Mid Cap Index Portfolio | | | Voya Russell™ Small Cap Index Portfolio | | ||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 3,719 | | | | | | n/a | | | | | $ | 159,626,437 | | | | | $ | 90,607,095 | | |
Shares authorized | | | | | 100,000,000 | | | | | | n/a | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | | n/a | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 191 | | | | | | n/a | | | | | | 16,262,956 | | | | | | 8,323,225 | | |
Net asset value and redemption price per share | | | | $ | 19.44 | | | | | | n/a | | | | | $ | 9.82 | | | | | $ | 10.89 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 77,442,430 | | | | | $ | 21,688,290 | | | | | $ | 629,990,088 | | | | | $ | 199,530,587 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 300,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 3,952,095 | | | | | | 626,885 | | | | | | 61,216,508 | | | | | | 17,638,301 | | |
Net asset value and redemption price per share | | | | $ | 19.60 | | | | | $ | 34.60 | | | | | $ | 10.29 | | | | | $ | 11.31 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | | n/a | | | | | $ | 182,157,675 | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | |
Par value | | | | | n/a | | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | n/a | | | | | | 17,498,566 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | | n/a | | | | | $ | 10.41 | | | | | | n/a | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 700,329,286 | | | | | $ | 549,707,821 | | | | | $ | 210,570,046 | | | | | $ | 335,806,453 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 36,021,114 | | | | | | 15,937,124 | | | | | | 20,782,497 | | | | | | 29,997,935 | | |
Net asset value and redemption price per share | | | | $ | 19.44 | | | | | $ | 34.49 | | | | | $ | 10.13 | | | | | $ | 11.19 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 1,892,385 | | | | | $ | 11,684,700 | | | | | $ | 5,784,150 | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | | n/a | | | | | $ | 0.001 | ��� | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | 54,948 | | | | | | 1,177,132 | | | | | | 526,988 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 34.44 | | | | | $ | 9.93 | | | | | $ | 10.98 | | |
| | | Voya U.S. Bond Index Portfolio | | |||
ASSETS: | | | | | | | |
Investments in securities at fair value+* | | | | $ | 3,174,489,704 | | |
Short-term investments at fair value† | | | | | 284,960,211 | | |
Cash | | | | | 1,346,397 | | |
Cash collateral for futures | | | | | 12,196 | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | 1,250,000 | | |
Receivables: | | | | | | | |
Investment securities sold | | | | | 2,324 | | |
Investment securities sold on a delayed-delivery or when-issued basis | | | | | 78,889,977 | | |
Fund shares sold | | | | | 1,766,923 | | |
Dividends | | | | | 21,676 | | |
Interest | | | | | 13,370,382 | | |
Variation margin receivable on centrally cleared swaps | | | | | 38,514 | | |
Prepaid expenses | | | | | 35,724 | | |
Reimbursement due from Investment Adviser | | | | | 222,382 | | |
Other assets | | | | | 135,919 | | |
Total assets | | | | | 3,556,542,329 | | |
LIABILITIES: | | | | | | | |
Payable for investment securities purchased | | | | | 49,033,117 | | |
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | 222,567,004 | | |
Payable for fund shares redeemed | | | | | 332,699 | | |
Payable upon receipt of securities loaned | | | | | 54,249,115 | | |
Cash received as collateral for delayed-delivery or when-issued securities (Note 2) | | | | | 559,319 | | |
Payable for investment management fees | | | | | 903,715 | | |
Payable for distribution and shareholder service fees | | | | | 55,006 | | |
Payable for directors fees | | | | | 15,430 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 135,919 | | |
Other accrued expenses and liabilities | | | | | 407,592 | | |
Total liabilities | | | | | 328,258,916 | | |
NET ASSETS | | | | $ | 3,228,283,413 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | |
Paid-in capital | | | | $ | 2,938,450,358 | | |
Total distributable earnings | | | | | 289,833,055 | | |
NET ASSETS | | | | $ | 3,228,283,413 | | |
+ Including securities loaned at value | | | | $ | 52,946,085 | | |
* Cost of investments in securities | | | | $ | 2,978,081,474 | | |
† Cost of short-term investments | | | | $ | 284,961,256 | | |
| | | Voya U.S. Bond Index Portfolio | | |||
Class ADV | | | | | | | |
Net assets | | | | $ | 31,417,134 | | |
Shares authorized | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | |
Shares outstanding | | | | | 2,765,257 | | |
Net asset value and redemption price per share | | | | $ | 11.36 | | |
Class I | | | | | | | |
Net assets | | | | $ | 1,726,828,776 | | |
Shares authorized | | | | | 700,000,000 | | |
Par value | | | | $ | 0.001 | | |
Shares outstanding | | | | | 151,380,028 | | |
Net asset value and redemption price per share | | | | $ | 11.41 | | |
Class P2 | | | | | | | |
Net assets | | | | $ | 1,262,188,284 | | |
Shares authorized | | | | | 300,000,000 | | |
Par value | | | | $ | 0.001 | | |
Shares outstanding | | | | | 110,648,396 | | |
Net asset value and redemption price per share | | | | $ | 11.41 | | |
Class S | | | | | | | |
Net assets | | | | $ | 205,806,951 | | |
Shares authorized | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | |
Shares outstanding | | | | | 18,093,261 | | |
Net asset value and redemption price per share | | | | $ | 11.37 | | |
Class S2 | | | | | | | |
Net assets | | | | $ | 2,042,268 | | |
Shares authorized | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | |
Shares outstanding | | | | | 179,483 | | |
Net asset value and redemption price per share | | | | $ | 11.38 | | |
| | | Voya Emerging Markets Index Portfolio | | | Voya International Index Portfolio | | | Voya Russell™ Large Cap Growth Index Portfolio | | | Voya Russell™ Large Cap Index Portfolio | | ||||||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | | | | | | | |
Dividends, net of foreign taxes withheld* | | | | $ | 6,231,051 | | | | | $ | 31,514,152 | | | | | $ | 6,958,008 | | | | | $ | 9,278,772 | | |
Interest, net of foreign taxes withheld* | | | | | 1,169 | | | | | | 4,930 | | | | | | 970 | | | | | | 1,212 | | |
Securities lending income, net | | | | | 41,564 | | | | | | 231,447 | | | | | | 861 | | | | | | 8,517 | | |
Total investment income | | | | | 6,273,784 | | | | | | 31,750,529 | | | | | | 6,959,839 | | | | | | 9,288,501 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 1,822,258 | | | | | | 4,747,052 | | | | | | 2,684,113 | | | | | | 1,656,714 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | 1,142,898 | | | | | | 14 | | | | | | 189,383 | | |
Class S | | | | | 4 | | | | | | 81,429 | | | | | | 834,330 | | | | | | 653,222 | | |
Class S2 | | | | | — | | | | | | 1,930 | | | | | | — | | | | | | 2,000 | | |
Transfer agent fees (Note 6): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | 42,694 | | | | | | — | | | | | | 19,963 | | |
Class I | | | | | 699 | | | | | | 58,061 | | | | | | 57,790 | | | | | | 91,739 | | |
Class P2 | | | | | 396 | | | | | | 990 | | | | | | — | | | | | | — | | |
Class S | | | | | — | | | | | | 6,084 | | | | | | 88,720 | | | | | | 137,813 | | |
Class S2 | | | | | — | | | | | | 89 | | | | | �� | — | | | | | | 263 | | |
Shareholder reporting expense | | | | | 12,551 | | | | | | 42,770 | | | | | | 28,943 | | | | | | 25,358 | | |
Professional fees | | | | | 36,615 | | | | | | 66,213 | | | | | | 23,706 | | | | | | 26,124 | | |
Custody and accounting expense | | | | | 330,117 | | | | | | 192,245 | | | | | | 47,385 | | | | | | 48,532 | | |
Directors fees | | | | | 11,275 | | | | | | 42,601 | | | | | | 22,175 | | | | | | 19,054 | | |
Licensing fee (Note 7) | | | | | 84,107 | | | | | | 317,774 | | | | | | 69,181 | | | | | | 61,423 | | |
Miscellaneous expense | | | | | 20,244 | | | | | | 79,915 | | | | | | 17,419 | | | | | | 29,330 | | |
Interest expense | | | | | 3,992 | | | | | | 49,966 | | | | | | 1,720 | | | | | | 368 | | |
Total expenses | | | | | 2,322,258 | | | | | | 6,872,711 | | | | | | 3,875,496 | | | | | | 2,961,286 | | |
Waived and reimbursed fees | | | | | (1,324,988) | | | | | | (2,283,681) | | | | | | (657,142) | | | | | | (395,946) | | |
Net expenses | | | | | 997,270 | | | | | | 4,589,030 | | | | | | 3,218,354 | | | | | | 2,565,340 | | |
Net investment income | | | | | 5,276,514 | | | | | | 27,161,499 | | | | | | 3,741,485 | | | | | | 6,723,161 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 2,240,863 | | | | | | (63,148,052) | | | | | | (280,799) | | | | | | 19,278,377 | | |
Forward foreign currency contracts | | | | | (97,599) | | | | | | — | | | | | | — | | | | | | — | | |
Foreign currency related transactions | | | | | (67,010) | | | | | | 373,477 | | | | | | — | | | | | | — | | |
Futures | | | | | 1,795,164 | | | | | | (5,744,437) | | | | | | (398,842) | | | | | | 995,301 | | |
Net realized gain (loss) | | | | | 3,871,418 | | | | | | (68,519,012) | | | | | | (679,641) | | | | | | 20,273,678 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments | | | | | (60,676,079) | | | | | | (195,401,418) | | | | | | 110,303,898 | | | | | | (35,649,068) | | |
Forward foreign currency contracts | | | | | (368) | | | | | | — | | | | | | — | | | | | | — | | |
Foreign currency related transactions | | | | | (64,063) | | | | | | 36,194 | | | | | | — | | | | | | — | | |
Futures | | | | | (84,246) | | | | | | 56,178 | | | | | | 26,216 | | | | | | 99,899 | | |
Net change in unrealized appreciation (depreciation) | | | | | (60,824,756) | | | | | | (195,309,046) | | | | | | 110,330,114 | | | | | | (35,549,169) | | |
Net realized and unrealized gain (loss) | | | | | (56,953,338) | | | | | | (263,828,058) | | | | | | 109,650,473 | | | | | | (15,275,491) | | |
Increase (decrease) in net assets resulting from operations | | | | $ | (51,676,824) | | | | | $ | (236,666,559) | | | | | $ | 113,391,958 | | | | | $ | (8,552,330) | | |
* Foreign taxes withheld | | | | $ | 622,550 | | | | | $ | 3,350,367 | | | | | $ | — | | | | | $ | — | | |
| | | Voya Russell™ Large Cap Value Index Portfolio | | | Voya Russell™ Mid Cap Growth Index Portfolio | | | Voya Russell™ Mid Cap Index Portfolio | | | Voya Russell™ Small Cap Index Portfolio | | ||||||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | | | | | | | |
Dividends, net of foreign taxes withheld* | | | | $ | 12,313,234 | | | | | $ | 1,954,046 | | | | | $ | 11,594,462 | | | | | $ | 5,259,543 | | |
Dividends from affiliates | | | | | — | | | | | | 500 | | | | | | 7,032 | | | | | | — | | |
Interest | | | | | 1,810 | | | | | | — | | | | | | 1,646 | | | | | | — | | |
Securities lending income, net | | | | | 7,415 | | | | | | 37,718 | | | | | | 232,723 | | | | | | 816,062 | | |
Total investment income | | | | | 12,322,459 | | | | | | 1,992,264 | | | | | | 11,835,863 | | | | | | 6,075,605 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 1,702,954 | | | | | | 1,362,439 | | | | | | 2,543,866 | | | | | | 1,812,011 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 9 | | | | | | — | | | | | | 403,444 | | | | | | 227,654 | | |
Class S | | | | | 935,944 | | | | | | 656,753 | | | | | | 277,919 | | | | | | 430,637 | | |
Class S2 | | | | | — | | | | | | 3,472 | | | | | | 24,322 | | | | | | 12,044 | | |
Transfer agent fees (Note 6): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | — | | | | | | 73,233 | | | | | | 33,509 | | |
Class I | | | | | 5,565 | | | | | | 1,153 | | | | | | 304,625 | | | | | | 121,545 | | |
Class P2(1) | | | | | — | | | | | | — | | | | | | 141 | | | | | | 57 | | |
Class S | | | | | 50,673 | | | | | | 29,989 | | | | | | 100,844 | | | | | | 126,840 | | |
Class S2 | | | | | — | | | | | | 98 | | | | | | 5,512 | | | | | | 2,213 | | |
Shareholder reporting expense | | | | | 12,558 | | | | | | 15,751 | | | | | | 24,765 | | | | | | 19,474 | | |
Professional fees | | | | | 12,740 | | | | | | 8,554 | | | | | | 38,480 | | | | | | 24,934 | | |
Custody and accounting expense | | | | | 22,022 | | | | | | 20,150 | | | | | | 68,575 | | | | | | 44,044 | | |
Directors fees | | | | | 16,712 | | | | | | 11,007 | | | | | | 24,955 | | | | | | 16,962 | | |
Licensing fee (Note 7) | | | | | 55,600 | | | | | | 41,417 | | | | | | 76,092 | | | | | | 56,223 | | |
Miscellaneous expense | | | | | 4,258 | | | | | | 2,601 | | | | | | 28,326 | | | | | | 23,219 | | |
Interest expense | | | | | 1,169 | | | | | | 597 | | | | | | 148 | | | | | | — | | |
Total expenses | | | | | 2,820,204 | | | | | | 2,153,981 | | | | | | 3,995,247 | | | | | | 2,951,366 | | |
Waived and reimbursed fees | | | | | (415,514) | | | | | | (394,018) | | | | | | (1,005,636) | | | | | | (479,527) | | |
Net expenses | | | | | 2,404,690 | | | | | | 1,759,963 | | | | | | 2,989,611 | | | | | | 2,471,839 | | |
Net investment income | | | | | 9,917,769 | | | | | | 232,301 | | | | | | 8,846,252 | | | | | | 3,603,766 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments | | | | | (48,272,699) | | | | | | 13,588,857 | | | | | | 98,015,371 | | | | | | (30,490,614) | | |
Affiliates | | | | | — | | | | | | (783) | | | | | | 69,652 | | | | | | — | | |
Foreign currency related transactions | | | | | — | | | | | | — | | | | | | — | | | | | | (2) | | |
Futures | | | | | (229,712) | | | | | | (327,034) | | | | | | (1,242,635) | | | | | | 1,608,235 | | |
Net realized gain (loss) | | | | | (48,502,411) | | | | | | 13,261,040 | | | | | | 96,842,388 | | | | | | (28,882,381) | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments | | | | | (112,458,091) | | | | | | 4,947,604 | | | | | | (231,332,413) | | | | | | (120,670,218) | | |
Affiliates | | | | | — | | | | | | (26,367) | | | | | | (403,007) | | | | | | — | | |
Futures | | | | | (193,010) | | | | | | 36,967 | | | | | | (9,758) | | | | | | 566,780 | | |
Net change in unrealized appreciation (depreciation) | | | | | (112,651,101) | | | | | | 4,958,204 | | | | | | (231,745,178) | | | | | | (120,103,438) | | |
Net realized and unrealized gain (loss) | | | | | (161,153,512) | | | | | | 18,219,244 | | | | | | (134,902,790) | | | | | | (148,985,819) | | |
Increase (decrease) in net assets resulting from operations | | | | $ | (151,235,743) | | | | | $ | 18,451,545 | | | | | $ | (126,056,538) | | | | | $ | (145,382,053) | | |
* Foreign taxes withheld | | | | $ | — | | | | | $ | — | | | | | $ | 1,302 | | | | | $ | 3,200 | | |
| | | Voya U.S. Bond Index Portfolio | | |||
INVESTMENT INCOME: | | | | | | | |
Dividends | | | | $ | 94,215 | | |
Interest, net of foreign taxes withheld* | | | | | 36,009,967 | | |
Securities lending income, net | | | | | 590,065 | | |
Total investment income | | | | | 36,694,247 | | |
EXPENSES: | | | | | | | |
Investment management fees | | | | | 5,412,093 | | |
Distribution and shareholder service fees: | | | | | | | |
Class ADV | | | | | 73,651 | | |
Class S | | | | | 238,838 | | |
Class S2 | | | | | 3,483 | | |
Transfer agent fees (Note 6): | | | | | | | |
Class ADV | | | | | 712 | | |
Class I | | | | | 41,676 | | |
Class P2 | | | | | 679 | | |
Class S | | | | | 4,609 | | |
Class S2 | | | | | 41 | | |
Shareholder reporting expense | | | | | 45,500 | | |
Professional fees | | | | | 77,518 | | |
Custody and accounting expense | | | | | 122,850 | | |
Directors fees | | | | | 61,719 | | |
Miscellaneous expense | | | | | 66,894 | | |
Interest expense | | | | | 13,255 | | |
Total expenses | | | | | 6,163,518 | | |
Waived and reimbursed fees | | | | | (1,259,429) | | |
Net expenses | | | | | 4,904,089 | | |
Net investment income | | | | | 31,790,158 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | |
Net realized gain (loss) on: | | | | | | | |
Investments | | | | | 69,803,600 | | |
Futures | | | | | 108,995 | | |
Swaps | | | | | 278,453 | | |
Net realized gain | | | | | 70,191,048 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | |
Investments | | | | | 80,911,016 | | |
Futures | | | | | 13,469 | | |
Swaps | | | | | 358,549 | | |
Net change in unrealized appreciation (depreciation) | | | | | 81,283,034 | | |
Net realized and unrealized gain | | | | | 151,474,082 | | |
Increase in net assets resulting from operations | | | | $ | 183,264,240 | | |
* Foreign taxes withheld | | | | $ | 302 | | |
| | | Voya Emerging Markets Index Portfolio | | | Voya International Index Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2020 (Unaudited) | | | Year Ended December 31, 2019 | | | Six Months Ended June 30, 2020 (Unaudited) | | | Year Ended December 31, 2019 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 5,276,514 | | | | | $ | 13,846,589 | | | | | $ | 27,161,499 | | | | | $ | 49,933,737 | | |
Net realized gain (loss) | | | | | 3,871,418 | | | | | | 50,129,938 | | | | | | (68,519,012) | | | | | | (25,807,102) | | |
Net change in unrealized appreciation (depreciation) | | | | | (60,824,756) | | | | | | 60,862,626 | | | | | | (195,309,046) | | | | | | 352,706,308 | | |
Increase (decrease) in net assets resulting from operations | | | | | (51,676,824) | | | | | | 124,839,153 | | | | | | (236,666,559) | | | | | | 376,832,943 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | — | | | | | | (10,711,930) | | | | | | (14,191,996) | | |
Class I | | | | | (10,859,887) | | | | | | (9,468,409) | | | | | | (18,904,277) | | | | | | (3,328,047) | | |
Class P2 | | | | | (10,705,759) | | | | | | (5,628,982) | | | | | | (30,934,106) | | | | | | (25,244,979) | | |
Class S | | | | | (112) | | | | | | (74) | | | | | | (1,647,697) | | | | | | (2,107,770) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (22,361) | | | | | | (39,451) | | |
Total distributions | | | | | (21,565,758) | | | | | | (15,097,465) | | | | | | (62,220,371) | | | | | | (44,912,243) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 79,276,311 | | | | | | 163,340,384 | | | | | | 318,414,178 | | | | | | 861,054,531 | | |
Reinvestment of distributions | | | | | 21,565,646 | | | | | | 15,097,391 | | | | | | 62,220,371 | | | | | | 44,912,243 | | |
| | | | | 100,841,957 | | | | | | 178,437,775 | | | | | | 380,634,549 | | | | | | 905,966,774 | | |
Cost of shares redeemed | | | | | (124,334,460) | | | | | | (434,069,780) | | | | | | (296,260,996) | | | | | | (506,419,475) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (23,492,503) | | | | | | (255,632,005) | | | | | | 84,373,553 | | | | | | 399,547,299 | | |
Net increase (decrease) in net assets | | | | | (96,735,085) | | | | | | (145,890,317) | | | | | | (214,513,377) | | | | | | 731,467,999 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 625,334,304 | | | | | | 771,224,621 | | | | | | 2,333,619,230 | | | | | | 1,602,151,231 | | |
End of year or period | | | | $ | 528,599,219 | | | | | $ | 625,334,304 | | | | | $ | 2,119,105,853 | | | | | $ | 2,333,619,230 | | |
| | | Voya Russell™ Large Cap Growth Index Portfolio | | | Voya Russell™ Large Cap Index Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2020 (Unaudited) | | | Year Ended December 31, 2019 | | | Six Months Ended June 30, 2020 (Unaudited) | | | Year Ended December 31, 2019 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 3,741,485 | | | | | $ | 6,290,766 | | | | | $ | 6,723,161 | | | | | $ | 14,037,065 | | |
Net realized gain (loss) | | | | | (679,641) | | | | | | 52,199,757 | | | | | | 20,273,678 | | | | | | 38,790,868 | | |
Net change in unrealized appreciation (depreciation) | | | | | 110,330,114 | | | | | | 175,167,076 | | | | | | (35,549,169) | | | | | | 200,034,823 | | |
Increase (decrease) in net assets resulting from operations | | | | | 113,391,958 | | | | | | 233,657,599 | | | | | | (8,552,330) | | | | | | 252,862,756 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | (289) | | | | | | (247) | | | | | | (4,209,193) | | | | | | (2,864,310) | | |
Class I | | | | | (23,779,202) | | | | | | (20,214,615) | | | | | | (20,957,157) | | | | | | (14,732,643) | | |
Class S | | | | | (35,109,433) | | | | | | (19,598,471) | | | | | | (27,646,863) | | | | | | (25,966,997) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (50,546) | | | | | | (37,491) | | |
Total distributions | | | | | (58,888,924) | | | | | | (39,813,333) | | | | | | (52,863,759) | | | | | | (43,601,441) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 51,405,573 | | | | | | 368,140,347 | | | | | | 80,937,395 | | | | | | 86,682,983 | | |
Reinvestment of distributions | | | | | 58,888,924 | | | | | | 39,813,333 | | | | | | 52,863,759 | | | | | | 43,601,441 | | |
| | | | | 110,294,497 | | | | | | 407,953,680 | | | | | | 133,801,154 | | | | | | 130,284,424 | | |
Cost of shares redeemed | | | | | (103,180,001) | | | | | | (105,499,344) | | | | | | (103,012,885) | | | | | | (152,021,884) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | 7,114,496 | | | | | | 302,454,336 | | | | | | 30,788,269 | | | | | | (21,737,460) | | |
Net increase (decrease) in net assets | | | | | 61,617,530 | | | | | | 496,298,602 | | | | | | (30,627,820) | | | | | | 187,523,855 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 1,146,928,856 | | | | | | 650,630,254 | | | | | | 1,019,310,334 | | | | | | 831,786,479 | | |
End of year or period | | | | $ | 1,208,546,386 | | | | | $ | 1,146,928,856 | | | | | $ | 988,682,514 | | | | | $ | 1,019,310,334 | | |
| | | Voya Russell™ Large Cap Value Index Portfolio | | | Voya Russell™ Mid Cap Growth Index Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2020 (Unaudited) | | | Year Ended December 31, 2019 | | | Six Months Ended June 30, 2020 (Unaudited) | | | Year Ended December 31, 2019 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 9,917,769 | | | | | $ | 8,568,434 | | | | | $ | 232,301 | | | | | $ | 983,634 | | |
Net realized gain (loss) | | | | | (48,502,411) | | | | | | 24,246,236 | | | | | | 13,261,040 | | | | | | 37,129,112 | | |
Net change in unrealized appreciation (depreciation) | | | | | (112,651,101) | | | | | | 61,223,378 | | | | | | 4,958,204 | | | | | | 51,282,918 | | |
Increase (decrease) in net assets resulting from operations | | | | | (151,235,743) | | | | | | 94,038,048 | | | | | | 18,451,545 | | | | | | 89,395,664 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | (142) | | | | | | (227) | | | | | | — | | | | | | — | | |
Class I | | | | | (3,389,201) | | | | | | (5,759,075) | | | | | | (1,462,417) | | | | | | (2,227,224) | | |
Class S | | | | | (30,217,857) | | | | | | (17,231,205) | | | | | | (36,540,946) | | | | | | (26,707,539) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (120,315) | | | | | | (168,840) | | |
Total distributions | | | | | (33,607,200) | | | | | | (22,990,507) | | | | | | (38,123,678) | | | | | | (29,103,603) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 13,963,019 | | | | | | 620,047,616 | | | | | | 6,321,009 | | | | | | 329,604,556 | | |
Reinvestment of distributions | | | | | 33,607,200 | | | | | | 22,990,507 | | | | | | 38,123,678 | | | | | | 29,103,603 | | |
| | | | | 47,570,219 | | | | | | 643,038,123 | | | | | | 44,444,687 | | | | | | 358,708,159 | | |
Cost of shares redeemed | | | | | (76,358,676) | | | | | | (73,686,731) | | | | | | (62,430,247) | | | | | | (68,880,279) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (28,788,457) | | | | | | 569,351,392 | | | | | | (17,985,560) | | | | | | 289,827,880 | | |
Net increase (decrease) in net assets | | | | | (213,631,400) | | | | | | 640,398,933 | | | | | | (37,657,693) | | | | | | 350,119,941 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 991,406,835 | | | | | | 351,007,902 | | | | | | 610,946,189 | | | | | | 260,826,248 | | |
End of year or period | | | | $ | 777,775,435 | | | | | $ | 991,406,835 | | | | | $ | 573,288,496 | | | | | $ | 610,946,189 | | |
| | | Voya Russell™ Mid Cap Index Portfolio | | | Voya Russell™ Small Cap Index Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2020 (Unaudited) | | | Year Ended December 31, 2019 | | | Six Months Ended June 30, 2020 (Unaudited) | | | Year Ended December 31, 2019 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 8,846,252 | | | | | $ | 17,793,752 | | | | | $ | 3,603,766 | | | | | $ | 7,821,526 | | |
Net realized gain (loss) | | | | | 96,842,388 | | | | | | 177,122,656 | | | | | | (28,882,381) | | | | | | 47,872,054 | | |
Net change in unrealized appreciation (depreciation) | | | | | (231,745,178) | | | | | | 179,765,823 | | | | | | (120,103,438) | | | | | | 130,554,940 | | |
Increase (decrease) in net assets resulting from operations | | | | | (126,056,538) | | | | | | 374,682,231 | | | | | | (145,382,053) | | | | | | 186,248,520 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | (25,130,338) | | | | | | (32,819,919) | | | | | | (7,042,217) | | | | | | (12,875,871) | | |
Class I | | | | | (107,538,439) | | | | | | (151,546,642) | | | | | | (27,904,767) | | | | | | (47,253,152) | | |
Class P2(1) | | | | | (27,644,645) | | | | | | (28,203,174) | | | | | | — | | | | | | (10,970,670) | | |
Class S | | | | | (32,497,082) | | | | | | (51,839,237) | | | | | | (26,934,569) | | | | | | (23,432,979) | | |
Class S2 | | | | | (1,869,010) | | | | | | (2,702,608) | | | | | | (457,767) | | | | | | (941,927) | | |
Total distributions | | | | | (194,679,514) | | | | | | (267,111,580) | | | | | | (62,339,320) | | | | | | (95,474,599) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 121,036,974 | | | | | | 135,608,085 | | | | | | 71,369,070 | | | | | | 332,331,620 | | |
Reinvestment of distributions | | | | | 194,679,514 | | | | | | 267,111,580 | | | | | | 62,339,320 | | | | | | 95,474,599 | | |
| | | | | 315,716,488 | | | | | | 402,719,665 | | | | | | 133,708,390 | | | | | | 427,806,219 | | |
Cost of shares redeemed | | | | | (219,326,182) | | | | | | (453,108,397) | | | | | | (350,130,130) | | | | | | (225,081,351) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | 96,390,306 | | | | | | (50,388,732) | | | | | | (216,421,740) | | | | | | 202,724,868 | | |
Net increase (decrease) in net assets | | | | | (224,345,746) | | | | | | 57,181,919 | | | | | | (424,143,113) | | | | | | 293,498,789 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 1,418,374,692 | | | | | | 1,361,192,773 | | | | | | 1,055,871,409 | | | | | | 762,372,620 | | |
End of year or period | | | | $ | 1,194,028,946 | | | | | $ | 1,418,374,692 | | | | | $ | 631,728,296 | | | | | $ | 1,055,871,409 | | |
| | | Voya U.S. Bond Index Portfolio | | |||||||||
| | | Six Months Ended June 30, 2020 (Unaudited) | | | Year Ended December 31, 2019 | | ||||||
FROM OPERATIONS: | | | | | | | | | | | | | |
Net investment income | | | | $ | 31,790,158 | | | | | $ | 81,221,726 | | |
Net realized gain | | | | | 70,191,048 | | | | | | 45,107,147 | | |
Net change in unrealized appreciation (depreciation) | | | | | 81,283,034 | | | | | | 134,482,100 | | |
Increase in net assets resulting from operations | | | | | 183,264,240 | | | | | | 260,810,973 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | |
Class ADV | | | | | (317,215) | | | | | | (518,427) | | |
Class I | | | | | (22,676,507) | | | | | | (48,182,986) | | |
Class P2 | | | | | (16,476,869) | | | | | | (26,983,015) | | |
Class S | | | | | (2,296,169) | | | | | | (3,819,948) | | |
Class S2 | | | | | (19,641) | | | | | | (27,863) | | |
Total distributions | | | | | (41,786,401) | | | | | | (79,532,239) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 579,612,474 | | | | | | 778,754,093 | | |
Reinvestment of distributions | | | | | 41,743,166 | | | | | | 79,430,922 | | |
| | | | | 621,355,640 | | | | | | 858,185,015 | | |
Cost of shares redeemed | | | | | (661,479,652) | | | | | | (1,115,039,001) | | |
Net decrease in net assets resulting from capital share transactions | | | | | (40,124,012) | | | | | | (256,853,986) | | |
Net increase (decrease) in net assets | | | | | 101,353,827 | | | | | | (75,575,252) | | |
NET ASSETS: | | | | | | | | | | | | | |
Beginning of year or period | | | | | 3,126,929,586 | | | | | | 3,202,504,838 | | |
End of year or period | | | | $ | 3,228,283,413 | | | | | $ | 3,126,929,586 | | |
| | | | | | | | | 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 Emerging Markets Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 12.24 | | | | | | 0.09• | | | | | | (1.31) | | | | | | (1.22) | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 10.62 | | | | | | (9.64) | | | | | | 0.83 | | | | | | 0.56 | | | | | | 0.56 | | | | | | 1.64 | | | | | | 232,057 | | | | | | 10 | | |
12-31-19 | | | | | 10.66 | | | | | | 0.21• | | | | | | 1.65 | | | | | | 1.86 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 12.24 | | | | | | 17.76 | | | | | | 0.87 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 1.88 | | | | | | 321,682 | | | | | | 20 | | |
12-31-18 | | | | | 12.85 | | | | | | 0.25 | | | | | | (2.14) | | | | | | (1.89) | | | | | | 0.30 | | | | | | — | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 10.66 | | | | | | (15.07) | | | | | | 0.81 | | | | | | 0.54 | | | | | | 0.54 | | | | | | 2.05 | | | | | | 499,268 | | | | | | 12 | | |
12-31-17 | | | | | 9.56 | | | | | | 0.19• | | | | | | 3.28 | | | | | | 3.47 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 12.85 | | | | | | 36.65 | | | | | | 0.82 | | | | | | 0.55 | | | | | | 0.55 | | | | | | 1.71 | | | | | | 502,979 | | | | | | 18 | | |
12-31-16 | | | | | 8.85 | | | | | | 0.18 | | | | | | 0.73 | | | | | | 0.91 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 9.56 | | | | | | 10.48 | | | | | | 0.82 | | | | | | 0.57 | | | | | | 0.57 | | | | | | 1.80 | | | | | | 528,461 | | | | | | 34 | | |
12-31-15 | | | | | 10.65 | | | | | | 0.20• | | | | | | (1.78) | | | | | | (1.58) | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 8.85 | | | | | | (15.28) | | | | | | 0.82 | | | | | | 0.57 | | | | | | 0.57 | | | | | | 1.92 | | | | | | 510,962 | | | | | | 19 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 12.39 | | | | | | 0.11• | | | | | | (1.32) | | | | | | (1.21) | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 10.78 | | | | | | (9.44) | | | | | | 0.83 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 2.11 | | | | | | 296,539 | | | | | | 10 | | |
12-31-19 | | | | | 10.74 | | | | | | 0.29• | | | | | | 1.64 | | | | | | 1.93 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 12.39 | | | | | | 18.29 | | | | | | 0.87 | | | | | | 0.16 | | | | | | 0.16 | | | | | | 2.49 | | | | | | 303,648 | | | | | | 20 | | |
12-31-18 | | | | | 12.88 | | | | | | 0.29• | | | | | | (2.13) | | | | | | (1.84) | | | | | | 0.30 | | | | | | — | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 10.74 | | | | | | (14.64) | | | | | | 0.81 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 2.44 | | | | | | 271,954 | | | | | | 12 | | |
05-03-17(5) - 12-31-17 | | | | | 10.99 | | | | | | 0.20• | | | | | | 1.87 | | | | | | 2.07 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 12.88 | | | | | | 19.15 | | | | | | 0.82 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 2.56 | | | | | | 219,322 | | | | | | 18 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 12.31 | | | | | | 0.08• | | | | | | (1.32) | | | | | | (1.24) | | | | | | 0.37 | | | | | | — | | | | | | — | | | | | | 0.37 | | | | | | — | | | | | | 10.70 | | | | | | (9.73) | | | | | | 1.08 | | | | | | 0.81 | | | | | | 0.81 | | | | | | 1.41 | | | | | | 3 | | | | | | 10 | | |
12-31-19 | | | | | 10.71 | | | | | | 0.21 | | | | | | 1.64 | | | | | | 1.85 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 12.31 | | | | | | 17.55 | | | | | | 1.12 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 1.83 | | | | | | 4 | | | | | | 20 | | |
12-31-18 | | | | | 12.91 | | | | | | 0.21 | | | | | | (2.14) | | | | | | (1.93) | | | | | | 0.27 | | | | | | — | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 10.71 | | | | | | (15.26) | | | | | | 1.06 | | | | | | 0.79 | | | | | | 0.79 | | | | | | 1.71 | | | | | | 3 | | | | | | 12 | | |
12-31-17 | | | | | 9.55 | | | | | | 0.17 | | | | | | 3.28 | | | | | | 3.45 | | | | | | 0.09 | | | | | | — | | | | | | — | | | | | | 0.09 | | | | | | — | | | | | | 12.91 | | | | | | 36.35 | | | | | | 1.07 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 1.52 | | | | | | 4 | | | | | | 18 | | |
12-31-16 | | | | | 8.82 | | | | | | 0.20• | | | | | | 0.72 | | | | | | 0.92 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 9.55 | | | | | | 10.66 | | | | | | 1.07 | | | | | | 0.82 | | | | | | 0.82 | | | | | | 2.16 | | | | | | 3 | | | | | | 34 | | |
12-31-15 | | | | | 10.61 | | | | | | 0.17• | | | | | | (1.76) | | | | | | (1.59) | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 8.82 | | | | | | (15.43) | | | | | | 1.07 | | | | | | 0.82 | | | | | | 0.82 | | | | | | 1.73 | | | | | | 11 | | | | | | 19 | | |
Voya International Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 10.39 | | | | | | 0.09• | | | | | | (1.26) | | | | | | (1.17) | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 9.00 | | | | | | (11.09) | | | | | | 1.04 | | | | | | 0.95 | | | | | | 0.95 | | | | | | 2.00 | | | | | | 453,420 | | | | | | 9 | | |
12-31-19 | | | | | 8.83 | | | | | | 0.23• | | | | | | 1.58 | | | | | | 1.81 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 10.39 | | | | | | 20.86 | | | | | | 1.03 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 2.39 | | | | | | 542,257 | | | | | | 15 | | |
12-31-18 | | | | | 10.51 | | | | | | 0.21• | | | | | | (1.66) | | | | | | (1.45) | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 8.83 | | | | | | (14.11) | | | | | | 1.04 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 2.11 | | | | | | 524,307 | | | | | | 3 | | |
12-31-17 | | | | | 8.63 | | | | | | 0.19• | | | | | | 1.88 | | | | | | 2.07 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 10.51 | | | | | | 24.19 | | | | | | 1.03 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 2.00 | | | | | | 692,747 | | | | | | 4 | | |
12-31-16 | | | | | 8.83 | | | | | | 0.20• | | | | | | (0.18) | | | | | | 0.02 | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 8.63 | | | | | | 0.37 | | | | | | 1.05 | | | | | | 0.97 | | | | | | 0.97 | | | | | | 2.30 | | | | | | 692,197 | | | | | | 3 | | |
12-31-15 | | | | | 9.19 | | | | | | 0.19• | | | | | | (0.30) | | | | | | (0.11) | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 8.83 | | | | | | (1.43)(a) | | | | | | 1.06 | | | | | | 0.97 | | | | | | 0.97 | | | | | | 2.03 | | | | | | 803,990 | | | | | | 2 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 10.61 | | | | | | 0.12• | | | | | | (1.30) | | | | | | (1.18) | | | | | | 0.27 | | | | | | — | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 9.16 | | | | | | (10.87) | | | | | | 0.54 | | | | | | 0.46 | | | | | | 0.46 | | | | | | 2.53 | | | | | | 530,626 | | | | | | 9 | | |
12-31-19 | | | | | 9.02 | | | | | | 0.24• | | | | | | 1.66 | | | | | | 1.90 | | | | | | 0.31 | | | | | | — | | | | | | — | | | | | | 0.31 | | | | | | — | | | | | | 10.61 | | | | | | 21.44 | | | | | | 0.53 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 2.38 | | | | | | 700,568 | | | | | | 15 | | |
12-31-18 | | | | | 10.74 | | | | | | 0.26• | | | | | | (1.69) | | | | | | (1.43) | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 9.02 | | | | | | (13.73) | | | | | | 0.54 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 2.58 | | | | | | 299,378 | | | | | | 3 | | |
12-31-17 | | | | | 8.81 | | | | | | 0.26• | | | | | | 1.91 | | | | | | 2.17 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 10.74 | | | | | | 24.88 | | | | | | 0.53 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 2.65 | | | | | | 319,369 | | | | | | 4 | | |
12-31-16 | | | | | 9.02 | | | | | | 0.24• | | | | | | (0.17) | | | | | | 0.07 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 8.81 | | | | | | 0.83 | | | | | | 0.55 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 2.72 | | | | | | 557,788 | | | | | | 3 | | |
12-31-15 | | | | | 9.37 | | | | | | 0.24• | | | | | | (0.29) | | | | | | (0.05) | | | | | | 0.30 | | | | | | — | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 9.02 | | | | | | (0.88)(a) | | | | | | 0.56 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 2.51 | | | | | | 473,681 | | | | | | 2 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya International Index Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 10.70 | | | | | | 0.13• | | | | | | (1.31) | | | | | | (1.18) | | | | | | 0.27 | | | | | | — | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 9.25 | | | ��� | | | (10.78) | | | | | | 0.52 | | | | | | 0.16 | | | | | | 0.16 | | | | | | 2.86 | | | | | | 1,070,701 | | | | | | 9 | | |
12-31-19 | | | | | 9.07 | | | | | | 0.31• | | | | | | 1.63 | | | | | | 1.94 | | | | | | 0.31 | | | | | | — | | | | | | — | | | | | | 0.31 | | | | | | — | | | | | | 10.70 | | | | | | 21.78 | | | | | | 0.53 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 3.10 | | | | | | 1,011,708 | | | | | | 15 | | |
12-31-18 | | | | | 10.76 | | | | | | 0.29• | | | | | | (1.69) | | | | | | (1.40) | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 9.07 | | | | | | (13.42) | | | | | | 0.54 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 2.84 | | | | | | 708,457 | | | | | | 3 | | |
05-03-17(5) - 12-31-17 | | | | | 9.79 | | | | | | 0.16• | | | | | | 1.05 | | | | | | 1.21 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 10.76 | | | | | | 12.59 | | | | | | 0.53 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 2.42 | | | | | | 589,019 | | | | | | 4 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 10.53 | | | | | | 0.10• | | | | | | (1.28) | | | | | | (1.18) | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 9.11 | | | | | | (10.95) | | | | | | 0.79 | | | | | | 0.71 | | | | | | 0.71 | | | | | | 2.23 | | | | | | 63,422 | | | | | | 9 | | |
12-31-19 | | | | | 8.96 | | | | | | 0.27 | | | | | | 1.58 | | | | | | 1.85 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 10.53 | | | | | | 21.04 | | | | | | 0.78 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 2.60 | | | | | | 77,950 | | | | | | 15 | | |
12-31-18 | | | | | 10.66 | | | | | | 0.24 | | | | | | (1.68) | | | | | | (1.44) | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 8.96 | | | | | | (13.86) | | | | | | 0.79 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 2.33 | | | | | | 68,720 | | | | | | 3 | | |
12-31-17 | | | | | 8.75 | | | | | | 0.22• | | | | | | 1.90 | | | | | | 2.12 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 10.66 | | | | | | 24.51 | | | | | | 0.78 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 2.23 | | | | | | 81,188 | | | | | | 4 | | |
12-31-16 | | | | | 8.96 | | | | | | 0.22• | | | | | | (0.18) | | | | | | 0.04 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 8.75 | | | | | | 0.55 | | | | | | 0.80 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 2.55 | | | | | | 73,054 | | | | | | 3 | | |
12-31-15 | | | | | 9.30 | | | | | | 0.21• | | | | | | (0.28) | | | | | | (0.07) | | | | | | 0.27 | | | | | | — | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 8.96 | | | | | | (1.07)(a) | | | | | | 0.81 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 2.25 | | | | | | 86,837 | | | | | | 2 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 10.51 | | | | | | 0.10• | | | | | | (1.28) | | | | | | (1.18) | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 9.11 | | | | | | (11.05) | | | | | | 0.94 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 2.09 | | | | | | 937 | | | | | | 9 | | |
12-31-19 | | | | | 8.94 | | | | | | 0.25• | | | | | | 1.59 | | | | | | 1.84 | | | | | | 0.27 | | | | | | — | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 10.51 | | | | | | 20.93 | | | | | | 0.93 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 2.57 | | | | | | 1,136 | | | | | | 15 | | |
12-31-18 | | | | | 10.65 | | | | | | 0.22• | | | | | | (1.68) | | | | | | (1.46) | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 8.94 | | | | | | (14.07) | | | | | | 0.94 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 2.19 | | | | | | 1,289 | | | | | | 3 | | |
12-31-17 | | | | | 8.71 | | | | | | 0.20• | | | | | | 1.91 | | | | | | 2.11 | | | | | | 0.17 | | | | | | — | | | | | | — | | | | | | 0.17 | | | | | | — | | | | | | 10.65 | | | | | | 24.44 | | | | | | 0.93 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 2.03 | | | | | | 1,292 | | | | | | 4 | | |
12-31-16 | | | | | 8.94 | | | | | | 0.21• | | | | | | (0.19) | | | | | | 0.02 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 8.71 | | | | | | 0.37 | | | | | | 0.98 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 2.50 | | | | | | 1,424 | | | | | | 3 | | |
12-31-15 | | | | | 9.26 | | | | | | 0.19• | | | | | | (0.28) | | | | | | (0.09) | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 8.94 | | | | | | (1.25)(a) | | | | | | 1.06 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 1.99 | | | | | | 1,498 | | | | | | 2 | | |
Voya Russell™ Large Cap Growth Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 42.54 | | | | | | 0.07• | | | | | | 4.21 | | | | | | 4.28 | | | | | | 0.10 | | | | | | 2.07 | | | | | | — | | | | | | 2.17 | | | | | | — | | | | | | 44.65 | | | | | | 10.56 | | | | | | 1.05 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.33 | | | | | | 6 | | | | | | 13 | | |
12-31-19 | | | | | 33.18 | | | | | | 0.17• | | | | | | 11.14 | | | | | | 11.31 | | | | | | 0.20 | | | | | | 1.75 | | | | | | — | | | | | | 1.95 | | | | | | — | | | | | | 42.54 | | | | | | 35.19 | | | | | | 1.04 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.45 | | | | | | 6 | | | | | | 19 | | |
12-31-18 | | | | | 35.05 | | | | | | 0.17 | | | | | | (0.57) | | | | | | (0.40) | | | | | | 0.23 | | | | | | 1.24 | | | | | | — | | | | | | 1.47 | | | | | | — | | | | | | 33.18 | | | | | | (1.44) | | | | | | 1.03 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.49 | | | | | | 4 | | | | | | 9 | | |
12-31-17 | | | | | 27.04 | | | | | | 0.20 | | | | | | 8.04 | | | | | | 8.24 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 35.05 | | | | | | 30.60 | | | | | | 1.03 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.64 | | | | | | 4 | | | | | | 14 | | |
12-31-16 | | | | | 25.76 | | | | | | 0.24 | | | | | | 1.32 | | | | | | 1.56 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 27.04 | | | | | | 6.13 | | | | | | 1.03 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.92 | | | | | | 3 | | | | | | 19 | | |
07-13-15(5) - 12-31-15 | | | | | 25.51 | | | | | | 0.10• | | | | | | 0.15 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 25.76 | | | | | | 0.98 | | | | | | 1.03 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.86 | | | | | | 3 | | | | | | 19 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 42.96 | | | | | | 0.17• | | | | | | 4.24 | | | | | | 4.41 | | | | | | 0.28 | | | | | | 2.07 | | | | | | — | | | | | | 2.35 | | | | | | — | | | | | | 45.02 | | | | | | 10.82 | | | | | | 0.55 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 0.83 | | | | | | 479,262 | | | | | | 13 | | |
12-31-19 | | | | | 33.49 | | | | | | 0.36 | | | | | | 11.24 | | | | | | 11.60 | | | | | | 0.38 | | | | | | 1.75 | | | | | | — | | | | | | 2.13 | | | | | | — | | | | | | 42.96 | | | | | | 35.84 | | | | | | 0.54 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 0.96 | | | | | | 446,528 | | | | | | 19 | | |
12-31-18 | | | | | 35.35 | | | | | | 0.37• | | | | | | (0.60) | | | | | | (0.23) | | | | | | 0.39 | | | | | | 1.24 | | | | | | — | | | | | | 1.63 | | | | | | — | | | | | | 33.49 | | | | | | (0.97) | | | | | | 0.53 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.00 | | | | | | 329,022 | | | | | | 9 | | |
12-31-17 | | | | | 27.24 | | | | | | 0.36• | | | | | | 8.10 | | | | | | 8.46 | | | | | | 0.35 | | | | | | — | | | | | | — | | | | | | 0.35 | | | | | | — | | | | | | 35.35 | | | | | | 31.26 | | | | | | 0.53 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.15 | | | | | | 354,275 | | | | | | 14 | | |
12-31-16 | | | | | 25.90 | | | | | | 0.37 | | | | | | 1.31 | | | | | | 1.68 | | | | | | 0.34 | | | | | | — | | | | | | — | | | | | | 0.34 | | | | | | — | | | | | | 27.24 | | | | | | 6.57 | | | | | | 0.53 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.34 | | | | | | 284,194 | | | | | | 19 | | |
12-31-15 | | | | | 24.35 | | | | | | 0.35 | | | | | | 1.49 | | | | | | 1.84 | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 25.90 | | | | | | 7.60 | | | | | | 0.53 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.34 | | | | | | 283,736 | | | | | | 19 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 42.68 | | | | | | 0.12• | | | | | | 4.22 | | | | | | 4.34 | | | | | | 0.22 | | | | | | 2.07 | | | | | | — | | | | | | 2.29 | | | | | | — | | | | | | 44.73 | | | | | | 10.70 | | | | | | 0.80 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.58 | | | | | | 729,278 | | | | | | 13 | | |
12-31-19 | | | | | 33.29 | | | | | | 0.26• | | | | | | 11.16 | | | | | | 11.42 | | | | | | 0.28 | | | | | | 1.75 | | | | | | — | | | | | | 2.03 | | | | | | — | | | | | | 42.68 | | | | | | 35.47 | | | | | | 0.79 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.69 | | | | | | 700,395 | | | | | | 19 | | |
12-31-18 | | | | | 35.15 | | | | | | 0.27• | | | | | | (0.59) | | | | | | (0.32) | | | | | | 0.30 | | | | | | 1.24 | | | | | | — | | | | | | 1.54 | | | | | | — | | | | | | 33.29 | | | | | | (1.21) | | | | | | 0.78 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.75 | | | | | | 321,604 | | | | | | 9 | | |
12-31-17 | | | | | 27.10 | | | | | | 0.28• | | | | | | 8.06 | | | | | | 8.34 | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 35.15 | | | | | | 30.93 | | | | | | 0.78 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.90 | | | | | | 343,310 | | | | | | 14 | | |
12-31-16 | | | | | 25.77 | | | | | | 0.28 | | | | | | 1.33 | | | | | | 1.61 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 27.10 | | | | | | 6.31 | | | | | | 0.78 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 1.09 | | | | | | 281,265 | | | | | | 19 | | |
12-31-15 | | | | | 24.23 | | | | | | 0.28 | | | | | | 1.50 | | | | | | 1.78 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 25.77 | | | | | | 7.37 | | | | | | 0.78 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 1.09 | | | | | | 275,410 | | | | | | 19 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Russell™ Large Cap Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 24.38 | | | | | | 0.12• | | | | | | (0.46) | | | | | | (0.34) | | | | | | 0.29 | | | | | | 0.96 | | | | | | — | | | | | | 1.25 | | | | | | — | | | | | | 22.79 | | | | | | (1.00) | | | | | | 0.95 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 1.09 | | | | | | 82,968 | | | | | | 5 | | |
12-31-19 | | | | | 19.55 | | | | | | 0.26• | | | | | | 5.57 | | | | | | 5.83 | | | | | | 0.30 | | | | | | 0.70 | | | | | | — | | | | | | 1.00 | | | | | | — | | | | | | 24.38 | | | | | | 30.66 | | | | | | 0.89 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 1.16 | | | | | | 78,254 | | | | | | 5 | | |
12-31-18 | | | | | 20.60 | | | | | | 0.24• | | | | | | (1.03) | | | | | | (0.79) | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 19.55 | | | | | | (3.92) | | | | | | 0.88 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 1.13 | | | | | | 54,275 | | | | | | 5 | | |
12-31-17 | | | | | 17.10 | | | | | | 0.22• | | | | | | 3.51 | | | | | | 3.73 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 20.60 | | | | | | 21.96 | | | | | | 0.88 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 1.17 | | | | | | 43,874 | | | | | | 6 | | |
12-31-16 | | | | | 15.71 | | | | | | 0.22 | | | | | | 1.40 | | | | | | 1.62 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 17.10 | | | | | | 10.45 | | | | | | 0.88 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 1.37 | | | | | | 34,466 | | | | | | 5 | | |
12-31-15 | | | | | 15.66 | | | | | | 0.20• | | | | | | 0.04 | | | | | | 0.24 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 15.71 | | | | | | 1.52 | | | | | | 0.88 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 1.27 | | | | | | 32,065 | | | | | | 6 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 24.92 | | | | | | 0.18• | | | | | | (0.47) | | | | | | (0.29) | | | | | | 0.39 | | | | | | 0.96 | | | | | | — | | | | | | 1.35 | | | | | | — | | | | | | 23.28 | | | | | | (0.74) | | | | | | 0.45 | | | | | | 0.36 | | | | | | 0.36 | | | | | | 1.59 | | | | | | 385,934 | | | | | | 5 | | |
12-31-19 | | | | | 19.94 | | | | | | 0.36 | | | | | | 5.70 | | | | | | 6.06 | | | | | | 0.38 | | | | | | 0.70 | | | | | | — | | | | | | 1.08 | | | | | | — | | | | | | 24.92 | | | | | | 31.34 | | | | | | 0.39 | | | | | | 0.36 | | | | | | 0.36 | | | | | | 1.66 | | | | | | 347,630 | | | | | | 5 | | |
12-31-18 | | | | | 20.99 | | | | | | 0.35• | | | | | | (1.05) | | | | | | (0.70) | | | | | | 0.35 | | | | | | — | | | | | | — | | | | | | 0.35 | | | | | | — | | | | | | 19.94 | | | | | | (3.46) | | | | | | 0.38 | | | | | | 0.36 | | | | | | 0.36 | | | | | | 1.62 | | | | | | 260,309 | | | | | | 5 | | |
12-31-17 | | | | | 17.41 | | | | | | 0.32 | | | | | | 3.57 | | | | | | 3.89 | | | | | | 0.31 | | | | | | — | | | | | | — | | | | | | 0.31 | | | | | | — | | | | | | 20.99 | | | | | | 22.57 | | | | | | 0.38 | | | | | | 0.37 | | | | | | 0.37 | | | | | | 1.68 | | | | | | 272,429 | | | | | | 6 | | |
12-31-16 | | | | | 16.00 | | | | | | 0.31• | | | | | | 1.41 | | | | | | 1.72 | | | | | | 0.31 | | | | | | — | | | | | | — | | | | | | 0.31 | | | | | | — | | | | | | 17.41 | | | | | | 10.95 | | | | | | 0.38 | | | | | | 0.37 | | | | | | 0.37 | | | | | | 1.87 | | | | | | 220,228 | | | | | | 5 | | |
12-31-15 | | | | | 15.93 | | | | | | 0.29 | | | | | | 0.04 | | | | | | 0.33 | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 16.00 | | | | | | 2.09 | | | | | | 0.38 | | | | | | 0.37 | | | | | | 0.37 | | | | | | 1.78 | | | | | | 186,401 | | | | | | 6 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 24.73 | | | | | | 0.16• | | | | | | (0.47) | | | | | | (0.31) | | | | | | 0.32 | | | | | | 0.96 | | | | | | — | | | | | | 1.28 | | | | | | — | | | | | | 23.14 | | | | | | (0.83) | | | | | | 0.70 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 1.35 | | | | | | 518,564 | | | | | | 5 | | |
12-31-19 | | | | | 19.80 | | | | | | 0.32• | | | | | | 5.63 | | | | | | 5.95 | | | | | | 0.32 | | | | | | 0.70 | | | | | | — | | | | | | 1.02 | | | | | | — | | | | | | 24.73 | | | | | | 30.96 | | | | | | 0.64 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 1.42 | | | | | | 592,415 | | | | | | 5 | | |
12-31-18 | | | | | 20.84 | | | | | | 0.29• | | | | | | (1.04) | | | | | | (0.75) | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 19.80 | | | | | | (3.69) | | | | | | 0.63 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 1.37 | | | | | | 516,424 | | | | | | 5 | | |
12-31-17 | | | | | 17.29 | | | | | | 0.27• | | | | | | 3.55 | | | | | | 3.82 | | | | | | 0.27 | | | | | | — | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 20.84 | | | | | | 22.27 | | | | | | 0.63 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.43 | | | | | | 589,672 | | | | | | 6 | | |
12-31-16 | | | | | 15.88 | | | | | | 0.28 | | | | | | 1.40 | | | | | | 1.68 | | | | | | 0.27 | | | | | | — | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 17.29 | | | | | | 10.74 | | | | | | 0.63 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.63 | | | | | | 578,600 | | | | | | 5 | | |
12-31-15 | | | | | 15.82 | | | | | | 0.24• | | | | | | 0.05 | | | | | | 0.29 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 15.88 | | | | | | 1.79 | | | | | | 0.63 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.53 | | | | | | 566,225 | | | | | | 6 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 25.47 | | | | | | 0.14• | | | | | | (0.47) | | | | | | (0.33) | | | | | | 0.29 | | | | | | 0.96 | | | | | | — | | | | | | 1.25 | | | | | | — | | | | | | 23.89 | | | | | | (0.90) | | | | | | 0.85 | | | | | | 0.76 | | | | | | 0.76 | | | | | | 1.18 | | | | | | 1,215 | | | | | | 5 | | |
12-31-19 | | | | | 20.35 | | | | | | 0.29• | | | | | | 5.81 | | | | | | 6.10 | | | | | | 0.28 | | | | | | 0.70 | | | | | | — | | | | | | 0.98 | | | | | | — | | | | | | 25.47 | | | | | | 30.80 | | | | | | 0.79 | | | | | | 0.76 | | | | | | 0.76 | | | | | | 1.26 | | | | | | 1,012 | | | | | | 5 | | |
12-31-18 | | | | | 21.38 | | | | | | 0.27• | | | | | | (1.07) | | | | | | (0.80) | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 20.35 | | | | | | (3.81) | | | | | | 0.78 | | | | | | 0.76 | | | | | | 0.76 | | | | | | 1.22 | | | | | | 779 | | | | | | 5 | | |
12-31-17 | | | | | 17.74 | | | | | | 0.25• | | | | | | 3.64 | | | | | | 3.89 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 21.38 | | | | | | 22.08 | | | | | | 0.78 | | | | | | 0.77 | | | | | | 0.77 | | | | | | 1.27 | | | | | | 1,264 | | | | | | 6 | | |
12-31-16 | | | | | 16.05 | | | | | | 0.25• | | | | | | 1.44 | | | | | | 1.69 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 17.74 | | | | | | 10.53 | | | | | | 0.81 | | | | | | 0.77 | | | | | | 0.77 | | | | | | 1.48 | | | | | | 1,230 | | | | | | 5 | | |
12-31-15 | | | | | 15.99 | | | | | | 0.22• | | | | | | 0.04 | | | | | | 0.26 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 16.05 | | | | | | 1.64 | | | | | | 0.88 | | | | | | 0.77 | | | | | | 0.77 | | | | | | 1.37 | | | | | | 1,290 | | | | | | 6 | | |
Voya Russell™ Large Cap Value Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 23.99 | | | | | | 0.22• | | | | | | (4.00) | | | | | | (3.78) | | | | | | 0.12 | | | | | | 0.65 | | | | | | — | | | | | | 0.77 | | | | | | — | | | | | | 19.44 | | | | | | (15.59) | | | | | | 0.95 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 2.10 | | | | | | 4 | | | | | | 18 | | |
12-31-19 | | | | | 20.34 | | | | | | 0.42• | | | | | | 4.55 | | | | | | 4.97 | | | | | | 0.45 | | | | | | 0.87 | | | | | | — | | | | | | 1.32 | | | | | | — | | | | | | 23.99 | | | | | | 25.30 | | | | | | 1.01 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 1.87 | | | | | | 4 | | | | | | 24 | | |
12-31-18 | | | | | 23.13 | | | | | | 0.38 | | | | | | (1.96) | | | | | | (1.58) | | | | | | 0.44 | | | | | | 0.77 | | | | | | — | | | | | | 1.21 | | | | | | — | | | | | | 20.34 | | | | | | (7.18) | | | | | | 1.01 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 1.73 | | | | | | 4 | | | | | | 14 | | |
12-31-17 | | | | | 20.81 | | | | | | 0.35• | | | | | | 2.33 | | | | | | 2.68 | | | | | | 0.36 | | | | | | — | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 23.13 | | | | | | 13.05 | | | | | | 0.99 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 1.62 | | | | | | 4 | | | | | | 13 | | |
12-31-16 | | | | | 18.64 | | | | | | 0.36• | | | | | | 2.37 | | | | | | 2.73 | | | | | | 0.27 | | | | | | 0.29 | | | | | | — | | | | | | 0.56 | | | | | | — | | | | | | 20.81 | | | | | | 15.10 | | | | | | 0.99 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 1.91 | | | | | | 3 | | | | | | 16 | | |
07-13-15(5) - 12-31-15 | | | | | 19.40 | | | | | | 0.16• | | | | | | (0.92) | | | | | | (0.76) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 18.64 | | | | | | (3.92) | | | | | | 1.02 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 1.84 | | | | | | 3 | | | | | | 23 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Russell™ Large Cap Value Index Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 24.26 | | | | | | 0.27• | | | | | | (4.04) | | | | | | (3.77) | | | | | | 0.24 | | | | | | 0.65 | | | | | | — | | | | | | 0.89 | | | | | | — | | | | | | 19.60 | | | | | | (15.36) | | | | | | 0.45 | | | | | | 0.35 | | | | | | 0.35 | | | | | | 2.61 | | | | | | 77,442 | | | | | | 18 | | |
12-31-19 | | | | | 20.57 | | | | | | 0.53• | | | | | | 4.60 | | | | | | 5.13 | | | | | | 0.57 | | | | | | 0.87 | | | | | | — | | | | | | 1.44 | | | | | | — | | | | | | 24.26 | | | | | | 25.92 | | | | | | 0.51 | | | | | | 0.41 | | | | | | 0.41 | | | | | | 2.38 | | | | | | 97,086 | | | | | | 24 | | |
12-31-18 | | | | | 23.34 | | | | | | 0.50• | | | | | | (1.97) | | | | | | (1.47) | | | | | | 0.53 | | | | | | 0.77 | | | | | | — | | | | | | 1.30 | | | | | | — | | | | | | 20.57 | | | | | | (6.62) | | | | | | 0.51 | | | | | | 0.41 | | | | | | 0.41 | | | | | | 2.24 | | | | | | 85,885 | | | | | | 14 | | |
12-31-17 | | | | | 21.01 | | | | | | 0.47 | | | | | | 2.31 | | | | | | 2.78 | | | | | | 0.45 | | | | | | — | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 23.34 | | | | | | 13.46 | | | | | | 0.49 | | | | | | 0.39 | | | | | | 0.39 | | | | | | 2.12 | | | | | | 105,552 | | | | | | 13 | | |
12-31-16 | | | | | 18.77 | | | | | | 0.49 | | | | | | 2.36 | | | | | | 2.85 | | | | | | 0.32 | | | | | | 0.29 | | | | | | — | | | | | | 0.61 | | | | | | — | | | | | | 21.01 | | | | | | 15.64 | | | | | | 0.49 | | | | | | 0.39 | | | | | | 0.39 | | | | | | 2.38 | | | | | | 97,341 | | | | | | 16 | | |
12-31-15 | | | | | 20.03 | | | | | | 0.41• | | | | | | (1.08) | | | | | | (0.67) | | | | | | 0.33 | | | | | | 0.26 | | | | | | — | | | | | | 0.59 | | | | | | — | | | | | | 18.77 | | | | | | (3.50) | | | | | | 0.52 | | | | | | 0.42 | | | | | | 0.42 | | | | | | 2.18 | | | | | | 93,398 | | | | | | 23 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 24.08 | | | | | | 0.25• | | | | | | (4.02) | | | | | | (3.77) | | | | | | 0.22 | | | | | | 0.65 | | | | | | — | | | | | | 0.87 | | | | | | — | | | | | | 19.44 | | | | | | (15.49) | | | | | | 0.70 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 2.36 | | | | | | 700,329 | | | | | | 18 | | |
12-31-19 | | | | | 20.42 | | | | | | 0.46• | | | | | | 4.58 | | | | | | 5.04 | | | | | | 0.51 | | | | | | 0.87 | | | | | | — | | | | | | 1.38 | | | | | | — | | | | | | 24.08 | | | | | | 25.61 | | | | | | 0.76 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 2.05 | | | | | | 894,317 | | | | | | 24 | | |
12-31-18 | | | | | 23.17 | | | | | | 0.45• | | | | | | (1.96) | | | | | | (1.51) | | | | | | 0.47 | | | | | | 0.77 | | | | | | — | | | | | | 1.24 | | | | | | — | | | | | | 20.42 | | | | | | (6.85) | | | | | | 0.76 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 1.99 | | | | | | 265,120 | | | | | | 14 | | |
12-31-17 | | | | | 20.86 | | | | | | 0.41• | | | | | | 2.30 | | | | | | 2.71 | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 23.17 | | | | | | 13.19 | | | | | | 0.74 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 1.88 | | | | | | 320,793 | | | | | | 13 | | |
12-31-16 | | | | | 18.66 | | | | | | 0.42 | | | | | | 2.35 | | | | | | 2.77 | | | | | | 0.28 | | | | | | 0.29 | | | | | | — | | | | | | 0.57 | | | | | | — | | | | | | 20.86 | | | | | | 15.30 | | | | | | 0.74 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 2.12 | �� | | | | | 338,968 | | | | | | 16 | | |
12-31-15 | | | | | 19.93 | | | | | | 0.37• | | | | | | (1.10) | | | | | | (0.73) | | | | | | 0.28 | | | | | | 0.26 | | | | | | — | | | | | | 0.54 | | | | | | — | | | | | | 18.66 | | | | | | (3.77) | | | | | | 0.77 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 1.94 | | | | | | 314,071 | | | | | | 23 | | |
Voya Russell™ Mid Cap Growth Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 35.97 | | | | | | 0.05• | | | | | | 1.05 | | | | | | 1.10 | | | | | | 0.11 | | | | | | 2.36 | | | | | | — | | | | | | 2.47 | | | | | | — | | | | | | 34.60 | | | | | | 3.79 | | | | | | 0.54 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 0.33 | | | | | | 21,688 | | | | | | 34 | | |
12-31-19 | | | | | 29.71 | | | | | | 0.18• | | | | | | 9.69 | | | | | | 9.87 | | | | | | 0.29 | | | | | | 3.32 | | | | | | — | | | | | | 3.61 | | | | | | — | | | | | | 35.97 | | | | | | 34.87 | | | | | | 0.54 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 0.52 | | | | | | 22,121 | | | | | | 38 | | |
12-31-18 | | | | | 35.21 | | | | | | 0.27• | | | | | | (1.68) | | | | | | (1.41) | | | | | | 0.23 | | | | | | 3.86 | | | | | | — | | | | | | 4.09 | | | | | | — | | | | | | 29.71 | | | | | | (5.14) | | | | | | 0.53 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 0.78 | | | | | | 15,151 | | | | | | 31 | | |
12-31-17 | | | | | 28.51 | | | | | | 0.21• | | | | | | 6.78 | | | | | | 6.99 | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 35.21 | | | | | | 24.67 | | | | | | 0.55 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 0.67 | | | | | | 17,724 | | | | | | 26 | | |
12-31-16 | | | | | 26.89 | | | | | | 0.23• | | | | | | 1.66 | | | | | | 1.89 | | | | | | 0.27 | | | | | | — | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 28.51 | | | | | | 7.11 | | | | | | 0.56 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 0.86 | | | | | | 9,834 | | | | | | 27 | | |
12-31-15 | | | | | 27.28 | | | | | | 0.20• | | | | | | (0.35) | | | | | | (0.15) | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 26.89 | | | | | | (0.59) | | | | | | 0.55 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 0.72 | | | | | | 67,930 | | | | | | 31 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 35.86 | | | | | | 0.02 | | | | | | 1.03 | | | | | | 1.05 | | | | | | 0.06 | | | | | | 2.36 | | | | | | — | | | | | | 2.42 | | | | | | — | | | | | | 34.49 | | | | | | 3.65 | | | | | | 0.79 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 0.08 | | | | | | 549,708 | | | | | | 34 | | |
12-31-19 | | | | | 29.62 | | | | | | 0.10• | | | | | | 9.65 | | | | | | 9.75 | | | | | | 0.19 | | | | | | 3.32 | | | | | | — | | | | | | 3.51 | | | | | | — | | | | | | 35.86 | | | | | | 34.53 | | | | | | 0.79 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 0.31 | | | | | | 586,966 | | | | | | 38 | | |
12-31-18 | | | | | 35.11 | | | | | | 0.19 | | | | | | (1.68) | | | | | | (1.49) | | | | | | 0.14 | | | | | | 3.86 | | | | | | — | | | | | | 4.00 | | | | | | — | | | | | | 29.62 | | | | | | (5.36) | | | | | | 0.78 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 0.53 | | | | | | 244,214 | | | | | | 31 | | |
12-31-17 | | | | | 28.43 | | | | | | 0.13• | | | | | | 6.76 | | | | | | 6.89 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 35.11 | | | | | | 24.36 | | | | | | 0.80 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.42 | | | | | | 284,959 | | | | | | 26 | | |
12-31-16 | | | | | 26.81 | | | | | | 0.18 | | | | | | 1.63 | | | | | | 1.81 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 28.43 | | | | | | 6.81 | | | | | | 0.81 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.61 | | | | | | 284,539 | | | | | | 27 | | |
12-31-15 | | | | | 27.19 | | | | | | 0.13 | | | | | | (0.33) | | | | | | (0.20) | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 26.81 | | | | | | (0.79) | | | | | | 0.80 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 0.47 | | | | | | 295,781 | | | | | | 31 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 35.77 | | | | | | (0.01) | | | | | | 1.04 | | | | | | 1.03 | | | | | | — | | | | | | 2.36 | | | | | | — | | | | | | 2.36 | | | | | | — | | | | | | 34.44 | | | | | | 3.58 | | | | | | 0.94 | | | | | | 0.80 | | | | | | 0.80 | | | | | | (0.07) | | | | | | 1,892 | | | | | | 34 | | |
12-31-19 | | | | | 29.55 | | | | | | 0.04 | | | | | | 9.65 | | | | | | 9.69 | | | | | | 0.15 | | | | | | 3.32 | | | | | | — | | | | | | 3.47 | | | | | | — | | | | | | 35.77 | | | | | | 34.36 | | | | | | 0.94 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 0.13 | | | | | | 1,859 | | | | | | 38 | | |
12-31-18 | | | | | 35.05 | | | | | | 0.14 | | | | | | (1.68) | | | | | | (1.54) | | | | | | 0.10 | | | | | | 3.86 | | | | | | — | | | | | | 3.96 | | | | | | — | | | | | | 29.55 | | | | | | (5.54) | | | | | | 0.93 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 0.39 | | | | | | 1,462 | | | | | | 31 | | |
12-31-17 | | | | | 28.39 | | | | | | 0.08• | | | | | | 6.76 | | | | | | 6.84 | | | | | | 0.18 | | | | | | — | | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 35.05 | | ��� | | | | 24.19 | | | | | | 0.95 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.27 | | | | | | 1,726 | | | | | | 26 | | |
12-31-16 | | | | | 26.74 | | | | | | 0.12 | | | | | | 1.65 | | | | | | 1.77 | | | | | | 0.12 | | | | | | — | | | | | | — | | | | | | 0.12 | | | | | | — | | | | | | 28.39 | | | | | | 6.65 | | | | | | 0.99 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.46 | | | | | | 1,475 | | | | | | 27 | | |
12-31-15 | | | | | 27.12 | | | | | | 0.08• | | | | | | (0.33) | | | | | | (0.25) | | | | | | 0.13 | | | | | | — | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 26.74 | | | | | | (0.96) | | | | | | 1.05 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.30 | | | | | | 1,366 | | | | | | 31 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Russell™ Mid Cap Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 13.08 | | | | | | 0.06• | | | | | | (1.50) | | | | | | (1.44) | | | | | | 0.12 | | | | | | 1.70 | | | | | | — | | | | | | 1.82 | | | | | | — | | | | | | 9.82 | | | | | | (9.51) | | | | | | 1.04 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 1.00 | | | | | | 159,626 | | | | | | 14 | | |
12-31-19 | | | | | 12.51 | | | | | | 0.10 | | | | | | 3.23 | | | | | | 3.33 | | | | | | 0.16 | | | | | | 2.60 | | | | | | — | | | | | | 2.76 | | | | | | — | | | | | | 13.08 | | | | | | 29.32 | | | | | | 0.95 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 0.86 | | | | | | 189,561 | | | | | | 8 | | |
12-31-18 | | | | | 15.79 | | | | | | 0.12 | | | | | | (1.45) | | | | | | (1.33) | | | | | | 0.15 | | | | | | 1.80 | | | | | | — | | | | | | 1.95 | | | | | | — | | | | | | 12.51 | | | | | | (9.80)(b) | | | | | | 0.95 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 0.81(c) | | | | | | 152,323 | | | | | | 11 | | |
12-31-17 | | | | | 14.63 | | | | | | 0.12 | | | | | | 2.29 | | | | | | 2.41 | | | | | | 0.17 | | | | | | 1.08 | | | | | | — | | | | | | 1.25 | | | | | | — | | | | | | 15.79 | | | | | | 17.39 | | | | | | 0.94 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.81 | | | | | | 181,784 | | | | | | 9 | | |
12-31-16 | | | | | 14.97 | | | | | | 0.12• | | | | | | 1.59 | | | | | | 1.71 | | | | | | 0.14 | | | | | | 1.91 | | | | | | — | | | | | | 2.05 | | | | | | — | | | | | | 14.63 | | | | | | 12.86 | | | | | | 0.94 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.87 | | | | | | 158,645 | | | | | | 20 | | |
12-31-15 | | | | | 16.92 | | | | | | 0.11• | | | | | | (0.57) | | | | | | (0.46) | | | | | | 0.15 | | | | | | 1.34 | | | | | | — | | | | | | 1.49 | | | | | | — | | | | | | 14.97 | | | | | | (3.33) | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.71 | | | | | | 139,302 | | | | | | 11 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 13.65 | | | | | | 0.09• | | | | | | (1.57) | | | | | | (1.48) | | | | | | 0.18 | | | | | | 1.70 | | | | | | — | | | | | | 1.88 | | | | | | — | | | | | | 10.29 | | | | | | (9.33) | | | | | | 0.54 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 1.50 | | | | | | 629,990 | | | | | | 14 | | |
12-31-19 | | | | | 12.96 | | | | | | 0.18• | | | | | | 3.34 | | | | | | 3.52 | | | | | | 0.23 | | | | | | 2.60 | | | | | | — | | | | | | 2.83 | | | | | | — | | | | | | 13.65 | | | | | | 29.95 | | | | | | 0.45 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 1.35 | | | | | | 754,716 | | | | | | 8 | | |
12-31-18 | | | | | 16.28 | | | | | | 0.20• | | | | | | (1.49) | | | | | | (1.29) | | | | | | 0.23 | | | | | | 1.80 | | | | | | — | | | | | | 2.03 | | | | | | — | | | | | | 12.96 | | | | | | (9.31)(b) | | | | | | 0.45 | | | | | | 0.41 | | | | | | 0.41 | | | | | | 1.28(c) | | | | | | 765,511 | | | | | | 11 | | |
12-31-17 | | | | | 15.04 | | | | | | 0.20• | | | | | | 2.36 | | | | | | 2.56 | | | | | | 0.24 | | | | | | 1.08 | | | | | | — | | | | | | 1.32 | | | | | | — | | | | | | 16.28 | | | | | | 17.97 | | | | | | 0.44 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.28 | | | | | | 1,191,269 | | | | | | 9 | | |
12-31-16 | | | | | 15.34 | | | | | | 0.22 | | | | | | 1.60 | | | | | | 1.82 | | | | | | 0.21 | | | | | | 1.91 | | | | | | — | | | | | | 2.12 | | | | | | — | | | | | | 15.04 | | | | | | 13.40 | | | | | | 0.44 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.38 | | | | | | 1,432,810 | | | | | | 20 | | |
12-31-15 | | | | | 17.28 | | | | | | 0.19• | | | | | | (0.57) | | | | | | (0.38) | | | | | | 0.22 | | | | | | 1.34 | | | | | | — | | | | | | 1.56 | | | | | | — | | | | | | 15.34 | | | | | | (2.82) | | | | | | 0.43 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 1.18 | | | | | | 1,434,791 | | | | | | 11 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 13.77 | | | | | | 0.10• | | | | | | (1.58) | | | | | | (1.48) | | | | | | 0.18 | | | | | | 1.70 | | | | | | — | | | | | | 1.88 | | | | | | — | | | | | | 10.41 | | | | | | (9.25) | | | | | | 0.45 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 1.76 | | | | | | 182,158 | | | | | | 14 | | |
12-31-19 | | | | | 13.01 | | | | | | 0.21• | | | | | | 3.38 | | | | | | 3.59 | | | | | | 0.23 | | | | | | 2.60 | | | | | | — | | | | | | 2.83 | | | | | | — | | | | | | 13.77 | | | | | | 30.43 | | | | | | 0.45 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 1.58 | | | | | | 183,282 | | | | | | 8 | | |
12-31-18 | | | | | 16.31 | | | | | | 0.24• | | | | | | (1.51) | | | | | | (1.27) | | | | | | 0.23 | | | | | | 1.80 | | | | | | — | | | | | | 2.03 | | | | | | — | | | | | | 13.01 | | | | | | (9.15)(b) | | | | | | 0.45 | | | | | | 0.16 | | | | | | 0.16 | | | | | | 1.55(c) | | | | | | 180,790 | | | | | | 11 | | |
05-03-17(5) - 12-31-17 | | | | | 15.87 | | | | | | 0.17• | | | | | | 1.59 | | | | | | 1.76 | | | | | | 0.24 | | | | | | 1.08 | | | | | | — | | | | | | 1.32 | | | | | | — | | | | | | 16.31 | | | | | | 12.01 | | | | | | 0.44 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 1.68 | | | | | | 228,215 | | | | | | 9 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 13.45 | | | | | | 0.07• | | | | | | (1.54) | | | | | | (1.47) | | | | | | 0.15 | | | | | | 1.70 | | | | | | — | | | | | | 1.85 | | | | | | — | | | | | | 10.13 | | | | | | (9.50) | | | | | | 0.79 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 1.25 | | | | | | 210,570 | | | | | | 14 | | |
12-31-19 | | | | | 12.79 | | | | | | 0.16 | | | | | | 3.29 | | | | | | 3.45 | | | | | | 0.19 | | | | | | 2.60 | | | | | | — | | | | | | 2.79 | | | | | | — | | | | | | 13.45 | | | | | | 29.74 | | | | | | 0.70 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 1.10 | | | | | | 275,980 | | | | | | 8 | | |
12-31-18 | | | | | 16.09 | | | | | | 0.16• | | | | | | (1.48) | | | | | | (1.32) | | | | | | 0.18 | | | | | | 1.80 | | | | | | — | | | | | | 1.98 | | | | | | — | | | | | | 12.79 | | | | | | (9.57)(b) | | | | | | 0.70 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 1.06(c) | | | | | | 250,242 | | | | | | 11 | | |
12-31-17 | | | | | 14.88 | | | | | | 0.16• | | | | | | 2.33 | | | | | | 2.49 | | | | | | 0.20 | | | | | | 1.08 | | | | | | — | | | | | | 1.28 | | | | | | — | | | | | | 16.09 | | | | | | 17.67 | | | | | | 0.69 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 1.05 | | | | | | 321,478 | | | | | | 9 | | |
12-31-16 | | | | | 15.19 | | | | | | 0.16• | | | | | | 1.61 | | | | | | 1.77 | | | | | | 0.17 | | | | | | 1.91 | | | | | | — | | | | | | 2.08 | | | | | | — | | | | | | 14.88 | | | | | | 13.12 | | | | | | 0.69 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 1.12 | | | | | | 364,384 | | | | | | 20 | | |
12-31-15 | | | | | 17.13 | | | | | | 0.15 | | | | | | (0.57) | | | | | | (0.42) | | | | | | 0.18 | | | | | | 1.34 | | | | | | — | | | | | | 1.52 | | | | | | — | | | | | | 15.19 | | | | | | (3.06) | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.93 | | | | | | 323,348 | | | | | | 11 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 13.21 | | | | | | 0.06• | | | | | | (1.51) | | | | | | (1.45) | | | | | | 0.13 | | | | | | 1.70 | | | | | | — | | | | | | 1.83 | | | | | | — | | | | | | 9.93 | | | | | | (9.50) | | | | | | 0.94 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 1.10 | | | | | | 11,685 | | | | | | 14 | | |
12-31-19 | | | | | 12.60 | | | | | | 0.12 | | | | | | 3.26 | | | | | | 3.38 | | | | | | 0.17 | | | | | | 2.60 | | | | | | — | | | | | | 2.77 | | | | | | — | | | | | | 13.21 | | | | | | 29.56 | | | | | | 0.85 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 0.96 | | | | | | 14,835 | | | | | | 8 | | |
12-31-18 | | | | | 15.89 | | | | | | 0.13• | | | | | | (1.46) | | | | | | (1.33) | | | | | | 0.16 | | | | | | 1.80 | | | | | | — | | | | | | 1.96 | | | | | | — | | | | | | 12.60 | | | | | | (9.75)(b) | | | | | | 0.85 | | | | | | 0.81 | | | | | | 0.81 | | | | | | 0.91(c) | | | | | | 12,327 | | | | | | 11 | | |
12-31-17 | | | | | 14.71 | | | | | | 0.15 | | | | | | 2.28 | | | | | | 2.43 | | | | | | 0.17 | | | | | | 1.08 | | | | | | — | | | | | | 1.25 | | | | | | — | | | | | | 15.89 | | | | | | 17.47 | | | | | | 0.84 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.91 | | | | | | 16,303 | | | | | | 9 | | |
12-31-16 | | | | | 15.03 | | | | | | 0.14• | | | | | | 1.59 | | | | | | 1.73 | | | | | | 0.14 | | | | | | 1.91 | | | | | | — | | | | | | 2.05 | | | | | | — | | | | | | 14.71 | | | | | | 12.99 | | | | | | 0.87 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.96 | | | | | | 16,466 | | | | | | 20 | | |
12-31-15 | | | | | 16.97 | | | | | | 0.13 | | | | | | (0.57) | | | | | | (0.44) | | | | | | 0.16 | | | | | | 1.34 | | | | | | — | | | | | | 1.50 | | | | | | — | | | | | | 15.03 | | | | | | (3.23) | | | | | | 0.93 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.80 | | | | | | 18,493 | | | | | | 11 | | |
Voya Russell™ Small Cap Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 13.75 | | | | | | 0.03• | | | | | | (1.98) | | | | | | (1.95) | | | | | | 0.08 | | | | | | 0.83 | | | | | | — | | | | | | 0.91 | | | | | | — | | | | | | 10.89 | | | | | | (13.31) | | | | | | 1.05 | | | | | | 0.95 | | | | | | 0.95 | | | | | | 0.50 | | | | | | 90,607 | | | | | | 11 | | |
12-31-19 | | | | | 12.53 | | | | | | 0.07 | | | | | | 2.84 | | | | | | 2.91 | | | | | | 0.09 | | | | | | 1.60 | | | | | | — | | | | | | 1.69 | | | | | | — | | | | | | 13.75 | | | | | | 24.57 | | | | | | 0.98 | | | | | | 0.95 | | | | | | 0.95 | | | | | | 0.54 | | | | | | 111,010 | | | | | | 22 | | |
12-31-18 | | | | | 15.15 | | | | | | 0.06 | | | | | | (1.67) | | | | | | (1.61) | | | | | | 0.10 | | | | | | 0.91 | | | | | | — | | | | | | 1.01 | | | | | | — | | | | | | 12.53 | | | | | | (11.68)(d) | | | | | | 0.96 | | | | | | 0.96 | | | | | | 0.96 | | | | | | 0.41(e) | | | | | | 97,210 | | | | | | 17 | | |
12-31-17 | | | | | 14.48 | | | | | | 0.08• | | | | | | 1.78 | | | | | | 1.86 | | | | | | 0.11 | | | | | | 1.08 | | | | | | — | | | | | | 1.19 | | | | | | — | | | | | | 15.15 | | | | | | 13.65 | | | | | | 0.96 | | | | | | 0.95 | | | | | | 0.95 | | | | | | 0.53 | | | | | | 110,992 | | | | | | 18 | | |
12-31-16 | | | | | 13.88 | | | | | | 0.09• | | | | | | 2.34 | | | | | | 2.43 | | | | | | 0.13 | | | | | | 1.70 | | | | | | — | | | | | | 1.83 | | | | | | — | | | | | | 14.48 | | | | | | 20.56 | | | | | | 0.96 | | | | | | 0.95 | | | | | | 0.95 | | | | | | 0.68 | | | | | | 98,458 | | | | | | 11 | | |
12-31-15 | | | | | 16.12 | | | | | | 0.09• | | | | | | (0.79) | | | | | | (0.70) | | | | | | 0.11 | | | | | | 1.43 | | | | | | — | | | | | | 1.54 | | | | | | — | | | | | | 13.88 | | | | | | (5.03) | | | | | | 0.97 | | | | | | 0.95 | | | | | | 0.95 | | | | | | 0.62 | | | | | | 80,199 | | | | | | 13 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Russell™ Small Cap Index Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 14.30 | | | | | | 0.06• | | | | | | (2.07) | | | | | | (2.01) | | | | | | 0.15 | | | | | | 0.83 | | | | | | — | | | | | | 0.98 | | | | | | — | | | | | | 11.31 | | | | | | (13.15) | | | | | | 0.55 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 0.98 | | | | | | 199,531 | | | | | | 11 | | |
12-31-19 | | | | | 12.98 | | | | | | 0.14• | | | | | | 2.95 | | | | | | 3.09 | | | | | | 0.17 | | | | | | 1.60 | | | | | | — | | | | | | 1.77 | | | | | | — | | | | | | 14.30 | | | | | | 25.17 | | | | | | 0.48 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 1.04 | | | | | | 390,842 | | | | | | 22 | | |
12-31-18 | | | | | 15.66 | | | | | | 0.14• | | | | | | (1.74) | | | | | | (1.60) | | | | | | 0.17 | | | | | | 0.91 | | | | | | — | | | | | | 1.08 | | | | | | — | | | | | | 12.98 | | | | | | (11.27)(d) | | | | | | 0.46 | | | | | | 0.46 | | | | | | 0.46 | | | | | | 0.90(e) | | | | | | 386,854 | | | | | | 17 | | |
12-31-17 | | | | | 14.91 | | | | | | 0.15• | | | | | | 1.85 | | | | | | 2.00 | | | | | | 0.17 | | | | | | 1.08 | | | | | | — | | | | | | 1.25 | | | | | | — | | | | | | 15.66 | | | | | | 14.27 | | | | | | 0.46 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 1.03 | | | | | | 463,391 | | | | | | 18 | | |
12-31-16 | | | | | 14.25 | | | | | | 0.17 | | | | | | 2.39 | | | | | | 2.56 | | | | | | 0.20 | | | | | | 1.70 | | | | | | — | | | | | | 1.90 | | | | | | — | | | | | | 14.91 | | | | | | 21.11 | | | | | | 0.46 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 1.17 | | | | | | 412,050 | | | | | | 11 | | |
12-31-15 | | | | | 16.50 | | | | | | 0.17• | | | | | | (0.81) | | | | | | (0.64) | | | | | | 0.18 | | | | | | 1.43 | | | | | | — | | | | | | 1.61 | | | | | | — | | | | | | 14.25 | | | | | | (4.55) | | | | | | 0.47 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 1.09 | | | | | | 392,955 | | | | | | 13 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 14.15 | | | | | | 0.04• | | | | | | (2.04) | | | | | | (2.00) | | | | | | 0.13 | | | | | | 0.83 | | | | | | — | | | | | | 0.96 | | | | | | — | | | | | | 11.19 | | | | | | (13.23) | | | | | | 0.80 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 0.75 | | | | | | 335,806 | | | | | | 11 | | |
12-31-19 | | | | | 12.86 | | | | | | 0.11• | | | | | | 2.90 | | | | | | 3.01 | | | | | | 0.12 | | | | | | 1.60 | | | | | | — | | | | | | 1.72 | | | | | | — | | | | | | 14.15 | | | | | | 24.77 | | | | | | 0.73 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 0.84 | | | | | | 429,300 | | | | | | 22 | | |
12-31-18 | | | | | 15.51 | | | | | | 0.10• | | | | | | (1.71) | | | | | | (1.61) | | | | | | 0.13 | | | | | | 0.91 | | | | | | — | | | | | | 1.04 | | | | | | — | | | | | | 12.86 | | | | | | (11.43)(d) | | | | | | 0.71 | | | | | | 0.71 | | | | | | 0.71 | | | | | | 0.65(e) | | | | | | 191,769 | | | | | | 17 | | |
12-31-17 | | | | | 14.78 | | | | | | 0.11• | | | | | | 1.83 | | | | | | 1.94 | | | | | | 0.13 | | | | | | 1.08 | | | | | | — | | | | | | 1.21 | | | | | | — | | | | | | 15.51 | | | | | | 13.97 | | | | | | 0.71 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 0.76 | | | | | | 242,692 | | | | | | 18 | | |
12-31-16 | | | | | 14.13 | | | | | | 0.13 | | | | | | 2.38 | | | | | | 2.51 | | | | | | 0.16 | | | | | | 1.70 | | | | | | — | | | | | | 1.86 | | | | | | — | | | | | | 14.78 | | | | | | 20.81 | | | | | | 0.71 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 0.92 | | | | | | 277,690 | | | | | | 11 | | |
12-31-15 | | | | | 16.37 | | | | | | 0.13 | | | | | | (0.80) | | | | | | (0.67) | | | | | | 0.14 | | | | | | 1.43 | | | | | | — | | | | | | 1.57 | | | | | | — | | | | | | 14.13 | | | | | | (4.78) | | | | | | 0.72 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 0.85 | | | | | | 259,171 | | | | | | 13 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 13.86 | | | | | | 0.03• | | | | | | (1.99) | | | | | | (1.96) | | | | | | 0.09 | | | | | | 0.83 | | | | | | — | | | | | | 0.92 | | | | | | — | | | | | | 10.98 | | | | | | (13.28) | | | | | | 0.95 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.60 | | | | | | 5,784 | | | | | | 11 | | |
12-31-19 | | | | | 12.62 | | | | | | 0.09 | | | | | | 2.86 | | | | | | 2.95 | | | | | | 0.11 | | | | | | 1.60 | | | | | | — | | | | | | 1.71 | | | | | | — | | | | | | 13.86 | | | | | | 24.70 | | | | | | 0.88 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.64 | | | | | | 7,379 | | | | | | 22 | | |
12-31-18 | | | | | 15.24 | | | | | | 0.09 | | | | | | (1.70) | | | | | | (1.61) | | | | | | 0.10 | | | | | | 0.91 | | | | | | — | | | | | | 1.01 | | | | | | — | | | | | | 12.62 | | | | | | (11.60)(d) | | | | | | 0.86 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 0.51(e) | | | | | | 6,975 | | | | | | 17 | | |
12-31-17 | | | | | 14.55 | | | | | | 0.09• | | | | | | 1.79 | | | | | | 1.88 | | | | | | 0.11 | | | | | | 1.08 | | | | | | — | | | | | | 1.19 | | | | | | — | | | | | | 15.24 | | | | | | 13.76 | | | | | | 0.86 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.61 | | | | | | 8,365 | | | | | | 18 | | |
12-31-16 | | | | | 13.93 | | | | | | 0.11 | | | | | | 2.35 | | | | | | 2.46 | | | | | | 0.14 | | | | | | 1.70 | | | | | | — | | | | | | 1.84 | | | | | | — | | | | | | 14.55 | | | | | | 20.70 | | | | | | 0.89 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.77 | | | | | | 9,170 | | | | | | 11 | | |
12-31-15 | | | | | 16.16 | | | | | | 0.10 | | | | | | (0.79) | | | | | | (0.69) | | | | | | 0.11 | | | | | | 1.43 | | | | | | — | | | | | | 1.54 | | | | | | — | | | | | | 13.93 | | | | | | (4.94) | | | | | | 0.97 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.71 | | | | | | 8,946 | | | | | | 13 | | |
Voya U.S. Bond Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 10.85 | | | | | | 0.08• | | | | | | 0.55 | | | | | | 0.63 | | | | | | 0.12 | | | | | | — | | | | | | — | | | | | | 0.12 | | | | | | — | | | | | | 11.36 | | | | | | 5.82 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 1.49 | | | | | | 31,417 | | | | | | 171 | | |
12-31-19 | | | | | 10.27 | | | | | | 0.21 | | | | | | 0.58 | | | | | | 0.79 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 10.85 | | | | | | 7.69 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 1.97 | | | | | | 26,983 | | | | | | 222 | | |
12-31-18 | | | | | 10.55 | | | | | | 0.20 | | | | | | (0.29) | | | | | | (0.09) | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 10.27 | | | | | | (0.84) | | | | | | 0.91 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 1.93 | | | | | | 27,118 | | | | | | 234 | | |
12-31-17 | | | | | 10.49 | | | | | | 0.18 | | | | | | 0.10 | | | | | | 0.28 | | | | | | 0.19 | | | | | | 0.03 | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 10.55 | | | | | | 2.68 | | | | | | 0.91 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 1.67 | | | | | | 31,475 | | | | | | 155 | | |
12-31-16 | | | | | 10.48 | | | | | | 0.17 | | | | | | 0.03 | | | | | | 0.20 | | | | | | 0.17 | | | | | | 0.02 | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 10.49 | | | | | | 1.87 | | | | | | 0.91 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 1.57 | | | | | | 32,600 | | | | | | 203 | | |
12-31-15 | | | | | 10.73 | | | | | | 0.15 | | | | | | (0.19) | | | | | | (0.04) | | | | | | 0.19 | | | | | | 0.02 | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 10.48 | | | | | | (0.34) | | | | | | 0.91 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 1.49 | | | | | | 25,747 | | | | | | 213 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 10.90 | | | | | | 0.11• | | | | | | 0.55 | | | | | | 0.66 | | | | | | 0.15 | | | | | | — | | | | | | — | | | | | | 0.15 | | | | | | — | | | | | | 11.41 | | | | | | 6.06 | | | | | | 0.38 | | | | | | 0.38 | | | | | | 0.38 | | | | | | 2.01 | | | | | | 1,726,829 | | | | | | 171 | | |
12-31-19 | | | | | 10.31 | | | | | | 0.27• | | | | | | 0.58 | | | | | | 0.85 | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 10.90 | | | | | | 8.30 | | | | | | 0.38 | | | | | | 0.38 | | | | | | 0.38 | | | | | | 2.48 | | | | | | 1,808,834 | | | | | | 222 | | |
12-31-18 | | | | | 10.59 | | | | | | 0.25 | | | | | | (0.29) | | | | | | (0.04) | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 10.31 | | | | | | (0.33) | | | | | | 0.41 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 2.44 | | | | | | 2,146,798 | | | | | | 234 | | |
12-31-17 | | | | | 10.53 | | | | | | 0.24 | | | | | | 0.10 | | | | | | 0.34 | | | | | | 0.25 | | | | | | 0.03 | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 10.59 | | | | | | 3.19 | | | | | | 0.41 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 2.17 | | | | | | 2,424,885 | | | | | | 155 | | |
12-31-16 | | | | | 10.52 | | | | | | 0.23 | | | | | | 0.02 | | | | | | 0.25 | | | | | | 0.22 | | | | | | 0.02 | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 10.53 | | | | | | 2.33 | | | | | | 0.41 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 2.07 | | | | | | 3,069,317 | | | | | | 203 | | |
12-31-15 | | | | | 10.76 | | | | | | 0.22 | | | | | | (0.20) | | | | | | 0.02 | | | | | | 0.24 | | | | | | 0.02 | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 10.52 | | | | | | 0.23 | | | | | | 0.41 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 1.98 | | | | | | 3,390,992 | | | | | | 213 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 10.90 | | | | | | 0.12• | | | | | | 0.55 | | | | | | 0.67 | | | | | | 0.16 | | | | | | — | | | | | | — | | | | | | 0.16 | | | | | | — | | | | | | 11.41 | | | | | | 6.19 | | | | | | 0.38 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 2.23 | | | | | | 1,262,188 | | | | | | 171 | | |
12-31-19 | | | | | 10.31 | | | | | | 0.28 | | | | | | 0.60 | | | | | | 0.88 | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 10.90 | | | | | | 8.57 | | | | | | 0.38 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 2.70 | | | | | | 1,112,415 | | | | | | 222 | | |
12-31-18 | | | | | 10.59 | | | | | | 0.27 | | | | | | (0.28) | | | | | | (0.01) | | | | | | 0.27 | | | | | | — | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 10.31 | | | | | | (0.08) | | | | | | 0.41 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 2.70 | | | | | | 856,890 | | | | | | 234 | | |
05-03-17(5)- 12-31-17 | | | | | 10.60 | | | | | | 0.17• | | | | | | 0.03 | | | | | | 0.20 | | | | | | 0.18 | | | | | | 0.03 | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 10.59 | | | | | | 1.89 | | | | | | 0.41 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 2.34 | | | | | | 731,605 | | | | | | 155 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya U.S. Bond Index Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 10.86 | | | | | | 0.10• | | | | | | 0.54 | | | | | | 0.64 | | | | | | 0.13 | | | | | | — | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 11.37 | | | | | | 5.94 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 1.74 | | | | | | 205,807 | | | | | | 171 | | |
12-31-19 | | | | | 10.28 | | | | | | 0.24 | | | | | | 0.57 | | | | | | 0.81 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 10.86 | | | | | | 7.95 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 2.22 | | | | | | 177,236 | | | | | | 222 | | |
12-31-18 | | | | | 10.56 | | | | | | 0.23 | | | | | | (0.29) | | | | | | (0.06) | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 10.28 | | | | | | (0.58) | | | | | | 0.66 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 2.18 | | | | | | 170,552 | | | | | | 234 | | |
12-31-17 | | | | | 10.50 | | | | | | 0.21 | | | | | | 0.10 | | | | | | 0.31 | | | | | | 0.22 | | | | | | 0.03 | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 10.56 | | | | | | 2.94 | | | | | | 0.66 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 1.92 | | | | | | 190,071 | | | | | | 155 | | |
12-31-16 | | | | | 10.49 | | | | | | 0.20 | | | | | | 0.03 | | | | | | 0.23 | | | | | | 0.20 | | | | | | 0.02 | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 10.50 | | | | | | 2.10 | | | | | | 0.66 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 1.82 | | | | | | 237,455 | | | | | | 203 | | |
12-31-15 | | | | | 10.73 | | | | | | 0.18 | | | | | | (0.18) | | | | | | 0.00* | | | | | | 0.22 | | | | | | 0.02 | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 10.49 | | | | | | (0.01) | | | | | | 0.66 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 1.74 | | | | | | 248,290 | | | | | | 213 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 10.87 | | | | | | 0.09• | | | | | | 0.55 | | | | | | 0.64 | | | | | | 0.13 | | | | | | — | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 11.38 | | | | | | 5.86 | | | | | | 0.78 | | | | | | 0.78 | | | | | | 0.78 | | | | | | 1.58 | | | | | | 2,042 | | | | | | 171 | | |
12-31-19 | | | | | 10.28 | | | | | | 0.21 | | | | | | 0.60 | | | | | | 0.81 | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 10.87 | | | | | | 7.89 | | | | | | 0.78 | | | | | | 0.78 | | | | | | 0.78 | | | | | | 2.07 | | | | | | 1,462 | | | | | | 222 | | |
12-31-18 | | | | | 10.56 | | | | | | 0.21• | | | | | | (0.29) | | | | | | (0.08) | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 10.28 | | | | | | (0.73) | | | | | | 0.81 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 2.03 | | | | | | 1,146 | | | | | | 234 | | |
12-31-17 | | | | | 10.50 | | | | | | 0.19 | | | | | | 0.10 | | | | | | 0.29 | | | | | | 0.20 | | | | | | 0.03 | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 10.56 | | | | | | 2.78 | | | | | | 0.81 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 1.77 | | | | | | 2,449 | | | | | | 155 | | |
12-31-16 | | | | | 10.49 | | | | | | 0.18 | | | | | | 0.03 | | | | | | 0.21 | | | | | | 0.18 | | | | | | 0.02 | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 10.50 | | | | | | 1.97 | | | | | | 0.84 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 1.67 | | | | | | 2,959 | | | | | | 203 | | |
12-31-15 | | | | | 10.74 | | | | | | 0.17 | | | | | | (0.20) | | | | | | (0.03) | | | | | | 0.20 | | | | | | 0.02 | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 10.49 | | | | | | (0.26) | | | | | | 0.91 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 1.58 | | | | | | 2,419 | | | | | | 213 | | |
| | | Purchased | | | Sold | | ||||||
Emerging Markets Index | | | | $ | 14,726,192 | | | | | $ | — | | |
International Index | | | | | 59,617,550 | | | | | | — | | |
Russell™ Large Cap Growth Index | | | | | 12,255,317 | | | | | | — | | |
Russell™ Large Cap Index | | | | | 8,902,015 | | | | | | — | | |
Russell™ Large Cap Value Index | | | | | 6,808,818 | | | | | | — | | |
Russell™ Mid Cap Growth Index | | | | | 2,852,890 | | | | | | — | | |
Russell™ Mid Cap Index | | | | | 12,089,903 | | | | | | — | | |
Russell™ Small Cap Index | | | | | 20,072,230 | | | | | | — | | |
U.S. Bond Index | | | | | 2,501,898 | | | | | | 802,005 | | |
| | | Purchases | | | Sales | | ||||||
Emerging Markets Index | | | | $ | 53,543,665 | | | | | $ | 94,993,659 | | |
International Index | | | | | 213,269,841 | | | | | | 190,209,495 | | |
Russell™ Large Cap Growth Index | | | | | 148,570,833 | | | | | | 201,617,981 | | |
Russell™ Large Cap Index | | | | | 43,232,318 | | | | | | 61,337,632 | | |
Russell™ Large Cap Value Index | | | | | 151,363,981 | | | | | | 200,629,872 | | |
Russell™ Mid Cap Growth Index | | | | | 185,767,775 | | | | | | 242,573,551 | | |
Russell™ Mid Cap Index | | | | | 169,102,014 | | | | | | 264,979,081 | | |
Russell™ Small Cap Index | | | | | 87,246,512 | | | | | | 359,790,764 | | |
U.S. Bond Index | | | | | 134,154,716 | | | | | | 165,523,422 | | |
| | | Purchases | | | Sales | | ||||||
U.S. Bond Index | | | | $ | 5,106,913,089 | | | | | $ | 5,183,556,241 | | |
| Emerging Markets Index(1) | | | 0.65% | |
| International Index | | | 0.48% on the first $500 million; 0.46% on the next $500 million; 0.44% on the next $500 million; and 0.42% thereafter | |
| Russell™ Large Cap Growth Index(2) | | | 0.50% on the first $500 million; 0.48% on the next $500 million; and 0.46% thereafter | |
| Russell™ Large Cap Index | | | 0.35% on the first $1 billion; 0.33% on the next $1 billion; and 0.31% thereafter | |
| Russell™ Large Cap Value Index(2) | | | 0.50% on the first $250 million; 0.40% on the next $250 million; and 0.35% thereafter | |
| Russell™ Mid Cap Growth Index(2) | | | 0.50% on the first $500 million; 0.48% on the next $500 million; and 0.46% thereafter | |
| Russell™ Mid Cap Index | | | 0.41% on the first $2 billion; 0.34% on the next $2 billion; and 0.28% thereafter | |
| Russell™ Small Cap Index | | | 0.43% on the first $1 billion; 0.41% on the next $1 billion; and 0.39% thereafter | |
| U.S. Bond Index | | | 0.39% on the first $500 million; 0.37% on the next $500 million; 0.35% on the next $1 billion; 0.33% on the next $2 billion; 0.31% on the next $2 billion; and 0.29% thereafter | |
Subsidiary/Affliated Investent Company | | | Portfolio | | | Percentage | | |||
ReliaStar Life Insurance Company | | | Russell™ Large Cap Growth Index | | | | | 18.78% | | |
Security Life of Denver Insurance Company | | | Russell™ Large Cap Growth Index | | | | | 5.35 | | |
Voya Index Solution 2020 Portfolio | | | U.S. Bond Index | | | | | 6.26 | | |
Voya Index Solution 2025 Portfolio | | | Emerging Markets Index | | | | | 7.11 | | |
| International Index | | | | | 7.53 | | | ||
| U.S. Bond Index | | | | | 10.96 | | | ||
Voya Index Solution 2030 Portfolio | | | Emerging Markets Index | | | | | 6.07 | | |
| International Index | | | | | 5.71 | | | ||
Voya Index Solution 2035 Portfolio | | | Emerging Markets Index | | | | | 12.01 | | |
| International Index | | | | | 10.39 | | | ||
Voya Index Solution 2040 Portfolio | | | Emerging Markets Index | | | | | 5.92 | | |
| International Index | | | | | 5.18 | | | ||
Voya Index Solution 2045 Portfolio | | | Emerging Markets Index | | | | | 9.76 | | |
| International Index | | | | | 8.27 | | | ||
Voya Index Solution 2055 Portfolio | | | Emerging Markets Index | | | | | 5.20 | | |
Voya Index Solution Income Portfolio | | | U.S. Bond Index | | | | | 7.09 | | |
Voya Institutional Trust Company | | | Russell™ Large Cap Growth Index | | | | | 12.51 | | |
| Russell™ Large Cap Index | | | | | 19.90 | | | ||
| Russell™ Large Cap Value Index | | | | | 6.06 | | | ||
| Russell™ Mid Cap Index | | | | | 16.85 | | | ||
| Russell™ Small Cap Index | | | | | 15.89 | | | ||
Voya Retirement Conservative Portfolio | | | U.S. Bond Index | | | | | 8.06 | | |
Voya Retirement Growth Portfolio | | | Emerging Markets Index | | | | | 22.41 | | |
| International Index | | | | | 12.12 | | | ||
| Russell™ Mid Cap Index | | | | | 13.56 | | | ||
| Russell™ Small Cap Index | | | | | 7.45 | | | ||
| U.S. Bond Index | | | | | 15.36 | | | ||
Voya Retirement Insurance and Annuity Company | | | Russell™ Large Cap Growth Index | | | | | 15.15 | | |
| Russell™ Large Cap Index | | | | | 33.72 | | | ||
| Russell™ Large Cap Value Index | | | | | 6.65 | | | ||
| Russell™ Mid Cap Growth Index | | | | | 5.52 | | | ||
| Russell™ Mid Cap Index | | | | | 29.12 | | | ||
| Russell™ Small Cap Index | | | | | 26.81 | | | ||
Voya Retirement Moderate Growth Portfolio | | | Emerging Markets Index | | | | | 12.62 | | |
| International Index | | | | | 5.43 | | | ||
| Russell™ Mid Cap Index | | | | | 5.45 | | | ||
| U.S. Bond Index | | | | | 14.91 | | | ||
Voya Retirement Moderate Portfolio | | | Emerging Markets Index | | | | | 5.53 | | |
| U.S. Bond Index | | | | | 12.30 | | |
Portfolio | | | Amount | | |||
Emerging Markets Index | | | | $ | 303 | | |
International Index | | | | | 105,552 | | |
Russell™ Large Cap Growth Index | | | | | 145,415 | | |
Russell™ Large Cap Index | | | | | 249,029 | | |
Russell™ Large Cap Value Index | | | | | 55,539 | | |
Russell™ Mid Cap Growth Index | | | | | 30,824 | | |
Russell™ Mid Cap Index | | | | | 483,342 | | |
Russell™ Small Cap Index | | | | | 283,419 | | |
U.S. Bond Index | | | | | 45,661 | | |
Portfolio | | | Licensor | |
Emerging Markets Index | | | MSCI Inc. | |
International Index | | | MSCI Inc. | |
Russell™ Large Cap Growth Index, Russell™ Large Cap Index, Russell™ Large Cap Value Index, Russell™ Mid Cap Growth Index, Russell™ Mid Cap Index, and Russell™ Small Cap Index | | | Frank Russell Company | |
Portfolio | | | Class ADV | | | Class I | | | Class P2 | | | Class S | | | Class S2 | | |||||||||||||||
Emerging Markets Index | | | | | N/A | | | | | | N/A | | | | | | 0.15% | | | | | | N/A | | | | | | N/A | | |
International Index(1) | | | | | 1.00% | | | | | | 0.50% | | | | | | 0.15% | | | | | | 0.75% | | | | | | 0.90% | | |
Russell™ Large Cap Growth Index(2) | | | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | N/A | | |
Russell™ Large Cap Index(3) | | | | | 0.87% | | | | | | 0.37% | | | | | | N/A | | | | | | 0.62% | | | | | | 0.77% | | |
Russell™ Large Cap Value Index(2) | | | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | N/A | | |
Russell™ Mid Cap Growth Index(4) | | | | | N/A | | | | | | 0.43% | | | | | | N/A | | | | | | 0.68% | | | | | | 0.83% | | |
Russell™ Mid Cap Index(5) | | | | | 0.93% | | | | | | 0.43% | | | | | | 0.15% | | | | | | 0.68% | | | | | | 0.83% | | |
Russell™ Small Cap Index | | | | | 0.95% | | | | | | 0.45% | | | | | | N/A | | | | | | 0.70% | | | | | | 0.85% | | |
U.S. Bond Index | | | | | 0.88% | | | | | | 0.38% | | | | | | 0.15% | | | | | | 0.63% | | | | | | 0.78% | | |
| | | June 30, | | | ||||||||||||||||||||
| | | 2021 | | | 2022 | | | 2023 | | | Total | | ||||||||||||
Emerging Markets Index | | | | $ | 851,593 | | | | | $ | 1,108,066 | | | | | $ | 1,167,997 | | | | | $ | 3,127,656 | | |
International Index | | | | | 3,196,550 | | | | | | 3,832,186 | | | | | | 4,311,280 | | | | | | 11,340,016 | | |
Russell™ Large Cap Index | | | | | 38,067 | | | | | | — | | | | | | — | | | | | | 38,067 | | |
Russell™ Mid Cap Growth Index | | | | | 18,702 | | | | | | — | | | | | | — | | | | | | 18,702 | | |
Russell™ Mid Cap Index | | | | | 692,630 | | | | | | 522,030 | | | | | | 512,656 | | | | | | 1,727,316 | | |
Russell™ Small Cap Index | | | | | 421,340 | | | | | | 405,789 | | | | | | 733,936 | | | | | | 1,561,065 | | |
U.S. Bond Index | | | | | 1,903,525 | | | | | | 2,232,474 | | | | | | 2,464,006 | | | | | | 6,600,005 | | |
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
Emerging Markets Index | | | | | 4 | | | | | $ | 15,113,750 | | | | | | 1.28% | | |
International Index | | | | | 1 | | | | | | 536,000 | | | | | | 2.10 | | |
Russell™ Large Cap Growth Index | | | | | 7 | | | | | | 4,047,000 | | | | | | 1.83 | | |
Russell™ Large Cap Index | | | | | 1 | | | | | | 1,034,000 | | | | | | 1.20 | | |
Russell™ Large Cap Value Index | | | | | 10 | | | | | | 1,475,200 | | | | | | 2.00 | | |
Russell™ Mid Cap Growth Index | | | | | 7 | | | | | | 1,329,143 | | | | | | 2.35 | | |
Russell™ Mid Cap Index | | | | | 2 | | | | | | 1,064,500 | | ��� | | | | 2.55 | | |
U.S. Bond Index | | | | | 2 | | | | | | 1,816,000 | | | | | | 2.26 | | |
| | | 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 | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Emerging Markets Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 3,278,973 | | | | | | — | | | | | | 1,134,784 | | | | | | (8,846,064) | | | | | | (4,432,307) | | | | | | 31,483,996 | | | | | | — | | | | | | 10,859,887 | | | | | | (95,710,819) | | | | | | (53,366,936) | | |
12/31/2019 | | | | | 5,432,704 | | | | | | — | | | | | | 871,861 | | | | | | (26,851,622) | | | | | | (20,547,057) | | | | | | 59,641,564 | | | | | | — | | | | | | 9,468,409 | | | | | | (312,010,706) | | | | | | (242,900,733) | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 4,581,876 | | | | | | — | | | | | | 1,103,686 | | | | | | (2,682,611) | | | | | | 3,002,951 | | | | | | 47,792,315 | | | | | | — | | | | | | 10,705,759 | | | | | | (28,623,641) | | | | | | 29,874,433 | | |
12/31/2019 | | | | | 9,161,328 | | | | | | — | | | | | | 513,593 | | | | | | (10,488,023) | | | | | | (813,102) | | | | | | 103,698,820 | | | | | | — | | | | | | 5,628,982 | | | | | | (122,059,074) | | | | | | (12,731,272) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
12/31/2019 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
International Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2020 | | | | | 797,167 | | | | | | — | | | | | | 1,309,527 | | | | | | (3,917,574) | | | | | | (1,810,880) | | | | | | 6,792,205 | | | | | | — | | | | | | 10,711,930 | | | | | | (35,503,596) | | | | | | (17,999,461) | | |
12/31/2019 | | | | | 614,606 | | | | | | — | | | | | | 1,526,021 | | | | | | (9,332,473) | | | | | | (7,191,846) | | | | | | 6,014,691 | | | | | | — | | | | | | 14,191,996 | | | | | | (90,482,668) | | | | | | (70,275,981) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 8,772,711 | | | | | | — | | | | | | 2,269,421 | | | | | | (19,129,990) | | | | | | (8,087,858) | | | | | | 77,310,440 | | | | | | — | | | | | | 18,904,277 | | | | | | (178,577,620) | | | | | | (82,362,903) | | |
12/31/2019 | | | | | 60,959,204 | | | | | | — | | | | | | 351,430 | | | | | | (28,491,134) | | | | | | 32,819,500 | | | | | | 599,075,697 | | | | | | — | | | | | | 3,328,047 | | | | | | (287,358,295) | | | | | | 315,045,449 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 25,384,678 | | | | | | — | | | | | | 3,682,632 | | | | | | (7,914,548) | | | | | | 21,152,762 | | | | | | 230,617,258 | | | | | | — | | | | | | 30,934,106 | | | | | | (72,589,957) | | | | | | 188,961,407 | | |
12/31/2019 | | | | | 25,240,269 | | | | | | — | | | | | | 2,649,001 | | | | | | (11,472,438) | | | | | | 16,416,832 | | | | | | 248,539,782 | | | | | | — | | | | | | 25,244,979 | | | | | | (115,767,228) | | | | | | 158,017,533 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 418,089 | | | | | | — | | | | | | 198,997 | | | | | | (1,054,984) | | | | | | (437,898) | | | | | | 3,575,855 | | | | | | — | | | | | | 1,647,697 | | | | | | (9,408,969) | | | | | | (4,185,417) | | |
12/31/2019 | | | | | 723,706 | | | | | | — | | | | | | 223,755 | | | | | | (1,221,825) | | | | | | (274,364) | | | | | | 7,047,150 | | | | | | — | | | | | | 2,107,770 | | | | | | (12,031,140) | | | | | | (2,876,220) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 12,938 | | | | | | — | | | | | | 2,701 | | | | | | (20,853) | | | | | | (5,214) | | | | | | 118,420 | | | | | | — | | | | | | 22,361 | | | | | | (180,854) | | | | | | (40,073) | | |
12/31/2019 | | | | | 39,429 | | | | | | — | | | | | | 4,197 | | | | | | (79,753) | | | | | | (36,127) | | | | | | 377,211 | | | | | | — | | | | | | 39,451 | | | | | | (780,144) | | | | | | (363,482) | | |
Russell™ Large Cap Growth Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | — | | | | | | — | | | | | | 7 | | | | | | — | | | | | | 7 | | | | | | — | | | | | | — | | | | | | 289 | | | | | | — | | | | | | 289 | | |
12/31/2019 | | | | | — | | | | | | — | | | | | | 7 | | | | | | — | | | | | | 7 | | | | | | — | | | | | | — | | | | | | 247 | | | | | | — | | | | | | 247 | | |
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Russell™ Large Cap Growth Index (continued) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 346,394 | | | | | | — | | | | | | 581,399 | | | | | | (677,608) | | | | | | 250,185 | | | | | | 14,661,125 | | | | | | — | | | | | | 23,779,202 | | | | | | (27,154,268) | | | | | | 11,286,059 | | |
12/31/2019 | | | | | 1,137,711 | | | | | | — | | | | | | 560,272 | | | | | | (1,127,886) | | | | | | 570,097 | | | | | | 46,709,748 | | | | | | — | | | | | | 20,214,615 | | | | | | (43,287,079) | | | | | | 23,637,284 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 875,435 | | | | | | — | | | | | | 863,700 | | | | | | (1,844,787) | | | | | | (105,652) | | | | | | 36,744,448 | | | | | | — | | | | | | 35,109,433 | | | | | | (76,025,733) | | | | | | (4,171,852) | | |
12/31/2019 | | | | | 7,809,455 | | | | | | — | | | | | | 545,918 | | | | | | (1,608,392) | | | | | | 6,746,981 | | | | | | 321,430,599 | | | | | | — | | | | | | 19,598,471 | | | | | | (62,212,265) | | | | | | 278,816,805 | | |
Russell™ Large Cap Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 493,762 | | | | | | — | | | | | | 199,488 | | | | | | (263,760) | | | | | | 429,490 | | | | | | 10,940,887 | | | | | | — | | | | | | 4,209,193 | | | | | | (5,637,903) | | | | | | 9,512,177 | | |
12/31/2019 | | | | | 836,972 | | | | | | — | | | | | | 137,049 | | | | | | (540,422) | | | | | | 433,599 | | | | | | 18,523,248 | | | | | | — | | | | | | 2,864,310 | | | | | | (12,046,281) | | | | | | 9,341,277 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | �� | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 2,567,425 | | | | | | — | | | | | | 973,393 | | | | | | (916,231) | | | | | | 2,624,587 | | | | | | 56,013,256 | | | | | | — | | | | | | 20,957,157 | | | | | | (20,947,853) | | | | | | 56,022,560 | | |
12/31/2019 | | | | | 2,097,607 | | | | | | — | | | | | | 691,673 | | | | | | (1,890,236) | | | | | | 899,044 | | | | | | 46,989,669 | | | | | | — | | | | | | 14,732,643 | | | | | | (42,508,308) | | | | | | 19,214,004 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 622,509 | | | | | | — | | | | | | 1,291,306 | | | | | | (3,459,305) | | | | | | (1,545,490) | | | | | | 13,759,119 | | | | | | — | | | | | | 27,646,863 | | | | | | (76,409,524) | | | | | | (35,003,542) | | |
12/31/2019 | | | | | 964,098 | | | | | | — | | | | | | 1,226,015 | | | | | | (4,321,527) | | | | | | (2,131,414) | | | | | | 20,688,520 | | | | | | — | | | | | | 25,966,997 | | | | | | (96,955,083) | | | | | | (50,299,566) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 9,705 | | | | | | — | | | | | | 2,286 | | | | | | (835) | | | | | | 11,156 | | | | | | 224,133 | | | | | | — | | | | | | 50,546 | | | | | | (17,605) | | | | | | 257,074 | | |
12/31/2019 | | | | | 20,812 | | | | | | — | | | | | | 1,717 | | | | | | (21,101) | | | | | | 1,428 | | | | | | 481,546 | | | | | | — | | | | | | 37,491 | | | | | | (512,212) | | | | | | 6,825 | | |
Russell™ Large Cap Value Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | — | | | | | | — | | | | | | 8 | | | | | | — | | | | | | 8 | | | | | | — | | | | | | — | | | | | | 142 | | | | | | — | | | | | | 142 | | |
12/31/2019 | | | | | — | | | | | | — | | | | | | 11 | | | | | | — | | | | | | 11 | | | | | | — | | | | | | — | | | | | | 227 | | | | | | — | | | | | | 227 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 133,875 | | | | | | — | | | | | | 181,629 | | | | | | (364,909) | | | | | | (49,405) | | | | | | 2,698,961 | | | | | | — | | | | | | 3,389,201 | | | | | | (7,427,360) | | | | | | (1,339,198) | | |
12/31/2019 | | | | | 236,503 | | | | | | — | | | | | | 271,526 | | | | | | (681,112) | | | | | | (173,083) | | | | | | 5,406,910 | | | | | | — | | | | | | 5,759,075 | | | | | | (15,272,669) | | | | | | (4,106,684) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 573,592 | | | | | | — | | | | | | 1,631,634 | | | | | | (3,319,145) | | | | | | (1,113,919) | | | | | | 11,264,058 | | | | | | — | | | | | | 30,217,857 | | | | | | (68,931,316) | | | | | | (27,449,401) | | |
12/31/2019 | | | | | 25,914,931 | | | | | | — | | | | | | 817,032 | | | | | | (2,577,457) | | | | | | 24,154,506 | | | | | | 614,640,706 | | | | | | — | | | | | | 17,231,205 | | | | | | (58,414,062) | | | | | | 573,457,849 | | |
Russell™ Mid Cap Growth Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 43,540 | | | | | | — | | | | | | 46,738 | | | | | | (78,382) | | | | | | 11,896 | | | | | | 1,464,536 | | | | | | — | | | | | | 1,462,417 | | | | | | (2,650,237) | | | | | | 276,716 | | |
12/31/2019 | | | | | 252,616 | | | | | | — | | | | | | 70,412 | | | | | | (217,945) | | | | | | 105,083 | | | | | | 8,794,268 | | | | | | — | | | | | | 2,227,224 | | | | | | (7,423,421) | | | | | | 3,598,071 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 162,771 | | | | | | — | | | | | | 1,171,184 | | | | | | (1,764,183) | | | | | | (430,228) | | | | | | 4,840,727 | | | | | | — | | | | | | 36,540,946 | | | | | | (59,729,441) | | | | | | (18,347,768) | | |
12/31/2019 | | | | | 9,088,773 | | | | | | — | | | | | | 845,676 | | | | | | (1,811,992) | | | | | | 8,122,457 | | | | | | 320,785,297 | | | | | | — | | | | | | 26,707,539 | | | | | | (61,336,121) | | | | | | 286,156,715 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 477 | | | | | | — | | | | | | 3,861 | | | | | | (1,362) | | | | | | 2,976 | | | | | | 15,746 | | | | | | — | | | | | | 120,315 | | | | | | (50,569) | | | | | | 85,492 | | |
12/31/2019 | | | | | 732 | | | | | | — | | | | | | 5,355 | | | | | | (3,577) | | | | | | 2,510 | | | | | | 24,991 | | | | | | — | | | | | | 168,840 | | | | | | (120,737) | | | | | | 73,094 | | |
Russell™ Mid Cap Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 488,437 | | | | | | — | | | | | | 2,836,381 | | | | | | (1,552,960) | | | | | | 1,771,858 | | | | | | 5,061,252 | | | | | | — | | | | | | 25,130,338 | | | | | | (16,539,852) | | | | | | 13,651,738 | | |
12/31/2019 | | | | | 1,248,071 | | | | | | — | | | | | | 2,812,244 | | | | | | (1,749,648) | | | | | | 2,310,667 | | | | | | 15,832,011 | | | | | | — | | | | | | 32,819,919 | | | | | | (22,693,843) | | | | | | 25,958,087 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 6,675,881 | | | | | | — | | | | | | 11,588,194 | | | | | | (12,326,613) | | | | | | 5,937,462 | | | | | | 71,432,570 | | | | | | — | | | | | | 107,538,439 | | | | | | (133,601,595) | | | | | | 45,369,414 | | |
12/31/2019 | | | | | 4,311,064 | | | | | | — | | | | | | 12,482,892 | | | | | | (20,603,895) | | | | | | (3,809,939) | | | | | | 56,649,859 | | | | | | — | | | | | | 151,546,642 | | | | | | (276,119,634) | | | | | | (67,923,133) | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 3,368,797 | | | | | | — | | | | | | 2,944,052 | | | | | | (2,128,937) | | | | | | 4,183,912 | | | | | | 37,188,279 | | | | | | — | | | | | | 27,644,645 | | | | | | (23,889,553) | | | | | | 40,943,371 | | |
12/31/2019 | | | | | 3,467,619 | | | | | | — | | | | | | 2,307,869 | | | | | | (6,354,724) | | | | | | (579,236) | | | | | | 47,490,361 | | | | | | — | | | | | | 28,203,174 | | | | | | (93,151,989) | | | | | | (17,458,454) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 579,558 | | | | | | — | | | | | | 3,555,479 | | | | | | (3,877,969) | | | | | | 257,068 | | | | | | 6,488,397 | | | | | | — | | | | | | 32,497,082 | | | | | | (42,781,617) | | | | | | (3,796,138) | | |
12/31/2019 | | | | | 987,382 | | | | | | — | | | | | | 4,330,630 | | | | | | (4,359,328) | | | | | | 958,684 | | | | | | 13,291,065 | | | | | | — | | | | | | 51,839,237 | | | | | | (57,792,472) | | | | | | 7,337,830 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 79,386 | | | | | | — | | | | | | 208,595 | | | | | | (234,044) | | | | | | 53,937 | | | | | | 866,476 | | | | | | — | | | | | | 1,869,010 | | | | | | (2,513,565) | | | | | | 221,921 | | |
12/31/2019 | | | | | 181,354 | | | | | | — | | | | | | 229,611 | | | | | | (265,935) | | | | | | 145,030 | | | | | | 2,344,789 | | | | | | — | | | | | | 2,702,608 | | | | | | (3,350,459) | | | | | | 1,696,938 | | |
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Russell™ Small Cap Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 413,005 | | | | | | — | | | | | | 732,039 | | | | | | (896,663) | | | | | | 248,381 | | | | | | 4,469,775 | | | | | | — | | | | | | 7,042,217 | | | | | | (9,802,209) | | | | | | 1,709,783 | | |
12/31/2019 | | | | | 543,901 | | | | | | — | | | | | | 1,030,913 | | | | | | (1,256,517) | | | | | | 318,297 | | | | | | 7,302,545 | | | | | | — | | | | | | 12,875,871 | | | | | | (16,676,959) | | | | | | 3,501,457 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 3,572,493 | | | | | | — | | | | | | 2,793,270 | | | | | | (16,056,795) | | | | | | (9,691,032) | | | | | | 38,122,410 | | | | | | — | | | | | | 27,904,767 | | | | | | (182,699,724) | | | | | | (116,672,547) | | |
12/31/2019 | | | | | 3,634,621 | | | | | | — | | | | | | 3,648,945 | | | | | | (9,750,141) | | | | | | (2,466,575) | | | | | | 48,372,625 | | | | | | — | | | | | | 47,253,152 | | | | | | (135,458,828) | | | | | | (39,833,051) | | |
Class P2(1) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 2,110,727 | | | | | | — | | | | | | — | | | | | | (10,234,583) | | | | | | (8,123,856) | | | | | | 23,541,711 | | | | | | — | | | | | | — | | | | | | (115,721,551) | | | | | | (92,179,840) | | |
12/31/2019 | | | | | 2,418,801 | | | | | | — | | | | | | 840,034 | | | | | | (1,226,867) | | | | | | 2,031,968 | | | | | | 33,270,651 | | | | | | — | | | | | | 10,970,670 | | | | | | (17,690,288) | | | | | | 26,551,033 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 450,948 | | | | | | — | | | | | | 2,723,414 | | | | | | (3,505,745) | | | | | | (331,383) | | | | | | 4,741,653 | | | | | | — | | | | | | 26,934,569 | | | | | | (40,891,781) | | | | | | (9,215,559) | | |
12/31/2019 | | | | | 17,459,987 | | | | | | — | | | | | | 1,825,027 | | | | | | (3,871,600) | | | | | | 15,413,414 | | | | | | 242,358,030 | | | | | | — | | | | | | 23,432,979 | | | | | | (52,994,816) | | | | | | 212,796,193 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 43,745 | | | | | | — | | | | | | 47,192 | | | | | | (96,506) | | | | | | (5,569) | | | | | | 493,521 | | | | | | — | | | | | | 457,767 | | | | | | (1,014,865) | | | | | | (63,577) | | |
12/31/2019 | | | | | 75,275 | | | | | | — | | | | | | 74,876 | | | | | | (170,228) | | | | | | (20,077) | | | | | | 1,027,769 | | | | | | — | | | | | | 941,927 | | | | | | (2,260,460) | | | | | | (290,764) | | |
U.S. Bond Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 586,005 | | | | | | — | | | | | | 28,242 | | | | | | (335,541) | | | | | | 278,706 | | | | | | 6,521,515 | | | | | | — | | | | | | 317,215 | | | | | | (3,757,841) | | | | | | 3,080,889 | | |
12/31/2019 | | | | | 207,416 | | | | | | — | | | | | | 48,418 | | | | | | (410,730) | | | | | | (154,896) | | | | | | 2,216,853 | | | | | | — | | | | | | 518,427 | | | | | | (4,363,202) | | | | | | (1,627,922) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 19,594,372 | | | | | | — | | | | | | 2,008,785 | | | | | | (36,246,994) | | | | | | (14,643,837) | | | | | | 221,065,006 | | | | | | — | | | | | | 22,633,272 | | | | | | (405,822,262) | | | | | | (162,123,984) | | |
12/31/2019 | | | | | 29,681,752 | | | | | | — | | | | | | 4,481,318 | | | | | | (76,407,580) | | | | | | (42,244,510) | | | | | | 315,231,149 | | | | | | — | | | | | | 48,081,669 | | | | | | (817,253,662) | | | | | | (453,940,844) | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 27,870,254 | | | | | | — | | | | | | 1,461,330 | | | | | | (20,772,247) | | | | | | 8,559,337 | | | | | | 314,360,649 | | | | | | — | | | | | | 16,476,869 | | | | | | (232,184,327) | | | | | | 98,653,191 | | |
12/31/2019 | | | | | 41,348,500 | | | | | | — | | | | | | 2,508,108 | | | | | | (24,874,065) | | | | | | 18,982,543 | | | | | | 440,043,697 | | | | | | — | | | | | | 26,983,015 | | | | | | (265,559,546) | | | | | | 201,467,166 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 3,320,767 | | | | | | — | | | | | | 204,229 | | | | | | (1,745,213) | | | | | | 1,779,783 | | | | | | 36,999,195 | | | | | | — | | | | | | 2,296,169 | | | | | | (19,531,907) | | | | | | 19,763,457 | | |
12/31/2019 | | | | | 1,962,551 | | | | | | — | | | | | | 356,320 | | | | | | (2,598,945) | | | | | | (280,074) | | | | | | 20,878,300 | | | | | | — | | | | | | 3,819,948 | | | | | | (27,692,438) | | | | | | (2,994,190) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 59,673 | | | | | | — | | | | | | 1,745 | | | | | | (16,456) | | | | | | 44,962 | | | | | | 666,109 | | | | | | — | | | | | | 19,641 | | | | | | (183,315) | | | | | | 502,435 | | |
12/31/2019 | | | | | 36,402 | | | | | | — | | | | | | 2,596 | | | | | | (15,961) | | | | | | 23,037 | | | | | | 384,094 | | | | | | — | | | | | | 27,863 | | | | | | (170,153) | | | | | | 241,804 | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Citigroup Global Markets Inc. | | | | $ | 333,706 | | | | | $ | (333,706) | | | | | $ | — | | |
Credit Suisse AG | | | | | 51,291 | | | | | | (51,291) | | | | | | — | | |
Credit Suisse Securities (Europe) Limited | | | | | 95,336 | | | | | | (95,336) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 225,670 | | | | | | (225,670) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 363,441 | | | | | | (363,441) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 149,840 | | | | | | (149,840) | | | | | | — | | |
Jefferies LLC | | | | | 671,741 | | | | | | (671,741) | | | | | | — | | |
JP Morgan Securities, Plc. | | | | | 305,877 | | | | | | (305,877) | | | | | | — | | |
Macquarie Bank Limited | | | | | 521,905 | | | | | | (521,905) | | | | | | — | | |
Merrill Lynch International | | | | | 1,115,059 | | | | | | (1,115,059) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 331,201 | | | | | | (331,201) | | | | | | — | | |
National Financial Services LLC | | | | | 359,313 | | | | | | (359,313) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 8,701 | | | | | | (8,701) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 586,412 | | | | | | (586,412) | | | | | | — | | |
Total | | | | $ | 5,119,493 | | | | | $ | (5,119,493) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Bank PLC | | | | $ | 1,701,399 | | | | | $ | (1,701,399) | | | | | $ | — | | |
Barclays Capital Inc. | | | | | 43 | | | | | | (43) | | | | | | — | | |
BNP Paribas Arbitrage | | | | | 2,726,310 | | | | | | (2,726,310) | | | | | | — | | |
BofA Securities Inc. | | | | | 1,782,886 | | | | | | (1,782,886) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 5,810,455 | | | | | | (5,810,455) | | | | | | — | | |
Citigroup Global Markets Limited | | | | | 2,203,344 | | | | | | (2,203,344) | | | | | | — | | |
Cowen Excecution Services LLC | | | | | 2,844,079 | | | | | | (2,844,079) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 990,809 | | | | | | (990,809) | | | | | | — | | |
Daiwa Capital Markets America Inc. | | | | | 2,264,426 | | | | | | (2,264,426) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 382,723 | | | | | | (382,723) | | | | | | — | | |
Deutsche Bank, AG | | | | | 387,133 | | | | | | (387,133) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 4,340,335 | | | | | | (4,340,335) | | | | | | — | | |
HSBC Bank PLC | | | | | 6,474,358 | | | | | | (6,474,358) | | | | | | — | | |
Industrial And Commercial Bank Of China | | | | | 10,974 | | | | | | (10,974) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 455,233 | | | | | | (455,233) | | | | | | — | | |
Jefferies LLC | | | | | 3,162,912 | | | | | | (3,162,912) | | | | | | — | | |
JP Morgan Securities, Plc. | | | | | 3,641,279 | | | | | | (3,641,279) | | | | | | — | | |
Merrill Lynch International | | | | | 9,765,901 | | | | | | (9,765,901) | | | | | | — | | |
Morgan Stanley & Co. International PLC | | | | | 593,031 | | | | | | (593,031) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 1,754,564 | | | | | | (1,754,564) | | | | | | — | | |
Natixis | | | | | 680,205 | | | | | | (680,205) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 280,023 | | | | | | (280,023) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 1,096,746 | | | | | | (1,096,746) | | | | | | — | | |
State Street Bank and Trust Company | | | | | 3,460,840 | | | | | | (3,460,840) | | | | | | — | | |
UBS AG | | | | | 15,274,054 | | | | | | (15,274,054) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 72,464 | | | | | | (72,464) | | | | | | — | | |
Total | | | | $ | 72,156,526 | | | | | $ | (72,156,526) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
National Bank of Canada Financial Inc. | | | | $ | 1,033,828 | | | | | $ | (1,033,828) | | | | | $ | — | | |
Scotia Capital (USA) Inc. | | | | | 1,090,433 | | | | | | (1,090,433) | | | | | | — | | |
Total | | | | $ | 2,124,261 | | | | | $ | (2,124,261) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BMO Capital Markets Corp | | | | $ | 528,314 | | | | | $ | (528,314) | | | | | $ | — | | |
Citigroup Global Markets Inc. | | | | | 75,510 | | | | | | (75,510) | | | | | | — | | |
Scotia Capital (USA) Inc. | | | | | 1,876,379 | | | | | | (1,876,379) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 254,016 | | | | | | (254,016) | | | | | | — | | |
Total | | | | $ | 2,734,219 | | | | | $ | (2,734,219) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BofA Securities Inc. | | | | $ | 53,125 | | | | | $ | (53,125) | | | | | $ | — | | |
Citigroup Global Markets Inc. | | | | | 46,867 | | | | | | (46,867) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 616,665 | | | | | | (616,665) | | | | | | — | | |
Total | | | | $ | 716,657 | | | | | $ | (716,657) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BNP Paribas Prime Brokerage Intl Ltd | | | | $ | 1,727,800 | | | | | $ | (1,727,800) | | | | | $ | — | | |
BofA Securities Inc. | | | | | 260,105 | | | | | | (260,105) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 98,686 | | | | | | (98,686) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 27,031 | | | | | | (27,031) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 1,273,468 | | | | | | (1,273,468) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 218,011 | | | | | | (218,011) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 164,581 | | | | | | (164,581) | | | | | | — | | |
Jefferies LLC | | | | | 288,172 | | | | | | (288,172) | | | | | | — | | |
Mizuho Securities USA LLC | | | | | 435,872 | | | | | | (435,872) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 3,541,886 | | | | | | (3,541,886) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 95,485 | | | | | | (95,485) | | | | | | — | | |
Scotia Capital (USA) Inc. | | | | | 2,162,484 | | | | | | (2,162,484) | | | | | | — | | |
TD Prime Services LLC | | | | | 951,017 | | | | | | (951,017) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 740,289 | | | | | | (740,289) | | | | | | — | | |
Total | | | | $ | 11,984,887 | | | | | $ | (11,984,887) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Bank PLC | | | | $ | 4,513,357 | | | | | $ | (4,513,357) | | | | | $ | — | | |
Barclays Capital Inc. | | | | | 1,696 | | | | | | (1,696) | | | | | | — | | |
BMO Capital Markets Corp | | | | | 911,334 | | | | | | (911,334) | | | | | | — | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 7,651,509 | | | | | | (7,651,509) | | | | | | — | | |
BNP Paribas Securities Corp. | | | | | 134,929 | | | | | | (134,929) | | | | | | — | | |
BofA Securities Inc. | | | | | 3,948,300 | | | | | | (3,948,300) | | | | | | — | | |
Citadel Clearing LLC | | | | | 6,340,095 | | | | | | (6,340,095) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 9,585,853 | | | | | | (9,585,853) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 1,310,895 | | | | | | (1,310,895) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 4,546,786 | | | | | | (4,546,786) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 14,459,099 | | | | | | (14,459,099) | | | | | | — | | |
Mizuho Securities USA LLC | | | | | 12,720 | | | | | | (12,720) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 22,666,237 | | | | | | (22,666,237) | | | | | | — | | |
MUFG Securities Americas Inc. | | | | | 117,178 | | | | | | (117,178) | | | | | | — | | |
National Bank of Canada Financial Inc. | | | | | 4,980,603 | | | | | | (4,980,603) | | | | | | — | | |
National Financial Services LLC | | | | | 8,634,872 | | | | | | (8,634,872) | | | | | | — | | |
Natixis Securities America LLC | | | | | 976,161 | | | | | | (976,161) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 626,160 | | | | | | (626,160) | | | | | | — | | |
Raymond James & Associates, Inc. | | | | | 194,096 | | | | | | (194,096) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 2,586,363 | | | | | | (2,586,363) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 62,299 | | | | | | (62,299) | | | | | | — | | |
State Street Bank and Trust Company | | | | | 11,504,248 | | | | | | (11,504,248) | | | | | | — | | |
Wells Fargo Bank NA | | | | | 1,381,822 | | | | | | (1,381,822) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 3,557,385 | | | | | | (3,557,385) | | | | | | — | | |
Total | | | | $ | 110,703,997 | | | | | $ | (110,703,997) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 995,479 | | | | | $ | (995,479) | | | | | $ | — | | |
BMO Capital Markets Corp | | | | | 428,322 | | | | | | (428,322) | | | | | | — | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 16,324,935 | | | | | | (16,324,935) | | | | | | — | | |
BNP Paribas Securities Corp. | | | | | 349,418 | | | | | | (349,418) | | | | | | — | | |
BofA Securities Inc. | | | | | 8,567,383 | | | | | | (8,567,383) | | | | | | — | | |
Cantor Fitzgerald & Co | | | | | 122,449 | | | | | | (122,449) | | | | | | — | | |
Citadel Clearing LLC | | | | | 2,339,869 | | | | | | (2,339,869) | | | | | | — | | |
Citadel Securities LLC | | | | | 909,665 | | | | | | (909,665) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 8,334,676 | | | | | | (8,334,676) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 1,514,802 | | | | | | (1,514,802) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 13,125,134 | | | | | | (13,125,134) | | | | | | — | | |
HSBC Bank PLC | | | | | 402,640 | | | | | | (402,640) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 9,664,450 | | | | | | (9,664,450) | | | | | | — | | |
Janney Montgomery Scott LLC | | | | | 26,083 | | | | | | (26,083) | | | | | | — | | |
Mizuho Securities USA LLC | | | | | 36,109 | | | | | | (36,109) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 20,538,446 | | | | | | (20,538,446) | | | | | | — | | |
MUFG Securities Americas Inc. | | | | | 771,380 | | | | | | (771,380) | | | | | | — | | |
National Bank of Canada Financial Inc. | | | | | 954,096 | | | | | | (954,096) | | | | | | — | | |
National Financial Services LLC | | | | | 23,880,074 | | | | | | (23,880,074) | | | | | | — | | |
Natixis Securities America LLC | | | | | 255,162 | | | | | | (255,162) | | | | | | — | | |
Scotia Capital (USA) Inc. | | | | | 1,139,490 | | | | | | (1,139,490) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 22,844 | | | | | | (22,844) | | | | | | — | | |
State Street Bank and Trust Company | | | | | 18,318,142 | | | | | | (18,318,142) | | | | | | — | | |
TD Prime Services LLC | | | | | 135,329 | | | | | | (135,329) | | | | | | — | | |
UBS AG | | | | | 85,820 | | | | | | (85,820) | | | | | | — | | |
Wells Fargo Bank NA | | | | | 2,033,185 | | | | | | (2,033,185) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 8,859,186 | | | | | | (8,859,186) | | | | | | — | | |
Total | | | | $ | 140,134,568 | | | | | $ | (140,134,568) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Bank PLC | | | | $ | 4,379,467 | | | | | $ | (4,379,467) | | | | | $ | — | | |
Barclays Capital Inc. | | | | | 1,290,084 | | | | | | (1,290,084) | | | | | | — | | |
BMO Capital Markets Corp | | | | | 590,037 | | | | | | (590,037) | | | | | | — | | |
BNP Paribas | | | | | 2,387,872 | | | | | | (2,387,872) | | | | | | — | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 1,986,967 | | | | | | (1,986,967) | | | | | | — | | |
BofA Securities Inc. | | | | | 2,682,962 | | | | | | (2,682,962) | | | | | | — | | |
Cantor Fitzgerald & Co | | | | | 3,382,534 | | | | | | (3,382,534) | | | | | | — | | |
Citadel Clearing LLC | | | | | 968,548 | | | | | | (968,548) | | | | | | — | | |
Citadel Securities LLC | | | | | 3,884,376 | | | | | | (3,884,376) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 588,893 | | | | | | (588,893) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 244,819 | | | | | | (244,819) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 543,404 | | | | | | (543,404) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 1,439,677 | | | | | | (1,439,677) | | | | | | — | | |
Mizuho Securities USA LLC. | | | | | 562,378 | | | | | | (562,378) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 8,093,395 | | | | | | (8,093,395) | | | | | | — | | |
National Bank Financial Inc. | | | | | 4,777,635 | | | | | | (4,777,635) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 962,738 | | | | | | (962,738) | | | | | | — | | |
Scotia Capital (USA) Inc. | | | | | 1,893,272 | | | | | | (1,893,272) | | | | | | — | | |
State Street Bank and Trust Company | | | | | 356,795 | | | | | | (356,795) | | | | | | — | | |
UBS Securities LLC | | | | | 79,685 | | | | | | (79,685) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 11,850,547 | | | | | | (11,850,547) | | | | | | — | | |
Total | | | | $ | 52,946,085 | | | | | $ | (52,946,085) | | | | | $ | — | | |
| | | Year Ended December 31, 2019 | | | Year Ended December 31, 2018 | | ||||||||||||||||||
| | | Ordinary Income | | | Long-term Capital Gains | | | Ordinary Income | | | Long-term Capital Gains | | ||||||||||||
Emerging Markets Index | | | | $ | 15,097,465 | | | | | $ | — | | | | | $ | 17,147,344 | | | | | $ | — | | |
International Index | | | | | 44,912,243 | | | | | | — | | | | | | 44,807,040 | | | | | | — | | |
Russell™ Large Cap Growth Index | | | | | 7,253,236 | | | | | | 32,560,097 | | | | | | 10,951,219 | | | | | | 19,687,926 | | |
Russell™ Large Cap Index | | | | | 14,257,522 | | | | | | 29,343,919 | | | | | | 12,880,463 | | | | | | — | | |
Russell™ Large Cap Value Index | | | | | 9,151,357 | | | | | | 13,839,150 | | | | | | 11,709,648 | | | | | | 10,168,306 | | |
Russell™ Mid Cap Growth Index | | | | | 5,378,995 | | | | | | 23,724,609 | | | | | | 9,125,044 | | | | | | 25,069,241 | | |
Russell™ Mid Cap Index | | | | | 27,997,472 | | | | | | 239,114,108 | | | | | | 34,072,419 | | | | | | 188,732,497 | | |
Russell™ Small Cap Index | | | | | 16,684,400 | | | | | | 78,790,199 | | | | | | 15,225,430 | | | | | | 43,487,089 | | |
U.S. Bond Index | | | | | 79,532,239 | | | | | | — | | | | | | 78,816,716 | | | | | | 1,213,558 | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Unrealized Appreciation/ (Depreciation) | | | Capital Loss Carryforwards | | ||||||||||||||||||||||||
| | | Amount | | | Character | | | Expiration | | |||||||||||||||||||||||||||
Emerging Markets Index | | | | $ | 18,398,050 | | | | | $ | — | | | | | $ | 37,558,685 | | | | | $ | (6,247,507) | | | | | | Short-term | | | | | | None | | |
International Index | | | | | 62,198,861 | | | | | | — | | | | | | 338,515,751 | | | | | | (5,498,787) | | | | | | Short-term | | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | | (72,248,542) | | | | | | Long-term | | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | $ | (77,747,329) | | | | | | | | | | | | | | |
Russell™ Large Cap Growth Index | | | | | 7,936,595 | | | | | | 50,947,440 | | | | | | 536,866,013 | | | | | | — | | | | | | — | | | | | | — | | |
Russell™ Large Cap Index | | | | | 16,507,117 | | | | | | 36,350,266 | | | | | | 695,484,723 | | | | | | — | | | | | | — | | | | | | — | | |
Russell™ Large Cap Value Index | | | | | 9,167,046 | | | | | | 24,435,186 | | | | | | 129,834,885 | | | | | | — | | | | | | — | | | | | | — | | |
Russell™ Mid Cap Growth Index | | | | | 1,020,324 | | | | | | 37,098,202 | | | | | | 145,065,731 | | | | | | — | | | | | | — | | | | | | — | | |
Russell™ Mid Cap Index | | | | | 21,431,462 | | | | | | 173,311,284 | | | | | | 715,474,354 | | | | | | — | | | | | | — | | | | | | — | | |
Russell™ Small Cap Index | | | | | 12,958,949 | | | | | | 49,373,626 | | | | | | 285,926,825 | | | | | | — | | | | | | — | | | | | | — | | |
U.S. Bond Index | | | | | 31,781,143 | | | | | | 6,244,971 | | | | | | 110,414,048 | | | | | | — | | | | | | — | | | | | | — | | |
| | | Type | | | Per Share Amount | | | Payable Date | | | Record Date | | |||
U.S. Bond Index | | | | | | | | | | | | | | | | |
Class ADV | | | NII | | | | $ | 0.0207 | | | | August 3, 2020 | | | Daily | |
Class I | | | NII | | | | $ | 0.0257 | | | | August 3, 2020 | | | Daily | |
Class P2 | | | NII | | | | $ | 0.0281 | | | | August 3, 2020 | | | Daily | |
Class S | | | NII | | | | $ | 0.0232 | | | | August 3, 2020 | | | Daily | |
Class S2 | | | NII | | | | $ | 0.0218 | | | | August 3, 2020 | | | Daily | |
All Classes | | | STCG | | | | $ | 0.0379 | | | | July 2, 2020 | | | June 30, 2020 | |
All Classes | | | LTCG | | | | $ | 0.0221 | | | | July 2, 2020 | | | June 30, 2020 | |
Voya Emerging Markets | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2020 (Unaudited) |
| Geographic Diversification as of June 30, 2020 (as a percentage of net assets) | | |||
| | | | | |
| China | | | 39.9% | |
| Taiwan | | | 11.9% | |
| South Korea | | | 11.4% | |
| India | | | 7.8% | |
| Brazil | | | 5.1% | |
| South Africa | | | 3.7% | |
| Russia | | | 3.1% | |
| Saudi Arabia | | | 2.6% | |
| Thailand | | | 2.2% | |
| Mexico | | | 1.8% | |
| Countries between 0.0% – 1.7%^ | | | 8.0% | |
| Assets in Excess of Other Liabilities* | | | 2.5% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| ^ Includes 18 countries, which each represents 0.0% – 1.7% of net assets. | | |||
| Portfolio holdings are subject to change daily. | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 95.4% | | |||||||||||||||
| | | Argentina: 0.1% | | ||||||||||||
26,994 (1) | | | Other Securities | | | | $ | 655,909 | | | | | | 0.1 | | |
| | | | | | | | | | | | | | | | |
| | | Brazil: 3.7% | | ||||||||||||
183,369 | | | B3 SA - Brasil Bolsa Balcao | | | | | 1,877,829 | | | | | | 0.4 | | |
113,478 | | | Banco Bradesco SA | | | | | 399,607 | | | | | | 0.1 | | |
19,500 (2) | | | Hapvida Participacoes e Investimentos SA | | | | | 225,547 | | | | | | 0.0 | | |
330,298 | | | Petroleo Brasileiro SA | | | | | 1,373,888 | | | | | | 0.3 | | |
327,574 | | | Vale SA | | | | | 3,383,504 | | | | | | 0.6 | | |
2,492,433 (1) | | | Other Securities | | | | | 12,154,658 | | | | | | 2.3 | | |
| | | | | | | | 19,415,033 | | | | | | 3.7 | | |
| | | Chile: 0.5% | | ||||||||||||
17,136,142 | | | Other Securities | | | | | 2,659,884 | | | | | | 0.5 | | |
| | | | | | | | | | | | | | | | |
| | | China: 39.9% | | ||||||||||||
106,000 (2)(3) | | | 3SBio, Inc. | | | | | 134,916 | | | | | | 0.0 | | |
36,000 (2) | | | AK Medical Holdings Ltd. | | | | | 114,758 | | | | | | 0.0 | | |
166,316 (3) | | | Alibaba Group Holding Ltd. ADR | | | | | 35,874,361 | | | | | | 6.8 | | |
322,000 (3) | | | Alibaba Health Information Technology Ltd. | | | | | 946,900 | | | | | | 0.2 | | |
1,100,000 (3) | | | Alibaba Pictures Group Ltd. | | | | | 147,265 | | | | | | 0.0 | | |
38,000 (2) | | | A-Living Services Co. Ltd. | | | | | 193,123 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
112,500 (2) | | | BAIC Motor Corp. Ltd. - H Shares | | | | $ | 49,233 | | | | | | 0.0 | | |
24,419 (3) | | | Baidu, Inc. ADR | | | | | 2,927,594 | | | | | | 0.6 | | |
185,400 | | | Bank of China Ltd. - A Shares | | | | | 91,376 | | | | | | 0.0 | | |
6,980,000 | | | Bank of China Ltd. - H Shares | | | | | 2,585,623 | | | | | | 0.5 | | |
5,800 (2)(3) | | | CanSino Biologics, Inc. - H Shares | | | | | 159,705 | | | | | | 0.0 | | |
837,000 (2) | | | CGN Power Co. Ltd. - H Shares | | | | | 173,537 | | | | | | 0.0 | | |
8,470,000 | | | China Construction Bank - H Shares | | | | | 6,889,355 | | | | | | 1.3 | | |
52,500 (2) | | | China East Education Holdings Ltd. | | | | | 95,435 | | | | | | 0.0 | | |
76,000 (2)(4) | | | China Feihe Ltd. | | | | | 153,148 | | | | | | 0.0 | | |
772,000 (2) | | | China Huarong Asset Management Co. Ltd. - H Shares | | | | | 78,183 | | | | | | 0.0 | | |
122,800 (2)(3)(4) | | | China International Capital Corp. Ltd. - H Shares | | | | | 242,966 | | | | | | 0.1 | | |
28,400 (2)(3) | | | China Literature Ltd. - H Shares | | | | | 192,575 | | | | | | 0.0 | | |
340,880 | | | China Merchants Bank Co., Ltd. - H Shares | | | | | 1,579,687 | | | | | | 0.3 | | |
542,000 | | | China Mobile Ltd. | | | | | 3,659,617 | | | | | | 0.7 | | |
147,000 (2) | | | China Railway Signal & Communication Corp. Ltd. - H Shares | | | | | 63,482 | | | | | | 0.0 | | |
134,000 | | | China Resources Beer Holdings Co Ltd. | | | | | 747,988 | | | | | | 0.2 | | |
222,000 | | | China Resources Cement Holdings Ltd. - H Shares | | | | | 273,798 | | | | | | 0.1 | | |
82,000 | | | China Resources Gas Group Ltd. | | | | | 401,211 | | | | | | 0.1 | | |
290,444 | | | China Resources Land Ltd. | | | | | 1,110,134 | | | | | | 0.2 | | |
120,500 (2) | | | China Resources Pharmaceutical Group Ltd. | | | | | 69,801 | | | | | | 0.0 | | |
168,000 | | | China Resources Power Holdings Co. | | | | | 198,172 | | | | | | 0.0 | | |
5,200 | | | China Resources Sanjiu Medical & Pharmaceutical Co. Ltd. - A Shares | | | | | 21,487 | | | | | | 0.0 | | |
3,986,000 (2) | | | China Tower Corp. Ltd. - H Shares | | | | | 708,336 | | | | | | 0.1 | | |
86,000 (2) | | | China Yuhua Education Corp. Ltd. | | | | | 71,021 | | | | | | 0.0 | | |
1,597,000 | | | CNOOC Ltd. | | | | | 1,792,358 | | | | | | 0.3 | | |
166,500 (2) | | | Dali Foods Group Co. Ltd. | | | | | 101,476 | | | | | | 0.0 | | |
Voya Emerging Markets | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
42,000 (2) | | | Fuyao Glass Industry Group Co. Ltd. - H Shares | | | | $ | 100,560 | | | | | | 0.0 | | |
36,800 (2) | | | Guotai Junan Securities Co. Ltd. - H Shares | | | | | 51,178 | | | | | | 0.0 | | |
71,000 (2) | | | Haidilao International Holding Ltd. | | | | | 301,746 | | | | | | 0.1 | | |
1,908,000 (3)(5)(6) | | | Hanergy Mobile Energy Holding Group Co Ltd. | | | | | — | | | | | | — | | |
44,000 (2)(3) | | | Hansoh Pharmaceutical Group Co. Ltd. | | | | | 208,094 | | | | | | 0.1 | | |
36,000 (2)(3) | | | Hua Hong Semiconductor Ltd. | | | | | 126,204 | | | | | | 0.0 | | |
128,400 (2) | | | Huatai Securities Co. Ltd. - H Shares | | | | | 205,542 | | | | | | 0.0 | | |
5,312,000 | | | Industrial & Commercial Bank of China - H Shares | | | | | 3,211,467 | | | | | | 0.6 | | |
85,000 (2)(3) | | | Innovent Biologics, Inc. | | | | | 632,629 | | | | | | 0.1 | | |
75,410 (3) | | | JD.com, Inc. ADR | | | | | 4,538,174 | | | | | | 0.9 | | |
21,500 (2)(3)(4) | | | Koolearn Technology Holding Ltd. | | | | | 86,770 | | | | | | 0.0 | | |
37,800 (2) | | | Legend Holdings Corp. - H Shares | | | | | 44,328 | | | | | | 0.0 | | |
162,500 (2) | | | Longfor Group Holdings Ltd. | | | | | 777,861 | | | | | | 0.2 | | |
114,500 (2) | | | Luye Pharma Group Ltd. - H Shares | | | | | 70,399 | | | | | | 0.0 | | |
315,100 (3) | | | Meituan Dianping- Class B | | | | | 7,041,343 | | | | | | 1.3 | | |
7,242 | | | NetEase, Inc. ADR | | | | | 3,109,570 | | | | | | 0.6 | | |
12,704 (3) | | | New Oriental Education & Technology Group, Inc. ADR | | | | | 1,654,442 | | | | | | 0.3 | | |
22,827 (3) | | | Pinduoduo, Inc. ADR | | | | | 1,959,470 | | | | | | 0.4 | | |
33,200 (2)(3)(4) | | | Ping An Healthcare and Technology Co. Ltd. | | | | | 509,007 | | | | | | 0.1 | | |
61,800 | | | Ping An Insurance Group Co. of China Ltd. - A Shares | | | | | 625,478 | | | | | | 0.1 | | |
523,500 | | | Ping An Insurance Group Co. of China Ltd. - H Shares | | | | | 5,218,767 | | | | | | 1.0 | | |
828,000 (2) | | | Postal Savings Bank of China Co. Ltd. - H Shares | | | | | 477,110 | | | | | | 0.1 | | |
34,015 (3) | | | TAL Education Group ADR | | | | | 2,325,946 | | | | | | 0.5 | | |
507,200 | | | Tencent Holdings Ltd. | | | | | 32,500,317 | | | | | | 6.2 | | |
105,000 (2) | | | Topsports International Holdings Ltd. | | | | | 135,089 | | | | | | 0.0 | | |
16,168 (2) | | | WuXi AppTec Co. Ltd. - H Shares | | | | | 211,149 | | | | | | 0.1 | | |
81,500 (2)(3) | | | Wuxi Biologics Cayman, Inc. - H Shares | | | | | 1,495,983 | | | | | | 0.3 | | |
932,200 (2)(3) | | | Xiaomi Corp. - B Shares | | | | | 1,549,086 | | | | | | 0.3 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
31,993 | | | Yum China Holdings, Inc. | | | | $ | 1,537,904 | | | | | | 0.3 | | |
32,100 (2)(3)(4) | | | ZhongAn Online P&C Insurance Co. Ltd. - H Shares | | | | | 160,118 | | | | | | 0.0 | | |
53,980,264 (1)(7)(8) | | | Other Securities | | | | | 78,056,207 | | | | | | 14.8 | | |
| | | | | | | | 210,770,559 | | | | | | 39.9 | | |
| | | Colombia: 0.2% | | ||||||||||||
542,066 | | | Other Securities | | | | | 946,810 | | | | | | 0.2 | | |
| | | | | | | | | | | | | | | | |
| | | Czech Republic: 0.1% | | ||||||||||||
49,805 (2) | | | Moneta Money Bank AS | | | | | 112,801 | | | | | | 0.0 | | |
21,781 (1) | | | Other Securities | | | | | 479,036 | | | | | | 0.1 | | |
| | | | | | | | 591,837 | | | | | | 0.1 | | |
| | | Egypt: 0.1% | | ||||||||||||
286,606 | | | Other Securities | | | | | 612,358 | | | | | | 0.1 | | |
| | | | | | | | | | | | | | | | |
| | | Greece: 0.1% | | ||||||||||||
57,476 (1)(8) | | | Other Securities | | | | | 697,171 | | | | | | 0.1 | | |
| | | | | | | | | | | | | | | | |
| | | Hungary: 0.2% | | ||||||||||||
69,171 (1) | | | Other Securities | | | | | 1,187,658 | | | | | | 0.2 | | |
| | | | | | | | | | | | | | | | |
| | | India: 7.8% | | ||||||||||||
13,246 (2)(3) | | | Avenue Supermarts Ltd. | | | | | 406,523 | | | | | | 0.1 | | |
32,844 (2) | | | Bandhan Bank Ltd. | | | | | 140,064 | | | | | | 0.0 | | |
218,961 (3) | | | Bharti Airtel Ltd. | | | | | 1,626,218 | | | | | | 0.3 | | |
24,540 | | | Bharti Infratel Ltd. | | | | | 72,130 | | | | | | 0.0 | | |
3,319 (2) | | | HDFC Asset Management Co. Ltd. | | | | | 109,257 | | | | | | 0.0 | | |
61,073 (2)(3) | | | HDFC Life Insurance Co., Ltd. | | | | | 446,086 | | | | | | 0.1 | | |
73,218 | | | Hindustan Unilever Ltd. | | | | | 2,116,790 | | | | | | 0.4 | | |
146,571 | | | Housing Development Finance Corp. | | | | | 3,408,087 | | | | | | 0.6 | | |
428,888 | | | ICICI Bank Ltd. | | | | | 1,999,538 | | | | | | 0.4 | | |
16,928 (2) | | | ICICI Lombard General Insurance Co. Ltd. | | | | | 284,359 | | | | | | 0.1 | | |
29,308 (2) | | | ICICI Prudential Life Insurance Co. Ltd. | | | | | 165,688 | | | | | | 0.0 | | |
303,249 | | | Infosys Ltd. | | | | | 2,947,796 | | | | | | 0.6 | | |
7,519 (2) | | | InterGlobe Aviation Ltd. | | | | | 98,164 | | | | | | 0.0 | | |
253,114 | | | Reliance Industries Ltd. | | | | | 5,757,437 | | | | | | 1.1 | | |
33,636 (2)(3) | | | SBI Life Insurance Co. Ltd. | | | | | 359,132 | | | | | | 0.1 | | |
79,771 | | | Tata Consultancy Services Ltd. | | | | | 2,195,898 | | | | | | 0.4 | | |
3,848,065 (1) | | | Other Securities | | | | | 19,166,453 | | | | | | 3.6 | | |
| | | | | | | | 41,299,620 | | | | | | 7.8 | | |
Voya Emerging Markets | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Indonesia: 1.4% | | ||||||||||||
881,800 | | | Bank Central Asia Tbk PT | | | | $ | 1,764,307 | | | | | | 0.3 | | |
24,204,200 (1) | | | Other Securities | | | | | 5,787,548 | | | | | | 1.1 | | |
| | | | | | | | 7,551,855 | | | | | | 1.4 | | |
| | | Malaysia: 1.7% | | ||||||||||||
6,035,396 | | | Other Securities | | | | | 9,012,941 | | | | | | 1.7 | | |
| | | | | | | | | | | | | | | | |
| | | Mexico: 1.8% | | ||||||||||||
3,008,900 | | | America Movil SAB de CV | | | | | 1,933,540 | | | | | | 0.4 | | |
4,178,987 (1) | | | Other Securities | | | | | 7,298,156 | | | | | | 1.4 | | |
| | | | | | | | 9,231,696 | | | | | | 1.8 | | |
| | | Pakistan: 0.0% | | ||||||||||||
153,300 | | | Other Securities | | | | | 108,845 | | | | | | 0.0 | | |
| | | | | | | | | | | | | | | | |
| | | Peru: 0.2% | | ||||||||||||
24,981 | | | Other Securities | | | | | 1,009,877 | | | | | | 0.2 | | |
| | | | | | | | | | | | | | | | |
| | | Philippines: 0.8% | | ||||||||||||
3,548 (3)(5)(6) | | | Altus San Nicolas Corp. | | | | | — | | | | | | — | | |
5,419,663 | | | Other Securities | | | | | 4,309,845 | | | | | | 0.8 | | |
| | | | | | | | 4,309,845 | | | | | | 0.8 | | |
| | | Poland: 0.7% | | ||||||||||||
4,251 (2)(3) | | | Dino Polska SA | | | | | 216,538 | | | | | | 0.0 | | |
495,843 (1) | | | Other Securities | | | | | 3,446,450 | | | | | | 0.7 | | |
| | | | | | | | 3,662,988 | | | | | | 0.7 | | |
| | | Qatar: 0.8% | | ||||||||||||
47,987 | | | Qatar Electricity & Water Co. QSC | | | | | 208,844 | | | | | | 0.0 | | |
42,950 | | | Qatar Fuel QSC | | | | | 190,659 | | | | | | 0.0 | | |
58,543 | | | Qatar International Islamic Bank QSC | | | | | 130,822 | | | | | | 0.0 | | |
105,458 | | | Qatar Islamic Bank SAQ | | | | | 457,165 | | | | | | 0.1 | | |
401,049 | | | Qatar National Bank QPSC | | | | | 1,922,934 | | | | | | 0.4 | | |
1,260,626 | | | Other Securities | | | | | 1,316,523 | | | | | | 0.3 | | |
| | | | | | | | 4,226,947 | | | | | | 0.8 | | |
| | | Romania: 0.1% | | ||||||||||||
34,127 | | | Other Securities | | | | | 175,078 | | | | | | 0.1 | | |
| | | | | | | | | | | | | | | | |
| | | Russia: 3.1% | | ||||||||||||
1,050,523 | | | Gazprom PJSC | | | | | 2,866,479 | | | | | | 0.6 | | |
36,922 | | | Lukoil PJSC | | | | | 2,753,148 | | | | | | 0.5 | | |
954,712 | | | Sberbank of Russia PJSC | | | | | 2,729,460 | | | | | | 0.5 | | |
283,886,388 | | | Other Securities | | | | | 7,996,290 | | | | | | 1.5 | | |
| | | | | | | | 16,345,377 | | | | | | 3.1 | | |
| | | Saudi Arabia: 2.6% | | ||||||||||||
109,628 | | | Al Rajhi Bank | | | | | 1,657,623 | | | | | | 0.3 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Saudi Arabia (continued) | | ||||||||||||
100,385 (2) | | | Saudi Arabian Oil Co. | | | | $ | 871,420 | | | | | | 0.2 | | |
80,554 | | | Saudi Basic Industries Corp. | | | | | 1,897,096 | | | | | | 0.4 | | |
1,206,423 (1) | | | Other Securities | | | | | 9,271,380 | | | | | | 1.7 | | |
| | | | | | | | 13,697,519 | | | | | | 2.6 | | |
| | | Singapore: 0.0% | | ||||||||||||
17,100 (2) | | | BOC Aviation Ltd. | | | | | 110,082 | | | | | | 0.0 | | |
| | | | | | | | | | | | | | | | |
| | | South Africa: 3.7% | | ||||||||||||
39,410 | | | Naspers Ltd. | | | | | 7,242,785 | | | | | | 1.4 | | |
2,974,045 (1)(7) | | | Other Securities | | | | | 12,060,733 | | | | | | 2.3 | | |
| | | | | | | | 19,303,518 | | | | | | 3.7 | | |
| | | South Korea: 10.8% | | ||||||||||||
1,444 (3) | | | Celltrion Pharm, Inc. | | | | | 153,735 | | | | | | 0.0 | | |
8,399 (3) | | | Celltrion, Inc. | | | | | 2,149,622 | | | | | | 0.4 | | |
1,032 | | | Hyundai Department Store Co. Ltd. | | | | | 48,560 | | | | | | 0.0 | | |
6,686 | | | Hyundai Engineering & Construction Co. Ltd. | | | | | 185,210 | | | | | | 0.0 | | |
1,573 | | | Hyundai Glovis Co., Ltd. | | | | | 133,734 | | | | | | 0.0 | | |
841 | | | Hyundai Heavy Industries Holdings Co., Ltd. | | | | | 173,566 | | | | | | 0.0 | | |
5,364 | | | Hyundai Marine & Fire Insurance Co., Ltd. | | | | | 102,970 | | | | | | 0.0 | | |
6,117 | | | Hyundai Mobis Co. Ltd. | | | | | 981,896 | | | | | | 0.2 | | |
13,883 | | | Hyundai Motor Co. | | | | | 1,140,397 | | | | | | 0.2 | | |
6,637 | | | Hyundai Steel Co. | | | | | 114,781 | | | | | | 0.0 | | |
4,157 | | | LG Chem Ltd. | | | | | 1,715,507 | | | | | | 0.3 | | |
8,610 | | | LG Corp. | | | | | 513,855 | | | | | | 0.1 | | |
20,991 (3) | | | LG Display Co., Ltd. | | | | | 200,974 | | | | | | 0.1 | | |
9,813 | | | LG Electronics, Inc. | | | | | 520,047 | | | | | | 0.1 | | |
865 | | | LG Household & Health Care Ltd. | | | | | 969,500 | | | | | | 0.2 | | |
1,248 | | | LG Innotek Co. Ltd. | | | | | 183,025 | | | | | | 0.0 | | |
18,805 | | | LG Uplus Corp. | | | | | 192,172 | | | | | | 0.0 | | |
10,938 | | | NAVER Corp. | | | | | 2,460,867 | | | | | | 0.5 | | |
1,837 (2)(3) | | | Netmarble Corp. | | | | | 153,970 | | | | | | 0.0 | | |
1,473 (2)(3) | | | Samsung Biologics Co. Ltd. | | | | | 955,620 | | | | | | 0.2 | | |
7,740 | | | Samsung C&T Corp. | | | | | 752,924 | | | | | | 0.2 | | |
2,025 | | | Samsung Card Co. | | | | | 46,281 | | | | | | 0.0 | | |
5,176 | | | Samsung Electro-Mechanics Co. Ltd. | | | | | 561,545 | | | | | | 0.1 | | |
422,849 | | | Samsung Electronics Co., Ltd. | | | | | 18,718,524 | | | | | | 3.6 | | |
12,800 (3) | | | Samsung Engineering Co. Ltd. | | | | | 131,920 | | | | | | 0.0 | | |
2,820 | | | Samsung Fire & Marine Insurance Co. Ltd. | | | | | 414,609 | | | | | | 0.1 | | |
Voya Emerging Markets | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | South Korea (continued) | | ||||||||||||
38,642 (3) | | | Samsung Heavy Industries Co., Ltd. | | | | $ | 193,481 | | | | | | 0.0 | | |
6,021 | | | Samsung Life Insurance Co. Ltd. | | | | | 226,379 | | | | | | 0.1 | | |
4,914 | | | Samsung SDI Co., Ltd. | | | | | 1,502,513 | | | | | | 0.3 | | |
3,128 | | | Samsung SDS Co. Ltd. | | | | | 442,446 | | | | | | 0.1 | | |
5,056 | | | Samsung Securities Co. Ltd. | | | | | 111,775 | | | | | | 0.0 | | |
48,512 | | | SK Hynix, Inc. | | | | | 3,463,685 | | | | | | 0.7 | | |
543,682 (1) | | | Other Securities | | | | | 17,231,970 | | | | | | 3.3 | | |
| | | | | | | | 56,848,060 | | | | | | 10.8 | | |
| | | Taiwan: 11.9% | | ||||||||||||
1,105,170 | | | HON HAI Precision Industry Co., Ltd. | | | | | 3,244,951 | | | | | | 0.6 | | |
133,820 | | | MediaTek, Inc. | | | | | 2,645,705 | | | | | | 0.5 | | |
2,179,000 | | | Taiwan Semiconductor Manufacturing Co., Ltd. | | | | | 23,270,675 | | | | | | 4.4 | | |
25,565,540 (1) | | | Other Securities | | | | | 33,890,471 | | | | | | 6.4 | | |
| | | | | | | | 63,051,802 | | | | | | 11.9 | | |
| | | Thailand: 2.2% | | ||||||||||||
156,400 (2)(3) | | | Central Retail Corp. PCL | | | | | 167,588 | | | | | | 0.0 | | |
127,500 | | | PTT Exploration & Production PCL | | | | | 383,288 | | | | | | 0.1 | | |
206,000 | | | PTT Global Chemical PCL (Foreign) | | | | | 311,162 | | | | | | 0.1 | | |
1,034,500 | | | PTT PCL (Foreign) | | | | | 1,276,983 | | | | | | 0.2 | | |
12,381,418 (1)(7) | | | Other Securities | | | | | 9,646,498 | | | | | | 1.8 | | |
| | | | | | | | 11,785,519 | | | | | | 2.2 | | |
| | | Turkey: 0.4% | | ||||||||||||
1,290,976 (1) | | | Other Securities | | | | | 2,275,144 | | | | | | 0.4 | | |
| | | | | | | | | | | | | | | | |
| | | United Arab Emirates: 0.5% | | ||||||||||||
1,813,897 (1) | | | Other Securities | | | | | 2,742,287 | | | | | | 0.5 | | |
| | | Total Common Stock (Cost $495,978,781) | | | | | 504,286,219 | | | | | | 95.4 | | |
PREFERRED STOCK: 2.1% | | |||||||||||||||
| | | Brazil: 1.4% | | ||||||||||||
399,335 | | | Banco Bradesco SA | | | | | 1,538,418 | | | | | | 0.3 | | |
431,025 | | | Itau Unibanco Holding S.A. | | | | | 2,036,988 | | | | | | 0.4 | | |
422,100 | | | Petroleo Brasileiro SA | | | | | 1,690,542 | | | | | | 0.3 | | |
732,844 (1) | | | Other Securities | | | | | 2,210,420 | | | | | | 0.4 | | |
| | | | | | | | 7,476,368 | | | | | | 1.4 | | |
| | | Chile: 0.1% | | ||||||||||||
44,844 | | | Other Securities | | | | | 354,457 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
PREFERRED STOCK (continued) | | |||||||||||||||
| | | Russia: 0.0% | | ||||||||||||
610,123 | | | Other Securities | | | | $ | 300,934 | | | | | | 0.0 | | |
| | | | | | | | | | | | |||||
| | | South Korea: 0.6% | | ||||||||||||
568 | | | LG Chem Ltd. | | | | | 119,499 | | | | | | 0.0 | | |
140 | | | LG Household & Health Care Ltd. | | | | | 84,813 | | | | | | 0.0 | | |
72,553 | | | Samsung Electronics Co., Ltd. | | | | | 2,826,252 | | | | | | 0.5 | | |
5,011 | | | Other Securities | | | | | 247,566 | | | | | | 0.1 | | |
| | | | | | | | 3,278,130 | | | | | | 0.6 | | |
| | | Total Preferred Stock (Cost $14,820,391) | | | | | 11,409,889 | | | | | | 2.1 | | |
RIGHTS: 0.0% | | |||||||||||||||
| | | China: —% | | ||||||||||||
3,223 (1)(8) | | | Other Securities | | | | | — | | | | | | — | | |
| | | | | | | | | | | | | | | | |
| | | South Korea: 0.0% | | ||||||||||||
3,041 (1) | | | Other Securities | | | | | 4,361 | | | | | | 0.0 | | |
| | | | | | | | | | | | | | | | |
| | | Thailand: 0.0% | | ||||||||||||
29,792 (1) | | | Other Securities | | | | | 2,024 | | | | | | 0.0 | | |
| | | Total Rights (Cost $19,442) | | | | | 6,385 | | | | | | 0.0 | | |
| | | Total Long-Term Investments (Cost $510,818,614) | | | | | 515,702,493 | | | | | | 97.5 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 2.8% | | |||||||||||||||
| | | Repurchase Agreements: 1.1% | | ||||||||||||
381,149 (9) | | | Barclays Capital, Inc., Repurchase Agreement dated 06/30/20, 0.07%, due 07/01/20 (Repurchase Amount $381,150, collateralized by various U.S. Government Securities, 0.000%-2.500%, Market Value plus accrued interest $388,772, due 02/15/26-05/15/47) | | | | | 381,149 | | | | | | 0.1 | | |
Voya Emerging Markets | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
1,285,600 (9) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/20, 0.10%, due 07/01/20 (Repurchase Amount $1,285,604, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $1,311,312, due 08/01/20-02/20/70) | | | | $ | 1,285,600 | | | | | | 0.2 | | |
1,285,628 (9) | | | Citigroup, Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,285,631, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $1,311,341, due 07/31/21-05/20/70) | | | | | 1,285,628 | | | | | | 0.2 | | |
1,285,628 (9) | | | MUFG Securities America Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,285,631, collateralized by various U.S. Government Agency Obligations, 2.500%-8.000%, Market Value plus accrued interest $1,311,341, due 08/01/23-07/01/50) | | | | | 1,285,628 | | | | | | 0.3 | | |
1,285,628 (9) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,285,631, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $1,311,341, due 07/31/20-07/01/50) | | | | | 1,285,628 | | | | | | 0.3 | | |
| | | Total Repurchase Agreements (Cost $5,523,633) | | | | | 5,523,633 | | | | | | 1.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds: 1.7% | | ||||||||||||
9,076,000(10) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.150% (Cost $9,076,000) | | | | | 9,076,000 | | | | | | 1.7 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Total Short-Term Investments (Cost $14,599,633) | | | | $ | 14,599,633 | | | | | | 2.8 | | |
| | | Total Investments in Securities (Cost $525,418,247) | | | | $ | 530,302,126 | | | | | | 100.3 | | |
| | | Liabilities in Excess of Other Assets | | | | | (1,702,907) | | | �� | | | (0.3) | | |
| | | Net Assets | | | | $ | 528,599,219 | | | | | | 100.0 | | |
|
Sector Diversification | | | Percentage of Net Assets | | |||
Financials | | | | | 18.7% | | |
Consumer Discretionary | | | | | 16.9 | | |
Information Technology | | | | | 16.5 | | |
Communication Services | | | | | 13.2 | | |
Materials | | | | | 6.7 | | |
Consumer Staples | | | | | 6.3 | | |
Energy | | | | | 5.8 | | |
Industrials | | | | | 4.5 | | |
Health Care | | | | | 4.2 | | |
Real Estate | | | | | 2.5 | | |
Utilities | | | | | 2.2 | | |
Rights | | | | | 0.0 | | |
Financial | | | | | 0.0 | | |
Short-Term Investments | | | | | 2.8 | | |
Liabilities in Excess of Other Assets | | | | | (0.3) | | |
Net Assets | | | | | 100.0% | | |
|
Voya Emerging Markets | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2020 (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, 2020 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Argentina | | | | $ | 655,909 | | | | | $ | — | | | | | $ | — | | | | | $ | 655,909 | | |
Brazil | | | | | 19,415,033 | | | | | | — | | | | | | — | | | | | | 19,415,033 | | |
Chile | | | | | 2,659,884 | | | | | | — | | | | | | — | | | | | | 2,659,884 | | |
China | | | | | 63,645,163 | | | | | | 147,125,396 | | | | | | — | | | | | | 210,770,559 | | |
Colombia | | | | | 946,810 | | | | | | — | | | | | | — | | | | | | 946,810 | | |
Czech Republic | | | | | — | | | | | | 591,837 | | | | | | — | | | | | | 591,837 | | |
Egypt | | | | | — | | | | | | 612,358 | | | | | | — | | | | | | 612,358 | | |
Greece | | | | | 168,632 | | | | | | 528,539 | | | | | | — | | | | | | 697,171 | | |
Hungary | | | | | — | | | | | | 1,187,658 | | | | | | — | | | | | | 1,187,658 | | |
India | | | | | — | | | | | | 41,299,620 | | | | | | — | | | | | | 41,299,620 | | |
Indonesia | | | | | — | | | | | | 7,551,855 | | | | | | — | | | | | | 7,551,855 | | |
Malaysia | | | | | — | | | | | | 9,012,941 | | | | | | — | | | | | | 9,012,941 | | |
Mexico | | | | | 9,231,696 | | | | | | — | | | | | | — | | | | | | 9,231,696 | | |
Pakistan | | | | | 33,290 | | | | | | 75,555 | | | | | | — | | | | | | 108,845 | | |
Peru | | | | | 1,009,877 | | | | | | — | | | | | | — | | | | | | 1,009,877 | | |
Philippines | | | | | — | | | | | | 4,309,845 | | | | | | — | | | | | | 4,309,845 | | |
Poland | | | | | — | | | | | | 3,662,988 | | | | | | — | | | | | | 3,662,988 | | |
Qatar | | | | | — | | | | | | 4,226,947 | | | | | | — | | | | | | 4,226,947 | | |
Romania | | | | | — | | | | | | 175,078 | | | | | | — | | | | | | 175,078 | | |
Russia | | | | | 376,560 | | | | | | 15,968,817 | | | | | | — | | | | | | 16,345,377 | | |
Saudi Arabia | | | | | 135,352 | | | | | | 13,562,167 | | | | | | — | | | | | | 13,697,519 | | |
Singapore | | | | | — | | | | | | 110,082 | | | | | | — | | | | | | 110,082 | | |
South Africa | | | | | 1,080,320 | | | | | | 18,223,198 | | | | | | — | | | | | | 19,303,518 | | |
South Korea | | | | | — | | | | | | 56,848,060 | | | | | | — | | | | | | 56,848,060 | | |
Taiwan | | | | | — | | | | | | 63,051,802 | | | | | | — | | | | | | 63,051,802 | | |
Thailand | | | | | — | | | | | | 11,785,519 | | | | | | — | | | | | | 11,785,519 | | |
Turkey | | | | | 407,823 | | | | | | 1,867,321 | | | | | | — | | | | | | 2,275,144 | | |
United Arab Emirates | | | | | — | | | | | | 2,742,287 | | | | | | — | | | | | | 2,742,287 | | |
Total Common Stock | | | | | 99,766,349 | | | | | | 404,519,870 | | | | | | — | | | | | | 504,286,219 | | |
Preferred Stock | | | | | 7,830,825 | | | | | | 3,579,064 | | | | | | — | | | | | | 11,409,889 | | |
Rights | | | | | 4,361 | | | | | | 2,024 | | | | | | — | | | | | | 6,385 | | |
Short-Term Investments | | | | | 9,076,000 | | | | | | 5,523,633 | | | | | | — | | | | | | 14,599,633 | | |
Total Investments, at fair value | | | | $ | 116,677,535 | | | | | $ | 413,624,591 | | | | | $ | — | | | | | $ | 530,302,126 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 164,625 | | | | | | — | | | | | | — | | | | | | 164,625 | | |
Total Assets | | | | $ | 116,842,160 | | | | | $ | 413,624,591 | | | | | $ | — | | | | | $ | 530,466,751 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | $ | — | | | | | $ | (368) | | | | | $ | — | | | | | $ | (368) | | |
Total Liabilities | | | | $ | — | | | | | $ | (368) | | | | | $ | — | | | | | $ | (368) | | |
Voya Emerging Markets | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Security | | | Acquisition Date | | | Acquisition Cost | | | Fair Value | | |||||||||
Altus San Nicolas Corp. | | | | | 8/13/2019 | | | | | $ | 351 | | | | | $ | — | | |
Hanergy Mobile Energy Holding Group Co Ltd. | | | | | 6/11/2019 | | | | | | 951,967 | | | | | | — | | |
| | | | | | | | | | $ | 52,318 | | | | | $ | — | | |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | |||||||||
USD 71,567 | | | | | EGP1,161,037 | | | | The Bank of New York Mellon | | | | | 07/06/20 | | | | | $ | (368) | | |
| | | | | | | | | | | | | | | | | | | $ | (368) | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
Mini MSCI Emerging Markets Index | | | | | 260 | | | | | | 09/18/20 | | | | | $ | 12,814,100 | | | | | $ | 164,625 | | |
| | | | | | | | | | | | | | | | $ | 12,814,100 | | | | | $ | 164,625 | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 164,625 | | |
Total Asset Derivatives | | | | | | | $ | 164,625 | | |
Liability Derivatives | | | | |||||||
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 368 | | |
Total Liabiity Derivatives | | | | | | | $ | 368 | | |
Voya Emerging Markets | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | (97,599) | | | | | $ | — | | | | | $ | (97,599) | | |
Equity contracts | | | | | — | | | | | | 1,795,164 | | | | | | 1,795,164 | | |
Total | | | | $ | (97,599) | | | | | $ | 1,795,164 | | | | | $ | 1,697,565 | | |
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | (368) | | | | | $ | — | | | | | $ | (368) | | |
Equity contracts | | | | | — | | | | | | (84,246) | | | | | | (84,246) | | |
Total | | | | $ | (368) | | | | | $ | (84,246) | | | | | $ | (84,614) | | |
| | | The Bank of New York Mellon | | |||
Liabilities: | | | |||||
Forward foreign currency contracts | | | | $ | 368 | | |
Total Liabilities | | | | $ | 368 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (368) | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | |
Net Exposure(1) | | | | $ | (368) | | |
| Cost for federal income tax purposes was $555,057,931. | | | |||||
| Net unrealized depreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 76,121,694 | | |
| Gross Unrealized Depreciation | | | | | (99,387,765) | | |
| Net Unrealized Depreciation | | | | $ | (23,266,071) | | |
Voya International Index Portfolio | as of June 30, 2020 (Unaudited) |
| Geographic Diversification as of June 30, 2020 (as a percentage of net assets) | | |||
| | | | | |
| Japan | | | 24.6% | |
| United Kingdom | | | 12.5% | |
| Switzerland | | | 10.3% | |
| France | | | 10.1% | |
| Germany | | | 8.9% | |
| Australia | | | 6.8% | |
| Netherlands | | | 5.5% | |
| Hong Kong | | | 3.0% | |
| Sweden | | | 2.8% | |
| Spain | | | 2.3% | |
| Countries between 0.0% – 2.3%^ | | | 10.3% | |
| Assets in Excess of Other Liabilities* | | | 2.9% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| ^ Includes 15 countries, which each represents 0.0% – 2.3% of net assets. | | |||
| Portfolio holdings are subject to change daily. | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 96.6% | | |||||||||||||||
| | | Australia: 6.8% | | ||||||||||||
460,586 (1) | | | BHP Group Ltd. | | | | $ | 11,467,585 | | | | | | 0.5 | | |
330,224 | | | BHP Group PLC | | | | | 6,757,373 | | | | | | 0.3 | | |
276,778 | | | Commonwealth Bank of Australia | | | | | 13,366,771 | | | | | | 0.6 | | |
70,965 | | | CSL Ltd. | | | | | 14,114,111 | | | | | | 0.7 | | |
58,040 | | | Rio Tinto Ltd. | | | | | 3,974,195 | | | | | | 0.2 | | |
564,689 | | | Westpac Banking Corp. | | | | | 7,077,445 | | | | | | 0.3 | | |
13,758,728 (2)(3)(4) | | | Other Securities | | | | | 88,079,033 | | | | | | 4.2 | | |
| | | | | | | | 144,836,513 | | | | | | 6.8 | | |
| | | Austria: 0.2% | | ||||||||||||
130,023 (2)(3) | | | Other Securities | | | | | 3,507,239 | | | | | | 0.2 | | |
| | | | | | | | | | | | | | | | |
| | | Belgium: 0.9% | | ||||||||||||
320,316 (2)(3) | | | Other Securities | | | | | 19,058,340 | | | | | | 0.9 | | |
| | | | | | | | | | | | | | | | |
| | | China: 0.2% | | ||||||||||||
269,200 (5) | | | Budweiser Brewing Co. APAC Ltd. | | | | | 788,065 | | | | | | 0.0 | | |
584,450 (2)(3) | | | Other Securities | | | | | 2,988,647 | | | | | | 0.2 | | |
| | | | | | | | 3,776,712 | | | | | | 0.2 | | |
| | | Denmark: 2.3% | | ||||||||||||
276,652 | | | Novo Nordisk A/S | | | | | 18,023,251 | | | | | | 0.8 | | |
29,577 (5) | | | Orsted A/S | | | | | 3,413,228 | | | | | | 0.2 | | |
377,118 (2)(3) | | | Other Securities | | | | | 26,768,921 | | | | | | 1.3 | | |
| | | | | | | | 48,205,400 | | | | | | 2.3 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Finland: 1.1% | | ||||||||||||
1,951,862 (2)(3) | | | Other Securities | | | | $ | 24,275,196 | | | | | | 1.1 | | |
| | | | | | | | | | | | | | | | |
| | | France: 10.1% | | ||||||||||||
73,970 | | | Air Liquide SA | | | | | 10,695,038 | | | | | | 0.5 | | |
9,483 (5)(6) | | | Amundi SA | | | | | 745,488 | | | | | | 0.0 | | |
13,438 (5) | | | La Francaise des Jeux SAEM | | | | | 415,342 | | | | | | 0.0 | | |
39,268 (6) | | | L’Oreal S.A. | | | | | 12,673,558 | | | | | | 0.6 | | |
43,429 | | | LVMH Moet Hennessy Louis Vuitton SE | | | | | 19,173,606 | | | | | | 0.9 | | |
176,436 | | | Sanofi | | | | | 17,993,683 | | | | | | 0.8 | | |
86,444 | | | Schneider Electric SE | | | | | 9,615,702 | | | | | | 0.5 | | |
386,465 (1) | | | Total SA | | | | | 14,901,410 | | | | | | 0.7 | | |
80,564 | | | Vinci SA | | | | | 7,470,124 | | | | | | 0.4 | | |
21,438 (5)(6) | | | Worldline SA/France | | | | | 1,869,159 | | | | | | 0.1 | | |
3,373,502 (2)(3) | | | Other Securities | | | | | 118,234,220 | | | | | | 5.6 | | |
| | | | | | | | 213,787,330 | | | | | | 10.1 | | |
| | | Germany: 8.4% | | ||||||||||||
29,768 (6) | | | Adidas AG | | | | | 7,848,349 | | | | | | 0.4 | | |
65,225 | | | Allianz SE | | | | | 13,328,174 | | | | | | 0.6 | | |
143,605 | | | BASF SE | | | | | 8,066,159 | | | | | | 0.4 | | |
153,603 | | | Bayer AG | | | | | 11,385,546 | | | | | | 0.5 | | |
27,182 (5)(6) | | | Covestro AG | | | | | 1,035,310 | | | | | | 0.0 | | |
20,014 (5)(6) | | | Delivery Hero SE | | | | | 2,056,775 | | | | | | 0.1 | | |
521,120 | | | Deutsche Telekom AG | | | | | 8,743,955 | | | | | | 0.4 | | |
163,266 | | | SAP SE | | | | | 22,822,764 | | | | | | 1.1 | | |
16,823 (5) | | | Scout24 AG | | | | | 1,301,552 | | | | | | 0.1 | | |
119,608 | | | Siemens AG | | | | | 14,106,166 | | | | | | 0.7 | | |
23,453 (5) | | | Siemens Healthineers AG | | | | | 1,127,337 | | | | | | 0.0 | | |
23,720 (5)(6) | | | Zalando SE | | | | | 1,682,702 | | | | | | 0.1 | | |
2,562,980 (2)(3) | | | Other Securities | | | | | 83,777,981 | | | | | | 4.0 | | |
| | | | | | | | 177,282,770 | | | | | | 8.4 | | |
| | | Hong Kong: 3.0% | | ||||||||||||
1,890,099 | | | AIA Group Ltd. | | | | | 17,686,800 | | | | | | 0.8 | | |
187,288 | | | Hong Kong Exchanges and Clearing Ltd. | | | | | 7,976,920 | | | | | | 0.4 | | |
1,496,500 (5) | | | WH Group Ltd. | | | | | 1,293,267 | | | | | | 0.1 | | |
8,628,682 (2) | | | Other Securities | | | | | 35,681,393 | | | | | | 1.7 | | |
| | | | | | | | 62,638,380 | | | | | | 3.0 | | |
| | | Ireland: 0.7% | | ||||||||||||
254,926 (3) | | | Other Securities | | | | | 13,761,339 | | | | | | 0.7 | | |
| | | | | | | | | | | | | | | | |
| | | Israel: 0.6% | | ||||||||||||
944,352 (3) | | | Other Securities | | | | | 12,913,041 | | | | | | 0.6 | | |
| | | | | | | | | | | | | | | | |
| | | Italy: 2.0% | | ||||||||||||
1,271,653 | | | Enel S.p.A. | | | | | 10,997,770 | | | | | | 0.5 | | |
37,524 (5) | | | Infrastrutture Wireless Italiane SpA | | | | | 376,675 | | | | | | 0.0 | | |
Voya International Index Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Italy (continued) | | ||||||||||||
58,892 (5)(6) | | | Nexi SpA | | | | $ | 1,021,214 | | | | | | 0.1 | | |
62,540 (5)(6) | | | Pirelli & C SpA | | | | | 266,065 | | | | | | 0.0 | | |
81,684 (5) | | | Poste Italiane SpA | | | | | 713,526 | | | | | | 0.0 | | |
6,548,487 (2)(3) | | | Other Securities | | | | | 29,331,402 | | | | | | 1.4 | | |
| | | | | | | | 42,706,652 | | | | | | 2.0 | | |
| | | Japan: 24.6% | | ||||||||||||
88,693 | | | Daiichi Sankyo Co., Ltd. | | | | | 7,254,343 | | | | | | 0.3 | | |
257,801 | | | KDDI Corp. | | | | | 7,692,046 | | | | | | 0.4 | | |
28,488 | | | Keyence Corp. | | | | | 11,938,225 | | | | | | 0.6 | | |
200,148 | | | Mitsubishi Chemical Holdings Corp. | | | | | 1,167,197 | | | | | | 0.0 | | |
211,293 | | | Mitsubishi Corp. | | | | | 4,464,986 | | | | | | 0.2 | | |
285,361 | | | Mitsubishi Electric Corp. | | | | | 3,727,177 | | | | | | 0.2 | | |
184,927 | | | Mitsubishi Estate Co., Ltd. | | | | | 2,755,748 | | | | | | 0.1 | | |
24,739 | | | Mitsubishi Gas Chemical Co., Inc. | | | | | 376,266 | | | | | | 0.0 | | |
50,119 | | | Mitsubishi Heavy Industries Ltd. | | | | | 1,183,315 | | | | | | 0.1 | | |
17,451 | | | Mitsubishi Materials Corp. | | | | | 368,486 | | | | | | 0.0 | | |
104,815 | | | Mitsubishi Motors Corp. | | | | | 259,776 | | | | | | 0.0 | | |
1,911,206 | | | Mitsubishi UFJ Financial Group, Inc. | | | | | 7,521,599 | | | | | | 0.3 | | |
63,076 | | | Mitsubishi UFJ Lease & Finance Co., Ltd. | | | | | 300,989 | | | | | | 0.0 | | |
17,494 | | | Nintendo Co., Ltd. | | | | | 7,821,023 | | | | | | 0.4 | | |
299,400 (1) | | | Softbank Corp. | | | | | 3,816,223 | | | | | | 0.2 | | |
245,092 | | | SoftBank Group Corp. | | | | | 12,359,419 | | | | | | 0.6 | | |
199,070 | | | Sony Corp. | | | | | 13,741,838 | | | | | | 0.6 | | |
203,951 | | | Sumitomo Mitsui Financial Group, Inc. | | | | | 5,755,865 | | | | | | 0.3 | | |
52,785 | | | Sumitomo Mitsui Trust Holdings, Inc. | | | | | 1,487,501 | | | | | | 0.1 | | |
246,422 | | | Takeda Pharmaceutical Co., Ltd. | | | | | 8,853,442 | | | | | | 0.4 | | |
22,905 | | | Toyota Industries Corp. | | | | | 1,217,462 | | | | | | 0.1 | | |
331,658 | | | Toyota Motor Corp. | | | | | 20,856,011 | | | | | | 1.0 | | |
33,254 | | | Toyota Tsusho Corp. | | | | | 848,021 | | | | | | 0.0 | | |
21,284,876 (2)(3) | | | Other Securities | | | | | 396,571,362 | | | | | | 18.7 | | |
| | | | | | | | 522,338,320 | | | | | | 24.6 | | |
| | | Luxembourg: 0.0% | | ||||||||||||
73,831 | | | Other Securities | | | | | 479,797 | | | | | | 0.0 | | |
| | | | | | | | | | | | | | | | |
| | | Macau: 0.2% | | ||||||||||||
1,272,405 | | | Other Securities | | | | | 4,590,919 | | | | | | 0.2 | | |
| | | | | | | | | | | | | | | | |
| | | Netherlands: 5.5% | | ||||||||||||
66,136 (5) | | | ABN AMRO Bank NV | | | | | 569,141 | | | | | | 0.0 | | |
2,823 (5)(6) | | | Adyen NV | | | | | 4,108,840 | | | | | | 0.2 | | |
66,552 | | | ASML Holding NV | | | | | 24,345,481 | | | | | | 1.2 | | |
18,975 (1)(5)(6) | | | Just Eat Takeaway.com NV | | | | | 1,983,353 | | | | | | 0.1 | | |
172,099 | | | Koninklijke Ahold Delhaize NV | | | | | 4,690,375 | | | | | | 0.2 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Netherlands (continued) | | ||||||||||||
26,948 | | | Koninklijke DSM NV | | | | $ | 3,740,849 | | | | | | 0.2 | | |
558,550 | | | Koninklijke KPN NV | | | | | 1,485,689 | | | | | | 0.1 | | |
140,205 (1)(6) | | | Koninklijke Philips NV | | | | | 6,540,212 | | | | | | 0.3 | | |
10,993 | | | Koninklijke Vopak NV | | | | | 581,465 | | | | | | 0.0 | | |
76,205 (6) | | | Prosus NV | | | | | 7,083,860 | | | | | | 0.3 | | |
643,529 | | | Royal Dutch Shell PLC - Class A | | | | | 10,303,677 | | | | | | 0.5 | | |
582,262 | | | Royal Dutch Shell PLC - Class B | | | | | 8,827,234 | | | | | | 0.4 | | |
228,384 | | | Unilever NV | | | | | 12,176,868 | | | | | | 0.6 | | |
1,460,673 (2)(3) | | | Other Securities | | | | | 30,095,720 | | | | | | 1.4 | | |
| | | | | | | | 116,532,764 | | | | | | 5.5 | | |
| | | New Zealand: 0.3% | | ||||||||||||
1,051,506 (3) | | | Other Securities | | | | | 6,712,912 | | | | | | 0.3 | | |
| | | | | | | | | | | | | | | | |
| | | Norway: 0.5% | | ||||||||||||
888,314 (2)(3) | | | Other Securities | | | | | 10,713,585 | | | | | | 0.5 | | |
| | | | | | | | | | | | | | | | |
| | | Portugal: 0.2% | | ||||||||||||
517,919 | | | Other Securities | | | | | 3,508,042 | | | | | | 0.2 | | |
| | | | | | | | | | | | | | | | |
| | | Singapore: 1.1% | | ||||||||||||
7,682,743 (2)(3) | | | Other Securities | | | | | 23,045,304 | | | | | | 1.1 | | |
| | | | | | | | | | | | | | | | |
| | | Spain: 2.3% | | ||||||||||||
10,554 (5)(6) | | | Aena SME SA | | | | | 1,411,503 | | | | | | 0.1 | | |
39,160 (5) | | | Cellnex Telecom SA | | | | | 2,391,793 | | | | | | 0.1 | | |
908,120 | | | Iberdrola S.A. - IBEE | | | | | 10,601,964 | | | | | | 0.5 | | |
37,274 (6) | | | Siemens Gamesa Renewable Energy SA | | | | | 663,659 | | | | | | 0.0 | | |
6,072,239 (2)(3)(4) | | | Other Securities | | | | | 34,495,026 | | | | | | 1.6 | | |
| | | | | | | | 49,563,945 | | | | | | 2.3 | | |
| | | Sweden: 2.8% | | ||||||||||||
19,878 (5) | | | Evolution Gaming Group AB | | | | | 1,180,666 | | | | | | 0.1 | | |
3,503,948 (2)(3) | | | Other Securities | | | | | 58,120,470 | | | | | | 2.7 | | |
| | | | | | | | 59,301,136 | | | | | | 2.8 | | |
| | | Switzerland: 10.3% | | ||||||||||||
465,299 | | | Nestle SA | | | | | 51,587,991 | | | | | | 2.4 | | |
335,883 | | | Novartis AG | | | | | 29,262,486 | | | | | | 1.4 | | |
109,846 | | | Roche Holding AG | | | | | 38,056,096 | | | | | | 1.8 | | |
23,391 | | | Zurich Insurance Group AG | | | | | 8,288,145 | | | | | | 0.4 | | |
3,474,895 (2)(3) | | | Other Securities | | | | | 91,398,128 | | | | | | 4.3 | | |
| | | | | | | | 218,592,846 | | | | | | 10.3 | | |
| | | United Arab Emirates: 0.0% | | ||||||||||||
19,351 | | | Other Securities | | | | | 6,870 | | | | | | 0.0 | | |
| | | | | | | | | | | | | | | | |
| | | United Kingdom: 12.5% | | ||||||||||||
205,161 | | | AstraZeneca PLC | | | | | 21,351,936 | | | | | | 1.0 | | |
151,048 (5) | | | Auto Trader Group PLC | | | | | 983,433 | | | | | | 0.0 | | |
3,166,611 | | | BP PLC | | | | | 12,131,384 | | | | | | 0.6 | | |
Voya International Index Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | United Kingdom (continued) | | ||||||||||||
358,651 | | | British American Tobacco PLC | | | | $ | 13,755,230 | | | | | | 0.7 | | |
365,383 | | | Diageo PLC | | | | | 12,144,324 | | | | | | 0.6 | | |
784,319 | | | GlaxoSmithKline PLC | | | | | 15,842,950 | | | | | | 0.7 | | |
3,176,054 | | | HSBC Holdings PLC | | | | | 14,760,946 | | | | | | 0.7 | | |
110,970 | | | Reckitt Benckiser Group PLC | | | | | 10,209,032 | | | | | | 0.5 | | |
175,374 | | | Rio Tinto PLC | | | | | 9,869,412 | | | | | | 0.5 | | |
182,700 | | | Unilever PLC | | | | | 9,855,001 | | | | | | 0.5 | | |
34,351,963 (2)(3) | | | Other Securities | | | | | 142,951,368 | | | | | | 6.7 | | |
| | | | | | | | 263,855,016 | | | | | | 12.5 | | |
| | | Total Common Stock (Cost $1,868,783,168) | | | | $ | 2,045,990,368 | | | | | | 96.6 | | |
PREFERRED STOCK: 0.5% | | |||||||||||||||
| | | Germany: 0.5% | | ||||||||||||
106,131 (3) | | | Other Securities | | | | | 11,099,848 | | | | | | 0.5 | | |
| | | Total Preferred Stock | | | | | | | | | | | | | |
| | | (Cost $10,856,101) | | | | | 11,099,848 | | | | | | 0.5 | | |
RIGHTS: 0.0% | | |||||||||||||||
| | | Spain: 0.0% | | ||||||||||||
1,059,232 (3) | | | Other Securities | | | | | 334,917 | | | | | | 0.0 | | |
| | | Total Rights (Cost $366,450) | | | | | 334,917 | | | | | | 0.0 | | |
| | | Total Long-Term Investments | | | | | | | | | | | | | |
| | | (Cost $1,880,005,719) | | | | | 2,057,425,133 | | | | | | 97.1 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 6.0% | | |||||||||||||||
| | | Floating Rate Notes: 0.0% | | ||||||||||||
575,000 (7) | | | Commonwealth Bank of Australia, 0.360%, 07/06/2020 (Cost $574,995) | | | | | 574,995 | | | | | | 0.0 | | |
| | | Repurchase Agreements: 3.7% | | ||||||||||||
2,666,742 (7) | | | Amherst Pierpoint Securities LLC, Repurchase Agreement dated 06/30/20, 0.14%, due 07/01/20 (Repurchase Amount $2,666,752, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $2,720,077, due 08/13/20-05/20/70) | | | | | 2,666,742 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
5,594,196 (7) | | | BNP Paribas S.A., Repurchase Agreement dated 06/30/20, 0.24%, due 07/01/20 (Repurchase Amount $5,594,233, collateralized by various U.S. Government Securities, 1.106%-6.500%, Market Value plus accrued interest $5,873,906, due 08/15/20-03/19/40) | | | | $ | 5,594,196 | | | | | | 0.3 | | |
15,977,167 (7) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/20, 0.10%, due 07/01/20 (Repurchase Amount $15,977,211, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $16,296,710, due 08/01/20-02/20/70) | | | | | 15,977,167 | | | | | | 0.8 | | |
3,135,767 (7) | | | CF Secured LLC, Repurchase Agreement dated 06/30/20, 0.10%, due 07/01/20 (Repurchase Amount $3,135,776, collateralized by various U.S. Government/U.S. Government Agency Obligations, 2.500%-5.500%, Market Value plus accrued interest $3,198,482, due 01/01/29-06/01/50) | | | | | 3,135,767 | | | | | | 0.1 | | |
6,734,161 (7) | | | Citadel Securities LLC, Repurchase Agreement dated 06/30/20, 0.15%, due 07/01/20 (Repurchase Amount $6,734,189, collateralized by various U.S. Government Securities, 0.000%-7.625%, Market Value plus accrued interest $6,868,873, due 07/31/20-11/15/49) | | | | | 6,734,161 | | | | | | 0.3 | | |
Voya International Index Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
19,395,077 (7) | | | Citigroup, Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $19,395,125, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $19,782,979, due 07/31/21-05/20/70) | | | | $ | 19,395,077 | | | | | | 0.9 | | |
3,460,861 (7) | | | Deutsche Bank Securities Inc., Repurchase Agreement dated 06/30/20, 0.07%, due 07/01/20 (Repurchase Amount $3,460,868, collateralized by various U.S. Government Securities, 0.500%, Market Value plus accrued interest $3,530,078, due 06/30/27) | | | | | 3,460,861 | | | | | | 0.2 | | |
4,105,109 (7) | | | Industrial & Comm. Bank of China, Repurchase Agreement dated 06/30/20, 0.11%, due 07/01/20 (Repurchase Amount $4,105,121, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $4,187,211, due 07/15/20-06/01/50) | | | | | 4,105,109 | | | | | | 0.2 | | |
16,063,602 (7) | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/20, 0.24%, due 07/01/ 20 (Repurchase Amount $16,063,708, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $16,422,109, due 01/15/22-02/15/47) | | | | | 16,063,602 | | | | | | 0.8 | | |
| | | Total Repurchase Agreements | | | | | | | | | | | | | |
| | | (Cost $77,132,682) | | | | | 77,132,682 | | | | | | 3.7 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds(7): 2.3% | | ||||||||||||
1,874,000 (7)(8) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.100% | | | | | 1,874,000 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds(7) (continued) | | ||||||||||||
46,407,000 (7)(8) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.150% | | | | $ | 46,407,000 | | | | | | 2.2 | | |
1,874,000 (7)(8) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.050% | | | | | 1,874,000 | | | | | | 0.1 | | |
| | | Total Mutual Funds (Cost $50,155,000) | | | | | 50,155,000 | | | | | | 2.3 | | |
| | | Total Short-Term Investments (Cost $127,862,677) | | | | | 127,862,677 | | | | | | 6.0 | | |
| | | Total Investments in Securities (Cost $2,007,868,396) | | | | $ | 2,185,287,810 | | | | | | 103.1 | | |
| | | Liabilities in Excess of Other Assets | | | | | (66,181,957) | | | | | | (3.1) | | |
| | | Net Assets | | | | $ | 2,119,105,853 | | | | | | 100.0 | | |
|
Sector Diversification | | | Percentage of Net Assets | | |||
Financials | | | | | 15.6% | | |
Industrials | | | | | 14.1 | | |
Health Care | | | | | 14.0 | | |
Consumer Staples | | | | | 11.6 | | |
Consumer Discretionary | | | | | 11.0 | | |
Information Technology | | | | | 8.1 | | |
Materials | | | | | 7.1 | | |
Communication Services | | | | | 5.3 | | |
Utilities | | | | | 3.9 | | |
Energy | | | | | 3.3 | | |
Real Estate | | | | | 3.1 | | |
Rights | | | | | 0.0 | | |
Short-Term Investments | | | | | 6.0 | | |
Liabilities in Excess of Other Assets | | | | | (3.1) | | |
Net Assets | | | | | 100.0% | | |
|
Voya International Index Portfolio | as of June 30, 2020 (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, 2020 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Australia | | | | $ | — | | | | | $ | 144,836,513 | | | | | $ | — | | | | | $ | 144,836,513 | | |
Austria | | | | | — | | | | | | 3,507,239 | | | | | | — | | | | | | 3,507,239 | | |
Belgium | | | | | — | | | | | | 19,058,340 | | | | | | — | | | | | | 19,058,340 | | |
China | | | | | 1,136,617 | | | | | | 2,640,095 | | | | | | — | | | | | | 3,776,712 | | |
Denmark | | | | | 3,413,228 | | | | | | 44,792,172 | | | | | | — | | | | | | 48,205,400 | | |
Finland | | | | | — | | | | | | 24,275,196 | | | | | | — | | | | | | 24,275,196 | | |
France | | | | | — | | | | | | 213,787,330 | | | | | | — | | | | | | 213,787,330 | | |
Germany | | | | | 1,109,837 | | | | | | 176,172,933 | | | | | | — | | | | | | 177,282,770 | | |
Hong Kong | | | | | 1,988,664 | | | | | | 60,649,716 | | | | | | — | | | | | | 62,638,380 | | |
Ireland | | | | | — | | | | | | 13,761,339 | | | | | | — | | | | | | 13,761,339 | | |
Israel | | | | | 6,699,181 | | | | | | 6,213,860 | | | | | | — | | | | | | 12,913,041 | | |
Italy | | | | | — | | | | | | 42,706,652 | | | | | | — | | | | | | 42,706,652 | | |
Japan | | | | | — | | | | | | 522,338,320 | | | | | | — | | | | | | 522,338,320 | | |
Luxembourg | | | | | — | | | | | | 479,797 | | | | | | — | | | | | | 479,797 | | |
Macau | | | | | — | | | | | | 4,590,919 | | | | | | — | | | | | | 4,590,919 | | |
Netherlands | | | | | 29,047,462 | | | | | | 87,485,302 | | | | | | — | | | | | | 116,532,764 | | |
New Zealand | | | | | — | | | | | | 6,712,912 | | | | | | — | | | | | | 6,712,912 | | |
Norway | | | | | — | | | | | | 10,713,585 | | | | | | — | | | | | | 10,713,585 | | |
Portugal | | | | | — | | | | | | 3,508,042 | | | | | | — | | | | | | 3,508,042 | | |
Singapore | | | | | — | | | | | | 23,045,304 | | | | | | — | | | | | | 23,045,304 | | |
Spain | | | | | — | | | | | | 49,563,945 | | | | | | — | | | | | | 49,563,945 | | |
Sweden | | | | | — | | | | | | 59,301,136 | | | | | | — | | | | | | 59,301,136 | | |
Switzerland | | | | | — | | | | | | 218,592,846 | | | | | | — | | | | | | 218,592,846 | | |
United Arab Emirates | | | | | — | | | | | | 6,870 | | | | | | — | | | | | | 6,870 | | |
United Kingdom | | | | | 306,838 | | | | | | 263,548,178 | | | | | | — | | | | | | 263,855,016 | | |
Total Common Stock | | | | | 43,701,827 | | | | | | 2,002,288,541 | | | | | | — | | | | | | 2,045,990,368 | | |
Preferred Stock | | | | | — | | | | | | 11,099,848 | | | | | | — | | | | | | 11,099,848 | | |
Rights | | | | | 334,917 | | | | | | — | | | | | | — | | | | | | 334,917 | | |
Short-Term Investments | | | | | 50,155,000 | | | | | | 77,707,677 | | | | | | — | | | | | | 127,862,677 | | |
Total Investments, at fair value | | | | $ | 94,191,744 | | | | | $ | 2,091,096,066 | | | | | $ | — | | | | | $ | 2,185,287,810 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 425,308 | | | | | | — | | | | | | — | | | | | | 425,308 | | |
Total Assets | | | | $ | 94,617,052 | | | | | $ | 2,091,096,066 | | | | | $ | — | | | | | $ | 2,185,713,118 | | |
Voya International Index Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
Mini MSCI EAFE Index | | | | | 651 | | | | | | 09/18/20 | | | | | $ | 57,886,920 | | | | | $ | 425,308 | | |
| | | | | | | | | | | | | | | | $ | 57,886,920 | | | | | $ | 425,308 | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 425,308 | | |
Total Asset Derivatives | | | | | | | $ | 425,308 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (5,744,437) | | |
Total | | | | $ | (5,744,437) | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 56,178 | | |
Total | | | | $ | 56,178 | | |
| Cost for federal income tax purposes was $2,044,738,200. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 404,409,016 | | |
| Gross Unrealized Depreciation | | | | | (261,078,667) | | |
| Net Unrealized Appreciation | | | | $ | 143,330,349 | | |
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of June 30, 2020 (Unaudited) |
| Sector Diversification as of June 30, 2020 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 45.0% | |
| Consumer Discretionary | | | 16.3% | |
| Health Care | | | 13.2% | |
| Communication Services | | | 12.2% | |
| Consumer Staples | | | 4.9% | |
| Industrials | | | 3.0% | |
| Real Estate | | | 2.2% | |
| Financials | | | 1.7% | |
| Materials | | | 0.5% | |
| Telecommunications | | | 0.0% | |
| Assets in Excess of Other Liabilities* | | | 1.0% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 99.0% | | |||||||||||||||
| | | Communication Services: 12.2% | | ||||||||||||
23,115 (1) | | | Alphabet, Inc. - Class A | | | | $ | 32,778,226 | | | | | | 2.7 | | |
22,816 (1) | | | Alphabet, Inc. - Class C | | | | | 32,252,926 | | | | | | 2.7 | | |
13,400 (1) | | | Charter Communications, Inc. | | | | | 6,834,536 | | | | | | 0.5 | | |
238,273 (1) | | | Facebook, Inc.- Class A | | | | | 54,104,650 | | | | | | 4.5 | | |
42,198 (1) | | | NetFlix, Inc. | | | | | 19,201,778 | | | | | | 1.6 | | |
33,843 (2) | | | Other Securities | | | | | 2,789,465 | | | | | | 0.2 | | |
| | | | | | | | 147,961,581 | | | | | | 12.2 | | |
| | | Consumer Discretionary: 16.3% | | ||||||||||||
42,075 (1) | | | Amazon.com, Inc. | | | | | 116,077,352 | | | | | | 9.6 | | |
4,054 (1) | | | Booking Holdings, Inc. | | | | | 6,455,346 | | | | | | 0.5 | | |
53,296 | | | Home Depot, Inc. | | | | | 13,351,181 | | | | | | 1.1 | | |
74,995 | | | Lowe’s Cos, Inc. | | | | | 10,133,324 | | | | | | 0.9 | | |
120,191 | | | Nike, Inc. - Class B | | | | | 11,784,728 | | | | | | 1.0 | | |
14,673 (1) | | | Tesla, Inc. | | | | | 15,844,052 | | | | | | 1.3 | | |
303,503 | | | Other Securities | | | | | 22,890,482 | | | | | | 1.9 | | |
| | | | | | | | 196,536,465 | | | | | | 16.3 | | |
| | | Consumer Staples: 4.9% | | ||||||||||||
225,167 | | | Coca-Cola Co. | | | | | 10,060,462 | | | | | | 0.8 | | |
38,663 | | | Costco Wholesale Corp. | | | | | 11,723,008 | | | | | | 1.0 | | |
101,090 | | | PepsiCo, Inc. | | | | | 13,370,163 | | | | | | 1.1 | | |
108,090 | | | Procter & Gamble Co. | | | | | 12,924,321 | | | | | | 1.1 | | |
170,885 (2) | | | Other Securities | | | | | 11,269,479 | | | | | | 0.9 | | |
| | | | | | | | 59,347,433 | | | | | | 4.9 | | |
| | | Financials: 1.7% | | ||||||||||||
127,492 | | | Other Securities | | | | | 20,701,051 | | | | | | 1.7 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care: 13.2% | | ||||||||||||
65,861 | | | Abbott Laboratories | | | | $ | 6,021,671 | | | | | | 0.5 | | |
164,316 | | | AbbVie, Inc. | | | | | 16,132,545 | | | | | | 1.3 | | |
58,407 | | | Amgen, Inc. | | | | | 13,775,875 | | | | | | 1.1 | | |
83,580 | | | Eli Lilly & Co. | | | | | 13,722,164 | | | | | | 1.1 | | |
14,553 (1) | | | Illumina, Inc. | | | | | 5,389,704 | | | | | | 0.5 | | |
11,483 (1) | | | Intuitive Surgical, Inc. | | | | | 6,543,358 | | | | | | 0.6 | | |
219,092 | | | Merck & Co., Inc. | | | | | 16,942,384 | | | | | | 1.4 | | |
9,593 (1) | | | Regeneron Pharmaceuticals, Inc. | | | | | 5,982,675 | | | | | | 0.5 | | |
23,003 | | | Thermo Fisher Scientific, Inc. | | | | | 8,334,907 | | | | | | 0.7 | | |
77,936 | | | UnitedHealth Group, Inc. | | | | | 22,987,223 | | | | | | 1.9 | | |
25,751 (1) | | | Vertex Pharmaceuticals, Inc. | | | | | 7,475,773 | | | | | | 0.6 | | |
42,677 | | | Zoetis, Inc. | | | | | 5,848,456 | | | | | | 0.5 | | |
275,829 (2) | | | Other Securities | | | | | 30,648,117 | | | | | | 2.5 | | |
| | | | | | | | 159,804,852 | | | | | | 13.2 | | |
| | | Industrials: 3.0% | | ||||||||||||
36,800 | | | 3M Co. | | | | | 5,740,432 | | | | | | 0.5 | | |
24,552 | | | Lockheed Martin Corp. | | | | | 8,959,516 | | | | | | 0.7 | | |
34,355 | | | Union Pacific Corp. | | | | | 5,808,400 | | | | | | 0.5 | | |
185,103 (2) | | | Other Securities | | | | | 16,288,644 | | | | | | 1.3 | | |
| | | | | | | | 36,796,992 | | | | | | 3.0 | | |
| | | Information Technology: 45.0% | | ||||||||||||
63,246 | | | Accenture PLC | | | | | 13,580,181 | | | | | | 1.1 | | |
47,733 (1) | | | Adobe, Inc. | | | | | 20,778,652 | | | | | | 1.7 | | |
107,590 (1) | | | Advanced Micro Devices, Inc. | | | | | 5,660,310 | | | | | | 0.5 | | |
405,842 | | | Apple, Inc. | | | | | 148,051,162 | | | | | | 12.3 | | |
90,895 | | | Applied Materials, Inc. | | | | | 5,494,603 | | | | | | 0.5 | | |
36,667 | | | Automatic Data Processing, Inc. | | | | | 5,459,350 | | | | | | 0.5 | | |
36,719 | | | Broadcom, Inc. | | | | | 11,588,884 | | | | | | 1.0 | | |
25,000 | | | Intuit, Inc. | | | | | 7,404,750 | | | | | | 0.6 | | |
87,539 | | | Mastercard, Inc. - Class A | | | | | 25,885,282 | | | | | | 2.1 | | |
743,069 | | | Microsoft Corp. | | | | | 151,221,972 | | | | | | 12.5 | | |
58,577 | | | Nvidia Corp. | | | | | 22,253,988 | | | | | | 1.8 | | |
172,339 | | | Oracle Corp. | | | | | 9,525,176 | | | | | | 0.8 | | |
116,530 (1) | | | PayPal Holdings, Inc. | | | | | 20,303,022 | | | | | | 1.7 | | |
111,673 | | | Qualcomm, Inc. | | | | | 10,185,694 | | | | | | 0.8 | | |
79,663 (1) | | | Salesforce.com, Inc. | | | | | 14,923,270 | | | | | | 1.2 | | |
18,854 (1) | | | ServiceNow, Inc. | | | | | 7,637,001 | | | | | | 0.6 | | |
45,359 | | | Texas Instruments, Inc. | | | | | 5,759,232 | | | | | | 0.5 | | |
167,539 | | | Visa, Inc. - Class A | | | | | 32,363,509 | | | | | | 2.7 | | |
143,939 (2)(3) | | | Other Securities | | | | | 25,108,219 | | | | | | 2.1 | | |
| | | | | | | | 543,184,257 | | | | | | 45.0 | | |
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Materials: 0.5% | | ||||||||||||
15,870 | | | Other Securities | | | | $ | 6,371,970 | | | | | | 0.5 | | |
| | | | | | | | | | | | | | | | |
| | | Real Estate: 2.2% | | ||||||||||||
43,767 | | | American Tower Corp. | | | | | 11,315,520 | | | | | | 1.0 | | |
38,457 | | | Crown Castle International Corp. | | | | | 6,435,779 | | | | | | 0.5 | | |
8,719 | | | Equinix, Inc. | | | | | 6,123,354 | | | | | | 0.5 | | |
11,236 | | | Other Securities | | | | | 2,312,894 | | | | | | 0.2 | | |
| | | | | | | | 26,187,547 | | | | | | 2.2 | | |
| | | Total Common Stock (Cost $549,615,698) | | | | | 1,196,892,148 | | | | | | 99.0 | | |
RIGHTS: 0.0% | | |||||||||||||||
| | | Telecommunications: 0.0% | | ||||||||||||
14,703 (2) | | | Other Securities | | | | | 2,470 | | | | | | 0.0 | | |
| | | Total Rights (Cost $ —) | | | | | 2,470 | | | | | | 0.0 | | |
| | | Total Long-Term Investments (Cost $549,615,698) | | | | | 1,196,894,618 | | | | | | 99.0 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 1.3% | | |||||||||||||||
| | | Repurchase Agreements: 0.2% | | ||||||||||||
1,000,000 (4) | | | Citigroup, Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,000,002, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $1,020,000, due 07/31/21-05/20/70) | | | | | 1,000,000 | | | | | | 0.1 | | |
169,437 (4) | | | Deutsche Bank Securities Inc., Repurchase Agreement dated 06/30/20, 0.07%, due 07/01/20 (Repurchase Amount $169,437, collateralized by various U.S. Government Securities, 0.500%, Market Value plus accrued interest $172,826, due 06/30/27) | | | | | 169,437 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
1,000,000 (4) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,000,002, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $1,020,000, due 07/31/20-07/01/50) | | | | $ | 1,000,000 | | | | | | 0.1 | | |
| | | Total Repurchase Agreements | | | | | | | | | | | | | |
| | | (Cost $2,169,437) | | | | | 2,169,437 | | | | | | 0.2 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds: 1.1% | | ||||||||||||
13,476,000 (5) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.150% | | | | ||||||||||
| | | (Cost $13,476,000) | | | | | 13,476,000 | | | | | | 1.1 | | |
| | | Total Short-Term Investments | | | | | | | | | | | | | |
| | | (Cost $15,645,437) | | | | | 15,645,437 | | | | | | 1.3 | | |
| | | Total Investments in Securities (Cost $565,261,135) | | | | $ | 1,212,540,055 | | | | | | 100.3 | | |
| | | Liabilities in Excess of Other Assets | | | | | (3,993,669) | | | | | | (0.3) | | |
| | | Net Assets | | | | $ | 1,208,546,386 | | | | | | 100.0 | | |
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of June 30, 2020 (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, 2020 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 1,196,892,148 | | | | | $ | — | | | | | $ | — | | | | | $ | 1,196,892,148 | | |
Rights | | | | | 2,470 | | | | | | — | | | | | | — | | | | | | 2,470 | | |
Short-Term Investments | | | | | 13,476,000 | | | | | | 2,169,437 | | | | | | — | | | | | | 15,645,437 | | |
Total Investments, at fair value | | | | $ | 1,210,370,618 | | | | | $ | 2,169,437 | | | | | $ | — | | | | | $ | 1,212,540,055 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 272,476 | | | | | | — | | | | | | — | | | | | | 272,476 | | |
Total Assets | | | | $ | 1,210,643,094 | | | | | $ | 2,169,437 | | | | | $ | — | | | | | $ | 1,212,812,531 | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P 500® E-Mini | | | | | 97 | | | | | | 09/18/20 | | | | | $ | 14,987,470 | | | | | $ | 272,476 | | |
| | | | | | | | | | | | | | | | $ | 14,987,470 | | | | | $ | 272,476 | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 272,476 | | |
Total Asset Derivatives | | | | | | | $ | 272,476 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (398,842) | | |
Total | | | | $ | (398,842) | | |
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of June 30, 2020 (Unaudited) (continued) |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | | 26,216 | | |
Total | | | | $ | 26,216 | | |
| Cost for federal income tax purposes was $565,616,404. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 649,619,527 | | |
| Gross Unrealized Depreciation | | | | | (2,423,400) | | |
| Net Unrealized Appreciation | | | | $ | 647,196,127 | | |
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2020 (Unaudited) |
| Sector Diversification as of June 30, 2020 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 45.0% | |
| Consumer Discretionary | | | 16.3% | |
| Health Care | | | 13.2% | |
| Communication Services | | | 12.2% | |
| Consumer Staples | | | 4.9% | |
| Industrials | | | 3.0% | |
| Real Estate | | | 2.2% | |
| Financials | | | 1.7% | |
| Materials | | | 0.5% | |
| Telecommunications | | | 0.0% | |
| Assets in Excess of Other Liabilities* | | | 1.0% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 99.2% | | |||||||||||||||
| | | Communication Services: 12.2% | | ||||||||||||
13,710 (1) | | | Alphabet, Inc. - Class A | | | | $ | 19,441,466 | | | | | | 2.0 | | |
13,534 (1) | | | Alphabet, Inc. - Class C | | | | | 19,131,798 | | | | | | 1.9 | | |
325,688 | | | AT&T, Inc. | | | | | 9,845,548 | | | | | | 1.0 | | |
206,963 | | | Comcast Corp. - Class A | | | | | 8,067,418 | | | | | | 0.8 | | |
109,673 (1) | | | Facebook, Inc. - Class A | | | | | 24,903,448 | | | | | | 2.5 | | |
19,423 (1) | | | NetFlix, Inc. | | | | | 8,838,242 | | | | | | 0.9 | | |
189,248 | | | Verizon Communications, Inc. | | | | | 10,433,242 | | | | | | 1.1 | | |
82,545 | | | Walt Disney Co. | | | | | 9,204,593 | | | | | | 0.9 | | |
78,915 (2) | | | Other Securities | | | | | 10,369,886 | | | | | | 1.1 | | |
| | | | | | | | 120,235,641 | | | | | | 12.2 | | |
| | | Consumer Discretionary: 11.2% | | ||||||||||||
19,367 (1) | | | Amazon.com, Inc. | | | | | 53,430,067 | | | | | | 5.4 | | |
49,063 | | | Home Depot, Inc. | | | | | 12,290,772 | | | | | | 1.2 | | |
34,000 | | | McDonald’s Corp. | | | | | 6,271,980 | | | | | | 0.6 | | |
55,322 | | | Nike, Inc. - Class B | | | | | 5,424,322 | | | | | | 0.6 | | |
6,754 (1) | | | Tesla, Inc. | | | | | 7,293,037 | | | | | | 0.7 | | |
323,356 (2) | | | Other Securities | | | | | 26,589,462 | | | | | | 2.7 | | |
| | | | | | | | 111,299,640 | | | | | | 11.2 | | |
| | | Consumer Staples: 7.1% | | ||||||||||||
176,560 | | | Coca-Cola Co. | | | | | 7,888,701 | | | | | | 0.8 | | |
20,154 | | | Costco Wholesale Corp. | | | | | 6,110,894 | | | | | | 0.6 | | |
63,393 | | | PepsiCo, Inc. | | | | | 8,384,358 | | | | | | 0.9 | | |
111,303 | | | Procter & Gamble Co. | | | | | 13,308,500 | | | | | | 1.3 | | |
63,645 | | | Walmart, Inc. | | | | | 7,623,398 | | | | | | 0.8 | | |
437,050 (2) | | | Other Securities | | | | | 26,686,430 | | | | | | 2.7 | | |
| | | | | | | | 70,002,281 | | | | | | 7.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Energy: 2.5% | | ||||||||||||
85,384 | | | Chevron Corp. | | | | $ | 7,618,814 | | | | | | 0.8 | | |
193,300 | | | Exxon Mobil Corp. | | | | | 8,644,376 | | | | | | 0.9 | | |
266,230 | | | Other Securities | | | | | 8,443,496 | | | | | | 0.8 | | |
| | | | | | | | 24,706,686 | | | | | | 2.5 | | |
| | | Financials: 9.7% | | ||||||||||||
353,272 | | | Bank of America Corp. | | | | | 8,390,210 | | | | | | 0.9 | | |
89,045 (1) | | | Berkshire Hathaway, Inc. - Class B | | | | | 15,895,423 | | | | | | 1.6 | | |
138,343 | | | JPMorgan Chase & Co. | | | | | 13,012,542 | | | | | | 1.3 | | |
894,090 | | | Other Securities | | | | | 58,444,621 | | | | | | 5.9 | | |
| | | | | | | | 95,742,796 | | | | | | 9.7 | | |
| | | Health Care: 14.9% | | ||||||||||||
78,945 | | | Abbott Laboratories | | | | | 7,217,941 | | | | | | 0.7 | | |
80,460 | | | AbbVie, Inc. | | | | | 7,899,563 | | | | | | 0.8 | | |
26,884 | | | Amgen, Inc. | | | | | 6,340,860 | | | | | | 0.6 | | |
103,402 | | | Bristol-Myers Squibb Co. | | | | | 6,080,038 | | | | | | 0.6 | | |
38,471 | | | Eli Lilly & Co. | | | | | 6,316,169 | | | | | | 0.6 | | |
120,437 | | | Johnson & Johnson | | | | | 16,937,055 | | | | | | 1.7 | | |
61,263 | | | Medtronic PLC | | | | | 5,617,817 | | | | | | 0.6 | | |
115,383 | | | Merck & Co., Inc. | | | | | 8,922,567 | | | | | | 0.9 | | |
253,984 | | | Pfizer, Inc. | | | | | 8,305,277 | | | | | | 0.8 | | |
18,038 | | | Thermo Fisher Scientific, Inc. | | | | | 6,535,889 | | | | | | 0.7 | | |
43,116 | | | UnitedHealth Group, Inc. | | | | | 12,717,064 | | | | | | 1.3 | | |
423,026 (2) | | | Other Securities | | | | | 55,000,728 | | | | | | 5.6 | | |
| | | | | | | | 147,890,968 | | | | | | 14.9 | | |
| | | Industrials: 6.2% | | ||||||||||||
31,006 | | | Union Pacific Corp. | | | | | 5,242,184 | | | | | | 0.5 | | |
857,329 (2) | | | Other Securities | | | | | 55,920,980 | | | | | | 5.7 | | |
| | | | | | | | 61,163,164 | | | | | | 6.2 | | |
| | | Information Technology: 29.8% | | ||||||||||||
29,111 | | | Accenture PLC | | | | | 6,250,714 | | | | | | 0.6 | | |
21,971 (1) | | | Adobe, Inc. | | | | | 9,564,196 | | | | | | 1.0 | | |
186,802 | | | Apple, Inc. | | | | | 68,145,370 | | | | | | 6.9 | | |
17,828 | | | Broadcom, Inc. | | | | | 5,626,695 | | | | | | 0.6 | | |
193,944 | | | Cisco Systems, Inc. | | | | | 9,045,548 | | | | | | 0.9 | | |
193,597 | | | Intel Corp. | | | | | 11,582,909 | | | | | | 1.2 | | |
40,293 | | | Mastercard, Inc. - Class A | | | | | 11,914,640 | | | | | | 1.2 | | |
342,022 | | | Microsoft Corp. | | | | | 69,604,897 | | | | | | 7.0 | | |
26,965 | | | Nvidia Corp. | | | | | 10,244,273 | | | | | | 1.0 | | |
53,637 (1) | | | PayPal Holdings, Inc. | | | | | 9,345,175 | | | | | | 0.9 | | |
39,555 (1) | | | Salesforce.com, Inc. | | | | | 7,409,838 | | | | | | 0.8 | | |
41,924 | | | Texas Instruments, Inc. | | | | | 5,323,090 | | | | | | 0.5 | | |
77,116 | | | Visa, Inc. - Class A | | | | | 14,896,498 | | | | | | 1.5 | | |
541,356 (2)(3) | | | Other Securities | | | | | 56,030,521 | | | | | | 5.7 | | |
| | | | | | | | 294,984,364 | | | | | | 29.8 | | |
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Materials: 1.8% | | ||||||||||||
23,989 | | | Linde Public Ltd. | | | | $ | 5,088,307 | | | | | | 0.5 | | |
133,069 | | | Other Securities | | | | | 12,446,147 | | | | | | 1.3 | | |
| | | | | | | | 17,534,454 | | | | | | 1.8 | | |
| | | Real Estate: 1.9% | | ||||||||||||
20,145 | | | American Tower Corp. | | | | | 5,208,288 | | | | | | 0.5 | | |
80,708 | | | Other Securities | | | | | 13,684,950 | | | | | | 1.4 | | |
| | | | | | | | 18,893,238 | | | | | | 1.9 | | |
| | | Utilities: 1.9% | | ||||||||||||
22,351 | | | NextEra Energy, Inc. | | | | | 5,368,040 | | | | | | 0.6 | | |
200,511 | | | Other Securities | | | | | 13,272,753 | | | | | | 1.3 | | |
| | | | | | | | 18,640,793 | | | | | | 1.9 | | |
| | | Total Common Stock (Cost $318,696,833) | | | | | 981,094,025 | | | | | | 99.2 | | |
RIGHTS: 0.0% | | |||||||||||||||
| | | Telecommunications: 0.0% | | ||||||||||||
17,138 (2) | | | Other Securities | | | | | 2,879 | | | | | | 0.0 | | |
| | | Total Rights (Cost $ —) | | | | | 2,879 | | | | | | 0.0 | | |
| | | Total Long-Term Investments (Cost $318,696,833) | | | | | 981,096,904 | | | | | | 99.2 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 1.0% | | |||||||||||||||
| | | Repurchase Agreements: 0.3% | | ||||||||||||
1,000,000 (4) | | | Citigroup, Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,000,002, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $1,020,000, due 07/31/21-05/20/70) | | | | | 1,000,000 | | | | | | 0.1 | | |
796,730 (4) | | | Daiwa Capital Markets, Repurchase Agreement dated 06/30/20, 0.10%, due 07/01/20 (Repurchase Amount $796,732, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $812,665, due 07/28/20-03/01/52) | | | | | 796,730 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
1,000,000 (4) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,000,002, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $1,020,000, due 07/31/20-07/01/50) | | | | $ | 1,000,000 | | | | | | 0.1 | | |
| | | Total Repurchase Agreements (Cost $2,796,730) | | | | | 2,796,730 | | | | | | 0.3 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds: 0.7% | | ||||||||||||
7,065,000 (5) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.150% (Cost $7,065,000) | | | | | 7,065,000 | | | | | | 0.7 | | |
| | | Total Short-Term Investments (Cost $9,861,730) | | | | | 9,861,730 | | | | | | 1.0 | | |
| | | Total Investments in Securities (Cost $328,558,563) | | | | $ | 990,958,634 | | | | | | 100.2 | | |
| | | Liabilities in Excess of Other Assets | | | | | (2,276,120) | | | | | | (0.2) | | |
| | | Net Assets | | | | $ | 988,682,514 | | | | | | 100.0 | | |
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2020 (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, 2020 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 981,094,025 | | | | | $ | — | | | | | $ | — | | | | | $ | 981,094,025 | | |
Rights | | | | | 2,879 | | | | | | — | | | | | | — | | | | | | 2,879 | | |
Short-Term Investments | | | | | 7,065,000 | | | | | | 2,796,730 | | | | | | — | | | | | | 9,861,730 | | |
Total Investments, at fair value | | | | $ | 988,161,904 | | | | | $ | 2,796,730 | | | | | $ | — | | | | | $ | 990,958,634 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 186,682 | | | | | | — | | | | | | — | | | | | | 186,682 | | |
Total Assets | | | | $ | 988,348,586 | | | | | $ | 2,796,730 | | | | | $ | — | | | | | $ | 991,145,316 | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P 500® E-Mini | | | | | 51 | | | | | | 09/18/20 | | | | | $ | 7,880,010 | | | | | $ | 186,682 | | |
| | | | | | | | | | | | | | | | $ | 7,880,010 | | | | | $ | 186,682 | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 186,682 | | |
Total Asset Derivatives | | | | | | | $ | 186,682 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 995,301 | | |
Total | | | | $ | 995,301 | | |
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2020 (Unaudited) (continued) |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 99,899 | | |
Total | | | | $ | 99,899 | | |
| Cost for federal income tax purposes was $331,209,762. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 671,319,784 | | |
| Gross Unrealized Depreciation | | | | | (11,384,230) | | |
| Net Unrealized Appreciation | | | | $ | 659,935,554 | | |
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Value Index Portfolio | as of June 30, 2020 (Unaudited) |
| Sector Diversification as of June 30, 2020 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 19.8% | |
| Health Care | | | 17.1% | |
| Communication Services | | | 12.0% | |
| Information Technology | | | 10.3% | |
| Industrials | | | 10.2% | |
| Consumer Staples | | | 9.8% | |
| Energy | | | 5.7% | |
| Consumer Discretionary | | | 4.8% | |
| Utilities | | | 4.3% | |
| Materials | | | 3.4% | |
| Real Estate | | | 1.6% | |
| Telecommunications | | | 0.0% | |
| Assets in Excess of Other Liabilities* | | | 1.0% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 99.0% | | |||||||||||||||
| | | Communication Services: 12.0% | | ||||||||||||
5,500 (1) | | | Alphabet, Inc. - Class A | | | | $ | 7,799,275 | | | | | | 1.0 | | |
5,429 (1) | | | Alphabet, Inc. - Class C | | | | | 7,674,489 | | | | | | 1.0 | | |
583,296 | | | AT&T, Inc. | | | | | 17,633,038 | | | | | | 2.3 | | |
370,663 | | | Comcast Corp. – Class A | | | | | 14,448,444 | | | | | | 1.8 | | |
338,937 | | | Verizon Communications, Inc. | | | | | 18,685,597 | | | | | | 2.4 | | |
147,834 | | | Walt Disney Co. | | | | | 16,484,969 | | | | | | 2.1 | | |
102,391 (2) | | | Other Securities | | | | | 10,639,128 | | | | | | 1.4 | | |
| | | | | | | | 93,364,940 | | | | | | 12.0 | | |
| | | Consumer Discretionary: 4.8% | | ||||||||||||
43,935 | | | Home Depot, Inc. | | | | | 11,006,157 | | | | | | 1.4 | | |
52,186 | | | McDonald’s Corp. | | | | | 9,626,752 | | | | | | 1.3 | | |
40,872 | | | Target Corp. | | | | | 4,901,779 | | | | | | 0.6 | | |
231,600 | | | Other Securities | | | | | 11,780,803 | | | | | | 1.5 | | |
| | | | | | | | 37,315,491 | | | | | | 4.8 | | |
| | | Consumer Staples: 9.8% | | ||||||||||||
130,596 | | | Coca-Cola Co. | | | | | 5,835,029 | | | | | | 0.7 | | |
68,914 | | | Colgate-Palmolive Co. | | | | | 5,048,640 | | | | | | 0.6 | | |
115,489 | | | Mondelez International, Inc. | | | | | 5,904,952 | | | | | | 0.8 | | |
127,277 | | | Philip Morris International, Inc. | | | | | 8,917,027 | | | | | | 1.1 | | |
110,235 | | | Procter & Gamble Co. | | | | | 13,180,799 | | | | | | 1.7 | | |
113,986 | | | Walmart, Inc. | | | | | 13,653,243 | | | | | | 1.8 | | |
364,613 | | | Other Securities | | | | | 23,908,197 | | | | | | 3.1 | | |
| | | | | | | | 76,447,887 | | | | | | 9.8 | | |
| | | Energy: 5.7% | | ||||||||||||
152,920 | | | Chevron Corp. | | | | | 13,645,052 | | | | | | 1.8 | | |
346,193 | | | Exxon Mobil Corp. | | | | | 15,481,751 | | | | | | 2.0 | | |
476,811 | | | Other Securities | | | | | 15,122,117 | | | | | | 1.9 | | |
| | | | | | | | 44,248,920 | | | | | | 5.7 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials: 19.8% | | ||||||||||||
53,478 | | | American Express Co. | | | | $ | 5,091,106 | | | | | | 0.7 | | |
632,698 | | | Bank of America Corp. | | | | | 15,026,577 | | | | | | 1.9 | | |
159,476 (1) | | | Berkshire Hathaway, Inc.-Class B | | | | | 28,468,061 | | | | | | 3.7 | | |
12,038 | | | BlackRock, Inc. | | | | | 6,549,755 | | | | | | 0.8 | | |
170,313 | | | Citigroup, Inc. | | | | | 8,702,994 | | | | | | 1.1 | | |
29,024 | | | CME Group, Inc. | | | | | 4,717,561 | | | | | | 0.6 | | |
27,090 | | | Goldman Sachs Group, Inc. | | | | | 5,353,526 | | | | | | 0.7 | | |
247,767 | | | JPMorgan Chase & Co. | | | | | 23,304,964 | | | | | | 3.0 | | |
307,127 | | | Wells Fargo & Co. | | | | | 7,862,451 | | | | | | 1.0 | | |
897,116 | | | Other Securities | | | | | 49,330,501 | | | | | | 6.3 | | |
| | | | | | | | 154,407,496 | | | | | | 19.8 | | |
| | | Health Care: 17.1% | | ||||||||||||
87,094 | | | Abbott Laboratories | | | | | 7,963,005 | | | | | | 1.0 | | |
22,067 | | | Becton Dickinson & Co. | | | | | 5,279,971 | | | | | | 0.7 | | |
117,965 | | | Bristol-Myers Squibb Co. | | | | | 6,936,342 | | | | | | 0.9 | | |
106,922 | | | CVS Health Corp. | | | | | 6,946,722 | | | | | | 0.9 | | |
51,207 | | | Danaher Corp. | | | | | 9,054,934 | | | | | | 1.2 | | |
102,706 | | | Gilead Sciences, Inc. | | | | | 7,902,200 | | | | | | 1.0 | | |
186,794 | | | Johnson & Johnson | | | | | 26,268,840 | | | | | | 3.4 | | |
109,720 | | | Medtronic PLC | | | | | 10,061,324 | | | | | | 1.3 | | |
454,877 | | | Pfizer, Inc. | | | | | 14,874,478 | | | | | | 1.9 | | |
13,342 | | | Thermo Fisher Scientific, Inc. | | | | | 4,834,340 | | | | | | 0.6 | | |
305,343 (2) | | | Other Securities | | | | | 33,007,336 | | | | | | 4.2 | | |
| | | | | | | | 133,129,492 | | | | | | 17.1 | | |
| | | Industrials: 10.2% | | ||||||||||||
43,677 | | | Boeing Co. | | | | | 8,005,994 | | | | | | 1.1 | | |
44,284 | | | Caterpillar, Inc. | | | | | 5,601,926 | | | | | | 0.7 | | |
710,737 | | | General Electric Co. | | | | | 4,854,334 | | | | | | 0.6 | | |
57,432 | | | Honeywell International, Inc. | | | | | 8,304,093 | | | | | | 1.1 | | |
116,595 | | | Raytheon Technologies Corp. | | | | | 7,184,584 | | | | | | 0.9 | | |
386,768 (2) | | | Other Securities | | | | | 45,256,853 | | | | | | 5.8 | | |
| | | | | | | | 79,207,784 | | | | | | 10.2 | | |
| | | Information Technology: 10.3% | | ||||||||||||
347,347 | | | Cisco Systems, Inc. | | | | | 16,200,264 | | | | | | 2.1 | | |
50,498 | | | Fidelity National Information Services, Inc. | | | | | 6,771,277 | | | | | | 0.9 | | |
346,725 | | | Intel Corp. | | | | | 20,744,557 | | | | | | 2.6 | | |
72,669 | | | International Business Machines Corp. | | | | | 8,776,235 | | | | | | 1.1 | | |
37,692 | | | Texas Instruments, Inc. | | | | | 4,785,753 | | | | | | 0.6 | | |
270,435 (2) | | | Other Securities | | | | | 23,251,723 | | | | | | 3.0 | | |
| | | | | | | | 80,529,809 | | | | | | 10.3 | | |
| | | Materials: 3.4% | | ||||||||||||
42,963 | | | Linde Public Ltd. | | | | | 9,112,882 | | | | | | 1.2 | | |
225,187 | | | Other Securities | | | | | 17,036,575 | | | | | | 2.2 | | |
| | | | | | | | 26,149,457 | | | | | | 3.4 | | |
| | | Real Estate: 1.6% | | ||||||||||||
60,193 | | | ProLogis, Inc. | | | | | 5,617,813 | | | | | | 0.7 | | |
36,201 | | | Other Securities | | | | | 6,631,943 | | | | | | 0.9 | | |
| | | | | | | | 12,249,756 | | | | | | 1.6 | | |
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Value Index Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Utilities: 4.3% | | ||||||||||||
68,570 | | | Dominion Energy, Inc. | | | | $ | 5,566,513 | | | | | | 0.7 | | |
60,072 | | | Duke Energy Corp. | | | | | 4,799,152 | | | | | | 0.6 | | |
40,030 | | | NextEra Energy, Inc. | | | | | 9,614,005 | | | | | | 1.3 | | |
230,467 | | | Other Securities | | | | | 13,405,455 | | | | | | 1.7 | | |
| | | | | | | | 33,385,125 | | | | | | 4.3 | | |
| | | Total Common Stock (Cost $749,087,786) | | | | | 770,436,157 | | | | | | 99.0 | | |
RIGHTS: 0.0% | | |||||||||||||||
| | | Telecommunications: 0.0% | | ||||||||||||
20,131 (2) | | | Other Securities | | | | | 3,382 | | | | | | 0.0 | | |
| | | Total Rights (Cost $ —) | | | | | 3,382 | | | | | | 0.0 | | |
| | | Total Long-Term Investments (Cost $749,087,786) | | | | | 770,439,539 | | | | | | 99.0 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 0.4% | | |||||||||||||||
| | | Repurchase Agreements: 0.1% | | ||||||||||||
736,784 (3) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $736,786, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $751,520, due 07/31/20-07/01/50) | | | | | | | | | | | | | |
| | | (Cost $736,784) | | | | | 736,784 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Mutual Funds: 0.3% | | ||||||||||||
2,150,000 (4) | | | Goldman Sachs Financial Square Government Fund-Institutional Shares, 0.150% | | | | | | | | | | | | | |
| | | (Cost $2,150,000) | | | | $ | 2,150,000 | | | | | | 0.3 | | |
| | | Total Short-Term Investments | | | | | | | | | | | | | |
| | | (Cost $2,886,784) | | | | | 2,886,784 | | | | | | 0.4 | | |
| | | Total Investments in Securities (Cost $751,974,570) | | | | $ | 773,326,323 | | | | | | 99.4 | | |
| | | Assets in Excess of Other Liabilities | | | | | 4,449,112 | | | | | | 0.6 | | |
| | | Net Assets | | | | $ | 777,775,435 | | | | | | 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, 2020 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 770,436,157 | | | | | $ | — | | | | | $ | — | | | | | $ | 770,436,157 | | |
Rights | | | | | 3,382 | | | | | | — | | | | | | — | | | | | | 3,382 | | |
Short-Term Investments | | | | | 2,150,000 | | | | | | 736,784 | | | | | | — | | | | | | 2,886,784 | | |
Total Investments, at fair value | | | | $ | 772,589,539 | | | | | $ | 736,784 | | | | | $ | — | | | | | $ | 773,326,323 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 49,453 | | | | | | — | | | | | | — | | | | | | 49,453 | | |
Total Assets | | | | $ | 772,638,992 | | | | | $ | 736,784 | | | | | $ | — | | | | | $ | 773,375,776 | | |
Voya Russell™ Large Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Value Index Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P 500® E-Mini | | | | | 18 | | | | | | 09/18/20 | | | | | $ | 2,781,180 | | | | | $ | 49,453 | | |
| | | | | | | | | | | | | | | | $ | 2,781,180 | | | | | $ | 49,453 | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 49,453 | | |
Total Asset Derivatives | | | | | | | $ | 49,453 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (229,712) | | |
Total | | | | $ | (229,712) | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (193,010) | | |
Total | | | | $ | (193,010) | | |
| Gross Unrealized Appreciation | | | | $ | 67,888,149 | | |
| Gross Unrealized Depreciation | | | | | (50,704,365) | | |
| Net Unrealized Appreciation | | | | $ | 17,183,784 | | |
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of June 30, 2020 (Unaudited) |
| Sector Diversification as of June 30, 2020 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 36.8% | |
| Health Care | | | 22.8% | |
| Industrials | | | 11.9% | |
| Consumer Discretionary | | | 10.7% | |
| Communication Services | | | 5.4% | |
| Consumer Staples | | | 4.2% | |
| Financials | | | 3.8% | |
| Materials | | | 2.2% | |
| Real Estate | | | 1.5% | |
| Energy | | | 0.4% | |
| Utilities | | | 0.1% | |
| Assets in Excess of Other Liabilities* | | | 0.2% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 99.8% | | |||||||||||||||
| | | Communication Services: 5.4% | | ||||||||||||
16,753 (1) | | | IAC/InterActiveCorp | | | | $ | 5,417,920 | | | | | | 1.0 | | |
29,251 (1) | | | Spotify Technology SA | | | | | 7,552,316 | | | | | | 1.3 | | |
587,611 (2)(3) | | | Other Securities | | | | | 17,889,848 | | | | | | 3.1 | | |
| | | | | | | | 30,860,084 | | | | | | 5.4 | | |
| | | Consumer Discretionary: 10.7% | | ||||||||||||
3,083 (1) | | | Autozone, Inc. | | | | | 3,477,994 | | | | | | 0.6 | | |
6,223 (1) | | | Chipotle Mexican Grill, Inc. | | | | | 6,548,836 | | | | | | 1.1 | | |
25,387 (1) | | | Lululemon Athletica, Inc. | | | | | 7,920,998 | | | | | | 1.4 | | |
16,356 (1) | | | O’Reilly Automotive, Inc. | | | | | 6,896,834 | | | | | | 1.2 | | |
416,634 (2)(3) | | | Other Securities | | | | | 36,797,446 | | | | | | 6.4 | | |
| | | | | | | | 61,642,108 | | | | | | 10.7 | | |
| | | Consumer Staples: 4.2% | | ||||||||||||
54,925 | | | Church & Dwight Co., Inc. | | | | | 4,245,703 | | | | | | 0.7 | | |
19,985 | | | Clorox Co. | | | | | 4,384,109 | | | | | | 0.8 | | |
192,180 (3) | | | Other Securities | | | | | 15,460,794 | | | | | | 2.7 | | |
| | | | | | | | 24,090,606 | | | | | | 4.2 | | |
| | | Energy: 0.4% | | ||||||||||||
60,065 (3) | | | Other Securities | | | | | 2,566,937 | | | | | | 0.4 | | |
| | | Financials: 3.8% | | ||||||||||||
8,237 | | | MarketAxess Holdings, Inc. | | | | | 4,126,078 | | | | | | 0.7 | | |
18,494 | | | MSCI, Inc. - Class A | | | | | 6,173,667 | | | | | | 1.1 | | |
146,827 (2)(3) | | | Other Securities | | | | | 11,663,119 | | | | | | 2.0 | | |
| | | | | | | | 21,962,864 | | | | | | 3.8 | | |
| | | Health Care: 22.8% | | ||||||||||||
17,442 (1) | | | Align Technology, Inc. | | | | | 4,786,782 | | | | | | 0.8 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
25,527 (1) | | | Alnylam Pharmaceuticals, Inc. | | | | $ | 3,780,804 | | | | | | 0.7 | | |
36,592 (1) | | | BioMarin Pharmaceutical, Inc. | | | | | 4,513,257 | | | | | | 0.8 | | |
67,984 | | | Cerner Corp. | | | | | 4,660,303 | | | | | | 0.8 | | |
18,797 (1) | | | Idexx Laboratories, Inc. | | | | | 6,206,018 | | | | | | 1.1 | | |
40,681 (1) | | | Incyte Corp., Ltd. | | | | | 4,229,604 | | | | | | 0.7 | | |
26,898 | | | McKesson Corp. | | | | | 4,126,691 | | | | | | 0.7 | | |
4,954 (1) | | | Mettler Toledo International, Inc. | | | | | 3,990,695 | | | | | | 0.7 | | |
60,012 (1)(4) | | | Moderna, Inc. | | | | | 3,853,371 | | | | | | 0.7 | | |
32,026 | | | Resmed, Inc. | | | | | 6,148,992 | | | | | | 1.1 | | |
27,182 (1) | | | Seattle Genetics, Inc. | | | | | 4,618,765 | | | | | | 0.8 | | |
29,847 (1) | | | Veeva Systems, Inc. | | | | | 6,996,734 | | | | | | 1.2 | | |
16,394 | | | West Pharmaceutical Services, Inc. | | | | | 3,724,225 | | | | | | 0.7 | | |
845,592 (2)(3) | | | Other Securities | | | | | 68,868,050 | | | | | | 12.0 | | |
| | | | | | | | 130,504,291 | | | | | ��� | 22.8 | | |
| | | Industrials: 11.9% | | ||||||||||||
17,472 | | | Cintas Corp. | | | | | 4,653,842 | | | | | | 0.8 | | |
45,383 (1) | | | Copart, Inc. | | | | | 3,779,042 | | | | | | 0.7 | | |
8,593 (1) | | | CoStar Group, Inc. | | | | | 6,106,787 | | | | | | 1.1 | | |
103,754 | | | Fastenal Co. | | | | | 4,444,821 | | | | | | 0.8 | | |
48,340 | | | IHS Markit Ltd. | | | | | 3,649,670 | | | | | | 0.6 | | |
35,434 | | | Verisk Analytics, Inc. | | | | | 6,030,867 | | | | | | 1.0 | | |
488,985 (2)(3) | | | Other Securities | | | | | 39,381,989 | | | | | | 6.9 | | |
| | | | | | | | 68,047,018 | | | | | | 11.9 | | |
| | | Information Technology: 36.8% | | ||||||||||||
38,255 | | | Amphenol Corp. | | | | | 3,665,212 | | | | | | 0.6 | | |
19,141 (1) | | | ANSYS, Inc. | | | | | 5,584,004 | | | | | | 1.0 | | |
61,603 (1) | | | Cadence Design Systems, Inc. | | | | | 5,911,424 | | | | | | 1.0 | | |
31,692 | | | CDW Corp. | | | | | 3,681,977 | | | | | | 0.6 | | |
14,836 (1) | | | Coupa Software, Inc. | | | | | 4,110,165 | | | | | | 0.7 | | |
39,392 (1) | | | DocuSign, Inc. | | | | | 6,783,696 | | | | | | 1.2 | | |
18,423 (1) | | | FleetCor Technologies, Inc. | | | | | 4,633,937 | | | | | | 0.8 | | |
29,702 (1) | | | Fortinet, Inc. | | | | | 4,077,194 | | | | | | 0.7 | | |
34,688 | | | KLA Corp. | | | | | 6,746,122 | | | | | | 1.2 | | |
39,343 | | | Microchip Technology, Inc. | | | | | 4,143,211 | | | | | | 0.7 | | |
25,692 (1) | | | Okta, Inc. | | | | | 5,144,309 | | | | | | 0.9 | | |
21,840 (1) | | | Palo Alto Networks, Inc. | | | | | 5,015,993 | | | | | | 0.9 | | |
56,646 | | | Paychex, Inc. | | | | | 4,290,934 | | | | | | 0.8 | | |
17,070 (1) | | | RingCentral, Inc. | | | | | 4,865,121 | | | | | | 0.9 | | |
35,523 (1) | | | Splunk, Inc. | | | | | 7,058,420 | | | | | | 1.2 | | |
31,041 (1) | | | Synopsys, Inc. | | | | | 6,052,995 | | | | | | 1.1 | | |
9,046 (1) | | | Trade Desk, Inc./The | | | | | 3,677,199 | | | | | | 0.6 | | |
23,881 (1) | | | Twilio, Inc. | | | | | 5,239,969 | | | | | | 0.9 | | |
54,580 | | | Xilinx, Inc. | | | | | 5,370,126 | | | | | | 0.9 | | |
1,500,741 (2)(3) | | | Other Securities | | | | | 114,963,381 | | | | | | 20.1 | | |
| | | | | | | | 211,015,389 | | | | | | 36.8 | | |
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Materials: 2.2% | | ||||||||||||
66,723 | | | Ball Corp. | | | | $ | 4,636,581 | | | | | | 0.8 | | |
142,313 (3) | | | Other Securities | | | | | 7,794,043 | | | | | | 1.4 | | |
| | | | | | | | 12,430,624 | | | | | | 2.2 | | |
| | | Real Estate: 1.5% | | ||||||||||||
53,503 | | | Simon Property Group, Inc. | | | | | 3,658,535 | | | | | | 0.6 | | |
94,999 (2) | | | Other Securities | | | | | 4,809,178 | | | | | | 0.9 | | |
| | | | | | | | 8,467,713 | | | | | | 1.5 | | |
| | | Utilities: 0.1% | | ||||||||||||
18,848 | | | Other Securities | | | | | 613,691 | | | | | | 0.1 | | |
| | | Total Common Stock | | | | | | | | | | | | | |
| | | (Cost $421,736,551) | | | | | 572,201,325 | | | | | | 99.8 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 2.8% | | |||||||||||||||
| | | Repurchase Agreements: 2.2% | | ||||||||||||
2,772,826 (5) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/20, 0.10%, due 07/01/20 (Repurchase Amount $2,772,834, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $2,828,282, due 08/01/20-02/20/70) | | | | | 2,772,826 | | | | | | 0.5 | | |
1,583,398 (5) | | | Citadel Securities LLC, Repurchase Agreement dated 06/30/20, 0.15%, due 07/01/20 (Repurchase Amount $1,583,405, collateralized by various U.S. Government Securities, 0.000%-7.625%, Market Value plus accrued interest $1,615,073, due 07/31/20-11/15/49) | | | | | 1,583,398 | | | | | | 0.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
2,849,498 (5) | | | Citigroup, Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $2,849,505, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $2,906,488, due 07/31/21-05/20/70) | | | | $ | 2,849,498 | | | | | | 0.5 | | |
2,378,198 (5) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $2,378,204, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $2,425,762, due 07/31/20-07/01/50) | | | | | 2,378,198 | | | | | | 0.4 | | |
2,658,800 (5) | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/20, 0.24%, due 07/01/20 (Repurchase Amount $2,658,817, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $2,718,139, due 01/15/22-02/15/47) | | | | | 2,658,800 | | | | | | 0.5 | | |
| | | Total Repurchase Agreements | | | | | | | | | | | | | |
| | | (Cost $12,242,720) | | | | | 12,242,720 | | | | | | 2.2 | | |
|
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Mutual Funds: 0.6% | | ||||||||||||
3,621,000 (6) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.150% (Cost $3,621,000) | | | | $ | 3,621,000 | | | | | | 0.6 | | |
| | | Total Short-Term Investments | | | | | | | | | | | | | |
| | | (Cost $15,863,720) | | | | | 15,863,720 | | | | | | 2.8 | | |
| | | Total Investments in Securities (Cost $437,600,271) | | | | $ | 588,065,045 | | | | | | 102.6 | | |
| | | Liabilities in Excess of Other Assets | | | | | (14,776,549) | | | | | | (2.6) | | |
| | | Net Assets | | | | $ | 573,288,496 | | | | | | 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, 2020 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 572,201,325 | | | | | $ | — | | | | | $ | — | | | | | $ | 572,201,325 | | |
Short-Term Investments | | | | | 3,621,000 | | | | | | 12,242,720 | | | | | | — | | | | | | 15,863,720 | | |
Total Investments, at fair value | | | | $ | 575,822,325 | | | | | $ | 12,242,720 | | | | | $ | — | | | | | $ | 588,065,045 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 95,692 | | | | | | — | | | | | | — | | | | | | 95,692 | | |
Total Assets | | | | $ | 575,918,017 | | | | | $ | 12,242,720 | | | | | $ | — | | | | | $ | 588,160,737 | | |
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/19 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/20 | | | Investment Income | | | Realized Gains/(Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Financial, Inc. | | | | $ | 108,422 | | | | | $ | — | | | | | $ | (82,055) | | | | | $ | (26,367) | | | | | $ | — | | | | | $ | 500 | | | | | $ | (784) | | | | | $ | — | | |
| | | | $ | 108,422 | | | | | $ | — | | | | | $ | (82,055) | | | | | $ | (26,367) | | | | | $ | — | | | | | $ | 500 | | | | | $ | (784) | | | | | $ | — | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P Mid 400 E-Mini | | | | | 21 | | | | | | 09/18/20 | | | | | $ | 3,736,110 | | | | | $ | 95,692 | | |
| | | | | | | | | | | | | | | | $ | 3,736,110 | | | | | $ | 95,692 | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 95,692 | | |
Total Asset Derivatives | | | | | | | $ | 95,692 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (327,034) | | |
Total | | | | $ | (327,034) | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 36,967 | | |
Total | | | | $ | 36,967 | | |
| Gross Unrealized Appreciation | | | | $ | 153,632,489 | | |
| Gross Unrealized Depreciation | | | | | (3,609,486) | | |
| Net Unrealized Appreciation | | | | $ | 150,023,003 | | |
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2020 (Unaudited) |
| Sector Diversification as of June 30, 2020 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 36.8% | |
| Health Care | | | 22.8% | |
| Industrials | | | 11.9% | |
| Consumer Discretionary | | | 10.7% | |
| Communication Services | | | 5.4% | |
| Consumer Staples | | | 4.2% | |
| Financials | | | 3.8% | |
| Materials | | | 2.2% | |
| Real Estate | | | 1.5% | |
| Energy | | | 0.4% | |
| Utilities | | | 0.1% | |
| Assets in Excess of Other Liabilities* | | | 0.2% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 99.0% | | |||||||||||||||
| | | Communication Services: 4.3% | | ||||||||||||
12,200 (1) | | | IAC/InterActiveCorp | | | | $ | 3,945,480 | | | | | | 0.3 | | |
21,285 (1) | | | Spotify Technology SA | | | | | 5,495,574 | | | | | | 0.5 | | |
1,557,826 (2)(3) | | | Other Securities | | | | | 41,789,224 | | | | | | 3.5 | | |
| | | | | | | | 51,230,278 | | | | | | 4.3 | | |
| | | Consumer Discretionary: 11.0% | | ||||||||||||
3,796 (1) | | | Autozone, Inc. | | | | | 4,282,343 | | | | | | 0.4 | | |
4,528 (1) | | | Chipotle Mexican Grill, Inc. | | | | | 4,765,086 | | | | | | 0.4 | | |
634,147 | | | Ford Motor Co. | | | | | 3,855,614 | | | | | | 0.3 | | |
18,473 (1) | | | Lululemon Athletica, Inc. | | | | | 5,763,761 | | | | | | 0.5 | | |
11,901 (1) | | | O’Reilly Automotive, Inc. | | | | | 5,018,295 | | | | | | 0.4 | | |
2,222,129 (2)(3) | | | Other Securities | | | | | 107,351,386 | | | | | | 9.0 | | |
| | | | | | | | 131,036,485 | | | | | | 11.0 | | |
| | | Consumer Staples: 4.3% | | ||||||||||||
20,511 | | | Clorox Co. | | | | | 4,499,498 | | | | | | 0.4 | | |
125,879 | | | Kroger Co. | | | | | 4,261,004 | | | | | | 0.3 | | |
806,333 (2)(3) | | | Other Securities | | | | | 43,259,192 | | | | | | 3.6 | | |
| | | | | | | | 52,019,694 | | | | | | 4.3 | | |
| | | Energy: 2.9% | | ||||||||||||
105,231 | | | Marathon Petroleum Corp. | | | | | 3,933,535 | | | | | | 0.3 | | |
1,673,077 (2)(3) | | | Other Securities | | | | | 31,375,731 | | | | | | 2.6 | | |
| | | | | | | | 35,309,266 | | | | | | 2.9 | | |
| | | Financials: 11.3% | | ||||||||||||
13,458 | | | MSCI, Inc. - Class A | | | | | 4,492,550 | | | | | | 0.4 | | |
64,348 | | | Prudential Financial, Inc. | | | | | 3,918,793 | | | | | | 0.3 | | |
36,787 | | | T. Rowe Price Group, Inc. | | | | | 4,543,195 | | | | | | 0.4 | | |
20,419 (4) | | | Voya Financial, Inc. | | | | | 952,546 | | | | | | 0.1 | | |
20,919 | | | Willis Towers Watson PLC | | | | | 4,119,997 | | | | | | 0.3 | | |
3,561,617 (2)(3) | | | Other Securities | | | | | 116,546,476 | | | | | | 9.8 | | |
| | | | | | | | 134,573,557 | | | | | | 11.3 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care: 12.9% | | ||||||||||||
50,300 | | | Agilent Technologies, Inc. | | | | $ | 4,445,011 | | | | | | 0.4 | | |
34,586 (1) | | | Alexion Pharmaceuticals, Inc. | | | | | 3,881,933 | | | | | | 0.3 | | |
13,678 (1) | | | Idexx Laboratories, Inc. | | | | | 4,515,929 | | | | | | 0.4 | | |
30,914 (1) | | | IQVIA Holdings, Inc. | | | | | 4,386,078 | | | | | | 0.4 | | |
26,272 | | | McKesson Corp. | | | | | 4,030,650 | | | | | | 0.3 | | |
23,308 | | | Resmed, Inc. | | | | | 4,475,136 | | | | | | 0.4 | | |
21,718 (1) | | | Veeva Systems, Inc. | | | | | 5,091,134 | | | | | | 0.4 | | |
33,687 | | | Zimmer Biomet Holdings, Inc. | | | | | 4,020,880 | | | | | | 0.3 | | |
1,525,264 (2)(3) | | | Other Securities | | | | | 118,917,555 | | | | | | 10.0 | | |
| | | | | | | | 153,764,306 | | | | | | 12.9 | | |
| | | Industrials: 14.7% | | ||||||||||||
14,350 | | | Cintas Corp. | | | | | 3,822,266 | | | | | | 0.3 | | |
6,253 (1) | | | CoStar Group, Inc. | | | | | 4,443,820 | | | | | | 0.4 | | |
23,970 | | | Cummins, Inc. | | | | | 4,153,042 | | | | | | 0.4 | | |
93,092 | | | Fastenal Co. | | | | | 3,988,061 | | | | | | 0.3 | | |
64,541 | | | IHS Markit Ltd. | | | | | 4,872,845 | | | | | | 0.4 | | |
121,108 | | | Johnson Controls International plc | | | | | 4,134,627 | | | | | | 0.4 | | |
55,153 | | | Paccar, Inc. | | | | | 4,128,202 | | | | | | 0.3 | | |
18,847 | | | Rockwell Automation, Inc. | | | | | 4,014,411 | | | | | | 0.3 | | |
25,784 | | | Verisk Analytics, Inc. | | | | | 4,388,437 | | | | | | 0.4 | | |
2,392,079 (2)(3) | | | Other Securities | | | | | 137,607,459 | | | | | | 11.5 | | |
| | | | | | | | 175,553,170 | | | | | | 14.7 | | |
| | | Information Technology: 19.1% | | ||||||||||||
46,942 | | | Amphenol Corp. | | | | | 4,497,513 | | | | | | 0.4 | | |
13,928 (1) | | | ANSYS, Inc. | | | | | 4,063,216 | | | | | | 0.4 | | |
44,826 (1) | | | Cadence Design Systems, Inc. | | | | | 4,301,503 | | | | | | 0.4 | | |
28,664 (1) | | | DocuSign, Inc. | | | | | 4,936,227 | | | | | | 0.4 | | |
232,725 | | | HP, Inc. | | | | | 4,056,397 | | | | | | 0.3 | | |
25,241 | | | KLA Corp. | | | | | 4,908,870 | | | | | | 0.4 | | |
38,172 (5) | | | Microchip Technology, Inc. | | | | | 4,019,893 | | | | | | 0.3 | | |
27,651 | | | Motorola Solutions, Inc. | | | | | 3,874,735 | | | | | | 0.3 | | |
52,176 | | | Paychex, Inc. | | | | | 3,952,332 | | | | | | 0.3 | | |
25,849 (1) | | | Splunk, Inc. | | | | | 5,136,196 | | | | | | 0.4 | | |
24,340 (1) | | | Synopsys, Inc. | | | | | 4,746,300 | | | | | | 0.4 | | |
20,886 (1) | | | Twilio, Inc. | | | | | 4,582,806 | | | | | | 0.4 | | |
39,716 | | | Xilinx, Inc. | | | | | 3,907,657 | | | | | | 0.3 | | |
2,723,531 (2)(3) | | | Other Securities | | | | | 171,223,303 | | | | | | 14.4 | | |
| | | | | | | | 228,206,948 | | | | | | 19.1 | | |
| | | Materials: 5.0% | | ||||||||||||
38,359 | | | PPG Industries, Inc. | | | | | 4,068,356 | | | | | | 0.3 | | |
1,574,006 (2)(3) | | | Other Securities | | | | | 56,018,071 | | | | | | 4.7 | | |
| | | | | | | | 60,086,427 | | | | | | 5.0 | | |
| | | Real Estate: 7.6% | | ||||||||||||
2,509,491 (2)(3) | | | Other Securities | | | | | 90,926,166 | | | | | | 7.6 | | |
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Utilities: 5.9% | | ||||||||||||
54,474 | | | Consolidated Edison, Inc. | | | | $ | 3,918,315 | | | | | | 0.3 | | |
54,814 | | | Eversource Energy | | | | | 4,564,362 | | | | | | 0.4 | | |
82,152 | | | Public Service Enterprise Group, Inc. | | | | | 4,038,592 | | | | | | 0.3 | | |
51,359 | | | WEC Energy Group, Inc. | | | | | 4,501,616 | | | | | | 0.4 | | |
85,466 | | | Xcel Energy, Inc. | | | | | 5,341,625 | | | | | | 0.5 | | |
1,206,462 (2)(3) | | | Other Securities | | | | | 47,612,162 | | | | | | 4.0 | | |
| | | | | | | | 69,976,672 | | | | | | 5.9 | | |
| | | Total Common Stock (Cost $690,007,060) | | | | | 1,182,682,969 | | | | | | 99.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 10.4% | | |||||||||||||||
| | | Floating Rate Notes: 0.7% | | ||||||||||||
1,075,000 (6) | | | Bank of Montreal, 0.200%, 07/13/2020 | | | | | 1,075,023 | | | | | | 0.1 | | |
1,000,000 (6) | | | J.P. Morgan Securities LLC, 0.360%, 07/08/2020 | | | | | 1,000,045 | | | | | | 0.1 | | |
950,000 (6) | | | Lloyds Bank PLC, 0.310%, 07/31/2020 | | | | | 950,118 | | | | | | 0.1 | | |
975,000 (6) | | | Mitsubishi UFJ Financial Group, Inc., 0.350%, 07/14/2020 | | | | | 975,071 | | | | | | 0.1 | | |
900,000 (6) | | | Mizuho Financial Group Inc., 0.340%, 07/14/2020 | | | | | 900,065 | | | | | | 0.1 | | |
1,100,000 (6) | | | National Bank of Canada, 1.180%, 07/16/2020 | | | | | 1,100,039 | | | | | | 0.1 | | |
900,000 (6) | | | Royal Bank of Canada, 0.350%, 07/17/2020 | | | | | 900,082 | | | | | | 0.1 | | |
800,000 (6) | | | Svenska Handelsbanken AB, 0.330%, 07/07/2020 | | | | | 800,027 | | | | | | 0.0 | | |
| | | Total Floating Rate Notes (Cost $7,700,470) | | | | | 7,700,470 | | | | | | 0.7 | | |
| | | | | ||||||||||||
| | | Repurchase Agreements: 8.2% | | ||||||||||||
3,340,171 (6) | | | Amherst Pierpoint Securities LLC, Repurchase Agreement dated 06/30/20, 0.14%, due 07/01/20 (Repurchase Amount $3,340,184, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $3,406,974, due 08/13/20-05/20/70) | | | | | 3,340,171 | | | | | | 0.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
2,414,756 (6) | | | Bank of America Inc., Repurchase Agreement dated 06/30/20, 0.07%, due 07/01/20 (Repurchase Amount $2,414,761, collateralized by various U.S. Government Securities, 0.125%-5.000%, Market Value plus accrued interest $2,463,052, due 10/15/24-02/15/48) | | | | $ | 2,414,756 | | | | | | 0.2 | | |
7,586,532 (6) | | | BNP Paribas S.A., Repurchase Agreement dated 06/30/20, 0.24%, due 07/01/20 (Repurchase Amount $7,586,582, collateralized by various U.S. Government Securities, 1.106%-6.500%, Market Value plus accrued interest $7,965,859, due 08/15/20-03/19/40) | | | | | 7,586,532 | | | | | | 0.7 | | |
20,011,871 (6) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/20, 0.10%, due 07/01/20 (Repurchase Amount $20,011,926, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $20,412,108, due 08/01/20-02/20/70) | | | | | 20,011,871 | | | | | | 1.7 | | |
3,927,640 (6) | | | CF Secured LLC, Repurchase Agreement dated 06/30/20, 0.10%, due 07/01/20 (Repurchase Amount $3,927,651, collateralized by various U.S. Government/U.S. Government Agency Obligations, 2.500%-5.500%, Market Value plus accrued interest $4,006,193, due 01/01/29-06/01/50) | | | | | 3,927,640 | | | | | | 0.3 | | |
8,434,733 (6) | | | Citadel Securities LLC, Repurchase Agreement dated 06/30/20, 0.15%, due 07/01/20 (Repurchase Amount $8,434,768, collateralized by various U.S. Government Securities, 0.000%-7.625%, Market Value plus accrued interest $8,603,464, due 07/31/20-11/15/49) | | | | | 8,434,733 | | | | | | 0.7 | | |
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
26,393,292 (6) | | | Citigroup, Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $26,393,357, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $26,921,159, due 07/31/21-05/20/70) | | | | $ | 26,393,292 | | | | | | 2.2 | | |
5,141,768 (6) | | | Industrial & Comm. Bank of China, Repurchase Agreement dated 06/30/20, 0.11%, due 07/01/20 (Repurchase Amount $5,141,783, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $5,244,603, due 07/15/20-06/01/50) | | | | | 5,141,768 | | | | | | 0.4 | | |
1,589,478 (6) | | | Royal Bank of Canada, Repurchase Agreement dated 06/30/20, 0.26%, due 07/01/20 (Repurchase Amount $1,589,489, collateralized by various U.S. Government Securities, 0.000%-8.700%, Market Value plus accrued interest $1,660,139, due 10/27/20-05/27/40) | | | | | 1,589,478 | | | | | | 0.1 | | |
19,112,894 (6) | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/20, 0.24%, due 07/01/20 (Repurchase Amount $19,113,020, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $19,539,455, due 01/15/22-02/15/47) | | | | | 19,112,894 | | | | | | 1.6 | | |
| | | Total Repurchase Agreements (Cost $97,953,135) | | | | | 97,953,135 | | | | | | 8.2 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Mutual Funds(6): 1.5% | | ||||||||||||
2,585,000 (6)(7) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.100% | | | | $ | 2,585,000 | | | | | | 0.2 | | |
12,911,000 (6)(7) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.150% | | | | | 12,911,000 | | | | | | 1.1 | | |
2,585,000 (6)(7) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.050% | | | | | 2,585,000 | | | | | | 0.2 | | |
| | | Total Mutual Funds (Cost $18,081,000) | | | | | 18,081,000 | | | | | | 1.5 | | |
| | | Total Short-Term Investments (Cost $123,734,605) | | | | | 123,734,605 | | | | | | 10.4 | | |
| | | Total Investments in Securities (Cost $813,741,665) | | | | $ | 1,306,417,574 | | | | | | 109.4 | | |
| | | Liabilities in Excess of Other Assets | | | | | (112,388,628) | | | | | | (9.4) | | |
| | | Net Assets | | | | $ | 1,194,028,946 | | | | | | 100.0 | | |
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2020 (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, 2020 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 1,182,682,969 | | | | | $ | — | | | | | $ | — | | | | | $ | 1,182,682,969 | | |
Short-Term Investments | | | | | 18,081,000 | | | | | | 105,653,605 | | | | | | — | | | | | | 123,734,605 | | |
Total Investments, at fair value | | | | $ | 1,200,763,969 | | | | | $ | 105,653,605 | | | | | $ | — | | | | | $ | 1,306,417,574 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 88,169 | | | | | | — | | | | | | — | | | | | | 88,169 | | |
Total Assets | | | | $ | 1,200,852,138 | | | | | $ | 105,653,605 | | | | | $ | — | | | | | $ | 1,306,505,743 | | |
Issuer | | | Beginning Fair Value at 12/31/19 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/20 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Financial, Inc. | | | | $ | 1,443,580 | | | | | $ | 43,913 | | | | | $ | (131,940) | | | | | $ | (403,007) | | | | | $ | 952,546 | | | | | $ | 7,032 | | | | | $ | 69,652 | | | | | $ | — | | |
| | | | $ | 1,443,580 | | | | | $ | 43,913 | | | | | $ | (131,940) | | | | | $ | (403,007) | | | | | $ | 952,546 | | | | | $ | 7,032 | | | | | $ | 69,652 | | | | | $ | — | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P Mid 400 E-Mini | | | | | 69 | | | | | | 09/18/20 | | | | | $ | 12,275,790 | | | | | $ | 88,169 | | |
| | | | | | | | | | | | | | | | $ | 12,275,790 | | | | | $ | 88,169 | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 88,169 | | |
Total Asset Derivatives | | | | | | | $ | 88,169 | | |
Voya Russell™ Mid Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2020 (Unaudited) (continued) |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (1,242,635) | | |
Total | | | | $ | (1,242,635) | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (9,758) | | |
Total | | | | $ | (9,758) | | |
| Gross Unrealized Appreciation | | | | $ | 566,505,910 | | |
| Gross Unrealized Depreciation | | | | | (82,690,001) | | |
| Net Unrealized Appreciation | | | | $ | 483,815,909 | | |
Voya Russell™ Small Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2020 (Unaudited) |
| Sector Diversification as of June 30, 2020 (as a percentage of net assets) | | |||
| | | | | |
| Health Care | | | 20.0% | |
| Financials | | | 15.9% | |
| Industrials | | | 14.1% | |
| Information Technology | | | 13.5% | |
| Consumer Discretionary | | | 11.5% | |
| Real Estate | | | 6.9% | |
| Materials | | | 3.9% | |
| Utilities | | | 3.5% | |
| Consumer Staples | | | 3.2% | |
| Communication Services | | | 2.5% | |
| Energy | | | 2.2% | |
| Consumer, Non-cyclical | | | 0.0% | |
| Assets in Excess of Other Liabilities* | | | 2.8% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 97.2% | | |||||||||||||||
| | | Communication Services: 2.5% | | ||||||||||||
1,236,539 (1),(2) | | | Other Securities | | | | $ | 15,539,796 | | | | | | 2.5 | | |
| | | | | ||||||||||||
| | | Consumer Discretionary: 11.5% | | ||||||||||||
13,132 (3) | | | Churchill Downs, Inc. | | | | | 1,748,526 | | | | | | 0.3 | | |
9,616 (4) | | | Deckers Outdoor Corp. | | | | | 1,888,486 | | | | | | 0.3 | | |
8,750 (3)(4) | | | Helen of Troy Ltd. | | | | | 1,649,900 | | | | | | 0.3 | | |
46,291 (3)(4) | | | Penn National Gaming, Inc. | | | | | 1,413,727 | | | | | | 0.2 | | |
5,813 (3)(4) | | | RH | | | | | 1,446,856 | | | | | | 0.2 | | |
11,554 (4) | | | TopBuild Corp. | | | | | 1,314,499 | | | | | | 0.2 | | |
10,200 (3) | | | Wingstop, Inc. | | | | | 1,417,494 | | | | | | 0.2 | | |
3,074,221 (1)(2) | | | Other Securities | | | | | 61,660,534 | | | | | | 9.8 | | |
| | | | | | | | 72,540,022 | | | | | | 11.5 | | |
| | | Consumer Staples: 3.2% | | ||||||||||||
47,389 (4) | | | BJ’s Wholesale Club Holdings, Inc. | | | | | 1,766,188 | | | | | | 0.3 | | |
56,579 (4) | | | Darling Ingredients, Inc. | | | | | 1,392,975 | | | | | | 0.2 | | |
45,589 (4) | | | Performance Food Group Co. | | | | | 1,328,463 | | | | | | 0.2 | | |
565,647 (1)(2) | | | Other Securities | | | | | 16,017,921 | | | | | | 2.5 | | |
| | | | | | | | 20,505,547 | | | | | | 3.2 | | |
| | | Energy: 2.2% | | ||||||||||||
2,533,519 (1)(2) | | | Other Securities | | | | | 13,848,507 | | | | | | 2.2 | | |
| | | | | | | | | | | | |||||
| | | Financials: 15.9% | | ||||||||||||
11,689 (4)(5)(6) | | | Calamos Asset Management, Inc. | | | | | — | | | | | | — | | |
37,264 | | | Essent Group Ltd. | | | | | 1,351,566 | | | | | | 0.2 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
44,343 (3) | | | First Financial Bankshares, Inc. | | | | $ | 1,281,069 | | | | | | 0.2 | | |
5,636,338 (1)(2) | | | Other Securities | | | | | 97,821,174 | | | | | | 15.5 | | |
| | | | | | | | 100,453,809 | | | | | | 15.9 | | |
| | | Health Care: 20.0% | | ||||||||||||
88,312 (3)(4) | | | Amicus Therapeutics, Inc. | | | | | 1,331,745 | | | | | | 0.2 | | |
34,680 (3)(4) | | | Arrowhead Pharmaceuticals, Inc. | | | | | 1,497,829 | | | | | | 0.2 | | |
18,804 (4) | | | Blueprint Medicines Corp. | | | | | 1,466,712 | | | | | | 0.2 | | |
46,842 (3)(4) | | | Halozyme Therapeutics, Inc. | | | | | 1,255,834 | | | | | | 0.2 | | |
24,126 (4) | | | HealthEquity, Inc. | | | | | 1,415,472 | | | | | | 0.2 | | |
49,823 (3)(4) | | | Inovio Pharmaceuticals, Inc. | | | | | 1,342,730 | | | | | | 0.2 | | |
10,505 (4) | | | LHC Group, Inc. | | | | | 1,831,232 | | | | | | 0.3 | | |
12,690 (3)(4) | | | Mirati Therapeutics, Inc. | | | | | 1,448,817 | | | | | | 0.2 | | |
40,862 (3)(4) | | | Momenta Pharmaceuticals, Inc. | | | | | 1,359,479 | | | | | | 0.2 | | |
17,217 (4) | | | MyoKardia, Inc. | | | | | 1,663,507 | | | | | | 0.3 | | |
18,230 (4) | | | Neogen Corp. | | | | | 1,414,648 | | | | | | 0.2 | | |
11,588 (3)(4) | | | Nevro Corp. | | | | | 1,384,418 | | | | | | 0.2 | | |
20,204 (4) | | | Novavax, Inc. | | | | | 1,684,003 | | | | | | 0.3 | | |
19,685 (3)(4) | | | Ultragenyx Pharmaceutical, Inc. | | | | | 1,539,761 | | | | | | 0.3 | | |
44,461 (3)(4) | | | Wright Medical Group NV | | | | | 1,321,381 | | | | | | 0.2 | | |
6,647,419 (1)(2) | | | Other Securities | | | | | 104,739,280 | | | | | | 16.6 | | |
| | | | | | | | 126,696,848 | | | | | | 20.0 | | |
| | | Industrials: 14.1% | | ||||||||||||
48,786 (4)(7) | | | API Group Corp. | | | | | 592,750 | | | | | | 0.1 | | |
19,162 | | | EMCOR Group, Inc. | | | | | 1,267,375 | | | | | | 0.2 | | |
17,763 | | | Exponent, Inc. | | | | | 1,437,559 | | | | | | 0.2 | | |
15,309 | | | Simpson Manufacturing Co., Inc. | | | | | 1,291,467 | | | | | | 0.2 | | |
14,573 (3)(4) | | | SiteOne Landscape Supply, Inc. | | | | | 1,660,885 | | | | | | 0.3 | | |
18,814 | | | Tetra Tech, Inc. | | | | | 1,488,564 | | | | | | 0.2 | | |
3,334,672 (1)(2) | | | Other Securities | | | | | 81,428,232 | | | | | | 12.9 | | |
| | | | | | | | 89,166,832 | | | | | | 14.1 | | |
| | | Information Technology: 13.5% | | ||||||||||||
17,278 (3)(4) | | | Blackline, Inc. | | | | | 1,432,519 | | | | | | 0.2 | | |
10,000 | | | Cabot Microelectronics Corp. | | | | | 1,395,400 | | | | | | 0.2 | | |
18,361 (4) | | | Envestnet, Inc. | | | | | 1,350,268 | | | | | | 0.2 | | |
31,144 (3)(4) | | | II-VI, Inc. | | | | | 1,470,620 | | | | | | 0.2 | | |
47,008 (4) | | | Lattice Semiconductor Corp. | | | | | 1,334,557 | | | | �� | | 0.2 | | |
21,705 | | | MAXIMUS, Inc. | | | | | 1,529,117 | | | | | | 0.3 | | |
11,824 (4) | | | Novanta, Inc. | | | | | 1,262,449 | | | | | | 0.2 | | |
Voya Russell™ Small Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
17,150 (4) | | | Q2 Holdings, Inc. | | | | $ | 1,471,299 | | | | | | 0.2 | | |
14,820 (4) | | | Silicon Laboratories, Inc. | | | | | 1,486,001 | | | | | | 0.3 | | |
3,298,312 (1)(2) | | | Other Securities | | | | | 72,453,265 | | | | | | 11.5 | | |
| | | | | | | | 85,185,495 | | | | | | 13.5 | | |
| | | Materials: 3.9% | | ||||||||||||
30,512 (4)(5)(6) | | | Ferroglobe PLC | | | | | — | | | | | | — | | |
1,685,504 (1)(2) | | | Other Securities | | | | | 24,802,831 | | | | | | 3.9 | | |
| | | | | | | | 24,802,831 | | | | | | 3.9 | | |
| | | Real Estate: 6.9% | | ||||||||||||
13,219 | | | EastGroup Properties, Inc. | | | | | 1,567,905 | | | | | | 0.3 | | |
46,447 | | | Healthcare Realty Trust, Inc. | | | | | 1,360,433 | | | | | | 0.2 | | |
70,898 | | | Physicians Realty Trust | | | | | 1,242,133 | | | | | | 0.2 | | |
20,857 | | | QTS Realty Trust, Inc. | | | | | 1,336,725 | | | | | | 0.2 | | |
33,171 (3)(4) | | | Redfin Corp. | | | | | 1,390,197 | | | | | | 0.2 | | |
51,398 | | | STAG Industrial, Inc. | | | | | 1,506,989 | | | | | | 0.2 | | |
2,594,760 (1)(2) | | | Other Securities | | | | | 35,040,308 | | | | | | 5.6 | | |
| | | | | | | | 43,444,690 | | | | | | 6.9 | | |
| | | Utilities: 3.5% | | ||||||||||||
18,010 | | | ONE Gas, Inc. | | | | | 1,387,671 | | | | | | 0.2 | | |
30,906 | | | Portland General Electric Co. | | | | | 1,292,180 | | | | | | 0.2 | | |
18,929 | | | Southwest Gas Holdings, Inc. | | | | | 1,307,047 | | | | | | 0.2 | | |
482,679 (1)(2) | | | Other Securities | | | | | 18,256,390 | | | | | | 2.9 | | |
| | | | | | | | 22,243,288 | | | | | | 3.5 | | |
| | | Total Common Stock (Cost $441,616,672) | | | | | 614,427,665 | | | | | | 97.2 | | |
RIGHTS: —% | | |||||||||||||||
| | | Communication Services: —% | | ||||||||||||
46,399 (4)(5)(6) | | | Media General, Inc. - CVR | | | | | — | | | | | | — | | |
| | | | | ||||||||||||
| | | Consumer, Non-cyclical: —% | | ||||||||||||
390 (4)(5)(6) | | | GTX, Inc. - CVR | | | | | — | | | | | | — | | |
| | | | | | | | | | | | |||||
| | | Health Care: —% | | ||||||||||||
37,288 (3)(4)(5)(6) | | | Progenics Pharmaceuticals, Inc. - CVR | | | | | — | | | | | | — | | |
| | | Total Rights | | | | | | | | | | | | | |
| | | (Cost $800) | | | | | — | | | | | | — | | |
WARRANTS: 0.0% | | |||||||||||||||
| | | Health Care: 0.0% | | ||||||||||||
155 (2) | | | Other Securities | | | | | 536 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
WARRANTS: (continued) | | |||||||||||||||
| | | Total Warrants (Cost $0) | | | | $ | 536 | | | | | | 0.0 | | |
| | | Total Long-Term Investments (Cost $441,617,472) | | | | | 614,428,201 | | | | | | 97.2 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 25.4% | | |||||||||||||||
| | | Floating Rate Notes: 2.6% | | ||||||||||||
1,900,000 (8) | | | Bank of Montreal, 0.200%, 07/13/2020 | | | | | 1,900,040 | | | | | | 0.3 | | |
2,175,000 (8) | | | Commonwealth Bank of Australia, 0.360%, 07/06/2020 | | | | | 2,174,981 | | | | | | 0.3 | | |
2,075,000 (8) | | | J.P. Morgan Securities LLC, 0.360%, 07/08/2020 | | | | | 2,075,094 | | | | | | 0.3 | | |
950,000 (8) | | | Lloyds Bank PLC, 0.310%, 07/31/2020 | | | | | 950,118 | | | | | | 0.2 | | |
2,125,000 (8) | | | Mizuho Financial Group Inc., 0.340%, 07/14/2020 | | | | | 2,125,153 | | | | | | 0.3 | | |
2,300,000 (8) | | | National Bank of Canada, 1.180%, 07/16/2020 | | | | | 2,300,080 | | | | | | 0.4 | | |
950,000 (8) | | | Oversea-Chinese Banking Corp., Ltd., 0.300%, 07/15/2020 | | | | | 950,058 | | | | | | 0.2 | | |
1,775,000 (8) | | | Royal Bank of Canada, 0.350%, 07/17/2020 | | | | | 1,775,163 | | | | | | 0.3 | | |
2,100,000 (8) | | | Svenska Handelsbanken AB, 0.330%, 07/07/2020 | | | | | 2,100,072 | | | | | | 0.3 | | |
| | | Total Floating Rate Notes | | | | | | | | | |||||
| | | (Cost $16,350,759) | | | | | 16,350,759 | | | | | | 2.6 | | |
| | | | | ||||||||||||
| | | Repurchase Agreements: 18.3% | | ||||||||||||
3,905,092 (8) | | | Amherst Pierpoint Securities LLC, Repurchase Agreement dated 06/30/20, 0.14%, due 07/01/20 (Repurchase Amount $3,905,107, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $3,983,194, due 08/13/20-05/20/70) | | | | | 3,905,092 | | | | | | 0.6 | | |
Voya Russell™ Small Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
8,369,596 (8) | | | BNP Paribas S.A., Repurchase Agreement dated 06/30/20, 0.24%, due 07/01/20 (Repurchase Amount $8,369,651, collateralized by various U.S. Government Securities, 1.106%-6.500%, Market Value plus accrued interest $8,788,076, due 08/15/20-03/19/40) | | | | $ | 8,369,596 | | | | | | 1.3 | | |
23,396,468 (8) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/20, 0.10%, due 07/01/20 (Repurchase Amount $23,396,532, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $23,864,397, due 08/01/20-02/20/70) | | | | | 23,396,468 | | | | | | 3.7 | | |
4,591,919 (8) | | | CF Secured LLC, Repurchase Agreement dated 06/30/20, 0.10%, due 07/01/20 (Repurchase Amount $4,591,932, collateralized by various U.S. Government/U.S. Government Agency Obligations, 2.500%-5.500%, Market Value plus accrued interest $4,683,757, due 01/01/29-06/01/50) | | | | | 4,591,919 | | | | | | 0.7 | | |
9,861,295 (8) | | | Citadel Securities LLC, Repurchase Agreement dated 06/30/20, 0.15%, due 07/01/20 (Repurchase Amount $9,861,336, collateralized by various U.S. Government Securities, 0.000%-7.625%, Market Value plus accrued interest $10,058,563, due 07/31/20-11/15/49) | | | | | 9,861,295 | | | | | | 1.6 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
32,147,425 (8) | | | Citigroup, Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $32,147,504, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $32,790,375, due 07/31/21-05/20/70) | | | | $ | 32,147,425 | | | | | | 5.1 | | |
6,011,394 (8) | | | Industrial & Comm. Bank of China, Repurchase Agreement dated 06/30/20, 0.11%, due 07/01/20 (Repurchase Amount $6,011,412, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $6,131,622, due 07/15/20-06/01/50) | | | | | 6,011,394 | | | | | | 0.9 | | |
1,767,503 (8) | | | Palafox Trading LLC, Repurchase Agreement dated 06/30/20, 0.15%, due 07/01/20 (Repurchase Amount $1,767,510, collateralized by various U.S. Government Securities, 1.375%-2.000%, Market Value plus accrued interest $1,802,861, due 01/31/22-08/15/25) | | | | | 1,767,503 | | | | | | 0.3 | | |
1,753,538 (8) | | | Royal Bank of Canada, Repurchase Agreement dated 06/30/20, 0.26%, due 07/01/20 (Repurchase Amount $1,753,550, collateralized by various U.S. Government Securities, 0.000%-8.700%, Market Value plus accrued interest $1,831,492, due 10/27/20-05/27/40) | | | | | 1,753,538 | | | | | | 0.3 | | |
Voya Russell™ Small Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
24,063,275 (8) | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/20, 0.24%, due 07/01/20 (Repurchase Amount $24,063,433, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $24,600,319, due 01/15/22-02/15/47) | | | | $ | 24,063,275 | | | | | | 3.8 | | |
| | | Total Repurchase Agreements (Cost $115,867,505) | | | | | 115,867,505 | | | | | | 18.3 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds(8): 4.5% | | ||||||||||||
4,038,000 (8)(9) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.100% | | | | | 4,038,000 | | | | | | 0.7 | | |
19,941,000 (8)(9) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.150% | | | | | 19,941,000 | | | | | | 3.2 | | |
4,038,000 (8)(9) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.050% | | | | | 4,038,000 | | | | | | 0.6 | | |
| | | Total Mutual Funds (Cost $28,017,000) | | | | | 28,017,000 | | | | | | 4.5 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Total Short-Term Investments (Cost $160,235,264) | | | | $ | 160,235,264 | | | | | | 25.4 | | |
| | | Total Investments in Securities (Cost $601,852,736) | | | | $ | 774,663,465 | | | | | | 122.6 | | |
| | | Liabilities in Excess of Other Assets | | | | | (142,935,169) | | | | | | (22.6) | | |
| | | Net Assets | | | | $ | 631,728,296 | | | | | | 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, 2020 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Communication Services | | | | $ | 15,539,796 | | | | | $ | — | | | | | $ | — | | | | | $ | 15,539,796 | | |
Consumer Discretionary | | | | | 72,540,022 | | | | | | — | | | | | | — | | | | | | 72,540,022 | | |
Consumer Staples | | | | | 20,505,547 | | | | | | — | | | | | | — | | | | | | 20,505,547 | | |
Voya Russell™ Small Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2020 (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, 2020 | | ||||||||||||
Energy | | | | | 13,848,507 | | | | | | — | | | | | | — | | | | | | 13,848,507 | | |
Financials | | | | | 100,453,809 | | | | | | — | | | | | | — | | | | | | 100,453,809 | | |
Health Care | | | | | 126,696,848 | | | | | | — | | | | | | — | | | | | | 126,696,848 | | |
Industrials | | | | | 89,166,832 | | | | | | — | | | | | | — | | | | | | 89,166,832 | | |
Information Technology | | | | | 85,185,495 | | | | | | — | | | | | | — | | | | | | 85,185,495 | | |
Materials | | | | | 24,802,831 | | | | | | — | | | | | | — | | | | | | 24,802,831 | | |
Real Estate | | | | | 43,444,690 | | | | | | — | | | | | | — | | | | | | 43,444,690 | | |
Utilities | | | | | 22,243,288 | | | | | | — | | | | | | — | | | | | | 22,243,288 | | |
Total Common Stock | | | | | 614,427,665 | | | | | | — | | | | | | — | | | | | | 614,427,665 | | |
Rights | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Warrants | | | | | — | | | | | | 536 | | | | | | — | | | | | | 536 | | |
Short-Term Investments | | | | | 28,017,000 | | | | | | 132,218,264 | | | | | | — | | | | | | 160,235,264 | | |
Total Investments, at fair value | | | | $ | 642,444,665 | | | | | $ | 132,218,800 | | | | | $ | — | | | | | $ | 774,663,465 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 827,423 | | | | | | — | | | | | | — | | | | | | 827,423 | | |
Total Assets | | | | $ | 643,272,088 | | | | | $ | 132,218,800 | | | | | $ | — | | | | | $ | 775,490,888 | | |
|
Security | | | Acquisition Date | | | Acquisition Cost | | | Fair Value | | |||||||||
Calamos Asset Management, Inc. | | | | | 1/30/2020 | | | | | $ | — | | | | | $ | — | | |
Ferroglobe PLC | | | | | 6/26/2018 | | | | | | — | | | | | | — | | |
GTX, Inc. - CVR | | | | | 6/10/2019 | | | | | | 800 | | | | | | — | | |
Media General, Inc. - CVR | | | | | 1/18/2017 | | | | | | — | | | | | | — | | |
Progenics Pharmaceuticals, Inc. - CVR | | | | | 6/22/2020 | | | | | | — | | | | | | — | | |
| | | | | | | | | | $ | 800 | | | | | $ | — | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
E-mini Russell 2000® Index | | | | | 251 | | | | | | 09/18/20 | | | | | $ | 18,041,880 | | | | | $ | 827,423 | | |
| | | | | | | | | | | | | | | | $ | 18,041,880 | | | | | $ | 827,423 | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 827,423 | | |
Total Asset Derivatives | | | | | | | $ | 827,423 | | |
Voya Russell™ Small Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2020 (Unaudited) (continued) |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 1,608,235 | | |
Total | | | | $ | 1,608,235 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 566,780 | | |
Total | | | | $ | 566,780 | | |
| Cost for federal income tax purposes was $609,667,753. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 236,813,381 | | |
| Gross Unrealized Depreciation | | | | | (70,989,994) | | |
| Net Unrealized Appreciation | | | | $ | 165,823,387 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2020 (Unaudited) |
| Investment Type Allocation as of June 30, 2020 (as a percentage of net assets) | | |||
| | | | | |
| U.S. Treasury Obligations | | | 39.3% | |
| Corporate Bonds/Notes | | | 27.0% | |
| U.S. Government Agency Obligations | | | 25.7% | |
| Commercial Mortgage-Backed Securities | | | 2.0% | |
| Sovereign Bonds | | | 1.7% | |
| Municipal Bonds | | | 1.0% | |
| Supranational Bonds | | | 1.0% | |
| Asset-Backed Securities | | | 0.6% | |
| Collateralized Mortgage Obligations | | | 0.1% | |
| Assets in Excess of Other Liabilities* | | | 1.6% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: 27.0% | | |||||||||||||||
| | | Basic Materials: 0.7% | | ||||||||||||
500,000 (1) | | | Chevron Phillips Chemical Co. LLC / Chevron Phillips Chemical Co. L.P., 3.700%, 06/01/2028 | | | | $ | 532,449 | | | | | | 0.0 | | |
18,173,000 (2) | | | Other Securities | | | | | 20,946,527 | | | | | | 0.7 | | |
| | | | | | | | 21,478,976 | | | | | | 0.7 | | |
| | | Communications: 2.8% | | ||||||||||||
15,394,000 (3) | | | AT&T, Inc., 2.300%-6.000%, 03/01/2022-06/01/2051 | | | | | 17,818,059 | | | | | | 0.6 | | |
11,559,000 (3) | | | Comcast Corp., 1.950%-6.500%, 02/01/2024-10/15/2048 | | | | | 13,786,806 | | | | | | 0.4 | | |
1,000,000 (1) | | | Tencent Holdings Ltd., 2.985%, 01/19/2023 | | | | | 1,039,218 | | | | | | 0.0 | | |
8,871,000 | | | Verizon Communications, Inc., 4.000%-4.862%, 09/21/2028-03/22/2050 | | | | | 11,430,888 | | | | | | 0.4 | | |
1,000,000 | | | TWDC Enterprises 18 Corp., 2.350%-4.125%, 12/01/2022-06/01/2044 | | | | | 1,116,826 | | | | | | 0.0 | | |
7,450,000 (3) | | | Walt Disney Co/The, 1.750%-4.750%, 08/30/2024-01/13/2051 | | | | | 8,032,609 | | | | | | 0.3 | | |
30,728,000 (2) | | | Other Securities | | | | | 36,347,756 | | | | | | 1.1 | | |
| | | | | | | | 89,572,162 | | | | | | 2.8 | | |
| | | Consumer, Cyclical: 1.4% | | ||||||||||||
750,000 | | | General Motors Co., 6.600%, 04/01/2036 | | | | | 816,263 | | | | | | 0.0 | | |
4,250,000 | | | General Motors Financial Co., Inc., 3.150%-5.250%, 06/30/2022-01/05/2028 | | | | | 4,409,526 | | | | | | 0.2 | | |
4,350,000 | | | Home Depot, Inc./The, 2.700%-5.875%, 09/14/2027-04/15/2040 | | | | | 5,740,190 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
4,500,000 (3) | | | Toyota Motor Credit Corp., 1.350%-3.200%, 01/11/2023-01/11/2028 | | | | $ | 4,786,411 | | | | | | 0.1 | | |
27,571,858 (2) | | | Other Securities | | | | | 29,715,050 | | | | | | 0.9 | | |
| | | | | | | | 45,467,440 | | | | | | 1.4 | | |
| | | Consumer, Non-cyclical: 4.8% | | ||||||||||||
500,000 (1) | | | AbbVie, Inc., 2.800%, 03/15/2023 | | | | | 519,146 | | | | | | 0.0 | | |
1,000,000 (1) | | | AbbVie, Inc., 3.200%, 11/21/2029 | | | | | 1,116,552 | | | | | | 0.0 | | |
500,000 (1) | | | AbbVie, Inc., 3.250%, 10/01/2022 | | | | | 523,330 | | | | | | 0.0 | | |
500,000 (1) | | | AbbVie, Inc., 3.450%, 03/15/2022 | | | | | 519,651 | | | | | | 0.0 | | |
750,000 (1) | | | AbbVie, Inc., 3.800%, 03/15/2025 | | | | | 837,142 | | | | | | 0.0 | | |
1,000,000 (1) | | | AbbVie, Inc., 4.050%, 11/21/2039 | | | | | 1,161,389 | | | | | | 0.1 | | |
1,000,000 (1) | | | AbbVie, Inc., 4.250%, 11/21/2049 | | | | | 1,204,035 | | | | | | 0.1 | | |
750,000 (1) | | | AbbVie, Inc., 4.550%, 03/15/2035 | | | | | 926,079 | | | | | | 0.0 | | |
4,750,000 | | | AbbVie, Inc., 3.200%-4.500%, 05/14/2025-05/14/2046 | | | | | 5,495,259 | | | | | | 0.2 | | |
3,500,000 | | | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.900%, 02/01/2046 | | | | | 4,294,233 | | | | | | 0.1 | | |
2,500,000 | | | Anheuser-Busch InBev Worldwide, Inc., 3.750%-8.200%, 01/15/2039-06/01/2050 | | | | | 3,258,597 | | | | | | 0.1 | | |
250,000 (1) | | | Bristol-Myers Squibb Co., 3.625%, 05/15/2024 | | | | | 275,461 | | | | | | 0.0 | | |
500,000 (1) | | | Bristol-Myers Squibb Co., 3.875%, 08/15/2025 | | | | | 569,176 | | | | | | 0.0 | | |
1,000,000 (1) | | | Bristol-Myers Squibb Co., 3.900%, 02/20/2028 | | | | | 1,177,360 | | | | | | 0.1 | | |
1,000,000 (1) | | | Bristol-Myers Squibb Co., 4.000%, 08/15/2023 | | | | | 1,103,704 | | | | | | 0.0 | | |
500,000 (1) | | | Bristol-Myers Squibb Co., 4.625%, 05/15/2044 | | | | | 671,296 | | | | | | 0.0 | | |
500,000 (1) | | | Bristol-Myers Squibb Co., 5.000%, 08/15/2045 | | | | | 705,877 | | | | | | 0.0 | | |
750,000 (1) | | | Cigna Corp., 3.250%, 04/15/2025 | | | | | 819,827 | | | | | | 0.1 | | |
500,000 (1) | | | Cigna Corp., 3.400%, 03/01/2027 | | | | | 551,218 | | | | | | 0.0 | | |
250,000 (1) | | | Cigna Corp., 3.500%, 06/15/2024 | | | | | 273,280 | | | | | | 0.0 | | |
500,000 (1) | | | Cigna Corp., 4.800%, 07/15/2046 | | | | | 630,568 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
8,393,000 | | | CVS Health Corp., 2.750%-5.300%, 07/20/2020-03/25/2048 | | | | $ | 9,974,496 | | | | | | 0.3 | | |
4,500,000 | | | Johnson & Johnson, 2.450%-3.750%, 03/01/2026-03/03/2047 | | | | | 5,232,231 | | | | | | 0.2 | | |
5,000,000 (3) | | | Pfizer, Inc., 3.450%-4.300%, 03/15/2029-12/15/2046 | | | | | 6,193,221 | | | | | | 0.2 | | |
8,800,000 (3) | | | UnitedHealth Group, Inc., 2.000%-4.750%, 12/15/2021-05/15/2060 | | | | | 9,892,499 | | | | | | 0.3 | | |
86,156,000 (2) | | | Other Securities | | | | | 97,260,742 | | | | | | 3.0 | | |
| | | | | | | | 155,186,369 | | | | | | 4.8 | | |
| | | Energy: 2.2% | | ||||||||||||
4,250,000 | | | BP Capital Markets America, Inc., 2.112%-3.937%, 09/16/2021-09/21/2028 | | | | | 4,583,598 | | | | | | 0.2 | | |
750,000 | | | BP Capital Markets PLC, 3.535%-3.814%, 02/10/2024-11/04/2024 | | | | | 826,423 | | | | | | 0.0 | | |
4,750,000 (3) | | | Enterprise Products Operating LLC, 2.850%-4.900%, 04/15/2021-05/15/2046 | | | | | 5,392,618 | | | | | | 0.1 | | |
3,292,000 | | | Kinder Morgan Energy Partners L.P., 3.500%-6.950%, 03/01/2021-09/01/2044 | | | | | 3,881,329 | | | | | | 0.1 | | |
1,500,000 | | | Kinder Morgan, Inc., 4.300%-5.550%, 06/01/2025-02/15/2046 | | | | | 1,741,463 | | | | | | 0.1 | | |
4,790,000 (3) | | | Shell International Finance BV, 1.750%-4.375%, 09/12/2021-09/12/2046 | | | | | 5,468,630 | | | | | | 0.2 | | |
44,346,000 (2) | | | Other Securities | | | | | 49,082,909 | | | | | | 1.5 | | |
| | | | | | | | 70,976,970 | | | | | | 2.2 | | |
| | | Financial: 9.0% | | ||||||||||||
17,684,000 (4) | | | Bank of America Corp., 2.496%-4.450%, 01/23/2022-04/29/2031 | | | | | 19,431,754 | | | | | | 0.6 | | |
3,500,000 (4) | | | Bank of New York Mellon Corp./The, 2.600%-3.442%, 02/07/2022-02/07/2028 | | | | | 3,773,462 | | | | | | 0.1 | | |
1,700,000 | | | Bank of New York Mellon Corp., 2.200%-3.000%, 04/15/2021-10/30/2028 | | | | | 1,799,796 | | | | | | 0.1 | | |
1,000,000 (1)(3) | | | BNP Paribas SA, 3.500%, 11/16/2027 | | | | | 1,094,748 | | | | | | 0.0 | | |
1,000,000 (1) | | | BPCE SA, 3.250%, 01/11/2028 | | | | | 1,092,998 | | | | | | 0.0 | | |
14,108,000 (4) | | | Citigroup, Inc., 2.700%-8.125%, 07/30/2022-05/06/2044 | | | | | 16,185,075 | | | | | | 0.5 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
10,000,000 (1) | | | CPPIB Capital, Inc., 3.125%, 09/25/2023 | | | | $ | 10,881,569 | | | | | | 0.3 | | |
750,000 (1) | | | Credit Suisse Group AG, 3.574%, 01/09/2023 | | | | | 778,388 | | | | | | 0.0 | | |
750,000 (1) | | | Credit Suisse Group AG, 4.282%, 01/09/2028 | | | | | 840,351 | | | | | | 0.0 | | |
1,000,000 (1) | | | GE Capital Funding LLC, 4.050%, 05/15/2027 | | | | | 1,056,455 | | | | | | 0.1 | | |
1,000,000 (1) | | | GE Capital Funding LLC, 4.550%, 05/15/2032 | | | | | 1,033,600 | | | | | | 0.0 | | |
5,801,000 | | | GE Capital International Funding Co. Unlimited Co., 4.418%, 11/15/2035 | | | | | 5,895,994 | | | | | | 0.2 | | |
4,080,000 (4) | | | Goldman Sachs Group, Inc./The, 2.876%-3.850%, 10/31/2022-04/23/2029 | | | | | 4,389,500 | | | | | | 0.1 | | |
6,250,000 | | | Goldman Sachs Group, Inc., 3.750%-6.750%, 01/24/2022-10/01/2037 | | | | | 8,241,456 | | | | | | 0.3 | | |
250,000 (3) | | | HSBC USA, Inc., 3.500%, 06/23/2024 | | | | | 272,721 | | | | | | 0.0 | | |
7,950,000 (4) | | | HSBC Holdings PLC, 2.633%-6.500%, 03/11/2025-12/31/2199 | | | | | 9,536,543 | | | | | | 0.3 | | |
13,375,000 (4) | | | JPMorgan Chase & Co., 2.182%-5.500%, 01/24/2022-10/15/2040 | | | | | 15,590,028 | | | | | | 0.5 | | |
10,000,000 | | | Kreditanstalt fuer Wiederaufbau, 2.625%, 01/25/2022 | | | | | 10,372,127 | | | | | | 0.3 | | |
6,000,000 (3) | | | Kreditanstalt fuer Wiederaufbau, 1.625%-2.125%, 11/30/2020-03/07/2022 | | | | | 6,119,260 | | | | | | 0.2 | | |
750,000 (1) | | | Metropolitan Life Global Funding I, 3.450%, 12/18/2026 | | | | | 851,210 | | | | | | 0.0 | | |
11,550,000 (4) | | | Morgan Stanley, 3.125%-5.000%, 11/01/2022-01/24/2029 | | | | | 12,914,715 | | | | | | 0.4 | | |
2,000,000 (1) | | | Ontario Teachers’ Finance Trust, 1.625%, 09/12/2024 | | | | | 2,073,583 | | | | | | 0.1 | | |
750,000 (1) | | | Toronto-Dominion Bank/The, 2.500%, 01/18/2023 | | | | | 774,617 | | | | | | 0.0 | | |
500,000 (1) | | | UBS Group AG, 3.000%, 04/15/2021 | | | | | 509,916 | | | | | | 0.0 | | |
750,000 | | | Wells Fargo Bank NA, 6.600%, 01/15/2038 | | | | | 1,107,417 | | | | | | 0.0 | | |
12,983,000 (4) | | | Wells Fargo & Co., 2.879%-5.606%, 04/01/2021-11/17/2045 | | | | | 14,263,941 | | | | | | 0.5 | | |
129,551,000 (2) | | | Other Securities | | | | | 141,133,968 | | | | | | 4.4 | | |
| | | | | | | | 292,015,192 | | | | | | 9.0 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Industrial: 2.0% | | ||||||||||||
500,000 (1)(3) | | | Otis Worldwide Corp., 2.293%, 04/05/2027 | | | | $ | 522,851 | | | | | | 0.0 | | |
500,000 (1) | | | Otis Worldwide Corp., 3.112%, 02/15/2040 | | | | | 514,501 | | | | | | 0.0 | | |
55,358,000 (2) | | | Other Securities | | | | | 63,406,718 | | | | | | 2.0 | | |
| | | | | | | | 64,444,070 | | | | | | 2.0 | | |
| | | Technology: 1.9% | | ||||||||||||
11,400,000 (3) | | | Apple, Inc., 1.650%-4.450%, 02/09/2022-05/11/2050 | | | | | 12,721,935 | | | | | | 0.4 | | |
1,052,000 (1) | | | Broadcom, Inc., 4.110%, 09/15/2028 | | | | | 1,152,596 | | | | | | 0.0 | | |
400,000 (1) | | | Dell International LLC / EMC Corp., 4.420%, 06/15/2021 | | | | | 411,180 | | | | | | 0.0 | | |
400,000 (1) | | | Dell International LLC / EMC Corp., 5.450%, 06/15/2023 | | | | | 437,696 | | | | | | 0.0 | | |
400,000 (1) | | | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | | | | | 458,927 | | | | | | 0.0 | | |
400,000 (1) | | | Dell International LLC / EMC Corp., 8.350%, 07/15/2046 | | | | | 520,174 | | | | | | 0.1 | | |
4,532,000 (3) | | | Intel Corp., 2.450%-3.734%, 07/29/2025-11/15/2049 | | | | | 5,111,403 | | | | | | 0.2 | | |
9,250,000 | | | Microsoft Corp., 2.375%-4.200%, 05/01/2023-06/01/2060 | | | | | 10,367,517 | | | | | | 0.3 | | |
8,080,000 | | | Oracle Corp., 2.500%-5.375%, 07/08/2021-05/15/2045 | | | | | 9,450,819 | | | | | | 0.3 | | |
18,870,000 (2) | | | Other Securities | | | | | 20,573,569 | | | | | | 0.6 | | |
| | | | | | | | 61,205,816 | | | | | | 1.9 | | |
| | | Utilities: 2.2% | | ||||||||||||
1,000,000 (1) | | | Israel Electric Corp. Ltd., 4.250%, 08/14/2028 | | | | | 1,134,400 | | | | | | 0.0 | | |
250,000 (1) | | | Monongahela Power Co., 5.400%, 12/15/2043 | | | | | 350,004 | | | | | | 0.0 | | |
59,846,035 (2) | | | Other Securities | | | | | 69,407,925 | | | | | | 2.2 | | |
| | | | | | | | 70,892,329 | | | | | | 2.2 | | |
| | | Total Corporate Bonds/ Notes (Cost $780,568,527) | | | | | 871,239,324 | | | | | | 27.0 | | |
COLLATERALIZED MORTGAGE OBLIGATIONS: 0.1% | | |||||||||||||||
1,195,887 | | | Fannie Mae 2012-110 CA, 3.000%, 10/25/2042 | | | | | 1,281,146 | | | | | | 0.1 | | |
885,238 | | | Fannie Mae REMIC Trust 2006-78 BZ, 6.500%, 08/25/2036 | | | | | 1,039,109 | | | | | | 0.0 | | |
| | | Total Collateralized Mortgage Obligations | | | | | | | | | | | | | |
| | | (Cost $2,182,012) | | | | | 2,320,255 | | | | | | 0.1 | | |
MUNICIPAL BONDS: 1.0% | | |||||||||||||||
| | | California: 0.2% | | ||||||||||||
4,335,000 | | | State of California, 7.550%, 04/01/2039 | | | | | 7,738,365 | | | | | | 0.2 | | |
| | | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
MUNICIPAL BONDS (continued) | | |||||||||||||||
| | | Connecticut: 0.2% | | ||||||||||||
3,735,000 | | | Other Securities | | | | $ | 5,066,789 | | | | | | 0.2 | | |
| | | | | ||||||||||||
| | | New Jersey: 0.3% | | ||||||||||||
3,425,000 | | | New Jersey Turnpike Authority, 7.102%, 01/01/2041 | | | | | 5,672,451 | | | | | | 0.2 | | |
2,335,000 | | | Other Securities | | | | | 3,262,368 | | | | | | 0.1 | | |
| | | | | | | | 8,934,819 | | | | | | 0.3 | | |
| | | New York: 0.1% | | ||||||||||||
3,495,000 | | | Other Securities | | | | | 4,567,301 | | | | | | 0.1 | | |
| | | | | ||||||||||||
| | | Washington: 0.2% | | ||||||||||||
3,900,000 | | | State of Washington, 5.140%, 08/01/2040 | | | | | 5,702,658 | | | | | | 0.2 | | |
| | | Total Municipal Bonds (Cost $22,832,940) | | | | | 32,009,932 | | | | | | 1.0 | | |
U.S. TREASURY OBLIGATIONS: 39.3% | | |||||||||||||||
| | | U.S. Treasury Bonds: 9.0% | | ||||||||||||
45,833,000 (3) | | | 0.625%,05/15/2030 | | | | | 45,700,514 | | | | | | 1.4 | | |
86,501,000 | | | 2.000%,02/15/2050 | | | | | 99,040,266 | | | | | | 3.1 | | |
10,659,000 | | | 2.250%,08/15/2046 | | | | | 12,640,700 | | | | | | 0.4 | | |
9,072,000 | | | 2.500%,05/15/2046 | | | | | 11,250,166 | | | | | | 0.4 | | |
9,022,000 | | | 3.000%,11/15/2044 | | | | | 12,081,374 | | | | | | 0.4 | | |
10,042,000 | | | 3.000%,11/15/2045 | | | | | 13,534,537 | | | | | | 0.4 | | |
13,888,000 | | | 3.625%,08/15/2043 | | | | | 20,290,314 | | | | | | 0.6 | | |
14,092,000 | | | 3.625%,02/15/2044 | | | | | 20,632,394 | | | | | | 0.6 | | |
13,251,000 | | | 3.750%,11/15/2043 | | | | | 19,725,615 | | | | | | 0.6 | | |
7,845,000 | | | 3.875%,08/15/2040 | | | | | 11,695,179 | | | | | | 0.4 | | |
19,752,600 | | | 1.125%-6.000%, 02/15/2026-02/15/2049 | | | | | 24,245,568 | | | | | | 0.7 | | |
| | | | | | | | 290,836,627 | | | | | | 9.0 | | |
| | | U.S. Treasury Notes: 30.3% | | ||||||||||||
234,448,000 | | | 0.125%,06/30/2022 | | | | | 234,328,945 | | | | | | 7.3 | | |
157,255,000 | | | 0.250%,06/15/2023 | | | | | 157,598,995 | | | | | | 4.9 | | |
201,938,000 | | | 0.250%,06/30/2025 | | | | | 201,563,310 | | | | | | 6.3 | | |
109,851,000 | | | 0.500%,06/30/2027 | | | | | 109,932,530 | | | | | | 3.4 | | |
28,000,000 | | | 1.125%,08/31/2021 | | | | | 28,310,625 | | | | | | 0.9 | | |
13,040,000 | | | 1.250%,10/31/2021 | | | | | 13,228,724 | | | | | | 0.4 | | |
10,000,000 | | | 1.500%,02/28/2023 | | | | | 10,354,102 | | | | | | 0.3 | | |
10,000,000 | | | 1.500%,03/31/2023 | | | | | 10,366,016 | | | | | | 0.3 | | |
10,184,000 | | | 1.625%,05/31/2023 | | | | | 10,614,632 | | | | | | 0.3 | | |
24,847,000 | | | 1.625%,02/15/2026 | | | | | 26,587,746 | | | | | | 0.8 | | |
18,000,000 | | | 1.750%,09/30/2022 | | | | | 18,640,898 | | | | | | 0.6 | | |
17,133,000 | | | 2.000%,11/15/2026 | | | | | 18,818,191 | | | | | | 0.6 | | |
10,105,000 | | | 2.125%,06/30/2022 | | | | | 10,502,095 | | | | | | 0.3 | | |
9,874,000 | | | 2.500%,05/15/2024 | | | | | 10,746,075 | | | | | | 0.3 | | |
11,396,000 | | | 2.750%,09/15/2021 | | | | | 11,751,012 | | | | | | 0.4 | | |
98,578,500 (3) | | | 1.375%-2.750%, 12/31/2020-05/15/2029 | | | | | 103,219,780 | | | | | | 3.2 | | |
| | | | | | | | 976,563,676 | | | | | | 30.3 | | |
| | | Total U.S. Treasury Obligations (Cost $1,217,876,949) | | | | | 1,267,400,303 | | | | | | 39.3 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 25.7% | | |||||||||||||||
| | | Federal Home Loan Mortgage Corporation: 6.3%(5) | | ||||||||||||
22,742,441 | | | 3.000%,05/01/2045 | | | | $ | 24,169,191 | | | | | | 0.7 | | |
8,816,030 | | | 3.000%,11/01/2047 | | | | | 9,530,495 | | | | | | 0.3 | | |
19,831,313 | | | 3.500%,04/01/2043 | | | | | 21,426,967 | | | | | | 0.7 | | |
22,296,546 | | | 3.500%,02/01/2044 | | | | | 24,110,399 | | | | | | 0.7 | | |
23,494,338 | | | 3.500%,03/01/2048 | | | | | 25,683,944 | | | | | | 0.8 | | |
801,594 | | | 3.900%, (US0012M + 1.900)%,02/01/2042 | | | | | 819,828 | | | | | | 0.0 | | |
10,686,442 | | | 4.000%,11/01/2045 | | | | | 11,572,905 | | | | | | 0.4 | | |
77,761,670 | | | 3.000%-6.500%, 04/01/2023-07/01/2048 | | | | | 85,553,830 | | | | | | 2.7 | | |
| | | | | | | | 202,867,559 | | | | | | 6.3 | | |
| | | Federal National Mortgage Association: 1.0%(5) | | ||||||||||||
18,279,294 | | | 3.500%,11/01/2051 | | | | | 19,800,205 | | | | | | 0.6 | | |
9,862,343 | | | 3.000%-7.125%, 10/01/2029-09/01/2046 | | | | | 12,546,599 | | | | | | 0.4 | | |
| | | | | | | | 32,346,804 | | | | | | 1.0 | | |
| | | Government National Mortgage Association: 6.7% | | ||||||||||||
14,968,660 | | | 3.000%,05/20/2050 | | | | | 15,887,107 | | | | | | 0.5 | | |
61,950,000 (6) | | | 3.000%,07/21/2050 | | | | | 65,621,021 | | | | | | 2.0 | | |
20,381,565 | | | 3.500%,03/20/2047 | | | | | 21,833,030 | | | | | | 0.6 | | |
11,838,772 | | | 3.500%,09/20/2047 | | | | | 12,608,784 | | | | | | 0.4 | | |
21,208,951 | | | 3.500%,02/20/2048 | | | | | 22,719,497 | | | | | | 0.7 | | |
21,260,994 | | | 3.500%,03/20/2048 | | | | | 22,886,696 | | | | | | 0.7 | | |
8,540,535 | | | 4.500%,01/20/2050 | | | | | 9,131,202 | | | | | | 0.3 | | |
43,810,426 | | | 3.000%-6.000%, 10/15/2036-06/20/2048 | | | | | 48,057,799 | | | | | | 1.5 | | |
| | | | | | | | 218,745,136 | | | | | | 6.7 | | |
| | | Other U.S. Agency Obligations: 1.0% | | ||||||||||||
12,500,000 | | | 2.390%,11/01/2034 | | | | | 13,932,056 | | | | | | 0.4 | | |
11,510,000 (3) | | | 1.875%-7.125%, 08/15/2022-01/15/2038 | | | | | 14,898,812 | | | | | | 0.5 | | |
3,489,000 | | | Other Securities | | | | | 3,676,406 | | | | | | 0.1 | | |
| | | | | | | | 32,507,274 | | | | | | 1.0 | | |
| | | Uniform Mortgage-Backed Securities: 10.7% | | ||||||||||||
29,800,000 (6) | | | 2.000%,08/01/2035 | | | | | 30,775,485 | | | | | | 1.0 | | |
46,122,000 (6) | | | 2.500%,08/13/2050 | | | | | 47,978,176 | | | | | | 1.5 | | |
17,422,072 | | | 3.000%,12/01/2042 | | | | | 18,952,783 | | | | | | 0.6 | | |
9,419,853 | | | 3.000%,07/01/2043 | | | | | 10,097,987 | | | | | | 0.3 | | |
19,728,216 | | | 3.000%,12/01/2046 | | | | | 20,907,640 | | | | | | 0.6 | | |
11,254,746 | | | 3.500%,11/01/2042 | | | | | 12,120,475 | | | | | | 0.4 | | |
12,516,593 | | | 4.000%,11/01/2040 | | | | | 13,698,001 | | | | | | 0.4 | | |
11,887,295 | | | 4.000%,02/01/2050 | | | | | 12,610,601 | | | | | | 0.4 | | |
163,268,069 | | | 2.500%-6.500%, 04/01/2021-02/01/2050 | | | | | 177,846,357 | | | | | | 5.5 | | |
| | | | | | | | 344,987,505 | | | | | | 10.7 | | |
| | | Total U.S. Government Agency Obligations (Cost $792,301,839) | | | | | 831,454,278 | | | | | | 25.7 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 2.0% | | |||||||||||||||
2,000,000 (1) | | | BAMLL Commercial Mortgage Securities Trust 2015-200P A, 3.218%, 04/14/2033 | | | | $ | 2,140,246 | | | | | | 0.1 | | |
3,000,000 | | | Citigroup Commercial Mortgage Trust 2014-GC19 A4, 4.023%, 03/10/2047 | | | | | 3,248,207 | | | | | | 0.1 | | |
1,000,000 (1)(4) | | | COMM 2013-CR10 AM, 4.517%, 08/10/2046 | | | | | 1,062,704 | | | | | | 0.0 | | |
650,000 | | | COMM 2015-CR23 A3, 3.230%, 05/10/2048 | | | | | 699,289 | | | | | | 0.0 | | |
315,000 (4) | | | COMM 2015-PC1 B, 4.577%, 07/10/2050 | | | | | 326,188 | | | | | | 0.0 | | |
1,000,000 | | | COMM 2016-COR1 A4, 3.091%, 10/10/2049 | | | | | 1,078,320 | | | | | | 0.1 | | |
1,000,000 | | | COMM 2016-COR1 AM, 3.494%, 10/10/2049 | | | | | 1,052,773 | | | | | | 0.0 | | |
1,000,000 | | | COMM 2016-CR28 A4, 3.762%, 02/10/2049 | | | | | 1,117,230 | | | | | | 0.1 | | |
2,000,000 (4) | | | Ginnie Mae 2011-127 C, 3.500%, 03/16/2047 | | | | | 2,096,799 | | | | | | 0.1 | | |
5,421,849 (4) | | | Ginnie Mae 2011-142 B, 3.480%, 02/16/2044 | | | | | 5,561,073 | | | | | | 0.2 | | |
1,430,984 (4) | | | Ginnie Mae 2011-20 C, 3.562%, 04/16/2041 | | | | | 1,454,093 | | | | | | 0.0 | | |
3,950,304 (4) | | | Ginnie Mae 2011-38 D, 3.641%, 01/16/2051 | | | | | 4,094,708 | | | | | | 0.1 | | |
59,074 (4) | | | Ginnie Mae 2011-53 B, 3.906%, 05/16/2051 | | | | | 60,763 | | | | | | 0.0 | | |
5,000,000 | | | Ginnie Mae 2014-150 C, 3.400%, 12/16/2049 | | | | | 5,263,820 | | | | | | 0.2 | | |
3,000,000 | | | Ginnie Mae 2014-50 C, 3.400%, 02/16/2047 | | | | | 3,258,192 | | | | | | 0.1 | | |
6,379,463 | | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16, 4.166%, 12/15/2046 | | | | | 6,908,181 | | | | | | 0.2 | | |
3,000,000 | | | JPMDB Commercial Mortgage Securities Trust 2016-C2 A3A, 2.881%, 06/15/2049 | | | | | 3,200,176 | | | | | | 0.1 | | |
2,065,000 (1) | | | Ladder Capital Commercial Mortgage 2013-GCP A2 Mortgage Trust, 3.985%, 02/15/2036 | | | | | 2,267,293 | | | | | | 0.1 | | |
3,200,000 | | | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C8 A4 A4, 3.134%, 12/15/2048 | | | | | 3,313,923 | | | | | | 0.1 | | |
2,000,000 | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 A4, 3.526%, 12/15/2047 | | | | | 2,150,788 | | | | | | 0.1 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES (continued) | | |||||||||||||||
1,250,000 (4) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 B, 4.565%, 04/15/2047 | | | | $ | 1,299,031 | | | | | | 0.0 | | |
220,000 (4) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C21 C, 4.282%, 03/15/2048 | | | | | 201,909 | | | | | | 0.0 | | |
100,000 (1),(4) | | | Morgan Stanley Capital I Trust 2011-C1 D, 5.684%, 09/15/2047 | | | | | 99,430 | | | | | | 0.0 | | |
100,000 (1),(4) | | | Morgan Stanley Capital I Trust 2011-C1 E, 5.684%, 09/15/2047 | | | | | 98,221 | | | | | | 0.0 | | |
1,000,000 (1),(4) | | | MSCG Trust 2015-ALDR A2, 3.577%, 06/07/2035 | | | | | 987,866 | | | | | | 0.0 | | |
2,350,000 | | | Wells Fargo Commercial Mortgage Trust 2015-P2 A3, 3.541%, 12/15/2048 | | | | | 2,558,644 | | | | | | 0.1 | | |
2,000,000 | | | Wells Fargo Commercial Mortgage Trust 2016-NXS5 A4, 3.370%, 01/15/2059 | | | | | 2,159,220 | | | | | | 0.0 | | |
7,000,000 | | | Other Securities | | | | | 7,839,329 | | | | | | 0.2 | | |
| | | Total Commercial Mortgage-Backed Securities (Cost $63,661,569) | | | | | 65,598,416 | | | | | | 2.0 | | |
SUPRANATIONAL BONDS: 1.0% | | |||||||||||||||
6,506,000 | | | Asian Development Bank, 1.625%-2.125%, 03/16/ 2021-03/19/2025 | | | | | 6,625,698 | | | | | | 0.2 | | |
12,450,000 (3) | | | European Investment Bank, 0.625%-4.000%, 02/16/ 2021-07/25/2025 | | | | | 12,695,757 | | | | | | 0.4 | | |
7,400,000 | | | Inter-American Development Bank, 0.625%-3.200%, 03/15/2021-08/07/2042 | | | | | 7,819,279 | | | | | | 0.3 | | |
3,964,000 | | | Other Securities | | | | | 4,153,811 | | | | | | 0.1 | | |
| | | Total Supranational Bonds (Cost $30,222,445) | | | | | 31,294,545 | | | | | | 1.0 | | |
SOVEREIGN BONDS: 1.7% | | |||||||||||||||
4,950,000 | | | Colombia Government International Bond, 4.000%-7.375%, 02/26/2024-09/18/2037 | | | | | 5,812,695 | | | | | | 0.2 | | |
3,000,000 (1) | | | Kommunalbanken AS, 2.250%, 01/25/2022 | | | | | 3,090,347 | | | | | | 0.1 | | |
1,800,000 (1) | | | Kommunalbanken AS, 2.500%, 01/11/2023 | | | | | 1,897,436 | | | | | | 0.0 | | |
5,000,000 (3) | | | Mexico Government International Bond, 4.750%, 03/08/2044 | | | | | 5,271,475 | | | | | | 0.2 | | |
4,000,000 | | | Peruvian Government International Bond, 6.550%, 03/14/2037 | | | | | 6,102,220 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | | | |||||||||||||
SOVEREIGN BONDS: (continued) | | | | |||||||||||||||||||
4,000,000 | | | Philippine Government International Bond, 6.375%, 01/15/2032 | | | | $ | 5,546,829 | | | | | | 0.2 | | | | | ||||
5,000,000 (3) | | | Province of Alberta Canada, 2.950%, 01/23/2024 | | | | | 5,404,499 | | | | | | 0.2 | | | | | ||||
19,365,000 (2) | | | Other Securities | | | | | 21,115,070 | | | | | | 0.6 | | | | | ||||
| | | Total Sovereign Bonds (Cost $50,018,215) | | | | | 54,240,571 | | | | | | 1.7 | | | | | ||||
ASSET-BACKED SECURITIES: 0.6% | | | | |||||||||||||||||||
| | | Automobile Asset-Backed Securities: 0.4% | | | | ||||||||||||||||
1,000,000 | | | GM Financial Automobile Leasing Trust 2018-1 B, 2.870%, 12/20/2021 | | | | | 1,003,598 | | | | | | 0.0 | | | | | ||||
350,000 | | | GM Financial Consumer Automobile Receivables Trust 2019-3 A3, 2.180%, 04/16/2024 | | | | | 358,114 | | | | | | 0.0 | | | | | ||||
1,000,000 (1) | | | Hyundai Auto Lease Securitization Trust 2019-A A4, 3.050%, 12/15/2022 | | | | | 1,025,435 | | | | | | 0.0 | | | | | ||||
428,882 (1) | | | Santander Retail Auto Lease Trust 2019-A A2, 2.720%, 01/20/2022 | | | | | 433,321 | | | | | | 0.0 | | | | | ||||
350,000 (1) | | | Santander Retail Auto Lease Trust 2019-B A3, 2.300%, 01/20/2023 | | | | | 357,759 | | | | | | 0.0 | | | | | ||||
350,000 (1) | | | Santander Retail Auto Lease Trust 2019-B A4, 2.380%, 08/21/2023 | | | | | 360,005 | | | | | | 0.0 | | | | | ||||
600,000 (1) | | | Santander Retail Auto Lease Trust 2019-C A4, 1.930%, 11/20/2023 | | | | | 612,727 | | | | | | 0.1 | | | | | ||||
350,000 | | | Toyota Auto Receivables 2019-C A4 Owner Trust, 1.880%, 11/15/2024 | | | | | 362,293 | | | | | | 0.0 | | | | | ||||
7,935,543 | | | Other Securities | | | | | 8,195,513 | | | | | | 0.3 | | | | | ||||
| | | | | | | | 12,708,765 | | | | | | 0.4 | | | | | ||||
| | | Credit Card Asset-Backed Securities: 0.2% | | | | ||||||||||||||||
4,600,000 | | | Other Securities | | | | | 4,761,497 | | | | | | 0.2 | | | | | ||||
| | | | | | | | | | | | | | | | | | | ||||
| | | Other Asset-Backed Securities: 0.0% | | | | | | | | ||||||||||||
1,455,656 (1) | | | Volvo Financial Equipment LLC Series 2017-1A A4, 2.210%, 11/15/2021 | | | | | 1,461,818 | | | | | | 0.0 | | | | | ||||
| | | Total Asset-Backed Securities (Cost $18,416,978) | | | | | 18,932,080 | | | | | | 0.6 | | | | | ||||
| | | Total Long-Term Investments (Cost $2,978,081,474) | | | | | 3,174,489,704 | | | | | | 98.4 | | | | | ||||
SHORT-TERM INVESTMENTS: 8.8% | | | | |||||||||||||||||||
| | | Commercial Paper: 1.3% | | | | ||||||||||||||||
10,000,000 | | | Consolidated Edison, Inc., 0.270%, 07/20/2020 | | | | | 9,998,545 | | | | | | 0.3 | | | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Commercial Paper (continued) | | ||||||||||||
6,000,000 | | | Entergy Corp., 0.310%, 07/06/2020 | | | | $ | 5,999,699 | | | | | | 0.2 | | |
3,600,000 | | | Mondelez International, Inc., 0.270%, 07/06/2020 | | | | | 3,599,838 | | | | | | 0.1 | | |
10,000,000 | | | Raytheon Technologies Corp., 0.270%, 07/08/2020 | | | | | 9,999,400 | | | | | | 0.3 | | |
14,500,000 | | | UnitedHealth Group, Inc., 0.350%, 07/10/2020 | | | | | 14,498,614 | | | | | | 0.4 | | |
| | | Total Commercial Paper (Cost $44,097,141) | | | | | 44,096,096 | | | | | | 1.3 | | |
| | | Floating Rate Notes: 0.6% | | ||||||||||||
3,975,000 (7) | | | Bank of Montreal, 0.200%, 07/13/2020 | | | | | 3,975,085 | | | | | | 0.1 | | |
2,775,000 (7) | | | J.P. Morgan Securities LLC, 0.360%, 07/08/2020 | | | | | 2,775,126 | | | | | | 0.1 | | |
650,000 (7) | | | Mitsubishi UFJ Financial Group, Inc., 0.350%, 07/14/2020 | | | | | 650,047 | | | | | | 0.0 | | |
800,000 (7) | | | Mizuho Financial Group Inc., 0.340%, 07/14/2020 | | | | | 800,057 | | | | | | 0.1 | | |
3,225,000 (7) | | | National Bank of Canada, 1.180%, 07/16/2020 | | | | | 3,225,113 | | | | | | 0.1 | | |
3,025,000 (7) | | | Royal Bank of Canada, 0.350%, 07/17/2020 | | | | | 3,025,277 | | | | | | 0.1 | | |
3,400,000 (7) | | | Svenska Handelsbanken AB, 0.330%, 07/07/2020 | | | | | 3,400,116 | | | | | | 0.1 | | |
| | | Total Floating Rate Notes (Cost $17,850,821) | | | | | 17,850,821 | | | | | | 0.6 | | |
| | | | | ||||||||||||
| | | Repurchase Agreements: 1.0% | | ||||||||||||
2,623,184 (7) | | | BNP Paribas S.A., Repurchase Agreement dated 06/30/20, 0.24%, due 07/01/20 (Repurchase Amount $2,623,201, collateralized by various U.S. Government Securities, 1.106%-6.500%, Market Value plus accrued interest $2,754,343, due 08/15/20-03/19/40) | | | | | 2,623,184 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
6,376,741 (7) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/20, 0.10%, due 07/01/20 (Repurchase Amount $6,376,758, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $6,504,276, due 08/01/20-02/20/70) | | | | $ | 6,376,741 | | | | | | 0.2 | | |
3,246,238 (7) | | | Citadel Securities LLC, Repurchase Agreement dated 06/30/20, 0.15%, due 07/01/20 (Repurchase Amount $3,246,251, collateralized by various U.S. Government Securities, 0.000%-7.625%, Market Value plus accrued interest $3,311,177, due 07/31/20-11/15/49) | | | | | 3,246,238 | | | | | | 0.1 | | |
1,638,415 (7) | | | Industrial & Comm. Bank of China, Repurchase Agreement dated 06/30/20, 0.11%, due 07/01/20 (Repurchase Amount $1,638,420, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $1,671,183, due 07/15/20-06/01/50) | | | | | 1,638,415 | | | | | | 0.1 | | |
11,300,209 (7) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $11,300,237, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $11,526,213, due 07/31/20-07/01/50) | | | | | 11,300,209 | | | | | | 0.3 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
6,491,507 (7) | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/20, 0.24%, due 07/01/20 (Repurchase Amount $6,491,550, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $6,636,384, due 01/15/22-02/15/47) | | | | $ | 6,491,507 | | | | | | 0.2 | | |
| | | Total Repurchase Agreements | | | | | | | | | | | | | |
| | | (Cost $31,676,294) | | | | | 31,676,294 | | | | | | 1.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds(7): 5.9% | | ||||||||||||
1,574,000 (7)(8) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.100% | | | | | 1,574,000 | | | | | | 0.0 | | |
188,189,000 (7)(8) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.150% | | | | | 188,189,000 | | | | | | 5.8 | | |
1,574,000 (7),(8) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.050% | | | | | 1,574,000 | | | | | | 0.1 | | |
| | | Total Mutual Funds (Cost $191,337,000) | | | | | 191,337,000 | | | | | | 5.9 | | |
| | | Total Short-Term Investments (Cost $284,961,256) | | | | | 284,960,211 | | | | | | 8.8 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Total Investments in Securities (Cost $3,263,042,730) | | | | $ | 3,459,449,915 | | | | | | 107.2 | | |
| | | Liabilities in Excess of Other Assets | | | | | (231,166,502) | | | | | | (7.2) | | |
| | | Net Assets | | | | $ | 3,228,283,413 | | | | | | 100.0 | | |
|
US0012M 12-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, 2020 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Corporate Bonds/Notes | | | | $ | — | | | | | $ | 871,239,324 | | | | | $ | — | | | | | $ | 871,239,324 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 2,320,255 | | | | | | — | | | | | | 2,320,255 | | |
Municipal Bonds | | | | | — | | | | | | 32,009,932 | | | | | | — | | | | | | 32,009,932 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2020 (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, 2020 | | ||||||||||||
Sovereign Bonds | | | | | — | | | | | | 54,240,571 | | | | | | — | | | | | | 54,240,571 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 831,454,278 | | | | | | — | | | | | | 831,454,278 | | |
Asset-Backed Securities | | | | | — | | | | | | 18,932,080 | | | | | | — | | | | | | 18,932,080 | | |
Supranational Bonds | | | | | — | | | | | | 31,294,545 | | | | | | — | | | | | | 31,294,545 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 65,598,416 | | | | | | — | | | | | | 65,598,416 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 1,267,400,303 | | | | | | — | | | | | | 1,267,400,303 | | |
Short-Term Investments | | | | | 191,337,000 | | | | | | 93,623,211 | | | | | | — | | | | | | 284,960,211 | | |
Total Investments, at fair value | | | | $ | 191,337,000 | | | | | $ | 3,268,112,915 | | | | | $ | — | | | | | $ | 3,459,449,915 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | | — | | | | | | 205,749 | | | | | | — | | | | | | 205,749 | | |
Futures | | | | | 5,604 | | | | | | — | | | | | | — | | | | | | 5,604 | | |
Total Assets | | | | $ | 191,342,604 | | | | | $ | 3,268,318,664 | | | | | $ | — | | | | | $ | 3,459,661,268 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | $ | (123) | | | | | $ | — | | | | | $ | — | | | | | $ | (123) | | |
Total Liabilities | | | | $ | (123) | | | | | $ | — | | | | | $ | — | | | | | $ | (123) | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 5-Year Note | | | | | 19 | | | | | | 09/30/20 | | | | | $ | 2,389,101 | | | | | $ | 5,604 | | |
| | | | | | | | | | | | | | | | $ | 2,389,101 | | | | | $ | 5,604 | | |
Short Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 2-Year Note | | | | | (3) | | | | | | 09/30/20 | | | | | | (662,484) | | | | | | (123) | | |
| | | | | | | | | | | | | | | | $ | (662,484) | | | | | $ | (123) | | |
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 Investment Grade Index, Series 34, Version 1 | | | | | Sell | | | | | | (1.000) | | | | | | 06/20/25 | | | | | | USD30,000,000 | | | | | $ | 350,640 | | | | | $ | 205,749 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 350,640 | | | | | $ | 205,749 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Credit contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 205,749 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation** | | | | | 5,604 | | |
Total Asset Derivatives | | | | | | | $ | 211,353 | | |
Liability Derivatives | | | | | | | | | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation** | | | | $ | 123 | | |
Total Liability Derivatives | | | | | | | $ | 123 | | |
Derivatives not accounted for as hedging instruments | | | Futures | | | Swaps | | | Total | | |||||||||
Credit Contracts | | | | $ | — | | | | | $ | 278,453 | | | | | $ | 278,453 | | |
Interest Rate Contracts | | | | | 108,995 | | | | | | — | | | | | | 108,995 | | |
Total | | | | $ | 108,995 | | | | | $ | 278,453 | | | | | $ | 387,448 | | |
Derivatives not accounted for as hedging instruments | | | Futures | | | Swaps | | | Total | | |||||||||
Credit Contracts | | | | $ | — | | | | | $ | 358,549 | | | | | $ | 358,549 | | |
Interest Rate Contracts | | | | | 13,469 | | | | | | — | | | | | | 13,469 | | |
Total | | | | $ | 13,469 | | | | | $ | 358,549 | | | | | $ | 372,018 | | |
| Cost for federal income tax purposes was $3,268,108,955. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 199,412,405 | | |
| Gross Unrealized Depreciation | | | | | (7,715,323) | | |
| Net Unrealized Appreciation | | | | $ | 191,697,082 | | |
Voya Investments, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
Voya Investments Distributor, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
BNY Mellon Investment Servicing (U.S.) Inc.
301 Bellevue Parkway
Wilmington, Delaware 19809
The Bank of New York Mellon
225 Liberty Street
New York, New York 10286
Ropes & Gray LLP
Prudential Tower
800 Boylston Street
Boston, Massachusetts 02199
| | Beginning on January 1, 2021, as permitted by regulations adopted by the U.S. Securities and Exchange Commission, paper copies of each Portfolio’s annual and semi-annual shareholder reports, like this semi-annual report, will no longer be sent by mail, unless you specifically request paper copies of the reports. Instead, the reports will be made available on a website and you will be notified by mail each time a report is posted and provided with a website link to access the report. | | |
| | If you already elected to receive shareholder reports electronically, you will not be affected by this change and you need not take any action. You may elect to receive shareholder reports and other communications from your insurance carrier electronically by contacting them directly. | | |
| | You may elect to receive all future reports in paper free of charge. If you received this document in the mail, please follow the instructions provided to elect to continue receiving paper copies of your shareholder reports. You can inform us that you wish to continue receiving paper copies by calling 1-800-283-3427. Your election to receive reports in paper will apply to all the funds in which you invest. | | |
| | This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the funds’ investment objectives, risks, charges, expenses and other information. This information should be read carefully. | | |
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President
Voya Family of Funds
July 29, 2020
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value January 1, 2020 | | | Ending Account Value June 30, 2020 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2020* | | | Beginning Account Value January 1, 2020 | | | Ending Account Value June 30, 2020 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2020* | | ||||||||||||||||||||||||
Voya Index Plus LargeCap Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 950.30 | | | | | | 1.05% | | | | | $ | 5.09 | | | | | $ | 1,000.00 | | | | | $ | 1,019.64 | | | | | | 1.05% | | | | | $ | 5.27 | | |
Class I | | | | | 1,000.00 | | | | | | 952.30 | | | | | | 0.55 | | | | | | 2.67 | | | | | | 1,000.00 | | | | | | 1,022.13 | | | | | | 0.55 | | | | | | 2.77 | | |
Class S | | | | | 1,000.00 | | | | | | 951.40 | | | | | | 0.80 | | | | | | 3.88 | | | | | | 1,000.00 | | | | | | 1,020.89 | | | | | | 0.80 | | | | | | 4.02 | | |
Voya Index Plus MidCap Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 839.40 | | | | | | 0.60% | | | | | $ | 2.74 | | | | | $ | 1,000.00 | | | | | $ | 1,021.88 | | | | | | 0.60% | | | | | $ | 3.02 | | |
Class S | | | | | 1,000.00 | | | | | | 838.70 | | | | | | 0.85 | | | | | | 3.89 | | | | | | 1,000.00 | | | | | | 1,020.64 | | | | | | 0.85 | | | | | | 4.27 | | |
Voya Index Plus SmallCap Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 791.20 | | | | | | 0.60% | | | | | $ | 2.67 | | | | | $ | 1,000.00 | | | | | $ | 1,021.88 | | | | | | 0.60% | | | | | $ | 3.02 | | |
Class S | | | | | 1,000.00 | | | | | | 790.20 | | | | | | 0.85 | | | | | | 3.78 | | | | | | 1,000.00 | | | | | | 1,020.64 | | | | | | 0.85 | | | | | | 4.27 | | |
| | | Voya Index Plus LargeCap Portfolio | | | Voya Index Plus MidCap Portfolio | | | Voya Index Plus SmallCap Portfolio | | |||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 767,109,424 | | | | | $ | 420,675,667 | | | | | $ | 190,279,478 | | |
Short-term investments at fair value† | | | | | 6,875,959 | | | | | | 10,440,449 | | | | | | 7,963,155 | | |
Cash | | | | | 284,952 | | | | | | 189,549 | | | | | | 67,589 | | |
Cash collateral for futures | | | | | 452,000 | | | | | | 571,560 | | | | | | 92,560 | | |
Receivables: | | | | | | | | | | | | | | | | | | | |
Fund shares sold | | | | | 135,977 | | | | | | 125,414 | | | | | | 265,341 | | |
Dividends | | | | | 708,747 | | | | | | 423,317 | | | | | | 156,266 | | |
Interest | | | | | 98 | | | | | | 26 | | | | | | 33 | | |
Prepaid expenses | | | | | 9,402 | | | | | | 5,285 | | | | | | 2,444 | | |
Reimbursement due from Investment Adviser | | | | | 15,794 | | | | | | 46,369 | | | | | | 21,020 | | |
Other assets | | | | | 97,383 | | | | | | 58,446 | | | | | | 29,443 | | |
Total assets | | | | | 775,689,736 | | | | | | 432,536,082 | | | | | | 198,877,329 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | |
Payable for investment securities purchased | | | | | 8,227 | | | | | | — | | | | | | 1,569 | | |
Payable for fund shares redeemed | | | | | 368,354 | | | | | | 20,876 | | | | | | 1,050 | | |
Payable upon receipt of securities loaned | | | | | 771,959 | | | | | | 4,187,449 | | | | | | 6,893,155 | | |
Payable for investment management fees | | | | | 286,275 | | | | | | 178,117 | | | | | | 78,941 | | |
Payable for distribution and shareholder service fees | | | | | 23,609 | | | | | | 11,749 | | | | | | 8,204 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 97,383 | | | | | | 58,446 | | | | | | 29,443 | | |
Payable for directors fees | | | | | 4,004 | | | | | | 2,213 | | | | | | 995 | | |
Other accrued expenses and liabilities | | | | | 287,925 | | | | | | 220,525 | | | | | | 136,414 | | |
Total liabilities | | | | | 1,847,736 | | | | | | 4,679,375 | | | | | | 7,149,771 | | |
NET ASSETS | | | | $ | 773,842,000 | | | | | $ | 427,856,707 | | | | | $ | 191,727,558 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 634,404,951 | | | | | $ | 449,381,860 | | | | | $ | 221,917,968 | | |
Total distributable earnings (loss) | | | | | 139,437,049 | | | | | | (21,525,153) | | | | | | (30,190,410) | | |
NET ASSETS | | | | $ | 773,842,000 | | | | | $ | 427,856,707 | | | | | $ | 191,727,558 | | |
+ Including securities loaned at value | | | | $ | 756,408 | | | | | $ | 4,073,210 | | | | | $ | 6,637,484 | | |
* Cost of investments in securities | | | | $ | 636,940,616 | | | | | $ | 427,394,369 | | | | | $ | 204,962,316 | | |
† Cost of short-term investments | | | | $ | 6,875,959 | | | | | $ | 10,440,449 | | | | | $ | 7,963,155 | | |
Class ADV | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 1,119,384 | | | | | | n/a | | | | | | n/a | | |
Shares authorized | | | | | 100,000,000 | | | | | | n/a | | | | | | n/a | | |
Par value | | | | $ | 0.001 | | | | | | n/a | | | | | | n/a | | |
Shares outstanding | | | | | 46,790 | | | | | | n/a | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 23.92 | | | | | | n/a | | | | | | n/a | | |
Class I | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 660,367,182 | | | | | $ | 371,638,663 | | | | | $ | 151,886,040 | | |
Shares authorized | | | | | 200,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 27,306,484 | | | | | | 23,091,174 | | | | | | 9,455,657 | | |
Net asset value and redemption price per share | | | | $ | 24.18 | | | | | $ | 16.09 | | | | | $ | 16.06 | | |
Class S | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 112,355,434 | | | | | $ | 56,218,044 | | | | | $ | 39,841,518 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 4,688,090 | | | | | | 3,551,163 | | | | | | 2,509,840 | | |
Net asset value and redemption price per share | | | | $ | 23.97 | | | | | $ | 15.83 | | | | | $ | 15.87 | | |
| | | Voya Index Plus LargeCap Portfolio | | | Voya Index Plus MidCap Portfolio | | | Voya Index Plus SmallCap Portfolio | | |||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | |
Dividends, net of foreign taxes withheld* | | | | $ | 7,645,793 | | | | | $ | 4,047,527 | | | | | $ | 1,395,527 | | |
Interest | | | | | 1,208 | | | | | | 701 | | | | | | 398 | | |
Securities lending income, net | | | | | 8,957 | | | | | | 11,786 | | | | | | 40,323 | | |
Total investment income | | | | | 7,655,958 | | | | | | 4,060,014 | | | | | | 1,436,248 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 1,792,174 | | | | | | 1,100,329 | | | | | | 495,111 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 2,794 | | | | | | — | | | | | | — | | |
Class S | | | | | 139,549 | | | | | | 72,346 | | | | | | 51,841 | | |
Transfer agent fees (Note 6): | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 377 | | | | | | — | | | | | | — | | |
Class I | | | | | 227,576 | | | | | | 291,644 | | | | | | 118,499 | | |
Class S | | | | | 37,164 | | | | | | 44,156 | | | | | | 31,386 | | |
Shareholder reporting expense | | | | | 33,670 | | | | | | 25,480 | | | | | | 14,924 | | |
Professional fees | | | | | 33,670 | | | | | | 19,292 | | | | | | 9,646 | | |
Custody and accounting expense | | | | | 51,870 | | | | | | 20,020 | | | | | | 25,480 | | |
Director fees | | | | | 16,018 | | | | | | 8,851 | | | | | | 3,983 | | |
Licensing fee (Note 7) | | | | | 79,645 | | | | | | 44,009 | | | | | | 19,803 | | |
Miscellaneous expense | | | | | 26,296 | | | | | | 15,421 | | | | | | 10,594 | | |
Interest expense | | | | | 17 | | | | | | — | | | | | | — | | |
Total expenses | | | | | 2,440,820 | | | | | | 1,641,548 | | | | | | 781,267 | | |
Waived and reimbursed fees | | | | | (97,000) | | | | | | (242,044) | | | | | | (131,429) | | |
Net expenses | | | | | 2,343,820 | | | | | | 1,399,504 | | | | | | 649,838 | | |
Net investment income | | | | | 5,312,138 | | | | | | 2,660,510 | | | | | | 786,410 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 3,230,508 | | | | | | (12,824,288) | | | | | | (15,286,864) | | |
Futures | | | | | 1,740,052 | | | | | | (2,125,157) | | | | | | (424,687) | | |
Net realized gain (loss) | | | | | 4,970,560 | | | | | | (14,949,445) | | | | | | (15,711,551) | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | |
Investments | | | | | (59,593,675) | | | | | | (74,351,826) | | | | | | (37,519,587) | | |
Futures | | | | | 34,223 | | | | | | (236,524) | | | | | | (8,919) | | |
Net change in unrealized appreciation (depreciation) | | | | | (59,559,452) | | | | | | (74,588,350) | | | | | | (37,528,506) | | |
Net realized and unrealized loss | | | | | (54,588,892) | | | | | | (89,537,795) | | | | | | (53,240,057) | | |
Decrease in net assets resulting from operations | | | | $ | (49,276,754) | | | | | $ | (86,877,285) | | | | | $ | (52,453,647) | | |
* Foreign taxes withheld | | | | $ | 4,069 | | | | | $ | 2,265 | | | | | $ | 2,501 | | |
| | | Voya Index Plus LargeCap Portfolio | | | Voya Index Plus MidCap Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2020 (Unaudited) | | | Year Ended December 31, 2019 | | | Six Months Ended June 30, 2020 (Unaudited) | | | Year Ended December 31, 2019 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 5,312,138 | | | | | $ | 12,523,538 | | | | | $ | 2,660,510 | | | | | $ | 6,443,816 | | |
Net realized gain (loss) | | | | | 4,970,560 | | | | | | 71,392,243 | | | | | | (14,949,445) | | | | | | (1,996,436) | | |
Net change in unrealized appreciation (depreciation) | | | | | (59,559,452) | | | | | | 151,982,398 | | | | | | (74,588,350) | | | | | | 118,411,818 | | |
Increase (decrease) in net assets resulting from operations | | | | | (49,276,754) | | | | | | 235,898,179 | | | | | | (86,877,285) | | | | | | 122,859,198 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | (105,361) | | | | | | (122,819) | | | | | | — | | | | | | — | | |
Class I | | | | | (72,216,692) | | | | | | (74,563,767) | | | | | | (5,713,179) | | | | | | (49,293,203) | | |
Class S | | | | | (12,151,657) | | | | | | (12,986,058) | | | | | | (711,318) | | | | | | (7,655,712) | | |
Total distributions | | | | | (84,473,710) | | | | | | (87,672,644) | | | | | | (6,424,497) | | | | | | (56,948,915) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 17,854,438 | | | | | | 44,872,709 | | | | | | 3,299,589 | | | | | | 6,229,490 | | |
Reinvestment of distributions | | | | | 84,192,475 | | | | | | 87,672,644 | | | | | | 6,424,497 | | | | | | 56,948,915 | | |
| | | | | 102,046,913 | | | | | | 132,545,353 | | | | | | 9,724,086 | | | | | | 63,178,405 | | |
Cost of shares redeemed | | | | | (110,698,331) | | | | | | (213,077,080) | | | | | | (28,316,703) | | | | | | (70,102,967) | | |
Net decrease in net assets resulting from capital share transactions | | | | | (8,651,418) | | | | | | (80,531,727) | | | | | | (18,592,617) | | | | | | (6,924,562) | | |
Net increase (decrease) in net assets | | | | | (142,401,882) | | | | | | 67,693,808 | | | | | | (111,894,399) | | | | | | 58,985,721 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 916,243,882 | | | | | | 848,550,074 | | | | | | 539,751,106 | | | | | | 480,765,385 | | |
End of year or period | | | | $ | 773,842,000 | | | | | $ | 916,243,882 | | | | | $ | 427,856,707 | | | | | $ | 539,751,106 | | |
| | | Voya Index Plus SmallCap Portfolio | | |||||||||
| | | Six Months Ended June 30, 2020 (Unaudited) | | | Year Ended December 31, 2019 | | ||||||
FROM OPERATIONS: | | | | | | | | | | | | | |
Net investment income | | | | $ | 786,410 | | | | | $ | 2,298,005 | | |
Net realized gain (loss) | | | | | (15,711,551) | | | | | | 2,192,529 | | |
Net change in unrealized appreciation (depreciation) | | | | | (37,528,506) | | | | | | 43,730,930 | | |
Increase (decrease) in net assets resulting from operations | | | | | (52,453,647) | | | | | | 48,221,464 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | |
Class I | | | | | (3,893,818) | | | | | | (30,446,788) | | |
Class S | | | | | (911,743) | | | | | | (8,279,392) | | |
Total distributions | | | | | (4,805,561) | | | | | | (38,726,180) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 3,807,659 | | | | | | 3,480,308 | | |
Reinvestment of distributions | | | | | 4,805,561 | | | | | | 38,726,180 | | |
| | | | | 8,613,220 | | | | | | 42,206,488 | | |
Cost of shares redeemed | | | | | (11,705,055) | | | | | | (35,033,124) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (3,091,835) | | | | | | 7,173,364 | | |
Net increase (decrease) in net assets | | | | | (60,351,043) | | | | | | 16,668,648 | | |
NET ASSETS: | | | | | | | | | | | | | |
Beginning of year or period | | | | | 252,078,601 | | | | | | 235,409,953 | | |
End of year or period | | | | $ | 191,727,558 | | | | | $ | 252,078,601 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of yearor period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Index Plus LargeCap Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 28.37 | | | | | | 0.11• | | | | | | (1.76) | | | | | | (1.65) | | | | | | 0.28 | | | | | | 2.52 | | | | | | — | | | | | | 2.80 | | | | | | — | | | | | | 23.92 | | | | | | (4.97) | | | | | | 1.08 | | | | | | 1.05 | | | | | | 1.05 | | | | | | 0.89 | | | | | | 1,119 | | | | | | 26 | | |
12-31-19 | | | | | 24.41 | | | | | | 0.25 | | | | | | 6.52 | | | | | | 6.77 | | | | | | 0.40 | | | | | | 2.41 | | | | | | — | | | | | | 2.81 | | | | | | — | | | | | | 28.37 | | | | | | 29.40 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 0.95 | | | | | | 1,247 | | | | | | 45 | | |
08-24-18(5) - 12-31-18 | | | | | 28.07 | | | | | | 0.10• | | | | | | (3.76) | | | | | | (3.66) | | | | | | 0.00* | | | | | | — | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 24.41 | | | | | | (13.04) | | | | | | 0.99 | | | | | | 0.99 | | | | | | 0.99 | | | | | | 1.08 | | | | | | 1,016 | | | | | | 72 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 28.77 | | | | | | 0.17• | | | | | | (1.79) | | | | | | (1.62) | | | | | | 0.45 | | | | | | 2.52 | | | | | | — | | | | | | 2.97 | | | | | | — | | | | | | 24.18 | | | | | | (4.77) | | | | | | 0.58 | | | | | | 0.55 | | | | | | 0.55 | | | | | | 1.36 | | | | | | 660,367 | | | | | | 26 | | |
12-31-19 | | | | | 24.64 | | | | | | 0.39• | | | | | | 6.59 | | | | | | 6.98 | | | | | | 0.44 | | | | | | 2.41 | | | | | | — | | | | | | 2.85 | | | | | | — | | | | | | 28.77 | | | | | | 30.05 | | | | | | 0.50 | | | | | | 0.50 | | | | | | 0.50 | | | | | | 1.44 | | | | | | 788,581 | | | | | | 45 | | |
12-31-18 | | | | | 29.11 | | | | | | 0.41• | | | | | | (2.18) | | | | | | (1.77) | | | | | | 0.43 | | | | | | 2.27 | | | | | | — | | | | | | 2.70 | | | | | | — | | | | | | 24.64 | | | | | | (6.82) | | | | | | 0.49 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 1.47 | | | | | | 728,383 | | | | | | 72 | | |
12-31-17 | | | | | 24.19 | | | | | | 0.42• | | | | | | 5.41 | | | | | | 5.83 | | | | | | 0.42 | | | | | | 0.49 | | | | | | — | | | | | | 0.91 | | | | | | — | | | | | | 29.11 | | | | | | 24.64 | | | | | | 0.48 | | | | | | 0.46 | | | | | | 0.46 | | | | | | 1.58 | | | | | | 774,135 | | | | | | 56 | | |
12-31-16 | | | | | 22.32 | | | | | | 0.42• | | | | | | 1.83 | | | | | | 2.25 | | | | | | 0.38 | | | | | | — | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 24.19 | | | | | | 10.27 | | | | | | 0.49 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 1.85 | | | | | | 678,267 | | | | | | 96 | | |
12-31-15 | | | | | 22.48 | | | | | | 0.39• | | | | | | (0.19) | | | | | | 0.20 | | | | | | 0.36 | | | | | | — | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 22.32 | | | | | | 0.84 | | | | | | 0.49 | | | | | | 0.44 | | | | | | 0.44 | | | | | | 1.74 | | | | | | 565,257 | | | | | | 66 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 28.49 | | | | | | 0.14• | | | | | | (1.77) | | | | | | (1.63) | | | | | | 0.37 | | | | | | 2.52 | | | | | | — | | | | | | 2.89 | | | | | | — | | | | | | 23.97 | | | | | | (4.86) | | | | | | 0.83 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 1.12 | | | | | | 112,355 | | | | | | 26 | | |
12-31-19 | | | | | 24.43 | | | | | | 0.32• | | | | | | 6.53 | | | | | | 6.85 | | | | | | 0.38 | | | | | | 2.41 | | | | | | — | | | | | | 2.79 | | | | | | — | | | | | | 28.49 | | | | | | 29.73 | | | | | | 0.75 | | | | | | 0.75 | | | | | | 0.75 | | | | | | 1.19 | | | | | | 126,416 | | | | | | 45 | | |
12-31-18 | | | | | 28.87 | | | | | | 0.34• | | | | | | (2.16) | | | | | | (1.82) | | | | | | 0.35 | | | | | | 2.27 | | | | | | — | | | | | | 2.62 | | | | | | — | | | | | | 24.43 | | | | | | (7.04) | | | | | | 0.74 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 1.23 | | | | | | 119,150 | | | | | | 72 | | |
12-31-17 | | | | | 24.00 | | | | | | 0.35• | | | | | | 5.37 | | | | | | 5.72 | | | | | | 0.36 | | | | | | 0.49 | | | | | | — | | | | | | 0.85 | | | | | | — | | | | | | 28.87 | | | | | | 24.30 | | | | | | 0.73 | | | | | | 0.71 | | | | | | 0.71 | | | | | | 1.33 | | | | | | 100,271 | | | | | | 56 | | |
12-31-16 | | | | | 22.14 | | | | | | 0.36• | | | | | | 1.82 | | | | | | 2.18 | | | | | | 0.32 | | | | | | — | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 24.00 | | | | | | 9.99 | | | | | | 0.74 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 1.59 | | | | | | 104,129 | | | | | | 96 | | |
12-31-15 | | | | | 22.29 | | | | | | 0.33• | | | | | | (0.18) | | | | | | 0.15 | | | | | | 0.30 | | | | | | — | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 22.14 | | | | | | 0.63 | | | | | | 0.74 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 1.49 | | | | | | 109,690 | | | | | | 66 | | |
Voya Index Plus MidCap Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 19.50 | | | | | | 0.10• | | | | | | (3.26) | | | | | | (3.16) | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 16.09 | | | | | | (16.06) | | | | | | 0.71 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 1.24 | | | | | | 371,639 | | | | | | 24 | | |
12-31-19 | | | | | 17.22 | | | | | | 0.23• | | | | | | 4.18 | | | | | | 4.41 | | | | | | 0.26 | | | | | | 1.87 | | | | | | — | | | | | | 2.14 | | | | | | — | | | | | | 19.50 | | | | | | 27.08 | | | | | | 0.55 | | | | | | 0.55 | | | | | | 0.55 | | | | | | 1.26 | | | | | | 468,981 | | | | | | 38 | | |
12-31-18 | | | | | 22.95 | | | | | | 0.25• | | | | | | (3.12) | | | | | | (2.87) | | | | | | 0.23 | | | | | | 2.63 | | | | | | — | | | | | | 2.86 | | | | | | — | | | | | | 17.22 | | | | | | (14.34) | | | | | | 0.55 | | | | | | 0.55 | | | | | | 0.55 | | | | | | 1.18 | | | | | | 415,219 | | | | | | 68 | | |
12-31-17 | | | | | 21.87 | | | | | | 0.21• | | | | | | 2.62 | | | | | | 2.83 | | | | | | 0.30 | | | | | | 1.45 | | | | | | — | | | | | | 1.75 | | | | | | — | | | | | | 22.95 | | | | | | 13.58 | | | | | | 0.53 | | | | | | 0.51 | | | | | | 0.51 | | | | | | 0.96 | | | | | | 559,342 | | | | | | 75 | | |
12-31-16 | | | | | 20.74 | | | | | | 0.23 | | | | | | 3.18 | | | | | | 3.41 | | | | | | 0.22 | | | | | | 2.06 | | | | | | — | | | | | | 2.28 | | | | | | — | | | | | | 21.87 | | | | | | 18.14 | | | | | | 0.54 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 1.11 | | | | | | 561,057 | | | | | | 99 | | |
12-31-15 | | | | | 24.58 | | | | | | 0.22 | | | | | | (0.45) | | | | | | (0.23) | | | | | | 0.23 | | | | | | 3.38 | | | | | | — | | | | | | 3.61 | | | | | | — | | | | | | 20.74 | | | | | | (1.79) | | | | | | 0.54 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 0.94 | | | | | | 513,583 | | | | | | 90 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 19.14 | | | | | | 0.08• | | | | | | (3.19) | | | | | | (3.11) | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 15.83 | | | | | | (16.13) | | | | | | 0.96 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.99 | | | | | | 56,218 | | | | | | 24 | | |
12-31-19 | | | | | 16.93 | | | | | | 0.18• | | | | | | 4.11 | | | | | | 4.29 | | | | | | 0.21 | | | | | | 1.87 | | | | | | — | | | | | | 2.08 | | | | | | — | | | | | | 19.14 | | | | | | 26.74 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 1.01 | | | | | | 70,770 | | | | | | 38 | | |
12-31-18 | | | | | 22.59 | | | | | | 0.19• | | | | | | (3.05) | | | | | | (2.86) | | | | | | 0.17 | | | | | | 2.63 | | | | | | — | | | | | | 2.80 | | | | | | — | | | | | | 16.93 | | | | | | (14.52) | | | | | | 0.80 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 0.93 | | | | | | 65,547 | | | | | | 68 | | |
12-31-17 | | | | | 21.55 | | | | | | 0.15• | | | | | | 2.58 | | | | | | 2.73 | | | | | | 0.24 | | | | | | 1.45 | | | | | | — | | | | | | 1.69 | | | | | | — | | | | | | 22.59 | | | | | | 13.29 | | | | | | 0.78 | | | | | | 0.76 | | | | | | 0.76 | | | | | | 0.71 | | | | | | 88,547 | | | | | | 75 | | |
12-31-16 | | | | | 20.46 | | | | | | 0.19 | | | | | | 3.12 | | | | | | 3.31 | | | | | | 0.16 | | | | | | 2.06 | | | | | | — | | | | | | 2.22 | | | | | | — | | | | | | 21.55 | | | | | | 17.83 | | | | | | 0.79 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 0.86 | | | | | | 104,140 | | | | | | 99 | | |
12-31-15 | | | | | 24.29 | | | | | | 0.15• | | | | | | (0.44) | | | | | | (0.29) | | | | | | 0.16 | | | | | | 3.38 | | | | | | — | | | | | | 3.54 | | | | | | — | | | | | | 20.46 | | | | | | (2.06) | | | | | | 0.79 | | | | | | 0.74 | | | | | | 0.74 | | | | | | 0.69 | | | | | | 102,389 | | | | | | 90 | | |
Voya Index Plus SmallCap Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 20.91 | | | | | | 0.07• | | | | | | (4.49) | | | | | | (4.42) | | | | | | 0.21 | | | | | | 0.22 | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 16.06 | | | | | | (20.88) | | | | | | 0.74 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 0.84 | | | | | | 151,886 | | | | | | 23 | | |
12-31-19 | | | | | 20.36 | | | | | | 0.21 | | | | | | 3.86 | | | | | | 4.07 | | | | | | 0.23 | | | | | | 3.29 | | | | | | — | | | | | | 3.53 | | | | | | — | | | | | | 20.91 | | | | | | 21.81 | | | | | | 0.57 | | | | | | 0.57 | | | | | | 0.57 | | | | | | 0.98 | | | | | | 199,122 | | | | | | 43 | | |
12-31-18 | | | | | 26.78 | | | | | | 0.22• | | | | | | (2.95) | | | | | | (2.73) | | | | | | 0.24 | | | | | | 3.45 | | | | | | — | | | | | | 3.69 | | | | | | — | | | | | | 20.36 | | | | | | (12.40 | ) (a) | | | | 0.55 | | | | | | 0.55 | | | | | | 0.55 | | | | | | 0.86(b) | | | | | | 185,212 | | | | | | 67 | | | |
12-31-17 | | | | | 26.91 | | | | | | 0.22• | | | | | | 2.25 | | | | | | 2.47 | | | | | | 0.25 | | | | | | 2.35 | | | | | | — | | | | | | 2.60 | | | | | | — | | | | | | 26.78 | | | | | | 9.91 | | | | | | 0.54 | | | | | | 0.52 | | | | | | 0.52 | | | | | | 0.83 | | | | | | 231,351 | | | | | | 65 | | |
12-31-16 | | | | | 21.97 | | | | | | 0.23 | | | | | | 5.57 | | | | | | 5.80 | | | | | | 0.20 | | | | | | 0.66 | | | | | | — | | | | | | 0.86 | | | | | | — | | | | | | 26.91 | | | | | | 27.32 | | | | | | 0.55 | | | | | | 0.50 | | | | | | 0.50 | | | | | | 0.95 | | | | | | 243,530 | | | | | | 60 | | |
12-31-15 | | | | | 22.90 | | | | | | 0.19• | | | | | | (0.92) | | | | | | (0.73) | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 21.97 | | | | | | (3.21) | | | | | | 0.55 | | | | | | 0.50 | | | | | | 0.50 | | | | | | 0.81 | | | | | | 199,425 | | | | | | 46 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 20.62 | | | | | | 0.05• | | | | | | (4.43) | | | | | | (4.38) | | | | | | 0.15 | | | | | | 0.22 | | | | | | — | | | | | | 0.37 | | | | | | — | | | | | | 15.87 | | | | | | (20.98) | | | | | | 0.99 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.59 | | | | | | 39,842 | | | | | | 23 | | |
12-31-19 | | | | | 20.10 | | | | | | 0.16 | | | | | | 3.82 | | | | | | 3.98 | | | | | | 0.17 | | | | | | 3.29 | | | | | | — | | | | | | 3.46 | | | | | | — | | | | | | 20.62 | | | | | | 21.55 | | | | | | 0.82 | | | | | | 0.82 | | | | | | 0.82 | | | | | | 0.73 | | | | | | 52,956 | | | | | | 43 | | |
12-31-18 | | | | | 26.47 | | | | | | 0.15• | | | | | | (2.91) | | | | | | (2.76) | | | | | | 0.16 | | | | | | 3.45 | | | | | | — | | | | | | 3.61 | | | | | | — | | | | | | 20.10 | | | | | | (12.62 | ) (a) | | | | 0.80 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 0.61(b) | | | | | | 50,198 | | | | | | 67 | | | |
12-31-17 | | | | | 26.63 | | | | | | 0.15• | | | | | | 2.22 | | | | | | 2.37 | | | | | | 0.18 | | | | | | 2.35 | | | | | | — | | | | | | 2.53 | | | | | | — | | | | | | 26.47 | | | | | | 9.60 | | | | | | 0.79 | | | | | | 0.77 | | | | | | 0.77 | | | | | | 0.58 | | | | | | 65,645 | | | | | | 65 | | |
12-31-16 | | | | | 21.74 | | | | | | 0.16• | | | | | | 5.53 | | | | | | 5.69 | | | | | | 0.14 | | | | | | 0.66 | | | | | | — | | | | | | 0.80 | | | | | | — | | | | | | 26.63 | | | | | | 27.01 | | | | | | 0.80 | | | | | | 0.75 | | | | | | 0.75 | | | | | | 0.70 | | | | | | 82,654 | | | | | | 60 | | |
12-31-15 | | | | | 22.66 | | | | | | 0.13• | | | | | | (0.91) | | | | | | (0.78) | | | | | | 0.14 | | | | | | — | | | | | | — | | | | | | 0.14 | | | | | | — | | | | | | 21.74 | | | | | | (3.47) | | | | | | 0.80 | | | | | | 0.75 | | | | | | 0.75 | | | | | | 0.55 | | | | | | 75,891 | | | | | | 46 | | |
| | | Purchases | | | Sales | | ||||||
Index Plus LargeCap | | | | $ | 201,793,316 | | | | | $ | 283,956,172 | | |
Index Plus MidCap | | | | | 107,529,924 | | | | | | 132,010,729 | | |
Index Plus SmallCap | | | | | 45,761,311 | | | | | | 50,066,109 | | |
| Index Plus LargeCap | | | 0.45% | |
| Index Plus MidCap | | | 0.50% | |
| Index Plus SmallCap | | | 0.50% | |
Subsidiary | | | Portfolio | | | Percentage | | |||
ReliaStar Life Insurance Company | | | Index Plus SmallCap | | | | | 5.05% | | |
Voya Retirement Insurance and Annuity Company | | | Index Plus LargeCap | | | | | 68.54 | | |
| | | Index Plus MidCap | | | | | 80.31 | | |
| | | Index Plus SmallCap | | | | | 70.60 | | |
Portfolio | | | Amount | | |||
Index Plus LargeCap | | | | $ | 264,438 | | |
Index Plus MidCap | | | | | 335,476 | | |
Index Plus SmallCap | | | | | 149,698 | | |
Portfolio | | | Class ADV | | | Class I | | | Class S | | |||||||||
Index Plus LargeCap | | | | | 1.05% | | | | | | 0.55% | | | | | | 0.80% | | |
Index Plus MidCap | | | | | N/A | | | | | | 0.60% | | | | | | 0.85% | | |
Index Plus SmallCap | | | | | N/A | | | | | | 0.60% | | | | | | 0.85% | | |
| | | June 30, | | | ||||||||||||||||||||
| | | 2021 | | | 2022 | | | 2023 | | | Total | | ||||||||||||
Index Plus LargeCap | | | | $ | — | | | | | $ | — | | | | | $ | 97,000 | | | | | $ | 97,000 | | |
Index Plus MidCap | | | | | — | | | | | | — | | | | | | 242,043 | | | | | | 242,043 | | |
Index Plus SmallCap | | | | | — | | | | | | — | | | | | | 131,429 | | | | | | 131,429 | | |
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
Index Plus LargeCap | | | | | 1 | | | | | $ | 558,000 | | | | | | 1.10% | | |
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Index Plus LargeCap | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2020 | | | | | 74,194 | | | | | | — | | | | | | 4,783 | | | | | | (76,145) | | | | | | 2,832 | | | | | | 1,686,193 | | | | | | — | | | | | | 105,361 | | | | | | (1,805,442) | | | | | | (13,888) | | |
12/31/2019 | | | | | 16,031 | | | | | | — | | | | | | 4,965 | | | | | | (18,680) | | | | | | 2,316 | | | | | | 424,461 | | | | | | — | | | | | | 122,819 | | | | | | (503,758) | | | | | | 43,522 | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2020 | | | | | 655,938 | | | | | | — | | | | | | 3,231,602 | | | | | | (3,989,508) | | | | | | (101,968) | | | | | | 15,800,477 | | | | | | — | | | | | | 71,935,457 | | | | | | (100,942,192) | | | | | | (13,206,258) | | |
12/31/2019 | | | | | 1,539,575 | | | | | | — | | | | | | 2,981,358 | | | | | | (6,672,757) | | | | | | (2,151,824) | | | | | | 42,191,239 | | | | | | — | | | | | | 74,563,767 | | | | | | (184,665,108) | | | | | | (67,910,102) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 15,677 | | | | | | — | | | | | | 550,846 | | | | | | (315,504) | | | | | | 251,019 | | | | | | 367,768 | | | | | | — | | | | | | 12,151,657 | | | | | | (7,950,697) | | | | | | 4,568,728 | | |
12/31/2019 | | | | | 86,790 | | | | | | — | | | | | | 523,631 | | | | | | (1,050,601) | | | | | | (440,180) | | | | | | 2,257,009 | | | | | | — | | | | | | 12,986,058 | | | | | | (27,908,214) | | | | | | (12,665,147) | | |
Index Plus MidCap | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2020 | | | | | 186,600 | | | | | | — | | | | | | 396,198 | | | | | | (1,547,264) | | | | | | (964,466) | | | | | | 2,762,179 | | | | | | — | | | | | | 5,713,179 | | | | | | (24,507,621) | | | | | | (16,032,263) | | |
12/31/2019 | | | | | 315,634 | | | | | | — | | | | | | 2,819,977 | | | | | | (3,187,156) | | | | | | (51,545) | | | | | | 5,940,704 | | | | | | — | | | | | | 49,293,203 | | | | | | (58,431,383) | | | | | | (3,197,476) | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2020 | | | | | 38,935 | | | | | | — | | | | | | 50,128 | | | | | | (235,956) | | | | | | (146,893) | | | | | | 537,410 | | | | | | — | | | | | | 711,318 | | | | | | (3,809,082) | | | | | | (2,560,354) | | |
12/31/2019 | | | | | 15,643 | | | | | | — | | | | | | 445,618 | | | | | | (634,380) | | | | | | (173,119) | | | | | | 288,786 | | | | | | — | | | | | | 7,655,712 | | | | | | (11,671,584) | | | | | | (3,727,086) | | |
Index Plus SmallCap | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2020 | | | | | 201,439 | | | | | | — | | | | | | 277,733 | | | | | | (544,390) | | | | | | (65,218) | | | | | | 3,149,079 | | | | | | — | �� | | | | | 3,893,818 | | | | | | (8,940,414) | | | | | | (1,897,517) | | |
12/31/2019 | | | | | 150,822 | | | | | | — | | | | | | 1,605,856 | | | | | | (1,332,473) | | | | | | 424,205 | | | | | | 3,089,456 | | | | | | — | | | | | | 30,446,788 | | | | | | (27,163,921) | | | | | | 6,372,323 | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2020 | | | | | 46,529 | | | | | | — | | | | | | 65,782 | | | | | | (170,629) | | | | | | (58,318) | | | | | | 658,580 | | | | | | — | | | | | | 911,743 | | | | | | (2,764,641) | | | | | | (1,194,318) | | |
12/31/2019 | | | | | 19,114 | | | | | | — | | | | | | 442,279 | | | | | | (390,115) | | | | | | 71,278 | | | | | | 390,852 | | | | | | — | | | | | | 8,279,392 | | | | | | (7,869,203) | | | | | | 801,041 | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Morgan Stanley & Co. LLC | | | | $ | 355,530 | | | | | $ | (355,530) | | | | | $ | — | | |
Wells Fargo Securities LLC | | | | | 400,878 | | | | | | (400,878) | | | | | | — | | |
Total | | | | $ | 756,408 | | | | | $ | (756,408) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BNP Paribas Prime Brokerage Intl Ltd | | | | $ | 95,847 | | | | | $ | (95,847) | | | | | $ | — | | |
Morgan Stanley & Co. LLC | | | | | 32,630 | | | | | | (32,630) | | | | | | — | | |
National Bank of Canada Financial Inc. | | | | | 2,441,076 | | | | | | (2,441,076) | | | | | | — | | |
National Financial Services LLC | | | | | 1,193,877 | | | | | | (1,193,877) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 309,780 | | | | | | (309,780) | | | | | | — | | |
Total | | | | $ | 4,073,210 | | | | | $ | (4,073,210) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 125,707 | | | | | $ | (125,707) | | | | | $ | — | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 330,105 | | | | | | (330,105) | | | | | | — | | |
BNP Paribas Securities Corp. | | | | | 94,183 | | | | | | (94,183) | | | | | | — | | |
BofA Securities Inc. | | | | | 536,610 | | | | | | (536,610) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 90,421 | | | | | | (90,421) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 10,854 | | | | | | (10,854) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 1,080,234 | | | | | | (1,080,234) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 826,358 | | | | | | (826,358) | | | | | | — | | |
Jefferies LLC | | | | | 5,002 | | | | | | (5,002) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 648,873 | | | | | | (648,873) | | | | | | — | | |
National Bank of Canada Financial Inc. | | | | | 846,096 | | | | | | (846,096) | | | | | | — | | |
National Financial Services LLC | | | | | 856,268 | | | | | | (856,268) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 235,567 | | | | | | (235,567) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 69,868 | | | | | | (69,868) | | | | | | — | | |
Scotia Capital (USA) Inc. | | | | | 110,252 | | | | | | (110,252) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 57,769 | | | | | | (57,769) | | | | | | — | | |
State Street Bank and Trust Company | | | | | 30,085 | | | | | | (30,085) | | | | | | — | | |
TD Prime Services LLC | | | | | 199,617 | | | | | | (199,617) | | | | | | — | | |
UBS AG | | | | | 116,170 | | | | | | (116,170) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 367,445 | | | | | | (367,445) | | | | | | — | | |
Total | | | | $ | 6,637,484 | | | | | $ | (6,637,484) | | | | | $ | — | | |
| | | Year Ended December 31, 2019 | | | Year Ended December 31, 2018 | | ||||||||||||||||||
| | | Ordinary Income | | | Long-term Capital Gains | | | Ordinary Income | | | Long-term Capital Gains | | ||||||||||||
Index Plus LargeCap | | | | $ | 13,244,895 | | | | | $ | 74,427,749 | | | | | $ | 30,158,081 | | | | | $ | 54,397,818 | | |
Index Plus MidCap | | | | | 18,895,101 | | | | | | 38,053,814 | | | | | | 20,844,956 | | | | | | 56,478,151 | | |
Index Plus SmallCap | | | | | 7,968,849 | | | | | | 30,757,331 | | | | | | 7,344,381 | | | | | | 32,021,040 | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Unrealized Appreciation/ (Depreciation) | | | Capital Loss Carryforwards | | ||||||||||||||||||||||||
| Amount | | | Character | | | Expiration | | |||||||||||||||||||||||||||||
Index Plus LargeCap | | | | $ | 24,251,173 | | | | | $ | 60,281,782 | | | | | $ | 188,803,861 | | | | | $ | — | | | | | | — | | | | | | — | | |
Index Plus MidCap | | | | | 6,435,413 | | | | | | — | | | | | | 66,912,490 | | | | | | (1,494,871) | | | | | | Short-term | | | | | | None | | |
Index Plus SmallCap | | | | | 2,294,402 | | | | | | 2,526,456 | | | | | | 22,286,953 | | | | | | — | | | | | | — | | | | | | — | | |
SUMMARY PORTFOLIO OF INVESTMENTS |
Voya Index Plus LargeCap Portfolio | as of June 30, 2020 (Unaudited) |
| Sector Diversification as of June 30, 2020 (as a percentage of net assets) | | |||
| Information Technology | | | 27.5% | |
| Health Care | | | 14.8% | |
| Communication Services | | | 10.7% | |
| Financials | | | 10.2% | |
| Consumer Discretionary | | | 10.2% | |
| Industrials | | | 8.3% | |
| Consumer Staples | | | 6.7% | |
| Utilities | | | 3.0% | |
| Real Estate | | | 2.9% | |
| Energy | | | 2.7% | |
| Materials | | | 2.1% | |
| Assets in Excess of Other Liabilities* | | | 0.9% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 99.1% | | |||||||||||||||
| | | Communication Services: 10.7% | | ||||||||||||
17,758 (1) | | | Alphabet, Inc. - Class A | | | | $ | 25,181,732 | | | | | | 3.3 | | |
282,507 | | | AT&T, Inc. | | | | | 8,540,187 | | | | | | 1.1 | | |
169,388 | | | Comcast Corp. - Class A | | | | | 6,602,744 | | | | | | 0.8 | | |
87,077 (1) | | | Facebook, Inc. - Class A | | | | | 19,772,574 | | | | | | 2.6 | | |
12,007 (1) | | | NetFlix, Inc. | | | | | 5,463,665 | | | | | | 0.7 | | |
122,933 | | | Verizon Communications, Inc. | | | | | 6,777,296 | | | | | | 0.9 | | |
375,100 (2) | | | Other Securities | | | | | 10,308,433 | | | | | | 1.3 | | |
| | | | | | | | 82,646,631 | | | | | | 10.7 | | |
| | | Consumer Discretionary: 10.2% | | ||||||||||||
11,936 (1) | | | Amazon.com, Inc. | | | | | 32,929,275 | | | | | | 4.2 | | |
33,176 | | | Home Depot, Inc. | | | | | 8,310,920 | | | | | | 1.1 | | |
713,047 (2) | | | Other Securities | | | | | 37,821,247 | | | | | | 4.9 | | |
| | | | | | | | 79,061,442 | | | | | | 10.2 | | |
| | | Consumer Staples: 6.7% | | ||||||||||||
113,108 | | | Altria Group, Inc. | | | | | 4,439,489 | | | | | | 0.6 | | |
90,769 | | | Mondelez International, Inc. | | | | | 4,641,019 | | | | | | 0.6 | | |
59,731 | | | PepsiCo, Inc. | | | | | 7,900,022 | | | | | | 1.0 | | |
88,577 | | | Philip Morris International, Inc. | | | | | 6,205,705 | | | | | | 0.8 | | |
52,636 | | | Procter & Gamble Co. | | | | | 6,293,686 | | | | | | 0.8 | | |
35,201 | | | Walmart, Inc. | | | | | 4,216,376 | | | | | | 0.6 | | |
261,786 (2) | | | Other Securities | | | | | 17,925,146 | | | | | | 2.3 | | |
| | | | | | | | 51,621,443 | | | | | | 6.7 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Energy: 2.7% | | ||||||||||||
49,257 | | | Chevron Corp. | | | | $ | 4,395,202 | | | | | | 0.6 | | |
461,554 | | | Other Securities | | | | | 16,194,650 | | | | | | 2.1 | | |
| | | | | | | | 20,589,852 | | | | | | 2.7 | | |
| | | Financials: 10.2% | | ||||||||||||
26,143 | | | Ameriprise Financial, Inc. | | | | | 3,922,496 | | | | | | 0.5 | | |
345,911 | | | Bank of America Corp. | | | | | 8,215,386 | | | | | | 1.1 | | |
37,099 (1) | | | Berkshire Hathaway, Inc. - Class B | | | | | 6,622,542 | | | | | | 0.8 | | |
104,322 | | | Citigroup, Inc. | | | | | 5,330,854 | | | | | | 0.7 | | |
101,848 | | | JPMorgan Chase & Co. | | | | | 9,579,823 | | | | | | 1.2 | | |
48,691 | | | Progressive Corp. | | | | | 3,900,636 | | | | | | 0.5 | | |
20,514 | | | S&P Global, Inc. | | | | | 6,758,953 | | | | | | 0.9 | | |
798,386 (2) | | | Other Securities | | | | | 35,042,869 | | | | | | 4.5 | | |
| | | | | | | | 79,373,559 | | | | | | 10.2 | | |
| | | Health Care: 14.8% | | ||||||||||||
50,869 | | | AbbVie, Inc. | | | | | 4,994,318 | | | | | | 0.7 | | |
27,584 | | | Amgen, Inc. | | | | | 6,505,962 | | | | | | 0.8 | | |
87,934 | | | Bristol-Myers Squibb Co. | | | | | 5,170,519 | | | | | | 0.7 | | |
25,555 | | | Eli Lilly & Co. | | | | | 4,195,620 | | | | | | 0.5 | | |
44,834 | | | Johnson & Johnson | | | | | 6,305,005 | | | | | | 0.8 | | |
75,663 | | | Medtronic PLC | | | | | 6,938,297 | | | | | | 0.9 | | |
87,002 | | | Merck & Co., Inc. | | | | | 6,727,865 | | | | | | 0.9 | | |
146,078 | | | Pfizer, Inc. | | | | | 4,776,751 | | | | | | 0.6 | | |
11,129 | | | Thermo Fisher Scientific, Inc. | | | | | 4,032,482 | | | | | | 0.5 | | |
36,771 | | | UnitedHealth Group, Inc. | | | | | 10,845,607 | | | | | | 1.4 | | |
15,707 (1) | | | Vertex Pharmaceuticals, Inc. | | | | | 4,559,899 | | | | | | 0.6 | | |
426,536 (2) | | | Other Securities | | | | | 49,872,642 | | | | | | 6.4 | | |
| | | | | | | | 114,924,967 | | | | | | 14.8 | | |
| | | Industrials: 8.3% | | ||||||||||||
22,718 | | | Cummins, Inc. | | | | | 3,936,121 | | | | | | 0.5 | | |
48,401 | | | Honeywell International, Inc. | | | | | 6,998,300 | | | | | | 0.9 | | |
28,397 | | | Union Pacific Corp. | | | | | 4,801,081 | | | | | | 0.6 | | |
41,846 | | | Waste Management, Inc. | | | | | 4,431,910 | | | | | | 0.6 | | |
596,634 (2) | | | Other Securities | | | | | 44,010,602 | | | | | | 5.7 | | |
| | | | | | | | 64,178,014 | | | | | | 8.3 | | |
| | | Information Technology: 27.5% | | ||||||||||||
17,911 (1) | | | Adobe, Inc. | | | | | 7,796,837 | | | | | | 1.0 | | |
108,281 | | | Apple, Inc. | | | | | 39,500,909 | | | | | | 5.1 | | |
64,393 | | | Applied Materials, Inc. | | | | | 3,892,557 | | | | | | 0.5 | | |
61,981 (1) | | | Cadence Design Systems, Inc. | | | | | 5,947,697 | | | | | | 0.8 | | |
181,084 | | | Cisco Systems, Inc. | | | | | 8,445,758 | | | | | | 1.1 | | |
SUMMARY PORTFOLIO OF INVESTMENTS |
Voya Index Plus LargeCap Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
112,614 | | | Intel Corp. | | | | $ | 6,737,696 | | | | | | 0.9 | | |
19,113 | | | Intuit, Inc. | | | | | 5,661,079 | | | | | | 0.7 | | |
14,646 | | | Lam Research Corp. | | | | | 4,737,395 | | | | | | 0.6 | | |
209,947 | | | Microsoft Corp. | | | | | 42,726,314 | | | | | | 5.5 | | |
16,550 | | | Nvidia Corp. | | | | | 6,287,511 | | | | | | 0.8 | | |
49,188 (1) | | | PayPal Holdings, Inc. | | | | | 8,570,025 | | | | | | 1.1 | | |
61,440 | | | Qualcomm, Inc. | | | | | 5,603,942 | | | | | | 0.7 | | |
24,972 | | | Visa, Inc. - Class A | | | | | 4,823,841 | | | | | | 0.6 | | |
907,004 (2)(3) | | | Other Securities | | | | | 62,190,893 | | | | | | 8.1 | | |
| | | | | | | | 212,922,454 | | | | | | 27.5 | | |
| | | Materials: 2.1% | | ||||||||||||
324,273 | | | Other Securities | | | | | 16,353,032 | | | | | | 2.1 | | |
| | | | | ||||||||||||
| | | Real Estate: 2.9% | | ||||||||||||
522,663 (2) | | | Other Securities | | | | | 22,211,373 | | | | | | 2.9 | | |
| | | | | ||||||||||||
| | | Utilities: 3.0% | | ||||||||||||
643,614 | | | Other Securities | | | | | 23,129,506 | | | | | | 3.0 | | |
| | | Total Common Stock (Cost $636,878,201) | | | | | 767,012,273 | | | | | | 99.1 | | |
RIGHTS: 0.0% | | |||||||||||||||
| | | Health Care: 0.0% | | ||||||||||||
27,137 (2) | | | Other Securities | | | | | 97,151 | | | | | | 0.0 | | |
| | | Total Rights (Cost $62,415) | | | | | 97,151 | | | | | | 0.0 | | |
| | | Total Long-Term Investments (Cost $636,940,616) | | | | | 767,109,424 | | | | | | 99.1 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 0.9% | | |||||||||||||||
| | | Repurchase Agreements: 0.1% | | ||||||||||||
771,959 (4) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $771,961, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%‑7.000%, Market Value plus accrued interest $787,398, due 07/31/20‑ 07/01/50) (Cost $771,959) | | | | | 771,959 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds: 0.8% | | ||||||||||||
6,104,000 (5) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.150% (Cost $6,104,000) | | | | $ | 6,104,000 | | | | | | 0.8 | | |
| | | Total Short-Term Investments (Cost $6,875,959) | | | | | 6,875,959 | | | | | | 0.9 | | |
| | | Total Investments in Securities (Cost $643,816,575) | | | | $ | 773,985,383 | | | | | | 100.0 | | |
| | | Liabilities in Excess of Other Assets | | | | | (143,383) | | | | | | — | | |
| | | Net Assets | | | | $ | 773,842,000 | | | | | | 100.0 | | |
SUMMARY PORTFOLIO OF INVESTMENTS |
Voya Index Plus LargeCap Portfolio | as of June 30, 2020 (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, 2020 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 767,012,273 | | | | | $ | — | | | | | $ | — | | | | | $ | 767,012,273 | | |
Rights | | | | | 97,151 | | | | | | — | | | | | | — | | | | | | 97,151 | | |
Short-Term Investments | | | | | 6,104,000 | | | | | | 771,959 | | | | | | — | | | | | | 6,875,959 | | |
Total Investments, at fair value | | | | $ | 773,213,424 | | | | | $ | 771,959 | | | | | $ | — | | | | | $ | 773,985,383 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 118,291 | | | | | | — | | | | | | — | | | | | | 118,291 | | |
Total Assets | | | | $ | 773,331,715 | | | | | $ | 771,959 | | | | | $ | — | | | | | $ | 774,103,674 | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P 500® E-Mini | | | | | 32 | | | | | | 09/18/20 | | | | | $ | 4,944,320 | | | | | $ | 118,291 | | |
| | | | | | | | | | | | | | | | $ | 4,944,320 | | | | | $ | 118,291 | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 118,291 | | |
Total Asset Derivatives | | | | | | | $ | 118,291 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 1,740,052 | | |
Total | | | | $ | 1,740,052 | | |
SUMMARY PORTFOLIO OF INVESTMENTS |
Voya Index Plus LargeCap Portfolio | as of June 30, 2020 (Unaudited) (continued) |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 34,223 | | |
Total | | | | $ | 34,223 | | |
| Gross Unrealized Appreciation | | | | $ | 160,609,577 | | |
| Gross Unrealized Depreciation | | | | | (31,359,929) | | |
| Net Unrealized Appreciation | | | | $ | 129,249,648 | | |
Voya Index Plus MidCap Portfolio | as of June 30, 2020 (Unaudited) |
| Sector Diversification as of June 30, 2020 (as a percentage of net assets) | | |||
| | | | | |
| Industrials | | | 16.3% | |
| Information Technology | | | 16.2% | |
| Financials | | | 14.7% | |
| Consumer Discretionary | | | 13.6% | |
| Health Care | | | 10.9% | |
| Real Estate | | | 9.6% | |
| Materials | | | 6.0% | |
| Utilities | | | 4.3% | |
| Consumer Staples | | | 3.4% | |
| Communication Services | | | 1.9% | |
| Energy | | | 1.5% | |
| Assets in Excess of Other Liabilities* | | | 1.6% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 98.4% | | |||||||||||||||
| | | Communication Services: 1.9% | | ||||||||||||
288,289 (1)(2) | | | Other Securities | | | | $ | 8,253,142 | | | | | | 1.9 | | |
| | | | | ||||||||||||
| | | Consumer Discretionary: 13.6% | | ||||||||||||
16,533 (3) | | | Deckers Outdoor Corp. | | | | | 3,246,916 | | | | | | 0.8 | | |
36,529 (3) | | | Etsy, Inc. | | | | | 3,880,475 | | | | | | 0.9 | | |
116,473 | | | Gentex Corp. | | | | | 3,001,509 | | | | | | 0.7 | | |
8,089 | | | Pool Corp. | | | | | 2,199,156 | | | | | | 0.5 | | |
98,312 | | | Service Corp. International | | | | | 3,823,354 | | | | | | 0.9 | | |
1,273,228 (1)(2) | | | Other Securities | | | | | 41,756,289 | | | | | | 9.8 | | |
| | | | | | | | 57,907,699 | | | | | | 13.6 | | |
| | | Consumer Staples: 3.4% | | ||||||||||||
65,115 (3) | | | BJ’s Wholesale Club Holdings, Inc. | | | | | 2,426,836 | | | | | | 0.6 | | |
33,098 | | | Ingredion, Inc. | | | | | 2,747,134 | | | | | | 0.6 | | |
248,045 (2) | | | Other Securities | | | | | 9,244,537 | | | | | | 2.2 | | |
| | | | | | | | 14,418,507 | | | | | | 3.4 | | |
| | | Energy: 1.5% | | ||||||||||||
569,175 (2) | | | Other Securities | | | | | 6,300,211 | | | | | | 1.5 | | |
| | | | | ||||||||||||
| | | Financials: 14.7% | | ||||||||||||
73,871 | | | East West Bancorp, Inc. | | | | | 2,677,085 | | | | | | 0.6 | | |
6,859 | | | Factset Research Systems, Inc. | | | | | 2,252,976 | | | | | | 0.5 | | |
27,291 | | | Hanover Insurance Group, Inc. | | | | | 2,765,397 | | | | | | 0.7 | | |
179,085 | | | Old Republic International Corp. | | | | | 2,920,876 | | | | | | 0.7 | | |
26,365 | | | Primerica, Inc. | | | | | 3,074,159 | | | | | | 0.7 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
56,013 | | | SEI Investments Co. | | | | $ | 3,079,595 | | | | | | 0.7 | | |
24,735 | | | Signature Bank | | | | | 2,644,666 | | | | | | 0.6 | | |
1,658,555 (2) | | | Other Securities | | | | | 43,580,552 | | | | | | 10.2 | | |
| | | | | | | | 62,995,306 | | | | | | 14.7 | | |
| | | Health Care: 10.9% | | ||||||||||||
15,499 (3) | | | Amedisys, Inc. | | | | | 3,077,172 | | | | | | 0.7 | | |
21,789 (3) | | | Charles River Laboratories International, Inc. | | | | | 3,798,912 | | | | | | 0.9 | | |
8,671 | | | Chemed Corp. | | | | | 3,911,228 | | | | | | 0.9 | | |
109,247 (3) | | | Exelixis, Inc. | | | | | 2,593,524 | | | | | | 0.6 | | |
20,992 (3) | | | Masimo Corp. | | | | | 4,785,966 | | | | | | 1.1 | | |
21,079 (3) | | | Molina Healthcare, Inc. | | | | | 3,751,640 | | | | | | 0.9 | | |
22,879 (3) | | | PRA Health Sciences, Inc. | | | | | 2,225,898 | | | | | | 0.5 | | |
298,264 (2) | | | Other Securities | | | | | 22,493,526 | | | | | | 5.3 | | |
| | | | | | | | 46,637,866 | | | | | | 10.9 | | |
| | | Industrials: 16.3% | | ||||||||||||
21,180 | | | Carlisle Cos., Inc. | | | | | 2,534,611 | | | | | | 0.6 | | |
40,422 | | | Crane Co. | | | | | 2,403,492 | | | | | | 0.6 | | |
24,718 | | | Curtiss-Wright Corp. | | | | | 2,206,823 | | | | | | 0.5 | | |
39,432 | | | EMCOR Group, Inc. | | | | | 2,608,033 | | | | | | 0.6 | | |
20,655 | | | Hubbell, Inc. | | | | | 2,589,311 | | | | | | 0.6 | | |
51,038 | | | ITT, Inc. | | | | | 2,997,972 | | | | | | 0.7 | | |
31,224 | | | MSC Industrial Direct Co. | | | | | 2,273,419 | | | | | | 0.5 | | |
31,378 | | | Regal Beloit Corp. | | | | | 2,739,927 | | | | | | 0.6 | | |
53,090 | | | Timken Co. | | | | | 2,415,064 | | | | | | 0.6 | | |
52,878 | | | Werner Enterprises, Inc. | | | | | 2,301,779 | | | | | | 0.5 | | |
844,553 (2) | | | Other Securities | | | | | 44,701,645 | | | | | | 10.5 | | |
| | | | | | | | 69,772,076 | | | | | | 16.3 | | |
| | | Information Technology: 16.2% | | ||||||||||||
39,441 (3) | | | Arrow Electronics, Inc. | | | | | 2,709,202 | | | | | | 0.6 | | |
11,350 (3) | | | CACI International, Inc. | | | | | 2,461,588 | | | | | | 0.6 | | |
62,022 (3) | | | Ciena Corp. | | | | | 3,359,112 | | | | | | 0.8 | | |
43,037 (3) | | | Cirrus Logic, Inc. | | | | | 2,658,826 | | | | | | 0.6 | | |
6,198 (3) | | | Fair Isaac Corp. | | | | | 2,591,012 | | | | | | 0.6 | | |
66,847 | | | National Instruments Corp. | | | | | 2,587,647 | | | | | | 0.6 | | |
22,031 (3) | | | Silicon Laboratories, Inc. | | | | | 2,209,048 | | | | | | 0.5 | | |
56,750 | | | Teradyne, Inc. | | | | | 4,795,943 | | | | | | 1.1 | | |
884,429 (1)(2) | | | Other Securities | | | | | 45,974,942 | | | | | | 10.8 | | |
| | | | | | | | 69,347,320 | | | | | | 16.2 | | |
| | | Materials: 6.0% | | ||||||||||||
26,459 | | | Reliance Steel & Aluminum Co. | | | | | 2,511,753 | | | | | | 0.6 | | |
112,799 | | | Steel Dynamics, Inc. | | | | | 2,942,926 | | | | | | 0.7 | | |
549,978 (2) | | | Other Securities | | | | | 19,986,284 | | | | | | 4.7 | | |
| | | | | | | | 25,440,963 | | | | | | 6.0 | | |
| | | Real Estate: 9.6% | | ||||||||||||
38,496 | | | Camden Property Trust | | | | | 3,511,605 | | | | | | 0.8 | | |
85,506 | | | Cousins Properties, Inc. | | | | | 2,550,644 | | | | | | 0.6 | | |
84,995 | | | Douglas Emmett, Inc. | | | | | 2,605,947 | | | | | | 0.6 | | |
Voya Index Plus MidCap Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Real Estate (continued) | | ||||||||||||
21,568 | | | EastGroup Properties, Inc. | | | | $ | 2,558,180 | | | | | | 0.6 | | |
57,945 | | | First Industrial Realty Trust, Inc. | | | | | 2,227,406 | | | | | | 0.5 | | |
72,194 | | | Highwoods Properties, Inc. | | | | | 2,695,002 | | | | | | 0.6 | | |
23,880 | | | Life Storage, Inc. | | | | | 2,267,406 | | | | | | 0.6 | | |
932,055 (2) | | | Other Securities | | | | | 22,736,696 | | | | | | 5.3 | | |
| | | | | | | | 41,152,886 | | | | | | 9.6 | | |
| | | Utilities: 4.3% | | ||||||||||||
43,309 | | | NorthWestern Corp. | | | | | 2,361,207 | | | | | | 0.6 | | |
57,656 | | | PNM Resources, Inc. | | | | | 2,216,296 | | | | | | 0.5 | | |
360,143 | | | Other Securities | | | | | 13,872,188 | | | | | | 3.2 | | |
| | | | | | | | 18,449,691 | | | | | | 4.3 | | |
| | | Total Common Stock | | | | | | | | | | | | | |
| | | (Cost $427,394,369) | | | | | 420,675,667 | | | | | | 98.4 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 2.4% | | |||||||||||||||
| | | Repurchase Agreements: 1.0% | | ||||||||||||
1,000,000 (4) | | | Citigroup, Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,000,002, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $1,020,000, due 07/31/21-05/20/70) | | | | | 1,000,000 | | | | | | 0.2 | | |
187,449 (4) | | | Deutsche Bank Securities Inc., Repurchase Agreement dated 06/30/20, 0.07%, due 07/01/20 (Repurchase Amount $187,449, collateralized by various U.S. Government Securities, 0.500%, Market Value plus accrued interest $191,198, due 06/30/27) | | | | | 187,449 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
1,000,000 (4) | | | HSBC Securities USA, Repurchase Agreement dated 06/30/20, 0.08%, due 07/01/20 (Repurchase Amount $1,000,002, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.500%, Market Value plus accrued interest $1,020,000, due 05/15/44-03/20/50) | | | | $ | 1,000,000 | | | | | | 0.2 | | |
1,000,000 (4) | | | MUFG Securities America Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,000,002, collateralized by various U.S. Government Agency Obligations, 2.500%-8.000%, Market Value plus accrued interest $1,020,000, due 08/01/23-07/01/50) | | | | | 1,000,000 | | | | | | 0.3 | | |
1,000,000 (4) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,000,002, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $1,020,000, due 07/31/20-07/01/50) | | | | | 1,000,000 | | | | | | 0.2 | | |
| | | Total Repurchase Agreements (Cost $4,187,449) | | | | | 4,187,449 | | | | | | 1.0 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds: 1.4% | | ||||||||||||
6,253,000 (5) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.150% (Cost $6,253,000) | | | | | 6,253,000 | | | | | | 1.4 | | |
| | | Total Short-Term Investments (Cost $10,440,449) | | | | | 10,440,449 | | | | | | 2.4 | | |
|
Voya Index Plus MidCap Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Total Investments in Securities (Cost $437,834,818) | | | | $ | 431,116,116 | | | | | | 100.8 | | |
| | | Liabilities in Excess of Other Assets | | | | | (3,259,409) | | | | | | (0.8) | | |
| | | Net Assets | | | | $ | 427,856,707 | | | | | | 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, 2020 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 420,675,667 | | | | | $ | — | | | | | $ | — | | | | | $ | 420,675,667 | | |
Short-Term Investments | | | | | 6,253,000 | | | | | | 4,187,449 | | | | | | — | | | | | | 10,440,449 | | |
Total Investments, at fair value | | | | $ | 426,928,667 | | | | | $ | 4,187,449 | | | | | $ | — | | | | | $ | 431,116,116 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | $ | (123,603) | | | | | $ | — | | | | | $ | — | | | | | $ | (123,603) | | |
Total Liabilities | | | | $ | (123,603) | | | | | $ | — | | | | | $ | — | | | | | $ | (123,603) | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P Mid 400 E-Mini | | | | | 33 | | | | | | 09/18/20 | | | | | $ | 5,871,030 | | | | | $ | (123,603) | | |
| | | | | | | | | | | | | | | | $ | 5,871,030 | | | | | $ | (123,603) | | |
Voya Index Plus MidCap Portfolio | as of June 30, 2020 (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* | | | | $ | 123,603 | | |
Total Liability Derivatives | | | | | | | $ | 123,603 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (2,125,157) | | |
Total | | | | $ | (2,125,157) | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (236,524) | | |
Total | | | | $ | (236,524) | | |
| Gross Unrealized Appreciation | | | | $ | 51,414,760 | | |
| Gross Unrealized Depreciation | | | | | (59,095,937) | | |
| Net Unrealized Depreciation | | | | $ | (7,681,177) | | |
Voya Index Plus SmallCap Portfolio | as of June 30, 2020 (Unaudited) |
| Sector Diversification as of June 30, 2020 (as a percentage of net assets) | | |||
| | | | | |
| Industrials | | | 18.3% | |
| Financials | | | 15.0% | |
| Information Technology | | | 14.7% | |
| Consumer Discretionary | | | 14.3% | |
| Health Care | | | 13.0% | |
| Real Estate | | | 7.5% | |
| Materials | | | 4.9% | |
| Consumer Staples | | | 3.7% | |
| Energy | | | 2.9% | |
| Communication Services | | | 2.7% | |
| Utilities | | | 2.2% | |
| 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% | | |||||||||||||||
| | | Communication Services: 2.7% | | ||||||||||||
19,359 | | | Cogent Communications Holdings, Inc. | | | | $ | 1,497,612 | | | | | | 0.8 | | |
42,708 (1) | | | Iridium Communications, Inc. | | | | | 1,086,491 | | | | | | 0.5 | | |
217,930 (2)(3) | | | Other Securities | | | | | 2,642,179 | | | | | | 1.4 | | |
| | | | | | | | 5,226,282 | | | | | | 2.7 | | |
| | | Consumer Discretionary: 14.3% | | ||||||||||||
9,831 (1) | | | Fox Factory Holding Corp. | | | | | 812,139 | | | | | | 0.4 | | |
6,382 | | | Lithia Motors, Inc. | | | | | 965,788 | | | | | | 0.5 | | |
23,028 (1) | | | M/I Homes, Inc. | | | | | 793,084 | | | | | | 0.4 | | |
12,658 (1) | | | Meritage Homes Corp. | | | | | 963,527 | | | | | | 0.5 | | |
58,767 (1) | | | Perdoceo Education Corp. | | | | | 936,158 | | | | | | 0.5 | | |
4,594 (1) | | | Stamps.com, Inc. | | | | | 843,872 | | | | | | 0.5 | | |
34,155 | | | Steven Madden Ltd. | | | | | 843,287 | | | | | | 0.4 | | |
14,471 (1) | | | TopBuild Corp. | | | | | 1,646,366 | | | | | | 0.9 | | |
9,515 | | | Wingstop, Inc. | | | | | 1,322,300 | | | | | | 0.7 | | |
991,640 (2)(3) | | | Other Securities | | | | | 18,288,730 | | | | | | 9.5 | | |
| | | | | | | | 27,415,251 | | | | | | 14.3 | | |
| | | Consumer Staples: 3.7% | | ||||||||||||
6,337 (4) | | | Medifast, Inc. | | | | | 879,385 | | | | | | 0.5 | | |
194,944 (3) | | | Other Securities | | | | | 6,107,204 | | | | | | 3.2 | | |
| | | | | | | | 6,986,589 | | | | | | 3.7 | | |
| | | Energy: 2.9% | | ||||||||||||
1,137,082 (2)(3) | | | Other Securities | | | | | 5,618,710 | | | | | | 2.9 | | |
| | | | | ||||||||||||
| | | Financials: 15.0% | | ||||||||||||
142,871 | | | First BanCorp. Puerto Rico | | | | | 798,649 | | | | | | 0.4 | | |
33,055 | | | Flagstar Bancorp, Inc. | | | | | 972,808 | | | | | | 0.5 | | |
60,190 | | | United Community Banks, Inc./GA | | | | | 1,211,023 | | | | | | 0.6 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
1,606,070 (2)(3) | | | Other Securities | | | | $ | 25,852,117 | | | | | | 13.5 | | |
| | | | | | | | 28,834,597 | | | | | | 15.0 | | |
| | | Health Care: 13.0% | | ||||||||||||
14,823 (1) | | | Emergent Biosolutions, Inc. | | | | | 1,172,203 | | | | | | 0.6 | | |
30,408 (1) | | | HMS Holdings Corp. | | | | | 984,915 | | | | | | 0.5 | | |
14,044 (1) | | | Integer Holdings Corp. | | | | | 1,025,914 | | | | | | 0.5 | | |
13,513 (1) | | | Medpace Holdings, Inc. | | | | | 1,256,979 | | | | | | 0.7 | | |
25,766 (1) | | | Momenta Pharmaceuticals, Inc. | | | | | 857,235 | | | | | | 0.5 | | |
14,521 (1) | | | Omnicell, Inc. | | | | | 1,025,473 | | | | | | 0.5 | | |
862,894 (2)(3) | | | Other Securities | | | | | 18,595,358 | | | | | | 9.7 | | |
| | | | | | | | 24,918,077 | | | | | | 13.0 | | |
| | | Industrials: 18.3% | | ||||||||||||
28,689 (1) | | | Aerojet Rocketdyne Holdings, Inc. | | | | | 1,137,232 | | | | | | 0.6 | | |
18,025 | | | Applied Industrial Technologies, Inc. | | | | | 1,124,580 | | | | | | 0.6 | | |
27,139 | | | Barnes Group, Inc. | | | | | 1,073,619 | | | | | | 0.6 | | |
21,050 | | | Brady Corp. | | | | | 985,561 | | | | | | 0.5 | | |
20,086 | | | EnPro Industries, Inc. | | | | | 990,039 | | | | | | 0.5 | | |
15,690 | | | Exponent, Inc. | | | | | 1,269,792 | | | | | | 0.7 | | |
36,981 | | | Hillenbrand, Inc. | | | | | 1,001,076 | | | | | | 0.5 | | |
18,913 (1) | | | HUB Group, Inc. | | | | | 905,176 | | | | | | 0.5 | | |
33,265 | | | Korn Ferry | | | | | 1,022,233 | | | | | | 0.5 | | |
12,017 (1) | | | Saia, Inc. | | | | | 1,336,050 | | | | | | 0.7 | | |
21,357 | | | Simpson Manufacturing Co., Inc. | | | | | 1,801,677 | | | | | | 0.9 | | |
26,328 | | | Skywest, Inc. | | | | | 858,819 | | | | | | 0.5 | | |
28,345 (1) | | | SPX Corp. | | | | | 1,166,397 | | | | | | 0.6 | | |
11,033 (1) | | | SPX FLOW, Inc. | | | | | 413,076 | | | | | | 0.2 | | |
22,248 | | | UFP Industries, Inc. | | | | | 1,101,498 | | | | | | 0.6 | | |
6,771 | | | Unifirst Corp. | | | | | 1,211,670 | | | | | | 0.6 | | |
14,851 | | | Watts Water Technologies, Inc. | | | | | 1,202,931 | | | | | | 0.6 | | |
619,318 (3) | | | Other Securities | | | | | 16,509,509 | | | | | | 8.6 | | |
| | | | | | | | 35,110,935 | | | | | | 18.3 | | |
| | | Information Technology: 14.7% | | ||||||||||||
13,141 (1) | | | Advanced Energy Industries, Inc. | | | | | 890,828 | | | | | | 0.5 | | |
25,198 | | | Brooks Automation, Inc. | | | | | 1,114,760 | | | | | | 0.6 | | |
20,589 (1) | | | Diodes, Inc. | | | | | 1,043,862 | | | | | | 0.5 | | |
32,975 | | | EVERTEC, Inc. | | | | | 926,598 | | | | | | 0.5 | | |
20,176 (1) | | | Fabrinet | | | | | 1,259,386 | | | | | | 0.7 | | |
29,998 (1) | | | Formfactor, Inc. | | | | | 879,841 | | | | | | 0.5 | | |
19,886 (1) | | | Insight Enterprises, Inc. | | | | | 978,391 | | | | | | 0.5 | | |
45,096 | | | NIC, Inc. | | | | | 1,035,404 | | | | | | 0.5 | | |
28,836 (1) | | | Onto Innovation, Inc. | | | | | 981,577 | | | | | | 0.5 | | |
29,382 | | | Progress Software Corp. | | | | | 1,138,553 | | | | | | 0.6 | | |
10,907 (1) | | | SPS Commerce, Inc. | | | | | 819,334 | | | | | | 0.4 | | |
832,857 (2)(3) | | | Other Securities | | | | | 17,149,909 | | | | | | 8.9 | | |
| | | | | | | | 28,218,443 | | | | | | 14.7 | | |
Voya Index Plus SmallCap Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Materials: 4.9% | | ||||||||||||
24,272 | | | Boise Cascade Co. | | | | $ | 912,870 | | | | | | 0.5 | | |
12,513 | | | Stepan Co. | | | | | 1,215,012 | | | | | | 0.6 | | |
362,227 (2)(3) | | | Other Securities | | | | | 7,255,212 | | | | | | 3.8 | | |
| | | | | | | | 9,383,094 | | | | | | 4.9 | | |
| | | Real Estate: 7.5% | | ||||||||||||
1,279,932 (2)(3) | | | Other Securities | | | | | 14,407,404 | | | | | | 7.5 | | |
| | | | | ||||||||||||
| | | Utilities: 2.2% | | ||||||||||||
93,704 | | | Other Securities | | | | | 4,160,096 | | | | | | 2.2 | | |
| | | Total Common Stock (Cost $204,962,316) | | | | | 190,279,478 | | | | | | 99.2 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 4.2% | | |||||||||||||||
| | | Repurchase Agreements: 3.6% | | ||||||||||||
1,604,400 (5) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/20, 0.10%, due 07/01/20 (Repurchase Amount $1,604,404, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $1,636,488, due 08/01/20-02/20/70) | | | | | 1,604,400 | | | | | | 0.8 | | |
1,241,950 (5) | | | Citadel Securities LLC, Repurchase Agreement dated 06/30/20, 0.15%, due 07/01/20 (Repurchase Amount $1,241,955, collateralized by various U.S. Government Securities, 0.000%-7.625%, Market Value plus accrued interest $1,266,794, due 07/31/20-11/15/49) | | | | | 1,241,950 | | | | | | 0.7 | | |
1,604,386 (5) | | | Citigroup, Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,604,390, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $1,636,474, due 07/31/21-05/20/70) | | | | | 1,604,386 | | | | | | 0.8 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
1,604,386 (5) | | | MUFG Securities America Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,604,390, collateralized by various U.S. Government Agency Obligations, 2.500%-8.000%, Market Value plus accrued interest $1,636,474, due 08/01/23-07/01/50) | | | | $ | 1,604,386 | | | | | | 0.8 | | |
838,033 (5) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $838,035, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $854,794, due 07/31/20-07/01/50) | | | | | 838,033 | | | | | | 0.5 | | |
| | | Total Repurchase Agreements (Cost $6,893,155) | | | | | 6,893,155 | | | | | | 3.6 | | |
|
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 0.6% | | ||||||||||||
| | | 1,070,000 (6 | ) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.150% (Cost $1,070,000) | | | | | 1,070,000 | | | | | | 0.6 | | | |
| | | | | | | Total Short-Term Investments (Cost $7,963,155) | | | | | 7,963,155 | | | | | | 4.2 | | |
| | | | | | | Total Investments in Securities (Cost $212,925,471) | | | | $ | 198,242,633 | | | | | | 103.4 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (6,515,075) | | | | | | (3.4) | | |
| | | | | | | Net Assets | | | | $ | 191,727,558 | | | | | | 100.0 | | |
Voya Index Plus SmallCap Portfolio | as of June 30, 2020 (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, 2020 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 190,279,478 | | | | | $ | — | | | | | $ | — | | | | | $ | 190,279,478 | | |
Short-Term Investments | | | | | 1,070,000 | | | | | | 6,893,155 | | | | | | — | | | | | | 7,963,155 | | |
Total Investments, at fair value | | | | $ | 191,349,478 | | | | | $ | 6,893,155 | | | | | $ | — | | | | | $ | 198,242,633 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 45,410 | | | | | | — | | | | | | — | | | | | | 45,410 | | |
Total Assets | | | | $ | 191,394,888 | | | | | $ | 6,893,155 | | | | | $ | — | | | | | $ | 198,288,043 | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
E-mini Russell 2000® Index | | | | | 13 | | | | | | 09/18/20 | | | | | $ | 934,440 | | | | | $ | 45,410 | | |
| | | | | | | | | | | | | | | | $ | 934,440 | | | | | $ | 45,410 | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 45,410 | | |
Total Asset Derivatives | | | | | | | $ | 45,410 | | |
Voya Index Plus SmallCap Portfolio | as of June 30, 2020 (Unaudited) (continued) |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (424,687) | | |
Total | | | | $ | (424,687) | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (8,919) | | |
Total | | | | $ | (8,919) | | |
| Gross Unrealized Appreciation | | | | $ | 22,817,968 | | |
| Gross Unrealized Depreciation | | | | | (38,059,521) | | |
| Net Unrealized Depreciation | | | | $ | (15,241,553) | | |
Voya Investments, LLC
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Ropes & Gray LLP
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800 Boylston Street
Boston, Massachusetts 02199
| | Beginning on January 1, 2021, as permitted by regulations adopted by the U.S. Securities and Exchange Commission, paper copies of each Portfolio’s annual and semi-annual shareholder reports, like this semi-annual report, will no longer be sent by mail, unless you specifically request paper copies of the reports. Instead, the reports will be made available on a website and you will be notified by mail each time a report is posted and provided with a website link to access the report. | | |
| | If you already elected to receive shareholder reports electronically, you will not be affected by this change and you need not take any action. You may elect to receive shareholder reports and other communications from your insurance carrier electronically by contacting them directly. | | |
| | You may elect to receive all future reports in paper free of charge. If you received this document in the mail, please follow the instructions provided to elect to continue receiving paper copies of your shareholder reports. You can inform us that you wish to continue receiving paper copies by calling 1-800-283-3427. Your election to receive reports in paper will apply to all the funds in which you invest. | | |
| | This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the funds’ investment objectives, risks, charges, expenses and other information. This information should be read carefully. | | |
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President
Voya Family of Funds
July 29, 2020
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value January 1, 2020 | | | Ending Account Value June 30, 2020 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2020* | | | Beginning Account Value January 1, 2020 | | | Ending Account Value June 30, 2020 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2020* | | ||||||||||||||||||||||||
Voya Balanced Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 949.20 | | | | | | 0.69% | | | | | $ | 3.34 | | | | | $ | 1,000.00 | | | | | $ | 1,021.43 | | | | | | 0.69% | | | | | $ | 3.47 | | |
Class S | | | | | 1,000.00 | | | | | | 948.10 | | | | | | 0.94 | | | | | | 4.55 | | | | | | 1,000.00 | | | | | | 1,020.19 | | | | | | 0.94 | | | | | | 4.72 | | |
Voya Global High Dividend Low Volatility Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 864.60 | | | | | | 1.10% | | | | | $ | 5.10 | | | | | $ | 1,000.00 | | | | | $ | 1,019.39 | | | | | | 1.10% | | | | | $ | 5.52 | | |
Class I | | | | | 1,000.00 | | | | | | 865.90 | | | | | | 0.60 | | | | | | 2.78 | | | | | | 1,000.00 | | | | | | 1,021.88 | | | | | | 0.60 | | | | | | 3.02 | | |
Class S | | | | | 1,000.00 | | | | | | 864.80 | | | | | | 0.85 | | | | | | 3.94 | | | | | | 1,000.00 | | | | | | 1,020.64 | | | | | | 0.85 | | | | | | 4.27 | | |
Class S2 | | | | | 1,000.00 | | | | | | 864.60 | | | | | | 1.00 | | | | | | 4.64 | | | | | | 1,000.00 | | | | | | 1,019.89 | | | | | | 1.00 | | | | | | 5.02 | | |
Class T | | | | | 1,000.00 | | | | | | 863.50 | | | | | | 1.20 | | | | | | 5.56 | | | | | | 1,000.00 | | | | | | 1,018.90 | | | | | | 1.20 | | | | | | 6.02 | | |
Voya Government Money Market Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,002.80 | | | | | | 0.25% | | | | | $ | 1.24 | | | | | $ | 1,000.00 | | | | | $ | 1,023.62 | | | | | | 0.25% | | | | | $ | 1.26 | | |
Class S | | | | | 1,000.00 | | | | | | 1,000.30 | | | | | | 0.25 | | | | | | 1.24 | | | | | | 1,000.00 | | | | | | 1,023.62 | | | | | | 0.25 | | | | | | 1.26 | | |
Voya Growth and Income Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 944.40 | | | | | | 1.07% | | | | | $ | 5.17 | | | | | $ | 1,000.00 | | | | | $ | 1,019.54 | | | | | | 1.07% | | | | | $ | 5.37 | | |
Class I | | | | | 1,000.00 | | | | | | 946.40 | | | | | | 0.62 | | | | | | 3.00 | | | | | | 1,000.00 | | | | | | 1,021.78 | | | | | | 0.62 | | | | | | 3.12 | | |
Class S | | | | | 1,000.00 | | | | | | 944.80 | | | | | | 0.87 | | | | | | 4.21 | | | | | | 1,000.00 | | | | | | 1,020.54 | | | | | | 0.87 | | | | | | 4.37 | | |
Class S2 | | | | | 1,000.00 | | | | | | 944.40 | | | | | | 1.02 | | | | | | 4.93 | | | | | | 1,000.00 | | | | | | 1,019.79 | | | | | | 1.02 | | | | | | 5.12 | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value January 1, 2020 | | | Ending Account Value June 30, 2020 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2020* | | | Beginning Account Value January 1, 2020 | | | Ending Account Value June 30, 2020 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2020* | | ||||||||||||||||||||||||
Voya Intermediate Bond Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,040.70 | | | | | | 1.03% | | | | | $ | 5.23 | | | | | $ | 1,000.00 | | | | | $ | 1,019.74 | | | | | | 1.03% | | | | | $ | 5.17 | | |
Class I | | | | | 1,000.00 | | | | | | 1,043.00 | | | | | | 0.53 | | | | | | 2.69 | | | | | | 1,000.00 | | | | | | 1,022.23 | | | | | | 0.53 | | | | | | 2.66 | | |
Class S | | | | | 1,000.00 | | | | | | 1,041.90 | | | | | | 0.78 | | | | | | 3.96 | | | | | | 1,000.00 | | | | | | 1,020.98 | | | | | | 0.78 | | | | | | 3.92 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,041.20 | | | | | | 0.93 | | | | | | 4.72 | | | | | | 1,000.00 | | | | | | 1,020.24 | | | | | | 0.93 | | | | | | 4.67 | | |
Voya Small Company Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 829.60 | | | | | | 1.40% | | | | | $ | 6.37 | | | | | $ | 1,000.00 | | | | | $ | 1,017.90 | | | | | | 1.40% | | | | | $ | 7.02 | | |
Class I | | | | | 1,000.00 | | | | | | 831.70 | | | | | | 0.90 | | | | | | 4.10 | | | | | | 1,000.00 | | | | | | 1,020.39 | | | | | | 0.90 | | | | | | 4.52 | | |
Class R6 | | | | | 1,000.00 | | | | | | 832.30 | | | | | | 0.90 | | | | | | 4.10 | | | | | | 1,000.00 | | | | | | 1,020.39 | | | | | | 0.90 | | | | | | 4.52 | | |
Class S | | | | | 1,000.00 | | | | | | 830.80 | | | | | | 1.15 | | | | | | 5.23 | | | | | | 1,000.00 | | | | | | 1,019.14 | | | | | | 1.15 | | | | | | 5.77 | | |
| | | Voya Balanced Portfolio | | | Voya Global High Dividend Low Volatility Portfolio | | ||||||
ASSETS: | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 283,466,403 | | | | | $ | 568,208,975 | | |
Investments in affiliates at fair value** | | | | | 49,958,678 | | | | | | — | | |
Short-term investments at fair value † | | | | | 9,414,852 | | | | | | 12,685,134 | | |
Cash | | | | | 1,023,011 | | | | | | 216,861 | | |
Cash collateral for futures | | | | | 3,576,271 | | | | | | — | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | 242,000 | | | | | | — | | |
Foreign currencies at value ‡ | | | | | 13,337 | | | | | | 98,760 | | |
Receivables: | | | | | | | | | | | | | |
Investment securities sold | | | | | 419,572 | | | | | | — | | |
Investment securities and currencies sold | | | | | — | | | | | | 108,408,924 | | |
Investment securities sold on a delayed-delivery or when-issued basis | | | | | 594,181 | | | | | | — | | |
Fund shares sold | | | | | 64,850 | | | | | | 2,596,720 | | |
Dividends | | | | | 391,036 | | | | | | 962,103 | | |
Interest | | | | | 311,501 | | | | | | — | | |
Foreign tax reclaims | | | | | 121,008 | | | | | | 1,134,062 | | |
Unrealized appreciation on forward foreign currency contracts | | | | | 841 | | | | | | — | | |
Variation margin receivable on centrally cleared swaps | | | | | 50 | | | | | | — | | |
Prepaid expenses | | | | | 3,929 | | | | | | 6,986 | | |
Reimbursement due from Investment Adviser | | | | | 19,754 | | | | | | 27,554 | | |
Other assets | | | | | 53,417 | | | | | | 62,321 | | |
Total assets | | | | | 349,674,691 | | | | | | 694,408,400 | | |
LIABILITIES: | | | | | | | | | | | | | |
Payable for investment securities purchased | | | | | 390,825 | | | | | | — | | |
Payable for investment securities and currencies purchased | | | | | — | | | | | | 108,122,039 | | |
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | 1,183,863 | | | | | | — | | |
Payable for fund shares redeemed | | | | | 451,116 | | | | | | 1,426 | | |
Payable upon receipt of securities loaned | | | | | 8,514,892 | | | | | | 12,529,134 | | |
Unrealized depreciation on forward foreign currency contracts | | | | | 36,538 | | | | | | — | | |
Payable for investment management fees | | | | | 167,751 | | | | | | 264,444 | | |
Payable for distribution and shareholder service fees | | | | | 509 | | | | | | 96,853 | | |
Payable for directors/ trustees fees | | | | | 1,706 | | | | | | 3,023 | | |
Payable to directors/ trustees under the deferred compensation plan (Note 6) | | | | | 53,417 | | | | | | 62,321 | | |
Other accrued expenses and liabilities | | | | | 172,684 | | | | | | 160,458 | | |
Total liabilities | | | | | 10,973,301 | | | | | | 121,239,698 | | |
NET ASSETS | | | | $ | 338,701,390 | | | | | $ | 573,168,702 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 329,318,894 | | | | | $ | 635,874,638 | | |
Total distributable earnings (loss) | | | | | 9,382,496 | | | | | | (62,705,936) | | |
NET ASSETS | | | | $ | 338,701,390 | | | | | $ | 573,168,702 | | |
+ Including securities loaned at value | | | | $ | 8,293,057 | | | | | $ | 8,815,981 | | |
* Cost of investments in securities | | | | $ | 270,588,648 | | | | | $ | 559,305,204 | | |
** Cost of investments in affiliates | | | | $ | 50,576,028 | | | | | $ | — | | |
† Cost of short-term investments | | | | $ | 9,414,853 | | | | | $ | 12,685,134 | | |
‡ Cost of foreign currencies | | | | $ | 15,091 | | | | | $ | 98,827 | | |
| | | Voya Balanced Portfolio | | | Voya Global High Dividend Low Volatility Portfolio | | ||||||
Class ADV | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 12,671,417 | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | 1,367,496 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 9.27 | | |
Class I | | | | | | | | | | | | | |
Net assets | | | | $ | 336,224,103 | | | | | $ | 121,856,364 | | |
Shares authorized | | | | | 500,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 23,893,540 | | | | | | 13,157,529 | | |
Net asset value and redemption price per share | | | | $ | 14.07 | | | | | $ | 9.26 | | |
Class S | | | | | | | | | | | | | |
Net assets | | | | $ | 2,477,287 | | | | | $ | 435,970,417 | | |
Shares authorized | | | | | 500,000,000 | | | | | | 300,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 176,816 | | | | | | 46,882,574 | | |
Net asset value and redemption price per share | | | | $ | 14.01 | | | | | $ | 9.30 | | |
Class S2 | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 290,507 | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | 31,651 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 9.18 | | |
Class T | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 2,379,997 | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | 256,556 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 9.28 | | |
| | | Voya Government Money Market Portfolio | | | Voya Growth and Income Portfolio | | ||||||
ASSETS: | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | — | | | | | $ | 2,786,891,489 | | |
Short-term investments at fair value † | | | | | — | | | | | | 104,207,173 | | |
Short-term investments at amortized cost | | | | | 382,269,250 | | | | | | — | | |
Repurchase agreements | | | | | 194,205,000 | | | | | | — | | |
Cash | | | | | 8,203 | | | | | | 1,234,555 | | |
Receivables: | | | | | | | | | | | | | |
Investment securities sold | | | | | 19,298,088 | | | | | | — | | |
Fund shares sold | | | | | 1,191,690 | | | | | | 170,003 | | |
Dividends | | | | | 5,861 | | | | | | 3,519,194 | | |
Interest | | | | | 439,484 | | | | | | 166 | | |
Foreign tax reclaims | | | | | — | | | | | | 228,536 | | |
Prepaid expenses | | | | | 5,695 | | | | | | 32,500 | | |
Reimbursement due from Investment Adviser | | | | | 152,256 | | | | | | — | | |
Other assets | | | | | 130,113 | | | | | | 262,991 | | |
Total assets | | | | | 597,705,640 | | | | | | 2,896,546,607 | | |
LIABILITIES: | | | | | | | | | | | | | |
Payable for fund shares redeemed | | | | | 5,326 | | | | | | 834,977 | | |
Payable upon receipt of securities loaned | | | | | — | | | | | | 86,514,173 | | |
Payable for investment management fees | | | | | 147,766 | | | | | | 1,286,786 | | |
Payable for distribution and shareholder service fees | | | | | 5 | | | | | | 380,095 | | |
Payable for directors/ trustees fees | | | | | 2,715 | | | | | | 14,121 | | |
Payable to directors/ trustees under the deferred compensation plan (Note 6) | | | | | 130,113 | | | | | | 262,991 | | |
Other accrued expenses and liabilities | | | | | 152,467 | | | | | | 407,838 | | |
Total liabilities | | | | | 438,392 | | | | | | 89,700,981 | | |
NET ASSETS | | | | $ | 597,267,248 | | | | | $ | 2,806,845,626 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 597,406,672 | | | | | $ | 2,283,531,928 | | |
Total distributable earnings (loss) | | | | | (139,424) | | | | | | 523,313,698 | | |
NET ASSETS | | | | $ | 597,267,248 | | | | | $ | 2,806,845,626 | | |
+ Including securities loaned at value | | | | $ | — | | | | | $ | 84,449,400 | | |
* Cost of investments in securities | | | | $ | — | | | | | $ | 2,326,874,349 | | |
† Cost of short-term investments | | | | $ | — | | | | | $ | 104,207,173 | | |
| | | Voya Government Money Market Portfolio | | | Voya Growth and Income Portfolio | | ||||||
Class ADV | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 788,034,135 | | |
Shares authorized | | | | | n/a | | | | | | unlimited | | |
Par value | | | | | n/a | | | | | $ | 1.000 | | |
Shares outstanding | | | | | n/a | | | | | | 30,522,815 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 25.82 | | |
Class I | | | | | | | | | | | | | |
Net assets | | | | $ | 597,222,386 | | | | | $ | 1,595,881,138 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | |
Shares outstanding | | | | | 597,103,552 | | | | | | 60,552,704 | | |
Net asset value and redemption price per share | | | | $ | 1.00 | | | | | $ | 26.36 | | |
Class S | | | | | | | | | | | | | |
Net assets | | | | $ | 44,862 | | | | | $ | 422,646,409 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | |
Shares outstanding | | | | | 44,854 | | | | | | 16,340,629 | | |
Net asset value and redemption price per share | | | | $ | 1.00 | | | | | $ | 25.86 | | |
Class S2 | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 283,944 | | |
Shares authorized | | | | | n/a | | | | | | unlimited | | |
Par value | | | | | n/a | | | | | $ | 1.000 | | |
Shares outstanding | | | | | n/a | | | | | | 11,134 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 25.50 | | |
| | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | ||||||
ASSETS: | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 2,741,255,188 | | | | | $ | 355,612,302 | | |
Investments in affiliates at fair value** | | | | | 744,534,207 | | | | | | — | | |
Short-term investments at fair value † | | | | | 59,992,683 | | | | | | 14,370,911 | | |
Cash | | | | | 361,402 | | | | | | 49,450 | | |
Cash collateral for futures | | | | | 13,116,556 | | | | | | — | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | 7,716,000 | | | | | | — | | |
Cash pledged as collateral for OTC derivatives (Note 2) | | | | | 2,420,000 | | | | | | — | | |
Receivables: | | | | | | | | | | | | | |
Investment securities sold | | | | | 3,095,301 | | | | | | 10,839,664 | | |
Investment securities sold on a delayed-delivery or when-issued basis | | | | | 8,105,754 | | | | | | — | | |
Fund shares sold | | | | | 5,671,168 | | | | | | 114,226 | | |
Dividends | | | | | 6,616 | | | | | | 261,021 | | |
Interest | | | | | 15,086,346 | | | | | | 30 | | |
Unrealized appreciation on forward foreign currency contracts | | | | | 59,476 | | | | | | — | | |
Prepaid expenses | | | | | 39,997 | | | | | | 5,224 | | |
Reimbursement due from Investment Adviser | | | | | 130,129 | | | | | | 40,423 | | |
Other assets | | | | | 382,457 | | | | | | 47,621 | | |
Total assets | | | | | 3,601,973,280 | | | | | | 381,340,872 | | |
LIABILITIES: | | | | | | | | | | | | | |
Income distribution payable | | | | | 626 | | | | | | — | | |
Payable for investment securities purchased | | | | | 22,165,459 | | | | | | 5,296,403 | | |
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | 17,639,289 | | | | | | — | | |
Payable for fund shares redeemed | | | | | 111,654 | | | | | | 163,441 | | |
Payable upon receipt of securities loaned | | | | | 31,603,683 | | | | | | 7,860,911 | | |
Unrealized depreciation on forward foreign currency contracts | | | | | 2,394,991 | | | | | | — | | |
Variation margin payable on centrally cleared swaps | | | | | 563,839 | | | | | | — | | |
Cash received as collateral for OTC derivatives (Note 2) | | | | | 500,000 | | | | | | — | | |
Payable for investment management fees | | | | | 1,434,903 | | | | | | 258,427 | | |
Payable for distribution and shareholder service fees | | | | | 559,922 | | | | | | 15,881 | | |
Payable for directors/ trustees fees | | | | | 17,506 | | | | | | 2,063 | | |
Payable to directors/ trustees under the deferred compensation plan (Note 6) | | | | | 382,457 | | | | | | 47,621 | | |
Other accrued expenses and liabilities | | | | | 610,967 | | | | | | 151,656 | | |
Total liabilities | | | | | 77,985,296 | | | | | | 13,796,403 | | |
NET ASSETS | | | | $ | 3,523,987,984 | | | | | $ | 367,544,469 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 3,365,144,839 | | | | | $ | 417,441,004 | | |
Total distributable earnings (loss) | | | | | 158,843,145 | | | | | | (49,896,535) | | |
NET ASSETS | | | | $ | 3,523,987,984 | | | | | $ | 367,544,469 | | |
+ Including securities loaned at value | | | | $ | 30,851,705 | | | | | $ | 7,682,620 | | |
* Cost of investments in securities | | | | $ | 2,640,522,782 | | | | | $ | 354,848,697 | | |
** Cost of investments in affiliates | | | | $ | 764,119,659 | | | | | $ | — | | |
† Cost of short-term investments | | | | $ | 59,992,683 | | | | | $ | 14,370,911 | | |
| | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | ||||||
Class ADV | | | | | | | | | | | | | |
Net assets | | | | $ | 291,355,881 | | | | | $ | 5,521,915 | | |
Shares authorized | | | | | unlimited | | | | | | 100,000,000 | | |
Par value | | | | $ | 1.000 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 21,961,264 | | | | | | 428,259 | | |
Net asset value and redemption price per share | | | | $ | 13.27 | | | | | $ | 12.89 | | |
Class I | | | | | | | | | | | | | |
Net assets | | | | $ | 1,081,428,026 | | | | | $ | 292,106,615 | | |
Shares authorized | | | | | unlimited | | | | | | 100,000,000 | | |
Par value | | | | $ | 1.000 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 80,642,067 | | | | | | 21,210,491 | | |
Net asset value and redemption price per share | | | | $ | 13.41 | | | | | $ | 13.77 | | |
Class R6 | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 4,477,139 | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | 324,941 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 13.78 | | |
Class S | | | | | | | | | | | | | |
Net assets | | | | $ | 2,128,161,502 | | | | | $ | 65,438,800 | | |
Shares authorized | | | | | unlimited | | | | | | 100,000,000 | | |
Par value | | | | $ | 1.000 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 159,777,307 | | | | | | 4,903,843 | | |
Net asset value and redemption price per share | | | | $ | 13.32 | | | | | $ | 13.34 | | |
Class S2 | | | | | | | | | | | | | |
Net assets | | | | $ | 23,042,575 | | | | | | n/a | | |
Shares authorized | | | | | unlimited | | | | | | n/a | | |
Par value | | | | $ | 1.000 | | | | | | n/a | | |
Shares outstanding | | | | | 1,736,513 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 13.27 | | | | | | n/a | | |
| | | Voya Balanced Portfolio | | | Voya Global High Dividend Low Volatility Portfolio | | | Voya Government Money Market Portfolio | | | Voya Growth and Income Portfolio | | ||||||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | | | | | | | |
Dividends, net of foreign taxes withheld* | | | | $ | 2,363,448 | | | | | $ | 9,750,222 | | | | | $ | 89,368 | | | | | $ | 30,231,591 | | |
Dividends from affiliated underlying funds | | | | | 1,150,927 | | | | | | — | | | | | | — | | | | | | — | | |
Interest | | | | | 987,518 | | | | | | — | | | | | | 1,762,010 | | | | | | 1,814 | | |
Securities lending income, net | | | | | 27,548 | | | | | | 30,462 | | | | | | — | | | | | | 105,233 | | |
Total investment income | | | | | 4,529,441 | | | | | | 9,780,684 | | | | | | 1,851,378 | | | | | | 30,338,638 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 1,017,513 | | | | | | 1,667,987 | | | | | | 946,550 | | | | | | 8,426,539 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | 33,036 | | | | | | — | | | | | | 1,975,469 | | |
Class S | | | | | 2,974 | | | | | | 572,667 | | | | | | 18 | | | | | | 529,443 | | |
Class S2 | | | | | — | | | | | | 589 | | | | | | — | | | | | | 544 | | |
Class T | | | | | — | | | | | | 9,349 | | | | | | — | | | | | | — | | |
Transfer agent fees (Note 6): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | 3,638 | | | | | | — | | | | | | 162,559 | | |
Class I | | | | | 148,334 | | | | | | 35,038 | | | | | | 367,720 | | | | | | 328,120 | | |
Class S | | | | | 1,048 | | | | | | 126,161 | | | | | | 10 | | | | | | 87,132 | | |
Class S2 | | | | | — | | | | | | 81 | | | | | | — | | | | | | 56 | | |
Class T | | | | | — | | | | | | 687 | | | | | | — | | | | | | — | | |
Shareholder reporting expense | | | | | 20,020 | | | | | | 29,615 | | | | | | 21,396 | | | | | | 119,660 | | |
Registration fees | | | | | 49 | | | | | | — | | | | | | — | | | | | | — | | |
Professional fees | | | | | 14,014 | | | | | | 22,750 | | | | | | 15,032 | | | | | | 65,524 | | |
Custody and accounting expense | | | | | 66,612 | | | | | | 32,579 | | | | | | 20,910 | | | | | | 114,034 | | |
Directors/ trustees fees | | | | | 6,821 | | | | | | 12,093 | | | | | | 10,863 | | | | | | 56,486 | | |
Licensing fee (Note 7) | | | | | 12,870 | | | | | | — | | | | | | — | | | | | | — | | |
Miscellaneous expense | | | | | 10,455 | | | | | | 19,337 | | | | | | 10,623 | | | | | | 86,290 | | |
Interest expense | | | | | 1,092 | | | | | | 78 | | | | | | 650 | | | | | | 321 | | |
Total expenses | | | | | 1,301,802 | | | | | | 2,565,685 | | | | | | 1,393,772 | | | | | | 11,952,177 | | |
Waived and reimbursed fees | | | | | (122,934) | | | | | | (138,758) | | | | | | (730,094) | | | | | | (829,532) | | |
Brokerage commission recapture | | | | | — | | | | | | (22) | | | | | | — | | | | | | — | | |
Net expenses | | | | | 1,178,868 | | | | | | 2,426,905 | | | | | | 663,678 | | | | | | 11,122,645 | | |
Net investment income | | | | | 3,350,573 | | | | | | 7,353,779 | | | | | | 1,187,700 | | | | | | 19,215,993 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments | | | | | (1,583,233) | | | | | | (53,830,640) | | | | | | 151,699 | | | | | | 46,600,297 | | |
Sale of affiliated underlying funds | | | | | (3,676,220) | | | | | | — | | | | | | — | | | | | | — | | |
Forward foreign currency contracts | | | | | 111,348 | | | | | | — | | | | | | — | | | | | | — | | |
Foreign currency related transactions | | | | | (14,747) | | | | | | (13,745) | | | | | | — | | | | | | — | | |
Futures | | | | | 126,264 | | | | | | — | | | | | | — | | | | | | — | | |
Swaps | | | | | 159,431 | | | | | | — | | | | | | — | | | | | | — | | |
Written options | | | | | 1,490 | | | | | | — | | | | | | — | | | | | | — | | |
Net realized gain (loss) | | | | | (4,875,667) | | | | | | (53,844,385) | | | | | | 151,699 | | | | | | 46,600,297 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments | | | | | (17,376,850) | | | | | | (48,020,583) | | | | | | — | | | | | | (242,764,873) | | |
Affiliated underlying funds | | | | | (968,877) | | | | | | — | | | | | | — | | | | | | — | | |
Forward foreign currency contracts | | | | | (25,420) | | | | | | — | | | | | | — | | | | | | — | | |
Foreign currency related transactions | | | | | (1,205) | | | | | | (36,332) | | | | | | — | | | | | | — | | |
Futures | | | | | 633,672 | | | | | | — | | | | | | — | | | | | | — | | |
Swaps | | | | | (46,659) | | | | | | — | | | | | | — | | | | | | — | | |
Net change in unrealized appreciation (depreciation) | | | | | (17,785,339) | | | | | | (48,056,915) | | | | | | — | | | | | | (242,764,873) | | |
Net realized and unrealized gain (loss) | | | | | (22,661,006) | | | | | | (101,901,300) | | | | | | 151,699 | | | | | | (196,164,576) | | |
Increase (decrease) in net assets resulting from operations | | | | $ | (19,310,433) | | | | | $ | (94,547,521) | | | | | $ | 1,339,399 | | | | | $ | (176,948,583) | | |
* Foreign taxes withheld | | | | $ | 43,937 | | | | | $ | 456,311 | | | | | $ | — | | | | | $ | 291,514 | | |
| | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | ||||||
INVESTMENT INCOME: | | | | | | | | | | | | | |
Dividends, net of foreign taxes withheld* | | | | $ | 33,837 | | | | | $ | 2,518,516 | | |
Dividends from affiliated underlying funds | | | | | 14,241,373 | | | | | | — | | |
Interest | | | | | 47,890,793 | | | | | | 186 | | |
Securities lending income, net | | | | | 146,935 | | | | | | 10,671 | | |
Total investment income | | | | | 62,312,938 | | | | | | 2,529,373 | | |
EXPENSES: | | | | | | | | | | | | | |
Investment management fees | | | | | 8,705,215 | | | | | | 1,743,072 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | |
Class ADV | | | | | 724,367 | | | | | | 14,177 | | |
Class S | | | | | 2,664,341 | | | | | | 85,693 | | |
Class S2 | | | | | 44,218 | | | | | | — | | |
Transfer agent fees (Note 6): | | | | | | | | | | | | | |
Class ADV | | | | | 71,250 | | | | | | 3,374 | | |
Class I | | | | | 255,806 | | | | | | 196,494 | | |
Class R6 | | | | | — | | | | | | 21 | | |
Class S | | | | | 525,358 | | | | | | 40,753 | | |
Class S2 | | | | | 5,440 | | | | | | — | | |
Shareholder reporting expense | | | | | 109,200 | | | | | | 25,480 | | |
Professional fees | | | | | 71,890 | | | | | | 18,382 | | |
Custody and accounting expense | | | | | 110,080 | | | | | | 27,300 | | |
Directors/ trustees fees | | | | | 70,024 | | | | | | 8,248 | | |
Miscellaneous expense | | | | | 68,243 | | | | | | 22,817 | | |
Interest expense | | | | | 1,609 | | | | | | 863 | | |
Total expenses | | | | | 13,427,041 | | | | | | 2,186,674 | | |
Waived and reimbursed fees | | | | | (722,047) | | | | | | (233,087) | | |
Net expenses | | | | | 12,704,994 | | | | | | 1,953,587 | | |
Net investment income | | | | | 49,607,944 | | | | | | 575,786 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | |
Investments | | | | | 21,183,954 | | | | | | (41,069,856) | | |
Forward foreign currency contracts | | | | | 7,341,172 | | | | | | — | | |
Foreign currency related transactions | | | | | (1,219,997) | | | | | | — | | |
Futures | | | | | 37,763,029 | | | | | | — | | |
Swaps | | | | | 14,402,418 | | | | | | — | | |
Written options | | | | | 77,078 | | | | | | — | | |
Net realized gain (loss) | | | | | 79,547,654 | | | | | | (41,069,856) | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | |
Investments | | | | | 20,357,951 | | | | | | (48,981,909) | | |
Affiliated underlying funds | | | | | (20,531,745) | | | | | | — | | |
Forward foreign currency contracts | | | | | (1,650,585) | | | | | | — | | |
Foreign currency related transactions | | | | | 56,118 | | | | | | — | | |
Futures | | | | | 6,042,734 | | | | | | — | | |
Swaps | | | | | 7,783,486 | | | | | | — | | |
Net change in unrealized appreciation (depreciation) | | | | | 12,057,959 | | | | | | (48,981,909) | | |
Net realized and unrealized gain (loss) | | | | | 91,605,613 | | | | | | (90,051,765) | | |
Increase (decrease) in net assets resulting from operations | | | | $ | 141,213,557 | | | | | $ | (89,475,979) | | |
* Foreign taxes withheld | | | | $ | — | | | | | $ | 5,245 | | |
| | | Voya Balanced Portfolio | | | Voya Global High Dividend Low Volatility Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2020 (Unaudited) | | | Year Ended December 31, 2019 | | | Six Months Ended June 30, 2020 (Unaudited) | | | Year Ended December 31, 2019 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 3,350,573 | | | | | $ | 8,211,036 | | | | | $ | 7,353,779 | | | | | $ | 16,797,517 | | |
Net realized gain (loss) | | | | | (4,875,667) | | | | | | 8,827,638 | | | | | | (53,844,385) | | | | | | (1,946,473) | | |
Net change in unrealized appreciation (depreciation) | | | | | (17,785,339) | | | | | | 46,868,609 | | | | | | (48,056,915) | | | | | | 110,133,970 | | |
Increase (decrease) in net assets resulting from operations | | | | | (19,310,433) | | | | | | 63,907,283 | | | | | | (94,547,521) | | | | | | 124,985,014 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | — | | | | | | (110,495) | | | | | | (1,142,858) | | |
Class I | | | | | (18,138,058) | | | | | | (23,387,273) | | | | | | (1,233,270) | | | | | | (10,887,339) | | |
Class S | | | | | (126,078) | | | | | | (177,792) | | | | | | (4,130,649) | | | | | | (30,582,123) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (2,561) | | | | | | (22,028) | | |
Class T | | | | | — | | | | | | — | | | | | | (18,813) | | | | | | (2,178,172) | | |
Total distributions | | | | | (18,264,136) | | | | | | (23,565,065) | | | | | | (5,495,788) | | | | | | (44,812,520) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 3,532,804 | | | | | | 5,604,962 | | | | | | 8,370,107 | | | | | | 35,321,065 | | |
Proceeds from shares issued in merger (Note 17) | | | | | — | | | | | | — | | | | | | — | | | | | | 120,666,328 | | |
Reinvestment of distributions | | | | | 18,264,136 | | | | | | 23,565,065 | | | | | | 5,495,788 | | | | | | 44,812,520 | | |
| | | | | 21,796,940 | | | | | | 29,170,027 | | | | | | 13,865,895 | | | | | | 200,799,913 | | |
Cost of shares redeemed | | | | | (19,234,741) | | | | | | (46,279,105) | | | | | | (51,624,336) | | | | | | (125,172,096) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | 2,562,199 | | | | | | (17,109,078) | | | | | | (37,758,441) | | | | | | 75,627,817 | | |
Net increase (decrease) in net assets | | | | | (35,012,370) | | | | | | 23,233,140 | | | | | | (137,801,750) | | | | | | 155,800,311 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 373,713,760 | | | | | | 350,480,620 | | | | | | 710,970,452 | | | | | | 555,170,141 | | |
End of year or period | | | | $ | 338,701,390 | | | | | $ | 373,713,760 | | | | | $ | 573,168,702 | | | | | $ | 710,970,452 | | |
| | | Voya Government Money Market Portfolio | | | Voya Growth and Income Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2020 (Unaudited) | | | Year Ended December 31, 2019 | | | Six Months Ended June 30, 2020 (Unaudited) | | | Year Ended December 31, 2019 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 1,187,700 | | | | | $ | 8,609,780 | | | | | $ | 19,215,993 | | | | | $ | 44,915,132 | | |
Net realized gain | | | | | 151,699 | | | | | | 336,785 | | | | | | 46,600,297 | | | | | | 259,507,222 | | |
Net change in unrealized appreciation (depreciation) | | | | | — | | | | | | — | | | | | | (242,764,873) | | | | | | 467,354,641 | | |
Increase (decrease) in net assets resulting from operations | | | | | 1,339,399 | | | | | | 8,946,565 | | | | | | (176,948,583) | | | | | | 771,776,995 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | — | | | | | | (15,563,045) | | | | | | (98,849,016) | | |
Class I | | | | | (1,343,488) | | | | | | (8,951,042) | | | | | | (30,864,749) | | | | | | (200,436,132) | | |
Class S | | | | | (6) | | | | | | — | | | | | | (8,339,502) | | | | | | (54,032,226) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (5,557) | | | | | | (36,281) | | |
Total distributions | | | | | (1,343,494) | | | | | | (8,951,042) | | | | | | (54,772,853) | | | | | | (353,353,655) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 191,881,146 | | | | | | 85,202,977 | | | | | | 8,081,002 | | | | | | 7,667,948 | | |
Reinvestment of distributions | | | | | 1,343,494 | | | | | | 8,951,042 | | | | | | 54,746,011 | | | | | | 353,133,065 | | |
| | | | | 193,224,640 | | | | | | 94,154,019 | | | | | | 62,827,013 | | | | | | 360,801,013 | | |
Cost of shares redeemed | | | | | (65,224,654) | | | | | | (88,069,498) | | | | | | (199,580,810) | | | | | | (483,242,750) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | 127,999,986 | | | | | | 6,084,521 | | | | | | (136,753,797) | | | | | | (122,441,737) | | |
Net increase (decrease) in net assets | | | | | 127,995,891 | | | | | | 6,080,044 | | | | | | (368,475,233) | | | | | | 295,981,603 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | �� | | | | |
Beginning of year or period | | | | | 469,271,357 | | | | | | 463,191,313 | | | | | | 3,175,320,859 | | | | | | 2,879,339,256 | | |
End of year or period | | | | $ | 597,267,248 | | | | | $ | 469,271,357 | | | | | $ | 2,806,845,626 | | | | | $ | 3,175,320,859 | | |
| | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2020 (Unaudited) | | | Year Ended December 31, 2019 | | | Six Months Ended June 30, 2020 (Unaudited) | | | Year Ended December 31, 2019 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 49,607,944 | | | | | $ | 113,302,014 | | | | | $ | 575,786 | | | | | $ | 2,134,465 | | |
Net realized gain (loss) | | | | | 79,547,654 | | | | | | 65,999,684 | | | | | | (41,069,856) | | | | | | 7,924,479 | | |
Net change in unrealized appreciation (depreciation) | | | | | 12,057,959 | | | | | | 146,567,084 | | | | | | (48,981,909) | | | | | | 117,688,693 | | |
Increase (decrease) in net assets resulting from operations | | | | | 141,213,557 | | | | | | 325,868,782 | | | | | | (89,475,979) | | | | | | 127,747,637 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | (4,316,752) | | | | | | (8,383,955) | | | | | | (115,866) | | | | | | (1,001,250) | | |
Class I | | | | | (18,081,423) | | | | | | (35,371,437) | | | | | | (7,399,514) | | | | | | (60,093,482) | | |
Class R6 | | | | | — | | | | | | — | | | | | | (113,124) | | | | | | (889,586) | | |
Class S | | | | | (34,421,125) | | | | | | (73,267,399) | | | | | | (1,519,485) | | | | | | (12,637,157) | | |
Class S2 | | | | | (340,435) | | | | | | (651,433) | | | | | | — | | | | | | — | | |
Total distributions | | | | | (57,159,735) | | | | | | (117,674,224) | | | | | | (9,147,989) | | | | | | (74,621,475) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 132,646,987 | | | | | | 144,881,394 | | | | | | 23,675,809 | | | | | | 27,464,775 | | |
Reinvestment of distributions | | | | | 57,155,636 | | | | | | 117,666,869 | | | | | | 9,147,989 | | | | | | 74,621,475 | | |
| | | | | 189,802,623 | | | | | | 262,548,263 | | | | | | 32,823,798 | | | | | | 102,086,250 | | |
Cost of shares redeemed | | | | | (284,947,641) | �� | | | | | (464,637,605) | | | | | | (93,459,832) | | | | | | (156,108,012) | | |
Net decrease in net assets resulting from capital share transactions | | | | | (95,145,018) | | | | | | (202,089,342) | | | | | | (60,636,034) | | | | | | (54,021,762) | | |
Net increase (decrease) in net assets | | | | | (11,091,196) | | | | | | 6,105,216 | | | | | | (159,260,002) | | | | | | (895,600) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 3,535,079,180 | | | | | | 3,528,973,964 | | | | | | 526,804,471 | | | | | | 527,700,071 | | |
End of year or period | | | | $ | 3,523,987,984 | | | | | $ | 3,535,079,180 | | | | | $ | 367,544,469 | | | | | $ | 526,804,471 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Balanced Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 15.71 | | | | | | 0.14 | | | | | | (0.99) | | | | | | (0.85) | | | | | | 0.36 | | | | | | 0.43 | | | | | | — | | | | | | 0.79 | | | | | | — | | | | | | 14.07 | | | | | | (5.08) | | | | | | 0.76 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 1.97 | | | | | | 336,224 | | | | | | 61 | | |
12-31-19 | | | | | 14.10 | | | | | | 0.33• | | | | | | 2.26 | | | | | | 2.59 | | | | | | 0.37 | | | | | | 0.61 | | | | | | — | | | | | | 0.98 | | | | | | — | | | | | | 15.71 | | | | | | 19.11 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 2.23 | | | | | | 371,202 | | | | | | 113 | | |
12-31-18 | | | | | 16.69 | | | | | | 0.34• | | | | | | (1.37) | | | | | | (1.03) | | | | | | 0.36 | | | | | | 1.20 | | | | | | — | | | | | | 1.56 | | | | | | — | | | | | | 14.10 | | | | | | (6.83) | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 2.20 | | | | | | 347,788 | | | | | | 184 | | |
12-31-17 | | | | | 14.93 | | | | | | 0.32• | | | | | | 1.85 | | | | | | 2.17 | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 16.69 | | | | | | 14.73 | | | | | | 0.67 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 2.01 | | | | | | 425,002 | | | | | | 174 | | |
12-31-16 | | | | | 14.10 | | | | | | 0.30• | | | | | | 0.78 | | | | | | 1.08 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 14.93 | | | | | | 7.82 | | | | | | 0.67 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 2.09 | | | | | | 417,376 | | | | | | 184 | | |
12-31-15 | | | | | 14.64 | | | | | | 0.28• | | | | | | (0.54) | | | | | | (0.26) | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 14.10 | | | | | | (1.86) | | | | | | 0.67 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.90 | | | | | | 438,912 | | | | | | 193 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 15.62 | | | | | | 0.12• | | | | | | (0.98) | | | | | | (0.86) | | | | | | 0.32 | | | | | | 0.43 | | | | | | — | | | | | | 0.75 | | | | | | — | | | | | | 14.01 | | | | | | (5.19) | | | | | | 1.01 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 1.74 | | | | | | 2,477 | | | | | | 61 | | |
12-31-19 | | | | | 14.02 | | | | | | 0.29• | | | | | | 2.25 | | | | | | 2.54 | | | | | | 0.33 | | | | | | 0.61 | | | | | | — | | | | | | 0.94 | | | | | | — | | | | | | 15.62 | | | | | | 18.80 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 1.98 | | | | | | 2,511 | | | | | | 113 | | |
12-31-18 | | | | | 16.59 | | | | | | 0.30• | | | | | | (1.36) | | | | | | (1.06) | | | | | | 0.31 | | | | | | 1.20 | | | | | | — | | | | | | 1.51 | | | | | | — | | | | | | 14.02 | | | | | | (7.03) | | | | | | 0.92 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 1.94 | | | | | | 2,693 | | | | | | 184 | | |
12-31-17 | | | | | 14.85 | | | | | | 0.28• | | | | | | 1.82 | | | | | | 2.10 | | | | | | 0.36 | | | | | | — | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 16.59 | | | | | | 14.37 | | | | | | 0.92 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 1.76 | | | | | | 3,560 | | | | | | 174 | | |
12-31-16 | | | | | 14.01 | | | | | | 0.26• | | | | | | 0.79 | | | | | | 1.05 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 14.85 | | | | | | 7.62 | | | | | | 0.92 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 1.84 | | | | | | 3,738 | | | | | | 184 | | |
12-31-15 | | | | | 14.55 | | | | | | 0.24• | | | | | | (0.54) | | | | | | (0.30) | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 14.01 | | | | | | (2.14) | | | | | | 0.92 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 1.65 | | | | | | 4,058 | | | | | | 193 | | |
Voya Global High Dividend Low Volatility Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 10.83 | | | | | | 0.10• | | | | | | (1.58) | | | | | | (1.48) | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 9.27 | | | | | | (13.54) | | | | | | 1.15 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 2.14 | | | | | | 12,671 | | | | | | 31 | | |
12-31-19 | | | | | 9.63 | | | | | | 0.25 | | | | | | 1.71 | | | | | | 1.96 | | | | | | 0.24 | | | | | | 0.52 | | | | | | — | | | | | | 0.76 | | | | | | — | | | | | | 10.83 | | | | | | 21.06 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 2.43 | | | | | | 15,665 | | | | | | 63 | | |
12-31-18 | | | | | 11.02 | | | | | | 0.23• | | | | | | (1.21) | | | | | | (0.98) | | | | | | 0.40 | | | | | | 0.01 | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 9.63 | | | | | | (9.26)(a) | | | | | | 1.12 | | | | | | 1.11 | | | | | | 1.11 | | | | | | 2.12 | | | | | | 15,225 | | | | | | 147 | | |
12-31-17 | | | | | 9.12 | | | | | | 0.14• | | | | | | 1.95 | | | | | | 2.09 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 11.02 | | | | | | 23.10 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 1.43 | | | | | | 19,605 | | | | | | 60 | | |
12-31-16 | | | | | 8.85 | | | | | | 0.16• | | | | | | 0.31 | | | | | | 0.47 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 9.12 | | | | | | 5.53 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 1.87 | | | | | | 19,883 | | | | | | 101 | | |
12-31-15 | | | | | 9.11 | | | | | | 0.21• | | | | | | (0.47) | | | | | | (0.26) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 8.85 | | | | | | (2.85)(b) | | | | | | 1.11 | | | | | | 1.11 | | | | | | 1.11 | | | | | | 2.26 | | | | | | 23,880 | | | | | | 83 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 10.82 | | | | | | 0.13• | | | | | | (1.60) | | | | | | (1.47) | | | | | | 0.09 | | | | | | — | | | | | | — | | | | | | 0.09 | | | | | | — | | | | | | 9.26 | | | | | | (13.41) | | | | | | 0.65 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 2.64 | | | | | | 121,856 | | | | | | 31 | | |
12-31-19 | | | | | 9.62 | | | | | | 0.30 | | | | | | 1.71 | | | | | | 2.01 | | | | | | 0.29 | | | | | | 0.52 | | | | | | — | | | | | | 0.81 | | �� | | | | — | | | | | | 10.82 | | | | | | 21.68 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 2.92 | | | | | | 149,439 | | | | | | 63 | | |
12-31-18 | | | | | 11.13 | | | | | | 0.29• | | | | | | (1.22) | | | | | | (0.93) | | | | | | 0.57 | | | | | | 0.01 | | | | | | — | | | | | | 0.58 | | | | | | — | | | | | | 9.62 | | | | | | (8.85)(a) | | | | | | 0.62 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 2.63 | | | | | | 132,480 | | | | | | 147 | | |
12-31-17 | | | | | 9.21 | | | | | | 0.20• | | | | | | 1.96 | | | | | | 2.16 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 11.13 | | | | | | 23.73 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 1.91 | | | | | | 162,746 | | | | | | 60 | | |
12-31-16 | | | | | 8.94 | | | | | | 0.21• | | | | | | 0.31 | | | | | | 0.52 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 9.21 | | | | | | 6.00 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 2.36 | | | | | | 150,824 | | | | | | 101 | | |
03-05-15(5) - 12-31-15 | | | | | 9.63 | | | | | | 0.22• | | | | | | (0.85) | | | | | | (0.63) | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 8.94 | | | | | | (6.64)(b) | | | | | | 0.61 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 2.78 | | | | | | 165,749 | | | | | | 83 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 10.87 | | | | | | 0.11• | | | | | | (1.59) | | | | | | (1.48) | | | | | | 0.09 | | | | | | — | | | | | | — | | | | | | 0.09 | | | | | | — | | | | | | 9.30 | | | | | | (13.52) | | | | | | 0.90 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 2.39 | | | | | | 435,970 | | | | | | 31 | | |
12-31-19 | | | | | 9.66 | | | | | | 0.27 | | | | | | 1.73 | | | | | | 2.00 | | | | | | 0.27 | | | | | | 0.52 | | | | | | — | | | | | | 0.79 | | | | | | — | | | | | | 10.87 | | | | | | 21.41 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 2.62 | | | | | | 542,303 | | | | | | 63 | | |
12-31-18 | | | | | 11.12 | | | | | | 0.26• | | | | | | (1.23) | | | | | | (0.97) | | | | | | 0.48 | | | | | | 0.01 | | | | | | — | | | | | | 0.49 | | | | | | — | | | | | | 9.66 | | | | | | (9.11)(a) | | | | | | 0.87 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 2.37 | | | | | | 375,359 | | | | | | 147 | | |
12-31-17 | | | | | 9.20 | | | | | | 0.17• | | | | | | 1.96 | | | | | | 2.13 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 11.12 | | | | | | 23.44 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 1.67 | | | | | | 480,936 | | | | | | 60 | | |
12-31-16 | | | | | 8.93 | | | | | | 0.19• | | | | | | 0.31 | | | | | | 0.50 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 9.20 | | | | | | 5.76 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 2.11 | | | | | | 485,551 | | | | | | 101 | | |
12-31-15 | | | | | 9.20 | | | | | | 0.22• | | | | | | (0.44) | | | | | | (0.22) | | | | | | 0.05 | | | | | | — | | | | | | — | | | | | | 0.05 | | | | | | — | | | | | | 8.93 | | | | | | (2.47)(b) | | | | | | 0.86 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 2.38 | | | | | | 558,519 | | | | | | 83 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Global High Dividend Low Volatility Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 10.73 | | | | | | 0.11• | | | | | | (1.58) | | | | | | (1.47) | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 9.18 | | | | | | (13.54) | | | | | | 1.05 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 2.25 | | | | | | 291 | | | | | | 31 | | |
12-31-19 | | | | | 9.54 | | | | | | 0.26• | | | | | | 1.70 | | | | | | 1.96 | | | | | | 0.25 | | | | | | 0.52 | | | | | | — | | | | | | 0.77 | | | | | | — | | | | | | 10.73 | | | | | | 21.26 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 1.00 | | ��� | | | | 2.59 | | | | | | 332 | | | | | | 63 | | |
12-31-18 | | | | | 10.95 | | | | | | 0.23• | | | | | | (1.20) | | | | | | (0.97) | | | | | | 0.43 | | | | | | 0.01 | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 9.54 | | | | | | (9.27)(a) | | | | | | 1.02 | | | | | | 1.01 | | | | | | 1.01 | | | | | | 2.17 | | | | | | 273 | | | | | | 147 | | |
12-31-17 | | | | | 9.07 | | | | | | 0.15• | | | | | | 1.94 | | | | | | 2.09 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 10.95 | | | | | | 23.29 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 1.46 | | | | | | 422 | | | | | | 60 | | |
12-31-16 | | | | | 8.80 | | | | | | 0.18 | | | | | | 0.30 | | | | | | 0.48 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 9.07 | | | | | | 5.64 | | | | | | 1.03 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 1.98 | | | | | | 278 | | | | | | 101 | | |
03-05-15(5) - 12-31-15 | | | | | 9.52 | | | | | | 0.14• | | | | | | (0.80) | | | | | | (0.66) | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 8.80 | | | | | | (7.04)(b) | | | | | | 1.11 | | | | | | 1.01 | | | | | | 1.01 | | | | | | 1.86 | | | | | | 288 | | | | | | 83 | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 10.85 | | | | | | 0.10• | | | | | | (1.59) | | | | | | (1.49) | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 9.28 | | | | | | (13.65) | | | | | | 1.40 | | | | | | 1.20 | | | | | | 1.20 | | | | | | 2.00 | | | | | | 2,380 | | | | | | 31 | | |
12-31-19 | | | | | 9.59 | | | | | | 0.26• | | | | | | 1.69 | | | | | | 1.95 | | | | | | 0.17 | | | | | | 0.52 | | | | | | — | | | | | | 0.69 | | | | | | — | | | | | | 10.85 | | | | | | 21.05 | | | | | | 1.35 | | | | | | 1.20 | | | | | | 1.20 | | | | | | 2.56 | | | | | | 3,232 | | | | | | 63 | | |
12-31-18 | | | | | 10.96 | | | | | | 0.22• | | | | | | (1.21) | | | | | | (0.99) | | | | | | 0.37 | | | | | | 0.01 | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 9.59 | | | | | | (9.41)(a) | | | | | | 1.37 | | | | | | 1.21 | | | | | | 1.21 | | | | | | 2.03 | | | | | | 31,833 | | | | | | 147 | | |
12-31-17 | | | | | 9.07 | | | | | | 0.13• | | | | | | 1.93 | | | | | | 2.06 | | | | | | 0.17 | | | | | | — | | | | | | — | | | | | | 0.17 | | | | | | — | | | | | | 10.96 | | | | | | 22.95 | | | | | | 1.35 | | | | | | 1.20 | | | | | | 1.20 | | | | | | 1.30 | | | | | | 39,544 | | | | | | 60 | | |
12-31-16 | | | | | 8.80 | | | | | | 0.16• | | | | | | 0.30 | | | | | | 0.46 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 9.07 | | | | | | 5.41 | | | | | | 1.35 | | | | | | 1.20 | | | | | | 1.20 | | | | | | 1.79 | | | | | | 41,291 | | | | | | 101 | | |
03-05-15(5) - 12-31-15 | | | | | 9.52 | | | | | | 0.17• | | | | | | (0.83) | | | | | | (0.66) | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 8.80 | | | | | | (7.04)(b) | | | | | | 1.36 | | | | | | 1.21 | | | | | | 1.21 | | | | | | 2.21 | | | | | | 53,997 | | | | | | 83 | | |
Voya Government Money Market Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 1.00 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.28 | | | | | | 0.52 | | | | | | 0.25 | | | | | | 0.25 | | | | | | 0.44 | | | | | | 597,222 | | | | | | — | | |
12-31-19 | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.00* | | | | | | 0.02 | | | | | | 0.02 | | | | | | 0.00* | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 1.00 | | | | | | 1.96 | | | | | | 0.39 | | | | | | 0.34 | | | | | | 0.34 | | | | | | 1.86 | | | | | | 469,271 | | | | | | — | | |
12-31-18 | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.00* | | | | | | 0.02 | | | | | | 0.02 | | | | | | 0.00* | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 1.00 | | | | | | 1.56 | | | | | | 0.39 | | | | | | 0.34 | | | | | | 0.34 | | | | | | 1.54 | | | | | | 463,191 | | | | | | — | | |
12-31-17 | | | | | 1.00 | | | | | | 0.01 | | | | | | 0.00* | | | | | | 0.01 | | | | | | 0.01 | | | | | | 0.00* | | | | | | — | | | | | | 0.01 | | | | | | — | | | | | | 1.00 | | | | | | 0.61 | | | | | | 0.39 | | | | | | 0.34 | | | | | | 0.34 | | | | | | 0.58 | | | | | | 438,591 | | | | | | — | | |
12-31-16 | | | | | 1.00 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.18 | | | | | | 0.39 | | | | | | 0.34 | | | | | | 0.34 | | | | | | 0.08 | | | | | | 504,575 | | | | | | — | | |
12-31-15 | | | | | 1.00 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.01 | | | | | | 0.38 | | | | | | 0.22 | | | | | | 0.22 | | | | | | 0.00* | | | | | | 541,132 | | | | | | — | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
04-27-20 - 06-30-20+(5) | | | | | 1.00 | | | | | | (0.00)* | | | | | | 1.00 | | | | | | 1.00 | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.03 | | | | | | 0.77 | | | | | | 0.25 | | | | | | 0.25 | | | | | | (0.09) | | | | | | 45 | | | | | | — | | |
Voya Growth and Income Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 27.93 | | | | | | 0.14• | | | | | | (1.74) | | | | | | (1.60) | | | | | | 0.00* | | | | | | 0.51 | | | | | | — | | | | | | 0.51 | | | | | | — | | | | | | 25.82 | | | | | | (5.56) | | | | | | 1.17 | | | | | | 1.07 | | | | | | 1.07 | | | | | | 1.08 | | | | | | 788,034 | | | | | | 56 | | |
12-31-19 | | | | | 24.42 | | | | | | 0.35 | | | | | | 6.42 | | | | | | 6.77 | | | | | | 0.35 | | | | | | 2.91 | | | | | | — | | | | | | 3.26 | | | | | | — | | | | | | 27.93 | | | | | | 28.29 | | | | | | 1.13 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 1.17 | | | | | | 896,424 | | | | | | 69 | | |
12-31-18 | | | | | 28.94 | | | | | | 0.37• | | | | | | (1.75) | | | | | | (1.38) | | | | | | 0.39 | | | | | | 2.75 | | | | | | — | | | | | | 3.14 | | | | | | — | | | | | | 24.42 | | | | | | (4.88) | | | | | | 1.13 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 1.29 | | | | | | 824,943 | | | | | | 84 | | |
12-31-17 | | | | | 27.51 | | | | | | 0.36• | | | | | | 5.06 | | | | | | 5.42 | | | | | | 0.41 | | | | | | 3.58 | | | | | | — | | | | | | 3.99 | | | | | | — | | | | | | 28.94 | | | | | | 19.79 | | | | | | 1.13 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 1.21 | | | | | | 1,010,017 | | | | | | 80 | | |
12-31-16 | | | | | 27.81 | | | | | | 0.40• | | | | | | 2.10 | | | | | | 2.50 | | | | | | 0.43 | | | | | | 2.37 | | | | | | — | | | | | | 2.80 | | | | | | — | | | | | | 27.51 | | | | | | 9.25 | | | | | | 1.13 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 1.44 | | | | | | 1,064,550 | | | | | | 98 | | |
12-31-15 | | | | | 30.28 | | | | | | 0.44• | | | | | | (0.96) | | | | | | (0.52) | | | | | | 0.47 | | | | | | 1.48 | | | | | | — | | | | | | 1.95 | | | | | | — | | | | | | 27.81 | | | | | | (1.82) | | | | | | 1.13 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 1.46 | | | | | | 1,145,072 | | | | | | 53 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 28.44 | | | | | | 0.20• | | | | | | (1.77) | | | | | | (1.57) | | | | | | 0.00* | | | | | | 0.51 | | | | | | — | | | | | | 0.51 | | | | | | — | | | | | | 26.36 | | | | | | (5.36) | | | | | | 0.67 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.53 | | | | | | 1,595,881 | | | | | | 56 | | |
12-31-19 | | | | | 24.81 | | | | | | 0.48 | | | | | | 6.54 | | | | | | 7.02 | | | | | | 0.48 | | | | | | 2.91 | | | | | | — | | | | | | 3.39 | | | | | | — | | | | | | 28.44 | | | | | | 28.88 | | | | | | 0.63 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.62 | | | | | | 1,798,927 | | | | | | 69 | | |
12-31-18 | | | | | 29.37 | | | | | | 0.51• | | | | | | (1.79) | | | | | | (1.28) | | | | | | 0.53 | | | | | | 2.75 | | | | | | — | | | | | | 3.28 | | | | | | — | | | | | | 24.81 | | | | | | (4.46) | | | | | | 0.63 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.74 | | | | | | 1,602,432 | | | | | | 84 | | |
12-31-17 | | | | | 27.87 | | | | | | 0.51• | | | | | | 5.13 | | | | | | 5.64 | | | | | | 0.56 | | | | | | 3.58 | | | | | | — | | | | | | 4.14 | | | | | | — | | | | | | 29.37 | | | | | | 20.34 | | | | | | 0.63 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.66 | | | | | | 1,906,723 | | | | | | 80 | | |
12-31-16 | | | | | 28.13 | | | | | | 0.54• | | | | | | 2.14 | | | | | | 2.68 | | | | | | 0.57 | | | | | | 2.37 | | | | | | — | | | | | | 2.94 | | | | | | — | | | | | | 27.87 | | | | | | 9.77 | | | | | | 0.63 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.89 | | | | | | 1,778,873 | | | | | | 98 | | |
12-31-15 | | | | | 30.63 | | | | | | 0.59• | | | | | | (0.99) | | | | | | (0.40) | | | | | | 0.62 | | | | | | 1.48 | | | | | | — | | | | | | 2.10 | | | | | | — | | | | | | 28.13 | | | | | | (1.42) | | | | | | 0.63 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.91 | | | | | | 1,872,684 | | | | | | 53 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Growth and Income Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 27.96 | | | | | | 0.16• | | | | | | (1.75) | | | | | | (1.59) | | | | | | 0.00* | | | | | | 0.51 | | | | | | — | | | | | | 0.51 | | | | | | — | | | | | | 25.86 | | | | | | (5.52) | | | | | | 0.92 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 1.28 | | | | | | 422,646 | | | | | | 56 | | |
12-31-19 | | | | | 24.44 | | | | | | 0.41 | | | | | | 6.42 | | | | | | 6.83 | | | | | | 0.40 | | | | | | 2.91 | | | | | | — | | | | | | 3.31 | | | | | | — | | | | | | 27.96 | | | | | | 28.55 | | | | | | 0.88 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 1.37 | | | | | | 479,676 | | | | | | 69 | | |
12-31-18 | | | | | 28.97 | | | | | | 0.43• | | | | | | (1.76) | | | | | | (1.33) | | | | | | 0.45 | | | | | | 2.75 | | | | | | — | | | | | | 3.20 | | | | | | — | | | | | | 24.44 | | | | | | (4.69) | | | | | | 0.88 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 1.49 | | | | | | 451,557 | | | | | | 84 | | |
12-31-17 | | | | | 27.53 | | | | | | 0.42• | | | | | | 5.07 | | | | | | 5.49 | | | | | | 0.47 | | | | | | 3.58 | | | | | | — | | | | | | 4.05 | | | | | | — | | | | | | 28.97 | | | | | | 20.06 | | | | | | 0.88 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 1.41 | | | | | | 556,169 | | | | | | 80 | | |
12-31-16 | | | | | 27.83 | | | | | | 0.46• | | | | | | 2.10 | | | | | | 2.56 | | | | | | 0.49 | | | | | | 2.37 | | | | | | — | | | | | | 2.86 | | | | | | — | | | | | | 27.53 | | | | | | 9.45 | | | | | | 0.88 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 1.64 | | | | | | 607,941 | | | | | | 98 | | |
12-31-15 | | | | | 30.31 | | | | | | 0.51• | | | | | | (0.97) | | | | | | (0.46) | | | | | | 0.54 | | | | | | 1.48 | | | | | | — | | | | | | 2.02 | | | | | | — | | | | | | 27.83 | | | | | | (1.64) | | | | | | 0.88 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 1.66 | | | | | | 662,075 | | | | | | 53 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 27.59 | | | | | | 0.14• | | | | | | (1.72) | | | | | | (1.58) | | | | | | 0.00* | | | | | | 0.51 | | | | | | — | | | | | | 0.51 | | | | | | — | | | | | | 25.50 | | | | | | (5.56) | | | | | | 1.07 | | | | | | 1.02 | | | | | | 1.02 | | | | | | 1.14 | | | | | | 284 | | | | | | 56 | | |
12-31-19 | | | | | 24.13 | | | | | | 0.47 | | | | | | 6.22 | | | | | | 6.69 | | | | | | 0.32 | | | | | | 2.91 | | | | | | — | | | | | | 3.23 | | | | | | — | | | | | | 27.59 | | | | | | 28.33 | | | | | | 1.03 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 1.23 | | | | | | 294 | | | | | | 69 | | |
12-31-18 | | | | | 28.65 | | | | | | 0.38• | | | | | | (1.73) | | | | | | (1.35) | | | | | | 0.42 | | | | | | 2.75 | | | | | | — | | | | | | 3.17 | | | | | | — | | | | | | 24.13 | | | | | | (4.82) | | | | | | 1.03 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 1.34 | | | | | | 407 | | | | | | 84 | | |
12-31-17 | | | | | 27.27 | | | | | | 0.38• | | | | | | 5.01 | | | | | | 5.39 | | | | | | 0.43 | | | | | | 3.58 | | | | | | — | | | | | | 4.01 | | | | | | — | | | | | | 28.65 | | | | | | 19.89 | | | | | | 1.03 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 1.27 | | | | | | 412 | | | | | | 80 | | |
12-31-16 | | | | | 27.60 | | | | | | 0.42 | | | | | | 2.08 | | | | | | 2.50 | | | | | | 0.46 | | | | | | 2.37 | | | | | | — | | | | | | 2.83 | | | | | | — | | | | | | 27.27 | | | | | | 9.30 | | | | | | 1.06 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 1.50 | | | | | | 370 | | | | | | 98 | | |
12-31-15 | | | | | 30.11 | | | | | | 0.47• | | | | | | (0.97) | | | | | | (0.50) | | | | | | 0.53 | | | | | | 1.48 | | | | | | — | | | | | | 2.01 | | | | | | — | | | | | | 27.60 | | | | | | (1.78) | | | | | | 1.13 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 1.56 | | | | | | 346 | | | | | | 53 | | |
Voya Intermediate Bond Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 12.94 | | | | | | 0.16• | | | | | | 0.36 | | | | | | 0.52 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 13.27 | | | | | | 4.07 | | | | | | 1.07 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 2.54 | | | | | | 291,356 | | | | | | 51 | | |
12-31-19 | | | | | 12.20 | | | | | | 0.37 | | | | | | 0.76 | | | | | | 1.13 | | | | | | 0.37 | | | | | | 0.02 | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 12.94 | | | | | | 9.29 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 2.88 | | | | | | 291,207 | | | | | | 149 | | |
12-31-18 | | | | | 12.73 | | | | | | 0.36 | | | | | | (0.50) | | | | | | (0.14) | | | | | | 0.39 | | | | | | — | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 12.20 | | | | | | (1.08) | | | | | | 1.03 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 2.95 | | | | | | 265,204 | | | | | | 193 | | |
12-31-17 | | | | | 12.53 | | | | | | 0.34 | | | | | | 0.22 | | | | | | 0.56 | | | | | | 0.36 | | | | | | — | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 12.73 | | | | | | 4.53 | | | | | | 1.03 | | | | | | 1.02 | | | | | | 1.02 | | | | | | 2.67 | | | | | | 311,323 | | | | | | 300 | | |
12-31-16 | | | | | 12.40 | | | | | | 0.33 | | | | | | 0.16 | | | | | | 0.49 | | | | | | 0.36 | | | | | | — | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 12.53 | | | | | | 3.92 | | | | | | 1.03 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 2.58 | | | | | | 311,448 | | | | | | 296 | | |
12-31-15 | | | | | 12.81 | | | | | | 0.34• | | | | | | (0.34) | | | | | | 0.00* | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 12.40 | | | | | | (0.02) | | | | | | 1.03 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 2.62 | | | | | | 319,732 | | | | | | 346 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 13.08 | | | | | | 0.20• | | | | | | 0.36 | | | | | | 0.56 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 13.41 | | | | | | 4.30 | | | | | | 0.57 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 3.04 | | | | | | 1,081,428 | | | | | | 51 | | |
12-31-19 | | | | | 12.33 | | | | | | 0.44 | | | | | | 0.77 | | | | | | 1.21 | | | | | | 0.44 | | | | | | 0.02 | | | | | | — | | | | | | 0.46 | | | | | | — | | | | | | 13.08 | | | | | | 9.85 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 3.38 | | | | | | 1,023,645 | | | | | | 149 | | |
12-31-18 | | | | | 12.86 | | | | | | 0.43 | | | | | | (0.50) | | | | | | (0.07) | | | | | | 0.46 | | | | | | — | | | | | | — | | | | | | 0.46 | | | | | | — | | | | | | 12.33 | | | | | | (0.54) | | | | | | 0.53 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 3.45 | | | | | | 986,608 | | | | | | 193 | | |
12-31-17 | | | | | 12.66 | | | | | | 0.41 | | | | | | 0.22 | | | | | | 0.63 | | | | | | 0.43 | | | | | | — | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 12.86 | | | | | | 5.04 | | | | | | 0.53 | | | | | | 0.52 | | | | | | 0.52 | | | | | | 3.17 | | | | | | 1,117,794 | | | | | | 300 | | |
12-31-16 | | | | | 12.52 | | | | | | 0.40• | | | | | | 0.14 | | | | | | 0.54 | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 12.66 | | | | | | 4.33 | | | | | | 0.53 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 3.08 | | | | | | 1,174,851 | | | | | | 296 | | |
12-31-15 | | | | | 12.90 | | | | | | 0.41• | | | | | | (0.33) | | | | | | 0.08 | | | | | | 0.46 | | | | | | — | | | | | | — | | | | | | 0.46 | | | | | | — | | | | | | 12.52 | | | | | | 0.60 | | | | | | 0.53 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 3.14 | | | | | | 1,248,125 | | | | | | 346 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 12.99 | | | | | | 0.18• | | | | | | 0.36 | | | | | | 0.54 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 13.32 | | | | | | 4.19 | | | | | | 0.82 | | | | | | 0.78 | | | | | | 0.78 | | | | | | 2.79 | | | | | | 2,128,162 | | | | | | 51 | | |
12-31-19 | | | | | 12.25 | | | | | | 0.40 | | | | | | 0.76 | | | | | | 1.16 | | | | | | 0.40 | | | | | | 0.02 | | | | | | — | | | | | | 0.42 | | | | | | — | | | | | | 12.99 | | | | | | 9.54 | | | | | | 0.78 | | | | | | 0.78 | | | | | | 0.78 | | | | | | 3.13 | | | | | | 2,198,827 | | | | | | 149 | | |
12-31-18 | | | | | 12.78 | | | | | | 0.40 | | | | | | (0.51) | | | | | | (0.11) | | | | | | 0.42 | | | | | | — | | | | | | — | | | | | | 0.42 | | | | | | — | | | | | | 12.25 | | | | | | (0.82) | | | | | | 0.78 | | | | | | 0.78 | | | | | | 0.78 | | | | | | 3.20 | | | | | | 2,255,122 | | | | | | 193 | | |
12-31-17 | | | | | 12.58 | | | | | | 0.37 | | | | | | 0.23 | | | | | | 0.60 | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 12.78 | | | | | | 4.79 | | | | | | 0.78 | | | | | | 0.77 | | | | | | 0.77 | | | | | | 2.92 | | | | | | 2,587,503 | | | | | | 300 | | |
12-31-16 | | | | | 12.44 | | | | | | 0.36• | | | | | | 0.16 | | | | | | 0.52 | | | | | | 0.38 | | | | | | — | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 12.58 | | | | | | 4.16 | | | | | | 0.78 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 2.83 | | | | | | 2,887,280 | | | | | | 296 | | |
12-31-15 | | | | | 12.83 | | | | | | 0.37• | | | | | | (0.34) | | | | | | 0.03 | | | | | | 0.42 | | | | | | — | | | | | | — | | | | | | 0.42 | | | | | | — | | | | | | 12.44 | | | | | | 0.26 | | | | | | 0.78 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 2.90 | | | | | | 3,169,894 | | | | | | 346 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 12.94 | | | | | | 0.17• | | | | | | 0.36 | | | | | | 0.53 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 13.27 | | | | | | 4.12 | | | | | | 0.97 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 2.64 | | | | | | 23,043 | | | | | | 51 | | |
12-31-19 | | | | | 12.20 | | | | | | 0.38 | | | | | | 0.76 | | | | | | 1.14 | | | | | | 0.38 | | | | | | 0.02 | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 12.94 | | | | | | 9.40 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 2.99 | | | | | | 21,401 | | | | | | 149 | | |
12-31-18 | | | | | 12.73 | | | | | | 0.38 | | | | | | (0.51) | | | | | | (0.13) | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 12.20 | | | | | | (0.98) | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 3.05 | | | | | | 22,040 | | | | | | 193 | | |
12-31-17 | | | | | 12.53 | | | | | | 0.35 | | | | | | 0.22 | | | | | | 0.57 | | | | | | 0.37 | | | | | | — | | | | | | — | | | | | | 0.37 | | | | | | — | | | | | | 12.73 | | | | | | 4.63 | | | | | | 0.93 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 2.77 | | | | | | 25,649 | | | | | | 300 | | |
12-31-16 | | | | | 12.40 | | | | | | 0.34• | | | | | | 0.16 | | | | | | 0.50 | | | | | | 0.37 | | | | | | — | | | | | | — | | | | | | 0.37 | | | | | | — | | | | | | 12.53 | | | | | | 3.99 | | | | | | 0.96 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 2.68 | | | | | | 24,796 | | | | | | 296 | | |
12-31-15 | | | | | 12.79 | | | | | | 0.35• | | | | | | (0.33) | | | | | | 0.02 | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 12.40 | | | | | | 0.17 | | | | | | 1.03 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 2.75 | | | | | | 29,217 | | | | | | 346 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Small Company Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 15.91 | | | | | | (0.01)• | | | | | | (2.73) | | | | | | (2.74) | | | | | | 0.01 | | | | | | 0.27 | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 12.89 | | | | | | (17.04) | | | | | | 1.52 | | | | | | 1.40 | | | | | | 1.40 | | | | | | (0.17) | | | | | | 5,522 | | | | | | 63 | | |
12-31-19 | | | | | 14.86 | | | | | | (0.01) | | | | | | 3.55 | | | | | | 3.54 | | | | | | 0.00* | | | | | | 2.49 | | | | | | — | | | | | | 2.49 | | | | | | — | | | | | | 15.91 | | | | | | 25.56 | | | | | | 1.39 | | | | | | 1.39 | | | | | | 1.39 | | | | | | (0.06) | | | | �� | | 7,227 | | | | | | 125 | | |
12-31-18 | | | | | 20.95 | | | | | | (0.04) | | | | | | (2.76) | | | | | | (2.80) | | | | | | 0.02 | | | | | | 3.27 | | | | | | — | | | | | | 3.29 | | | | | | — | | | | | | 14.86 | | | | | | (16.22) | | | | | | 1.39 | | | | | | 1.39 | | | | | | 1.39 | | | | | | (0.18) | | | | | | 6,342 | | | | | | 96 | | |
12-31-17 | | | | | 21.20 | | | | | | (0.01) | | | | | | 2.12 | | | | | | 2.11 | | | | | | — | | | | | | 2.36 | | | | | | — | | | | | | 2.36 | | | | | | — | | | | | | 20.95 | | | | | | 10.69 | | | | | | 1.38 | | | | | | 1.37 | | | | | | 1.37 | | | | | | (0.01) | | | | | | 7,817 | | | | | | 74 | | |
12-31-16 | | | | | 18.99 | | | | | | (0.02) | | | | | | 4.13 | | | | | | 4.11 | | | | | | — | | | | | | 1.90 | | | | | | — | | | | | | 1.90 | | | | | | — | | | | | | 21.20 | | | | | | 23.84 | | | | | | 1.38 | | | | | | 1.33 | | | | | | 1.33 | | | | | | (0.09) | | | | | | 6,463 | | | | | | 71 | | |
12-31-15 | | | | | 22.49 | | | | | | (0.03) | | | | | | (0.11) | | | | | | (0.14) | | | | | | — | | | | | | 3.36 | | | | | | — | | | | | | 3.36 | | | | | | — | | | | | | 18.99 | | | | | | (1.26) | | | | | | 1.39 | | | | | | 1.34 | | | | | | 1.34 | | | | | | (0.07) | | | | | | 5,615 | | | | | | 45 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 17.04 | | | | | | 0.02 | | | | | | (2.93) | | | | | | (2.91) | | | | | | 0.09 | | | | | | 0.27 | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 13.77 | | | | | | (16.83) | | | | | | 1.02 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 0.33 | | | | | | 292,107 | | | | | | 63 | | |
12-31-19 | | | | | 15.75 | | | | | | 0.07• | | | | | | 3.78 | | | | | | 3.85 | | | | | | 0.07 | | | | | | 2.49 | | | | | | — | | | | | | 2.56 | | | | | | — | | | | | | 17.04 | | | | | | 26.21 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.44 | | | | | | 427,877 | | | | | | 125 | | |
12-31-18 | | | | | 22.01 | | | | | | 0.06• | | | | | | (2.94) | | | | | | (2.88) | | | | | | 0.11 | | | | | | 3.27 | | | | | | — | | | | | | 3.38 | | | | | | — | | | | | | 15.75 | | | | | | (15.84) | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.31 | | | | | | 435,019 | | | | | | 96 | | |
12-31-17 | | | | | 22.12 | | | | | | 0.10 | | | | | | 2.23 | | | | | | 2.33 | | | | | | 0.08 | | | | | | 2.36 | | | | | | — | | | | | | 2.44 | | | | | | — | | | | | | 22.01 | | | | | | 11.29 | | | | | | 0.88 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.49 | | | | | | 607,230 | | | | | | 74 | | |
12-31-16 | | | | | 19.73 | | | | | | 0.09 | | | | | | 4.29 | | | | | | 4.38 | | | | | | 0.09 | | | | | | 1.90 | | | | | | — | | | | | | 1.99 | | | | | | — | | | | | | 22.12 | | | | | | 24.49 | | | | | | 0.88 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.41 | | | | | | 545,125 | | | | | | 71 | | |
12-31-15 | | | | | 23.25 | | | | | | 0.09 | | | | | | (0.13) | | | | | | (0.04) | | | | | | 0.12 | | | | | | 3.36 | | | | | | — | | | | | | 3.48 | | | | | | — | | | | | | 19.73 | | | | | | (0.79) | | | | | | 0.89 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 0.43 | | | | | | 487,778 | | | | | | 45 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 17.04 | | | | | | 0.03 | | | | | | (2.93) | | | | | | (2.90) | | | | | | 0.09 | | | | | | 0.27 | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 13.78 | | | | | | (16.77) | | | | | | 0.90 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 0.35 | | | | | | 4,477 | | | | | | 63 | | |
12-31-19 | | | | | 15.75 | | | | | | 0.09• | | | | | | 3.76 | | | | | | 3.85 | | | | | | 0.07 | | | | | | 2.49 | | | | | | — | | | | | | 2.56 | | | | | | — | | | | | | 17.04 | | | | | | 26.20 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.44 | | | | | | 5,665 | | | | | | 125 | | |
12-31-18 | | | | | 22.01 | | | | | | 0.06 | | | | | | (2.94) | | | | | | (2.88) | | | | | | 0.11 | | | | | | 3.27 | | | | | | — | | | | | | 3.38 | | | | | | — | | | | | | 15.75 | | | | | | (15.85) | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.33 | | | | | | 6,115 | | | | | | 96 | | |
12-31-17 | | | | | 22.13 | | | | | | 0.11• | | | | | | 2.21 | | | | | | 2.32 | | | | | | 0.08 | | | | | | 2.36 | | | | | | — | | | | | | 2.44 | | | | | | — | | | | | | 22.01 | | | | | | 11.23 | | | | | | 0.88 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.53 | | | | | | 6,274 | | | | | | 74 | | |
12-31-16 | | | | | 19.74 | | | | | | 0.10• | | | | | | 4.28 | | | | | | 4.38 | | | | | | 0.09 | | | | | | 1.90 | | | | | | — | | | | | | 1.99 | | | | | | — | | | | | | 22.13 | | | | | | 24.49 | | | | | | 0.88 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.50 | | | | | | 2,694 | | | | | | 71 | | |
11-24-15(5) - 12-31-15 | | | | | 20.56 | | | | | | 0.02• | | | | | | (0.84) | | | | | | (0.82) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 19.74 | | | | | | (3.99) | | | | | | 0.89 | | | | | | 0.84 | | | | | | 0.84 | | | | | | 0.99 | | | | | | 3 | | | | | | 45 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 16.48 | | | | | | 0.01 | | | | | | (2.83) | | | | | | (2.82) | | | | | | 0.05 | | | | | | 0.27 | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 13.34 | | | | | | (16.92) | | | | | | 1.27 | | | | | | 1.15 | | | | | | 1.15 | | | | | | 0.09 | | | | | | 65,439 | | | | | | 63 | | |
12-31-19 | | | | | 15.30 | | | | | | 0.03 | | | | | | 3.66 | | | | | | 3.69 | | | | | | 0.02 | | | | | | 2.49 | | | | | | — | | | | | | 2.51 | | | | | | — | | | | | | 16.48 | | | | | | 25.86 | | | | | | 1.14 | | | | | | 1.14 | | | | | | 1.14 | | | | | | 0.20 | | | | | | 86,035 | | | | | | 125 | | |
12-31-18 | | | | | 21.46 | | | | | | 0.02 | | | | | | (2.86) | | | | | | (2.84) | | | | | | 0.05 | | | | | | 3.27 | | | | | | — | | | | | | 3.32 | | | | | | — | | | | | | 15.30 | | | | | | (16.05) | | | | | | 1.14 | | | | | | 1.14 | | | | | | 1.14 | | | | | | 0.06 | | | | | | 80,225 | | | | | | 96 | | |
12-31-17 | | | | | 21.63 | | | | | | 0.05• | | | | | | 2.17 | | | | | | 2.22 | | | | | | 0.03 | | | | | | 2.36 | | | | | | — | | | | | | 2.39 | | | | | | — | | | | | | 21.46 | | | | | | 11.00 | | | | | | 1.13 | | | | | | 1.12 | | | | | | 1.12 | | | | | | 0.22 | | | | | | 111,723 | | | | | | 74 | | |
12-31-16 | | | | | 19.33 | | | | | | 0.03 | | | | | | 4.21 | | | | | | 4.24 | | | | | | 0.04 | | | | | | 1.90 | | | | | | — | | | | | | 1.94 | | | | | | — | | | | | | 21.63 | | | | | | 24.16 | | | | | | 1.13 | | | | | | 1.08 | | | | | | 1.08 | | | | | | 0.16 | | | | | | 136,845 | | | | | | 71 | | |
12-31-15 | | | | | 22.84 | | | | | | 0.03 | | | | | | (0.12) | | | | | | (0.09) | | | | | | 0.06 | | | | | | 3.36 | | | | | | — | | | | | | 3.42 | | | | | | — | | | | | | 19.33 | | | | | | (1.02) | | | | | | 1.14 | | | | | | 1.09 | | | | | | 1.09 | | | | | | 0.18 | | | | | | 110,685 | | | | | | 45 | | |
| | | Purchased | | | Sold | | ||||||
Balanced | | | | $ | 129,500 | | | | | $ | 1,064,887 | | |
Intermediate Bond | | | | | 5,986,360 | | | | | | 66,547,479 | | |
| | | Purchased | | | Sold | | ||||||
Balanced | | | | $ | 35,844,764 | | | | | $ | 19,122,780 | | |
Intermediate Bond | | | | | 715,477,735 | | | | | | 250,695,652 | | |
| | | Purchases | | | Sales | | ||||||
Balanced | | | | $ | 152,832,391 | | | | | $ | 149,872,161 | | |
Global High Dividend Low Volatility | | | | | 185,649,291 | | | | | | 222,384,124 | | |
Growth and Income | | | | | 1,584,364,556 | | | | | | 1,759,423,255 | | |
Intermediate Bond | | | | | 525,859,080 | | | | | | 417,969,962 | | |
Small Company | | | | | 259,721,935 | | | | | | 329,129,747 | | |
| | | Purchases | | | Sales | | ||||||
Balanced | | | | $ | 48,627,046 | | | | | $ | 52,325,777 | | |
Intermediate Bond | | | | | 1,242,796,233 | | | | | | 1,399,445,688 | | |
Portfolio | | | Fee | |
Balanced | | | 0.60% | |
Global High Dividend Low Volatility | | | 0.56% on the first $500 million; 0.53% on the next $500 million; 0.51% thereafter | |
Government Money Market(1) | | | 0.35% | |
Growth and Income(1) | | | 0.600% on the first $5 billion; 0.550% on the next $5 billion; 0.525% thereafter | |
Intermediate Bond | | | 0.50% on first $4 billion; 0.48% on next $3 billion; 0.46% thereafter | |
Small Company | | | 0.85% | |
| | | June 30, | | | | | | | | |||||||||||||||
| | | 2021 | | | 2022 | | | 2023 | | | Total | | ||||||||||||
Government Money Market | | | | $ | — | | | | | $ | — | | | | | $ | 608,376 | | | | | $ | 608,376 | | |
Subsidiary | | | Portfolio | | �� | Percentage | | |||
Voya Institutional Trust Company | | | Government Money Market | | | | | 9.02% | | |
| | | Intermediate Bond | | | | | 11.16 | | |
| | | Small Company | | | | | 15.42 | | |
Voya Retirement Insurance and Annuity Company | | | Balanced | | | | | 87.73 | | |
| | | Global High Dividend Low Volatility | | | | | 19.60 | | |
| | | Government Money Market | | | | | 88.68 | | |
| | | Growth and Income | | | | | 52.70 | | |
| | | Intermediate Bond | | | | | 26.29 | | |
| | | Small Company | | | | | 60.46 | | |
Portfolio | | | Amount | | |||
Balanced | | | | $ | 149,111 | | |
Global High Dividend Low Volatility | | | | | 165,014 | | |
Government Money Market | | | | | 367,360 | | |
Growth and Income | | | | | 573,740 | | |
Intermediate Bond | | | | | 855,132 | | |
Small Company | | | | | 240,090 | | |
Portfolio | | | Class ADV | | | Class I | | | Class R6 | | | Class S | | | Class S2 | | | Class T | | ||||||||||||||||||
Balanced | | | | | N/A | | | | | | 0.69% | | | | | | N/A | | | | | | 0.94% | | | | | | N/A | | | | | | N/A | | |
Global High Dividend Low Volatility | | | | | 1.34% | | | | | | 0.84% | | | | | | N/A | | | | | | 1.09% | | | | | | 1.24% | | | | | | 1.44% | | |
Growth and Income | | | | | 1.30% | | | | | | 0.70% | | | | | | N/A | | | | | | 0.95% | | | | | | 1.10% | | | | | | N/A | | |
Intermediate Bond | | | | | 1.03% | | | | | | 0.53% | | | | | | N/A | | | | | | 0.78% | | | | | | 0.93% | | | | | | N/A | | |
Small Company(1) | | | | | 1.40% | | | | | | 0.90% | | | | | | 0.90% | | | | | | 1.15% | | | | | | N/A | | | | | | N/A | | |
Portfolio | | | Class ADV | | | Class I | | | Class S | | | Class S2 | | | Class T | | |||||||||||||||
Global High Dividend Low Volatility | | | | | 1.10% | | | | | | 0.60% | | | | | | 0.85% | | | | | | 1.00% | | | | | | 1.20% | | |
| | | June 30, | | | | | | | | |||||||||||||||
| | | 2021 | | | 2022 | | | 2023 | | | Total | | ||||||||||||
Balanced | | | | $ | — | | | | | $ | — | | | | | $ | 122,934 | | | | | $ | 122,934 | | |
Intermediate Bond | | | | | — | | | | | | 900 | | | | | | 722,047 | | | | | | 722,947 | | |
| | | June 30, | | | | | | | | |||||||||||||||
| | | 2021 | | | 2022 | | | 2023 | | | Total | | ||||||||||||
Small Company | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | — | | | | | $ | — | | | | | $ | 3,281 | | | | | $ | 3,281 | | |
Class I | | | | | — | | | | | | — | | | | | | 190,129 | | | | | | 190,129 | | |
Class S | | | | | — | | | | | | — | | | | | | 39,677 | | | | | | 39,677 | | |
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
Balanced | | | | | 10 | | | | | $ | 779,200 | | | | | | 1.05% | | |
Global High Dividend Low Volatility | | | | | 4 | | | | | | 636,750 | | | | | | 1.12 | | |
Growth and Income | | | | | 2 | | | | | | 2,814,500 | | | | | | 2.09 | | |
Intermediate Bond | | | | | 2 | | | | | | 5,732,500 | | | | | | 2.11 | | |
Small Company | | | | | 9 | | | | | | 1,662,444 | | | | | | 2.11 | | |
Year or period ended | | | 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) | | ||||||||||||||||||||||||||||||
| # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||||
Balanced | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2020 | | | | | 236,792 | | | | | | — | | | | | | 1,372,016 | | | | | | (1,339,951) | | | | | | 268,857 | | | | | | 3,358,998 | | | | | | — | | | | | | 18,138,058 | | | | | | (19,131,995) | | | | | | 2,365,061 | | |
12/31/2019 | | | | | 351,587 | | | | | | — | | | | | | 1,642,365 | | | | | | (3,035,576) | | | | | | (1,041,624) | | | | | | 5,333,224 | | | | | | — | | | | | | 23,387,273 | | | | | | (45,351,053) | | | | | | (16,630,556) | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2020 | | | | | 13,313 | | | | | | — | | | | | | 9,573 | | | | | | (6,836) | | | | | | 16,050 | | | | | | 173,806 | | | | | | — | | | | | | 126,078 | | | | | | (102,746) | | | | | | 197,138 | | |
12/31/2019 | | | | | 18,032 | | | | | | — | | | | | | 12,538 | | | | | | (61,920) | | | | | | (31,350) | | | | | | 271,738 | | | | | | — | | | | | | 177,792 | | | | | | (928,052) | | | | | | (478,522) | | |
Year or period ended | | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||
| # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||||
Global High Dividend Low Volatility | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 33,030 | | | | | | — | | | | | | 13,934 | | | | | | (125,406) | | | | | | (78,442) | | | | | | 297,610 | | | | | | — | | | | | | 110,495 | | | | | | (1,186,537) | | | | | | (778,432) | | |
12/31/2019 | | | | | 21,425 | | | | | | 634 | | | | | | 113,136 | | | | | | (270,243) | | | | | | (135,048) | | | | | | 225,545 | | | | | | 6,255 | | | | | | 1,142,858 | | | | | | (2,797,995) | | | | | | (1,423,337) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 277,107 | | | | | | — | | | | | | 155,716 | | | | | | (1,087,129) | | | | | | (654,306) | | | | | | 2,521,415 | | | | | | — | | | | | | 1,233,270 | | | | | | (10,250,109) | | | | | | (6,495,424) | | |
12/31/2019 | | | | | 203,757 | | | | | | 423,746 | | | | | | 1,075,357 | | | | | | (1,659,519) | | | | | | 43,341 | | | | | | 2,112,427 | | | | | | 4,181,994 | | | | | | 10,887,339 | | | | | | (17,217,879) | | | | | | (36,119) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 601,798 | | | | | | — | | | | | | 518,926 | | | | | | (4,139,054) | | | | | | (3,018,330) | | | | | | 5,342,936 | | | | | | — | | | | | | 4,130,649 | | | | | | (39,532,272) | | | | | | (30,058,687) | | |
12/31/2019 | | | | | 3,166,638 | | | | | | 11,756,148 | | | | | | 3,008,997 | | | | | | (6,879,858) | | | | | | 11,051,925 | | | | | | 31,546,713 | | | | | | 116,478,079 | | | | | | 30,582,123 | | | | | | (71,776,716) | | | | | | 106,830,199 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 2,564 | | | | | | — | | | | | | 326 | | | | | | (2,166) | | | | | | 724 | | | | | | 23,376 | | | | | | — | | | | | | 2,561 | | | | | | (20,874) | | | | | | 5,063 | | |
12/31/2019 | | | | | 3,476 | | | | | | — | | | | | | 2,199 | | | | | | (3,322) | | | | | | 2,353 | | | | | | 35,649 | | | | | | — | | | | | | 22,028 | | | | | | (34,559) | | | | | | 23,118 | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 20,534 | | | | | | — | | | | | | 2,369 | | | | | | (64,297) | | | | | | (41,394) | | | | | | 184,770 | | | | | | — | | | | | | 18,813 | | | | | | (634,544) | | | | | | (430,961) | | |
12/31/2019 | | | | | 135,758 | | | | | | — | | | | | | 217,134 | | | | | | (3,372,958) | | | | | | (3,020,066) | | | | | | 1,400,731 | | | | | | — | | | | | | 2,178,172 | | | | | | (33,344,947) | | | | | | (29,766,044) | | |
Government Money Market | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 191,836,147 | | | | | | — | | | | | | 1,343,489 | | | | | | (65,224,598) | | | | | | 127,955,038 | | | | | | 191,836,148 | | | | | | — | | | | | | 1,343,488 | | | | | | (65,224,598) | | | | | | 127,955,038 | | |
12/31/2019 | | | | | 85,202,979 | | | | | | — | | | | | | 8,951,041 | | | | | | (88,069,498) | | | | | | 6,084,522 | | | | | | 85,202,977 | | | | | | — | | | | | | 8,951,042 | | | | | | (88,069,498) | | | | | | 6,084,521 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 44,904 | | | | | | — | | | | | | 6 | | | | | | (56) | | | | | | 44,854 | | | | | | 44,998 | | | | | | — | | | | | | 6 | | | | | | (56) | | | | | | 44,948 | | |
12/31/2019 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Growth and Income | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 187,974 | | | | | | — | | | | | | 653,635 | | | | | | (2,408,644) | | | | | | (1,567,035) | | | | | | 4,322,519 | | | | | | — | | | | | | 15,563,045 | | | | | | (61,628,601) | | | | | | (41,743,037) | | |
12/31/2019 | | | | | 53,190 | | | | | | — | | | | | | 3,607,663 | | | | | | (5,347,857) | | | | | | (1,687,004) | | | | | | 1,450,453 | | | | | | — | | | | | | 98,849,015 | | | | | | (148,158,336) | | | | | | (47,858,868) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 83,840 | | | | | | — | | | | | | 1,269,572 | | | | | | (4,053,420) | | | | | | (2,700,008) | | | | | | 2,161,954 | | | | | | — | | | | | | 30,837,908 | | | | | | (106,220,213) | | | | | | (73,220,351) | | |
12/31/2019 | | | | | 161,995 | | | | | | — | | | | | | 7,170,224 | | | | | | (8,663,056) | | | | | | (1,330,837) | | | | | | 4,600,380 | | | | | | — | | | | | | 200,215,543 | | | | | | (242,375,120) | | | | | | (37,559,197) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 66,175 | | | | | | — | | | | | | 349,665 | | | | | | (1,233,025) | | | | | | (817,185) | | | | | | 1,576,118 | | | | | | — | | | | | | 8,339,501 | | | | | | (31,717,826) | | | | | | (21,802,207) | | |
12/31/2019 | | | | | 58,840 | | | | | | — | | | | | | 1,969,256 | | | | | | (3,348,004) | | | | | | (1,319,908) | | | | | | 1,596,551 | | | | | | — | | | | | | 54,032,225 | | | | | | (92,475,107) | | | | | | (36,846,331) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 757 | | | | | | — | | | | | | 237 | | | | | | (503) | | | | | | 491 | | | | | | 20,411 | | | | | | — | | | | | | 5,557 | | | | | | (14,170) | | | | | | 11,798 | | |
12/31/2019 | | | | | 767 | | | | | | — | | | | | | 1,344 | | | | | | (8,337) | | | | | | (6,226) | | | | | | 20,564 | | | | | | — | | | | | | 36,282 | | | | | | (234,187) | | | | | | (177,341) | | |
Intermediate Bond | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 1,678,372 | | | | | | — | | | | | | 330,386 | | | | | | (2,556,432) | | | | | | (547,674) | | | | | | 22,157,580 | | | | | | — | | | | | | 4,316,752 | | | | | | (32,350,984) | | | | | | (5,876,652) | | |
12/31/2019 | | | | | 1,892,902 | | | | | | — | | | | | | 656,004 | | | | | | (1,774,527) | | | | | | 774,379 | | | | | | 24,162,338 | | | | | | — | | | | | | 8,383,955 | | | | | | (22,547,484) | | | | | | 9,998,809 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 6,117,018 | | | | | | — | | | | | | 1,368,567 | | | | | | (5,119,849) | | | | | | 2,365,736 | | | | | | 80,399,660 | | | | | | — | | | | | | 18,077,324 | | | | | | (66,470,631) | | | | | | 32,006,353 | | |
12/31/2019 | | | | | 5,649,168 | | | | | | — | | | | | | 2,738,213 | | | | | | (10,104,842) | | | | | | (1,717,461) | | | | | | 72,678,565 | | | | | | — | | | | | | 35,364,083 | | | | | | (129,263,245) | | | | | | (21,220,597) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 1,960,159 | | | | | | — | | | | | | 2,623,205 | | | | | | (14,091,380) | | | | | | (9,508,016) | | | | | | 25,838,300 | | | | | | — | | | | | | 34,421,125 | | | | | | (182,654,060) | | | | | | (122,394,635) | | |
12/31/2019 | | | | | 3,411,206 | | | | | | — | | | | | | 5,713,372 | | | | | | (23,924,489) | | | | | | (14,799,911) | | | | | | 43,821,723 | | | | | | — | | | | | | 73,267,398 | | | | | | (306,088,309) | | | | | | (188,999,188) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 328,183 | | | | | | — | | | | | | 26,045 | | | | | | (271,589) | | | | | | 82,639 | | | | | | 4,251,447 | | | | | | — | | | | | | 340,435 | | | | | | (3,471,966) | | | | | | 1,119,916 | | |
12/31/2019 | | | | | 329,802 | | | | | | — | | | | | | 51,005 | | | | | | (532,795) | | | | | | (151,988) | | | | | | 4,218,768 | | | | | | — | | | | | | 651,433 | | | | | | (6,738,567) | | | | | | (1,868,366) | | |
Small Company | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 34,047 | | | | | | — | | | | | | 10,173 | | | | | | (70,244) | | | | | | (26,024) | | | | | | 445,409 | | | | | | — | | | | | | 115,866 | | | | | | (973,923) | | | | | | (412,648) | | |
12/31/2019 | | | | | 60,519 | | | | | | — | | | | | | 69,580 | | | | | | (102,697) | | | | | | 27,402 | | | | | | 932,918 | | | | | | — | | | | | | 1,001,250 | | | | | | (1,592,828) | | | | | | 341,340 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 1,723,536 | | | | | | — | | | | | | 608,513 | | | | | | (6,235,561) | | | | | | (3,903,512) | | | | | | 21,427,459 | | | | | | — | | | | | | 7,399,514 | | | | | | (84,318,988) | | | | | | (55,492,015) | | |
12/31/2019 | | | | | 1,363,664 | | | | | | — | | | | | | 3,912,336 | | | | | | (7,789,581) | | | | | | (2,513,581) | | | | | | 22,932,371 | | | | | | — | | | | | | 60,093,482 | | | | | | (135,241,464) | | | | | | (52,215,611) | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 34,476 | | | | | | — | | | | | | 9,295 | | | | | | (51,204) | | | | | | (7,433) | | | | | | 471,248 | | | | | | — | | | | | | 113,124 | | | | | | (729,137) | | | | | | (144,765) | | |
12/31/2019 | | | | | 35,249 | | | | | | — | | | | | | 57,878 | | | | | | (148,954) | | | | | | (55,827) | | | | | | 599,447 | | | | | | — | | | | | | 889,586 | | | | | | (2,490,506) | | | | | | (1,001,473) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 105,653 | | | | | | — | | | | | | 128,879 | | | | | | (550,321) | | | | | | (315,789) | | | | | | 1,331,693 | | | | | | — | | | | | | 1,519,485 | | | | | | (7,437,784) | | | | | | (4,586,606) | | |
12/31/2019 | | | | | 173,730 | | | | | | — | | | | | | 848,701 | | | | | | (1,047,423) | | | | | | (24,992) | | | | | | 3,000,039 | | | | | | — | | | | | | 12,637,157 | | | | | | (16,783,214) | | | | | | (1,146,018) | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BMO Capital Markets Corp | | | | $ | 807,177 | | | | | $ | (807,177) | | | | | $ | — | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 47,781 | | | | | | (47,781) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BofA Securities Inc. | | | | | 101,223 | | | | | | (101,223) | | | | | | — | | |
Citadel Securities LLC | | | | | 8,076 | | | | | | (8,076) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 143,863 | | | | | | (143,863) | | | | | | — | | |
Citigroup Global Markets Limited | | | | | 19,265 | | | | | | (19,265) | | | | | | — | | |
Cowen Excecution Services LLC | | | | | 106,968 | | | | | | (106,968) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 572,630 | | | | | | (572,630) | | | | | | — | | |
HSBC Bank PLC | | | | | 40,799 | | | | | | (40,799) | | | | | | — | | |
Industrial And Commercial Bank Of China | | | | | 30,446 | | | | | | (30,446) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 19,561 | | | | | | (19,561) | | | | | | — | | |
Janney Montgomery Scott LLC | | | | | 24,483 | | | | | | (24,483) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 213,886 | | | | | | (213,886) | | | | | | — | | |
National Bank of Canada Financial Inc. | | | | | 407,581 | | | | | | (407,581) | | | | | | — | | |
National Financial Services LLC | | | | | 114,760 | | | | | | (114,760) | | | | | | — | | |
Natixis Securities America LLC | | | | | 23,277 | | | | | | (23,277) | | | | | | — | | |
NBC Global Finance Limited | | | | | 43,444 | | | | | | (43,444) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 5,485,674 | | | | | | (5,485,674) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 62,469 | | | | | | (62,469) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 19,694 | | | | | | (19,694) | | | | | | — | | |
Total | | | | $ | 8,293,057 | | | | | $ | (8,293,057) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BMO Capital Markets Corp | | | | $ | 5,655 | | | | | $ | (5,655) | | | | | $ | — | | |
Citadel Clearing LLC | | | | | 106,371 | | | | | | (106,371) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 5,340,472 | | | | | | (5,340,472) | | | | | | — | | |
Jefferies LLC | | | | | 2,821,071 | | | | | | (2,821,071) | | | | | | — | | |
Merrill Lynch International | | | | | 477,323 | | | | | | (477,323) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 34,929 | | | | | | (34,929) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 30,160 | | | | | | (30,160) | | | | | | — | | |
Total | | | | $ | 8,815,981 | | | | | $ | (8,815,981) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Bank PLC | | | | $ | 4,855,562 | | | | | $ | (4,855,562) | | | | | $ | — | | |
Barclays Capital Inc. | | | | | 6,765,971 | | | | | | (6,765,971) | | | | | | — | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 1,366,450 | | | | | | (1,366,450) | | | | | | — | | |
BofA Securities Inc. | | | | | 3,082,479 | | | | | | (3,082,479) | | | | | | — | | |
Citadel Clearing LLC | | | | | 10,196,521 | | | | | | (10,196,521) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 15,242,680 | | | | | | (15,242,680) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 20,599,411 | | | | | | (20,599,411) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 11,875,429 | | | | | | (11,875,429) | | | | | | — | | |
Growth and Income (continued)
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
RBC Capital Markets, LLC | | | | | 3,083,328 | | | | | | (3,083,328) | | | | | | — | | |
Scotia Capital (USA) Inc. | | | | | 1,575,731 | | | | | | (1,575,731) | | | | | | — | | |
UBS Securities LLC | | | | | 2,868,369 | | | | | | (2,868,369) | | | | | | — | | |
Wells Fargo Bank NA | | | | | 2,935,740 | | | | | | (2,935,740) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 1,729 | | | | | | (1,729) | | | | | | — | | |
Total | | | | $ | 84,449,400 | | | | | $ | (84,449,400) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Bank PLC | | | | $ | 1,261,224 | | | | | $ | (1,261,224) | | | | | $ | — | | |
BNP Paribas | | | | | 1,761,810 | | | | | | (1,761,810) | | | | | | — | | |
BofA Securities Inc. | | | | | 2,093,165 | | | | | | (2,093,165) | | | | | | — | | |
CIBC World Markets Inc. | | | | | 268,897 | | | | | | (268,897) | | | | | | — | | |
Citadel Clearing LLC | | | | | 2,365,973 | | | | | | (2,365,973) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 824 | | | | | | (824) | | | | | | — | | |
Daiwa Capital Markets America Inc. | | | | | 703,177 | | | | | | (703,177) | | | | | | — | | |
HSBC Securities (USA) Inc. | | | | | 457,054 | | | | | | (457,054) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 4,243,752 | | | | | | (4,243,752) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 3,110,505 | | | | | | (3,110,505) | | | | | | — | | |
MUFG Securities Americas Inc. | | | | | 909,265 | | | | | | (909,265) | | | | | | — | | |
National Bank Financial Inc. | | | | | 520,786 | | | | | | (520,786) | | | | | | — | | |
National Financial Services LLC | | | | | 1,835,599 | | | | | | (1,835,599) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Nomura Securities International, Inc. | | | | | 182,457 | | | | | | (182,457) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 584,788 | | | | | | (584,788) | | | | | | — | | |
Scotia Capital (USA) Inc. | | | | | 1,039,492 | | | | | | (1,039,492) | | | | | | — | | |
SunTrust Robinson Humphrey, Inc. | | | | | 181,528 | | | | | | (181,528) | | | | | | — | | |
TD Prime Services LLC | | | | | 371,073 | | | | | | (371,073) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 8,960,336 | | | | | | (8,960,336) | | | | | | — | | |
Total | | | | $ | 30,851,705 | | | | | $ | (30,851,705) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BofA Securities Inc. | | | | $ | 904,919 | | | | | $ | (904,919) | | | | | $ | — | | |
Citigroup Global Markets Inc. | | | | | 425,677 | | | | | | (425,677) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 272,955 | | | | | | (272,955) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 1,475,306 | | | | | | (1,475,306) | | | | | | — | | |
National Bank of Canada Financial Inc. | | | | | 484,277 | | | | | | (484,277) | | | | | | — | | |
National Financial Services LLC | | | | | 3,777,066 | | | | | | (3,777,066) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 253,345 | | | | | | (253,345) | | | | | | — | | |
Scotia Capital (USA) Inc. | | | | | 89,075 | | | | | | (89,075) | | | | | | — | | |
Total | | | | $ | 7,682,620 | | | | | $ | (7,682,620) | | | | | $ | — | | |
| | | Year Ended December 31, 2019 | | | Year Ended December 31, 2018 | | ||||||||||||||||||
| | | Ordinary Income | | | Long-term Capital Gain | | | Ordinary Income | | | Long-term Capital Gain | | ||||||||||||
Balanced | | | | $ | 8,811,831 | | | | | $ | 14,753,234 | | | | | $ | 17,574,924 | | | | | $ | 20,934,183 | | |
Global High Dividend Low Volatility | | | | | 16,108,952 | | | | | | 28,703,568 | | | | | | 28,894,555 | | | | | | 530,377 | | |
Government Money Market | | | | | 8,951,042 | | | | | | — | | | | | | 6,730,308 | | | | | | — | | |
Growth and Income | | | | | 44,737,928 | | | | | | 308,615,727 | | | | | | 110,032,441 | | | | | | 242,540,234 | | |
| | | Year Ended December 31, 2019 | | | Year Ended December 31, 2018 | | ||||||||||||||||||
| | | Ordinary Income | | | Long-term Capital Gain | | | Ordinary Income | | | Long-term Capital Gain | | ||||||||||||
Intermediate Bond | | | | | 117,674,224 | | | | | | — | | | | | | 129,984,350 | | | | | | — | | |
Small Company | | | | | 17,627,644 | | | | | | 56,993,831 | | | | | | 17,759,580 | | | | | | 83,521,566 | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Late Year Ordinary Losses Deferred | | | Post-October Capital Losses Deferred | | | Unrealized Appreciation/ (Depreciation) | | | Capital Loss Carryforwards | | ||||||||||||||||||||||||||||||
| | | Amount | | | Character | | | Expiration | | |||||||||||||||||||||||||||||||||||||||
Balanced | | | | $ | 13,585,655 | | | | | $ | 4,674,095 | | | | | $ | — | | | | | $ | — | | | | | $ | 28,750,802 | | | | | $ | — | | | | | | — | | | | | | — | | |
Global High Dividend Low Volatility | | | | | 1,124,720 | | | | | | — | | | | | | — | | | | | | — | | | | | | 55,543,468 | | | | | | (8,634,135) | | | | | | Short-term | | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | (10,636,386) | | | | | | Long-term | | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (19,270,521) | | | | | | | | | | | | | | |
Government Money Market | | | | | 7,713 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Growth and Income | | | | | — | | | | | | 54,759,408 | | | | | | — | | | | | | — | | | | | | 700,529,616 | | | | | | — | | | | | | — | | | | | | — | | |
Intermediate Bond | | | | | 7,559,918 | | | | | | — | | | | | | (4,508,482) | | | | | | (7,280,052) | | | | | | 79,255,948 | | | | | | — | | | | | | — | | | | | | — | | |
Small Company | | | | | 4,340,819 | | | | | | 4,804,582 | | | | | | — | | | | | | — | | | | | | 39,615,646 | | | | | | — | | | | | | — | | | | | | — | | |
| Net investment income | | | | $ | 19,504,276 | | |
| Net realized and unrealized loss on investments | | | | $ | 105,448,232 | | |
| Net decrease in net assets resulting from operations | | | | $ | 124,952,508 | | |
| Total Net Assets of Acquired Portfolio (000s) | | | Total Net Assets of Acquiring Portfolio (000s) | | | Acquired Portfolio’s Capital Loss Carryforwards (000s) | | | Acquired Portfolio’s Unrealized Depreciation (000s) | | | Portfolios’ Conversion Ratio | | ||||||||||||
| $120,666 | | | | $ | 556,430 | | | | | $ | 17,820 | | | | | $ | (1,879) | | | | | | 0.7298 | | |
| | | Type | | | Per Share Amount | | | Payable Date | | | Record Date | |
Government Money Market | | ||||||||||||
All Classes | | | STCG | | | $0.0000* | | | August 3, 2020 | | | July 30, 2020 | |
Intermediate Bond | | ||||||||||||
Class ADV | | | NII | | | $0.0335 | | | August 3, 2020 | | | Daily | |
Class I | | | NII | | | $0.0395 | | | August 3, 2020 | | | Daily | |
Class S | | | NII | | | $0.0364 | | | August 3, 2020 | | | Daily | |
Class S2 | | | NII | | | $0.0346 | | | August 3, 2020 | | | Daily | |
Voya Balanced Portfolio | as of June 30, 2020 (Unaudited) |
| Investment Type Allocation as of June 30, 2020 (as a percentage of net assets) | | |||
| | | | | |
| Common Stock | | | 39.2% | |
| Exchange-Traded Funds | | | 26.7% | |
| Mutual Funds | | | 14.7% | |
| Corporate Bonds/Notes | | | 6.4% | |
| Collateralized Mortgage Obligations | | | 4.4% | |
| Asset-Backed Securities | | | 2.7% | |
| U.S. Government Agency Obligations | | | 1.5% | |
| Commercial Mortgage-Backed Securities | | | 1.3% | |
| U.S. Treasury Obligations | | | 1.3% | |
| Sovereign Bonds | | | 0.2% | |
| Preferred Stock | | | 0.0% | |
| Rights | | | 0.0% | |
| Purchased Options | | | 0.0% | |
| Assets in Excess of Other Liabilities* | | | 1.6% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments and exchange-traded funds. | | |||
| Portfolio holdings are subject to change daily. | |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMON STOCK: 39.2% | | |||||||||||||||
| | | Communication Services: 3.4% | | ||||||||||||
2,103 (1) | | | Alphabet, Inc. – Class A | | | | $ | 2,982,159 | | | | | | 0.9 | | |
33,534 | | | AT&T, Inc. | | | | | 1,013,733 | | | | | | 0.3 | | |
20,106 | | | Comcast Corp. − Class A | | | | | 783,732 | | | | | | 0.2 | | |
10,310 (1) | | | Facebook, Inc. – Class A | | | | | 2,341,091 | | | | | | 0.7 | | |
1,425 (1) | | | NetFlix, Inc. | | | | | 648,432 | | | | | | 0.2 | | |
14,592 | | | Verizon Communications, Inc. | | | | | 804,457 | | | | | | 0.2 | | |
386,478 (2)(3) | | | Other Securities | | | | | 2,916,944 | | | | | | 0.9 | | |
| | | | | | | | 11,490,548 | | | | | | 3.4 | | |
| | | Consumer Discretionary: 4.1% | | ||||||||||||
1,413 (1) | | | Amazon.com, Inc. | | | | | 3,898,213 | | | | | | 1.1 | | |
945 (4) | | | Evolution Gaming Group AB | | | | | 56,129 | | | | | | 0.0 | | |
3,928 | | | Home Depot, Inc. | | | | | 984,003 | | | | | | 0.3 | | |
458,926 (2)(3) | | | Other Securities | | | | | 8,989,524 | | | | | | 2.7 | | |
| | | | | | | | 13,927,869 | | | | | | 4.1 | | |
| | | Consumer Staples: 3.0% | | ||||||||||||
7,090 | | | PepsiCo, Inc. | | | | | 937,723 | | | | | | 0.3 | | |
10,514 | | | Philip Morris International, Inc. | | | | | 736,611 | | | | | | 0.2 | | |
6,248 | | | Procter & Gamble Co. | | | | | 747,073 | | | | | | 0.2 | | |
150,000 (4) | | | WH Group Ltd. | | | | | 129,629 | | | | | | 0.1 | | |
169,783 (2)(3) | | | Other Securities | | | | | 7,478,501 | | | | | | 2.2 | | |
| | | | | | | | 10,029,537 | | | | | | 3.0 | | |
| | | Energy: 1.0% | | ||||||||||||
185,363 (2)(3) | | | Other Securities | | | | | 3,524,559 | | | | | | 1.0 | | |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials: 4.7% | | ||||||||||||
5,186 (4) | | | ABN AMRO Bank NV | | | | $ | 44,629 | | | | | | 0.0 | | |
41,060 | | | Bank of America Corp. | | | | | 975,175 | | | | | | 0.3 | | |
4,393 (1) | | | Berkshire Hathaway, Inc. – Class B | | | | �� | 784,194 | | | | | | 0.2 | | |
12,352 | | | Citigroup, Inc. | | | | | 631,187 | | | | | | 0.2 | | |
12,059 | | | JPMorgan Chase & Co. | | | | | 1,134,270 | | | | | | 0.3 | | |
2,429 | | | S&P Global, Inc. | | | | | 800,307 | | | | | | 0.3 | | |
839,878 (2)(3) | | | Other Securities | | | | | 11,566,009 | | | | | | 3.4 | | |
| | | | | | | | 15,935,771 | | | | | | 4.7 | | |
| | | Health Care: 5.7% | | ||||||||||||
6,038 | | | AbbVie, Inc. | | | | | 592,811 | | | | | | 0.2 | | |
3,274 | | | Amgen, Inc. | | | | | 772,205 | | | | | | 0.2 | | |
2,278 | | | Cigna Corp. | | | | | 427,467 | | | | | | 0.1 | | |
5,308 | | | Johnson & Johnson | | | | | 746,464 | | | | | | 0.2 | | |
8,981 | | | Medtronic PLC | | | | | 823,558 | | | | | | 0.3 | | |
10,301 | | | Merck & Co., Inc. | | | | | 796,576 | | | | | | 0.2 | | |
2,009 | | | Roche Holding AG | | | | | 696,017 | | | | | | 0.2 | | |
4,365 | | | UnitedHealth Group, Inc. | | | | | 1,287,457 | | | | | | 0.4 | | |
178,269 (3) | | | Other Securities | | | | | 13,056,302 | | | | | | 3.9 | | |
| | | | | | | | 19,198,857 | | | | | | 5.7 | | |
| | | Industrials: 4.2% | | ||||||||||||
5,731 | | | Honeywell International, Inc. | | | | | 828,645 | | | | | | 0.2 | | |
387,112 (2)(3) | | | Other Securities | | | | | 13,367,862 | | | | | | 4.0 | | |
| | | | | | | | 14,196,507 | | | | | | 4.2 | | |
| | | Information Technology: 8.9% | | ||||||||||||
2,126 (1) | | | Adobe, Inc. | | | | | 925,469 | | | | | | 0.3 | | |
14 (1)(4) | | | Adyen NV | | | | | 20,377 | | | | | | 0.0 | | |
12,853 | | | Apple, Inc. | | | | | 4,688,774 | | | | | | 1.4 | | |
8,063 (1) | | | Cadence Design Systems, Inc. | | | | | 773,725 | | | | | | 0.2 | | |
21,441 | | | Cisco Systems, Inc. | | | | | 1,000,008 | | | | | | 0.3 | | |
13,367 | | | Intel Corp. | | | | | 799,748 | | | | | | 0.3 | | |
2,269 | | | Intuit, Inc. | | | | | 672,055 | | | | | | 0.2 | | |
24,921 | | | Microsoft Corp. | | | | | 5,071,673 | | | | | | 1.5 | | |
1,960 | | | Nvidia Corp. | | | | | 744,624 | | | | | | 0.2 | | |
5,824 (1) | | | PayPal Holdings, Inc. | | | | | 1,014,716 | | | | | | 0.3 | | |
7,275 | | | Qualcomm, Inc. | | | | | 663,553 | | | | | | 0.2 | | |
228,458 (2)(3) | | | Other Securities | | | | | 13,637,252 | | | | | | 4.0 | | |
| | | | | | | | 30,011,974 | | | | | | 8.9 | | |
| | | Materials: 1.5% | | ||||||||||||
169,182 (2)(3) | | | Other Securities | | | | | 5,030,626 | | | | | | 1.5 | | |
| | |||||||||||||||
| | | Real Estate: 1.4% | | ||||||||||||
243,684 (3) | | | Other Securities | | | | | 4,886,638 | | | | | | 1.4 | | |
| | |||||||||||||||
| | | Utilities: 1.3% | | ||||||||||||
216,946 | | | Other Securities | | | | | 4,523,452 | | | | | | 1.3 | | |
Voya Balanced Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
| | | Total Common Stock (Cost $123,592,307) | | | | $ | 132,756,338 | | | | | | 39.2 | | |
EXCHANGE-TRADED FUNDS: 26.7% | | |||||||||||||||
38,587 (5) | | | iShares 20+ Year Treasury Bond ETF | | | | | 6,325,567 | | | | | | 1.9 | | |
279,609 | | | iShares Core MSCI Emerging Markets ETF | | | | | 13,309,388 | | | | | | 3.9 | | |
592 | | | iShares Core S&P Mid-Cap ETF | | | | | 105,270 | | | | | | 0.0 | | |
2,641 | | | iShares MSCI EAFE ETF | | | | | 160,758 | | | | | | 0.1 | | |
187,012 (5) | | | SPDR S&P 500 ETF Trust | | | | | 57,667,020 | | | | | | 17.0 | | |
128,154 (5) | | | Vanguard Value ETF | | | | | 12,762,857 | | | | | | 3.8 | | |
| | | Total Exchange-Traded Funds (Cost $88,304,662) | | | | | 90,330,860 | | | | | | 26.7 | | |
MUTUAL FUNDS: 14.7% | | |||||||||||||||
| | | Affiliated Investment Companies: 14.7% | | ||||||||||||
121,977 | | | Voya Emerging Markets Local Currency Debt Fund - Class P | | | | | 813,584 | | | | | | 0.2 | | |
3,811,801 | | | Voya High Yield Bond Fund – Class P | | | | | 28,474,156 | | | | | | 8.4 | | |
405,247 | | | Voya Short Term Bond Fund – Class R6 | | | | | 4,007,897 | | | | | | 1.2 | | |
1,732,125 | | | Voya Strategic Income Opportunities Fund – Class P | | | | | 16,663,041 | | | | | | 4.9 | | |
| | | Total Mutual Funds (Cost $50,576,028) | | | | | 49,958,678 | | | | | | 14.7 | | |
PREFERRED STOCK: 0.0% | | |||||||||||||||
| | | Consumer Discretionary: 0.0% | | ||||||||||||
229 (3) | | | Other Securities | | | | | 34,808 | | | | | | 0.0 | | |
| | | Total Preferred Stock (Cost $35,291) | | | | | 34,808 | | | | | | 0.0 | | |
RIGHTS: 0.0% | | |||||||||||||||
| | | : 0.0% | | ||||||||||||
27,732 (3) | | | Other Securities | | | | | 11,360 | | | | | | 0.0 | | |
| | |||||||||||||||
| | | Health Care: 0.0% | | ||||||||||||
3,266 (3) | | | Other Securities | | | | | 11,692 | | | | | | 0.0 | | |
| | | Total Rights (Cost $20,122) | | | | | 23,052 | | | | | | 0.0 | | |
|
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
CORPORATE BONDS/NOTES: 6.4% | | |||||||||||||||
| | | Basic Materials: 0.1% | | ||||||||||||
10,000 (4) | | | Anglo American Capital PLC, 3.625%, 09/11/2024 | | | | | 10,505 | | | | | | 0.0 | | |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Basic Materials (continued) | | ||||||||||||
12,000 (4) | | | Anglo American Capital PLC, 5.625%, 04/01/2030 | | | | $ | 14,520 | | �� | | | | 0.0 | | |
30,000 (4) | | | Chevron Phillips Chemical Co. LLC / Chevron Phillips Chemical Co. L.P., 3.700%, 06/01/2028 | | | | | 31,947 | | | | | | 0.0 | | |
35,000 (4) | | | Georgia-Pacific LLC, 2.300%, 04/30/2030 | | | | | 36,510 | | | | | | 0.0 | | |
13,000 (4) | | | Newcrest Finance Pty Ltd., 3.250%, 05/13/2030 | | | | | 13,909 | | | | | | 0.0 | | |
10,000 (4) | | | Newcrest Finance Pty Ltd., 4.200%, 05/13/2050 | | | | | 11,204 | | | | | | 0.0 | | |
229,000 | | | Other Securities | | | | | 246,992 | | | | | | 0.1 | | |
| | | | | | | | 365,587 | | | | | | 0.1 | | |
| | | Communications: 0.6% | | ||||||||||||
220,000 | | | AT&T, Inc., 2.750%-4.550%, 06/01/2031-03/09/2049 | | | | | 251,411 | | | | | | 0.1 | | |
120,000 (4) | | | NBCUniversal Enterprise, Inc., 5.250%, 12/31/2199 | | | | | 120,316 | | | | | | 0.1 | | |
200,000 (4) | | | Tencent Holdings Ltd., 2.985%, 01/19/2023 | | | | | 207,843 | | | | | | 0.1 | | |
18,000 (4) | | | T-Mobile USA, Inc., 2.050%, 02/15/2028 | | | | | 18,054 | | | | | | 0.0 | | |
13,000 (4) | | | T-Mobile USA, Inc., 2.550%, 02/15/2031 | | | | | 13,078 | | | | | | 0.0 | | |
79,000 (4) | | | T-Mobile USA, Inc., 3.875%, 04/15/2030 | | | | | 88,199 | | | | | | 0.0 | | |
85,000 | | | Verizon Communications, Inc., 4.000%-4.812%, 03/15/2039-03/22/2050 | | | | | 110,968 | | | | | | 0.0 | | |
942,000 (2) | | | Other Securities | | | | | 1,065,392 | | | | | | 0.3 | | |
| | | | | | | | 1,875,261 | | | | | | 0.6 | | |
| | | Consumer, Cyclical: 0.2% | | ||||||||||||
23,000 (4) | | | Advance Auto Parts, Inc., 3.900%, 04/15/2030 | | | | | 24,649 | | | | | | 0.0 | | |
31,000 (4) | | | Alaska Airlines 2020-1 Class A Pass Through Trust, 4.800%, 02/15/2029 | | | | | 31,388 | | | | | | 0.0 | | |
90,000 (4) | | | BMW US Capital LLC, 3.450%, 04/12/2023 | | | | | 95,406 | | | | | | 0.0 | | |
33,000 (4) | | | Harley-Davidson Financial Services, Inc., 3.350%, 06/08/2025 | | | | | 33,762 | | | | | | 0.0 | | |
554,873 | | | Other Securities | | | | | 564,783 | | | | | | 0.2 | | |
| | | | | | | | 749,988 | | | | | | 0.2 | | |
| | | Consumer, Non-cyclical: 0.9% | | ||||||||||||
43,000 (4) | | | AbbVie, Inc., 2.600%, 11/21/2024 | | | | | 45,818 | | | | | | 0.0 | | |
24,000 (4) | | | AbbVie, Inc., 2.950%, 11/21/2026 | | | | | 26,284 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
21,000 (4) | | | AbbVie, Inc., 3.200%, 11/21/2029 | | | | $ | 23,448 | | | | | | 0.0 | | |
24,000 (4) | | | AbbVie, Inc., 4.050%, 11/21/2039 | | | | | 27,873 | | | | | | 0.0 | | |
30,000 (4) | | | AbbVie, Inc., 4.625%, 10/01/2042 | | | | | 36,850 | | | | | | 0.0 | | |
146,000 | | | AbbVie, Inc., 2.900%-4.500%, 11/06/2022-05/14/2036 | | | | | 169,789 | | | | | | 0.1 | | |
19,000 (4) | | | Alcon Finance Corp., 2.600%, 05/27/2030 | | | | | 19,553 | | | | | | 0.0 | | |
22,000 | | | Amgen, Inc., 2.300%, 02/25/2031 | | | | | 23,070 | | | | | | 0.0 | | |
50,000 (4) | | | Bristol-Myers Squibb Co., 3.875%, 08/15/2025 | | | | | 56,918 | | | | | | 0.0 | | |
30,000 (4) | | | Bristol-Myers Squibb Co., 4.125%, 06/15/2039 | | | | | 38,417 | | | | | | 0.0 | | |
48,000 (4) | | | Cargill, Inc., 3.875%, 05/23/2049 | | | | | 56,869 | | | | | | 0.0 | | |
176,000 | | | Cigna Corp., 3.200%-4.900%, 09/17/2020-12/15/2048 | | | | | 195,382 | | | | | | 0.1 | | |
18,000 (4) | | | Health Care Service Corp. A Mutual Legal Reserve Co., 1.500%, 06/01/2025 | | | | | 18,348 | | | | | | 0.0 | | |
8,000 (4) | | | Health Care Service Corp. A Mutual Legal Reserve Co., 3.200%, 06/01/2050 | | | | | 8,189 | | | | | | 0.0 | | |
42,000 (4) | | | Mars, Inc., 4.125%, 04/01/2054 | | | | | 53,469 | | | | | | 0.0 | | |
48,000 | | | Philip Morris International, Inc., 2.100%-4.375%, 05/01/2030-11/15/2041 | | | | | 53,239 | | | | | | 0.0 | | |
20,000 (4) | | | Upjohn, Inc., 3.850%, 06/22/2040 | | | | | 21,524 | | | | | | 0.0 | | |
20,000 (4) | | | Upjohn, Inc., 4.000%, 06/22/2050 | | | | | 21,502 | | | | | | 0.0 | | |
1,932,000 (2) | | | Other Securities | | | | | 2,164,279 | | | | | | 0.7 | | |
| | | | | | | | 3,060,821 | | | | | | 0.9 | | |
| | | Energy: 0.7% | | ||||||||||||
30,000 (4) | | | Cheniere Corpus Christi Holdings LLC, 3.700%, 11/15/2029 | | | | | 30,777 | | | | | | 0.0 | | |
200,000 (4) | | | KazMunayGas National Co. JSC, 4.750%, 04/24/2025 | | | | | 215,700 | | | | | | 0.1 | | |
200,000 (4) | | | Petroleos del Peru SA, 4.750%, 06/19/2032 | | | | | 222,712 | | | | | | 0.1 | | |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
9,000 (4) | | | Transcontinental Gas Pipe Line Co. LLC, 3.250%, 05/15/2030 | | | | $ | 9,631 | | | | | | 0.0 | | |
1,871,000 | | | Other Securities | | | | | 1,906,117 | | | | | | 0.5 | | |
| | | | | | | | 2,384,937 | | | | | | 0.7 | | |
| | | Financial: 2.3% | | ||||||||||||
200,000 (4) | | | ABN AMRO Bank NV, 4.750%, 07/28/2025 | | | | | 221,160 | | | | | | 0.1 | | |
61,000 (4) | | | Athene Global Funding, 2.800%, 05/26/2023 | | | | | 62,260 | | | | | | 0.0 | | |
25,000 (4) | | | Athene Global Funding, 2.950%, 11/12/2026 | | | | | 25,122 | | | | | | 0.0 | | |
593,000 (6) | | | Bank of America Corp., 2.496%-5.125%, 05/17/2022-12/31/2199 | | | | | 659,463 | | | | | | 0.2 | | |
80,000 (4) | | | Barclays Bank PLC, 10.179%, 06/12/2021 | | | | | 86,527 | | | | | | 0.0 | | |
200,000 (4)(6) | | | BNP Paribas SA, 2.219%, 06/09/2026 | | | | | 204,567 | | | | | | 0.1 | | |
206,000 (4) | | | BPCE SA, 5.700%, 10/22/2023 | | | | | 230,585 | | | | | | 0.1 | | |
65,000 (6) | | | Citigroup, Inc., 1.678%-5.500%, 05/15/2024-09/13/2025 | | | | | 73,783 | | | | | | 0.0 | | |
250,000 (4)(6) | | | Credit Suisse Group AG, 2.193%, 06/05/2026 | | | | | 253,419 | | | | | | 0.1 | | |
26,000 (4)(6) | | | Credit Suisse Group AG, 4.194%, 04/01/2031 | | | | | 29,731 | | | | | | 0.0 | | |
200,000 (4) | | | Danske Bank A/S, 2.800%, 03/10/2021 | | | | | 203,113 | | | | | | 0.1 | | |
25,000 (4) | | | Equitable Financial Life Global Funding, 1.400%, 07/07/2025 | | | | | 25,033 | | | | | | 0.0 | | |
34,000 (4) | | | Fairfax US, Inc., 4.875%, 08/13/2024 | | | | | 35,001 | | | | | | 0.0 | | |
18,000 (4) | | | GE Capital Funding LLC, 4.400%, 05/15/2030 | | | | | 18,738 | | | | | | 0.0 | | |
600,000 (6) | | | HSBC Holdings PLC, 2.099%-3.262%, 03/13/2023-06/04/2026 | | | | | 616,991 | | | | | | 0.2 | | |
589,000 (6) | | | JPMorgan Chase & Co., 2.182%-5.000%, 10/29/2020-12/31/2199 | | | | | 604,551 | | | | | | 0.2 | | |
21,000 (4) | | | KKR Group Finance Co. VII LLC, 3.625%, 02/25/2050 | | | | | 20,905 | | | | | | 0.0 | | |
200,000 (4) | | | Macquarie Bank Ltd., 3.624%, 06/03/2030 | | | | | 209,969 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
264,000 (6) | | | Morgan Stanley, 2.188%-5.500%, 07/28/2021-04/22/2039 | | | | $ | 296,020 | | | | | | 0.1 | | |
55,000 (4) | | | New York Life Global Funding, 2.875%, 04/10/2024 | | | | | 59,355 | | | | | | 0.0 | | |
28,000 (4) | | | Northwestern Mutual Life Insurance Co/The, 3.625%, 09/30/2059 | | | | | 31,199 | | | | | | 0.0 | | |
70,000 | | | Royal Bank of Canada, 0.956%, (US0003M + 0.660)%, 10/05/2023 | | | | | 70,147 | | | | | | 0.0 | | |
40,000 (4) | | | Scentre Group Trust 1 / Scentre Group Trust 2, 3.625%, 01/28/2026 | | | | | 41,994 | | | | | | 0.0 | | |
34,000 (4) | | | Scentre Group Trust 1 / Scentre Group Trust 2, 4.375%, 05/28/2030 | | | | | 37,426 | | | | | | 0.0 | | |
25,000 (4) | | | Teachers Insurance & Annuity Association of America, 3.300%, 05/15/2050 | | | | | 25,827 | | | | | | 0.0 | | |
23,000 (4) | | | UBS AG/London, 1.750%, 04/21/2022 | | | | | 23,440 | | | | | | 0.0 | | |
271,000 (6) | | | Wells Fargo & Co., 2.393%-4.750%, 01/24/2024-12/07/2046 | | | | | 295,826 | | | | | | 0.1 | | |
2,935,000 | | | Other Securities | | | | | 3,147,669 | | | | | | 0.9 | | |
| | | | | | | | 7,609,821 | | | | | | 2.3 | | |
| | | Industrial: 0.3% | | ||||||||||||
6,000 (4) | | | Aviation Capital Group LLC, 4.375%, 01/30/2024 | | | | | 5,643 | | | | | | 0.0 | | |
37,000 (4) | | | Carrier Global Corp., 2.493%, 02/15/2027 | | | | | 37,742 | | | | | | 0.0 | | |
20,000 (4) | | | Carrier Global Corp., 2.722%, 02/15/2030 | | | | | 20,088 | | | | | | 0.0 | | |
20,000 (4) | | | Carrier Global Corp., 3.577%, 04/05/2050 | | | | | 19,602 | | | | | | 0.0 | | |
62,000 (4) | | | CCL Industries, Inc., 3.050%, 06/01/2030 | | | | | 63,560 | | | | | | 0.0 | | |
56,000 (4) | | | Raytheon Technologies Corp., 3.200%, 03/15/2024 | | | | | 60,295 | | | | | | 0.0 | | |
793,000 | | | Other Securities | | | | | 882,941 | | | | | | 0.3 | | |
| | | | | | | | 1,089,871 | | | | | | 0.3 | | |
| | | Technology: 0.3% | | ||||||||||||
170,000 | | | Apple, Inc., 2.650%-3.750%, 09/12/2047-05/11/2050 | | | | | 199,388 | | | | | | 0.1 | | |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Technology (continued) | | ||||||||||||
41,000 (4) | | | Broadcom, Inc., 4.300%, 11/15/2032 | | | | $ | 45,369 | | | | | | 0.0 | | |
25,000 (4) | | | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | | | | | 28,683 | | | | | | 0.0 | | |
15,000 (4) | | | Infor, Inc., 1.450%, 07/15/2023 | | | | | 15,135 | | | | | | 0.0 | | |
18,000 (4) | | | Infor, Inc., 1.750%, 07/15/2025 | | | | | 18,097 | | | | | | 0.0 | | |
37,000 (4) | | | Microchip Technology, Inc., 2.670%, 09/01/2023 | | | | | 38,104 | | | | | | 0.0 | | |
20,000 (4) | | | NXP BV / NXP Funding LLC / NXP USA, Inc., 3.400%, 05/01/2030 | | | | | 21,565 | | | | | | 0.0 | | |
554,000 | | | Other Securities | | | | | 616,524 | | | | | | 0.2 | | |
| | | | | | | | 982,865 | | | | | | 0.3 | | |
| | | Utilities: 1.0% | | ||||||||||||
16,000 (4) | | | AES Corp./The, 3.950%, 07/15/2030 | | | | | 16,950 | | | | | | 0.0 | | |
50,000 (4) | | | American Transmission Systems, Inc., 5.000%, 09/01/2044 | | | | | 62,183 | | | | | | 0.1 | | |
50,000 (4) | | | American Transmission Systems, Inc., 5.250%, 01/15/2022 | | | | | 52,983 | | | | | | 0.0 | | |
39,000 (4) | | | Cleveland Electric Illuminating Co/The, 3.500%, 04/01/2028 | | | | | 42,771 | | | | | | 0.0 | | |
12,000 (4) | | | IPALCO Enterprises, Inc., 4.250%, 05/01/2030 | | | | | 13,050 | | | | | | 0.0 | | |
50,000 (4) | | | Jersey Central Power & Light Co., 4.300%, 01/15/2026 | | | | | 57,898 | | | | | | 0.0 | | |
50,000 (4) | | | Jersey Central Power & Light Co., 4.700%, 04/01/2024 | | | | | 56,135 | | | | | | 0.0 | | |
12,000 (4) | | | Metropolitan Edison Co., 4.000%, 04/15/2025 | | | | | 13,439 | | | | | | 0.0 | | |
15,000 (4) | | | Narragansett Electric Co/The, 3.395%, 04/09/2030 | | | | | 16,912 | | | | | | 0.0 | | |
8,000 (4) | | | Puget Energy, Inc., 4.100%, 06/15/2030 | | | | | 8,848 | | | | | | 0.0 | | |
2,810,000 (2)(7) | | | Other Securities | | | | | 3,053,267 | | | | | | 0.9 | | |
| | | | | | | | 3,394,436 | | | | | | 1.0 | | |
| | | Total Corporate Bonds/Notes (Cost $20,235,152) | | | | | 21,513,587 | | | | | | 6.4 | | |
|
Voya Balanced Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 4.4% | | |||||||||||||||
90,601 | | | Alternative Loan Trust 2004-J7 MI, 1.205%, (US0001M + 1.020)%, 10/25/2034 | | | | $ | 86,966 | | | | | | 0.1 | | |
70,954 | | | Alternative Loan Trust 2005-10CB 1A1, 0.685%, (US0001M + 0.500)%, 05/25/2035 | | | | | 56,359 | | | | | | 0.0 | | |
57,334 | | | Alternative Loan Trust 2005-51 3A2A, 2.794%, (12MTA + 1.290)%, 11/20/2035 | | | | | 51,680 | | | | | | 0.0 | | |
115,996 | | | Alternative Loan Trust 2005-J2 1A12, 0.585%, (US0001M + 0.400)%, 04/25/2035 | | | | | 94,190 | | | | | | 0.1 | | |
109,370 | | | Alternative Loan Trust 2006-19CB A12, 0.585%, (US0001M + 0.400)%, 08/25/2036 | | | | | 59,556 | | | | | | 0.0 | | |
81,737 | | | Alternative Loan Trust 2006-HY11 A1, 0.305%, (US0001M + 0.120)%, 06/25/2036 | | | | | 75,365 | | | | | | 0.0 | | |
29,831 | | | Alternative Loan Trust 2007-23CB A3, 0.685%, (US0001M + 0.500)%, 09/25/2037 | | | | | 11,893 | | | | | | 0.0 | | |
145,805 | | | Alternative Loan Trust 2007-2CB 2A1, 0.785%, (US0001M + 0.600)%, 03/25/2037 | | | | | 72,204 | | | | | | 0.0 | | |
60,179 | | | Bear Stearns Mortgage Funding Trust 2006-AR5 2A1, 0.375%, (US0001M + 0.190)%, 01/25/2037 | | | | | 51,851 | | | | | | 0.0 | | |
78,339 (6) | | | Citigroup Mortgage Loan Trust 2006-AR2 1A1, 3.867%, 03/25/2036 | | | | | 68,531 | | | | | | 0.0 | | |
51,798 (6) | | | Citigroup Mortgage Loan Trust 2007-10 22AA, 3.934%, 09/25/2037 | | | | | 48,769 | | | | | | 0.0 | | |
265,292 (4)(6) | | | COLT 2018-4 A1 Mortgage Loan Trust, 4.006%, 12/28/2048 | | | | | 270,383 | | | | | | 0.1 | | |
200,000 (4)(6) | | | Deephaven Residential Mortgage Trust 2018-1A M1, 3.939%, 12/25/2057 | | | | | 199,173 | | | | | | 0.1 | | |
200,000 (4)(6) | | | Deephaven Residential Mortgage Trust 2019-1A M1, 4.402%, 08/25/2058 | | | | | 198,684 | | | | | | 0.0 | | |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
633,991 | | | Fannie Mae 2011-113 CL, 4.000%, 11/25/2041 | | | | $ | 685,831 | | | | | | 0.2 | | |
398,507 | | | Fannie Mae 2011-99 CZ, 4.500%, 10/25/2041 | | | | | 457,635 | | | | | | 0.1 | | |
139,292 | | | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 4.185%, (US0001M + 4.000)%, 05/25/2025 | | | | | 141,821 | | | | | | 0.0 | | |
197,804 | | | Fannie Mae Connecticut Avenue Securities 2016-C05 2M2, 4.635%, (US0001M + 4.450)%, 01/25/2029 | | | | | 203,746 | | | | | | 0.1 | | |
66,327 | | | Fannie Mae Connecticut Avenue Securities 2016-C07 2M2, 4.535%, (US0001M + 4.350)%, 05/25/2029 | | | | | 69,194 | | | | | | 0.0 | | |
90,837 | | | Fannie Mae Connecticut Avenue Securities 2017-C02 2M2, 3.835%, (US0001M + 3.650)%, 09/25/2029 | | | | | 91,671 | | | | | | 0.0 | | |
200,000 | | | Fannie Mae Connecticut Avenue Securities 2017-C03 1M2, 3.185%, (US0001M + 3.000)%, 10/25/2029 | | | | | 203,056 | | | | | | 0.1 | | |
191,352 | | | Fannie Mae Connecticut Avenue Securities 2017-C04 2M2, 3.035%, (US0001M + 2.850)%, 11/25/2029 | | | | | 189,773 | | | | | | 0.1 | | |
250,890 | | | Fannie Mae Connecticut Avenue Securities 2017-C07 1M2, 2.585%, (US0001M + 2.400)%, 05/28/2030 | | | | | 247,557 | | | | | | 0.1 | | |
73,497 | | | Fannie Mae Connecticut Avenue Securities 2017-CO6 2M2, 2.985%, (US0001M + 2.800)%, 02/25/2030 | | | | | 72,885 | | | | | | 0.0 | | |
194,701 | | | Fannie Mae Connecticut Avenue Securities 2018-C02 2M2, 2.385%, (US0001M + 2.200)%, 08/25/2030 | | | | | 192,125 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
170,810 | | | Fannie Mae Connecticut Avenue Securities 2018-C04 2M2, 2.735%, (US0001M + 2.550)%, 12/25/2030 | | | | $ | 169,703 | | | | | | 0.1 | | |
91,643 | | | Fannie Mae Connecticut Avenue Securities 2018-C05 1M2, 2.535%, (US0001M + 2.350)%, 01/25/2031 | | | | | 90,443 | | | | | | 0.0 | | |
208,783 | | | Fannie Mae Connecticut Avenue Securities 2018-C06 1M2, 2.185%, (US0001M + 2.000)%, 03/25/2031 | | | | | 202,132 | | | | | | 0.1 | | |
137,484 (4) | | | Fannie Mae Connecticut Avenue Securities 2019-R02 1M2, 2.485%, (US0001M + 2.300)%, 08/25/2031 | | | | | 136,575 | | | | | | 0.0 | | |
200,000 (4) | | | Fannie Mae Connecticut Avenue Securities Trust 2020-R01 1M2, 2.235%, (US0001M + 2.050)%, 01/25/2040 | | | | | 192,433 | | | | | | 0.1 | | |
271,724 | | | Fannie Mae REMIC Trust 2009-19 PW, 4.500%, 10/25/2036 | | | | | 307,162 | | | | | | 0.1 | | |
250,949 (6) | | | Fannie Mae REMIC Trust 2009-50 HZ, 5.544%, 02/25/2049 | | | | | 285,734 | | | | | | 0.1 | | |
174,280 | | | Fannie Mae REMIC Trust 2011-30 ZA, 5.000%, 04/25/2041 | | | | | 194,553 | | | | | | 0.1 | | |
221,603 | | | Fannie Mae REMIC Trust 2011-9 AZ, 5.000%, 05/25/2040 | | | | | 245,962 | | | | | | 0.1 | | |
437,236 | | | Fannie Mae REMICS 2009-96 DB, 4.000%, 11/25/2029 | | | | | 470,419 | | | | | | 0.1 | | |
114,368 | | | Fannie Mae REMICS 2011-10 ZC, 5.000%, 02/25/2041 | | | | | 132,871 | | | | | | 0.0 | | |
475,579 | | | Fannie Mae REMICS 2013-16 GD, 3.000%, 03/25/2033 | | | | | 497,533 | | | | | | 0.1 | | |
145,580 | | | Fannie Mae REMICS 2018-8 AB, 3.500%, 10/25/2047 | | | | | 154,154 | | | | | | 0.0 | | |
94,895 (4)(6) | | | Flagstar Mortgage Trust 2018-1 B2, 4.026%, 03/25/2048 | | | | | 93,140 | | | | | | 0.1 | | |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
94,895 (4)(6) | | | Flagstar Mortgage Trust 2018-1 B3, 4.026%, 03/25/2048 | | | | $ | 90,422 | | | | | | 0.0 | | |
239,155 | | | Freddie Mac 4634 ZM, 5.000%, 11/15/2056 | | | | | 331,384 | | | | | | 0.1 | | |
89,106 | | | Freddie Mac REMIC Trust 2114 ZM, 6.000%, 01/15/2029 | | | | | 98,900 | | | | | | 0.0 | | |
70,686 | | | Freddie Mac REMIC Trust 2541 NE, 5.500%, 12/15/2032 | | | | | 82,078 | | | | | | 0.0 | | |
20,526 | | | Freddie Mac REMIC Trust 2861 Z, 5.500%, 09/15/2034 | | | | | 24,329 | | | | | | 0.0 | | |
52,067 | | | Freddie Mac REMIC Trust 2931 ZY, 5.000%, 02/15/2035 | | | | | 59,685 | | | | | | 0.0 | | |
159,029 | | | Freddie Mac REMIC Trust 3117 ZA, 5.500%, 02/15/2036 | | | | | 182,529 | | | | | | 0.1 | | |
62,849 | | | Freddie Mac REMIC Trust 3351 ZC, 5.500%, 07/15/2037 | | | | | 73,778 | | | | | | 0.0 | | |
59,598 (6)(8) | | | Freddie Mac REMIC Trust 3524 LA, 5.096%, 03/15/2033 | | | | | 67,753 | | | | | | 0.0 | | |
61,836 | | | Freddie Mac REMIC Trust 3724 CM, 5.500%, 06/15/2037 | | | | | 72,788 | | | | | | 0.0 | | |
13,878 | | | Freddie Mac REMIC Trust 4000 PA, 4.500%, 01/15/2042 | | | | | 15,699 | | | | | | 0.0 | | |
267,778 | | | Freddie Mac REMIC Trust 4203 BN, 3.000%, 04/15/2033 | | | | | 291,931 | | | | | | 0.1 | | |
517,779 | | | Freddie Mac REMIC Trust 4335 ZX, 4.250%, 05/15/2044 | | | | | 604,892 | | | | | | 0.2 | | |
517,779 | | | Freddie Mac REMIC Trust 435 XZ, 4.250%, 05/15/2044 | | | | | 609,403 | | | | | | 0.2 | | |
422,591 | | | Freddie Mac REMICS 4495 PA, 3.500%, 09/15/2043 | | | | | 443,295 | | | | | | 0.1 | | |
24,144 | | | Freddie Mac REMICS 4678 AB, 4.000%, 06/15/2044 | | | | | 24,831 | | | | | | 0.0 | | |
1,000,000 | | | Freddie Mac REMICS 4791 MT, 3.500%, 05/15/2044 | | | | | 1,029,813 | | | | | | 0.3 | | |
Voya Balanced Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
200,000 (4) | | | Freddie Mac Stacr Remic Trust 2020-HQA2 M2, 3.285%, (US0001M + 3.100)%, 03/25/2050 | | | | $ | 194,024 | | | | | | 0.1 | | |
700,000 (4) | | | Freddie Mac Stacr Trust 2018-HQA2 M2, 2.485%, (US0001M + 2.300)%, 10/25/2048 | | | | | 680,414 | | | | | | 0.2 | | |
100,000 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA3 M3, 4.885%, (US0001M + 4.700)%, 04/25/2028 | | | | | 104,994 | | | | | | 0.0 | | |
275,224 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-DNA1 M3, 5.718%, (US0001M + 5.550)%, 07/25/2028 | | | | | 290,038 | | | | | | 0.1 | | |
148,274 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA3 M2, 2.535%, (US0001M + 2.350)%, 04/25/2030 | | | | | 149,091 | | | | | | 0.1 | | |
80,150 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-HQA1 M2, 2.485%, (US0001M + 2.300)%, 09/25/2030 | | | | | 79,709 | | | | | | 0.0 | | |
702,253 | | | Ginnie Mae 2013-8 BE, 1.750%, 11/20/2042 | | | | | 718,193 | | | | | | 0.2 | | |
55,530 | | | Ginnie Mae Series 2009-29 PB, 4.750%, 05/20/2039 | | | | | 63,334 | | | | | | 0.0 | | |
365,340 | | | Ginnie Mae Series 2010-164 JZ, 4.000%, 12/20/2040 | | | | | 404,370 | | | | | | 0.2 | | |
20,679 | | | Ginnie Mae Series 2011-169 BC, 7.000%, 05/16/2032 | | | | | 23,166 | | | | | | 0.0 | | |
94,347 (4)(6) | | | GS Mortgage-Backed Securities Corp. Trust 2020-PJ2 A4, 3.500%, 07/25/2050 | | | | | 96,627 | | | | | | 0.0 | | |
46,360 | | | HomeBanc Mortgage Trust 2004-1 2A, 1.045%, (US0001M + 0.860)%, 08/25/2029 | | | | | 43,993 | | | | | | 0.0 | | |
41,087 | | | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 0.395%, (US0001M + 0.210)%, 04/25/2046 | | | | | 36,423 | | | | | | 0.0 | | |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
37,856 | | | Lehman XS Trust Series 2005-5N 1A2, 0.545%, (US0001M + 0.360)%, 11/25/2035 | | | | $ | 31,167 | | | | | | 0.0 | | |
52,124 | | | Morgan Stanley Mortgage Loan Trust 2007-13 6A1, 6.000%, 10/25/2037 | | | | | 41,420 | | | | | | 0.0 | | |
72,526 | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 A1C3, 0.695%, (US0001M + 0.510)%, 08/25/2045 | | | | | 73,316 | | | | | | 0.0 | | |
39,308 | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR13 A1C3, 0.675%, (US0001M + 0.490)%, 10/25/2045 | | | | | 37,156 | | | | | | 0.0 | | |
176,059 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 2.464%, (12MTA + 0.960)%, 08/25/2046 | | | | | 116,233 | | | | | | 0.1 | | |
21,851 | | | Wells Fargo Alternative Loan 2007-PA2 2A1, 0.615%, (US0001M + 0.430)%, 06/25/2037 | | | | | 17,258 | | | | | | 0.0 | | |
20,634 (6) | | | Wells Fargo Mortgage Backed Securities 2006-AR4 2A4, 4.018%, 04/25/2036 | | | | | 19,412 | | | | | | 0.0 | | |
28,712 (6) | | | Wells Fargo Mortgage Backed Securities 2007-AR7 A1, 4.338%, 12/28/2037 | | | | | 25,812 | | | | | | 0.0 | | |
100,000 (4)(6) | | | Wells Fargo Mortgage Backed Securities 2020-2 A5 Trust, 3.000%, 12/25/2049 | | | | | 105,540 | | | | | | 0.0 | | |
479,005 | | | Other Securities | | | | | 436,344 | | | | | | 0.1 | | |
| | | Total Collateralized Mortgage Obligations (Cost $14,456,107) | | | | | 14,965,256 | | | | | | 4.4 | | |
U.S. TREASURY OBLIGATIONS: 1.3% | | |||||||||||||||
| | | U.S. Treasury Bonds: 0.7% | | ||||||||||||
663,300 | | | 0.625%,05/15/2030 | | | | | 661,383 | | | | | | 0.2 | | |
1,023,000 | | | 1.125%,05/15/2040 | | | | | 1,013,629 | | | | | | 0.3 | | |
661,000 | | | 2.000%,02/15/2050 | | | | | 756,819 | | | | | | 0.2 | | |
| | | | | | | | 2,431,831 | | | | | | 0.7 | | |
Voya Balanced Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
U.S. TREASURY OBLIGATIONS: (continued) | | |||||||||||||||
| | | U.S. Treasury Notes: 0.6% | | ||||||||||||
636,000 | | | 0.250%,06/15/2023 | | | | $ | 637,391 | | | | | | 0.2 | | |
1,189,000 | | | 0.125%-1.125%, 08/31/2021-06/30/2027 | | | | | 1,190,623 | | | | | | 0.4 | | |
| | | | | | | | 1,828,014 | | | | | | 0.6 | | |
| | | Total U.S. Treasury Obligations (Cost $4,251,110) | | | | | 4,259,845 | | | | | | 1.3 | | |
U.S. GOVERNMENT AGENCY OBLIGATIONS: 1.5% | | |||||||||||||||
| | | Federal Home Loan Mortgage Corporation: 0.4%(9) | | ||||||||||||
1,153,106 | | | 2.500%-6.500%, 05/01/2030-09/01/2045 | | | | | 1,268,389 | | | | | | 0.4 | | |
| | | Government National Mortgage Association: 0.2% | | ||||||||||||
625,549 (6) | | | 4.000%-5.140%, 11/20/2040-10/20/2060 | | | | | 684,787 | | | | | | 0.2 | | |
| | | Uniform Mortgage-Backed Securities: 0.9% | | ||||||||||||
593,059 | | | 3.500%,08/01/2046 | | | | | 648,636 | | | | | | 0.2 | | |
2,299,549 (10) | | | 2.500%-7.000%, 06/01/2029-08/13/2050 | | | | | 2,504,964 | | | | | | 0.7 | | |
| | | | | | | | 3,153,600 | | | | | | 0.9 | | |
| | | Total U.S. Government Agency Obligations (Cost $4,853,311) | | | | | 5,106,776 | | | | | | 1.5 | | |
ASSET-BACKED SECURITIES: 2.7% | | |||||||||||||||
| | | Automobile Asset-Backed Securities: 0.3% | | ||||||||||||
100,000 (4) | | | Tesla Auto Lease Trust 2018-B C, 4.360%, 10/20/2021 | | | | | 102,009 | | | | | | 0.0 | | |
100,000 (4) | | | Toyota Auto Loan Extended Note Trust 2020-1A A, 1.350%, 05/25/2033 | | | | | 101,675 | | | | | | 0.0 | | |
900,000 | | | Other Securities | | | | | 923,828 | | | | | | 0.3 | | |
| | | | | | | | 1,127,512 | | | | | | 0.3 | | |
| | | Home Equity Asset-Backed Securities: 0.1% | | ||||||||||||
420,203 | | | Other Securities | | | | | 367,663 | | | | | | 0.1 | | |
| | |||||||||||||||
| | | Other Asset-Backed Securities: 1.9% | | ||||||||||||
300,000 (4) | | | ARES XLVI CLO Ltd. 2017-46A A2, 2.449%, (US0003M + 1.230)%, 01/15/2030 | | | | | 288,295 | | | | | | 0.1 | | |
250,000 (4) | | | Benefit Street Partners CLO VIII Ltd. 2015-8A A1BR, 2.335%, (US0003M + 1.200)%, 01/20/2031 | | | | | 241,241 | | | | | | 0.1 | | |
250,000 (4) | | | BlueMountain CLO 2015-1A BR, 3.811%, (US0003M + 2.500)%, 04/13/2027 | | | | | 247,817 | | | | | | 0.1 | | |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
16,450 | | | Chase Funding Trust Series 2003-5 2A2, 0.785%, (US0001M + 0.600)%, 07/25/2033 | | | | $ | 15,207 | | | | | | 0.0 | | |
250,000 (4) | | | Clear Creek CLO 2015-1A CR, 3.085%, (US0003M + 1.950)%, 10/20/2030 | | | | | 234,415 | | | | | | 0.1 | | |
250,000 (4) | | | Deer Creek Clo Ltd. 2017-1A A, 2.315%, (US0003M + 1.180)%, 10/20/2030 | | | | | 244,743 | | | | | | 0.1 | | |
98,250 (4) | | | Domino’s Pizza Master Issuer LLC 2018-1A A211, 4.328%, 07/25/2048 | | | | | 107,261 | | | | | | 0.0 | | |
98,750 (4) | | | Driven Brands Funding LLC 2019-1A A2, 4.641%, 04/20/2049 | | | | | 104,599 | | | | | | 0.0 | | |
250,000 (4) | | | Dryden Senior Loan Fund 2017-47A A2, 2.569%, (US0003M + 1.350)%, 04/15/2028 | | | | | 241,891 | | | | | | 0.1 | | |
250,000 (4) | | | Eaton Vance Clo 2015-1A A2R Ltd., 2.385%, (US0003M + 1.250)%, 01/20/2030 | | | | | 242,851 | | | | | | 0.1 | | |
99,250 (4) | | | Five Guys Holdings, Inc. 2017-1A A2, 4.600%, 07/25/2047 | | | | | 100,133 | | | | | | 0.0 | | |
30,477 (4) | | | HERO Funding Trust 2015-2A A, 3.990%, 09/20/2040 | | | | | 31,799 | | | | | | 0.0 | | |
173,308 (4) | | | Invitation Homes 2017-SFR2 A Trust, 1.044%, (US0001M + 0.850)%, 12/17/2036 | | | | | 171,653 | | | | | | 0.0 | | |
267,012 (4) | | | J.G. Wentworth XXXIX LLC 2017-2A A, 3.530%, 09/15/2072 | | | | | 289,506 | | | | | | 0.1 | | |
250,000 (4) | | | Jay Park CLO Ltd. 2016-1A BR, 3.135%, (US0003M + 2.000)%, 10/20/2027 | | | | | 242,797 | | | | | | 0.1 | | |
250,000 (4) | | | LCM XXIV Ltd. 24A A, 2.445%, (US0003M + 1.310)%, 03/20/2030 | | | | | 245,326 | | | | | | 0.1 | | |
250,000 (4) | | | Marlette Funding Trust 2019-2A C, 4.110%, 07/16/2029 | | | | | 218,867 | | | | | | 0.1 | | |
200,000 (4)(6) | | | Mill City Mortgage Loan Trust 2017-2 M2, 3.250%, 07/25/2059 | | | | | 212,370 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
63,208 (4) | | | Mosaic Solar Loan Trust 2018-1A A, 4.010%, 06/22/2043 | | | | $ | 64,079 | | | | | | 0.0 | | |
92,876 (4) | | | Mosaic Solar Loan Trust 2018-2-GS B, 4.740%, 02/22/2044 | | | | | 93,348 | | | | | | 0.0 | | |
250,000 (4) | | | Newark BSL CLO 1 Ltd. 2016-1A A1R, 2.091%, (US0003M + 1.100)%, 12/21/2029 | | | | | 245,567 | | | | | | 0.1 | | |
500,000 (4) | | | OCP CLO 2020-18A A Ltd., 2.053%, (US0003M + 1.800)%, 04/20/2030 | | | | | 500,989 | | | | | | 0.1 | | |
250,000 (4) | | | Octagon Investment Partners XIV Ltd. 2012-1A A1BR, 2.594%, (US0003M + 1.375)%, 07/15/2029 | | | | | 242,094 | | | | | | 0.0 | | |
250,000 (4) | | | Octagon Investment Partners XVII Ltd. 2013-1A A1R2, 1.991%, (US0003M + 1.000)%, 01/25/2031 | | | | | 243,170 | | | | | | 0.1 | | |
250,000 (4) | | | Palmer Square CLO 2015-2A A1R2 Ltd., 2.235%, (US0003M + 1.100)%, 07/20/2030 | | | | | 244,948 | | | | | | 0.1 | | |
98,250 (4) | | | Planet Fitness Master Issuer LLC 2018-1A A2I, 4.262%, 09/05/2048 | | | | | 99,179 | | | | | | 0.0 | | |
99,906 (4) | | | Sunnova Sol Issuer LLC 2020-1A A, 3.350%, 02/01/2055 | | | | | 98,031 | | | | | | 0.0 | | |
98,500 (4) | | | Taco Bell Funding LLC 2018-1A A2II, 4.940%, 11/25/2048 | | | | | 106,886 | | | | | | 0.0 | | |
250,000 (4) | | | THL Credit Wind River 2016-2A A1R CLO Ltd., 1.877%, (US0003M + 1.190)%, 11/01/2031 | | | | | 243,277 | | | | | | 0.0 | | |
250,000 (4) | | | THL Credit Wind River 2017-2A A CLO Ltd., 2.365%, (US0003M + 1.230)%, 07/20/2030 | | | | | 245,225 | | | | | | 0.1 | | |
250,000 (4) | | | Tiaa Clo III Ltd. 2017-2A A, 2.326%, (US0003M + 1.150)%, 01/16/2031 | | | | | 240,644 | | | | | | 0.1 | | |
97,500 (4) | | | Wendys Funding LLC 2018-1A A2I, 3.573%, 03/15/2048 | | | | | 101,176 | | | | | | 0.0 | | |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
97,500 (4) | | | Wendy’s Funding LLC 2018-1A A2II, 3.884%, 03/15/2048 | ��� | | | $ | 103,097 | | | | | | 0.1 | | |
100,000 | | | Other Securities | | | | | 101,832 | | | | | | 0.0 | | |
| | | | | | | | 6,454,313 | | | | | | 1.9 | | |
| | | Student Loan Asset-Backed Securities: 0.4% | | ||||||||||||
63,742 (4) | | | Commonbond Student Loan Trust 2017-BGS A1, 2.680%, 09/25/2042 | | | | | 64,829 | | | | | | 0.0 | | |
53,679 (4) | | | Commonbond Student Loan Trust 2018-AGS A1, 3.210%, 02/25/2044 | | | | | 55,227 | | | | | | 0.0 | | |
129,096 (4) | | | Commonbond Student Loan Trust 2018-BGS B, 3.990%, 09/25/2045 | | | | | 132,816 | | | | | | 0.1 | | |
100,000 (4) | | | Commonbond Student Loan Trust 2020-AGS A, 1.980%, 08/25/2050 | | | | | 101,043 | | | | | | 0.0 | | |
100,000 (4) | | | Navient Private Education Refi Loan Trust 2020-DA A, 1.690%, 05/15/2069 | | | | | 100,476 | | | | | | 0.0 | | |
100,000 (4) | | | Sofi Professional Loan Program 2018-D A2FX Trust, 3.600%, 02/25/2048 | | | | | 105,954 | | | | | | 0.1 | | |
100,000 (4) | | | Sofi Professional Loan Program 2019-C A2FX LLC, 2.370%, 11/16/2048 | | | | | 102,211 | | | | | | 0.0 | | |
200,000 (4) | | | SoFi Professional Loan Program 2020-C AFX Trust, 1.950%, 02/15/2046 | | | | | 203,189 | | | | | | 0.1 | | |
10,066 (4) | | | DRB Prime Student Loan Trust 2015-B A2, 3.170%, 07/25/2031 | | | | | 10,178 | | | | | | 0.0 | | |
21,553 (4) | | | DRB Prime Student Loan Trust 2015-D A2, 3.200%, 01/25/2040 | | | | | 21,889 | | | | | | 0.0 | | |
21,277 (4) | | | Earnest Student Loan Program, LLC 2016-A B, 2.500%, 01/25/2039 | | | | | 21,186 | | | | | | 0.0 | | |
100,000 (4) | | | Navient Private Education Refi Loan Trust 2019-A A2A, 3.420%, 01/15/2043 | | | | | 102,526 | | | | | | 0.0 | | |
100,000 (4) | | | SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/2041 | | | | | 99,495 | | | | | | 0.1 | | |
100,000 (4) | | | SMB Private Education Loan Trust 2020-PTA A2A, 1.600%, 09/15/2054 | | | | | 98,805 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Student Loan Asset-Backed Securities (continued) | | ||||||||||||
100,000 (4) | | | Sofi Professional Loan Program 2018-C A2FX Trust, 3.590%, 01/25/2048 | | | | $ | 104,515 | | | | | | 0.0 | | |
| | | | | | | | 1,324,339 | | | | | | 0.4 | | |
| | | Total Asset-Backed Securities (Cost $9,254,450) | | | | | 9,273,827 | | | | | | 2.7 | | |
COMMERCIAL MORTGAGE-BACKED SECURITIES: 1.3% | | |||||||||||||||
80,000 (4)(6) | | | BAMLL Re-REMIC Trust 2016-FRR16 B, 0.993%, 05/27/2021 | | | | | 77,514 | | | | | | 0.0 | | |
3,000,000 (6)(8) | | | BANK 2017-BNK8 XB, 0.222%, 11/15/2050 | | | | | 36,414 | | | | | | 0.0 | | |
992,850 (6)(8) | | | BANK 2019-BNK16 XA, 1.125%, 02/15/2052 | | | | | 63,193 | | | | | | 0.0 | | |
2,180,000 (4)(6)(8) | | | BBCCRE Trust 2015-GTP XA, 0.749%, 08/10/2033 | | | | | 62,876 | | | | | | 0.0 | | |
996,104 (6)(8) | | | Benchmark 2019-B9 XA Mortgage Trust, 1.212%, 03/15/2052 | | | | | 71,449 | | | | | | 0.0 | | |
191,080 (4) | | | BX Commercial Mortgage Trust 2019-XL J, 2.835%, (US0001M + 2.650)%, 10/15/2036 | | | | | 181,354 | | | | | | 0.1 | | |
100,000 (4) | | | BX Trust 2019-CALM E, 2.185%, (US0001M + 2.000)%, 11/25/2028 | | | | | 94,557 | | | | | | 0.0 | | |
100,000 (4) | | | BXMT 2017-FL1 B Ltd., 1.694%, (US0001M + 1.500)%, 06/15/2035 | | | | | 98,379 | | | | | | 0.0 | | |
100,000 (4) | | | BXMT 2020-FL2 B Ltd., 1.594%, (US0001M + 1.400)%, 02/16/2037 | | | | | 94,229 | | | | | | 0.0 | | |
813,247 (6)(8) | | | CD 2017-CD4 Mortgage Trust XA, 1.457%, 05/10/2050 | | | | | 49,865 | | | | | | 0.0 | | |
100,000 (6) | | | Citigroup Commercial Mortgage Trust 2013-GC17 C, 5.261%, 11/10/2046 | | | | | 96,885 | | | | | | 0.1 | | |
965,723 (6)(8) | | | Citigroup Commercial Mortgage Trust 2016-P4 XA, 2.127%, 07/10/2049 | | | | | 79,620 | | | | | | 0.0 | | |
1,317,573 (6)(8) | | | Citigroup Commercial Mortgage Trust 2017-C4 XA, 1.251%, 10/12/2050 | | | | | 69,663 | | | | | | 0.0 | | |
80,000 (6) | | | Citigroup Commercial Mortgage Trust 2017-P8 C, 4.410%, 09/15/2050 | | | | | 71,689 | | | | | | 0.0 | | |
984,787 (6)(8) | | | Citigroup Commercial Mortgage Trust 2017-P8 XA, 1.054%, 09/15/2050 | | | | | 49,336 | | | | | | 0.0 | | |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
1,471,389 (6)(8) | | | Citigroup Commercial Mortgage Trust 2018-C5 XA, 0.755%, 06/10/2051 | | | | $ | 64,330 | | | | | | 0.0 | | |
1,118,251 (6)(8) | | | Citigroup Commercial Mortgage Trust 2019-GC41 XA, 1.188%, 08/10/2056 | | | | | 82,263 | | | | | | 0.1 | | |
60,000 | | | Citigroup Commercial Mortgage Trust 2019-GC43 A4, 3.038%, 11/10/2052 | | | | | 66,922 | | | | | | 0.0 | | |
750,330 (6)(8) | | | COMM 2012-CR4 XA, 1.846%, 10/15/2045 | | | | | 25,116 | | | | | | 0.0 | | |
2,380,000 (4)(6)(8) | | | COMM 2012-CR4 XB, 0.766%, 10/15/2045 | | | | | 32,849 | | | | | | 0.0 | | |
1,577,245 (6)(8) | | | COMM 2016-CR28 XA, 0.775%, 02/10/2049 | | | | | 42,559 | | | | | | 0.0 | | |
750,558 (6)(8) | | | COMM 2017-COR2 XA, 1.321%, 09/10/2050 | | | | | 49,088 | | | | | | 0.1 | | |
110,000 (4)(6) | | | DBJPM 16-C3 Mortgage Trust, 3.632%, 08/10/2049 | | | | | 78,942 | | | | | | 0.0 | | |
130,000 (4)(6) | | | DBWF 2015-LCM D Mortgage Trust, 3.535%, 06/10/2034 | | | | | 107,031 | | | | | | 0.1 | | |
100,000 (4) | | | GS Mortgage Securities Corp. II 2018-RIVR F, 2.285%, (US0001M + 2.100)%, 07/15/2035 | | | | | 86,010 | | | | | | 0.0 | | |
100,000 (4)(6) | | | GS Mortgage Securities Trust 2010-C2 D, 5.352%, 12/10/2043 | | | | | 98,720 | | | | | | 0.1 | | |
100,000 (4)(6) | | | GS Mortgage Securities Trust 2010-C2 F, 4.548%, 12/10/2043 | | | | | 95,166 | | | | | | 0.0 | | |
1,165,262 (6)(8) | | | GS Mortgage Securities Trust 2014-GC22 XA, 1.139%, 06/10/2047 | | | | | 28,580 | | | | | | 0.0 | | |
1,900,081 (6)(8) | | | GS Mortgage Securities Trust 2016-GS4 XA, 0.683%, 11/10/2049 | | | | | 44,106 | | | | | | 0.0 | | |
851,785 (6)(8) | | | GS Mortgage Securities Trust 2017-GS6 XA, 1.185%, 05/10/2050 | | | | | 48,728 | | | | | | 0.0 | | |
50,000 | | | GS Mortgage Securities Trust 2019-GC38 A4, 3.968%, 02/10/2052 | | | | | 58,295 | | | | | | 0.0 | | |
1,225,586 (6)(8) | | | GS Mortgage Securities Trust 2019-GC38 XA, 1.124%, 02/10/2052 | | | | | 80,124 | | | | | | 0.0 | | |
90,000 | | | GS Mortgage Securities Trust 2019-GSA1 A4, 3.048%, 11/10/2052 | | | | | 99,857 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | �� | | | Value | | | Percentage of Net Assets | | ||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
100,000 (4)(6) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 G, 3.873%, 07/15/2046 | | | | $ | 88,849 | | | | | | 0.0 | | |
40,000 (4)(6) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 E, 3.986%, 01/15/2046 | | | | | 32,825 | | | | | | 0.0 | | |
1,276,447 (6)(8) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 XA, 0.822%, 12/15/2049 | | | | | 36,732 | | | | | | 0.0 | | |
100,000 (4)(6) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2020-LOOP E, 3.862%, 12/05/2038 | | | | | 81,920 | | | | | | 0.0 | | |
100,000 (4)(6) | | | JPMBB Commercial Mortgage Securities Trust 2013-C17 F, 3.867%, 01/15/2047 | | | | | 68,041 | | | | | | 0.0 | | |
494,313 (6)(8) | | | JPMBB Commercial Mortgage Securities Trust 2014-C19 XA, 0.903%, 04/15/2047 | | | | | 8,712 | | | | | | 0.0 | | |
100,000 | | | JPMCC Commercial Mortgage Securities Trust 2019-COR4 A5, 4.029%, 03/10/2052 | | | | | 117,117 | | | | | | 0.1 | | |
453,481 (4)(6)(8) | | | LB-UBS Commercial Mortgage Trust 2006-C7 XW, 0.877%, 11/15/2038 | | | | | 1,347 | | | | | | 0.0 | | |
1,647,576 (6)(8) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 XA, 1.150%, 12/15/2047 | | | | | 55,191 | | | | | | 0.0 | | |
62,000 | | | Morgan Stanley Capital I Trust 2019-H6 A4, 3.417%, 06/15/2052 | | | | | 70,249 | | | | | | 0.0 | | |
4,555,911 (6)(8) | | | Morgan Stanley Capital I Trust 2019-L3 XA, 0.766%, 11/15/2029 | | | | | 221,600 | | | | | | 0.1 | | |
75,000 | | | Morgan Stanley Capital I, Inc. 2017-HR2 D, 2.730%, 12/15/2050 | | | | | 49,935 | | | | | | 0.0 | | |
50,000 (4) | | | MRCD 2019-PARK E Mortgage Trust, 2.718%, 12/15/2036 | | | | | 46,542 | | | | | | 0.0 | | |
40,000 (4)(6) | | | UBS-Barclays Commercial Mortgage Trust 2012-C4 D, 4.621%, 12/10/2045 | | | | | 22,312 | | | | | | 0.0 | | |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
60,000 (4)(6) | | | UBS-Barclays Commercial Mortgage Trust 2012-C4 E, 4.621%, 12/10/2045 | | | | $ | 29,723 | | | | | | 0.0 | | |
80,000 | | | Wells Fargo Commercial Mortgage Trust 2018-C44 A5, 4.212%, 05/15/2051 | | | | | 93,816 | | | | | | 0.0 | | |
400,000 (4) | | | Wells Fargo Commercial Mortgage Trust 2018-C45 D, 3.000%, 06/15/2051 | | | | | 265,860 | | | | | | 0.1 | | |
1,084,341 (6)(8) | | | Wells Fargo Commercial Mortgage Trust 2019-C52 XA, 1.767%, 08/15/2052 | | | | | 112,488 | | | | | | 0.1 | | |
1,565,821 (4)(6)(8) | | | WFRBS Commercial Mortgage Trust 2012-C8 XA, 1.964%, 08/15/2045 | | | | | 42,696 | | | | | | 0.0 | | |
657,000 | | | Other Securities | | | | | 695,103 | | | | | | 0.2 | | |
| | | Total Commercial Mortgage-Backed Securities (Cost $4,830,564) | | | | | 4,526,767 | | | | | | 1.3 | | |
SOVEREIGN BONDS: 0.2% | | |||||||||||||||
100,000 (4) | | | Dominican Republic International Bond, 5.500%, 01/27/2025 | | | | | 101,514 | | | | | | 0.0 | | |
630,000 (2)(7) | | | Other Securities | | | | | 556,368 | | | | | | 0.2 | | |
| | | Total Sovereign Bonds (Cost $734,755) | | | | | 657,882 | | | | | | 0.2 | | |
|
| | | | | | Value | | | Percentage of Net Assets | | ||||||
PURCHASED OPTIONS(11): 0.0% | | |||||||||||||||
| | | Total Purchased Options (Cost $20,817) | | | | | 17,405 | | | | | | 0.0 | | |
| | | Total Long-Term Investments (Cost $321,164,676) | | | | | 333,425,081 | | | | | | 98.4 | | |
|
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
SHORT-TERM INVESTMENTS: 2.8% | | |||||||||||||||
| | | U.S. Treasury Bills: 0.3% | | ||||||||||||
650,000 (12) | | | United States Treasury Bill, 0.110%, 07/09/2020 | | | | | 649,983 | | | | | | 0.2 | | |
250,000 (12) | | | United States Treasury Bill, 0.120%, 07/28/2020 | | | | | 249,977 | | | | | | 0.1 | | |
| | | Total U.S. Treasury Bills (Cost $899,961) | | | | | 899,960 | | | | | | 0.3 | | |
|
Voya Balanced Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements: 2.5% | | ||||||||||||
1,981,800 (13) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/20, 0.10%, due 07/01/20 (Repurchase Amount $1,981,805, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $2,021,436, due 08/01/20-02/20/70) | | | | $ | 1,981,800 | | | | | | 0.6 | | |
1,534,398 (13) | | | Citadel Securities LLC, Repurchase Agreement dated 06/30/20, 0.15%, due 07/01/20 (Repurchase Amount $1,534,404, collateralized by various U.S. Government Securities, 0.000%-7.625%, Market Value plus accrued interest $1,565,093, due 07/31/20-11/15/49) | | | | | 1,534,398 | | | | | | 0.4 | | |
1,981,846 (13) | | | Citigroup, Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,981,851, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $2,021,483, due 07/31/21-05/20/70) | | | | | 1,981,846 | | | | | | 0.6 | | |
1,981,846 (13) | | | MUFG Securities America Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,981,851, collateralized by various U.S. Government Agency Obligations, 2.500%-8.000%, Market Value plus accrued interest $2,021,483, due 08/01/23-07/01/50) | | | | | 1,981,846 | | | | | | 0.6 | | |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
1,035,002 (13) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,035,005, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $1,055,702, due 07/31/20-07/01/50) | | | | $ | 1,035,002 | | | | | | 0.3 | | |
| | | Total Repurchase Agreements (Cost $8,514,892) | | | | | 8,514,892 | | | | | | 2.5 | | |
| | | Total Short-Term Investments (Cost $9,414,853) | | | | | 9,414,852 | | | | | | 2.8 | | |
| | | Total Investments in Securities (Cost $330,579,529) | | | | $ | 342,839,933 | | | | | | 101.2 | | |
| | | Liabilities in Excess of Other Assets | | | | | (4,138,543) | | | | | | (1.2) | | |
| | | Net Assets | | | | $ | 338,701,390 | | | | | | 100.0 | | |
|
aggregate respectively as of June 30, 2020.
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.
Voya Balanced Portfolio | as of June 30, 2020 (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, 2020 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Communication Services | | | | $ | 10,078,684 | | | | | $ | 1,411,864 | | | | | $ | — | | | | | $ | 11,490,548 | | |
Consumer Discretionary | | | | | 11,392,907 | | | | | | 2,534,962 | | | | | | — | | | | | | 13,927,869 | | |
Consumer Staples | | | | | 6,649,007 | | | | | | 3,380,530 | | | | | | — | | | | | | 10,029,537 | | |
Energy | | | | | 2,658,580 | | | | | | 865,979 | | | | | | — | | | | | | 3,524,559 | | |
Financials | | | | | 11,535,113 | | | | | | 4,400,658 | | | | | | — | | | | | | 15,935,771 | | |
Health Care | | | | | 15,258,396 | | | | | | 3,940,461 | | | | | | — | | | | | | 19,198,857 | | |
Industrials | | | | | 10,203,032 | | | | | | 3,993,475 | | | | | | — | | | | | | 14,196,507 | | |
Information Technology | | | | | 27,827,602 | | | | | | 2,184,372 | | | | | | — | | | | | | 30,011,974 | | |
Materials | | | | | 2,805,343 | | | | | | 2,225,283 | | | | | | — | | | | | | 5,030,626 | | |
Real Estate | | | | | 4,029,124 | | | | | | 857,514 | | | | | | — | | | | | | 4,886,638 | | |
Utilities | | | | | 3,350,103 | | | | | | 1,173,349 | | | | | | — | | | | | | 4,523,452 | | |
Total Common Stock | | | | | 105,787,891 | | | | | | 26,968,447 | | | | | | — | | | | | | 132,756,338 | | |
Exchange-Traded Funds | | | | | 90,330,860 | | | | | | — | | | | | | — | | | | | | 90,330,860 | | |
Mutual Funds | | | | | 49,958,678 | | | | | | — | | | | | | — | | | | | | 49,958,678 | | |
Preferred Stock | | | | | — | | | | | | 34,808 | | | | | | — | | | | | | 34,808 | | |
Rights | | | | | 23,052 | | | | | | — | | | | | | — | | | | | | 23,052 | | |
Purchased Options | | | | | — | | | | | | 17,405 | | | | | | — | | | | | | 17,405 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 21,513,587 | | | | | | — | | | | | | 21,513,587 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 14,965,256 | | | | | | — | | | | | | 14,965,256 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 5,106,776 | | | | | | — | | | | | | 5,106,776 | | |
Asset-Backed Securities | | | | | — | | | | | | 9,273,827 | | | | | | — | | | | | | 9,273,827 | | |
Sovereign Bonds | | | | | — | | | | | | 657,882 | | | | | | — | | | | | | 657,882 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 4,526,767 | | | | | | — | | | | | | 4,526,767 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 4,259,845 | | | | | | — | | | | | | 4,259,845 | | |
Short-Term Investments | | | | | — | | | | | | 9,414,852 | | | | | | — | | | | | | 9,414,852 | | |
Total Investments, at fair value | | | | $ | 246,100,481 | | | | | $ | 96,739,452 | | | | | $ | — | | | | | $ | 342,839,933 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | | — | | | | | | 65,285 | | | | | | — | | | | | | 65,285 | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 841 | | | | | | — | | | | | | 841 | | |
Futures | | | | | 327,772 | | | | | | — | | | | | | — | | | | | | 327,772 | | |
Total Assets | | | | $ | 246,428,253 | | | | | $ | 96,805,578 | | | | | $ | — | | | | | $ | 343,233,831 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | $ | — | | | | | $ | (74,785) | | | | | $ | — | | | | | $ | (74,785) | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | (36,538) | | | | | | — | | | | | | (36,538) | | |
Futures | | | | | (114,009) | | | | | | — | | | | | | — | | | | | | (114,009) | | |
Total Liabilities | | | | $ | (114,009) | | | | | $ | (111,323) | | | | | $ | — | | | | | $ | (225,332) | | |
Voya Balanced Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/19 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/2020 | | ��� | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Local Currency Debt Fund - Class P | | | | $ | 887,452 | | | | | $ | 19,147 | | | | | $ | — | | | | | $ | (93,015) | | | | | $ | 813,584 | | | | | $ | 19,147 | | | | | $ | — | | | | | $ | — | | |
Voya Floating Rate Fund - Class P | | | | | 11,211,748 | | | | | | 577,056 | | | | | | (12,133,030) | | | | | | 344,226 | | | | | | — | | | | | | 201,245 | | | | | | (1,693,972) | | | | | | — | | |
Voya High Yield Bond Fund - Class P | | | | | 14,931,064 | | | | | | 15,133,045 | | | | | | (1,149,072) | | | | | | (440,881) | | | | | | 28,474,156 | | | | | | 580,871 | | | | | | (38,099) | | | | | | — | | |
Voya Short Term Bond Fund - Class R6 | | | | | 7,449,420 | | | | | | 883,587 | | | | | | (4,309,529) | | | | | | (15,581) | | | | | | 4,007,897 | | | | | | 64,599 | | | | | | (115,361) | | | | | | — | | |
Voya Small Company Fund - Class R6 | | | | | 9,373,972 | | | | | | 1,164,792 | | | | | | (10,178,584) | | | | | | (360,180) | | | | | | — | | | | | | — | | | | | | (1,814,994) | | | | | | — | | |
Voya Strategic Income Opportunities Fund - Class P | | | | | 11,187,744 | | | | | | 6,826,687 | | | | | | (947,944) | | | | | | (403,446) | | | | | | 16,663,041 | | | | | | 285,065 | | | | | | (13,794) | | | | | | — | | |
| | | | $ | 55,041,400 | | | | | $ | 24,604,314 | | | | | $ | (28,718,159) | | | | | $ | (968,877) | | | | | $ | 49,958,678 | | | | | $ | 1,150,927 | | | | | $ | (3,676,220) | | | | | $ | — | | |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | |||
USD 72,994 | | | MYR 317,909 | | | Barclays Bank PLC | | | 08/07/20 | | | | $ | (1,049) | | |
USD 21,470 | | | RON 96,559 | | | Barclays Bank PLC | | | 08/07/20 | | | | | (907) | | |
USD 40,812 | | | COP 160,078,860 | | | Barclays Bank PLC | | | 08/14/20 | | | | | (1,623) | | |
USD 98,101 | | | MXN 2,370,278 | | | Barclays Bank PLC | | | 08/14/20 | | | | | (4,409) | | |
USD 51,264 | | | ZAR 950,629 | | | BNP Paribas | | | 08/07/20 | | | | | (3,293) | | |
USD 28,648 | | | HUF 9,282,257 | | | BNP Paribas | | | 08/07/20 | | | | | (792) | | |
USD 79,821 | | | IDR 1,219,102,102 | | | BNP Paribas | | | 08/07/20 | | | | | (3,546) | | |
USD 73,724 | | | THB 2,370,100 | | | BNP Paribas | | | 08/07/20 | | | | | (2,952) | | |
USD 64,185 | | | BRL 373,929 | | | BNP Paribas | | | 08/14/20 | | | | | (4,430) | | |
USD 68,366 | | | PLN 288,089 | | | Citibank N.A. | | | 08/07/20 | | | | | (4,461) | | |
USD 173 | �� | | ILS 607 | | | Citibank N.A. | | | 08/07/20 | | | | | (2) | | |
USD 107,651 | | | RUB 7,975,403 | | | Citibank N.A. | | | 08/07/20 | | | | | (3,875) | | |
USD 37,409 | | | CLP 30,887,854 | | | Citibank N.A. | | | 08/14/20 | | | | | (223) | | |
USD 200,325 | | | EUR 179,252 | | | Deutsche Bank AG | | | 07/17/20 | | | | | (1,134) | | |
USD 22,683 | | | TRY 167,972 | | | JPMorgan Chase Bank N.A. | | | 08/07/20 | | | | | (1,593) | | |
USD 31,811 | | | CZK 807,548 | | | JPMorgan Chase Bank N.A. | | | 08/07/20 | | | | | (2,237) | | |
USD 801 | | | PHP 40,551 | | | JPMorgan Chase Bank N.A. | | | 08/07/20 | | | | | (12) | | |
USD 27,535 | | | PEN 94,617 | | | JPMorgan Chase Bank N.A. | | | 08/14/20 | | | | | 841 | | |
| | | | | | | | | | | | | $ | (35,697) | | |
Voya Balanced Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
CBOE Volatility Index | | | | | 3 | | | | | | 08/19/20 | | | | | $ | 95,475 | | | | | $ | (4,461) | | |
E-mini Russell 2000® Index | | | | | 191 | | | | | | 09/18/20 | | | | | | 13,729,080 | | | | | | 184,238 | | |
S&P 500® E-Mini | | | | | 36 | | | | | | 09/18/20 | | | | | | 5,562,360 | | | | | | 50,602 | | |
U.S. Treasury 2-Year Note | | | | | 3 | | | | | | 09/30/20 | | | | | | 662,484 | | | | | | 1,846 | | |
U.S. Treasury Long Bond | | | | | 3 | | | | | | 09/21/20 | | | | | | 535,688 | | | | | | 8,838 | | |
U.S. Treasury Ultra Long Bond | | | | | 55 | | | | | | 09/21/20 | | | | | | 11,998,594 | | | | | | (49,856) | | |
| | | | | | | | | | | | | | | | $ | 32,583,681 | | | | | $ | 191,207 | | |
Short Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
Mini MSCI EAFE Index | | | | | (80) | | | | | | 09/18/20 | | | | | | (7,113,600) | | | | | | 82,248 | | |
Mini MSCI Emerging Markets Index | | | | | (112) | | | | | | 09/18/20 | | | | | | (5,519,920) | | | | | | (22,896) | | |
U.S. Treasury 10-Year Note | | | | | (37) | | | | | | 09/21/20 | | | | | | (5,149,359) | | | | | | (20,633) | | |
U.S. Treasury 5-Year Note | | | | | (37) | | | | | | 09/30/20 | | | | | | (4,652,461) | | | | | | (8,693) | | |
U.S. Treasury Ultra 10-Year Note | | | | | (14) | | | | | | 09/21/20 | | | | | | (2,204,781) | | | | | | (7,470) | | |
| | | | | | | | | | | | | | | | $ | (24,640,121) | | | | | $ | 22,556 | | |
Pay/Receive Floating Rate | | | Floating Rate Index | | | Floating Rate Index Payment Frequency | | | Fixed Rate | | | Fixed Rate Payment Frequency | | | Maturity Date | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 1.785% | | | | Semi-Annual | | | | | 10/13/22 | | | | USD 1,701,000 | | | | $ | 59,929 | | | | | $ | 59,929 | | |
Pay | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.099 | | | | Semi-Annual | | | | | 10/13/25 | | | | USD 58,000 | | | | | 5,356 | | | | | | 5,356 | | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 1.453 | | | | Semi-Annual | | | | | 10/13/20 | | | | USD 715,000 | | | | | (2,059) | | | | | | (2,059) | | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 2.593 | | | | Semi-Annual | | | | | 10/13/40 | | | | USD 221,000 | | | | | (72,726) | | | | | | (72,726) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (9,500) | | | | | $ | (9,500) | | |
Description | | | Counterparty | | | Put/Call | | | Expiration Date | | | Exercise Price | | | Number of Contracts | | | Notional Amount | | | Cost | | | Fair Value | | |||||||||||||||
iShares iBoxx $ High Yield Corporate Bond ETF | | | Citibank N.A. | | | | | Put | | | | | | 08/21/20 | | | | 77.200 USD | | | | | 11,078 | | | | 900,382 | | | | $ | 11,197 | | | | | $ | 11,502 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 11,197 | | | | | $ | 11,502 | | |
Description | | | Counterparty | | | Expiration Date | | | Exercise Price | | | Notional Amount | | | Cost | | | Fair Value | | |||||||||
Call USD vs. Put AUD | | | Citibank N.A. | | | | | 09/14/20 | | | | 0.640 USD | | | | | 853,000 | | | | | $ | 4,913 | | | | $3,375 | |
Call USD vs. Put AUD | | | Morgan Stanley Capital Services LLC | | | | | 09/16/20 | | | | 0.640 USD | | | | | 619,000 | | | | | | 4,707 | | | | 2,528 | |
| | | | | | | | | | | | | | | | | | | | | | $ | 9,620 | | | | $5,903 | |
CLP – Chilean Peso
COP – Colombian Peso
CZK – Czech Koruna
EUR – EU Euro
HUF – Hungarian Forint
IDR – Indonesian Rupiah
Voya Balanced Portfolio | as of June 30, 2020 (Unaudited) (continued) |
MXN – Mexican Peso
MYR – Malaysian Ringgit
PEN – Peruvian Nuevo Sol
PHP – Philippine Peso
PLN – Polish Zloty
RON – Romanian New Leu
RUB – Russian Ruble
THB – Thai Baht
TRY – Turkish Lira
USD – United States Dollar
ZAR – South African Rand
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Credit contracts | | | Investments in securities at value* | | | | $ | 11,502 | | |
Foreign exchange contracts | | | Investments in securities at value* | | | | | 5,903 | | |
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | | 841 | | |
Equity contracts | | | Net Assets — Unrealized appreciation** | | | | | 317,088 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation** | | | | | 10,684 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation*** | | | | | 65,285 | | |
Total Asset Derivatives | | | | | | | $ | 411,303 | | |
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 36,538 | | |
Equity contracts | | | Net Assets — Unrealized depreciation** | | | | | 34,827 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation** | | | | | 79,182 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation*** | | | | | 74,785 | | |
Total Liability Derivatives | | | | | | | $ | 225,332 | | |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 220,423 | | | | | $ | — | | | | | $ | 220,423 | | |
Equity contracts | | | | | — | | | | | | — | | | | | | (1,191,781) | | | | | | — | | | | | | — | | | | | | (1,191,781) | | |
Foreign exchange contracts | | | | | — | | | | | | 111,348 | | | | | | — | | | | | | (10,151) | | | | | | 6,960 | | | | | | 108,157 | | |
Interest rate contracts | | | | | 2,523 | | | | | | — | | | | | | 1,318,045 | | | | | | (50,841) | | | | | | (5,470) | | | | | | 1,264,257 | | |
Total | | | | $ | 2,523 | | | | | $ | 111,348 | | | | | $ | 126,264 | | | | | $ | 159,431 | | | | | $ | 1,490 | | | | | $ | 401,056 | | |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Total | | |||||||||||||||
Credit contracts | | | | $ | 305 | | | | | $ | — | | | | | $ | — | | | | | $ | (10,384) | | | | | $ | (10,079) | | |
Equity contracts | | | | | — | | | | | | — | | | | | | 439,870 | | | | | | — | | | | | | 439,870 | | |
Foreign exchange contracts | | | | | (3,717) | | | | | | (25,420) | | | | | | — | | | | | | (781) | | | | | | (29,918) | | |
Interest rate contracts | | | | | — | | | | | | — | | | | | | 193,802 | | | | | | (35,494) | | | | | | 158,308 | | |
Total | | | | $ | (3,412) | | | | | $ | (25,420) | | | | | $ | 633,672 | | | | | $ | (46,659) | | | | | $ | 558,181 | | |
|
Voya Balanced Portfolio | as of June 30, 2020 (Unaudited) (continued) |
| | | Barclays Bank PLC | | | BNP Paribas | | | Citibank N.A. | | | Deutsche Bank AG | | | JPMorgan Chase Bank N.A. | | | Morgan Stanley Capital Services LLC | | | Totals | | |||||||||||||||||||||
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Purchased options | | | | $ | — | | | | | $ | — | | | | | $ | 14,877 | | | | | $ | — | | | | | $ | — | | | | | $ | 2,528 | | | | | $ | 17,405 | | |
Forward foreign currency contracts | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 841 | | | | | | — | | | | | | 841 | | |
Total Assets | | | | $ | — | | | | | $ | — | | | | | $ | 14,877 | | | | | $ | — | | | | | $ | 841 | | | | | $ | 2,528 | | | | | $ | 18,246 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 7,988 | | | | | $ | 15,013 | | | | | $ | 8,561 | | | | | $ | 1,134 | | | | | $ | 3,842 | | | | | $ | — | | | | | $ | 36,538 | | |
Total Liabilities | | | | $ | 7,988 | | | | | $ | 15,013 | | | | | $ | 8,561 | | | | | $ | 1,134 | | | | | $ | 3,842 | | | | | $ | — | | | | | $ | 36,538 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (7,988) | | | | | $ | (15,013) | | | | | $ | 6,316 | | | | | $ | (1,134) | | | | | $ | (3,001) | | | | | $ | 2,528 | | | | | | (18,292) | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Net Exposure(1) | | | | $ | (7,988) | | | | | $ | (15,013) | | | | | $ | 6,316 | | | | | $ | (1,134) | | | | | $ | (3,001) | | | | | $ | 2,528 | | | | | $ | (18,292) | | |
| Gross Unrealized Appreciation | | | | $ | 23,900,289 | | |
| Gross Unrealized Depreciation | | | | | (12,906,113) | | |
| Net Unrealized Appreciation | | | | $ | 10,994,176 | | |
Voya Global High Dividend Low | SUMMARY PORTFOLIO OF INVESTMENTS |
Volatility Portfolio | as of June 30, 2020 (Unaudited) |
| Geographic Diversification as of June 30, 2020 (as a percentage of net assets) | | |||
| United States | | | 62.2% | |
| Japan | | | 8.9% | |
| Canada | | | 4.3% | |
| Switzerland | | | 3.4% | |
| United Kingdom | | | 3.4% | |
| Australia | | | 3.0% | |
| Denmark | | | 2.0% | |
| Hong Kong | | | 1.5% | |
| Finland | | | 1.4% | |
| Spain | | | 1.3% | |
| Countries between 0.1% – 1.3%^ | | | 7.5% | |
| Assets in Excess of Other Liabilities* | | | 1.1% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments and exchange-traded funds. | | |||
| ^ Includes 12 countries, which each represents 0.1% – 1.3% of net assets. | | |||
| Portfolio holdings are subject to change daily. | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 98.9% | | |||||||||||||||
| | | Australia: 3.0% | | ||||||||||||
70,996 | | | Rio Tinto Ltd. | | | | $ | 4,861,336 | | | | | | 0.9 | | |
1,411,598 | | | Other Securities | | | | | 12,312,000 | | | | | | 2.1 | | |
| | | | | | | | 17,173,336 | | | | | | 3.0 | | |
| | | Belgium: 0.7% | | ||||||||||||
45,738 (1) | | | Other Securities | | | | | 4,061,783 | | | | | | 0.7 | | |
| | |||||||||||||||
| | | Canada: 4.3% | | ||||||||||||
3,524 | | | Constellation Software, Inc./Canada | | | | | 3,979,011 | | | | | | 0.7 | | |
43,037 | | | Waste Connections, Inc. | | | | | 4,036,440 | | | | | | 0.7 | | |
482,048 (2) | | | Other Securities | | | | | 16,588,438 | | | | | | 2.9 | | |
| | | | | | | | 24,603,889 | | | | | | 4.3 | | |
| | | China: 0.7% | | ||||||||||||
1,195,000 | | | Other Securities | | | | | 3,826,264 | | | | | | 0.7 | | |
| | |||||||||||||||
| | | Denmark: 2.0% | | ||||||||||||
24,874 | | | Coloplast A/S | | | | | 3,877,061 | | | | | | 0.7 | | |
78,758 | | | Novo Nordisk A/S | | | | | 5,130,905 | | | | | | 0.9 | | |
16,142 | | | Other Securities | | | | | 2,140,561 | | | | | | 0.4 | | |
| | | | | | | | 11,148,527 | | | | | | 2.0 | | |
| | | Finland: 1.4% | | ||||||||||||
57,050 | | | Kone Oyj | | | | | 3,934,687 | | | | | | 0.7 | | |
101,443 | | | Other Securities | | | | | 3,995,513 | | | | | | 0.7 | | |
| | | | | | | | 7,930,200 | | | | | | 1.4 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | France: 0.9% | | ||||||||||||
266,411 (1) | | | Other Securities | | | | $ | 5,400,081 | | | | | | 0.9 | | |
| | |||||||||||||||
| | | Germany: 1.0% | | ||||||||||||
425,274 (1) | | | Other Securities | | | | | 5,760,368 | | | | | | 1.0 | | |
| | |||||||||||||||
| | | Hong Kong: 1.5% | | ||||||||||||
2,466,100 | | | Other Securities | | | | | 8,525,281 | | | | | | 1.5 | | |
| | |||||||||||||||
| | | Ireland: 1.0% | | ||||||||||||
58,976 | | | Medtronic PLC | | | | | 5,408,099 | | | | | | 1.0 | | |
| | |||||||||||||||
| | | Israel: 0.2% | | ||||||||||||
267,041 | | | Other Securities | | | | | 1,342,659 | | | | | | 0.2 | | |
| | |||||||||||||||
| | | Italy: 1.0% | | ||||||||||||
1,193,058 (1) | | | Other Securities | | | | | 5,493,435 | | | | | | 1.0 | | |
| | |||||||||||||||
| | | Japan: 8.9% | | ||||||||||||
1,812,800 (2) | | | Other Securities | | | | | 50,749,505 | | | | | | 8.9 | | |
| | |||||||||||||||
| | | Netherlands: 1.3% | | ||||||||||||
81,291 | | | Unilever NV | | | | | 4,334,234 | | | | | | 0.7 | | |
418,311 | | | Other Securities | | | | | 3,333,705 | | | | | | 0.6 | | |
| | | | | | | | 7,667,939 | | | | | | 1.3 | | |
| | | New Zealand: 0.1% | | ||||||||||||
258,844 | | | Other Securities | | | | | 765,831 | | | | | | 0.1 | | |
| | |||||||||||||||
| | | Norway: 0.2% | | ||||||||||||
123,322 | | | Other Securities | | | | | 1,082,717 | | | | | | 0.2 | | |
| | |||||||||||||||
| | | Singapore: 0.2% | | ||||||||||||
231,600 | | | Other Securities | | | | | 1,393,691 | | | | | | 0.2 | | |
| | |||||||||||||||
| | | Spain: 1.3% | | ||||||||||||
417,902 | | | Other Securities | | | | | 7,682,037 | | | | | | 1.3 | | |
| | |||||||||||||||
| | | Sweden: 0.2% | | ||||||||||||
81,413 | | | Other Securities | | | | | 1,281,171 | | | | | | 0.2 | | |
| | |||||||||||||||
| | | Switzerland: 3.4% | | ||||||||||||
54,085 | | | Nestle SA | | | | | 5,996,438 | | | | | | 1.0 | | |
19,847 | | | Roche Holding AG | | | | | 6,875,984 | | | | | | 1.2 | | |
63,504 | | | Other Securities | | | | | 6,848,515 | | | | | | 1.2 | | |
| | | | | | | | 19,720,937 | | | | | | 3.4 | | |
| | | United Kingdom: 3.4% | | ||||||||||||
102,462 (3) | | | Auto Trader Group PLC | | | | | 667,103 | | | | | | 0.1 | | |
235,846 | | | GlaxoSmithKline PLC | | | | | 4,764,001 | | | | | | 0.8 | | |
2,790,820 | | | Other Securities | | | | | 14,070,941 | | | | | | 2.5 | | |
| | | | | | | | 19,502,045 | | | | | | 3.4 | | |
Voya Global High Dividend Low | SUMMARY PORTFOLIO OF INVESTMENTS |
Volatility Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | United States: 62.2% | | ||||||||||||
61,637 | | | AbbVie, Inc. | | | | $ | 6,051,521 | | | | | | 1.1 | | |
57,795 | | | Activision Blizzard, Inc. | | | | | 4,386,641 | | | | | | 0.8 | | |
18,328 | | | Air Products & Chemicals, Inc. | | | | | 4,425,479 | | | | | | 0.8 | | |
100,341 | | | Altria Group, Inc. | | | | | 3,938,384 | | | | | | 0.7 | | |
23,553 | | | Amgen, Inc. | | | | | 5,555,211 | | | | | | 1.0 | | |
192,567 | | | AT&T, Inc. | | | | | 5,821,300 | | | | | | 1.0 | | |
90,982 | | | Bristol-Myers Squibb Co. | | | | | 5,349,742 | | | | | | 0.9 | | |
51,472 | | | Chevron Corp. | | | | | 4,592,847 | | | | | | 0.8 | | |
136,966 | | | Cisco Systems, Inc. | | | | | 6,388,094 | | | | | | 1.1 | | |
26,899 | | | Citrix Systems, Inc. | | | | | 3,978,631 | | | | | | 0.7 | | |
22,563 | | | Dollar General Corp. | | | | | 4,298,477 | | | | | | 0.7 | | |
69,323 | | | General Mills, Inc. | | | | | 4,273,763 | | | | | | 0.7 | | |
31,918 | | | Honeywell International, Inc. | | | | | 4,615,024 | | | | | | 0.8 | | |
121,041 | | | Intel Corp. | | | | | 7,241,883 | | | | | | 1.3 | | |
39,198 | | | International Business Machines Corp. | | | | | 4,733,942 | | | | | | 0.8 | | |
16,167 | | | Intuit, Inc. | | | | | 4,788,504 | | | | | | 0.8 | | |
21,222 | | | Jack Henry & Associates, Inc. | | | | | 3,905,485 | | | | | | 0.7 | | |
62,056 | | | Johnson & Johnson | | | | | 8,726,935 | | | | | | 1.5 | | |
45,515 | | | JPMorgan Chase & Co. | | | | | 4,281,141 | | | | | | 0.7 | | |
31,074 | | | Kimberly-Clark Corp. | | | | | 4,392,310 | | | | | | 0.8 | | |
42,592 | | | Leidos Holdings, Inc. | | | | | 3,989,593 | | | | | | 0.7 | | |
21,361 | | | McDonald’s Corp. | | | | | 3,940,464 | | | | | | 0.7 | | |
82,477 | | | Merck & Co., Inc. | | | | | 6,377,946 | | | | | | 1.1 | | |
116,618 | | | Microsoft Corp. | | | | | 23,732,929 | | | | | | 4.1 | | |
28,388 | | | Motorola Solutions, Inc. | | | | | 3,978,010 | | | | | | 0.7 | | |
97,289 | | | Oracle Corp. | | | | | 5,377,163 | | | | | | 0.9 | | |
39,099 | | | Packaging Corp. of America | | | | | 3,902,080 | | | | | | 0.7 | | |
47,144 | | | PepsiCo, Inc. | | | | | 6,235,265 | | | | | | 1.1 | | |
186,389 | | | Pfizer, Inc. | | | | | 6,094,920 | | | | | | 1.1 | | |
57,358 | | | Philip Morris International, Inc. | | | | | 4,018,502 | | | | | | 0.7 | | |
57,132 | | | Procter & Gamble Co. | | | | | 6,831,273 | | | | | | 1.2 | | |
54,403 | | | Progressive Corp. | | | | | 4,358,224 | | | | | | 0.8 | | |
34,638 | | | Quest Diagnostics, Inc. | | | | | 3,947,346 | | | | | | 0.7 | | |
47,967 | | | Republic Services, Inc. | | | | | 3,935,692 | | | | | | 0.7 | | |
37,803 | | | Target Corp. | | | | | 4,533,714 | | | | | | 0.8 | | |
41,941 | | | Texas Instruments, Inc. | | | | | 5,325,249 | | | | | | 0.9 | | |
124,260 | | | Verizon Communications, Inc. | | | | | 6,850,454 | | | | | | 1.2 | | |
39,662 | | | Waste Management, Inc. | | | | | 4,200,602 | | | | | | 0.7 | | |
31,836 | | | Zoetis, Inc. | | | | | 4,362,805 | | | | | | 0.8 | | |
2,780,860 (1) | | | Other Securities | | | | | 142,821,413 | | | | | | 24.9 | | |
| | | | | | | | 356,558,958 | | | | | | 62.2 | | |
| | | Total Common Stock (Cost $558,272,307) | | | | | 567,078,753 | | | | | | 98.9 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
EXCHANGE-TRADED FUNDS: 0.2% | | |||||||||||||||
8,393 | | | Other Securities | | | | $ | 1,106,590 | | | | | | 0.2 | | |
| | | Total Exchange-Traded Funds (Cost $1,006,845) | | | | | 1,106,590 | | | | | | 0.2 | | |
RIGHTS: 0.0% | | |||||||||||||||
| | | Spain: 0.0% | | ||||||||||||
120,128 (1) | | | Other Securities | | | | | 23,632 | | | | | | 0.0 | | |
| | | Total Rights (Cost $26,052) | | | | | 23,632 | | | | | | 0.0 | | |
| | | Total Long-Term Investments (Cost $559,305,204) | | | | | 568,208,975 | | | | | | 99.1 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 2.2% | | |||||||||||||||
| | | Repurchase Agreements: 2.2% | | ||||||||||||
1,139,274 (4) | | | BNP Paribas S.A., Repurchase Agreement dated 06/30/20, 0.24%, due 07/01/20 (Repurchase Amount $1,139,281, collateralized by various U.S. Government Securities, 1.106%-6.500%, Market Value plus accrued interest $1,196,238, due 08/15/20-03/19/40) | | | | | 1,139,274 | | | | | | 0.2 | | |
2,532,762 (4) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/20, 0.10%, due 07/01/20 (Repurchase Amount $2,532,769, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $2,583,417, due 08/01/20-02/20/70) | | | | | 2,532,762 | | | | | | 0.4 | | |
1,446,312 (4) | | | Citadel Securities LLC, Repurchase Agreement dated 06/30/20, 0.15%, due 07/01/20 (Repurchase Amount $1,446,318, collateralized by various U.S. Government Securities, 0.000%-7.625%, Market Value plus accrued interest $1,475,244, due 07/31/20-11/15/49) | | | | | 1,446,312 | | | | | | 0.3 | | |
Voya Global High Dividend Low | SUMMARY PORTFOLIO OF INVESTMENTS |
Volatility Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
2,916,166 (4) | | | Citigroup, Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $2,916,173, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $2,974,489, due 07/31/21-05/20/70) | | | | $ | 2,916,166 | | | | | | 0.5 | | |
1,885,620 (4) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,885,625, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $1,923,332, due 07/31/20-07/01/50) | | | | | 1,885,620 | | | | | | 0.3 | | |
2,609,000 (4) | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/20, 0.24%, due 07/01/20 (Repurchase Amount $2,609,017, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $2,667,228, due 01/15/22- 02/15/47) | | | | | 2,609,000 | | | | | | 0.5 | | |
| | | Total Repurchase Agreements (Cost $12,529,134) | | | | | 12,529,134 | | | | | | 2.2 | | |
|
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds: 0.0% | | ||||||||||||
| | | 156,000 | (5) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.150% (Cost $156,000) | | | | | 156,000 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Total Short-Term Investments (Cost $12,685,134) | | | | $ | 12,685,134 | | | | | | 2.2 | | |
| | | Total Investments in Securities (Cost $571,990,338) | | | | $ | 580,894,109 | | | | | | 101.3 | | |
| | | Liabilities in Excess of Other Assets | | | | | (7,725,407) | | | | | | (1.3) | | |
| | | | | ||||||||||||
| | | Net Assets | | | | $ | 573,168,702 | | | | | | 100.0 | | |
|
Sector Diversification | | | Percentage of Net Assets | | |||
Information Technology | | | | | 25.5% | | |
Health Care | | | | | 15.4 | | |
Industrials | | | | | 11.0 | | |
Consumer Staples | | | | | 10.8 | | |
Financials | | | | | 10.5 | | |
Communication Services | | | | | 7.6 | | |
Materials | | | | | 6.1 | | |
Utilities | | | | | 5.2 | | |
Consumer Discretionary | | | | | 4.0 | | |
Energy | | | | | 1.8 | | |
Real Estate | | | | | 1.0 | | |
Exchange-Traded Funds | | | | | 0.2 | | |
Rights | | | | | 0.0 | | |
Short-Term Investments | | | | | 2.2 | | |
Liabilities in Excess of Other Assets | | | | | (1.3) | | |
Net Assets | | | | | 100.0% | | |
|
Voya Global High Dividend Low | SUMMARY PORTFOLIO OF INVESTMENTS |
Volatility Portfolio | as of June 30, 2020 (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, 2020 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Australia | | | | $ | — | | | | | $ | 17,173,336 | | | | | $ | — | | | | | $ | 17,173,336 | | |
Belgium | | | | | — | | | | | | 4,061,783 | | | | | | — | | | | | | 4,061,783 | | |
Canada | | | | | 24,603,889 | | | | | | — | | | | | | — | | | | | | 24,603,889 | | |
China | | | | | — | | | | | | 3,826,264 | | | | | | — | | | | | | 3,826,264 | | |
Denmark | | | | | — | | | | | | 11,148,527 | | | | | | — | | | | | | 11,148,527 | | |
Finland | | | | | — | | | | | | 7,930,200 | | | | | | — | | | | | | 7,930,200 | | |
France | | | | | — | | | | | | 5,400,081 | | | | | | — | | | | | | 5,400,081 | | |
Germany | | | | | — | | | | | | 5,760,368 | | | | | | — | | | | | | 5,760,368 | | |
Hong Kong | | | | | — | | | | | | 8,525,281 | | | | | | — | | | | | | 8,525,281 | | |
Ireland | | | | | 5,408,099 | | | | | | — | | | | | | — | | | | | | 5,408,099 | | |
Israel | | | | | — | | | | | | 1,342,659 | | | | | | — | | | | | | 1,342,659 | | |
Italy | | | | | — | | | | | | 5,493,435 | | | | | | — | | | | | | 5,493,435 | | |
Japan | | | | | — | | | | | | 50,749,505 | | | | | | — | | | | | | 50,749,505 | | |
Netherlands | | | | | — | | | | | | 7,667,939 | | | | | | — | | | | | | 7,667,939 | | |
New Zealand | | | | | — | | | | | | 765,831 | | | | | | — | | | | | | 765,831 | | |
Norway | | | | | — | | | | | | 1,082,717 | | | | | | — | | | | | | 1,082,717 | | |
Singapore | | | | | — | | | | | | 1,393,691 | | | | | | — | | | | | | 1,393,691 | | |
Spain | | | | | — | | | | | | 7,682,037 | | | | | | — | | | | | | 7,682,037 | | |
Sweden | | | | | — | | | | | | 1,281,171 | | | | | | — | | | | | | 1,281,171 | | |
Switzerland | | | | | — | | | | | | 19,720,937 | | | | | | — | | | | | | 19,720,937 | | |
United Kingdom | | | | | — | | | | | | 19,502,045 | | | | | | — | | | | | | 19,502,045 | | |
United States | | | | | 356,558,958 | | | | | | — | | | | | | — | | | | | | 356,558,958 | | |
Total Common Stock | | | | | 386,570,946 | | | | | | 180,507,807 | | | | | | — | | | | | | 567,078,753 | | |
Exchange-Traded Funds | | | | | 1,106,590 | | | | | | — | | | | | | — | | | | | | 1,106,590 | | |
Rights | | | | | 23,632 | | | | | | — | | | | | | — | | | | | | 23,632 | | |
Short-Term Investments | | | | | 156,000 | | | | | | 12,529,134 | | | | | | — | | | | | | 12,685,134 | | |
Total Investments, at fair value | | | | $ | 387,857,168 | | | | | $ | 193,036,941 | | | | | $ | — | | | | | $ | 580,894,109 | | |
| Gross Unrealized Appreciation | | | | $ | 46,962,354 | | |
| Gross Unrealized Depreciation | | | | | (39,478,218) | | |
| Net Unrealized Appreciation | | | | $ | 7,484,136 | | |
Voya Government Money Market Portfolio | as of June 30, 2020 (Unaudited) |
| Investment Type Allocation as of June 30, 2020 (as a percentage of net assets) | | |||
| | | | | |
| U.S. Government Agency Debt | | | 42.1% | |
| U.S. Treasury Repurchase Agreement | | | 32.5 | |
| U.S. Treasury Debt | | | 12.5 | |
| Investment Companies | | | 9.4 | |
| Assets in Excess of Other Liabilities | | | 3.5 | |
| Net Assets | | | 100.0% | |
| Portfolio holdings are subject to change daily. | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY DEBT: 42.1% | | |||||||||||||||
16,750,000 | | | Fannie Mae, 0.120%, (SOFRRATE + 0.040)%, 01/29/2021 | | | | $ | 16,747,030 | | | | | | 2.8 | | |
3,250,000 | | | Fannie Mae, 0.155%, (SOFRRATE + 0.075)%, 10/30/2020 | | | | | 3,250,432 | | | | | | 0.5 | | |
70,000,000 | | | Fannie Mae, 0.200%, (SOFRRATE + 0.120)%, 03/16/2021 | | | | | 70,000,000 | | | | | | 11.7 | | |
9,000,000 | | | Fannie Mae, 0.360%, (SOFRRATE + 0.280)%, 04/26/2021 | | | | | 9,000,000 | | | | | | 1.5 | | |
9,000,000 | | | Federal Farm Credit Banks, 0.190%, (US0001M + 0.005)%, 06/25/2021 | | | | | 9,000,000 | | | | | | 1.5 | | |
25,250,000 | | | Federal Farm Credit Banks, 0.193%, (US0001M + 0.010)%, 07/02/2020 | | | | | 25,250,119 | | | | | | 4.2 | | |
5,000,000 | | | Federal Farm Credit Banks, 0.200%, (FEDL01 + 0.120)%, 04/23/2021 | | | | | 4,994,665 | | | | | | 0.8 | | |
1,375,000 | | | Federal Home Loan Bank Discount Notes, 0.140%, 07/20/2020 | | | | | 1,374,801 | | | | | | 0.2 | | |
1,000,000 | | | Federal Home Loan Bank Discount Notes, 0.290%, 07/14/2020 | | | | | 999,899 | | | | | | 0.2 | | |
17,500,000 | | | Federal Home Loan Banks, 0.095%, (US0003M + (0.220))%, 09/11/2020 | | | | | 17,518,480 | | | | | | 2.9 | | |
10,000,000 | | | Federal Home Loan Banks, 0.160%, (SOFRRATE + 0.080)%, 03/04/2021 | | | | | 10,000,000 | | | | | | 1.7 | | |
17,000,000 | | | Federal Home Loan Banks, 0.210%, (SOFRRATE + 0.130)%, 10/16/2020 | | | | | 17,000,000 | | | | | | 2.9 | | |
4,500,000 | | | Federal Home Loan Banks, 0.240%, (SOFRRATE + 0.160)%, 07/24/2020 | | | | | 4,500,000 | | | | | | 0.8 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY DEBT: (continued) | | |||||||||||||||
62,000,000 | | | Federal Home Loan Banks, 1.588%, (US0003M + (0.175))%, 10/05/2020 | | | | $ | 61,994,719 | | | | | | 10.4 | | |
| | | U.S. Government Agency Obligations: 0.0% | | ||||||||||||
150,000 | | | Federal Home Loan Banks, 1.750%, 10/01/2020 | | | | | 150,464 | | | | | | 0.0 | | |
| | | Total U.S. Government Agency Debt (Cost $251,780,609) | | | | | 251,780,609 | | | | | | 42.1 | | |
U.S. TREASURY DEBT: 12.5% | | |||||||||||||||
33,500,000 (1) | | | United States Cash Management Bill, 0.150%, 09/08/2020 | | | | | 33,490,690 | | | | | | 5.6 | | |
8,000,000 (1) | | | United States Treasury Bill, 0.110%, 07/07/2020 | | | | | 7,999,855 | | | | | | 1.4 | | |
33,000,000 (1) | | | United States Treasury Bill, 0.110%, 07/21/2020 | | | | | 32,998,096 | | | | | | 5.5 | | |
| | | Total U.S. Treasury Debt (Cost $74,488,641) | | | | | 74,488,641 | | | | | | 12.5 | | |
U.S. TREASURY REPURCHASE AGREEMENT: 32.5% | | |||||||||||||||
| | | Repurchase Agreement: 32.5% | | ||||||||||||
102,000,000 | | | Deutsche Bank Repurchase Agreement dated 6/30/2020, 0.07%, due 7/1/2020, $102,000,198 to be received upon repurchase (Collateralized by $73,895,200, Bond&Note, 2.375%-4.375%, Market Value plus accrued interest $104,040,124 due 4/30/2026-11/15/2039) | | | | | 102,000,000 | | | | | | 17.1 | | |
92,205,000 | | | Deutsche Bank Repurchase Agreement dated 6/30/2020, 0.07%, due 7/1/2020, $92,205,179 to be received upon repurchase (Collateralized by $93,883,900, Note, 0.5%, Market Value plus accrued interest $94,049,136 due 6/30/2027) | | | | | 92,205,000 | | | | | | 15.4 | | |
| | | Total U.S. Treasury Repurchase Agreement (Cost $194,205,000) | | | | | 194,205,000 | | | | | | 32.5 | | |
|
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| INVESTMENT COMPANIES: 9.4% | | ||||||||||||||||||
| | | 28,000,000 | (2) | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.090%, 07/01/20 | | | | | 28,000,000 | | | | | | 4.7 | | |
Voya Government Money Market Portfolio | as of June 30, 2020 (Unaudited) (continued) |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| INVESTMENT COMPANIES: (continued) | | ||||||||||||||||||
| | | 28,000,000 | (2) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.150%, 07/01/20 | | | | $ | 28,000,000 | | | | | | 4.7 | | | |
| | | | | | | Total Investment Companies (Cost $56,000,000) | | | | | 56,000,000 | | | | | | 9.4 | | |
| | | | | | | Total Investments in Securities (Cost $576,474,250) | | | | $ | 576,474,250 | | | | | | 96.5 | | |
| | | | | | | Assets in Excess of Other Liabilities | | | | | 20,792,998 | | | | | | 3.5 | | |
| | | | | | | Net Assets | | | | $ | 597,267,248 | | | | | | 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, 2020 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment Companies | | | | $ | 56,000,000 | | | | | $ | — | | | | | $ | — | | | | | $ | 56,000,000 | | |
U.S. Government Agency Debt | | | | | — | | | | | | 251,780,609 | | | | | | — | | | | | | 251,780,609 | | |
U.S. Treasury Debt | | | | | — | | | | | | 74,488,641 | | | | | | — | | | | | | 74,488,641 | | |
U.S. Treasury Repurchase Agreement | | | | | — | | | | | | 194,205,000 | | | | | | — | | | | | | 194,205,000 | | |
Total Investments, at fair value | | | | $ | 56,000,000 | | | | | $ | 520,474,250 | | | | | $ | — | | | | | $ | 576,474,250 | | |
Counterparty | | | Government Repurchase Agreement, at fair value | | | Fair Value of Non-Cash Collateral Received Including Accrued Interest(1) | | | Net Amount | | ||||||
Deutsche Bank | | | $194,205,000 | | | | $ | (194,205,000) | | | | | $ | — | | |
Totals | | | $194,205,000 | | | | $ | (194,205,000) | | | | | $ | — | | |
Voya Growth and Income Portfolio | as of June 30, 2020 (Unaudited) |
| Sector Diversification as of June 30, 2020 (as a percentage of net assets) | | |||
| Information Technology | | | 26.4% | |
| Health Care | | | 13.4% | |
| Communication Services | | | 11.0% | |
| Financials | | | 10.5% | |
| Consumer Discretionary | | | 10.3% | |
| Industrials | | | 8.8% | |
| Consumer Staples | | | 7.2% | |
| Real Estate | | | 3.2% | |
| Utilities | | | 2.9% | |
| Energy | | | 2.9% | |
| Materials | | | 2.7% | |
| Assets in Excess of Other Liabilities* | | | 0.7% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 99.3% | | |||||||||||||||
| | | Communication Services: 11.0% | | ||||||||||||
554,607 | | | Activision Blizzard, Inc. | | | | $ | 42,094,671 | | | | | | 1.5 | | |
79,195 (1) | | | Alphabet, Inc. - Class A | | | | | 112,302,470 | | | | | | 4.0 | | |
1,611,116 | | | AT&T, Inc. | | | | | 48,704,036 | | | | | | 1.7 | | |
1,667,149 | | | Interpublic Group of Cos., Inc. | | | | | 28,608,277 | | | | | | 1.0 | | |
1,204,231 (2) | | | ViacomCBS, Inc. - Class B | | | | | 28,082,667 | | | | | | 1.0 | | |
441,890 | | | Walt Disney Co. | | | | | 49,275,154 | | | | | | 1.8 | | |
| | | | | | | | 309,067,275 | | | | | | 11.0 | | |
| | | Consumer Discretionary: 10.3% | | ||||||||||||
41,064 (1) | | | Amazon.com, Inc. | | | | | 113,288,184 | | | | | | 4.0 | | |
441,164 | | | Darden Restaurants, Inc. | | | | | 33,426,996 | | | | | | 1.2 | | |
393,252 | | | Hasbro, Inc. | | | | | 29,474,237 | | | | | | 1.1 | | |
776,622 | | | Las Vegas Sands Corp. | | | | | 35,367,366 | | | | | | 1.3 | | |
396,071 | | | Nike, Inc. - Class B | | | | | 38,834,762 | | | | | | 1.4 | | |
741,151 | | | TJX Cos., Inc. | | | | | 37,472,595 | | | | | | 1.3 | | |
| | | | | | | | 287,864,140 | | | | | | 10.3 | | |
| | | Consumer Staples: 7.2% | | ||||||||||||
209,276 | | | Constellation Brands, Inc. | | | | | 36,612,836 | | | | | | 1.3 | | |
419,683 | | | Kellogg Co. | | | | | 27,724,259 | | | | | | 1.0 | | |
703,129 | | | Philip Morris International, Inc. | | | | | 49,261,218 | | | | | | 1.7 | | |
483,090 | | | Procter & Gamble Co. | | | | | 57,763,071 | | | | | | 2.1 | | |
558,625 | | | Sysco Corp. | | | | | 30,534,443 | | | | | | 1.1 | | |
| | | | | | | | 201,895,827 | | | | | | 7.2 | | |
| | | Energy: 2.9% | | ||||||||||||
1,447,528 | | | Other Securities | | | | | 82,282,708 | | | | | | 2.9 | | |
| | |||||||||||||||
| | | Financials: 10.5% | | ||||||||||||
1,608,897 | | | Bank of America Corp. | | | | | 38,211,304 | | | | | | 1.4 | | |
673,390 | | | Citigroup, Inc. | | | | | 34,410,229 | | | | | | 1.2 | | |
225,150 | | | Goldman Sachs Group, Inc. | | | | | 44,494,143 | | | | | | 1.6 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
854,063 | | | Hartford Financial Services Group, Inc. | | | | $ | 32,924,129 | | | | | | 1.2 | | |
474,860 | | | Intercontinental Exchange, Inc. | | | | | 43,497,176 | | | | | | 1.5 | | |
1,001,531 | | | Truist Financial Corp. | | | | | 37,607,489 | | | | | | 1.3 | | |
823,292 | | | US Bancorp | | | | | 30,313,611 | | | | | | 1.1 | | |
495,835 (3) | | | Other Securities | | | | | 33,796,207 | | | | | | 1.2 | | |
| | | | | | | | 295,254,288 | | | | | | 10.5 | | |
| | | Health Care: 13.4% | | ||||||||||||
586,553 (1)(2) | | | Alcon, Inc. | | | | | 33,621,218 | | | | | | 1.2 | | |
163,725 | | | Becton Dickinson & Co. | | | | | 39,174,481 | | | | | | 1.4 | | |
861,795 | | | Bristol-Myers Squibb Co. | | | | | 50,673,546 | | | | | | 1.8 | | |
215,035 | | | Cigna Corp. | | | | | 40,351,318 | | | | | | 1.4 | | |
474,861 | | | Johnson & Johnson | | | | | 66,779,702 | | | | | | 2.4 | | |
606,186 | | | Medtronic PLC | | | | | 55,587,256 | | | | | | 2.0 | | |
383,052 | | | Novartis AG ADR | | | | | 33,455,762 | | | | | | 1.2 | | |
116,669 | | | Thermo Fisher Scientific, Inc. | | | | | 42,273,845 | | | | | | 1.5 | | |
86,610 (4) | | | Other Securities | | | | | 13,318,167 | | | | | | 0.5 | | |
| | | | | | | | 375,235,295 | | | | | | 13.4 | | |
| | | Industrials: 8.8% | | ||||||||||||
177,885 | | | Cummins, Inc. | | | | | 30,820,355 | | | | | | 1.1 | | |
186,502 | | | Norfolk Southern Corp. | | | | | 32,744,156 | | | | | | 1.2 | | |
189,851 | | | Old Dominion Freight Line | | | | | 32,196,831 | | | | | | 1.1 | | |
214,450 | | | Parker Hannifin Corp. | | | | | 39,302,252 | | | | | | 1.4 | | |
708,751 | | | Timken Co. | | | | | 32,241,083 | | | | | | 1.2 | | |
209,075 (1)(2) | | | United Rentals, Inc. | | | | | 31,160,538 | | | | | | 1.1 | | |
547,734 | | | Other Securities | | | | | 48,831,691 | | | | | | 1.7 | | |
| | | | | | | | 247,296,906 | | | | | | 8.8 | | |
| | | Information Technology: 26.4% | | ||||||||||||
237,648 (1) | | | Adobe, Inc. | | | | | 103,450,551 | | | | | | 3.7 | | |
421,331 | | | Analog Devices, Inc. | | | | | 51,672,034 | | | | | | 1.8 | | |
422,128 | | | Apple, Inc. | | | | | 153,992,294 | | | | | | 5.5 | | |
144,457 | | | Broadcom, Inc. | | | | | 45,592,074 | | | | | | 1.6 | | |
272,440 | | | Fidelity National Information Services, Inc. | | | | | 36,531,480 | | | | | | 1.3 | | |
1,895,440 | | | HP, Inc. | | | | | 33,037,519 | | | | | | 1.2 | | |
182,527 | | | Intuit, Inc. | | | | | 54,062,672 | | | | | | 1.9 | | |
561,318 (1) | | | Micron Technology, Inc. | | | | | 28,919,103 | | | | | | 1.0 | | |
674,693 | | | Microsoft Corp. | | | | | 137,306,773 | | | | | | 4.9 | | |
331,123 | | | Motorola Solutions, Inc. | | | | | 46,400,266 | | | | | | 1.7 | | |
298,052 | | | NXP Semiconductor NV - NXPI - US | | | | | 33,989,850 | | | | | | 1.2 | | |
139,600 | | | Other Securities | | | | | 15,808,304 | | | | | | 0.6 | | |
| | | | | | | | 740,762,920 | | | | | | 26.4 | | |
| | | Materials: 2.7% | | ||||||||||||
149,233 | | | Air Products & Chemicals, Inc. | | | | | 36,033,800 | | | | | | 1.3 | | |
387,585 | | | Eastman Chemical Co. | | | | | 26,991,419 | | | | | | 1.0 | | |
446,268 | | | Other Securities | | | | | 12,557,982 | | | | | | 0.4 | | |
Voya Growth and Income Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Materials (continued) | | ||||||||||||
| | | | | | | $ | 75,583,201 | | | | | | 2.7 | | |
| | | Real Estate: 3.2% | | ||||||||||||
214,124 | | | Crown Castle International Corp. | | | | | 35,833,651 | | | | | | 1.3 | | |
399,810 | | | ProLogis, Inc. | | | | | 37,314,267 | | | | | | 1.3 | | |
2,480,355 | | | Other Securities | | | | | 15,948,683 | | | | | | 0.6 | | |
| | | | | | | | 89,096,601 | | | | | | 3.2 | | |
| | | Utilities: 2.9% | | ||||||||||||
1,240,110 | | | Other Securities | | | | | 82,552,328 | | | | | | 2.9 | | |
| | | Total Common Stock (Cost $2,326,874,349) | | | | | 2,786,891,489 | | | | | | 99.3 | | |
OTHER(5): —% | | |||||||||||||||
| | | Utilities: —% | | ||||||||||||
10,000,000 (6)(7) | | | Southern Energy (Escrow) | | | | | — | | | | | | — | | |
| | | Total Other (Cost $— ) | | | | | — | | | | | | — | | |
| | | Total Long-Term Investments (Cost $2,326,874,349) | | | | | 2,786,891,489 | | | | | | 99.3 | | |
|
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: 3.7% | | ||||||||||||||||||
| | | | | | | Floating Rate Notes: 0.1% | | ||||||||||||
| | | 400,000 | (8) | | Bank of Montreal, 0.200%, 07/13/2020 | | | | | 400,009 | | | | | | 0.0 | | | |
| | | 475,000 | (8) | | Commonwealth Bank of Australia, 0.360%, 07/06/2020 | | | | | 474,996 | | | | | | 0.0 | | | |
| | | 575,000 | (8) | | Mizuho Financial Group Inc., 0.340%, 07/14/2020 | | | | | 575,041 | | | | | | 0.0 | | | |
| | | 750,000 | (8) | | Royal Bank of Canada, 0.350%, 07/17/2020 | | | | | 750,069 | | | | | | 0.1 | | | |
| | | 400,000 | (8) | | The Sumitomo Mitsui Financial Group, 0.290%, 07/29/2020 | | | | | 400,038 | | | | | | 0.0 | | | |
| | | | | | | Total Floating Rate Notes (Cost $2,600,153) | | | | | 2,600,153 | | | | | | 0.1 | | |
| | | | | | | Repurchase Agreements: 2.8% | | ||||||||||||
| | | 2,704,444 | (8) | | Amherst Pierpoint Securities LLC, Repurchase Agreement dated 06/30/20, 0.14%, due 07/01/20 (Repurchase Amount $2,704,454, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $2,758,533, due 08/13/20-05/20/70) | | | | | 2,704,444 | | | | | | 0.1 | | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Repurchase Agreements (continued) | | ||||||||||||
| | | 6,686,527 | (8) | | BNP Paribas S.A., Repurchase Agreement dated 06/30/20, 0.07%-0.24%, due 07/01/20 (Repurchase Amount $6,686,570, collateralized by various U.S. Government Securities, 0.000%-6.500%, Market Value plus accrued interest $7,011,567, due 08/15/20-02/15/48) | | | | $ | 6,686,527 | | | | | | 0.2 | | | |
| | | 16,203,058 | (8) | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/20, 0.10%, due 07/01/20 (Repurchase Amount $16,203,102, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $16,527,119, due 08/01/20-02/20/70) | | | | | 16,203,058 | | | | | | 0.6 | | | |
| | | 3,180,101 | (8) | | CF Secured LLC, Repurchase Agreement dated 06/30/20, 0.10%, due 07/01/20 (Repurchase Amount $3,180,110, collateralized by various U.S. Government/U.S. Government Agency Obligations, 2.500%-5.500%, Market Value plus accrued interest $3,243,703, due 01/01/29-06/01/50) | | | | | 3,180,101 | | | | | | 0.1 | | | |
| | | 6,829,370 | (8) | | Citadel Securities LLC, Repurchase Agreement dated 06/30/20, 0.15%, due 07/01/20 (Repurchase Amount $6,829,398, collateralized by various U.S. Government Securities, 0.000%-7.625%, Market Value plus accrued interest $6,965,987, due 07/31/20-11/15/49) | | | | | 6,829,370 | | | | | | 0.2 | | |
Voya Growth and Income Portfolio | as of June 30, 2020 (Unaudited) (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Repurchase Agreements (continued) | | ||||||||||||
| | | 20,136,392 | (8) | | Citigroup, Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $20,136,442, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $20,539,121, due 07/31/21-05/20/70) | | | | $ | 20,136,392 | | | | | | 0.7 | | | |
| | | 2,772,913 | (8) | | Deutsche Bank Securities Inc., Repurchase Agreement dated 06/30/20, 0.07%, due 07/01/20 (Repurchase Amount $2,772,918, collateralized by various U.S. Government Securities, 0.500%, Market Value plus accrued interest $2,828,371, due 06/30/27) | | | | | 2,772,913 | | | | | | 0.1 | | | |
| | | 4,163,148 | (8) | | Industrial & Comm. Bank of China, Repurchase Agreement dated 06/30/20, 0.11%, due 07/01/20 (Repurchase Amount $4,163,161, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $4,246,411, due 07/15/20-06/01/50) | | | | | 4,163,148 | | | | | | 0.2 | | | |
| | | 1,336,060 | (8) | | Royal Bank of Canada, Repurchase Agreement dated 06/30/20, 0.26%, due 07/01/20 (Repurchase Amount $1,336,070, collateralized by various U.S. Government Securities, 0.000%-8.700%, Market Value plus accrued interest $1,395,455, due 10/27/20-05/27/40) | | | | | 1,336,060 | | | | | | 0.1 | | | |
| | | 14,670,007 | (8) | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/20, 0.24%, due 07/01/20 (Repurchase Amount $14,670,103, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $14,997,412, due 01/15/22-02/15/47) | | | | | 14,670,007 | | | | | | 0.5 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
| | | Total Repurchase Agreements (Cost $78,682,020) | | | | $ | 78,682,020 | | | | | | 2.8 | | |
|
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| | | | | | | Mutual Funds(8): 0.8% | | ||||||||||||
| | | 1,744,000 | (8)(9) | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.100% | | | | | 1,744,000 | | | | | | 0.0 | | | |
| | | 19,437,000 | (8)(9) | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.150% | | | | | 19,437,000 | | | | | | 0.7 | | | |
| | | 1,744,000 | (8)(9) | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.050% | | | | | 1,744,000 | | | | | | 0.1 | | | |
| | | | | | | Total Mutual Funds (Cost $22,925,000) | | | | | 22,925,000 | | | | | | 0.8 | | |
| | | | | | | Total Short-Term Investments (Cost $104,207,173) | | | | | 104,207,173 | | | | | | 3.7 | | |
| | | | | | | Total Investments in Securities (Cost $2,431,081,522) | | | | $ | 2,891,098,662 | | | | | | 103.0 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (84,253,036 | | | | | | (3.0) | | |
| | | | | | | Net Assets | | | | $ | 2,806,845,626 | | | | | | 100.0 | | |
Voya Growth and Income Portfolio | as of June 30, 2020 (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, 2020 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 2,786,891,489 | | | | | $ | — | | | | | $ | — | | | | | $ | 2,786,891,489 | | |
Other | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Short-Term Investments | | | | | 22,925,000 | | | | | | 81,282,173 | | | | | | — | | | | | | 104,207,173 | | |
Total Investments, at fair value | | | | $ | 2,809,816,489 | | | | | $ | 81,282,173 | | | | | $ | — | | | | | $ | 2,891,098,662 | | |
Security | | | Acquisition Date | | | Acquisition Cost | | | Fair Value | | ||||||
Southern Energy (Escrow) | | | 11/30/2005 | | | | $ | — | | | | | $ | — | | |
| | | | | | | $ | — | | | | | $ | — | | |
| Gross Unrealized Appreciation | | | | $ | 560,766,730 | | |
| Gross Unrealized Depreciation | | | | | (103,001,987) | | |
| Net Unrealized Appreciation | | | | $ | 457,764,743 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2020 (Unaudited) |
| Investment Type Allocation as of June 30, 2020 (as a percentage of net assets) | | |||
| | | | | |
| Corporate Bonds/Notes | | | 24.5% | |
�� | Mutual Funds | | | 21.1% | |
| Collateralized Mortgage Obligations | | | 19.6% | |
| U.S. Government Agency Obligations | | | 13.0% | |
| Asset-Backed Securities | | | 9.5% | |
| Commercial Mortgage-Backed Securities | | | 5.9% | |
| U.S. Treasury Obligations | | | 5.2% | |
| Municipal Bonds | | | 0.1% | |
| Purchased Options | | | 0.0% | |
| Assets in Excess of Other Liabilities* | | | 1.1% | |
| 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: 24.5% | | |||||||||||||||
| | | Basic Materials: 0.5% | | ||||||||||||
1,250,000 (1) | | | Anglo American Capital PLC, 3.625%, 09/11/2024 | | | | $ | 1,313,135 | | | | | | 0.0 | | |
2,486,000 (1) | | | Anglo American Capital PLC, 4.125%, 04/15/2021 | | | | | 2,528,404 | | | | | | 0.1 | | |
476,000 (1) | | | Anglo American Capital PLC, 5.625%, 04/01/2030 | | | | | 575,938 | | | | | | 0.0 | | |
1,550,000 (1) | | | Chevron Phillips Chemical Co. LLC / Chevron Phillips Chemical Co. L.P., 3.700%, 06/01/2028 | | | | | 1,650,593 | | | | | | 0.1 | | |
702,000 (1) | | | Newcrest Finance Pty Ltd., 3.250%, 05/13/2030 | | | | | 751,071 | | | | | | 0.0 | | |
561,000 (1) | | | Newcrest Finance Pty Ltd., 4.200%, 05/13/2050 | | | | | 628,576 | | | | | | 0.0 | | |
9,735,000 | | | Other Securities | | | | | 10,660,089 | | | | | | 0.3 | | |
| | | | | | | | 18,107,806 | | | | | | 0.5 | | |
| | | Communications: 2.3% | | ||||||||||||
10,098,000 | | | AT&T, Inc., 2.950%-5.150%, 07/15/2026- 02/15/2050 | | | | | 12,451,914 | | | | | | 0.4 | | |
8,734,000 | | | Comcast Corp., 2.650%-4.600%, 02/01/2030- 11/01/2049 | | | | | 10,573,571 | | | | | | 0.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
860,000 (1) | | | Deutsche Telekom AG, 3.625%, 01/21/2050 | | | | $ | 955,344 | | | | | | 0.0 | | |
4,885,000 (1) | | | NBCUniversal Enterprise, Inc., 5.250%, 12/31/2199 | | | | | 4,897,872 | | | | | | 0.1 | | |
2,630,000 (1) | | | Tencent Holdings Ltd., 2.985%, 01/19/2023 | | | | | 2,733,143 | | | | | | 0.1 | | |
527,000 (1) | | | T-Mobile USA, Inc., 2.050%, 02/15/2028 | | | | | 528,565 | | | | | | 0.0 | | |
351,000 (1) | | | T-Mobile USA, Inc., 2.550%, 02/15/2031 | | | | | 353,113 | | | | | | 0.0 | | |
818,000 (1) | | | T-Mobile USA, Inc., 3.750%, 04/15/2027 | | | | | 908,593 | | | | | | 0.0 | | |
462,000 (1) | | | T-Mobile USA, Inc., 3.875%, 04/15/2030 | | | | | 515,798 | | | | | | 0.0 | | |
817,000 (1) | | | T-Mobile USA, Inc., 4.375%, 04/15/2040 | | | | | 948,615 | | | | | | 0.1 | | |
7,161,000 (2) | | | Verizon Communications, Inc., 3.850%-4.862%, 12/03/2029- 03/22/2050 | | | | | 9,265,520 | | | | | | 0.3 | | |
31,653,000 (3) | | | Other Securities | | | | | 36,312,620 | | | | | | 1.0 | | |
| | | | | | | | 80,444,668 | | | | | | 2.3 | | |
| | | Consumer, Cyclical: 1.2% | | ||||||||||||
778,000 (1) | | | Alaska Airlines 2020-1 Class A Pass Through Trust, 4.800%, 02/15/2029 | | | | | 787,725 | | | | | | 0.0 | | |
2,000,000 (1) | | | BMW US Capital LLC, 3.400%, 08/13/2021 | | | | | 2,053,894 | | | | | | 0.1 | | |
3,500,000 (1) | | | BMW US Capital LLC, 3.450%, 04/12/2023 | | | | | 3,710,223 | | | | | | 0.1 | | |
1,875,000 (1) | | | Daimler Finance North America LLC, 2.125%, 03/10/2025 | | | | | 1,898,305 | | | | | | 0.1 | | |
873,000 (1)(2) | | | Harley-Davidson Financial Services, Inc., 3.350%, 06/08/2025 | | | | | 893,163 | | | | | | 0.0 | | |
31,983,975 (3) | | | Other Securities | | | | | 32,788,537 | | | | | | 0.9 | | |
| | | | | | | | 42,131,847 | | | | | | 1.2 | | |
| | | Consumer, Non-cyclical: 3.9% | | ||||||||||||
5,000,000 (1) | | | AbbVie, Inc., 2.300%, 11/21/2022 | | | | | 5,170,846 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
2,554,000 (1) | | | AbbVie, Inc., 2.600%, 11/21/2024 | | | | $ | 2,721,370 | | | | | | 0.1 | | |
1,441,000 (1) | | | AbbVie, Inc., 2.950%, 11/21/2026 | | | | | 1,578,117 | | | | | | 0.0 | | |
1,255,000 (1) | | | AbbVie, Inc., 3.200%, 11/21/2029 | | | | | 1,401,273 | | | | | | 0.0 | | |
1,441,000 (1) | | | AbbVie, Inc., 4.050%, 11/21/2039 | | | | | 1,673,561 | | | | | | 0.1 | | |
1,700,000 (1) | | | AbbVie, Inc., 4.625%, 10/01/2042 | | | | | 2,088,196 | | | | | | 0.1 | | |
3,757,000 | | | AbbVie, Inc., 2.900%-4.500%, 11/06/2022- 05/14/2036 | | | | | 4,237,510 | | | | | | 0.1 | | |
520,000 (1) | | | Alcon Finance Corp., 2.600%, 05/27/2030 | | | | | 535,124 | | | | | | 0.0 | | |
6,511,000 | | | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.700%-4.900%, 02/01/2036- 02/01/2046 | | | | | 7,873,579 | | | | | | 0.2 | | |
2,760,000 | | | Anheuser-Busch InBev Worldwide, Inc., 4.439%-5.450%, 01/23/2039- 10/06/2048 | | | | | 3,323,713 | | | | | | 0.1 | | |
750,000 (1) | | | Bristol-Myers Squibb Co., 2.550%, 05/14/2021 | | | | | 764,824 | | | | | | 0.0 | | |
1,500,000 (1) | | | Bristol-Myers Squibb Co., 3.875%, 08/15/2025 | | | | | 1,707,527 | | | | | | 0.0 | | |
1,757,000 (1) | | | Bristol-Myers Squibb Co., 4.125%, 06/15/2039 | | | | | 2,249,986 | | | | | | 0.1 | | |
2,000,000 (1) | | | Cargill, Inc., 3.875%, 05/23/2049 | | | | | 2,369,530 | | | | | | 0.1 | | |
2,195,000 (1) | | | Cigna Corp., 3.250%, 04/15/2025 | | | | | 2,399,360 | | | | | | 0.1 | | |
5,727,000 | | | Cigna Corp., 3.750%-4.900%, 07/15/2023- 12/15/2048 | | | | | 6,591,694 | | | | | | 0.2 | | |
62,004 | | | CVS Pass-Through Trust, 6.943%, 01/10/2030 | | | | | 71,031 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
8,675,000 | | | CVS Health Corp., 3.700%-5.050%, 03/09/2023- 03/25/2048 | | | | $ | 10,420,607 | | | | | | 0.3 | | |
466,000 (1) | | | Health Care Service Corp. A Mutual Legal Reserve Co., 3.200%, 06/01/2050 | | | | | 477,035 | | | | | | 0.0 | | |
2,113,000 (1) | | | Imperial Brands Finance PLC, 3.750%, 07/21/2022 | | | | | 2,206,967 | | | | | | 0.1 | | |
1,342,000 (1) | | | Mars, Inc., 4.125%, 04/01/2054 | | | | | 1,708,473 | | | | | | 0.0 | | |
66,925,000 (3) | | | Other Securities | | | | | 76,217,277 | | | | | | 2.2 | | |
| | | | | | | | 137,787,600 | | | | | | 3.9 | | |
| | | Energy: 2.2% | | ||||||||||||
1,665,000 (1)(2) | | | Cheniere Corpus Christi Holdings LLC, 3.700%, 11/15/2029 | | | | | 1,708,096 | | | | | | 0.1 | | |
8,157,000 (2)(4) | | | Enterprise Products Operating LLC, 3.500%-4.900%, 02/01/2022- 08/16/2077 | | | | | 8,442,454 | | | | | | 0.2 | | |
1,500,000 (1) | | | Schlumberger Investment SA, 2.400%, 08/01/2022 | | | | | 1,537,886 | | | | | | 0.0 | | |
257,000 (1) | | | Transcontinental Gas Pipe Line Co. LLC, 3.250%, 05/15/2030 | | | | | 275,023 | | | | | | 0.0 | | |
4,359,000 | | | Williams Cos, Inc./The, 4.000%-5.400%, 09/15/2025- 03/04/2044 | | | | | 4,835,817 | | | | | | 0.1 | | |
2,964,000 (2) | | | Williams Partners L.P., 3.600%-3.750%, 03/15/2022- 06/15/2027 | | | | | 3,132,343 | | | | | | 0.1 | | |
56,789,000 (3) | | | Other Securities | | | | | 59,051,868 | | | | | | 1.7 | | |
| | | | | | | | 78,983,487 | | | | | | 2.2 | | |
| | | Financial: 8.6% | | ||||||||||||
1,840,000 (1) | | | ANZ New Zealand Int’l Ltd./London, 3.400%, 03/19/2024 | | | | | 1,993,195 | | | | | | 0.1 | | |
519,000 (1) | | | Athene Global Funding, 2.950%, 11/12/2026 | | | | | 521,532 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
23,026,000 (2)(4) | | | Bank of America Corp., 2.015%-5.125%, 05/17/2022- 12/31/2199 | | | | $ | 25,420,154 | | | | | | 0.7 | | |
1,535,000 (1) | | | Banque Federative du Credit Mutuel SA, 2.375%, 11/21/2024 | | | | | 1,618,735 | | | | | | 0.0 | | |
1,000,000 (1) | | | Barclays Bank PLC, 10.179%, 06/12/2021 | | | | | 1,081,584 | | | | | | 0.0 | | |
4,115,000 (1)(4) | | | BNP Paribas SA, 2.819%, 11/19/2025 | | | | | 4,312,255 | | | | | | 0.1 | | |
1,715,000 (1)(4) | | | BNP Paribas SA, 3.052%, 01/13/2031 | | | | | 1,806,325 | | | | | | 0.1 | | |
3,960,000 (1) | | | BPCE SA, 2.700%, 10/01/2029 | | | | | 4,229,365 | | | | | | 0.1 | | |
955,000 (1) | | | BPCE SA, 5.700%, 10/22/2023 | | | | | 1,068,973 | | | | | | 0.1 | | |
10,118,000 (2)(4) | | | Citigroup, Inc., 1.678%-5.500%, 07/24/2023- 09/13/2025 | | | | | 11,091,155 | | | | | | 0.3 | | |
2,000,000 (1) | | | Citizens Financial Group, Inc., 4.150%, 09/28/2022 | | | | | 2,108,250 | | | | | | 0.1 | | |
745,000 (1) | | | Commonwealth Bank of Australia, 3.743%, 09/12/2039 | | | | | 801,120 | | | | | | 0.0 | | |
1,235,000 (1)(2)(4) | | | Credit Agricole SA/London, 1.907%, 06/16/2026 | | | | | 1,253,457 | | | | | | 0.0 | | |
6,000,000 (1) | | | Credit Suisse AG, 6.500%, 08/08/2023 | | | | | 6,577,008 | | | | | | 0.2 | | |
3,000,000 (1)(4) | | | Credit Suisse Group AG, 2.997%, 12/14/2023 | | | | | 3,125,239 | | | | | | 0.1 | | |
1,292,000 (1)(4) | | | Credit Suisse Group AG, 4.194%, 04/01/2031 | | | | | 1,477,408 | | | | | | 0.0 | | |
2,303,000 | | | Credit Suisse Group Funding Guernsey Ltd., 3.450%, 04/16/2021 | | | | | 2,357,789 | | | | | | 0.1 | | |
4,500,000 (1) | | | Danske Bank A/S, 2.800%, 03/10/2021 | | | | | 4,570,048 | | | | | | 0.1 | | |
600,000 (1) | | | Danske Bank A/S, 5.000%, 01/12/2022 | | | | | 631,261 | | | | | | 0.0 | | |
1,925,000 (1) | | | Federation des Caisses Desjardins du Quebec, 2.050%, 02/10/2025 | | | | | 1,982,275 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
7,746,000 (4) | | | HSBC Holdings PLC, 2.633%-4.950%, 03/11/2025- 05/22/2030 | | | | $ | 8,577,986 | | | | | | 0.2 | | |
19,201,000 (2)(4) | | | JPMorgan Chase & Co., 2.182%-5.000%, 06/18/2022- 12/31/2199 | | | | | 19,993,855 | | | | | | 0.6 | | |
702,000 (1) | | | KKR Group Finance Co. VII LLC, 3.625%, 02/25/2050 | | | | | 698,820 | | | | | | 0.0 | | |
778,000 (1) | | | Liberty Mutual Group, Inc., 3.951%, 10/15/2050 | | | | | 824,653 | | | | | | 0.0 | | |
5,870,000 | | | Mizuho Financial Group Cayman 2 Ltd., 4.200%, 07/18/2022 | | | | | 6,150,468 | | | | | | 0.2 | | |
2,810,000 (1)(2) | | | Mizuho Financial Group, Inc., 2.632%, 04/12/2021 | | | | | 2,857,181 | | | | | | 0.1 | | |
315,000 (1) | | | Mizuho Financial Group, Inc., 3.477%, 04/12/2026 | | | | | 347,915 | | | | | | 0.0 | | |
12,747,000 (4) | | | Morgan Stanley, 2.188%-5.597%, 07/28/2021- 03/24/2051 | | | | | 14,145,702 | | | | | | 0.4 | | |
1,575,000 (1)(4) | | | National Australia Bank Ltd., 3.933%, 08/02/2034 | | | | | 1,719,452 | | | | | | 0.1 | | |
1,199,000 (1) | | | National Securities Clearing Corp., 1.500%, 04/23/2025 | | | | | 1,227,135 | | | | | | 0.0 | | |
894,000 (1) | | | Nationwide Building Society, 2.000%, 01/27/2023 | | | | | 921,208 | | | | | | 0.0 | | |
1,004,000 (1)(4) | | | Nationwide Building Society, 3.960%, 07/18/2030 | | | | | 1,131,374 | | | | | | 0.1 | | |
1,576,000 (1) | | | New York Life Global Funding, 2.875%, 04/10/2024 | | | | | 1,700,803 | | | | | | 0.1 | | |
2,661,000 (1)(2)(4) | | | Nordea Bank ABP, 6.125%, 12/31/2199 | | | | | 2,709,417 | | | | | | 0.1 | | |
174,000 (1) | | | Northwestern Mutual Life Insurance Co/The, 3.625%, 09/30/2059 | | | | | 193,879 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
2,000,000 | | | Royal Bank of Canada, 0.956%, (US0003M + 0.660)%, 10/05/2023 | | | | $ | 2,004,211 | | | | | | 0.0 | | |
5,998,000 | | | Royal Bank of Canada, 2.250%-3.700%, 10/05/2023- 11/01/2024 | | | | | 6,454,753 | | | | | | 0.2 | | |
760,000 (1) | | | Scentre Group Trust 1 / Scentre Group Trust 2, 3.625%, 01/28/2026 | | | | | 797,876 | | | | | | 0.0 | | |
566,000 (1)(2) | | | Scentre Group Trust 1 / Scentre Group Trust 2, 4.375%, 05/28/2030 | | | | | 623,034 | | | | | | 0.0 | | |
559,000 (1) | | | UBS AG/London, 1.750%, 04/21/2022 | | | | | 569,699 | | | | | | 0.0 | | |
300,000 (1) | | | USAA Capital Corp., 2.125%, 05/01/2030 | | | | | 309,272 | | | | | | 0.0 | | |
12,945,000 (4) | | | Wells Fargo & Co., 2.406%-5.013%, 08/15/2023- 04/04/2051 | | | | | 14,228,357 | | | | | | 0.4 | | |
8,795,000 (4) | | | Wells Fargo Bank NA, 2.082%-3.625%, 10/22/2021- 09/09/2022 | | | | | 9,085,394 | | | | | | 0.3 | | |
116,369,000 (3) | | | Other Securities | | | | | 126,178,361 | | | | | | 3.6 | | |
| | | | | | | | 301,477,933 | | | | | | 8.6 | | |
| | | Industrial: 1.5% | | ||||||||||||
808,000 (1) | | | Aviation Capital Group LLC, 4.375%, 01/30/2024 | | | | | 759,950 | | | | | | 0.0 | | |
264,000 (1)(2) | | | BAE Systems PLC, 3.400%, 04/15/2030 | | | | | 288,504 | | | | | | 0.0 | | |
2,047,000 (1) | | | Carrier Global Corp., 2.493%, 02/15/2027 | | | | | 2,088,015 | | | | | | 0.1 | | |
1,195,000 (1) | | | Carrier Global Corp., 2.722%, 02/15/2030 | | | | | 1,200,265 | | | | | | 0.0 | | |
1,240,000 (1) | | | Carrier Global Corp., 3.577%, 04/05/2050 | | | | | 1,215,337 | | | | | | 0.0 | | |
2,365,000 (1) | | | Raytheon Technologies Corp., 3.200%, 03/15/2024 | | | | | 2,546,390 | | | | | | 0.1 | | |
2,000,000 (1) | | | SMBC Aviation Capital Finance DAC, 2.650%, 07/15/2021 | | | | | 2,009,165 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Industrial (continued) | | ||||||||||||
1,330,000 (1) | | | SMBC Aviation Capital Finance DAC, 3.550%, 04/15/2024 | | | | $ | 1,362,600 | | | | | | 0.0 | | |
2,250,000 (1) | | | TTX Co., 3.600%, 01/15/2025 | | | | | 2,476,250 | | | | | | 0.1 | | |
35,111,000 (3) | | | Other Securities | | | | | 39,633,000 | | | | | | 1.1 | | |
| | | | | | | | 53,579,476 | | | | | | 1.5 | | |
| | | Technology: 1.4% | | ||||||||||||
8,160,000 | | | Apple, Inc., 3.750%-3.850%, 05/04/2043- 11/13/2047 | | | | | 9,935,186 | | | | | | 0.3 | | |
1,000,000 (1) | | | Broadcom, Inc., 4.300%, 11/15/2032 | | | | | 1,106,566 | | | | | | 0.0 | | |
1,000,000 (1) | | | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | | | | | 1,147,317 | | | | | | 0.1 | | |
900,000 (1) | | | Microchip Technology, Inc., 2.670%, 09/01/2023 | | | | | 926,854 | | | | | | 0.0 | | |
6,400,000 | | | Microsoft Corp., 3.700%, 08/08/2046 | | | | | 8,041,310 | | | | | | 0.2 | | |
5,750,000 | | | Microsoft Corp., 2.400%-2.525%, 08/08/2026- 06/01/2050 | | | | | 6,072,541 | | | | | | 0.2 | | |
255,000 (1) | | | NXP BV / NXP Funding LLC / NXP USA, Inc., 3.400%, 05/01/2030 | | | | | 274,957 | | | | | | 0.0 | | |
18,973,000 (3) | | | Other Securities | | | | | 21,064,904 | | | | | | 0.6 | | |
| | | | | | | | 48,569,635 | | | | | | 1.4 | | |
| | | Utilities: 2.9% | | ||||||||||||
1,576,000 (1) | | | AES Corp./The, 3.950%, 07/15/2030 | | | | | 1,669,575 | | | | | | 0.0 | | |
2,500,000 (1) | | | American Transmission Systems, Inc., 5.000%, 09/01/2044 | | | | | 3,109,129 | | | | | | 0.1 | | |
3,219,000 (1) | | | American Transmission Systems, Inc., 5.250%, 01/15/2022 | | | | | 3,411,051 | | | | | | 0.1 | | |
1,055,000 (4) | | | Duke Energy Corp., 4.875%, 12/31/2199 | | | | | 1,055,228 | | | | | | 0.0 | | |
1,485,000 | | | Duke Energy Indiana LLC, 3.250%, 10/01/2049 | | | | | 1,648,614 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
3,885,000 | | | Duke Energy Carolinas LLC, 3.200%-4.000%, 09/30/2042- 08/15/2049 | | | | $ | 4,556,910 | | | | | | 0.1 | | |
2,043,000 | | | Duke Energy Progress LLC, 3.700%-4.200%, 08/15/2045- 10/15/2046 | | | | | 2,498,713 | | | | | | 0.1 | | |
2,802,000 (1) | | | Jersey Central Power & Light Co., 4.300%, 01/15/2026 | | | | | 3,244,598 | | | | | | 0.1 | | |
411,000 (1) | | | Metropolitan Edison Co., 4.000%, 04/15/2025 | | | | | 460,296 | | | | | | 0.0 | | |
231,000 (1) | | | Narragansett Electric Co/The, 3.395%, 04/09/2030 | | | | | 260,453 | | | | | | 0.0 | | |
467,000 (1) | | | Puget Energy, Inc., 4.100%, 06/15/2030 | | | | | 516,504 | | | | | | 0.0 | | |
72,626,000 (3)(5) | | | Other Securities | | | | | 79,294,087 | | | | | | 2.3 | | |
| | | | | | | | 101,725,158 | | | | | | 2.9 | | |
| | | Total Corporate Bonds/Notes (Cost $797,043,261) | | | | | 862,807,610 | | | | | | 24.5 | | |
COLLATERALIZED MORTGAGE OBLIGATIONS: 19.6% | | |||||||||||||||
3,513,480 (1)(4) | | | Agate Bay Mortgage Trust 2015-6 B2, 3.602%, 09/25/2045 | | | | | 3,540,053 | | | | | | 0.1 | | |
4,441,533 | | | Alternative Loan Trust 2005-10CB 1A1, 0.685%, (US0001M + 0.500)%, 05/25/2035 | | | | | 3,527,966 | | | | | | 0.1 | | |
3,658,553 | | | Alternative Loan Trust 2005-51 3A2A, 2.794%, (12MTA + 1.290)%, 11/20/2035 | | | | | 3,297,730 | | | | | | 0.1 | | |
1,593,394 | | | Alternative Loan Trust 2005-65CB 2A4, 5.500%, 12/25/2035 | | | | | 1,417,529 | | | | | | 0.0 | | |
2,020,476 | | | Alternative Loan Trust 2005-6CB 1A3, 5.250%, 04/25/2035 | | | | | 1,964,375 | | | | | | 0.1 | | |
424,037(6) | | | Alternative Loan Trust 2005-J3 2A2, 4.816%, (-1.000*US0001M + 5.000)%, 05/25/2035 | | | | | 48,091 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,345,254 | | | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036 | | | | $ | 968,562 | | | | | | 0.0 | | |
2,821,172 | | | Alternative Loan Trust 2006-HY11 A1, 0.305%, (US0001M + 0.120)%, 06/25/2036 | | | | | 2,601,250 | | | | | | 0.1 | | |
1,967,191 | | | Alternative Loan Trust 2007-23CB A3, 0.685%, (US0001M + 0.500)%, 09/25/2037 | | | | | 784,269 | | | | | | 0.0 | | |
151,824 | | | Banc of America Funding 2007 8 Trust 4A1, 6.000%, 08/25/2037 | | | | | 142,673 | | | | | | 0.0 | | |
2,647,904 | | | Bear Stearns Mortgage Funding Trust 2006-AR5 2A1, 0.375%, (US0001M + 0.190)%, 01/25/2037 | | | | | 2,281,469 | | | | | | 0.1 | | |
18,469 | | | CHL Mortgage Pass-Through Trust 2005-2 2A3, 0.865%, (US0001M + 0.680)%, 03/25/2035 | | | | | 16,414 | | | | | | 0.0 | | |
162,655 | | | Citicorp Mortgage Securities Trust Series 2006-4 2A1, 5.500%, 08/25/2036 | | | | | 171,658 | | | | | | 0.0 | | |
779,399 | | | Citicorp Mortgage Securities Trust Series 2007-1 1A1, 6.000%, 01/25/2037 | | | | | 761,846 | | | | | | 0.0 | | |
1,336,642 (4) | | | Citigroup Mortgage Loan Trust 2007-10 22AA, 3.934%, 09/25/2037 | | | | | 1,258,485 | | | | | | 0.1 | | |
1,192,958 (1)(4) | | | Citigroup Mortgage Loan Trust 2015-A B2, 4.500%, 06/25/ 2058 | | | | | 1,203,588 | | | | | | 0.0 | | |
48,662 (4) | | | Citigroup Mortgage Loan Trust, Inc. 2005-3 2A2A, 3.979%, 08/25/2035 | | | | | 46,943 | | | | | | 0.0 | | |
2,162,683 | | | Citigroup Mortgage Loan Trust, Inc. 2005-8 3A1, 5.500%, 09/25/2035 | | | | | 2,174,572 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
304,947 | | | CitiMortgage Alternative Loan Trust Series 2007-A2 1A5, 6.000%, 02/25/2037 | | | | $ | 300,673 | | | | | | 0.0 | | |
2,000,000 (1) | | | Connecticut Avenue Securities Trust 2020-R02 2M2, 2.185%, (US0001M + 2.000)%, 01/25/2040 | | | | | 1,918,681 | | | | | | 0.1 | | |
923,946 | | | Countrywide Alternative Loan Trust 2005-53T2 2A6, 0.685%, (US0001M + 0.500)%, 11/25/2035 | | | | | 430,251 | | | | | | 0.0 | | |
4,345,732 | | | Countrywide Asset-Backed Certificates 2005-IM1 M1, 0.905%, (US0001M + 0.720)%, 11/25/2035 | | | | | 4,217,619 | | | | | | 0.1 | | |
2,000,000 (1)(4) | | | Deephaven Residential Mortgage Trust 2018-2A M1, 4.375%, 04/25/2058 | | | | | 2,022,938 | | | | | | 0.1 | | |
800,000 (1) | | | Fannie Mae Connecticut Avenue Securities Trust 2020-SBT1 1M2, 3.835%, (US0001M + 3.650)%, 02/25/2040 | | | | | 760,072 | | | | | | 0.0 | | |
1,000,000 | | | Fannie Mae 2011-128 KB, 4.500%, 12/25/2041 | | | | | 1,213,713 | | | | | | 0.0 | | |
12,365,567 | | | Fannie Mae 2011-99 CZ, 4.500%, 10/25/2041 | | | | | 14,200,302 | | | | | | 0.4 | | |
1,913,171 | | | Fannie Mae 2012-110 CA, 3.000%, 10/25/2042 | | | | | 2,049,567 | | | | | | 0.1 | | |
26,009,219 (6) | | | Fannie Mae 2016-82 SD, 5.866%, (-1.000*US0001M + 6.050)%, 11/25/2046 | | | | | 6,061,300 | | | | | | 0.2 | | |
5,044,616 | | | Fannie Mae 2016-88 EA, 3.500%, 01/25/2045 | | | | | 5,321,223 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
7,796,235 | | | Fannie Mae Connecticut Avenue Securities 16-C06 1M2, 4.435%, (US0001M + 4.250)%, 04/25/2029 | | | | $ | 8,213,602 | | | | | | 0.2 | | |
3,024,488 | | | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 4.185%, (US0001M + 4.000)%, 05/25/2025 | | | | | 3,079,402 | | | | | | 0.1 | | |
170,012 | | | Fannie Mae Connecticut Avenue Securities 2015-C02 2M2, 4.185%, (US0001M + 4.000)%, 05/25/2025 | | | | | 172,865 | | | | | | 0.0 | | |
4,778,627 | | | Fannie Mae Connecticut Avenue Securities 2015-C04 2M2, 5.735%, (US0001M + 5.550)%, 04/25/2028 | | | | | 5,100,153 | | | | | | 0.1 | | |
6,677,699 | | | Fannie Mae Connecticut Avenue Securities 2016-C04 1M2, 4.435%, (US0001M + 4.250)%, 01/25/2029 | | | | | 6,969,007 | | | | | | 0.2 | | |
8,044,026 | | | Fannie Mae Connecticut Avenue Securities 2016-C05 2M2, 4.635%, (US0001M + 4.450)%, 01/25/2029 | | | | | 8,285,681 | | | | | | 0.2 | | |
265,307 | | | Fannie Mae Connecticut Avenue Securities 2016-C07 2M2, 4.535%, (US0001M + 4.350)%, 05/25/2029 | | | | | 276,774 | | | | | | 0.0 | | |
4,211,694 | | | Fannie Mae Connecticut Avenue Securities 2017-C01 1M2, 3.735%, (US0001M + 3.550)%, 07/25/2029 | | | | | 4,318,451 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
6,040,672 | | | Fannie Mae Connecticut Avenue Securities 2017-C02 2M2, 3.835%, (US0001M + 3.650)%, 09/25/2029 | | | | $ | 6,096,103 | | | | | | 0.2 | | |
1,500,000 | | | Fannie Mae Connecticut Avenue Securities 2017-C03 1M2, 3.185%, (US0001M + 3.000)%, 10/25/2029 | | | | | 1,522,923 | | | | | | 0.0 | | |
5,634,367 | | | Fannie Mae Connecticut Avenue Securities 2017-C04 2M2, 3.035%, (US0001M + 2.850)%, 11/25/2029 | | | | | 5,587,874 | | | | | | 0.2 | | |
7,803,269 | | | Fannie Mae Connecticut Avenue Securities 2017-C05 1M2, 2.385%, (US0001M + 2.200)%, 01/25/2030 | | | | | 7,709,096 | | | | | | 0.2 | | |
766,410 | | | Fannie Mae Connecticut Avenue Securities 2017-C06 1M2, 2.835%, (US0001M + 2.650)%, 02/25/2030 | | | | | 766,470 | | | | | | 0.0 | | |
7,213,078 | | | Fannie Mae Connecticut Avenue Securities 2017-C07 1M2, 2.585%, (US0001M + 2.400)%, 05/28/2030 | | | | | 7,117,261 | | | | | | 0.2 | | |
6,522,199 | | | Fannie Mae Connecticut Avenue Securities 2017-C07 2M2, 2.685%, (US0001M + 2.500)%, 05/25/2030 | | | | | 6,474,674 | | | | | | 0.2 | | |
3,527,846 | | | Fannie Mae Connecticut Avenue Securities 2017-CO6 2M2, 2.985%, (US0001M + 2.800)%, 02/25/2030 | | | | | 3,498,505 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
5,529,495 | | | Fannie Mae Connecticut Avenue Securities 2018-C02 2M2, 2.385%, (US0001M + 2.200)%, 08/25/2030 | | | | $ | 5,456,352 | | | | | | 0.2 | | |
3,008,467 | | | Fannie Mae Connecticut Avenue Securities 2018-C03 1M2, 2.335%, (US0001M + 2.150)%, 10/25/2030 | | | | | 2,983,284 | | | | | | 0.1 | | |
5,722,151 | | | Fannie Mae Connecticut Avenue Securities 2018-C04 2M2, 2.735%, (US0001M + 2.550)%, 12/25/2030 | | | | | 5,685,048 | | | | | | 0.2 | | |
5,223,661 | | | Fannie Mae Connecticut Avenue Securities 2018-C05 1M2, 2.535%, (US0001M + 2.350)%, 01/25/2031 | | | | | 5,155,239 | | | | | | 0.2 | | |
3,966,885 | | | Fannie Mae Connecticut Avenue Securities 2018-C06 1M2, 2.185%, (US0001M + 2.000)%, 03/25/2031 | | | | | 3,840,500 | | | | | | 0.1 | | |
2,479,719 | | | Fannie Mae Connecticut Avenue Securities 2018-C06 2M2, 2.285%, (US0001M + 2.100)%, 03/25/2031 | | | | | 2,443,814 | | | | | | 0.1 | | |
13,347,828 | | | Fannie Mae Connecticut Avenue Securities 2018-CO1 1M2, 2.435%, (US0001M + 2.250)%, 07/25/2030 | | | | | 13,145,686 | | | | | | 0.4 | | |
2,405,967 (1) | | | Fannie Mae Connecticut Avenue Securities 2019-R02 1M2, 2.485%, (US0001M + 2.300)%, 08/25/2031 | | | | | 2,390,066 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
3,609,972 (1) | | | Fannie Mae Connecticut Avenue Securities 2019-R04 2M2, 2.285%, (US0001M + 2.100)%, 06/25/2039 | | | | $ | 3,535,777 | | | | | | 0.1 | | |
1,769,300 (1) | | | Fannie Mae Connecticut Avenue Securities 2019-RO3 1M2, 2.335%, (US0001M + 2.150)%, 09/25/2031 | | | | | 1,762,260 | | | | | | 0.1 | | |
4,665,104 (1) | | | Fannie Mae Connecticut Avenue Securities Trust 2018-R07 1M2, 2.585%, (US0001M + 2.400)%, 04/25/2031 | | | | | 4,651,979 | | | | | | 0.1 | | |
1,585,745 (1) | | | Fannie Mae Connecticut Avenue Securities Trust 2019-R01 2M2, 2.635%, (US0001M + 2.450)%, 07/25/2031 | | | | | 1,561,122 | | | | | | 0.0 | | |
3,550,000 (1) | | | Fannie Mae Connecticut Avenue Securities Trust 2019-R06 2M2, 2.285%, (US0001M + 2.100)%, 09/25/2039 | | | | | 3,476,850 | | | | | | 0.1 | | |
1,800,000 (1) | | | Fannie Mae Connecticut Avenue Securities Trust 2020-R01 1M2, 2.235%, (US0001M + 2.050)%, 01/25/2040 | | | | | 1,731,896 | | | | | | 0.1 | | |
500,000 (1) | | | Fannie Mae Connecticut Avenue Securities Trust 2020-SBT1 2M2, 3.835%, (US0001M + 3.650)%, 02/25/2040 | | | | | 487,846 | | | | | | 0.0 | | |
1,900,947 | | | Fannie Mae Connecticut Avenue Securities, 5.885%, (US0001M + 5.700)%, 04/25/2028 | | | | | 2,015,937 | | | | | | 0.1 | | |
483,360 (6) | | | Fannie Mae Interest Strip Series 418 10, 4.000%, 08/25/2043 | | | | | 76,282 | | | | | | 0.0 | | |
414,840 (6) | | | Fannie Mae Interest Strip Series 418 15, 3.500%, 08/25/2043 | | | | | 60,792 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
7,722 | | | Fannie Mae REMIC Trust 1994-77 FB, 1.685%, (US0001M + 1.500)%, 04/25/2024 | | | | $ | 7,804 | | | | | | 0.0 | | |
334,682 | | | Fannie Mae REMIC Trust 1999-33 Z, 6.000%, 07/25/2029 | | | | | 377,339 | | | | | | 0.0 | | |
25,842 | | | Fannie Mae REMIC Trust 2002-21 FC, 1.085%, (US0001M + 0.900)%, 04/25/2032 | | | | | 26,097 | | | | | | 0.0 | | |
787,819 (6) | | | Fannie Mae REMIC Trust 2003-74 IO, 6.000%, 08/25/2033 | | | | | 172,831 | | | | | | 0.0 | | |
63,884 | | | Fannie Mae REMIC Trust 2004-11 A, 0.305%, (US0001M + 0.120)%, 03/25/2034 | | | | | 63,652 | | | | | | 0.0 | | |
432,319 | | | Fannie Mae REMIC Trust 2005-120 ZU, 5.500%, 01/25/2036 | | | | | 511,065 | | | | | | 0.0 | | |
200,855 | | | Fannie Mae REMIC Trust 2005-74 DK, 23.262%, (-4.000*US0001M + 24.000)%, 07/25/ 2035 | | | | | 319,496 | | | | | | 0.0 | | |
4,576,856 (6) | | | Fannie Mae REMIC Trust 2005-92 SC, 6.496%, (-1.000*US0001M + 6.680)%, 10/25/2035 | | | | | 1,025,542 | | | | | | 0.0 | | |
281,271 | | | Fannie Mae REMIC Trust 2006-103 EZ, 6.250%, 10/25/2036 | | | | | 324,817 | | | | | | 0.0 | | |
882,600 | | | Fannie Mae REMIC Trust 2006-104 ES, 32.528%, (-5.000*US0001M + 33.450)%, 11/25/ 2036 | | | | | 1,729,295 | | | | | | 0.1 | | |
5,153,534 (6) | | | Fannie Mae REMIC Trust 2006-12 SD, 6.566%, (-1.000*US0001M + 6.750)%, 10/25/2035 | | | | | 1,097,917 | | | | | | 0.0 | | |
2,462,077 (6) | | | Fannie Mae REMIC Trust 2006-123 UI, 6.556%, (-1.000*US0001M + 6.740)%, 01/25/2037 | | | | | 638,731 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
580,556 (6) | | | Fannie Mae REMIC Trust 2006-72 HS, 6.516%, (-1.000*US0001M + 6.700)%, 08/25/2026 | | | | $ | 78,735 | | | | | | 0.0 | | |
164,987 | | | Fannie Mae REMIC Trust 2007-73 A1, 0.236%, (US0001M + 0.060)%, 07/25/2037 | | | | | 162,325 | | | | | | 0.0 | | |
464,377 | | | Fannie Mae REMIC Trust 2008-20 SP, 15.039%, (-2.500*US0001M + 15.500)%, 03/25/ 2038 | | | | | 658,722 | | | | | | 0.0 | | |
2,099,521 | | | Fannie Mae REMIC Trust 2009-19 PW, 4.500%, 10/25/2036 | | | | | 2,373,334 | | | | | | 0.1 | | |
7,581,083 (6) | | | Fannie Mae REMIC Trust 2010-102 SB, 6.416%, (-1.000*US0001M + 6.600)%, 09/25/2040 | | | | | 1,936,889 | | | | | | 0.1 | | |
2,431,587 (6) | | | Fannie Mae REMIC Trust 2010-116 SE, 6.416%, (-1.000*US0001M + 6.600)%, 10/25/2040 | | | | | 536,235 | | | | | | 0.0 | | |
7,088,126 (6) | | | Fannie Mae REMIC Trust 2010-123 SL, 5.886%, (-1.000*US0001M + 6.070)%, 11/25/2040 | | | | | 1,409,300 | | | | | | 0.0 | | |
3,464,763 | | | Fannie Mae REMIC Trust 2010-130 CX, 4.500%, 09/25/2039 | | | | | 3,569,722 | | | | | | 0.1 | | |
3,660,986 (6) | | | Fannie Mae REMIC Trust 2010-55 AS, 6.236%, (-1.000*US0001M + 6.420)%, 06/25/2040 | | | | | 806,836 | | | | | | 0.0 | | |
8,159,907 | | | Fannie Mae REMIC Trust 2010-59 PC, 5.000%, 06/25/2040 | | | | | 9,407,709 | | | | | | 0.3 | | |
1,147,481 | | | Fannie Mae REMIC Trust 2010-60 HJ, 5.500%, 05/25/2040 | | | | | 1,285,111 | | | | | | 0.0 | | |
4,467,489 (6) | | | Fannie Mae REMIC Trust 2011-3 AI, 5.000%, 01/25/2041 | | | | | 460,956 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,233,267 (6) | | | Fannie Mae REMIC Trust 2012-10 US, 6.266%, (-1.000*US0001M + 6.450)%, 02/25/2042 | | | | $ | 165,045 | | | | | | 0.0 | | |
1,116,504 | | | Fannie Mae REMIC Trust 2012-103 DA, 3.500%, 10/25/2041 | | | | | 1,173,075 | | | | | | 0.0 | | |
9,987,933 (6) | | | Fannie Mae REMIC Trust 2012-113 SG, 5.916%, (-1.000*US0001M + 6.100)%, 10/25/2042 | | | | | 1,904,188 | | | | | | 0.1 | | |
7,251,725 (6) | | | Fannie Mae REMIC Trust 2012-122 SB, 5.966%, (-1.000*US0001M + 6.150)%, 11/25/2042 | | | | | 1,378,099 | | | | | | 0.0 | | |
2,906,864 (6) | | | Fannie Mae REMIC Trust 2012-128 DI, 3.000%, 10/25/2032 | | | | | 236,312 | | | | | | 0.0 | | |
3,922,600 | | | Fannie Mae REMIC Trust 2012-131 BS, 5.193%, (-1.200*US0001M + 5.400)%, 12/25/2042 | | | | | 4,172,394 | | | | | | 0.1 | | |
11,556,895 (6) | | | Fannie Mae REMIC Trust 2012-137 SN, 5.916%, (-1.000*US0001M + 6.100)%, 12/25/2042 | | | | | 2,126,384 | | | | | | 0.1 | | |
3,973,898 (6) | | | Fannie Mae REMIC Trust 2012-15 SP, 6.436%, (-1.000*US0001M + 6.620)%, 06/25/2040 | | | | | 263,017 | | | | | | 0.0 | | |
2,675,235 (6) | | | Fannie Mae REMIC Trust 2012-58 PI, 5.000%, 04/25/2042 | | | | | 354,051 | | | | | | 0.0 | | |
709,724 | | | Fannie Mae REMIC Trust 2013-44 ZG, 3.500%, 03/25/2042 | | | | | 790,305 | | | | | | 0.0 | | |
9,345,893 (6) | | | Fannie Mae REMIC Trust 2013-60 DS, 6.016%, (-1.000*US0001M + 6.200)%, 06/25/2033 | | | | | 1,708,610 | | | | | | 0.1 | | |
8,022,704 (6) | | | Fannie Mae REMIC Trust 2013-9 DS, 5.966%, (-1.000*US0001M + 6.150)%, 02/25/2043 | | | | | 2,275,454 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
21,159,218 (6) | | | Fannie Mae REMIC Trust 2013-9 SA, 5.966%, (-1.000*US0001M + 6.150)%, 03/25/2042 | | | | $ | 3,888,415 | | | | | | 0.1 | | |
2,469,354 (6) | | | Fannie Mae REMIC Trust 2014-81 JI, 4.000%, 09/25/2041 | | | | | 74,631 | | | | | | 0.0 | | |
21,562,718 (6) | | | Fannie Mae REMIC Trust 2015-9 IO, 5.500%, 03/25/2045 | | | | | 4,592,712 | | | | | | 0.1 | | |
3,469,251 (6) | | | Fannie Mae REMICS 2005-66 SY, 6.516%, (-1.000*US0001M + 6.700)%, 07/25/2035 | | | | | 851,105 | | | | | | 0.0 | | |
6,198,398 (6) | | | Fannie Mae REMICS 2006-120 QD, 4.516%, (-1.000*US0001M + 4.700)%, 10/25/2036 | | | | | 836,458 | | | | | | 0.0 | | |
2,888,286 (6) | | | Fannie Mae REMICS 2006-59 XS, 7.016%, (-1.000*US0001M + 7.200)%, 07/25/2036 | | | | | 688,530 | | | | | | 0.0 | | |
3,178,142 (6) | | | Fannie Mae REMICS 2007-53 SX, 5.916%, (-1.000*US0001M + 6.100)%, 06/25/2037 | | | | | 758,101 | | | | | | 0.0 | | |
4,829,630 (6) | | | Fannie Mae REMICS 2010-112 PI, 6.000%, 10/25/2040 | | | | | 1,022,373 | | | | | | 0.0 | | |
17,394,136 (6) | | | Fannie Mae REMICS 2010-139 SA, 5.846%, (-1.000*US0001M + 6.030)%, 12/25/2040 | | | | | 3,868,868 | | | | | | 0.1 | | |
1,160,017 | | | Fannie Mae REMICS 2011-10 ZC, 5.000%, 02/25/2041 | | | | | 1,347,692 | | | | | | 0.0 | | |
103,000 | | | Fannie Mae REMICS 2011-127 UY, 3.500%, 12/25/2041 | | | | | 113,961 | | | | | | 0.0 | | |
4,422,593 (6) | | | Fannie Mae REMICS 2011-149 ES, 5.816%, (-1.000*US0001M + 6.000)%, 07/25/2041 | | | | | 560,990 | | | | | | 0.0 | | |
1,162,493 | | | Fannie Mae REMICS 2012-150 CS, 5.723%, (-1.500*US0001M + 6.000)%, 01/25/2043 | | | | | 1,180,757 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
10,234,262 (6) | | | Fannie Mae REMICS 2016-62 SC, 5.816%, (-1.000*US0001M + 6.000)%, 09/25/2046 | | | | $ | 2,616,093 | | | | | | 0.1 | | |
12,181,343 (6) | | | Fannie Mae REMICS 2016-93 SL, 6.466%, (-1.000*US0001M + 6.650)%, 12/25/2046 | | | | | 2,571,287 | | | | | | 0.1 | | |
3,313,988 | | | Fannie Mae REMICS 2016-97 PA, 3.000%, 12/25/2044 | | | | | 3,464,016 | | | | | | 0.1 | | |
14,249,337 (6) | | | Fannie Mae REMICS 2017-23 IO, 6.000%, 04/25/2047 | | | | | 3,153,058 | | | | | | 0.1 | | |
2,039,156 | | | Fannie Mae REMICS 2017-54 D, 3.000%, 07/25/2047 | | | | | 2,174,548 | | | | | | 0.1 | | |
414,597 | | | Fannie Mae REMICS 2018-27 EA, 3.000%, 05/25/2048 | | | | | 437,149 | | | | | | 0.0 | | |
6,831,768 (6) | | | Fannie Mae REMICS 2018-43 SE, 6.066%, (-1.000*US0001M + 6.250)%, 09/25/2038 | | | | | 1,478,391 | | | | | | 0.0 | | |
1,859,814 | | | Fannie Mae REMICS 2018-64 ET, 3.000%, 09/25/2048 | | | | | 1,947,877 | | | | | | 0.1 | | |
12,095,543 (6) | | | Fannie Mae REMICS 2019-18 SA, 5.866%, (-1.000*US0001M + 6.050)%, 05/25/2049 | | | | | 2,670,223 | | | | | | 0.1 | | |
9,155,027 (6) | | | Fannie Mae REMICS 2019-25 PS, 5.866%, (-1.000*US0001M + 6.050)%, 06/25/2049 | | | | | 2,289,660 | | | | | | 0.1 | | |
1,423,426 (1)(4) | | | Flagstar Mortgage Trust 2018-1 B1, 4.026%, 03/25/2048 | | | | | 1,439,626 | | | | | | 0.0 | | |
1,518,321 (1)(4) | | | Flagstar Mortgage Trust 2018-1 B2, 4.026%, 03/25/2048 | | | | | 1,490,234 | | | | | | 0.0 | | |
1,992,796 (1)(4) | | | Flagstar Mortgage Trust 2018-1 B3, 4.026%, 03/25/2048 | | | | | 1,898,868 | | | | | | 0.1 | | |
1,721,120 (1)(4) | | | Flagstar Mortgage Trust 2018-2 B2, 4.038%, 04/25/2048 | | | | | 1,694,043 | | | | | | 0.0 | | |
2,008,093 (1)(4) | | | Flagstar Mortgage Trust 2018-3INV A3, 4.000%, 05/25/2048 | | | | | 2,098,030 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
4,934,048 (6) | | | Freddie Mac 2815 GS, 5.815%, (-1.000*US0001M + 6.000)%, 03/15/2034 | | | | $ | 1,030,321 | | | | | | 0.0 | | |
2,620 | | | Freddie Mac REMIC Trust 1125 Z, 8.250%, 08/15/2021 | | | | | 2,694 | | | | | | 0.0 | | |
213,323 | | | Freddie Mac REMIC Trust 2110 PG, 6.000%, 01/15/2029 | | | | | 242,740 | | | | | | 0.0 | | |
210,192 | | | Freddie Mac REMIC Trust 2114 ZM, 6.000%, 01/15/2029 | | | | | 233,295 | | | | | | 0.0 | | |
93,375 | | | Freddie Mac REMIC Trust 2411 FJ, 0.535%, (US0001M + 0.350)%, 12/15/2029 | | | | | 93,077 | | | | | | 0.0 | | |
134,424 | | | Freddie Mac REMIC Trust 2460 ZM, 6.000%, 06/15/2032 | | | | | 150,733 | | | | | | 0.0 | | |
222,281 | | | Freddie Mac REMIC Trust 2528 KM, 5.500%, 11/15/2022 | | | | | 230,304 | | | | | | 0.0 | | |
286,385 | | | Freddie Mac REMIC Trust 2541 NE, 5.500%, 12/15/2032 | | | | | 332,540 | | | | | | 0.0 | | |
214,615 | | | Freddie Mac REMIC Trust 2576 KZ, 5.500%, 02/15/2033 | | | | | 250,736 | | | | | | 0.0 | | |
326,226 (6) | | | Freddie Mac REMIC Trust 2594 IY, 6.000%, 04/15/2033 | | | | | 68,469 | | | | | | 0.0 | | |
415,974 | | | Freddie Mac REMIC Trust 2861 Z, 5.500%, 09/15/2034 | | | | | 493,050 | | | | | | 0.0 | | |
1,087,277 | | | Freddie Mac REMIC Trust 2867 MZ, 5.000%, 10/15/2034 | | | | | 1,258,738 | | | | | | 0.0 | | |
750,361 | | | Freddie Mac REMIC Trust 2930 ZL, 5.000%, 02/15/2035 | | | | | 859,466 | | | | | | 0.0 | | |
891,244 | | | Freddie Mac REMIC Trust 2931 ZY, 5.000%, 02/15/2035 | | | | | 1,021,627 | | | | | | 0.0 | | |
5,546,577 (6) | | | Freddie Mac REMIC Trust 3045 DI, 6.545%, (-1.000*US0001M + 6.730)%, 10/15/2035 | | | | | 1,292,759 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,230,492 (6) | | | Freddie Mac REMIC Trust 3064 SP, 6.415%, (-1.000*US0001M + 6.600)%, 03/15/2035 | | | | $ | 158,793 | | | | | | 0.0 | | |
372,969 | | | Freddie Mac REMIC Trust 3065 DC, 19.306%, (-3.000*US0001M + 19.860)%, 03/15/2035 | | | | | 534,756 | | | | | | 0.0 | | |
721,716 (6) | | | Freddie Mac REMIC Trust 3102 IS, 23.889%, (-3.667*US0001M + 24.567)%, 01/15/2036 | | | | | 466,088 | | | | | | 0.0 | | |
2,917,078 | | | Freddie Mac REMIC Trust 3117 ZA, 5.500%, 02/15/2036 | | | | | 3,348,148 | | | | | | 0.1 | | |
1,656,590 (6) | | | Freddie Mac REMIC Trust 3170 SA, 6.415%, (-1.000*US0001M + 6.600)%, 09/15/2033 | | | | | 379,345 | | | | | | 0.0 | | |
953,009 (6) | | | Freddie Mac REMIC Trust 3171 PS, 6.300%, (-1.000*US0001M + 6.485)%, 06/15/2036 | | | | | 204,452 | | | | | | 0.0 | | |
1,362,907 | | | Freddie Mac REMIC Trust 3351 ZC, 5.500%, 07/15/2037 | | | | | 1,599,897 | | | | | | 0.0 | | |
357,588 (4)(6) | | | Freddie Mac REMIC Trust 3524 LA, 5.096%, 03/15/2033 | | | | | 406,517 | | | | | | 0.0 | | |
88,579 | | | Freddie Mac REMIC Trust 3556 NT, 3.285%, (US0001M + 3.100)%, 03/15/2038 | | | | | 90,291 | | | | | | 0.0 | | |
6,347,627 (6) | | | Freddie Mac REMIC Trust 3589 SB, 6.015%, (-1.000*US0001M + 6.200)%, 10/15/2039 | | | | | 1,431,105 | | | | | | 0.0 | | |
1,048,967 (6) | | | Freddie Mac REMIC Trust 3632 IP, 5.000%, 02/15/2040 | | | | | 144,525 | | | | | | 0.0 | | |
6,509,366 | | | Freddie Mac REMIC Trust 3639 ZN, 5.500%, 12/15/2034 | | | | | 7,611,916 | | | | | | 0.2 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,293,685 | | | Freddie Mac REMIC Trust 3662 ZB, 5.500%, 08/15/2036 | | | | $ | 2,703,191 | | | | | | 0.1 | | |
37,184 (6) | | | Freddie Mac REMIC Trust 3710 SL, 5.815%, (-1.000*US0001M + 6.000)%, 05/15/2036 | | | | | 91 | | | | | | 0.0 | | |
1,158,436 | | | Freddie Mac REMIC Trust 3724 CM, 5.500%, 06/15/2037 | | | | | 1,363,617 | | | | | | 0.0 | | |
642,656 (6) | | | Freddie Mac REMIC Trust 3752 WS, 6.415%, (-1.000*US0001M + 6.600)%, 12/15/2039 | | | | | 27,321 | | | | | | 0.0 | | |
3,626,205 (6) | | | Freddie Mac REMIC Trust 3820 BI, 4.000%, 11/15/2038 | | | | | 105,904 | | | | | | 0.0 | | |
1,707,540 | | | Freddie Mac REMIC Trust 3829 VZ, 4.000%, 03/15/2041 | | | | | 1,931,568 | | | | | | 0.1 | | |
5,406,187 (6) | | | Freddie Mac REMIC Trust 3856 KS, 6.365%, (-1.000*US0001M + 6.550)%, 05/15/2041 | | | | | 1,066,361 | | | | | | 0.0 | | |
1,523,000 | | | Freddie Mac REMIC Trust 3898 KD, 4.500%, 07/15/2041 | | | | | 1,781,875 | | | | | | 0.1 | | |
1,704,328 (6) | | | Freddie Mac REMIC Trust 3925 SD, 5.865%, (-1.000*US0001M + 6.050)%, 07/15/2040 | | | | | 191,532 | | | | | | 0.0 | | |
8,929,100 (6) | | | Freddie Mac REMIC Trust 3925 SL, 5.865%, (-1.000*US0001M + 6.050)%, 01/15/2041 | | | | | 940,704 | | | | | | 0.0 | | |
1,673,643 (6) | | | Freddie Mac REMIC Trust 3936 GS, 6.515%, (-1.000*US0001M + 6.700)%, 11/15/2025 | | | | | 51,869 | | | | | | 0.0 | | |
12,740,948 (6) | | | Freddie Mac REMIC Trust 3951 SN, 6.365%, (-1.000*US0001M + 6.550)%, 11/15/2041 | | | | | 2,973,880 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
3,134,153 (6) | | | Freddie Mac REMIC Trust 3984 NS, 6.415%, (-1.000*US0001M + 6.600)%, 01/15/2040 | | | | $ | 142,476 | | | | | | 0.0 | | |
957,588 | | | Freddie Mac REMIC Trust 4000 PA, 4.500%, 01/15/2042 | | | | | 1,083,180 | | | | | | 0.0 | | |
1,934,422 | | | Freddie Mac REMIC Trust 4020 BY, 6.500%, 03/15/2042 | | | | | 2,386,859 | | | | | | 0.1 | | |
1,597,757 (6) | | | Freddie Mac REMIC Trust 4027 QI, 4.500%, 12/15/2040 | | | | | 82,647 | | | | | | 0.0 | | |
3,731,987 (6) | | | Freddie Mac REMIC Trust 4094 YS, 6.515%, (-1.000*US0001M + 6.700)%, 04/15/2040 | | | | | 368,745 | | | | | | 0.0 | | |
9,310,210 (6) | | | Freddie Mac REMIC Trust 4102 MS, 6.415%, (-1.000*US0001M + 6.600)%, 09/15/2042 | | | | | 1,932,322 | | | | | | 0.1 | | |
877,156 (6) | | | Freddie Mac REMIC Trust 4194 GI, 4.000%, 04/15/2043 | | | | | 127,002 | | | | | | 0.0 | | |
4,627,735 | | | Freddie Mac REMIC Trust 4203 BN, 3.000%, 04/15/2033 | | | | | 5,045,135 | | | | | | 0.1 | | |
27,681,763 | | | Freddie Mac REMIC Trust 4246 ZX, 4.500%, 04/15/2041 | | | | | 31,852,220 | | | | | | 0.9 | | |
8,671,684 (6) | | | Freddie Mac REMIC Trust 4313 SD, 5.965%, (-1.000*US0001M + 6.150)%, 03/15/2044 | | | | | 1,893,781 | | | | | | 0.1 | | |
13,387,891 (6) | | | Freddie Mac REMIC Trust 4313 SE, 5.965%, (-1.000*US0001M + 6.150)%, 03/15/2044 | | | | | 2,919,550 | | | | | | 0.1 | | |
2,384,339 (6) | | | Freddie Mac REMIC Trust 4323 IP, 4.500%, 08/15/2042 | | | | | 142,822 | | | | | | 0.0 | | |
1,431,873 (6) | | | Freddie Mac REMIC Trust 4332 PI, 5.000%, 12/15/2043 | | | | | 217,312 | | | | | | 0.0 | | |
7,467,738 | | | Freddie Mac REMIC Trust 4335 ZX, 4.250%, 05/15/2044 | | | | | 8,724,131 | | | | | | 0.3 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
5,183,737 (6) | | | Freddie Mac REMIC Trust 4346 ST, 6.015%, (-1.000*US0001M + 6.200)%, 07/15/2039 | | | | $ | 701,223 | | | | | | 0.0 | | |
11,539,162 | | | Freddie Mac REMIC Trust 435 XZ, 4.250%, 05/15/2044 | | | | | 13,581,079 | | | | | | 0.4 | | |
4,930,200 (6) | | | Freddie Mac REMIC Trust 4386 LS, 5.915%, (-1.000*US0001M + 6.100)%, 09/15/2044 | | | | | 908,347 | | | | | | 0.0 | | |
8,659,209 (6) | | | Freddie Mac REMICS 3284 CI, 5.935%, (-1.000*US0001M + 6.120)%, 03/15/2037 | | | | | 2,000,422 | | | | | | 0.1 | | |
3,725,618 (6) | | | Freddie Mac REMICS 3311 IC, 6.225%, (-1.000*US0001M + 6.410)%, 05/15/2037 | | | | | 799,958 | | | | | | 0.0 | | |
8,020,080 (6) | | | Freddie Mac REMICS 3510 IC, 5.895%, (-1.000*US0001M + 6.080)%, 08/15/2037 | | | | | 1,787,925 | | | | | | 0.1 | | |
4,036,308 (6) | | | Freddie Mac REMICS 3575 ST, 6.415%, (-1.000*US0001M + 6.600)%, 04/15/2039 | | | | | 867,934 | | | | | | 0.0 | | |
11,658,519 (6) | | | Freddie Mac REMICS 3702 SB, 4.315%, (-1.000*US0001M + 4.500)%, 08/15/2040 | | | | | 1,921,290 | | | | | | 0.1 | | |
5,336,513 (6) | | | Freddie Mac REMICS 4465 MI, 5.000%, 03/15/2041 | | | | | 936,711 | | | | | | 0.0 | | |
14,060,981 (6) | | | Freddie Mac REMICS 4675 KS, 5.815%, (-1.000*US0001M + 6.000)%, 04/15/2047 | | | | | 3,093,153 | | | | | | 0.1 | | |
371,350 | | | Freddie Mac REMICS 4678 AB, 4.000%, 06/15/2044 | | | | | 381,929 | | | | | | 0.0 | | |
14,503,536 | | | Freddie Mac REMICS 4771 HZ, 3.500%, 03/15/2048 | | | | | 16,232,619 | | | | | | 0.5 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,513,607 | | | Freddie Mac REMICS 4787 PY, 4.000%, 05/15/2048 | | | | $ | 2,724,046 | | | | | | 0.1 | | |
33,954,988 (6) | | | Freddie Mac REMICS 4901 BS, 5.915%, (-1.000*US0001M + 6.100)%, 07/25/2049 | | | | | 7,169,568 | | | | | | 0.2 | | |
8,513,210 | | | Freddie Mac Series 4348 ZX, 4.250%, 06/15/2044 | | | | | 9,821,318 | | | | | | 0.3 | | |
1,309,159 (1) | | | Freddie Mac STACR 2019-HQA3 M2, 2.035%, (US0001M + 1.850)%, 09/27/2049 | | | | | 1,274,294 | | | | | | 0.0 | | |
1,000,000 (1) | | | Freddie Mac STACR Remic Trust 2020-DNA2 M2, 2.035%, (US0001M + 1.850)%, 02/25/2050 | | | | | 961,041 | | | | | | 0.0 | | |
3,600,000 (1) | | | Freddie Mac STACR Trust 2018-DNA2 M2, 2.335%, (US0001M + 2.150)%, 12/25/2030 | | | | | 3,492,943 | | | | | | 0.1 | | |
3,900,000 (1) | | | Freddie Mac Stacr Trust 2018-HQA2 M2, 2.485%, (US0001M + 2.300)%, 10/25/2048 | | | | | 3,790,876 | | | | | | 0.1 | | |
9,917,996 (6) | | | Freddie Mac Strips Series 311 S1, 5.765%, (-1.000*US0001M + 5.950)%, 08/15/2043 | | | | | 1,814,643 | | | | | | 0.1 | | |
735,615 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN3 M3, 4.185%, (US0001M + 4.000)%, 08/25/2024 | | | | | 752,489 | | | | | | 0.0 | | |
1,575,584 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA2 M3, 4.085%, (US0001M + 3.900)%, 12/25/2027 | | | | | 1,609,651 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
3,100,000 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA3 M3, 4.885%, (US0001M + 4.700)%, 04/25/2028 | | | | $ | 3,254,820 | | | | | | 0.1 | | |
783,362 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-HQ1 M3, 3.985%, (US0001M + 3.800)%, 03/25/2025 | | | | | 797,609 | | | | | | 0.0 | | |
1,743,083 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-DNA1 M3, 5.718%, (US0001M + 5.550)%, 07/25/2028 | | | | | 1,836,908 | | | | | | 0.1 | | |
500,000 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-HQA3 M3, 4.035%, (US0001M + 3.850)%, 03/25/2029 | | | | | 518,606 | | | | | | 0.0 | | |
9,900,000 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA3 M2, 2.685%, (US0001M + 2.500)%, 03/25/2030 | | | | | 10,040,198 | | | | | | 0.3 | | |
866,494 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA1 M2, 3.735%, (US0001M + 3.550)%, 08/25/2029 | | | | | 888,215 | | | | | | 0.0 | | |
5,852,874 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA2 M2, 2.835%, (US0001M + 2.650)%, 12/25/2029 | | | | | 5,849,102 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
5,189,580 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA3 M2, 2.535%, (US0001M + 2.350)%, 04/25/2030 | | | | $ | 5,218,177 | | | | | | 0.2 | | |
5,272,170 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-DNA1 M2, 1.985%, (US0001M + 1.800)%, 07/25/2030 | | | | | 5,203,126 | | | | | | 0.2 | | |
1,041,951 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-HQA1 M2, 2.485%, (US0001M + 2.300)%, 09/25/2030 | | | | | 1,036,223 | | | | | | 0.0 | | |
288,661 | | | Freddie Mac Structured Pass Through Certificates T-54 2A, 6.500%, 02/25/2043 | | | | | 354,379 | | | | | | 0.0 | | |
398,046 | | | Freddie Mac Structured Pass Through Certificates T-62 1A1, 2.704%, (12MTA + 1.200)%, 10/25/2044 | | | | | 402,311 | | | | | | 0.0 | | |
39,479 | | | Freddie Mac-Ginnie Mae Series 27 FC, 1.875%, (PRIME + (1.375))%, 03/25/2024 | | | | | 39,968 | | | | | | 0.0 | | |
834,166 (1)(4) | | | Galton Funding Mortgage Trust 2017-2 A21, 4.000%, 06/25/2059 | | | | | 857,814 | | | | | | 0.0 | | |
10,753,964 (6) | | | Ginnie Mae 2007-35 KY, 6.255%, (-1.000*US0001M + 6.450)%, 06/16/2037 | | | | | 2,461,899 | | | | | | 0.1 | | |
853,532 | | | Ginnie Mae 2013-26 GU, 1.500%, 04/20/2042 | | | | | 873,639 | | | | | | 0.0 | | |
861,171 | | | Ginnie Mae 2013-26 JC, 2.000%, 01/20/2043 | | | | | 886,254 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
373,571 | | | Ginnie Mae 2013-69 KA, 1.250%, 08/20/2042 | | | | $ | 369,030 | | | | | | 0.0 | | |
376,819 | | | Ginnie Mae 2013-8 BE, 1.750%, 11/20/2042 | | | | | 385,372 | | | | | | 0.0 | | |
792,870 (6) | | | Ginnie Mae Series 2005-7 AH, 6.575%, (-1.000*US0001M + 6.770)%, 02/16/2035 | | | | | 170,573 | | | | | | 0.0 | | |
44,197 | | | Ginnie Mae Series 2007-37 S, 24.585%, (-3.667*US0001M + 25.300)%, 04/16/2037 | | | | | 47,122 | | | | | | 0.0 | | |
390,878 | | | Ginnie Mae Series 2007-8 SP, 21.432%, (-3.242*US0001M + 22.049)%, 03/20/2037 | | | | | 663,052 | | | | | | 0.0 | | |
2,396,504 (6) | | | Ginnie Mae Series 2008-35 SN, 6.210%, (-1.000*US0001M + 6.400)%, 04/20/2038 | | | | | 420,044 | | | | | | 0.0 | | |
1,247,258 (6) | | | Ginnie Mae Series 2008-40 PS, 6.305%, (-1.000*US0001M + 6.500)%, 05/16/2038 | | | | | 260,966 | | | | | | 0.0 | | |
9,424,601 (6) | | | Ginnie Mae Series 2009-106 SU, 6.010%, (-1.000*US0001M + 6.200)%, 05/20/2037 | | | | | 2,080,953 | | | | | | 0.1 | | |
3,127,812 (6) | | | Ginnie Mae Series 2009-25 KS, 6.010%, (-1.000*US0001M + 6.200)%, 04/20/2039 | | | | | 694,941 | | | | | | 0.0 | | |
1,562,675 | | | Ginnie Mae Series 2009-29 PB, 4.750%, 05/20/2039 | | | | | 1,782,284 | | | | | | 0.1 | | |
1,985,695 | | | Ginnie Mae Series 2009-31 ZL, 4.500%, 05/20/2039 | | | | | 2,284,067 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
564,481 (6) | | | Ginnie Mae Series 2009-33 SN, 6.110%, (-1.000*US0001M + 6.300)%, 05/20/2039 | | | | $ | 16,962 | | | | | | 0.0 | | |
12,265,302 | | | Ginnie Mae Series 2009-33 ZB, 6.000%, 05/20/2039 | | | | | 13,817,828 | | | | | | 0.4 | | |
458,775 (6) | | | Ginnie Mae Series 2009-43 HS, 6.010%, (-1.000*US0001M + 6.200)%, 06/20/2038 | | | | | 12,791 | | | | | | 0.0 | | |
2,134,724 (6) | | | Ginnie Mae Series 2010-106 IP, 5.000%, 03/20/2040 | | | | | 252,922 | | | | | | 0.0 | | |
1,967,923 (6) | | | Ginnie Mae Series 2010-116 NS, 6.455%, (-1.000*US0001M + 6.650)%, 09/16/2040 | | | | | 412,269 | | | | | | 0.0 | | |
5,641,675 (6) | | | Ginnie Mae Series 2010-116 SK, 6.430%, (-1.000*US0001M + 6.620)%, 08/20/2040 | | | | | 1,276,310 | | | | | | 0.0 | | |
8,465,166 (6) | | | Ginnie Mae Series 2010-149 HS, 5.905%, (-1.000*US0001M + 6.100)%, 05/16/2040 | | | | | 1,060,672 | | | | | | 0.0 | | |
3,096,803 (6) | | | Ginnie Mae Series 2010-4 SP, 6.305%, (-1.000*US0001M + 6.500)%, 01/16/2039 | | | | | 398,601 | | | | | | 0.0 | | |
3,560,308 | | | Ginnie Mae Series 2010-59 ZA, 4.500%, 05/20/2040 | | | | | 4,023,523 | | | | | | 0.1 | | |
1,834,575 (6) | | | Ginnie Mae Series 2010-6 IA, 5.000%, 11/20/2039 | | | | | 159,175 | | | | | | 0.0 | | |
2,310,038 (6) | | | Ginnie Mae Series 2010-68 MS, 5.660%, (-1.000*US0001M + 5.850)%, 06/20/2040 | | | | | 451,554 | | | | | | 0.0 | | |
4,654,702 (6) | | | Ginnie Mae Series 2010-9 JI, 5.000%, 01/20/2040 | | | | | 1,004,674 | | | | | | 0.0 | | |
2,797,744 (6) | | | Ginnie Mae Series 2011-116 BI, 4.000%, 08/16/2026 | | | | | 190,474 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
784,525 (6) | | | Ginnie Mae Series 2011-140 CI, 5.000%, 10/20/2040 | | | | $ | 51,255 | | | | | | 0.0 | | |
52,859 | | | Ginnie Mae Series 2011-169 BC, 7.000%, 05/16/2032 | | | | | 59,217 | | | | | | 0.0 | | |
4,857,220 (6) | | | Ginnie Mae Series 2011-80 KS, 6.480%, (-1.000*US0001M + 6.670)%, 06/20/2041 | | | | | 1,284,479 | | | | | | 0.0 | | |
774,642 (6) | | | Ginnie Mae Series 2012-40 NI, 4.500%, 05/20/2040 | | | | | 40,105 | | | | | | 0.0 | | |
62,993 | | | Ginnie Mae Series 2012-43 MA, 4.000%, 10/20/2041 | | | | | 64,308 | | | | | | 0.0 | | |
12,080,498 (6) | | | Ginnie Mae Series 2013-167 PI, 5.500%, 11/20/2043 | | | | | 2,162,411 | | | | | | 0.1 | | |
9,692,823 (6) | | | Ginnie Mae Series 2013-184 JI, 5.500%, 12/16/2043 | | | | | 2,025,761 | | | | | | 0.1 | | |
10,375,912 | | | Ginnie Mae Series 2014-3 EP, 2.750%, 02/16/2043 | | | | | 10,992,229 | | | | | | 0.3 | | |
8,662,469 (6) | | | Ginnie Mae Series 2014-3 SU, 5.860%, (-1.000*US0001M + 6.050)%, 07/20/2039 | | | | | 1,867,434 | | | | | | 0.1 | | |
1,386,009 | | | Ginnie Mae Series 2014-43 Z, 4.000%, 03/20/2044 | | | | | 1,602,390 | | | | | | 0.0 | | |
10,633,217 (6) | | | Ginnie Mae Series 2014-55 MS, 6.005%, (-1.000*US0001M + 6.200)%, 04/16/2044 | | | | | 2,392,420 | | | | | | 0.1 | | |
11,423,655 (6) | | | Ginnie Mae Series 2014-56 SP, 6.005%, (-1.000*US0001M + 6.200)%, 12/16/2039 | | | | | 1,755,213 | | | | | | 0.1 | | |
9,488,991 (6) | | | Ginnie Mae Series 2014-58 CS, 5.405%, (-1.000*US0001M + 5.600)%, 04/16/2044 | | | | | 1,850,751 | | | | | | 0.1 | | |
12,332,194 (6) | | | Ginnie Mae Series 2014-79 BI, 6.000%, 05/16/2044 | | | | | 2,823,033 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
4,803,297 (6) | | | Ginnie Mae Series 2014-99 S, 5.410%, (-1.000*US0001M + 5.600)%, 06/20/2044 | | | | $ | 1,039,717 | | | | | | 0.0 | | |
3,179,834 | | | Ginnie Mae Series 2018-112 AL, 3.500%, 08/20/2048 | | | | | 3,384,939 | | | | | | 0.1 | | |
3,912,361 | | | Ginnie Mae Series 2018-126 A, 3.500%, 09/20/2048 | | | | | 4,157,550 | | | | | | 0.1 | | |
49,134,801 (6) | | | Ginnie Mae Series 2019-145 LS, 2.640%, (-1.000*US0001M + 2.830)%, 11/20/2049 | | | | | 4,399,437 | | | | | | 0.1 | | |
2,343,420 (1)(4) | | | GS Mortgage- Backed Securities Corp. Trust 2019-PJ2 A1, 4.000%, 11/25/2049 | | | | | 2,414,961 | | | | | | 0.1 | | |
2,830,420 (1)(4) | | | GS Mortgage-Backed Securities Corp. Trust 2020-PJ2 A4, 3.500%, 07/25/2050 | | | | | 2,898,821 | | | | | | 0.1 | | |
59,705 | | | HarborView Mortgage Loan Trust 2005-2 2A1A, 0.634%, (US0001M + 0.440)%, 05/19/2035 | | | | | 54,181 | | | | | | 0.0 | | |
227,731 | | | HomeBanc Mortgage Trust 2004-1 2A, 1.045%, (US0001M + 0.860)%, 08/25/2029 | | | | | 216,102 | | | | | | 0.0 | | |
3,000,000 | | | HomeBanc Mortgage Trust 2005-4 M1, 0.655%, (US0001M + 0.470)%, 10/25/2035 | | | | | 2,899,106 | | | | | | 0.1 | | |
2,978,011 | | | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 0.395%, (US0001M + 0.210)%, 04/25/2046 | | | | | 2,639,957 | | | | | | 0.1 | | |
2,409,572 | | | IndyMac INDX Mortgage Loan Trust 2006-AR2 2A1, 0.395%, (US0001M + 0.210)%, 02/25/2046 | | | | | 1,917,519 | | | | | | 0.0 | | |
10,709 (4) | | | JP Morgan Mortgage Trust 2005-A1 6T1, 3.774%, 02/25/2035 | | | | | 10,093 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
97,315 (4) | | | JP Morgan Mortgage Trust 2007-A1 5A5, 3.968%, 07/25/2035 | | | | $ | 94,677 | | | | | | 0.0 | | |
2,319,804 (1)(4) | | | JP Morgan Mortgage Trust 2017-3 1A13, 3.500%, 08/25/2047 | | | | | 2,413,580 | | | | | | 0.1 | | |
4,387,259 (1)(4) | | | JP Morgan Mortgage Trust 2017-4 B1, 3.934%, 11/25/2048 | | | | | 4,575,089 | | | | | | 0.1 | | |
1,610,003 (1)(4) | | | JP Morgan Mortgage Trust 2017-4 B2, 3.934%, 11/25/2048 | | | | | 1,652,381 | | | | | | 0.1 | | |
1,044,077 (1)(4) | | | JP Morgan Mortgage Trust 2017-6 B3, 3.814%, 12/25/2048 | | | | | 1,060,040 | | | | | | 0.0 | | |
1,612,730 (1)(4) | | | JP Morgan Mortgage Trust 2018-1 B1, 3.729%, 06/25/2048 | | | | | 1,626,571 | | | | | | 0.1 | | |
1,612,730 (1)(4) | | | JP Morgan Mortgage Trust 2018-1 B2, 3.729%, 06/25/2048 | | | | | 1,611,978 | | | | | | 0.0 | | |
1,992,195 (1)(4) | | | JP Morgan Mortgage Trust 2018-1 B3, 3.729%, 06/25/2048 | | | | | 1,981,028 | | | | | | 0.1 | | |
1,428,865 (1)(4) | | | JP Morgan Mortgage Trust 2018-3 B1, 3.754%, 09/25/2048 | | | | | 1,449,404 | | | | | | 0.0 | | |
1,287,312 (1)(4) | | | JP Morgan Mortgage Trust 2018-4 B1, 3.763%, 10/25/2048 | | | | | 1,288,153 | | | | | | 0.0 | | |
332,089 (1)(4) | | | JP Morgan Mortgage Trust 2019-3 A3, 4.000%, 09/25/2049 | | | | | 342,217 | | | | | | 0.0 | | |
810,584 (1)(4) | | | JP Morgan Mortgage Trust 2019-6 A3, 3.500%, 12/25/2049 | | | | | 831,037 | | | | | | 0.0 | | |
2,460,395 (1)(4) | | | JP Morgan Mortgage Trust 2019-7 B2A, 3.191%, 02/25/2050 | | | | | 2,368,430 | | | | | | 0.1 | | |
1,974,353 (1)(4) | | | JP Morgan Mortgage Trust 2019-8 B3A, 3.452%, 03/25/2050 | | | | | 1,905,443 | | | | | | 0.1 | | |
1,033,930 (1)(4) | | | JP Morgan Mortgage Trust 2019-LTV2 A18, 4.000%, 12/25/2049 | | | | | 1,063,096 | | | | | | 0.0 | | |
4,620,853,436 (1)(6) | | | L Street Securities 2017-PM1 XIO, 0.000%, 10/25/2048 | | | | | 2,752,642 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
8,271,834 (6) | | | Lehman Mortgage Trust 2006-9 2A5, 6.436%, (-1.000*US0001M + 6.620)%, 01/25/2037 | | | | $ | 720,763 | | | | | | 0.0 | | |
2,679,376 | | | Lehman XS Trust Series 2005-5N 1A2, 0.545%, (US0001M + 0.360)%, 11/25/2035 | | | | | 2,205,905 | | | | | | 0.1 | | |
314,988 | | | Merrill Lynch Mortgage Investors Trust Series 2005-A6 2A3, 0.565%, (US0001M + 0.380)%, 08/25/2035 | | | | | 314,242 | | | | | | 0.0 | | |
26,875 | | | Merrill Lynch Mortgage Investors Trust Series MLCC 2005-3 5A, 0.435%, (US0001M + 0.250)%, 11/25/2035 | | | | | 25,037 | | | | | | 0.0 | | |
2,000,000 | | | Morgan Stanley Mortgage Loan Trust 2005-5AR 1B1, 1.985%, (US0001M + 1.800)%, 09/25/2035 | | | | | 1,946,771 | | | | | | 0.1 | | |
1,545,466 | | | Morgan Stanley Mortgage Loan Trust 2007-13 6A1, 6.000%, 10/25/2037 | | | | | 1,228,117 | | | | | | 0.0 | | |
1,585,956 (1)(4) | | | New Residential Mortgage Loan Trust 2017-3A B2, 4.750%, 04/25/2057 | | | | | 1,694,277 | | | | | | 0.1 | | |
18,558 (1)(4) | | | Nomura Asset Acceptance Corp. Alternative Loan Trust Series 2001-R1A A, 7.000%, 02/19/2030 | | | | | 18,894 | | | | | | 0.0 | | |
828,535 (1) | | | RBSSP Resecuritization Trust 2011-3 2A1, 0.418%, (US0001M + 0.250)%, 02/26/2037 | | | | | 818,293 | | | | | | 0.0 | | |
54,054 | | | Sequoia Mortgage Trust 2003-4 2A1, 0.540%, (US0001M + 0.350)%, 07/20/2033 | | | | | 50,621 | | | | | | 0.0 | | |
27,054 (4) | | | Sequoia Mortgage Trust 2005-4 2A1, 4.413%, 04/20/2035 | | | | | 27,301 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,220,006 (1)(4) | | | Sequoia Mortgage Trust 2014-3 B3, 3.934%, 10/25/2044 | | | | $ | 1,233,478 | | | | | | 0.0 | | |
1,195,970 (1)(4) | | | Sequoia Mortgage Trust 2014-4 B3, 3.869%, 11/25/2044 | | | | | 1,204,848 | | | | | | 0.0 | | |
1,097,990 (1)(4) | | | Sequoia Mortgage Trust 2015-2 B3, 3.739%, 05/25/2045 | | | | | 1,115,264 | | | | | | 0.0 | | |
1,237,019 (1)(4) | | | Sequoia Mortgage Trust 2015-3 B3, 3.701%, 07/25/2045 | | | | | 1,238,044 | | | | | | 0.0 | | |
2,900,000 (1)(4) | | | Sequoia Mortgage Trust 2017-CH2 A13, 4.000%, 12/25/2047 | | | | | 3,048,090 | | | | | | 0.1 | | |
945,658 (1)(4) | | | Sequoia Mortgage Trust 2018-CH1 A19, 4.000%, 02/25/2048 | | | | | 970,798 | | | | | | 0.0 | | |
4,773,681 (1)(4) | | | Sequoia Mortgage Trust 2018-CH1 B1B, 4.469%, 02/25/2048 | | | | | 5,041,818 | | | | | | 0.2 | | |
964,608 (1)(4) | | | Sequoia Mortgage Trust 2019-3 A2, 3.500%, 09/25/2049 | | | | | 992,328 | | | | | | 0.0 | | |
1,849,639 (1)(4) | | | Sequoia Mortgage Trust 2019-CH2 A1, 4.500%, 08/25/2049 | | | | | 1,909,490 | | | | | | 0.1 | | |
842,240 (1)(4) | | | Sequoia Mortgage Trust 2020-1 A19, 3.500%, 02/25/2050 | | | | | 876,678 | | | | | | 0.0 | | |
1,500,000 (1)(4) | | | Sequoia Mortgage Trust 2020-1 A7, 3.500%, 02/25/2050 | | | | | 1,618,640 | | | | | | 0.1 | | |
2,061,160 (1)(4) | | | Sequoia Mortgage Trust 2020-3 B3, 3.427%, 04/25/2050 | | | | | 1,900,251 | | | | | | 0.1 | | |
698,000 (1)(4) | | | Starwood Mortgage Residential Trust 2020-1, 2.878%, 02/25/2050 | | | | | 617,830 | | | | | | 0.0 | | |
219,662 | | | Structured Asset Mortgage Investments II Trust 2005-AR5 A2, 0.444%, (US0001M + 0.250)%, 07/19/2035 | | | | | 204,044 | | | | | | 0.0 | | |
92,706 | | | Structured Asset Mortgage Investments II Trust 2005-AR5 A3, 0.444%, (US0001M + 0.250)%, 07/19/2035 | | | | | 88,291 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,475,878 (1)(7) | | | Verus Securitization Trust 2019-3 A2, 2.938% (Step Rate @ 3.938% on 07/25/2023), 07/25/2059 | | | | $ | 1,470,590 | | | | | | 0.0 | | |
7,722 | | | WaMu Mortgage Pass Through Certificates Series 2002-AR2 A, 1.990%, (COF 11 + 1.250)%, 02/27/2034 | | | | | 7,412 | | | | | | 0.0 | | |
22,050 | | | WaMu Mortgage Pass Through Certificates Series 2002-AR9 1A, 2.904%, (12MTA + 1.400)%, 08/25/2042 | | | | | 20,539 | | | | | | 0.0 | | |
34,277 | | | WaMu Mortgage Pass Through Certificates Series 2005-AR1 A1A, 0.825%, (US0001M + 0.640)%, 01/25/2045 | | | | | 33,839 | | | | | | 0.0 | | |
807,272 (4) | | | WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 3.219%, 10/25/2036 | | | | | 750,036 | | | | | | 0.0 | | |
333,997 | | | WaMu Mortgage Pass Through Certificates Series 2006-AR7 3A, 2.240%, (COF 11 + 1.500)%, 07/25/2046 | | | | | 301,018 | | | | | | 0.0 | | |
55,209,747 (4)(6) | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 X, 2.443%, 08/25/2045 | | | | | 2,651,531 | | | | | | 0.1 | | |
1,759,009 | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR13 A1C3, 0.675%, (US0001M + 0.490)%, 10/25/2045 | | | | | 1,662,744 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
679,604 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 3.711%, 10/25/2036 | | | | $ | 643,921 | | | | | | 0.0 | | |
1,293,224 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 2A1, 3.332%, 12/25/2036 | | | | | 1,177,347 | | | | | | 0.0 | | |
2,351,724 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 3.913%, 08/25/2046 | | | | | 2,172,369 | | | | | | 0.1 | | |
3,028,039 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 3.185%, 04/25/2037 | | | | | 2,643,189 | | | | | | 0.1 | | |
1,959,669 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY7 2A2, 3.352%, 07/25/2037 | | | | | 1,685,382 | | | | | | 0.1 | | |
2,804,609 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 A1, 5.750%, 01/25/2036 | | | | | 2,606,049 | | | | | | 0.1 | | |
242,179 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 1A2, 5.500%, 10/25/2035 | | | | | 240,863 | | | | | | 0.0 | | |
1,846,437 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR10 Trust, 0.285%, (US0001M + 0.100)%, 12/25/2036 | | | | | 1,223,744 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
4,157,913 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 2.464%, (12MTA + 0.960)%, 08/25/2046 | | | | $ | 2,745,034 | | | | | | 0.1 | | |
1,577,207 | | | Wells Fargo Alternative Loan 2007-PA2 2A1, 0.615%, (US0001M + 0.430)%, 06/25/2037 | | | | | 1,245,671 | | | | | | 0.0 | | |
143,737 (4) | | | Wells Fargo Mortgage Backed Securities 2005-AR7 1A1, 4.115%, 05/25/2035 | | | | | 143,115 | | | | | | 0.0 | | |
365,181 (4) | | | Wells Fargo Mortgage Backed Securities 2006-AR4 2A4, 4.018%, 04/25/2036 | | | | | 343,562 | | | | | | 0.0 | | |
1,489,494 (1)(4) | | | Wells Fargo Mortgage Backed Securities 2020-1 B2 Trust, 3.458%, 12/25/2049 | | | | | 1,459,991 | | | | | | 0.1 | | |
1,040,278 (1)(4) | | | WinWater Mortgage Loan Trust 2015-5 B4, 3.777%, 08/20/2045 | | | | | 1,044,699 | | | | | | 0.0 | | |
12,156,621 | | | Other Securities | | | | | 11,419,845 | | | | | | 0.3 | | |
| | | Total Collateralized Mortgage Obligations (Cost $663,653,731) | | | | | 691,281,574 | | | | | | 19.6 | | |
MUNICIPAL BONDS: 0.1% | | |||||||||||||||
| | | California: 0.1% | | ||||||||||||
1,600,000 | | | Other Securities | | | | | 2,314,037 | | | | | | 0.1 | | |
| | | Total Municipal Bonds (Cost $1,600,773) | | | | | 2,314,037 | | | | | | 0.1 | | |
U.S. TREASURY OBLIGATIONS: 5.2% | | |||||||||||||||
| | | U.S. Treasury Bonds: 2.8% | | ||||||||||||
31,947,000 | | | 0.625%,05/15/2030 | | | | | 31,854,653 | | | | | | 0.9 | | |
30,298,000 | | | 1.125%,05/15/2040 | | | | | 30,020,466 | | | | | | 0.8 | | |
32,718,000 | | | 2.000%,02/15/2050 | | | | | 37,460,832 | | | | | | 1.1 | | |
| | | | | | | | 99,335,951 | | | | | | 2.8 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. TREASURY OBLIGATIONS: (continued) | | |||||||||||||||
| | | U.S. Treasury Notes: 2.4% | | ||||||||||||
27,656,000 | | | 0.125%,06/30/2022 | | | | $ | 27,641,956 | | | | | | 0.8 | | |
25,719,000 | | | 0.250%,06/15/2023 | | | | | 25,775,260 | | | | | | 0.7 | | |
13,151,000 | | | 0.250%,06/30/2025 | | | | | 13,126,599 | | | | | | 0.4 | | |
17,443,000 | | | 0.500%,06/30/2027 | | | | | 17,455,946 | | | | | | 0.5 | | |
| | | | | | | | 83,999,761 | | | | | | 2.4 | | |
| | | Total U.S. Treasury Obligations (Cost $182,511,031) | | | | | 183,335,712 | | | | | | 5.2 | | |
U.S. GOVERNMENT AGENCY OBLIGATIONS: 13.0% | | |||||||||||||||
| | | Federal Home Loan Mortgage Corporation: 4.1%(8) | | ||||||||||||
9,065,306 | | | 3.000%,10/01/2046 | | | | | 9,835,222 | | | | | | 0.3 | | |
7,943,579 | | | 3.000%,10/01/2046 | | | | | 8,442,782 | | | | | | 0.3 | | |
10,229,379 | | | 3.000%,03/01/2048 | | | | | 10,867,760 | | | | | | 0.3 | | |
521,734 | | | 3.231%, (US0012M + 1.721)%,06/01/2035 | | | | | 549,734 | | | | | | 0.0 | | |
7,828,495 | | | 3.500%,12/01/2046 | | | | | 8,424,118 | | | | | | 0.2 | | |
20,279,677 | | | 3.500%,03/01/2048 | | | | | 22,169,686 | | | | | | 0.6 | | |
65,688 | | | 3.637%, (US0012M + 1.345)%,09/01/2035 | | | | | 68,129 | | | | | | 0.0 | | |
4,905 | | | 3.750%, (H15T1Y + 2.250)%,04/01/2032 | | | | | 4,941 | | | | | | 0.0 | | |
2,865 | | | 3.750%, (H15T1Y + 2.250)%,03/01/2036 | | | | | 3,024 | | | | | | 0.0 | | |
9,247 | | | 4.039%, (H15T1Y + 2.250)%,11/01/2031 | | | | | 9,298 | | | | | | 0.0 | | |
19,233 | | | 4.105%, (H15T1Y + 2.250)%,11/01/2035 | | | | | 20,223 | | | | | | 0.0 | | |
2,126 | | | 4.147%, (H15T1Y + 2.210)%,06/01/2024 | | | | | 2,134 | | | | | | 0.0 | | |
182,714 | | | 4.501%, (H15T1Y + 2.462)%,01/01/2029 | | | | | 183,453 | | | | | | 0.0 | | |
76,824,662 | | | 2.500%-6.500%, 11/01/2021- 06/01/2048 | | | | | 83,543,048 | | | | | | 2.4 | | |
| | | | | | | | 144,123,552 | | | | | | 4.1 | | |
| | | Federal National Mortgage Association: 0.0%(8) | | ||||||||||||
1,684,723 | | | 2.462%-4.175%, 09/01/2031- 10/01/2044 | | | | | 1,712,050 | | | | | | 0.0 | | |
| | | Government National Mortgage Association: 1.2% | | ||||||||||||
7,700,000 (9) | | | 2.500%,08/01/2050 | | | | | 8,086,203 | | | | | | 0.2 | | |
11,452,156 | | | 3.500%,12/20/2047 | | | | | 12,291,813 | | | | | | 0.4 | | |
20,724,271 (4) | | | 3.500%-5.500%, 11/15/2035- 10/20/2060 | | | | | 22,573,796 | | | | | | 0.6 | | |
| | | | | | | | 42,951,812 | | | | | | 1.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities: 7.7% | | ||||||||||||
9,260,451 | | | 3.000%,04/01/2045 | | | | $ | 10,012,272 | | | | | | 0.3 | | |
10,624,683 | | | 3.000%,01/01/2047 | | | | | 11,246,061 | | | | | | 0.3 | | |
26,220,656 | | | 3.500%,08/01/2046 | | | | | 28,677,859 | | | | | | 0.8 | | |
12,634,733 | | | 3.500%,07/01/2048 | | | | | 13,807,906 | | | | | | 0.4 | | |
8,556,229 | | | 4.000%,12/01/2039 | | | | | 9,388,299 | | | | | | 0.3 | | |
9,231,606 | | | 4.000%,09/01/2048 | | | | | 10,035,733 | | | | | | 0.3 | | |
169,917,724 (9) | | | 2.500%-7.500%, 02/01/2021- 07/25/2050 | | | | | 187,078,815 | | | | | | 5.3 | | |
| | | | | | | | 270,246,945 | | | | | | 7.7 | | |
| | | Total U.S. Government Agency Obligations (Cost $431,772,318) | | | | | 459,034,359 | | | | | | 13.0 | | |
ASSET-BACKED SECURITIES: 9.5% | | |||||||||||||||
| | | Automobile Asset-Backed Securities: 0.6% | | ||||||||||||
1,750,000 (1) | | | OSCAR US Funding Trust VII LLC 2017-2A A4, 2.760%, 12/10/2024 | | | | | 1,772,789 | | | | | | 0.1 | | |
1,250,000 (1) | | | Tesla Auto Lease Trust 2018-B C, 4.360%, 10/20/2021 | | | | | 1,275,117 | | | | | | 0.0 | | |
16,750,000 | | | Other Securities | | | | | 17,184,352 | | | | | | 0.5 | | |
| | | | | | | | 20,232,258 | | | | | | 0.6 | | |
| | | Home Equity Asset-Backed Securities: 0.2% | | ||||||||||||
1,358,209 (1)(4) | | | ACE Securities Corp. Mortgage Loan Trust Series 2007-D1 A2, 6.336%, 02/25/2038 | | | | | 1,286,680 | | | | | | 0.0 | | |
882,679 | | | Home Equity Asset Trust 2005-2 M5, 1.280%, (US0001M + 1.095)%, 07/25/2035 | | | | | 882,665 | | | | | | 0.0 | | |
2,362,690 | | | Morgan Stanley ABS Capital I, Inc. Trust 2005-NC2 M4, 1.100%, (US0001M + 0.915)%, 03/25/2035 | | | | | 2,343,752 | | | | | | 0.1 | | |
532,777 | | | New Century Home Equity Loan Trust 2005-2 M3, 0.920%, (US0001M + 0.735)%, 06/25/2035 | | | | | 526,939 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Home Equity Asset-Backed Securities (continued) br 0.2% | | ||||||||||||
51,624 | | | Renaissance Home Equity Loan Trust 2003-2 A, 1.065%, (US0001M + 0.880)%, 08/25/2033 | | | | $ | 48,331 | | | | | | 0.0 | | |
57,512 | | | Securitized Asset Backed Receivables LLC Trust 2006-WM4 A2A, 0.265%, (US0001M + 0.080)%, 11/25/2036 | | | | | 21,235 | | | | | | 0.0 | | |
2,068,952 | | | Other Securities | | | | | 2,177,968 | | | | | | 0.1 | | |
| | | | | | | | 7,287,570 | | | | | | 0.2 | | |
| | | Other Asset-Backed Securities: 7.9% | | ||||||||||||
1,421,793 (1) | | | Ajax Mortgage Loan Trust 2018-A A, 3.850%, 04/25/2058 | | | | | 1,305,568 | | | | | | 0.0 | | |
1,625,245 (1)(4) | | | Ajax Mortgage Loan Trust 2018-C A, 4.360%, 09/25/2065 | | | | | 1,709,150 | | | | | | 0.1 | | |
9,000,000 (1) | | | Allegany Park CLO Ltd. 2019-1A A, 3.164%, (US0003M + 1.330)%, 01/20/2033 | | | | | 8,821,458 | | | | | | 0.3 | | |
2,473,265 (1)(4)(6)(10) | | | American Homes 4 Rent 2015-SFR1 XS, 3.230%, 04/17/2052 | | | | | — | | | | | | — | | |
9,500,000 (1) | | | Apidos CLO XXXII 2019-32A A1, 3.003%, (US0003M + 1.320)%, 01/20/2033 | | | | | 9,323,310 | | | | | | 0.3 | | |
4,500,000 (1) | | | Apidos CLO XXXIII 2020-33A A, 2.000%, (US0003M + 1.700)%, 07/24/2031 | | | | | 4,499,950 | | | | | | 0.1 | | |
8,000,000 (1) | | | ARES XLVI CLO Ltd. 2017-46A A2, 2.449%, (US0003M + 1.230)%, 01/15/2030 | | | | | 7,687,856 | | | | | | 0.2 | | |
3,470,000 (1) | | | Babson CLO Ltd. 2017-1A A2, 2.485%, (US0003M + 1.350)%, 07/18/2029 | | | | | 3,351,732 | | | | | | 0.1 | | |
4,393,000 (1) | | | Babson CLO Ltd. 2018-3A A2, 2.435%, (US0003M + 1.300)%, 07/20/2029 | | | | | 4,240,115 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
1,600,000 (1) | | | Bain Capital Credit CLO 2017-1A A2, 2.485%, (US0003M + 1.350)%, 07/20/2030 | | | | $ | 1,555,848 | | | | | | 0.0 | | |
3,200,000 (1) | | | Beechwood Park CLO Ltd. 2019-1A A1, 3.233%, (US0003M + 1.330)%, 01/17/2033 | | | | | 3,141,776 | | | | | | 0.1 | | |
9,020,000 (1) | | | Benefit Street Partners CLO II Ltd. 2013-IIA A1R, 2.469%, (US0003M + 1.250)%, 07/15/2029 | | | | | 8,901,694 | | | | | | 0.3 | | |
5,000,000 (1) | | | Benefit Street Partners CLO XIX Ltd. 2019-19A A, 3.228%, (US0003M + 1.350)%, 01/15/2033 | | | | | 4,889,405 | | | | | | 0.1 | | |
5,070,000 (1) | | | BlueMountain CLO 2015-1A BR, 3.811%, (US0003M + 2.500)%, 04/13/2027 | | | | | 5,025,739 | | | | | | 0.1 | | |
3,490,000 (1) | | | Broad River BSL Funding CLO 2020-1A A, 2.061%, (US0003M + 1.850)%, 04/20/2029 | | | | | 3,485,791 | | | | | | 0.1 | | |
4,000,000 (1) | | | Carbone CLO Ltd. 2017-1A A1, 2.275%, (US0003M + 1.140)%, 01/20/2031 | | | | | 3,899,104 | | | | | | 0.1 | | |
2,400,000 (1) | | | Carlyle Global Market Strategies CLO Ltd. 2014-1A A2R2, 2.265%, (US0003M + 1.130)%, 04/17/2031 | | | | | 2,273,112 | | | | | | 0.1 | | |
55,298 | | | Chase Funding Trust Series 2002-4 2A1, 0.925%, (US0001M + 0.740)%, 10/25/2032 | | | | | 54,209 | | | | | | 0.0 | | |
106,708 | | | Chase Funding Trust Series 2003-5 2A2, 0.785%, (US0001M + 0.600)%, 07/25/2033 | | | | | 98,641 | | | | | | 0.0 | | |
3,750,000 (1) | | | CIFC Funding 2013-2A A1LR, 2.345%, (US0003M + 1.210)%, 10/18/2030 | | | | | 3,693,720 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
3,453,000 (1) | | | CIFC Funding 2017-2A A Ltd., 2.375%, (US0003M + 1.240)%, 04/20/2030 | | | | $ | 3,406,878 | | | | | | 0.1 | | |
3,000,000 (1) | | | CIFC Funding 2017-2A C, 3.485%, (US0003M + 2.350)%, 04/20/2030 | | | | | 2,898,528 | | | | | | 0.1 | | |
4,000,000 (1) | | | CIFC Funding 2019-6A A1 Ltd., 2.506%, (US0003M + 1.330)%, 01/16/2033 | | | | | 3,928,152 | | | | | | 0.1 | | |
2,766,000 (1) | | | Cole Park CLO Ltd. 2015-1A CR, 3.135%, (US0003M + 2.000)%, 10/20/2028 | | | | | 2,707,184 | | | | | | 0.1 | | |
9,919 | | | Countrywide Asset-Backed Certificates 2006-26 2A3, 0.355%, (US0001M + 0.170)%, 06/25/2037 | | | | | 9,936 | | | | | | 0.0 | | |
5,921,102 | | | Credit-Based Asset Servicing & Securitization LLC 2006-CB8 A2C, 0.335%, (US0001M + 0.150)%, 10/25/2036 | | | | | 5,182,264 | | | | | | 0.2 | | |
942,875 (1) | | | DB Master Finance LLC 2019-1A A23, 4.352%, 05/20/2049 | | | | | 1,024,451 | | | | | | 0.0 | | |
496,250 (1) | | | DB Master Finance LLC 2019-1A A2II, 4.021%, 05/20/2049 | | | | | 524,997 | | | | | | 0.0 | | |
12,160,000 (1) | | | Dewolf Park Clo Ltd. 2017-1A A, 2.429%, (US0003M + 1.210)%, 10/15/2030 | | | | | 11,931,234 | | | | | | 0.3 | | |
1,382,500 (1) | | | Driven Brands Funding LLC 2019-1A A2, 4.641%, 04/20/2049 | | | | | 1,464,385 | | | | | | 0.0 | | |
1,200,000 (1) | | | Dryden 55 CLO Ltd. 2018-55A A1, 2.239%, (US0003M + 1.020)%, 04/15/2031 | | | | | 1,174,897 | | | | | | 0.0 | | |
8,610,000 (1) | | | Dryden Senior Loan Fund 2017-47A A2, 2.569%, (US0003M + 1.350)%, 04/15/2028 | | | | | 8,330,743 | | | | | | 0.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
7,460,000 (1) | | | Dryden XXVIII Senior Loan Fund 2013-28A A1LR, 1.592%, (US0003M + 1.200)%, 08/15/2030 | | | | $ | 7,342,878 | | | | | | 0.2 | | |
3,662,325 (1) | | | Five Guys Holdings, Inc. 2017-1A A2, 4.600%, 07/25/2047 | | | | | 3,694,896 | | | | | | 0.1 | | |
4,250,000 (1) | | | Galaxy XIX CLO Ltd. 2015-19A A1R, 2.240%, (US0003M + 1.220)%, 07/24/2030 | | | | | 4,171,405 | | | | | | 0.1 | | |
2,100,000 (1) | | | Gilbert Park CLO Ltd. 2017-1A A, 2.409%, (US0003M + 1.190)%, 10/15/2030 | | | | | 2,063,355 | | | | | | 0.1 | | |
120,595 | | | GSAMP Trust 2007-FM1 A2A, 0.255%, (US0001M + 0.070)%, 12/25/2036 | | | | | 65,971 | | | | | | 0.0 | | |
2,160,790 (1) | | | HERO Funding Trust 2015-2A A, 3.990%, 09/20/2040 | | | | | 2,254,534 | | | | | | 0.1 | | |
2,000,000 (1) | | | Jay Park CLO Ltd. 2016-1A BR, 3.135%, (US0003M + 2.000)%, 10/20/2027 | | | | | 1,942,374 | | | | | | 0.1 | | |
1,600,000 (1) | | | Jersey Mike’s Funding 2019-1A A2, 4.433%, 02/15/2050 | | | | | 1,576,768 | | | | | | 0.0 | | |
4,300,000 (1)(9) | | | KKR CLO 21 A Ltd., 2.219%, (US0003M + 1.000)%, 04/15/2031 | | | | | 4,154,036 | | | | | | 0.1 | | |
10,000,000 (1) | | | LCM 26A A2 Ltd., 2.385%, (US0003M + 1.250)%, 01/20/2031 | | | | | 9,586,170 | | | | | | 0.2 | | |
6,308,000 (1) | | | LCM XIV L.P. 14A AR, 2.175%, (US0003M + 1.040)%, 07/20/2031 | | | | | 6,106,649 | | | | | | 0.2 | | |
58,753 | | | Long Beach Mortgage Loan Trust 2004-4 1A1, 0.745%, (US0001M + 0.560)%, 10/25/2034 | | | | | 51,336 | | | | | | 0.0 | | |
2,120,000 (1) | | | Madison Park Funding XV Ltd. 2014-15A B1R, 3.191%, (US0003M + 2.200)%, 01/27/2026 | | | | | 2,113,812 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
5,150,000 (1) | | | Madison Park Funding XXXV Ltd. 2019-35A A2A, 2.785%, (US0003M + 1.650)%, 04/20/2031 | | | | $ | 5,088,710 | | | | | | 0.1 | | |
4,600,000 (1) | | | Magnetite CLO Ltd. 2020-26A A, 1.949%, (US0003M + 1.750)%, 07/15/2030 | | | | | 4,602,355 | | | | | | 0.1 | | |
1,466,759 (1) | | | Marlette Funding Trust 2018-1A C, 3.690%, 03/15/2028 | | | | | 1,462,063 | | | | | | 0.0 | | |
1,750,000 (1) | | | Marlette Funding Trust 2019-2A C, 4.110%, 07/16/2029 | | | | | 1,532,067 | | | | | | 0.1 | | |
2,370,311 (1) | | | Mosaic Solar Loan Trust 2018-1A A, 4.010%, 06/22/2043 | | | | | 2,402,962 | | | | | | 0.1 | | |
1,393,133 (1) | | | Mosaic Solar Loan Trust 2018-2-GS B, 4.740%, 02/22/2044 | | | | | 1,400,217 | | | | | | 0.0 | | |
2,862,812 (1) | | | Mosaic Solar Loans 2017-2A A LLC, 3.820%, 06/22/2043 | | | | | 2,955,347 | | | | | | 0.1 | | |
2,000,000 (1) | | | Neuberger Berman Loan Advisers CLO 33 Ltd. 2019-33A C, 3.626%, (US0003M + 2.450)%, 10/16/2032 | | | | | 1,953,548 | | | | | | 0.1 | | |
5,100,000 (1) | | | Oaktree CLO 2020-1A A Ltd., 2.345%, (US0003M + 2.000)%, 07/15/2029 | | | | | 5,108,435 | | | | | | 0.1 | | |
3,500,000 (1) | | | OCP CLO 2020-18A A Ltd., 2.053%, (US0003M + 1.800)%, 04/20/2030 | | | | | 3,506,920 | | | | | | 0.1 | | |
4,000,000 (1) | | | OCP CLO 2020-19 A A1 Ltd., 2.070%, (US0003M + 1.750)%, 07/20/2031 | | | | | 3,999,492 | | | | | | 0.1 | | |
4,510,000 (1) | | | Octagon Investment Partners 30 Ltd. 2017-1A A1, 2.455%, (US0003M + 1.320)%, 03/17/2030 | | | | | 4,429,447 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
3,000,000 (1) | | | Octagon Investment Partners Ltd. 2017-1A A2, 2.569%, (US0003M + 1.350)%, 07/15/2029 | | | | $ | 2,901,126 | | | | | | 0.1 | | |
2,250,000 (1) | | | Octagon Investment Partners XIV Ltd. 2012-1A A1BR, 2.594%, (US0003M + 1.375)%, 07/15/2029 | | | | | 2,178,844 | | | | | | 0.1 | | |
4,000,000 (1) | | | Octagon Investment Partners XV Ltd. 2013-1A A2R, 2.485%, (US0003M + 1.350)%, 07/19/2030 | | | | | 3,871,648 | | | | | | 0.1 | | |
4,250,000 (1) | | | Octagon Investment Partners XVII Ltd. 2013-1A A1R2, 1.991%, (US0003M + 1.000)%, 01/25/2031 | | | | | 4,133,894 | | | | | | 0.1 | | |
8,000,000 (1) | | | OHA Loan Funding 2015-1A A1R2 Ltd., 1.732%, (US0003M + 1.340)%, 11/15/2032 | | | | | 7,811,216 | | | | | | 0.2 | | |
5,515,000 (1) | | | Palmer Square CLO 2015-2A A1R2 Ltd., 2.235%, (US0003M + 1.100)%, 07/20/2030 | | | | | 5,403,558 | | | | | | 0.1 | | |
3,000,000 (1) | | | Palmer Square CLO 2018-1A A1 Ltd., 2.165%, (US0003M + 1.030)%, 04/18/2031 | | | | | 2,935,158 | | | | | | 0.1 | | |
2,000,000 (1) | | | Palmer Square Loan Funding 2018-1A C Ltd., 3.069%, (US0003M + 1.850)%, 04/15/2026 | | | | | 1,893,506 | | | | | | 0.1 | | |
900,000 (1)(9) | | | Palmer Square Loan Funding 2018-2A C Ltd., 3.169%, (US0003M + 1.950)%, 07/15/2026 | | | | | 850,125 | | | | | | 0.0 | | |
1,363,888 | | | Park Place Securities, Inc. Asset-Backed Pass-Through Ctfs Ser 2005-WHQ1 M4, 1.265%, (US0001M + 1.080)%, 03/25/2035 | | | | | 1,368,208 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
4,375,000 (1) | | | Sofi Consumer Loan Program 2018-1 C Trust, 3.970%, 02/25/2027 | | | | $ | 4,007,245 | | | | | | 0.1 | | |
1,500,000 (1) | | | Sofi Consumer Loan Program 2018-2 C Trust, 4.250%, 04/26/2027 | | | | | 1,408,750 | | | | | | 0.1 | | |
3,200,000 (1) | | | Sofi Consumer Loan Program 2018-3 C Trust, 4.670%, 08/25/2027 | | | | | 2,810,635 | | | | | | 0.1 | | |
1,000,000 (1) | | | SoFi Consumer Loan Program 2019-2 D Trust, 4.200%, 04/25/2028 | | | | | 886,366 | | | | | | 0.0 | | |
1,544,833 (1) | | | Sonic Capital LLC 2020-1A A2I, 3.845%, 01/20/2050 | | | | | 1,628,311 | | | | | | 0.1 | | |
2,060,000 (1) | | | Sound Point CLO XXV Ltd. 2019-4A A1A, 3.231%, (US0003M + 1.400)%, 01/15/2033 | | | | | 1,985,259 | | | | | | 0.1 | | |
1,922,025 (1) | | | Sunrun Athena Issuer 2018-1 A LLC, 5.310%, 04/30/2049 | | | | | 1,824,338 | | | | | | 0.1 | | |
1,773,000 (1) | | | Taco Bell Funding LLC 2018-1A A2II, 4.940%, 11/25/2048 | | | | | 1,923,952 | | | | | | 0.1 | | |
5,500,000 (1) | | | TES LLC 2017-1A B, 7.740%, 10/20/2047 | | | | | 4,893,567 | | | | | | 0.1 | | |
2,370,566 (1) | | | THL Credit Wind River 2013-2A AR CLO Ltd., 2.365%, (US0003M + 1.230)%, 10/18/2030 | | | | | 2,322,984 | | | | | | 0.1 | | |
9,500,000 (1) | | | THL Credit Wind River 2016-2A A1R CLO Ltd., 1.877%, (US0003M + 1.190)%, 11/01/2031 | | | | | 9,244,516 | | | | | | 0.2 | | |
1,500,000 (1)(4) | | | Towd Point Mortgage Trust 2017-3 M1, 3.500%, 07/25/2057 | | | | | 1,570,183 | | | | | | 0.0 | | |
1,657,500 (1) | | | Wendys Funding LLC 2018-1A A2I, 3.573%, 03/15/2048 | | | | | 1,719,988 | | | | | | 0.1 | | |
2,198,815 | | | Other Securities | | | | | 2,218,310 | | | | | | 0.1 | | |
| | | | | | | | 275,899,261 | | | | | | 7.9 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Student Loan Asset-Backed Securities: 0.8% | | ||||||||||||
1,101,813 (1) | | | Commonbond Student Loan Trust 2017-BGS B, 3.260%, 09/25/2042 | | | | $ | 1,129,601 | | | | | | 0.0 | | |
805,182 (1) | | | Commonbond Student Loan Trust 2018-AGS A1, 3.210%, 02/25/2044 | | | | | 828,403 | | | | | | 0.0 | | |
1,549,153 (1) | | | Commonbond Student Loan Trust 2018-BGS B, 3.990%, 09/25/2045 | | | | | 1,593,787 | | | | | | 0.1 | | |
781,758 (1) | | | DRB Prime Student Loan Trust 2015-B A2, 3.170%, 07/25/2031 | | | | | 790,494 | | | | | | 0.0 | | |
1,056,075 (1) | | | DRB Prime Student Loan Trust 2015-D A2, 3.200%, 01/25/2040 | | | | | 1,072,544 | | | | | | 0.0 | | |
295,614 (1) | | | Earnest Student Loan Program, LLC 2016-C B, 4.460%, 01/26/2037 | | | | | 300,898 | | | | | | 0.0 | | |
750,000 (1) | | | Navient Private Education Loan Trust 2014-AA A3, 1.785%, (US0001M + 1.600)%, 10/15/2031 | | | | | 750,927 | | | | | | 0.0 | | |
2,000,000 (1) | | | Navient Private Education Refi Loan Trust 2018-A B, 3.680%, 02/18/2042 | | | | | 2,037,217 | | | | | | 0.1 | | |
2,800,000 (1) | | | Navient Private Education Refi Loan Trust 2019-A A2A, 3.420%, 01/15/2043 | | | | | 2,870,733 | | | | | | 0.1 | | |
1,550,000 (1) | | | SMB Private Education Loan Trust 2014-A C, 4.500%, 09/15/2045 | | | | | 1,353,551 | | | | | | 0.0 | | |
1,500,000 (1) | | | SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/2041 | | | | | 1,492,426 | | | | | | 0.1 | | |
111,126 (1) | | | SoFi Professional Loan Program 2015-C A2, 2.510%, 08/25/2033 | | | | | 112,053 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Student Loan Asset-Backed Securities (continued) | | ||||||||||||
2,500,000 (1)(4) | | | SoFi Professional Loan Program 2017-C B, 3.560%, 07/25/2040 | | | | $ | 2,422,480 | | | | | | 0.1 | | |
2,100,000 (1) | | | SoFi Professional Loan Program 2017-F BFX LLC, 3.620%, 01/25/2041 | | | | | 2,194,445 | | | | | | 0.1 | | |
2,200,000 (1) | | | Sofi Professional Loan Program 2018-A B LLC, 3.610%, 02/25/2042 | | | | | 2,204,926 | | | | | | 0.1 | | |
5,000,000 (1) | | | Sofi Professional Loan Program 2018-B BFX Trust, 3.830%, 08/25/2047 | | | | | 4,884,596 | | | | | | 0.1 | | |
2,000,000 (1) | | | Sofi Professional Loan Program 2018-C A2FX Trust, 3.590%, 01/25/2048 | | | | | 2,090,288 | | | | | | 0.0 | | |
1,000,000 (1) | | | Sofi Professional Loan Program 2018-D BFX Trust, 4.140%, 02/25/2048 | | | | | 1,056,487 | | | | | | 0.0 | | |
| | | | | | | | 29,185,856 | | | | | | 0.8 | | |
| | | Total Asset-Backed Securities (Cost $336,756,631) | | | | | 332,604,945 | | | | | | 9.5 | | |
COMMERCIAL MORTGAGE-BACKED SECURITIES: 5.9% | | |||||||||||||||
12,712,248 (4)(6) | | | BANK 2019-BNK16 XA, 1.125%, 02/15/2052 | | | | | 809,106 | | | | | | 0.0 | | |
2,600,000 (1) | | | BANK 2019-BNK18 D, 3.000%, 05/15/2062 | | | | | 2,014,635 | | | | | | 0.1 | | |
3,360,000 (4) | | | Bank 2019-BNK19 C, 4.169%, 08/15/2061 | | | | | 3,053,361 | | | | | | 0.1 | | |
51,131,990 (4)(6) | | | Bank 2019-BNK19 XA, 1.097%, 08/15/2061 | | | | | 3,547,681 | | | | | | 0.1 | | |
22,800,000 (1)(4)(6) | | | BBCCRE Trust 2015-GTP XA, 0.749%, 08/10/2033 | | | | | 657,602 | | | | | | 0.0 | ��� | |
27,795,554 (4)(6) | | | Benchmark 2019-B12 XA Mortgage Trust, 1.205%, 08/15/2052 | | | | | 1,822,983 | | | | | | 0.1 | | |
19,658,103 (4)(6) | | | Benchmark 2019-B9 XA Mortgage Trust, 1.212%, 03/15/2052 | | | | | 1,410,038 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
2,290,000 (1) | | | BHP Trust 2019-BXHP D, 1.956%, (US0001M + 1.771)%, 08/15/2036 | | | | $ | 2,006,895 | | | | | | 0.1 | | |
2,330,000 (1) | | | BHP Trust 2019-BXHP E, 2.752%, (US0001M + 2.568)%, 08/15/2036 | | | | | 1,938,227 | | | | | | 0.1 | | |
5,718,072 (1) | | | BX Commercial Mortgage Trust 2019-XL G, 2.485%, (US0001M + 2.300)%, 10/15/2036 | | | | | 5,515,691 | | | | | | 0.2 | | |
5,321,581 (1) | | | BX Commercial Mortgage Trust 2019-XL J, 2.835%, (US0001M + 2.650)%, 10/15/2036 | | | | | 5,050,712 | | | | | | 0.1 | | |
4,191,000 (1) | | | BX Commercial Mortgage Trust 2020-BXLP G, 2.685%, (US0001M + 2.500)%, 12/15/2029 | | | | | 4,003,182 | | | | | | 0.1 | | |
2,520,000 (1) | | | BX Trust 2019-MMP E, 2.085%, (US0001M + 1.900)%, 08/15/2036 | | | | | 2,355,489 | | | | | | 0.1 | | |
2,280,000 (1)(4) | | | BX Trust 2019-OC11 E, 4.076%, 12/09/2041 | | | | | 2,053,202 | | | | | | 0.0 | | |
19,929,823 (4)(6) | | | CD 2016-CD1 Mortgage Trust XA, 1.532%, 08/10/2049 | | | | | 1,184,071 | | | | | | 0.0 | | |
3,951,241 (1)(4) | | | CFCRE Commercial Mortgage Trust 2011-C1 E, 6.292%, 04/15/2044 | | | | | 3,608,477 | | | | | | 0.1 | | |
4,120,000 (1) | | | Citigroup Commercial Mortgage Trust 2016-C2 E, 4.594%, 08/10/2049 | | | | | 2,438,623 | | | | | | 0.1 | | |
35,452,313 (4)(6) | | | Citigroup Commercial Mortgage Trust 2017-P8 XA, 1.054%, 09/15/2050 | | | | | 1,776,101 | | | | | | 0.0 | | |
58,677,604 (4)(6) | | | Citigroup Commercial Mortgage Trust 2018-C5 XA, 0.755%, 06/10/2051 | | | | | 2,565,402 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
2,101,000 (1)(4) | | | Citigroup COmmercial Mortgage Trust 2018-C6 D, 5.235%, 11/10/2051 | | | | $ | 1,842,923 | | | | | | 0.0 | | |
13,989,883 (4)(6) | | | COMM 2012-CR2 XA, 1.790%, 08/15/2045 | | | | | 349,673 | | | | | | 0.0 | | |
24,863,262 (4)(6) | | | COMM 2012-CR3 XA, 2.011%, 10/15/2045 | | | | | 759,836 | | | | | | 0.0 | | |
65,166,000 (1)(4)(6) | | | COMM 2012-CR4 XB, 0.766%, 10/15/2045 | | | | | 899,441 | | | | | | 0.0 | | |
19,992,290 (4)(6) | | | COMM 2012-CR5 XA, 1.664%, 12/10/2045 | | | | | 579,409 | | | | | | 0.0 | | |
27,650,415 (1)(4)(6) | | | COMM 2012-LC4 XA, 2.284%, 12/10/2044 | | | | | 662,396 | | | | | | 0.0 | | |
1,910,000 (1)(4) | | | COMM 2013-CR10 E Mortgage Trust, 4.949%, 08/10/2046 | | | | | 1,609,677 | | | | | | 0.1 | | |
1,640,000 (4) | | | COMM 2015-CCRE26 D Mortgage Trust, 3.630%, 10/10/2048 | | | | | 1,166,240 | | | | | | 0.1 | | |
910,000 (4) | | | COMM 2016-COR1 C, 4.529%, 10/10/2049 | | | | | 820,268 | | | | | | 0.0 | | |
81,309,806 (4)(6) | | | COMM 2016-CR28 XA, 0.775%, 02/10/2049 | | | | | 2,193,999 | | | | | | 0.1 | | |
5,920,000 | | | COMM 2018-COR3 A3 Mortgage Trust, 4.228%, 05/10/2051 | | | | | 6,959,874 | | | | | | 0.2 | | |
3,906,000 (1)(4) | | | COMM 2020-CBM F Mortgage Trust, 3.754%, 11/13/2039 | | | | | 3,132,348 | | | | | | 0.1 | | |
3,247,076 (1)(4) | | | DBUBS 2011-LC2 E Mortgage Trust, 5.714%, 07/10/2044 | | | | | 2,504,739 | | | | | | 0.1 | | |
5,150,000 (1) | | | DBUBS 2011-LC2A F Mortgage Trust, 3.823%, (US0001M + 3.650)%, 07/10/2044 | | | | | 3,635,907 | | | | | | 0.1 | | |
3,329,275 (4)(6) | | | Freddie Mac Multifamily Structured Pass Through Certificates K008 X3, 5.442%, 08/25/2020 | | | | | 21,217 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
36,470,000 (4)(6) | | | Freddie Mac Multifamily Structured Pass Through Certificates K020 X3, 1.937%, 05/25/2040 | | | | $ | 1,206,201 | | | | | | 0.1 | | |
43,645,444 (4)(6) | | | Freddie Mac Multifamily Structured Pass Through Certificates K023 X1, 1.357%, 08/25/2022 | | | | | 978,544 | | | | | | 0.0 | | |
22,000,000 (4)(6) | | | Freddie Mac Multifamily Structured Pass Through Certificates K028 X3, 1.719%, 06/25/2041 | | | | | 905,819 | | | | | | 0.0 | | |
27,650,000 (4)(6) | | | Freddie Mac Multifamily Structured Pass Through Certificates K029 X3, 1.647%, 05/25/2041 | | | | | 1,153,464 | | | | | | 0.1 | | |
10,700,000 (4)(6) | | | Freddie Mac Multifamily Structured Pass Through Certificates K035 X3, 1.852%, 12/25/2041 | | | | | 476,588 | | | | | | 0.0 | | |
527,461,739 (1)(6) | | | FREMF Mortgage Trust 2012-K17 X2A, 0.100%, 12/25/2044 | | | | | 549,668 | | | | | | 0.0 | | |
2,920,000 (1) | | | GS Mortgage Securities Corp. II 2018-RIVR E, 1.735%, (US0001M + 1.550)%, 07/15/2035 | | | | | 2,614,692 | | | | | | 0.1 | | |
2,300,000 (1)(4) | | | GS Mortgage Securities Trust 2010-C2 D, 5.352%, 12/10/2043 | | | | | 2,270,569 | | | | | | 0.1 | | |
4,400,000 (1)(4) | | | GS Mortgage Securities Trust 2010-C2 F, 4.548%, 12/10/2043 | | | | | 4,187,294 | | | | | | 0.1 | | |
2,740,000 (1)(4) | | | GS Mortgage Securities Trust 2010-C2 G, 4.548%, 12/10/2043 | | | | | 2,654,082 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
3,070,000 (1) | | | GS Mortgage Securities Trust 2013-GC16 G, 3.500%, 11/10/2046 | | | | $ | 2,209,378 | | | | | | 0.0 | | |
30,170,502 (4)(6) | | | GS Mortgage Securities Trust 2013-GC16 XA, 1.206%, 11/10/2046 | | | | | 859,778 | | | | | | 0.0 | | |
46,146,012 (4)(6) | | | GS Mortgage Securities Trust 2014-GC22 XA, 1.139%, 06/10/2047 | | | | | 1,131,823 | | | | | | 0.0 | | |
6,930,000 (1)(4) | | | GS Mortgage Securities Trust 2019-GC40 DBD, 3.668%, 07/10/2052 | | | | | 6,470,034 | | | | | | 0.2 | | |
5,310,000 (1)(4) | | | GS Mortgage Securities Trust 2019-GC40 DBE, 3.668%, 07/10/2052 | | | | | 4,697,494 | | | | | | 0.1 | | |
105,757,940 (4)(6) | | | GS Mortgage Securities Trust 2019-GC42 XA, 0.814%, 09/01/2052 | | | | | 6,350,204 | | | | | | 0.2 | | |
1,960,000 (1)(4) | | | Jackson Park Trust 2019-LIC F, 3.242%, 10/14/2039 | | | | | 1,636,577 | | | | | | 0.0 | | |
28,840,083 (4)(6) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX XA, 1.645%, 06/15/2045 | | | | | 442,589 | | | | | | 0.0 | | |
43,398,307 (4)(6) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 XA, 0.822%, 12/15/2049 | | | | | 1,248,860 | | | | | | 0.0 | | |
3,720,000 (1)(4) | | | JPMBB Commercial Mortgage Securities Trust 2013-C17 D, 5.053%, 01/15/2047 | | | | | 2,976,031 | | | | | | 0.1 | | |
1,560,000 (1)(4) | | | JPMBB Commercial Mortgage Securities Trust 2014-C26 D, 4.022%, 01/15/2048 | | | | | 1,329,979 | | | | | | 0.0 | | |
2,093,809 (4)(6) | | | JPMBB Commercial Mortgage Securities Trust 2015-C28 XA, 1.112%, 10/15/2048 | | | | | 73,951 | | | | | | 0.0 | | |
6,560,000 | | | JPMCC Commercial Mortgage Securities Trust 2019-COR4 A5, 4.029%, 03/10/2052 | | | | | 7,682,875 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
5,610,000 (1)(4) | | | JPMCC Re-REMIC Trust 2015-FRR2 AK36, 2.184%, 12/27/2046 | | | | $ | 5,571,739 | | | | | | 0.2 | | |
1,000,000 (1) | | | KNDL 2019-KNSQ F Mortgage Trust, 2.185%, (US0001M + 2.000)%, 05/15/2036 | | | | | 932,126 | | | | | | 0.0 | | |
1,836,899 (1)(4)(6) | | | LB-UBS Commercial Mortgage Trust 2006-C7 XCL, 0.877%, 11/15/2038 | | | | | 5,454 | | | | | | 0.0 | | |
9,597,007 (1)(4)(6) | | | LB-UBS Commercial Mortgage Trust 2006-C7 XW, 0.877%, 11/15/2038 | | | | | 28,493 | | | | | | 0.0 | | |
1,706,000 (1)(4) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 D, 5.071%, 04/15/2047 | | | | | 1,366,702 | | | | | | 0.0 | | |
1,525,000 (1)(4) | | | Morgan Stanley Capital I Trust 2011-C1 D, 5.684%, 09/15/2047 | | | | | 1,516,312 | | | | | | 0.1 | | |
3,890,000 (1)(4) | | | Morgan Stanley Capital I Trust 2016-BNK2 E, 4.034%, 11/15/2049 | | | | | 2,173,278 | | | | | | 0.1 | | |
3,943,000 | | | Morgan Stanley Capital I Trust 2019-H6 A4, 3.417%, 06/15/2052 | | | | | 4,467,592 | | | | | | 0.1 | | |
1,900,000 | | | Morgan Stanley Capital I, Inc. 2017-HR2 D, 2.730%, 12/15/2050 | | | | | 1,265,013 | | | | | | 0.0 | | |
2,920,000 (1) | | | MRCD 2019-PARK E Mortgage Trust, 2.718%, 12/15/2036 | | | | | 2,718,053 | | | | | | 0.1 | | |
3,556,000 (1) | | | MRCD 2019-PARK F Mortgage Trust, 2.718%, 12/15/2036 | | | | | 3,252,664 | | | | | | 0.1 | | |
2,440,000 (1) | | | One Bryant Park Trust 2019-OBP A, 2.516%, 09/13/2049 | | | | | 2,598,273 | | | | | | 0.1 | | |
2,060,000 (1)(4) | | | UBS-Barclays Commercial Mortgage Trust 2012-C4 D, 4.621%, 12/10/2045 | | | | | 1,149,057 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
3,520,000 (1)(4) | | | UBS-Barclays Commercial Mortgage Trust 2012-C4 E, 4.621%, 12/10/2045 | | | | $ | 1,743,753 | | | | | | 0.0 | | |
28,138,747 (4)(6) | | | Wells Fargo Commercial Mortgage Trust 2014-LC18 XA, 1.188%, 12/15/2047 | | | | | 1,026,524 | | | | | | 0.0 | | |
4,580,000 | | | Wells Fargo Commercial Mortgage Trust 2018-C44 A5, 4.212%, 05/15/2051 | | | | | 5,370,962 | | | | | | 0.2 | | |
9,412,500 | | | Wells Fargo Commercial Mortgage Trust 2019-C54 A4, 3.146%, 12/15/2052 | | | | | 10,532,974 | | | | | | 0.3 | | |
1,630,000 (1)(4) | | | WFRBS Commercial Mortgage Trust 2011-C5 E, 5.845%, 11/15/2044 | | | | | 1,282,254 | | | | | | 0.0 | | |
19,601,612 (1)(4)(6) | | | WFRBS Commercial Mortgage Trust 2012-C8 XA, 1.964%, 08/15/2045 | | | | | 534,491 | | | | | | 0.0 | | |
9,020,000 (1)(4) | | | WFRBS Commercial Mortgage Trust 2013-C11 F, 4.399%, 03/15/2045 | | | | | 5,722,286 | | | | | | 0.2 | | |
6,583,000 (1) | | | WFRBS Commercial Mortgage Trust 2013-C12 E, 3.500%, 03/15/2048 | | | | | 4,976,624 | | | | | | 0.2 | | |
44,648,379 (1)(4)(6) | | | WFRBS Commercial Mortgage Trust 2013-C12 XA, 1.343%, 03/15/2048 | | | | | 1,129,417 | | | | | | 0.0 | | |
8,510,000 (4) | | | WFRBS Commercial Mortgage Trust 2014-LC14 C, 4.344%, 03/15/2047 | | | | | 7,885,510 | | | | | | 0.2 | | |
11,409,225 | | | Other Securities | | | | | 12,554,267 | | | | | | 0.4 | | |
| | | Total Commercial Mortgage-Backed Securities (Cost $225,366,761) | | | | | 208,859,737 | | | | | | 5.9 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
MUTUAL FUNDS: 21.1% | | |||||||||||||||
| | | Affiliated Investment Companies: 21.1% | | ||||||||||||
9,187,266 | | | Voya Emerging Markets Corporate Debt Fund - Class P | | | | $ | 90,586,440 | | | | | | 2.6 | | |
13,895,291 | | | Voya Emerging Markets Hard Currency Debt Fund - Class P | | | | | 130,059,926 | | | | | | 3.7 | | |
8,199,716 | | | Voya Emerging Markets Local Currency Debt Fund - Class P | | | | | 54,692,104 | | | | | | 1.5 | | |
2,782,589 | | | Voya Floating Rate Fund - Class P | | | | | 23,735,482 | | | | | | 0.7 | | |
13,492,382 | | | Voya High Yield Bond Fund - Class P | | | | | 100,788,092 | | | | | | 2.9 | | |
14,578,445 | | | Voya Investment Grade Credit Fund - Class P | | | | | 170,276,243 | | | | | | 4.8 | | |
18,732,107 | | | Voya Securitized Credit Fund - Class P | | | | | 174,395,920 | | | | | | 4.9 | | |
| | | Total Mutual Funds (Cost $764,119,659) | | | | | 744,534,207 | | | | | | 21.1 | | |
|
| | | Value | | | Percentage of Net Assets | | |||||||||
PURCHASED OPTIONS(11): 0.0% | | |||||||||||||||
| | | Total Purchased Options (Cost $1,818,276) | | | | | 1,017,214 | | | | | | 0.0 | | |
| | | Total Long-Term Investments (Cost $3,404,642,441) | | | | | 3,485,789,395 | | | | | | 98.9 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 1.7% | | |||||||||||||||
| | | Floating Rate Notes: 0.0% | | ||||||||||||
600,000 (12) | | | Mizuho Financial Group Inc., 0.290%, 07/30/2020 | | | | | 600,060 | | | | | | 0.0 | | |
950,000 (12) | | | Svenska Handelsbanken AB, 0.330%, 07/07/2020 | | | | | 950,032 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Floating Rate Notes (continued) | | ||||||||||||
| | | Total Floating Rate Notes (Cost $1,550,092) | | | | $ | 1,550,092 | | | | | | 0.0 | | |
| | | Repurchase Agreements: 0.8% | | ||||||||||||
2,085,854 (12) | | | BNP Paribas S.A., Repurchase Agreement dated 06/30/20, 0.24%, due 07/01/20 (Repurchase Amount $2,085,868, collateralized by various U.S. Government Securities, 1.106%-6.500%, Market Value plus accrued interest $2,190,147, due 08/15/20-03/19/40) | | | | | 2,085,854 | | | | | | 0.1 | | |
5,443,527 (12) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/20, 0.10%, due 07/01/20 (Repurchase Amount $5,443,542, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $5,552,398, due 08/01/20-02/20/70) | | | | | 5,443,527 | | | | | | 0.1 | | |
2,771,163 (12) | | | Citadel Securities LLC, Repurchase Agreement dated 06/30/20, 0.15%, due 07/01/20 (Repurchase Amount $2,771,174, collateralized by various U.S. Government Securities, 0.000%-7.625%, Market Value plus accrued interest $2,826,598, due 07/31/20-11/15/49) | | | | | 2,771,163 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
7,355,868 (12) | | | Citigroup, Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $7,355,886, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $7,502,986, due 07/31/21-05/20/70) | | | | $ | 7,355,868 | | | | | | 0.2 | | |
1,398,638 (12) | | | Industrial & Comm. Bank of China, Repurchase Agreement dated 06/30/20, 0.11%, due 07/01/20 (Repurchase Amount $1,398,642, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $1,426,611, due 07/15/20-06/01/50) | | | | | 1,398,638 | | | | | | 0.0 | | |
1,995,867 (12) | | | JPMorgan Securities LLC, Repurchase Agreement dated 06/30/20, 0.07%, due 07/01/20 (Repurchase Amount $1,995,871, collateralized by various U.S. Government Securities, 0.000%-2.500%, Market Value plus accrued interest $2,035,784, due 10/08/20-04/30/23) | | | | | 1,995,867 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
6,251,674 (12) | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/20, 0.24%, due 07/01/20 (Repurchase Amount $6,251,715, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $6,391,199, due 01/15/22-02/15/47) | | | | $ | 6,251,674 | | | | | | 0.2 | | |
| | | Total Repurchase Agreements (Cost $27,302,591) | | | | | 27,302,591 | | | | | | 0.8 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds(12): 0.9% | | ||||||||||||
917,000 (12)(13) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.100% | | | | | 917,000 | | | | | | 0.0 | | |
29,306,000 (12)(13) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.150% | | | | | 29,306,000 | | | | | | 0.9 | | |
917,000 (12)(13) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.050% | | | | | 917,000 | | | | | | 0.0 | | |
| | | Total Mutual Funds (Cost $31,140,000) | | | | | 31,140,000 | | | | | | 0.9 | | |
| | | Total Short-Term Investments (Cost $59,992,683) | | | | | 59,992,683 | | | | | | 1.7 | | |
| | | Total Investments in Securities (Cost $3,464,635,124) | | | | | 3,545,782,078 | | | | | | 100.6 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds(12) (continued) | | ||||||||||||
| | | Liabilities in Excess of Other Assets | | | | $ | (21,794,094) | | | | | | (0.6) | | |
| | | Net Assets | | | | $ | 3,523,987,984 | | | | | | 100.0 | | |
|
Voya Intermediate Bond Portfolio | as of June 30, 2020 (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, 2020 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Mutual Funds | | | | $ | 744,534,207 | | | | | $ | — | | | | | $ | — | | | | | $ | 744,534,207 | | |
Purchased Options | | | | | — | | | | | | 1,017,214 | | | | | | — | | | | | | 1,017,214 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 862,807,610 | | | | | | — | | | | | | 862,807,610 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 691,281,574 | | | | | | — | | | | | | 691,281,574 | | |
Municipal Bonds | | | | | — | | | | | | 2,314,037 | | | | | | — | | | | | | 2,314,037 | | |
Asset-Backed Securities | | | | | — | | | | | | 332,604,945 | | | | | | — | | | | | | 332,604,945 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 459,034,359 | | | | | | — | | | | | | 459,034,359 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 208,859,737 | | | | | | — | | | | | | 208,859,737 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 183,335,712 | | | | | | — | | | | | | 183,335,712 | | |
Short-Term Investments | | | | | 31,140,000 | | | | | | 28,852,683 | | | | | | — | | | | | | 59,992,683 | | |
Total Investments, at fair value | | | | $ | 775,674,207 | | | | | $ | 2,770,107,871 | | | | | $ | — | | | | | $ | 3,545,782,078 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | | — | | | | | | 7,093,999 | | | | | | — | | | | | | 7,093,999 | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 59,476 | | | | | | — | | | | | | 59,476 | | |
Futures | | | | | 572,648 | | | | | | — | | | | | | — | | | | | | 572,648 | | |
Total Assets | | | | $ | 776,246,855 | | | | | $ | 2,777,261,346 | | | | | $ | — | | | | | $ | 3,553,508,201 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | $ | — | | | | | $ | (2,394,991) | | | | | $ | — | | | | | $ | (2,394,991) | | |
Futures | | | | | (1,092,072) | | | | | | — | | | | | | — | | | | | | (1,092,072) | | |
Total Liabilities | | | | $ | (1,092,072) | | | | | $ | (2,394,991) | | | | | $ | — | | | | | $ | (3,487,063) | | |
Voya Intermediate Bond Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/2019 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/2020 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Corporate Debt Fund - Class P | | | | $ | 90,999,434 | | | | | $ | 1,925,684 | | | | | $ | — | | | | | $ | (2,338,678) | | | | | $ | 90,586,440 | | | | | $ | 1,925,632 | | | | | $ | — | | | | | $ | — | | |
Voya Emerging Markets Hard Currency Debt Fund - Class P | | | | | 133,085,105 | | | | | | 3,253,013 | | | | | | — | | | | | | (6,278,192) | | | | | | 130,059,926 | | | | | | 3,252,934 | | | | | | — | | | | | | — | | |
Voya Emerging Markets Local Currency Debt Fund - Class P | | | | | 59,657,773 | | | | | | 540,396 | | | | | | — | | | | | | (5,506,065) | | | | | | 54,692,104 | | | | | | 540,368 | | | | | | — | | | | | | — | | |
Voya Floating Rate Fund - Class P | | | | | 25,742,250 | | | | | | 606,819 | | | | | | — | | | | | | (2,613,587) | | | | | | 23,735,482 | | | | | | 606,818 | | | | | | — | | | | | | — | | |
Voya High Yield Bond Fund - Class P | | | | | 68,111,429 | | | | | | 38,145,933 | | | | | | — | | | | | | (5,469,270) | | | | | | 100,788,092 | | | | | | 2,150,002 | | | | | | — | | | | | | — | | |
Voya Investment Grade Credit Fund - Class P | | | | | 159,271,027 | | | | | | 3,025,342 | | | | | | — | | | | | | 7,979,874 | | | | | | 170,276,243 | | | | | | 3,025,282 | | | | | | — | | | | | | — | | |
Voya Securitized Credit Fund - Class P | | | | | 117,961,329 | | | | | | 62,740,418 | | | | | | — | | | | | | (6,305,827) | | | | | | 174,395,920 | | | | | | 2,740,337 | | | | | | — | | | | | | — | | |
| | | | $ | 654,828,347 | | | | | $ | 110,237,605 | | | | | $ | — | | | | | $ | (20,531,745) | | | | | $ | 744,534,207 | | | | | $ | 14,241,373 | | | | | $ | — | | | | | $ | — | | |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | |||
USD 2,992,755 | | | MYR 13,034,344 | | | Barclays Bank PLC | | | 08/07/20 | | | | $ | (43,007) | | |
USD 1,415,140 | | | RON 6,364,323 | | | Barclays Bank PLC | | | 08/07/20 | | | | | (59,768) | | |
USD 2,723,661 | | | COP 10,683,261,693 | | | Barclays Bank PLC | | | 08/14/20 | | | | | (108,333) | | |
USD 6,620,613 | | | MXN 159,964,223 | | | Barclays Bank PLC | | | 08/14/20 | | | | | (297,549) | | |
USD 3,425,484 | | | ZAR 63,520,811 | | | BNP Paribas | | | 08/07/20 | | | | | (220,064) | | |
USD 1,918,126 | | | HUF 621,498,481 | | | BNP Paribas | | | 08/07/20 | | | | | (53,040) | | |
USD 4,936,247 | | | THB 158,691,497 | | | BNP Paribas | | | 08/07/20 | | | | | (197,639) | | |
SGD 305,095 | | | USD 215,431 | | | BNP Paribas | | | 08/07/20 | | | | | 3,512 | | |
USD 5,337,680 | | | IDR 81,522,390,850 | | | BNP Paribas | | | 08/07/20 | | | | | (237,147) | | |
USD 4,300,583 | | | BRL 25,054,440 | | | BNP Paribas | | | 08/14/20 | | | | | (296,826) | | |
USD 3,170 | | | ILS 11,094 | | | Citibank N.A. | | | 08/07/20 | | | | | (36) | | |
USD 7,219,784 | | | RUB 534,882,001 | | | Citibank N.A. | | | 08/07/20 | | | | | (259,849) | | |
USD 4,623,449 | | | PLN 19,482,975 | | | Citibank N.A. | | | 08/07/20 | | | | | (301,690) | | |
USD 2,511,928 | | | CLP 2,074,074,005 | | | Citibank N.A. | | | 08/14/20 | | | | | (14,943) | | |
USD 8,473,491 | | | EUR 7,583,750 | | | Deutsche Bank AG | | | 07/17/20 | | | | | (49,780) | | |
USD 1,494,255 | | | TRY 11,065,391 | | | JPMorgan Chase Bank N.A. | | | 08/07/20 | | | | | (104,959) | | |
USD 2,120,147 | | | CZK 53,820,783 | | | JPMorgan Chase Bank N.A. | | | 08/07/20 | | | | | (149,072) | | |
USD 83,023 | | | PHP 4,202,365 | | | JPMorgan Chase Bank N.A. | | | 08/07/20 | | | | | (1,289) | | |
USD 1,832,188 | | | PEN 6,295,766 | | | JPMorgan Chase Bank N.A. | | | 08/14/20 | | | | | 55,964 | | |
| | | | | | | | | | | | | $ | (2,335,515) | | |
Voya Intermediate Bond Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
CBOE Volatility Index | | | | | 140 | | | | | | 08/19/20 | | | | | $ | 4,455,500 | | | | | $ | (208,183) | | |
U.S. Treasury 10-Year Note | | | | | 721 | | | | | | 09/21/20 | | | | | | 100,342,922 | | | | | | 242,964 | | |
U.S. Treasury 2-Year Note | | | | | 1,345 | | | | | | 09/30/20 | | | | | | 297,013,829 | | | | | | 96,146 | | |
U.S. Treasury Long Bond | | | | | 359 | | | | | | 09/21/20 | | | | | | 64,103,938 | | | | | | 135,003 | | |
U.S. Treasury Ultra Long Bond | | | | | 1,248 | | | | | | 09/21/20 | | | | | | 272,259,000 | | | | | | 98,535 | | |
| | | | | | | | | | | | | | | | $ | 738,175,189 | | | | | $ | 364,465 | | |
Short Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 5-Year Note | | | | | (2,680) | | | | | | 09/30/20 | | | | | | (336,989,064) | | | | | | (629,645) | | |
U.S. Treasury Ultra 10-Year Note | | | | | (378) | | | | | | 09/21/20 | | | | | | (59,529,094) | | | | | | (254,244) | | |
| | | | | | | | | | | | | | | | $ | (396,518,158) | | | | | $ | (883,889) | | |
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 33, Version 2 | | | Buy | | | | | 5.000 | | | | 12/20/24 | | | USD 84,458,760 | | | | $ | 465,537 | | | | | $ | 7,093,999 | | |
| | | | | | | | | | | | | | | | | | | $ | 465,537 | | | | | $ | 7,093,999 | | |
Description | | | Counterparty | | | Put/Call | | | Expiration Date | | | Exercise Price | | | Number of Contracts | | | Notional Amount | | | Cost | | | Fair Value | | |||||||||||||||
iShares iBoxx $ High Yield Corporate Bond ETF | | | Citibank N.A. | | | | | Put | | | | | | 08/21/20 | | | | | | 77.200 | | | | USD 618,646 | | | 50,281,443 | | | | $ | 625,266 | | | | | $ | 642,320 | | |
iShares Russell 2000 ETF | | | Citibank N.A. | | | | | Put | | | | | | 07/17/20 | | | | | | 119.000 | | | | USD 147,297 | | | 21,089,984 | | | | | 659,051 | | | | | | 47,227 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 1,284,317 | | | | | $ | 689,547 | | |
Description | | | Counterparty | | | Expiration Date | | | Exercise Price | | | Notional Amount | | | Cost | | | Fair Value | | ||||||||||||
Call USD vs. Put AUD | | | Citibank N.A. | | | | | 09/14/20 | | | | | | 0.640 | | | | USD 47,370,000 | | | | $ | 272,819 | | | | | $ | 187,414 | | |
Call USD vs. Put AUD | | | Morgan Stanley Capital Services LLC | | | | | 09/16/20 | | | | | | 0.640 | | | | USD 34,338,000 | | | | | 261,140 | | | | | | 140,253 | | |
| | | | | | | | | | | | | | | | | | | | | | $ | 533,959 | | | | | $ | 327,667 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2020 (Unaudited) (continued) |
CLP – Chilean Peso
COP – Colombian Peso
CZK – Czech Koruna
EUR – EU Euro
HUF – Hungarian Forint
IDR – Indonesian Rupiah
ILS – Israeli New Shekel
MXN – Mexican Peso
MYR – Malaysian Ringgit
PEN – Peruvian Nuevo Sol
PHP – Philippine Peso
PLN – Polish Zloty
RON – Romanian New Leu
RUB – Russian Ruble
SGD – Singapore Dollar
THB – Thai Baht
TRY – Turkish Lira
USD – United States Dollar
ZAR – South African Rand
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Investments in securities at value* | | | | $ | 47,227 | | |
Credit contracts | | | Investments in securities at value* | | | | | 642,320 | | |
Foreign exchange contracts | | | Investments in securities at value* | | | | | 327,667 | | |
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | | 59,476 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation** | | | | | 572,648 | | |
Credit contracts | | | Net Assets — Unrealized appreciation*** | | | | | 7,093,999 | | |
Total Asset Derivatives | | | | | | | $ | 8,743,337 | | |
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 2,394,991 | | |
Equity contracts | | | Net Assets — Unrealized depreciation** | | | | | 208,183 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation** | | | | | 883,889 | | |
Total Liability Derivatives | | | | | | | $ | 3,487,063 | | |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 16,476,445 | | | | | $ | — | | | | | $ | 16,476,445 | | |
Equity contracts | | | | | — | | | | | | — | | | | | | 259,520 | | | | | | — | | | | | | — | | | | | | 259,520 | | |
Foreign exchange contracts | | | | | (1,072,099) | | | | | | 7,341,172 | | | | | | — | | | | | | (546,638) | | | | | | 401,347 | | | | | | 6,123,782 | | |
Interest rate contracts | | | | | 1,357,288 | | | | | | — | | | | | | 37,503,509 | | | | | | (1,527,389) | | | | | | (324,269) | | | | | | 37,009,139 | | |
Total | | | | $ | 285,189 | | | | | $ | 7,341,172 | | | | | $ | 37,763,029 | | | | | $ | 14,402,418 | | | | | $ | 77,078 | | | | | $ | 59,868,886 | | |
|
Voya Intermediate Bond Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Total | | |||||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 8,952,940 | | | | | $ | 8,952,940 | | |
Equity contracts | | | | | — | | | | | | — | | | | | | (208,183) | | | | | | — | | | | | | (208,183) | | |
Foreign exchange contracts | | | | | — | | | | | | (1,650,585) | | | | | | — | | | | | | (44,415) | | | | | | (1,695,000) | | |
Interest rate contracts | | | | | — | | | | | | — | | | | | | 6,250,917 | | | | | | (1,125,039) | | | | | | 5,125,878 | | |
Total | | | | $ | — | | | | | $ | (1,650,585) | | | | | $ | 6,042,734 | | | | | $ | 7,783,486 | | | | | $ | 12,175,635 | | |
| | | Barclays Bank PLC | | | BNP Paribas | | | Citibank N.A. | | | Deutsche Bank AG | | | Goldman Sachs International | | | JPMorgan Chase Bank N.A. | | | Morgan Stanley Capital Services LLC | | | Totals | | ||||||||||||||||||||||||
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Purchased options | | | | $ | — | | | | | $ | — | | | | | $ | 876,961 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 140,253 | | | | | $ | 1,017,214 | | |
Forward foreign currency contracts | | | | | — | | | | | | 3,512 | | | | | | — | | | | | | — | | | | | | — | | | | | | 55,964 | | | | | | — | | | | | | 59,476 | | |
Total Assets | | | | $ | — | | | | | $ | 3,512 | | | | | $ | 876,961 | | | | | $ | — | | | | | $ | — | | | | | $ | 55,964 | | | | | $ | 140,253 | | | | | $ | 1,076,690 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 508,657 | | | | | $ | 1,004,716 | | | | | $ | 576,518 | | | | | $ | 49,780 | | | | | $ | — | | | | | $ | 255,320 | | | | | $ | — | | | | | $ | 2,394,991 | | |
Total Liabilities | | | | $ | 508,657 | | | | | $ | 1,004,716 | | | | | $ | 576,518 | | | | | $ | 49,780 | | | | | $ | — | | | | | $ | 255,320 | | | | | $ | — | | | | | $ | 2,394,991 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (508,657) | | | | | $ | (1,001,204) | | | | | $ | 300,443 | | | | | $ | (49,780) | | | | | $ | — | | | | | $ | (199,356) | | | | | $ | 140,253 | | | | | | (1,318,301) | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | 508,657 | | | | | $ | 1,001,204 | | | | | $ | (300,443) | | | | | $ | — | | | | | $ | — | | | | | $ | 199,356 | | | | | $ | — | | | | | $ | 1,408,774 | | |
Net Exposure(1) | | | | $ | — | | | �� | | $ | — | | | | | $ | — | | | | | $ | (49,780) | | | | | $ | — | | | | | $ | — | | | | | $ | 140,253 | | | | | $ | 90,473 | | |
| Gross Unrealized Appreciation | | | | $ | 168,801,792 | | |
| Gross Unrealized Depreciation | | | | | (77,487,885) | | |
| Net Unrealized Appreciation | | | | $ | 91,313,907 | | |
Voya Small Company Portfolio | as of June 30, 2020 (Unaudited) |
| Sector Diversification as of June 30, 2020 (as a percentage of net assets) | | |||
| Health Care | | | 18.2% | |
| Industrials | | | 16.6% | |
| Information Technology | | | 16.2% | |
| Financials | | | 15.5% | |
| Consumer Discretionary | | | 11.6% | |
| Real Estate | | | 7.8% | |
| Utilities | | | 2.9% | |
| Materials | | | 2.6% | |
| Consumer Staples | | | 2.5% | |
| Communication Services | | | 1.8% | |
| Energy | | | 1.1% | |
| Assets in Excess of Other Liabilities* | | | 3.2% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 96.8% | | |||||||||||||||
| | | Communication Services: 1.8% | | ||||||||||||
565,891 (1) | | | Other Securities | | | | $ | 6,591,094 | | | | | | 1.8 | | |
| | | Consumer Discretionary: 11.6% | | ||||||||||||
18,679 (2) | | | Deckers Outdoor Corp. | | | | | 3,668,369 | | | | | | 1.0 | | |
22,667 (2) | | | Helen of Troy Ltd. | | | | | 4,274,090 | | | | | | 1.2 | | |
26,094 | | | LCI Industries | | | | | 3,000,288 | | | | | | 0.8 | | |
29,858 (2) | | | Murphy USA, Inc. | | | | | 3,361,712 | | | | | | 0.9 | | |
44,153 | | | Winnebago Industries | | | | | 2,941,473 | | | | | | 0.8 | | |
1,033,114 (1)(3) | | | Other Securities | | | | | 25,235,565 | | | | | | 6.9 | | |
| | | | | | | | 42,481,497 | | | | | | 11.6 | | |
| | | Consumer Staples: 2.5% | | ||||||||||||
237,246 (2) | | | Hostess Brands, Inc. | | | | | 2,899,146 | | | | | | 0.8 | | |
120,318 (2) | | | Performance Food Group Co. | | | | | 3,506,066 | | | | | | 1.0 | | |
90,756 (1) | | | Other Securities | | | | | 2,627,965 | | | | | | 0.7 | | |
| | | | | | | | 9,033,177 | | | | | | 2.5 | | |
| | | Energy: 1.1% | | ||||||||||||
285,875 (1) | | | Other Securities | | | | | 4,106,737 | | | | | | 1.1 | | |
| | |||||||||||||||
| | | Financials: 15.5% | | ||||||||||||
129,520 | | | Atlantic Union Bankshares Corp. | | | | | 2,999,683 | | | | | | 0.8 | | |
127,662 | | | Columbia Banking System, Inc. | | | | | 3,618,579 | | | | | | 1.0 | | |
100,902 | | | Essent Group Ltd. | | | | | 3,659,716 | | | | | | 1.0 | | |
66,155 | | | Lakeland Financial Corp. | | | | | 3,082,161 | | | | | | 0.8 | | |
22,983 | | | Morningstar, Inc. | | | | | 3,239,914 | | | | | | 0.9 | | |
146,171 | | | Pacific Premier Bancorp, Inc. | | | | | 3,168,987 | | | | | | 0.9 | | |
50,856 | | | Prosperity Bancshares, Inc. | | | | | 3,019,829 | | | | | | 0.8 | | |
55,002 | | | Selective Insurance Group | | | | | 2,900,805 | | | | | | 0.8 | | |
87,468 | | | ServisFirst Bancshares, Inc. | | | | | 3,127,856 | | | | | | 0.8 | | |
110,578 | | | WSFS Financial Corp. | | | | | 3,173,589 | | | | | | 0.9 | | |
1,370,416 (1)(3) | | | Other Securities | | | | | 24,969,000 | | | | | | 6.8 | | |
| | | | | | | | 56,960,119 | | | | | | 15.5 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care: 18.2% | | ||||||||||||
59,895 (2) | | | Globus Medical, Inc. | | | | $ | 2,857,590 | | | | | | 0.8 | | |
101,564 (2) | | | HMS Holdings Corp. | | | | | 3,289,658 | | | | | | 0.9 | | |
49,012 (2) | | | Magellan Health, Inc. | | | | | 3,576,896 | | | | | | 0.9 | | |
37,081 (2) | | | Neogen Corp. | | | | | 2,877,486 | | | | | | 0.8 | | |
135,784 | | | Patterson Cos., Inc. | | | | | 2,987,248 | | | | | | 0.8 | | |
1,335,702 (1)(3) | | | Other Securities | | | | | 51,491,860 | | | | | | 14.0 | | |
| | | | | | | | 67,080,738 | | | | | | 18.2 | | |
| | | Industrials: 16.6% | | ||||||||||||
140,223 (2) | | | Air Transport Services Group, Inc. | | | | | 3,122,766 | | | | | | 0.9 | | |
28,918 | | | Alamo Group, Inc. | | | | | 2,968,144 | | | | | | 0.8 | | |
105,477 | | | Altra Industrial Motion Corp. | | | | | 3,360,497 | | | | | | 0.9 | | |
53,024 | | | Crane Co. | | | | | 3,152,807 | | | | | | 0.9 | | |
57,425 | | | EMCOR Group, Inc. | | | | | 3,798,090 | | | | | | 1.0 | | |
25,223 (2) | | | Generac Holdings, Inc. | | | | | 3,075,440 | | | | | | 0.8 | | |
36,440 | | | Regal Beloit Corp. | | | | | 3,181,941 | | | | | | 0.9 | | |
44,028 | | | Tetra Tech, Inc. | | | | | 3,483,495 | | | | | | 0.9 | | |
68,690 | | | UFP Industries, Inc. | | | | | 3,400,842 | | | | | | 0.9 | | |
45,087 | | | Woodward, Inc. | | | | | 3,496,497 | | | | | | 1.0 | | |
749,247 (1) | | | Other Securities | | | | | 27,884,776 | | | | | | 7.6 | | |
| | | | | | | | 60,925,295 | | | | | | 16.6 | | |
| | | Information Technology: 16.2% | | ||||||||||||
45,849 (2) | | | Alarm.com Holdings, Inc. | | | | | 2,971,474 | | | | | | 0.8 | | |
82,558 (2) | | | Cornerstone OnDemand, Inc. | | | | | 3,183,436 | | | | | | 0.9 | | |
50,336 (2) | | | Envestnet, Inc. | | | | | 3,701,709 | | | | | | 1.0 | | |
54,141 | | | j2 Global, Inc. | | | | | 3,422,253 | | | | | | 0.9 | | |
123,744 (2) | | | Lattice Semiconductor Corp. | | | | | 3,513,092 | | | | | | 1.0 | | |
81,439 (2) | | | LiveRamp Holdings, Inc. | | | | | 3,458,714 | | | | | | 0.9 | | |
39,188 (2) | | | Lumentum Holdings, Inc. | | | | | 3,191,079 | | | | | | 0.9 | | |
49,372 | | | Mantech International Corp. | | | | | 3,381,488 | | | | | | 0.9 | | |
49,407 (2) | | | Plexus Corp. | | | | | 3,486,158 | | | | | | 0.9 | | |
37,721 (2) | | | Q2 Holdings, Inc. | | | | | 3,236,085 | | | | | | 0.9 | | |
290,297 (2) | | | Viavi Solutions, Inc. | | | | | 3,698,384 | | | | | | 1.0 | | |
682,147 (1) | | | Other Securities | | | | | 22,394,162 | | | | | | 6.1 | | |
| | | | | | | | 59,638,034 | | | | | | 16.2 | | |
| | | Materials: 2.6% | | ||||||||||||
61,113 | | | Minerals Technologies, Inc. | | | | | 2,868,033 | | | | | | 0.8 | | |
63,936 | | | Sensient Technologies Corp. | | | | | 3,334,902 | | | | | | 0.9 | | |
144,577 | | | Other Securities | | | | | 3,383,980 | | | | | | 0.9 | | |
| | | | | | | | 9,586,915 | | | | | | 2.6 | | |
| | | Real Estate: 7.8% | | ||||||||||||
29,383 | | | EastGroup Properties, Inc. | | | | | 3,485,118 | | | | | | 0.9 | | |
53,216 | | | QTS Realty Trust, Inc. | | | | | 3,410,613 | | | | | | 0.9 | | |
133,266 | | | STAG Industrial, Inc. | | | | | 3,907,359 | | | | | | 1.1 | | |
881,318 | | | Other Securities | | | | | 17,890,623 | | | | | | 4.9 | | |
| | | | | | | | 28,693,713 | | | | | | 7.8 | | |
| | | Utilities: 2.9% | | ||||||||||||
56,723 | | | Black Hills Corp. | | | | | 3,213,925 | | | | | | 0.9 | | |
85,306 | | | Portland General Electric Co. | | | | | 3,566,644 | | | | | | 1.0 | | |
55,540 | | | Other Securities | | | | | 3,734,414 | | | | | | 1.0 | | |
| | | | | | | | 10,514,983 | | | | | | 2.9 | | |
| | | Total Common Stock (Cost $354,848,697) | | | | | 355,612,302 | | | | | | 96.8 | | |
|
Voya Small Company Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 3.9% | | |||||||||||||||
| | | Repurchase Agreements: 2.1% | | ||||||||||||
1,829,600 (4) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/20, 0.10%, due 07/01/20 (Repurchase Amount $1,829,605, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $1,866,192, due 08/01/20-02/20/70) | | | | $ | 1,829,600 | | | | | | 0.5 | | |
1,416,511 (4) | | | Citadel Securities LLC, Repurchase Agreement dated 06/30/20, 0.15%, due 07/01/20 (Repurchase Amount $1,416,517, collateralized by various U.S. Government Securities, 0.000%-7.625%, Market Value plus accrued interest $1,444,847, due 07/31/20-11/15/49) | | | | | 1,416,511 | | | | | | 0.4 | | |
1,829,632 (4) | | | Citigroup, Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,829,637, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $1,866,225, due 07/31/21-05/20/70) | | | | | 1,829,632 | | | | | | 0.5 | | |
1,829,632 (4) | | | MUFG Securities America Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,829,637, collateralized by various U.S. Government Agency Obligations, 2.500%-8.000%, Market Value plus accrued interest $1,866,225, due 08/01/23-07/01/50) | | | | | 1,829,632 | | | | | | 0.5 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
955,536 (4) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $955,538, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $974,647, due 07/31/20-07/01/50) | | | | $ | 955,536 | | | | | | 0.2 | | |
| | | Total Repurchase Agreements (Cost $7,860,911) | | | | | 7,860,911 | | | | | | 2.1 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds: 1.8% | | ||||||||||||
1,216,000 (5) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.100% | | | | | 1,216,000 | | | | | | 0.3 | | |
5,294,000 (4)(5) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.150% | | | | | 5,294,000 | | | | | | 1.5 | | |
| | | Total Mutual Funds (Cost $6,510,000) | | | | | 6,510,000 | | | | | | 1.8 | | |
| | | Total Short-Term Investments (Cost $14,370,911) | | | | | 14,370,911 | | | | | | 3.9 | | |
| | | Total Investments in Securities (Cost $369,219,608) | | | | $ | 369,983,213 | | | | | | 100.7 | | |
| | | Liabilities in Excess of Other Assets | | | | | (2,438,744) | | | | | | (0.7) | | |
| | | Net Assets | | | | $ | 367,544,469 | | | | | | 100.0 | | |
Voya Small Company Portfolio | as of June 30, 2020 (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, 2020 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 355,612,302 | | | | | $ | — | | | | | $ | — | | | | | $ | 355,612,302 | | |
Short-Term Investments | | | | | 6,510,000 | | | | | | 7,860,911 | | | | | | — | | | | | | 14,370,911 | | |
Total Investments, at fair value | | | | $ | 362,122,302 | | | | | $ | 7,860,911 | | | | | $ | — | | | | | $ | 369,983,213 | | |
| Cost for federal income tax purposes was $379,349,476. | | | | | | | |
| Net unrealized depreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 31,805,687 | | |
| Gross Unrealized Depreciation | | | | | (41,171,950) | | |
| Net Unrealized Depreciation | | | | $ | (9,366,263) | | |
Voya Investments, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
Voya Investments Distributor, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
BNY Mellon Investment Servicing (U.S.) Inc.
301 Bellevue Parkway
Wilmington, Delaware 19809
The Bank of New York Mellon
225 Liberty Street
New York, New York 10286
Ropes & Gray LLP
Prudential Tower
800 Boylston Street
Boston, Massachusetts 02199
Item 2. Code of Ethics.
Not required for semi-annual filing.
Item 3. Audit Committee Financial Expert.
Not required for semi-annual filing.
Item 4. Principal Accountant Fees and Services.
Not required for semi-annual filing.
Item 5. Audit Committee of Listed Registrants.
Not required for semi-annual filing.
Item 6. Schedule of Investments.
Complete schedule of investments filed herein.
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||
COMMON STOCK: 95.4% | ||||
Argentina: 0.1% | ||||
3,323 | (1) | Globant SA | $ 497,951 | 0.1 |
6,828 | Telecom Argentina SA ADR | 61,111 | 0.0 | |
16,843 | YPF SA ADR | 96,847 | 0.0 | |
655,909 | 0.1 | |||
Brazil: 3.7% | ||||
420,000 | Ambev SA | 1,102,885 | 0.2 | |
32,300 | Atacadao Distribuicao Comercio e Industria Ltd. | 118,851 | 0.0 | |
18,693 | (1) | B2W Cia Digital | 372,616 | 0.1 |
183,369 | B3 SA - Brasil Bolsa Balcao | 1,877,829 | 0.4 | |
113,478 | Banco Bradesco SA | 399,607 | 0.1 | |
20,000 | Banco BTG Pactual SA | 283,923 | 0.1 | |
77,800 | Banco do Brasil S.A. | 461,383 | 0.1 | |
35,200 | Banco Santander Brasil SA | 183,505 | 0.0 | |
62,300 | BB Seguridade Participacoes SA | 315,848 | 0.1 | |
65,033 | BR Malls Participacoes SA | 122,458 | 0.0 | |
50,500 | (1) | BRF - Brasil Foods SA | 200,028 | 0.0 |
28,026 | (1) | Centrais Eletricas Brasileiras SA | 161,360 | 0.0 |
14,400 | Cia Brasileira de Distribuicao | 189,304 | 0.0 | |
109,400 | CCR SA | 292,305 | 0.1 | |
31,100 | Cia de Saneamento Basico do Estado de Sao Paulo | 330,553 | 0.1 | |
62,300 | Cia Siderurgica Nacional S.A. | 123,612 | 0.0 | |
103,856 | Cielo SA | 88,614 | 0.0 | |
159,029 | Cogna Educacao | 195,639 | 0.0 | |
13,900 | Cosan SA | 183,600 | 0.0 | |
9,800 | CPFL Energia SA | 55,541 | 0.0 | |
14,600 | Energisa SA | 133,459 | 0.0 | |
17,950 | Engie Brasil Energia SA | 139,821 | 0.0 | |
81,600 | Equatorial Energia SA | 350,072 | 0.1 | |
19,500 | (2) | Hapvida Participacoes e Investimentos SA | 225,547 | 0.1 |
33,500 | Hypera S.A. | 205,198 | 0.0 | |
60,677 | IRB Brasil Resseguros S/A | 123,963 | 0.0 | |
97,800 | JBS SA | 384,323 | 0.1 | |
62,700 | Klabin SA | 238,435 | 0.1 | |
55,489 | Localiza Rent a Car SA | 418,762 | 0.1 | |
73,576 | Lojas Renner SA | 570,278 | 0.1 | |
65,365 | Magazine Luiza SA | 863,023 | 0.2 | |
22,100 | Multiplan Empreendimentos Imobiliarios SA | 84,042 | 0.0 | |
66,635 | Natura & Co. Holding SA | 486,336 | 0.1 | |
3,597 | (1) | Natura & Co. Holding SA | 26,253 | 0.0 |
43,500 | Notre Dame Intermedica Participacoes SA | 547,540 | 0.1 | |
65,923 | Petrobras Distribuidora SA | 260,390 | 0.1 | |
330,298 | Petroleo Brasileiro SA | 1,373,888 | 0.3 | |
6,900 | Porto Seguro SA | 64,761 | 0.0 | |
19,200 | Raia Drogasil SA | 394,232 | 0.1 | |
99,200 | (1) | Rumo SA | 411,167 | 0.1 |
25,086 | Sul America SA | 210,722 | 0.0 | |
49,044 | (1) | Suzano SA | 333,507 | 0.1 |
73,000 | Tim Participacoes SA | 189,678 | 0.0 | |
65,800 | Ultrapar Participacoes SA | 223,242 | 0.0 | |
327,574 | Vale SA | 3,383,504 | 0.6 | |
75,554 | Weg S.A. | 713,429 | 0.1 | |
19,415,033 | 3.7 | |||
Chile: 0.5% | ||||
259,786 | Aguas Andinas SA | 87,987 | 0.0 | |
4,257,726 | Banco de Chile | 375,804 | 0.1 | |
4,173 | Banco de Credito e Inversiones SA | 141,747 | 0.0 | |
5,869,351 | Banco Santander Chile | 240,090 | 0.1 | |
121,674 | Cencosud SA | 170,349 | 0.0 | |
35,151 | Cencosud Shopping SA | 62,484 | 0.0 | |
12,047 | Cia Cervecerias Unidas SA | 86,752 | 0.0 | |
635,611 | Colbun SA | 101,370 | 0.0 | |
11,418 | Empresa Nacional de Telecomunicaciones SA | 73,673 | 0.0 | |
102,690 | Empresas CMPC SA | 204,030 | 0.0 | |
34,850 | Empresas COPEC SA | 233,776 | 0.1 | |
3,193,391 | Enel Americas SA | 482,080 | 0.1 | |
2,531,775 | Enel Chile SA | 189,251 | 0.0 | |
66,499 | Falabella SA | 210,491 | 0.1 | |
2,659,884 | 0.5 | |||
China: 39.9% | ||||
8,400 | 360 Security Technology, Inc. - A Shares | 21,826 | 0.0 | |
106,000 | (1),(2) | 3SBio, Inc. | 134,916 | 0.0 |
2,254 | (1) | 51job, Inc. ADR | 161,815 | 0.0 |
8,667 | (1) | 58.com, Inc. ADR | 467,498 | 0.1 |
66,500 | (3) | AAC Technologies Holdings, Inc. | 410,691 | 0.1 |
11,000 | AECC Aviation Power Co. Ltd. - A Shares | 36,698 | 0.0 | |
106,000 | Agile Group Holdings, Ltd. | 125,647 | 0.0 | |
372,400 | Agricultural Bank of China Ltd. - A Shares | 178,273 | 0.1 | |
2,394,000 | Agricultural Bank of China Ltd. - H Shares | 968,958 | 0.2 | |
20,020 | Aier Eye Hospital Group Co. Ltd. - A Shares | 123,237 | 0.0 | |
170,000 | Air China Ltd. - H Shares | 102,204 | 0.0 | |
12,300 | Aisino Corp. - A Shares | 28,350 | 0.0 | |
36,000 | (2) | AK Medical Holdings Ltd. | 114,758 | 0.0 |
166,316 | (1) | Alibaba Group Holding Ltd. ADR | 35,874,361 | 6.8 |
322,000 | (1) | Alibaba Health Information Technology Ltd. | 946,900 | 0.2 |
1,100,000 | (1) | Alibaba Pictures Group Ltd. | 147,265 | 0.0 |
38,000 | (2) | A-Living Services Co. Ltd. | 193,123 | 0.1 |
See Accompanying Notes to Financial Statements
1
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
71,000 | (1) | Aluminum Corp. of China Ltd. - A Shares | 27,849 | 0.0 |
406,000 | (1) | Aluminum Corp. of China Ltd. - H Shares | 76,576 | 0.0 |
58,100 | Angang Steel Co. Ltd. - A Shares | 20,198 | 0.0 | |
22,100 | Anhui Conch Cement Co., Ltd. - A Shares | 166,234 | 0.1 | |
109,000 | Anhui Conch Cement Co., Ltd. - H Shares | 738,600 | 0.2 | |
8,900 | Anhui Gujing Distillery Co. Ltd. | 95,867 | 0.0 | |
2,800 | Anhui Gujing Distillery Co. Ltd. | 59,626 | 0.0 | |
4,600 | Anhui Kouzi Distillery Co. Ltd. | 33,264 | 0.0 | |
97,000 | Anta Sports Products Ltd. | 863,017 | 0.2 | |
1,200 | Asymchem Laboratories Tianjin Co. Ltd. | 41,254 | 0.0 | |
1,200 | Autobio Diagnostics Co. Ltd. | 27,558 | 0.0 | |
5,333 | Autohome, Inc. ADR | 402,641 | 0.1 | |
22,500 | AVIC Aircraft Co. Ltd. - A Shares | 56,732 | 0.0 | |
52,500 | Avic Capital Co. Ltd. - A Shares | 29,513 | 0.0 | |
35,900 | AVIC Electromechanical Systems Co. Ltd. | 40,210 | 0.0 | |
8,000 | AVIC Jonhon Optronic Technology Co. Ltd. | 46,577 | 0.0 | |
9,700 | AVIC Shenyang Aircraft Co. Ltd. - A Shares | 45,135 | 0.0 | |
223,000 | AviChina Industry & Technology Co. Ltd. - H Shares | 101,724 | 0.0 | |
6,300 | AVICOPTER PLC | 36,706 | 0.0 | |
112,500 | (2) | BAIC Motor Corp. Ltd. - H Shares | 49,233 | 0.0 |
24,419 | (1) | Baidu, Inc. ADR | 2,927,594 | 0.6 |
128,700 | Bank of Beijing Co. Ltd. - A Shares | 89,323 | 0.0 | |
33,400 | Bank of Chengdu Co. Ltd. - A Shares | 37,692 | 0.0 | |
185,400 | Bank of China Ltd. - A Shares | 91,376 | 0.0 | |
6,980,000 | Bank of China Ltd. - H Shares | 2,585,623 | 0.5 | |
204,000 | Bank of Communications Co. Ltd. - A Shares | 148,167 | 0.0 | |
770,000 | Bank of Communications Co., Ltd. - H Shares | 476,762 | 0.1 | |
34,800 | Bank of Hangzhou Co. Ltd. - A Shares | 44,035 | 0.0 | |
77,900 | Bank of Jiangsu Co. Ltd. - A Shares | 62,593 | 0.0 | |
57,157 | Bank of Nanjing Co. Ltd. - A Shares | 59,393 | 0.0 | |
35,300 | Bank of Ningbo Co. Ltd. - A Shares | 131,543 | 0.0 | |
87,300 | Bank of Shanghai Co. Ltd. - A Shares | 102,710 | 0.0 | |
116,200 | Baoshan Iron & Steel Co. Ltd. - A Shares | 75,225 | 0.0 | |
3,935 | (1),(3) | Baozun, Inc. ADR | 151,301 | 0.0 |
55,300 | BBMG Corp. - A Shares | 24,047 | 0.0 | |
176,000 | Beijing Capital International Airport Co., Ltd. - H Shares | 110,148 | 0.0 | |
21,900 | Beijing Dabeinong Technology Group Co. Ltd. - A Shares | 28,203 | 0.0 | |
21,100 | Beijing Enlight Media Co. Ltd. | 32,738 | 0.0 | |
47,500 | Beijing Enterprises Holdings Ltd. | 159,508 | 0.1 | |
434,000 | Beijing Enterprises Water Group Ltd. | 170,309 | 0.1 | |
7,100 | Beijing Kunlun Tech Co. Ltd. - A Shares | 25,180 | 0.0 | |
12,700 | Beijing New Building Materials PLC | 38,419 | 0.0 | |
10,800 | Beijing Oriental Yuhong Waterproof Technology Co. Ltd. | 62,286 | 0.0 | |
4,800 | Beijing Shiji Information Technology Co. Ltd. - A Shares | 26,615 | 0.0 | |
5,500 | Beijing Shunxin Agriculture Co. Ltd. | 44,507 | 0.0 | |
11,300 | Beijing Sinnet Technology Co. Ltd. | 42,034 | 0.0 | |
5,400 | Beijing Tiantan Biological Products Corp. Ltd. | 34,658 | 0.0 | |
9,700 | Beijing Tongrentang Co. Ltd. - A Shares | 37,280 | 0.0 | |
20,232 | (1) | BEST, Inc. ADR | 86,593 | 0.0 |
2,900 | Betta Pharmaceuticals Co. Ltd. | 57,475 | 0.0 | |
2,000 | BGI Genomics Co. Ltd. | 44,084 | 0.0 | |
8,541 | (1),(3) | Bilibili, Inc. ADR | 395,619 | 0.1 |
164,300 | BOE Technology Group Co. Ltd. - A Shares | 109,257 | 0.0 | |
232,000 | Bosideng International Holdings Ltd. | 72,236 | 0.0 | |
268,000 | Brilliance China Automotive Holdings Ltd. | 242,563 | 0.1 | |
10,600 | BYD Co. Ltd. - A Shares | 108,436 | 0.0 | |
56,500 | Byd Co., Ltd. - H Shares | 440,491 | 0.1 | |
55,000 | BYD Electronic International Co. Ltd. | 127,061 | 0.0 | |
27,500 | Caitong Securities Co. Ltd. - A Shares | 39,989 | 0.0 | |
5,800 | (1),(2) | CanSino Biologics, Inc. - H Shares | 159,705 | 0.1 |
12,100 | Centre Testing International Group Co. Ltd. | 33,925 | 0.0 | |
837,000 | (2) | CGN Power Co. Ltd. - H Shares | 173,537 | 0.1 |
2,200 | Changchun High & New Technology Industry Group, Inc. | 135,382 | 0.0 | |
39,800 | Changjiang Securities Co. Ltd. - A Shares | 37,979 | 0.0 | |
1,300 | Changzhou Xingyu Automotive Lighting Systems Co. Ltd. | 23,451 | 0.0 | |
11,300 | Chaozhou Three-Circle Group Co. Ltd. - A Shares | 44,477 | 0.0 | |
5,200 | Chengdu Kanghong Pharmaceutical Group Co. Ltd. | 36,478 | 0.0 |
See Accompanying Notes to Financial Statements
2
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
98,000 | China Aoyuan Group Ltd. | 119,777 | 0.0 | |
15,000 | China Avionics Systems Co. Ltd. | 28,310 | 0.0 | |
728,000 | China Cinda Asset Management Co. Ltd. - H Shares | 143,604 | 0.0 | |
845,000 | China CITIC Bank Corp. Ltd. - H Shares | 370,286 | 0.1 | |
433,000 | China Communications Construction Co., Ltd. - H Shares | 245,590 | 0.1 | |
196,000 | China Communications Services Corp., Ltd. - H Shares | 122,830 | 0.0 | |
153,500 | China Conch Venture Holdings Ltd. | 651,513 | 0.1 | |
52,700 | China Construction Bank Corp. - A Shares | 47,118 | 0.0 | |
8,470,000 | China Construction Bank - H Shares | 6,889,355 | 1.3 | |
52,500 | (2) | China East Education Holdings Ltd. | 95,435 | 0.0 |
80,200 | (1) | China Eastern Airlines Corp. Ltd. - A Shares | 48,176 | 0.0 |
194,000 | (1) | China Eastern Airlines Corp. Ltd. - H Shares | 69,849 | 0.0 |
47,000 | China Education Group Holdings Ltd. | 75,795 | 0.0 | |
264,200 | China Everbright Bank Co. Ltd. - A Shares | 133,999 | 0.0 | |
206,000 | China Everbright Bank Co. Ltd. - H Shares | 77,785 | 0.0 | |
326,000 | China Everbright International Ltd. | 172,967 | 0.1 | |
72,000 | China Everbright Ltd. | 104,895 | 0.0 | |
166,000 | (3) | China Evergrande Group | 431,956 | 0.1 |
76,000 | (2),(3) | China Feihe Ltd. | 153,148 | 0.0 |
18,200 | China Fortune Land Development Co. Ltd. - A Shares | 59,086 | 0.0 | |
314,000 | China Galaxy Securities Co. Ltd. - H Shares | 170,939 | 0.1 | |
236,200 | China Gas Holdings Ltd. | 731,717 | 0.2 | |
33,500 | China Gezhouba Group Co. Ltd. - A Shares | 28,289 | 0.0 | |
20,300 | China Greatwall Technology Group Co. Ltd. | 38,113 | 0.0 | |
121,500 | China Hongqiao Group Ltd. | 54,101 | 0.0 | |
772,000 | (2) | China Huarong Asset Management Co. Ltd. - H Shares | 78,183 | 0.0 |
480,000 | (1),(4) | China Huishan Dairy Holdings Co. Ltd. | – | – |
122,800 | (1),(2),(3) | China International Capital Corp. Ltd. - H Shares | 242,966 | 0.1 |
498,000 | China Jinmao Holdings Group Ltd. | 354,407 | 0.1 | |
85,000 | China Lesso Group Holdings Ltd. | 111,569 | 0.0 | |
14,100 | China Life Insurance Co. Ltd. - A Shares | 54,528 | 0.0 | |
664,000 | China Life Insurance Co., Ltd. - H Shares | 1,339,795 | 0.3 | |
28,400 | (1),(2) | China Literature Ltd. - H Shares | 192,575 | 0.1 |
271,000 | China Longyuan Power Group Corp. Ltd. - H Shares | 152,791 | 0.0 | |
114,000 | China Medical System Holdings Ltd. | 134,818 | 0.0 | |
249,000 | China Mengniu Dairy Co., Ltd. | 954,811 | 0.2 | |
113,700 | China Merchants Bank Co. Ltd. - A Shares | 544,337 | 0.1 | |
340,880 | China Merchants Bank Co., Ltd. - H Shares | 1,579,687 | 0.3 | |
40,300 | China Merchants Energy Shipping Co. Ltd. | 33,385 | 0.0 | |
119,232 | China Merchants Port Holdings Co. Ltd. | 141,426 | 0.0 | |
5,400 | China Merchants Property Operation & Service Co. Ltd. - A Shares | 23,526 | 0.0 | |
36,900 | China Merchants Securities Co. Ltd. - A Shares | 114,872 | 0.0 | |
39,100 | China Merchants Shekou Industrial Zone Holdings Co. Ltd. - A Shares | 91,245 | 0.0 | |
190,280 | China Minsheng Banking Corp. Ltd. - A Shares | 152,833 | 0.0 | |
508,100 | China Minsheng Banking Corp. Ltd. - H Shares | 349,756 | 0.1 | |
542,000 | China Mobile Ltd. | 3,659,617 | 0.7 | |
109,000 | China Molybdenum Co. Ltd. - A Shares | 57,017 | 0.0 | |
261,000 | China Molybdenum Co. Ltd. - H Shares | 86,172 | 0.0 | |
356,000 | China National Building Material Co., Ltd. - H Shares | 381,847 | 0.1 | |
46,600 | China National Chemical Engineering Co. Ltd. - A Shares | 36,244 | 0.0 | |
95,800 | China National Nuclear Power Co. Ltd. - A Shares | 55,554 | 0.0 | |
3,400 | China National Software & Service Co. Ltd. | 38,289 | 0.0 | |
21,600 | (1) | China Northern Rare Earth Group High-Tech Co. Ltd. - A Shares | 28,616 | 0.0 |
132,000 | China Oilfield Services Ltd. - H Shares | 120,291 | 0.0 | |
340,500 | China Overseas Land & Investment Ltd. | 1,039,696 | 0.2 | |
95,000 | China Overseas Property Holdings Ltd. | 101,275 | 0.0 | |
35,703 | China Pacific Insurance Group Co. Ltd. - A Shares | 138,250 | 0.0 | |
249,200 | China Pacific Insurance Group Co., Ltd. - H Shares | 669,771 | 0.1 |
See Accompanying Notes to Financial Statements
3
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
127,700 | China Petroleum & Chemical Corp. - A Shares | 70,856 | 0.0 | |
2,189,600 | China Petroleum & Chemical Corp. - H Shares | 915,820 | 0.2 | |
313,000 | China Power International Development Ltd. - H Shares | 57,606 | 0.0 | |
81,900 | China Railway Construction Corp. Ltd. - A Shares | 97,423 | 0.0 | |
152,500 | China Railway Construction Corp. Ltd. - H Shares | 120,795 | 0.0 | |
93,700 | China Railway Group Ltd. - A Shares | 66,775 | 0.0 | |
349,000 | China Railway Group Ltd. - H Shares | 180,150 | 0.1 | |
147,000 | (2) | China Railway Signal & Communication Corp. Ltd. - H Shares | 63,482 | 0.0 |
327,000 | China Reinsurance Group Corp. - H Shares | 33,502 | 0.0 | |
134,000 | China Resources Beer Holdings Co Ltd. | 747,988 | 0.2 | |
222,000 | China Resources Cement Holdings Ltd. - H Shares | 273,798 | 0.1 | |
82,000 | China Resources Gas Group Ltd. | 401,211 | 0.1 | |
290,444 | China Resources Land Ltd. | 1,110,134 | 0.2 | |
120,500 | (2) | China Resources Pharmaceutical Group Ltd. | 69,801 | 0.0 |
168,000 | China Resources Power Holdings Co. | 198,172 | 0.1 | |
5,200 | China Resources Sanjiu Medical & Pharmaceutical Co. Ltd. - A Shares | 21,487 | 0.0 | |
30,270 | China Shenhua Energy Co. Ltd. - A Shares | 61,691 | 0.0 | |
308,000 | China Shenhua Energy Co., Ltd. - H Shares | 478,009 | 0.1 | |
142,300 | China Shipbuilding Industry Co. Ltd. - A Shares | 80,773 | 0.0 | |
40,100 | China Southern Airlines Co. Ltd. - A Shares | 29,493 | 0.0 | |
144,000 | (1),(3) | China Southern Airlines Co., Ltd. - H Shares | 64,394 | 0.0 |
5,200 | China Spacesat Co. Ltd. - A Shares | 22,771 | 0.0 | |
233,640 | China State Construction Engineering Corp. Ltd. - A Shares | 158,118 | 0.1 | |
158,000 | China State Construction International Holdings Ltd. | 92,825 | 0.0 | |
151,828 | China Taiping Insurance Holdings Co., Ltd. | 245,261 | 0.1 | |
1,188,000 | China Telecom Corp., Ltd. - H Shares | 333,705 | 0.1 | |
10,112 | China Tourism Group Duty Free Corp. Ltd. A - Shares | 221,618 | 0.1 | |
3,986,000 | (2) | China Tower Corp. Ltd. - H Shares | 708,336 | 0.2 |
232,000 | China Traditional Chinese Medicine Holdings Co. Ltd. | 112,231 | 0.0 | |
10,800 | China TransInfo Technology Co. Ltd. | 36,817 | 0.0 | |
548,000 | China Unicom Hong Kong Ltd. | 298,165 | 0.1 | |
139,400 | China United Network Communications Ltd. - A Shares | 95,839 | 0.0 | |
53,000 | China Vanke Co. Ltd. - A Shares | 196,813 | 0.1 | |
151,100 | China Vanke Co. Ltd. - H Shares | 482,259 | 0.1 | |
121,000 | China Yangtze Power Co. Ltd. - A Shares | 324,896 | 0.1 | |
86,000 | (2) | China Yuhua Education Corp. Ltd. | 71,021 | 0.0 |
4,100 | Chongqing Brewery Co. Ltd. | 42,446 | 0.0 | |
22,300 | Chongqing Changan Automobile Co. Ltd. - A Shares | 34,802 | 0.0 | |
173,000 | Chongqing Rural Commercial Bank Co. Ltd. - H Shares | 68,417 | 0.0 | |
8,800 | Chongqing Zhifei Biological Products Co. Ltd. - A Shares | 124,402 | 0.0 | |
256,000 | CIFI Holdings Group Co. Ltd. | 201,667 | 0.1 | |
526,000 | CITIC Ltd. | 496,694 | 0.1 | |
56,600 | CITIC Securities Co. Ltd. - A Shares | 193,700 | 0.1 | |
192,000 | CITIC Securities Co. Ltd. - H Shares | 366,236 | 0.1 | |
1,597,000 | CNOOC Ltd. | 1,792,358 | 0.4 | |
12,100 | Contemporary Amperex Technology Co. Ltd. - A Shares | 301,582 | 0.1 | |
112,000 | COSCO Shipping Energy Transportation Co. Ltd. - H Shares | 50,163 | 0.0 | |
295,500 | (1) | COSCO SHIPPING Holdings Co., Ltd. - H Shares | 85,342 | 0.0 |
134,000 | COSCO Shipping Ports, Ltd. | 72,280 | 0.0 | |
702,133 | Country Garden Holdings Co. Ltd. | 870,856 | 0.2 | |
119,000 | Country Garden Services Holdings Co. Ltd. - H Shares | 555,535 | 0.1 | |
139,800 | CRRC Corp. Ltd. - A Shares | 110,483 | 0.0 | |
345,000 | CRRC Corp. Ltd. - H Shares | 146,467 | 0.0 | |
11,700 | CSC Financial Co. Ltd. | 65,466 | 0.0 | |
505,600 | CSPC Pharmaceutical Group Ltd. | 957,549 | 0.2 | |
7,590 | Da An Gene Co. Ltd. of Sun Yat-Sen University - A Shares | 29,310 | 0.0 | |
166,500 | (2) | Dali Foods Group Co. Ltd. | 101,476 | 0.0 |
See Accompanying Notes to Financial Statements
4
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
94,600 | Daqin Railway Co. Ltd. - A Shares | 94,307 | 0.0 | |
9,380 | Dawning Information Industry Co. Ltd. | 51,175 | 0.0 | |
21,700 | DHC Software Co. Ltd. - A Shares | 38,615 | 0.0 | |
27,500 | Dongfang Electric Corp. Ltd. - A Shares | 34,524 | 0.0 | |
226,000 | Dongfeng Motor Group Co., Ltd. - H Shares | 136,299 | 0.0 | |
24,100 | Dongxing Securities Co. Ltd. - A Shares | 37,281 | 0.0 | |
39,700 | East Money Information Co. Ltd. - A Shares | 113,957 | 0.0 | |
71,000 | ENN Energy Holdings Ltd. | 802,335 | 0.2 | |
8,245 | Eve Energy Co. Ltd. | 56,016 | 0.0 | |
25,900 | Everbright Securities Co. Ltd. - A Shares | 58,959 | 0.0 | |
25,200 | (1) | Fangda Carbon New Material Co. Ltd. | 22,545 | 0.0 |
173,000 | Far East Horizon Ltd. | 147,686 | 0.0 | |
10,400 | Fiberhome Telecommunication Technologies Co. Ltd. | 42,772 | 0.0 | |
24,200 | Financial Street Holdings Co. Ltd. - A Shares | 22,789 | 0.0 | |
27,300 | First Capital Securities Co. Ltd. | 26,819 | 0.0 | |
80,100 | Focus Media Information Technology Co. Ltd. - A Shares | 63,400 | 0.0 | |
14,460 | Foshan Haitian Flavouring & Food Co. Ltd. - A Shares | 254,699 | 0.1 | |
230,468 | Fosun International Ltd. | 295,373 | 0.1 | |
56,000 | Founder Securities Co. Ltd. - A Shares | 56,330 | 0.0 | |
25,900 | Foxconn Industrial Internet Co. Ltd. - A Shares | 55,831 | 0.0 | |
10,400 | Fuyao Glass Industry Group Co. Ltd. - A Shares | 30,813 | 0.0 | |
42,000 | (2) | Fuyao Glass Industry Group Co. Ltd. - H Shares | 100,560 | 0.0 |
4,600 | Ganfeng Lithium Co. Ltd. | 35,010 | 0.0 | |
600 | G-bits Network Technology Xiamen Co. Ltd. | 46,696 | 0.0 | |
33,800 | (1) | GCL System Integration Technology Co. Ltd. | 12,450 | 0.0 |
115,000 | GD Power Development Co. Ltd. - A Shares | 30,162 | 0.0 | |
6,995 | (1),(3) | GDS Holdings Ltd. ADR | 557,222 | 0.1 |
525,000 | Geely Automobile Holdings Ltd. | 834,096 | 0.2 | |
24,600 | Gemdale Corp. - A Shares | 47,834 | 0.0 | |
96,000 | (1) | Genscript Biotech Corp. - H Shares | 198,537 | 0.1 |
37,300 | GF Securities Co. Ltd. - A Shares | 74,769 | 0.0 | |
102,200 | GF Securities Co. Ltd. - H Shares | 110,071 | 0.0 | |
10,000 | Giant Network Group Co. Ltd. | 24,683 | 0.0 | |
2,000 | Gigadevice Semiconductor Beijing, Inc. | 67,093 | 0.0 | |
5,100 | Glodon Co. Ltd. | 50,482 | 0.0 | |
15,000 | GoerTek, Inc. - A Shares | 62,727 | 0.0 | |
866,000 | (1),(3) | GOME Retail Holdings Ltd. | 145,161 | 0.0 |
6,300 | Gotion High-tech Co. Ltd. - A Shares | 24,045 | 0.0 | |
29,400 | Grandjoy Holdings Group Co. Ltd. | 21,249 | 0.0 | |
261,500 | Great Wall Motor Co. Ltd. - H Shares | 164,580 | 0.1 | |
14,400 | Gree Electric Appliances, Inc. of Zhuhai - A Shares | 115,654 | 0.0 | |
42,600 | Greenland Holdings Corp. Ltd. - A Shares | 37,353 | 0.0 | |
120,000 | Greentown Service Group Co. Ltd. | 142,237 | 0.0 | |
13,100 | GRG Banking Equipment Co. Ltd. - A Shares | 24,101 | 0.0 | |
6,819 | (1),(3) | GSX Techedu, Inc. ADR | 409,072 | 0.1 |
10,500 | Guangdong Haid Group Co. Ltd. | 70,877 | 0.0 | |
27,100 | (1) | Guangdong HEC Technology Holding Co. Ltd. | 26,626 | 0.0 |
4,700 | Guangdong Hongda Blasting Co. Ltd. - A Shares | 23,470 | 0.0 | |
270,000 | Guangdong Investment Ltd. | 465,720 | 0.1 | |
74,400 | (1) | Guanghui Energy Co. Ltd. - A Shares | 28,495 | 0.0 |
255,200 | Guangzhou Automobile Group Co. Ltd. - H Shares | 185,931 | 0.1 | |
14,600 | Guangzhou Baiyun International Airport Co. Ltd. | 31,615 | 0.0 | |
9,300 | Guangzhou Baiyunshan Pharmaceutical Holdings Co. Ltd. - A Shares | 42,655 | 0.0 | |
14,900 | Guangzhou Haige Communications Group, Inc. Co. - A Shares | 27,405 | 0.0 | |
1,900 | Guangzhou Kingmed Diagnostics Group Co. Ltd. | 24,117 | 0.0 | |
106,000 | Guangzhou R&F Properties Co., Ltd. - H Shares | 124,742 | 0.0 | |
2,600 | Guangzhou Shiyuan Electronic Technology Co. Ltd. - A Shares | 36,721 | 0.0 | |
1,900 | Guangzhou Wondfo Biotech Co. Ltd. - A Shares | 28,015 | 0.0 | |
23,900 | Guosen Securities Co. Ltd. - A Shares | 38,300 | 0.0 | |
50,200 | Guotai Junan Securities Co. Ltd. - A Shares | 122,935 | 0.0 |
See Accompanying Notes to Financial Statements
5
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
36,800 | (2) | Guotai Junan Securities Co. Ltd. - H Shares | 51,178 | 0.0 |
30,800 | Guoyuan Securities Co. Ltd. - A Shares | 36,734 | 0.0 | |
71,000 | (2) | Haidilao International Holding Ltd. | 301,746 | 0.1 |
116,000 | Haier Electronics Group Co. Ltd. | 353,162 | 0.1 | |
38,500 | Haier Smart Home Co. Ltd. - A Shares | 96,695 | 0.0 | |
51,000 | Haitian International Holdings Ltd. | 103,857 | 0.0 | |
48,500 | Haitong Securities Co. Ltd. - A Shares | 86,595 | 0.0 | |
242,000 | Haitong Securities Co. Ltd. - H Shares | 196,612 | 0.1 | |
1,908,000 | (1),(4),(5) | Hanergy Mobile Energy Holding Group Co Ltd. | – | – |
51,200 | Hangzhou Hikvision Digital Technology Co. Ltd. - A Shares | 221,219 | 0.1 | |
7,400 | Hangzhou Robam Appliances Co. Ltd. - A Shares | 32,689 | 0.0 | |
4,000 | Hangzhou Tigermed Consulting Co. Ltd. - A Shares | 57,580 | 0.0 | |
44,000 | (1),(2) | Hansoh Pharmaceutical Group Co. Ltd. | 208,094 | 0.1 |
3,300 | Hefei Meiya Optoelectronic Technology, Inc. | 24,558 | 0.0 | |
16,400 | Henan Shuanghui Investment & Development Co. Ltd. - A Shares | 107,261 | 0.0 | |
61,500 | Hengan International Group Co., Ltd. | 484,080 | 0.1 | |
38,220 | Hengli Petrochemical Co. Ltd. - A Shares | 75,927 | 0.0 | |
17,800 | Hengtong Optic-electric Co. Ltd. - A Shares | 41,553 | 0.0 | |
28,470 | Hengyi Petrochemical Co. Ltd. - A Shares | 36,875 | 0.0 | |
95,100 | Hesteel Co. Ltd. - A Shares | 27,540 | 0.0 | |
3,600 | Hithink RoyalFlush Information Network Co. Ltd. - A Shares | 68,219 | 0.0 | |
36,000 | (1),(2) | Hua Hong Semiconductor Ltd. | 126,204 | 0.0 |
27,800 | Huaan Securities Co. Ltd. - A Shares | 26,927 | 0.0 | |
10,440 | Huadong Medicine Co. Ltd. - A Shares | 37,453 | 0.0 | |
8,830 | Hualan Biological Engineering, Inc. | 62,710 | 0.0 | |
332,000 | Huaneng Power International, Inc. - H Shares | 125,222 | 0.0 | |
43,100 | Huatai Securities Co. Ltd. - A Shares | 114,993 | 0.0 | |
128,400 | (2) | Huatai Securities Co. Ltd. - H Shares | 205,542 | 0.1 |
13,500 | Huaxi Securities Co. Ltd. - A Shares | 20,373 | 0.0 | |
79,300 | Huaxia Bank Co. Ltd. - A Shares | 68,773 | 0.0 | |
9,800 | Huaxin Cement Co. Ltd. | 33,082 | 0.0 | |
20,000 | Huayu Automotive Systems Co. Ltd. - A Shares | 59,234 | 0.0 | |
12,118 | Huazhu Group Ltd. ADR | 424,736 | 0.1 | |
43,300 | Hubei Biocause Pharmaceutical Co. Ltd. | 31,979 | 0.0 | |
4,950 | Hundsun Technologies, Inc. - A Shares | 75,763 | 0.0 | |
6,327 | (1) | Hutchison China MediTech Ltd. ADR | 174,499 | 0.0 |
5,151 | (1),(3) | HUYA, Inc. ADR | 96,169 | 0.0 |
14,600 | Iflytek Co. Ltd. - A Shares | 77,757 | 0.0 | |
283,400 | Industrial & Commercial Bank of China Ltd. - A Shares | 199,859 | 0.1 | |
5,312,000 | Industrial & Commercial Bank of China - H Shares | 3,211,467 | 0.6 | |
115,100 | Industrial Bank Co. Ltd. - A Shares | 257,667 | 0.1 | |
46,400 | Industrial Securities Co. Ltd. - A Shares | 45,121 | 0.0 | |
335,300 | Inner Mongolia BaoTou Steel Union Co. Ltd. - A Shares | 51,319 | 0.0 | |
33,500 | Inner Mongolia Yili Industrial Group Co. Ltd. - A Shares - XSSC | 147,920 | 0.0 | |
102,100 | (1) | Inner Mongolia Yitai Coal Co. - A Shares | 66,446 | 0.0 |
85,000 | (1),(2) | Innovent Biologics, Inc. | 632,629 | 0.1 |
9,968 | Inspur Electronic Information Industry Co. Ltd. | 55,899 | 0.0 | |
19,535 | (1) | iQIYI, Inc. ADR | 453,017 | 0.1 |
3,280 | Jafron Biomedical Co. Ltd. | 32,343 | 0.0 | |
75,410 | (1) | JD.com, Inc. ADR | 4,538,174 | 0.9 |
24,500 | Jiangsu Changshu Rural Commercial Bank Co. Ltd. - A Shares | 26,095 | 0.0 | |
102,000 | Jiangsu Expressway Co. Ltd. - H Shares | 119,883 | 0.0 | |
4,000 | Jiangsu Hengli Hydraulic Co. Ltd. | 45,589 | 0.0 | |
29,148 | Jiangsu Hengrui Medicine Co. Ltd. - A Shares | 380,936 | 0.1 | |
9,600 | Jiangsu King's Luck Brewery JSC Ltd. | 54,233 | 0.0 | |
12,100 | Jiangsu Shagang Co. Ltd. - A Shares | 21,581 | 0.0 | |
7,176 | Jiangsu Yanghe Brewery Joint-Stock Co. Ltd. - A Shares | 107,107 | 0.0 | |
4,600 | Jiangsu Yuyue Medical Equipment & Supply Co. Ltd. | 23,669 | 0.0 | |
26,700 | Jiangsu Zhongnan Construction Group Co. Ltd. | 33,763 | 0.0 | |
15,600 | Jiangsu Zhongtian Technology Co. Ltd. - A Shares | 25,435 | 0.0 | |
124,000 | Jiangxi Copper Co., Ltd. - H Shares | 126,342 | 0.0 | |
16,100 | Jiangxi Zhengbang Technology Co. Ltd. | 39,941 | 0.0 |
See Accompanying Notes to Financial Statements
6
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
45,400 | Jinke Properties Group Co. Ltd. - A Shares | 52,554 | 0.0 | |
10,000 | Jinyu Bio-Technology Co. Ltd. | 39,429 | 0.0 | |
16,200 | Jointown Pharmaceutical Group Co. Ltd. | 42,661 | 0.0 | |
5,200 | Jonjee Hi-Tech Industrial And Commercial Holding Co. Ltd. | 43,119 | 0.0 | |
5,252 | (1) | JOYY, Inc. ADR | 465,064 | 0.1 |
4,600 | Juewei Food Co. Ltd. | 45,987 | 0.0 | |
176,000 | Kaisa Group Holdings Ltd. - H Shares | 67,010 | 0.0 | |
55,500 | Kingboard Holdings Ltd. | 144,866 | 0.0 | |
82,500 | Kingboard Laminates Holdings Ltd. | 83,374 | 0.0 | |
214,000 | Kingdee International Software Group Co., Ltd. | 500,735 | 0.1 | |
76,000 | Kingsoft Corp. Ltd. | 355,988 | 0.1 | |
21,500 | (1),(2),(3) | Koolearn Technology Holding Ltd. | 86,770 | 0.0 |
318,000 | Kunlun Energy Co. Ltd. | 208,267 | 0.1 | |
6,700 | Kweichow Moutai Co. Ltd. - A Shares (Nth SSE-SEHK) | 1,391,374 | 0.3 | |
110,500 | KWG Group Holdings Ltd. | 187,746 | 0.1 | |
133,000 | Lee & Man Paper Manufacturing Ltd. | 72,290 | 0.0 | |
37,800 | (2) | Legend Holdings Corp. - H Shares | 44,328 | 0.0 |
660,000 | Lenovo Group Ltd. | 368,242 | 0.1 | |
13,300 | Lens Technology Co. Ltd. - A Shares | 53,029 | 0.0 | |
39,100 | Leo Group Co. Ltd. - A Shares | 21,383 | 0.0 | |
12,100 | Lepu Medical Technology Beijing Co. Ltd. - A Shares | 62,517 | 0.0 | |
187,500 | Li Ning Co. Ltd. | 600,458 | 0.1 | |
12,600 | Liaoning Cheng Da Co. Ltd. - A Shares | 33,837 | 0.0 | |
36,600 | (1) | Lingyi iTech Guangdong Co. - A Shres | 55,421 | 0.0 |
126,000 | Logan Group Co. Ltd. | 225,113 | 0.1 | |
8,300 | Lomon Billions Group Co. Ltd. | 21,811 | 0.0 | |
162,500 | (2) | Longfor Group Holdings Ltd. | 777,861 | 0.2 |
22,200 | LONGi Green Energy Technology Co. Ltd. - A Shares | 128,416 | 0.0 | |
37,464 | Luxshare Precision Industry Co. Ltd. - A Shares | 273,914 | 0.1 | |
114,500 | (2) | Luye Pharma Group Ltd. - H Shares | 70,399 | 0.0 |
7,000 | Luzhou Laojiao Co. Ltd. - A Shares | 90,576 | 0.0 | |
8,190 | (1) | Mango Excellent Media Co. Ltd. - A Shares | 75,830 | 0.0 |
24,480 | Meinian Onehealth Healthcare Holdings Co. Ltd. - A Shares | 50,070 | 0.0 | |
315,100 | (1) | Meituan Dianping- Class B | 7,041,343 | 1.4 |
84,800 | Metallurgical Corp. of China Ltd. - A Shares | 30,228 | 0.0 | |
13,792 | Momo, Inc. ADR | 241,084 | 0.1 | |
20,180 | Muyuan Foodstuff Co. Ltd. - A Shares | 234,741 | 0.1 | |
17,400 | NanJi E-Commerce Co. Ltd. | 52,264 | 0.0 | |
5,200 | Nanjing King-Friend Biochemical Pharmaceutical Co. Ltd. | 47,504 | 0.0 | |
22,800 | Nanjing Securities Co. Ltd. | 46,149 | 0.0 | |
6,000 | (1) | Nanyang Topsec Technologies Group, Inc. - A Shares | 22,634 | 0.0 |
28,900 | NARI Technology Co. Ltd. - A Shares | 83,282 | 0.0 | |
3,200 | NAURA Technology Group Co. Ltd. | 77,570 | 0.0 | |
14,800 | NavInfo Co. Ltd. | 34,673 | 0.0 | |
7,242 | NetEase, Inc. ADR | 3,109,570 | 0.6 | |
10,700 | New China Life Insurance Co. Ltd. - A Shares | 67,270 | 0.0 | |
77,200 | New China Life Insurance Co. Ltd. - H Shares | 260,343 | 0.1 | |
19,800 | New Hope Liuhe Co. Ltd. - A Shares | 83,811 | 0.0 | |
12,704 | (1) | New Oriental Education & Technology Group, Inc. ADR | 1,654,442 | 0.3 |
132,000 | Nine Dragons Paper Holdings Ltd. | 120,687 | 0.0 | |
4,800 | Ninestar Corp. - A Shares | 22,403 | 0.0 | |
80,735 | (1),(3) | NIO, Inc. ADR | 623,274 | 0.1 |
3,119 | (1),(3) | Noah Holdings Ltd. ADR | 79,441 | 0.0 |
7,500 | Offcn Education Technology Co. Ltd. - A Shares | 29,533 | 0.0 | |
46,100 | Offshore Oil Engineering Co. Ltd. | 29,865 | 0.0 | |
19,100 | (1) | OFILM Group Co. Ltd. - A Shares | 49,905 | 0.0 |
1,300 | Oppein Home Group, Inc. - A Shares | 21,364 | 0.0 | |
41,500 | Orient Securities Co. Ltd./China - A Shares | 55,897 | 0.0 | |
28,200 | Oriental Pearl Group Co. Ltd. - A Shares | 38,616 | 0.0 | |
3,200 | Ovctek China, Inc. | 31,381 | 0.0 | |
59,200 | (1) | Pacific Securities Co. Ltd./The/China | 26,622 | 0.0 |
809,000 | Peoples Insurance Co. Group of China Ltd. - H Shares | 237,240 | 0.1 | |
8,600 | Perfect World Co. Ltd./China - A Shares | 70,402 | 0.0 | |
129,400 | PetroChina Co. Ltd. - A Shares | 76,874 | 0.0 | |
1,874,000 | PetroChina Co., Ltd. - H Shares | 626,648 | 0.1 | |
643,244 | PICC Property & Casualty Co., Ltd. - H Shares | 534,578 | 0.1 |
See Accompanying Notes to Financial Statements
7
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
22,827 | (1) | Pinduoduo, Inc. ADR | 1,959,470 | 0.4 |
103,600 | Ping An Bank Co. Ltd. - A Shares | 188,194 | 0.1 | |
33,200 | (1),(2),(3) | Ping An Healthcare and Technology Co. Ltd. | 509,007 | 0.1 |
61,800 | Ping An Insurance Group Co. of China Ltd. - A Shares | 625,478 | 0.1 | |
523,500 | Ping An Insurance Group Co. of China Ltd. - H Shares | 5,218,767 | 1.0 | |
62,500 | Poly Developments and Holdings Group Co. Ltd. - A Shares | 131,034 | 0.0 | |
7,200 | (3) | Poly Property Development Co. Ltd. - H Shares | 72,926 | 0.0 |
828,000 | (2) | Postal Savings Bank of China Co. Ltd. - H Shares | 477,110 | 0.1 |
82,800 | Power Construction Corp. of China Ltd. - A Shares | 40,680 | 0.0 | |
1,000 | Proya Cosmetics Co. Ltd. - A Shares | 25,552 | 0.0 | |
30,100 | RiseSun Real Estate Development Co. Ltd. - A Shares | 34,612 | 0.0 | |
30,800 | Rongsheng Petro Chemical Co. Ltd. - A Shares | 53,812 | 0.0 | |
39,600 | SAIC Motor Corp. Ltd. - A Shares | 95,558 | 0.0 | |
24,600 | Sanan Optoelectronics Co. Ltd. - A Shares | 87,408 | 0.0 | |
1,300 | Sangfor Technologies, Inc. | 38,022 | 0.0 | |
42,100 | Sany Heavy Industry Co. Ltd. - A Shares | 112,294 | 0.0 | |
25,100 | SDIC Capital Co. Ltd. - A Shares | 45,400 | 0.0 | |
46,400 | SDIC Power Holdings Co. Ltd. - A Shares | 51,713 | 0.0 | |
190,000 | (3) | Seazen Group Ltd. | 164,983 | 0.0 |
13,600 | Seazen Holdings Co. Ltd. - A Shares | 60,326 | 0.0 | |
296,900 | (1) | Semiconductor Manufacturing International Corp. | 1,041,511 | 0.2 |
16,800 | SF Holding Co. Ltd. - A Shares | 130,140 | 0.0 | |
900 | SG Micro Corp. - A Shares | 38,994 | 0.0 | |
53,300 | Shaanxi Coal Industry Co. Ltd. - A Shares | 54,582 | 0.0 | |
16,760 | Shandong Gold Mining Co. Ltd. - A Shares | 88,075 | 0.0 | |
13,300 | Shandong Hualu Hengsheng Chemical Co. Ltd. | 33,389 | 0.0 | |
9,300 | Shandong Linglong Tyre Co. Ltd. - A Shares | 26,695 | 0.0 | |
9,400 | Shandong Sinocera Functional Material Co. Ltd. | 44,642 | 0.0 | |
212,000 | Shandong Weigao Group Medical Polymer Co., Ltd. - H Shares | 473,364 | 0.1 | |
6,700 | Shanghai Baosight Software Co. Ltd. | 56,383 | 0.0 | |
50,700 | Shanghai Construction Group Co. Ltd. - A Shares | 22,080 | 0.0 | |
54,300 | Shanghai Electric Group Co. Ltd. - A Shares | 38,854 | 0.0 | |
266,000 | (1) | Shanghai Electric Group Co., Ltd. - H Shares | 75,860 | 0.0 |
11,200 | Shanghai Fosun Pharmaceutical Group Co. Ltd. - A Shares | 53,532 | 0.0 | |
45,500 | Shanghai Fosun Pharmaceutical Group Co. Ltd. - H Shares | 152,542 | 0.0 | |
28,000 | Shanghai Industrial Holdings Ltd. | 43,249 | 0.0 | |
5,900 | Shanghai International Airport Co. Ltd. - A Shares | 60,243 | 0.0 | |
51,500 | Shanghai International Port Group Co. Ltd. - A Shares | 30,639 | 0.0 | |
118,533 | (1) | Shanghai Lujiazui Finance & Trade Zone Development Co., Ltd. - A Shares | 92,117 | 0.0 |
7,200 | Shanghai M&G Stationery, Inc. | 55,739 | 0.0 | |
79,200 | Shanghai Pharmaceuticals Holding Co. Ltd. - H Shares | 133,105 | 0.0 | |
163,600 | Shanghai Pudong Development Bank Co. Ltd. - A Shares | 245,230 | 0.1 | |
2,200 | Shanghai Putailai New Energy Technology Co. Ltd. - A Shares | 32,152 | 0.0 | |
32,400 | (1) | Shanghai RAAS Blood Products Co. Ltd. - A Shares | 38,850 | 0.0 |
30,900 | Shanghai Tunnel Engineering Co. Ltd. - A Shares | 24,781 | 0.0 | |
28,064 | Shanghai Yuyuan Tourist Mart Group Co. Ltd. | 35,267 | 0.0 | |
28,000 | (1) | Shanxi Meijin Energy Co. Ltd. | 25,013 | 0.0 |
30,420 | Shanxi Securities Co. Ltd. - A Shares | 28,242 | 0.0 | |
4,400 | Shanxi Xinghuacun Fen Wine Factory Co. Ltd. - A Shares | 90,396 | 0.0 | |
48,800 | Shenergy Co. Ltd. - A Shares | 40,839 | 0.0 | |
15,800 | Shengyi Technology Co. Ltd. | 65,894 | 0.0 | |
2,020 | Shennan Circuits Co. Ltd. | 48,165 | 0.0 | |
147,300 | Shenwan Hongyuan Group Co. Ltd. - A Shares | 105,518 | 0.0 | |
58,000 | Shenzhen Expressway Co. Ltd. - H Shares | 58,937 | 0.0 | |
2,400 | Shenzhen Goodix Technology Co. Ltd. | 76,085 | 0.0 | |
12,500 | Shenzhen Inovance Technology Co. Ltd. - A Shares | 67,391 | 0.0 |
See Accompanying Notes to Financial Statements
8
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
96,750 | Shenzhen International Holdings Ltd. | 154,873 | 0.1 | |
220,000 | Shenzhen Investment Ltd. | 70,039 | 0.0 | |
8,400 | Shenzhen Kaifa Technology Co. Ltd. - A Shares | 26,144 | 0.0 | |
3,400 | Shenzhen Kangtai Biological Products Co. Ltd. - A Shares | 77,966 | 0.0 | |
5,500 | Shenzhen Mindray Bio-Medical Electronics Co. Ltd. - A Shares | 237,695 | 0.1 | |
53,200 | Shenzhen Overseas Chinese Town Co. Ltd. - A Shares | 45,781 | 0.0 | |
7,300 | Shenzhen Sunway Communication Co. Ltd. | 55,096 | 0.0 | |
74,100 | Shenzhou International Group Holdings Ltd. | 900,850 | 0.2 | |
5,600 | Shijiazhuang Yiling Pharmaceutical Co. Ltd. - A Shares | 24,789 | 0.0 | |
109,000 | Shimao Group Holdings Ltd. | 466,004 | 0.1 | |
370,000 | Shui On Land Ltd. - H Shares | 62,385 | 0.0 | |
32,500 | Sichuan Chuantou Energy Co. Ltd. - A Shares | 42,681 | 0.0 | |
9,900 | Sichuan Kelun Pharmaceutical Co. Ltd. - A Shares | 29,422 | 0.0 | |
4,000 | Sichuan Swellfun Co. Ltd. | 35,423 | 0.0 | |
6,000 | Silergy Corp. | 393,050 | 0.1 | |
5,740 | (1) | Sina Corp. | 206,123 | 0.0 |
620,500 | Sino Biopharmaceutical Ltd. | 1,169,516 | 0.2 | |
16,000 | Sinolink Securities Co. Ltd. - A Shares | 25,912 | 0.0 | |
312,000 | Sino-Ocean Group Holding Ltd. | 75,088 | 0.0 | |
136,500 | Sinopec Engineering Group Co. Ltd. - H Shares | 58,610 | 0.0 | |
368,000 | Sinopec Shanghai Petrochemical Co. Ltd. - H Shares | 88,610 | 0.0 | |
120,800 | Sinopharm Group Co. - H Shares | 310,572 | 0.1 | |
60,500 | Sinotruk Hong Kong Ltd. | 157,890 | 0.1 | |
220,500 | (1) | Soho China Ltd. | 77,896 | 0.0 |
13,640 | Songcheng Performance Development Co. Ltd. - A Shares | 33,498 | 0.0 | |
18,690 | SooChow Securities Co. Ltd. - A Shares | 21,695 | 0.0 | |
55,000 | Southwest Securities Co. Ltd. - A Shares | 35,856 | 0.0 | |
6,800 | Spring Airlines Co. Ltd. - A Shares | 34,112 | 0.0 | |
154,000 | SSY Group Ltd. | 105,508 | 0.0 | |
212,500 | Sun Art Retail Group Ltd. | 364,570 | 0.1 | |
233,000 | Sunac China Holdings Ltd. | 986,053 | 0.2 | |
63,000 | Suning.com Co. Ltd. - A Shares | 78,394 | 0.0 | |
64,400 | Sunny Optical Technology Group Co. Ltd. | 1,036,485 | 0.2 | |
12,200 | Sunwoda Electronic Co. Ltd. | 32,834 | 0.0 | |
6,900 | Suzhou Dongshan Precision Manufacturing Co. Ltd. - A Shares | 29,408 | 0.0 | |
18,600 | Suzhou Gold Mantis Construction Decoration Co. Ltd. - A Shares | 20,774 | 0.0 | |
34,015 | (1) | TAL Education Group ADR | 2,325,946 | 0.4 |
39,100 | TBEA Co. Ltd. - A Shares | 37,642 | 0.0 | |
86,300 | TCL Technology Group Corp. - A Shares | 76,051 | 0.0 | |
507,200 | Tencent Holdings Ltd. | 32,500,317 | 6.2 | |
31,331 | (1) | Tencent Music Entertainment Group ADR | 421,715 | 0.1 |
2,700 | Thunder Software Technology Co. Ltd. - A Shares | 29,781 | 0.0 | |
30,600 | Tianfeng Securities Co. Ltd. - A Shares | 26,371 | 0.0 | |
20,200 | Tianjin Zhonghuan Semiconductor Co. Ltd. | 64,391 | 0.0 | |
12,700 | Tianma Microelectronics Co. Ltd. - A Shares | 27,752 | 0.0 | |
10,140 | (1) | Tianqi Lithium Corp. | 33,118 | 0.0 |
15,600 | Tianshui Huatian Technology Co. Ltd. - A Shares | 29,975 | 0.0 | |
178,000 | Tingyi Cayman Islands Holding Corp. | 277,282 | 0.1 | |
3,900 | Toly Bread Co. Ltd. | 28,095 | 0.0 | |
76,400 | (1),(3) | Tongcheng-Elong Holdings Ltd. | 138,736 | 0.0 |
6,600 | (1) | TongFu Microelectronics Co. Ltd. - A Shares | 23,507 | 0.0 |
18,000 | Tonghua Dongbao Pharmaceutical Co. Ltd. - A Shares | 44,511 | 0.0 | |
123,400 | Tongling Nonferrous Metals Group Co. Ltd. - A Shares | 33,817 | 0.0 | |
24,800 | Tongwei Co. Ltd. - A Shares | 61,248 | 0.0 | |
1,200 | (1) | Topchoice Medical Corp. - A Shares | 28,355 | 0.0 |
105,000 | (2) | Topsports International Holdings Ltd. | 135,089 | 0.0 |
25,300 | Transfar Zhilian Co. Ltd. - A Shares | 19,563 | 0.0 | |
80,000 | Travelsky Technology Ltd. - H Shares | 141,643 | 0.0 | |
42,981 | (1) | Trip.com Group Ltd. ADR | 1,114,067 | 0.2 |
5,900 | Tsingtao Brewery Co. Ltd. - A Shares | 64,032 | 0.0 | |
34,000 | Tsingtao Brewery Co., Ltd. - H Shares | 253,748 | 0.1 |
See Accompanying Notes to Financial Statements
9
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
79,200 | Tunghsu Optoelectronic Technology Co. Ltd. - A Shares | 30,088 | 0.0 | |
4,700 | Unigroup Guoxin Microelectronics Co. Ltd. | 48,554 | 0.0 | |
106,000 | Uni-President China Holdings Ltd. | 106,032 | 0.0 | |
12,000 | Unisplendour Corp. Ltd. - A Shares | 73,396 | 0.0 | |
11,200 | Universal Scientific Industrial Shanghai Co. Ltd. - A Shares | 34,817 | 0.0 | |
7,600 | Venustech Group, Inc. | 45,322 | 0.0 | |
26,000 | Vinda International Holdings Ltd. | 93,399 | 0.0 | |
39,493 | (1) | Vipshop Holdings Ltd. ADR | 786,306 | 0.2 |
7,900 | Walvax Biotechnology Co. Ltd. - A Shares | 58,466 | 0.0 | |
13,800 | (1) | Wanda Film Holding Co. Ltd. | 29,911 | 0.0 |
15,000 | Wanhua Chemical Group Co. Ltd. - A Shares | 106,401 | 0.0 | |
459,000 | Want Want China Holdings Ltd. | 348,660 | 0.1 | |
4,800 | (1) | Weibo Corp. ADR | 161,280 | 0.0 |
33,300 | Weichai Power Co. Ltd. - A Shares | 64,823 | 0.0 | |
179,000 | Weichai Power Co. Ltd. - H Shares | 337,259 | 0.1 | |
2,700 | Weihai Guangwei Composites Co. Ltd. | 24,042 | 0.0 | |
32,120 | Wens Foodstuffs Group Co. Ltd. - A Shares | 99,363 | 0.0 | |
29,000 | Western Securities Co. Ltd. - A Shares | 33,597 | 0.0 | |
137,000 | (3) | Wharf Holdings Ltd. | 280,325 | 0.1 |
2,700 | Will Semiconductor Ltd. | 77,704 | 0.0 | |
4,500 | (1) | Wingtech Technology Co. Ltd. - A Shares | 80,716 | 0.0 |
17,290 | Winning Health Technology Group Co. Ltd. | 56,389 | 0.0 | |
7,400 | Wonders Information Co. Ltd. - A Shares | 23,217 | 0.0 | |
7,990 | Wuhan Guide Infrared Co. Ltd. - A Shares | 33,221 | 0.0 | |
11,700 | Wuhu Sanqi Interactive Entertainment Network Technology Group Co. Ltd. - A Shares | 77,671 | 0.0 | |
21,200 | Wuliangye Yibin Co. Ltd. - A Shares | 515,095 | 0.1 | |
12,100 | WUS Printed Circuit Kunshan Co. Ltd. | 42,955 | 0.0 | |
12,880 | WuXi AppTec Co. Ltd. - A Shares | 175,931 | 0.1 | |
16,168 | (2) | WuXi AppTec Co. Ltd. - H Shares | 211,149 | 0.1 |
81,500 | (1),(2) | Wuxi Biologics Cayman, Inc. - H Shares | 1,495,983 | 0.3 |
5,500 | Wuxi Lead Intelligent Equipment Co. Ltd. - A Shares | 36,068 | 0.0 | |
13,300 | Wuxi Taiji Industry Co. Ltd. - A Shares | 22,276 | 0.0 | |
43,500 | XCMG Construction Machinery Co. Ltd. | 36,547 | 0.0 | |
932,200 | (1),(2) | Xiaomi Corp. - B Shares | 1,549,086 | 0.3 |
87,300 | Xinhu Zhongbao Co. Ltd. - A Shares | 36,976 | 0.0 | |
20,700 | Xinjiang Goldwind Science & Technology Co. Ltd. - A Shares | 29,346 | 0.0 | |
51,252 | Xinjiang Goldwind Science & Technology Co. Ltd. - H Shares | 44,100 | 0.0 | |
366,000 | Xinyi Solar Holdings Ltd. | 351,958 | 0.1 | |
6,800 | Yantai Jereh Oilfield Services Group Co. Ltd. | 30,059 | 0.0 | |
164,000 | Yanzhou Coal Mining Co., Ltd. - H Shares | 123,513 | 0.0 | |
3,700 | Yealink Network Technology Corp. Ltd. | 35,895 | 0.0 | |
4,200 | Yifeng Pharmacy Chain Co. Ltd. - A Shares | 54,176 | 0.0 | |
43,000 | Yihai International Holding Ltd. | 443,117 | 0.1 | |
15,300 | Yintai Gold Co. Ltd. | 34,480 | 0.0 | |
60,400 | Yonghui Superstores Co. Ltd. - A Shares | 80,296 | 0.0 | |
15,860 | Yonyou Network Technology Co. Ltd. - A Shares | 99,351 | 0.0 | |
596,000 | Yuexiu Property Co. Ltd. - H Shares | 106,901 | 0.0 | |
31,993 | Yum China Holdings, Inc. | 1,537,903 | 0.3 | |
14,560 | Yunda Holding Co. Ltd. - A Shares | 50,565 | 0.0 | |
7,900 | Yunnan Baiyao Group Co. Ltd. - A Shares | 105,093 | 0.0 | |
4,700 | Yunnan Energy New Material Co. Ltd. | 43,937 | 0.0 | |
170,000 | Yuzhou Properties Co. Ltd. - H Shares | 74,066 | 0.0 | |
4,668 | (1) | Zai Lab Ltd. ADR | 383,383 | 0.1 |
4,100 | Zhangzhou Pientzehuang Pharmaceutical Co. Ltd. - A Shares | 99,025 | 0.0 | |
81,000 | Zhaojin Mining Industry Co. Ltd. - H Shares | 96,205 | 0.0 | |
21,900 | Zhejiang Century Huatong Group Co. Ltd. - A Shares | 47,546 | 0.0 | |
12,200 | Zhejiang Chint Electrics Co. Ltd. - A Shares | 45,606 | 0.0 | |
23,000 | Zhejiang Dahua Technology Co. Ltd. - A Shares | 62,848 | 0.0 | |
3,920 | Zhejiang Dingli Machinery Co. Ltd. | 42,241 | 0.0 | |
114,000 | Zhejiang Expressway Co., Ltd. - H Shares | 80,959 | 0.0 | |
10,560 | Zhejiang Huahai Pharmaceutical Co. Ltd. | 50,923 | 0.0 | |
7,300 | Zhejiang Huayou Cobalt Co. Ltd. - A Shares | 40,499 | 0.0 | |
7,000 | Zhejiang Jingsheng Mechanical & Electrical Co. Ltd. - A Shares | 24,569 | 0.0 | |
22,600 | Zhejiang Longsheng Group Co. Ltd. - A Shares | 41,051 | 0.0 | |
14,800 | Zhejiang NHU Co. Ltd. | 61,111 | 0.0 |
See Accompanying Notes to Financial Statements
10
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
16,250 | Zhejiang Sanhua Intelligent Controls Co. Ltd. | 50,562 | 0.0 | |
4,000 | Zhejiang Supor Co. Ltd. | 40,289 | 0.0 | |
4,100 | Zhejiang Wolwo Bio-Pharmaceutical Co. Ltd. | 36,085 | 0.0 | |
105,000 | Zhenro Properties Group Ltd. | 65,854 | 0.0 | |
32,100 | (1),(2),(3) | ZhongAn Online P&C Insurance Co. Ltd. - H Shares | 160,118 | 0.1 |
4,400 | Zhongji Innolight Co. Ltd. | 39,469 | 0.0 | |
28,300 | Zhongjin Gold Corp. Ltd. - A Shares | 36,960 | 0.0 | |
51,000 | Zhongsheng Group Holdings Ltd. | 285,229 | 0.1 | |
44,800 | Zhuzhou CSR Times Electric Co., Ltd. - H Shares | 114,886 | 0.0 | |
123,900 | Zijin Mining Group Co. Ltd. - A Shares | 78,147 | 0.0 | |
508,000 | Zijin Mining Group Co., Ltd. - H Shares | 239,992 | 0.1 | |
109,400 | (1) | Zoomlion Heavy Industry Science and Technology Co. Ltd. - H Shares | 84,703 | 0.0 |
52,000 | Zoomlion Heavy Industry Science and Technology Co. Ltd. - A Shares | 47,494 | 0.0 | |
22,000 | (1) | ZTE Corp. - A Shares | 125,295 | 0.0 |
63,640 | ZTE Corp. - H Shares | 196,424 | 0.1 | |
33,749 | ZTO Express Cayman, Inc. ADR | 1,238,926 | 0.2 | |
210,770,559 | 39.9 | |||
Colombia: 0.2% | ||||
20,086 | Bancolombia SA | 128,277 | 0.0 | |
10,554 | BanColombia SA ADR | 277,676 | 0.1 | |
453,167 | Ecopetrol SA | 250,219 | 0.1 | |
19,055 | Grupo de Inversiones Suramericana SA | 94,514 | 0.0 | |
39,204 | Interconexion Electrica SA ESP | 196,124 | 0.0 | |
946,810 | 0.2 | |||
Czech Republic: 0.1% | ||||
15,171 | CEZ AS | 324,845 | 0.1 | |
6,610 | (1) | Komercni Banka AS | 154,190 | 0.0 |
49,805 | (2) | Moneta Money Bank AS | 112,802 | 0.0 |
591,837 | 0.1 | |||
Egypt: 0.1% | ||||
127,773 | Commercial International Bank Egypt SAE | 511,265 | 0.1 | |
93,638 | Eastern Co. SAE | 74,195 | 0.0 | |
65,195 | ElSewedy Electric Co. | 26,898 | 0.0 | |
612,358 | 0.1 | |||
Greece: 0.1% | ||||
4,349 | (1),(4) | FF Group | – | – |
21,278 | Hellenic Telecommunications Organization SA | 287,422 | 0.1 | |
9,381 | Jumbo SA | 168,632 | 0.0 | |
6,303 | Motor Oil Hellas Corinth Refineries SA | 87,067 | 0.0 | |
16,165 | OPAP S.A. | 154,050 | 0.0 | |
697,171 | 0.1 | |||
Hungary: 0.2% | ||||
36,286 | (1) | MOL Hungarian Oil & Gas PLC | 214,527 | 0.0 |
20,185 | (1) | OTP Bank Nyrt | 709,610 | 0.1 |
12,700 | (1) | Richter Gedeon Nyrt | 263,521 | 0.1 |
1,187,658 | 0.2 | |||
India: 7.8% | ||||
45,341 | Adani Ports & Special Economic Zone, Ltd. | 206,029 | 0.0 | |
54,691 | Ambuja Cements Ltd. | 140,213 | 0.0 | |
26,646 | Asian Paints Ltd. | 595,730 | 0.1 | |
24,833 | Aurobindo Pharma Ltd. | 253,777 | 0.1 | |
13,246 | (1),(2) | Avenue Supermarts Ltd. | 406,523 | 0.1 |
188,771 | Axis Bank Ltd. | 1,021,207 | 0.2 | |
7,566 | Bajaj Auto Ltd. | 283,036 | 0.1 | |
16,370 | Bajaj Finance Ltd. | 616,137 | 0.1 | |
3,555 | Bajaj Finserv Ltd. | 275,483 | 0.1 | |
32,844 | (2) | Bandhan Bank Ltd. | 140,064 | 0.0 |
18,799 | Berger Paints India Ltd. | 123,144 | 0.0 | |
20,751 | Bharat Forge Ltd. | 87,763 | 0.0 | |
59,428 | Bharat Petroleum Corp. Ltd. | 294,680 | 0.1 | |
218,961 | (1) | Bharti Airtel Ltd. | 1,626,218 | 0.3 |
24,540 | Bharti Infratel Ltd. | 72,130 | 0.0 | |
21,470 | Biocon Ltd. | 110,622 | 0.0 | |
519 | Bosch Ltd. | 78,577 | 0.0 | |
5,175 | Britannia Industries Ltd. | 247,489 | 0.1 | |
32,098 | Cipla Ltd. | 272,209 | 0.1 | |
107,943 | Coal India Ltd. | 190,687 | 0.0 | |
4,987 | Colgate-Palmolive India Ltd. | 93,028 | 0.0 | |
16,169 | Container Corp. Of India Ltd. | 89,408 | 0.0 | |
49,319 | Dabur India Ltd. | 304,615 | 0.1 | |
7,166 | Divis Laboratories Ltd. | 216,440 | 0.0 | |
48,591 | DLF Ltd. | 95,376 | 0.0 | |
10,630 | Dr Reddys Laboratories Ltd. | 556,797 | 0.1 | |
1,231 | Eicher Motors Ltd. | 298,905 | 0.1 | |
139,145 | GAIL India Ltd. | 189,434 | 0.0 | |
33,998 | Godrej Consumer Products Ltd. | 311,512 | 0.1 | |
27,001 | Grasim Industries Ltd. | 221,795 | 0.0 | |
21,453 | Havells India Ltd. | 164,598 | 0.0 | |
99,368 | HCL Technologies Ltd. | 733,327 | 0.1 | |
3,319 | (2) | HDFC Asset Management Co. Ltd. | 109,257 | 0.0 |
61,073 | (1),(2) | HDFC Life Insurance Co., Ltd. | 446,086 | 0.1 |
8,770 | Hero Motocorp Ltd. | 296,364 | 0.1 | |
104,134 | Hindalco Industries Ltd. | 203,923 | 0.0 | |
53,538 | Hindustan Petroleum Corp. Ltd. | 154,102 | 0.0 | |
73,218 | Hindustan Unilever Ltd. | 2,116,790 | 0.4 | |
146,571 | Housing Development Finance Corp. | 3,408,087 | 0.6 | |
428,888 | ICICI Bank Ltd. | 1,999,538 | 0.4 | |
16,928 | (2) | ICICI Lombard General Insurance Co. Ltd. | 284,359 | 0.1 |
29,308 | (2) | ICICI Prudential Life Insurance Co. Ltd. | 165,688 | 0.0 |
171,232 | Indian Oil Corp. Ltd. | 194,043 | 0.0 |
See Accompanying Notes to Financial Statements
11
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
13,487 | (1) | Indraprastha Gas Ltd. | 79,310 | 0.0 |
5,380 | Info Edge India Ltd. | 196,468 | 0.0 | |
303,249 | Infosys Ltd. | 2,947,796 | 0.6 | |
7,519 | (2) | InterGlobe Aviation Ltd. | 98,164 | 0.0 |
311,599 | ITC Ltd. | 804,577 | 0.2 | |
73,765 | JSW Steel Ltd. | 186,817 | 0.0 | |
6,163 | Jubilant Foodworks Ltd. | 141,043 | 0.0 | |
44,746 | Larsen & Toubro Ltd. | 561,563 | 0.1 | |
23,164 | LIC Housing Finance Ltd. | 81,535 | 0.0 | |
20,396 | Lupin Ltd. | 246,445 | 0.1 | |
68,908 | Mahindra & Mahindra Ltd. | 467,728 | 0.1 | |
41,364 | Marico Ltd. | 192,857 | 0.0 | |
10,727 | Maruti Suzuki India Ltd. | 830,399 | 0.2 | |
78,234 | Motherson Sumi Systems Ltd. | 98,444 | 0.0 | |
2,096 | Nestle India Ltd. | 475,908 | 0.1 | |
218,589 | NTPC Ltd. | 278,100 | 0.1 | |
226,137 | Oil & Natural Gas Corp., Ltd. | 245,548 | 0.1 | |
451 | Page Industries Ltd. | 118,962 | 0.0 | |
53,532 | Petronet LNG Ltd. | 183,201 | 0.0 | |
11,105 | Pidilite Industries Ltd. | 201,803 | 0.0 | |
7,950 | Piramal Enterprises, Ltd. | 143,087 | 0.0 | |
170,786 | Power Grid Corp. of India Ltd. | 396,119 | 0.1 | |
53,171 | REC Ltd. | 76,341 | 0.0 | |
253,114 | Reliance Industries Ltd. | 5,757,437 | 1.1 | |
33,636 | (1),(2) | SBI Life Insurance Co. Ltd. | 359,132 | 0.1 |
792 | Shree Cement Ltd. | 242,141 | 0.1 | |
5,810 | Shriram Transport Finance Co. Ltd. | 53,021 | 0.0 | |
4,800 | Siemens, Ltd. | 69,749 | 0.0 | |
165,847 | (1) | State Bank of India | 392,887 | 0.1 |
77,394 | Sun Pharmaceutical Industries Ltd. | 485,843 | 0.1 | |
79,771 | Tata Consultancy Services Ltd. | 2,195,898 | 0.4 | |
36,051 | Tata Consumer Products Ltd. | 185,144 | 0.0 | |
152,816 | (1) | Tata Motors Ltd. | 200,423 | 0.0 |
28,904 | Tata Steel Ltd. | 126,553 | 0.0 | |
42,910 | Tech Mahindra Ltd. | 308,744 | 0.1 | |
28,884 | Titan Co., Ltd. | 363,684 | 0.1 | |
4,195 | Torrent Pharmaceuticals Ltd. | 131,904 | 0.0 | |
9,805 | Ultratech Cement Ltd. | 506,891 | 0.1 | |
25,798 | (1) | United Spirits Ltd. | 202,376 | 0.0 |
45,773 | UPL Ltd. | 258,236 | 0.1 | |
165,891 | Vedanta Ltd. | 236,996 | 0.1 | |
102,475 | Wipro Ltd. | 299,137 | 0.1 | |
77,482 | Zee Entertainment Enterprises Ltd. | 176,019 | 0.0 | |
41,299,620 | 7.8 | |||
Indonesia: 1.4% | ||||
497,900 | Ace Hardware Indonesia Tbk PT | 52,727 | 0.0 | |
1,055,700 | Adaro Energy Tbk PT | 74,272 | 0.0 | |
1,826,500 | Astra International Tbk PT | 617,791 | 0.1 | |
881,800 | Bank Central Asia Tbk PT | 1,764,307 | 0.3 | |
1,709,700 | Bank Mandiri Persero TBK PT | 593,659 | 0.1 | |
647,400 | Bank Negara Indonesia Persero Tbk PT | 209,177 | 0.1 | |
5,006,900 | Bank Rakyat Indonesia | 1,068,688 | 0.2 | |
2,341,900 | (1) | Barito Pacific Tbk PT | 191,636 | 0.1 |
656,900 | Charoen Pokphand Indonesia Tbk PT | 257,582 | 0.1 | |
40,000 | Gudang Garam Tbk PT | 132,455 | 0.0 | |
690,000 | Hanjaya Mandala Sampoerna Tbk PT | 80,111 | 0.0 | |
213,600 | Indah Kiat Pulp and Paper Corp. Tbk PT | 90,112 | 0.0 | |
119,300 | Indocement Tunggal Prakarsa Tbk PT | 99,033 | 0.0 | |
188,100 | Indofood CBP Sukses Makmur TBK PT | 123,449 | 0.0 | |
374,200 | Indofood Sukses Makmur Tbk PT | 171,833 | 0.0 | |
1,858,900 | Kalbe Farma Tbk PT | 190,702 | 0.1 | |
1,063,200 | Perusahaan Gas Negara Tbk PT | 85,222 | 0.0 | |
252,700 | Semen Indonesia Persero Tbk PT | 171,211 | 0.0 | |
4,539,300 | Telekomunikasi Indonesia Persero Tbk PT | 972,374 | 0.2 | |
685,700 | Unilever Indonesia Tbk PT | 380,511 | 0.1 | |
144,400 | United Tractors Tbk PT | 168,026 | 0.0 | |
291,900 | XL Axiata Tbk PT | 56,977 | 0.0 | |
7,551,855 | 1.4 | |||
Malaysia: 1.7% | ||||
124,800 | AMMB Holdings Bhd | 90,944 | 0.0 | |
237,900 | Axiata Group Bhd | 198,085 | 0.0 | |
11,800 | Carlsberg Brewery Malaysia Bhd | 68,607 | 0.0 | |
519,900 | CIMB Group Holdings Bhd | 433,720 | 0.1 | |
335,442 | Dialog Group BHD | 284,283 | 0.1 | |
282,400 | Digi.Com BHD | 284,934 | 0.1 | |
10,400 | Fraser & Neave Holdings Bhd | 78,983 | 0.0 | |
139,100 | Gamuda BHD | 118,849 | 0.0 | |
204,200 | Genting Bhd | 196,678 | 0.0 | |
253,000 | Genting Malaysia BHD | 150,472 | 0.0 | |
26,100 | Genting Plantations Bhd | 60,256 | 0.0 | |
52,000 | HAP Seng Consolidated Bhd | 107,076 | 0.0 | |
146,400 | Hartalega Holdings Bhd | 446,564 | 0.1 | |
58,672 | Hong Leong Bank BHD | 193,703 | 0.0 | |
15,192 | Hong Leong Financial Group Bhd | 46,745 | 0.0 | |
198,800 | IHH Healthcare Bhd | 256,272 | 0.1 | |
209,400 | IJM Corp. Bhd | 89,034 | 0.0 | |
201,700 | IOI Corp. Bhd | 204,933 | 0.0 | |
38,400 | Kuala Lumpur Kepong Bhd | 198,864 | 0.0 | |
370,100 | Malayan Banking BHD | 650,303 | 0.1 | |
99,200 | Malaysia Airports Holdings Bhd | 126,692 | 0.0 | |
217,700 | Maxis Bhd | 273,441 | 0.1 | |
117,300 | MISC Bhd | 210,138 | 0.1 | |
6,400 | Nestle Malaysia Bhd | 209,180 | 0.1 | |
222,300 | Petronas Chemicals Group Bhd | 323,901 | 0.1 | |
25,600 | Petronas Dagangan BHD | 123,380 | 0.0 | |
71,700 | Petronas Gas BHD | 283,798 | 0.1 | |
53,180 | PPB Group Bhd | 221,333 | 0.1 | |
113,200 | Press Metal Aluminium Holdings Bhd | 120,444 | 0.0 | |
266,500 | Public Bank BHD | 1,029,056 | 0.2 |
See Accompanying Notes to Financial Statements
12
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
66,000 | QL Resources Bhd | 147,810 | 0.0 | |
139,476 | RHB Bank Bhd | 156,339 | 0.0 | |
221,100 | Sime Darby Bhd | 111,477 | 0.0 | |
185,100 | Sime Darby Plantation Bhd | 213,686 | 0.1 | |
86,100 | Telekom Malaysia BHD | 83,636 | 0.0 | |
216,600 | Tenaga Nasional BHD | 588,960 | 0.1 | |
138,400 | Top Glove Corp. Bhd | 522,311 | 0.1 | |
56,600 | Westports Holdings Bhd | 50,237 | 0.0 | |
297,234 | YTL Corp. Bhd | 57,817 | 0.0 | |
9,012,941 | 1.7 | |||
Mexico: 1.8% | ||||
251,800 | Alfa SA de CV | 141,432 | 0.0 | |
3,008,900 | America Movil SAB de CV | 1,933,540 | 0.4 | |
38,100 | Arca Continental SAB de CV | 167,256 | 0.0 | |
20,700 | Becle SAB de CV | 39,789 | 0.0 | |
1,378,121 | Cemex SA de CV | 388,532 | 0.1 | |
48,400 | Coca-Cola Femsa SAB de CV | 211,250 | 0.0 | |
277,700 | Fibra Uno Administracion SA de CV | 219,652 | 0.1 | |
176,800 | Fomento Economico Mexicano SAB de CV | 1,097,438 | 0.2 | |
18,985 | Gruma SAB de CV | 205,787 | 0.0 | |
32,955 | Grupo Aeroportuario del Pacifico SA de CV | 237,895 | 0.1 | |
18,665 | Grupo Aeroportuario del Sureste SA de CV | 209,108 | 0.0 | |
145,200 | Grupo Bimbo SAB de CV | 243,595 | 0.1 | |
33,100 | Grupo Carso SAB de CV | 64,128 | 0.0 | |
234,177 | Grupo Financiero Banorte | 810,289 | 0.2 | |
205,700 | Grupo Financiero Inbursa SA | 142,924 | 0.0 | |
283,900 | Grupo Mexico SA de CV Series B | 659,586 | 0.1 | |
214,800 | (1) | Grupo Televisa S.A. | 225,505 | 0.1 |
11,870 | Industrias Penoles, S.A. de C.V. | 121,925 | 0.0 | |
45,600 | Infraestructura Energetica Nova SAB de CV | 131,159 | 0.0 | |
135,700 | Kimberly-Clark de Mexico SA de CV | 211,539 | 0.1 | |
29,100 | Megacable Holdings SAB de CV | 85,384 | 0.0 | |
85,650 | Orbia Advance Corp. SAB de CV | 126,587 | 0.0 | |
19,725 | (1) | Promotora y Operadora de Infraestructura SAB de CV | 142,450 | 0.0 |
7,639 | Southern Copper Corp. | 303,803 | 0.1 | |
464,600 | Wal-Mart de Mexico SAB de CV | 1,111,143 | 0.2 | |
9,231,696 | 1.8 | |||
Pakistan: 0.0% | ||||
57,700 | Habib Bank Ltd. | 33,290 | 0.0 | |
40,500 | MCB Bank Ltd. | 39,229 | 0.0 | |
55,100 | Oil & Gas Development Co. Ltd. | 36,326 | 0.0 | |
108,845 | 0.0 | |||
Peru: 0.2% | ||||
18,705 | Cia de Minas Buenaventura SAA ADR | 170,964 | 0.0 | |
6,276 | Credicorp Ltd. | 838,913 | 0.2 | |
1,009,877 | 0.2 | |||
Philippines: 0.8% | ||||
168,320 | Aboitiz Equity Ventures, Inc. | 153,951 | 0.0 | |
139,200 | Aboitiz Power Corp. | 75,580 | 0.0 | |
3,548 | (1),(4),(5) | Altus San Nicolas Corp. | – | – |
25,815 | Ayala Corp. | 405,205 | 0.1 | |
715,690 | Ayala Land, Inc. | 488,132 | 0.1 | |
78,020 | Bank of the Philippine Islands | 113,051 | 0.0 | |
183,749 | BDO Unibank, Inc. | 362,587 | 0.1 | |
2,670 | Globe Telecom, Inc. | 110,975 | 0.0 | |
9,400 | GT Capital Holdings, Inc. | 86,280 | 0.0 | |
86,380 | International Container Terminal Services, Inc. | 177,748 | 0.0 | |
264,210 | JG Summit Holdings, Inc. | 344,864 | 0.1 | |
34,520 | Jollibee Foods Corp. | 97,462 | 0.0 | |
18,940 | Manila Electric Co. | 102,225 | 0.0 | |
1,159,400 | Megaworld Corp. | 71,316 | 0.0 | |
1,088,100 | Metro Pacific Investments Corp. | 81,345 | 0.0 | |
149,212 | Metropolitan Bank & Trust Co. | 111,469 | 0.0 | |
7,640 | PLDT, Inc. | 190,230 | 0.1 | |
49,300 | Puregold Price Club, Inc. | 46,009 | 0.0 | |
207,595 | Robinsons Land Corp. | 73,274 | 0.0 | |
21,722 | SM Investments Corp. | 412,540 | 0.1 | |
930,700 | SM Prime Holdings, Inc. | 598,584 | 0.1 | |
79,080 | Universal Robina Corp. | 207,018 | 0.1 | |
4,309,845 | 0.8 | |||
Poland: 0.7% | ||||
15,585 | Bank Polska Kasa Opieki SA | 213,546 | 0.1 | |
6,082 | (1) | CD Projekt SA | 612,904 | 0.1 |
21,349 | Cyfrowy Polsat SA | 142,647 | 0.0 | |
4,251 | (1),(2) | Dino Polska SA | 216,538 | 0.1 |
7,549 | Grupa Lotos SA | 115,070 | 0.0 | |
12,721 | (1) | KGHM Polska Miedz SA | 295,578 | 0.1 |
113 | (1) | LPP SA | 172,441 | 0.0 |
1,423 | (1) | mBank SA | 83,205 | 0.0 |
69,220 | (1) | PGE Polska Grupa Energetyczna SA | 121,035 | 0.0 |
27,388 | Polski Koncern Naftowy Orlen | 435,238 | 0.1 | |
144,641 | Polskie Gornictwo Naftowe I Gazownictwo SA | 166,777 | 0.0 | |
79,944 | Powszechna Kasa Oszczednosci Bank Polski SA | 465,535 | 0.1 | |
55,733 | Powszechny Zaklad Ubezpieczen SA | 410,178 | 0.1 | |
2,943 | (1) | Santander Bank Polska SA | 131,397 | 0.0 |
See Accompanying Notes to Financial Statements
13
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
51,152 | (1) | Orange Polska SA | 80,899 | 0.0 |
3,662,988 | 0.7 | |||
Qatar: 0.8% | ||||
155,367 | Barwa Real Estate Co. | 130,480 | 0.0 | |
161,599 | Commercial Bank PQSC | 168,722 | 0.0 | |
159,471 | Industries Qatar QSC | 338,033 | 0.1 | |
333,359 | Masraf Al Rayan | 350,533 | 0.1 | |
388,643 | Mesaieed Petrochemical Holding Co. | 216,762 | 0.1 | |
62,187 | Ooredoo QPSC | 111,993 | 0.0 | |
47,987 | Qatar Electricity & Water Co. QSC | 208,844 | 0.0 | |
42,950 | Qatar Fuel QSC | 190,659 | 0.0 | |
58,543 | Qatar International Islamic Bank QSC | 130,822 | 0.0 | |
105,458 | Qatar Islamic Bank SAQ | 457,165 | 0.1 | |
401,049 | Qatar National Bank QPSC | 1,922,934 | 0.4 | |
4,226,947 | 0.8 | |||
Romania: 0.1% | ||||
34,127 | NEPI Rockcastle PLC | 175,078 | 0.1 | |
Russia: 3.1% | ||||
232,430 | Alrosa PJSC | 211,350 | 0.0 | |
1,050,523 | Gazprom PJSC | 2,866,479 | 0.6 | |
3,228,000 | Inter RAO UES PJSC | 221,192 | 0.0 | |
36,922 | Lukoil PJSC | 2,753,149 | 0.5 | |
32,487 | Magnit PJSC GDR | 422,464 | 0.1 | |
186,800 | Magnitogorsk Iron & Steel Works PJSC | 97,384 | 0.0 | |
5,614 | MMC Norilsk Nickel OJSC | 1,479,935 | 0.3 | |
40,975 | Mobile TeleSystems PJSC ADR | 376,560 | 0.1 | |
118,045 | Moscow Exchange MICEX-RTS PJ | 188,312 | 0.0 | |
8,112 | Novatek PJSC GDR | 1,149,815 | 0.2 | |
108,460 | Novolipetsk Steel PJSC | 215,181 | 0.0 | |
10,418 | PhosAgro OJSC GDR | 128,662 | 0.0 | |
20,207 | Polymetal International PLC | 395,901 | 0.1 | |
2,913 | Polyus PJSC | 489,464 | 0.1 | |
103,716 | Rosneft Oil Co. PJSC | 527,446 | 0.1 | |
954,712 | Sberbank of Russia PJSC | 2,729,460 | 0.5 | |
18,462 | Severstal PAO | 224,756 | 0.1 | |
633,051 | Surgutneftegas PJSC | 343,529 | 0.1 | |
127,759 | Tatneft PJSC | 999,176 | 0.2 | |
278,997,930 | VTB Bank PJSC | 137,642 | 0.0 | |
1,245 | X5 Retail Group N.V. - FIVEL GDR | 44,157 | 0.0 | |
9,764 | X5 Retail Group NV - FIVE GDR | 343,363 | 0.1 | |
16,345,377 | 3.1 | |||
Saudi Arabia: 2.6% | ||||
4,044 | Abdullah Al Othaim Markets Co. | 121,263 | 0.0 | |
9,268 | Advanced Petrochemical Co. | 132,146 | 0.0 | |
109,628 | Al Rajhi Bank | 1,657,623 | 0.3 | |
90,680 | (1) | Alinma Bank | 352,314 | 0.1 |
23,017 | Almarai Co. JSC | 319,027 | 0.1 | |
54,694 | Arab National Bank | 278,493 | 0.1 | |
32,176 | Bank AlBilad | 190,561 | 0.0 | |
29,935 | Bank Al-Jazira | 90,391 | 0.0 | |
51,924 | Banque Saudi Fransi | 396,681 | 0.1 | |
5,488 | Bupa Arabia for Cooperative Insurance Co. | 159,842 | 0.0 | |
4,860 | (1) | Co for Cooperative Insurance/The | 92,631 | 0.0 |
38,916 | (1) | Dar Al Arkan Real Estate Development Co. | 73,852 | 0.0 |
26,450 | (1) | Emaar Economic City | 48,140 | 0.0 |
33,571 | (1) | Etihad Etisalat Co. | 238,654 | 0.0 |
5,429 | Jarir Marketing Co. | 212,818 | 0.0 | |
132,237 | National Commercial Bank | 1,318,727 | 0.2 | |
23,372 | (1) | National Industrialization Co. | 65,375 | 0.0 |
15,728 | (1) | Rabigh Refining & Petrochemical Co. | 56,438 | 0.0 |
118,458 | Riyad Bank | 534,116 | 0.1 | |
29,398 | Sahara International Petrochemical Co. | 113,318 | 0.0 | |
90,711 | Samba Financial Group | 652,256 | 0.1 | |
4,028 | Saudi Airlines Catering Co. | 83,399 | 0.0 | |
17,536 | Saudi Arabian Fertilizer Co. | 349,234 | 0.1 | |
40,378 | (1) | Saudi Arabian Mining Co. | 378,727 | 0.1 |
100,385 | (2) | Saudi Arabian Oil Co. | 871,420 | 0.2 |
80,554 | Saudi Basic Industries Corp. | 1,897,095 | 0.4 | |
65,690 | Saudi British Bank/The | 400,291 | 0.1 | |
5,585 | Saudi Cement Co. | 78,914 | 0.0 | |
76,336 | Saudi Electricity Co. | 318,278 | 0.1 | |
17,604 | Saudi Industrial Investment Group | 95,196 | 0.0 | |
59,684 | (1) | Saudi Kayan Petrochemical Co. | 131,229 | 0.0 |
53,757 | Saudi Telecom Co. | 1,424,178 | 0.3 | |
23,922 | Savola Group/The | 269,671 | 0.1 | |
21,547 | Yanbu National Petrochemical Co. | 295,221 | 0.1 | |
13,697,519 | 2.6 | |||
Singapore: 0.0% | ||||
17,100 | (2) | BOC Aviation Ltd. | 110,082 | 0.0 |
South Africa: 3.7% | ||||
65,340 | Absa Group Ltd. | 322,573 | 0.1 | |
4,760 | Anglo American Platinum Ltd. | 346,422 | 0.1 | |
37,057 | AngloGold Ashanti Ltd. | 1,090,299 | 0.2 | |
34,602 | (1) | Aspen Pharmacare Holdings Ltd. | 287,414 | 0.1 |
30,487 | Bid Corp. Ltd. | 500,622 | 0.1 | |
24,894 | Bidvest Group Ltd. | 204,251 | 0.0 | |
4,018 | Capitec Bank Holdings Ltd. | 199,696 | 0.0 | |
22,415 | (3) | Clicks Group Ltd. | 271,731 | 0.1 |
34,653 | Discovery Ltd. | 209,336 | 0.0 | |
21,585 | Exxaro Resources Ltd. | 162,924 | 0.0 | |
456,546 | FirstRand Ltd. | 1,003,981 | 0.2 | |
78,822 | Gold Fields Ltd. | 744,253 | 0.2 | |
267,474 | Growthpoint Properties Ltd. | 206,639 | 0.0 | |
71,794 | Impala Platinum Holdings Ltd. | 483,501 | 0.1 | |
5,410 | Kumba Iron Ore Ltd. | 144,668 | 0.0 | |
113,261 | Life Healthcare Group Holdings Ltd. | 109,103 | 0.0 |
See Accompanying Notes to Financial Statements
14
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
92,504 | MMI Holdings | 94,137 | 0.0 | |
22,243 | Mr Price Group Ltd. | 183,929 | 0.0 | |
152,734 | MTN Group Ltd. | 467,769 | 0.1 | |
40,023 | (1) | MultiChoice Group | 244,749 | 0.1 |
39,410 | Naspers Ltd. | 7,242,785 | 1.4 | |
32,604 | Nedbank Group Ltd. | 191,170 | 0.0 | |
31,599 | (1) | Northam Platinum Ltd. | 213,121 | 0.1 |
404,326 | Old Mutual Ltd. | 281,813 | 0.1 | |
25,880 | Pick n Pay Stores Ltd. | 76,063 | 0.0 | |
15,776 | PSG Group Ltd. | 144,230 | 0.0 | |
56,518 | Rand Merchant Investment Holdings Ltd. | 95,106 | 0.0 | |
12,995 | Reinet Investments SCA | 228,088 | 0.0 | |
47,155 | Remgro Ltd. | 272,248 | 0.1 | |
0 | RMB Holdings Ltd. | 0 | – | |
173,095 | Sanlam Ltd. | 588,815 | 0.1 | |
50,454 | (1),(3) | Sasol Ltd. | 387,426 | 0.1 |
43,431 | Shoprite Holdings Ltd. | 266,931 | 0.1 | |
204,220 | (1) | Sibanye Stillwater Ltd. | 443,417 | 0.1 |
16,481 | (3) | Spar Group Ltd. | 163,059 | 0.0 |
118,276 | Standard Bank Group Ltd. | 713,941 | 0.1 | |
13,851 | Tiger Brands Ltd. | 142,401 | 0.0 | |
56,789 | (3) | Vodacom Group Pty Ltd. | 402,950 | 0.1 |
89,973 | Woolworths Holdings Ltd./South Africa | 171,957 | 0.0 | |
19,303,518 | 3.7 | |||
South Korea: 10.8% | ||||
2,908 | Amorepacific Corp. | 406,763 | 0.1 | |
2,344 | AMOREPACIFIC Group | 101,489 | 0.0 | |
569 | BGF retail Co. Ltd. | 65,957 | 0.0 | |
21,609 | BNK Financial Group, Inc. | 90,768 | 0.0 | |
6,027 | (1) | Celltrion Healthcare Co. Ltd. | 546,406 | 0.1 |
1,444 | (1) | Celltrion Pharm, Inc. | 153,735 | 0.0 |
8,399 | (1) | Celltrion, Inc. | 2,149,622 | 0.4 |
6,670 | Cheil Worldwide, Inc. | 92,061 | 0.0 | |
735 | CJ CheilJedang Corp. | 200,688 | 0.1 | |
1,439 | CJ Corp. | 103,974 | 0.0 | |
872 | CJ ENM Co. Ltd. | 80,821 | 0.0 | |
718 | (1) | CJ Logistics Corp. | 94,636 | 0.0 |
2,398 | Daelim Industrial Co., Ltd. | 164,955 | 0.0 | |
18,721 | (1) | Daewoo Engineering & Construction Co., Ltd. | 53,728 | 0.0 |
3,666 | (1) | Daewoo Shipbuilding & Marine Engineering Co., Ltd. | 83,525 | 0.0 |
4,200 | DB Insurance Co. Ltd. | 150,636 | 0.0 | |
4,064 | Doosan Bobcat, Inc. | 90,393 | 0.0 | |
1,682 | Douzone Bizon Co. Ltd. | 143,711 | 0.0 | |
1,678 | E-Mart, Inc. | 148,369 | 0.0 | |
3,983 | Fila Holdings Corp. | 117,538 | 0.0 | |
4,655 | GS Engineering & Construction Corp. | 95,842 | 0.0 | |
4,281 | GS Holdings Corp. | 129,673 | 0.0 | |
1,854 | GS Retail Co. Ltd. | 56,653 | 0.0 | |
27,676 | Hana Financial Group, Inc. | 629,417 | 0.1 | |
6,190 | Hankook Tire & Technology Co. Ltd. | 128,110 | 0.0 | |
561 | Hanmi Pharm Co. Ltd. | 114,468 | 0.0 | |
16,043 | Hanon Systems Corp. | 121,585 | 0.0 | |
4,067 | Hanwha Corp. | 75,953 | 0.0 | |
8,719 | Hanwha Solutions Corp. | 141,556 | 0.0 | |
2,023 | (1) | Helixmith Co. Ltd. | 103,692 | 0.0 |
3,962 | (1) | HLB, Inc. | 306,144 | 0.1 |
2,697 | Hotel Shilla Co. Ltd. | 160,403 | 0.0 | |
1,032 | Hyundai Department Store Co. Ltd. | 48,560 | 0.0 | |
6,686 | Hyundai Engineering & Construction Co. Ltd. | 185,210 | 0.1 | |
1,573 | Hyundai Glovis Co., Ltd. | 133,734 | 0.0 | |
841 | Hyundai Heavy Industries Holdings Co., Ltd. | 173,567 | 0.0 | |
5,364 | Hyundai Marine & Fire Insurance Co., Ltd. | 102,970 | 0.0 | |
6,117 | Hyundai Mobis Co. Ltd. | 981,896 | 0.2 | |
13,883 | Hyundai Motor Co. | 1,140,397 | 0.2 | |
6,637 | Hyundai Steel Co. | 114,781 | 0.0 | |
21,286 | Industrial Bank Of Korea | 144,642 | 0.0 | |
5,025 | Kakao Corp. | 1,127,623 | 0.2 | |
9,398 | Kangwon Land, Inc. | 169,366 | 0.0 | |
35,902 | KB Financial Group, Inc. | 1,016,371 | 0.2 | |
23,872 | Kia Motors Corp. | 645,083 | 0.1 | |
2,109 | (1) | KMW Co. Ltd. | 112,645 | 0.0 |
5,877 | Korea Aerospace Industries Ltd. | 117,228 | 0.0 | |
23,473 | (1) | Korea Electric Power Corp. | 382,785 | 0.1 |
1,711 | Korea Gas Corp. | 37,568 | 0.0 | |
3,492 | Korea Investment Holdings Co., Ltd. | 130,919 | 0.0 | |
3,473 | (1) | Korea Shipbuilding & Offshore Engineering Co. Ltd. | 255,657 | 0.1 |
733 | Korea Zinc Co., Ltd. | 205,383 | 0.1 | |
4,597 | (1) | Korean Air Lines Co. Ltd. | 67,398 | 0.0 |
10,757 | KT&G Corp. | 702,501 | 0.1 | |
1,414 | Kumho Petrochemical Co. Ltd. | 88,430 | 0.0 | |
4,157 | LG Chem Ltd. | 1,715,507 | 0.3 | |
8,610 | LG Corp. | 513,855 | 0.1 | |
20,991 | (1) | LG Display Co., Ltd. | 200,974 | 0.1 |
9,813 | LG Electronics, Inc. | 520,047 | 0.1 | |
865 | LG Household & Health Care Ltd. | 969,501 | 0.2 | |
1,248 | LG Innotek Co. Ltd. | 183,025 | 0.1 | |
18,805 | LG Uplus Corp. | 192,173 | 0.1 | |
1,544 | Lotte Chemical Corp. | 215,785 | 0.1 | |
2,599 | Lotte Corp. | 68,735 | 0.0 | |
1,059 | Lotte Shopping Co. Ltd. | 70,777 | 0.0 | |
25,871 | Meritz Securities Co. Ltd. | 65,793 | 0.0 | |
24,412 | Mirae Asset Daewoo Co., Ltd. | 136,953 | 0.0 | |
10,938 | NAVER Corp. | 2,460,867 | 0.5 | |
1,478 | NCSoft Corp. | 1,099,524 | 0.2 | |
1,837 | (1),(2) | Netmarble Corp. | 153,970 | 0.0 |
8,349 | NH Investment & Securities Co., Ltd. | 58,082 | 0.0 | |
2,118 | Orion Corp./Republic of Korea | 237,110 | 0.1 | |
129 | Ottogi Corp. | 59,997 | 0.0 | |
26,179 | (1) | Pan Ocean Co. Ltd. | 83,607 | 0.0 |
489 | (1) | Pearl Abyss Corp. | 88,968 | 0.0 |
6,807 | POSCO | 991,484 | 0.2 | |
1,791 | POSCO Chemical Co., Ltd. | 113,126 | 0.0 |
See Accompanying Notes to Financial Statements
15
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
4,796 | Posco International Corp. | 55,962 | 0.0 | |
1,370 | S-1 Corp. | 98,174 | 0.0 | |
1,473 | (1),(2) | Samsung Biologics Co. Ltd. | 955,620 | 0.2 |
7,740 | Samsung C&T Corp. | 752,924 | 0.2 | |
2,025 | Samsung Card Co. | 46,281 | 0.0 | |
5,176 | Samsung Electro-Mechanics Co. Ltd. | 561,545 | 0.1 | |
422,849 | Samsung Electronics Co., Ltd. | 18,718,524 | 3.6 | |
12,800 | (1) | Samsung Engineering Co. Ltd. | 131,920 | 0.0 |
2,820 | Samsung Fire & Marine Insurance Co. Ltd. | 414,609 | 0.1 | |
38,642 | (1) | Samsung Heavy Industries Co., Ltd. | 193,481 | 0.1 |
6,021 | Samsung Life Insurance Co. Ltd. | 226,379 | 0.1 | |
4,914 | Samsung SDI Co., Ltd. | 1,502,513 | 0.3 | |
3,128 | Samsung SDS Co. Ltd. | 442,446 | 0.1 | |
5,056 | Samsung Securities Co. Ltd. | 111,775 | 0.0 | |
41,888 | Shinhan Financial Group Co., Ltd. | 1,012,274 | 0.2 | |
628 | Shinsegae, Inc. | 116,289 | 0.0 | |
3,161 | SK Holdings Co. Ltd. | 768,763 | 0.2 | |
48,512 | SK Hynix, Inc. | 3,463,685 | 0.7 | |
5,074 | SK Innovation Co. Ltd. | 560,937 | 0.1 | |
1,738 | SK Telecom Co., Ltd. | 306,094 | 0.1 | |
4,044 | S-Oil Corp. | 215,592 | 0.1 | |
4,319 | Coway Co. Ltd. | 261,103 | 0.1 | |
49,496 | Woori Financial Group, Inc. | 364,837 | 0.1 | |
4,213 | Yuhan Corp. | 178,488 | 0.0 | |
56,848,060 | 10.8 | |||
Taiwan: 11.9% | ||||
45,000 | Accton Technology Corp. | 349,452 | 0.1 | |
265,462 | Acer, Inc. | 161,802 | 0.0 | |
31,694 | Advantech Co. Ltd. | 318,960 | 0.1 | |
11,000 | Airtac International Group | 194,317 | 0.0 | |
296,243 | ASE Industrial Holding Co. Ltd. | 682,250 | 0.1 | |
194,356 | Asia Cement Corp. | 288,249 | 0.1 | |
64,000 | Asustek Computer, Inc. | 470,233 | 0.1 | |
784,000 | AU Optronics Corp. | 247,454 | 0.1 | |
62,000 | Catcher Technology Co., Ltd. | 469,847 | 0.1 | |
708,079 | Cathay Financial Holding Co., Ltd. | 1,007,232 | 0.2 | |
125,051 | Chailease Holding Co. Ltd. | 533,105 | 0.1 | |
429,785 | Chang Hwa Commercial Bank Ltd. | 282,771 | 0.1 | |
153,650 | Cheng Shin Rubber Industry Co. Ltd. | 176,559 | 0.0 | |
48,816 | Chicony Electronics Co. Ltd. | 141,498 | 0.0 | |
233,000 | China Airlines Ltd. | 65,058 | 0.0 | |
1,176,000 | China Development Financial Holding Corp. | 378,162 | 0.1 | |
225,514 | (1) | China Life Insurance Co., Ltd. | 167,541 | 0.0 |
1,080,535 | China Steel Corp. | 760,950 | 0.2 | |
335,000 | Chunghwa Telecom Co., Ltd. | 1,330,437 | 0.3 | |
378,000 | Compal Electronics, Inc. | 247,420 | 0.1 | |
1,579,170 | CTBC Financial Holding Co. Ltd. | 1,094,426 | 0.2 | |
175,703 | Delta Electronics, Inc. | 1,002,631 | 0.2 | |
944,327 | E.Sun Financial Holding Co., Ltd. | 894,475 | 0.2 | |
16,386 | Eclat Textile Co. Ltd. | 190,882 | 0.0 | |
224,013 | Eva Airways Corp. | 85,601 | 0.0 | |
159,142 | (1) | Evergreen Marine Corp. Taiwan Ltd. | 58,222 | 0.0 |
243,685 | Far Eastern New Century Corp. | 231,426 | 0.0 | |
136,000 | Far EasTone Telecommunications Co., Ltd. | 314,000 | 0.1 | |
28,243 | Feng TAY Enterprise Co., Ltd. | 160,180 | 0.0 | |
907,031 | First Financial Holding Co., Ltd. | 699,272 | 0.1 | |
320,600 | Formosa Chemicals & Fibre Co. | 825,747 | 0.2 | |
94,000 | Formosa Petrochemical Corp. | 284,509 | 0.1 | |
346,600 | Formosa Plastics Corp. | 1,031,992 | 0.2 | |
65,000 | Formosa Taffeta Co. Ltd. | 80,519 | 0.0 | |
78,849 | Foxconn Technology Co., Ltd. | 151,833 | 0.0 | |
603,000 | Fubon Financial Holding Co., Ltd. | 900,289 | 0.2 | |
26,000 | Giant Manufacturing Co., Ltd. | 233,702 | 0.1 | |
19,000 | Globalwafers Co. Ltd. | 261,691 | 0.1 | |
53,300 | Highwealth Construction Corp. | 78,960 | 0.0 | |
21,916 | Hiwin Technologies Corp. | 219,734 | 0.0 | |
1,105,170 | HON HAI Precision Industry Co., Ltd. | 3,244,951 | 0.6 | |
27,000 | Hotai Motor Co. Ltd. | 647,372 | 0.1 | |
709,888 | Hua Nan Financial Holdings Co. Ltd. | 483,159 | 0.1 | |
732,439 | Innolux Corp. | 197,293 | 0.0 | |
221,000 | Inventec Co., Ltd. | 188,671 | 0.0 | |
9,000 | Largan Precision Co. Ltd. | 1,251,360 | 0.2 | |
195,538 | Lite-On Technology Corp. | 307,905 | 0.1 | |
133,820 | MediaTek, Inc. | 2,645,706 | 0.5 | |
976,826 | Mega Financial Holdings Co., Ltd. | 1,026,789 | 0.2 | |
61,000 | Micro-Star International Co., Ltd. | 223,318 | 0.0 | |
468,890 | Nan Ya Plastics Corp. | 1,029,866 | 0.2 | |
105,000 | Nanya Technology Corp. | 219,071 | 0.0 | |
13,000 | Nien Made Enterprise Co. Ltd. | 127,415 | 0.0 | |
52,000 | Novatek Microelectronics Corp., Ltd. | 404,130 | 0.1 | |
178,000 | Pegatron Corp. | 388,242 | 0.1 | |
12,000 | Phison Electronics Corp. | 120,757 | 0.0 | |
202,000 | Pou Chen Corp. | 198,160 | 0.0 | |
66,000 | Powertech Technology, Inc. | 240,920 | 0.1 | |
50,000 | President Chain Store Corp. | 502,984 | 0.1 | |
256,000 | Quanta Computer, Inc. | 619,378 | 0.1 |
See Accompanying Notes to Financial Statements
16
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
43,760 | Realtek Semiconductor Corp. | 446,025 | 0.1 | |
34,819 | Ruentex Development Co. Ltd. | 60,506 | 0.0 | |
301,349 | Shanghai Commercial & Savings Bank Ltd./The | 467,363 | 0.1 | |
1,006,189 | Shin Kong Financial Holding Co., Ltd. | 294,757 | 0.1 | |
916,454 | SinoPac Financial Holdings Co., Ltd. | 338,748 | 0.1 | |
30,914 | Standard Foods Corp. | 66,173 | 0.0 | |
114,800 | Synnex Technology International Corp. | 162,645 | 0.0 | |
845,782 | Taishin Financial Holdings Co., Ltd. | 384,540 | 0.1 | |
414,392 | Taiwan Business Bank | 152,381 | 0.0 | |
424,774 | Taiwan Cement Corp. | 618,060 | 0.1 | |
819,582 | Taiwan Cooperative Financial Holding Co. Ltd. | 578,558 | 0.1 | |
162,000 | Taiwan High Speed Rail Corp. | 201,362 | 0.0 | |
144,000 | Taiwan Mobile Co., Ltd. | 540,024 | 0.1 | |
2,179,000 | Taiwan Semiconductor Manufacturing Co., Ltd. | 23,270,675 | 4.4 | |
142,000 | (1) | Tatung Co., Ltd. | 101,463 | 0.0 |
433,209 | Uni-President Enterprises Corp. | 1,049,582 | 0.2 | |
1,007,000 | United Microelectronics Corp. | 544,425 | 0.1 | |
79,000 | Vanguard International Semiconductor Corp. | 210,059 | 0.0 | |
27,000 | Walsin Technology Corp. | 165,008 | 0.0 | |
30,000 | Win Semiconductors Corp. | 306,302 | 0.1 | |
235,000 | Winbond Electronics Corp. | 107,220 | 0.0 | |
261,382 | Wistron Corp. | 319,090 | 0.1 | |
7,000 | Wiwynn Corp. | 191,366 | 0.0 | |
136,280 | WPG Holdings Ltd. | 181,834 | 0.0 | |
33,537 | Yageo Corp. | 436,914 | 0.1 | |
841,586 | Yuanta Financial Holding Co., Ltd. | 500,851 | 0.1 | |
49,000 | Zhen Ding Technology Holding Ltd. | 215,036 | 0.0 | |
63,051,802 | 11.9 | |||
Thailand: 2.2% | ||||
108,500 | Advanced Info Service PCL | 652,982 | 0.1 | |
391,000 | Airports of Thailand PCL | 769,747 | 0.2 | |
414,200 | Asset World Corp. PCL | 52,228 | 0.0 | |
62,100 | B Grimm Power PCL | 108,157 | 0.0 | |
40,300 | Bangkok Bank PCL - Foreign Reg | 140,573 | 0.0 | |
146,600 | Bangkok Commercial Asset Management PCL | 116,320 | 0.0 | |
880,700 | Bangkok Dusit Medical Services PCL | 641,534 | 0.1 | |
680,000 | Bangkok Expressway & Metro PCL | 209,821 | 0.1 | |
97,900 | Berli Jucker PCL | 125,708 | 0.0 | |
645,300 | BTS Group Holdings PCL | 237,261 | 0.1 | |
33,600 | Bumrungrad Hospital PCL | 126,890 | 0.0 | |
204,500 | Central Pattana PCL | 325,069 | 0.1 | |
156,400 | (1),(2) | Central Retail Corp. PCL | 167,588 | 0.0 |
77,425 | (1) | Central Retail Corp. PCL | 82,964 | 0.0 |
356,000 | Charoen Pokphand Foods PCL | 367,157 | 0.1 | |
530,000 | (1) | CP ALL PCL (Foreign) | 1,168,097 | 0.2 |
25,400 | Electricity Generating PCL | 204,420 | 0.1 | |
133,300 | (3) | Energy Absolute PCL | 170,581 | 0.0 |
59,900 | Global Power Synergy PCL | 143,490 | 0.0 | |
185,700 | Gulf Energy Development PCL | 227,929 | 0.1 | |
541,851 | Home Product Center PCL | 272,177 | 0.1 | |
140,100 | Indorama Ventures PCL | 126,833 | 0.0 | |
208,100 | Intouch Holdings PCL | 380,794 | 0.1 | |
840,000 | IRPC PCL | 71,916 | 0.0 | |
800 | Kasikornbank PCL | 2,429 | 0.0 | |
156,100 | Kasikornbank PCL - Foreign | 471,886 | 0.1 | |
284,700 | Krung Thai Bank PCL | 95,164 | 0.0 | |
58,400 | Krungthai Card PCL | 57,103 | 0.0 | |
703,500 | Land & House Pub Co. Ltd. | 174,358 | 0.0 | |
244,300 | (1),(3) | Minor International PCL (Foreign) | 161,455 | 0.0 |
63,500 | (1) | Muangthai Capital PCL | 107,860 | 0.0 |
52,200 | Osotspa PCL | 64,562 | 0.0 | |
127,500 | PTT Exploration & Production PCL | 383,288 | 0.1 | |
206,000 | PTT Global Chemical PCL (Foreign) | 311,162 | 0.1 | |
1,034,500 | PTT PCL (Foreign) | 1,276,983 | 0.3 | |
73,400 | Ratch Group PCL | 148,706 | 0.0 | |
70,500 | Siam Cement PCL | 843,319 | 0.2 | |
74,900 | Siam Commercial Bank PCL | 176,535 | 0.0 | |
58,600 | (1) | Srisawad Corp. PCL | 98,458 | 0.0 |
96,500 | Thai Oil PCL | 140,049 | 0.0 | |
261,200 | Thai Union Group PCL | 109,951 | 0.0 | |
2,380,652 | TMB Bank PCL | 81,402 | 0.0 | |
68,600 | Total Access Communication PCL | 87,551 | 0.0 | |
931,090 | True Corp. PCL | 103,062 | 0.0 | |
11,785,519 | 2.2 | |||
Turkey: 0.4% | ||||
277,149 | (1) | Akbank Turk AS | 245,869 | 0.1 |
20,024 | Anadolu Efes Biracilik Ve Malt Sanayii AS | 62,286 | 0.0 | |
26,575 | Aselsan Elektronik Sanayi Ve Ticaret AS | 125,455 | 0.0 | |
40,614 | BIM Birlesik Magazalar AS | 402,671 | 0.1 | |
129,365 | Eregli Demir ve Celik Fabrikalari TAS | 161,954 | 0.0 | |
6,679 | Ford Otomotiv Sanayi AS | 69,308 | 0.0 | |
67,795 | Haci Omer Sabanci Holding AS | 91,287 | 0.0 | |
70,870 | KOC Holding AS | 186,399 | 0.0 | |
16,984 | TAV Havalimanlari Holding AS | 48,117 | 0.0 | |
10,048 | (1) | Tupras Turkiye Petrol Rafine | 131,441 | 0.0 |
54,052 | (1) | Turk Hava Yollari | 98,388 | 0.0 |
See Accompanying Notes to Financial Statements
17
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
97,995 | Turkcell Iletisim Hizmet AS | 233,631 | 0.1 | |
217,827 | (1) | Turkiye Garanti Bankasi A/S | 268,582 | 0.1 |
127,764 | (1) | Turkiye Is Bankasi | 104,352 | 0.0 |
127,235 | (1) | Yapi ve Kredi Bankasi AS | 45,404 | 0.0 |
2,275,144 | 0.4 | |||
United Arab Emirates: 0.5% | ||||
256,477 | Abu Dhabi Commercial Bank PJSC | 347,536 | 0.1 | |
331,152 | Aldar Properties PJSC | 162,108 | 0.0 | |
148,127 | Dubai Islamic Bank PJSC | 154,586 | 0.0 | |
244,807 | (1) | Emaar Malls PJSC | 92,276 | 0.0 |
322,731 | (1) | Emaar Properties PJSC | 243,823 | 0.1 |
102,188 | Emirates NBD Bank PJSC | 248,949 | 0.1 | |
161,004 | Emirates Telecommunications Group Co. PJSC | 725,550 | 0.1 | |
247,411 | First Abu Dhabi Bank PJSC | 767,459 | 0.1 | |
2,742,287 | 0.5 | |||
Total Common Stock | ||||
(Cost $495,978,781) | 504,286,219 | 95.4 | ||
PREFERRED STOCK: 2.1% | ||||
Brazil: 1.4% | ||||
399,335 | Banco Bradesco SA | 1,538,418 | 0.3 | |
18,100 | Braskem SA | 78,183 | 0.0 | |
21,800 | (1) | Centrais Eletricas Brasileiras SA | 128,721 | 0.0 |
83,959 | Cia Energetica de Minas Gerais | 171,219 | 0.0 | |
6,500 | Cia Paranaense de Energia | 73,127 | 0.0 | |
100,700 | Gerdau SA | 297,206 | 0.1 | |
393,187 | Itausa SA | 698,440 | 0.1 | |
431,025 | Itau Unibanco Holding S.A. | 2,036,988 | 0.4 | |
68,498 | Lojas Americanas SA | 406,849 | 0.1 | |
422,100 | Petroleo Brasileiro SA | 1,690,542 | 0.3 | |
40,100 | Telefonica Brasil SA | 356,675 | 0.1 | |
7,476,368 | 1.4 | |||
Chile: 0.1% | ||||
34,461 | Embotelladora Andina SA | 84,327 | 0.0 | |
10,383 | Sociedad Quimica y Minera de Chile SA | 270,130 | 0.1 | |
354,457 | 0.1 | |||
Russia: 0.0% | ||||
610,123 | Surgutneftegas PJSC | 300,934 | 0.0 | |
South Korea: 0.6% | ||||
860 | Amorepacific Corp. | 51,228 | 0.0 | |
1,411 | Hyundai Motor Co. | 65,323 | 0.0 | |
2,740 | Hyundai Motor Co.- Series 2 | 131,015 | 0.0 | |
568 | LG Chem Ltd. | 119,499 | 0.0 | |
140 | LG Household & Health Care Ltd. | 84,813 | 0.0 | |
72,553 | Samsung Electronics Co., Ltd. | 2,826,252 | 0.6 | |
3,278,130 | 0.6 | |||
Total Preferred Stock | ||||
(Cost $14,820,391) | 11,409,889 | 2.1 | ||
RIGHTS: 0.0% | ||||
China: –% | ||||
3,223 | (1),(4) | Zhengqi Financial Investment Holding Co. Ltd. | – | – |
South Korea: 0.0% | ||||
3,041 | (1) | Korean Air Lines Co. Ltd | 4,361 | 0.0 |
Thailand: 0.0% | ||||
29,792 | (1) | Minor International PCL (Foreign) | 2,024 | 0.0 |
Total Rights | ||||
(Cost $19,442) | 6,385 | 0.0 | ||
Total Long-Term Investments | ||||
(Cost $510,818,614) | 515,702,493 | 97.5 | ||
Principal Amount† | Value | Percentage of Net Assets | ||
SHORT-TERM INVESTMENTS: 2.8% | ||||
Repurchase Agreements: 1.1% | ||||
381,149 | (6) | Barclays Capital, Inc., Repurchase Agreement dated 06/30/20, 0.07%, due 07/01/20 (Repurchase Amount $381,150, collateralized by various U.S. Government Securities, 0.000%-2.500%, Market Value plus accrued interest $388,772, due 02/15/26-05/15/47) | 381,149 | 0.1 |
1,285,600 | (6) | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/20, 0.10%, due 07/01/20 (Repurchase Amount $1,285,604, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $1,311,312, due 08/01/20-02/20/70) | 1,285,600 | 0.2 |
See Accompanying Notes to Financial Statements
18
Voya Emerging Markets Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
1,285,628 | (6) | Citigroup, Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,285,631, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $1,311,341, due 07/31/21-05/20/70) | 1,285,628 | 0.2 |
1,285,628 | (6) | MUFG Securities America Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,285,631, collateralized by various U.S. Government Agency Obligations, 2.500%-8.000%, Market Value plus accrued interest $1,311,341, due 08/01/23-07/01/50) | 1,285,628 | 0.3 |
1,285,628 | (6) | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,285,631, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $1,311,341, due 07/31/20-07/01/50) | 1,285,628 | 0.3 |
Total Repurchase Agreements | ||||
(Cost $5,523,633) | 5,523,633 | 1.1 | ||
Shares | Value | Percentage of Net Assets | ||
Mutual Funds: 1.7% | ||||
9,076,000 | (7) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.150% | ||
(Cost $9,076,000) | 9,076,000 | 1.7 | ||
Total Short-Term Investments | ||||
(Cost $14,599,633) | 14,599,633 | 2.8 | ||
Total Investments in Securities (Cost $525,418,247) | $ 530,302,126 | 100.3 | ||
Liabilities in Excess of Other Assets | (1,702,907) | (0.3) | ||
Net Assets | $ 528,599,219 | 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, 2020, the Portfolio held restricted securities with a fair value of $– or 0.0% of net assets. Please refer to the table below for additional details. |
(6) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
(7) | Rate shown is the 7-day yield as of June 30, 2020. |
See Accompanying Notes to Financial Statements
19
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||
COMMON STOCK: 96.6% | ||||
Australia: 6.8% | ||||
33,393 | (1) | Afterpay Touch Group Ltd. | $ 1,442,162 | 0.1 |
99,909 | AGL Energy Ltd. | 1,181,936 | 0.1 | |
537,314 | (1) | AMP Ltd. | 695,242 | 0.0 |
39,042 | Ampol Ltd. | 795,531 | 0.0 | |
184,477 | APA Group | 1,426,431 | 0.1 | |
89,853 | Aristocrat Leisure Ltd. | 1,608,948 | 0.1 | |
30,269 | ASX Ltd. | 1,799,133 | 0.1 | |
305,347 | Aurizon Holdings Ltd. | 1,039,055 | 0.1 | |
291,347 | AusNet Services | 336,614 | 0.0 | |
443,438 | Australia & New Zealand Banking Group Ltd. | 5,753,655 | 0.3 | |
874,585 | (1),(2) | BGP Holdings PLC | – | – |
460,586 | (3) | BHP Group Ltd. | 11,467,585 | 0.5 |
330,224 | BHP Group PLC | 6,757,374 | 0.3 | |
79,040 | BlueScope Steel Ltd. | 651,118 | 0.0 | |
241,289 | Brambles Ltd. | 1,829,542 | 0.1 | |
15,184 | CIMIC Group Ltd. | 255,160 | 0.0 | |
79,238 | Coca-Cola Amatil Ltd. | 477,286 | 0.0 | |
10,024 | Cochlear Ltd. | 1,316,037 | 0.1 | |
208,561 | Coles Group Ltd. | 2,479,233 | 0.1 | |
276,778 | Commonwealth Bank of Australia | 13,366,771 | 0.6 | |
76,110 | Computershare Ltd. | 704,736 | 0.0 | |
58,231 | Crown Resorts Ltd. | 392,270 | 0.0 | |
70,965 | CSL Ltd. | 14,114,111 | 0.7 | |
171,423 | Dexus | 1,100,245 | 0.1 | |
253,160 | Evolution Mining Ltd. | 1,005,672 | 0.1 | |
264,769 | Fortescue Metals Group Ltd. | 2,573,990 | 0.1 | |
257,286 | Goodman Group | 2,654,728 | 0.1 | |
304,560 | GPT Group | 884,779 | 0.0 | |
361,333 | (3) | Insurance Australia Group Ltd. | 1,450,154 | 0.1 |
103,413 | Lend Lease Corp., Ltd. | 893,821 | 0.0 | |
52,637 | Macquarie Group Ltd. | 4,368,443 | 0.2 | |
19,950 | Magellan Financial Group Ltd. | 814,667 | 0.0 | |
430,590 | Medibank Pvt Ltd. | 892,719 | 0.0 | |
615,074 | Mirvac Group | 929,130 | 0.1 | |
499,722 | National Australia Bank Ltd. | 6,332,641 | 0.3 | |
126,317 | Newcrest Mining Ltd. | 2,800,954 | 0.1 | |
115,707 | Northern Star Resources Ltd. | 1,091,231 | 0.1 | |
308,515 | Oil Search Ltd. | 683,717 | 0.0 | |
63,252 | Orica Ltd. | 731,483 | 0.0 | |
275,366 | Origin Energy Ltd. | 1,120,528 | 0.1 | |
114,212 | Qantas Airways Ltd. | 302,649 | 0.0 | |
226,843 | QBE Insurance Group Ltd. | 1,399,868 | 0.1 | |
27,957 | Ramsay Health Care Ltd. | 1,291,116 | 0.1 | |
8,237 | REA Group Ltd. | 620,685 | 0.0 | |
58,040 | Rio Tinto Ltd. | 3,974,195 | 0.2 | |
276,839 | Santos Ltd. | 1,028,889 | 0.1 | |
819,083 | Scentre Group | 1,243,481 | 0.1 | |
52,293 | Seek Ltd. | 800,022 | 0.0 | |
70,561 | Sonic Healthcare Ltd. | 1,490,018 | 0.1 | |
766,076 | South32 Ltd. - AUD | 1,084,549 | 0.1 | |
372,795 | Stockland | 864,435 | 0.0 | |
197,150 | Suncorp Group Ltd. | 1,266,862 | 0.1 | |
173,129 | (3) | Sydney Airport | 683,267 | 0.0 |
316,655 | TABCORP Holdings Ltd. | 746,878 | 0.0 | |
650,833 | Telstra Corp., Ltd. | 1,412,713 | 0.1 | |
58,026 | TPG Telecom Ltd. | 356,388 | 0.0 | |
427,623 | Transurban Group - Stapled Security | 4,193,567 | 0.2 | |
112,564 | Treasury Wine Estates Ltd. | 818,999 | 0.0 | |
607,088 | Vicinity Centres | 608,486 | 0.0 | |
16,843 | (3) | Washington H Soul Pattinson & Co. Ltd. | 228,775 | 0.0 |
177,277 | Wesfarmers Ltd. | 5,511,914 | 0.3 | |
564,689 | Westpac Banking Corp. | 7,077,445 | 0.3 | |
22,400 | (3) | WiseTech Global Ltd. | 303,026 | 0.0 |
147,327 | Woodside Petroleum Ltd. | 2,226,496 | 0.1 | |
197,192 | Woolworths Group Ltd. | 5,082,958 | 0.2 | |
144,836,513 | 6.8 | |||
Austria: 0.2% | ||||
11,382 | (1) | Andritz AG | 414,996 | 0.0 |
43,680 | (1) | Erste Group Bank AG | 1,031,618 | 0.1 |
23,026 | OMV AG | 776,983 | 0.1 | |
23,143 | (1) | Raiffeisen International Bank Holding AG | 413,640 | 0.0 |
10,646 | (3) | Verbund - Oesterreichische Elektrizitaetswirtschafts AG | 478,134 | 0.0 |
18,146 | (3) | Voestalpine AG | 391,868 | 0.0 |
3,507,239 | 0.2 | |||
Belgium: 0.9% | ||||
27,914 | Ageas | 989,260 | 0.1 | |
119,133 | Anheuser-Busch InBev SA/NV | 5,872,805 | 0.3 | |
8,658 | (1) | Colruyt S.A. | 475,837 | 0.0 |
4,830 | Elia System Operator SA/NV | 525,458 | 0.0 | |
6,572 | (1),(3) | Galapagos NV | 1,297,161 | 0.1 |
18,614 | Groupe Bruxelles Lambert S.A. | 1,559,103 | 0.1 | |
39,062 | KBC Group NV | 2,244,150 | 0.1 | |
23,783 | Proximus SADP | 484,626 | 0.0 | |
2,410 | Sofina SA | 636,365 | 0.0 | |
11,588 | Solvay S.A. | 929,653 | 0.0 | |
7,165 | Telenet Group Holding NV | 295,220 | 0.0 | |
19,767 | UCB S.A. | 2,293,879 | 0.1 | |
30,820 | Umicore SA | 1,454,823 | 0.1 | |
19,058,340 | 0.9 | |||
China: 0.2% | ||||
6,033 | (1),(3) | BeiGene Ltd. ADR | 1,136,617 | 0.1 |
578,417 | BOC Hong Kong Holdings Ltd. | 1,852,030 | 0.1 | |
269,200 | (4) | Budweiser Brewing Co. APAC Ltd. | 788,065 | 0.0 |
3,776,712 | 0.2 | |||
Denmark: 2.3% | ||||
25,526 | Ambu A/S | 806,935 | 0.0 | |
505 | AP Moller - Maersk A/S - Class A | 552,196 | 0.0 | |
1,022 | AP Moller - Maersk A/S - Class B | 1,197,792 | 0.1 | |
16,725 | Carlsberg A/S | 2,217,871 | 0.1 | |
16,492 | Chr Hansen Holding A/S | 1,701,075 | 0.1 |
See Accompanying Notes to Financial Statements
20
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
18,574 | Coloplast A/S | 2,895,092 | 0.1 | |
107,842 | (1) | Danske Bank A/S | 1,441,680 | 0.1 |
33,068 | DSV PANALPINA A/S | 4,061,907 | 0.2 | |
10,174 | (1) | Genmab A/S | 3,430,603 | 0.2 |
20,019 | GN Store Nord A/S | 1,071,625 | 0.1 | |
10,898 | H Lundbeck A/S | 411,774 | 0.0 | |
276,652 | Novo Nordisk A/S | 18,023,251 | 0.9 | |
33,386 | Novozymes A/S | 1,935,584 | 0.1 | |
29,577 | (4) | Orsted A/S | 3,413,228 | 0.2 |
15,635 | Pandora A/S | 853,898 | 0.0 | |
18,896 | Tryg A/S | 549,010 | 0.0 | |
31,098 | Vestas Wind Systems A/S | 3,184,523 | 0.1 | |
17,258 | (1),(3) | Demant A/S | 457,356 | 0.0 |
48,205,400 | 2.3 | |||
Finland: 1.1% | ||||
22,238 | Elisa OYJ | 1,353,211 | 0.1 | |
69,443 | Fortum OYJ | 1,324,836 | 0.1 | |
53,142 | Kone Oyj | 3,665,156 | 0.2 | |
16,455 | Metso Oyj | 540,767 | 0.0 | |
66,147 | Neste Oyj | 2,597,983 | 0.1 | |
883,988 | Nokia OYJ - Finland | 3,862,892 | 0.2 | |
506,570 | (1) | Nordea Bank Abp | 3,513,218 | 0.2 |
16,440 | Orion Oyj | 797,244 | 0.0 | |
73,646 | Sampo OYJ | 2,538,551 | 0.1 | |
90,956 | (3) | Stora Enso OYJ | 1,088,678 | 0.0 |
83,450 | UPM-Kymmene OYJ | 2,417,093 | 0.1 | |
69,387 | (3) | Wartsila OYJ | 575,567 | 0.0 |
24,275,196 | 1.1 | |||
France: 10.1% | ||||
29,624 | (1) | Accor S.A. | 808,483 | 0.0 |
4,642 | Aeroports de Paris | 479,241 | 0.0 | |
73,970 | Air Liquide SA | 10,695,038 | 0.5 | |
30,031 | Alstom SA | 1,399,466 | 0.1 | |
9,483 | (1),(4) | Amundi SA | 745,488 | 0.0 |
10,782 | Arkema SA | 1,036,404 | 0.1 | |
15,365 | (1) | Atos SE | 1,317,284 | 0.1 |
302,406 | (3) | AXA S.A. | 6,363,479 | 0.3 |
6,477 | BioMerieux | 889,511 | 0.0 | |
175,866 | (1) | BNP Paribas | 7,026,518 | 0.3 |
137,972 | Bollore SA | 435,351 | 0.0 | |
35,632 | (1) | Bouygues SA | 1,220,550 | 0.1 |
45,930 | (1) | Bureau Veritas SA | 974,145 | 0.0 |
25,153 | Capgemini SE | 2,902,680 | 0.1 | |
94,662 | (3) | Carrefour S.A. | 1,468,017 | 0.1 |
6,781 | (3) | Casino Guichard Perrachon S.A. | 251,223 | 0.0 |
80,903 | (1) | Cie de Saint-Gobain | 2,919,045 | 0.1 |
26,532 | Cie Generale des Etablissements Michelin SCA | 2,765,499 | 0.1 | |
26,838 | (1) | CNP Assurances | 311,277 | 0.0 |
7,504 | Covivio | 544,290 | 0.0 | |
180,409 | (1) | Credit Agricole SA | 1,713,100 | 0.1 |
96,548 | Danone | 6,701,672 | 0.3 | |
392 | (1) | Dassault Aviation SA | 359,657 | 0.0 |
20,554 | Dassault Systemes SE | 3,568,013 | 0.2 | |
38,085 | Edenred | 1,670,330 | 0.1 | |
13,024 | (1) | Eiffage SA | 1,193,861 | 0.1 |
97,051 | Electricite de France SA | 902,286 | 0.0 | |
285,569 | (1) | Engie SA | 3,541,591 | 0.2 |
44,466 | (1) | EssilorLuxottica SA | 5,718,677 | 0.3 |
6,146 | (1) | Eurazeo SE | 315,816 | 0.0 |
2,062 | (1),(3) | Eurofins Scientific SE | 1,300,569 | 0.1 |
11,870 | (1) | Faurecia SE | 466,354 | 0.0 |
7,168 | Gecina S.A. | 885,295 | 0.0 | |
68,794 | (1) | Getlink SE | 994,807 | 0.1 |
4,952 | Hermes International | 4,157,718 | 0.2 | |
4,661 | ICADE | 325,467 | 0.0 | |
2,313 | Iliad SA | 451,519 | 0.0 | |
9,463 | (1),(3) | Ingenico Group SA | 1,520,454 | 0.1 |
5,897 | Ipsen SA | 500,249 | 0.0 | |
13,309 | (1) | JC Decaux SA | 248,615 | 0.0 |
11,846 | Kering SA | 6,476,405 | 0.3 | |
30,759 | (3) | Klepierre SA | 614,833 | 0.0 |
13,438 | (4) | La Francaise des Jeux SAEM | 415,342 | 0.0 |
41,737 | Legrand S.A. | 3,171,266 | 0.2 | |
39,268 | (1) | L'Oreal S.A. | 12,673,558 | 0.6 |
43,429 | LVMH Moet Hennessy Louis Vuitton SE | 19,173,605 | 0.9 | |
147,896 | (1),(3) | Natixis SA | 390,080 | 0.0 |
311,926 | Orange SA | 3,729,984 | 0.2 | |
8,082 | Orpea | 933,494 | 0.0 | |
33,199 | Pernod Ricard SA | 5,227,702 | 0.3 | |
91,956 | (1),(3) | Peugeot S.A. | 1,507,992 | 0.1 |
33,833 | Publicis Groupe | 1,099,061 | 0.1 | |
3,528 | (3) | Remy Cointreau SA | 481,309 | 0.0 |
30,054 | (1) | Renault S.A. | 769,187 | 0.0 |
50,101 | (1) | Safran S.A. | 5,039,701 | 0.2 |
176,436 | Sanofi | 17,993,683 | 0.9 | |
4,324 | Sartorius Stedim Biotech | 1,096,291 | 0.1 | |
86,444 | Schneider Electric SE | 9,615,702 | 0.5 | |
24,791 | (1) | SCOR SE | 684,681 | 0.0 |
3,539 | SEB SA | 587,045 | 0.0 | |
59,954 | SES S.A. - Luxembourg | 409,657 | 0.0 | |
126,754 | (1) | Societe Generale | 2,119,278 | 0.1 |
13,833 | Sodexo SA | 937,983 | 0.0 | |
54,035 | Suez SA | 635,103 | 0.0 | |
9,181 | Teleperformance | 2,338,224 | 0.1 | |
16,659 | Thales S.A. | 1,348,298 | 0.1 | |
386,465 | (3) | Total SA | 14,901,410 | 0.7 |
14,148 | (1) | UbiSoft Entertainment | 1,171,597 | 0.1 |
21,636 | (3) | Unibail-Rodamco-Westfield | 1,219,546 | 0.1 |
35,802 | Valeo SA | 944,286 | 0.0 | |
84,258 | Veolia Environnement | 1,902,635 | 0.1 | |
80,564 | Vinci SA | 7,470,124 | 0.4 | |
129,646 | Vivendi SA | 3,349,998 | 0.2 | |
4,192 | Wendel SE | 400,072 | 0.0 | |
21,438 | (1),(4) | Worldline SA/France | 1,869,159 | 0.1 |
213,787,330 | 10.1 | |||
Germany: 8.4% | ||||
29,768 | (1) | Adidas AG | 7,848,349 | 0.4 |
65,225 | Allianz SE | 13,328,174 | 0.6 | |
180,147 | (1) | Aroundtown SA | 1,032,564 | 0.0 |
143,605 | BASF SE | 8,066,159 | 0.4 | |
153,603 | Bayer AG | 11,385,546 | 0.5 | |
51,767 | Bayerische Motoren Werke AG | 3,304,825 | 0.2 | |
15,760 | Beiersdorf AG | 1,792,128 | 0.1 | |
24,156 | Brenntag AG | 1,280,748 | 0.1 | |
6,293 | (1) | Carl Zeiss Meditec AG | 612,761 | 0.0 |
156,645 | (1) | Commerzbank AG | 698,142 | 0.0 |
17,199 | (1) | Continental AG | 1,690,848 | 0.1 |
27,182 | (1),(4) | Covestro AG | 1,035,310 | 0.1 |
133,816 | Daimler AG | 5,444,127 | 0.3 | |
20,014 | (1),(4) | Delivery Hero SE | 2,056,775 | 0.1 |
306,984 | (1) | Deutsche Bank AG | 2,928,644 | 0.1 |
29,707 | Deutsche Boerse AG | 5,376,251 | 0.3 | |
37,383 | (1),(3) | Deutsche Lufthansa AG | 375,044 | 0.0 |
154,663 | (1) | Deutsche Post AG | 5,679,180 | 0.3 |
521,120 | Deutsche Telekom AG | 8,743,955 | 0.4 |
See Accompanying Notes to Financial Statements
21
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
53,430 | Deutsche Wohnen SE | 2,400,899 | 0.1 | |
351,026 | E.ON AG | 3,962,249 | 0.2 | |
32,787 | Evonik Industries AG | 835,081 | 0.0 | |
6,506 | (1),(3) | Fraport AG Frankfurt Airport Services Worldwide | 284,993 | 0.0 |
65,360 | (1) | Fresenius SE & Co. KGaA | 3,248,565 | 0.2 |
33,319 | (1) | Fresenius Medical Care AG & Co. KGaA | 2,866,416 | 0.1 |
23,987 | GEA Group AG | 761,302 | 0.0 | |
9,428 | Hannover Rueck SE | 1,629,378 | 0.1 | |
23,267 | HeidelbergCement AG | 1,245,518 | 0.1 | |
16,248 | Henkel AG & Co. KGaA | 1,359,307 | 0.1 | |
3,866 | Hochtief AG | 343,993 | 0.0 | |
195,582 | Infineon Technologies AG | 4,582,892 | 0.2 | |
10,155 | KION Group AG | 625,239 | 0.0 | |
7,561 | Knorr-Bremse AG | 767,330 | 0.0 | |
12,989 | (1) | LANXESS AG | 686,875 | 0.0 |
10,790 | (1) | LEG Immobilien AG | 1,368,551 | 0.1 |
20,207 | Merck KGaA | 2,353,051 | 0.1 | |
28,153 | METRO AG | 267,176 | 0.0 | |
8,301 | (1) | MTU Aero Engines AG | 1,445,202 | 0.1 |
22,564 | Muenchener Rueckversicherungs-Gesellschaft AG | 5,875,526 | 0.3 | |
9,029 | Nemetschek SE | 620,400 | 0.0 | |
12,970 | (1) | Puma SE | 1,005,624 | 0.0 |
91,310 | RWE AG | 3,196,481 | 0.2 | |
163,266 | SAP SE | 22,822,764 | 1.1 | |
16,823 | (4) | Scout24 AG | 1,301,551 | 0.1 |
119,608 | Siemens AG | 14,106,166 | 0.7 | |
23,453 | (4) | Siemens Healthineers AG | 1,127,337 | 0.1 |
20,115 | Symrise AG | 2,350,360 | 0.1 | |
20,326 | (1) | TeamViewer AG | 1,109,837 | 0.1 |
162,800 | Telefonica Deutschland Holding AG | 480,126 | 0.0 | |
63,267 | (1),(3) | ThyssenKrupp AG | 451,362 | 0.0 |
31,470 | Uniper SE | 1,015,504 | 0.0 | |
16,026 | United Internet AG | 680,894 | 0.0 | |
5,075 | (1) | Volkswagen AG | 819,394 | 0.0 |
80,546 | Vonovia SE | 4,923,195 | 0.2 | |
23,720 | (1),(4) | Zalando SE | 1,682,702 | 0.1 |
177,282,770 | 8.4 | |||
Hong Kong: 3.0% | ||||
1,890,099 | AIA Group Ltd. | 17,686,800 | 0.8 | |
47,900 | ASM Pacific Technology Ltd. | 506,207 | 0.0 | |
204,552 | (3) | Bank of East Asia Ltd. | 468,893 | 0.0 |
404,199 | CK Asset Holdings Ltd. | 2,423,898 | 0.1 | |
422,199 | CK Hutchison Holdings Ltd. | 2,733,986 | 0.1 | |
103,402 | CK Infrastructure Holdings Ltd. | 534,512 | 0.0 | |
256,865 | CLP Holdings Ltd. | 2,522,733 | 0.1 | |
52,887 | Dairy Farm International Holdings Ltd. | 241,694 | 0.0 | |
316,823 | Hang Lung Properties Ltd. | 753,176 | 0.0 | |
119,536 | Hang Seng Bank Ltd. | 2,013,258 | 0.1 | |
227,059 | Henderson Land Development Co., Ltd. | 865,935 | 0.1 | |
414,500 | HK Electric Investments & HK Electric Investments Ltd. | 430,537 | 0.0 | |
591,867 | HKT Trust / HKT Ltd. | 868,546 | 0.1 | |
1,667,079 | Hong Kong & China Gas | 2,590,922 | 0.1 | |
187,288 | Hong Kong Exchanges and Clearing Ltd. | 7,976,920 | 0.4 | |
182,433 | Hongkong Land Holdings Ltd. - HKHGF | 758,835 | 0.1 | |
34,404 | Jardine Matheson Holdings Ltd. | 1,438,460 | 0.1 | |
34,700 | Jardine Strategic Holdings Ltd. | 748,517 | 0.0 | |
102,560 | Kerry Properties Ltd. | 266,413 | 0.0 | |
323,032 | Link REIT | 2,652,147 | 0.1 | |
34,160 | Melco Resorts & Entertainment Ltd. ADR | 530,163 | 0.0 | |
240,644 | MTR Corp. | 1,251,529 | 0.1 | |
256,274 | New World Development Co. Ltd. | 1,216,807 | 0.1 | |
244,660 | NWS Holdings Ltd. | 212,817 | 0.0 | |
664,000 | PCCW Ltd. | 379,651 | 0.0 | |
216,845 | Power Assets Holdings Ltd. | 1,184,855 | 0.1 | |
488,626 | Sino Land Co. | 618,210 | 0.0 | |
203,971 | Sun Hung Kai Properties Ltd. | 2,605,779 | 0.1 | |
77,620 | Swire Pacific Ltd. - Class A | 412,533 | 0.0 | |
183,025 | Swire Properties Ltd. | 467,294 | 0.0 | |
214,500 | Techtronic Industries Co., Ltd. | 2,122,382 | 0.1 | |
1,496,500 | (4) | WH Group Ltd. | 1,293,267 | 0.1 |
177,857 | (3) | Wharf Real Estate Investment Co. Ltd. | 853,822 | 0.1 |
120,504 | Wheelock & Co., Ltd. | 1,006,882 | 0.1 | |
62,638,380 | 3.0 | |||
Ireland: 0.7% | ||||
61,919 | CRH PLC | 2,131,258 | 0.1 | |
15,384 | DCC PLC | 1,283,694 | 0.1 | |
69,263 | James Hardie Industries SE | 1,334,598 | 0.1 | |
24,838 | Kerry Group PLC - KYG | 3,085,545 | 0.1 | |
24,055 | Kingspan Group Plc | 1,552,895 | 0.1 | |
24,131 | (1) | Flutter Entertainment PLC | 3,185,863 | 0.1 |
35,336 | Smurfit Kappa PLC | 1,187,486 | 0.1 | |
13,761,339 | 0.7 | |||
Israel: 0.6% | ||||
6,635 | Azrieli Group Ltd. | 302,403 | 0.0 | |
177,441 | Bank Hapoalim BM | 1,060,771 | 0.1 | |
229,270 | Bank Leumi Le-Israel BM | 1,152,750 | 0.1 | |
18,199 | (1) | Check Point Software Technologies | 1,955,119 | 0.1 |
5,922 | (1) | CyberArk Software Ltd. | 587,877 | 0.0 |
4,143 | Elbit Systems Ltd. | 569,342 | 0.0 | |
110,110 | ICL Group Ltd. | 327,985 | 0.0 | |
181,995 | Israel Discount Bank Ltd. | 555,082 | 0.0 | |
22,045 | Mizrahi Tefahot Bank Ltd. | 414,228 | 0.0 | |
9,715 | (1) | Nice Ltd. | 1,831,299 | 0.1 |
170,879 | (1) | Teva Pharmaceutical Industries Ltd. ADR | 2,106,938 | 0.1 |
7,998 | (1) | Wix.com Ltd. | 2,049,247 | 0.1 |
12,913,041 | 0.6 | |||
Italy: 2.0% | ||||
171,804 | Assicurazioni Generali S.p.A. | 2,609,737 | 0.1 | |
77,467 | (1) | Atlantia S.p.A | 1,253,048 | 0.1 |
90,808 | (3) | Davide Campari-Milano SpA | 767,956 | 0.0 |
See Accompanying Notes to Financial Statements
22
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
3,936 | DiaSorin SpA | 755,888 | 0.0 | |
1,271,653 | Enel S.p.A. | 10,997,770 | 0.5 | |
397,745 | ENI S.p.A. | 3,812,771 | 0.2 | |
19,708 | Ferrari NV | 3,375,873 | 0.2 | |
95,270 | (1) | FinecoBank Banca Fineco SpA | 1,289,385 | 0.1 |
63,276 | Leonardo SpA | 421,818 | 0.0 | |
37,524 | (4) | Infrastrutture Wireless Italiane SpA | 376,675 | 0.0 |
2,327,008 | (1) | Intesa Sanpaolo SpA | 4,471,768 | 0.2 |
97,102 | Mediobanca Banca di Credito Finanziario SpA | 701,199 | 0.0 | |
30,290 | (1) | Moncler SpA | 1,164,752 | 0.1 |
58,892 | (1),(4) | Nexi SpA | 1,021,215 | 0.1 |
62,540 | (1),(4) | Pirelli & C SpA | 266,065 | 0.0 |
81,684 | (4) | Poste Italiane SpA | 713,526 | 0.0 |
37,732 | Prysmian SpA | 875,315 | 0.0 | |
16,348 | Recordati S.p.A. | 818,028 | 0.0 | |
318,471 | Snam SpA | 1,552,588 | 0.1 | |
1,307,359 | (3) | Telecom Italia S.p.A. - TIT | 515,536 | 0.0 |
942,449 | Telecom Italia S.p.A. - TITR | 366,801 | 0.0 | |
219,984 | Terna Rete Elettrica Nazionale SpA | 1,517,344 | 0.1 | |
331,730 | (1) | UniCredit SpA | 3,061,594 | 0.2 |
42,706,652 | 2.0 | |||
Japan: 24.6% | ||||
5,200 | ABC-Mart, Inc. | 305,050 | 0.0 | |
62,443 | Acom Co., Ltd. | 238,958 | 0.0 | |
31,200 | Advantest Corp. | 1,780,599 | 0.1 | |
16,042 | Aeon Mall Co., Ltd. | 213,178 | 0.0 | |
102,280 | Aeon Co., Ltd. | 2,379,495 | 0.1 | |
30,221 | (3) | AGC, Inc. | 866,422 | 0.1 |
28,743 | Air Water, Inc. | 406,108 | 0.0 | |
25,311 | Aisin Seiki Co., Ltd. | 741,915 | 0.0 | |
73,028 | Ajinomoto Co., Inc. | 1,211,897 | 0.1 | |
29,368 | Alfresa Holdings Corp. | 615,593 | 0.0 | |
51,789 | Amada Co. Ltd. | 424,041 | 0.0 | |
17,989 | (1),(3) | ANA Holdings, Inc. | 411,102 | 0.0 |
18,468 | Aozora Bank Ltd. | 322,029 | 0.0 | |
60,458 | Asahi Group Holdings, Ltd. | 2,123,422 | 0.1 | |
30,500 | Asahi Intecc Co. Ltd. | 870,481 | 0.1 | |
196,153 | Asahi Kasei Corp. | 1,605,667 | 0.1 | |
291,120 | Astellas Pharma, Inc. | 4,861,576 | 0.2 | |
31,193 | Bandai Namco Holdings, Inc. | 1,641,939 | 0.1 | |
8,911 | Bank of Kyoto Ltd./The | 316,607 | 0.0 | |
11,237 | Benesse Holdings, Inc. | 301,372 | 0.0 | |
83,643 | (3) | Bridgestone Corp. | 2,699,616 | 0.1 |
34,886 | Brother Industries Ltd. | 630,289 | 0.0 | |
13,601 | Calbee, Inc. | 375,927 | 0.0 | |
156,393 | (3) | Canon, Inc. | 3,119,732 | 0.2 |
30,387 | Casio Computer Co., Ltd. | 530,119 | 0.0 | |
22,528 | Central Japan Railway Co. | 3,484,141 | 0.2 | |
82,866 | Chiba Bank Ltd. | 391,770 | 0.0 | |
100,742 | Chubu Electric Power Co., Inc. | 1,263,500 | 0.1 | |
105,018 | Chugai Pharmaceutical Co., Ltd. | 5,622,662 | 0.3 | |
45,372 | Chugoku Electric Power Co., Inc. | 604,901 | 0.0 | |
19,400 | Coca-Cola Bottlers Japan, Inc. | 351,848 | 0.0 | |
165,509 | Concordia Financial Group Ltd. | 532,121 | 0.0 | |
3,100 | Cosmos Pharmaceutical Corp. | 475,647 | 0.0 | |
15,800 | CyberAgent, Inc. | 776,628 | 0.0 | |
37,974 | Dai Nippon Printing Co., Ltd. | 873,036 | 0.1 | |
38,884 | Daicel Corp. | 301,365 | 0.0 | |
15,800 | Daifuku Co., Ltd. | 1,384,587 | 0.1 | |
168,683 | Dai-ichi Life Holdings, Inc. | 2,019,136 | 0.1 | |
88,693 | Daiichi Sankyo Co., Ltd. | 7,254,343 | 0.4 | |
38,998 | Daikin Industries Ltd. | 6,309,877 | 0.3 | |
10,081 | Daito Trust Construction Co., Ltd. | 929,079 | 0.1 | |
88,554 | Daiwa House Industry Co., Ltd. | 2,091,194 | 0.1 | |
309 | Daiwa House REIT Investment Corp. | 726,954 | 0.0 | |
225,821 | Daiwa Securities Group, Inc. | 948,652 | 0.1 | |
67,767 | Denso Corp. | 2,657,622 | 0.1 | |
33,803 | Dentsu Group, Inc. | 801,862 | 0.0 | |
4,500 | Disco Corp. | 1,097,499 | 0.1 | |
47,233 | East Japan Railway Co. | 3,273,023 | 0.2 | |
39,379 | Eisai Co., Ltd. | 3,128,620 | 0.2 | |
21,442 | Electric Power Development Co., Ltd. | 406,465 | 0.0 | |
39,652 | (3) | FamilyMart Co. Ltd. | 680,742 | 0.0 |
30,293 | Fanuc Ltd. | 5,430,626 | 0.3 | |
9,142 | Fast Retailing Co., Ltd. | 5,254,565 | 0.3 | |
19,823 | Fuji Electric Co. Ltd. | 545,607 | 0.0 | |
56,360 | Fuji Film Holdings Corp. | 2,412,305 | 0.1 | |
30,713 | Fujitsu Ltd. | 3,595,981 | 0.2 | |
26,943 | Fukuoka Financial Group, Inc. | 425,994 | 0.0 | |
569 | GLP J-Reit | 822,234 | 0.0 | |
6,400 | (3) | GMO Payment Gateway, Inc. | 669,398 | 0.0 |
36,500 | Hakuhodo DY Holdings, Inc. | 435,625 | 0.0 | |
21,942 | Hamamatsu Photonics KK | 955,459 | 0.1 | |
35,757 | Hankyu Hanshin Holdings, Inc. | 1,207,809 | 0.1 | |
3,300 | Hikari Tsushin, Inc. | 754,539 | 0.0 | |
44,932 | Hino Motors Ltd. | 304,846 | 0.0 | |
5,064 | Hirose Electric Co., Ltd. | 556,069 | 0.0 | |
8,029 | Hisamitsu Pharmaceutical Co., Inc. | 434,014 | 0.0 | |
16,810 | Hitachi Construction Machinery Co., Ltd. | 466,964 | 0.0 | |
151,191 | Hitachi Ltd. | 4,805,580 | 0.2 | |
33,510 | Hitachi Metals Ltd. | 401,645 | 0.0 | |
254,942 | Honda Motor Co., Ltd. | 6,524,901 | 0.3 | |
7,900 | Hoshizaki Corp. | 677,114 | 0.0 | |
59,137 | Hoya Corp. | 5,662,900 | 0.3 | |
47,464 | Hulic Co. Ltd. | 448,109 | 0.0 | |
30,655 | Idemitsu Kosan Co., Ltd. | 654,240 | 0.0 | |
22,991 | Iida Group Holdings Co. Ltd. | 353,334 | 0.0 | |
160,016 | Inpex Corp. | 999,182 | 0.1 | |
52,666 | Isetan Mitsukoshi Holdings Ltd. | 303,093 | 0.0 | |
86,268 | Isuzu Motors Ltd. | 783,947 | 0.0 | |
8,400 | Ito En Ltd. | 474,170 | 0.0 | |
210,616 | Itochu Corp. | 4,557,272 | 0.2 |
See Accompanying Notes to Financial Statements
23
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
15,000 | Itochu Techno-Solutions Corp. | 564,102 | 0.0 | |
17,678 | Japan Airlines Co. Ltd. | 319,009 | 0.0 | |
7,900 | Japan Airport Terminal Co., Ltd. | 337,109 | 0.0 | |
79,714 | Japan Exchange Group, Inc. | 1,846,171 | 0.1 | |
63,300 | Japan Post Bank Co. Ltd. | 470,776 | 0.0 | |
35,200 | Japan Post Insurance Co. Ltd. | 463,809 | 0.0 | |
246,300 | Japan Post Holdings Co. Ltd. | 1,757,764 | 0.1 | |
123 | Japan Prime Realty Investment Corp. | 360,835 | 0.0 | |
206 | Japan Real Estate Investment Corp. | 1,057,215 | 0.1 | |
409 | Japan Retail Fund Investment Corp. | 511,569 | 0.0 | |
187,602 | (3) | Japan Tobacco, Inc. | 3,484,286 | 0.2 |
76,902 | JFE Holdings, Inc. | 555,964 | 0.0 | |
34,439 | JGC Holdings Corp. | 363,157 | 0.0 | |
31,835 | JSR Corp. | 617,595 | 0.0 | |
32,165 | JTEKT Corp. | 251,150 | 0.0 | |
479,764 | ENEOS Holdings, Inc. | 1,710,151 | 0.1 | |
70,254 | Kajima Corp. | 840,017 | 0.1 | |
21,023 | Kakaku.com, Inc. | 535,545 | 0.0 | |
15,360 | Kamigumi Co., Ltd. | 302,077 | 0.0 | |
110,062 | Kansai Electric Power Co., Inc. | 1,066,499 | 0.1 | |
27,753 | (3) | Kansai Paint Co., Ltd. | 586,469 | 0.0 |
75,375 | Kao Corp. | 5,981,595 | 0.3 | |
22,253 | Kawasaki Heavy Industries Ltd. | 321,415 | 0.0 | |
257,801 | KDDI Corp. | 7,692,046 | 0.4 | |
15,000 | Keihan Holdings Co., Ltd. | 669,889 | 0.0 | |
34,508 | Keikyu Corp. | 528,045 | 0.0 | |
16,068 | Keio Corp. | 919,574 | 0.1 | |
20,198 | Keisei Electric Railway Co., Ltd. | 633,014 | 0.0 | |
28,488 | Keyence Corp. | 11,938,225 | 0.6 | |
22,734 | Kikkoman Corp. | 1,097,999 | 0.1 | |
26,797 | Kintetsu Group Holdings Co., Ltd. | 1,202,368 | 0.1 | |
128,656 | Kirin Holdings Co., Ltd. | 2,712,038 | 0.1 | |
7,700 | Kobayashi Pharmaceutical Co., Ltd. | 677,018 | 0.0 | |
9,600 | Kobe Bussan Co. Ltd. | 545,141 | 0.0 | |
16,300 | Koito Manufacturing Co., Ltd. | 659,491 | 0.0 | |
136,883 | Komatsu Ltd. | 2,803,436 | 0.1 | |
14,566 | Konami Holdings Corp. | 486,051 | 0.0 | |
5,200 | Kose Corp. | 629,445 | 0.0 | |
162,222 | (3) | Kubota Corp. | 2,426,637 | 0.1 |
49,967 | Kuraray Co., Ltd. | 522,891 | 0.0 | |
15,448 | Kurita Water Industries, Ltd. | 429,734 | 0.0 | |
50,194 | Kyocera Corp. | 2,739,818 | 0.1 | |
42,214 | (3) | Kyowa Kirin Co., Ltd. | 1,111,272 | 0.1 |
59,360 | Kyushu Electric Power Co., Inc. | 497,505 | 0.0 | |
23,400 | (3) | Kyushu Railway Co. | 608,020 | 0.0 |
11,800 | Lasertec Corp. | 1,115,461 | 0.1 | |
7,864 | Lawson, Inc. | 395,563 | 0.0 | |
9,400 | (1) | LINE Corp. | 473,095 | 0.0 |
35,100 | Lion Corp. | 844,212 | 0.1 | |
41,592 | LIXIL Group Corp. | 584,129 | 0.0 | |
69,000 | M3, Inc. | 2,931,198 | 0.1 | |
35,008 | Makita Corp. | 1,273,047 | 0.1 | |
258,156 | Marubeni Corp. | 1,172,648 | 0.1 | |
29,719 | (3) | Marui Group Co., Ltd. | 537,596 | 0.0 |
8,800 | Maruichi Steel Tube Ltd. | 219,343 | 0.0 | |
88,866 | Mazda Motor Corp. | 536,919 | 0.0 | |
10,400 | (3) | McDonald's Holdings Co. Japan Ltd. | 562,095 | 0.0 |
148,562 | Mebuki Financial Group, Inc. | 346,069 | 0.0 | |
28,700 | Medipal Holdings Corp. | 553,928 | 0.0 | |
17,888 | MEIJI Holdings Co., Ltd. | 1,423,458 | 0.1 | |
13,300 | (1) | Mercari, Inc. | 412,981 | 0.0 |
56,800 | Minebea Mitsumi, Inc. | 1,035,329 | 0.1 | |
44,400 | MISUMI Group, Inc. | 1,114,813 | 0.1 | |
200,148 | Mitsubishi Chemical Holdings Corp. | 1,167,197 | 0.1 | |
211,293 | Mitsubishi Corp. | 4,464,986 | 0.2 | |
285,361 | Mitsubishi Electric Corp. | 3,727,177 | 0.2 | |
184,927 | Mitsubishi Estate Co., Ltd. | 2,755,748 | 0.1 | |
24,739 | Mitsubishi Gas Chemical Co., Inc. | 376,266 | 0.0 | |
50,119 | Mitsubishi Heavy Industries Ltd. | 1,183,315 | 0.1 | |
17,451 | Mitsubishi Materials Corp. | 368,486 | 0.0 | |
104,815 | Mitsubishi Motors Corp. | 259,776 | 0.0 | |
1,911,206 | Mitsubishi UFJ Financial Group, Inc. | 7,521,599 | 0.4 | |
63,076 | Mitsubishi UFJ Lease & Finance Co., Ltd. | 300,989 | 0.0 | |
258,801 | Mitsui & Co., Ltd. | 3,834,556 | 0.2 | |
28,814 | Mitsui Chemicals, Inc. | 602,677 | 0.0 | |
145,419 | Mitsui Fudosan Co., Ltd. | 2,583,329 | 0.1 | |
13,700 | Miura Co., Ltd. | 570,882 | 0.0 | |
3,771,661 | Mizuho Financial Group, Inc. | 4,639,311 | 0.2 | |
19,600 | MonotaRO Co. Ltd. | 787,497 | 0.0 | |
69,554 | MS&AD Insurance Group Holdings, Inc. | 1,915,427 | 0.1 | |
89,844 | Murata Manufacturing Co., Ltd. | 5,296,169 | 0.3 | |
17,621 | Nabtesco Corp. | 545,320 | 0.0 | |
29,200 | (3) | Nagoya Railroad Co., Ltd. | 823,013 | 0.0 |
38,720 | NEC Corp. | 1,860,329 | 0.1 | |
75,800 | Nexon Co. Ltd. | 1,709,777 | 0.1 | |
40,969 | NGK Insulators Ltd. | 567,650 | 0.0 | |
24,485 | NGK Spark Plug Co., Ltd. | 351,920 | 0.0 | |
12,909 | NH Foods Ltd. | 519,466 | 0.0 | |
69,884 | Nidec Corp. | 4,708,000 | 0.2 | |
23,400 | Nihon M&A Center, Inc. | 1,064,185 | 0.1 | |
46,969 | Nikon Corp. | 394,461 | 0.0 | |
17,494 | Nintendo Co., Ltd. | 7,821,023 | 0.4 | |
328 | Nippon Prologis REIT, Inc. | 996,672 | 0.1 | |
199 | Nippon Building Fund, Inc. | 1,133,338 | 0.1 | |
11,522 | Nippon Express Co., Ltd. | 597,456 | 0.0 | |
22,917 | (3) | Nippon Paint Holdings Co., Ltd. | 1,671,494 | 0.1 |
7,100 | Nippon Shinyaku Co., Ltd. | 579,521 | 0.0 | |
126,280 | Nippon Steel Corp. | 1,193,277 | 0.1 | |
201,296 | Nippon Telegraph & Telephone Corp. | 4,690,087 | 0.2 | |
23,903 | Nippon Yusen KK | 338,303 | 0.0 | |
19,400 | Nissan Chemical Corp. | 998,107 | 0.1 | |
362,992 | Nissan Motor Co., Ltd. | 1,346,137 | 0.1 |
See Accompanying Notes to Financial Statements
24
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
30,967 | Nisshin Seifun Group, Inc. | 462,387 | 0.0 | |
9,917 | Nissin Food Products Co., Ltd. | 878,645 | 0.1 | |
12,506 | Nitori Co., Ltd. | 2,452,040 | 0.1 | |
24,842 | Nitto Denko Corp. | 1,408,297 | 0.1 | |
491,626 | Nomura Holdings, Inc. | 2,209,164 | 0.1 | |
18,045 | Nomura Real Estate Holdings, Inc. | 335,951 | 0.0 | |
664 | Nomura Real Estate Master Fund, Inc. | 795,271 | 0.0 | |
50,068 | Nomura Research Institute Ltd. | 1,367,494 | 0.1 | |
56,049 | NSK Ltd. | 418,273 | 0.0 | |
98,720 | NTT Data Corp. | 1,103,728 | 0.1 | |
182,554 | NTT DoCoMo, Inc. | 4,846,447 | 0.2 | |
101,515 | Obayashi Corp. | 954,390 | 0.1 | |
10,900 | Obic Co., Ltd. | 1,921,005 | 0.1 | |
46,127 | Odakyu Electric Railway Co., Ltd. | 1,132,777 | 0.1 | |
134,826 | Oji Holdings Corp. | 629,013 | 0.0 | |
182,228 | Olympus Corp. | 3,508,344 | 0.2 | |
29,023 | Omron Corp. | 1,943,910 | 0.1 | |
57,790 | Ono Pharmaceutical Co., Ltd. | 1,686,690 | 0.1 | |
6,000 | Oracle Corp. Japan | 711,676 | 0.0 | |
31,280 | Oriental Land Co., Ltd. | 4,133,531 | 0.2 | |
207,063 | ORIX Corp. | 2,571,154 | 0.1 | |
410 | Orix JREIT, Inc. | 540,435 | 0.0 | |
58,665 | Osaka Gas Co., Ltd. | 1,159,629 | 0.1 | |
16,322 | Otsuka Corp. | 862,057 | 0.1 | |
61,046 | (3) | Otsuka Holdings Co. Ltd. | 2,660,504 | 0.1 |
64,368 | Pan Pacific International Holdings Corp. | 1,417,170 | 0.1 | |
345,231 | Panasonic Corp. | 3,027,347 | 0.2 | |
16,999 | Park24 Co., Ltd. | 291,449 | 0.0 | |
14,700 | (1) | PeptiDream, Inc. | 677,309 | 0.0 |
27,800 | Persol Holdings Co. Ltd. | 383,275 | 0.0 | |
18,100 | (3) | Pigeon Corp. | 700,562 | 0.0 |
14,300 | Pola Orbis Holdings, Inc. | 249,657 | 0.0 | |
134,570 | Rakuten, Inc. | 1,188,657 | 0.1 | |
198,900 | Recruit Holdings Co. Ltd. | 6,840,211 | 0.3 | |
120,300 | (1) | Renesas Electronics Corp. | 618,391 | 0.0 |
327,013 | Resona Holdings, Inc. | 1,119,004 | 0.1 | |
104,832 | Ricoh Co., Ltd. | 752,231 | 0.0 | |
5,666 | Rinnai Corp. | 474,489 | 0.0 | |
13,750 | Rohm Co., Ltd. | 914,257 | 0.1 | |
37,300 | Ryohin Keikaku Co., Ltd. | 530,538 | 0.0 | |
56,245 | Santen Pharmaceutical Co., Ltd. | 1,035,440 | 0.1 | |
36,970 | SBI Holdings, Inc. | 802,268 | 0.0 | |
8,100 | SCSK Corp. | 396,291 | 0.0 | |
32,806 | Secom Co., Ltd. | 2,878,487 | 0.1 | |
27,010 | Sega Sammy Holdings, Inc. | 323,775 | 0.0 | |
33,800 | Seibu Holdings, Inc. | 368,156 | 0.0 | |
43,716 | (3) | Seiko Epson Corp. | 500,797 | 0.0 |
56,819 | Sekisui Chemical Co., Ltd. | 814,087 | 0.0 | |
97,185 | Sekisui House Ltd. | 1,855,472 | 0.1 | |
117,771 | Seven & I Holdings Co., Ltd. | 3,852,704 | 0.2 | |
92,207 | Seven Bank Ltd. | 252,724 | 0.0 | |
25,000 | SG Holdings Co. Ltd. | 815,841 | 0.0 | |
33,300 | Sharp Corp. | 357,127 | 0.0 | |
34,672 | Shimadzu Corp. | 925,645 | 0.1 | |
3,461 | Shimamura Co., Ltd. | 234,421 | 0.0 | |
11,555 | Shimano, Inc. | 2,221,897 | 0.1 | |
86,292 | Shimizu Corp. | 710,881 | 0.0 | |
55,389 | Shin-Etsu Chemical Co., Ltd. | 6,500,537 | 0.3 | |
24,294 | Shinsei Bank Ltd. | 293,841 | 0.0 | |
42,132 | Shionogi & Co., Ltd. | 2,643,083 | 0.1 | |
62,562 | Shiseido Co., Ltd. | 3,986,490 | 0.2 | |
66,181 | Shizuoka Bank Ltd. | 425,744 | 0.0 | |
21,100 | (3) | Showa Denko KK | 476,257 | 0.0 |
8,936 | SMC Corp. | 4,592,398 | 0.2 | |
299,400 | (3) | Softbank Corp. | 3,816,223 | 0.2 |
245,092 | SoftBank Group Corp. | 12,359,419 | 0.6 | |
11,200 | Sohgo Security Services Co., Ltd. | 522,967 | 0.0 | |
52,513 | Sompo Holdings, Inc. | 1,807,780 | 0.1 | |
199,070 | Sony Corp. | 13,741,838 | 0.7 | |
23,798 | Sony Financial Holdings, Inc. | 574,601 | 0.0 | |
14,400 | Square Enix Holdings Co., Ltd. | 729,564 | 0.0 | |
20,388 | Stanley Electric Co., Ltd. | 493,545 | 0.0 | |
96,235 | Subaru Corp. | 2,015,130 | 0.1 | |
41,300 | (3) | Sumco Corp. | 634,952 | 0.0 |
232,971 | Sumitomo Chemical Co., Ltd. | 700,963 | 0.0 | |
185,855 | Sumitomo Corp. | 2,137,599 | 0.1 | |
28,009 | �� | Sumitomo Dainippon Pharma Co. Ltd. | 388,138 | 0.0 |
117,933 | Sumitomo Electric Industries Ltd. | 1,360,440 | 0.1 | |
17,296 | Sumitomo Heavy Industries | 378,282 | 0.0 | |
36,380 | Sumitomo Metal Mining Co., Ltd. | 1,024,817 | 0.1 | |
203,951 | Sumitomo Mitsui Financial Group, Inc. | 5,755,865 | 0.3 | |
52,785 | Sumitomo Mitsui Trust Holdings, Inc. | 1,487,501 | 0.1 | |
48,396 | Sumitomo Realty & Development Co., Ltd. | 1,335,859 | 0.1 | |
26,759 | (3) | Sumitomo Rubber Industries, Inc. | 265,035 | 0.0 |
11,200 | Sundrug Co., Ltd. | 370,672 | 0.0 | |
21,734 | Suntory Beverage & Food Ltd. | 848,022 | 0.1 | |
10,517 | Suzuken Co., Ltd. | 392,912 | 0.0 | |
57,544 | Suzuki Motor Corp. | 1,964,904 | 0.1 | |
26,138 | Sysmex Corp. | 2,006,397 | 0.1 | |
84,111 | T&D Holdings, Inc. | 722,447 | 0.0 | |
18,900 | Taiheiyo Cement Corp. | 439,125 | 0.0 | |
29,861 | Taisei Corp. | 1,088,317 | 0.1 | |
5,300 | Taisho Pharmaceutical Holdings Co. Ltd. | 325,246 | 0.0 | |
23,725 | Taiyo Nippon Sanso Corp. | 396,750 | 0.0 | |
246,422 | Takeda Pharmaceutical Co., Ltd. | 8,853,442 | 0.4 | |
20,212 | TDK Corp. | 2,012,133 | 0.1 | |
27,901 | Teijin Ltd. | 444,230 | 0.0 | |
100,928 | Terumo Corp. | 3,841,600 | 0.2 | |
18,878 | THK Co., Ltd. | 470,017 | 0.0 | |
35,000 | TIS, Inc. | 741,042 | 0.0 | |
29,885 | Tobu Railway Co., Ltd. | 987,383 | 0.1 | |
17,500 | Toho Co., Ltd. | 632,120 | 0.0 | |
11,600 | Toho Gas Co., Ltd. | 579,797 | 0.0 | |
66,813 | Tohoku Electric Power Co., Inc. | 634,695 | 0.0 |
See Accompanying Notes to Financial Statements
25
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
99,888 | Tokio Marine Holdings, Inc. | 4,372,400 | 0.2 | |
6,700 | Tokyo Century Corp. | 343,081 | 0.0 | |
226,166 | (1) | Tokyo Electric Power Co., Inc. | 695,729 | 0.0 |
23,365 | Tokyo Electron Ltd. | 5,765,169 | 0.3 | |
58,772 | Tokyo Gas Co., Ltd. | 1,407,273 | 0.1 | |
78,194 | Tokyu Corp. | 1,100,843 | 0.1 | |
95,635 | Tokyu Fudosan Holdings Corp. | 449,913 | 0.0 | |
41,016 | Toppan Printing Co., Ltd. | 685,744 | 0.0 | |
216,803 | Toray Industries, Inc. | 1,023,316 | 0.1 | |
60,461 | Toshiba Corp. | 1,939,575 | 0.1 | |
40,700 | Tosoh Corp. | 559,092 | 0.0 | |
22,134 | Toto Ltd. | 851,018 | 0.1 | |
13,888 | Toyo Suisan Kaisha Ltd. | 775,976 | 0.0 | |
10,200 | Toyoda Gosei Co., Ltd. | 213,114 | 0.0 | |
22,905 | Toyota Industries Corp. | 1,217,462 | 0.1 | |
331,658 | Toyota Motor Corp. | 20,856,011 | 1.0 | |
33,254 | Toyota Tsusho Corp. | 848,021 | 0.1 | |
20,853 | Trend Micro, Inc. | 1,165,359 | 0.1 | |
5,800 | Tsuruha Holdings, Inc. | 801,056 | 0.0 | |
63,078 | Unicharm Corp. | 2,586,987 | 0.1 | |
463 | United Urban Investment Corp. | 498,674 | 0.0 | |
34,326 | USS Co., Ltd. | 550,258 | 0.0 | |
7,400 | Welcia Holdings Co. Ltd. | 597,825 | 0.0 | |
25,421 | West Japan Railway Co. | 1,425,838 | 0.1 | |
18,685 | Yakult Honsha Co., Ltd. | 1,099,313 | 0.1 | |
113,337 | Yamada Denki Co., Ltd. | 562,198 | 0.0 | |
21,007 | Yamaha Corp. | 990,796 | 0.1 | |
43,804 | Yamaha Motor Co., Ltd. | 689,911 | 0.0 | |
48,201 | Yamato Holdings Co., Ltd. | 1,046,319 | 0.1 | |
18,900 | Yamazaki Baking Co., Ltd. | 324,650 | 0.0 | |
37,542 | Yaskawa Electric Corp. | 1,305,075 | 0.1 | |
35,673 | Yokogawa Electric Corp. | 558,949 | 0.0 | |
18,569 | (3) | Yokohama Rubber Co., Ltd. | 262,566 | 0.0 |
414,744 | Z Holdings Corp. | 2,035,449 | 0.1 | |
17,100 | ZOZO, Inc. | 381,196 | 0.0 | |
522,338,320 | 24.6 | |||
Luxembourg: 0.0% | ||||
73,831 | Tenaris S.A. | 479,797 | 0.0 | |
Macau: 0.2% | ||||
339,159 | Galaxy Entertainment Group Ltd. | 2,326,546 | 0.1 | |
379,202 | Sands China Ltd. | 1,493,767 | 0.1 | |
310,365 | SJM Holdings Ltd. | 347,961 | 0.0 | |
243,679 | Wynn Macau Ltd. | 422,645 | 0.0 | |
4,590,919 | 0.2 | |||
Netherlands: 5.5% | ||||
66,136 | (4) | ABN AMRO Bank NV | 569,141 | 0.0 |
2,823 | (1),(4) | Adyen NV | 4,108,840 | 0.2 |
279,769 | Aegon NV | 826,985 | 0.0 | |
20,583 | (1) | AerCap Holdings NV | 633,956 | 0.0 |
91,837 | (1) | Airbus SE | 6,580,440 | 0.3 |
31,208 | Akzo Nobel NV | 2,803,733 | 0.1 | |
97,377 | (1) | Altice NV | 376,607 | 0.0 |
112,076 | (1),(3) | ArcelorMittal SA | 1,187,089 | 0.1 |
66,552 | ASML Holding NV | 24,345,481 | 1.2 | |
16,956 | EXOR NV | 973,223 | 0.0 | |
18,013 | Heineken Holding NV | 1,474,302 | 0.1 | |
40,526 | Heineken NV | 3,736,252 | 0.2 | |
609,265 | ING Groep NV | 4,247,111 | 0.2 | |
18,975 | (1),(3),(4) | Just Eat Takeaway.com NV | 1,983,353 | 0.1 |
172,099 | Koninklijke Ahold Delhaize NV | 4,690,375 | 0.2 | |
26,948 | Koninklijke DSM NV | 3,740,849 | 0.2 | |
558,550 | Koninklijke KPN NV | 1,485,689 | 0.1 | |
140,205 | (1),(3) | Koninklijke Philips NV | 6,540,212 | 0.3 |
10,993 | Koninklijke Vopak NV | 581,465 | 0.0 | |
45,658 | (1) | NN Group NV | 1,534,456 | 0.1 |
76,205 | (1) | Prosus NV | 7,083,860 | 0.3 |
36,090 | (1) | QIAGEN NV | 1,554,569 | 0.1 |
18,629 | Randstad NV | 832,992 | 0.0 | |
643,529 | Royal Dutch Shell PLC - Class A | 10,303,677 | 0.5 | |
582,262 | Royal Dutch Shell PLC - Class B | 8,827,234 | 0.4 | |
228,384 | Unilever NV | 12,176,868 | 0.6 | |
42,686 | Wolters Kluwer NV | 3,334,005 | 0.2 | |
116,532,764 | 5.5 | |||
New Zealand: 0.3% | ||||
115,055 | (1) | a2 Milk Co. Ltd. | 1,506,038 | 0.1 |
189,995 | Auckland International Airport Ltd. | 808,002 | 0.0 | |
89,832 | Fisher & Paykel Healthcare Corp. Ltd. | 2,069,439 | 0.1 | |
106,498 | Mercury NZ Ltd. | 324,460 | 0.0 | |
200,363 | Meridian Energy Ltd. | 624,592 | 0.0 | |
62,540 | Ryman Healthcare Ltd. | 530,586 | 0.0 | |
287,223 | Spark New Zealand Ltd. | 849,795 | 0.1 | |
6,712,912 | 0.3 | |||
Norway: 0.5% | ||||
148,249 | (1) | DNB ASA | 1,978,754 | 0.1 |
156,600 | Equinor ASA | 2,255,928 | 0.1 | |
31,270 | (1) | Gjensidige Forsikring ASA | 577,750 | 0.0 |
68,723 | (3) | Mowi ASA | 1,309,975 | 0.1 |
210,268 | (1) | Norsk Hydro ASA | 586,624 | 0.0 |
117,431 | Orkla ASA | 1,030,997 | 0.1 | |
15,324 | (1) | Schibsted ASA - Class B | 361,962 | 0.0 |
112,765 | Telenor ASA | 1,646,467 | 0.1 | |
27,684 | Yara International ASA | 965,128 | 0.0 | |
10,713,585 | 0.5 | |||
Portugal: 0.2% | ||||
400,191 | EDP - Energias de Portugal SA | 1,910,207 | 0.1 | |
78,372 | Galp Energia SGPS SA | 909,110 | 0.1 | |
39,356 | Jeronimo Martins SGPS SA | 688,725 | 0.0 | |
3,508,042 | 0.2 | |||
Singapore: 1.1% | ||||
480,856 | Ascendas Real Estate Investment Trust | 1,103,282 | 0.1 | |
422,242 | CapitaLand Commercial Trust | 516,766 | 0.0 | |
401,596 | (1) | CapitaLand Ltd. | 848,430 | 0.1 |
403,701 | CapitaLand Mall Trust | 572,824 | 0.0 | |
71,081 | City Developments Ltd. | 434,381 | 0.0 | |
280,620 | DBS Group Holdings Ltd. | 4,222,442 | 0.2 | |
945,412 | Genting Singapore Ltd. | 520,140 | 0.0 | |
15,470 | Jardine Cycle & Carriage Ltd. | 225,762 | 0.0 | |
227,404 | (3) | Keppel Corp., Ltd. | 979,412 | 0.1 |
336,100 | Mapletree Commercial Trust | 470,273 | 0.0 |
See Accompanying Notes to Financial Statements
26
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
415,900 | Mapletree Logistics Trust | 583,885 | 0.0 | |
516,922 | Oversea-Chinese Banking Corp., Ltd. | 3,369,190 | 0.2 | |
211,000 | Singapore Airlines Ltd. | 569,536 | 0.0 | |
125,651 | Singapore Exchange Ltd. | 756,125 | 0.1 | |
1,276,550 | Singapore Telecommunications Ltd. | 2,270,852 | 0.1 | |
244,106 | Singapore Technologies Engineering Ltd. | 582,619 | 0.0 | |
307,700 | Suntec Real Estate Investment Trust | 314,330 | 0.0 | |
183,956 | United Overseas Bank Ltd. | 2,687,941 | 0.1 | |
72,500 | UOL Group Ltd. | 356,461 | 0.0 | |
43,000 | Venture Corp. Ltd. | 502,528 | 0.0 | |
300,376 | Wilmar International Ltd. | 888,443 | 0.1 | |
400,600 | Yangzijiang Shipbuilding Holdings Ltd. | 269,682 | 0.0 | |
23,045,304 | 1.1 | |||
Spain: 2.3% | ||||
– | (2) | Abertis Infraestructuras SA | – | – |
39,946 | ACS Actividades de Construccion y Servicios SA | 1,026,565 | 0.0 | |
10,554 | (1),(4) | Aena SME SA | 1,411,503 | 0.1 |
67,429 | Amadeus IT Group SA | 3,540,151 | 0.2 | |
1,042,528 | Banco Bilbao Vizcaya Argentaria SA | 3,589,372 | 0.2 | |
– | (2) | Banco Popular Espanol S.A. | – | – |
2,598,252 | (1),(3) | Banco Santander SA | 6,356,493 | 0.3 |
105,404 | Bankinter S.A. | 505,212 | 0.0 | |
39,160 | (4) | Cellnex Telecom SA | 2,391,794 | 0.1 |
561,121 | CaixaBank SA | 1,200,394 | 0.0 | |
38,914 | Enagas | 951,970 | 0.0 | |
49,661 | Endesa S.A. | 1,231,897 | 0.1 | |
75,771 | Ferrovial SA - FERE | 2,025,348 | 0.1 | |
46,638 | Grifols SA | 1,418,164 | 0.1 | |
908,120 | Iberdrola S.A. - IBEE | 10,601,964 | 0.5 | |
170,551 | Industria de Diseno Textil SA | 4,525,286 | 0.2 | |
168,521 | Mapfre SA | 300,925 | 0.0 | |
46,160 | Naturgy Energy Group SA | 861,753 | 0.0 | |
67,679 | Red Electrica Corp. SA | 1,266,237 | 0.1 | |
232,609 | Repsol SA | 2,055,319 | 0.1 | |
37,274 | (1) | Siemens Gamesa Renewable Energy SA | 663,659 | 0.0 |
761,055 | Telefonica S.A. | 3,639,939 | 0.2 | |
49,563,945 | 2.3 | |||
Sweden: 2.8% | ||||
49,187 | (1) | Alfa Laval AB | 1,085,075 | 0.1 |
156,710 | Assa Abloy AB | 3,207,461 | 0.2 | |
104,992 | Atlas Copco AB - A Shares | 4,471,131 | 0.2 | |
61,011 | Atlas Copco AB - B Shares | 2,267,049 | 0.1 | |
42,764 | Boliden AB - BOLS | 980,854 | 0.0 | |
35,264 | Electrolux AB | 593,313 | 0.0 | |
103,037 | Epiroc AB - A Shares | 1,291,095 | 0.1 | |
60,972 | Epiroc AB - B Shares | 748,805 | 0.0 | |
37,250 | (3) | EQT AB | 671,651 | 0.0 |
94,825 | (1) | Essity AB | 3,074,359 | 0.1 |
19,878 | (4) | Evolution Gaming Group AB | 1,180,666 | 0.1 |
15,725 | (3) | ICA Gruppen AB | 747,481 | 0.0 |
125,607 | (3) | Hennes & Mauritz AB | 1,833,397 | 0.1 |
44,002 | (1) | Hexagon AB - B Shares | 2,584,043 | 0.1 |
65,338 | Husqvarna AB - B Shares | 537,734 | 0.0 | |
24,809 | (1) | Industrivarden AB-Class C | 565,497 | 0.0 |
23,148 | (3) | Investment AB Latour | 420,281 | 0.0 |
71,215 | Investor AB - B Shares | 3,777,806 | 0.2 | |
37,823 | Kinnevik AB | 998,425 | 0.0 | |
11,883 | (1),(3) | Lundbergforetagen AB | 541,671 | 0.0 |
29,058 | (3) | Lundin Energy AB | 709,179 | 0.0 |
48,756 | (1) | Nibe Industrier AB | 1,081,400 | 0.1 |
176,512 | (1) | Sandvik AB | 3,322,972 | 0.2 |
48,957 | (1) | Securitas AB | 662,008 | 0.0 |
254,463 | (1) | Skandinaviska Enskilda Banken AB | 2,208,878 | 0.1 |
53,186 | (1) | Skanska AB | 1,085,807 | 0.1 |
59,516 | SKF AB - B Shares | 1,112,564 | 0.1 | |
94,728 | (1),(3) | Svenska Cellulosa AB SCA | 1,133,058 | 0.1 |
243,254 | (1) | Svenska Handelsbanken AB | 2,309,775 | 0.1 |
141,592 | (1) | Swedbank AB | 1,818,166 | 0.1 |
26,572 | Swedish Match AB | 1,874,805 | 0.1 | |
78,079 | Tele2 AB | 1,039,376 | 0.0 | |
456,352 | Telefonaktiebolaget LM Ericsson | 4,230,181 | 0.2 | |
394,898 | Telia Co. AB | 1,477,393 | 0.1 | |
232,463 | (1) | Volvo AB - B Shares | 3,657,780 | 0.2 |
59,301,136 | 2.8 | |||
Switzerland: 10.3% | ||||
288,143 | ABB Ltd. | 6,535,929 | 0.3 | |
24,262 | Adecco Group AG | 1,143,604 | 0.1 | |
76,878 | (1) | Alcon, Inc. | 4,417,351 | 0.2 |
7,248 | Baloise Holding AG | 1,091,915 | 0.0 | |
4,710 | Banque Cantonale Vaudoise | 458,672 | 0.0 | |
472 | Barry Callebaut AG | 900,971 | 0.0 | |
16 | Chocoladefabriken Lindt & Sprungli AG - REG - LISN | 1,380,108 | 0.1 | |
169 | Chocoladefabriken Lindt & Sprungli AG - PC - LISP | 1,395,829 | 0.1 | |
81,615 | Cie Financiere Richemont SA | 5,264,194 | 0.2 | |
31,139 | (1),(3) | Clariant AG | 612,843 | 0.0 |
31,248 | Coca-Cola HBC AG | 782,232 | 0.0 | |
379,652 | Credit Suisse Group AG | 3,950,230 | 0.2 | |
1,280 | (3) | EMS-Chemie Holding AG | 994,436 | 0.0 |
5,791 | Geberit AG - Reg | 2,905,553 | 0.1 | |
1,444 | Givaudan | 5,397,629 | 0.3 | |
1,562,448 | Glencore PLC | 3,328,324 | 0.2 | |
81,856 | LafargeHolcim Ltd.-CHF | 3,606,251 | 0.2 | |
34,993 | Julius Baer Group Ltd. | 1,469,622 | 0.1 | |
8,443 | (1),(3) | Kuehne & Nagel International AG | 1,406,338 | 0.1 |
25,712 | Logitech International SA | 1,684,892 | 0.1 | |
11,643 | Lonza Group AG | 6,167,271 | 0.3 | |
465,299 | Nestle SA | 51,587,991 | 2.4 | |
335,883 | Novartis AG | 29,262,485 | 1.4 | |
2,922 | Partners Group | 2,661,044 | 0.1 | |
109,846 | Roche Holding AG | 38,056,096 | 1.8 |
See Accompanying Notes to Financial Statements
27
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
6,366 | Schindler Holding AG - Part Cert | 1,506,570 | 0.1 | |
3,146 | Schindler Holding AG - Reg | 745,827 | 0.0 | |
946 | SGS SA | 2,317,365 | 0.1 | |
22,168 | Sika AG | 4,273,380 | 0.2 | |
8,558 | Sonova Holding AG - Reg | 1,713,100 | 0.1 | |
99,725 | STMicroelectronics NV-STM1 | 2,718,320 | 0.1 | |
1,614 | (3) | Straumann Holding AG | 1,395,282 | 0.1 |
4,524 | Swatch Group AG - BR | 908,020 | 0.0 | |
8,226 | Swatch Group AG - Reg | 323,493 | 0.0 | |
4,990 | Swiss Life Holding AG | 1,856,374 | 0.1 | |
11,878 | Swiss Prime Site AG | 1,101,867 | 0.1 | |
46,071 | Swiss Re Ltd. | 3,572,094 | 0.2 | |
4,050 | Swisscom AG | 2,123,825 | 0.1 | |
10,238 | (3) | Temenos AG | 1,591,230 | 0.1 |
573,197 | UBS Group AG | 6,619,889 | 0.3 | |
7,114 | Vifor Pharma AG | 1,076,255 | 0.0 | |
23,391 | Zurich Insurance Group AG | 8,288,145 | 0.4 | |
218,592,846 | 10.3 | |||
United Arab Emirates: 0.0% | ||||
19,351 | NMC Health PLC | 6,870 | 0.0 | |
United Kingdom: 12.5% | ||||
152,139 | 3i Group PLC | 1,566,569 | 0.1 | |
29,847 | Admiral Group Plc | 846,427 | 0.0 | |
192,038 | Anglo American PLC | 4,427,078 | 0.2 | |
61,656 | Antofagasta PLC | 713,626 | 0.0 | |
70,486 | Ashtead Group PLC | 2,377,700 | 0.1 | |
55,700 | Associated British Foods PLC | 1,316,977 | 0.1 | |
205,161 | AstraZeneca PLC | 21,351,936 | 1.0 | |
151,048 | (4) | Auto Trader Group PLC | 983,433 | 0.0 |
10,101 | AVEVA Group PLC | 512,152 | 0.0 | |
613,165 | Aviva PLC | 2,078,240 | 0.1 | |
501,256 | BAE Systems PLC | 2,997,231 | 0.1 | |
2,708,824 | Barclays PLC | 3,821,592 | 0.2 | |
159,210 | Barratt Developments PLC | 978,523 | 0.0 | |
19,682 | Berkeley Group Holdings PLC | 1,013,624 | 0.1 | |
3,166,611 | BP PLC | 12,131,384 | 0.6 | |
358,651 | British American Tobacco PLC | 13,755,230 | 0.7 | |
137,641 | British Land Co. PLC | 658,399 | 0.0 | |
1,390,580 | BT Group PLC | 1,966,622 | 0.1 | |
52,658 | Bunzl PLC | 1,412,446 | 0.1 | |
63,270 | Burberry Group PLC | 1,250,218 | 0.1 | |
159,994 | (1) | CNH Industrial NV | 1,124,050 | 0.1 |
23,965 | Coca-Cola European Partners PLC - EUR | 909,452 | 0.0 | |
8,126 | Coca-Cola European Partners PLC - USD | 306,838 | 0.0 | |
278,888 | Compass Group PLC | 3,837,056 | 0.2 | |
60,857 | CRH PLC - London | 2,088,447 | 0.1 | |
20,152 | Croda International PLC | 1,308,885 | 0.1 | |
365,383 | Diageo PLC | 12,144,324 | 0.6 | |
214,982 | Direct Line Insurance Group PLC | 720,844 | 0.0 | |
79,452 | Evraz PLC | 281,504 | 0.0 | |
142,008 | Experian PLC | 4,984,302 | 0.2 | |
35,240 | Ferguson PLC | 2,881,444 | 0.1 | |
171,558 | (1) | Fiat Chrysler Automobiles NV | 1,735,834 | 0.1 |
784,319 | GlaxoSmithKline PLC | 15,842,950 | 0.8 | |
91,112 | GVC Holdings PLC | 835,121 | 0.0 | |
59,358 | Halma PLC | 1,691,116 | 0.1 | |
51,912 | Hargreaves Lansdown PLC | 1,046,860 | 0.1 | |
27,038 | Hikma Pharmaceuticals PLC | 741,950 | 0.0 | |
3,176,054 | HSBC Holdings PLC | 14,760,946 | 0.7 | |
147,971 | Imperial Brands PLC | 2,816,862 | 0.1 | |
234,857 | Informa PLC | 1,357,878 | 0.1 | |
27,038 | InterContinental Hotels Group PLC | 1,193,593 | 0.1 | |
25,234 | Intertek Group PLC | 1,699,531 | 0.1 | |
566,437 | ITV PLC | 523,516 | 0.0 | |
276,788 | J Sainsbury Plc | 716,313 | 0.0 | |
68,474 | JD Sports Fashion PLC | 527,019 | 0.0 | |
30,259 | Johnson Matthey PLC | 788,060 | 0.0 | |
329,920 | Kingfisher PLC | 907,669 | 0.0 | |
110,132 | Land Securities Group PLC | 752,487 | 0.0 | |
932,699 | Legal & General Group PLC | 2,542,758 | 0.1 | |
10,989,155 | Lloyds Banking Group Plc | 4,239,166 | 0.2 | |
49,214 | London Stock Exchange Group PLC | 5,118,003 | 0.2 | |
406,497 | M&G PLC | 844,066 | 0.0 | |
759,591 | Melrose Industries PLC | 1,070,673 | 0.1 | |
75,917 | Mondi PLC | 1,420,021 | 0.1 | |
548,520 | National Grid PLC | 6,692,139 | 0.3 | |
20,787 | Next PLC | 1,258,544 | 0.1 | |
72,265 | (1) | Ocado Group PLC | 1,816,039 | 0.1 |
120,033 | (3) | Pearson PLC | 854,489 | 0.0 |
49,863 | (1) | Persimmon PLC | 1,411,196 | 0.1 |
406,717 | Prudential PLC | 6,128,418 | 0.3 | |
110,970 | Reckitt Benckiser Group PLC | 10,209,033 | 0.5 | |
302,296 | Relx PLC (GBP Exchange) | 6,996,849 | 0.3 | |
289,144 | Rentokil Initial Plc | 1,828,301 | 0.1 | |
175,374 | Rio Tinto PLC | 9,869,412 | 0.5 | |
301,912 | Rolls-Royce Holdings PLC | 1,065,931 | 0.1 | |
756,356 | Royal Bank of Scotland Group PLC | 1,135,472 | 0.1 | |
161,299 | RSA Insurance Group PLC | 816,886 | 0.0 | |
170,667 | Sage Group PLC/The | 1,416,691 | 0.1 | |
19,436 | Schroders PLC | 709,367 | 0.0 | |
184,427 | Segro PLC | 2,039,752 | 0.1 | |
37,204 | Severn Trent PLC | 1,138,580 | 0.1 | |
136,744 | Smith & Nephew PLC | 2,548,030 | 0.1 | |
61,947 | Smiths Group PLC | 1,082,949 | 0.1 | |
11,518 | Spirax-Sarco Engineering PLC | 1,417,975 | 0.1 | |
161,032 | SSE PLC | 2,726,765 | 0.1 | |
83,649 | St. James's Place PLC | 983,580 | 0.0 | |
424,770 | Standard Chartered PLC | 2,302,584 | 0.1 | |
364,069 | Standard Life Aberdeen PLC | 1,206,411 | 0.1 | |
569,708 | Taylor Wimpey PLC | 1,005,536 | 0.0 | |
1,531,219 | Tesco PLC | 4,306,791 | 0.2 | |
182,700 | Unilever PLC | 9,855,001 | 0.5 | |
106,614 | United Utilities Group PLC | 1,197,989 | 0.1 | |
4,185,690 | Vodafone Group PLC | 6,654,222 | 0.3 | |
31,513 | (1) | Whitbread PLC | 866,999 | 0.0 |
376,016 | WM Morrison Supermarkets PLC | 885,792 | 0.0 |
See Accompanying Notes to Financial Statements
28
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
193,470 | WPP PLC | 1,508,348 | 0.1 | |
263,855,016 | 12.5 | |||
Total Common Stock | ||||
(Cost $1,868,783,168) | 2,045,990,368 | 96.6 | ||
PREFERRED STOCK: 0.5% | ||||
Germany: 0.5% | ||||
8,891 | Bayerische Motoren Werke AG | 431,897 | 0.0 | |
10,866 | Fuchs Petrolub AG | 436,744 | 0.0 | |
27,856 | Henkel AG & Co. KGaA | 2,598,777 | 0.1 | |
23,941 | (1) | Porsche AG | 1,386,626 | 0.1 |
5,561 | Sartorius AG | 1,835,389 | 0.1 | |
29,016 | (1) | Volkswagen AG | 4,410,415 | 0.2 |
Total Preferred Stock | ||||
(Cost $10,856,101) | 11,099,848 | 0.5 | ||
RIGHTS: 0.0% | ||||
Spain: 0.0% | ||||
42,699 | (1) | ACS Actividades de Construccion y Servicios SA | 66,609 | 0.0 |
235,557 | (1) | Repsol SA | 114,671 | 0.0 |
780,976 | (1) | Telefonica SA | 153,637 | 0.0 |
Total Rights | ||||
(Cost $366,450) | 334,917 | 0.0 | ||
Total Long-Term Investments | ||||
(Cost $1,880,005,719) | 2,057,425,133 | 97.1 | ||
Principal Amount† | Value | Percentage of Net Assets | ||
SHORT-TERM INVESTMENTS: 6.0% | ||||
Floating Rate Notes: 0.0% | ||||
575,000 | (5) | Commonwealth Bank of Australia, 0.360%, 07/06/2020 | ||
(Cost $574,995) | 574,995 | 0.0 | ||
Repurchase Agreements: 3.6% | ||||
2,666,742 | (5) | Amherst Pierpoint Securities LLC, Repurchase Agreement dated 06/30/20, 0.14%, due 07/01/20 (Repurchase Amount $2,666,752, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $2,720,077, due 08/13/20-05/20/70) | 2,666,742 | 0.1 |
5,594,196 | (5) | BNP Paribas S.A., Repurchase Agreement dated 06/30/20, 0.24%, due 07/01/20 (Repurchase Amount $5,594,233, collateralized by various U.S. Government Securities, 1.106%-6.500%, Market Value plus accrued interest $5,873,906, due 08/15/20-03/19/40) | 5,594,196 | 0.3 |
15,977,167 | (5) | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/20, 0.10%, due 07/01/20 (Repurchase Amount $15,977,211, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $16,296,710, due 08/01/20-02/20/70) | 15,977,167 | 0.7 |
3,135,767 | (5) | CF Secured LLC, Repurchase Agreement dated 06/30/20, 0.10%, due 07/01/20 (Repurchase Amount $3,135,776, collateralized by various U.S. Government/U.S. Government Agency Obligations, 2.500%-5.500%, Market Value plus accrued interest $3,198,482, due 01/01/29-06/01/50) | 3,135,767 | 0.1 |
6,734,161 | (5) | Citadel Securities LLC, Repurchase Agreement dated 06/30/20, 0.15%, due 07/01/20 (Repurchase Amount $6,734,189, collateralized by various U.S. Government Securities, 0.000%-7.625%, Market Value plus accrued interest $6,868,873, due 07/31/20-11/15/49) | 6,734,161 | 0.3 |
19,395,077 | (5) | Citigroup, Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $19,395,125, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $19,782,979, due 07/31/21-05/20/70) | 19,395,077 | 0.9 |
See Accompanying Notes to Financial Statements
29
Voya International Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
3,460,861 | (5) | Deutsche Bank Securities Inc., Repurchase Agreement dated 06/30/20, 0.07%, due 07/01/20 (Repurchase Amount $3,460,868, collateralized by various U.S. Government Securities, 0.500%, Market Value plus accrued interest $3,530,078, due 06/30/27) | 3,460,861 | 0.2 |
4,105,109 | (5) | Industrial & Comm. Bank of China, Repurchase Agreement dated 06/30/20, 0.11%, due 07/01/20 (Repurchase Amount $4,105,121, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $4,187,211, due 07/15/20-06/01/50) | 4,105,109 | 0.2 |
16,063,602 | (5) | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/20, 0.24%, due 07/01/20 (Repurchase Amount $16,063,708, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $16,422,109, due 01/15/22-02/15/47) | 16,063,602 | 0.8 |
Total Repurchase Agreements | ||||
(Cost $77,132,682) | 77,132,682 | 3.6 | ||
Shares | Value | Percentage of Net Assets | ||
Mutual Funds(5): 2.4% | ||||
1,874,000 | (5),(6) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.100% | 1,874,000 | 0.1 |
46,407,000 | (5),(6) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.150% | 46,407,000 | 2.2 |
1,874,000 | (5),(6) | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.050% | 1,874,000 | 0.1 |
Total Mutual Funds | ||||
(Cost $50,155,000) | 50,155,000 | 2.3 | ||
Total Short-Term Investments | ||||
(Cost $127,862,677) | 127,862,677 | 6.0 | ||
Total Investments in Securities (Cost $2,007,868,396) | $ 2,185,287,810 | 103.1 | ||
Liabilities in Excess of Other Assets | (66,181,957) | (3.1) | ||
Net Assets | $ 2,119,105,853 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
ADR | American Depositary Receipt |
(1) | Non-income producing security. |
(2) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
(3) | Security, or a portion of the security, is on loan. |
(4) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
(5) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
(6) | Rate shown is the 7-day yield as of June 30, 2020. |
See Accompanying Notes to Financial Statements
30
Voya Russell™ Large Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2020 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||
COMMON STOCK: 99.0% | ||||
Communication Services: 12.2% | ||||
29,911 | Activision Blizzard, Inc. | $ 2,270,245 | 0.2 | |
23,115 | (1) | Alphabet, Inc. - Class A | 32,778,226 | 2.7 |
22,816 | (1) | Alphabet, Inc. - Class C | 32,252,926 | 2.7 |
13,400 | (1) | Charter Communications, Inc. | 6,834,536 | 0.5 |
3,932 | (1) | Electronic Arts, Inc. | 519,220 | 0.0 |
238,273 | (1) | Facebook, Inc.- Class A | 54,104,650 | 4.5 |
42,198 | (1) | NetFlix, Inc. | 19,201,778 | 1.6 |
147,961,581 | 12.2 | |||
Consumer Discretionary: 16.3% | ||||
42,075 | (1) | Amazon.com, Inc. | 116,077,352 | 9.6 |
4,054 | (1) | Booking Holdings, Inc. | 6,455,346 | 0.5 |
24,961 | Dollar General Corp. | 4,755,320 | 0.4 | |
60,481 | eBay, Inc. | 3,172,229 | 0.3 | |
53,296 | Home Depot, Inc. | 13,351,181 | 1.1 | |
14,047 | Las Vegas Sands Corp. | 639,700 | 0.1 | |
74,995 | Lowe's Cos, Inc. | 10,133,324 | 0.8 | |
10,563 | McDonald's Corp. | 1,948,557 | 0.2 | |
120,191 | Nike, Inc. - Class B | 11,784,728 | 1.0 | |
28,008 | Ross Stores, Inc. | 2,387,402 | 0.2 | |
66,915 | Starbucks Corp. | 4,924,275 | 0.4 | |
14,673 | (1) | Tesla, Inc. | 15,844,052 | 1.3 |
96,288 | TJX Cos., Inc. | 4,868,321 | 0.4 | |
2,240 | Yum! Brands, Inc. | 194,678 | 0.0 | |
196,536,465 | 16.3 | |||
Consumer Staples: 4.9% | ||||
80,448 | Altria Group, Inc. | 3,157,584 | 0.3 | |
225,167 | Coca-Cola Co. | 10,060,462 | 0.8 | |
38,663 | Costco Wholesale Corp. | 11,723,008 | 1.0 | |
19,641 | Estee Lauder Cos., Inc. | 3,705,864 | 0.3 | |
36,584 | (1) | Monster Beverage Corp. | 2,536,003 | 0.2 |
101,090 | PepsiCo, Inc. | 13,370,163 | 1.1 | |
108,090 | Procter & Gamble Co. | 12,924,321 | 1.1 | |
34,212 | Sysco Corp. | 1,870,028 | 0.1 | |
59,347,433 | 4.9 | |||
Financials: 1.7% | ||||
22,741 | Aon PLC | 4,379,917 | 0.4 | |
18,852 | Intercontinental Exchange, Inc. | 1,726,843 | 0.1 | |
38,999 | Marsh & McLennan Cos., Inc. | 4,187,323 | 0.3 | |
16,108 | Moody's Corp. | 4,425,351 | 0.4 | |
16,697 | Progressive Corp. | 1,337,597 | 0.1 | |
14,095 | S&P Global, Inc. | 4,644,020 | 0.4 | |
20,701,051 | 1.7 | |||
Health Care: 13.2% | ||||
65,861 | Abbott Laboratories | 6,021,671 | 0.5 | |
164,316 | AbbVie, Inc. | 16,132,545 | 1.3 | |
58,407 | Amgen, Inc. | 13,775,875 | 1.1 | |
6,434 | Anthem, Inc. | 1,692,013 | 0.1 | |
21,160 | Baxter International, Inc. | 1,821,876 | 0.2 | |
4,887 | (1) | Biogen, Inc. | 1,307,517 | 0.1 |
81,547 | Bristol-Myers Squibb Co. | 4,794,964 | 0.4 | |
16,800 | (1) | Centene Corp. | 1,067,640 | 0.1 |
9,695 | Cigna Corp. | 1,819,267 | 0.2 | |
9,116 | (1) | DexCom, Inc. | 3,695,626 | 0.3 |
61,161 | (1) | Edwards Lifesciences Corp. | 4,226,837 | 0.4 |
83,580 | Eli Lilly & Co. | 13,722,164 | 1.1 | |
13,770 | HCA Healthcare, Inc. | 1,336,516 | 0.1 | |
4,994 | Humana, Inc. | 1,936,424 | 0.2 | |
14,553 | (1) | Illumina, Inc. | 5,389,704 | 0.4 |
11,483 | (1) | Intuitive Surgical, Inc. | 6,543,358 | 0.5 |
35,062 | Johnson & Johnson | 4,930,769 | 0.4 | |
219,092 | Merck & Co., Inc. | 16,942,384 | 1.4 | |
9,593 | (1) | Regeneron Pharmaceuticals, Inc. | 5,982,674 | 0.5 |
11,203 | Stryker Corp. | 2,018,669 | 0.2 | |
23,003 | Thermo Fisher Scientific, Inc. | 8,334,907 | 0.7 | |
77,936 | UnitedHealth Group, Inc. | 22,987,223 | 1.9 | |
25,751 | (1) | Vertex Pharmaceuticals, Inc. | 7,475,773 | 0.6 |
42,677 | Zoetis, Inc. | 5,848,456 | 0.5 | |
159,804,852 | 13.2 | |||
Industrials: 3.0% | ||||
36,800 | 3M Co. | 5,740,432 | 0.5 | |
13,831 | Illinois Tool Works, Inc. | 2,418,350 | 0.2 | |
24,552 | Lockheed Martin Corp. | 8,959,516 | 0.7 | |
14,240 | Northrop Grumman Corp. | 4,377,946 | 0.4 | |
1,424 | Roper Technologies, Inc. | 552,882 | 0.0 | |
104,027 | (1) | Uber Technologies, Inc. | 3,233,159 | 0.3 |
34,355 | Union Pacific Corp. | 5,808,400 | 0.5 | |
46,179 | United Parcel Service, Inc. - Class B | 5,134,181 | 0.4 | |
5,402 | Waste Management, Inc. | 572,126 | 0.0 | |
36,796,992 | 3.0 | |||
Information Technology: 45.0% | ||||
63,246 | Accenture PLC | 13,580,181 | 1.1 | |
47,733 | (1) | Adobe, Inc. | 20,778,652 | 1.7 |
107,590 | (1) | Advanced Micro Devices, Inc. | 5,660,310 | 0.5 |
4,414 | Analog Devices, Inc. | 541,333 | 0.0 | |
405,842 | Apple, Inc. | 148,051,162 | 12.3 | |
90,895 | Applied Materials, Inc. | 5,494,603 | 0.5 | |
12,381 | (1) | Atlassian Corp. PLC | 2,231,923 | 0.2 |
14,486 | (1) | Autodesk, Inc. | 3,464,906 | 0.3 |
36,667 | Automatic Data Processing, Inc. | 5,459,350 | 0.5 | |
36,719 | Broadcom, Inc. | 11,588,884 | 1.0 | |
3,803 | Cognizant Technology Solutions Corp. | 216,086 | 0.0 | |
925 | (1) | Dell Technologies, Inc. | 50,819 | 0.0 |
16,331 | (1) | Fiserv, Inc. | 1,594,232 | 0.1 |
25,000 | Intuit, Inc. | 7,404,750 | 0.6 | |
14,381 | Lam Research Corp. | 4,651,678 | 0.4 | |
87,539 | Mastercard, Inc. - Class A | 25,885,282 | 2.1 | |
743,069 | Microsoft Corp. | 151,221,972 | 12.5 | |
58,577 | Nvidia Corp. | 22,253,988 | 1.8 | |
172,339 | Oracle Corp. | 9,525,177 | 0.8 | |
116,530 | (1) | PayPal Holdings, Inc. | 20,303,022 | 1.7 |
111,673 | Qualcomm, Inc. | 10,185,694 | 0.8 | |
79,663 | (1) | Salesforce.com, Inc. | 14,923,270 | 1.2 |
18,854 | (1) | ServiceNow, Inc. | 7,637,001 | 0.6 |
35,822 | (1) | Square, Inc. | 3,759,161 | 0.3 |
45,359 | Texas Instruments, Inc. | 5,759,232 | 0.5 | |
167,539 | Visa, Inc. - Class A | 32,363,509 | 2.7 |
See Accompanying Notes to Financial Statements
31
Voya Russell™ Large Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2020 (Unaudited) (CONTINUED) |
7,826 | (1),(2) | VMware, Inc. | 1,211,934 | 0.1 |
17,002 | (1) | Workday, Inc. | 3,185,495 | 0.3 |
16,568 | (1),(2) | Zoom Video Communications, Inc. | 4,200,651 | 0.4 |
543,184,257 | 45.0 | |||
Materials: 0.5% | ||||
2,782 | Air Products & Chemicals, Inc. | 671,742 | 0.0 | |
4,916 | Ecolab, Inc. | 978,038 | 0.1 | |
8,172 | Sherwin-Williams Co. | 4,722,190 | 0.4 | |
6,371,970 | 0.5 | |||
Real Estate: 2.2% | ||||
43,767 | American Tower Corp. | 11,315,520 | 0.9 | |
38,457 | Crown Castle International Corp. | 6,435,779 | 0.5 | |
8,719 | Equinix, Inc. | 6,123,354 | 0.5 | |
9,757 | Public Storage, Inc. | 1,872,271 | 0.2 | |
1,479 | SBA Communications Corp. | 440,623 | 0.1 | |
26,187,547 | 2.2 | |||
Total Common Stock | ||||
(Cost $549,615,698) | 1,196,892,148 | 99.0 | ||
RIGHTS: 0.0% | ||||
Telecommunications: 0.0% | ||||
14,703 | (1) | T-Mobile US, Inc. | 2,470 | 0.0 |
Total Rights | ||||
(Cost $–) | 2,470 | 0.0 | ||
Total Long-Term Investments | ||||
(Cost $549,615,698) | 1,196,894,618 | 99.0 | ||
Principal Amount† | Value | Percentage of Net Assets | ||
SHORT-TERM INVESTMENTS: 1.3% | ||||
Repurchase Agreements: 0.2% | ||||
1,000,000 | (3) | Citigroup, Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,000,002, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $1,020,000, due 07/31/21-05/20/70) | 1,000,000 | 0.1 |
169,437 | (3) | Deutsche Bank Securities Inc., Repurchase Agreement dated 06/30/20, 0.07%, due 07/01/20 (Repurchase Amount $169,437, collateralized by various U.S. Government Securities, 0.500%, Market Value plus accrued interest $172,826, due 06/30/27) | 169,437 | 0.0 |
1,000,000 | (3) | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,000,002, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $1,020,000, due 07/31/20-07/01/50) | 1,000,000 | 0.1 |
Total Repurchase Agreements | ||||
(Cost $2,169,437) | 2,169,437 | 0.2 | ||
Shares | Value | Percentage of Net Assets | ||
Mutual Funds: 1.1% | ||||
13,476,000 | (4) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.150% | ||
(Cost $13,476,000) | 13,476,000 | 1.1 | ||
Total Short-Term Investments | ||||
(Cost $15,645,437) | 15,645,437 | 1.3 | ||
Total Investments in Securities (Cost $565,261,135) | $1,212,540,055 | 100.3 | ||
Liabilities in Excess of Other Assets | (3,993,669) | (0.3) | ||
Net Assets | $1,208,546,386 | 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) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
(4) | Rate shown is the 7-day yield as of June 30, 2020. |
See Accompanying Notes to Financial Statements
32
Voya Russell™ Large Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2020 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||
COMMON STOCK: 99.2% | ||||
Communication Services: 12.2% | ||||
34,854 | Activision Blizzard, Inc. | $ 2,645,419 | 0.3 | |
13,710 | (1) | Alphabet, Inc. - Class A | 19,441,465 | 2.0 |
13,534 | (1) | Alphabet, Inc. - Class C | 19,131,798 | 1.9 |
325,688 | AT&T, Inc. | 9,845,548 | 1.0 | |
6,830 | (1) | Charter Communications, Inc. | 3,483,573 | 0.3 |
206,963 | Comcast Corp. – Class A | 8,067,418 | 0.8 | |
13,021 | (1) | Electronic Arts, Inc. | 1,719,423 | 0.2 |
109,673 | (1) | Facebook, Inc.- Class A | 24,903,448 | 2.5 |
19,423 | (1) | NetFlix, Inc. | 8,838,242 | 0.9 |
24,210 | (1) | T-Mobile US, Inc. | 2,521,472 | 0.3 |
189,248 | Verizon Communications, Inc. | 10,433,242 | 1.1 | |
82,545 | Walt Disney Co. | 9,204,593 | 0.9 | |
120,235,641 | 12.2 | |||
Consumer Discretionary: 11.2% | ||||
19,367 | (1) | Amazon.com, Inc. | 53,430,067 | 5.4 |
1,866 | (1) | Booking Holdings, Inc. | 2,971,306 | 0.3 |
11,489 | Dollar General Corp. | 2,188,769 | 0.2 | |
30,458 | eBay, Inc. | 1,597,522 | 0.2 | |
57,028 | General Motors Co. | 1,442,808 | 0.1 | |
49,063 | Home Depot, Inc. | 12,290,772 | 1.2 | |
15,142 | Las Vegas Sands Corp. | 689,567 | 0.1 | |
34,519 | Lowe's Cos, Inc. | 4,664,207 | 0.5 | |
12,256 | Marriott International, Inc. | 1,050,707 | 0.1 | |
34,000 | McDonald's Corp. | 6,271,980 | 0.6 | |
55,322 | Nike, Inc. - Class B | 5,424,322 | 0.6 | |
15,935 | Ross Stores, Inc. | 1,358,299 | 0.1 | |
53,379 | Starbucks Corp. | 3,928,161 | 0.4 | |
22,821 | Target Corp. | 2,736,923 | 0.3 | |
6,754 | (1) | Tesla, Inc. | 7,293,037 | 0.7 |
54,716 | TJX Cos., Inc. | 2,766,441 | 0.3 | |
13,747 | Yum! Brands, Inc. | 1,194,752 | 0.1 | |
111,299,640 | 11.2 | |||
Consumer Staples: 7.1% | ||||
84,929 | Altria Group, Inc. | 3,333,463 | 0.3 | |
176,560 | Coca-Cola Co. | 7,888,701 | 0.8 | |
38,479 | Colgate-Palmolive Co. | 2,818,972 | 0.3 | |
7,278 | Constellation Brands, Inc. | 1,273,286 | 0.1 | |
20,154 | Costco Wholesale Corp. | 6,110,894 | 0.6 | |
10,113 | Estee Lauder Cos., Inc. | 1,908,121 | 0.2 | |
27,695 | General Mills, Inc. | 1,707,397 | 0.2 | |
15,570 | Keurig Dr Pepper, Inc. | 442,188 | 0.1 | |
15,503 | Kimberly-Clark Corp. | 2,191,349 | 0.2 | |
29,532 | Kraft Heinz Co. | 941,775 | 0.1 | |
64,484 | Mondelez International, Inc. | 3,297,067 | 0.3 | |
16,839 | (1) | Monster Beverage Corp. | 1,167,279 | 0.1 |
63,393 | PepsiCo, Inc. | 8,384,358 | 0.9 | |
71,066 | Philip Morris International, Inc. | 4,978,884 | 0.5 | |
111,303 | Procter & Gamble Co. | 13,308,500 | 1.4 | |
22,117 | Sysco Corp. | 1,208,915 | 0.1 | |
33,445 | Walgreens Boots Alliance, Inc. | 1,417,734 | 0.1 | |
63,645 | Walmart, Inc. | 7,623,398 | 0.8 | |
70,002,281 | 7.1 | |||
Energy: 2.5% | ||||
85,384 | Chevron Corp. | 7,618,814 | 0.8 | |
49,038 | ConocoPhillips | 2,060,577 | 0.2 | |
26,576 | EOG Resources, Inc. | 1,346,340 | 0.1 | |
193,300 | Exxon Mobil Corp. | 8,644,376 | 0.9 | |
88,758 | Kinder Morgan, Inc. | 1,346,459 | 0.1 | |
19,908 | Phillips 66 | 1,431,385 | 0.2 | |
63,358 | Schlumberger Ltd. | 1,165,154 | 0.1 | |
18,592 | Valero Energy Corp. | 1,093,581 | 0.1 | |
24,706,686 | 2.5 | |||
Financials: 9.7% | ||||
32,395 | Aflac, Inc. | 1,167,192 | 0.1 | |
14,304 | Allstate Corp. | 1,387,345 | 0.1 | |
29,860 | American Express Co. | 2,842,672 | 0.3 | |
39,333 | American International Group, Inc. | 1,226,403 | 0.1 | |
10,467 | Aon PLC | 2,015,944 | 0.2 | |
353,272 | Bank of America Corp. | 8,390,210 | 0.9 | |
36,438 | Bank of New York Mellon Corp. | 1,408,329 | 0.1 | |
89,045 | (1) | Berkshire Hathaway, Inc. – Class B | 15,895,423 | 1.6 |
6,721 | BlackRock, Inc. | 3,656,829 | 0.4 | |
20,655 | Capital One Financial Corp. | 1,292,796 | 0.1 | |
52,737 | Charles Schwab Corp. | 1,779,346 | 0.2 | |
20,523 | Chubb Ltd. | 2,598,622 | 0.3 | |
95,096 | Citigroup, Inc. | 4,859,406 | 0.5 | |
16,206 | CME Group, Inc. | 2,634,123 | 0.3 | |
15,126 | Goldman Sachs Group, Inc. | 2,989,200 | 0.3 | |
24,651 | Intercontinental Exchange, Inc. | 2,258,032 | 0.2 | |
138,343 | JPMorgan Chase & Co. | 13,012,543 | 1.3 | |
23,102 | Marsh & McLennan Cos., Inc. | 2,480,462 | 0.3 | |
35,103 | Metlife, Inc. | 1,281,962 | 0.1 | |
7,414 | Moody's Corp. | 2,036,848 | 0.2 | |
50,347 | Morgan Stanley | 2,431,760 | 0.3 | |
19,361 | PNC Financial Services Group, Inc. | 2,036,971 | 0.2 | |
26,686 | Progressive Corp. | 2,137,815 | 0.2 | |
10,996 | S&P Global, Inc. | 3,622,962 | 0.4 | |
11,536 | Travelers Cos, Inc. | 1,315,681 | 0.1 | |
61,493 | Truist Financial Corp. | 2,309,062 | 0.2 | |
62,053 | US Bancorp | 2,284,791 | 0.2 | |
171,487 | Wells Fargo & Co. | 4,390,067 | 0.5 | |
95,742,796 | 9.7 | |||
Health Care: 14.9% | ||||
78,945 | Abbott Laboratories | 7,217,941 | 0.7 | |
80,460 | AbbVie, Inc. | 7,899,563 | 0.8 | |
26,884 | Amgen, Inc. | 6,340,860 | 0.6 | |
11,524 | Anthem, Inc. | 3,030,582 | 0.3 | |
23,245 | Baxter International, Inc. | 2,001,395 | 0.2 | |
12,321 | Becton Dickinson & Co. | 2,948,046 | 0.3 | |
7,424 | (1) | Biogen, Inc. | 1,986,291 | 0.2 |
63,808 | (1) | Boston Scientific Corp. | 2,240,299 | 0.2 |
103,402 | Bristol-Myers Squibb Co. | 6,080,038 | 0.6 | |
26,212 | (1) | Centene Corp. | 1,665,773 | 0.2 |
16,527 | Cigna Corp. | 3,101,292 | 0.3 | |
59,701 | CVS Health Corp. | 3,878,774 | 0.4 |
See Accompanying Notes to Financial Statements
33
Voya Russell™ Large Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2020 (Unaudited) (continued) |
28,592 | Danaher Corp. | 5,055,923 | 0.5 | |
4,196 | (1) | DexCom, Inc. | 1,701,058 | 0.2 |
28,152 | (1) | Edwards Lifesciences Corp. | 1,945,585 | 0.2 |
38,471 | Eli Lilly & Co. | 6,316,169 | 0.6 | |
57,347 | Gilead Sciences, Inc. | 4,412,278 | 0.4 | |
12,165 | HCA Healthcare, Inc. | 1,180,735 | 0.1 | |
6,034 | Humana, Inc. | 2,339,684 | 0.2 | |
6,699 | (1) | Illumina, Inc. | 2,480,975 | 0.3 |
5,286 | (1) | Intuitive Surgical, Inc. | 3,012,121 | 0.3 |
120,437 | Johnson & Johnson | 16,937,055 | 1.7 | |
61,263 | Medtronic PLC | 5,617,817 | 0.6 | |
115,383 | Merck & Co., Inc. | 8,922,567 | 0.9 | |
253,984 | Pfizer, Inc. | 8,305,277 | 0.8 | |
4,416 | (1) | Regeneron Pharmaceuticals, Inc. | 2,754,038 | 0.3 |
15,818 | Stryker Corp. | 2,850,245 | 0.3 | |
18,038 | Thermo Fisher Scientific, Inc. | 6,535,889 | 0.7 | |
43,116 | UnitedHealth Group, Inc. | 12,717,064 | 1.3 | |
11,853 | (1) | Vertex Pharmaceuticals, Inc. | 3,441,044 | 0.4 |
21,706 | Zoetis, Inc. | 2,974,590 | 0.3 | |
147,890,968 | 14.9 | |||
Industrials: 6.2% | ||||
25,664 | 3M Co. | 4,003,327 | 0.4 | |
24,387 | Boeing Co. | 4,470,137 | 0.4 | |
24,726 | Caterpillar, Inc. | 3,127,839 | 0.3 | |
34,821 | CSX Corp. | 2,428,417 | 0.2 | |
12,874 | Deere & Co. | 2,023,149 | 0.2 | |
18,256 | Eaton Corp. PLC | 1,597,035 | 0.2 | |
27,165 | Emerson Electric Co. | 1,685,045 | 0.2 | |
11,029 | FedEx Corp. | 1,546,487 | 0.2 | |
11,576 | General Dynamics Corp. | 1,730,149 | 0.2 | |
396,846 | General Electric Co. | 2,710,458 | 0.3 | |
32,068 | Honeywell International, Inc. | 4,636,712 | 0.5 | |
14,371 | Illinois Tool Works, Inc. | 2,512,769 | 0.2 | |
9,830 | L3Harris Technologies, Inc. | 1,667,856 | 0.2 | |
11,301 | Lockheed Martin Corp. | 4,123,961 | 0.4 | |
11,686 | Norfolk Southern Corp. | 2,051,711 | 0.2 | |
7,132 | Northrop Grumman Corp. | 2,192,662 | 0.2 | |
65,102 | Raytheon Technologies Corp. | 4,011,585 | 0.4 | |
4,751 | Roper Technologies, Inc. | 1,844,623 | 0.2 | |
62,265 | (1) | Uber Technologies, Inc. | 1,935,196 | 0.2 |
31,006 | Union Pacific Corp. | 5,242,185 | 0.5 | |
32,205 | United Parcel Service, Inc. - Class B | 3,580,552 | 0.4 | |
19,274 | Waste Management, Inc. | 2,041,309 | 0.2 | |
61,163,164 | 6.2 | |||
Information Technology: 29.8% | ||||
29,111 | Accenture PLC | 6,250,714 | 0.6 | |
21,971 | (1) | Adobe, Inc. | 9,564,196 | 1.0 |
53,249 | (1) | Advanced Micro Devices, Inc. | 2,801,430 | 0.3 |
16,792 | Analog Devices, Inc. | 2,059,371 | 0.2 | |
186,802 | Apple, Inc. | 68,145,370 | 6.9 | |
41,838 | Applied Materials, Inc. | 2,529,107 | 0.3 | |
5,699 | (1) | Atlassian Corp. PLC | 1,027,359 | 0.1 |
10,011 | (1) | Autodesk, Inc. | 2,394,531 | 0.2 |
19,625 | Automatic Data Processing, Inc. | 2,921,966 | 0.3 | |
17,828 | Broadcom, Inc. | 5,626,695 | 0.6 | |
193,944 | Cisco Systems, Inc. | 9,045,548 | 0.9 | |
24,655 | Cognizant Technology Solutions Corp. | 1,400,897 | 0.1 | |
6,975 | (1) | Dell Technologies, Inc. | 383,206 | 0.0 |
28,198 | Fidelity National Information Services, Inc. | 3,781,070 | 0.4 | |
25,481 | (1) | Fiserv, Inc. | 2,487,455 | 0.3 |
13,590 | Global Payments, Inc. | 2,305,136 | 0.2 | |
193,597 | Intel Corp. | 11,582,909 | 1.2 | |
40,575 | International Business Machines Corp. | 4,900,243 | 0.5 | |
11,507 | Intuit, Inc. | 3,408,258 | 0.3 | |
6,619 | Lam Research Corp. | 2,140,982 | 0.2 | |
40,293 | Mastercard, Inc. - Class A | 11,914,640 | 1.2 | |
50,779 | (1) | Micron Technology, Inc. | 2,616,134 | 0.3 |
342,022 | Microsoft Corp. | 69,604,897 | 7.0 | |
26,965 | Nvidia Corp. | 10,244,273 | 1.0 | |
90,142 | Oracle Corp. | 4,982,148 | 0.5 | |
53,637 | (1) | PayPal Holdings, Inc. | 9,345,175 | 0.9 |
51,401 | Qualcomm, Inc. | 4,688,285 | 0.5 | |
39,555 | (1) | Salesforce.com, Inc. | 7,409,838 | 0.8 |
8,678 | (1) | ServiceNow, Inc. | 3,515,111 | 0.4 |
16,488 | (1) | Square, Inc. | 1,730,251 | 0.2 |
41,924 | Texas Instruments, Inc. | 5,323,090 | 0.5 | |
77,116 | Visa, Inc. - Class A | 14,896,498 | 1.5 | |
3,602 | (1),(2) | VMware, Inc. | 557,806 | 0.1 |
7,826 | (1) | Workday, Inc. | 1,466,279 | 0.1 |
7,626 | (1),(2) | Zoom Video Communications, Inc. | 1,933,496 | 0.2 |
294,984,364 | 29.8 | |||
Materials: 1.8% | ||||
10,082 | Air Products & Chemicals, Inc. | 2,434,400 | 0.3 | |
33,864 | Dow, Inc. | 1,380,297 | 0.2 | |
33,552 | DowDuPont, Inc. | 1,782,618 | 0.2 | |
11,370 | Ecolab, Inc. | 2,262,061 | 0.2 | |
23,989 | Linde Public Ltd. | 5,088,307 | 0.5 | |
36,649 | Newmont Corp. | 2,262,709 | 0.2 | |
3,761 | Sherwin-Williams Co. | 2,173,294 | 0.2 | |
3,791 | Southern Copper Corp. | 150,768 | 0.0 | |
17,534,454 | 1.8 | |||
Real Estate: 1.9% | ||||
20,145 | American Tower Corp. | 5,208,288 | 0.5 | |
18,972 | Crown Castle International Corp. | 3,174,964 | 0.3 | |
12,194 | Digital Realty Trust, Inc. | 1,732,889 | 0.2 | |
4,013 | Equinix, Inc. | 2,818,330 | 0.3 | |
33,609 | ProLogis, Inc. | 3,136,728 | 0.3 | |
6,877 | Public Storage, Inc. | 1,319,628 | 0.1 | |
5,043 | SBA Communications Corp. | 1,502,411 | 0.2 | |
18,893,238 | 1.9 | |||
Utilities: 1.9% | ||||
22,663 | American Electric Power Co., Inc. | 1,804,881 | 0.2 | |
38,287 | Dominion Energy, Inc. | 3,108,139 | 0.3 | |
33,542 | Duke Energy Corp. | 2,679,670 | 0.3 | |
44,427 | Exelon Corp. | 1,612,256 | 0.2 | |
22,351 | NextEra Energy, Inc. | 5,368,040 | 0.5 | |
13,372 | Sempra Energy | 1,567,600 | 0.2 |
See Accompanying Notes to Financial Statements
34
Voya Russell™ Large Cap Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2020 (Unaudited) (continued) |
48,220 | Southern Co. | 2,500,207 | 0.2 | |
18,640,793 | 1.9 | |||
Total Common Stock | ||||
(Cost $318,696,833) | 981,094,025 | 99.2 |
RIGHTS: 0.0% | ||||
Telecommunications: 0.0% | ||||
17,138 | (1) | T-Mobile US, Inc. | 2,879 | 0.0 |
Total Rights | ||||
(Cost $–) | 2,879 | 0.0 | ||
Total Long-Term Investments | ||||
(Cost $318,696,833) | 981,096,904 | 99.2 |
Principal Amount† | Value | Percentage of Net Assets | ||
SHORT-TERM INVESTMENTS: 1.0% | ||||
Repurchase Agreements: 0.3% | ||||
1,000,000 | (3) | Citigroup, Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,000,002, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $1,020,000, due 07/31/21-05/20/70) | 1,000,000 | 0.1 |
796,730 | (3) | Daiwa Capital Markets, Repurchase Agreement dated 06/30/20, 0.10%, due 07/01/20 (Repurchase Amount $796,732, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $812,665, due 07/28/20-03/01/52) | 796,730 | 0.1 |
1,000,000 | (3) | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,000,002, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $1,020,000, due 07/31/20-07/01/50) | 1,000,000 | 0.1 |
Total Repurchase Agreements | ||||
(Cost $2,796,730) | 2,796,730 | 0.3 | ||
Shares | Value | Percentage of Net Assets | ||
Mutual Funds: 0.7% | ||||
7,065,000 | (4) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.150% | ||
(Cost $7,065,000) | 7,065,000 | 0.7 | ||
Total Short-Term Investments | ||||
(Cost $9,861,730) | 9,861,730 | 1.0 |
Total Investments in Securities (Cost $328,558,563) | $ 990,958,634 | 100.2 | ||
Liabilities in Excess of Other Assets | (2,276,120) | (0.2) | ||
Net Assets | $ 988,682,514 | 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) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
(4) | Rate shown is the 7-day yield as of June 30, 2020. |
See Accompanying Notes to Financial Statements
35
Voya Russell™ Large Cap Value Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2020 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||
COMMON STOCK: 99.0% | ||||
Communication Services: 12.0% | ||||
37,766 | Activision Blizzard, Inc. | $ 2,866,439 | 0.4 | |
5,500 | (1) | Alphabet, Inc. - Class A | 7,799,275 | 1.0 |
5,429 | (1) | Alphabet, Inc. - Class C | 7,674,489 | 1.0 |
583,296 | AT&T, Inc. | 17,633,038 | 2.3 | |
1,187 | (1) | Charter Communications, Inc. | 605,417 | 0.1 |
370,663 | Comcast Corp. – Class A | 14,448,444 | 1.8 | |
20,079 | (1) | Electronic Arts, Inc. | 2,651,432 | 0.3 |
43,359 | (1) | T-Mobile US, Inc. | 4,515,840 | 0.6 |
338,937 | Verizon Communications, Inc. | 18,685,597 | 2.4 | |
147,834 | Walt Disney Co. | 16,484,969 | 2.1 | |
93,364,940 | 12.0 | |||
Consumer Discretionary: 4.8% | ||||
4,691 | eBay, Inc. | 246,043 | 0.0 | |
102,136 | General Motors Co. | 2,584,041 | 0.3 | |
43,935 | Home Depot, Inc. | 11,006,157 | 1.4 | |
15,539 | Las Vegas Sands Corp. | 707,646 | 0.1 | |
21,951 | Marriott International, Inc. | 1,881,859 | 0.3 | |
52,186 | McDonald's Corp. | 9,626,752 | 1.2 | |
5,451 | Ross Stores, Inc. | 464,643 | 0.1 | |
40,439 | Starbucks Corp. | 2,975,906 | 0.4 | |
40,872 | Target Corp. | 4,901,779 | 0.6 | |
18,619 | TJX Cos., Inc. | 941,377 | 0.1 | |
22,774 | Yum! Brands, Inc. | 1,979,288 | 0.3 | |
37,315,491 | 4.8 | |||
Consumer Staples: 9.8% | ||||
85,788 | Altria Group, Inc. | 3,367,179 | 0.4 | |
130,596 | Coca-Cola Co. | 5,835,029 | 0.8 | |
68,914 | Colgate-Palmolive Co. | 5,048,640 | 0.6 | |
13,034 | Constellation Brands, Inc. | 2,280,298 | 0.3 | |
4,223 | Costco Wholesale Corp. | 1,280,456 | 0.2 | |
1,920 | Estee Lauder Cos., Inc. | 362,266 | 0.0 | |
49,601 | General Mills, Inc. | 3,057,902 | 0.4 | |
27,886 | Keurig Dr Pepper, Inc. | 791,962 | 0.1 | |
27,765 | Kimberly-Clark Corp. | 3,924,583 | 0.5 | |
52,890 | Kraft Heinz Co. | 1,686,662 | 0.2 | |
115,489 | Mondelez International, Inc. | 5,904,952 | 0.8 | |
30,200 | PepsiCo, Inc. | 3,994,252 | 0.5 | |
127,277 | Philip Morris International, Inc. | 8,917,027 | 1.1 | |
110,235 | Procter & Gamble Co. | 13,180,799 | 1.7 | |
11,408 | Sysco Corp. | 623,561 | 0.1 | |
59,898 | Walgreens Boots Alliance, Inc. | 2,539,076 | 0.3 | |
113,986 | Walmart, Inc. | 13,653,243 | 1.8 | |
76,447,887 | 9.8 | |||
Energy: 5.7% | ||||
152,920 | Chevron Corp. | 13,645,052 | 1.8 | |
87,826 | ConocoPhillips | 3,690,449 | 0.5 | |
47,597 | EOG Resources, Inc. | 2,411,264 | 0.3 | |
346,193 | Exxon Mobil Corp. | 15,481,751 | 2.0 | |
158,962 | Kinder Morgan, Inc. | 2,411,454 | 0.3 | |
35,655 | Phillips 66 | 2,563,594 | 0.3 | |
113,473 | Schlumberger Ltd. | 2,086,768 | 0.3 | |
33,298 | Valero Energy Corp. | 1,958,588 | 0.2 | |
44,248,920 | 5.7 | |||
Financials: 19.8% | ||||
58,018 | Aflac, Inc. | 2,090,389 | 0.3 | |
25,619 | Allstate Corp. | 2,484,787 | 0.3 | |
53,478 | American Express Co. | 5,091,106 | 0.7 | |
70,445 | American International Group, Inc. | 2,196,475 | 0.3 | |
632,698 | Bank of America Corp. | 15,026,577 | 1.9 | |
65,259 | Bank of New York Mellon Corp. | 2,522,260 | 0.3 | |
159,476 | (1) | Berkshire Hathaway, Inc. – Class B | 28,468,061 | 3.7 |
12,038 | BlackRock, Inc. | 6,549,755 | 0.8 | |
36,993 | Capital One Financial Corp. | 2,315,392 | 0.3 | |
94,450 | Charles Schwab Corp. | 3,186,743 | 0.4 | |
36,755 | Chubb Ltd. | 4,653,918 | 0.6 | |
170,313 | Citigroup, Inc. | 8,702,994 | 1.1 | |
29,024 | CME Group, Inc. | 4,717,561 | 0.6 | |
27,090 | Goldman Sachs Group, Inc. | 5,353,526 | 0.7 | |
28,608 | Intercontinental Exchange, Inc. | 2,620,493 | 0.3 | |
247,767 | JPMorgan Chase & Co. | 23,304,964 | 3.0 | |
9,227 | Marsh & McLennan Cos., Inc. | 990,703 | 0.1 | |
62,868 | Metlife, Inc. | 2,295,939 | 0.3 | |
90,169 | Morgan Stanley | 4,355,163 | 0.6 | |
34,675 | PNC Financial Services Group, Inc. | 3,648,157 | 0.5 | |
34,029 | Progressive Corp. | 2,726,063 | 0.4 | |
8,074 | S&P Global, Inc. | 2,660,221 | 0.3 | |
20,661 | Travelers Cos, Inc. | 2,356,387 | 0.3 | |
110,132 | Truist Financial Corp. | 4,135,457 | 0.5 | |
111,134 | US Bancorp | 4,091,954 | 0.5 | |
307,127 | Wells Fargo & Co. | 7,862,451 | 1.0 | |
154,407,496 | 19.8 | |||
Health Care: 17.1% | ||||
87,094 | Abbott Laboratories | 7,963,005 | 1.0 | |
8,646 | AbbVie, Inc. | 848,864 | 0.1 | |
15,335 | Anthem, Inc. | 4,032,798 | 0.5 | |
24,188 | Baxter International, Inc. | 2,082,587 | 0.3 | |
22,067 | Becton Dickinson & Co. | 5,279,971 | 0.7 | |
9,268 | (1) | Biogen, Inc. | 2,479,654 | 0.3 |
114,279 | (1) | Boston Scientific Corp. | 4,012,336 | 0.5 |
117,965 | Bristol-Myers Squibb Co. | 6,936,342 | 0.9 | |
33,097 | (1) | Centene Corp. | 2,103,314 | 0.3 |
21,608 | Cigna Corp. | 4,054,741 | 0.5 | |
106,922 | CVS Health Corp. | 6,946,722 | 0.9 | |
51,207 | Danaher Corp. | 9,054,934 | 1.2 | |
102,706 | Gilead Sciences, Inc. | 7,902,200 | 1.0 | |
10,436 | HCA Healthcare, Inc. | 1,012,918 | 0.1 | |
6,689 | Humana, Inc. | 2,593,660 | 0.3 | |
186,794 | Johnson & Johnson | 26,268,840 | 3.4 | |
109,720 | Medtronic PLC | 10,061,324 | 1.3 | |
26,037 | Merck & Co., Inc. | 2,013,441 | 0.3 | |
454,877 | Pfizer, Inc. | 14,874,478 | 1.9 | |
19,094 | Stryker Corp. | 3,440,548 | 0.4 | |
13,342 | Thermo Fisher Scientific, Inc. | 4,834,340 | 0.6 | |
12,973 | UnitedHealth Group, Inc. | 3,826,386 | 0.5 |
See Accompanying Notes to Financial Statements
36
Voya Russell™ Large Cap Value Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2020 (Unaudited) (CONTINUED) |
3,693 | Zoetis, Inc. | 506,089 | 0.1 | |
133,129,492 | 17.1 | |||
Industrials: 10.2% | ||||
15,628 | 3M Co. | 2,437,812 | 0.3 | |
43,677 | Boeing Co. | 8,005,994 | 1.0 | |
44,284 | Caterpillar, Inc. | 5,601,926 | 0.7 | |
62,363 | CSX Corp. | 4,349,196 | 0.6 | |
23,057 | Deere & Co. | 3,623,407 | 0.5 | |
32,696 | Eaton Corp. PLC | 2,860,246 | 0.4 | |
48,652 | Emerson Electric Co. | 3,017,883 | 0.4 | |
19,753 | FedEx Corp. | 2,769,766 | 0.3 | |
20,732 | General Dynamics Corp. | 3,098,605 | 0.4 | |
710,737 | General Electric Co. | 4,854,334 | 0.6 | |
57,432 | Honeywell International, Inc. | 8,304,093 | 1.1 | |
14,336 | Illinois Tool Works, Inc. | 2,506,650 | 0.3 | |
17,605 | L3Harris Technologies, Inc. | 2,987,040 | 0.4 | |
20,929 | Norfolk Southern Corp. | 3,674,504 | 0.5 | |
1,035 | Northrop Grumman Corp. | 318,200 | 0.0 | |
116,595 | Raytheon Technologies Corp. | 7,184,584 | 0.9 | |
7,335 | Roper Technologies, Inc. | 2,847,887 | 0.4 | |
25,760 | (1) | Uber Technologies, Inc. | 800,621 | 0.1 |
27,210 | Union Pacific Corp. | 4,600,395 | 0.6 | |
19,611 | United Parcel Service, Inc. - Class B | 2,180,351 | 0.3 | |
30,066 | Waste Management, Inc. | 3,184,290 | 0.4 | |
79,207,784 | 10.2 | |||
Information Technology: 10.3% | ||||
6,676 | (1) | Advanced Micro Devices, Inc. | 351,224 | 0.0 |
26,435 | Analog Devices, Inc. | 3,241,988 | 0.4 | |
5,989 | (1) | Autodesk, Inc. | 1,432,509 | 0.2 |
4,921 | Automatic Data Processing, Inc. | 732,688 | 0.1 | |
1,660 | Broadcom, Inc. | 523,913 | 0.1 | |
347,347 | Cisco Systems, Inc. | 16,200,264 | 2.1 | |
41,021 | Cognizant Technology Solutions Corp. | 2,330,813 | 0.3 | |
11,734 | (1) | Dell Technologies, Inc. | 644,666 | 0.1 |
50,498 | Fidelity National Information Services, Inc. | 6,771,277 | 0.9 | |
32,173 | (1) | Fiserv, Inc. | 3,140,728 | 0.4 |
24,339 | Global Payments, Inc. | 4,128,381 | 0.5 | |
346,725 | Intel Corp. | 20,744,557 | 2.7 | |
72,669 | International Business Machines Corp. | 8,776,235 | 1.1 | |
90,943 | (1) | Micron Technology, Inc. | 4,685,383 | 0.6 |
19,373 | Oracle Corp. | 1,070,746 | 0.1 | |
5,171 | (1) | Salesforce.com, Inc. | 968,684 | 0.1 |
37,692 | Texas Instruments, Inc. | 4,785,753 | 0.6 | |
80,529,809 | 10.3 | |||
Materials: 3.4% | ||||
15,764 | Air Products & Chemicals, Inc. | 3,806,376 | 0.5 | |
60,649 | Dow, Inc. | 2,472,053 | 0.3 | |
60,091 | DowDuPont, Inc. | 3,192,635 | 0.4 | |
16,312 | Ecolab, Inc. | 3,245,272 | 0.4 | |
42,963 | Linde Public Ltd. | 9,112,882 | 1.2 | |
65,637 | Newmont Corp. | 4,052,428 | 0.5 | |
6,734 | Southern Copper Corp. | 267,811 | 0.1 | |
26,149,457 | 3.4 | |||
Real Estate: 1.6% | ||||
2,277 | Crown Castle International Corp. | 381,056 | 0.1 | |
21,838 | Digital Realty Trust, Inc. | 3,103,398 | 0.4 | |
60,193 | ProLogis, Inc. | 5,617,813 | 0.7 | |
4,274 | Public Storage, Inc. | 820,138 | 0.1 | |
7,812 | SBA Communications Corp. | 2,327,351 | 0.3 | |
12,249,756 | 1.6 | |||
Utilities: 4.3% | ||||
40,589 | American Electric Power Co., Inc. | 3,232,508 | 0.4 | |
68,570 | Dominion Energy, Inc. | 5,566,513 | 0.7 | |
60,072 | Duke Energy Corp. | 4,799,152 | 0.6 | |
79,568 | Exelon Corp. | 2,887,523 | 0.4 | |
40,030 | NextEra Energy, Inc. | 9,614,005 | 1.2 | |
23,950 | Sempra Energy | 2,807,658 | 0.4 | |
86,360 | Southern Co. | 4,477,766 | 0.6 | |
33,385,125 | 4.3 | |||
Total Common Stock | ||||
(Cost $749,087,786) | 770,436,157 | 99.0 |
RIGHTS: 0.0% | ||||
Telecommunications: 0.0% | ||||
20,131 | (1) | T-Mobile US, Inc. | 3,382 | 0.0 |
Total Rights | ||||
(Cost $–) | 3,382 | 0.0 | ||
Total Long-Term Investments | ||||
(Cost $749,087,786) | 770,439,539 | 99.0 | ||
Principal Amount† | Value | Percentage of Net Assets | ||
SHORT-TERM INVESTMENTS: 0.4% | ||||
Repurchase Agreements: 0.1% | ||||
736,784 | (2) | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $736,786, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $751,520, due 07/31/20-07/01/50) | ||
(Cost $736,784) | 736,784 | 0.1 |
See Accompanying Notes to Financial Statements
37
Voya Russell™ Large Cap Value Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2020 (Unaudited) (CONTINUED) |
Shares | Value | Percentage of Net Assets | ||
Mutual Funds: 0.3% | ||||
2,150,000 | (3) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.150% | ||
(Cost $2,150,000) | 2,150,000 | 0.3 | ||
Total Short-Term Investments | ||||
(Cost $2,886,784) | 2,886,784 | 0.4 | ||
Total Investments in Securities (Cost $751,974,570) | $773,326,323 | 99.4 | ||
Assets in Excess of Other Liabilities | 4,449,112 | 0.6 | ||
Net Assets | $777,775,435 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Non-income producing security. |
(2) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
(3) | Rate shown is the 7-day yield as of June 30, 2020. |
See Accompanying Notes to Financial Statements
38
Voya Russell™ Mid Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||
COMMON STOCK: 99.8% | ||||
Communication Services: 5.4% | ||||
72,267 | (1) | Altice USA, Inc. | $ 1,628,898 | 0.3 |
1,135 | Cable One, Inc. | 2,014,455 | 0.4 | |
16,753 | (1) | IAC/InterActiveCorp | 5,417,920 | 0.9 |
2,149 | (1) | Liberty Media Corp. - SiriusXM A | 74,184 | 0.0 |
4,494 | (1) | Liberty Media Corp. - SiriusXM C | 154,818 | 0.0 |
31,678 | (1) | Live Nation Entertainment, Inc. | 1,404,286 | 0.2 |
12,345 | (1),(2) | Match Group, Inc. | 1,321,532 | 0.2 |
6,526 | Nexstar Media Group, Inc. | 546,161 | 0.1 | |
74,491 | (1) | Pinterest, Inc. | 1,651,465 | 0.3 |
22,719 | (1) | Roku, Inc. | 2,647,445 | 0.5 |
158,528 | Sirius XM Holdings, Inc. | 930,559 | 0.2 | |
29,251 | (1) | Spotify Technology SA | 7,552,316 | 1.3 |
23,229 | (1) | Take-Two Interactive Software, Inc. | 3,242,072 | 0.6 |
10,251 | World Wrestling Entertainment, Inc. | 445,406 | 0.1 | |
1,413 | (1) | Zillow Group, Inc. - Class A | 81,219 | 0.0 |
3,329 | (1),(2) | Zillow Group, Inc. - Class C | 191,784 | 0.0 |
163,057 | (1) | Zynga, Inc. - Class A | 1,555,564 | 0.3 |
30,860,084 | 5.4 | |||
Consumer Discretionary: 10.7% | ||||
3,083 | (1) | Autozone, Inc. | 3,477,994 | 0.6 |
9,230 | Best Buy Co., Inc. | 805,502 | 0.1 | |
8,938 | (1) | Bright Horizons Family Solutions, Inc. | 1,047,534 | 0.2 |
12,976 | (1) | Burlington Stores, Inc. | 2,555,364 | 0.4 |
2,725 | (1) | Carmax, Inc. | 244,024 | 0.0 |
12,207 | (1),(2) | Carvana Co. | 1,467,281 | 0.3 |
27,039 | (1) | Chegg, Inc. | 1,818,643 | 0.3 |
6,223 | (1) | Chipotle Mexican Grill, Inc. | 6,548,836 | 1.1 |
25,064 | (1) | Dollar Tree, Inc. | 2,322,931 | 0.4 |
8,702 | Domino's Pizza, Inc. | 3,214,867 | 0.6 | |
15,598 | Dunkin Brands Group, Inc. | 1,017,458 | 0.2 | |
26,362 | (1) | Etsy, Inc. | 2,800,435 | 0.5 |
3,382 | Expedia Group, Inc. | 278,000 | 0.1 | |
12,192 | (1) | Five Below, Inc. | 1,303,447 | 0.2 |
18,137 | (1) | Floor & Decor Holdings, Inc. | 1,045,598 | 0.2 |
3,211 | (1) | frontdoor, Inc. | 142,344 | 0.0 |
1,971 | (1) | GrubHub, Inc. | 138,561 | 0.0 |
30,289 | H&R Block, Inc. | 432,527 | 0.1 | |
25,387 | (1) | Lululemon Athletica, Inc. | 7,920,998 | 1.4 |
45,593 | (1) | Mattel, Inc. | 440,884 | 0.1 |
76 | (1) | NVR, Inc. | 247,665 | 0.0 |
10,498 | (1) | Ollie's Bargain Outlet Holdings, Inc. | 1,025,130 | 0.2 |
16,356 | (1) | O'Reilly Automotive, Inc. | 6,896,834 | 1.2 |
5,306 | (1) | Peloton Interactive, Inc. | 306,528 | 0.1 |
10,167 | (1) | Planet Fitness, Inc. | 615,815 | 0.1 |
1,336 | Polaris, Inc. | 123,647 | 0.0 | |
8,659 | Pool Corp. | 2,354,122 | 0.4 | |
7,825 | (1) | Tempur Sealy International, Inc. | 563,009 | 0.1 |
25,817 | Tractor Supply Co. | 3,402,422 | 0.6 | |
11,187 | (1) | Ulta Beauty, Inc. | 2,275,660 | 0.4 |
714 | Vail Resorts, Inc. | 130,055 | 0.0 | |
4,232 | VF Corp. | 257,898 | 0.0 | |
13,407 | (1),(2) | Wayfair, Inc. | 2,649,357 | 0.5 |
40,042 | Wendy's Company | 872,115 | 0.2 | |
2,796 | Williams-Sonoma, Inc. | 229,300 | 0.0 | |
5,400 | Wynn Resorts Ltd. | 402,246 | 0.1 | |
5,556 | Yum China Holdings, Inc. | 267,077 | 0.0 | |
61,642,108 | 10.7 | |||
Consumer Staples: 4.2% | ||||
9,183 | (1) | Beyond Meat, Inc. | 1,230,338 | 0.2 |
1,936 | (1) | Boston Beer Co., Inc. | 1,038,954 | 0.2 |
8,585 | Brown-Forman Corp. - Class A | 494,238 | 0.1 | |
34,375 | Brown-Forman Corp. - Class B | 2,188,313 | 0.4 | |
19,524 | Campbell Soup Co. | 968,976 | 0.2 | |
54,925 | Church & Dwight Co., Inc. | 4,245,703 | 0.7 | |
19,985 | Clorox Co. | 4,384,109 | 0.8 | |
10,995 | Energizer Holdings, Inc. | 522,153 | 0.1 | |
8,293 | (1) | Grocery Outlet Holding Corp. | 338,354 | 0.0 |
3,034 | (1) | Herbalife Nutrition Ltd. | 136,469 | 0.0 |
25,445 | Hershey Co. | 3,298,181 | 0.6 | |
19,009 | Kellogg Co. | 1,255,735 | 0.2 | |
7,463 | Lamb Weston Holdings, Inc. | 477,110 | 0.1 | |
15,487 | McCormick & Co., Inc. | 2,778,523 | 0.5 | |
3,687 | (1) | Pilgrim's Pride Corp. | 62,273 | 0.0 |
2,976 | Reynolds Consumer Products, Inc. | 103,386 | 0.0 | |
22,188 | (1) | Sprouts Farmers Market, Inc. | 567,791 | 0.1 |
24,090,606 | 4.2 | |||
Energy: 0.4% | ||||
51,682 | (1) | Cheniere Energy, Inc. | 2,497,274 | 0.4 |
8,383 | Equitrans Midstream Corp. | 69,663 | 0.0 | |
2,566,937 | 0.4 | |||
Financials: 3.8% | ||||
289 | Alleghany Corp. | 141,361 | 0.0 | |
18,896 | Apollo Global Management, Inc. | 943,288 | 0.2 | |
21,903 | Ares Management Corp. | 869,549 | 0.2 | |
1,648 | Axis Capital Holdings Ltd. | 66,843 | 0.0 | |
2,790 | Brown & Brown, Inc. | 113,720 | 0.0 | |
2,444 | Carlyle Group, Inc./The | 68,188 | 0.0 | |
5,330 | Cboe Global Markets, Inc. | 497,182 | 0.1 | |
149 | (1),(2) | Credit Acceptance Corp. | 62,433 | 0.0 |
3,210 | Erie Indemnity Co. | 615,999 | 0.1 | |
8,294 | Factset Research Systems, Inc. | 2,724,330 | 0.5 | |
1,673 | (1),(2) | LendingTree, Inc. | 484,384 | 0.1 |
5,333 | Lincoln National Corp. | 196,201 | 0.0 | |
1,385 | LPL Financial Holdings, Inc. | 108,584 | 0.0 |
See Accompanying Notes to Financial Statements
39
Voya Russell™ Mid Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
8,237 | MarketAxess Holdings, Inc. | 4,126,078 | 0.7 | |
4,052 | Morningstar, Inc. | 571,210 | 0.1 | |
18,494 | MSCI, Inc. - Class A | 6,173,667 | 1.1 | |
5,543 | Primerica, Inc. | 646,314 | 0.1 | |
3,694 | RenaissanceRe Holdings Ltd. | 631,785 | 0.1 | |
19,305 | SLM Corp. | 135,714 | 0.0 | |
12,841 | T. Rowe Price Group, Inc. | 1,585,864 | 0.3 | |
15,583 | Tradeweb Markets, Inc. | 905,996 | 0.2 | |
12,465 | Virtu Financial, Inc. | 294,174 | 0.0 | |
21,962,864 | 3.8 | |||
Health Care: 22.8% | ||||
12,151 | (1),(2) | 10X Genomics, Inc. | 1,085,206 | 0.2 |
9,889 | (1) | Abiomed, Inc. | 2,388,787 | 0.4 |
24,424 | (1) | Acadia Pharmaceuticals, Inc. | 1,183,831 | 0.2 |
9,640 | (1) | Acceleron Pharma, Inc. | 918,403 | 0.2 |
15,884 | (1) | Adaptive Biotechnologies Corp. | 768,468 | 0.1 |
5,945 | Agilent Technologies, Inc. | 525,360 | 0.1 | |
1,317 | (1) | Agios Pharmaceuticals, Inc. | 70,433 | 0.0 |
7,319 | (1) | Alexion Pharmaceuticals, Inc. | 821,485 | 0.1 |
17,442 | (1) | Align Technology, Inc. | 4,786,782 | 0.8 |
25,527 | (1) | Alnylam Pharmaceuticals, Inc. | 3,780,804 | 0.7 |
7,056 | (1) | Amedisys, Inc. | 1,400,898 | 0.2 |
15,625 | AmerisourceBergen Corp. | 1,574,531 | 0.3 | |
91,988 | (1) | Avantor, Inc. | 1,563,796 | 0.3 |
36,592 | (1) | BioMarin Pharmaceutical, Inc. | 4,513,257 | 0.8 |
7,974 | Bio-Techne Corp. | 2,105,694 | 0.4 | |
6,465 | (1) | Bluebird Bio, Inc. | 394,624 | 0.1 |
9,799 | Bruker Corp. | 398,623 | 0.1 | |
65,345 | Cardinal Health, Inc. | 3,410,356 | 0.6 | |
67,984 | Cerner Corp. | 4,660,303 | 0.8 | |
39,780 | (1) | Change Healthcare, Inc. | 445,536 | 0.1 |
9,666 | (1) | Charles River Laboratories International, Inc. | 1,685,267 | 0.3 |
3,461 | Chemed Corp. | 1,561,153 | 0.3 | |
1,316 | Cooper Cos., Inc. | 373,270 | 0.1 | |
3,092 | (1) | DaVita, Inc. | 244,701 | 0.0 |
9,834 | Encompass Health Corp. | 609,020 | 0.1 | |
28,853 | (1) | Exact Sciences Corp. | 2,508,480 | 0.4 |
24,628 | (1) | Exelixis, Inc. | 584,669 | 0.1 |
13,071 | (1) | Global Blood Therapeutics, Inc. | 825,172 | 0.1 |
16,587 | (1) | Guardant Health, Inc. | 1,345,703 | 0.2 |
10,378 | (1) | Haemonetics Corp. | 929,454 | 0.2 |
1,742 | Hill-Rom Holdings, Inc. | 191,237 | 0.0 | |
39,981 | (1) | Hologic, Inc. | 2,278,917 | 0.4 |
37,987 | (1) | Horizon Therapeutics Plc | 2,111,317 | 0.4 |
1,168 | (1) | ICU Medical, Inc. | 215,274 | 0.0 |
18,797 | (1) | Idexx Laboratories, Inc. | 6,206,018 | 1.1 |
45,997 | (1) | Immunomedics, Inc. | 1,630,134 | 0.3 |
40,681 | (1) | Incyte Corp., Ltd. | 4,229,604 | 0.7 |
14,078 | (1) | Insulet Corp. | 2,734,792 | 0.5 |
14,353 | (1) | Ionis Pharmaceuticals, Inc. | 846,253 | 0.2 |
30,208 | (1) | Iovance Biotherapeutics, Inc. | 829,210 | 0.1 |
16,101 | (1) | IQVIA Holdings, Inc. | 2,284,410 | 0.4 |
1,191 | (1) | Laboratory Corp. of America Holdings | 197,837 | 0.0 |
12,033 | (1),(2) | Livongo Health, Inc. | 904,761 | 0.2 |
10,749 | (1) | Masimo Corp. | 2,450,665 | 0.4 |
26,898 | McKesson Corp. | 4,126,691 | 0.7 | |
4,954 | (1) | Mettler Toledo International, Inc. | 3,990,695 | 0.7 |
60,012 | (1),(2) | Moderna, Inc. | 3,853,371 | 0.7 |
8,821 | (1) | Molina Healthcare, Inc. | 1,569,962 | 0.3 |
20,544 | (1) | Neurocrine Biosciences, Inc. | 2,506,368 | 0.4 |
22,198 | (1) | Novocure Ltd. | 1,316,341 | 0.2 |
7,149 | (1) | Penumbra, Inc. | 1,278,384 | 0.2 |
4,823 | PerkinElmer, Inc. | 473,088 | 0.1 | |
11,683 | (1) | PPD, Inc. | 313,104 | 0.1 |
12,001 | (1) | PRA Health Sciences, Inc. | 1,167,577 | 0.2 |
8,299 | (1) | Quidel Corp. | 1,856,818 | 0.3 |
4,738 | (1) | Reata Pharmaceuticals, Inc. | 739,223 | 0.1 |
11,663 | (1) | Repligen Corp. | 1,441,663 | 0.3 |
32,026 | Resmed, Inc. | 6,148,992 | 1.1 | |
845 | (1) | Sage Therapeutics, Inc. | 35,135 | 0.0 |
16,623 | (1) | Sarepta Therapeutics, Inc. | 2,665,332 | 0.5 |
27,182 | (1) | Seattle Genetics, Inc. | 4,618,765 | 0.8 |
995 | STERIS Public Ltd. Co. | 152,673 | 0.0 | |
1,495 | (1) | Syneos Health, Inc. | 87,084 | 0.0 |
11,637 | (1) | Tandem Diabetes Care, Inc. | 1,151,132 | 0.2 |
14,912 | (1) | Teladoc Health, Inc. | 2,845,806 | 0.5 |
6,526 | Teleflex, Inc. | 2,375,333 | 0.4 | |
2,554 | (1) | Varian Medical Systems, Inc. | 312,916 | 0.1 |
29,847 | (1) | Veeva Systems, Inc. | 6,996,734 | 1.2 |
1,011 | (1) | Waters Corp. | 182,384 | 0.0 |
16,394 | West Pharmaceutical Services, Inc. | 3,724,225 | 0.7 | |
130,504,291 | 22.8 | |||
Industrials: 11.9% | ||||
13,376 | Allegion Public Ltd. | 1,367,295 | 0.2 | |
16,302 | Allison Transmission Holdings, Inc. | 599,588 | 0.1 | |
3,937 | Armstrong World Industries, Inc. | 306,928 | 0.1 | |
13,827 | (1) | Axon Enterprise, Inc. | 1,356,843 | 0.2 |
13,617 | BWX Technologies, Inc. | 771,267 | 0.1 | |
69,658 | Carrier Global Corp. | 1,547,801 | 0.3 | |
4,647 | CH Robinson Worldwide, Inc. | 367,392 | 0.1 | |
17,472 | Cintas Corp. | 4,653,842 | 0.8 | |
45,383 | (1) | Copart, Inc. | 3,779,042 | 0.7 |
902 | CoreLogic, Inc. | 60,632 | 0.0 | |
8,593 | (1) | CoStar Group, Inc. | 6,106,787 | 1.1 |
2,920 | Donaldson Co., Inc. | 135,838 | 0.0 | |
20,052 | Equifax, Inc. | 3,446,538 | 0.6 | |
22,728 | Expeditors International Washington, Inc. | 1,728,237 | 0.3 | |
103,754 | Fastenal Co. | 4,444,821 | 0.8 | |
12,446 | (1) | Generac Holdings, Inc. | 1,517,541 | 0.3 |
18,439 | Graco, Inc. | 884,888 | 0.2 | |
13,964 | Heico Corp. - Class A - HEI.A | 1,134,435 | 0.2 | |
8,021 | Heico Corp. - HEI | 799,293 | 0.1 | |
840 | Huntington Ingalls Industries, Inc. | 146,572 | 0.0 | |
7,136 | (1) | IAA, Inc. | 275,235 | 0.1 |
48,340 | IHS Markit Ltd. | 3,649,670 | 0.6 |
See Accompanying Notes to Financial Statements
40
Voya Russell™ Mid Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
5,057 | JB Hunt Transport Services, Inc. | 608,559 | 0.1 | |
6,916 | Landstar System, Inc. | 776,736 | 0.1 | |
5,428 | Lincoln Electric Holdings, Inc. | 457,255 | 0.1 | |
9,925 | (1) | Mercury Systems, Inc. | 780,700 | 0.1 |
1,804 | MSA Safety, Inc. | 206,450 | 0.0 | |
10,481 | Nordson Corp. | 1,988,350 | 0.3 | |
18,784 | Old Dominion Freight Line | 3,185,579 | 0.6 | |
6,168 | Quanta Services, Inc. | 241,971 | 0.0 | |
12,588 | Rockwell Automation, Inc. | 2,681,244 | 0.5 | |
28,969 | Rollins, Inc. | 1,227,996 | 0.2 | |
21,508 | Toro Co. | 1,426,841 | 0.3 | |
2,591 | TransDigm Group, Inc. | 1,145,352 | 0.2 | |
38,662 | TransUnion | 3,365,140 | 0.6 | |
12,914 | (1) | Trex Co., Inc. | 1,679,724 | 0.3 |
35,434 | Verisk Analytics, Inc. | 6,030,867 | 1.1 | |
44,503 | (1) | Vertiv Holdings Co. | 603,461 | 0.1 |
11,562 | (1),(2) | Virgin Galactic Holdings, Inc. | 188,923 | 0.0 |
7,299 | WW Grainger, Inc. | 2,293,054 | 0.4 | |
1,014 | (1) | XPO Logistics, Inc. | 78,331 | 0.0 |
68,047,018 | 11.9 | |||
Information Technology: 36.8% | ||||
4,462 | (1) | 2U, Inc. | 169,378 | 0.0 |
29,432 | (1) | Akamai Technologies, Inc. | 3,151,873 | 0.6 |
11,763 | (1) | Alteryx, Inc. | 1,932,426 | 0.3 |
38,255 | Amphenol Corp. | 3,665,212 | 0.6 | |
29,106 | (1) | Anaplan, Inc. | 1,318,793 | 0.2 |
19,141 | (1) | ANSYS, Inc. | 5,584,004 | 1.0 |
10,776 | (1) | Arista Networks, Inc. | 2,263,283 | 0.4 |
14,070 | (1) | Aspen Technology, Inc. | 1,457,793 | 0.3 |
17,179 | (1) | Avalara, Inc. | 2,286,353 | 0.4 |
3,590 | (1) | Bill.com Holdings, Inc. | 323,854 | 0.1 |
32,260 | (1) | Black Knight, Inc. | 2,340,786 | 0.4 |
30,736 | Booz Allen Hamilton Holding Corp. | 2,390,953 | 0.4 | |
25,561 | Broadridge Financial Solutions, Inc. ADR | 3,225,543 | 0.6 | |
893 | (1) | CACI International, Inc. | 193,674 | 0.0 |
61,603 | (1) | Cadence Design Systems, Inc. | 5,911,424 | 1.0 |
3,454 | CDK Global, Inc. | 143,065 | 0.0 | |
31,692 | CDW Corp. | 3,681,977 | 0.6 | |
16,663 | (1) | Ceridian HCM Holding, Inc. | 1,320,876 | 0.2 |
7,488 | Citrix Systems, Inc. | 1,107,550 | 0.2 | |
24,351 | (1),(2) | Cloudflare, Inc. | 875,418 | 0.2 |
36,791 | Cognex Corp. | 2,197,159 | 0.4 | |
4,450 | (1) | Coherent, Inc. | 582,861 | 0.1 |
2,675 | (1) | CommScope Holding Co., Inc. | 22,283 | 0.0 |
14,836 | (1) | Coupa Software, Inc. | 4,110,165 | 0.7 |
18,702 | (1) | Crowdstrike Holdings, Inc. | 1,875,624 | 0.3 |
34,054 | (1) | Datadog, Inc. | 2,960,995 | 0.5 |
39,392 | (1) | DocuSign, Inc. | 6,783,696 | 1.2 |
1,660 | Dolby Laboratories, Inc. | 109,344 | 0.0 | |
54,811 | (1) | Dropbox, Inc. | 1,193,235 | 0.2 |
33,916 | (1) | Dynatrace, Inc. | 1,376,990 | 0.2 |
12,206 | (1) | Elastic NV | 1,125,515 | 0.2 |
23,596 | (1) | Enphase Energy, Inc. | 1,122,462 | 0.2 |
28,005 | Entegris, Inc. | 1,653,695 | 0.3 | |
11,871 | (1) | EPAM Systems, Inc. | 2,991,611 | 0.5 |
7,659 | (1) | Everbridge, Inc. | 1,059,699 | 0.2 |
6,250 | (1) | Fair Isaac Corp. | 2,612,750 | 0.5 |
16,270 | (1),(2) | Fastly, Inc. | 1,385,065 | 0.2 |
11,061 | (1) | FireEye, Inc. | 134,668 | 0.0 |
13,784 | (1) | Five9, Inc. | 1,525,475 | 0.3 |
18,423 | (1) | FleetCor Technologies, Inc. | 4,633,937 | 0.8 |
29,702 | (1) | Fortinet, Inc. | 4,077,194 | 0.7 |
19,328 | (1) | Gartner, Inc. | 2,345,066 | 0.4 |
16,297 | Genpact Ltd. | 595,166 | 0.1 | |
8,077 | (1) | Globant SA | 1,210,338 | 0.2 |
36,977 | (1) | GoDaddy, Inc. | 2,711,523 | 0.5 |
3,524 | (1) | Guidewire Software, Inc. | 390,635 | 0.1 |
9,243 | (1) | HubSpot, Inc. | 2,073,667 | 0.4 |
10,676 | (1) | Inphi Corp. | 1,254,430 | 0.2 |
506 | (1) | IPG Photonics Corp. | 81,157 | 0.0 |
6,237 | Jabil, Inc. | 200,083 | 0.0 | |
13,331 | Jack Henry & Associates, Inc. | 2,453,304 | 0.4 | |
14,042 | (1) | Keysight Technologies, Inc. | 1,415,153 | 0.2 |
34,688 | KLA Corp. | 6,746,122 | 1.2 | |
2,915 | Leidos Holdings, Inc. | 273,048 | 0.1 | |
899 | LogMeIn, Inc. | 76,208 | 0.0 | |
1,787 | (1) | Lumentum Holdings, Inc. | 145,515 | 0.0 |
12,599 | (1) | Manhattan Associates, Inc. | 1,186,826 | 0.2 |
19,694 | Maxim Integrated Products | 1,193,653 | 0.2 | |
18,288 | (1) | Medallia, Inc. | 461,589 | 0.1 |
39,343 | Microchip Technology, Inc. | 4,143,211 | 0.7 | |
9,179 | MKS Instruments, Inc. | 1,039,430 | 0.2 | |
9,336 | (1) | MongoDB, Inc. | 2,113,110 | 0.4 |
9,721 | Monolithic Power Systems, Inc. | 2,303,877 | 0.4 | |
3,876 | Motorola Solutions, Inc. | 543,144 | 0.1 | |
26,802 | NetApp, Inc. | 1,189,205 | 0.2 | |
11,246 | (1) | New Relic, Inc. | 774,849 | 0.1 |
124,591 | NortonLifeLock, Inc. | 2,470,640 | 0.4 | |
39,798 | (1) | Nutanix, Inc. | 943,412 | 0.2 |
25,692 | (1) | Okta, Inc. | 5,144,309 | 0.9 |
15,298 | (1) | PagerDuty, Inc. | 437,829 | 0.1 |
21,840 | (1) | Palo Alto Networks, Inc. | 5,015,993 | 0.9 |
56,646 | Paychex, Inc. | 4,290,935 | 0.8 | |
11,006 | (1) | Paycom Software, Inc. | 3,408,888 | 0.6 |
7,728 | (1) | Paylocity Holding Corp. | 1,127,438 | 0.2 |
7,914 | Pegasystems, Inc. | 800,659 | 0.1 | |
20,969 | (1) | Pluralsight, Inc. | 378,490 | 0.1 |
12,646 | (1) | Proofpoint, Inc. | 1,405,224 | 0.2 |
23,302 | (1) | PTC, Inc. | 1,812,663 | 0.3 |
30,905 | (1) | Pure Storage, Inc. - Class A | 535,584 | 0.1 |
17,145 | (1) | RealPage, Inc. | 1,114,596 | 0.2 |
17,070 | (1) | RingCentral, Inc. | 4,865,121 | 0.9 |
1,671 | Science Applications International Corp. | 129,803 | 0.0 | |
83,756 | (1),(2) | Slack Technologies, Inc. | 2,603,974 | 0.5 |
24,668 | (1) | Smartsheet, Inc. | 1,256,095 | 0.2 |
10,912 | (1) | SolarEdge Technologies, Inc. | 1,514,367 | 0.3 |
35,523 | (1) | Splunk, Inc. | 7,058,420 | 1.2 |
10,489 | SS&C Technologies Holdings, Inc. | 592,419 | 0.1 | |
34,663 | (1) | StoneCo Ltd. | 1,343,538 | 0.2 |
19,715 | Switch, Inc. | 351,321 | 0.1 | |
31,041 | (1) | Synopsys, Inc. | 6,052,995 | 1.1 |
18,795 | (1) | Teradata Corp. | 390,936 | 0.1 |
See Accompanying Notes to Financial Statements
41
Voya Russell™ Mid Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
36,949 | Teradyne, Inc. | 3,122,560 | 0.5 | |
9,046 | (1) | Trade Desk, Inc./The | 3,677,199 | 0.6 |
23,881 | (1) | Twilio, Inc. | 5,239,969 | 0.9 |
8,752 | (1) | Tyler Technologies, Inc. | 3,035,894 | 0.5 |
1,552 | Ubiquiti, Inc. | 270,917 | 0.1 | |
9,587 | Universal Display Corp. | 1,434,407 | 0.3 | |
13,545 | (1) | VeriSign, Inc. | 2,801,512 | 0.5 |
17,766 | Western Union Co. | 384,101 | 0.1 | |
831 | (1) | WEX, Inc. | 137,123 | 0.0 |
54,580 | Xilinx, Inc. | 5,370,126 | 0.9 | |
10,715 | (1) | Zebra Technologies Corp. | 2,742,504 | 0.5 |
25,243 | (1) | Zendesk, Inc. | 2,234,763 | 0.4 |
15,705 | (1) | Zscaler, Inc. | 1,719,698 | 0.3 |
211,015,389 | 36.8 | |||
Materials: 2.2% | ||||
53,764 | Amcor PLC | 548,930 | 0.1 | |
7,659 | Avery Dennison Corp. | 873,815 | 0.2 | |
66,723 | Ball Corp. | 4,636,581 | 0.8 | |
10,083 | (1) | Berry Global Group, Inc. | 446,879 | 0.1 |
2,982 | (1) | Crown Holdings, Inc. | 194,218 | 0.0 |
5,698 | FMC Corp. | 567,635 | 0.1 | |
13,531 | Graphic Packaging Holding Co. | 189,299 | 0.0 | |
1,274 | NewMarket Corp. | 510,212 | 0.1 | |
10,482 | Royal Gold, Inc. | 1,303,122 | 0.2 | |
23,869 | RPM International, Inc. | 1,791,607 | 0.3 | |
8,478 | Scotts Miracle-Gro Co. | 1,140,037 | 0.2 | |
4,493 | WR Grace & Co. | 228,289 | 0.1 | |
12,430,624 | 2.2 | |||
Real Estate: 1.5% | ||||
4,427 | Americold Realty Trust | 160,700 | 0.0 | |
11,345 | (2) | Brookfield Property REIT, Inc. | 112,996 | 0.0 |
6,049 | Coresite Realty Corp. | 732,292 | 0.1 | |
15,922 | Equity Lifestyle Properties, Inc. | 994,807 | 0.2 | |
19,828 | Extra Space Storage, Inc. | 1,831,512 | 0.3 | |
37,428 | Iron Mountain, Inc. | 976,871 | 0.2 | |
53,503 | Simon Property Group, Inc. | 3,658,535 | 0.7 | |
8,467,713 | 1.5 | |||
Utilities: 0.1% | ||||
18,848 | NRG Energy, Inc. | 613,691 | 0.1 | |
Total Common Stock | ||||
(Cost $421,736,551) | 572,201,325 | 99.8 | ||
Principal Amount† | Value | Percentage of Net Assets | ||
SHORT-TERM INVESTMENTS: 2.8% | ||||
Repurchase Agreements: 2.2% | ||||
2,772,826 | (3) | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/20, 0.10%, due 07/01/20 (Repurchase Amount $2,772,834, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $2,828,282, due 08/01/20-02/20/70) | 2,772,826 | 0.5 |
1,583,398 | (3) | Citadel Securities LLC, Repurchase Agreement dated 06/30/20, 0.15%, due 07/01/20 (Repurchase Amount $1,583,405, collateralized by various U.S. Government Securities, 0.000%-7.625%, Market Value plus accrued interest $1,615,073, due 07/31/20-11/15/49) | 1,583,398 | 0.3 |
2,849,498 | (3) | Citigroup, Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $2,849,505, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $2,906,488, due 07/31/21-05/20/70) | 2,849,498 | 0.5 |
2,378,198 | (3) | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $2,378,204, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $2,425,762, due 07/31/20-07/01/50) | 2,378,198 | 0.4 |
See Accompanying Notes to Financial Statements
42
Voya Russell™ Mid Cap Growth Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
2,658,800 | (3) | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/20, 0.24%, due 07/01/20 (Repurchase Amount $2,658,817, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $2,718,139, due 01/15/22-02/15/47) | 2,658,800 | 0.5 |
Total Repurchase Agreements | ||||
(Cost $12,242,720) | 12,242,720 | 2.2 | ||
Shares | Value | Percentage of Net Assets | ||
Mutual Funds: 0.6% | ||||
3,621,000 | (4) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.150% | ||
(Cost $3,621,000) | 3,621,000 | 0.6 | ||
Total Short-Term Investments | ||||
(Cost $15,863,720) | 15,863,720 | 2.8 | ||
Total Investments in Securities (Cost $437,600,271) | $ 588,065,045 | 102.6 | ||
Liabilities in Excess of Other Assets | (14,776,549) | (2.6) | ||
Net Assets | $ 573,288,496 | 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) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
(4) | Rate shown is the 7-day yield as of June 30, 2020. |
See Accompanying Notes to Financial Statements
43
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||
COMMON STOCK: 99.0% | ||||
Communication Services: 4.3% | ||||
52,586 | (1) | Altice USA, Inc. | $ 1,185,288 | 0.1 |
826 | Cable One, Inc. | 1,466,026 | 0.1 | |
177,823 | CenturyLink, Inc. | 1,783,565 | 0.2 | |
25,358 | (1),(2) | Discovery Communications, Inc. - Class A | 535,054 | 0.1 |
52,917 | (1) | Discovery Communications, Inc. - Class C | 1,019,181 | 0.1 |
39,933 | (1) | Dish Network Corp. - Class A | 1,378,088 | 0.1 |
55,122 | (2) | Fox Corp. - Class A | 1,478,372 | 0.1 |
26,000 | Fox Corp. - Class B | 697,840 | 0.1 | |
16,033 | (1) | GCI Liberty, Inc. | 1,140,267 | 0.1 |
12,200 | (1) | IAC/InterActiveCorp | 3,945,480 | 0.3 |
63,272 | Interpublic Group of Cos., Inc. | 1,085,747 | 0.1 | |
7,010 | John Wiley & Sons, Inc. | 273,390 | 0.0 | |
4,077 | (1),(2) | Liberty Media Corp. - Media A | 118,967 | 0.0 |
32,207 | (1) | Liberty Media Corp. - Media C | 1,021,284 | 0.1 |
13,483 | (1) | Liberty Media Corp. - SiriusXM A | 465,433 | 0.0 |
28,191 | (1) | Liberty Media Corp. - SiriusXM C | 971,180 | 0.1 |
4,030 | (1) | Liberty Broadband Corp. - Series A | 492,426 | 0.0 |
17,062 | (1) | Liberty Broadband Corp. - Series C | 2,115,005 | 0.2 |
8,763 | (1) | Lions Gate Entertainment Corp. - Class A | 64,934 | 0.0 |
18,796 | (1) | Lions Gate Entertainment Corp. - Class B | 128,377 | 0.0 |
23,051 | (1),(2) | Live Nation Entertainment, Inc. | 1,021,851 | 0.1 |
3,047 | (1) | Madison Square Garden Sports Corp. | 447,574 | 0.0 |
3,080 | (1) | Madison Square Garden Entertainment Corp. | 231,000 | 0.0 |
9,391 | (1),(2) | Match Group, Inc. | 1,005,307 | 0.1 |
26,456 | New York Times Co. | 1,111,946 | 0.1 | |
63,087 | News Corp - Class A | 748,212 | 0.1 | |
19,888 | News Corp - Class B | 237,662 | 0.0 | |
7,109 | Nexstar Media Group, Inc. | 594,952 | 0.1 | |
34,563 | Omnicom Group | 1,887,140 | 0.2 | |
65,307 | (1) | Pinterest, Inc. | 1,447,856 | 0.1 |
16,532 | (1),(2) | Roku, Inc. | 1,926,474 | 0.2 |
191,620 | (2) | Sirius XM Holdings, Inc. | 1,124,809 | 0.1 |
21,285 | (1) | Spotify Technology SA | 5,495,574 | 0.5 |
18,274 | (1) | Take-Two Interactive Software, Inc. | 2,550,502 | 0.2 |
16,432 | Telephone & Data Systems, Inc. | 326,668 | 0.0 | |
16,333 | TripAdvisor, Inc. | 310,490 | 0.0 | |
124,903 | (1) | Twitter, Inc. | 3,720,860 | 0.3 |
2,336 | (1) | United States Cellular Corp. | 72,112 | 0.0 |
1,832 | ViacomCBS, Inc. - Class A | 46,899 | 0.0 | |
88,200 | (2) | ViacomCBS, Inc. - Class B | 2,056,824 | 0.2 |
7,459 | (2) | World Wrestling Entertainment, Inc. | 324,094 | 0.0 |
9,247 | (1),(2) | Zillow Group, Inc. - Class A | 531,518 | 0.0 |
22,022 | (1),(2) | Zillow Group, Inc. - Class C | 1,268,687 | 0.1 |
144,168 | (1) | Zynga, Inc. - Class A | 1,375,363 | 0.1 |
51,230,278 | 4.3 | |||
Consumer Discretionary: 11.0% | ||||
10,823 | Advance Auto Parts, Inc. | 1,541,736 | 0.1 | |
43,550 | (1) | Aptiv PLC | 3,393,416 | 0.3 |
37,092 | Aramark | 837,166 | 0.1 | |
9,557 | (1),(2) | Autonation, Inc. | 359,152 | 0.0 |
3,796 | (1) | Autozone, Inc. | 4,282,343 | 0.4 |
37,106 | Best Buy Co., Inc. | 3,238,241 | 0.3 | |
33,634 | (2) | BorgWarner, Inc. | 1,187,280 | 0.1 |
9,371 | (1) | Bright Horizons Family Solutions, Inc. | 1,098,281 | 0.1 |
12,816 | Brunswick Corp. | 820,352 | 0.1 | |
10,561 | (1) | Burlington Stores, Inc. | 2,079,778 | 0.2 |
94,495 | (1) | Caesars Entertainment Corp. | 1,146,224 | 0.1 |
23,059 | (1),(2) | Capri Holdings Ltd. | 360,412 | 0.0 |
26,439 | (1),(2) | Carmax, Inc. | 2,367,612 | 0.2 |
76,489 | (2) | Carnival Corp. | 1,255,949 | 0.1 |
6,960 | Carter's, Inc. | 561,672 | 0.0 | |
8,883 | (1),(2) | Carvana Co. | 1,067,737 | 0.1 |
19,675 | (1) | Chegg, Inc. | 1,323,340 | 0.1 |
4,528 | (1) | Chipotle Mexican Grill, Inc. | 4,765,086 | 0.4 |
5,652 | Choice Hotels International, Inc. | 445,943 | 0.0 | |
4,679 | (2) | Columbia Sportswear Co. | 377,034 | 0.0 |
21,139 | Darden Restaurants, Inc. | 1,601,702 | 0.1 | |
10,087 | (2) | Dick's Sporting Goods, Inc. | 416,190 | 0.0 |
38,156 | (1) | Dollar Tree, Inc. | 3,536,298 | 0.3 |
6,332 | Domino's Pizza, Inc. | 2,339,294 | 0.2 | |
53,738 | D.R. Horton, Inc. | 2,979,772 | 0.3 | |
13,322 | Dunkin Brands Group, Inc. | 868,994 | 0.1 | |
19,183 | (1) | Etsy, Inc. | 2,037,810 | 0.2 |
22,008 | Expedia Group, Inc. | 1,809,058 | 0.2 | |
28,752 | Extended Stay America, Inc. | 321,735 | 0.0 | |
8,872 | (1) | Five Below, Inc. | 948,505 | 0.1 |
13,198 | (1) | Floor & Decor Holdings, Inc. | 760,865 | 0.1 |
16,812 | Foot Locker, Inc. | 490,238 | 0.0 | |
634,147 | Ford Motor Co. | 3,855,614 | 0.3 | |
13,925 | (1) | frontdoor, Inc. | 617,295 | 0.1 |
29,660 | (2) | Gap, Inc. | 374,309 | 0.0 |
24,310 | Garmin Ltd. | 2,370,225 | 0.2 | |
39,861 | Gentex Corp. | 1,027,218 | 0.1 | |
22,837 | Genuine Parts Co. | 1,985,905 | 0.2 | |
671 | Graham Holdings Co. | 229,932 | 0.0 | |
7,579 | (1) | Grand Canyon Education, Inc. | 686,127 | 0.1 |
14,964 | (1),(2) | GrubHub, Inc. | 1,051,969 | 0.1 |
See Accompanying Notes to Financial Statements
44
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
31,352 | H&R Block, Inc. | 447,707 | 0.0 | |
56,340 | (2) | Hanesbrands, Inc. | 636,079 | 0.1 |
24,852 | (2) | Harley-Davidson, Inc. | 590,732 | 0.1 |
20,707 | Hasbro, Inc. | 1,551,990 | 0.1 | |
44,380 | Hilton Worldwide Holdings, Inc. | 3,259,711 | 0.3 | |
5,679 | (2) | Hyatt Hotels Corp. | 285,597 | 0.0 |
25,169 | Kohl's Corp. | 522,760 | 0.0 | |
37,395 | L Brands, Inc. | 559,803 | 0.0 | |
9,736 | Lear Corp. | 1,061,419 | 0.1 | |
21,498 | (2) | Leggett & Platt, Inc. | 755,655 | 0.1 |
43,991 | Lennar Corp. - Class A | 2,710,725 | 0.2 | |
2,575 | Lennar Corp. - Class B | 118,682 | 0.0 | |
49,217 | (1) | LKQ Corp. | 1,289,485 | 0.1 |
18,473 | (1) | Lululemon Athletica, Inc. | 5,763,761 | 0.5 |
56,307 | (1),(2) | Mattel, Inc. | 544,489 | 0.0 |
76,501 | (2) | MGM Resorts International | 1,285,217 | 0.1 |
9,439 | (1),(2) | Mohawk Industries, Inc. | 960,513 | 0.1 |
62,284 | Newell Brands, Inc. | 989,070 | 0.1 | |
17,743 | (2) | Nordstrom, Inc. | 274,839 | 0.0 |
41,594 | (1),(2) | Norwegian Cruise Line Holdings Ltd. | 683,389 | 0.1 |
544 | (1) | NVR, Inc. | 1,772,760 | 0.1 |
8,634 | (1),(2) | Ollie's Bargain Outlet Holdings, Inc. | 843,110 | 0.1 |
11,901 | (1) | O'Reilly Automotive, Inc. | 5,018,295 | 0.4 |
15,890 | (1) | Peloton Interactive, Inc. | 917,965 | 0.1 |
5,172 | (2) | Penske Auto Group, Inc. | 200,208 | 0.0 |
13,025 | (1) | Planet Fitness, Inc. | 788,924 | 0.1 |
9,434 | Polaris, Inc. | 873,117 | 0.1 | |
6,301 | Pool Corp. | 1,713,053 | 0.1 | |
43,466 | Pulte Group, Inc. | 1,479,148 | 0.1 | |
11,411 | PVH Corp. | 548,299 | 0.0 | |
61,865 | (1) | Qurate Retail, Inc. | 587,717 | 0.0 |
7,761 | Ralph Lauren Corp. | 562,828 | 0.0 | |
27,806 | (2) | Royal Caribbean Cruises Ltd. | 1,398,642 | 0.1 |
28,259 | Service Corp. International | 1,098,992 | 0.1 | |
21,493 | (1) | ServiceMaster Global Holdings, Inc. | 767,085 | 0.1 |
12,404 | (2) | Six Flags Entertainment Corp. | 238,281 | 0.0 |
21,568 | (1) | Skechers USA, Inc. | 676,804 | 0.1 |
44,936 | Tapestry, Inc. | 596,750 | 0.1 | |
7,678 | (1) | Tempur Sealy International, Inc. | 552,432 | 0.0 |
8,961 | (2) | Thor Industries, Inc. | 954,615 | 0.1 |
19,685 | Tiffany & Co. | 2,400,389 | 0.2 | |
18,813 | Toll Brothers, Inc. | 613,116 | 0.1 | |
18,786 | Tractor Supply Co. | 2,475,807 | 0.2 | |
8,753 | (1) | Ulta Beauty, Inc. | 1,780,535 | 0.1 |
30,809 | (1) | Under Armour, Inc. - Class A | 300,080 | 0.0 |
30,796 | (1),(2) | Under Armour, Inc. - Class C | 272,237 | 0.0 |
6,492 | Vail Resorts, Inc. | 1,182,518 | 0.1 | |
53,099 | VF Corp. | 3,235,853 | 0.3 | |
10,697 | (1),(2) | Wayfair, Inc. | 2,113,834 | 0.2 |
29,137 | (2) | Wendy's Company | 634,604 | 0.1 |
9,912 | (2) | Whirlpool Corp. | 1,283,901 | 0.1 |
12,484 | (2) | Williams-Sonoma, Inc. | 1,023,813 | 0.1 |
13,648 | Wyndham Destinations, Inc. | 384,601 | 0.0 | |
14,899 | Wyndham Hotels & Resorts, Inc. | 634,995 | 0.1 | |
15,908 | (2) | Wynn Resorts Ltd. | 1,184,987 | 0.1 |
58,597 | Yum China Holdings, Inc. | 2,816,758 | 0.2 | |
131,036,485 | 11.0 | |||
Consumer Staples: 4.3% | ||||
90,078 | Archer-Daniels-Midland Co. | 3,594,112 | 0.3 | |
8,374 | (1),(2) | Beyond Meat, Inc. | 1,121,949 | 0.1 |
1,409 | (1) | Boston Beer Co., Inc. | 756,140 | 0.1 |
7,403 | Brown-Forman Corp. - Class A | 426,191 | 0.0 | |
29,358 | (2) | Brown-Forman Corp. - Class B | 1,868,930 | 0.1 |
22,435 | Bunge Ltd. | 922,752 | 0.1 | |
28,528 | (2) | Campbell Soup Co. | 1,415,845 | 0.1 |
6,002 | Casey's General Stores, Inc. | 897,419 | 0.1 | |
39,967 | Church & Dwight Co., Inc. | 3,089,449 | 0.3 | |
20,511 | Clorox Co. | 4,499,498 | 0.4 | |
79,192 | Conagra Brands, Inc. | 2,785,183 | 0.2 | |
46,823 | (2) | Coty, Inc - Class A | 209,299 | 0.0 |
10,076 | (2) | Energizer Holdings, Inc. | 478,509 | 0.0 |
31,666 | Flowers Foods, Inc. | 708,052 | 0.1 | |
11,146 | (1),(2) | Grocery Outlet Holding Corp. | 454,757 | 0.0 |
13,219 | (1),(2) | Hain Celestial Group, Inc. | 416,531 | 0.0 |
16,315 | (1) | Herbalife Nutrition Ltd. | 733,849 | 0.1 |
23,984 | Hershey Co. | 3,108,806 | 0.3 | |
45,367 | (2) | Hormel Foods Corp. | 2,189,865 | 0.2 |
10,956 | Ingredion, Inc. | 909,348 | 0.1 | |
17,950 | (2) | JM Smucker Co. | 1,899,289 | 0.2 |
40,803 | Kellogg Co. | 2,695,446 | 0.2 | |
125,879 | Kroger Co. | 4,261,004 | 0.4 | |
23,714 | Lamb Weston Holdings, Inc. | 1,516,036 | 0.1 | |
20,149 | McCormick & Co., Inc. | 3,614,932 | 0.3 | |
28,364 | Molson Coors Beverage Co. | 974,587 | 0.1 | |
8,336 | Nu Skin Enterprises, Inc. | 318,685 | 0.0 | |
8,734 | (1) | Pilgrim's Pride Corp. | 147,517 | 0.0 |
10,354 | (1) | Post Holdings, Inc. | 907,217 | 0.1 |
7,764 | Reynolds Consumer Products, Inc. | 269,721 | 0.0 | |
42 | Seaboard Corp. | 123,220 | 0.0 | |
6,891 | Spectrum Brands Holdings, Inc. | 316,297 | 0.0 | |
19,281 | (1) | Sprouts Farmers Market, Inc. | 493,401 | 0.0 |
9,105 | (1),(2) | TreeHouse Foods, Inc. | 398,799 | 0.0 |
46,742 | Tyson Foods, Inc. | 2,790,965 | 0.2 | |
35,806 | (1) | US Foods Holding Corp. | 706,094 | 0.1 |
52,019,694 | 4.3 | |||
Energy: 2.9% | ||||
46,599 | (2) | Antero Midstream Corp. | 237,655 | 0.0 |
61,687 | Apache Corp. | 832,775 | 0.1 | |
106,796 | Baker Hughes Co. | 1,643,590 | 0.1 | |
63,710 | Cabot Oil & Gas Corp. | 1,094,538 | 0.1 | |
37,607 | (1) | Cheniere Energy, Inc. | 1,817,170 | 0.2 |
16,409 | Cimarex Energy Co. | 451,083 | 0.0 | |
31,715 | Concho Resources, Inc./Midland TX | 1,633,323 | 0.1 | |
12,149 | (2) | Continental Resources, Inc. | 212,972 | 0.0 |
62,041 | Devon Energy Corp. | 703,545 | 0.1 | |
25,601 | Diamondback Energy, Inc. | 1,070,634 | 0.1 |
See Accompanying Notes to Financial Statements
45
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
41,715 | (2) | EQT Corp. | 496,409 | 0.0 |
66,303 | Equitrans Midstream Corp. | 550,978 | 0.0 | |
142,372 | Halliburton Co. | 1,847,989 | 0.2 | |
16,975 | Helmerich & Payne, Inc. | 331,182 | 0.0 | |
44,637 | Hess Corp. | 2,312,643 | 0.2 | |
24,261 | HollyFrontier Corp. | 708,421 | 0.1 | |
128,042 | Marathon Oil Corp. | 783,617 | 0.1 | |
105,231 | Marathon Petroleum Corp. | 3,933,535 | 0.3 | |
23,839 | (2) | Murphy Oil Corp. | 328,978 | 0.0 |
63,313 | National Oilwell Varco, Inc. | 775,584 | 0.1 | |
77,780 | Noble Energy, Inc. | 696,909 | 0.1 | |
132,044 | Occidental Petroleum Corp. | 2,416,405 | 0.2 | |
71,306 | Oneok, Inc. | 2,368,785 | 0.2 | |
48,899 | Parsley Energy, Inc. - Class A | 522,241 | 0.0 | |
26,689 | Pioneer Natural Resources Co. | 2,607,515 | 0.2 | |
37,550 | Targa Resources Corp. | 753,629 | 0.1 | |
197,704 | Williams Cos., Inc. | 3,760,330 | 0.3 | |
65,334 | (1) | WPX Energy, Inc. | 416,831 | 0.0 |
35,309,266 | 2.9 | |||
Financials: 11.3% | ||||
7,619 | (2) | Affiliated Managers Group, Inc. | 568,073 | 0.1 |
92,279 | AGNC Investment Corp. | 1,190,399 | 0.1 | |
2,259 | Alleghany Corp. | 1,104,967 | 0.1 | |
60,718 | Ally Financial, Inc. | 1,204,038 | 0.1 | |
11,981 | American Financial Group, Inc. | 760,314 | 0.1 | |
1,213 | American National Insurance Co. | 87,421 | 0.0 | |
19,993 | Ameriprise Financial, Inc. | 2,999,750 | 0.3 | |
232,637 | Annaly Capital Management, Inc. | 1,526,099 | 0.1 | |
27,722 | (2) | Apollo Global Management, Inc. | 1,383,882 | 0.1 |
63,911 | (1) | Arch Capital Group Ltd. | 1,831,050 | 0.2 |
15,938 | Ares Management Corp. | 632,739 | 0.1 | |
30,600 | Arthur J. Gallagher & Co. | 2,983,194 | 0.3 | |
24,625 | Associated Banc-Corp. | 336,870 | 0.0 | |
9,685 | Assurant, Inc. | 1,000,364 | 0.1 | |
13,636 | Assured Guaranty Ltd. | 332,855 | 0.0 | |
18,771 | (1) | Athene Holding Ltd. | 585,467 | 0.1 |
13,536 | Axis Capital Holdings Ltd. | 549,020 | 0.0 | |
6,405 | (2) | Bank of Hawaii Corp. | 393,331 | 0.0 |
19,925 | (2) | Bank OZK | 467,640 | 0.0 |
5,095 | (2) | BOK Financial Corp. | 287,562 | 0.0 |
15,975 | (1) | Brighthouse Financial, Inc. | 444,425 | 0.0 |
38,302 | Brown & Brown, Inc. | 1,561,190 | 0.1 | |
18,921 | (2) | Carlyle Group, Inc./The | 527,896 | 0.0 |
17,791 | Cboe Global Markets, Inc. | 1,659,544 | 0.1 | |
24,334 | Cincinnati Financial Corp. | 1,558,106 | 0.1 | |
69,267 | Citizens Financial Group, Inc. | 1,748,299 | 0.1 | |
4,623 | CNA Financial Corp. | 148,629 | 0.0 | |
22,610 | Comerica, Inc. | 861,441 | 0.1 | |
16,341 | (2) | Commerce Bancshares, Inc. | 971,799 | 0.1 |
1,642 | (1),(2) | Credit Acceptance Corp. | 688,014 | 0.1 |
9,097 | (2) | Cullen/Frost Bankers, Inc. | 679,637 | 0.1 |
49,818 | Discover Financial Services | 2,495,384 | 0.2 | |
35,957 | E*Trade Financial Corp. | 1,788,142 | 0.2 | |
22,908 | East West Bancorp, Inc. | 830,186 | 0.1 | |
17,993 | Eaton Vance Corp. | 694,530 | 0.1 | |
66,077 | Equitable Holdings, Inc. | 1,274,625 | 0.1 | |
4,039 | (2) | Erie Indemnity Co. | 775,084 | 0.1 |
6,354 | Evercore, Inc. | 374,378 | 0.0 | |
6,499 | Everest Re Group Ltd. | 1,340,094 | 0.1 | |
6,035 | Factset Research Systems, Inc. | 1,982,316 | 0.2 | |
44,667 | Fidelity National Financial, Inc. | 1,369,490 | 0.1 | |
115,610 | Fifth Third Bancorp | 2,228,961 | 0.2 | |
17,627 | First American Financial Corp. | 846,449 | 0.1 | |
1,065 | First Citizens BancShares, Inc. | 431,346 | 0.0 | |
21,058 | First Hawaiian, Inc. | 363,040 | 0.0 | |
50,490 | (2) | First Horizon National Corp. | 502,880 | 0.0 |
27,683 | First Republic Bank | 2,934,121 | 0.2 | |
52,389 | FNB Corp. | 392,918 | 0.0 | |
44,026 | (2) | Franklin Resources, Inc. | 923,225 | 0.1 |
17,046 | Globe Life, Inc. | 1,265,325 | 0.1 | |
6,152 | Hanover Insurance Group, Inc. | 623,382 | 0.1 | |
58,113 | Hartford Financial Services Group, Inc. | 2,240,256 | 0.2 | |
164,157 | Huntington Bancshares, Inc. | 1,483,159 | 0.1 | |
11,718 | (2) | Interactive Brokers Group, Inc. | 489,461 | 0.0 |
61,271 | (2) | Invesco Ltd. | 659,276 | 0.1 |
36,838 | Jefferies Financial Group, Inc. | 572,831 | 0.1 | |
10,032 | Kemper Corp. | 727,521 | 0.1 | |
157,905 | Keycorp | 1,923,283 | 0.2 | |
86,613 | (2) | KKR & Co., Inc. | 2,674,609 | 0.2 |
16,387 | Lazard Ltd. | 469,160 | 0.0 | |
13,508 | Legg Mason, Inc. | 672,023 | 0.1 | |
1,265 | (1),(2) | LendingTree, Inc. | 366,255 | 0.0 |
31,299 | Lincoln National Corp. | 1,151,490 | 0.1 | |
38,929 | Loews Corp. | 1,334,875 | 0.1 | |
12,758 | LPL Financial Holdings, Inc. | 1,000,227 | 0.1 | |
20,812 | M&T Bank Corp. | 2,163,824 | 0.2 | |
2,197 | (1) | Markel Corp. | 2,028,204 | 0.2 |
5,994 | MarketAxess Holdings, Inc. | 3,002,514 | 0.3 | |
4,483 | Mercury General Corp. | 182,682 | 0.0 | |
54,873 | MGIC Investment Corp. | 449,410 | 0.0 | |
3,514 | Morningstar, Inc. | 495,369 | 0.0 | |
13,458 | MSCI, Inc. - Class A | 4,492,550 | 0.4 | |
18,601 | Nasdaq, Inc. | 2,222,261 | 0.2 | |
67,323 | (2) | New Residential Investment Corp. | 500,210 | 0.0 |
73,082 | New York Community Bancorp., Inc. | 745,436 | 0.1 | |
31,224 | Northern Trust Corp. | 2,477,312 | 0.2 | |
46,250 | Old Republic International Corp. | 754,338 | 0.1 | |
10,693 | OneMain Holdings, Inc. | 262,406 | 0.0 |
See Accompanying Notes to Financial Statements
46
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
18,960 | PacWest Bancorp | 373,702 | 0.0 | |
68,723 | (2) | People's United Financial, Inc. | 795,125 | 0.1 |
12,003 | Pinnacle Financial Partners, Inc. | 504,006 | 0.0 | |
14,103 | Popular, Inc. | 524,209 | 0.0 | |
6,485 | Primerica, Inc. | 756,151 | 0.1 | |
44,146 | Principal Financial Group, Inc. | 1,833,825 | 0.2 | |
14,505 | Prosperity Bancshares, Inc. | 861,307 | 0.1 | |
64,348 | Prudential Financial, Inc. | 3,918,793 | 0.3 | |
19,950 | Raymond James Financial, Inc. | 1,373,159 | 0.1 | |
156,170 | Regions Financial Corp. | 1,736,610 | 0.1 | |
11,007 | Reinsurance Group of America, Inc. | 863,389 | 0.1 | |
7,952 | RenaissanceRe Holdings Ltd. | 1,360,031 | 0.1 | |
12,266 | (2) | Santander Consumer USA Holdings, Inc. | 225,817 | 0.0 |
18,743 | SEI Investments Co. | 1,030,490 | 0.1 | |
8,453 | Signature Bank | 903,795 | 0.1 | |
60,813 | SLM Corp. | 427,515 | 0.0 | |
44,683 | Starwood Property Trust, Inc. | 668,458 | 0.1 | |
57,235 | State Street Corp. | 3,637,284 | 0.3 | |
31,406 | Sterling Bancorp | 368,078 | 0.0 | |
8,355 | (1) | SVB Financial Group | 1,800,753 | 0.2 |
94,761 | Synchrony Financial | 2,099,904 | 0.2 | |
23,759 | Synovus Financial Corp. | 487,772 | 0.0 | |
36,787 | T. Rowe Price Group, Inc. | 4,543,195 | 0.4 | |
24,514 | TCF Financial Corp. | 721,202 | 0.1 | |
42,198 | TD Ameritrade Holding Corp. | 1,535,163 | 0.1 | |
7,979 | (2) | TFS Financial Corp. | 114,179 | 0.0 |
13,340 | Tradeweb Markets, Inc. | 775,588 | 0.1 | |
36,134 | Umpqua Holdings Corp. | 384,466 | 0.0 | |
33,272 | (2) | Unum Group | 551,982 | 0.0 |
10,157 | Virtu Financial, Inc. | 239,705 | 0.0 | |
20,419 | (3) | Voya Financial, Inc. | 952,546 | 0.1 |
14,544 | Webster Financial Corp. | 416,104 | 0.0 | |
15,588 | Western Alliance Bancorp. | 590,318 | 0.1 | |
490 | White Mountains Insurance Group Ltd. | 435,105 | 0.0 | |
20,919 | Willis Towers Watson PLC | 4,119,997 | 0.3 | |
9,276 | Wintrust Financial Corp. | 404,619 | 0.0 | |
22,628 | WR Berkley Corp. | 1,296,358 | 0.1 | |
26,236 | Zions Bancorp NA | 892,024 | 0.1 | |
134,573,557 | 11.3 | |||
Health Care: 12.9% | ||||
8,842 | (1),(2) | 10X Genomics, Inc. | 789,679 | 0.1 |
7,196 | (1) | Abiomed, Inc. | 1,738,266 | 0.1 |
14,251 | (1),(2) | Acadia Healthcare Co., Inc. | 357,985 | 0.0 |
17,773 | (1),(2) | Acadia Pharmaceuticals, Inc. | 861,457 | 0.1 |
7,462 | (1) | Acceleron Pharma, Inc. | 710,905 | 0.1 |
11,558 | (1) | Adaptive Biotechnologies Corp. | 559,176 | 0.0 |
50,300 | Agilent Technologies, Inc. | 4,445,011 | 0.4 | |
9,854 | (1),(2) | Agios Pharmaceuticals, Inc. | 526,992 | 0.0 |
34,586 | (1) | Alexion Pharmaceuticals, Inc. | 3,881,933 | 0.3 |
12,692 | (1) | Align Technology, Inc. | 3,483,192 | 0.3 |
25,582 | (1) | Alkermes PLC | 496,419 | 0.0 |
18,575 | (1) | Alnylam Pharmaceuticals, Inc. | 2,751,143 | 0.2 |
5,135 | (1) | Amedisys, Inc. | 1,019,503 | 0.1 |
23,687 | AmerisourceBergen Corp. | 2,386,939 | 0.2 | |
66,936 | (1) | Avantor, Inc. | 1,137,912 | 0.1 |
29,341 | (1) | BioMarin Pharmaceutical, Inc. | 3,618,919 | 0.3 |
3,431 | (1) | Bio-Rad Laboratories, Inc. | 1,549,062 | 0.1 |
6,172 | Bio-Techne Corp. | 1,629,840 | 0.1 | |
10,526 | (1),(2) | Bluebird Bio, Inc. | 642,507 | 0.1 |
16,757 | Bruker Corp. | 681,675 | 0.1 | |
47,549 | Cardinal Health, Inc. | 2,481,582 | 0.2 | |
24,953 | (1) | Catalent, Inc. | 1,829,055 | 0.2 |
49,469 | Cerner Corp. | 3,391,100 | 0.3 | |
39,383 | (1) | Change Healthcare, Inc. | 441,090 | 0.0 |
7,904 | (1) | Charles River Laboratories International, Inc. | 1,378,062 | 0.1 |
2,519 | Chemed Corp. | 1,136,245 | 0.1 | |
7,916 | Cooper Cos., Inc. | 2,245,294 | 0.2 | |
13,473 | (1) | DaVita, Inc. | 1,066,253 | 0.1 |
35,530 | Dentsply Sirona, Inc. | 1,565,452 | 0.1 | |
65,070 | (1) | Elanco Animal Health, Inc. | 1,395,752 | 0.1 |
15,832 | Encompass Health Corp. | 980,476 | 0.1 | |
25,928 | (1) | Envista Holdings Corp. | 546,822 | 0.0 |
24,160 | (1) | Exact Sciences Corp. | 2,100,470 | 0.2 |
48,984 | (1) | Exelixis, Inc. | 1,162,880 | 0.1 |
9,511 | (1),(2) | Global Blood Therapeutics, Inc. | 600,429 | 0.1 |
12,043 | (1) | Globus Medical, Inc. | 574,572 | 0.0 |
12,070 | (1) | Guardant Health, Inc. | 979,239 | 0.1 |
8,094 | (1) | Haemonetics Corp. | 724,899 | 0.1 |
23,169 | (1) | Henry Schein, Inc. | 1,352,838 | 0.1 |
10,832 | Hill-Rom Holdings, Inc. | 1,189,137 | 0.1 | |
41,680 | (1) | Hologic, Inc. | 2,375,760 | 0.2 |
29,851 | (1) | Horizon Therapeutics Plc | 1,659,119 | 0.1 |
3,153 | (1) | ICU Medical, Inc. | 581,129 | 0.0 |
13,678 | (1) | Idexx Laboratories, Inc. | 4,515,928 | 0.4 |
33,470 | (1) | Immunomedics, Inc. | 1,186,177 | 0.1 |
29,493 | (1) | Incyte Corp., Ltd. | 3,066,387 | 0.3 |
10,244 | (1) | Insulet Corp. | 1,989,999 | 0.2 |
11,624 | (1) | Integra LifeSciences Holdings Corp. | 546,212 | 0.0 |
21,229 | (1),(2) | Ionis Pharmaceuticals, Inc. | 1,251,662 | 0.1 |
21,981 | (1) | Iovance Biotherapeutics, Inc. | 603,378 | 0.1 |
30,914 | (1) | IQVIA Holdings, Inc. | 4,386,078 | 0.4 |
8,787 | (1) | Jazz Pharmaceuticals PLC | 969,558 | 0.1 |
15,764 | (1) | Laboratory Corp. of America Holdings | 2,618,558 | 0.2 |
8,756 | (1),(2) | Livongo Health, Inc. | 658,364 | 0.1 |
7,822 | (1) | Masimo Corp. | 1,783,338 | 0.1 |
26,272 | McKesson Corp. | 4,030,650 | 0.3 | |
3,835 | (1) | Mettler Toledo International, Inc. | 3,089,284 | 0.3 |
43,669 | (1),(2) | Moderna, Inc. | 2,803,986 | 0.2 |
9,551 | (1),(2) | Molina Healthcare, Inc. | 1,699,887 | 0.1 |
83,803 | (1) | Mylan NV | 1,347,552 | 0.1 |
28,156 | (1),(2) | Nektar Therapeutics | 652,093 | 0.1 |
14,949 | (1) | Neurocrine Biosciences, Inc. | 1,823,778 | 0.2 |
See Accompanying Notes to Financial Statements
47
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
16,153 | (1) | Novocure Ltd. | 957,873 | 0.1 |
5,159 | (1),(2) | Penumbra, Inc. | 922,532 | 0.1 |
18,098 | PerkinElmer, Inc. | 1,775,233 | 0.1 | |
22,199 | Perrigo Co. PLC | 1,226,939 | 0.1 | |
10,049 | (1),(2) | PPD, Inc. | 269,313 | 0.0 |
10,302 | (1) | PRA Health Sciences, Inc. | 1,002,282 | 0.1 |
10,094 | (1) | Premier, Inc. | 346,022 | 0.0 |
36,308 | (1) | QIAGEN NV | 1,554,345 | 0.1 |
21,729 | Quest Diagnostics, Inc. | 2,476,237 | 0.2 | |
6,039 | (1) | Quidel Corp. | 1,351,166 | 0.1 |
3,852 | (1),(2) | Reata Pharmaceuticals, Inc. | 600,989 | 0.1 |
8,487 | (1) | Repligen Corp. | 1,049,078 | 0.1 |
23,308 | Resmed, Inc. | 4,475,136 | 0.4 | |
8,384 | (1) | Sage Therapeutics, Inc. | 348,607 | 0.0 |
12,096 | (1) | Sarepta Therapeutics, Inc. | 1,939,473 | 0.2 |
19,780 | (1) | Seattle Genetics, Inc. | 3,361,018 | 0.3 |
13,663 | (2) | STERIS Public Ltd. Co. | 2,096,451 | 0.2 |
10,165 | (1) | Syneos Health, Inc. | 592,111 | 0.0 |
9,504 | (1) | Tandem Diabetes Care, Inc. | 940,136 | 0.1 |
12,004 | (1) | Teladoc Health, Inc. | 2,290,843 | 0.2 |
7,549 | Teleflex, Inc. | 2,747,685 | 0.2 | |
7,085 | (1) | United Therapeutics Corp. | 857,285 | 0.1 |
11,968 | Universal Health Services, Inc. | 1,111,708 | 0.1 | |
14,747 | (1) | Varian Medical Systems, Inc. | 1,806,802 | 0.2 |
21,718 | (1) | Veeva Systems, Inc. | 5,091,134 | 0.4 |
9,945 | (1) | Waters Corp. | 1,794,078 | 0.2 |
11,929 | West Pharmaceutical Services, Inc. | 2,709,911 | 0.2 | |
33,687 | Zimmer Biomet Holdings, Inc. | 4,020,880 | 0.3 | |
153,764,306 | 12.9 | |||
Industrials: 14.7% | ||||
6,390 | Acuity Brands, Inc. | 611,779 | 0.1 | |
18,609 | ADT, Inc. | 148,500 | 0.0 | |
24,634 | (1) | AECOM | 925,746 | 0.1 |
10,037 | AGCO Corp. | 556,652 | 0.0 | |
17,322 | (2) | Air Lease Corp. | 507,361 | 0.0 |
19,490 | Alaska Air Group, Inc. | 706,707 | 0.1 | |
14,974 | Allegion Public Ltd. | 1,530,642 | 0.1 | |
18,306 | Allison Transmission Holdings, Inc. | 673,295 | 0.1 | |
1,453 | AMERCO | 439,082 | 0.0 | |
80,282 | (2) | American Airlines Group, Inc. | 1,049,286 | 0.1 |
37,316 | Ametek, Inc. | 3,334,931 | 0.3 | |
21,564 | AO Smith Corp. | 1,016,096 | 0.1 | |
7,743 | Armstrong World Industries, Inc. | 603,644 | 0.1 | |
10,061 | (1) | Axon Enterprise, Inc. | 987,286 | 0.1 |
15,458 | BWX Technologies, Inc. | 875,541 | 0.1 | |
8,779 | Carlisle Cos., Inc. | 1,050,583 | 0.1 | |
141,192 | Carrier Global Corp. | 3,137,286 | 0.3 | |
21,541 | CH Robinson Worldwide, Inc. | 1,703,031 | 0.1 | |
14,350 | Cintas Corp. | 3,822,266 | 0.3 | |
8,362 | (1) | Clean Harbors, Inc. | 501,553 | 0.0 |
16,097 | (1),(2) | Colfax Corp. | 449,106 | 0.0 |
5,141 | Copa Holdings S.A.- Class A | 259,929 | 0.0 | |
33,004 | (1) | Copart, Inc. | 2,748,243 | 0.2 |
12,866 | CoreLogic, Inc. | 864,853 | 0.1 | |
6,253 | (1) | CoStar Group, Inc. | 4,443,820 | 0.4 |
7,907 | Crane Co. | 470,150 | 0.0 | |
23,970 | Cummins, Inc. | 4,153,042 | 0.3 | |
6,743 | Curtiss-Wright Corp. | 602,015 | 0.1 | |
103,652 | Delta Air Lines, Inc. | 2,907,439 | 0.2 | |
20,711 | Donaldson Co., Inc. | 963,476 | 0.1 | |
23,358 | Dover Corp. | 2,255,448 | 0.2 | |
19,665 | Equifax, Inc. | 3,380,020 | 0.3 | |
26,979 | Expeditors International Washington, Inc. | 2,051,483 | 0.2 | |
93,092 | Fastenal Co. | 3,988,061 | 0.3 | |
21,137 | Flowserve Corp. | 602,827 | 0.1 | |
48,362 | Fortive Corp. | 3,272,173 | 0.3 | |
22,381 | Fortune Brands Home & Security, Inc. | 1,430,817 | 0.1 | |
5,934 | (1),(2) | FTI Consulting, Inc. | 679,740 | 0.1 |
7,522 | (1) | Gates Industrial Corp. PLC | 77,326 | 0.0 |
9,930 | (1) | Generac Holdings, Inc. | 1,210,765 | 0.1 |
26,835 | Graco, Inc. | 1,287,812 | 0.1 | |
9,861 | (2) | GrafTech International Ltd. | 78,691 | 0.0 |
26,150 | (1) | HD Supply Holdings, Inc. | 906,098 | 0.1 |
12,650 | Heico Corp. - Class A - HEI.A | 1,027,686 | 0.1 | |
7,259 | (2) | Heico Corp. - HEI | 723,359 | 0.1 |
13,544 | (2) | Hexcel Corp. | 612,460 | 0.1 |
64,148 | Howmet Aerospace, Inc. | 1,016,746 | 0.1 | |
8,779 | Hubbell, Inc. | 1,100,535 | 0.1 | |
6,431 | Huntington Ingalls Industries, Inc. | 1,122,145 | 0.1 | |
21,776 | (1) | IAA, Inc. | 839,900 | 0.1 |
12,243 | IDEX Corp. | 1,934,884 | 0.2 | |
64,541 | IHS Markit Ltd. | 4,872,846 | 0.4 | |
56,322 | (1) | Ingersoll Rand, Inc. | 1,583,775 | 0.1 |
14,044 | ITT, Inc. | 824,945 | 0.1 | |
20,351 | Jacobs Engineering Group, Inc. | 1,725,765 | 0.1 | |
13,629 | JB Hunt Transport Services, Inc. | 1,640,114 | 0.1 | |
43,787 | (1),(2) | JetBlue Airways Corp. | 477,278 | 0.0 |
121,108 | Johnson Controls International plc | 4,134,627 | 0.3 | |
15,412 | Kansas City Southern | 2,300,857 | 0.2 | |
9,738 | (1) | Kirby Corp. | 521,567 | 0.0 |
20,217 | (2) | Knight-Swift Transportation Holdings, Inc. | 843,251 | 0.1 |
6,197 | Landstar System, Inc. | 695,985 | 0.1 | |
5,619 | Lennox International, Inc. | 1,309,171 | 0.1 | |
9,272 | Lincoln Electric Holdings, Inc. | 781,073 | 0.1 | |
38,741 | (1),(2) | Lyft, Inc. | 1,278,840 | 0.1 |
12,040 | Macquarie Infrastructure Co. LLC | 369,508 | 0.0 | |
9,408 | Manpowergroup, Inc. | 646,800 | 0.1 | |
42,715 | Masco Corp. | 2,144,720 | 0.2 | |
8,872 | (1) | Mercury Systems, Inc. | 697,872 | 0.1 |
8,950 | (1) | Middleby Corp. | 706,513 | 0.1 |
5,912 | (2) | MSA Safety, Inc. | 676,569 | 0.1 |
7,162 | MSC Industrial Direct Co. | 521,465 | 0.0 | |
57,901 | Nielsen Holdings PLC | 860,409 | 0.1 | |
9,335 | Nordson Corp. | 1,770,943 | 0.1 | |
24,850 | nVent Electric PLC | 465,441 | 0.0 |
See Accompanying Notes to Financial Statements
48
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
15,856 | Old Dominion Freight Line | 2,689,019 | 0.2 | |
11,004 | Oshkosh Corp. | 788,106 | 0.1 | |
66,357 | Otis Worldwide Corp. | 3,773,059 | 0.3 | |
17,372 | Owens Corning, Inc. | 968,663 | 0.1 | |
55,153 | Paccar, Inc. | 4,128,202 | 0.3 | |
20,817 | Parker Hannifin Corp. | 3,815,132 | 0.3 | |
26,821 | Pentair PLC | 1,018,930 | 0.1 | |
22,219 | Quanta Services, Inc. | 871,651 | 0.1 | |
6,579 | Regal Beloit Corp. | 574,478 | 0.0 | |
34,126 | Republic Services, Inc. | 2,800,038 | 0.2 | |
18,141 | Robert Half International, Inc. | 958,389 | 0.1 | |
18,847 | Rockwell Automation, Inc. | 4,014,411 | 0.3 | |
24,091 | Rollins, Inc. | 1,021,217 | 0.1 | |
8,530 | Ryder System, Inc. | 319,960 | 0.0 | |
9,581 | Schneider National, Inc. | 236,363 | 0.0 | |
25,074 | (1) | Sensata Technologies Holding PLC | 933,505 | 0.1 |
8,742 | (2) | Snap-On, Inc. | 1,210,854 | 0.1 |
95,821 | Southwest Airlines Co. | 3,275,162 | 0.3 | |
16,890 | Spirit Aerosystems Holdings, Inc. | 404,347 | 0.0 | |
25,070 | Stanley Black & Decker, Inc. | 3,494,257 | 0.3 | |
14,643 | (1),(2) | Stericycle, Inc. | 819,715 | 0.1 |
5,873 | (1) | Teledyne Technologies, Inc. | 1,826,209 | 0.2 |
37,005 | Textron, Inc. | 1,217,835 | 0.1 | |
10,290 | Timken Co. | 468,092 | 0.0 | |
17,370 | Toro Co. | 1,152,326 | 0.1 | |
38,841 | Trane Technologies PLC | 3,456,072 | 0.3 | |
8,491 | TransDigm Group, Inc. | 3,753,447 | 0.3 | |
30,882 | TransUnion | 2,687,969 | 0.2 | |
9,397 | (1) | Trex Co., Inc. | 1,222,268 | 0.1 |
14,748 | (2) | Trinity Industries, Inc. | 313,985 | 0.0 |
47,161 | (1),(2) | United Airlines Holdings, Inc. | 1,632,242 | 0.1 |
11,703 | (1),(2) | United Rentals, Inc. | 1,744,215 | 0.1 |
27,099 | (1) | Univar Solutions, Inc. | 456,889 | 0.0 |
3,404 | Valmont Industries, Inc. | 386,762 | 0.0 | |
25,784 | Verisk Analytics, Inc. | 4,388,437 | 0.4 | |
32,383 | (1),(2) | Vertiv Holdings Co. | 439,113 | 0.0 |
9,783 | (1) | Virgin Galactic Holdings, Inc. | 159,854 | 0.0 |
5,294 | (2) | Watsco, Inc. | 940,744 | 0.1 |
29,474 | Westinghouse Air Brake Technologies Corp. | 1,696,818 | 0.1 | |
9,029 | Woodward, Inc. | 700,199 | 0.1 | |
7,235 | WW Grainger, Inc. | 2,272,948 | 0.2 | |
14,758 | (1),(2) | XPO Logistics, Inc. | 1,140,056 | 0.1 |
29,073 | Xylem, Inc. | 1,888,582 | 0.2 | |
175,553,170 | 14.7 | |||
Information Technology: 19.1% | ||||
9,959 | (1),(2) | 2U, Inc. | 378,044 | 0.0 |
25,985 | (1) | Akamai Technologies, Inc. | 2,782,734 | 0.2 |
7,602 | Alliance Data Systems Corp. | 343,002 | 0.0 | |
8,559 | (1),(2) | Alteryx, Inc. | 1,406,073 | 0.1 |
21,554 | Amdocs Ltd. | 1,312,208 | 0.1 | |
46,942 | Amphenol Corp. | 4,497,513 | 0.4 | |
21,179 | (1) | Anaplan, Inc. | 959,620 | 0.1 |
13,928 | (1) | ANSYS, Inc. | 4,063,215 | 0.3 |
9,540 | (1) | Arista Networks, Inc. | 2,003,686 | 0.2 |
12,671 | (1) | Arrow Electronics, Inc. | 870,371 | 0.1 |
10,985 | (1) | Aspen Technology, Inc. | 1,138,156 | 0.1 |
12,501 | (1),(2) | Avalara, Inc. | 1,663,758 | 0.1 |
15,927 | Avnet, Inc. | 444,124 | 0.0 | |
2,612 | (1) | Bill.com Holdings, Inc. | 235,629 | 0.0 |
23,474 | (1) | Black Knight, Inc. | 1,703,273 | 0.1 |
22,376 | Booz Allen Hamilton Holding Corp. | 1,740,629 | 0.1 | |
18,600 | Broadridge Financial Solutions, Inc. ADR | 2,347,134 | 0.2 | |
4,032 | (1) | CACI International, Inc. | 874,460 | 0.1 |
44,826 | (1) | Cadence Design Systems, Inc. | 4,301,503 | 0.4 |
19,791 | CDK Global, Inc. | 819,743 | 0.1 | |
23,061 | CDW Corp. | 2,679,227 | 0.2 | |
17,248 | (1) | Ceridian HCM Holding, Inc. | 1,367,249 | 0.1 |
24,837 | (1) | Ciena Corp. | 1,345,172 | 0.1 |
9,491 | (1) | Cirrus Logic, Inc. | 586,354 | 0.0 |
20,034 | Citrix Systems, Inc. | 2,963,229 | 0.2 | |
17,719 | (1),(2) | Cloudflare, Inc. | 636,998 | 0.1 |
26,772 | Cognex Corp. | 1,598,824 | 0.1 | |
3,937 | (1) | Coherent, Inc. | 515,668 | 0.0 |
31,323 | (1),(2) | CommScope Holding Co., Inc. | 260,921 | 0.0 |
121,907 | Corning, Inc. | 3,157,391 | 0.3 | |
10,796 | (1),(2) | Coupa Software, Inc. | 2,990,924 | 0.2 |
17,660 | (1),(2) | Cree, Inc. | 1,045,295 | 0.1 |
18,745 | (1) | Crowdstrike Holdings, Inc. | 1,879,936 | 0.2 |
24,780 | (1) | Datadog, Inc. | 2,154,621 | 0.2 |
28,664 | (1) | DocuSign, Inc. | 4,936,227 | 0.4 |
10,303 | Dolby Laboratories, Inc. | 678,659 | 0.1 | |
39,884 | (1) | Dropbox, Inc. | 868,275 | 0.1 |
41,204 | DXC Technology Co. | 679,866 | 0.1 | |
24,679 | (1) | Dynatrace, Inc. | 1,001,967 | 0.1 |
7,812 | (1) | EchoStar Corp. | 218,424 | 0.0 |
8,871 | (1) | Elastic NV | 817,995 | 0.1 |
17,170 | (1),(2) | Enphase Energy, Inc. | 816,777 | 0.1 |
21,772 | Entegris, Inc. | 1,285,637 | 0.1 | |
8,638 | (1) | EPAM Systems, Inc. | 2,176,862 | 0.2 |
8,201 | (1) | Euronet Worldwide, Inc. | 785,820 | 0.1 |
5,573 | (1) | Everbridge, Inc. | 771,080 | 0.1 |
9,905 | (1) | F5 Networks, Inc. | 1,381,549 | 0.1 |
4,548 | (1) | Fair Isaac Corp. | 1,901,246 | 0.2 |
11,839 | (1),(2) | Fastly, Inc. | 1,007,854 | 0.1 |
35,615 | (1),(2) | FireEye, Inc. | 433,613 | 0.0 |
13,514 | (1),(2) | First Solar, Inc. | 668,943 | 0.1 |
10,030 | (1) | Five9, Inc. | 1,110,020 | 0.1 |
13,406 | (1) | FleetCor Technologies, Inc. | 3,372,011 | 0.3 |
21,194 | Flir Systems, Inc. | 859,841 | 0.1 | |
21,613 | (1) | Fortinet, Inc. | 2,966,817 | 0.2 |
14,064 | (1) | Gartner, Inc. | 1,706,385 | 0.1 |
30,485 | Genpact Ltd. | 1,113,312 | 0.1 | |
5,878 | (1) | Globant SA | 880,818 | 0.1 |
26,907 | (1) | GoDaddy, Inc. | 1,973,090 | 0.2 |
13,497 | (1),(2) | Guidewire Software, Inc. | 1,496,142 | 0.1 |
209,697 | Hewlett Packard Enterprise Co. | 2,040,352 | 0.2 | |
232,725 | HP, Inc. | 4,056,397 | 0.3 | |
6,714 | (1),(2) | HubSpot, Inc. | 1,506,286 | 0.1 |
7,769 | (1) | Inphi Corp. | 912,857 | 0.1 |
5,756 | (1),(2) | IPG Photonics Corp. | 923,205 | 0.1 |
23,886 | Jabil, Inc. | 766,263 | 0.1 | |
12,389 | Jack Henry & Associates, Inc. | 2,279,948 | 0.2 | |
53,424 | Juniper Networks, Inc. | 1,221,273 | 0.1 | |
30,410 | (1) | Keysight Technologies, Inc. | 3,064,720 | 0.3 |
25,241 | KLA Corp. | 4,908,870 | 0.4 | |
21,868 | Leidos Holdings, Inc. | 2,048,376 | 0.2 |
See Accompanying Notes to Financial Statements
49
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
3,826 | Littelfuse, Inc. | 652,830 | 0.1 | |
7,886 | LogMeIn, Inc. | 668,496 | 0.1 | |
12,156 | (1) | Lumentum Holdings, Inc. | 989,863 | 0.1 |
10,278 | (1) | Manhattan Associates, Inc. | 968,188 | 0.1 |
107,178 | Marvell Technology Group Ltd. | 3,757,661 | 0.3 | |
43,165 | Maxim Integrated Products | 2,616,231 | 0.2 | |
13,308 | (1),(2) | Medallia, Inc. | 335,894 | 0.0 |
38,172 | (2) | Microchip Technology, Inc. | 4,019,893 | 0.3 |
8,859 | MKS Instruments, Inc. | 1,003,193 | 0.1 | |
6,793 | (1),(2) | MongoDB, Inc. | 1,537,528 | 0.1 |
7,074 | Monolithic Power Systems, Inc. | 1,676,538 | 0.1 | |
27,651 | Motorola Solutions, Inc. | 3,874,735 | 0.3 | |
20,938 | National Instruments Corp. | 810,510 | 0.1 | |
20,901 | (1) | NCR Corp. | 362,005 | 0.0 |
35,982 | NetApp, Inc. | 1,596,521 | 0.1 | |
8,183 | (1) | New Relic, Inc. | 563,809 | 0.0 |
90,661 | NortonLifeLock, Inc. | 1,797,808 | 0.1 | |
45,686 | (1),(2) | Nuance Communications, Inc. | 1,156,084 | 0.1 |
28,509 | (1) | Nutanix, Inc. | 675,806 | 0.1 |
18,695 | (1) | Okta, Inc. | 3,743,300 | 0.3 |
65,942 | (1) | ON Semiconductor Corp. | 1,306,970 | 0.1 |
11,132 | (1),(2) | PagerDuty, Inc. | 318,598 | 0.0 |
15,892 | (1) | Palo Alto Networks, Inc. | 3,649,916 | 0.3 |
52,176 | Paychex, Inc. | 3,952,332 | 0.3 | |
8,009 | (1) | Paycom Software, Inc. | 2,480,628 | 0.2 |
5,623 | (1) | Paylocity Holding Corp. | 820,339 | 0.1 |
6,406 | Pegasystems, Inc. | 648,095 | 0.1 | |
15,259 | (1),(2) | Pluralsight, Inc. | 275,425 | 0.0 |
9,134 | (1) | Proofpoint, Inc. | 1,014,970 | 0.1 |
16,956 | (1) | PTC, Inc. | 1,319,007 | 0.1 |
38,624 | (1) | Pure Storage, Inc. - Class A | 669,354 | 0.1 |
18,779 | (1) | Qorvo, Inc. | 2,075,643 | 0.2 |
14,274 | (1),(2) | RealPage, Inc. | 927,953 | 0.1 |
12,421 | (1) | RingCentral, Inc. | 3,540,109 | 0.3 |
45,106 | (2) | Sabre Corp. | 363,554 | 0.0 |
9,427 | Science Applications International Corp. | 732,289 | 0.1 | |
27,113 | Skyworks Solutions, Inc. | 3,466,668 | 0.3 | |
60,946 | (1) | Slack Technologies, Inc. | 1,894,811 | 0.2 |
17,950 | (1),(2) | Smartsheet, Inc. | 914,014 | 0.1 |
7,940 | (1),(2) | SolarEdge Technologies, Inc. | 1,101,913 | 0.1 |
7,365 | (1),(2) | SolarWinds Corp. | 130,140 | 0.0 |
25,849 | (1) | Splunk, Inc. | 5,136,196 | 0.4 |
36,329 | SS&C Technologies Holdings, Inc. | 2,051,862 | 0.2 | |
25,223 | (1) | StoneCo Ltd. | 977,643 | 0.1 |
14,346 | Switch, Inc. | 255,646 | 0.0 | |
6,773 | SYNNEX Corp. | 811,202 | 0.1 | |
24,340 | (1) | Synopsys, Inc. | 4,746,300 | 0.4 |
17,854 | (1) | Teradata Corp. | 371,363 | 0.0 |
26,887 | Teradyne, Inc. | 2,272,220 | 0.2 | |
6,583 | (1),(2) | Trade Desk, Inc./The | 2,675,989 | 0.2 |
40,532 | (1) | Trimble, Inc. | 1,750,577 | 0.1 |
20,886 | (1) | Twilio, Inc. | 4,582,806 | 0.4 |
6,368 | (1) | Tyler Technologies, Inc. | 2,208,932 | 0.2 |
1,405 | (2) | Ubiquiti, Inc. | 245,257 | 0.0 |
6,997 | Universal Display Corp. | 1,046,891 | 0.1 | |
16,621 | (1) | VeriSign, Inc. | 3,437,721 | 0.3 |
9,376 | (1),(2) | Viasat, Inc. | 359,757 | 0.0 |
48,857 | Western Digital Corp. | 2,157,037 | 0.2 | |
66,638 | Western Union Co. | 1,440,714 | 0.1 | |
7,059 | (1) | WEX, Inc. | 1,164,806 | 0.1 |
28,913 | Xerox Holdings Corp. | 442,080 | 0.0 | |
39,716 | Xilinx, Inc. | 3,907,657 | 0.3 | |
8,530 | (1) | Zebra Technologies Corp. | 2,183,253 | 0.2 |
18,327 | (1) | Zendesk, Inc. | 1,622,489 | 0.1 |
11,365 | (1) | Zscaler, Inc. | 1,244,468 | 0.1 |
228,206,948 | 19.1 | |||
Materials: 5.0% | ||||
17,152 | (2) | Albemarle Corp. | 1,324,306 | 0.1 |
260,817 | (2) | Amcor PLC | 2,662,942 | 0.2 |
10,437 | Aptargroup, Inc. | 1,168,735 | 0.1 | |
3,224 | Ardagh Group SA | 41,622 | 0.0 | |
8,988 | Ashland Global Holdings, Inc. | 621,071 | 0.1 | |
13,527 | Avery Dennison Corp. | 1,543,295 | 0.1 | |
33,865 | (1) | Axalta Coating Systems Ltd. | 763,656 | 0.1 |
51,871 | Ball Corp. | 3,604,516 | 0.3 | |
21,627 | (1) | Berry Global Group, Inc. | 958,509 | 0.1 |
9,049 | Cabot Corp. | 335,265 | 0.0 | |
19,148 | Celanese Corp. - Series A | 1,653,238 | 0.1 | |
34,698 | CF Industries Holdings, Inc. | 976,402 | 0.1 | |
26,805 | Chemours Co. | 411,457 | 0.0 | |
121,968 | Corteva, Inc. | 3,267,523 | 0.3 | |
21,070 | (1) | Crown Holdings, Inc. | 1,372,289 | 0.1 |
6,705 | Eagle Materials, Inc. | 470,825 | 0.0 | |
22,041 | Eastman Chemical Co. | 1,534,935 | 0.1 | |
35,259 | (1) | Element Solutions, Inc. | 382,560 | 0.0 |
21,046 | FMC Corp. | 2,096,603 | 0.2 | |
235,740 | Freeport-McMoRan, Inc. | 2,727,512 | 0.2 | |
45,165 | Graphic Packaging Holding Co. | 631,858 | 0.1 | |
32,541 | Huntsman Corp. | 584,762 | 0.1 | |
17,388 | (2) | International Flavors & Fragrances, Inc. | 2,129,334 | 0.2 |
63,920 | International Paper Co. | 2,250,623 | 0.2 | |
41,694 | LyondellBasell Industries NV - Class A | 2,740,130 | 0.2 | |
10,102 | Martin Marietta Materials, Inc. | 2,086,770 | 0.2 | |
56,126 | Mosaic Co. | 702,136 | 0.1 | |
1,124 | NewMarket Corp. | 450,140 | 0.0 | |
48,983 | Nucor Corp. | 2,028,386 | 0.2 | |
23,166 | (2) | Olin Corp. | 266,177 | 0.0 |
15,223 | Packaging Corp. of America | 1,519,255 | 0.1 | |
38,359 | PPG Industries, Inc. | 4,068,356 | 0.3 | |
10,305 | Reliance Steel & Aluminum Co. | 978,254 | 0.1 | |
10,652 | Royal Gold, Inc. | 1,324,257 | 0.1 | |
20,776 | RPM International, Inc. | 1,559,447 | 0.1 | |
6,584 | Scotts Miracle-Gro Co. | 885,350 | 0.1 | |
25,254 | Sealed Air Corp. | 829,594 | 0.1 | |
12,753 | Silgan Holdings, Inc. | 413,070 | 0.0 | |
16,280 | Sonoco Products Co. | 851,281 | 0.1 | |
32,933 | Steel Dynamics, Inc. | 859,222 | 0.1 | |
30,109 | Valvoline, Inc. | 582,007 | 0.1 | |
21,484 | Vulcan Materials Co. | 2,488,921 | 0.2 | |
5,508 | (2) | Westlake Chemical Corp. | 295,504 | 0.0 |
See Accompanying Notes to Financial Statements
50
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
41,767 | WestRock Co. | 1,180,335 | 0.1 | |
9,132 | WR Grace & Co. | 463,997 | 0.0 | |
60,086,427 | 5.0 | |||
Real Estate: 7.6% | ||||
20,356 | Alexandria Real Estate Equities, Inc. | 3,302,761 | 0.3 | |
22,242 | (2) | American Campus Communities, Inc. | 777,580 | 0.1 |
42,170 | American Homes 4 Rent | 1,134,373 | 0.1 | |
32,539 | Americold Realty Trust | 1,181,166 | 0.1 | |
24,056 | Apartment Investment and Management Co. | 905,468 | 0.1 | |
34,445 | (2) | Apple Hospitality REIT, Inc. | 332,739 | 0.0 |
22,862 | AvalonBay Communities, Inc. | 3,535,380 | 0.3 | |
25,283 | Boston Properties, Inc. | 2,285,078 | 0.2 | |
27,378 | Brandywine Realty Trust | 298,146 | 0.0 | |
48,134 | Brixmor Property Group, Inc. | 617,078 | 0.0 | |
9,258 | (2) | Brookfield Property REIT, Inc. | 92,210 | 0.0 |
15,317 | Camden Property Trust | 1,397,217 | 0.1 | |
54,230 | (1) | CBRE Group, Inc. | 2,452,281 | 0.2 |
6,530 | Coresite Realty Corp. | 790,522 | 0.1 | |
18,369 | Corporate Office Properties Trust SBI MD | 465,470 | 0.0 | |
23,884 | Cousins Properties, Inc. | 712,460 | 0.1 | |
31,510 | CubeSmart | 850,455 | 0.1 | |
18,684 | (2) | CyrusOne, Inc. | 1,359,261 | 0.1 |
27,031 | Douglas Emmett, Inc. | 828,770 | 0.1 | |
59,878 | Duke Realty Corp. | 2,119,082 | 0.2 | |
23,762 | Empire State Realty Trust, Inc. | 166,334 | 0.0 | |
12,769 | EPR Properties | 423,037 | 0.0 | |
18,963 | Equity Commonwealth | 610,609 | 0.0 | |
28,258 | Equity Lifestyle Properties, Inc. | 1,765,560 | 0.1 | |
59,757 | Equity Residential | 3,514,907 | 0.3 | |
10,600 | Essex Property Trust, Inc. | 2,429,202 | 0.2 | |
20,495 | Extra Space Storage, Inc. | 1,893,123 | 0.2 | |
12,246 | (2) | Federal Realty Investment Trust | 1,043,482 | 0.1 |
20,509 | First Industrial Realty Trust, Inc. | 788,366 | 0.1 | |
33,483 | Gaming and Leisure Properties, Inc. | 1,158,512 | 0.1 | |
35,270 | (2) | Healthcare Trust of America, Inc. | 935,360 | 0.1 |
87,658 | Healthpeak Properties, Inc. | 2,415,854 | 0.2 | |
16,741 | Highwoods Properties, Inc. | 624,941 | 0.1 | |
113,611 | Host Hotels & Resorts, Inc. | 1,225,863 | 0.1 | |
6,336 | (1),(2) | Howard Hughes Corp. | 329,155 | 0.0 |
24,403 | Hudson Pacific Properties, Inc. | 613,979 | 0.0 | |
88,471 | Invitation Homes, Inc. | 2,435,607 | 0.2 | |
46,476 | (2) | Iron Mountain, Inc. | 1,213,024 | 0.1 |
19,790 | JBG SMITH Properties | 585,190 | 0.0 | |
8,368 | Jones Lang LaSalle, Inc. | 865,753 | 0.1 | |
18,668 | Kilroy Realty Corp. | 1,095,812 | 0.1 | |
67,116 | Kimco Realty Corp. | 861,769 | 0.1 | |
13,956 | Lamar Advertising Co. | 931,703 | 0.1 | |
7,612 | Life Storage, Inc. | 722,759 | 0.1 | |
84,211 | Medical Properties Trust, Inc. | 1,583,167 | 0.1 | |
18,513 | Mid-America Apartment Communities, Inc. | 2,122,886 | 0.2 | |
27,827 | National Retail Properties, Inc. | 987,302 | 0.1 | |
36,559 | Omega Healthcare Investors, Inc. | 1,086,899 | 0.1 | |
23,425 | Outfront Media, Inc. | 331,932 | 0.0 | |
30,742 | Paramount Group, Inc. | 237,021 | 0.0 | |
39,122 | Park Hotels & Resorts, Inc. | 386,917 | 0.0 | |
22,169 | Rayonier, Inc. | 549,569 | 0.0 | |
55,917 | Realty Income Corp. | 3,327,061 | 0.3 | |
27,289 | Regency Centers Corp. | 1,252,292 | 0.1 | |
18,859 | Rexford Industrial Realty, Inc. | 781,328 | 0.1 | |
49,469 | Simon Property Group, Inc. | 3,382,690 | 0.3 | |
12,562 | (2) | SL Green Realty Corp. | 619,181 | 0.1 |
16,712 | (2) | Spirit Realty Capital, Inc. | 582,580 | 0.0 |
36,521 | STORE Capital Corp. | 869,565 | 0.1 | |
15,709 | Sun Communities, Inc. | 2,131,397 | 0.2 | |
9,581 | (2) | Taubman Centers, Inc. | 361,779 | 0.0 |
47,612 | UDR, Inc. | 1,779,737 | 0.1 | |
60,675 | Ventas, Inc. | 2,221,918 | 0.2 | |
175,331 | VEREIT, Inc. | 1,127,378 | 0.1 | |
75,768 | (2) | VICI Properties, Inc. | 1,529,756 | 0.1 |
28,363 | Vornado Realty Trust | 1,083,750 | 0.1 | |
19,846 | Weingarten Realty Investors | 375,685 | 0.0 | |
67,985 | Welltower, Inc. | 3,518,224 | 0.3 | |
121,443 | Weyerhaeuser Co. | 2,727,610 | 0.2 | |
27,807 | WP Carey, Inc. | 1,881,144 | 0.2 | |
90,926,166 | 7.6 | |||
Utilities: 5.9% | ||||
107,453 | AES Corp. | 1,556,994 | 0.1 | |
40,599 | Alliant Energy Corp. | 1,942,256 | 0.2 | |
40,030 | Ameren Corp. | 2,816,511 | 0.2 | |
29,463 | American Water Works Co., Inc. | 3,790,710 | 0.3 | |
19,696 | Atmos Energy Corp. | 1,961,328 | 0.2 | |
9,220 | Avangrid, Inc. | 387,056 | 0.0 | |
81,868 | Centerpoint Energy, Inc. | 1,528,476 | 0.1 | |
46,459 | CMS Energy Corp. | 2,714,135 | 0.2 | |
54,474 | Consolidated Edison, Inc. | 3,918,315 | 0.3 | |
31,232 | DTE Energy Co. | 3,357,440 | 0.3 | |
58,151 | Edison International | 3,158,181 | 0.3 | |
32,640 | Entergy Corp. | 3,061,958 | 0.3 | |
36,347 | Essential Utilities, Inc. | 1,535,297 | 0.1 | |
36,791 | Evergy, Inc. | 2,181,338 | 0.2 | |
54,814 | Eversource Energy | 4,564,362 | 0.4 | |
88,116 | FirstEnergy Corp. | 3,417,138 | 0.3 | |
17,383 | Hawaiian Electric Industries | 626,831 | 0.1 | |
8,184 | Idacorp, Inc. | 715,036 | 0.1 | |
32,393 | MDU Resources Group, Inc. | 718,477 | 0.1 | |
13,419 | (2) | National Fuel Gas Co. | 562,659 | 0.0 |
62,210 | NiSource, Inc. | 1,414,655 | 0.1 | |
39,526 | NRG Energy, Inc. | 1,286,967 | 0.1 | |
32,472 | OGE Energy Corp. | 985,850 | 0.1 | |
86,153 | (1) | PG&E Corp. | 764,177 | 0.1 |
18,287 | Pinnacle West Capital Corp. | 1,340,254 | 0.1 | |
125,285 | PPL Corp. | 3,237,364 | 0.3 | |
82,152 | Public Service Enterprise Group, Inc. | 4,038,592 | 0.3 |
See Accompanying Notes to Financial Statements
51
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
33,796 | UGI Corp. | 1,074,713 | 0.1 | |
79,289 | Vistra Energy Corp. | 1,476,361 | 0.1 | |
51,359 | WEC Energy Group, Inc. | 4,501,616 | 0.4 | |
85,466 | Xcel Energy, Inc. | 5,341,625 | 0.4 | |
69,976,672 | 5.9 | |||
Total Common Stock | ||||
(Cost $690,007,060) | 1,182,682,969 | 99.0 | ||
Principal Amount† | Value | Percentage of Net Assets | ||
SHORT-TERM INVESTMENTS: 10.4% | ||||
Floating Rate Notes: 0.7% | ||||
1,075,000 | (4) | Bank of Montreal, 0.200%, 07/13/2020 | 1,075,023 | 0.1 |
1,000,000 | (4) | J.P. Morgan Securities LLC, 0.360%, 07/08/2020 | 1,000,045 | 0.1 |
950,000 | (4) | Lloyds Bank PLC, 0.310%, 07/31/2020 | 950,118 | 0.1 |
975,000 | (4) | Mitsubishi UFJ Financial Group, Inc., 0.350%, 07/14/2020 | 975,071 | 0.1 |
900,000 | (4) | Mizuho Financial Group Inc., 0.340%, 07/14/2020 | 900,065 | 0.1 |
1,100,000 | (4) | National Bank of Canada, 1.180%, 07/16/2020 | 1,100,039 | 0.1 |
900,000 | (4) | Royal Bank of Canada, 0.350%, 07/17/2020 | 900,082 | 0.1 |
800,000 | (4) | Svenska Handelsbanken AB, 0.330%, 07/07/2020 | 800,027 | 0.0 |
Total Floating Rate Notes | ||||
(Cost $7,700,470) | 7,700,470 | 0.7 | ||
Repurchase Agreements: 8.2% | ||||
3,340,171 | (4) | Amherst Pierpoint Securities LLC, Repurchase Agreement dated 06/30/20, 0.14%, due 07/01/20 (Repurchase Amount $3,340,184, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $3,406,974, due 08/13/20-05/20/70) | 3,340,171 | 0.3 |
2,414,756 | (4) | Bank of America Inc., Repurchase Agreement dated 06/30/20, 0.07%, due 07/01/20 (Repurchase Amount $2,414,761, collateralized by various U.S. Government Securities, 0.125%-5.000%, Market Value plus accrued interest $2,463,052, due 10/15/24-02/15/48) | 2,414,756 | 0.2 |
7,586,532 | (4) | BNP Paribas S.A., Repurchase Agreement dated 06/30/20, 0.24%, due 07/01/20 (Repurchase Amount $7,586,582, collateralized by various U.S. Government Securities, 1.106%-6.500%, Market Value plus accrued interest $7,965,859, due 08/15/20-03/19/40) | 7,586,532 | 0.7 |
20,011,871 | (4) | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/20, 0.10%, due 07/01/20 (Repurchase Amount $20,011,926, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $20,412,108, due 08/01/20-02/20/70) | 20,011,871 | 1.7 |
3,927,640 | (4) | CF Secured LLC, Repurchase Agreement dated 06/30/20, 0.10%, due 07/01/20 (Repurchase Amount $3,927,651, collateralized by various U.S. Government/U.S. Government Agency Obligations, 2.500%-5.500%, Market Value plus accrued interest $4,006,193, due 01/01/29-06/01/50) | 3,927,640 | 0.3 |
8,434,733 | (4) | Citadel Securities LLC, Repurchase Agreement dated 06/30/20, 0.15%, due 07/01/20 (Repurchase Amount $8,434,768, collateralized by various U.S. Government Securities, 0.000%-7.625%, Market Value plus accrued interest $8,603,464, due 07/31/20-11/15/49) | 8,434,733 | 0.7 |
See Accompanying Notes to Financial Statements
52
Voya Russell™ Mid Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
26,393,292 | (4) | Citigroup, Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $26,393,357, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $26,921,159, due 07/31/21-05/20/70) | 26,393,292 | 2.2 |
5,141,768 | (4) | Industrial & Comm. Bank of China, Repurchase Agreement dated 06/30/20, 0.11%, due 07/01/20 (Repurchase Amount $5,141,783, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $5,244,603, due 07/15/20-06/01/50) | 5,141,768 | 0.4 |
1,589,478 | (4) | Royal Bank of Canada, Repurchase Agreement dated 06/30/20, 0.26%, due 07/01/20 (Repurchase Amount $1,589,489, collateralized by various U.S. Government Securities, 0.000%-8.700%, Market Value plus accrued interest $1,660,139, due 10/27/20-05/27/40) | 1,589,478 | 0.1 |
19,112,894 | (4) | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/20, 0.24%, due 07/01/20 (Repurchase Amount $19,113,020, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $19,539,455, due 01/15/22-02/15/47) | 19,112,894 | 1.6 |
Total Repurchase Agreements | ||||
(Cost $97,953,135) | 97,953,135 | 8.2 |
Shares | Value | Percentage of Net Assets | |||
Mutual Funds(4): 1.5% | |||||
2,585,000 | (4),(5) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.100% | 2,585,000 | 0.2 | |
12,911,000 | (4),(5) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.150% | 12,911,000 | 1.1 | |
2,585,000 | (4),(5) | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.050% | 2,585,000 | 0.2 | |
Total Mutual Funds | |||||
(Cost $18,081,000) | 18,081,000 | 1.5 | |||
Total Short-Term Investments | |||||
(Cost $123,734,605) | 123,734,605 | 10.4 | |||
Total Investments in Securities (Cost $813,741,665) | $ 1,306,417,574 | 109.4 | |||
Liabilities in Excess of Other Assets | (112,388,628 | ) | (9.4) | ||
Net Assets | $ 1,194,028,946 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
ADR | American Depositary Receipt |
(1) | Non-income producing security. |
(2) | Security, or a portion of the security, is on loan. |
(3) | Investment in affiliate |
(4) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
(5) | Rate shown is the 7-day yield as of June 30, 2020. |
See Accompanying Notes to Financial Statements
53
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||
COMMON STOCK: 97.2% | ||||
Communication Services: 2.5% | ||||
17,809 | (1) | AMC Entertainment Holdings, Inc. | $ 76,401 | 0.0 |
13,106 | (1),(2) | AMC Networks, Inc. | 306,549 | 0.1 |
4,870 | (2) | Anterix, Inc. | 220,806 | 0.1 |
3,878 | ATN International, Inc. | 234,890 | 0.1 | |
6,627 | (1),(2) | Bandwidth, Inc. | 841,629 | 0.2 |
15,568 | (1),(2) | Boingo Wireless, Inc. | 207,366 | 0.0 |
4,241 | (1),(2) | Boston Omaha Corp. | 67,856 | 0.0 |
8,934 | (1),(2) | Cardlytics, Inc. | 625,201 | 0.1 |
30,140 | (2) | Cargurus, Inc. | 764,049 | 0.1 |
23,539 | (1),(2) | Cars.com, Inc. | 135,585 | 0.0 |
32,914 | (2) | Central European Media Enterprises Ltd. | 116,516 | 0.0 |
17,542 | (2) | Cincinnati Bell, Inc. | 260,499 | 0.1 |
36,456 | Cinemark Holdings, Inc. | 421,067 | 0.1 | |
14,663 | Cogent Communications Holdings, Inc. | 1,134,330 | 0.2 | |
20,223 | (1),(2) | comScore, Inc. | 62,691 | 0.0 |
25,745 | (2) | Consolidated Communications Holdings, Inc. | 174,294 | 0.0 |
447 | (1),(2) | Daily Journal Corp. | 120,690 | 0.0 |
17,761 | (2) | DHI Group, Inc. | 37,298 | 0.0 |
8,643 | Emerald Holding, Inc. | 26,620 | 0.0 | |
41,856 | (1) | Entercom Communications Corp. | 57,761 | 0.0 |
19,127 | Entravision Communications Corp. | 27,352 | 0.0 | |
25,235 | (1),(2) | Eros International PLC | 79,743 | 0.0 |
22,392 | (1),(2) | Eventbrite, Inc. | 191,899 | 0.0 |
4,862 | (1),(2) | EverQuote, Inc. | 282,774 | 0.1 |
20,051 | (1) | EW Scripps Co. | 175,446 | 0.0 |
13,789 | (2) | Fluent, Inc. | 24,544 | 0.0 |
3,598 | (1),(2) | Gaia, Inc. | 30,151 | 0.0 |
44,698 | Gannett Co., Inc. | 61,683 | 0.0 | |
44,761 | (2) | Glu Mobile, Inc. | 414,935 | 0.1 |
20,783 | (1),(2) | Gogo, Inc. | 65,674 | 0.0 |
31,440 | (2) | Gray Television, Inc. | 438,588 | 0.1 |
5,183 | (2) | Hemisphere Media Group, Inc. | 50,949 | 0.0 |
5,305 | (2) | IDT Corp. | 34,642 | 0.0 |
20,411 | (2) | iHeartMedia, Inc. | 170,432 | 0.0 |
18,201 | (2) | Imax Corp. | 204,033 | 0.0 |
41,233 | (2) | Iridium Communications, Inc. | 1,048,968 | 0.2 |
41,176 | (2) | Liberty Latin America Ltd. | 388,701 | 0.1 |
14,444 | (2) | Liberty Latin America Ltd. - Class A | 140,396 | 0.0 |
16,083 | (2) | Liberty Media Corp. - Braves C | 317,478 | 0.1 |
25,016 | (2) | Liberty TripAdvisor Holdings, Inc. | 53,284 | 0.0 |
11,608 | (2) | LiveXLive Media, Inc. | 42,021 | 0.0 |
4,517 | Loral Space & Communications, Inc. | 88,172 | 0.0 | |
7,872 | Marcus Corp. | 104,461 | 0.0 | |
25,144 | (1),(2) | Meet Group, Inc./The | 156,899 | 0.0 |
13,795 | (1) | Meredith Corp. | 200,717 | 0.0 |
15,010 | (1),(2) | MSG Networks, Inc. | 149,350 | 0.0 |
21,651 | (1) | National CineMedia, Inc. | 64,303 | 0.0 |
7,674 | (2) | Ooma, Inc. | 126,468 | 0.0 |
27,486 | (2) | Orbcomm, Inc. | 105,821 | 0.0 |
17,203 | (2) | QuinStreet, Inc. | 179,943 | 0.0 |
10,280 | Scholastic Corp. | 307,783 | 0.1 | |
16,646 | Shenandoah Telecommunications Co. | 820,481 | 0.1 | |
17,764 | (1) | Sinclair Broadcast Group, Inc. | 327,923 | 0.1 |
6,153 | Spok Holdings, Inc. | 57,531 | 0.0 | |
8,353 | (2) | TechTarget, Inc. | 250,841 | 0.1 |
75,336 | TEGNA, Inc. | 839,243 | 0.1 | |
6,153 | Tribune Publishing Co. | 61,468 | 0.0 | |
37,070 | (1),(2) | TrueCar, Inc. | 95,641 | 0.0 |
80,220 | (2) | Vonage Holdings Corp. | 807,013 | 0.1 |
19,843 | (2) | WideOpenWest, Inc. | 104,573 | 0.0 |
24,011 | (2) | Yelp, Inc. | 555,374 | 0.1 |
15,539,796 | 2.5 | |||
Consumer Discretionary: 11.5% | ||||
8,612 | (2) | 1-800-Flowers.com, Inc. | 172,412 | 0.0 |
23,341 | Aarons, Inc. | 1,059,681 | 0.2 | |
21,725 | (1) | Abercrombie & Fitch Co. - Class A | 231,154 | 0.0 |
15,444 | (1),(2) | Accel Entertainment, Inc. | 148,726 | 0.0 |
12,357 | (1) | Acushnet Holdings Corp. | 429,900 | 0.1 |
30,518 | (2) | Adient plc | 501,106 | 0.1 |
18,143 | (2) | Adtalem Global Education, Inc. | 565,154 | 0.1 |
39,505 | (1),(2) | American Axle & Manufacturing Holdings, Inc. | 300,238 | 0.1 |
53,942 | (1) | American Eagle Outfitters, Inc. | 587,968 | 0.1 |
5,360 | (2) | American Public Education, Inc. | 158,656 | 0.0 |
2,159 | (2) | America's Car-Mart, Inc. | 189,711 | 0.0 |
6,644 | (2) | Asbury Automotive Group, Inc. | 513,781 | 0.1 |
7,040 | (2) | Aspen Group, Inc./CO | 63,712 | 0.0 |
16,531 | (1),(2) | At Home Group, Inc. | 107,286 | 0.0 |
22,986 | BBX Capital Corp. | 58,384 | 0.0 | |
10,150 | (2) | Beazer Homes USA, Inc. | 102,211 | 0.0 |
43,124 | (1) | Bed Bath & Beyond, Inc. | 457,114 | 0.1 |
13,560 | (1) | Big Lots, Inc. | 569,520 | 0.1 |
476 | (2) | Biglari Holdings, Inc. - Class B | 32,835 | 0.0 |
6,619 | BJ's Restaurants, Inc. | 138,602 | 0.0 | |
30,590 | (1) | Bloomin Brands, Inc. | 326,089 | 0.1 |
9,823 | (1),(2) | Boot Barn Holdings, Inc. | 211,784 | 0.0 |
28,075 | Boyd Gaming Corp. | 586,768 | 0.1 | |
15,125 | Brinker International, Inc. | 363,000 | 0.1 | |
10,078 | (1) | Buckle, Inc. | 158,023 | 0.0 |
13,654 | Caleres, Inc. | 113,874 | 0.0 | |
32,536 | (1) | Callaway Golf Co. | 569,705 | 0.1 |
11,310 | (1) | Camping World Holdings, Inc. | 307,180 | 0.1 |
5,730 | Carriage Services, Inc. | 103,828 | 0.0 | |
12,231 | (2) | Carrols Restaurant Group, Inc. | 59,198 | 0.0 |
7,830 | Cato Corp. | 64,049 | 0.0 | |
3,021 | (2) | Cavco Industries, Inc. | 582,600 | 0.1 |
10,423 | (2) | Century Casinos, Inc. | 43,255 | 0.0 |
10,193 | (2) | Century Communities, Inc. | 312,517 | 0.1 |
14,589 | (1) | Cheesecake Factory | 334,380 | 0.1 |
See Accompanying Notes to Financial Statements
54
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
40,217 | Chico's FAS, Inc. | 55,499 | 0.0 | |
5,056 | (1) | Childrens Place, Inc./The | 189,196 | 0.0 |
13,132 | (1) | Churchill Downs, Inc. | 1,748,526 | 0.3 |
5,838 | (1),(2) | Chuy's Holdings, Inc. | 86,869 | 0.0 |
3,861 | Citi Trends, Inc. | 78,069 | 0.0 | |
8,733 | Clarus Corp. | 101,125 | 0.0 | |
3,305 | Collectors Universe, Inc. | 113,295 | 0.0 | |
6,016 | (1),(2) | Conn's, Inc. | 60,701 | 0.0 |
17,477 | Cooper Tire & Rubber Co. | 482,540 | 0.1 | |
5,824 | (1),(2) | Cooper-Standard Holdings, Inc. | 77,168 | 0.0 |
15,597 | Core-Mark Holding Co., Inc. | 389,223 | 0.1 | |
8,304 | (1) | Cracker Barrel Old Country Store, Inc. | 920,997 | 0.2 |
23,642 | (2) | CROCS, Inc. | 870,498 | 0.1 |
50,059 | Dana, Inc. | 610,219 | 0.1 | |
15,915 | (1) | Dave & Buster's Entertainment, Inc. | 212,147 | 0.0 |
9,616 | (2) | Deckers Outdoor Corp. | 1,888,486 | 0.3 |
11,498 | (2) | Del Taco Restaurants, Inc. | 68,183 | 0.0 |
20,097 | (2) | Denny's Corp. | 202,980 | 0.0 |
21,476 | (1) | Designer Brands, Inc. | 145,393 | 0.0 |
3,391 | (1) | Dillards, Inc. | 87,454 | 0.0 |
5,491 | (1) | Dine Brands Global, Inc. | 231,171 | 0.0 |
9,234 | (1),(2) | Dorman Products, Inc. | 619,324 | 0.1 |
3,179 | (2) | Duluth Holdings, Inc. | 23,429 | 0.0 |
6,855 | (1),(2) | El Pollo Loco Holdings, Inc. | 101,180 | 0.0 |
29,250 | (1),(2) | Eldorado Resorts, Inc. | 1,171,755 | 0.2 |
3,526 | Escalade, Inc. | 49,223 | 0.0 | |
8,277 | Ethan Allen Interiors, Inc. | 97,917 | 0.0 | |
27,883 | (2) | Everi Holdings, Inc. | 143,876 | 0.0 |
21,331 | (1),(2) | Express, Inc. | 32,850 | 0.0 |
8,357 | (2) | Fiesta Restaurant Group, Inc. | 53,318 | 0.0 |
16,179 | (1),(2) | Fossil Group, Inc. | 75,232 | 0.0 |
13,290 | (2) | Fox Factory Holding Corp. | 1,097,887 | 0.2 |
6,743 | Franchise Group, Inc. | 147,537 | 0.0 | |
7,338 | (1),(2) | Funko, Inc. | 42,560 | 0.0 |
22,731 | (1),(2) | GameStop Corp. | 98,653 | 0.0 |
2,353 | (2) | GAN Ltd. | 59,884 | 0.0 |
4,951 | (2) | Genesco, Inc. | 107,239 | 0.0 |
11,439 | (2) | Gentherm, Inc. | 444,977 | 0.1 |
15,229 | (2) | G-III Apparel Group Ltd. | 202,393 | 0.0 |
6,028 | (2) | Golden Entertainment, Inc. | 53,770 | 0.0 |
78,866 | Goodyear Tire & Rubber Co. | 705,456 | 0.1 | |
44,445 | (2) | GoPro, Inc. | 211,558 | 0.0 |
9,466 | (2) | Green Brick Partners, Inc. | 112,172 | 0.0 |
6,075 | (1) | Group 1 Automotive, Inc. | 400,768 | 0.1 |
8,117 | (1),(2) | Groupon, Inc. | 147,080 | 0.0 |
10,186 | (2) | GrowGeneration Corp. | 69,672 | 0.0 |
15,985 | (1) | Guess?, Inc. | 154,575 | 0.0 |
1,902 | (1) | Hamilton Beach Brands Holding Co. | 22,634 | 0.0 |
6,285 | (1) | Haverty Furniture Cos., Inc. | 100,560 | 0.0 |
8,750 | (1),(2) | Helen of Troy Ltd. | 1,649,900 | 0.3 |
6,010 | (1),(2) | Hibbett Sports, Inc. | 125,849 | 0.0 |
29,411 | (2) | Hilton Grand Vacations, Inc. | 574,985 | 0.1 |
4,171 | Hooker Furniture Corp. | 81,126 | 0.0 | |
36,282 | (2) | Houghton Mifflin Harcourt Co. | 65,670 | 0.0 |
13,805 | (2) | Hudson Ltd. | 67,230 | 0.0 |
7,944 | (2) | Installed Building Products, Inc. | 546,388 | 0.1 |
34,025 | International Game Technology PLC | 302,823 | 0.1 | |
9,523 | (1),(2) | iRobot Corp. | 798,980 | 0.1 |
7,919 | Jack in the Box, Inc. | 586,719 | 0.1 | |
1,968 | Johnson Outdoors, Inc. | 179,127 | 0.0 | |
13,794 | (2) | K12, Inc. | 375,749 | 0.1 |
30,529 | KB Home | 936,630 | 0.2 | |
17,567 | Kontoor Brands, Inc. | 312,868 | 0.1 | |
2,461 | (2) | Lakeland Industries, Inc. | 55,200 | 0.0 |
3,431 | (2) | Lands' End, Inc. | 27,585 | 0.0 |
38,766 | (2) | Laureate Education Inc.- Class A | 386,303 | 0.1 |
15,635 | La-Z-Boy, Inc. | 423,083 | 0.1 | |
8,425 | LCI Industries | 968,707 | 0.2 | |
7,845 | (1),(2) | LGI Homes, Inc. | 690,595 | 0.1 |
4,659 | Lifetime Brands, Inc. | 31,308 | 0.0 | |
8,953 | (2) | Lindblad Expeditions Holdings, Inc. | 69,117 | 0.0 |
9,687 | (2) | Liquidity Services, Inc. | 57,735 | 0.0 |
7,693 | Lithia Motors, Inc. | 1,164,182 | 0.2 | |
3,047 | (1),(2) | Lovesac Co/The | 79,923 | 0.0 |
9,871 | (2) | Lumber Liquidators Holdings, Inc. | 136,812 | 0.0 |
9,675 | (2) | M/I Homes, Inc. | 333,207 | 0.1 |
105,486 | (1) | Macy's, Inc. | 725,744 | 0.1 |
7,200 | (2) | Malibu Boats, Inc. | 374,040 | 0.1 |
2,375 | Marine Products Corp. | 32,894 | 0.0 | |
7,421 | (2) | MarineMax, Inc. | 166,156 | 0.0 |
14,225 | Marriott Vacations Worldwide Corp. | 1,169,437 | 0.2 | |
6,471 | (2) | MasterCraft Boat Holdings, Inc. | 123,273 | 0.0 |
17,647 | MDC Holdings, Inc. | 629,998 | 0.1 | |
12,935 | (2) | Meritage Homes Corp. | 984,612 | 0.2 |
27,331 | (1),(2) | Michaels Cos, Inc. | 193,230 | 0.0 |
17,176 | (2) | Modine Manufacturing Co. | 94,812 | 0.0 |
4,384 | (2) | Monarch Casino & Resort, Inc. | 149,407 | 0.0 |
11,365 | (1) | Monro, Inc. | 624,393 | 0.1 |
6,546 | (1),(2) | Motorcar Parts of America, Inc. | 115,668 | 0.0 |
5,424 | (1) | Movado Group, Inc. | 58,796 | 0.0 |
9,989 | (2) | Murphy USA, Inc. | 1,124,662 | 0.2 |
1,066 | Nathan's Famous, Inc. | 59,952 | 0.0 | |
27,815 | (2) | National Vision Holdings, Inc. | 848,914 | 0.1 |
10,348 | (2) | Nautilus, Inc. | 95,926 | 0.0 |
11,255 | (2) | Noodles & Co. | 68,093 | 0.0 |
186,977 | Office Depot, Inc. | 439,396 | 0.1 | |
15,644 | (1) | OneSpaWorld Holdings Ltd. | 74,622 | 0.0 |
13,955 | (2) | Overstock.com, Inc. | 396,741 | 0.1 |
5,800 | (1) | Oxford Industries, Inc. | 255,258 | 0.1 |
11,108 | (1) | Papa Johns International, Inc. | 882,086 | 0.1 |
46,291 | (1),(2) | Penn National Gaming, Inc. | 1,413,727 | 0.2 |
24,176 | (2) | Perdoceo Education Corp. | 385,124 | 0.1 |
See Accompanying Notes to Financial Statements
55
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
6,946 | (1) | PetMed Express, Inc. | 247,555 | 0.0 |
10,332 | (2) | PlayAGS, Inc. | 34,922 | 0.0 |
5,138 | (2) | Purple Innovation, Inc. | 92,484 | 0.0 |
30,489 | (2) | Quotient Technology, Inc. | 223,179 | 0.0 |
3,111 | RCI Hospitality Holdings, Inc. | 43,118 | 0.0 | |
21,773 | (1),(2) | RealReal, Inc./The | 278,477 | 0.1 |
4,424 | (1),(2) | Red Robin Gourmet Burgers, Inc. | 45,125 | 0.0 |
24,126 | Red Rock Resorts, Inc. | 263,215 | 0.1 | |
8,072 | (1),(2) | Regis Corp. | 66,029 | 0.0 |
16,993 | Rent-A-Center, Inc. | 472,745 | 0.1 | |
5,813 | (1),(2) | RH | 1,446,856 | 0.2 |
2,377 | Rocky Brands, Inc. | 48,871 | 0.0 | |
35,193 | (2) | Rubicon Project, Inc. | 234,737 | 0.0 |
9,453 | (1) | Ruth's Hospitality Group, Inc. | 77,136 | 0.0 |
40,188 | (1),(2) | Sally Beauty Holdings, Inc. | 503,556 | 0.1 |
19,742 | (1),(2) | Scientific Games Corp. | 305,211 | 0.1 |
16,971 | (1),(2) | SeaWorld Entertainment, Inc. | 251,341 | 0.0 |
12,014 | (1),(2) | Shake Shack, Inc. | 636,502 | 0.1 |
3,161 | (1) | Shoe Carnival, Inc. | 92,522 | 0.0 |
6,865 | Shutterstock, Inc. | 240,069 | 0.0 | |
17,842 | (1) | Signet Jewelers Ltd. | 183,237 | 0.0 |
19,157 | (2) | Skyline Champion Corp. | 466,281 | 0.1 |
9,613 | (2) | Sleep Number Corp. | 400,285 | 0.1 |
18,991 | (2) | Smith & Wesson Brands, Inc. | 408,686 | 0.1 |
8,414 | (1) | Sonic Automotive, Inc. | 268,491 | 0.1 |
27,580 | (2) | Sonos, Inc. | 403,495 | 0.1 |
15,145 | (2) | Sportsman's Warehouse Holdings, Inc. | 215,816 | 0.0 |
5,714 | (2) | Stamps.com, Inc. | 1,049,605 | 0.2 |
7,427 | Standard Motor Products, Inc. | 305,992 | 0.1 | |
28,823 | Steven Madden Ltd. | 711,640 | 0.1 | |
19,299 | (1),(2) | Stitch Fix, Inc. | 481,317 | 0.1 |
9,193 | (2) | Stoneridge, Inc. | 189,927 | 0.0 |
7,615 | Strategic Education, Inc. | 1,170,045 | 0.2 | |
5,854 | (1) | Sturm Ruger & Co., Inc. | 444,904 | 0.1 |
3,253 | Superior Group of Cos, Inc. | 43,590 | 0.0 | |
11,448 | (2) | Target Hospitality Corp. | 19,347 | 0.0 |
44,865 | (1),(2) | Taylor Morrison Home Corp. | 865,446 | 0.1 |
17,446 | (2) | Tenneco, Inc. | 131,892 | 0.0 |
22,786 | (1) | Texas Roadhouse, Inc. | 1,197,860 | 0.2 |
7,243 | Tilly's, Inc. | 41,068 | 0.0 | |
11,554 | (2) | TopBuild Corp. | 1,314,499 | 0.2 |
47,567 | (2) | TRI Pointe Group, Inc. | 698,759 | 0.1 |
16,849 | Tupperware Brands Corp. | 80,033 | 0.0 | |
4,719 | (2) | Turtle Beach Corp. | 69,464 | 0.0 |
6,388 | Twin River Worldwide Holdings, Inc. | 142,389 | 0.0 | |
4,953 | (2) | Unifi, Inc. | 63,795 | 0.0 |
4,856 | (2) | Universal Electronics, Inc. | 227,358 | 0.0 |
10,934 | (1),(2) | Universal Technical Institute, Inc. | 75,991 | 0.0 |
23,145 | (2) | Urban Outfitters, Inc. | 352,267 | 0.1 |
7,443 | (2) | US Auto Parts Network, Inc. | 64,456 | 0.0 |
6,165 | (2) | Vera Bradley, Inc. | 27,373 | 0.0 |
20,013 | (2) | Vista Outdoor, Inc. | 289,188 | 0.1 |
9,651 | (2) | Visteon Corp. | 661,094 | 0.1 |
24,137 | (2) | Vivint Smart Home, Inc. | 418,294 | 0.1 |
26,098 | (2) | Waitr Holdings, Inc. | 68,638 | 0.0 |
2,114 | Weyco Group, Inc. | 45,641 | 0.0 | |
10,200 | (1) | Wingstop, Inc. | 1,417,494 | 0.2 |
937 | Winmark Corp. | 160,452 | 0.0 | |
10,761 | Winnebago Industries | 716,898 | 0.1 | |
27,649 | Wolverine World Wide, Inc. | 658,323 | 0.1 | |
21,676 | (2) | Workhorse Group, Inc. | 376,946 | 0.1 |
16,307 | (2) | WW International, Inc. | 413,872 | 0.1 |
5,923 | (2) | XPEL, Inc. | 92,636 | 0.0 |
25,687 | (2) | YETI Holdings, Inc. | 1,097,606 | 0.2 |
7,217 | (1),(2) | Zumiez, Inc. | 197,601 | 0.0 |
72,540,022 | 11.5 | |||
Consumer Staples: 3.2% | ||||
1,744 | Alico, Inc. | 54,343 | 0.0 | |
11,130 | Andersons, Inc. | 153,149 | 0.0 | |
22,061 | (1) | B&G Foods, Inc. | 537,847 | 0.1 |
14,043 | (2) | BellRing Brands, Inc. | 280,017 | 0.0 |
47,389 | (2) | BJ's Wholesale Club Holdings, Inc. | 1,766,188 | 0.3 |
5,703 | (1) | Calavo Growers, Inc. | 358,776 | 0.1 |
10,949 | (1),(2) | Cal-Maine Foods, Inc. | 487,012 | 0.1 |
11,997 | (2) | Celsius Holdings, Inc. | 141,205 | 0.0 |
554 | (2) | Central Garden & Pet Co. - CENT | 19,938 | 0.0 |
16,791 | (2) | Central Garden & Pet Co. - Class A - CENTA | 567,368 | 0.1 |
8,412 | (1),(2) | Chefs' Warehouse Holdings, Inc. | 114,235 | 0.0 |
1,649 | Coca-Cola Consolidated, Inc. | 377,934 | 0.1 | |
4,156 | (2) | Craft Brew Alliance, Inc. | 63,961 | 0.0 |
56,579 | (2) | Darling Ingredients, Inc. | 1,392,975 | 0.2 |
18,785 | (2) | Edgewell Personal Care Co. | 585,341 | 0.1 |
9,367 | (1),(2) | elf Beauty, Inc. | 178,629 | 0.0 |
3,172 | (2) | Farmer Bros Co. | 23,283 | 0.0 |
10,603 | Fresh Del Monte Produce, Inc. | 261,046 | 0.0 | |
13,411 | (2) | Freshpet, Inc. | 1,121,964 | 0.2 |
12,991 | (1),(2) | HF Foods Group, Inc. | 117,569 | 0.0 |
41,265 | (1),(2) | Hostess Brands, Inc. | 504,258 | 0.1 |
4,993 | Ingles Markets, Inc. | 215,049 | 0.0 | |
6,200 | Inter Parfums, Inc. | 298,530 | 0.1 | |
5,251 | (1) | J&J Snack Foods Corp. | 667,560 | 0.1 |
3,078 | John B Sanfilippo & Son, Inc. | 262,646 | 0.0 | |
6,516 | (1) | Lancaster Colony Corp. | 1,009,915 | 0.2 |
9,943 | (2) | Landec Corp. | 79,146 | 0.0 |
4,709 | (2) | Lifevantage Corp. | 63,666 | 0.0 |
6,082 | (1) | Limoneira Co. | 88,128 | 0.0 |
3,844 | (1) | Medifast, Inc. | 533,432 | 0.1 |
4,517 | (1) | MGP Ingredients, Inc. | 165,797 | 0.0 |
4,164 | (1),(2) | National Beverage Corp. | 254,087 | 0.0 |
3,060 | (1) | Natural Grocers by Vitamin Cottage, Inc. | 45,533 | 0.0 |
2,135 | (2) | Natures Sunshine Prods, Inc. | 19,236 | 0.0 |
30,716 | (2) | New Age Beverages Corp. | 46,995 | 0.0 |
1,690 | Oil-Dri Corp. of America | 58,643 | 0.0 | |
45,589 | (2) | Performance Food Group Co. | 1,328,463 | 0.2 |
7,895 | Pricesmart, Inc. | 476,305 | 0.1 | |
53,920 | Primo Water Corp. | 741,400 | 0.1 | |
2,096 | (1),(2) | Revlon, Inc. - Class A | 20,750 | 0.0 |
18,973 | (1),(2) | Rite Aid Corp. | 323,679 | 0.1 |
6,880 | Sanderson Farms, Inc. | 797,323 | 0.1 | |
2,317 | (2) | Seneca Foods Corp. | 78,338 | 0.0 |
See Accompanying Notes to Financial Statements
56
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
29,081 | (2) | Simply Good Foods Co/The | 540,325 | 0.1 |
12,399 | SpartanNash Co. | 263,479 | 0.0 | |
5,968 | (1) | Tootsie Roll Industries, Inc. | 204,523 | 0.0 |
3,155 | (1) | Turning Point Brands, Inc. | 78,591 | 0.0 |
18,340 | (1),(2) | United Natural Foods, Inc. | 333,971 | 0.1 |
8,544 | Universal Corp. | 363,205 | 0.1 | |
4,276 | (1),(2) | USANA Health Sciences, Inc. | 313,987 | 0.1 |
47,208 | Vector Group Ltd. | 474,912 | 0.1 | |
17,923 | (2) | Veru, Inc. | 59,863 | 0.0 |
2,764 | (1) | Village Super Market, Inc. | 76,618 | 0.0 |
4,738 | (1) | WD-40 Co. | 939,545 | 0.2 |
3,489 | (1) | Weis Markets, Inc. | 174,869 | 0.0 |
20,505,547 | 3.2 | |||
Energy: 2.2% | ||||
83,417 | (2) | Antero Resources Corp. | 211,879 | 0.0 |
5,261 | (1) | Arch Resources, Inc. | 149,465 | 0.0 |
45,275 | Archrock, Inc. | 293,835 | 0.1 | |
11,784 | Ardmore Shipping Corp. | 51,143 | 0.0 | |
7,353 | (2) | Aspen Aerogels, Inc. | 48,383 | 0.0 |
23,594 | Berry Corp. | 113,959 | 0.0 | |
6,625 | (1),(2) | Bonanza Creek Energy, Inc. | 98,183 | 0.0 |
10,405 | Brigham Minerals, Inc. | 128,502 | 0.0 | |
2,190 | (2) | Bristow Group, Inc. | 30,502 | 0.0 |
16,773 | Cactus, Inc. | 346,027 | 0.1 | |
14,838 | (1),(2) | California Resources Corp. | 18,102 | 0.0 |
64,058 | (2) | ChampionX Corp. | 625,206 | 0.1 |
48,376 | (2) | Clean Energy Fuels Corp. | 107,395 | 0.0 |
64,757 | (2) | CNX Resources Corp. | 560,148 | 0.1 |
4,728 | (2) | Comstock Resources, Inc. | 20,709 | 0.0 |
8,942 | (1),(2) | CONSOL Energy, Inc. | 45,336 | 0.0 |
31,874 | (2) | Contango Oil & Gas Co. | 72,991 | 0.0 |
10,307 | (1) | CVR Energy, Inc. | 207,274 | 0.0 |
25,510 | (1) | Delek US Holdings, Inc. | 444,129 | 0.1 |
38,065 | (1) | DHT Holdings, Inc. | 195,273 | 0.0 |
9,426 | (2) | Diamond S Shipping, Inc. | 75,314 | 0.0 |
4,999 | (1) | DMC Global, Inc. | 137,972 | 0.0 |
11,260 | (2) | Dorian L.P.G Ltd. | 87,152 | 0.0 |
12,538 | (2) | Dril-Quip, Inc. | 373,507 | 0.1 |
39,694 | (2) | Energy Fuels, Inc./Canada | 59,938 | 0.0 |
8,328 | Evolution Petroleum Corp. | 23,318 | 0.0 | |
10,214 | (2) | Exterran Corp. | 55,053 | 0.0 |
11,793 | Falcon Minerals Corp. | 37,738 | 0.0 | |
55,294 | (2) | Frank's International N.V. | 123,306 | 0.0 |
40,349 | (1) | Frontline Ltd./Bermuda | 281,636 | 0.1 |
32,881 | (1) | Golar LNG Ltd. | 238,058 | 0.1 |
12,031 | (1) | Green Plains, Inc. | 122,897 | 0.0 |
55,850 | (2) | Gulfport Energy Corp. | 60,877 | 0.0 |
49,062 | (2) | Helix Energy Solutions Group, Inc. | 170,245 | 0.0 |
8,787 | International Seaways, Inc. | 143,580 | 0.0 | |
139,087 | Kosmos Energy Ltd. | 230,884 | 0.1 | |
20,830 | Liberty Oilfield Services, Inc. | 114,148 | 0.0 | |
44,390 | (1),(2) | Magnolia Oil & Gas Corp. | 269,003 | 0.1 |
38,202 | (1),(2) | Matador Resources Co. | 324,717 | 0.1 |
9,379 | (2) | Matrix Service Co. | 91,164 | 0.0 |
7,222 | (1),(2) | Montage Resources Corp. | 28,527 | 0.0 |
2,429 | (1) | Nabors Industries Ltd. | 89,922 | 0.0 |
1,225 | Nacco Industries, Inc. | 28,543 | 0.0 | |
8,384 | (1),(2) | National Energy Services Reunited Corp. | 57,682 | 0.0 |
30,700 | (2) | Newpark Resources, Inc. | 68,461 | 0.0 |
55,919 | (2) | NexTier Oilfield Solutions, Inc. | 137,002 | 0.0 |
49,564 | (1) | Nordic American Tankers Ltd. | 201,230 | 0.0 |
34,470 | (1),(2) | Oceaneering International, Inc. | 220,263 | 0.0 |
20,970 | (2) | Oil States International, Inc. | 99,608 | 0.0 |
22,504 | (2) | Overseas Shipholding Group, Inc. | 41,857 | 0.0 |
90,197 | Ovintiv, Inc. | 861,381 | 0.2 | |
13,717 | (2) | Par Pacific Holdings, Inc. | 123,316 | 0.0 |
62,145 | Patterson-UTI Energy, Inc. | 215,643 | 0.0 | |
33,040 | (1) | PBF Energy, Inc. | 338,330 | 0.1 |
34,487 | (2) | PDC Energy, Inc. | 429,018 | 0.1 |
22,321 | Peabody Energy Corp. | 64,285 | 0.0 | |
4,310 | (1),(2) | Penn Virginia Corp. | 41,074 | 0.0 |
27,759 | (2) | ProPetro Holding Corp. | 142,681 | 0.0 |
73,487 | (1) | Range Resources Corp. | 413,732 | 0.1 |
13,071 | (1),(2) | Renewable Energy Group, Inc. | 323,899 | 0.1 |
1,979 | (2) | REX American Resources Corp. | 137,283 | 0.0 |
19,978 | (1) | RPC, Inc. | 61,532 | 0.0 |
17,661 | (1) | Scorpio Tankers, Inc. | 226,237 | 0.1 |
6,521 | (2) | SEACOR Holdings, Inc. | 184,675 | 0.0 |
20,684 | (2) | Select Energy Services, Inc. | 101,352 | 0.0 |
33,230 | (1) | SFL Corp. Ltd. | 308,707 | 0.1 |
38,845 | (1) | SM Energy Co. | 145,669 | 0.0 |
11,167 | (1) | Solaris Oilfield Infrastructure, Inc. | 82,859 | 0.0 |
189,594 | (1),(2) | Southwestern Energy Co. | 485,361 | 0.1 |
7,062 | (1),(2) | Talos Energy, Inc. | 64,970 | 0.0 |
50,202 | (2) | Tellurian, Inc. | 57,732 | 0.0 |
14,055 | (2) | Tidewater, Inc. | 78,567 | 0.0 |
200,133 | (2) | Transocean Ltd. | 366,243 | 0.1 |
64,872 | (2) | Uranium Energy Corp. | 56,938 | 0.0 |
25,455 | US Silica Holdings, Inc. | 91,893 | 0.0 | |
33,007 | (1),(2) | W&T Offshore, Inc. | 75,256 | 0.0 |
30,363 | (1),(2) | Whiting Petroleum Corp. | 34,310 | 0.0 |
22,264 | World Fuel Services Corp. | 573,521 | 0.1 | |
13,848,507 | 2.2 | |||
Financials: 15.9% | ||||
2,723 | 1st Constitution Bancorp | 33,765 | 0.0 | |
5,462 | 1st Source Corp. | 194,338 | 0.0 | |
2,858 | ACNB Corp. | 74,822 | 0.0 | |
6,491 | Alerus Financial Corp. | 128,262 | 0.0 |
See Accompanying Notes to Financial Statements
57
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
7,067 | Allegiance Bancshares, Inc. | 179,431 | 0.0 | |
4,661 | Amalgamated Bank | 58,915 | 0.0 | |
16,152 | (2) | Ambac Financial Group, Inc. | 231,297 | 0.1 |
7,867 | (2) | Amerant Bancorp, Inc. | 118,320 | 0.0 |
31,218 | American Equity Investment Life Holding Co. | 771,397 | 0.1 | |
3,939 | American National Bankshares, Inc. | 98,633 | 0.0 | |
22,706 | Ameris Bancorp. | 535,635 | 0.1 | |
6,661 | Amerisafe, Inc. | 407,387 | 0.1 | |
3,195 | Ames National Corp. | 63,069 | 0.0 | |
36,528 | Anworth Mortgage Asset Corp. | 62,098 | 0.0 | |
53,668 | (1) | Apollo Commercial Real Estate Finance, Inc. | 526,483 | 0.1 |
35,837 | Arbor Realty Trust, Inc. | 331,134 | 0.1 | |
11,663 | Ares Commercial Real Estate Corp. | 106,367 | 0.0 | |
11,179 | Argo Group International Holdings Ltd. | 389,365 | 0.1 | |
14,150 | (1) | Arlington Asset Investment Corp. | 42,025 | 0.0 |
21,896 | ARMOUR Residential REIT, Inc. | 205,603 | 0.0 | |
5,055 | Arrow Financial Corp. | 150,285 | 0.0 | |
18,862 | Artisan Partners Asset Management, Inc. | 613,015 | 0.1 | |
5,837 | (1),(2) | Assetmark Financial Holdings, Inc. | 159,292 | 0.0 |
7,714 | (2) | Atlantic Capital Bancshares, Inc. | 93,802 | 0.0 |
27,455 | Atlantic Union Bankshares Corp. | 635,858 | 0.1 | |
2,849 | (2) | Atlanticus Holdings Corp. | 29,459 | 0.0 |
928 | (1) | Auburn National BanCorp, Inc. | 52,980 | 0.0 |
20,408 | (1),(2) | Axos Financial, Inc. | 450,609 | 0.1 |
7,203 | B. Riley Financial, Inc. | 156,737 | 0.0 | |
15,783 | Banc of California, Inc. | 170,930 | 0.0 | |
6,722 | Bancfirst Corp. | 272,712 | 0.1 | |
18,253 | (2) | Bancorp, Inc. | 178,879 | 0.0 |
34,326 | (1) | BancorpSouth Bank | 780,573 | 0.1 |
2,217 | (1) | Bank First Corp. | 142,110 | 0.0 |
5,181 | Bank of Commerce Holdings | 39,272 | 0.0 | |
5,148 | Bank of Marin Bancorp | 171,583 | 0.0 | |
18,459 | Bank of NT Butterfield & Son Ltd. | 450,215 | 0.1 | |
1,430 | Bank of Princeton/The | 28,714 | 0.0 | |
5,040 | BankFinancial Corp. | 42,336 | 0.0 | |
32,395 | BankUnited, Inc. | 655,999 | 0.1 | |
1,999 | Bankwell Financial Group, Inc. | 31,784 | 0.0 | |
12,265 | Banner Corp. | 466,070 | 0.1 | |
5,459 | Bar Harbor Bankshares | 122,227 | 0.0 | |
3,512 | (2) | Baycom Corp. | 45,340 | 0.0 |
5,034 | BCB Bancorp, Inc. | 46,716 | 0.0 | |
3,678 | (1),(2) | Benefytt Technologies, Inc. | 75,252 | 0.0 |
15,704 | Berkshire Hills Bancorp, Inc. | 173,058 | 0.0 | |
102,897 | BGC Partners, Inc. | 281,938 | 0.1 | |
47,360 | (1) | Blackstone Mortgage Trust, Inc. | 1,140,902 | 0.2 |
10,628 | Banco Latinoamericano de Comercio Exterior SA | 122,222 | 0.0 | |
17,568 | (2) | Blucora, Inc. | 200,627 | 0.0 |
28,787 | Boston Private Financial Holdings, Inc. | 198,055 | 0.0 | |
6,357 | Bridge Bancorp, Inc. | 145,194 | 0.0 | |
8,894 | (2) | Bridgewater Bancshares, Inc. | 91,163 | 0.0 |
22,610 | Brightsphere Investment Group, Inc. | 281,721 | 0.1 | |
44,367 | Broadmark Realty Capital, Inc. | 420,155 | 0.1 | |
28,159 | Brookline Bancorp, Inc. | 283,843 | 0.1 | |
7,020 | (1),(2) | BRP Group, Inc. | 121,235 | 0.0 |
7,290 | Bryn Mawr Bank Corp. | 201,641 | 0.0 | |
4,685 | Business First Bancshares, Inc. | 71,915 | 0.0 | |
8,913 | Byline Bancorp, Inc. | 116,760 | 0.0 | |
1,108 | C&F Financial Corp. | 36,841 | 0.0 | |
43,945 | Cadence BanCorp | 389,353 | 0.1 | |
11,689 | (2),(3),(4) | Calamos Asset Management, Inc. | – | – |
2,772 | (2) | California Bancorp, Inc. | 41,303 | 0.0 |
2,292 | Cambridge Bancorp | 135,778 | 0.0 | |
5,506 | Camden National Corp. | 190,177 | 0.0 | |
29,068 | (2) | Cannae Holdings, Inc. | 1,194,695 | 0.2 |
2,285 | (2) | Capital Bancorp, Inc. | 24,449 | 0.0 |
5,153 | Capital City Bank Group, Inc. | 107,955 | 0.0 | |
46,253 | Capitol Federal Financial, Inc. | 509,246 | 0.1 | |
6,197 | Capstar Financial Holdings, Inc. | 74,364 | 0.0 | |
34,148 | Capstead Mortgage Corp. | 187,473 | 0.0 | |
7,804 | Carter Bank & Trust | 62,978 | 0.0 | |
26,403 | Cathay General Bancorp. | 694,399 | 0.1 | |
6,800 | CBTX, Inc. | 142,800 | 0.0 | |
10,156 | Central Pacific Financial Corp. | 162,801 | 0.0 | |
4,176 | (1) | Central Valley Community Bancorp | 64,269 | 0.0 |
1,082 | Century Bancorp, Inc./MA | 84,093 | 0.0 | |
997 | Chemung Financial Corp. | 27,218 | 0.0 | |
5,574 | Cherry Hill Mortgage Investment Corp. | 50,277 | 0.0 | |
66,321 | Chimera Investment Corp. | 637,345 | 0.1 | |
2,739 | ChoiceOne Financial Services, Inc. | 80,965 | 0.0 | |
33,751 | CIT Group, Inc. | 699,658 | 0.1 | |
4,932 | Citizens & Northern Corp. | 101,846 | 0.0 | |
17,754 | (1),(2) | Citizens, Inc. | 106,346 | 0.0 |
5,614 | City Holding Co. | 365,864 | 0.1 | |
5,722 | Civista Bancshares, Inc. | 88,119 | 0.0 | |
5,315 | CNB Financial Corp. | 95,298 | 0.0 | |
50,538 | CNO Financial Group, Inc. | 786,877 | 0.1 | |
2,603 | (2) | Coastal Financial Corp./WA | 37,796 | 0.0 |
3,324 | Codorus Valley Bancorp, Inc. | 45,971 | 0.0 | |
8,518 | Cohen & Steers, Inc. | 579,650 | 0.1 | |
29,550 | Colony Credit Real Estate, Inc. | 207,441 | 0.0 | |
24,984 | Columbia Banking System, Inc. | 708,171 | 0.1 | |
18,966 | (2) | Columbia Financial, Inc. | 264,671 | 0.1 |
See Accompanying Notes to Financial Statements
58
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
17,483 | (1) | Community Bank System, Inc. | 996,881 | 0.2 |
7,660 | Community Bankers Trust Corp. | 42,130 | 0.0 | |
2,333 | Community Financial Corp./The | 56,925 | 0.0 | |
6,013 | Community Trust Bancorp, Inc. | 196,986 | 0.0 | |
12,686 | ConnectOne Bancorp, Inc. | 204,498 | 0.0 | |
1,961 | County Bancorp, Inc. | 41,044 | 0.0 | |
9,708 | (1) | Cowen, Inc. | 157,367 | 0.0 |
4,835 | Crawford & Co. | 38,148 | 0.0 | |
16,650 | (2) | CrossFirst Bankshares, Inc. | 162,837 | 0.0 |
5,981 | Curo Group Holdings Corp. | 48,865 | 0.0 | |
9,934 | (2) | Customers Bancorp, Inc. | 119,407 | 0.0 |
45,808 | CVB Financial Corp. | 858,442 | 0.1 | |
1,161 | Diamond Hill Investment Group, Inc. | 131,971 | 0.0 | |
10,981 | Dime Community Bancshares | 150,769 | 0.0 | |
3,832 | Donegal Group, Inc. | 54,491 | 0.0 | |
10,808 | (2) | Donnelley Financial Solutions, Inc. | 90,787 | 0.0 |
8,481 | (1) | Dynex Capital, Inc. | 121,278 | 0.0 |
11,417 | Eagle Bancorp, Inc. | 373,907 | 0.1 | |
8,783 | (2) | eHealth, Inc. | 862,842 | 0.2 |
14,638 | (1) | Ellington Financial, Inc. | 172,436 | 0.0 |
10,826 | Employers Holdings, Inc. | 326,404 | 0.1 | |
10,790 | (1),(2) | Encore Capital Group, Inc. | 368,802 | 0.1 |
11,167 | (2) | Enova International, Inc. | 166,053 | 0.0 |
4,056 | (2) | Enstar Group Ltd. | 619,635 | 0.1 |
3,325 | Enterprise Bancorp, Inc./MA | 79,202 | 0.0 | |
8,790 | Enterprise Financial Services Corp. | 273,545 | 0.1 | |
5,351 | (2) | Equity Bancshares, Inc. | 93,321 | 0.0 |
2,164 | (2) | Esquire Financial Holdings, Inc. | 36,572 | 0.0 |
2,732 | ESSA Bancorp, Inc. | 38,029 | 0.0 | |
37,264 | Essent Group Ltd. | 1,351,565 | 0.2 | |
1,689 | Evans Bancorp, Inc. | 39,286 | 0.0 | |
17,579 | (1),(2) | Ezcorp, Inc. | 110,748 | 0.0 |
3,965 | (1) | Farmers & Merchants Bancorp, Inc./Archbold OH | 84,217 | 0.0 |
10,042 | Farmers National Banc Corp. | 119,098 | 0.0 | |
6,331 | (1) | FB Financial Corp. | 156,819 | 0.0 |
3,504 | FBL Financial Group, Inc. | 125,759 | 0.0 | |
3,248 | Federal Agricultural Mortgage Corp. | 207,904 | 0.0 | |
32,999 | Federated Hermes, Inc. | 782,076 | 0.1 | |
3,821 | FedNat Holding Co. | 42,298 | 0.0 | |
1,472 | Fidelity D&D Bancorp, Inc. | 70,788 | 0.0 | |
5,764 | Financial Institutions, Inc. | 107,268 | 0.0 | |
3,719 | First Bancorp, Inc./ME | 80,702 | 0.0 | |
74,954 | First BanCorp. Puerto Rico | 418,993 | 0.1 | |
10,442 | First BanCorp. Southern Pines NC | 261,885 | 0.1 | |
7,342 | First Bancshares, Inc./The | 165,195 | 0.0 | |
5,194 | First Bank/Hamilton NJ | 33,865 | 0.0 | |
18,558 | First Busey Corp. | 346,107 | 0.1 | |
2,610 | First Business Financial Services, Inc. | 42,935 | 0.0 | |
1,239 | (1) | First Capital, Inc. | 86,073 | 0.0 |
3,719 | First Choice Bancorp | 60,917 | 0.0 | |
35,356 | First Commonwealth Financial Corp. | 292,748 | 0.1 | |
6,647 | (1) | First Community Bancshares, Inc. | 149,225 | 0.0 |
34,110 | First Financial Bancorp. | 473,788 | 0.1 | |
44,343 | (1) | First Financial Bankshares, Inc. | 1,281,069 | 0.2 |
4,995 | First Financial Corp. | 184,016 | 0.0 | |
14,201 | First Foundation, Inc. | 232,044 | 0.1 | |
3,353 | First Internet Bancorp | 55,727 | 0.0 | |
14,295 | First Interstate Bancsystem, Inc. | 442,573 | 0.1 | |
18,899 | First Merchants Corp. | 521,045 | 0.1 | |
5,637 | First Mid Bancshares, Inc. | 147,859 | 0.0 | |
37,254 | First Midwest Bancorp., Inc. | 497,341 | 0.1 | |
2,447 | First Northwest Bancorp | 30,392 | 0.0 | |
8,796 | First of Long Island Corp. | 143,727 | 0.0 | |
14,213 | FirstCash, Inc. | 959,093 | 0.2 | |
12,325 | Flagstar Bancorp, Inc. | 362,725 | 0.1 | |
10,062 | Flushing Financial Corp. | 115,914 | 0.0 | |
5,435 | FNCB Bancorp, Inc. | 31,251 | 0.0 | |
10,849 | (1),(2) | Focus Financial Partners, Inc. | 358,559 | 0.1 |
5,046 | Franklin Financial Network, Inc. | 129,935 | 0.0 | |
1,167 | Franklin Financial Services Corp. | 30,225 | 0.0 | |
1,406 | FS Bancorp, Inc. | 54,229 | 0.0 | |
55,494 | (1) | Fulton Financial Corp. | 584,352 | 0.1 |
4,197 | (2) | FVCBankcorp, Inc. | 45,160 | 0.0 |
7,154 | (1) | GAIN Capital Holdings, Inc. | 43,067 | 0.0 |
1,492 | GAMCO Investors, Inc. | 19,859 | 0.0 | |
175,997 | (2) | Genworth Financial, Inc. | 406,553 | 0.1 |
9,179 | German American Bancorp, Inc. | 285,467 | 0.1 | |
33,637 | Glacier Bancorp., Inc. | 1,187,050 | 0.2 | |
2,937 | Global Indemnity Ltd. | 70,312 | 0.0 | |
4,526 | (1),(2) | Goosehead Insurance, Inc. | 340,174 | 0.1 |
18,812 | (1) | Granite Point Mortgage Trust, Inc. | 135,070 | 0.0 |
5,519 | (1) | Great Ajax Corp. | 50,775 | 0.0 |
4,301 | Great Southern Bancorp., Inc. | 173,588 | 0.0 | |
19,608 | Great Western Bancorp, Inc. | 269,806 | 0.1 | |
17,648 | (2) | Green Dot Corp. | 866,164 | 0.2 |
5,223 | (1) | Greenhill & Co., Inc. | 52,178 | 0.0 |
11,019 | (1),(2) | Greenlight Capital Re Ltd. | 71,844 | 0.0 |
2,965 | Guaranty Bancshares, Inc./TX | 76,705 | 0.0 | |
7,500 | Hamilton Lane, Inc. | 505,275 | 0.1 | |
29,932 | Hancock Whitney Corp. | 634,558 | 0.1 | |
10,609 | Hanmi Financial Corp. | 103,013 | 0.0 |
See Accompanying Notes to Financial Statements
59
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
24,964 | (1) | Hannon Armstrong Sustainable Infrastructure Capital, Inc. | 710,475 | 0.1 |
25,379 | (2) | HarborOne Bancorp, Inc. | 216,737 | 0.0 |
1,846 | Hawthorn Bancshares, Inc. | 36,352 | 0.0 | |
2,241 | (1) | HCI Group, Inc. | 103,489 | 0.0 |
12,391 | Heartland Financial USA, Inc. | 414,355 | 0.1 | |
20,627 | Heritage Commerce Corp. | 154,806 | 0.0 | |
12,910 | Heritage Financial Corp. | 258,200 | 0.1 | |
9,078 | Heritage Insurance Holdings, Inc. | 118,831 | 0.0 | |
24,472 | Hilltop Holdings, Inc. | 451,508 | 0.1 | |
512 | Hingham Institution for Savings | 85,903 | 0.0 | |
2,655 | Home Bancorp, Inc. | 71,021 | 0.0 | |
53,618 | (1) | Home Bancshares, Inc./Conway AR | 824,645 | 0.1 |
8,074 | HomeStreet, Inc. | 198,701 | 0.0 | |
5,999 | HomeTrust Bancshares, Inc. | 95,984 | 0.0 | |
41,939 | Hope Bancorp, Inc. | 386,678 | 0.1 | |
14,407 | Horace Mann Educators Corp. | 529,169 | 0.1 | |
14,404 | Horizon Bancorp, Inc. | 153,979 | 0.0 | |
15,257 | Houlihan Lokey, Inc. | 848,899 | 0.1 | |
4,360 | (2) | Howard Bancorp, Inc. | 46,303 | 0.0 |
18,021 | Iberiabank Corp. | 820,676 | 0.1 | |
1,660 | Independence Holding Co. | 50,779 | 0.0 | |
11,465 | Independent Bank Corp. | 769,187 | 0.1 | |
7,832 | Independent Bank Corp. Michigan | 116,305 | 0.0 | |
12,363 | (1) | Independent Bank Group, Inc. | 500,949 | 0.1 |
19,236 | International Bancshares Corp. | 615,937 | 0.1 | |
5,650 | (2) | Intl. FCStone, Inc. | 310,750 | 0.1 |
57,992 | (1) | Invesco Mortgage Capital, Inc. | 216,890 | 0.0 |
3,190 | Investar Holding Corp. | 46,255 | 0.0 | |
78,257 | Investors Bancorp, Inc. | 665,185 | 0.1 | |
474 | Investors Title Co. | 57,506 | 0.0 | |
10,331 | James River Group Holdings Ltd. | 464,895 | 0.1 | |
27,975 | Kearny Financial Corp./MD | 228,836 | 0.1 | |
7,170 | Kinsale Capital Group, Inc. | 1,112,856 | 0.2 | |
10,447 | (1) | KKR Real Estate Finance Trust, Inc. | 173,211 | 0.0 |
36,346 | Ladder Capital Corp. | 294,403 | 0.1 | |
18,867 | Lakeland Bancorp, Inc. | 215,650 | 0.0 | |
8,662 | Lakeland Financial Corp. | 403,563 | 0.1 | |
4,441 | LCNB Corp. | 70,878 | 0.0 | |
23,251 | (2) | LendingClub Corp. | 105,792 | 0.0 |
1,575 | Level One Bancorp, Inc. | 26,366 | 0.0 | |
9,738 | (1) | Live Oak Bancshares, Inc. | 141,298 | 0.0 |
6,572 | Luther Burbank Corp. | 65,720 | 0.0 | |
9,791 | Macatawa Bank Corp. | 76,566 | 0.0 | |
2,609 | Mackinac Financial Corp. | 27,055 | 0.0 | |
1,853 | (2) | MainStreet Bancshares, Inc. | 24,460 | 0.0 |
26,200 | (1),(2) | MBIA, Inc. | 189,950 | 0.0 |
5,930 | Mercantile Bank Corp. | 134,018 | 0.0 | |
3,211 | Merchants Bancorp/IN | 59,371 | 0.0 | |
17,651 | Meridian Bancorp, Inc. | 204,752 | 0.0 | |
11,867 | Meta Financial Group, Inc. | 215,623 | 0.0 | |
6,023 | (1) | Metrocity Bankshares, Inc. | 86,310 | 0.0 |
2,742 | (2) | Metropolitan Bank Holding Corp. | 87,963 | 0.0 |
153,312 | MFA Financial, Inc. | 381,747 | 0.1 | |
2,298 | Mid Penn Bancorp, Inc. | 42,352 | 0.0 | |
7,776 | Midland States Bancorp, Inc. | 116,251 | 0.0 | |
5,237 | MidWestOne Financial Group, Inc. | 104,740 | 0.0 | |
1,559 | (2) | MMA Capital Holdings, Inc. | 36,044 | 0.0 |
18,366 | (1) | Moelis & Co. | 572,285 | 0.1 |
26,796 | (2) | Mr Cooper Group, Inc. | 333,342 | 0.1 |
3,207 | MVB Financial Corp. | 42,653 | 0.0 | |
10,520 | National Bank Holdings Corp. | 284,040 | 0.1 | |
2,267 | National Bankshares, Inc. | 64,836 | 0.0 | |
23,624 | National General Holdings Corp. | 510,515 | 0.1 | |
871 | National Western Life Group, Inc. | 176,978 | 0.0 | |
64,802 | Navient Corp. | 455,558 | 0.1 | |
14,949 | NBT Bancorp., Inc. | 459,831 | 0.1 | |
6,291 | Nelnet, Inc. | 300,332 | 0.1 | |
133,316 | (1) | New York Mortgage Trust, Inc. | 347,955 | 0.1 |
3,435 | (2) | NI Holdings, Inc. | 50,735 | 0.0 |
3,522 | (2) | Nicolet Bankshares, Inc. | 193,006 | 0.0 |
23,102 | (2) | NMI Holdings, Inc. | 371,480 | 0.1 |
2,773 | Northeast Bank | 48,666 | 0.0 | |
16,784 | Northfield Bancorp, Inc. | 193,352 | 0.0 | |
1,854 | Northrim BanCorp, Inc. | 46,610 | 0.0 | |
40,030 | Northwest Bancshares, Inc. | 409,307 | 0.1 | |
2,123 | Norwood Financial Corp. | 52,629 | 0.0 | |
2,146 | (1) | Oak Valley Bancorp | 27,211 | 0.0 |
19,707 | OceanFirst Financial Corp. | 347,434 | 0.1 | |
18,153 | OFG Bancorp | 242,706 | 0.1 | |
1,167 | Ohio Valley Banc Corp. | 26,316 | 0.0 | |
58,072 | Old National Bancorp. | 799,071 | 0.1 | |
10,346 | Old Second Bancorp, Inc. | 80,492 | 0.0 | |
4,003 | OP Bancorp | 27,621 | 0.0 | |
7,024 | (2) | Oportun Financial Corp. | 94,403 | 0.0 |
3,248 | Oppenheimer Holdings, Inc. | 70,774 | 0.0 | |
24,172 | (1) | Orchid Island Capital, Inc. | 113,850 | 0.0 |
7,555 | Origin Bancorp, Inc. | 166,210 | 0.0 | |
3,774 | Orrstown Financial Services, Inc. | 55,667 | 0.0 | |
28,847 | Pacific Premier Bancorp, Inc. | 625,403 | 0.1 | |
6,690 | (2) | Palomar Holdings, Inc. | 573,734 | 0.1 |
4,719 | (1) | Park National Corp. | 332,123 | 0.1 |
3,913 | Parke Bancorp, Inc. | 53,021 | 0.0 | |
3,853 | (1) | PCB Bancorp | 39,686 | 0.0 |
5,623 | PCSB Financial Corp. | 71,300 | 0.0 | |
7,010 | Peapack-Gladstone Financial Corp. | 131,297 | 0.0 | |
2,613 | Penns Woods Bancorp, Inc. | 59,341 | 0.0 |
See Accompanying Notes to Financial Statements
60
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
16,109 | PennyMac Financial Services, Inc. | 673,195 | 0.1 | |
34,491 | PennyMac Mortgage Investment Trust | 604,627 | 0.1 | |
6,869 | Peoples Bancorp., Inc. | 146,172 | 0.0 | |
1,312 | Peoples Bancorp of North Carolina, Inc. | 23,183 | 0.0 | |
2,513 | Peoples Financial Services Corp. | 95,971 | 0.0 | |
5,686 | People's Utah Bancorp | 127,764 | 0.0 | |
3,373 | (2) | Pioneer Bancorp, Inc./NY | 30,863 | 0.0 |
6,328 | Piper Sandler Cos | 374,364 | 0.1 | |
8,069 | PJT Partners, Inc. | 414,262 | 0.1 | |
15,609 | (2) | PRA Group, Inc. | 603,444 | 0.1 |
5,025 | Preferred Bank/Los Angeles CA | 215,321 | 0.0 | |
4,865 | Premier Financial Bancorp, Inc. | 62,369 | 0.0 | |
13,449 | Premier Financial Corp. | 237,644 | 0.1 | |
18,477 | ProAssurance Corp. | 267,362 | 0.1 | |
2,318 | (2) | ProSight Global, Inc. | 20,630 | 0.0 |
2,881 | Protective Insurance Corp. | 43,417 | 0.0 | |
1,562 | Provident Financial Holdings, Inc. | 20,946 | 0.0 | |
21,375 | Provident Financial Services, Inc. | 308,869 | 0.1 | |
3,030 | Prudential Bancorp, Inc. | 36,481 | 0.0 | |
6,088 | Pzena Investment Management, Inc. | 33,119 | 0.0 | |
5,698 | QCR Holdings, Inc. | 177,664 | 0.0 | |
69,354 | Radian Group, Inc. | 1,075,681 | 0.2 | |
5,926 | RBB Bancorp | 80,890 | 0.0 | |
13,703 | Ready Capital Corp. | 119,079 | 0.0 | |
1,344 | Red River Bancshares, Inc. | 58,988 | 0.0 | |
39,869 | (1) | Redwood Trust, Inc. | 279,083 | 0.1 |
2,906 | (2) | Regional Management Corp. | 51,465 | 0.0 |
6,114 | Reliant Bancorp, Inc. | 99,597 | 0.0 | |
19,454 | Renasant Corp. | 484,405 | 0.1 | |
3,788 | Republic Bancorp., Inc. | 123,905 | 0.0 | |
11,712 | (1),(2) | Republic First Bancorp, Inc. | 28,577 | 0.0 |
5,109 | Richmond Mutual Bancorporation, Inc. | 57,425 | 0.0 | |
5,544 | Riverview Bancorp, Inc. | 31,324 | 0.0 | |
13,739 | (1) | RLI Corp. | 1,127,972 | 0.2 |
13,534 | S&T Bancorp, Inc. | 317,372 | 0.1 | |
7,886 | (1) | Safeguard Scientifics, Inc. | 55,202 | 0.0 |
5,172 | Safety Insurance Group, Inc. | 394,417 | 0.1 | |
17,546 | Sandy Spring Bancorp, Inc. | 434,790 | 0.1 | |
3,431 | SB One Bancorp | 67,591 | 0.0 | |
6,426 | Sculptor Capital Management, Inc. | 83,088 | 0.0 | |
17,858 | (2) | Seacoast Banking Corp. of Florida | 364,303 | 0.1 |
3,988 | (2) | Select Bancorp, Inc. | 32,462 | 0.0 |
20,048 | Selective Insurance Group | 1,057,332 | 0.2 | |
16,662 | (1) | ServisFirst Bancshares, Inc. | 595,833 | 0.1 |
3,983 | Shore Bancshares, Inc. | 44,171 | 0.0 | |
5,197 | Sierra Bancorp. | 98,119 | 0.0 | |
3,572 | Silvercrest Asset Management Group, Inc. | 45,400 | 0.0 | |
5,734 | (2) | Silvergate Capital Corp. | 80,276 | 0.0 |
38,288 | (1) | Simmons First National Corp. | 655,108 | 0.1 |
5,262 | SmartFinancial, Inc. | 85,139 | 0.0 | |
3,857 | South Plains Financial, Inc. | 54,924 | 0.0 | |
24,019 | South State Corp. | 1,144,746 | 0.2 | |
2,587 | (2) | Southern First Bancshares, Inc. | 71,686 | 0.0 |
2,700 | Southern Missouri Bancorp, Inc. | 65,610 | 0.0 | |
6,904 | Southern National Bancorp of Virginia, Inc. | 66,900 | 0.0 | |
11,290 | Southside Bancshares, Inc. | 312,959 | 0.1 | |
4,943 | (2) | Spirit of Texas Bancshares, Inc. | 60,848 | 0.0 |
6,185 | State Auto Financial Corp. | 110,402 | 0.0 | |
8,275 | Stewart Information Services Corp. | 269,020 | 0.1 | |
22,743 | (1) | Stifel Financial Corp. | 1,078,700 | 0.2 |
7,401 | Stock Yards Bancorp, Inc. | 297,520 | 0.1 | |
3,958 | Summit Financial Group, Inc. | 65,228 | 0.0 | |
2,946 | Territorial Bancorp, Inc. | 70,085 | 0.0 | |
17,279 | (2) | Texas Capital Bancshares, Inc. | 533,403 | 0.1 |
27,237 | (2) | Third Point Reinsurance Ltd. | 204,550 | 0.0 |
2,410 | Timberland Bancorp, Inc./WA | 43,886 | 0.0 | |
8,916 | Tiptree Financial, Inc. | 57,508 | 0.0 | |
5,161 | (1) | Tompkins Financial Corp. | 334,278 | 0.1 |
23,705 | TowneBank/Portsmouth VA | 446,602 | 0.1 | |
19,794 | TPG RE Finance Trust, Inc. | 170,228 | 0.0 | |
9,676 | Trico Bancshares | 294,634 | 0.1 | |
10,056 | (2) | Tristate Capital Holdings, Inc. | 157,980 | 0.0 |
7,944 | (2) | Triumph Bancorp, Inc. | 192,801 | 0.0 |
10,173 | (1),(2) | Trupanion, Inc. | 434,285 | 0.1 |
34,072 | Trustco Bank Corp. | 215,676 | 0.0 | |
22,335 | Trustmark Corp. | 547,654 | 0.1 | |
93,081 | (1) | Two Harbors Investment Corp. | 469,128 | 0.1 |
15,212 | UMB Financial Corp. | 784,179 | 0.1 | |
42,293 | United Bankshares, Inc. | 1,169,824 | 0.2 | |
27,454 | United Community Banks, Inc./GA | 552,374 | 0.1 | |
7,584 | United Fire Group, Inc. | 210,153 | 0.0 | |
7,286 | United Insurance Holdings Corp. | 56,977 | 0.0 | |
3,739 | United Security Bancshares/Fresno CA | 25,014 | 0.0 | |
2,703 | Unity Bancorp, Inc. | 38,653 | 0.0 | |
10,419 | (1) | Universal Insurance Holdings, Inc. | 184,937 | 0.0 |
11,037 | Univest Financial Corp. | 178,137 | 0.0 | |
133,087 | Valley National Bancorp | 1,040,740 | 0.2 | |
17,541 | Veritex Holdings, Inc. | 310,476 | 0.1 | |
2,584 | Virtus Investment Partners, Inc. | 300,493 | 0.1 |
See Accompanying Notes to Financial Statements
61
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
23,137 | (1) | Waddell & Reed Financial, Inc. | 358,855 | 0.1 |
9,678 | Walker & Dunlop, Inc. | 491,739 | 0.1 | |
26,613 | Washington Federal, Inc. | 714,293 | 0.1 | |
5,604 | Washington Trust Bancorp, Inc. | 183,531 | 0.0 | |
8,831 | Waterstone Financial, Inc. | 130,964 | 0.0 | |
6,327 | (2) | Watford Holdings Ltd. | 105,598 | 0.0 |
22,709 | WesBanco, Inc. | 461,220 | 0.1 | |
5,758 | West Bancorporation, Inc. | 100,707 | 0.0 | |
9,016 | Westamerica Bancorp. | 517,699 | 0.1 | |
17,960 | (1) | Western Asset Mortgage Capital Corp. | 49,210 | 0.0 |
8,864 | Western New England Bancorp, Inc. | 51,323 | 0.0 | |
2,758 | Westwood Holdings Group, Inc. | 43,439 | 0.0 | |
49,018 | (1) | WisdomTree Investments, Inc. | 170,092 | 0.0 |
1,898 | (1),(2) | World Acceptance Corp. | 124,357 | 0.0 |
17,822 | WSFS Financial Corp. | 511,491 | 0.1 | |
100,453,809 | 15.9 | |||
Health Care: 20.0% | ||||
7,331 | (1),(2) | 1Life Healthcare, Inc. | 266,262 | 0.1 |
902 | (1),(2) | 89bio, Inc. | 17,977 | 0.0 |
21,422 | (2) | Abeona Therapeutics, Inc. | 62,445 | 0.0 |
10,558 | (1),(2) | Accelerate Diagnostics, Inc. | 160,059 | 0.0 |
31,649 | (1),(2) | Accuray, Inc. | 64,247 | 0.0 |
26,434 | (1),(2) | AcelRx Pharmaceuticals, Inc. | 31,985 | 0.0 |
4,934 | (2) | Addus HomeCare Corp. | 456,691 | 0.1 |
25,312 | (1),(2) | Adverum Biotechnologies, Inc. | 528,515 | 0.1 |
24,313 | (1),(2) | ADMA Biologics, Inc. | 71,237 | 0.0 |
22,950 | (1),(2) | Aduro Biotech, Inc. | 53,015 | 0.0 |
15,328 | (2) | Aeglea BioTherapeutics, Inc. | 141,784 | 0.0 |
14,694 | (1),(2) | Aerie Pharmaceuticals, Inc. | 216,883 | 0.0 |
25,520 | (2) | Affimed NV | 117,775 | 0.0 |
48,803 | (1),(2) | Agenus, Inc. | 191,796 | 0.0 |
23,899 | (2) | Agile Therapeutics, Inc. | 66,439 | 0.0 |
15,977 | (1),(2) | Aimmune Therapeutics, Inc. | 266,976 | 0.1 |
5,675 | (1),(2) | Akcea Therapeutics, Inc. | 77,748 | 0.0 |
45,334 | (2) | Akebia Therapeutics, Inc. | 615,636 | 0.1 |
3,914 | (2) | Akero Therapeutics, Inc. | 97,537 | 0.0 |
4,797 | (2) | Albireo Pharma, Inc. | 127,073 | 0.0 |
15,989 | (1),(2) | Alector, Inc. | 390,771 | 0.1 |
8,398 | (1),(2) | Allakos, Inc. | 603,480 | 0.1 |
16,633 | (1),(2) | Allogene Therapeutics, Inc. | 712,225 | 0.1 |
56,811 | (1),(2) | Allscripts Healthcare Solutions, Inc. | 384,610 | 0.1 |
15,571 | (2) | Alphatec Holdings, Inc. | 73,184 | 0.0 |
11,795 | (1),(2) | AMAG Pharmaceuticals, Inc. | 90,232 | 0.0 |
6,151 | (2) | American Renal Associates Holdings, Inc. | 40,105 | 0.0 |
88,312 | (1),(2) | Amicus Therapeutics, Inc. | 1,331,745 | 0.2 |
16,012 | (1),(2) | AMN Healthcare Services, Inc. | 724,383 | 0.1 |
40,941 | (1),(2) | Amneal Pharmaceuticals, Inc. | 194,879 | 0.0 |
12,853 | (2) | Amphastar Pharmaceuticals, Inc. | 288,678 | 0.1 |
8,554 | (1),(2) | AnaptysBio, Inc. | 191,096 | 0.0 |
18,569 | (1),(2) | Anavex Life Sciences Corp. | 91,359 | 0.0 |
13,049 | (2) | Angiodynamics, Inc. | 132,708 | 0.0 |
3,223 | (2) | ANI Pharmaceuticals, Inc. | 104,232 | 0.0 |
4,853 | (2) | Anika Therapeutics, Inc. | 183,104 | 0.0 |
59,179 | (2) | Antares Pharma, Inc. | 162,742 | 0.0 |
20,857 | (2) | Apellis Pharmaceuticals, Inc. | 681,190 | 0.1 |
2,640 | (2) | Apollo Medical Holdings, Inc. | 43,560 | 0.0 |
8,400 | (2) | Applied Genetic Technologies Corp./DE | 46,536 | 0.0 |
4,658 | (2) | Applied Therapeutics, Inc. | 168,387 | 0.0 |
2,445 | (1),(2) | Aprea Therapeutics, Inc. | 94,817 | 0.0 |
10,334 | (2) | Aptinyx, Inc. | 43,093 | 0.0 |
12,594 | (2) | Apyx Medical Corp. | 69,897 | 0.0 |
7,976 | (1),(2) | Aquestive Therapeutics, Inc. | 38,763 | 0.0 |
4,406 | (2) | Aravive, Inc. | 51,286 | 0.0 |
4,499 | (2) | Arcturus Therapeutics Holdings, Inc. | 210,283 | 0.0 |
11,456 | (2) | Arcus Biosciences, Inc. | 283,421 | 0.1 |
3,601 | (1),(2) | Arcutis Biotherapeutics, Inc. | 108,894 | 0.0 |
25,978 | (2) | Ardelyx, Inc. | 179,768 | 0.0 |
19,398 | (2) | Arena Pharmaceuticals, Inc. | 1,221,104 | 0.2 |
34,680 | (1),(2) | Arrowhead Pharmaceuticals, Inc. | 1,497,829 | 0.2 |
10,157 | (1),(2) | Arvinas, Inc. | 340,666 | 0.1 |
16,774 | (2) | Aspira Women's Health, Inc. | 64,412 | 0.0 |
10,799 | (2) | Assembly Biosciences, Inc. | 251,833 | 0.1 |
19,970 | (1),(2) | Atara Biotherapeutics, Inc. | 290,963 | 0.1 |
25,862 | (1),(2) | Athenex, Inc. | 355,861 | 0.1 |
60,149 | (1),(2) | Athersys, Inc. | 166,011 | 0.0 |
7,503 | (1),(2) | Atreca, Inc. | 159,664 | 0.0 |
13,338 | (2) | AtriCure, Inc. | 599,543 | 0.1 |
497 | (1) | Atrion Corp. | 316,594 | 0.1 |
16,535 | (2) | Avanos Medical, Inc. | 485,964 | 0.1 |
20,539 | (1),(2) | Avid Bioservices, Inc. | 134,839 | 0.0 |
10,851 | (2) | Avrobio, Inc. | 189,350 | 0.0 |
12,642 | (2) | AxoGen, Inc. | 116,812 | 0.0 |
10,488 | (1),(2) | Axonics Modulation Technologies, Inc. | 368,234 | 0.1 |
9,606 | (1),(2) | Axsome Therapeutics, Inc. | 790,382 | 0.1 |
4,482 | (1),(2) | Beam Therapeutics, Inc. | 125,496 | 0.0 |
5,830 | (2) | Beyond Air, Inc. | 42,268 | 0.0 |
4,898 | (2) | Beyondspring, Inc. | 73,862 | 0.0 |
52,955 | (1),(2) | BioCryst Pharmaceuticals, Inc. | 252,331 | 0.1 |
31,217 | (2) | BioDelivery Sciences International, Inc. | 136,106 | 0.0 |
16,293 | (1),(2) | Biohaven Pharmaceutical Holding Co. Ltd. | 1,191,181 | 0.2 |
2,659 | (1),(2) | BioLife Solutions, Inc. | 43,475 | 0.0 |
See Accompanying Notes to Financial Statements
62
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
6,885 | (2) | BioSig Technologies, Inc. | 49,572 | 0.0 |
2,265 | (2) | BioSpecifics Technologies Corp. | 138,799 | 0.0 |
11,584 | (1),(2) | BioTelemetry, Inc. | 523,481 | 0.1 |
3,676 | (2) | Bioxcel Therapeutics, Inc. | 194,865 | 0.0 |
4,343 | (1),(2) | Black Diamond Therapeutics, Inc. | 183,101 | 0.0 |
18,804 | (2) | Blueprint Medicines Corp. | 1,466,712 | 0.2 |
9,391 | (1),(2) | BrainStorm Cell Therapeutics, Inc. | 105,273 | 0.0 |
25,717 | (1),(2) | Bridgebio Pharma, Inc. | 838,631 | 0.1 |
63,475 | (2) | Brookdale Senior Living, Inc. | 187,251 | 0.0 |
5,130 | (2) | Cabaletta Bio, Inc. | 57,148 | 0.0 |
23,068 | (2) | Calithera Biosciences, Inc. | 121,799 | 0.0 |
13,023 | (1) | Cantel Medical Corp. | 576,007 | 0.1 |
14,521 | (1),(2) | Cara Therapeutics, Inc. | 248,309 | 0.1 |
12,093 | (2) | Cardiovascular Systems, Inc. | 381,534 | 0.1 |
14,827 | (2) | CareDx, Inc. | 525,321 | 0.1 |
21,010 | (2) | CASI Pharmaceuticals, Inc. | 52,525 | 0.0 |
13,065 | (2) | Cassava Sciences, Inc. | 40,240 | 0.0 |
3,527 | (1),(2) | Castle Biosciences, Inc. | 132,933 | 0.0 |
6,731 | (2) | Catalyst Biosciences, Inc. | 39,511 | 0.0 |
33,433 | (2) | Catalyst Pharmaceuticals, Inc. | 154,460 | 0.0 |
2,785 | (1),(2) | Catasys, Inc. | 68,901 | 0.0 |
4,820 | (2) | Cellular Biomedicine Group, Inc. | 72,155 | 0.0 |
11,340 | (1),(2) | CEL-SCI Corp. | 169,193 | 0.0 |
55,671 | (2) | Cerus Corp. | 367,429 | 0.1 |
10,158 | (2) | Checkpoint Therapeutics, Inc. | 20,113 | 0.0 |
15,392 | (2) | ChemoCentryx, Inc. | 885,656 | 0.2 |
13,462 | (2) | Chiasma, Inc. | 72,426 | 0.0 |
16,768 | (2) | Chimerix, Inc. | 51,981 | 0.0 |
14,399 | (1),(2) | ChromaDex Corp. | 66,091 | 0.0 |
25,103 | (1),(2) | Clovis Oncology, Inc. | 169,445 | 0.0 |
19,148 | (1),(2) | Codexis, Inc. | 218,287 | 0.0 |
8,848 | (1),(2) | Co-Diagnostics, Inc. | 171,209 | 0.0 |
21,372 | (1),(2) | Coherus Biosciences, Inc. | 381,704 | 0.1 |
11,860 | (1),(2) | Collegium Pharmaceutical, Inc. | 207,550 | 0.0 |
29,800 | (1),(2) | Community Health Systems, Inc. | 89,698 | 0.0 |
4,843 | Computer Programs & Systems, Inc. | 110,372 | 0.0 | |
10,083 | (2) | Concert Pharmaceuticals, Inc. | 100,326 | 0.0 |
9,420 | Conmed Corp. | 678,146 | 0.1 | |
9,369 | (1),(2) | Constellation Pharmaceuticals, Inc. | 281,538 | 0.1 |
5,372 | (2) | ContraFect Corp. | 34,327 | 0.0 |
23,946 | (1),(2) | Corbus Pharmaceuticals Holdings, Inc. | 200,907 | 0.0 |
33,344 | (1),(2) | Corcept Therapeutics, Inc. | 560,846 | 0.1 |
10,033 | (1),(2) | CorMedix, Inc. | 63,208 | 0.0 |
5,470 | (2) | Cortexyme, Inc. | 253,261 | 0.1 |
3,194 | (2) | Corvel Corp. | 226,423 | 0.0 |
33,958 | (2) | Covetrus, Inc. | 607,509 | 0.1 |
9,568 | (2) | Crinetics Pharmaceuticals, Inc. | 167,631 | 0.0 |
12,492 | (2) | Cross Country Healthcare, Inc. | 76,951 | 0.0 |
13,012 | (1),(2) | CryoLife, Inc. | 249,440 | 0.1 |
11,456 | (1),(2) | CryoPort, Inc. | 346,544 | 0.1 |
9,770 | (2) | Cue Biopharma, Inc. | 239,463 | 0.1 |
5,500 | (2) | Cutera, Inc. | 66,935 | 0.0 |
8,176 | (2) | Cyclerion Therapeutics, Inc. | 48,320 | 0.0 |
23,984 | (2) | Cymabay Therapeutics, Inc. | 83,704 | 0.0 |
19,445 | (1),(2) | Cytokinetics, Inc. | 458,319 | 0.1 |
15,597 | (2) | CytomX Therapeutics, Inc. | 129,923 | 0.0 |
11,711 | (1),(2) | CytoSorbents Corp. | 115,939 | 0.0 |
12,920 | (2) | Deciphera Pharmaceuticals, Inc. | 771,582 | 0.1 |
21,882 | (1),(2) | Denali Therapeutics, Inc. | 529,107 | 0.1 |
2,856 | (2) | DermTech, Inc. | 37,785 | 0.0 |
22,628 | (2) | Dicerna Pharmaceuticals, Inc. | 574,751 | 0.1 |
69,306 | (2) | Durect Corp. | 160,790 | 0.0 |
6,907 | (2) | Dyadic International, Inc. | 59,815 | 0.0 |
31,040 | (1),(2) | Dynavax Technologies Corp. | 275,325 | 0.1 |
3,730 | (2) | Eagle Pharmaceuticals, Inc./DE | 178,965 | 0.0 |
19,256 | (1),(2) | Editas Medicine, Inc. | 569,592 | 0.1 |
3,898 | (1),(2) | Eidos Therapeutics, Inc. | 185,818 | 0.0 |
8,800 | (2) | Eiger BioPharmaceuticals, Inc. | 84,480 | 0.0 |
2,837 | (2) | Electromed, Inc. | 43,661 | 0.0 |
7,662 | (2) | Eloxx Pharmaceuticals, Inc. | 23,216 | 0.0 |
15,630 | (2) | Emergent Biosolutions, Inc. | 1,236,020 | 0.2 |
6,698 | (1),(2) | Enanta Pharmaceuticals, Inc. | 336,307 | 0.1 |
79,320 | (1),(2) | Endo International PLC | 272,068 | 0.1 |
17,603 | Ensign Group, Inc. | 736,686 | 0.1 | |
14,441 | (2) | Enzo Biochem, Inc. | 32,348 | 0.0 |
31,034 | (1),(2) | Epizyme, Inc. | 498,406 | 0.1 |
8,909 | (1),(2) | Esperion Therapeutics, Inc. | 457,121 | 0.1 |
15,796 | (2) | Evofem Biosciences, Inc. | 44,703 | 0.0 |
26,639 | (1),(2) | Evolent Health, Inc. | 189,670 | 0.0 |
6,540 | (1),(2) | Evolus, Inc. | 34,662 | 0.0 |
22,794 | (2) | Exicure, Inc. | 55,617 | 0.0 |
21,686 | (1),(2) | Fate Therapeutics, Inc. | 744,047 | 0.1 |
8,394 | (2) | Fennec Pharmaceuticals, Inc. | 70,090 | 0.0 |
28,885 | (1),(2) | FibroGen, Inc. | 1,170,709 | 0.2 |
11,982 | (2) | Five Prime Therapeutics, Inc. | 73,090 | 0.0 |
12,253 | (1),(2) | Flexion Therapeutics, Inc. | 161,127 | 0.0 |
23,854 | (2) | Fluidigm Corp. | 95,655 | 0.0 |
2,380 | (2) | FONAR Corp. | 50,861 | 0.0 |
21,480 | (2) | Fortress Biotech, Inc. | 57,566 | 0.0 |
9,804 | (1),(2) | Frequency Therapeutics, Inc. | 227,943 | 0.0 |
4,415 | (1),(2) | Fulcrum Therapeutics, Inc. | 80,750 | 0.0 |
3,365 | (2) | Fulgent Genetics, Inc. | 53,840 | 0.0 |
12,002 | (1),(2) | G1 Therapeutics, Inc. | 291,169 | 0.1 |
See Accompanying Notes to Financial Statements
63
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
13,619 | (1),(2) | Galectin Therapeutics, Inc. | 41,674 | 0.0 |
23,503 | (2) | GenMark Diagnostics, Inc. | 345,729 | 0.1 |
11,491 | (2) | Genprex, Inc. | 36,082 | 0.0 |
64,174 | (2) | Geron Corp. | 139,899 | 0.0 |
14,697 | (1),(2) | Glaukos Corp. | 564,659 | 0.1 |
11,126 | (1),(2) | GlycoMimetics, Inc. | 41,834 | 0.0 |
17,395 | (1),(2) | Gossamer Bio, Inc. | 226,135 | 0.0 |
10,495 | (2) | Gritstone Oncology, Inc. | 69,687 | 0.0 |
46,842 | (1),(2) | Halozyme Therapeutics, Inc. | 1,255,834 | 0.2 |
13,048 | (2) | Hanger, Inc. | 216,075 | 0.0 |
3,768 | (2) | Harpoon Therapeutics, Inc. | 62,549 | 0.0 |
11,171 | (1),(2) | Health Catalyst, Inc. | 325,858 | 0.1 |
24,126 | (2) | HealthEquity, Inc. | 1,415,472 | 0.2 |
9,489 | (2) | HealthStream, Inc. | 209,992 | 0.0 |
30,449 | (1),(2) | Heron Therapeutics, Inc. | 447,905 | 0.1 |
2,441 | (1),(2) | Heska Corp. | 227,428 | 0.0 |
30,377 | (2) | HMS Holdings Corp. | 983,911 | 0.2 |
12,120 | (1),(2) | Homology Medicines, Inc. | 184,103 | 0.0 |
4,523 | (2) | Hookipa Pharma, Inc. | 52,557 | 0.0 |
26,961 | (2) | iBio, Inc. | 59,853 | 0.0 |
7,600 | (2) | iCAD, Inc. | 75,924 | 0.0 |
4,220 | (2) | Ideaya Biosciences, Inc. | 59,966 | 0.0 |
2,489 | (1),(2) | IGM Biosciences, Inc. | 181,697 | 0.0 |
1,832 | (2) | IMARA, Inc. | 50,618 | 0.0 |
59,863 | (2) | Immunogen, Inc. | 275,370 | 0.1 |
6,572 | (2) | Immunovant, Inc. | 160,028 | 0.0 |
6,049 | (2) | InfuSystem Holdings, Inc. | 70,764 | 0.0 |
22,357 | (2) | Innoviva, Inc. | 312,551 | 0.1 |
6,306 | (1),(2) | Inogen, Inc. | 223,989 | 0.0 |
25,560 | (1),(2) | Inovalon Holdings, Inc. | 492,286 | 0.1 |
49,823 | (1),(2) | Inovio Pharmaceuticals, Inc. | 1,342,730 | 0.2 |
35,059 | (2) | Insmed, Inc. | 965,525 | 0.2 |
9,104 | (1),(2) | Inspire Medical Systems, Inc. | 792,230 | 0.1 |
11,271 | (2) | Integer Holdings Corp. | 823,347 | 0.1 |
15,270 | (1),(2) | Intellia Therapeutics, Inc. | 320,975 | 0.1 |
8,930 | (1),(2) | Intercept Pharmaceuticals, Inc. | 427,836 | 0.1 |
11,268 | (2) | Intersect ENT, Inc. | 152,569 | 0.0 |
19,296 | (1),(2) | Intra-Cellular Therapies, Inc. | 495,328 | 0.1 |
2,671 | (2) | IntriCon Corp. | 36,112 | 0.0 |
11,685 | (1) | Invacare Corp. | 74,433 | 0.0 |
39,903 | (2) | Invitae Corp. | 1,208,662 | 0.2 |
2,018 | (2) | iRadimed Corp. | 46,838 | 0.0 |
9,352 | (1),(2) | iRhythm Technologies, Inc. | 1,083,803 | 0.2 |
54,381 | (1),(2) | Ironwood Pharmaceuticals, Inc. | 561,212 | 0.1 |
15,815 | (2) | IVERIC bio, Inc. | 80,657 | 0.0 |
5,033 | (1),(2) | Joint Corp./The | 76,854 | 0.0 |
6,256 | (1),(2) | Jounce Therapeutics, Inc. | 43,166 | 0.0 |
56,675 | (2) | Kadmon Holdings, Inc. | 290,176 | 0.1 |
13,998 | (1),(2) | Kala Pharmaceuticals, Inc. | 147,119 | 0.0 |
3,772 | (1),(2) | Kaleido Biosciences, Inc. | 28,026 | 0.0 |
4,966 | (2) | KalVista Pharmaceuticals, Inc. | 60,089 | 0.0 |
5,354 | (2) | Karuna Therapeutics, Inc. | 596,757 | 0.1 |
24,293 | (1),(2) | Karyopharm Therapeutics, Inc. | 460,109 | 0.1 |
2,577 | (1),(2) | Keros Therapeutics, Inc. | 96,663 | 0.0 |
10,546 | (2) | Kezar Life Sciences, Inc. | 54,628 | 0.0 |
14,422 | (2) | Kindred Biosciences, Inc. | 64,755 | 0.0 |
6,740 | (1),(2) | Kiniksa Pharmaceuticals Ltd. | 171,735 | 0.0 |
10,028 | (1),(2) | Kodiak Sciences, Inc. | 542,715 | 0.1 |
4,054 | (1),(2) | Krystal Biotech, Inc. | 167,917 | 0.0 |
18,600 | (2) | Kura Oncology, Inc. | 303,180 | 0.1 |
7,024 | (1),(2) | La Jolla Pharmaceutical Co. | 29,922 | 0.0 |
11,224 | (1),(2) | Lannett Co., Inc. | 81,486 | 0.0 |
28,284 | (2) | Lantheus Holdings, Inc. | 404,465 | 0.1 |
6,033 | (1) | LeMaitre Vascular, Inc. | 159,271 | 0.0 |
12,922 | (1),(2) | Lexicon Pharmaceuticals, Inc. | 25,779 | 0.0 |
10,505 | (2) | LHC Group, Inc. | 1,831,232 | 0.3 |
5,860 | (1),(2) | Ligand Pharmaceuticals, Inc. | 655,441 | 0.1 |
7,267 | (1),(2) | Liquidia Technologies, Inc. | 61,188 | 0.0 |
16,804 | (2) | LivaNova PLC | 808,777 | 0.1 |
3,227 | (2) | LogicBio Therapeutics, Inc. | 27,300 | 0.0 |
14,562 | Luminex Corp. | 473,702 | 0.1 | |
16,608 | (2) | MacroGenics, Inc. | 463,695 | 0.1 |
3,094 | (2) | Madrigal Pharmaceuticals, Inc. | 350,396 | 0.1 |
8,245 | (2) | Magellan Health, Inc. | 601,720 | 0.1 |
6,730 | (2) | Magenta Therapeutics, Inc. | 50,542 | 0.0 |
28,936 | (1),(2) | Mallinckrodt PLC - W/I | 77,548 | 0.0 |
74,356 | (2) | MannKind Corp. | 130,123 | 0.0 |
28,776 | (2) | Marinus Pharmaceuticals, Inc. | 73,091 | 0.0 |
14,614 | (1),(2) | MediciNova, Inc. | 79,208 | 0.0 |
28,816 | (2) | Mednax, Inc. | 492,754 | 0.1 |
9,537 | (2) | Medpace Holdings, Inc. | 887,132 | 0.2 |
36,673 | (2) | MEI Pharma, Inc. | 151,460 | 0.0 |
7,366 | (2) | MeiraGTx Holdings plc | 92,222 | 0.0 |
37,163 | (2) | Menlo Therapeutics, Inc. | 64,292 | 0.0 |
14,529 | (2) | Meridian Bioscience, Inc. | 338,380 | 0.1 |
18,603 | (2) | Merit Medical Systems, Inc. | 849,227 | 0.1 |
15,916 | (2) | Mersana Therapeutics, Inc. | 372,434 | 0.1 |
1,410 | (1) | Mesa Laboratories, Inc. | 305,688 | 0.1 |
17,452 | (2) | Milestone Scientific, Inc. | 34,031 | 0.0 |
11,655 | (1),(2) | Minerva Neurosciences, Inc. | 42,075 | 0.0 |
12,690 | (1),(2) | Mirati Therapeutics, Inc. | 1,448,817 | 0.2 |
1,751 | (1),(2) | Mirum Pharmaceuticals, Inc. | 34,074 | 0.0 |
5,620 | (2) | Misonix, Inc. | 76,263 | 0.0 |
8,560 | (2) | Molecular Templates, Inc. | 118,042 | 0.0 |
40,862 | (1),(2) | Momenta Pharmaceuticals, Inc. | 1,359,479 | 0.2 |
4,963 | (1),(2) | Morphic Holding, Inc. | 134,249 | 0.0 |
9,113 | (2) | Mustang Bio, Inc. | 28,979 | 0.0 |
17,217 | (2) | MyoKardia, Inc. | 1,663,507 | 0.3 |
24,998 | (2) | Myriad Genetics, Inc. | 283,477 | 0.1 |
13,280 | (1),(2) | NanoString Technologies, Inc. | 389,768 | 0.1 |
9,350 | (2) | NantHealth, Inc. | 42,823 | 0.0 |
9,939 | (2) | NantKwest, Inc. | 122,051 | 0.0 |
24,083 | (2) | Natera, Inc. | 1,200,778 | 0.2 |
See Accompanying Notes to Financial Statements
64
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
4,383 | National Healthcare Corp. | 278,058 | 0.1 | |
4,837 | National Research Corp. | 281,562 | 0.1 | |
11,990 | (2) | Natus Medical, Inc. | 261,622 | 0.1 |
18,230 | (2) | Neogen Corp. | 1,414,648 | 0.2 |
36,044 | (1),(2) | NeoGenomics, Inc. | 1,116,643 | 0.2 |
10,304 | (1),(2) | Neoleukin Therapeutics, Inc. | 171,046 | 0.0 |
6,211 | (2) | Neubase Therapeutics, Inc. | 54,533 | 0.0 |
11,588 | (1),(2) | Nevro Corp. | 1,384,418 | 0.2 |
5,702 | (1),(2) | NextCure, Inc. | 122,251 | 0.0 |
19,097 | (2) | NextGen Healthcare, Inc. | 209,685 | 0.0 |
8,447 | (2) | NGM Biopharmaceuticals, Inc. | 166,744 | 0.0 |
20,204 | (2) | Novavax, Inc. | 1,684,003 | 0.3 |
17,893 | (1),(2) | NuVasive, Inc. | 995,924 | 0.2 |
14,648 | (2) | Nymox Pharmaceutical Corp. | 52,000 | 0.0 |
18,292 | (1),(2) | Ocular Therapeutix, Inc. | 152,372 | 0.0 |
4,862 | (2) | Odonate Therapeutics, Inc. | 205,857 | 0.0 |
18,218 | (1),(2) | Omeros Corp. | 268,169 | 0.1 |
14,771 | (2) | Omnicell, Inc. | 1,043,128 | 0.2 |
15,387 | (2) | Oncocyte Corp. | 29,389 | 0.0 |
136,614 | (1),(2) | Opko Health, Inc. | 465,854 | 0.1 |
4,921 | (2) | OptimizeRx Corp. | 64,121 | 0.0 |
10,872 | (1),(2) | Optinose, Inc. | 80,888 | 0.0 |
12,061 | (2) | Option Care Health, Inc. | 167,407 | 0.0 |
21,247 | (2) | OraSure Technologies, Inc. | 247,103 | 0.1 |
3,057 | (2) | ORIC Pharmaceuticals, Inc. | 103,113 | 0.0 |
6,568 | (2) | Orthofix Medical, Inc. | 210,176 | 0.0 |
4,244 | (1),(2) | OrthoPediatrics Corp. | 185,717 | 0.0 |
14,849 | (2) | Ovid therapeutics, Inc. | 109,437 | 0.0 |
21,198 | (1) | Owens & Minor, Inc. | 161,529 | 0.0 |
1,945 | (1),(2) | Oyster Point Pharma, Inc. | 56,172 | 0.0 |
52,046 | (1),(2) | Pacific Biosciences of California, Inc. | 179,559 | 0.0 |
14,235 | (1),(2) | Pacira BioSciences, Inc. | 746,910 | 0.1 |
14,483 | (2) | Paratek Pharmaceuticals, Inc. | 75,601 | 0.0 |
4,725 | (2) | Passage Bio, Inc. | 129,134 | 0.0 |
29,047 | (1) | Patterson Cos., Inc. | 639,034 | 0.1 |
17,899 | (2) | PAVmed, Inc. | 37,767 | 0.0 |
41,154 | (2) | PDL BioPharma, Inc. | 119,758 | 0.0 |
9,111 | (2) | Pennant Group, Inc./The | 205,909 | 0.0 |
6,993 | (2) | Personalis, Inc. | 90,699 | 0.0 |
7,067 | (1),(2) | PetIQ, Inc. | 246,214 | 0.1 |
11,957 | (2) | Pfenex, Inc. | 99,841 | 0.0 |
5,074 | (1),(2) | PhaseBio Pharmaceuticals, Inc. | 23,340 | 0.0 |
3,751 | (2) | Phathom Pharmaceuticals, Inc. | 123,445 | 0.0 |
7,128 | Phibro Animal Health Corp. | 187,253 | 0.0 | |
9,786 | (2) | Phreesia, Inc. | 276,748 | 0.1 |
18,450 | (2) | Pieris Pharmaceuticals, Inc. | 57,195 | 0.0 |
26,854 | (1),(2) | Portola Pharmaceuticals, Inc. | 483,103 | 0.1 |
25,133 | (1),(2) | Precigen, Inc. | 125,414 | 0.0 |
16,289 | (1),(2) | Precision BioSciences, Inc. | 135,687 | 0.0 |
17,445 | (2) | Prestige Consumer Healthcare, Inc. | 655,234 | 0.1 |
5,296 | (1),(2) | Prevail Therapeutics, Inc. | 78,910 | 0.0 |
10,148 | (1),(2) | Principia Biopharma, Inc. | 606,749 | 0.1 |
9,104 | (2) | Progyny, Inc. | 234,974 | 0.1 |
7,920 | (2) | Protagonist Therapeutics, Inc. | 139,867 | 0.0 |
14,135 | (2) | Prothena Corp. PLC | 147,852 | 0.0 |
14,589 | (2) | Provention Bio, Inc. | 205,851 | 0.0 |
4,157 | (2) | Providence Service Corp. | 328,029 | 0.1 |
21,360 | (2) | PTC Therapeutics, Inc. | 1,083,806 | 0.2 |
6,028 | (1),(2) | Pulse Biosciences, Inc. | 63,053 | 0.0 |
10,617 | (1),(2) | Puma Biotechnology, Inc. | 110,735 | 0.0 |
6,898 | (2) | Quanterix Corp. | 188,936 | 0.0 |
20,756 | (2) | Quotient Ltd. | 153,594 | 0.0 |
36,470 | (2) | R1 RCM, Inc. | 406,641 | 0.1 |
16,131 | (1),(2) | Radius Health, Inc. | 219,866 | 0.0 |
14,961 | (2) | RadNet, Inc. | 237,431 | 0.1 |
3,844 | (2) | RAPT Therapeutics, Inc. | 111,553 | 0.0 |
6,375 | (2) | Recro Pharma, Inc. | 29,006 | 0.0 |
11,729 | (1),(2) | REGENXBIO, Inc. | 431,979 | 0.1 |
4,885 | (2) | Relmada Therapeutics, Inc. | 218,604 | 0.0 |
6,165 | (2) | Replimune Group, Inc. | 153,200 | 0.0 |
8,641 | (2) | Repro-Med Systems, Inc. | 77,596 | 0.0 |
5,791 | (2) | Retractable Technologies, Inc. | 40,653 | 0.0 |
14,722 | (2) | Retrophin, Inc. | 300,476 | 0.1 |
20,064 | (1),(2) | Revance Therapeutics, Inc. | 489,963 | 0.1 |
5,121 | (1),(2) | REVOLUTION Medicines, Inc. | 161,670 | 0.0 |
12,126 | (2) | Rhythm Pharmaceuticals, Inc. | 270,410 | 0.1 |
62,586 | (2) | Rigel Pharmaceuticals, Inc. | 114,532 | 0.0 |
11,762 | (1),(2) | Rocket Pharmaceuticals, Inc. | 246,179 | 0.1 |
22,953 | (1),(2) | Rockwell Medical, Inc. | 44,758 | 0.0 |
19,782 | (2) | RTI Surgical Holdings, Inc. | 62,907 | 0.0 |
13,165 | (1),(2) | Rubius Therapeutics, Inc. | 78,727 | 0.0 |
40,213 | (1),(2) | Sangamo Therapeutics, Inc. | 360,308 | 0.1 |
3,317 | (2) | Satsuma Pharmaceuticals, Inc. | 95,397 | 0.0 |
16,561 | (2) | Savara, Inc. | 41,237 | 0.0 |
8,147 | (1),(2) | Scholar Rock Holding Corp. | 148,357 | 0.0 |
4,816 | (1),(2) | Schrodinger, Inc./United States | 441,001 | 0.1 |
9,229 | (2) | SeaSpine Holdings Corp. | 96,628 | 0.0 |
38,212 | (2) | Select Medical Holdings Corp. | 562,863 | 0.1 |
23,588 | (2) | Selecta Biosciences, Inc. | 66,990 | 0.0 |
15,573 | (2) | Seres Therapeutics, Inc. | 74,127 | 0.0 |
5,495 | (2) | Sharps Compliance Corp. | 38,630 | 0.0 |
9,164 | (1),(2) | Shockwave Medical, Inc. | 434,099 | 0.1 |
9,438 | (2) | SI-BONE, Inc. | 150,442 | 0.0 |
See Accompanying Notes to Financial Statements
65
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
15,786 | (2) | Sientra, Inc. | 61,092 | 0.0 |
20,994 | (2) | SIGA Technologies, Inc. | 124,075 | 0.0 |
10,986 | (1),(2) | Silk Road Medical, Inc. | 460,204 | 0.1 |
4,316 | (1) | Simulations Plus, Inc. | 258,183 | 0.1 |
7,515 | (2) | Solid Biosciences, Inc. | 22,019 | 0.0 |
1,877 | (1),(2) | Soliton, Inc. | 14,603 | 0.0 |
60,255 | (1),(2) | Sorrento Therapeutics, Inc. | 378,401 | 0.1 |
41,401 | (2) | Spectrum Pharmaceuticals, Inc. | 139,935 | 0.0 |
5,193 | (2) | Spero Therapeutics, Inc. | 70,261 | 0.0 |
7,350 | (1),(2) | SpringWorks Therapeutics, Inc. | 308,700 | 0.1 |
15,563 | (1),(2) | Staar Surgical Co. | 957,747 | 0.2 |
15,861 | (1),(2) | Stereotaxis, Inc. | 70,740 | 0.0 |
5,922 | (1),(2) | Stoke Therapeutics, Inc. | 141,121 | 0.0 |
13,316 | (2) | Strongbridge Biopharma PLC | 50,334 | 0.0 |
16,964 | (2) | Supernus Pharmaceuticals, Inc. | 402,895 | 0.1 |
8,351 | (1),(2) | Surgery Partners, Inc. | 96,621 | 0.0 |
4,740 | (2) | SurModics, Inc. | 204,958 | 0.0 |
3,738 | (2) | Sutro Biopharma, Inc. | 29,007 | 0.0 |
9,443 | (2) | Syndax Pharmaceuticals, Inc. | 139,945 | 0.0 |
14,766 | (1),(2) | Syros Pharmaceuticals, Inc. | 157,406 | 0.0 |
7,053 | (1),(2) | Tabula Rasa HealthCare, Inc. | 386,011 | 0.1 |
6,521 | (1),(2) | Tactile Systems Technology, Inc. | 270,165 | 0.1 |
5,898 | (2) | TCR2 Therapeutics, Inc. | 90,593 | 0.0 |
2,124 | (2) | Tela Bio, Inc. | 27,527 | 0.0 |
35,986 | (2) | Tenet Healthcare Corp. | 651,706 | 0.1 |
33,457 | (1),(2) | TG Therapeutics, Inc. | 651,742 | 0.1 |
83,093 | (1),(2) | TherapeuticsMD, Inc. | 103,866 | 0.0 |
16,943 | (2) | Theravance Biopharma, Inc. | 355,634 | 0.1 |
16,359 | (1),(2) | Tivity Health, Inc. | 185,347 | 0.0 |
17,482 | (1),(2) | Translate Bio, Inc. | 313,277 | 0.1 |
7,115 | (1),(2) | TransMedics Group, Inc. | 127,501 | 0.0 |
10,242 | (2) | Tricida, Inc. | 281,450 | 0.1 |
8,295 | (2) | Triple-S Management Corp. | 157,771 | 0.0 |
9,617 | (2) | Turning Point Therapeutics, Inc. | 621,162 | 0.1 |
10,437 | (1),(2) | Twist Bioscience Corp. | 472,796 | 0.1 |
25,797 | (2) | Tyme Technologies, Inc. | 34,310 | 0.0 |
19,685 | (1),(2) | Ultragenyx Pharmaceutical, Inc. | 1,539,761 | 0.3 |
11,620 | (1),(2) | UNITY Biotechnology, Inc. | 100,862 | 0.0 |
6,774 | (1),(2) | UroGen Pharma Ltd. | 176,937 | 0.0 |
4,416 | (1) | US Physical Therapy, Inc. | 357,784 | 0.1 |
1,248 | Utah Medical Products, Inc. | 110,598 | 0.0 | |
18,608 | (2) | Vanda Pharmaceuticals, Inc. | 212,876 | 0.0 |
6,673 | (2) | Vapotherm, Inc. | 273,526 | 0.1 |
13,068 | (2) | Varex Imaging Corp. | 197,980 | 0.0 |
15,097 | (2) | Vaxart, Inc. | 133,608 | 0.0 |
59,655 | (2) | VBI Vaccines, Inc. | 184,931 | 0.0 |
10,202 | (2) | Venus Concept, Inc. | 35,605 | 0.0 |
17,453 | (2) | Veracyte, Inc. | 452,033 | 0.1 |
56,145 | (2) | Verastem, Inc. | 96,569 | 0.0 |
15,892 | (2) | Vericel Corp. | 219,627 | 0.0 |
4,583 | (2) | Verrica Pharmaceuticals, Inc. | 50,459 | 0.0 |
6,890 | (1),(2) | Viela Bio, Inc. | 298,475 | 0.1 |
12,119 | (1),(2) | Viemed Healthcare, Inc. | 116,342 | 0.0 |
40,050 | (1),(2) | ViewRay, Inc. | 89,712 | 0.0 |
23,379 | (1),(2) | Viking Therapeutics, Inc. | 168,563 | 0.0 |
16,018 | (2) | Vir Biotechnology, Inc. | 656,257 | 0.1 |
11,157 | (2) | Vocera Communications, Inc. | 236,528 | 0.1 |
9,019 | (2) | Voyager Therapeutics, Inc. | 113,820 | 0.0 |
7,875 | (1),(2) | WaVe Life Sciences Ltd. | 81,979 | 0.0 |
44,461 | (1),(2) | Wright Medical Group NV | 1,321,381 | 0.2 |
6,156 | (2) | X4 Pharmaceuticals, Inc. | 57,374 | 0.0 |
4,949 | (1),(2) | XBiotech, Inc. | 67,851 | 0.0 |
19,328 | (2) | Xencor, Inc. | 626,034 | 0.1 |
13,203 | (1),(2) | Xeris Pharmaceuticals, Inc. | 35,120 | 0.0 |
10,416 | (2) | Y-mAbs Therapeutics, Inc. | 449,971 | 0.1 |
3,535 | (2) | Zentalis Pharmaceuticals, Inc. | 169,751 | 0.0 |
74,647 | (1),(2) | ZIOPHARM Oncology, Inc. | 244,842 | 0.1 |
19,377 | (1),(2) | Zogenix, Inc. | 523,373 | 0.1 |
5,741 | (1),(2) | Zynex, Inc. | 142,779 | 0.0 |
126,696,848 | 20.0 | |||
Industrials: 14.1% | ||||
14,204 | (1) | AAON, Inc. | 771,135 | 0.1 |
11,839 | AAR Corp. | 244,712 | 0.0 | |
23,058 | ABM Industries, Inc. | 837,005 | 0.1 | |
17,249 | (2) | Acacia Research Corp. | 70,548 | 0.0 |
33,546 | ACCO Brands Corp. | 238,177 | 0.0 | |
24,551 | (1),(2) | Advanced Disposal Services, Inc. | 740,704 | 0.1 |
17,429 | Advanced Drainage Systems, Inc. | 860,993 | 0.1 | |
11,043 | (2) | Aegion Corp. | 175,252 | 0.0 |
25,193 | (1),(2) | Aerojet Rocketdyne Holdings, Inc. | 998,651 | 0.2 |
7,434 | (2) | Aerovironment, Inc. | 591,969 | 0.1 |
20,363 | (2) | Air Transport Services Group, Inc. | 453,484 | 0.1 |
3,432 | Alamo Group, Inc. | 352,260 | 0.1 | |
10,625 | Albany International Corp. | 623,794 | 0.1 | |
4,518 | (1) | Allegiant Travel Co. | 493,411 | 0.1 |
2,659 | Allied Motion Technologies, Inc. | 93,863 | 0.0 | |
4,138 | (2) | Alpha Pro Tech Ltd. | 73,243 | 0.0 |
22,328 | Altra Industrial Motion Corp. | 711,370 | 0.1 | |
8,411 | (1),(2) | Ameresco, Inc. | 233,658 | 0.0 |
7,460 | (1),(2) | American Superconductor Corp. | 60,650 | 0.0 |
5,901 | (2) | American Woodmark Corp. | 446,411 | 0.1 |
48,786 | (2),(5) | API Group Corp. | 592,750 | 0.1 |
9,067 | Apogee Enterprises, Inc. | 208,904 | 0.0 | |
13,294 | Applied Industrial Technologies, Inc. | 829,413 | 0.1 | |
8,898 | ArcBest Corp. | 235,886 | 0.0 | |
16,869 | Arcosa, Inc. | 711,872 | 0.1 | |
5,112 | Argan, Inc. | 242,207 | 0.0 | |
17,613 | (2) | ASGN, Inc. | 1,174,435 | 0.2 |
7,834 | Astec Industries, Inc. | 362,793 | 0.1 | |
7,857 | (2) | Astronics Corp. | 82,970 | 0.0 |
16,522 | (2) | Atkore International Group, Inc. | 451,877 | 0.1 |
8,933 | (2) | Atlas Air Worldwide Holdings, Inc. | 384,387 | 0.1 |
See Accompanying Notes to Financial Statements
66
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
19,727 | (2) | Avis Budget Group, Inc. | 451,551 | 0.1 |
9,145 | AZZ, Inc. | 313,856 | 0.1 | |
16,386 | Barnes Group, Inc. | 648,230 | 0.1 | |
2,525 | Barrett Business Services, Inc. | 134,153 | 0.0 | |
18,913 | (2) | Beacon Roofing Supply, Inc. | 498,736 | 0.1 |
3,202 | BG Staffing, Inc. | 36,247 | 0.0 | |
29,476 | (1),(2) | Bloom Energy Corp. | 320,699 | 0.1 |
5,349 | (2) | Blue Bird Corp. | 80,181 | 0.0 |
23,213 | (2) | BMC Stock Holdings, Inc. | 583,575 | 0.1 |
16,792 | Brady Corp. | 786,201 | 0.1 | |
11,468 | (2) | BrightView Holdings, Inc. | 128,442 | 0.0 |
17,297 | Brink's Co. | 787,186 | 0.1 | |
39,574 | (2) | Builders FirstSource, Inc. | 819,182 | 0.1 |
7,895 | Caesarstone Ltd. | 93,556 | 0.0 | |
5,726 | (2) | CAI International, Inc. | 95,395 | 0.0 |
15,893 | (2) | Casella Waste Systems, Inc. | 828,343 | 0.1 |
17,807 | (2) | CBIZ, Inc. | 426,834 | 0.1 |
11,327 | (2) | Ceco Environmental Corp. | 74,645 | 0.0 |
12,526 | (2) | Chart Industries, Inc. | 607,386 | 0.1 |
6,421 | (1),(2) | Cimpress PLC | 490,179 | 0.1 |
7,108 | (2) | CIRCOR International, Inc. | 181,112 | 0.0 |
8,306 | Columbus McKinnon Corp. | 277,836 | 0.0 | |
12,535 | Comfort Systems USA, Inc. | 510,801 | 0.1 | |
8,053 | (1),(2) | Concrete Pumping Holdings, Inc. | 28,024 | 0.0 |
6,819 | (1),(2) | Construction Partners, Inc. | 121,105 | 0.0 |
15,792 | (2) | Cornerstone Building Brands, Inc. | 95,700 | 0.0 |
17,448 | Costamare, Inc. | 97,011 | 0.0 | |
40,707 | Covanta Holding Corp. | 390,380 | 0.1 | |
4,071 | (2) | Covenant Transportation Group, Inc. | 58,745 | 0.0 |
2,805 | CRA International, Inc. | 110,797 | 0.0 | |
5,141 | CSW Industrials, Inc. | 355,294 | 0.1 | |
10,883 | (1) | Cubic Corp. | 522,710 | 0.1 |
17,033 | (2) | Daseke, Inc. | 66,940 | 0.0 |
14,577 | Deluxe Corp. | 343,143 | 0.1 | |
7,932 | Douglas Dynamics, Inc. | 278,572 | 0.1 | |
3,737 | (2) | Ducommun, Inc. | 130,309 | 0.0 |
5,681 | (2) | DXP Enterprises, Inc. | 113,109 | 0.0 |
10,626 | (2) | Dycom Industries, Inc. | 434,497 | 0.1 |
14,096 | (1),(2) | Eagle Bulk Shipping, Inc. | 30,870 | 0.0 |
1,624 | Eastern Co/The | 29,021 | 0.0 | |
9,372 | (2) | Echo Global Logistics, Inc. | 202,623 | 0.0 |
19,162 | EMCOR Group, Inc. | 1,267,375 | 0.2 | |
7,151 | Encore Wire Corp. | 349,112 | 0.1 | |
14,081 | (1),(2) | Energy Recovery, Inc. | 106,945 | 0.0 |
19,324 | Enerpac Tool Group Corp. | 340,102 | 0.1 | |
14,689 | EnerSys | 945,678 | 0.2 | |
9,559 | (1) | Ennis, Inc. | 173,400 | 0.0 |
7,114 | EnPro Industries, Inc. | 350,649 | 0.1 | |
8,841 | ESCO Technologies, Inc. | 747,330 | 0.1 | |
1,589 | (1),(2) | EVI Industries, Inc. | 34,497 | 0.0 |
30,488 | (2) | Evoqua Water Technologies Corp. | 567,077 | 0.1 |
17,763 | Exponent, Inc. | 1,437,560 | 0.2 | |
20,710 | Federal Signal Corp. | 615,708 | 0.1 | |
48,639 | Fluor Corp. | 587,559 | 0.1 | |
3,781 | (2) | Forrester Research, Inc. | 121,143 | 0.0 |
9,777 | Forward Air Corp. | 487,090 | 0.1 | |
7,453 | (2) | Foundation Building Materials, Inc. | 116,341 | 0.0 |
4,021 | (2) | Franklin Covey Co. | 86,049 | 0.0 |
16,010 | Franklin Electric Co., Inc. | 840,845 | 0.1 | |
73,391 | (2) | FuelCell Energy, Inc. | 165,864 | 0.0 |
12,109 | (1) | GATX Corp. | 738,407 | 0.1 |
5,664 | Genco Shipping & Trading Ltd. | 35,570 | 0.0 | |
2,732 | (2) | Gencor Industries, Inc. | 34,532 | 0.0 |
4,261 | (2) | General Finance Corp. | 28,591 | 0.0 |
11,213 | (2) | Gibraltar Industries, Inc. | 538,336 | 0.1 |
14,348 | (2) | GMS, Inc. | 352,817 | 0.1 |
6,595 | Gorman-Rupp Co. | 204,973 | 0.0 | |
4,566 | (2) | GP Strategies Corp. | 39,176 | 0.0 |
3,041 | Graham Corp. | 38,742 | 0.0 | |
16,180 | (1) | Granite Construction, Inc. | 309,685 | 0.1 |
22,081 | (2) | Great Lakes Dredge & Dock Corp. | 204,470 | 0.0 |
11,032 | (1) | Greenbrier Cos., Inc. | 250,978 | 0.0 |
12,695 | Griffon Corp. | 235,111 | 0.0 | |
11,047 | H&E Equipment Services, Inc. | 204,149 | 0.0 | |
27,018 | (2) | Harsco Corp. | 365,013 | 0.1 |
15,651 | (1) | Hawaiian Holdings, Inc. | 219,740 | 0.0 |
16,188 | (2) | HC2 Holdings, Inc. | 54,068 | 0.0 |
25,832 | (1) | Healthcare Services Group, Inc. | 631,851 | 0.1 |
16,273 | Heartland Express, Inc. | 338,804 | 0.1 | |
6,518 | Heidrick & Struggles International, Inc. | 140,919 | 0.0 | |
10,129 | Helios Technologies, Inc. | 377,305 | 0.1 | |
8,579 | (2) | Herc Holdings, Inc. | 263,633 | 0.0 |
5,423 | (2) | Heritage-Crystal Clean, Inc. | 94,686 | 0.0 |
20,521 | Herman Miller, Inc. | 484,501 | 0.1 | |
34,673 | (1),(2) | Hertz Global Holdings, Inc. | 48,889 | 0.0 |
25,363 | Hillenbrand, Inc. | 686,576 | 0.1 | |
14,908 | HNI Corp. | 455,738 | 0.1 | |
11,195 | (2) | HUB Group, Inc. | 535,793 | 0.1 |
2,165 | Hurco Cos, Inc. | 60,555 | 0.0 | |
7,881 | (2) | Huron Consulting Group, Inc. | 348,734 | 0.1 |
3,577 | Hyster-Yale Materials Handling, Inc. - A shares | 138,287 | 0.0 | |
6,329 | ICF International, Inc. | 410,309 | 0.1 | |
3,153 | (2) | IES Holdings, Inc. | 73,055 | 0.0 |
12,658 | Insperity, Inc. | 819,352 | 0.1 | |
6,512 | Insteel Industries, Inc. | 124,184 | 0.0 | |
20,386 | Interface, Inc. | 165,942 | 0.0 | |
23,695 | (2) | JELD-WEN Holding, Inc. | 381,726 | 0.1 |
10,786 | John Bean Technologies Corp. | 927,812 | 0.2 | |
3,882 | Kadant, Inc. | 386,880 | 0.1 | |
9,710 | Kaman Corp. | 403,936 | 0.1 | |
44,423 | KAR Auction Services, Inc. | 611,260 | 0.1 | |
11,655 | Kelly Services, Inc. | 184,324 | 0.0 |
See Accompanying Notes to Financial Statements
67
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
28,414 | Kennametal, Inc. | 815,766 | 0.1 | |
6,975 | Kforce, Inc. | 204,019 | 0.0 | |
12,739 | Kimball International, Inc. | 147,263 | 0.0 | |
17,169 | Knoll, Inc. | 209,290 | 0.0 | |
19,157 | Korn Ferry | 588,695 | 0.1 | |
37,258 | (2) | Kratos Defense & Security Solutions, Inc. | 582,343 | 0.1 |
1,432 | (2) | Lawson Products | 46,196 | 0.0 |
3,120 | (2) | LB Foster Co. | 39,842 | 0.0 |
3,795 | Lindsay Corp. | 349,937 | 0.1 | |
10,202 | Luxfer Holdings PLC | 144,358 | 0.0 | |
5,902 | (2) | Lydall, Inc. | 80,031 | 0.0 |
12,212 | (1),(2) | Manitowoc Co., Inc./The | 132,867 | 0.0 |
13,850 | Marten Transport Ltd. | 348,466 | 0.1 | |
8,550 | (2) | Masonite International Corp. | 665,019 | 0.1 |
20,522 | (1),(2) | Mastec, Inc. | 920,822 | 0.2 |
1,734 | (1),(2) | Mastech Holdings, Inc. | 44,963 | 0.0 |
14,792 | Matson, Inc. | 430,447 | 0.1 | |
10,735 | Matthews International Corp. | 205,038 | 0.0 | |
20,915 | (1) | Maxar Technologies, Inc. | 375,633 | 0.1 |
8,535 | McGrath Rentcorp | 460,975 | 0.1 | |
24,241 | (2) | Meritor, Inc. | 479,972 | 0.1 |
10,104 | (2) | Mesa Air Group, Inc. | 34,758 | 0.0 |
4,150 | Miller Industries, Inc. | 123,545 | 0.0 | |
6,500 | (2) | Mistras Group, Inc. | 25,675 | 0.0 |
15,316 | Mobile Mini, Inc. | 451,822 | 0.1 | |
10,635 | Moog, Inc. | 563,442 | 0.1 | |
27,477 | (1),(2) | MRC Global, Inc. | 162,389 | 0.0 |
19,423 | Mueller Industries, Inc. | 516,263 | 0.1 | |
54,498 | Mueller Water Products, Inc. | 513,916 | 0.1 | |
5,722 | (2) | MYR Group, Inc. | 182,589 | 0.0 |
1,809 | National Presto Industries, Inc. | 158,089 | 0.0 | |
17,210 | (2) | Navistar International Corp. | 485,322 | 0.1 |
14,478 | NN, Inc. | 68,626 | 0.0 | |
3,412 | (2) | Northwest Pipe Co. | 85,539 | 0.0 |
38,213 | (2) | NOW, Inc. | 329,778 | 0.1 |
3,639 | (1),(2) | NV5 Global, Inc. | 184,970 | 0.0 |
1,085 | (1) | Omega Flex, Inc. | 114,793 | 0.0 |
20,255 | (2) | PAE, Inc. | 193,638 | 0.0 |
736 | (2) | PAM Transportation Services | 22,632 | 0.0 |
6,359 | Park Aerospace Corp. | 70,839 | 0.0 | |
2,915 | Park-Ohio Holdings Corp. | 48,360 | 0.0 | |
8,199 | (2) | Parsons Corp. | 297,132 | 0.1 |
7,740 | Patrick Industries, Inc. | 474,075 | 0.1 | |
20,202 | (2) | PGT Innovations, Inc. | 316,767 | 0.1 |
6,360 | (2) | Pico Holdings, Inc. | 53,615 | 0.0 |
59,501 | (1) | Pitney Bowes, Inc. | 154,703 | 0.0 |
112,188 | (1),(2) | Plug Power, Inc. | 921,063 | 0.2 |
3,310 | Powell Industries, Inc. | 90,661 | 0.0 | |
1,057 | Preformed Line Products Co. | 52,861 | 0.0 | |
16,345 | Primoris Services Corp. | 290,287 | 0.1 | |
9,279 | (2) | Proto Labs, Inc. | 1,043,609 | 0.2 |
10,403 | (1) | Quad/Graphics, Inc. | 33,810 | 0.0 |
11,662 | (1) | Quanex Building Products Corp. | 161,869 | 0.0 |
13,498 | (2) | Radiant Logistics, Inc. | 53,047 | 0.0 |
12,763 | Raven Industries, Inc. | 274,532 | 0.0 | |
8,469 | (2) | RBC Bearings, Inc. | 1,135,185 | 0.2 |
42,689 | (1),(2) | Resideo Technologies, Inc. | 500,315 | 0.1 |
10,758 | Resources Connection, Inc. | 128,773 | 0.0 | |
9,055 | REV Group, Inc. | 55,235 | 0.0 | |
36,677 | Rexnord Corp. | 1,069,135 | 0.2 | |
10,409 | Rush Enterprises, Inc. - Class A | 431,557 | 0.1 | |
9,057 | (2) | Saia, Inc. | 1,006,957 | 0.2 |
1,779 | Scorpio Bulkers, Inc. | 27,219 | 0.0 | |
12,106 | Shyft Group, Inc./The | 203,865 | 0.0 | |
15,309 | Simpson Manufacturing Co., Inc. | 1,291,467 | 0.2 | |
14,573 | (1),(2) | SiteOne Landscape Supply, Inc. | 1,660,885 | 0.3 |
17,170 | Skywest, Inc. | 560,085 | 0.1 | |
8,368 | (2) | SP Plus Corp. | 173,301 | 0.0 |
29,389 | (1),(2) | Spirit Airlines, Inc. | 523,124 | 0.1 |
15,172 | (2) | SPX Corp. | 624,328 | 0.1 |
14,619 | (2) | SPX FLOW, Inc. | 547,335 | 0.1 |
4,349 | Standex International Corp. | 250,285 | 0.0 | |
30,321 | Steelcase, Inc. | 365,671 | 0.1 | |
9,928 | (2) | Sterling Construction Co., Inc. | 103,946 | 0.0 |
40,293 | (2) | Sunrun, Inc. | 794,578 | 0.1 |
4,717 | (1) | Systemax, Inc. | 96,887 | 0.0 |
10,240 | (1),(2) | Team, Inc. | 57,037 | 0.0 |
6,325 | Tennant Co. | 411,188 | 0.1 | |
22,468 | (1) | Terex Corp. | 421,724 | 0.1 |
18,814 | Tetra Tech, Inc. | 1,488,564 | 0.2 | |
19,254 | (1),(2) | Textainer Group Holdings Ltd. | 157,498 | 0.0 |
11,406 | (2) | Thermon Group Holdings, Inc. | 166,185 | 0.0 |
6,553 | (2) | Titan Machinery, Inc. | 71,166 | 0.0 |
10,305 | (1),(2) | TPI Composites, Inc. | 240,828 | 0.0 |
2,432 | (2) | Transcat, Inc. | 62,892 | 0.0 |
15,500 | (2) | Trimas Corp. | 371,225 | 0.1 |
15,048 | (2) | TriNet Group, Inc. | 917,025 | 0.2 |
18,413 | Triton International Ltd./Bermuda | 556,809 | 0.1 | |
17,862 | Triumph Group, Inc. | 160,937 | 0.0 | |
13,317 | (2) | TrueBlue, Inc. | 203,351 | 0.0 |
14,370 | (2) | Tutor Perini Corp. | 175,027 | 0.0 |
20,538 | UFP Industries, Inc. | 1,016,836 | 0.2 | |
5,238 | Unifirst Corp. | 937,340 | 0.2 | |
2,522 | Universal Logistics Holdings, Inc. | 43,832 | 0.0 | |
31,770 | (2) | Upwork, Inc. | 458,759 | 0.1 |
11,317 | US Ecology, Inc. | 383,420 | 0.1 | |
7,004 | (1),(2) | US Xpress Enterprises, Inc. | 42,024 | 0.0 |
4,049 | (2) | Vectrus, Inc. | 198,927 | 0.0 |
4,508 | (2) | Veritiv Corp. | 76,456 | 0.0 |
6,928 | Viad Corp. | 131,771 | 0.0 | |
6,197 | (2) | Vicor Corp. | 445,874 | 0.1 |
16,940 | (1),(2) | Vivint Solar, Inc. | 167,706 | 0.0 |
3,333 | VSE Corp. | 104,623 | 0.0 | |
18,282 | (1) | Wabash National Corp. | 194,155 | 0.0 |
9,494 | Watts Water Technologies, Inc. | 769,014 | 0.1 | |
45,883 | (2) | Welbilt, Inc. | 279,427 | 0.1 |
20,749 | Werner Enterprises, Inc. | 903,204 | 0.1 | |
17,158 | (2) | Wesco International, Inc. | 602,417 | 0.1 |
3,791 | (2) | Willdan Group, Inc. | 94,813 | 0.0 |
1,047 | (2) | Willis Lease Finance Corp. | 25,421 | 0.0 |
18,761 | (2) | Willscot Corp. | 230,573 | 0.0 |
89,166,832 | 14.1 |
See Accompanying Notes to Financial Statements
68
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
Information Technology: 13.5% | ||||
40,761 | (1),(2) | 3D Systems Corp. | 284,919 | 0.1 |
35,000 | (1),(2) | 8x8, Inc. | 560,000 | 0.1 |
22,630 | (2) | A10 Networks, Inc. | 154,110 | 0.0 |
13,133 | (2) | Acacia Communications, Inc. | 882,406 | 0.1 |
39,815 | (2) | ACI Worldwide, Inc. | 1,074,607 | 0.2 |
16,624 | Adtran, Inc. | 181,700 | 0.0 | |
13,156 | (2) | Advanced Energy Industries, Inc. | 891,845 | 0.1 |
7,216 | (2) | Agilysys, Inc. | 129,455 | 0.0 |
11,423 | (1),(2) | Akoustis Technologies, Inc. | 94,697 | 0.0 |
15,702 | (2) | Alarm.com Holdings, Inc. | 1,017,647 | 0.2 |
7,720 | (2) | Alpha & Omega Co. | 83,994 | 0.0 |
14,508 | (1),(2) | Altair Engineering, Inc. | 576,693 | 0.1 |
11,245 | (2) | Ambarella, Inc. | 515,021 | 0.1 |
10,836 | American Software, Inc. | 170,775 | 0.0 | |
34,358 | (2) | Amkor Technology, Inc. | 422,947 | 0.1 |
5,515 | (2) | Appfolio, Inc. | 897,346 | 0.1 |
11,689 | (1),(2) | Appian Corp. | 599,061 | 0.1 |
6,602 | (1),(2) | Applied Optoelectronics, Inc. | 71,764 | 0.0 |
26,430 | (2) | Arlo Technologies, Inc. | 68,189 | 0.0 |
5,167 | (2) | Atomera, Inc. | 46,503 | 0.0 |
32,860 | (1),(2) | Avaya Holdings Corp. | 406,150 | 0.1 |
10,843 | (1),(2) | Avid Technology, Inc. | 78,829 | 0.0 |
11,394 | (2) | Axcelis Technologies, Inc. | 317,323 | 0.1 |
14,883 | (2) | AXT, Inc. | 70,843 | 0.0 |
9,992 | (1) | Badger Meter, Inc. | 628,697 | 0.1 |
3,516 | Bel Fuse, Inc. | 37,727 | 0.0 | |
15,523 | Belden, Inc. | 505,274 | 0.1 | |
12,882 | Benchmark Electronics, Inc. | 278,251 | 0.1 | |
10,417 | (2) | Benefitfocus, Inc. | 112,087 | 0.0 |
16,932 | (1) | Blackbaud, Inc. | 966,479 | 0.2 |
17,278 | (1),(2) | Blackline, Inc. | 1,432,519 | 0.2 |
15,034 | (2) | Bottomline Technologies de, Inc. | 763,276 | 0.1 |
50,715 | (2) | Box, Inc. | 1,052,843 | 0.2 |
13,963 | (2) | Brightcove, Inc. | 110,028 | 0.0 |
24,988 | Brooks Automation, Inc. | 1,105,469 | 0.2 | |
10,000 | Cabot Microelectronics Corp. | 1,395,400 | 0.2 | |
11,703 | (2) | CalAmp Corp. | 93,741 | 0.0 |
16,844 | (2) | Calix, Inc. | 250,976 | 0.0 |
12,640 | (1),(2) | Cardtronics plc | 303,107 | 0.1 |
10,941 | (1),(2) | Casa Systems, Inc. | 45,515 | 0.0 |
5,197 | Cass Information Systems, Inc. | 202,839 | 0.0 | |
12,582 | (1),(2) | Cerence, Inc. | 513,849 | 0.1 |
7,744 | (2) | Ceva, Inc. | 289,781 | 0.1 |
9,871 | (2) | ChannelAdvisor Corp. | 156,357 | 0.0 |
4,383 | (2) | Clearfield, Inc. | 61,187 | 0.0 |
84,243 | (1),(2) | Cloudera, Inc. | 1,071,571 | 0.2 |
14,457 | Cohu, Inc. | 250,684 | 0.0 | |
14,496 | (2) | Commvault Systems, Inc. | 560,995 | 0.1 |
8,278 | Comtech Telecommunications Corp. | 139,815 | 0.0 | |
60,247 | (2) | Conduent, Inc. | 143,990 | 0.0 |
20,890 | (2) | Cornerstone OnDemand, Inc. | 805,518 | 0.1 |
11,390 | CSG Systems International, Inc. | 471,432 | 0.1 | |
11,429 | CTS Corp. | 229,037 | 0.0 | |
2,630 | (2) | Cyberoptics Corp. | 84,712 | 0.0 |
12,291 | (1) | Daktronics, Inc. | 53,466 | 0.0 |
4,865 | (2) | DASAN Zhone Solutions, Inc. | 43,444 | 0.0 |
26,636 | (1),(2) | Diebold Nixdorf, Inc. | 161,414 | 0.0 |
10,118 | (2) | Digi International, Inc. | 117,875 | 0.0 |
4,167 | (1),(2) | Digimarc Corp. | 66,630 | 0.0 |
28,188 | (2) | Digital Turbine, Inc. | 354,323 | 0.1 |
14,516 | (2) | Diodes, Inc. | 735,961 | 0.1 |
8,809 | (2) | Domo, Inc. | 283,386 | 0.1 |
8,071 | (2) | DSP Group, Inc. | 128,168 | 0.0 |
8,884 | (1) | Ebix, Inc. | 198,646 | 0.0 |
8,052 | (2) | eGain Corp. | 89,458 | 0.0 |
25,268 | (2) | Endurance International Group Holdings, Inc. | 101,830 | 0.0 |
18,361 | (2) | Envestnet, Inc. | 1,350,268 | 0.2 |
4,746 | (2) | ePlus, Inc. | 335,447 | 0.1 |
21,021 | EVERTEC, Inc. | 590,690 | 0.1 | |
14,066 | (2) | Evo Payments, Inc. | 321,127 | 0.1 |
11,470 | (2) | ExlService Holdings, Inc. | 727,198 | 0.1 |
40,850 | (2) | Extreme Networks, Inc. | 177,289 | 0.0 |
12,641 | (2) | Fabrinet | 789,051 | 0.1 |
6,173 | (2) | Faro Technologies, Inc. | 330,873 | 0.1 |
82,046 | (1),(2) | Fitbit, Inc. | 530,017 | 0.1 |
16,431 | (2) | ForeScout Technologies, Inc. | 348,337 | 0.1 |
26,264 | (2) | Formfactor, Inc. | 770,323 | 0.1 |
12,541 | (1),(2) | Genasys, Inc. | 60,949 | 0.0 |
21,574 | (2) | GreenSky, Inc. | 105,713 | 0.0 |
5,476 | (2) | GSI Technology, Inc. | 39,318 | 0.0 |
11,724 | (1),(2) | GTT Communications, Inc. | 95,668 | 0.0 |
15,903 | (2) | GTY Technology Holdings, Inc. | 66,236 | 0.0 |
9,048 | Hackett Group, Inc. | 122,510 | 0.0 | |
33,169 | (1),(2) | Harmonic, Inc. | 157,553 | 0.0 |
5,326 | (1),(2) | I3 Verticals, Inc. | 161,112 | 0.0 |
8,012 | (2) | Ichor Holdings Ltd. | 212,959 | 0.0 |
31,144 | (1),(2) | II-VI, Inc. | 1,470,620 | 0.2 |
11,045 | (2) | Immersion Corp. | 68,810 | 0.0 |
5,841 | (1),(2) | Impinj, Inc. | 160,452 | 0.0 |
61,449 | (1),(2) | Infinera Corp. | 363,778 | 0.1 |
10,130 | (2) | Information Services Group, Inc. | 20,969 | 0.0 |
23,428 | (1),(2) | Inseego Corp. | 271,765 | 0.1 |
12,124 | (2) | Insight Enterprises, Inc. | 596,501 | 0.1 |
5,887 | (2) | Intellicheck, Inc. | 44,447 | 0.0 |
2,610 | (1),(2) | Intelligent Systems Corp. | 88,949 | 0.0 |
10,732 | InterDigital, Inc. | 607,753 | 0.1 | |
6,196 | (2) | International Money Express, Inc. | 77,202 | 0.0 |
9,673 | (2) | Intevac, Inc. | 52,815 | 0.0 |
15,797 | (2) | Iteris, Inc. | 75,115 | 0.0 |
14,104 | (2) | Itron, Inc. | 934,390 | 0.2 |
15,928 | (1) | j2 Global, Inc. | 1,006,809 | 0.2 |
48,863 | KBR, Inc. | 1,101,861 | 0.2 | |
8,972 | (2) | Kimball Electronics, Inc. | 121,481 | 0.0 |
30,903 | (2) | Knowles Corp. | 471,580 | 0.1 |
5,614 | (2) | KVH Industries, Inc. | 50,133 | 0.0 |
47,008 | (2) | Lattice Semiconductor Corp. | 1,334,557 | 0.2 |
40,900 | (2) | Limelight Networks, Inc. | 301,024 | 0.1 |
21,305 | (1),(2) | LivePerson, Inc. | 882,666 | 0.1 |
22,970 | (2) | LiveRamp Holdings, Inc. | 975,536 | 0.2 |
16,292 | (2) | MACOM Technology Solutions Holdings, Inc. | 559,630 | 0.1 |
See Accompanying Notes to Financial Statements
69
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
9,301 | Mantech International Corp. | 637,026 | 0.1 | |
21,705 | MAXIMUS, Inc. | 1,529,117 | 0.3 | |
23,149 | (2) | MaxLinear, Inc. | 496,778 | 0.1 |
12,870 | Methode Electronics, Inc. | 402,316 | 0.1 | |
2,853 | (2) | MicroStrategy, Inc. | 337,481 | 0.1 |
19,208 | (1),(2) | Mimecast Ltd. | 800,205 | 0.1 |
14,640 | (2) | Mitek Systems, Inc. | 140,690 | 0.0 |
34,942 | (2) | MobileIron, Inc. | 172,264 | 0.0 |
11,756 | (2) | Model N, Inc. | 408,639 | 0.1 |
21,009 | (2) | MoneyGram International, Inc. | 67,439 | 0.0 |
6,710 | MTS Systems Corp. | 118,029 | 0.0 | |
4,056 | (2) | Napco Security Technologies, Inc. | 94,870 | 0.0 |
17,151 | (2) | NeoPhotonics Corp. | 152,301 | 0.0 |
10,343 | (2) | Netgear, Inc. | 267,780 | 0.1 |
24,724 | (2) | Netscout Systems, Inc. | 631,945 | 0.1 |
22,854 | NIC, Inc. | 524,728 | 0.1 | |
11,900 | (2) | nLight, Inc. | 264,894 | 0.0 |
11,824 | (2) | Novanta, Inc. | 1,262,448 | 0.2 |
1,792 | NVE Corp. | 110,799 | 0.0 | |
11,638 | (2) | OneSpan, Inc. | 325,049 | 0.1 |
16,743 | (2) | Onto Innovation, Inc. | 569,932 | 0.1 |
5,914 | (2) | OSI Systems, Inc. | 441,421 | 0.1 |
5,833 | (1),(2) | PAR Technology Corp. | 174,582 | 0.0 |
11,241 | (2) | Paysign, Inc. | 109,150 | 0.0 |
3,958 | PC Connection, Inc. | 183,493 | 0.0 | |
6,284 | PCTEL, Inc. | 41,977 | 0.0 | |
10,358 | (2) | PDF Solutions, Inc. | 202,602 | 0.0 |
11,200 | (2) | Perficient, Inc. | 400,736 | 0.1 |
48,269 | Perspecta, Inc. | 1,121,289 | 0.2 | |
5,721 | (2) | PFSweb, Inc. | 38,216 | 0.0 |
22,737 | (2) | Photronics, Inc. | 253,063 | 0.0 |
5,274 | (2) | Ping Identity Holding Corp. | 169,243 | 0.0 |
11,719 | (1) | Plantronics, Inc. | 172,035 | 0.0 |
10,039 | (2) | Plexus Corp. | 708,352 | 0.1 |
10,285 | Power Integrations, Inc. | 1,214,967 | 0.2 | |
15,659 | Progress Software Corp. | 606,786 | 0.1 | |
13,672 | (2) | PROS Holdings, Inc. | 607,447 | 0.1 |
17,150 | (2) | Q2 Holdings, Inc. | 1,471,299 | 0.2 |
4,275 | (1) | QAD, Inc. | 176,472 | 0.0 |
11,598 | (1),(2) | Qualys, Inc. | 1,206,424 | 0.2 |
10,059 | (2) | Quantum Corp. | 38,828 | 0.0 |
38,796 | (2) | Rambus, Inc. | 589,699 | 0.1 |
17,156 | (1),(2) | Rapid7, Inc. | 875,299 | 0.1 |
12,367 | (2) | Repay Holdings Corp. | 304,599 | 0.1 |
9,889 | (2) | Research Frontiers, Inc. | 40,149 | 0.0 |
17,146 | (2) | Resonant, Inc. | 39,950 | 0.0 |
23,586 | (2) | Ribbon Communications, Inc. | 92,693 | 0.0 |
6,796 | (2) | Rimini Street, Inc. | 34,999 | 0.0 |
6,422 | (2) | Rogers Corp. | 800,181 | 0.1 |
8,104 | (2) | Rosetta Stone, Inc. | 136,633 | 0.0 |
30,163 | (1),(2) | SailPoint Technologies Holding, Inc. | 798,415 | 0.1 |
23,541 | (2) | Sanmina Corp. | 589,467 | 0.1 |
8,877 | Sapiens International Corp. NV | 248,378 | 0.0 | |
8,985 | (2) | Scansource, Inc. | 216,449 | 0.0 |
3,265 | (1),(2) | SecureWorks Corp. | 37,319 | 0.0 |
22,740 | (2) | Semtech Corp. | 1,187,483 | 0.2 |
31,827 | (2) | ServiceSource International, Inc. | 50,287 | 0.0 |
2,840 | (2) | ShotSpotter, Inc. | 71,568 | 0.0 |
14,820 | (2) | Silicon Laboratories, Inc. | 1,486,001 | 0.2 |
1,817 | (2) | SiTime Corp. | 86,144 | 0.0 |
4,976 | (1),(2) | SMART Global Holdings, Inc. | 135,248 | 0.0 |
11,551 | (2) | Smith Micro Software, Inc. | 51,517 | 0.0 |
3,232 | (2) | Sprout Social, Inc. | 87,264 | 0.0 |
12,106 | (2) | SPS Commerce, Inc. | 909,403 | 0.2 |
5,268 | (2) | Startek, Inc. | 26,761 | 0.0 |
26,478 | (1),(2) | SunPower Corp. | 202,821 | 0.0 |
15,313 | (2) | Super Micro Computer, Inc. | 434,736 | 0.1 |
41,199 | (2) | SVMK, Inc. | 969,824 | 0.2 |
13,511 | (2) | SYKES Enterprises, Inc. | 373,714 | 0.1 |
11,821 | (1),(2) | Synaptics, Inc. | 710,679 | 0.1 |
13,677 | (1),(2) | Synchronoss Technologies, Inc. | 48,280 | 0.0 |
12,046 | (2) | TeleNav, Inc. | 66,133 | 0.0 |
21,135 | (2) | Tenable Holdings, Inc. | 630,034 | 0.1 |
6,201 | TTEC Holdings, Inc. | 288,719 | 0.1 | |
34,771 | (1),(2) | TTM Technologies, Inc. | 412,384 | 0.1 |
3,429 | (1),(2) | Tucows, Inc. | 196,550 | 0.0 |
13,918 | (2) | Ultra Clean Holdings, Inc. | 314,964 | 0.1 |
21,702 | (2) | Unisys Corp. | 236,769 | 0.0 |
8,221 | (1),(2) | Upland Software, Inc. | 285,762 | 0.1 |
10,760 | (1),(2) | Varonis Systems, Inc. | 952,045 | 0.2 |
17,260 | (2) | Veeco Instruments, Inc. | 232,837 | 0.0 |
22,778 | (2) | Verint Systems, Inc. | 1,029,110 | 0.2 |
7,901 | (2) | Veritone, Inc. | 117,409 | 0.0 |
45,438 | (2) | Verra Mobility Corp. | 467,103 | 0.1 |
79,460 | (2) | Viavi Solutions, Inc. | 1,012,320 | 0.2 |
22,384 | (1) | VirnetX Holding Corp. | 145,496 | 0.0 |
10,136 | (2) | Virtusa Corp. | 329,116 | 0.1 |
45,981 | Vishay Intertechnology, Inc. | 702,130 | 0.1 | |
4,194 | (2) | Vishay Precision Group, Inc. | 103,089 | 0.0 |
13,304 | (2) | Workiva, Inc. | 711,631 | 0.1 |
4,429 | (1),(2) | Wrap Technologies, Inc. | 46,416 | 0.0 |
37,016 | Xperi Holding Corp. | 546,356 | 0.1 | |
34,861 | (1),(2) | Yext, Inc. | 579,041 | 0.1 |
19,503 | (1),(2) | Zix Corp. | 134,571 | 0.0 |
33,755 | (2) | Zuora, Inc. | 430,376 | 0.1 |
85,185,495 | 13.5 | |||
Materials: 3.9% | ||||
4,830 | (1) | Advanced Emissions Solutions, Inc. | 23,425 | 0.0 |
9,731 | (2) | AdvanSix, Inc. | 114,242 | 0.0 |
13,323 | (2) | AgroFresh Solutions, Inc. | 40,369 | 0.0 |
64,333 | (2) | Alcoa Corp. | 723,103 | 0.1 |
43,871 | (2) | Allegheny Technologies, Inc. | 447,045 | 0.1 |
10,144 | American Vanguard Corp. | 139,581 | 0.0 | |
24,095 | (1),(2) | Amyris, Inc. | 102,886 | 0.0 |
34,247 | (2) | Arconic Corp. | 477,061 | 0.1 |
11,101 | Balchem Corp. | 1,053,041 | 0.2 | |
13,572 | Boise Cascade Co. | 510,443 | 0.1 | |
4,400 | Caledonia Mining Corp. PLC | 76,208 | 0.0 | |
16,511 | Carpenter Technology Corp. | 400,887 | 0.1 | |
18,352 | (1),(2) | Century Aluminum Co. | 130,850 | 0.0 |
2,625 | Chase Corp. | 269,063 | 0.1 | |
5,527 | (2) | Clearwater Paper Corp. | 199,691 | 0.0 |
136,430 | (1) | Cleveland-Cliffs, Inc. | 753,094 | 0.1 |
83,484 | (2) | Coeur Mining, Inc. | 424,099 | 0.1 |
40,774 | Commercial Metals Co. | 831,790 | 0.1 |
See Accompanying Notes to Financial Statements
70
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
11,831 | (1) | Compass Minerals International, Inc. | 576,761 | 0.1 |
19,016 | Domtar Corp. | 401,428 | 0.1 | |
28,698 | (2) | Ferro Corp. | 342,654 | 0.1 |
30,512 | (2),(3),(4) | Ferroglobe PLC | – | – |
7,006 | (2) | Forterra, Inc. | 78,187 | 0.0 |
9,470 | FutureFuel Corp. | 113,167 | 0.0 | |
18,835 | (2) | GCP Applied Technologies, Inc. | 349,954 | 0.1 |
22,948 | Gold Resource Corp. | 94,316 | 0.0 | |
9,562 | Greif, Inc. - Class A | 329,028 | 0.1 | |
1,372 | Greif, Inc. - Class B | 57,391 | 0.0 | |
3,424 | Hawkins, Inc. | 145,794 | 0.0 | |
4,655 | Haynes International, Inc. | 108,741 | 0.0 | |
17,542 | (1) | HB Fuller Co. | 782,373 | 0.1 |
180,509 | Hecla Mining Co. | 590,264 | 0.1 | |
14,409 | (2) | Ingevity Corp. | 757,481 | 0.1 |
8,444 | Innospec, Inc. | 652,299 | 0.1 | |
28,925 | (2) | Intrepid Potash, Inc. | 28,636 | 0.0 |
5,514 | Kaiser Aluminum Corp. | 405,941 | 0.1 | |
6,938 | (2) | Koppers Holdings, Inc. | 130,712 | 0.0 |
10,806 | (2) | Kraton Corp. | 186,728 | 0.0 |
7,727 | (1) | Kronos Worldwide, Inc. | 80,438 | 0.0 |
51,420 | (1),(2) | Livent Corp. | 316,747 | 0.1 |
38,840 | Louisiana-Pacific Corp. | 996,246 | 0.2 | |
25,566 | (2) | Marrone Bio Innovations, Inc. | 29,912 | 0.0 |
7,125 | Materion Corp. | 438,116 | 0.1 | |
12,020 | Minerals Technologies, Inc. | 564,099 | 0.1 | |
12,858 | Myers Industries, Inc. | 187,084 | 0.0 | |
5,949 | Neenah, Inc. | 294,238 | 0.1 | |
82,335 | (2) | Novagold Resources, Inc. | 755,835 | 0.1 |
53,485 | O-I Glass, Inc. | 480,295 | 0.1 | |
3,197 | Olympic Steel, Inc. | 37,565 | 0.0 | |
20,756 | Orion Engineered Carbons SA | 219,806 | 0.0 | |
15,841 | PH Glatfelter Co. | 254,248 | 0.0 | |
31,820 | PolyOne Corp. | 834,639 | 0.1 | |
13,931 | (2) | PQ Group Holdings, Inc. | 184,446 | 0.0 |
4,540 | (1) | Quaker Chemical Corp. | 842,851 | 0.1 |
11,240 | (2) | Ranpac Holdings Corp. | 77,995 | 0.0 |
20,765 | Rayonier Advanced Materials, Inc. | 58,350 | 0.0 | |
4,443 | (2) | Ryerson Holding Corp. | 25,014 | 0.0 |
9,292 | Schnitzer Steel Industries, Inc. | 163,911 | 0.0 | |
10,921 | Schweitzer-Mauduit International, Inc. | 364,871 | 0.1 | |
14,525 | Sensient Technologies Corp. | 757,624 | 0.1 | |
7,373 | Stepan Co. | 715,918 | 0.1 | |
40,591 | (2) | Summit Materials, Inc. | 652,703 | 0.1 |
27,716 | SunCoke Energy, Inc. | 82,039 | 0.0 | |
15,897 | (1),(2) | TimkenSteel Corp. | 61,839 | 0.0 |
7,226 | (2) | Trecora Resources | 45,307 | 0.0 |
9,139 | Tredegar Corp. | 140,741 | 0.0 | |
13,524 | (1) | Trinseo SA | 299,692 | 0.1 |
31,515 | Tronox Holdings PLC | 227,538 | 0.0 | |
2,470 | (2) | UFP Technologies, Inc. | 108,828 | 0.0 |
753 | United States Lime & Minerals, Inc. | 63,583 | 0.0 | |
74,659 | United States Steel Corp. | 539,038 | 0.1 | |
5,483 | (2) | US Concrete, Inc. | 135,978 | 0.0 |
12,170 | Verso Corp. | 145,553 | 0.0 | |
17,820 | Warrior Met Coal, Inc. | 274,250 | 0.1 | |
13,318 | Worthington Industries, Inc. | 496,761 | 0.1 | |
24,802,831 | 3.9 | |||
Real Estate: 6.9% | ||||
30,101 | Acadia Realty Trust | 390,711 | 0.1 | |
18,650 | (1) | Agree Realty Corp. | 1,225,491 | 0.2 |
24,819 | Alexander & Baldwin, Inc. | 302,544 | 0.1 | |
771 | Alexander's, Inc. | 185,734 | 0.0 | |
2,745 | Alpine Income Property Trust, Inc. | 44,634 | 0.0 | |
1,965 | (2) | Altisource Portfolio Solutions SA | 28,964 | 0.0 |
17,038 | American Assets Trust, Inc. | 474,338 | 0.1 | |
38,250 | (1) | American Finance Trust, Inc. | 303,514 | 0.1 |
19,736 | Armada Hoffler Properties, Inc. | 196,373 | 0.0 | |
8,352 | Bluerock Residential Growth REIT, Inc. | 67,484 | 0.0 | |
3,301 | BRT Apartments Corp. | 35,717 | 0.0 | |
33,239 | CareTrust REIT, Inc. | 570,381 | 0.1 | |
18,672 | CatchMark Timber Trust, Inc. | 165,247 | 0.0 | |
16,004 | Chatham Lodging Trust | 97,944 | 0.0 | |
3,513 | CIM Commercial Trust Corp. | 37,870 | 0.0 | |
18,684 | City Office REIT, Inc. | 187,961 | 0.0 | |
4,935 | Clipper Realty, Inc. | 39,973 | 0.0 | |
168,405 | Colony Capital, Inc. | 404,172 | 0.1 | |
39,812 | Columbia Property Trust, Inc. | 523,130 | 0.1 | |
7,315 | Community Healthcare Trust, Inc. | 299,183 | 0.1 | |
41,665 | CoreCivic, Inc. | 389,984 | 0.1 | |
4,406 | CorEnergy Infrastructure Trust, Inc. | 40,315 | 0.0 | |
14,091 | CorePoint Lodging, Inc. | 59,323 | 0.0 | |
1,705 | CTO Realty Growth, Inc. | 67,347 | 0.0 | |
38,781 | (1),(2) | Cushman & Wakefield PLC | 483,211 | 0.1 |
69,326 | DiamondRock Hospitality Co. | 383,373 | 0.1 | |
83,225 | Diversified Healthcare Trust | 368,271 | 0.1 | |
25,710 | (1) | Easterly Government Properties, Inc. | 594,415 | 0.1 |
13,219 | EastGroup Properties, Inc. | 1,567,906 | 0.3 | |
31,905 | Essential Properties Realty Trust, Inc. | 473,470 | 0.1 | |
7,822 | (2) | eXp World Holdings, Inc. | 133,365 | 0.0 |
10,064 | Farmland Partners, Inc. | 68,938 | 0.0 | |
6,278 | (2) | Forestar Group, Inc. | 94,672 | 0.0 |
24,367 | Four Corners Property Trust, Inc. | 594,555 | 0.1 | |
37,044 | (1) | Franklin Street Properties Corp. | 188,554 | 0.0 |
17,993 | Front Yard Residential Corp. | 156,539 | 0.0 | |
2,467 | (2) | FRP Holdings, Inc. | 100,111 | 0.0 |
40,829 | Geo Group, Inc./The | 483,007 | 0.1 | |
11,871 | Getty Realty Corp. | 352,331 | 0.1 | |
11,903 | Gladstone Commercial Corp. | 223,181 | 0.0 |
See Accompanying Notes to Financial Statements
71
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
6,899 | (1) | Gladstone Land Corp. | 109,418 | 0.0 |
14,458 | Global Medical REIT, Inc. | 163,809 | 0.0 | |
31,478 | Global Net Lease, Inc. | 526,627 | 0.1 | |
915 | Griffin Land & Nurseries, Inc. | 49,566 | 0.0 | |
46,447 | Healthcare Realty Trust, Inc. | 1,360,433 | 0.2 | |
11,735 | Hersha Hospitality Trust | 67,594 | 0.0 | |
32,409 | (1) | Independence Realty Trust, Inc. | 372,379 | 0.1 |
22,788 | Industrial Logistics Properties Trust | 468,293 | 0.1 | |
5,728 | (1) | Innovative Industrial Properties, Inc. | 504,179 | 0.1 |
4,195 | Investors Real Estate Trust | 295,706 | 0.0 | |
26,724 | (1) | iStar, Inc. | 329,240 | 0.1 |
8,323 | (1) | Jernigan Capital, Inc. | 113,859 | 0.0 |
42,523 | Kennedy-Wilson Holdings, Inc. | 647,200 | 0.1 | |
29,381 | Kite Realty Group Trust | 339,057 | 0.1 | |
89,465 | Lexington Realty Trust | 943,856 | 0.2 | |
13,710 | (1) | LTC Properties, Inc. | 516,456 | 0.1 |
48,203 | (1) | Macerich Co. | 432,381 | 0.1 |
30,991 | Mack-Cali Realty Corp. | 473,852 | 0.1 | |
8,246 | (2) | Marcus & Millichap, Inc. | 237,980 | 0.0 |
2,322 | (2) | Maui Land & Pineapple Co., Inc. | 25,774 | 0.0 |
33,370 | Monmouth Real Estate Investment Corp. | 483,531 | 0.1 | |
14,763 | National Health Investors, Inc. | 896,409 | 0.1 | |
21,516 | National Storage Affiliates Trust | 616,649 | 0.1 | |
29,228 | New Senior Investment Group, Inc. | 105,805 | 0.0 | |
49,698 | Newmark Group, Inc. | 241,532 | 0.0 | |
7,484 | NexPoint Residential Trust, Inc. | 264,559 | 0.0 | |
16,768 | (1) | Office Properties Income Trust | 435,465 | 0.1 |
6,121 | One Liberty Properties, Inc. | 107,852 | 0.0 | |
45,039 | (1) | Pebblebrook Hotel Trust | 615,233 | 0.1 |
70,898 | Physicians Realty Trust | 1,242,133 | 0.2 | |
43,418 | Piedmont Office Realty Trust, Inc. | 721,173 | 0.1 | |
6,088 | Plymouth Industrial REIT, Inc. | 77,926 | 0.0 | |
22,926 | PotlatchDeltic Corp. | 871,876 | 0.1 | |
16,068 | Preferred Apartment Communities, Inc. | 122,117 | 0.0 | |
6,922 | PS Business Parks, Inc. | 916,473 | 0.1 | |
20,857 | QTS Realty Trust, Inc. | 1,336,725 | 0.2 | |
3,843 | (2) | Rafael Holdings, Inc. | 55,224 | 0.0 |
6,254 | RE/MAX Holdings, Inc. | 196,563 | 0.0 | |
40,051 | (1) | Realogy Holdings Corp. | 296,778 | 0.0 |
33,171 | (1),(2) | Redfin Corp. | 1,390,197 | 0.2 |
39,899 | Retail Opportunity Investments Corp. | 452,056 | 0.1 | |
73,953 | Retail Properties of America, Inc. | 541,336 | 0.1 | |
5,640 | Retail Value, Inc. | 69,710 | 0.0 | |
57,800 | RLJ Lodging Trust | 545,632 | 0.1 | |
5,344 | RMR Group, Inc. | 157,488 | 0.0 | |
28,462 | RPT Realty | 198,096 | 0.0 | |
17,328 | Ryman Hospitality Properties | 599,549 | 0.1 | |
70,823 | Sabra Healthcare REIT, Inc. | 1,021,976 | 0.2 | |
6,059 | (1) | Safehold, Inc. | 348,332 | 0.1 |
4,562 | Saul Centers, Inc. | 147,216 | 0.0 | |
11,619 | (1),(2) | Seritage Growth Properties | 132,457 | 0.0 |
56,520 | Service Properties Trust | 400,727 | 0.1 | |
52,582 | SITE Centers Corp. | 425,914 | 0.1 | |
11,674 | (1),(2) | St. Joe Co. | 226,709 | 0.0 |
51,398 | STAG Industrial, Inc. | 1,506,989 | 0.2 | |
2,017 | (2) | Stratus Properties, Inc. | 39,957 | 0.0 |
35,847 | (1) | Summit Hotel Properties, Inc. | 212,573 | 0.0 |
76,756 | Sunstone Hotel Investors, Inc. | 625,561 | 0.1 | |
31,029 | (1) | Tanger Factory Outlet Centers, Inc. | 221,237 | 0.0 |
7,515 | (2) | Tejon Ranch Co. | 108,216 | 0.0 |
22,966 | Terreno Realty Corp. | 1,208,930 | 0.2 | |
13,586 | UMH Properties, Inc. | 175,667 | 0.0 | |
67,080 | Uniti Group, Inc. | 627,198 | 0.1 | |
4,544 | Universal Health Realty Income Trust | 361,203 | 0.1 | |
40,258 | Urban Edge Properties | 477,862 | 0.1 | |
11,006 | Urstadt Biddle Properties, Inc. | 130,751 | 0.0 | |
28,569 | Washington Real Estate Investment Trust | 634,232 | 0.1 | |
13,724 | Whitestone REIT | 99,773 | 0.0 | |
39,789 | Xenia Hotels & Resorts, Inc. | 371,231 | 0.1 | |
43,444,690 | 6.9 | |||
Utilities: 3.5% | ||||
17,938 | ALLETE, Inc. | 979,594 | 0.2 | |
12,590 | American States Water Co. | 989,952 | 0.2 | |
3,110 | Artesian Resources Corp. | 112,862 | 0.0 | |
37,796 | (2) | Atlantic Power Corp. | 75,592 | 0.0 |
23,098 | Avista Corp. | 840,536 | 0.1 | |
21,801 | Black Hills Corp. | 1,235,245 | 0.2 | |
11,523 | Brookfield Infrastructure Corp. | 524,757 | 0.1 | |
4,375 | (2) | Cadiz, Inc. | 44,450 | 0.0 |
16,627 | California Water Service Group | 793,108 | 0.1 | |
5,718 | Chesapeake Utilities Corp. | 480,312 | 0.1 | |
13,423 | Clearway Energy, Inc.- Class A | 281,480 | 0.0 | |
25,940 | Clearway Energy, Inc.- Class C | 598,176 | 0.1 | |
5,485 | Consolidated Water Co., Ltd. | 79,149 | 0.0 | |
14,261 | El Paso Electric Co. | 955,487 | 0.2 | |
4,595 | (1) | Genie Energy Ltd. | 33,819 | 0.0 |
4,764 | Global Water Resources, Inc. | 50,213 | 0.0 | |
12,188 | MGE Energy, Inc. | 786,248 | 0.1 | |
6,005 | Middlesex Water Co. | 403,416 | 0.1 | |
32,779 | New Jersey Resources Corp. | 1,070,234 | 0.2 | |
10,611 | (1) | Northwest Natural Holding Co. | 591,988 | 0.1 |
17,370 | NorthWestern Corp. | 947,012 | 0.2 | |
18,010 | ONE Gas, Inc. | 1,387,670 | 0.2 | |
13,737 | (1) | Ormat Technologies, Inc. | 872,162 | 0.1 |
14,007 | Otter Tail Corp. | 543,332 | 0.1 |
See Accompanying Notes to Financial Statements
72
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
27,493 | PNM Resources, Inc. | 1,056,831 | 0.2 | |
30,906 | Portland General Electric Co. | 1,292,180 | 0.2 | |
7,649 | (2) | Purecycle Corp. | 70,294 | 0.0 |
3,135 | RGC Resources, Inc. | 75,773 | 0.0 | |
9,033 | SJW Group | 561,040 | 0.1 | |
32,130 | (1) | South Jersey Industries, Inc. | 802,929 | 0.1 |
18,929 | Southwest Gas Holdings, Inc. | 1,307,047 | 0.2 | |
3,137 | (1) | Spark Energy, Inc. | 22,179 | 0.0 |
17,197 | Spire, Inc. | 1,130,015 | 0.2 | |
11,350 | (2) | Sunnova Energy International, Inc. | 193,745 | 0.0 |
31,638 | TerraForm Power, Inc. | 583,405 | 0.1 | |
5,409 | Unitil Corp. | 242,431 | 0.0 | |
4,767 | York Water Co. | 228,625 | 0.0 | |
22,243,288 | 3.5 | |||
Total Common Stock | ||||
(Cost $441,616,672) | 614,427,665 | 97.2 | ||
RIGHTS: –% | ||||
Communication Services: –% | ||||
46,399 | (2),(3),(4) | Media General, Inc. - CVR | – | – |
Consumer, Non-cyclical: –% | ||||
390 | (2),(3),(4) | GTX, Inc. - CVR | – | – |
Health Care: –% | ||||
37,288 | (1),(2),(3),(4) | Progenics Pharmaceuticals, Inc. - CVR | – | – |
Total Rights | ||||
(Cost $800) | – | – | ||
WARRANTS: 0.0% | ||||
Health Care: 0.0% | ||||
155 | (2) | Pulse Biosciences, Inc. | 536 | 0.0 |
Total Warrants | ||||
(Cost $0) | 536 | 0.0 | ||
Total Long-Term Investments | ||||
(Cost $441,617,472) | 614,428,201 | 97.2 | ||
Principal Amount† | Value | Percentage of Net Assets | ||
SHORT-TERM INVESTMENTS: 25.4% | ||||
Floating Rate Notes: 2.6% | ||||
1,900,000 | (6) | Bank of Montreal, 0.200%, 07/13/2020 | 1,900,040 | 0.3 |
2,175,000 | (6) | Commonwealth Bank of Australia, 0.360%, 07/06/2020 | 2,174,981 | 0.3 |
2,075,000 | (6) | J.P. Morgan Securities LLC, 0.360%, 07/08/2020 | 2,075,094 | 0.3 |
950,000 | (6) | Lloyds Bank PLC, 0.310%, 07/31/2020 | 950,118 | 0.2 |
2,125,000 | (6) | Mizuho Financial Group Inc., 0.340%, 07/14/2020 | 2,125,153 | 0.3 |
2,300,000 | (6) | National Bank of Canada, 1.180%, 07/16/2020 | 2,300,080 | 0.4 |
950,000 | (6) | Oversea-Chinese Banking Corp., Ltd., 0.300%, 07/15/2020 | 950,058 | 0.2 |
1,775,000 | (6) | Royal Bank of Canada, 0.350%, 07/17/2020 | 1,775,163 | 0.3 |
2,100,000 | (6) | Svenska Handelsbanken AB, 0.330%, 07/07/2020 | 2,100,072 | 0.3 |
Total Floating Rate Notes | ||||
(Cost $16,350,759) | 16,350,759 | 2.6 |
Repurchase Agreements: 18.4% | ||||
3,905,092 | (6) | Amherst Pierpoint Securities LLC, Repurchase Agreement dated 06/30/20, 0.14%, due 07/01/20 (Repurchase Amount $3,905,107, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $3,983,194, due 08/13/20-05/20/70) | 3,905,092 | 0.6 |
8,369,596 | (6) | BNP Paribas S.A., Repurchase Agreement dated 06/30/20, 0.24%, due 07/01/20 (Repurchase Amount $8,369,651, collateralized by various U.S. Government Securities, 1.106%-6.500%, Market Value plus accrued interest $8,788,076, due 08/15/20-03/19/40) | 8,369,596 | 1.3 |
23,396,468 | (6) | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/20, 0.10%, due 07/01/20 (Repurchase Amount $23,396,532, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $23,864,397, due 08/01/20-02/20/70) | 23,396,468 | 3.7 |
See Accompanying Notes to Financial Statements
73
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
4,591,919 | (6) | CF Secured LLC, Repurchase Agreement dated 06/30/20, 0.10%, due 07/01/20 (Repurchase Amount $4,591,932, collateralized by various U.S. Government/U.S. Government Agency Obligations, 2.500%-5.500%, Market Value plus accrued interest $4,683,757, due 01/01/29-06/01/50) | 4,591,919 | 0.7 |
9,861,295 | (6) | Citadel Securities LLC, Repurchase Agreement dated 06/30/20, 0.15%, due 07/01/20 (Repurchase Amount $9,861,336, collateralized by various U.S. Government Securities, 0.000%-7.625%, Market Value plus accrued interest $10,058,563, due 07/31/20-11/15/49) | 9,861,295 | 1.6 |
32,147,425 | (6) | Citigroup, Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $32,147,504, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $32,790,375, due 07/31/21-05/20/70) | 32,147,425 | 5.1 |
6,011,394 | (6) | Industrial & Comm. Bank of China, Repurchase Agreement dated 06/30/20, 0.11%, due 07/01/20 (Repurchase Amount $6,011,412, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $6,131,622, due 07/15/20-06/01/50) | 6,011,394 | 1.0 |
1,767,503 | (6) | Palafox Trading LLC, Repurchase Agreement dated 06/30/20, 0.15%, due 07/01/20 (Repurchase Amount $1,767,510, collateralized by various U.S. Government Securities, 1.375%-2.000%, Market Value plus accrued interest $1,802,861, due 01/31/22-08/15/25) | 1,767,503 | 0.3 |
1,753,538 | (6) | Royal Bank of Canada, Repurchase Agreement dated 06/30/20, 0.26%, due 07/01/20 (Repurchase Amount $1,753,550, collateralized by various U.S. Government Securities, 0.000%-8.700%, Market Value plus accrued interest $1,831,492, due 10/27/20-05/27/40) | 1,753,538 | 0.3 |
24,063,275 | (6) | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/20, 0.24%, due 07/01/20 (Repurchase Amount $24,063,433, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $24,600,319, due 01/15/22-02/15/47) | 24,063,275 | 3.8 |
Total Repurchase Agreements | ||||
(Cost $115,867,505) | 115,867,505 | 18.4 | ||
Shares | Value | Percentage of Net Assets | ||
Mutual Funds(6): 4.4% | ||||
4,038,000 | (6),(7) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.100% | 4,038,000 | 0.6 |
19,941,000 | (6),(7) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.150% | 19,941,000 | 3.2 |
4,038,000 | (6),(7) | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.050% | 4,038,000 | 0.6 |
Total Mutual Funds | ||||
(Cost $28,017,000) | 28,017,000 | 4.5 | ||
Total Short-Term Investments | ||||
(Cost $160,235,264) | 160,235,264 | 25.4 | ||
Total Investments in Securities (Cost $601,852,736) | $ 774,663,465 | 122.6 | ||
Liabilities in Excess of Other Assets | (142,935,169) | (22.6) | ||
Net Assets | $ 631,728,296 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Security, or a portion of the security, is on loan. |
(2) | Non-income producing security. |
(3) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
See Accompanying Notes to Financial Statements
74
Voya Russell™ Small Cap Index Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
(4) | Restricted security as to resale, excluding Rule 144A securities. As of June 30, 2020, the Portfolio held restricted securities with a fair value of $– or 0.0% of net assets. Please refer to the table below for additional details. |
(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) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
(7) | Rate shown is the 7-day yield as of June 30, 2020. |
See Accompanying Notes to Financial Statements
75
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2020 (Unaudited) |
Principal Amount† | Value | Percentage of Net Assets | ||
CORPORATE BONDS/NOTES: 27.0% | ||||
Basic Materials: 0.7% | ||||
500,000 | Air Products and Chemicals, Inc., 1.850%, 05/15/2027 | $ 524,301 | 0.0 | |
500,000 | Air Products and Chemicals, Inc., 2.050%, 05/15/2030 | 526,091 | 0.0 | |
500,000 | Air Products and Chemicals, Inc., 2.700%, 05/15/2040 | 532,265 | 0.0 | |
800,000 | Barrick Australian Finance Pty Ltd., 5.950%, 10/15/2039 | 1,076,351 | 0.1 | |
800,000 | Cabot Corp., 3.700%, 07/15/2022 | 834,008 | 0.0 | |
500,000 | (1) | Chevron Phillips Chemical Co. LLC / Chevron Phillips Chemical Co. L.P., 3.700%, 06/01/2028 | 532,449 | 0.0 |
500,000 | Dow Chemical Co/The, 4.250%, 10/01/2034 | 558,712 | 0.0 | |
1,000,000 | DuPont de Nemours, Inc., 5.419%, 11/15/2048 | 1,328,331 | 0.1 | |
68,000 | Eastman Chemical Co., 4.500%, 01/15/2021 | 68,461 | 0.0 | |
400,000 | Eastman Chemical Co., 4.650%, 10/15/2044 | 460,599 | 0.0 | |
900,000 | International Paper Co., 3.000%, 02/15/2027 | 967,423 | 0.0 | |
400,000 | International Paper Co., 3.650%, 06/15/2024 | 440,521 | 0.0 | |
750,000 | International Paper Co., 3.800%, 01/15/2026 | 847,157 | 0.0 | |
1,000,000 | (2) | International Paper Co., 4.350%, 08/15/2048 | 1,181,438 | 0.1 |
500,000 | LYB International Finance BV, 4.000%, 07/15/2023 | 542,644 | 0.0 | |
250,000 | Mosaic Co/The, 5.450%, 11/15/2033 | 265,652 | 0.0 | |
1,000,000 | Nucor Corp., 2.000%, 06/01/2025 | 1,039,427 | 0.0 | |
1,000,000 | (2) | Nutrien Ltd., 2.950%, 05/13/2030 | 1,061,878 | 0.1 |
1,000,000 | Nutrien Ltd., 3.150%, 10/01/2022 | 1,037,212 | 0.0 | |
500,000 | PPG Industries, Inc., 2.550%, 06/15/2030 | 517,731 | 0.0 | |
1,000,000 | Praxair, Inc., 2.200%, 08/15/2022 | 1,035,127 | 0.0 | |
500,000 | (2) | Rio Tinto Finance USA Ltd., 3.750%, 06/15/2025 | 566,842 | 0.0 |
750,000 | Rio Tinto Finance USA Ltd., 7.125%, 07/15/2028 | 1,052,525 | 0.1 | |
1,000,000 | Sherwin-Williams Co/The, 3.450%, 06/01/2027 | 1,120,070 | 0.1 | |
250,000 | (2) | Southern Copper Corp., 5.875%, 04/23/2045 | 323,775 | 0.0 |
350,000 | Southern Copper Corp., 6.750%, 04/16/2040 | 475,382 | 0.0 | |
1,955,000 | Vale Overseas Ltd., 6.875%, 11/21/2036 | 2,562,604 | 0.1 | |
21,478,976 | 0.7 | |||
Communications: 2.8% | ||||
1,000,000 | (2) | Alibaba Group Holding Ltd., 2.800%, 06/06/2023 | 1,051,531 | 0.0 |
1,000,000 | Alibaba Group Holding Ltd., 3.400%, 12/06/2027 | 1,111,466 | 0.0 | |
1,000,000 | Amazon.com, Inc., 2.800%, 08/22/2024 | 1,087,138 | 0.0 | |
1,000,000 | Amazon.com, Inc., 3.150%, 08/22/2027 | 1,144,993 | 0.0 | |
1,000,000 | (2) | Amazon.com, Inc., 3.800%, 12/05/2024 | 1,135,401 | 0.0 |
1,000,000 | Amazon.com, Inc., 4.800%, 12/05/2034 | 1,362,929 | 0.1 | |
1,000,000 | AT&T, Inc., 2.300%, 06/01/2027 | 1,034,066 | 0.0 | |
500,000 | AT&T, Inc., 3.200%, 03/01/2022 | 521,869 | 0.0 | |
1,000,000 | AT&T, Inc., 3.400%, 05/15/2025 | 1,100,267 | 0.0 | |
1,000,000 | AT&T, Inc., 3.500%, 06/01/2041 | 1,054,045 | 0.0 | |
500,000 | AT&T, Inc., 3.550%, 06/01/2024 | 547,141 | 0.0 | |
1,000,000 | AT&T, Inc., 3.650%, 06/01/2051 | 1,048,045 | 0.0 | |
1,014,000 | AT&T, Inc., 4.100%, 02/15/2028 | 1,162,882 | 0.0 | |
1,000,000 | (2) | AT&T, Inc., 4.250%, 03/01/2027 | 1,142,903 | 0.0 |
1,000,000 | AT&T, Inc., 4.500%, 05/15/2035 | 1,187,624 | 0.1 | |
1,260,000 | AT&T, Inc., 4.500%, 03/09/2048 | 1,480,999 | 0.1 | |
500,000 | AT&T, Inc., 4.650%, 06/01/2044 | 573,236 | 0.0 | |
1,500,000 | AT&T, Inc., 4.750%, 05/15/2046 | 1,779,081 | 0.1 | |
2,500,000 | AT&T, Inc., 4.900%, 08/15/2037 | 3,001,734 | 0.1 | |
1,620,000 | AT&T, Inc., 6.000%, 08/15/2040 | 2,184,166 | 0.1 | |
500,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.464%, 07/23/2022 | 533,284 | 0.0 | |
1,500,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.908%, 07/23/2025 | 1,721,217 | 0.1 | |
1,500,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 5.375%, 05/01/2047 | 1,773,258 | 0.1 |
See Accompanying Notes to Financial Statements
76
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2020 (Unaudited) (CONTINUED) |
1,000,000 | Charter Communications Operating LLC / Charter Communications Operating Capital, 6.484%, 10/23/2045 | 1,333,285 | 0.1 | |
1,000,000 | (2) | Cisco Systems, Inc., 3.625%, 03/04/2024 | 1,117,769 | 0.0 |
1,500,000 | Cisco Systems, Inc., 5.500%, 01/15/2040 | 2,202,862 | 0.1 | |
2,000,000 | Comcast Corp., 1.950%, 01/15/2031 | 2,041,680 | 0.1 | |
750,000 | Comcast Corp., 3.000%, 02/01/2024 | 807,097 | 0.0 | |
500,000 | (2) | Comcast Corp., 3.375%, 02/15/2025 | 559,304 | 0.0 |
1,250,000 | Comcast Corp., 3.600%, 03/01/2024 | 1,389,106 | 0.1 | |
1,000,000 | Comcast Corp., 3.750%, 04/01/2040 | 1,180,439 | 0.0 | |
724,000 | Comcast Corp., 3.969%, 11/01/2047 | 875,908 | 0.0 | |
750,000 | Comcast Corp., 4.200%, 08/15/2034 | 913,412 | 0.0 | |
750,000 | Comcast Corp., 4.250%, 01/15/2033 | 922,153 | 0.0 | |
1,000,000 | Comcast Corp., 4.500%, 01/15/2043 | 1,282,025 | 0.1 | |
1,000,000 | Comcast Corp., 4.600%, 08/15/2045 | 1,289,187 | 0.1 | |
1,500,000 | Comcast Corp., 4.700%, 10/15/2048 | 2,016,553 | 0.1 | |
335,000 | Comcast Corp., 6.500%, 11/15/2035 | 509,943 | 0.0 | |
1,500,000 | Deutsche Telekom International Finance BV, 8.750%, 06/15/2030 | 2,338,077 | 0.1 | |
1,250,000 | Discovery Communications LLC, 3.625%, 05/15/2030 | 1,369,935 | 0.1 | |
250,000 | Discovery Communications LLC, 3.900%, 11/15/2024 | 273,884 | 0.0 | |
1,000,000 | eBay, Inc., 2.700%, 03/11/2030 | 1,053,258 | 0.0 | |
500,000 | Juniper Networks, Inc., 4.500%, 03/15/2024 | 554,353 | 0.0 | |
100,000 | Motorola Solutions, Inc., 4.000%, 09/01/2024 | 110,375 | 0.0 | |
500,000 | NBCUniversal Media LLC, 2.875%, 01/15/2023 | 534,136 | 0.0 | |
500,000 | NBCUniversal Media, LLC, 4.450%, 01/15/2043 | 629,726 | 0.0 | |
1,500,000 | Omnicom Group, Inc. / Omnicom Capital, Inc., 3.625%, 05/01/2022 | 1,582,704 | 0.1 | |
500,000 | Orange SA, 5.500%, 02/06/2044 | 729,439 | 0.0 | |
250,000 | Rogers Communications, Inc., 5.000%, 03/15/2044 | 320,055 | 0.0 | |
500,000 | Telefonica Emisiones SAU, 4.103%, 03/08/2027 | 571,202 | 0.0 | |
750,000 | Telefonica Emisiones SAU, 4.665%, 03/06/2038 | 897,329 | 0.0 | |
1,000,000 | (1) | Tencent Holdings Ltd., 2.985%, 01/19/2023 | 1,039,218 | 0.0 |
1,000,000 | Time Warner Cable LLC, 4.500%, 09/15/2042 | 1,075,496 | 0.0 | |
1,000,000 | Verizon Communications, Inc., 4.000%, 03/22/2050 | 1,264,770 | 0.1 | |
1,585,000 | Verizon Communications, Inc., 4.329%, 09/21/2028 | 1,909,414 | 0.1 | |
1,650,000 | Verizon Communications, Inc., 4.400%, 11/01/2034 | 2,052,494 | 0.1 | |
3,000,000 | Verizon Communications, Inc., 4.750%, 11/01/2041 | 3,976,563 | 0.1 | |
1,636,000 | Verizon Communications, Inc., 4.862%, 08/21/2046 | 2,227,647 | 0.1 | |
300,000 | ViacomCBS, Inc., 3.700%, 08/15/2024 | 326,086 | 0.0 | |
248,000 | ViacomCBS, Inc., 3.875%, 04/01/2024 | 267,161 | 0.0 | |
250,000 | ViacomCBS, Inc., 4.000%, 01/15/2026 | 280,077 | 0.0 | |
1,500,000 | ViacomCBS, Inc., 4.200%, 05/19/2032 | 1,668,011 | 0.1 | |
390,000 | ViacomCBS, Inc., 4.375%, 03/15/2043 | 408,276 | 0.0 | |
440,000 | ViacomCBS, Inc., 5.850%, 09/01/2043 | 520,884 | 0.0 | |
500,000 | Vodafone Group PLC, 3.750%, 01/16/2024 | 546,422 | 0.0 | |
2,000,000 | Vodafone Group PLC, 4.125%, 05/30/2025 | 2,272,504 | 0.1 | |
1,000,000 | Vodafone Group PLC, 6.150%, 02/27/2037 | 1,402,848 | 0.1 | |
300,000 | TWDC Enterprises 18 Corp., 2.350%, 12/01/2022 | 312,427 | 0.0 | |
400,000 | TWDC Enterprises 18 Corp., 3.000%, 02/13/2026 | 441,712 | 0.0 | |
300,000 | TWDC Enterprises 18 Corp., 4.125%, 06/01/2044 | 362,687 | 0.0 | |
200,000 | (2) | Walt Disney Co/The, 1.750%, 08/30/2024 | 207,411 | 0.0 |
1,000,000 | Walt Disney Co/The, 1.750%, 01/13/2026 | 1,030,203 | 0.0 | |
1,000,000 | Walt Disney Co/The, 2.200%, 01/13/2028 | 1,045,493 | 0.0 | |
2,000,000 | Walt Disney Co/The, 2.650%, 01/13/2031 | 2,124,396 | 0.1 | |
2,000,000 | Walt Disney Co/The, 3.500%, 05/13/2040 | 2,187,094 | 0.1 | |
1,000,000 | Walt Disney Co/The, 3.600%, 01/13/2051 | 1,117,222 | 0.0 | |
250,000 | Walt Disney Co/The, 4.750%, 09/15/2044 | 320,790 | 0.0 | |
1,000,000 | WPP Finance 2010, 3.625%, 09/07/2022 | 1,040,385 | 0.0 | |
89,572,162 | 2.8 | |||
Consumer, Cyclical: 1.4% | ||||
208,000 | American Airlines 2016-2 Class AA Pass Through Trust, 3.200%, 12/15/2029 | 196,534 | 0.0 |
See Accompanying Notes to Financial Statements
77
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2020 (Unaudited) (CONTINUED) |
846,820 | American Airlines 2016-3 Class AA Pass Through Trust, 3.000%, 04/15/2030 | 779,242 | 0.0 | |
213,125 | American Airlines 2017-1 Class AA Pass Through Trust, 3.650%, 08/15/2030 | 204,754 | 0.0 | |
1,082,591 | American Airlines 2017-2 Class AA Pass Through Trust, 3.350%, 04/15/2031 | 1,019,665 | 0.0 | |
500,000 | American Honda Finance Corp., 2.300%, 09/09/2026 | 532,470 | 0.0 | |
750,000 | AutoZone, Inc., 3.125%, 07/15/2023 | 798,720 | 0.0 | |
500,000 | BorgWarner, Inc., 2.650%, 07/01/2027 | 512,758 | 0.0 | |
675,959 | Delta Air Lines 2007-1 Class A Pass Through Trust, 6.821%, 02/10/2024 | 663,988 | 0.0 | |
750,000 | General Motors Co., 6.600%, 04/01/2036 | 816,263 | 0.0 | |
500,000 | General Motors Financial Co., Inc., 3.150%, 06/30/2022 | 508,892 | 0.0 | |
1,000,000 | General Motors Financial Co., Inc., 3.250%, 01/05/2023 | 1,022,142 | 0.0 | |
750,000 | General Motors Financial Co., Inc., 3.700%, 05/09/2023 | 772,868 | 0.0 | |
500,000 | General Motors Financial Co., Inc., 3.850%, 01/05/2028 | 497,036 | 0.0 | |
500,000 | General Motors Financial Co., Inc., 4.350%, 01/17/2027 | 517,980 | 0.0 | |
1,000,000 | General Motors Financial Co., Inc., 5.250%, 03/01/2026 | 1,090,609 | 0.1 | |
1,000,000 | General Motors Co., 5.400%, 10/02/2023 | 1,084,088 | 0.1 | |
1,000,000 | Home Depot, Inc./The, 2.700%, 04/15/2030 | 1,100,155 | 0.1 | |
500,000 | Home Depot, Inc./The, 2.800%, 09/14/2027 | 558,323 | 0.0 | |
500,000 | Home Depot, Inc./The, 3.300%, 04/15/2040 | 569,009 | 0.0 | |
2,350,000 | Home Depot, Inc./The, 5.875%, 12/16/2036 | 3,512,702 | 0.1 | |
500,000 | (2) | Kohl's Corp., 4.250%, 07/17/2025 | 487,908 | 0.0 |
500,000 | Lear Corp., 4.250%, 05/15/2029 | 513,832 | 0.0 | |
500,000 | Lear Corp., 5.250%, 05/15/2049 | 517,386 | 0.0 | |
1,000,000 | Lowe's Cos, Inc., 3.100%, 05/03/2027 | 1,109,614 | 0.1 | |
500,000 | Lowe's Cos, Inc., 3.650%, 04/05/2029 | 573,700 | 0.0 | |
600,000 | Lowe's Cos, Inc., 4.250%, 09/15/2044 | 705,881 | 0.0 | |
500,000 | Marriott International, Inc./MD, 2.300%, 01/15/2022 | 498,777 | 0.0 | |
500,000 | Marriott International, Inc./MD, 3.125%, 02/15/2023 | 500,405 | 0.0 | |
500,000 | McDonald's Corp., 3.700%, 01/30/2026 | 568,245 | 0.0 | |
400,000 | McDonald's Corp., 4.600%, 05/26/2045 | 493,819 | 0.0 | |
500,000 | McDonald's Corp., 4.700%, 12/09/2035 | 628,789 | 0.0 | |
325,000 | McDonalds Corp., 6.300%, 10/15/2037 | 472,291 | 0.0 | |
1,250,000 | Mohawk Industries, Inc., 3.850%, 02/01/2023 | 1,336,344 | 0.1 | |
500,000 | NIKE, Inc., 2.375%, 11/01/2026 | 544,962 | 0.0 | |
500,000 | NIKE, Inc., 3.375%, 11/01/2046 | 561,331 | 0.0 | |
300,000 | O'Reilly Automotive, Inc., 3.800%, 09/01/2022 | 315,297 | 0.0 | |
1,250,000 | Starbucks Corp., 3.100%, 03/01/2023 | 1,330,851 | 0.1 | |
500,000 | Starbucks Corp., 3.550%, 08/15/2029 | 570,500 | 0.0 | |
400,000 | Tapestry, Inc., 4.250%, 04/01/2025 | 387,623 | 0.0 | |
1,000,000 | Target Corp., 2.650%, 09/15/2030 | 1,100,993 | 0.1 | |
750,000 | Target Corp., 2.900%, 01/15/2022 | 780,250 | 0.0 | |
1,000,000 | Target Corp., 3.500%, 07/01/2024 | 1,118,216 | 0.1 | |
1,000,000 | Toyota Motor Credit Corp., 1.350%, 08/25/2023 | 1,020,615 | 0.0 | |
1,000,000 | Toyota Motor Credit Corp., 1.800%, 02/13/2025 | 1,037,220 | 0.0 | |
1,000,000 | (2) | Toyota Motor Credit Corp., 2.700%, 01/11/2023 | 1,051,401 | 0.0 |
1,000,000 | Toyota Motor Credit Corp., 3.050%, 01/11/2028 | 1,119,998 | 0.1 | |
500,000 | Toyota Motor Credit Corp., 3.200%, 01/11/2027 | 557,177 | 0.0 | |
403,295 | United Airlines 2015-1 Class AA Pass Through Trust, 3.450%, 12/01/2027 | 394,308 | 0.0 | |
217,022 | United Airlines 2016-1 Class A Pass Through Trust, 3.450%, 01/07/2030 | 181,334 | 0.0 | |
217,021 | United Airlines 2016-1 Class AA Pass Through Trust, 3.100%, 01/07/2030 | 209,108 | 0.0 | |
933,027 | United Airlines 2018-1 Class AA Pass Through Trust, 3.500%, 09/01/2031 | 877,024 | 0.0 | |
250,000 | Walgreens Boots Alliance, Inc., 3.450%, 06/01/2026 | 271,009 | 0.0 |
See Accompanying Notes to Financial Statements
78
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2020 (Unaudited) (CONTINUED) |
250,000 | (2) | Walgreens Boots Alliance, Inc., 3.800%, 11/18/2024 | 275,539 | 0.0 |
250,000 | Walgreens Boots Alliance, Inc., 4.500%, 11/18/2034 | 280,128 | 0.0 | |
250,000 | Walgreens Boots Alliance, Inc., 4.650%, 06/01/2046 | 268,506 | 0.0 | |
250,000 | Walgreens Boots Alliance, Inc., 4.800%, 11/18/2044 | 271,601 | 0.0 | |
500,000 | Walmart, Inc., 5.250%, 09/01/2035 | 730,587 | 0.0 | |
1,000,000 | Walmart, Inc., 3.300%, 04/22/2024 | 1,099,634 | 0.1 | |
1,000,000 | Walmart, Inc., 3.400%, 06/26/2023 | 1,086,682 | 0.1 | |
1,000,000 | Walmart, Inc., 3.550%, 06/26/2025 | 1,134,337 | 0.1 | |
1,000,000 | Walmart, Inc., 3.700%, 06/26/2028 | 1,185,610 | 0.1 | |
300,000 | (2) | Whirlpool Corp., 3.700%, 05/01/2025 | 329,136 | 0.0 |
200,000 | Whirlpool Corp., 4.000%, 03/01/2024 | 211,274 | 0.0 | |
45,467,440 | 1.4 | |||
Consumer, Non-cyclical: 4.8% | ||||
500,000 | (2) | Abbott Laboratories, 1.400%, 06/30/2030 | 495,528 | 0.0 |
284,000 | Abbott Laboratories, 3.750%, 11/30/2026 | 330,703 | 0.0 | |
339,000 | Abbott Laboratories, 4.750%, 11/30/2036 | 456,537 | 0.0 | |
500,000 | Abbott Laboratories, 4.750%, 04/15/2043 | 672,327 | 0.0 | |
1,000,000 | Abbott Laboratories, 4.900%, 11/30/2046 | 1,437,936 | 0.1 | |
500,000 | (1) | AbbVie, Inc., 2.800%, 03/15/2023 | 519,146 | 0.0 |
1,500,000 | AbbVie, Inc., 3.200%, 05/14/2026 | 1,669,940 | 0.1 | |
1,000,000 | (1) | AbbVie, Inc., 3.200%, 11/21/2029 | 1,116,552 | 0.1 |
500,000 | (1) | AbbVie, Inc., 3.250%, 10/01/2022 | 523,330 | 0.0 |
500,000 | (1) | AbbVie, Inc., 3.450%, 03/15/2022 | 519,651 | 0.0 |
1,250,000 | AbbVie, Inc., 3.600%, 05/14/2025 | 1,388,845 | 0.1 | |
750,000 | (1) | AbbVie, Inc., 3.800%, 03/15/2025 | 837,142 | 0.0 |
1,000,000 | (1) | AbbVie, Inc., 4.050%, 11/21/2039 | 1,161,389 | 0.1 |
1,000,000 | (1) | AbbVie, Inc., 4.250%, 11/21/2049 | 1,204,035 | 0.1 |
500,000 | AbbVie, Inc., 4.300%, 05/14/2036 | 592,960 | 0.0 | |
500,000 | AbbVie, Inc., 4.450%, 05/14/2046 | 608,854 | 0.0 | |
1,000,000 | AbbVie, Inc., 4.500%, 05/14/2035 | 1,234,659 | 0.1 | |
750,000 | (1) | AbbVie, Inc., 4.550%, 03/15/2035 | 926,079 | 0.0 |
500,000 | Aetna, Inc., 2.750%, 11/15/2022 | 521,039 | 0.0 | |
250,000 | Aetna, Inc., 3.500%, 11/15/2024 | 272,459 | 0.0 | |
300,000 | Aetna, Inc., 4.500%, 05/15/2042 | 357,511 | 0.0 | |
500,000 | Altria Group, Inc., 2.950%, 05/02/2023 | 526,835 | 0.0 | |
1,000,000 | Altria Group, Inc., 4.000%, 01/31/2024 | 1,102,498 | 0.1 | |
300,000 | Altria Group, Inc., 4.250%, 08/09/2042 | 317,381 | 0.0 | |
750,000 | Altria Group, Inc., 4.800%, 02/14/2029 | 874,887 | 0.0 | |
500,000 | Altria Group, Inc., 5.800%, 02/14/2039 | 624,143 | 0.0 | |
1,000,000 | AmerisourceBergen Corp., 2.800%, 05/15/2030 | 1,054,498 | 0.0 | |
250,000 | AmerisourceBergen Corp., 4.250%, 03/01/2045 | 275,137 | 0.0 | |
500,000 | Amgen, Inc., 2.250%, 08/19/2023 | 524,534 | 0.0 | |
1,000,000 | Amgen, Inc., 2.300%, 02/25/2031 | 1,048,641 | 0.0 | |
1,000,000 | Amgen, Inc., 3.150%, 02/21/2040 | 1,066,810 | 0.0 | |
1,500,000 | Amgen, Inc., 4.400%, 05/01/2045 | 1,863,978 | 0.1 | |
3,500,000 | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.900%, 02/01/2046 | 4,294,233 | 0.1 | |
250,000 | Anheuser-Busch InBev Worldwide, Inc., 3.750%, 07/15/2042 | 269,691 | 0.0 | |
1,500,000 | Anheuser-Busch InBev Worldwide, Inc., 4.500%, 06/01/2050 | 1,796,393 | 0.1 | |
750,000 | Anheuser-Busch InBev Worldwide, Inc., 8.200%, 01/15/2039 | 1,192,514 | 0.1 | |
1,500,000 | (2) | Anheuser-Busch InBev Worldwide, Inc., 3.500%, 06/01/2030 | 1,689,747 | 0.1 |
1,500,000 | Anheuser-Busch InBev Worldwide, Inc., 4.350%, 06/01/2040 | 1,713,947 | 0.1 | |
250,000 | Anthem, Inc., 3.500%, 08/15/2024 | 273,721 | 0.0 | |
1,000,000 | Anthem, Inc., 3.650%, 12/01/2027 | 1,140,084 | 0.1 | |
750,000 | Anthem, Inc., 4.101%, 03/01/2028 | 877,673 | 0.0 | |
250,000 | Anthem, Inc., 4.650%, 08/15/2044 | 319,680 | 0.0 | |
100,000 | AstraZeneca PLC, 3.500%, 08/17/2023 | 108,257 | 0.0 | |
1,000,000 | AstraZeneca PLC, 4.000%, 01/17/2029 | 1,225,707 | 0.1 | |
1,000,000 | (2) | AstraZeneca PLC, 4.375%, 08/17/2048 | 1,319,611 | 0.1 |
1,400,000 | AstraZeneca PLC, 6.450%, 09/15/2037 | 2,117,305 | 0.1 | |
500,000 | Automatic Data Processing, Inc., 3.375%, 09/15/2025 | 561,639 | 0.0 | |
1,000,000 | BAT Capital Corp., 3.222%, 08/15/2024 | 1,072,139 | 0.0 | |
224,000 | Baxalta, Inc., 4.000%, 06/23/2025 | 253,852 | 0.0 | |
1,870,000 | Becton Dickinson & Co., 3.125%, 11/08/2021 | 1,918,641 | 0.1 |
See Accompanying Notes to Financial Statements
79
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2020 (Unaudited) (CONTINUED) |
750,000 | Biogen, Inc., 4.050%, 09/15/2025 | 859,849 | 0.0 | |
500,000 | Boston Scientific Corp., 1.900%, 06/01/2025 | 518,156 | 0.0 | |
500,000 | Boston Scientific Corp., 2.650%, 06/01/2030 | 519,999 | 0.0 | |
400,000 | Boston Scientific Corp., 3.375%, 05/15/2022 | 418,402 | 0.0 | |
500,000 | Bristol-Myers Squibb Co., 3.250%, 08/01/2042 | 564,993 | 0.0 | |
250,000 | (1) | Bristol-Myers Squibb Co., 3.625%, 05/15/2024 | 275,460 | 0.0 |
500,000 | (1) | Bristol-Myers Squibb Co., 3.875%, 08/15/2025 | 569,176 | 0.0 |
1,000,000 | (1) | Bristol-Myers Squibb Co., 3.900%, 02/20/2028 | 1,177,360 | 0.1 |
1,000,000 | (1) | Bristol-Myers Squibb Co., 4.000%, 08/15/2023 | 1,103,704 | 0.1 |
500,000 | (1) | Bristol-Myers Squibb Co., 4.625%, 05/15/2044 | 671,296 | 0.0 |
500,000 | (1) | Bristol-Myers Squibb Co., 5.000%, 08/15/2045 | 705,877 | 0.0 |
1,000,000 | Bunge Ltd. Finance Corp., 4.350%, 03/15/2024 | 1,092,768 | 0.1 | |
500,000 | Cardinal Health, Inc., 3.200%, 03/15/2023 | 529,261 | 0.0 | |
500,000 | Cardinal Health, Inc., 4.900%, 09/15/2045 | 580,629 | 0.0 | |
750,000 | (1) | Cigna Corp., 3.250%, 04/15/2025 | 819,827 | 0.0 |
500,000 | (1) | Cigna Corp., 3.400%, 03/01/2027 | 551,218 | 0.0 |
250,000 | (1) | Cigna Corp., 3.500%, 06/15/2024 | 273,281 | 0.0 |
1,000,000 | Cigna Corp., 4.800%, 08/15/2038 | 1,269,122 | 0.1 | |
500,000 | (1) | Cigna Corp., 4.800%, 07/15/2046 | 630,568 | 0.0 |
500,000 | Cigna Corp., 4.900%, 12/15/2048 | 662,009 | 0.0 | |
750,000 | Clorox Co/The, 3.050%, 09/15/2022 | 789,701 | 0.0 | |
1,000,000 | Clorox Co/The, 1.800%, 05/15/2030 | 1,010,829 | 0.0 | |
1,000,000 | Coca-Cola Co., 3.200%, 11/01/2023 | 1,090,527 | 0.0 | |
1,000,000 | (2) | Coca-Cola Co/The, 2.900%, 05/25/2027 | 1,120,253 | 0.1 |
1,000,000 | Coca-Cola Co/The, 1.650%, 06/01/2030 | 1,018,381 | 0.0 | |
1,000,000 | Coca-Cola Co/The, 2.600%, 06/01/2050 | 1,013,497 | 0.0 | |
750,000 | Colgate-Palmolive Co., 2.250%, 11/15/2022 | 784,922 | 0.0 | |
426,000 | Conagra Brands, Inc., 3.200%, 01/25/2023 | 449,065 | 0.0 | |
1,000,000 | Constellation Brands, Inc., 3.200%, 02/15/2023 | 1,061,795 | 0.0 | |
500,000 | Covidien International Finance SA, 3.200%, 06/15/2022 | 524,637 | 0.0 | |
750,000 | CVS Health Corp., 2.750%, 12/01/2022 | 783,060 | 0.0 | |
500,000 | CVS Health Corp., 2.800%, 07/20/2020 | 500,452 | 0.0 | |
250,000 | CVS Health Corp., 3.375%, 08/12/2024 | 272,613 | 0.0 | |
1,000,000 | CVS Health Corp., 3.700%, 03/09/2023 | 1,074,897 | 0.0 | |
443,000 | CVS Health Corp., 3.875%, 07/20/2025 | 497,819 | 0.0 | |
250,000 | CVS Health Corp., 4.000%, 12/05/2023 | 274,396 | 0.0 | |
1,000,000 | CVS Health Corp., 4.300%, 03/25/2028 | 1,169,853 | 0.1 | |
1,000,000 | CVS Health Corp., 4.780%, 03/25/2038 | 1,243,772 | 0.1 | |
2,000,000 | CVS Health Corp., 5.050%, 03/25/2048 | 2,605,793 | 0.1 | |
1,000,000 | CVS Health Corp., 5.125%, 07/20/2045 | 1,289,998 | 0.1 | |
200,000 | CVS Health Corp., 5.300%, 12/05/2043 | 261,844 | 0.0 | |
1,000,000 | Diageo Capital PLC, 2.125%, 04/29/2032 | 1,038,177 | 0.0 | |
1,000,000 | Diageo Capital PLC, 3.500%, 09/18/2023 | 1,086,724 | 0.0 | |
1,000,000 | Diageo Capital PLC, 3.875%, 05/18/2028 | 1,165,827 | 0.1 | |
250,000 | Keurig Dr Pepper, Inc., 3.400%, 11/15/2025 | 278,766 | 0.0 | |
350,000 | Keurig Dr Pepper, Inc., 4.500%, 11/15/2045 | 427,379 | 0.0 | |
591,000 | Ecolab, Inc., 4.350%, 12/08/2021 | 624,942 | 0.0 | |
2,250,000 | Eli Lilly and Co., 2.250%, 05/15/2050 | 2,164,128 | 0.1 | |
300,000 | Estee Lauder Cos, Inc./The, 3.700%, 08/15/2042 | 340,756 | 0.0 | |
350,000 | Flowers Foods, Inc., 4.375%, 04/01/2022 | 364,912 | 0.0 | |
750,000 | General Mills, Inc., 4.150%, 02/15/2043 | 913,900 | 0.0 | |
500,000 | Gilead Sciences, Inc., 2.500%, 09/01/2023 | 529,418 | 0.0 | |
750,000 | Gilead Sciences, Inc., 3.500%, 02/01/2025 | 835,456 | 0.0 | |
260,000 | Gilead Sciences, Inc., 3.650%, 03/01/2026 | 297,777 | 0.0 | |
150,000 | Gilead Sciences, Inc., 3.700%, 04/01/2024 | 165,906 | 0.0 | |
250,000 | (2) | Gilead Sciences, Inc., 4.150%, 03/01/2047 | 318,855 | 0.0 |
200,000 | Gilead Sciences, Inc., 4.500%, 02/01/2045 | 260,692 | 0.0 | |
750,000 | Gilead Sciences, Inc., 4.750%, 03/01/2046 | 1,014,767 | 0.0 | |
350,000 | Gilead Sciences, Inc., 4.800%, 04/01/2044 | 468,604 | 0.0 | |
500,000 | GlaxoSmithKline Capital, Inc., 6.375%, 05/15/2038 | 761,340 | 0.0 | |
750,000 | Hershey Co/The, 2.300%, 08/15/2026 | 811,429 | 0.0 |
See Accompanying Notes to Financial Statements
80
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2020 (Unaudited) (CONTINUED) |
1,750,000 | Humana, Inc., 3.850%, 10/01/2024 | 1,923,688 | 0.1 | |
500,000 | Humana, Inc., 4.950%, 10/01/2044 | 657,972 | 0.0 | |
1,000,000 | Johnson & Johnson, 2.450%, 03/01/2026 | 1,095,712 | 0.1 | |
1,000,000 | Johnson & Johnson, 2.900%, 01/15/2028 | 1,125,942 | 0.1 | |
500,000 | Johnson & Johnson, 2.950%, 03/03/2027 | 559,050 | 0.0 | |
1,000,000 | Johnson & Johnson, 3.625%, 03/03/2037 | 1,192,200 | 0.1 | |
500,000 | Johnson & Johnson, 3.700%, 03/01/2046 | 626,293 | 0.0 | |
500,000 | Johnson & Johnson, 3.750%, 03/03/2047 | 633,033 | 0.0 | |
500,000 | Kellogg Co., 2.100%, 06/01/2030 | 507,527 | 0.0 | |
500,000 | Kellogg Co., 3.250%, 04/01/2026 | 558,039 | 0.0 | |
1,000,000 | Kroger Co., 2.650%, 10/15/2026 | 1,091,856 | 0.0 | |
250,000 | Kroger Co/The, 4.450%, 02/01/2047 | 303,797 | 0.0 | |
879,000 | Kroger Co/The, 7.500%, 04/01/2031 | 1,257,001 | 0.1 | |
250,000 | Laboratory Corp. of America Holdings, 3.200%, 02/01/2022 | 259,388 | 0.0 | |
250,000 | Laboratory Corp. of America Holdings, 4.700%, 02/01/2045 | 304,905 | 0.0 | |
250,000 | Mead Johnson Nutrition Co., 4.600%, 06/01/2044 | 319,304 | 0.0 | |
445,000 | Medtronic, Inc., 3.500%, 03/15/2025 | 502,045 | 0.0 | |
716,000 | Medtronic, Inc., 4.375%, 03/15/2035 | 936,262 | 0.0 | |
72,000 | Medtronic, Inc., 4.625%, 03/15/2045 | 97,088 | 0.0 | |
500,000 | Merck & Co., Inc., 0.750%, 02/24/2026 | 499,999 | 0.0 | |
500,000 | Merck & Co., Inc., 1.450%, 06/24/2030 | 501,684 | 0.0 | |
250,000 | Merck & Co., Inc., 3.700%, 02/10/2045 | 300,270 | 0.0 | |
1,000,000 | Merck & Co., Inc., 3.900%, 03/07/2039 | 1,207,133 | 0.1 | |
1,000,000 | Merck & Co., Inc., 4.150%, 05/18/2043 | 1,287,945 | 0.1 | |
500,000 | Molson Coors Beverage Co., 5.000%, 05/01/2042 | 532,437 | 0.0 | |
1,000,000 | Mondelez International, Inc., 2.750%, 04/13/2030 | 1,080,863 | 0.0 | |
200,000 | Mylan, Inc., 4.200%, 11/29/2023 | 218,667 | 0.0 | |
500,000 | Novartis Capital Corp., 2.200%, 08/14/2030 | 529,636 | 0.0 | |
500,000 | Novartis Capital Corp., 2.400%, 05/17/2022 | 518,982 | 0.0 | |
500,000 | Novartis Capital Corp., 2.750%, 08/14/2050 | 529,625 | 0.0 | |
500,000 | Novartis Capital Corp., 3.100%, 05/17/2027 | 561,362 | 0.0 | |
500,000 | Novartis Capital Corp., 3.400%, 05/06/2024 | 550,399 | 0.0 | |
1,000,000 | PayPal Holdings, Inc., 1.650%, 06/01/2025 | 1,036,297 | 0.0 | |
1,000,000 | PayPal Holdings, Inc., 2.300%, 06/01/2030 | 1,041,450 | 0.0 | |
500,000 | PepsiCo, Inc., 4.000%, 03/05/2042 | 624,146 | 0.0 | |
500,000 | PepsiCo, Inc., 2.250%, 05/02/2022 | 517,479 | 0.0 | |
1,000,000 | PepsiCo, Inc., 3.600%, 03/01/2024 | 1,101,127 | 0.1 | |
250,000 | PepsiCo, Inc., 4.250%, 10/22/2044 | 320,598 | 0.0 | |
2,000,000 | PepsiCo, Inc., 1.625%, 05/01/2030 | 2,041,845 | 0.1 | |
750,000 | Perrigo Finance Unlimited Co., 3.900%, 12/15/2024 | 798,503 | 0.0 | |
1,000,000 | (2) | Pfizer, Inc., 3.450%, 03/15/2029 | 1,169,112 | 0.1 |
1,000,000 | Pfizer, Inc., 3.900%, 03/15/2039 | 1,235,378 | 0.1 | |
1,000,000 | Pfizer, Inc., 4.100%, 09/15/2038 | 1,245,471 | 0.1 | |
500,000 | Pfizer, Inc., 4.125%, 12/15/2046 | 645,337 | 0.0 | |
500,000 | Pfizer, Inc., 4.000%, 12/15/2036 | 614,442 | 0.0 | |
1,000,000 | Pfizer, Inc., 4.300%, 06/15/2043 | 1,283,479 | 0.1 | |
500,000 | (2) | Philip Morris International, Inc., 2.125%, 05/10/2023 | 523,092 | 0.0 |
750,000 | Philip Morris International, Inc., 2.500%, 11/02/2022 | 781,925 | 0.0 | |
500,000 | Philip Morris International, Inc., 2.625%, 02/18/2022 | 516,005 | 0.0 | |
500,000 | (2) | Philip Morris International, Inc., 3.125%, 03/02/2028 | 559,609 | 0.0 |
250,000 | (2) | Philip Morris International, Inc., 3.250%, 11/10/2024 | 276,872 | 0.0 |
500,000 | Philip Morris International, Inc., 3.875%, 08/21/2042 | 573,815 | 0.0 | |
1,000,000 | Quest Diagnostics, Inc., 2.800%, 06/30/2031 | 1,050,495 | 0.0 | |
500,000 | Reynolds American, Inc., 5.700%, 08/15/2035 | 624,912 | 0.0 | |
1,250,000 | Reynolds American, Inc., 6.150%, 09/15/2043 | 1,555,556 | 0.1 | |
1,000,000 | (2) | Sanofi, 3.625%, 06/19/2028 | 1,176,981 | 0.1 |
750,000 | Shire Acquisitions Investments Ireland DAC, 2.400%, 09/23/2021 | 765,163 | 0.0 | |
500,000 | Stryker Corp., 3.500%, 03/15/2026 | 563,173 | 0.0 | |
250,000 | Thermo Fisher Scientific, Inc., 4.150%, 02/01/2024 | 277,547 | 0.0 | |
750,000 | Tyson Foods, Inc., 3.550%, 06/02/2027 | 831,732 | 0.0 | |
150,000 | (2) | Unilever Capital Corp., 2.600%, 05/05/2024 | 160,719 | 0.0 |
See Accompanying Notes to Financial Statements
81
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2020 (Unaudited) (CONTINUED) |
500,000 | Unilever Capital Corp., 3.250%, 03/07/2024 | 544,842 | 0.0 | |
1,000,000 | (2) | Unilever Capital Corp., 3.500%, 03/22/2028 | 1,155,624 | 0.1 |
1,000,000 | UnitedHealth Group, Inc., 2.000%, 05/15/2030 | 1,048,068 | 0.0 | |
500,000 | UnitedHealth Group, Inc., 2.750%, 02/15/2023 | 527,567 | 0.0 | |
1,000,000 | UnitedHealth Group, Inc., 2.750%, 05/15/2040 | 1,062,103 | 0.0 | |
300,000 | UnitedHealth Group, Inc., 2.875%, 12/15/2021 | 311,178 | 0.0 | |
500,000 | UnitedHealth Group, Inc., 2.875%, 03/15/2023 | 530,735 | 0.0 | |
500,000 | UnitedHealth Group, Inc., 2.900%, 05/15/2050 | 533,503 | 0.0 | |
500,000 | UnitedHealth Group, Inc., 2.950%, 10/15/2027 | 558,896 | 0.0 | |
500,000 | UnitedHealth Group, Inc., 3.100%, 03/15/2026 | 558,985 | 0.0 | |
500,000 | UnitedHealth Group, Inc., 3.125%, 05/15/2060 | 535,285 | 0.0 | |
1,000,000 | (2) | UnitedHealth Group, Inc., 3.500%, 06/15/2023 | 1,087,648 | 0.0 |
1,000,000 | UnitedHealth Group, Inc., 3.850%, 06/15/2028 | 1,183,736 | 0.1 | |
1,000,000 | UnitedHealth Group, Inc., 4.250%, 04/15/2047 | 1,288,038 | 0.1 | |
250,000 | UnitedHealth Group, Inc., 4.625%, 07/15/2035 | 329,617 | 0.0 | |
250,000 | UnitedHealth Group, Inc., 4.750%, 07/15/2045 | 337,141 | 0.0 | |
1,000,000 | Zoetis, Inc., 2.000%, 05/15/2030 | 1,022,082 | 0.0 | |
1,000,000 | Zoetis, Inc., 3.000%, 05/15/2050 | 1,033,077 | 0.0 | |
500,000 | Zoetis, Inc., 4.500%, 11/13/2025 | 584,268 | 0.0 | |
155,186,369 | 4.8 | |||
Energy: 2.2% | ||||
1,000,000 | (2) | Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor, Inc., 3.138%, 11/07/2029 | 1,046,278 | 0.0 |
250,000 | Boardwalk Pipelines L.P., 4.950%, 12/15/2024 | 268,005 | 0.0 | |
500,000 | Boardwalk Pipelines L.P., 5.950%, 06/01/2026 | 563,092 | 0.0 | |
500,000 | BP Capital Markets America, Inc., 2.112%, 09/16/2021 | 509,207 | 0.0 | |
500,000 | BP Capital Markets America, Inc., 2.520%, 09/19/2022 | 519,569 | 0.0 | |
1,000,000 | BP Capital Markets America, Inc., 2.750%, 05/10/2023 | 1,057,513 | 0.1 | |
500,000 | BP Capital Markets America, Inc., 3.017%, 01/16/2027 | 542,092 | 0.0 | |
250,000 | BP Capital Markets America, Inc., 3.119%, 05/04/2026 | 272,820 | 0.0 | |
500,000 | BP Capital Markets America, Inc., 3.216%, 11/28/2023 | 537,782 | 0.0 | |
1,000,000 | BP Capital Markets America, Inc., 3.937%, 09/21/2028 | 1,144,616 | 0.1 | |
250,000 | BP Capital Markets PLC, 3.535%, 11/04/2024 | 276,091 | 0.0 | |
500,000 | BP Capital Markets PLC, 3.814%, 02/10/2024 | 550,331 | 0.0 | |
250,000 | Canadian Natural Resources Ltd., 3.800%, 04/15/2024 | 265,568 | 0.0 | |
500,000 | Chevron Corp., 2.100%, 05/16/2021 | 506,911 | 0.0 | |
500,000 | Chevron Corp., 2.566%, 05/16/2023 | 527,529 | 0.0 | |
500,000 | (2) | Chevron Corp., 2.895%, 03/03/2024 | 538,720 | 0.0 |
500,000 | Chevron Corp., 2.954%, 05/16/2026 | 554,214 | 0.0 | |
1,000,000 | Chevron Corp., 2.978%, 05/11/2040 | 1,071,781 | 0.1 | |
500,000 | CNOOC Finance 2013 Ltd., 3.000%, 05/09/2023 | 522,350 | 0.0 | |
750,000 | CNOOC Finance 2014 ULC, 4.250%, 04/30/2024 | 827,213 | 0.0 | |
250,000 | CNOOC Finance 2014 ULC, 4.875%, 04/30/2044 | 327,052 | 0.0 | |
750,000 | CNOOC Finance 2015 USA LLC, 3.500%, 05/05/2025 | 818,951 | 0.0 | |
129,000 | ConocoPhillips Co., 4.150%, 11/15/2034 | 143,390 | 0.0 | |
500,000 | ConocoPhillips Co., 4.300%, 11/15/2044 | 610,792 | 0.0 | |
2,000,000 | ConocoPhillips, 6.500%, 02/01/2039 | 2,915,654 | 0.1 | |
500,000 | (2) | Ecopetrol SA, 4.125%, 01/16/2025 | 503,077 | 0.0 |
250,000 | (2) | Enbridge, Inc., 3.500%, 06/10/2024 | 271,550 | 0.0 |
250,000 | Enbridge, Inc., 4.500%, 06/10/2044 | 280,716 | 0.0 | |
500,000 | Energy Transfer Operating L.P., 3.600%, 02/01/2023 | 517,438 | 0.0 | |
800,000 | Energy Transfer Operating L.P., 6.125%, 12/15/2045 | 834,022 | 0.0 |
See Accompanying Notes to Financial Statements
82
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2020 (Unaudited) (continued) |
1,809,000 | Energy Transfer Operating L.P., 6.500%, 02/01/2042 | 1,956,888 | 0.1 | |
500,000 | Enterprise Products Operating LLC, 2.850%, 04/15/2021 | 507,978 | 0.0 | |
500,000 | Enterprise Products Operating LLC, 3.700%, 02/15/2026 | 562,316 | 0.0 | |
100,000 | (2) | Enterprise Products Operating LLC, 3.750%, 02/15/2025 | 110,752 | 0.0 |
500,000 | Enterprise Products Operating LLC, 3.950%, 02/15/2027 | 570,824 | 0.0 | |
300,000 | Enterprise Products Operating LLC, 4.450%, 02/15/2043 | 331,934 | 0.0 | |
1,100,000 | Enterprise Products Operating LLC, 4.850%, 03/15/2044 | 1,276,319 | 0.1 | |
1,750,000 | Enterprise Products Operating LLC, 4.900%, 05/15/2046 | 2,032,494 | 0.1 | |
1,950,000 | EOG Resources, Inc., 2.625%, 03/15/2023 | 2,044,473 | 0.1 | |
250,000 | EOG Resources, Inc., 4.150%, 01/15/2026 | 288,977 | 0.0 | |
1,000,000 | Equinor ASA, 2.375%, 05/22/2030 | 1,040,724 | 0.0 | |
250,000 | Equinor ASA, 2.750%, 11/10/2021 | 256,647 | 0.0 | |
500,000 | Equinor ASA, 3.625%, 09/10/2028 | 575,730 | 0.0 | |
500,000 | Equinor ASA, 3.950%, 05/15/2043 | 582,115 | 0.0 | |
500,000 | Exxon Mobil Corp., 2.726%, 03/01/2023 | 526,204 | 0.0 | |
500,000 | Exxon Mobil Corp., 3.043%, 03/01/2026 | 549,895 | 0.0 | |
500,000 | Exxon Mobil Corp., 4.114%, 03/01/2046 | 606,945 | 0.0 | |
500,000 | (2) | Halliburton Co., 2.920%, 03/01/2030 | 475,187 | 0.0 |
27,000 | Halliburton Co., 3.500%, 08/01/2023 | 28,294 | 0.0 | |
31,000 | Halliburton Co., 3.800%, 11/15/2025 | 33,601 | 0.0 | |
500,000 | Halliburton Co., 4.750%, 08/01/2043 | 495,011 | 0.0 | |
500,000 | Halliburton Co., 4.850%, 11/15/2035 | 526,429 | 0.0 | |
1,000,000 | Hess Corp., 5.600%, 02/15/2041 | 1,050,313 | 0.0 | |
500,000 | Kinder Morgan Energy Partners L.P., 3.500%, 03/01/2021 | 506,291 | 0.0 | |
500,000 | Kinder Morgan Energy Partners L.P., 3.500%, 09/01/2023 | 531,602 | 0.0 | |
167,000 | Kinder Morgan Energy Partners L.P., 3.950%, 09/01/2022 | 176,150 | 0.0 | |
400,000 | Kinder Morgan Energy Partners L.P., 4.300%, 05/01/2024 | 437,363 | 0.0 | |
400,000 | Kinder Morgan Energy Partners L.P., 5.400%, 09/01/2044 | 471,856 | 0.0 | |
1,325,000 | Kinder Morgan Energy Partners L.P., 6.950%, 01/15/2038 | 1,758,067 | 0.1 | |
500,000 | Kinder Morgan, Inc., 4.300%, 06/01/2025 | 557,763 | 0.0 | |
500,000 | Kinder Morgan, Inc., 5.050%, 02/15/2046 | 575,892 | 0.0 | |
500,000 | Kinder Morgan, Inc., 5.550%, 06/01/2045 | 607,808 | 0.0 | |
1,500,000 | Magellan Midstream Partners L.P., 4.200%, 12/01/2042 | 1,452,000 | 0.1 | |
250,000 | Marathon Oil Corp., 3.850%, 06/01/2025 | 252,291 | 0.0 | |
500,000 | Marathon Oil Corp., 5.200%, 06/01/2045 | 466,588 | 0.0 | |
400,000 | Marathon Petroleum Corp., 4.750%, 09/15/2044 | 418,226 | 0.0 | |
1,000,000 | MPLX L.P., 4.000%, 03/15/2028 | 1,054,273 | 0.1 | |
1,000,000 | MPLX L.P., 4.875%, 12/01/2024 | 1,111,298 | 0.1 | |
300,000 | Noble Energy, Inc., 3.900%, 11/15/2024 | 302,560 | 0.0 | |
700,000 | Noble Energy, Inc., 5.050%, 11/15/2044 | 636,942 | 0.0 | |
1,000,000 | ONEOK Partners L.P., 6.200%, 09/15/2043 | 1,069,858 | 0.1 | |
500,000 | Petroleos Mexicanos, 4.875%, 01/18/2024 | 481,822 | 0.0 | |
1,500,000 | (2) | Phillips 66, 3.900%, 03/15/2028 | 1,696,484 | 0.1 |
250,000 | Phillips 66, 4.650%, 11/15/2034 | 295,984 | 0.0 | |
500,000 | Pioneer Natural Resources Co., 3.950%, 07/15/2022 | 520,486 | 0.0 | |
750,000 | Plains All American Pipeline L.P. / PAA Finance Corp., 4.650%, 10/15/2025 | 801,464 | 0.0 | |
250,000 | Plains All American Pipeline L.P. / PAA Finance Corp., 4.700%, 06/15/2044 | 226,344 | 0.0 | |
500,000 | Shell International Finance BV, 1.750%, 09/12/2021 | 507,257 | 0.0 | |
1,040,000 | (2) | Shell International Finance BV, 2.875%, 05/10/2026 | 1,140,755 | 0.1 |
1,000,000 | Shell International Finance BV, 3.250%, 05/11/2025 | 1,107,526 | 0.1 | |
500,000 | Shell International Finance BV, 3.750%, 09/12/2046 | 571,446 | 0.0 | |
1,500,000 | Shell International Finance BV, 4.125%, 05/11/2035 | 1,831,352 | 0.1 | |
250,000 | Shell International Finance BV, 4.375%, 05/11/2045 | 310,295 | 0.0 | |
600,000 | Spectra Energy Partners L.P., 4.500%, 03/15/2045 | 680,647 | 0.0 | |
1,450,000 | Suncor Energy, Inc., 6.500%, 06/15/2038 | 1,840,722 | 0.1 |
See Accompanying Notes to Financial Statements
83
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2020 (Unaudited) (continued) |
500,000 | Sunoco Logistics Partners Operations L.P., 3.450%, 01/15/2023 | 517,343 | 0.0 | |
500,000 | Sunoco Logistics Partners Operations L.P., 4.950%, 01/15/2043 | 454,669 | 0.0 | |
2,000,000 | (2) | TC Pipelines L.P., 4.650%, 06/15/2021 | 2,047,138 | 0.1 |
500,000 | Total Capital Canada Ltd., 2.750%, 07/15/2023 | 535,240 | 0.0 | |
2,000,000 | TransCanada PipeLines Ltd., 4.625%, 03/01/2034 | 2,301,693 | 0.1 | |
1,000,000 | TransCanada Pipelines Ltd., 7.625%, 01/15/2039 | 1,549,645 | 0.1 | |
1,000,000 | Valero Energy Corp., 6.625%, 06/15/2037 | 1,324,628 | 0.1 | |
400,000 | Williams Cos, Inc./The, 4.000%, 09/15/2025 | 443,456 | 0.0 | |
500,000 | Williams Cos, Inc./The, 4.300%, 03/04/2024 | 543,828 | 0.0 | |
500,000 | Williams Cos, Inc./The, 5.100%, 09/15/2045 | 548,292 | 0.0 | |
500,000 | Williams Cos, Inc./The, 5.400%, 03/04/2044 | 557,252 | 0.0 | |
70,976,970 | 2.2 | |||
Financial: 9.0% | ||||
1,000,000 | Aflac, Inc., 3.625%, 06/15/2023 | 1,094,494 | 0.1 | |
500,000 | American International Group, Inc., 3.300%, 03/01/2021 | 508,448 | 0.0 | |
1,000,000 | American International Group, Inc., 3.750%, 07/10/2025 | 1,107,860 | 0.1 | |
250,000 | American International Group, Inc., 4.700%, 07/10/2035 | 305,145 | 0.0 | |
500,000 | Air Lease Corp., 3.000%, 09/15/2023 | 493,413 | 0.0 | |
500,000 | Air Lease Corp., 3.500%, 01/15/2022 | 505,328 | 0.0 | |
1,000,000 | (2) | Allstate Corp./The, 3.280%, 12/15/2026 | 1,142,881 | 0.1 |
500,000 | American Campus Communities Operating Partnership L.P., 3.875%, 01/30/2031 | 525,143 | 0.0 | |
750,000 | American Express Co., 3.000%, 10/30/2024 | 812,397 | 0.0 | |
1,000,000 | American Express Co., 3.400%, 02/27/2023 | 1,070,618 | 0.1 | |
500,000 | American Express Credit Corp., 2.700%, 03/03/2022 | 517,821 | 0.0 | |
1,000,000 | American Express Credit Corp., 3.300%, 05/03/2027 | 1,136,716 | 0.1 | |
1,000,000 | American International Group, Inc., 4.375%, 06/30/2050 | 1,150,810 | 0.1 | |
900,000 | American International Group, Inc., 4.500%, 07/16/2044 | 1,051,289 | 0.0 | |
500,000 | American Tower Corp., 3.375%, 10/15/2026 | 556,569 | 0.0 | |
1,000,000 | American Tower Corp., 3.500%, 01/31/2023 | 1,069,260 | 0.1 | |
750,000 | American Tower Corp., 3.550%, 07/15/2027 | 837,138 | 0.0 | |
500,000 | (2) | Aon Corp., 3.750%, 05/02/2029 | 573,478 | 0.0 |
1,000,000 | Aon PLC, 4.450%, 05/24/2043 | 1,179,881 | 0.1 | |
500,000 | Aon PLC, 4.600%, 06/14/2044 | 613,907 | 0.0 | |
500,000 | Aon PLC, 4.750%, 05/15/2045 | 638,371 | 0.0 | |
400,000 | (2) | Assured Guaranty US Holdings, Inc., 5.000%, 07/01/2024 | 447,162 | 0.0 |
500,000 | (2) | AvalonBay Communities, Inc., 2.300%, 03/01/2030 | 528,157 | 0.0 |
500,000 | AvalonBay Communities, Inc., 2.850%, 03/15/2023 | 520,519 | 0.0 | |
500,000 | AvalonBay Communities, Inc., 2.950%, 09/15/2022 | 520,864 | 0.0 | |
600,000 | Banco Santander SA, 3.125%, 02/23/2023 | 625,966 | 0.0 | |
800,000 | Banco Santander SA, 3.500%, 04/11/2022 | 832,269 | 0.0 | |
600,000 | Banco Santander SA, 3.800%, 02/23/2028 | 651,534 | 0.0 | |
400,000 | Banco Santander SA, 4.250%, 04/11/2027 | 443,874 | 0.0 | |
400,000 | Banco Santander SA, 5.179%, 11/19/2025 | 450,340 | 0.0 | |
500,000 | (3) | Bank of America Corp., 2.496%, 02/13/2031 | 524,767 | 0.0 |
2,000,000 | (3) | Bank of America Corp., 2.592%, 04/29/2031 | 2,120,105 | 0.1 |
1,000,000 | (3) | Bank of America Corp., 2.738%, 01/23/2022 | 1,011,273 | 0.0 |
500,000 | (3) | Bank of America Corp., 2.881%, 04/24/2023 | 518,447 | 0.0 |
1,000,000 | (3) | Bank of America Corp., 3.093%, 10/01/2025 | 1,080,194 | 0.1 |
2,000,000 | Bank of America Corp., 3.300%, 01/11/2023 | 2,130,539 | 0.1 | |
2,384,000 | (3) | Bank of America Corp., 3.419%, 12/20/2028 | 2,656,682 | 0.1 |
1,000,000 | Bank of America Corp., 3.500%, 04/19/2026 | 1,126,541 | 0.1 | |
500,000 | (3) | Bank of America Corp., 3.550%, 03/05/2024 | 534,477 | 0.0 |
1,020,000 | (3) | Bank of America Corp., 3.824%, 01/20/2028 | 1,160,729 | 0.1 |
1,500,000 | Bank of America Corp., 3.950%, 04/21/2025 | 1,660,861 | 0.1 | |
1,280,000 | Bank of America Corp., 4.183%, 11/25/2027 | 1,461,692 | 0.1 | |
1,000,000 | Bank of America Corp., 4.250%, 10/22/2026 | 1,147,287 | 0.1 | |
2,000,000 | Bank of America Corp., 4.450%, 03/03/2026 | 2,298,160 | 0.1 |
See Accompanying Notes to Financial Statements
84
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2020 (Unaudited) (continued) |
750,000 | (2) | Bank of Montreal, 2.350%, 09/11/2022 | 784,161 | 0.0 |
1,000,000 | (3) | Bank of Montreal, 3.803%, 12/15/2032 | 1,077,125 | 0.1 |
500,000 | Bank of New York Mellon Corp./The, 2.600%, 02/07/2022 | 516,441 | 0.0 | |
750,000 | (3) | Bank of New York Mellon Corp./The, 2.661%, 05/16/2023 | 777,074 | 0.0 |
1,000,000 | Bank of New York Mellon Corp./The, 2.950%, 01/29/2023 | 1,063,634 | 0.0 | |
750,000 | Bank of New York Mellon Corp./The, 3.250%, 05/16/2027 | 848,520 | 0.0 | |
500,000 | (3) | Bank of New York Mellon Corp./The, 3.442%, 02/07/2028 | 567,793 | 0.0 |
500,000 | Bank of New York Mellon Corp., 2.200%, 08/16/2023 | 522,890 | 0.0 | |
500,000 | Bank of New York Mellon Corp., 2.500%, 04/15/2021 | 507,693 | 0.0 | |
700,000 | Bank of New York Mellon Corp., 3.000%, 10/30/2028 | 769,213 | 0.0 | |
500,000 | Bank of Nova Scotia/The, 2.450%, 09/19/2022 | 522,141 | 0.0 | |
500,000 | Bank of Nova Scotia, 4.500%, 12/16/2025 | 568,938 | 0.0 | |
750,000 | Barclays PLC, 4.375%, 01/12/2026 | 847,702 | 0.0 | |
1,000,000 | Barclays PLC, 5.200%, 05/12/2026 | 1,118,195 | 0.1 | |
250,000 | Barclays PLC, 5.250%, 08/17/2045 | 335,700 | 0.0 | |
750,000 | Truist Financial Corp., 2.850%, 10/26/2024 | 810,538 | 0.0 | |
1,000,000 | Truist Financial Corp., 3.950%, 03/22/2022 | 1,051,833 | 0.0 | |
1,000,000 | Berkshire Hathaway Finance Corp., 4.200%, 08/15/2048 | 1,270,872 | 0.1 | |
1,000,000 | Berkshire Hathaway, Inc., 3.125%, 03/15/2026 | 1,121,114 | 0.1 | |
1,000,000 | BlackRock, Inc., 1.900%, 01/28/2031 | 1,024,046 | 0.0 | |
500,000 | BNP Paribas SA, 3.250%, 03/03/2023 | 537,947 | 0.0 | |
1,000,000 | (1),(2) | BNP Paribas SA, 3.500%, 11/16/2027 | 1,094,748 | 0.1 |
500,000 | Boston Properties L.P., 3.250%, 01/30/2031 | 539,024 | 0.0 | |
1,000,000 | (1) | BPCE SA, 3.250%, 01/11/2028 | 1,092,998 | 0.1 |
500,000 | Truist Bank, 3.625%, 09/16/2025 | 557,722 | 0.0 | |
400,000 | Truist Bank, 3.800%, 10/30/2026 | 453,366 | 0.0 | |
1,500,000 | Brighthouse Financial, Inc., 5.625%, 05/15/2030 | 1,665,151 | 0.1 | |
500,000 | Capital One Financial Corp., 3.200%, 01/30/2023 | 526,965 | 0.0 | |
500,000 | Capital One Financial Corp., 3.200%, 02/05/2025 | 535,716 | 0.0 | |
500,000 | Capital One Financial Corp., 3.300%, 10/30/2024 | 538,480 | 0.0 | |
500,000 | Capital One Financial Corp., 3.750%, 04/24/2024 | 542,435 | 0.0 | |
500,000 | Capital One Financial Corp., 3.750%, 07/28/2026 | 546,044 | 0.0 | |
500,000 | Capital One Financial Corp., 3.800%, 01/31/2028 | 556,281 | 0.0 | |
500,000 | Capital One Financial Corp., 4.200%, 10/29/2025 | 555,500 | 0.0 | |
1,000,000 | Capital One Financial Corp., 3.650%, 05/11/2027 | 1,094,973 | 0.1 | |
1,000,000 | Charles Schwab Corp./The, 2.650%, 01/25/2023 | 1,053,369 | 0.0 | |
1,000,000 | Charles Schwab Corp./The, 3.200%, 01/25/2028 | 1,119,349 | 0.1 | |
1,000,000 | Chubb Corp./The, 6.000%, 05/11/2037 | 1,450,282 | 0.1 | |
750,000 | Chubb INA Holdings, Inc., 2.700%, 03/13/2023 | 791,959 | 0.0 | |
750,000 | Citigroup, Inc., 2.700%, 10/27/2022 | 783,648 | 0.0 | |
500,000 | (3) | Citigroup, Inc., 2.876%, 07/24/2023 | 520,576 | 0.0 |
1,000,000 | (3) | Citigroup, Inc., 3.142%, 01/24/2023 | 1,034,458 | 0.0 |
500,000 | Citigroup, Inc., 3.400%, 05/01/2026 | 554,847 | 0.0 | |
1,000,000 | Citigroup, Inc., 3.500%, 05/15/2023 | 1,068,090 | 0.1 | |
1,000,000 | (3) | Citigroup, Inc., 3.878%, 01/24/2039 | 1,166,145 | 0.1 |
1,500,000 | (3) | Citigroup, Inc., 3.887%, 01/10/2028 | 1,691,505 | 0.1 |
1,000,000 | (3) | Citigroup, Inc., 3.980%, 03/20/2030 | 1,147,133 | 0.1 |
750,000 | Citigroup, Inc., 4.050%, 07/30/2022 | 797,519 | 0.0 | |
1,500,000 | Citigroup, Inc., 4.125%, 07/25/2028 | 1,696,472 | 0.1 | |
700,000 | Citigroup, Inc., 4.000%, 08/05/2024 | 763,748 | 0.0 | |
500,000 | Citigroup, Inc., 4.300%, 11/20/2026 | 568,311 | 0.0 | |
500,000 | Citigroup, Inc., 4.400%, 06/10/2025 | 560,306 | 0.0 | |
1,000,000 | Citigroup, Inc., 4.450%, 09/29/2027 | 1,140,311 | 0.1 | |
500,000 | Citigroup, Inc., 4.600%, 03/09/2026 | 571,312 | 0.0 | |
793,000 | Citigroup, Inc., 5.300%, 05/06/2044 | 1,054,652 | 0.0 | |
615,000 | Citigroup, Inc., 8.125%, 07/15/2039 | 1,066,041 | 0.0 | |
1,000,000 | (3) | Citigroup, Inc., 2.572%, 06/03/2031 | 1,034,834 | 0.0 |
See Accompanying Notes to Financial Statements
85
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2020 (Unaudited) (continued) |
500,000 | Citizens Bank NA/Providence RI, 2.550%, 05/13/2021 | 508,219 | 0.0 | |
1,000,000 | Citizens Financial Group, Inc., 3.250%, 04/30/2030 | 1,082,727 | 0.1 | |
300,000 | CNA Financial Corp., 4.500%, 03/01/2026 | 339,784 | 0.0 | |
250,000 | Comerica, Inc., 3.800%, 07/22/2026 | 270,283 | 0.0 | |
500,000 | Cooperatieve Rabobank UA, 3.750%, 07/21/2026 | 550,369 | 0.0 | |
500,000 | Cooperatieve Rabobank UA, 3.950%, 11/09/2022 | 529,452 | 0.0 | |
500,000 | Cooperatieve Rabobank UA, 4.375%, 08/04/2025 | 564,524 | 0.0 | |
10,000,000 | (1) | CPPIB Capital, Inc., 3.125%, 09/25/2023 | 10,881,569 | 0.4 |
750,000 | (1) | Credit Suisse Group AG, 3.574%, 01/09/2023 | 778,388 | 0.0 |
750,000 | (1) | Credit Suisse Group AG, 4.282%, 01/09/2028 | 840,351 | 0.0 |
1,000,000 | Credit Suisse Group Funding Guernsey Ltd., 3.450%, 04/16/2021 | 1,023,790 | 0.0 | |
1,000,000 | Credit Suisse Group Funding Guernsey Ltd., 3.800%, 06/09/2023 | 1,077,704 | 0.1 | |
1,000,000 | Crown Castle International Corp., 3.150%, 07/15/2023 | 1,067,912 | 0.1 | |
1,000,000 | (3) | Deutsche Bank AG/New York NY, 3.961%, 11/26/2025 | 1,050,136 | 0.0 |
400,000 | Deutsche Bank AG/New York NY, 4.100%, 01/13/2026 | 423,674 | 0.0 | |
500,000 | (2) | Discover Bank, 3.200%, 08/09/2021 | 511,218 | 0.0 |
500,000 | Discover Bank, 4.200%, 08/08/2023 | 546,388 | 0.0 | |
400,000 | Discover Bank, 4.250%, 03/13/2026 | 450,304 | 0.0 | |
500,000 | Duke Realty L.P., 1.750%, 07/01/2030 | 497,700 | 0.0 | |
500,000 | EPR Properties, 4.500%, 04/01/2025 | 475,220 | 0.0 | |
500,000 | ERP Operating L.P., 4.500%, 07/01/2044 | 649,815 | 0.0 | |
500,000 | Federal Realty Investment Trust, 3.500%, 06/01/2030 | 527,724 | 0.0 | |
750,000 | Fifth Third Bancorp, 2.600%, 06/15/2022 | 777,958 | 0.0 | |
1,000,000 | Fifth Third Bancorp, 3.500%, 03/15/2022 | 1,047,509 | 0.0 | |
400,000 | Fifth Third Bancorp, 4.300%, 01/16/2024 | 441,299 | 0.0 | |
1,000,000 | (1) | GE Capital Funding LLC, 4.050%, 05/15/2027 | 1,056,454 | 0.0 |
1,000,000 | (1) | GE Capital Funding LLC, 4.550%, 05/15/2032 | 1,033,600 | 0.0 |
5,801,000 | GE Capital International Funding Co. Unlimited Co., 4.418%, 11/15/2035 | 5,895,994 | 0.2 | |
1,580,000 | (3) | Goldman Sachs Group, Inc./The, 2.876%, 10/31/2022 | 1,620,310 | 0.1 |
500,000 | Goldman Sachs Group, Inc./The, 3.200%, 02/23/2023 | 530,903 | 0.0 | |
500,000 | Goldman Sachs Group, Inc./The, 3.500%, 11/16/2026 | 550,286 | 0.0 | |
500,000 | Goldman Sachs Group, Inc./The, 3.750%, 02/25/2026 | 558,062 | 0.0 | |
500,000 | (3) | Goldman Sachs Group, Inc./The, 3.814%, 04/23/2029 | 565,502 | 0.0 |
500,000 | Goldman Sachs Group, Inc./The, 3.850%, 01/26/2027 | 564,436 | 0.0 | |
500,000 | Goldman Sachs Group, Inc., 3.750%, 05/22/2025 | 554,345 | 0.0 | |
1,000,000 | Goldman Sachs Group, Inc., 3.850%, 07/08/2024 | 1,103,364 | 0.1 | |
750,000 | Goldman Sachs Group, Inc., 5.750%, 01/24/2022 | 809,338 | 0.0 | |
4,000,000 | Goldman Sachs Group, Inc., 6.750%, 10/01/2037 | 5,774,410 | 0.2 | |
250,000 | Healthpeak Properties, Inc., 3.875%, 08/15/2024 | 275,086 | 0.0 | |
500,000 | Healthpeak Properties, Inc., 4.000%, 06/01/2025 | 554,349 | 0.0 | |
1,000,000 | (3) | HSBC Holdings PLC, 2.633%, 11/07/2025 | 1,037,601 | 0.0 |
1,000,000 | (3) | HSBC Holdings PLC, 3.803%, 03/11/2025 | 1,080,981 | 0.1 |
750,000 | (3) | HSBC Holdings PLC, 4.292%, 09/12/2026 | 835,264 | 0.0 |
300,000 | HSBC Holdings PLC, 4.300%, 03/08/2026 | 338,900 | 0.0 | |
500,000 | HSBC Holdings PLC, 4.375%, 11/23/2026 | 554,206 | 0.0 | |
500,000 | (3) | HSBC Holdings PLC, 4.583%, 06/19/2029 | 577,940 | 0.0 |
500,000 | (3) | HSBC Holdings PLC, 6.000%, 12/31/2199 | 497,292 | 0.0 |
3,400,000 | HSBC Holdings PLC, 6.500%, 09/15/2037 | 4,614,359 | 0.2 | |
250,000 | (2) | HSBC USA, Inc., 3.500%, 06/23/2024 | 272,721 | 0.0 |
1,000,000 | Huntington National Bank/The, 3.550%, 10/06/2023 | 1,093,023 | 0.1 | |
500,000 | ING Groep NV, 3.150%, 03/29/2022 | 519,955 | 0.0 | |
1,000,000 | Jefferies Group LLC / Jefferies Group Capital Finance, Inc., 4.150%, 01/23/2030 | 1,086,527 | 0.1 |
See Accompanying Notes to Financial Statements
86
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2020 (Unaudited) (continued) |
900,000 | Jefferies Group LLC, 5.125%, 01/20/2023 | 977,404 | 0.0 | |
1,000,000 | (3) | JPMorgan Chase & Co., 2.182%, 06/01/2028 | 1,035,729 | 0.0 |
500,000 | JPMorgan Chase & Co., 2.950%, 10/01/2026 | 549,608 | 0.0 | |
750,000 | JPMorgan Chase & Co., 3.125%, 01/23/2025 | 817,914 | 0.0 | |
750,000 | (3) | JPMorgan Chase & Co., 3.220%, 03/01/2025 | 807,578 | 0.0 |
1,000,000 | (3) | JPMorgan Chase & Co., 3.509%, 01/23/2029 | 1,117,929 | 0.1 |
750,000 | (3) | JPMorgan Chase & Co., 3.540%, 05/01/2028 | 837,945 | 0.0 |
1,000,000 | (3) | JPMorgan Chase & Co., 3.782%, 02/01/2028 | 1,133,696 | 0.1 |
750,000 | (3) | JPMorgan Chase & Co., 3.882%, 07/24/2038 | 887,920 | 0.0 |
1,000,000 | JPMorgan Chase & Co., 4.125%, 12/15/2026 | 1,165,285 | 0.1 | |
1,000,000 | JPMorgan Chase & Co., 4.250%, 10/01/2027 | 1,162,608 | 0.1 | |
2,500,000 | JPMorgan Chase & Co., 4.500%, 01/24/2022 | 2,656,930 | 0.1 | |
2,375,000 | JPMorgan Chase & Co., 5.500%, 10/15/2040 | 3,416,884 | 0.1 | |
2,000,000 | (3) | JPMorgan Chase & Co., 2.956%, 05/13/2031 | 2,131,324 | 0.1 |
1,000,000 | (3) | JPMorgan Chase & Co., 3.109%, 04/22/2041 | 1,080,509 | 0.1 |
500,000 | Kemper Corp., 4.350%, 02/15/2025 | 539,896 | 0.0 | |
500,000 | KeyBank NA/Cleveland OH, 2.300%, 09/14/2022 | 519,259 | 0.0 | |
750,000 | KeyBank NA/Cleveland OH, 2.400%, 06/09/2022 | 776,400 | 0.0 | |
500,000 | KeyBank NA/Cleveland OH, 3.400%, 05/20/2026 | 552,530 | 0.0 | |
400,000 | Kilroy Realty L.P., 4.250%, 08/15/2029 | 436,909 | 0.0 | |
250,000 | Kilroy Realty L.P., 4.375%, 10/01/2025 | 268,788 | 0.0 | |
1,000,000 | Kreditanstalt fuer Wiederaufbau, 1.625%, 03/15/2021 | 1,009,912 | 0.0 | |
2,000,000 | Kreditanstalt fuer Wiederaufbau, 1.875%, 11/30/2020 | 2,013,800 | 0.1 | |
3,000,000 | (2) | Kreditanstalt fuer Wiederaufbau, 2.125%, 03/07/2022 | 3,095,547 | 0.1 |
10,000,000 | Kreditanstalt fuer Wiederaufbau, 2.625%, 01/25/2022 | 10,372,127 | 0.3 | |
750,000 | Lincoln National Corp., 3.625%, 12/12/2026 | 828,076 | 0.0 | |
1,000,000 | Lincoln National Corp., 3.800%, 03/01/2028 | 1,110,016 | 0.1 | |
500,000 | Lincoln National Corp., 4.200%, 03/15/2022 | 529,791 | 0.0 | |
500,000 | (3) | Lloyds Banking Group PLC, 2.907%, 11/07/2023 | 520,803 | 0.0 |
750,000 | Lloyds Banking Group PLC, 3.000%, 01/11/2022 | 775,863 | 0.0 | |
500,000 | (3) | Lloyds Banking Group PLC, 3.574%, 11/07/2028 | 543,640 | 0.0 |
1,000,000 | Lloyds Banking Group PLC, 3.900%, 03/12/2024 | 1,095,850 | 0.1 | |
500,000 | Lloyds Banking Group PLC, 4.650%, 03/24/2026 | 557,135 | 0.0 | |
250,000 | Loews Corp., 3.750%, 04/01/2026 | 280,807 | 0.0 | |
1,000,000 | Manufacturers & Traders Trust Co., 2.500%, 05/18/2022 | 1,034,943 | 0.0 | |
500,000 | (3) | Manulife Financial Corp., 4.061%, 02/24/2032 | 530,643 | 0.0 |
500,000 | Manulife Financial Corp., 4.150%, 03/04/2026 | 589,833 | 0.0 | |
500,000 | Manulife Financial Corp., 5.375%, 03/04/2046 | 665,479 | 0.0 | |
1,000,000 | Markel Corp., 3.625%, 03/30/2023 | 1,066,555 | 0.1 | |
1,000,000 | Marsh & McLennan Cos, Inc., 2.250%, 11/15/2030 | 1,041,301 | 0.0 | |
400,000 | Marsh & McLennan Cos, Inc., 3.500%, 03/10/2025 | 443,183 | 0.0 | |
1,000,000 | Mastercard, Inc., 3.500%, 02/26/2028 | 1,150,036 | 0.1 | |
500,000 | MetLife, Inc., 3.048%, 12/15/2022 | 529,806 | 0.0 | |
500,000 | MetLife, Inc., 4.050%, 03/01/2045 | 588,967 | 0.0 | |
400,000 | MetLife, Inc., 4.125%, 08/13/2042 | 476,647 | 0.0 | |
300,000 | MetLife, Inc., 4.721%, 12/15/2044 | 380,104 | 0.0 | |
750,000 | (1) | Metropolitan Life Global Funding I, 3.450%, 12/18/2026 | 851,210 | 0.0 |
251,000 | Mitsubishi UFJ Financial Group, Inc., 2.950%, 03/01/2021 | 255,050 | 0.0 | |
500,000 | Mitsubishi UFJ Financial Group, Inc., 3.455%, 03/02/2023 | 534,114 | 0.0 | |
500,000 | Mitsubishi UFJ Financial Group, Inc., 3.777%, 03/02/2025 | 554,771 | 0.0 | |
750,000 | Mitsubishi UFJ Financial Group, Inc., 3.850%, 03/01/2026 | 853,845 | 0.0 | |
500,000 | Mizuho Financial Group, Inc., 2.601%, 09/11/2022 | 520,240 | 0.0 | |
500,000 | (3) | Mizuho Financial Group, Inc., 3.922%, 09/11/2024 | 541,387 | 0.0 |
500,000 | (3) | Mizuho Financial Group, Inc., 4.254%, 09/11/2029 | 578,868 | 0.0 |
1,000,000 | Morgan Stanley, 3.125%, 01/23/2023 | 1,060,699 | 0.0 | |
500,000 | Morgan Stanley, 3.125%, 07/27/2026 | 552,077 | 0.0 |
See Accompanying Notes to Financial Statements
87
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2020 (Unaudited) (continued) |
1,750,000 | (3) | Morgan Stanley, 3.591%, 07/22/2028 | 1,970,578 | 0.1 |
750,000 | Morgan Stanley, 3.625%, 01/20/2027 | 847,386 | 0.0 | |
500,000 | Morgan Stanley, 3.700%, 10/23/2024 | 554,904 | 0.0 | |
1,000,000 | (3) | Morgan Stanley, 3.772%, 01/24/2029 | 1,139,038 | 0.1 |
750,000 | Morgan Stanley, 3.875%, 04/29/2024 | 829,779 | 0.0 | |
500,000 | Morgan Stanley, 3.875%, 01/27/2026 | 566,032 | 0.0 | |
750,000 | Morgan Stanley, 3.950%, 04/23/2027 | 844,921 | 0.0 | |
1,000,000 | Morgan Stanley, 4.100%, 05/22/2023 | 1,081,234 | 0.1 | |
750,000 | Morgan Stanley, 4.000%, 07/23/2025 | 850,933 | 0.0 | |
500,000 | Morgan Stanley, 4.350%, 09/08/2026 | 577,048 | 0.0 | |
800,000 | Morgan Stanley, 4.875%, 11/01/2022 | 870,672 | 0.0 | |
1,000,000 | Morgan Stanley, 5.000%, 11/24/2025 | 1,169,414 | 0.1 | |
500,000 | National Australia Bank Ltd./New York, 2.500%, 07/12/2026 | 541,875 | 0.0 | |
1,000,000 | National Australia Bank Ltd./New York, 2.875%, 04/12/2023 | 1,059,987 | 0.0 | |
300,000 | National Retail Properties, Inc., 4.000%, 11/15/2025 | 328,861 | 0.0 | |
300,000 | Northern Trust Corp., 2.375%, 08/02/2022 | 312,335 | 0.0 | |
750,000 | (3) | Northern Trust Corp., 3.375%, 05/08/2032 | 804,251 | 0.0 |
250,000 | Northern Trust Corp., 3.950%, 10/30/2025 | 288,810 | 0.0 | |
2,000,000 | (1) | Ontario Teachers' Finance Trust, 1.625%, 09/12/2024 | 2,073,583 | 0.1 |
500,000 | PNC Bank NA, 2.700%, 11/01/2022 | 523,322 | 0.0 | |
750,000 | PNC Bank NA, 3.100%, 10/25/2027 | 841,648 | 0.0 | |
500,000 | PNC Bank NA, 3.250%, 01/22/2028 | 560,037 | 0.0 | |
500,000 | (3) | PNC Financial Services Group, Inc./The, 2.854%, 11/09/2022 | 526,881 | 0.0 |
500,000 | Primerica, Inc., 4.750%, 07/15/2022 | 538,353 | 0.0 | |
1,000,000 | Principal Financial Group, Inc., 2.125%, 06/15/2030 | 1,003,605 | 0.0 | |
300,000 | Principal Financial Group, Inc., 3.125%, 05/15/2023 | 318,586 | 0.0 | |
1,000,000 | Principal Financial Group, Inc., 3.300%, 09/15/2022 | 1,054,259 | 0.0 | |
1,000,000 | Private Export Funding Corp., 2.300%, 09/15/2020 | 1,004,504 | 0.0 | |
1,000,000 | Private Export Funding Corp., 3.250%, 06/15/2025 | 1,122,573 | 0.1 | |
1,000,000 | Private Export Funding Corp., 3.550%, 01/15/2024 | 1,090,057 | 0.1 | |
1,000,000 | Progressive Corp./The, 4.000%, 03/01/2029 | 1,197,575 | 0.1 | |
750,000 | Prologis L.P., 3.250%, 10/01/2026 | 842,639 | 0.0 | |
500,000 | Prologis L.P., 4.250%, 08/15/2023 | 553,804 | 0.0 | |
1,000,000 | Prudential Financial, Inc., 3.878%, 03/27/2028 | 1,156,572 | 0.1 | |
500,000 | (3) | Prudential Financial, Inc., 5.375%, 05/15/2045 | 529,384 | 0.0 |
1,000,000 | (3) | Prudential Financial, Inc., 5.625%, 06/15/2043 | 1,065,700 | 0.0 |
750,000 | Public Storage, 2.370%, 09/15/2022 | 777,930 | 0.0 | |
250,000 | Public Storage, 3.094%, 09/15/2027 | 279,224 | 0.0 | |
500,000 | Raymond James Financial, Inc., 3.625%, 09/15/2026 | 556,019 | 0.0 | |
500,000 | Realty Income Corp., 3.250%, 01/15/2031 | 542,007 | 0.0 | |
400,000 | Realty Income Corp., 3.875%, 07/15/2024 | 436,711 | 0.0 | |
300,000 | Realty Income Corp., 4.125%, 10/15/2026 | 343,736 | 0.0 | |
1,000,000 | Royal Bank of Canada, 2.750%, 02/01/2022 | 1,037,701 | 0.0 | |
500,000 | Royal Bank of Canada, 4.650%, 01/27/2026 | 583,060 | 0.0 | |
1,000,000 | (3) | Royal Bank of Scotland Group PLC, 3.073%, 05/22/2028 | 1,051,319 | 0.0 |
500,000 | Royal Bank of Scotland Group PLC, 4.800%, 04/05/2026 | 579,395 | 0.0 | |
500,000 | (2) | Simon Property Group L.P., 3.375%, 06/15/2027 | 533,497 | 0.0 |
500,000 | Simon Property Group L.P., 4.250%, 10/01/2044 | 532,389 | 0.0 | |
1,500,000 | State Street Corp., 3.100%, 05/15/2023 | 1,613,514 | 0.1 | |
500,000 | State Street Corp., 3.550%, 08/18/2025 | 569,522 | 0.0 | |
500,000 | Sumitomo Mitsui Financial Group, Inc., 2.058%, 07/14/2021 | 508,624 | 0.0 | |
500,000 | Sumitomo Mitsui Financial Group, Inc., 2.442%, 10/19/2021 | 512,318 | 0.0 | |
500,000 | Sumitomo Mitsui Financial Group, Inc., 2.632%, 07/14/2026 | 532,967 | 0.0 | |
750,000 | Sumitomo Mitsui Financial Group, Inc., 2.778%, 10/18/2022 | 784,529 | 0.0 | |
500,000 | Sumitomo Mitsui Financial Group, Inc., 2.784%, 07/12/2022 | 521,063 | 0.0 |
See Accompanying Notes to Financial Statements
88
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2020 (Unaudited) (continued) |
500,000 | Sumitomo Mitsui Financial Group, Inc., 3.364%, 07/12/2027 | 553,075 | 0.0 | |
500,000 | Sumitomo Mitsui Financial Group, Inc., 3.446%, 01/11/2027 | 555,823 | 0.0 | |
500,000 | (2) | Sumitomo Mitsui Financial Group, Inc., 3.544%, 01/17/2028 | 558,415 | 0.0 |
500,000 | Truist Bank, 2.750%, 05/01/2023 | 527,853 | 0.0 | |
1,000,000 | Truist Bank, 3.000%, 02/02/2023 | 1,058,074 | 0.0 | |
500,000 | Truist Bank, 3.300%, 05/15/2026 | 552,258 | 0.0 | |
500,000 | Truist Financial Corp., 2.700%, 01/27/2022 | 515,932 | 0.0 | |
250,000 | Synchrony Financial, 3.750%, 08/15/2021 | 255,705 | 0.0 | |
300,000 | Synchrony Financial, 4.250%, 08/15/2024 | 315,674 | 0.0 | |
250,000 | Synchrony Financial, 4.500%, 07/23/2025 | 265,798 | 0.0 | |
500,000 | Tanger Properties L.P., 3.125%, 09/01/2026 | 462,442 | 0.0 | |
750,000 | (1) | Toronto-Dominion Bank/The, 2.500%, 01/18/2023 | 774,617 | 0.0 |
500,000 | Toronto-Dominion Bank/The, 3.250%, 06/11/2021 | 513,759 | 0.0 | |
1,000,000 | Toronto-Dominion Bank/The, 3.250%, 03/11/2024 | 1,090,371 | 0.1 | |
1,000,000 | Travelers Cos, Inc./The, 2.550%, 04/27/2050 | 991,133 | 0.0 | |
750,000 | Travelers Cos, Inc./The, 4.000%, 05/30/2047 | 924,189 | 0.0 | |
500,000 | (1) | UBS Group AG, 3.000%, 04/15/2021 | 509,916 | 0.0 |
750,000 | US Bancorp, 2.950%, 07/15/2022 | 786,402 | 0.0 | |
750,000 | US Bancorp, 3.150%, 04/27/2027 | 838,764 | 0.0 | |
500,000 | (2),(3) | US Bancorp, 5.125%, 12/31/2199 | 485,235 | 0.0 |
250,000 | Ventas Realty L.P., 3.500%, 02/01/2025 | 258,341 | 0.0 | |
500,000 | Ventas Realty L.P., 3.750%, 05/01/2024 | 521,581 | 0.0 | |
500,000 | Ventas Realty L.P., 4.125%, 01/15/2026 | 536,952 | 0.0 | |
1,000,000 | Visa, Inc., 2.050%, 04/15/2030 | 1,050,484 | 0.0 | |
1,000,000 | Visa, Inc., 2.700%, 04/15/2040 | 1,074,552 | 0.1 | |
750,000 | Visa, Inc., 2.750%, 09/15/2027 | 827,841 | 0.0 | |
500,000 | Visa, Inc., 3.150%, 12/14/2025 | 558,223 | 0.0 | |
500,000 | Visa, Inc., 4.300%, 12/14/2045 | 662,151 | 0.0 | |
1,000,000 | (3) | Wells Fargo & Co., 2.879%, 10/30/2030 | 1,069,562 | 0.1 |
2,000,000 | (3) | Wells Fargo & Co., 3.068%, 04/30/2041 | 2,088,827 | 0.1 |
1,500,000 | Wells Fargo & Co., 3.069%, 01/24/2023 | 1,554,096 | 0.1 | |
1,000,000 | Wells Fargo & Co., 3.000%, 10/23/2026 | 1,091,593 | 0.1 | |
1,000,000 | (3) | Wells Fargo & Co., 3.584%, 05/22/2028 | 1,110,507 | 0.1 |
500,000 | Wells Fargo & Co., 4.300%, 07/22/2027 | 573,865 | 0.0 | |
4,000,000 | Wells Fargo & Co., 4.600%, 04/01/2021 | 4,124,063 | 0.1 | |
1,000,000 | Wells Fargo & Co., 4.900%, 11/17/2045 | 1,287,336 | 0.1 | |
983,000 | Wells Fargo & Co., 5.606%, 01/15/2044 | 1,364,092 | 0.1 | |
750,000 | Wells Fargo Bank NA, 6.600%, 01/15/2038 | 1,107,417 | 0.1 | |
500,000 | (3) | Wells Fargo & Co., 2.164%, 02/11/2026 | 516,385 | 0.0 |
1,000,000 | (3) | Wells Fargo & Co., 2.188%, 04/30/2026 | 1,035,152 | 0.0 |
500,000 | Welltower, Inc., 4.000%, 06/01/2025 | 553,050 | 0.0 | |
1,000,000 | Westpac Banking Corp., 2.750%, 01/11/2023 | 1,054,072 | 0.0 | |
750,000 | (3) | Westpac Banking Corp., 4.322%, 11/23/2031 | 832,698 | 0.0 |
500,000 | Zions Bancorp NA, 3.250%, 10/29/2029 | 493,611 | 0.0 | |
292,015,192 | 9.0 | |||
Industrial: 2.0% | ||||
750,000 | (2) | 3M Co., 2.250%, 09/19/2026 | 807,268 | 0.0 |
1,000,000 | 3M Co., 2.875%, 10/15/2027 | 1,113,201 | 0.1 | |
100,000 | 3M Co., 3.000%, 08/07/2025 | 110,700 | 0.0 | |
200,000 | 3M Co., 3.875%, 06/15/2044 | 244,909 | 0.0 | |
1,000,000 | 3M Co., 4.000%, 09/14/2048 | 1,241,119 | 0.1 | |
1,300,000 | Agilent Technologies, Inc., 3.200%, 10/01/2022 | 1,359,701 | 0.1 | |
400,000 | Arrow Electronics, Inc., 3.500%, 04/01/2022 | 410,900 | 0.0 | |
500,000 | (2) | Boeing Co/The, 2.125%, 03/01/2022 | 502,559 | 0.0 |
500,000 | Boeing Co/The, 2.800%, 03/01/2027 | 483,112 | 0.0 | |
500,000 | Boeing Co/The, 3.300%, 03/01/2035 | 456,712 | 0.0 | |
500,000 | Boeing Co/The, 3.600%, 05/01/2034 | 473,746 | 0.0 | |
1,000,000 | Boeing Co/The, 5.040%, 05/01/2027 | 1,104,203 | 0.1 | |
2,000,000 | Boeing Co/The, 5.150%, 05/01/2030 | 2,235,647 | 0.1 | |
1,000,000 | Boeing Co/The, 5.705%, 05/01/2040 | 1,134,369 | 0.1 | |
500,000 | Burlington Northern Santa Fe LLC, 3.000%, 03/15/2023 | 528,906 | 0.0 | |
500,000 | Burlington Northern Santa Fe LLC, 4.375%, 09/01/2042 | 632,460 | 0.0 | |
500,000 | Burlington Northern Santa Fe LLC, 4.450%, 03/15/2043 | 632,116 | 0.0 | |
400,000 | Burlington Northern Santa Fe LLC, 4.900%, 04/01/2044 | 536,073 | 0.0 |
See Accompanying Notes to Financial Statements
89
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2020 (Unaudited) (CONTINUED) |
1,000,000 | Canadian National Railway Co., 2.250%, 11/15/2022 | 1,033,856 | 0.0 | |
750,000 | Canadian Pacific Railway Co., 4.800%, 09/15/2035 | 972,966 | 0.0 | |
750,000 | Canadian Pacific Railway Co., 4.800%, 08/01/2045 | 1,025,096 | 0.0 | |
200,000 | (2) | Caterpillar Financial Services Corp., 2.400%, 08/09/2026 | 216,561 | 0.0 |
300,000 | Caterpillar Financial Services Corp., 2.625%, 03/01/2023 | 317,069 | 0.0 | |
500,000 | Caterpillar Financial Services Corp., 3.750%, 11/24/2023 | 553,623 | 0.0 | |
1,000,000 | Caterpillar, Inc., 3.803%, 08/15/2042 | 1,199,212 | 0.1 | |
1,000,000 | Caterpillar, Inc., 4.300%, 05/15/2044 | 1,258,872 | 0.1 | |
500,000 | CSX Corp., 3.950%, 05/01/2050 | 604,322 | 0.0 | |
500,000 | CSX Corp., 4.100%, 03/15/2044 | 611,531 | 0.0 | |
1,000,000 | CSX Corp., 4.400%, 03/01/2043 | 1,231,166 | 0.1 | |
500,000 | Deere & Co., 3.900%, 06/09/2042 | 626,422 | 0.0 | |
1,000,000 | Emerson Electric Co., 1.950%, 10/15/2030 | 1,023,690 | 0.0 | |
1,000,000 | FedEx Corp., 3.400%, 02/15/2028 | 1,078,654 | 0.0 | |
200,000 | FedEx Corp., 3.875%, 08/01/2042 | 201,059 | 0.0 | |
500,000 | FedEx Corp., 4.750%, 11/15/2045 | 551,934 | 0.0 | |
500,000 | General Dynamics Corp., 2.250%, 11/15/2022 | 520,483 | 0.0 | |
500,000 | (2) | General Dynamics Corp., 3.600%, 11/15/2042 | 578,246 | 0.0 |
430,000 | General Electric Co., 5.875%, 01/14/2038 | 481,602 | 0.0 | |
2,600,000 | Honeywell International, Inc., 3.812%, 11/21/2047 | 3,211,089 | 0.1 | |
500,000 | Illinois Tool Works, Inc., 3.500%, 03/01/2024 | 547,957 | 0.0 | |
500,000 | Illinois Tool Works, Inc., 3.900%, 09/01/2042 | 620,170 | 0.0 | |
500,000 | Trane Technologies Luxembourg Finance SA, 3.800%, 03/21/2029 | 566,531 | 0.0 | |
500,000 | Trane Technologies Luxembourg Finance SA, 4.500%, 03/21/2049 | 599,929 | 0.0 | |
250,000 | Trane Technologies Luxembourg Finance SA, 4.650%, 11/01/2044 | 298,260 | 0.0 | |
1,000,000 | John Deere Capital Corp., 2.800%, 03/06/2023 | 1,063,143 | 0.0 | |
1,000,000 | John Deere Capital Corp., 2.800%, 09/08/2027 | 1,120,304 | 0.1 | |
500,000 | John Deere Capital Corp., 3.350%, 06/12/2024 | 549,833 | 0.0 | |
1,000,000 | (2) | John Deere Capital Corp., 3.450%, 03/07/2029 | 1,160,794 | 0.1 |
373,000 | (3) | Johnson Controls International plc, 3.625%, 07/02/2024 | 398,894 | 0.0 |
250,000 | (3) | Johnson Controls International plc, 4.625%, 07/02/2044 | 282,921 | 0.0 |
24,000 | Johnson Controls International plc, 5.125%, 09/14/2045 | 28,988 | 0.0 | |
800,000 | L3Harris Technologies, Inc., 4.950%, 02/15/2021 | 809,925 | 0.0 | |
1,500,000 | Lockheed Martin Corp., 2.800%, 06/15/2050 | 1,586,985 | 0.1 | |
1,000,000 | Lockheed Martin Corp., 3.550%, 01/15/2026 | 1,148,208 | 0.1 | |
1,250,000 | Lockheed Martin Corp., 3.600%, 03/01/2035 | 1,503,631 | 0.1 | |
500,000 | Lockheed Martin Corp., 4.500%, 05/15/2036 | 650,663 | 0.0 | |
500,000 | Lockheed Martin Corp., 4.700%, 05/15/2046 | 683,644 | 0.0 | |
1,000,000 | Norfolk Southern Corp., 3.950%, 10/01/2042 | 1,168,137 | 0.1 | |
375,000 | Norfolk Southern Corp., 4.800%, 08/15/2043 | 476,175 | 0.0 | |
750,000 | Northrop Grumman Corp., 2.930%, 01/15/2025 | 810,736 | 0.0 | |
500,000 | Northrop Grumman Corp., 3.850%, 04/15/2045 | 589,317 | 0.0 | |
1,000,000 | Northrop Grumman Corp., 4.030%, 10/15/2047 | 1,211,392 | 0.1 | |
500,000 | (1),(2) | Otis Worldwide Corp., 2.293%, 04/05/2027 | 522,850 | 0.0 |
500,000 | (1) | Otis Worldwide Corp., 3.112%, 02/15/2040 | 514,501 | 0.0 |
200,000 | Packaging Corp. of America, 3.650%, 09/15/2024 | 218,416 | 0.0 | |
250,000 | Parker-Hannifin Corp., 4.200%, 11/21/2034 | 300,023 | 0.0 | |
500,000 | Raytheon Technologies Corp., 4.500%, 06/01/2042 | 620,027 | 0.0 | |
406,000 | Raytheon Technologies Corp., 6.125%, 07/15/2038 | 590,072 | 0.0 | |
500,000 | (2) | Republic Services, Inc., 2.300%, 03/01/2030 | 522,140 | 0.0 |
500,000 | (2) | Ryder System, Inc., 2.900%, 12/01/2026 | 517,828 | 0.0 |
300,000 | Stanley Black & Decker, Inc., 2.900%, 11/01/2022 | 316,644 | 0.0 | |
500,000 | Stanley Black & Decker, Inc., 2.300%, 03/15/2030 | 524,683 | 0.0 | |
750,000 | Textron, Inc., 3.650%, 03/01/2021 | 758,825 | 0.0 |
See Accompanying Notes to Financial Statements
90
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2020 (Unaudited) (CONTINUED) |
500,000 | Union Pacific Corp., 2.750%, 04/15/2023 | 526,566 | 0.0 | |
500,000 | Union Pacific Corp., 2.750%, 03/01/2026 | 545,295 | 0.0 | |
250,000 | Union Pacific Corp., 3.375%, 02/01/2035 | 282,098 | 0.0 | |
250,000 | Union Pacific Corp., 3.750%, 03/15/2024 | 275,956 | 0.0 | |
250,000 | Union Pacific Corp., 3.799%, 10/01/2051 | 301,029 | 0.0 | |
750,000 | Union Pacific Corp., 4.050%, 11/15/2045 | 894,049 | 0.0 | |
500,000 | Union Pacific Corp., 4.250%, 04/15/2043 | 605,468 | 0.0 | |
1,000,000 | United Parcel Service, Inc., 2.800%, 11/15/2024 | 1,084,080 | 0.0 | |
1,000,000 | United Parcel Service, Inc., 3.050%, 11/15/2027 | 1,133,967 | 0.1 | |
500,000 | Raytheon Technologies Corp., 4.150%, 05/15/2045 | 598,897 | 0.0 | |
1,000,000 | Raytheon Technologies Corp., 4.450%, 11/16/2038 | 1,224,597 | 0.1 | |
1,000,000 | Raytheon Technologies Corp., 4.625%, 11/16/2048 | 1,297,102 | 0.1 | |
1,000,000 | Vulcan Materials Co., 3.500%, 06/01/2030 | 1,087,266 | 0.0 | |
64,444,070 | 2.0 | |||
Technology: 1.9% | ||||
500,000 | Adobe, Inc., 2.150%, 02/01/2027 | 537,140 | 0.0 | |
500,000 | Analog Devices, Inc., 3.900%, 12/15/2025 | 570,402 | 0.0 | |
1,000,000 | (2) | Apple, Inc., 1.650%, 05/11/2030 | 1,034,808 | 0.0 |
1,000,000 | Apple, Inc., 2.400%, 01/13/2023 | 1,050,150 | 0.0 | |
1,000,000 | Apple, Inc., 2.400%, 05/03/2023 | 1,057,367 | 0.0 | |
750,000 | Apple, Inc., 2.500%, 02/09/2022 | 775,565 | 0.0 | |
1,000,000 | Apple, Inc., 2.650%, 05/11/2050 | 1,036,223 | 0.0 | |
750,000 | Apple, Inc., 3.000%, 02/09/2024 | 811,945 | 0.0 | |
1,000,000 | Apple, Inc., 3.200%, 05/13/2025 | 1,117,990 | 0.1 | |
1,000,000 | Apple, Inc., 3.250%, 02/23/2026 | 1,123,682 | 0.1 | |
1,000,000 | Apple, Inc., 3.350%, 02/09/2027 | 1,135,012 | 0.1 | |
500,000 | (2) | Apple, Inc., 3.450%, 05/06/2024 | 552,775 | 0.0 |
500,000 | Apple, Inc., 3.450%, 02/09/2045 | 585,313 | 0.0 | |
1,000,000 | Apple, Inc., 3.850%, 05/04/2043 | 1,242,251 | 0.1 | |
400,000 | Apple, Inc., 4.375%, 05/13/2045 | 530,669 | 0.0 | |
500,000 | Apple, Inc., 4.450%, 05/06/2044 | 668,186 | 0.0 | |
500,000 | Applied Materials, Inc., 3.900%, 10/01/2025 | 572,040 | 0.0 | |
250,000 | Autodesk, Inc., 4.375%, 06/15/2025 | 285,399 | 0.0 | |
1,000,000 | Broadcom Corp. / Broadcom Cayman Finance Ltd., 3.875%, 01/15/2027 | 1,081,971 | 0.1 | |
1,052,000 | (1) | Broadcom, Inc., 4.110%, 09/15/2028 | 1,152,596 | 0.1 |
400,000 | (1) | Dell International LLC / EMC Corp., 4.420%, 06/15/2021 | 411,180 | 0.0 |
400,000 | (1) | Dell International LLC / EMC Corp., 5.450%, 06/15/2023 | 437,696 | 0.0 |
400,000 | (1) | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | 458,927 | 0.0 |
400,000 | (1) | Dell International LLC / EMC Corp., 8.350%, 07/15/2046 | 520,173 | 0.0 |
1,000,000 | (2) | Fiserv, Inc., 2.250%, 06/01/2027 | 1,047,147 | 0.0 |
1,000,000 | Fiserv, Inc., 2.650%, 06/01/2030 | 1,057,208 | 0.0 | |
1,000,000 | Hewlett Packard Enterprise Co., 3.500%, 10/05/2021 | 1,031,963 | 0.0 | |
500,000 | Hewlett Packard Enterprise Co., 4.400%, 10/15/2022 | 535,669 | 0.0 | |
500,000 | HP, Inc., 2.200%, 06/17/2025 | 517,308 | 0.0 | |
500,000 | HP, Inc., 3.400%, 06/17/2030 | 515,077 | 0.0 | |
1,020,000 | International Business Machines Corp., 2.500%, 01/27/2022 | 1,053,294 | 0.0 | |
1,000,000 | International Business Machines Corp., 3.375%, 08/01/2023 | 1,083,762 | 0.1 | |
1,000,000 | (2) | Intel Corp., 2.450%, 11/15/2029 | 1,081,587 | 0.0 |
1,000,000 | Intel Corp., 3.150%, 05/11/2027 | 1,127,190 | 0.1 | |
500,000 | Intel Corp., 3.250%, 11/15/2049 | 570,569 | 0.0 | |
1,760,000 | Intel Corp., 3.700%, 07/29/2025 | 2,003,836 | 0.1 | |
272,000 | Intel Corp., 3.734%, 12/08/2047 | 328,220 | 0.0 | |
2,000,000 | (2) | International Business Machines Corp., 1.950%, 05/15/2030 | 2,049,655 | 0.1 |
1,000,000 | International Business Machines Corp., 2.850%, 05/15/2040 | 1,038,206 | 0.0 | |
1,000,000 | International Business Machines Corp., 3.450%, 02/19/2026 | 1,128,258 | 0.1 | |
500,000 | Lam Research Corp., 2.800%, 06/15/2021 | 511,227 | 0.0 | |
400,000 | Lam Research Corp., 3.800%, 03/15/2025 | 450,522 | 0.0 | |
750,000 | Lam Research Corp., 4.000%, 03/15/2029 | 891,747 | 0.0 | |
1,000,000 | Microsoft Corp., 2.375%, 05/01/2023 | 1,055,794 | 0.0 | |
1,000,000 | Microsoft Corp., 2.400%, 08/08/2026 | 1,092,602 | 0.1 | |
2,250,000 | Microsoft Corp., 2.525%, 06/01/2050 | 2,340,274 | 0.1 |
See Accompanying Notes to Financial Statements
91
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2020 (Unaudited) (CONTINUED) |
87,000 | Microsoft Corp., 2.675%, 06/01/2060 | 91,348 | 0.0 | |
500,000 | Microsoft Corp., 2.875%, 02/06/2024 | 540,277 | 0.0 | |
500,000 | Microsoft Corp., 3.125%, 11/03/2025 | 561,313 | 0.0 | |
1,500,000 | Microsoft Corp., 3.300%, 02/06/2027 | 1,716,359 | 0.1 | |
250,000 | Microsoft Corp., 3.500%, 02/12/2035 | 306,248 | 0.0 | |
750,000 | Microsoft Corp., 3.625%, 12/15/2023 | 826,949 | 0.0 | |
413,000 | Microsoft Corp., 3.950%, 08/08/2056 | 532,232 | 0.0 | |
1,000,000 | Microsoft Corp., 4.200%, 11/03/2035 | 1,304,122 | 0.1 | |
250,000 | NetApp, Inc., 3.375%, 06/15/2021 | 255,572 | 0.0 | |
500,000 | NVIDIA Corp., 2.850%, 04/01/2030 | 557,235 | 0.0 | |
500,000 | NVIDIA Corp., 3.500%, 04/01/2040 | 585,415 | 0.0 | |
500,000 | NVIDIA Corp., 3.500%, 04/01/2050 | 582,772 | 0.0 | |
500,000 | Oracle Corp., 2.500%, 10/15/2022 | 522,770 | 0.0 | |
750,000 | Oracle Corp., 2.800%, 07/08/2021 | 769,578 | 0.0 | |
1,000,000 | Oracle Corp., 2.950%, 11/15/2024 | 1,084,584 | 0.1 | |
750,000 | Oracle Corp., 2.950%, 05/15/2025 | 818,970 | 0.0 | |
1,000,000 | Oracle Corp., 3.250%, 11/15/2027 | 1,122,474 | 0.1 | |
500,000 | Oracle Corp., 3.400%, 07/08/2024 | 547,538 | 0.0 | |
400,000 | Oracle Corp., 3.850%, 07/15/2036 | 467,204 | 0.0 | |
750,000 | Oracle Corp., 3.900%, 05/15/2035 | 909,014 | 0.0 | |
750,000 | Oracle Corp., 4.125%, 05/15/2045 | 902,458 | 0.0 | |
180,000 | Oracle Corp., 4.300%, 07/08/2034 | 223,393 | 0.0 | |
1,500,000 | Oracle Corp., 5.375%, 07/15/2040 | 2,082,836 | 0.1 | |
500,000 | QUALCOMM, Inc., 3.000%, 05/20/2022 | 522,633 | 0.0 | |
850,000 | QUALCOMM, Inc., 4.650%, 05/20/2035 | 1,131,968 | 0.1 | |
350,000 | QUALCOMM, Inc., 4.800%, 05/20/2045 | 458,203 | 0.0 | |
500,000 | QUALCOMM, Inc., 2.150%, 05/20/2030 | 521,776 | 0.0 | |
61,205,816 | 1.9 | |||
Utilities: 2.2% | ||||
250,000 | Ameren Illinois Co., 4.300%, 07/01/2044 | 311,849 | 0.0 | |
500,000 | Appalachian Power Co., 3.700%, 05/01/2050 | 550,706 | 0.0 | |
500,000 | Appalachian Power Co., 4.400%, 05/15/2044 | 592,572 | 0.0 | |
750,000 | Appalachian Power Co., 4.450%, 06/01/2045 | 920,003 | 0.0 | |
750,000 | Arizona Public Service Co., 2.950%, 09/15/2027 | 813,885 | 0.0 | |
400,000 | Arizona Public Service Co., 3.350%, 06/15/2024 | 429,893 | 0.0 | |
1,000,000 | Arizona Public Service Co., 3.350%, 05/15/2050 | 1,070,794 | 0.1 | |
500,000 | Atmos Energy Corp., 4.125%, 10/15/2044 | 618,254 | 0.0 | |
500,000 | Atmos Energy Corp., 4.125%, 03/15/2049 | 622,456 | 0.0 | |
1,000,000 | Baltimore Gas and Electric Co., 3.350%, 07/01/2023 | 1,069,488 | 0.1 | |
500,000 | Baltimore Gas and Electric Co., 3.500%, 08/15/2046 | 562,021 | 0.0 | |
1,000,000 | Berkshire Hathaway Energy Co., 6.125%, 04/01/2036 | 1,443,254 | 0.1 | |
750,000 | CenterPoint Energy Houston Electric LLC, 3.000%, 02/01/2027 | 809,760 | 0.0 | |
250,000 | CMS Energy Corp., 3.875%, 03/01/2024 | 268,667 | 0.0 | |
250,000 | CMS Energy Corp., 4.875%, 03/01/2044 | 325,243 | 0.0 | |
200,000 | Consolidated Edison Co. of New York, Inc., 4.300%, 12/01/2056 | 238,331 | 0.0 | |
500,000 | Consolidated Edison Co. of New York, Inc., 4.450%, 03/15/2044 | 609,000 | 0.0 | |
500,000 | Consolidated Edison Co. of New York, Inc., 4.500%, 12/01/2045 | 616,582 | 0.0 | |
400,000 | Consolidated Edison Co. of New York, Inc., 4.625%, 12/01/2054 | 509,110 | 0.0 | |
500,000 | Consumers Energy Co., 3.950%, 07/15/2047 | 620,104 | 0.0 | |
200,000 | Dominion Energy Gas Holdings LLC, 3.600%, 12/15/2024 | 219,743 | 0.0 | |
250,000 | DTE Electric Co., 4.300%, 07/01/2044 | 311,907 | 0.0 | |
400,000 | DTE Energy Co., 3.500%, 06/01/2024 | 431,815 | 0.0 | |
400,000 | DTE Energy Co., 3.850%, 12/01/2023 | 434,202 | 0.0 | |
500,000 | Duke Energy Carolinas LLC, 2.500%, 03/15/2023 | 521,209 | 0.0 | |
500,000 | Duke Energy Corp., 3.750%, 09/01/2046 | 567,170 | 0.0 | |
500,000 | Duke Energy Corp., 3.950%, 10/15/2023 | 545,802 | 0.0 | |
500,000 | Duke Energy Corp., 4.800%, 12/15/2045 | 651,007 | 0.0 | |
1,000,000 | (2) | Duke Energy Florida LLC, 3.800%, 07/15/2028 | 1,169,707 | 0.1 |
150,000 | Duke Energy Progress LLC, 4.150%, 12/01/2044 | 183,748 | 0.0 | |
750,000 | Duke Energy Progress LLC, 4.200%, 08/15/2045 | 930,761 | 0.0 |
See Accompanying Notes to Financial Statements
92
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2020 (Unaudited) (CONTINUED) |
1,000,000 | (2) | Duke Energy Corp., 2.450%, 06/01/2030 | 1,055,884 | 0.1 |
500,000 | Enel Generacion Chile SA, 4.250%, 04/15/2024 | 535,371 | 0.0 | |
400,000 | Entergy Arkansas LLC, 3.500%, 04/01/2026 | 450,841 | 0.0 | |
400,000 | Entergy Arkansas LLC, 3.700%, 06/01/2024 | 441,268 | 0.0 | |
1,000,000 | Entergy Corp., 2.800%, 06/15/2030 | 1,055,394 | 0.1 | |
500,000 | Entergy Louisiana LLC, 4.950%, 01/15/2045 | 545,177 | 0.0 | |
1,000,000 | Exelon Corp., 4.950%, 06/15/2035 | 1,235,035 | 0.1 | |
750,000 | Exelon Corp., 5.100%, 06/15/2045 | 975,250 | 0.0 | |
500,000 | Florida Power & Light Co., 3.250%, 06/01/2024 | 542,337 | 0.0 | |
750,000 | Florida Power & Light Co., 3.800%, 12/15/2042 | 905,454 | 0.0 | |
1,500,000 | Florida Power & Light Co., 4.050%, 06/01/2042 | 1,857,964 | 0.1 | |
500,000 | Indiana Michigan Power Co., 4.550%, 03/15/2046 | 635,468 | 0.0 | |
1,000,000 | (1) | Israel Electric Corp. Ltd., 4.250%, 08/14/2028 | 1,134,400 | 0.1 |
1,000,000 | (2) | ITC Holdings Corp., 3.350%, 11/15/2027 | 1,107,943 | 0.1 |
250,000 | ITC Holdings Corp., 3.650%, 06/15/2024 | 272,348 | 0.0 | |
500,000 | Jersey Central Power & Light Co., 6.150%, 06/01/2037 | 644,381 | 0.0 | |
1,000,000 | Kentucky Utilities Co., 3.300%, 06/01/2050 | 1,073,583 | 0.1 | |
2,500,000 | Kentucky Utilities Co., 5.125%, 11/01/2040 | 3,300,674 | 0.1 | |
500,000 | (2) | MidAmerican Energy Co., 3.100%, 05/01/2027 | 562,406 | 0.0 |
500,000 | MidAmerican Energy Co., 3.950%, 08/01/2047 | 611,653 | 0.0 | |
2,000,000 | Mississippi Power Co., 4.250%, 03/15/2042 | 2,359,583 | 0.1 | |
250,000 | (1) | Monongahela Power Co., 5.400%, 12/15/2043 | 350,003 | 0.0 |
1,000,000 | National Fuel Gas Co., 5.200%, 07/15/2025 | 1,060,129 | 0.1 | |
500,000 | National Fuel Gas Co., 5.500%, 01/15/2026 | 532,487 | 0.0 | |
1,000,000 | (3) | National Rural Utilities Cooperative Finance Corp., 5.250%, 04/20/2046 | 1,063,145 | 0.1 |
500,000 | Northern States Power Co/MN, 4.125%, 05/15/2044 | 631,734 | 0.0 | |
250,000 | Oklahoma Gas and Electric Co., 4.000%, 12/15/2044 | 276,184 | 0.0 | |
250,000 | Oklahoma Gas and Electric Co., 4.550%, 03/15/2044 | 290,377 | 0.0 | |
750,000 | Oncor Electric Delivery Co. LLC, 4.100%, 06/01/2022 | 792,471 | 0.0 | |
1,000,000 | Pacific Gas and Electric Co., 2.100%, 08/01/2027 | 990,070 | 0.0 | |
1,000,000 | (2) | Pacific Gas and Electric Co., 2.500%, 02/01/2031 | 980,100 | 0.0 |
1,000,000 | (2) | Pacific Gas and Electric Co., 3.300%, 08/01/2040 | 975,550 | 0.0 |
1,000,000 | (2) | Pacific Gas and Electric Co., 3.500%, 08/01/2050 | 967,880 | 0.0 |
1,000,000 | PacifiCorp, 4.150%, 02/15/2050 | 1,253,959 | 0.1 | |
750,000 | PECO Energy Co., 4.150%, 10/01/2044 | 930,311 | 0.0 | |
250,000 | Piedmont Natural Gas Co., 4.100%, 09/18/2034 | 279,748 | 0.0 | |
500,000 | Public Service Co. of Colorado, 1.900%, 01/15/2031 | 510,662 | 0.0 | |
1,000,000 | Public Service Co. of Colorado, 3.700%, 06/15/2028 | 1,162,649 | 0.1 | |
500,000 | Public Service Co. of Colorado, 4.100%, 06/15/2048 | 629,693 | 0.0 | |
1,000,000 | Public Service Electric and Gas Co., 2.375%, 05/15/2023 | 1,043,443 | 0.1 | |
750,000 | Public Service Electric and Gas Co., 3.800%, 01/01/2043 | 885,595 | 0.0 | |
250,000 | Public Service Electric and Gas Co., 4.000%, 06/01/2044 | 298,317 | 0.0 | |
500,000 | Sempra Energy, 2.850%, 11/15/2020 | 503,112 | 0.0 | |
750,000 | Sempra Energy, 3.550%, 06/15/2024 | 814,699 | 0.0 | |
250,000 | Sempra Energy, 3.750%, 11/15/2025 | 274,336 | 0.0 | |
750,000 | Sierra Pacific Power Co., 2.600%, 05/01/2026 | 815,891 | 0.0 | |
250,000 | Dominion Energy South Carolina, Inc., 5.100%, 06/01/2065 | 369,770 | 0.0 | |
1,313,035 | Southaven Combined Cycle Generation LLC, 3.846%, 08/15/2033 | 1,455,343 | 0.1 | |
500,000 | Southern California Edison Co., 3.900%, 03/15/2043 | 559,401 | 0.0 | |
750,000 | Southern California Edison Co., 4.000%, 04/01/2047 | 857,880 | 0.0 | |
500,000 | Southern California Edison Co., 4.650%, 10/01/2043 | 613,807 | 0.0 | |
500,000 | Southern California Gas Co., 4.300%, 01/15/2049 | 636,861 | 0.0 | |
1,000,000 | Southern Co. Gas Capital Corp., 4.400%, 05/30/2047 | 1,191,037 | 0.1 |
See Accompanying Notes to Financial Statements
93
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2020 (Unaudited) (CONTINUED) |
500,000 | Southern Power Co., 4.150%, 12/01/2025 | 571,908 | 0.0 | |
250,000 | Union Electric Co., 3.500%, 04/15/2024 | 270,849 | 0.0 | |
300,000 | Union Electric Co., 3.900%, 09/15/2042 | 349,039 | 0.0 | |
500,000 | Virginia Electric and Power Co., 4.450%, 02/15/2044 | 624,790 | 0.0 | |
1,533,000 | Virginia Electric and Power Co., 6.000%, 05/15/2037 | 2,149,270 | 0.1 | |
1,000,000 | Evergy Kansas Central, Inc., 4.125%, 03/01/2042 | 1,177,593 | 0.1 | |
500,000 | Evergy Kansas Central, Inc., 4.625%, 09/01/2043 | 617,742 | 0.0 | |
250,000 | Wisconsin Electric Power Co., 4.250%, 06/01/2044 | 289,733 | 0.0 | |
500,000 | Wisconsin Power and Light Co., 4.100%, 10/15/2044 | 573,304 | 0.0 | |
70,892,329 | 2.2 | |||
Total Corporate Bonds/Notes | ||||
(Cost $780,568,527) | 871,239,324 | 27.0 | ||
COLLATERALIZED MORTGAGE OBLIGATIONS: 0.1% | ||||
1,195,887 | Fannie Mae 2012-110 CA, 3.000%, 10/25/2042 | 1,281,146 | 0.1 | |
885,238 | Fannie Mae REMIC Trust 2006-78 BZ, 6.500%, 08/25/2036 | 1,039,109 | 0.0 | |
Total Collateralized Mortgage Obligations | ||||
(Cost $2,182,012) | 2,320,255 | 0.1 | ||
MUNICIPAL BONDS: 1.0% | ||||
California: 0.2% | ||||
4,335,000 | State of California, 7.550%, 04/01/2039 | 7,738,365 | 0.2 | |
Connecticut: 0.2% | ||||
3,735,000 | State of Connecticut, 5.850%, 03/15/2032 | 5,066,789 | 0.2 | |
New Jersey: 0.3% | ||||
3,425,000 | New Jersey Turnpike Authority, 7.102%, 01/01/2041 | 5,672,451 | 0.2 | |
2,335,000 | Port Authority of New York & New Jersey, 4.926%, 10/01/2051 | 3,262,368 | 0.1 | |
8,934,819 | 0.3 | |||
New York: 0.1% | ||||
3,495,000 | Metropolitan Transportation Authority, 6.814%, 11/15/2040 | 4,567,301 | 0.1 | |
Washington: 0.2% | ||||
3,900,000 | State of Washington, 5.140%, 08/01/2040 | 5,702,658 | 0.2 | |
Total Municipal Bonds | ||||
(Cost $22,832,940) | 32,009,932 | 1.0 | ||
U.S. TREASURY OBLIGATIONS: 39.3% | ||||
U.S. Treasury Bonds: 9.0% | ||||
45,833,000 | (2) | 0.625%,05/15/2030 | 45,700,514 | 1.4 |
4,728,000 | 1.125%,05/15/2040 | 4,684,691 | 0.1 | |
86,501,000 | 2.000%,02/15/2050 | 99,040,266 | 3.1 | |
10,659,000 | 2.250%,08/15/2046 | 12,640,700 | 0.4 | |
7,000,000 | 2.500%,02/15/2046 | 8,668,379 | 0.3 | |
9,072,000 | 2.500%,05/15/2046 | 11,250,166 | 0.4 | |
9,022,000 | 3.000%,11/15/2044 | 12,081,374 | 0.4 | |
10,042,000 | 3.000%,11/15/2045 | 13,534,537 | 0.4 | |
26,600 | 3.000%,02/15/2049 | 36,714 | 0.0 | |
1,482,000 | 3.125%,02/15/2043 | 2,009,905 | 0.1 | |
5,686,000 | 3.125%,08/15/2044 | 7,754,949 | 0.2 | |
13,888,000 | 3.625%,08/15/2043 | 20,290,314 | 0.6 | |
14,092,000 | 3.625%,02/15/2044 | 20,632,394 | 0.6 | |
13,251,000 | 3.750%,11/15/2043 | 19,725,614 | 0.6 | |
7,845,000 | 3.875%,08/15/2040 | 11,695,179 | 0.4 | |
830,000 | 6.000%,02/15/2026 | 1,090,931 | 0.0 | |
290,836,627 | 9.0 | |||
U.S. Treasury Notes: 30.3% | ||||
234,448,000 | 0.125%,06/30/2022 | 234,328,945 | 7.3 | |
157,255,000 | 0.250%,06/15/2023 | 157,598,995 | 4.9 | |
201,938,000 | 0.250%,06/30/2025 | 201,563,310 | 6.3 | |
109,851,000 | 0.500%,06/30/2027 | 109,932,530 | 3.4 | |
28,000,000 | 1.125%,08/31/2021 | 28,310,625 | 0.9 | |
13,040,000 | 1.250%,10/31/2021 | 13,228,723 | 0.4 | |
7,000,000 | 1.375%,08/31/2023 | 7,264,144 | 0.2 | |
5,000,000 | 1.375%,09/30/2023 | 5,193,362 | 0.2 | |
4,833,000 | 1.500%,01/31/2022 | 4,934,852 | 0.2 | |
10,000,000 | 1.500%,02/28/2023 | 10,354,102 | 0.3 | |
10,000,000 | 1.500%,03/31/2023 | 10,366,016 | 0.3 | |
456,000 | 1.500%,10/31/2024 | 480,750 | 0.0 | |
2,976,000 | 1.625%,08/15/2022 | 3,068,767 | 0.1 | |
6,480,000 | 1.625%,04/30/2023 | 6,745,528 | 0.2 | |
10,184,000 | 1.625%,05/31/2023 | 10,614,632 | 0.3 | |
4,046,000 | 1.625%,10/31/2023 | 4,239,686 | 0.1 | |
24,847,000 | 1.625%,02/15/2026 | 26,587,746 | 0.8 | |
7,810,000 | 1.750%,04/30/2022 | 8,037,741 | 0.3 | |
168,000 | 1.750%,07/15/2022 | 173,437 | 0.0 | |
18,000,000 | 1.750%,09/30/2022 | 18,640,898 | 0.6 | |
69,000 | 1.750%,01/31/2023 | 71,803 | 0.0 | |
8,000,000 | 1.875%,11/30/2021 | 8,193,906 | 0.3 | |
3,003,000 | 1.875%,08/31/2022 | 3,114,263 | 0.1 | |
10,000 | 1.875%,06/30/2026 | 10,875 | 0.0 | |
8,063,000 | 2.000%,12/31/2021 | 8,285,205 | 0.3 | |
4,000,000 | 2.000%,07/31/2022 | 4,153,359 | 0.1 | |
17,133,000 | 2.000%,11/15/2026 | 18,818,191 | 0.6 | |
3,700,000 | 2.125%,09/30/2021 | 3,790,549 | 0.1 | |
3,774,000 | (2) | 2.125%,12/31/2021 | 3,884,788 | 0.1 |
10,105,000 | 2.125%,06/30/2022 | 10,502,095 | 0.3 | |
5,000,000 | 2.125%,11/30/2023 | 5,329,102 | 0.2 | |
51,000 | 2.250%,04/30/2021 | 51,886 | 0.0 | |
3,011,000 | 2.250%,12/31/2023 | 3,227,063 | 0.1 | |
19,000 | 2.250%,04/30/2024 | 20,480 | 0.0 | |
6,457,000 | 2.250%,11/15/2024 | 7,021,231 | 0.2 | |
590,000 | 2.375%,12/31/2020 | 596,453 | 0.0 | |
373,000 | 2.375%,04/30/2026 | 415,939 | 0.0 | |
68,000 | 2.375%,05/15/2029 | 78,486 | 0.0 | |
9,874,000 | 2.500%,05/15/2024 | 10,746,075 | 0.3 | |
11,396,000 | 2.750%,09/15/2021 | 11,751,012 | 0.4 |
See Accompanying Notes to Financial Statements
94
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2020 (Unaudited) (CONTINUED) |
6,569,500 | 2.750%,11/15/2023 | 7,134,708 | 0.2 | |
7,052,000 | 2.750%,02/15/2024 | 7,701,418 | 0.2 | |
976,563,676 | 30.3 | |||
Total U.S. Treasury Obligations | ||||
(Cost $1,217,876,949) | 1,267,400,303 | 39.3 | ||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 25.7% | ||||
Federal Home Loan Mortgage Corporation: 6.3%(4) | ||||
5,310,288 | 3.000%,04/01/2045 | 5,679,185 | 0.2 | |
5,549,364 | 3.000%,04/01/2045 | 6,001,680 | 0.2 | |
22,742,441 | 3.000%,05/01/2045 | 24,169,190 | 0.8 | |
8,361,697 | 3.000%,11/01/2046 | 9,096,456 | 0.3 | |
8,816,030 | 3.000%,11/01/2047 | 9,530,495 | 0.3 | |
1,777,471 | 3.500%,01/01/2042 | 1,920,763 | 0.1 | |
295,191 | 3.500%,01/01/2042 | 319,394 | 0.0 | |
5,205,207 | 3.500%,08/01/2042 | 5,629,716 | 0.2 | |
19,831,313 | 3.500%,04/01/2043 | 21,426,967 | 0.7 | |
22,296,546 | 3.500%,02/01/2044 | 24,110,399 | 0.8 | |
7,969,962 | 3.500%,12/01/2046 | 8,576,348 | 0.3 | |
5,315,269 | 3.500%,12/01/2047 | 5,710,658 | 0.2 | |
23,494,338 | 3.500%,03/01/2048 | 25,683,944 | 0.8 | |
801,594 | 3.900%, (US0012M + 1.900%),02/01/2042 | 819,828 | 0.0 | |
676,278 | 4.000%,01/01/2025 | 715,382 | 0.0 | |
100,077 | 4.000%,08/01/2040 | 108,273 | 0.0 | |
1,360,718 | 4.000%,04/01/2041 | 1,491,480 | 0.1 | |
1,127,108 | 4.000%,05/01/2041 | 1,235,446 | 0.1 | |
52,266 | 4.000%,08/01/2041 | 57,010 | 0.0 | |
169,785 | 4.000%,12/01/2041 | 186,312 | 0.0 | |
741,322 | 4.000%,01/01/2042 | 798,916 | 0.0 | |
2,390,597 | 4.000%,03/01/2042 | 2,624,861 | 0.1 | |
67,590 | 4.000%,12/01/2042 | 74,285 | 0.0 | |
795,976 | 4.000%,02/01/2044 | 897,418 | 0.0 | |
606,656 | 4.000%,07/01/2045 | 655,953 | 0.0 | |
578,115 | 4.000%,09/01/2045 | 626,294 | 0.0 | |
480,159 | 4.000%,09/01/2045 | 519,987 | 0.0 | |
686,369 | 4.000%,09/01/2045 | 743,303 | 0.0 | |
10,686,442 | 4.000%,11/01/2045 | 11,572,905 | 0.4 | |
1,619,939 | 4.000%,05/01/2046 | 1,749,583 | 0.1 | |
565,386 | 4.000%,11/01/2047 | 601,233 | 0.0 | |
721,868 | 4.000%,03/01/2048 | 766,765 | 0.0 | |
2,864 | 4.500%,04/01/2023 | 3,031 | 0.0 | |
61,835 | 4.500%,03/01/2039 | 68,764 | 0.0 | |
187,066 | 4.500%,08/01/2039 | 208,135 | 0.0 | |
457,058 | 4.500%,09/01/2039 | 508,563 | 0.0 | |
322,075 | 4.500%,09/01/2039 | 358,080 | 0.0 | |
226,991 | 4.500%,09/01/2039 | 252,110 | 0.0 | |
433,999 | 4.500%,10/01/2039 | 475,069 | 0.0 | |
623,710 | 4.500%,12/01/2039 | 693,939 | 0.0 | |
200,873 | 4.500%,03/01/2040 | 223,558 | 0.0 | |
417,332 | 4.500%,04/01/2040 | 463,776 | 0.0 | |
87,076 | 4.500%,06/01/2040 | 96,825 | 0.0 | |
444,611 | 4.500%,07/01/2040 | 494,223 | 0.0 | |
449,521 | 4.500%,07/01/2040 | 497,890 | 0.0 | |
417,849 | 4.500%,08/01/2040 | 462,887 | 0.0 | |
145,268 | 4.500%,08/01/2040 | 161,527 | 0.0 | |
142,112 | 4.500%,03/01/2041 | 157,991 | 0.0 | |
479,162 | 4.500%,03/01/2041 | 533,028 | 0.0 | |
202,454 | 4.500%,04/01/2041 | 225,163 | 0.0 | |
617,991 | 4.500%,06/01/2041 | 688,386 | 0.0 | |
521,430 | 4.500%,07/01/2041 | 580,654 | 0.0 | |
3,213,294 | 4.500%,08/01/2041 | 3,579,088 | 0.1 | |
53,672 | 4.500%,08/01/2041 | 58,083 | 0.0 | |
2,731,162 | 4.500%,07/01/2048 | 2,939,868 | 0.1 | |
16,580 | 5.000%,03/01/2034 | 19,015 | 0.0 | |
99,862 | 5.000%,12/01/2034 | 114,783 | 0.0 | |
116,498 | 5.000%,08/01/2035 | 133,467 | 0.0 | |
310,439 | 5.000%,08/01/2035 | 356,415 | 0.0 | |
101,614 | 5.000%,10/01/2035 | 116,702 | 0.0 | |
137,468 | 5.000%,10/01/2035 | 157,641 | 0.0 | |
98,297 | 5.000%,10/01/2035 | 112,202 | 0.0 | |
247,479 | 5.000%,12/01/2035 | 284,304 | 0.0 | |
31,668 | 5.000%,04/01/2036 | 36,096 | 0.0 | |
108,983 | 5.000%,11/01/2036 | 125,175 | 0.0 | |
77,828 | 5.000%,02/01/2037 | 89,478 | 0.0 | |
60,728 | 5.000%,05/01/2037 | 69,839 | 0.0 | |
914,751 | 5.000%,10/01/2037 | 1,050,521 | 0.1 | |
534,302 | 5.000%,03/01/2038 | 614,207 | 0.0 | |
453,112 | 5.000%,03/01/2038 | 520,379 | 0.0 | |
160,724 | 5.000%,03/01/2038 | 184,573 | 0.0 | |
164,207 | 5.000%,04/01/2038 | 188,055 | 0.0 | |
16,506 | 5.000%,10/01/2038 | 18,935 | 0.0 | |
62,797 | 5.000%,06/01/2040 | 72,173 | 0.0 | |
162,908 | 5.000%,08/01/2040 | 187,256 | 0.0 | |
390,570 | 5.000%,04/01/2041 | 448,982 | 0.0 | |
52,778 | 5.490%,02/01/2037 | 58,147 | 0.0 | |
84,800 | 5.500%,12/01/2024 | 88,599 | 0.0 | |
76,154 | 5.500%,09/01/2034 | 87,436 | 0.0 | |
79,116 | 5.500%,01/01/2035 | 90,109 | 0.0 | |
887,100 | 5.500%,09/01/2035 | 1,019,654 | 0.1 | |
40,186 | 5.500%,09/01/2035 | 46,246 | 0.0 | |
815,594 | 5.500%,10/01/2035 | 934,879 | 0.1 | |
267,833 | 5.500%,03/01/2036 | 308,113 | 0.0 | |
61,488 | 5.500%,03/01/2036 | 70,450 | 0.0 | |
48,942 | 5.500%,05/01/2036 | 56,104 | 0.0 | |
234,331 | 5.500%,06/01/2036 | 269,440 | 0.0 | |
86,723 | 5.500%,07/01/2036 | 99,014 | 0.0 | |
3,632 | 5.500%,07/01/2036 | 4,176 | 0.0 | |
15,491 | 5.500%,07/01/2036 | 17,811 | 0.0 | |
18,046 | 5.500%,10/01/2036 | 20,700 | 0.0 | |
103,169 | 5.500%,11/01/2036 | 118,728 | 0.0 | |
11,413 | 5.500%,12/01/2036 | 12,562 | 0.0 | |
78,664 | 5.500%,12/01/2036 | 90,495 | 0.0 | |
57,312 | 5.500%,12/01/2036 | 65,972 | 0.0 | |
69,685 | 5.500%,02/01/2037 | 80,165 | 0.0 | |
10,351 | 5.500%,02/01/2037 | 11,788 | 0.0 | |
23,616 | 5.500%,05/01/2037 | 27,074 | 0.0 | |
3,502 | 5.500%,06/01/2037 | 4,027 | 0.0 | |
41,025 | 5.500%,12/01/2037 | 47,005 | 0.0 | |
20,685 | 5.500%,03/01/2038 | 23,781 | 0.0 | |
4,726 | 5.500%,06/01/2038 | 5,404 | 0.0 | |
11,738 | 5.500%,06/01/2038 | 13,461 | 0.0 | |
10,428 | 5.500%,08/01/2038 | 11,869 | 0.0 | |
1,910 | 5.500%,10/01/2038 | 2,138 | 0.0 | |
725,219 | 5.500%,11/01/2038 | 833,598 | 0.0 | |
11,745 | 5.500%,12/01/2038 | 13,481 | 0.0 | |
15,940 | 5.500%,12/01/2038 | 18,293 | 0.0 | |
13,218 | 5.500%,12/01/2038 | 15,145 | 0.0 | |
114,198 | 5.500%,01/01/2039 | 131,168 | 0.0 | |
20,834 | 5.500%,01/01/2039 | 23,939 | 0.0 | |
69,656 | 5.500%,01/01/2040 | 78,294 | 0.0 | |
79,282 | 5.500%,01/01/2040 | 90,993 | 0.0 | |
77,854 | 5.500%,03/01/2040 | 89,055 | 0.0 | |
110,993 | 5.500%,01/01/2041 | 122,364 | 0.0 | |
60,497 | 5.750%,05/01/2037 | 66,925 | 0.0 | |
119,282 | 5.800%,07/01/2037 | 131,943 | 0.0 | |
65,388 | 5.800%,08/01/2037 | 72,438 | 0.0 | |
74,585 | 5.800%,09/01/2037 | 82,650 | 0.0 | |
38,485 | 5.800%,09/01/2037 | 42,647 | 0.0 | |
4,712 | 6.000%,04/01/2028 | 5,323 | 0.0 | |
43,369 | 6.000%,07/01/2028 | 48,215 | 0.0 | |
225 | 6.000%,04/01/2036 | 251 | 0.0 | |
3,158 | 6.000%,04/01/2036 | 3,672 | 0.0 | |
10,344 | 6.000%,04/01/2036 | 12,058 | 0.0 | |
31,405 | 6.000%,06/01/2036 | 36,572 | 0.0 | |
10,469 | 6.000%,07/01/2036 | 12,220 | 0.0 | |
10,009 | 6.000%,08/01/2036 | 11,685 | 0.0 |
See Accompanying Notes to Financial Statements
95
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2020 (Unaudited) (CONTINUED) |
2,933 | 6.000%,08/01/2036 | 3,261 | 0.0 | |
59,118 | 6.000%,08/01/2036 | 67,567 | 0.0 | |
63,451 | 6.000%,01/01/2037 | 73,844 | 0.0 | |
49,518 | 6.000%,02/01/2037 | 57,860 | 0.0 | |
2,968 | 6.000%,04/01/2037 | 3,467 | 0.0 | |
1,383 | 6.000%,06/01/2037 | 1,611 | 0.0 | |
14,817 | 6.000%,06/01/2037 | 16,906 | 0.0 | |
7,815 | 6.000%,07/01/2037 | 9,127 | 0.0 | |
302 | 6.000%,07/01/2037 | 352 | 0.0 | |
1,924 | 6.000%,08/01/2037 | 2,241 | 0.0 | |
3,719 | 6.000%,08/01/2037 | 4,328 | 0.0 | |
8,110 | 6.000%,08/01/2037 | 9,467 | 0.0 | |
7,548 | 6.000%,08/01/2037 | 8,394 | 0.0 | |
153,893 | 6.000%,08/01/2037 | 174,613 | 0.0 | |
26,659 | 6.000%,08/01/2037 | 31,020 | 0.0 | |
6,528 | 6.000%,08/01/2037 | 7,258 | 0.0 | |
6,126 | 6.000%,09/01/2037 | 7,152 | 0.0 | |
15,733 | 6.000%,09/01/2037 | 18,124 | 0.0 | |
2,742 | 6.000%,09/01/2037 | 3,132 | 0.0 | |
14,049 | 6.000%,10/01/2037 | 16,416 | 0.0 | |
19,214 | 6.000%,10/01/2037 | 21,398 | 0.0 | |
5,796 | 6.000%,10/01/2037 | 6,444 | 0.0 | |
10,562 | 6.000%,10/01/2037 | 12,342 | 0.0 | |
32,906 | 6.000%,11/01/2037 | 38,287 | 0.0 | |
1,202 | 6.000%,11/01/2037 | 1,336 | 0.0 | |
2,965 | 6.000%,11/01/2037 | 3,461 | 0.0 | |
65,993 | 6.000%,12/01/2037 | 76,879 | 0.0 | |
957 | 6.000%,12/01/2037 | 1,065 | 0.0 | |
20,434 | 6.000%,01/01/2038 | 23,775 | 0.0 | |
19,720 | 6.000%,01/01/2038 | 23,042 | 0.0 | |
2,774 | 6.000%,01/01/2038 | 3,229 | 0.0 | |
19,480 | 6.000%,02/01/2038 | 21,660 | 0.0 | |
2,465 | 6.000%,02/01/2038 | 2,744 | 0.0 | |
17,707 | 6.000%,05/01/2038 | 19,888 | 0.0 | |
1,611 | 6.000%,06/01/2038 | 1,876 | 0.0 | |
26,922 | 6.000%,07/01/2038 | 30,657 | 0.0 | |
59,853 | 6.000%,07/01/2038 | 69,613 | 0.0 | |
280,060 | 6.000%,09/01/2038 | 324,520 | 0.0 | |
9,351 | 6.000%,09/01/2038 | 10,926 | 0.0 | |
10,980 | 6.000%,09/01/2038 | 12,215 | 0.0 | |
1,028 | 6.000%,09/01/2038 | 1,196 | 0.0 | |
13,667 | 6.000%,11/01/2038 | 15,322 | 0.0 | |
144,813 | 6.000%,01/01/2039 | 167,544 | 0.0 | |
173,280 | 6.000%,04/01/2039 | 200,905 | 0.0 | |
41,017 | 6.000%,08/01/2039 | 46,505 | 0.0 | |
56,208 | 6.000%,10/01/2039 | 65,341 | 0.0 | |
21,590 | 6.000%,11/01/2039 | 25,127 | 0.0 | |
52,814 | 6.000%,11/01/2039 | 58,929 | 0.0 | |
2,022 | 6.000%,12/01/2039 | 2,362 | 0.0 | |
70,242 | 6.000%,05/01/2040 | 81,997 | 0.0 | |
58,339 | 6.150%,12/01/2037 | 64,943 | 0.0 | |
71,958 | 6.150%,01/01/2038 | 80,188 | 0.0 | |
110,722 | 6.150%,02/01/2038 | 123,355 | 0.0 | |
83,167 | 6.150%,02/01/2038 | 92,649 | 0.0 | |
840,000 | 6.250%,07/15/2032 | 1,320,670 | 0.1 | |
11,329 | 6.500%,06/01/2036 | 13,130 | 0.0 | |
2,387 | 6.500%,08/01/2036 | 2,817 | 0.0 | |
1,210 | 6.500%,10/01/2036 | 1,408 | 0.0 | |
42,330 | 6.500%,10/01/2036 | 48,684 | 0.0 | |
18,295 | 6.500%,07/01/2037 | 20,874 | 0.0 | |
6,796 | 6.500%,09/01/2037 | 7,826 | 0.0 | |
3,672 | 6.500%,10/01/2037 | 4,177 | 0.0 | |
4,001 | 6.500%,11/01/2037 | 4,636 | 0.0 | |
18,795 | 6.500%,04/01/2038 | 21,514 | 0.0 | |
9,832 | 6.500%,04/01/2038 | 11,210 | 0.0 | |
619 | 6.500%,05/01/2038 | 690 | 0.0 | |
3,505 | 6.500%,05/01/2038 | 3,904 | 0.0 | |
2,135 | 6.500%,07/01/2038 | 2,377 | 0.0 | |
1,303 | 6.500%,08/01/2038 | 1,512 | 0.0 | |
266 | 6.500%,10/01/2038 | 302 | 0.0 | |
7,419 | 6.500%,11/01/2038 | 8,436 | 0.0 | |
9,480 | 6.500%,12/01/2038 | 10,614 | 0.0 | |
7,233 | 6.500%,12/01/2038 | 8,054 | 0.0 | |
637 | 6.500%,12/01/2038 | 709 | 0.0 | |
56,499 | 6.500%,12/01/2038 | 62,910 | 0.0 | |
587,149 | 6.500%,12/01/2038 | 700,130 | 0.0 | |
2,935 | 6.500%,01/01/2039 | 3,574 | 0.0 | |
202,867,559 | 6.3 | |||
Federal National Mortgage Association: 1.0%(4) | ||||
4,247,766 | 3.000%,09/01/2046 | 4,406,212 | 0.1 | |
18,279,294 | 3.500%,11/01/2051 | 19,800,205 | 0.6 | |
1,297,266 | 3.720%,10/01/2029 | 1,487,368 | 0.1 | |
67,732 | 5.700%,07/01/2036 | 70,437 | 0.0 | |
14,579 | 5.700%,07/01/2036 | 14,640 | 0.0 | |
805,000 | 6.625%,11/15/2030 | 1,246,045 | 0.0 | |
3,430,000 | 7.125%,01/15/2030 | 5,321,897 | 0.2 | |
32,346,804 | 1.0 | |||
Government National Mortgage Association: 6.7% | ||||
7,979,157 | 3.000%,07/20/2045 | 8,523,563 | 0.3 | |
14,968,660 | 3.000%,05/20/2050 | 15,887,107 | 0.5 | |
61,950,000 | (5) | 3.000%,07/21/2050 | 65,621,021 | 2.0 |
20,381,565 | 3.500%,03/20/2047 | 21,833,030 | 0.7 | |
11,838,772 | 3.500%,09/20/2047 | 12,608,784 | 0.4 | |
3,467,573 | 3.500%,01/20/2048 | 3,717,948 | 0.1 | |
21,208,951 | 3.500%,02/20/2048 | 22,719,497 | 0.7 | |
21,260,994 | 3.500%,03/20/2048 | 22,886,696 | 0.7 | |
5,225,014 | 4.000%,10/20/2043 | 5,647,428 | 0.2 | |
5,021,725 | 4.000%,03/20/2046 | 5,454,872 | 0.2 | |
2,667,847 | 4.000%,03/20/2046 | 2,870,019 | 0.1 | |
899,519 | 4.500%,02/20/2041 | 1,005,467 | 0.0 | |
276,231 | 4.500%,03/20/2041 | 303,380 | 0.0 | |
1,057,152 | 4.500%,05/20/2041 | 1,161,201 | 0.1 | |
1,183,707 | 4.500%,06/20/2041 | 1,300,081 | 0.1 | |
2,249,719 | 4.500%,07/20/2041 | 2,515,039 | 0.1 | |
930,658 | 4.500%,09/20/2041 | 1,022,336 | 0.0 | |
2,823,628 | 4.500%,10/20/2041 | 3,101,916 | 0.1 | |
8,540,535 | 4.500%,01/20/2050 | 9,131,202 | 0.3 | |
10,633 | 5.000%,10/15/2037 | 12,164 | 0.0 | |
2,255 | 5.000%,04/15/2038 | 2,509 | 0.0 | |
56,063 | 5.000%,03/15/2039 | 64,103 | 0.0 | |
100,273 | 5.000%,08/15/2039 | 113,894 | 0.0 | |
811,750 | 5.000%,09/15/2039 | 927,935 | 0.0 | |
836,058 | 5.000%,09/15/2039 | 955,986 | 0.0 | |
675,739 | 5.000%,02/15/2040 | 771,968 | 0.0 | |
465,586 | 5.000%,04/15/2040 | 523,467 | 0.0 | |
1,117,319 | 5.000%,06/15/2040 | 1,275,532 | 0.1 | |
40,211 | 5.000%,07/15/2040 | 45,858 | 0.0 | |
296,549 | 5.000%,04/15/2042 | 327,097 | 0.0 | |
652,890 | 5.000%,04/20/2042 | 738,317 | 0.0 | |
957,698 | 5.000%,06/20/2048 | 1,041,825 | 0.0 | |
29,327 | 5.500%,07/20/2038 | 33,820 | 0.0 | |
382,865 | 5.500%,09/20/2039 | 441,440 | 0.0 | |
27,696 | 5.500%,10/20/2039 | 31,746 | 0.0 | |
16,419 | 5.500%,11/20/2039 | 18,861 | 0.0 | |
642,318 | 5.500%,11/20/2039 | 740,689 | 0.0 | |
9,622 | 5.500%,12/20/2040 | 11,124 | 0.0 | |
30,179 | 5.500%,01/20/2041 | 34,790 | 0.0 | |
211,578 | 5.500%,03/20/2041 | 244,014 | 0.0 | |
309,551 | 5.500%,04/20/2041 | 357,289 | 0.0 | |
489,527 | 5.500%,05/20/2041 | 564,439 | 0.0 | |
475,282 | 5.500%,06/20/2041 | 548,422 | 0.0 | |
15,198 | 6.000%,10/15/2036 | 18,100 | 0.0 | |
46,646 | 6.000%,08/15/2037 | 55,532 | 0.0 |
See Accompanying Notes to Financial Statements
96
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2020 (Unaudited) (CONTINUED) |
38,065 | 6.000%,11/15/2037 | 45,339 | 0.0 | |
6,834 | 6.000%,12/15/2037 | 7,642 | 0.0 | |
23,201 | 6.000%,01/15/2038 | 27,001 | 0.0 | |
23,444 | 6.000%,01/15/2038 | 27,913 | 0.0 | |
24,921 | 6.000%,02/15/2038 | 29,675 | 0.0 | |
75,218 | 6.000%,02/15/2038 | 86,277 | 0.0 | |
228 | 6.000%,02/15/2038 | 255 | 0.0 | |
797 | 6.000%,04/15/2038 | 885 | 0.0 | |
149,944 | 6.000%,05/15/2038 | 178,477 | 0.0 | |
169,817 | 6.000%,05/15/2038 | 202,302 | 0.0 | |
24,541 | 6.000%,07/15/2038 | 29,051 | 0.0 | |
50,935 | 6.000%,09/15/2038 | 58,790 | 0.0 | |
18,159 | 6.000%,11/15/2038 | 20,199 | 0.0 | |
713,159 | 6.000%,08/20/2040 | 819,822 | 0.0 | |
218,745,136 | 6.7 | |||
Other U.S. Agency Obligations: 1.0% | ||||
3,489,000 | 1.620%,09/04/2025 | 3,676,406 | 0.1 | |
1,500,000 | (2) | 1.875%,08/15/2022 | 1,546,200 | 0.1 |
12,500,000 | 2.390%,11/01/2034 | 13,932,056 | 0.4 | |
5,000,000 | 2.400%,09/21/2026 | 5,559,087 | 0.2 | |
10,000 | 6.150%,01/15/2038 | 16,271 | 0.0 | |
5,000,000 | (2) | 7.125%,05/01/2030 | 7,777,254 | 0.2 |
32,507,274 | 1.0 | |||
Uniform Mortgage-Backed Securities: 10.7% | ||||
29,800,000 | (5) | 2.000%,08/01/2035 | 30,775,485 | 1.0 |
3,974,391 | 2.500%,09/01/2027 | 4,172,825 | 0.1 | |
4,108,214 | 2.500%,06/01/2030 | 4,356,126 | 0.1 | |
5,921,762 | 2.500%,06/01/2030 | 6,279,211 | 0.2 | |
2,438,485 | 2.500%,07/01/2030 | 2,585,876 | 0.1 | |
46,122,000 | (5) | 2.500%,08/13/2050 | 47,978,176 | 1.5 |
1,416,832 | 3.000%,06/01/2026 | 1,489,290 | 0.1 | |
5,713,306 | 3.000%,08/01/2030 | 6,074,151 | 0.2 | |
2,363,404 | 3.000%,09/01/2030 | 2,519,744 | 0.1 | |
17,422,072 | 3.000%,12/01/2042 | 18,952,783 | 0.6 | |
9,419,853 | 3.000%,07/01/2043 | 10,097,987 | 0.3 | |
4,684,177 | 3.000%,09/01/2043 | 5,019,390 | 0.2 | |
4,871,426 | 3.000%,07/01/2046 | 5,288,249 | 0.2 | |
1,900,985 | 3.000%,08/01/2046 | 2,055,521 | 0.1 | |
19,728,216 | 3.000%,12/01/2046 | 20,907,640 | 0.7 | |
3,565,566 | 3.500%,05/01/2029 | 3,762,943 | 0.1 | |
1,190,173 | 3.500%,03/01/2041 | 1,288,299 | 0.0 | |
1,291,402 | 3.500%,12/01/2041 | 1,397,226 | 0.1 | |
2,292,918 | 3.500%,01/01/2042 | 2,479,654 | 0.1 | |
4,880,434 | 3.500%,10/01/2042 | 5,280,167 | 0.2 | |
11,254,746 | 3.500%,11/01/2042 | 12,120,475 | 0.4 | |
4,844,850 | 3.500%,01/01/2046 | 5,298,840 | 0.2 | |
7,396,140 | 3.500%,02/01/2046 | 8,089,221 | 0.3 | |
3,507,492 | 3.500%,02/01/2046 | 3,836,164 | 0.1 | |
8,448,044 | 3.500%,04/01/2046 | 9,087,818 | 0.3 | |
3,438,989 | 3.500%,02/01/2050 | 3,617,204 | 0.1 | |
1,605,751 | 4.000%,09/01/2026 | 1,698,801 | 0.1 | |
836,961 | 4.000%,10/01/2040 | 921,202 | 0.0 | |
160,392 | 4.000%,10/01/2040 | 176,083 | 0.0 | |
12,516,593 | 4.000%,11/01/2040 | 13,698,001 | 0.4 | |
1,152,561 | 4.000%,12/01/2040 | 1,266,089 | 0.0 | |
1,498,653 | 4.000%,12/01/2040 | 1,649,451 | 0.1 | |
2,331,523 | 4.000%,02/01/2041 | 2,560,988 | 0.1 | |
312,046 | 4.000%,03/01/2041 | 337,777 | 0.0 | |
360,215 | 4.000%,04/01/2041 | 395,418 | 0.0 | |
259,435 | 4.000%,08/01/2041 | 276,380 | 0.0 | |
277,747 | 4.000%,09/01/2041 | 305,173 | 0.0 | |
2,819,730 | 4.000%,11/01/2041 | 3,080,487 | 0.1 | |
386,977 | 4.000%,12/01/2041 | 425,309 | 0.0 | |
946,403 | 4.000%,01/01/2042 | 1,039,317 | 0.0 | |
637,512 | 4.000%,07/01/2042 | 700,624 | 0.0 | |
1,981,016 | 4.000%,12/01/2042 | 2,176,620 | 0.1 | |
1,972,350 | 4.000%,07/01/2043 | 2,211,721 | 0.1 | |
1,037,301 | 4.000%,02/01/2044 | 1,155,898 | 0.0 | |
1,626,548 | 4.000%,02/01/2044 | 1,812,552 | 0.1 | |
360,643 | 4.000%,03/01/2044 | 388,920 | 0.0 | |
1,305,799 | 4.000%,05/01/2045 | 1,402,767 | 0.1 | |
8,097,034 | 4.000%,06/01/2045 | 8,800,893 | 0.3 | |
1,182,948 | 4.000%,07/01/2045 | 1,292,981 | 0.0 | |
2,228,313 | 4.000%,07/01/2045 | 2,483,092 | 0.1 | |
3,261,215 | 4.000%,07/01/2045 | 3,655,916 | 0.1 | |
1,824,722 | 4.000%,07/01/2045 | 1,997,785 | 0.1 | |
2,795,918 | 4.000%,02/01/2046 | 3,055,743 | 0.1 | |
6,867,604 | 4.000%,02/01/2048 | 7,291,545 | 0.2 | |
1,601,685 | 4.000%,03/01/2048 | 1,700,686 | 0.1 | |
533,524 | 4.000%,03/01/2048 | 566,207 | 0.0 | |
11,887,295 | 4.000%,02/01/2050 | 12,610,601 | 0.4 | |
1,696,596 | 4.500%,07/01/2026 | 1,810,055 | 0.1 | |
4,320 | 4.500%,06/01/2034 | 4,722 | 0.0 | |
15,829 | 4.500%,05/01/2035 | 17,277 | 0.0 | |
1,867 | 4.500%,03/01/2038 | 2,076 | 0.0 | |
1,176 | 4.500%,05/01/2038 | 1,276 | 0.0 | |
12,021 | 4.500%,06/01/2038 | 13,174 | 0.0 | |
8,727 | 4.500%,07/01/2038 | 9,369 | 0.0 | |
26,616 | 4.500%,09/01/2038 | 28,683 | 0.0 | |
443,143 | 4.500%,03/01/2039 | 492,612 | 0.0 | |
16,777 | 4.500%,04/01/2039 | 18,635 | 0.0 | |
24,013 | 4.500%,04/01/2039 | 26,561 | 0.0 | |
530,985 | 4.500%,07/01/2039 | 590,589 | 0.0 | |
1,373,555 | 4.500%,09/01/2039 | 1,528,057 | 0.1 | |
974,630 | 4.500%,10/01/2039 | 1,084,067 | 0.0 | |
360,539 | 4.500%,12/01/2039 | 401,417 | 0.0 | |
298,569 | 4.500%,12/01/2039 | 332,137 | 0.0 | |
261,277 | 4.500%,12/01/2039 | 289,699 | 0.0 | |
194,807 | 4.500%,03/01/2040 | 216,911 | 0.0 | |
261,652 | 4.500%,10/01/2040 | 291,427 | 0.0 | |
230,987 | 4.500%,10/01/2040 | 257,226 | 0.0 | |
281,941 | 4.500%,10/01/2040 | 313,949 | 0.0 | |
485,648 | 4.500%,03/01/2041 | 540,593 | 0.0 | |
307,228 | 4.500%,04/01/2041 | 331,663 | 0.0 | |
2,383,949 | 4.500%,06/01/2041 | 2,646,309 | 0.1 | |
230,615 | 4.500%,06/01/2041 | 256,814 | 0.0 | |
105,166 | 4.500%,06/01/2041 | 113,088 | 0.0 | |
211,518 | 4.500%,06/01/2041 | 235,400 | 0.0 | |
191,825 | 4.500%,07/01/2041 | 213,678 | 0.0 | |
97,837 | 4.500%,07/01/2041 | 108,959 | 0.0 | |
4,272,444 | 4.500%,07/01/2041 | 4,759,182 | 0.2 | |
1,221,224 | 4.500%,08/01/2041 | 1,341,453 | 0.0 | |
140,629 | 4.500%,08/01/2041 | 156,646 | 0.0 | |
1,318,242 | 4.500%,08/01/2041 | 1,468,015 | 0.1 | |
643,749 | 5.000%,03/01/2027 | 677,649 | 0.0 | |
68,719 | 5.000%,07/01/2033 | 77,531 | 0.0 | |
101,240 | 5.000%,02/01/2034 | 111,284 | 0.0 | |
15,551 | 5.000%,11/01/2034 | 17,840 | 0.0 | |
1,648,217 | 5.000%,02/01/2035 | 1,891,762 | 0.1 | |
294,595 | 5.000%,06/01/2035 | 338,242 | 0.0 | |
20,886 | 5.000%,08/01/2035 | 23,824 | 0.0 | |
214,898 | 5.000%,09/01/2035 | 246,250 | 0.0 | |
73,553 | 5.000%,09/01/2035 | 83,936 | 0.0 | |
191,948 | 5.000%,09/01/2035 | 220,162 | 0.0 | |
22,332 | 5.000%,10/01/2035 | 25,614 | 0.0 | |
430,714 | 5.000%,03/01/2036 | 494,989 | 0.0 | |
332,095 | 5.000%,03/01/2036 | 381,571 | 0.0 | |
285,047 | 5.000%,05/01/2036 | 327,045 | 0.0 | |
3,515 | 5.000%,05/01/2036 | 4,038 | 0.0 | |
54,216 | 5.000%,06/01/2036 | 62,307 | 0.0 | |
600,433 | 5.000%,12/01/2036 | 690,361 | 0.0 | |
45,754 | 5.000%,12/01/2036 | 52,571 | 0.0 | |
137,834 | 5.000%,07/01/2037 | 158,301 | 0.0 | |
93,411 | 5.000%,01/01/2038 | 107,160 | 0.0 | |
206,940 | 5.000%,02/01/2038 | 237,771 | 0.0 | |
450,930 | 5.000%,02/01/2038 | 517,885 | 0.0 | |
428,077 | 5.000%,08/01/2038 | 491,968 | 0.0 | |
88,544 | 5.000%,07/01/2040 | 101,841 | 0.0 |
See Accompanying Notes to Financial Statements
97
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2020 (Unaudited) (CONTINUED) |
195,145 | 5.000%,07/01/2040 | 220,045 | 0.0 | |
59 | 5.500%,04/01/2021 | 59 | 0.0 | |
2,639 | 5.500%,10/01/2021 | 2,674 | 0.0 | |
10,389 | 5.500%,11/01/2021 | 10,604 | 0.0 | |
36,013 | 5.500%,11/01/2021 | 36,761 | 0.0 | |
5,916 | 5.500%,12/01/2021 | 5,953 | 0.0 | |
59,082 | 5.500%,12/01/2021 | 60,433 | 0.0 | |
69,861 | 5.500%,12/01/2021 | 71,365 | 0.0 | |
935 | 5.500%,01/01/2022 | 957 | 0.0 | |
1,124 | 5.500%,01/01/2022 | 1,131 | 0.0 | |
2,014 | 5.500%,01/01/2022 | 2,061 | 0.0 | |
9,071 | 5.500%,02/01/2022 | 9,292 | 0.0 | |
695 | 5.500%,04/01/2022 | 714 | 0.0 | |
4,447 | 5.500%,06/01/2022 | 4,551 | 0.0 | |
2,374 | 5.500%,06/01/2022 | 2,392 | 0.0 | |
816 | 5.500%,07/01/2022 | 844 | 0.0 | |
11,314 | 5.500%,07/01/2022 | 11,659 | 0.0 | |
1,196 | 5.500%,08/01/2022 | 1,225 | 0.0 | |
2,669 | 5.500%,09/01/2022 | 2,759 | 0.0 | |
18,304 | 5.500%,09/01/2022 | 18,878 | 0.0 | |
2,836 | 5.500%,01/01/2023 | 2,926 | 0.0 | |
1,613 | 5.500%,02/01/2023 | 1,663 | 0.0 | |
4,913 | 5.500%,03/01/2023 | 5,110 | 0.0 | |
1,163 | 5.500%,04/01/2023 | 1,207 | 0.0 | |
7,187 | 5.500%,06/01/2023 | 7,488 | 0.0 | |
1,122 | 5.500%,08/01/2023 | 1,175 | 0.0 | |
6,192 | 5.500%,08/01/2023 | 6,507 | 0.0 | |
18,119 | 5.500%,08/01/2023 | 19,106 | 0.0 | |
1,831 | 5.500%,08/01/2023 | 1,904 | 0.0 | |
13,862 | 5.500%,09/01/2023 | 14,548 | 0.0 | |
836 | 5.500%,11/01/2023 | 879 | 0.0 | |
2,292 | 5.500%,11/01/2023 | 2,391 | 0.0 | |
6,959 | 5.500%,11/01/2023 | 7,297 | 0.0 | |
56,016 | 5.500%,02/01/2024 | 59,016 | 0.0 | |
1,115 | 5.500%,03/01/2024 | 1,128 | 0.0 | |
7,691 | 5.500%,07/01/2024 | 7,761 | 0.0 | |
6,114 | 5.500%,07/01/2024 | 6,510 | 0.0 | |
999 | 5.500%,05/01/2025 | 1,026 | 0.0 | |
19,712 | 5.500%,08/01/2025 | 21,073 | 0.0 | |
1,921 | 5.500%,07/01/2027 | 2,119 | 0.0 | |
487 | 5.500%,08/01/2027 | 538 | 0.0 | |
108,865 | 5.500%,03/01/2034 | 124,773 | 0.0 | |
81,472 | 5.500%,04/01/2034 | 93,201 | 0.0 | |
37,761 | 5.500%,11/01/2034 | 43,341 | 0.0 | |
37,982 | 5.500%,12/01/2034 | 43,616 | 0.0 | |
463,224 | 5.500%,02/01/2035 | 531,996 | 0.0 | |
64,296 | 5.500%,05/01/2035 | 73,948 | 0.0 | |
283,060 | 5.500%,09/01/2035 | 313,784 | 0.0 | |
68,667 | 5.500%,09/01/2035 | 78,856 | 0.0 | |
55,082 | 5.500%,04/01/2036 | 63,205 | 0.0 | |
88,385 | 5.500%,04/01/2036 | 101,650 | 0.0 | |
19,413 | 5.500%,05/01/2036 | 22,277 | 0.0 | |
63,533 | 5.500%,06/01/2036 | 72,943 | 0.0 | |
222,442 | 5.500%,07/01/2036 | 255,426 | 0.0 | |
122,336 | 5.500%,11/01/2036 | 140,689 | 0.0 | |
182,110 | 5.500%,12/01/2036 | 209,225 | 0.0 | |
382,195 | 5.500%,12/01/2036 | 438,937 | 0.0 | |
60,293 | 5.500%,01/01/2037 | 69,248 | 0.0 | |
570,735 | 5.500%,03/01/2037 | 655,274 | 0.0 | |
257,764 | 5.500%,03/01/2037 | 296,273 | 0.0 | |
51,390 | 5.500%,03/01/2037 | 59,035 | 0.0 | |
233,988 | 5.500%,08/01/2037 | 269,050 | 0.0 | |
2,473 | 5.500%,01/01/2038 | 2,834 | 0.0 | |
978 | 5.500%,01/01/2038 | 1,120 | 0.0 | |
727 | 5.500%,01/01/2038 | 832 | 0.0 | |
8,651 | 5.500%,03/01/2038 | 9,831 | 0.0 | |
13,686 | 5.500%,05/01/2038 | 15,675 | 0.0 | |
35,445 | 5.500%,06/01/2038 | 40,749 | 0.0 | |
1,043,256 | 5.500%,09/01/2038 | 1,197,745 | 0.0 | |
247,814 | 5.500%,12/01/2038 | 283,548 | 0.0 | |
62,326 | 5.500%,06/01/2039 | 71,596 | 0.0 | |
38,760 | 5.500%,05/01/2040 | 42,709 | 0.0 | |
236,893 | 5.500%,06/01/2040 | 261,059 | 0.0 | |
4,948 | 6.000%,01/01/2034 | 5,518 | 0.0 | |
2,859 | 6.000%,07/01/2034 | 3,193 | 0.0 | |
51,028 | 6.000%,12/01/2034 | 59,591 | 0.0 | |
20,561 | 6.000%,05/01/2035 | 22,908 | 0.0 | |
32,010 | 6.000%,01/01/2036 | 35,645 | 0.0 | |
15,483 | 6.000%,01/01/2036 | 17,229 | 0.0 | |
14,378 | 6.000%,02/01/2036 | 16,831 | 0.0 | |
14,868 | 6.000%,03/01/2036 | 17,200 | 0.0 | |
22,131 | 6.000%,03/01/2036 | 25,214 | 0.0 | |
6,931 | 6.000%,04/01/2036 | 8,069 | 0.0 | |
18,564 | 6.000%,04/01/2036 | 21,289 | 0.0 | |
59,867 | 6.000%,05/01/2036 | 69,720 | 0.0 | |
271 | 6.000%,06/01/2036 | 315 | 0.0 | |
13,735 | 6.000%,08/01/2036 | 15,893 | 0.0 | |
1,738 | 6.000%,08/01/2036 | 1,931 | 0.0 | |
42,893 | 6.000%,09/01/2036 | 48,255 | 0.0 | |
17,003 | 6.000%,09/01/2036 | 18,919 | 0.0 | |
41,970 | 6.000%,09/01/2036 | 48,879 | 0.0 | |
16,873 | 6.000%,09/01/2036 | 19,639 | 0.0 | |
11,314 | 6.000%,10/01/2036 | 12,575 | 0.0 | |
11,487 | 6.000%,10/01/2036 | 13,269 | 0.0 | |
392,525 | 6.000%,12/01/2036 | 456,889 | 0.0 | |
158,160 | 6.000%,12/01/2036 | 176,618 | 0.0 | |
41,424 | 6.000%,01/01/2037 | 46,103 | 0.0 | |
5,588 | 6.000%,02/01/2037 | 6,258 | 0.0 | |
5,321 | 6.000%,04/01/2037 | 5,914 | 0.0 | |
76,423 | 6.000%,07/01/2037 | 89,268 | 0.0 | |
1,061 | 6.000%,08/01/2037 | 1,226 | 0.0 | |
2,627 | 6.000%,08/01/2037 | 3,053 | 0.0 | |
23,806 | 6.000%,08/01/2037 | 27,673 | 0.0 | |
5,305 | 6.000%,09/01/2037 | 6,159 | 0.0 | |
1,972 | 6.000%,09/01/2037 | 2,291 | 0.0 | |
12,836 | 6.000%,09/01/2037 | 14,930 | 0.0 | |
39,584 | 6.000%,09/01/2037 | 43,996 | 0.0 | |
307 | 6.000%,09/01/2037 | 357 | 0.0 | |
16,177 | 6.000%,09/01/2037 | 18,411 | 0.0 | |
1,521 | 6.000%,10/01/2037 | 1,709 | 0.0 | |
2,236 | 6.000%,10/01/2037 | 2,516 | 0.0 | |
264 | 6.000%,10/01/2037 | 307 | 0.0 | |
937 | 6.000%,10/01/2037 | 1,057 | 0.0 | |
40,841 | 6.000%,11/01/2037 | 47,026 | 0.0 | |
7,021 | 6.000%,11/01/2037 | 7,803 | 0.0 | |
5,988 | 6.000%,11/01/2037 | 6,697 | 0.0 | |
19,487 | 6.000%,11/01/2037 | 21,775 | 0.0 | |
1,505 | 6.000%,11/01/2037 | 1,700 | 0.0 | |
13,712 | 6.000%,11/01/2037 | 15,642 | 0.0 | |
39,435 | 6.000%,12/01/2037 | 45,868 | 0.0 | |
27,369 | 6.000%,12/01/2037 | 31,818 | 0.0 | |
5,718 | 6.000%,12/01/2037 | 6,610 | 0.0 | |
12,888 | 6.000%,12/01/2037 | 15,004 | 0.0 | |
4,016 | 6.000%,01/01/2038 | 4,469 | 0.0 | |
11,938 | 6.000%,01/01/2038 | 13,350 | 0.0 | |
81,518 | 6.000%,02/01/2038 | 94,274 | 0.0 | |
752 | 6.000%,02/01/2038 | 836 | 0.0 | |
6,080 | 6.000%,03/01/2038 | 6,893 | 0.0 | |
122,694 | 6.000%,03/01/2038 | 137,350 | 0.0 | |
306,627 | 6.000%,04/01/2038 | 358,149 | 0.0 | |
19,086 | 6.000%,04/01/2038 | 22,222 | 0.0 | |
20,910 | 6.000%,05/01/2038 | 24,303 | 0.0 | |
20,621 | 6.000%,05/01/2038 | 23,063 | 0.0 | |
1,089 | 6.000%,06/01/2038 | 1,211 | 0.0 | |
25,330 | 6.000%,07/01/2038 | 28,334 | 0.0 | |
14,399 | 6.000%,07/01/2038 | 16,174 | 0.0 |
See Accompanying Notes to Financial Statements
98
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2020 (Unaudited) (CONTINUED) |
861 | 6.000%,08/01/2038 | 957 | 0.0 | |
2,787 | 6.000%,08/01/2038 | 3,244 | 0.0 | |
6,742 | 6.000%,09/01/2038 | 7,493 | 0.0 | |
34,993 | 6.000%,09/01/2038 | 39,095 | 0.0 | |
17,364 | 6.000%,09/01/2038 | 19,443 | 0.0 | |
39,436 | 6.000%,10/01/2038 | 44,427 | 0.0 | |
45,087 | 6.000%,10/01/2038 | 51,882 | 0.0 | |
21,220 | 6.000%,10/01/2038 | 24,569 | 0.0 | |
15,107 | 6.000%,05/01/2039 | 16,790 | 0.0 | |
550,633 | 6.000%,10/01/2039 | 642,806 | 0.0 | |
20,306 | 6.000%,11/01/2039 | 22,731 | 0.0 | |
741 | 6.500%,04/01/2030 | 836 | 0.0 | |
58,026 | 6.500%,02/01/2034 | 64,578 | 0.0 | |
8,072 | 6.500%,11/01/2034 | 9,688 | 0.0 | |
10,982 | 6.500%,01/01/2036 | 12,982 | 0.0 | |
28,319 | 6.500%,03/01/2036 | 33,662 | 0.0 | |
46,575 | 6.500%,04/01/2036 | 53,537 | 0.0 | |
580 | 6.500%,05/01/2036 | 679 | 0.0 | |
4,162 | 6.500%,06/01/2036 | 4,632 | 0.0 | |
53,539 | 6.500%,07/01/2036 | 62,411 | 0.0 | |
46,834 | 6.500%,07/01/2036 | 53,425 | 0.0 | |
5,211 | 6.500%,07/01/2036 | 5,801 | 0.0 | |
20,110 | 6.500%,07/01/2036 | 23,552 | 0.0 | |
1,231 | 6.500%,07/01/2036 | 1,439 | 0.0 | |
2,219 | 6.500%,07/01/2036 | 2,652 | 0.0 | |
578 | 6.500%,08/01/2036 | 676 | 0.0 | |
8,541 | 6.500%,09/01/2036 | 9,833 | 0.0 | |
1,176 | 6.500%,09/01/2036 | 1,336 | 0.0 | |
101,147 | 6.500%,09/01/2036 | 117,518 | 0.0 | |
16,659 | 6.500%,09/01/2036 | 19,757 | 0.0 | |
839 | 6.500%,11/01/2036 | 981 | 0.0 | |
3,305 | 6.500%,11/01/2036 | 3,860 | 0.0 | |
2,208 | 6.500%,12/01/2036 | 2,515 | 0.0 | |
13,054 | 6.500%,12/01/2036 | 14,524 | 0.0 | |
247 | 6.500%,01/01/2037 | 289 | 0.0 | |
34,405 | 6.500%,01/01/2037 | 40,613 | 0.0 | |
21,033 | 6.500%,01/01/2037 | 23,417 | 0.0 | |
15,371 | 6.500%,02/01/2037 | 17,561 | 0.0 | |
54,440 | 6.500%,03/01/2037 | 64,255 | 0.0 | |
5,813 | 6.500%,03/01/2037 | 6,701 | 0.0 | |
32,264 | 6.500%,03/01/2037 | 35,920 | 0.0 | |
11,779 | 6.500%,03/01/2037 | 13,514 | 0.0 | |
664 | 6.500%,07/01/2037 | 798 | 0.0 | |
1,967 | 6.500%,08/01/2037 | 2,227 | 0.0 | |
3,671 | 6.500%,08/01/2037 | 4,332 | 0.0 | |
2,729 | 6.500%,08/01/2037 | 3,038 | 0.0 | |
7,170 | 6.500%,09/01/2037 | 8,479 | 0.0 | |
69,766 | 6.500%,09/01/2037 | 83,649 | 0.0 | |
429 | 6.500%,09/01/2037 | 484 | 0.0 | |
107,244 | 6.500%,09/01/2037 | 123,776 | 0.0 | |
1,388 | 6.500%,09/01/2037 | 1,615 | 0.0 | |
16,695 | 6.500%,09/01/2037 | 18,916 | 0.0 | |
1,090 | 6.500%,09/01/2037 | 1,218 | 0.0 | |
19,715 | 6.500%,10/01/2037 | 22,152 | 0.0 | |
2,065 | 6.500%,10/01/2037 | 2,426 | 0.0 | |
778 | 6.500%,10/01/2037 | 875 | 0.0 | |
26,268 | 6.500%,10/01/2037 | 30,968 | 0.0 | |
6,544 | 6.500%,10/01/2037 | 7,755 | 0.0 | |
122,300 | 6.500%,11/01/2037 | 139,243 | 0.0 | |
1,305 | 6.500%,12/01/2037 | 1,453 | 0.0 | |
10,698 | 6.500%,12/01/2037 | 12,817 | 0.0 | |
1,499 | 6.500%,12/01/2037 | 1,668 | 0.0 | |
1,411 | 6.500%,12/01/2037 | 1,570 | 0.0 | |
8,482 | 6.500%,12/01/2037 | 9,868 | 0.0 | |
2,811 | 6.500%,12/01/2037 | 3,203 | 0.0 | |
60,730 | 6.500%,12/01/2037 | 67,612 | 0.0 | |
526 | 6.500%,01/01/2038 | 585 | 0.0 | |
19,581 | 6.500%,01/01/2038 | 22,333 | 0.0 | |
5,860 | 6.500%,02/01/2038 | 6,517 | 0.0 | |
44,143 | 6.500%,03/01/2038 | 52,931 | 0.0 | |
45,897 | 6.500%,04/01/2038 | 52,197 | 0.0 | |
3,986 | 6.500%,05/01/2038 | 4,438 | 0.0 | |
36,643 | 6.500%,08/01/2038 | 42,452 | 0.0 | |
48,104 | 6.500%,08/01/2038 | 56,570 | 0.0 | |
154,640 | 6.500%,08/01/2038 | 172,165 | 0.0 | |
19,687 | 6.500%,09/01/2038 | 23,017 | 0.0 | |
22,814 | 6.500%,09/01/2038 | 26,477 | 0.0 | |
11,467 | 6.500%,10/01/2038 | 12,914 | 0.0 | |
3,417 | 6.500%,10/01/2038 | 4,012 | 0.0 | |
12,230 | 6.500%,10/01/2038 | 13,605 | 0.0 | |
201,679 | 6.500%,10/01/2038 | 243,420 | 0.0 | |
17,469 | 6.500%,11/01/2038 | 21,129 | 0.0 | |
1,081 | 6.500%,01/01/2039 | 1,247 | 0.0 | |
44,677 | 6.500%,01/01/2039 | 54,106 | 0.0 | |
15,360 | 6.500%,03/01/2039 | 18,113 | 0.0 | |
5,282 | 6.500%,09/01/2039 | 5,879 | 0.0 | |
344,987,505 | 10.7 | |||
Total U.S. Government Agency Obligations | ||||
(Cost $792,301,839) | 831,454,278 | 25.7 | ||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 2.0% | ||||
2,000,000 | (1) | BAMLL Commercial Mortgage Securities Trust 2015-200P A, 3.218%, 04/14/2033 | 2,140,246 | 0.1 |
4,000,000 | BENCHMARK 2018-B3 A5 Mortgage Trust, 4.025%, 04/10/2051 | 4,665,222 | 0.2 | |
1,000,000 | (3) | CFCRE Commercial Mortgage Trust 2016-C7 B, 4.498%, 12/10/2054 | 1,010,080 | 0.0 |
3,000,000 | Citigroup Commercial Mortgage Trust 2014-GC19 A4, 4.023%, 03/10/2047 | 3,248,207 | 0.1 | |
1,000,000 | (1),(3) | COMM 2013-CR10 AM, 4.517%, 08/10/2046 | 1,062,704 | 0.0 |
650,000 | COMM 2015-CR23 A3, 3.230%, 05/10/2048 | 699,289 | 0.0 | |
315,000 | (3) | COMM 2015-PC1 B, 4.577%, 07/10/2050 | 326,188 | 0.0 |
1,000,000 | COMM 2016-COR1 A4, 3.091%, 10/10/2049 | 1,078,320 | 0.0 | |
1,000,000 | COMM 2016-COR1 AM, 3.494%, 10/10/2049 | 1,052,773 | 0.0 | |
1,000,000 | COMM 2016-CR28 A4, 3.762%, 02/10/2049 | 1,117,230 | 0.0 | |
2,000,000 | (3) | Ginnie Mae 2011-127 C, 3.500%, 03/16/2047 | 2,096,799 | 0.1 |
5,421,849 | (3) | Ginnie Mae 2011-142 B, 3.480%, 02/16/2044 | 5,561,073 | 0.2 |
1,430,984 | (3) | Ginnie Mae 2011-20 C, 3.562%, 04/16/2041 | 1,454,093 | 0.1 |
3,950,304 | (3) | Ginnie Mae 2011-38 D, 3.641%, 01/16/2051 | 4,094,708 | 0.1 |
59,074 | (3) | Ginnie Mae 2011-53 B, 3.906%, 05/16/2051 | 60,763 | 0.0 |
5,000,000 | Ginnie Mae 2014-150 C, 3.400%, 12/16/2049 | 5,263,820 | 0.2 | |
3,000,000 | Ginnie Mae 2014-50 C, 3.400%, 02/16/2047 | 3,258,192 | 0.1 | |
1,000,000 | GS Mortgage Securities Trust 2012-GCJ7 B, 4.740%, 05/10/2045 | 1,018,780 | 0.0 |
See Accompanying Notes to Financial Statements
99
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2020 (Unaudited) (CONTINUED) |
6,379,463 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16, 4.166%, 12/15/2046 | 6,908,181 | 0.2 | |
3,000,000 | JPMDB Commercial Mortgage Securities Trust 2016-C2 A3A, 2.881%, 06/15/2049 | 3,200,176 | 0.1 | |
2,065,000 | (1) | Ladder Capital Commercial Mortgage 2013-GCP A2 Mortgage Trust, 3.985%, 02/15/2036 | 2,267,293 | 0.1 |
3,200,000 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C8 A4 A4, 3.134%, 12/15/2048 | 3,313,923 | 0.1 | |
2,000,000 | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 A4, 3.526%, 12/15/2047 | 2,150,788 | 0.1 | |
1,250,000 | (3) | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 B, 4.565%, 04/15/2047 | 1,299,031 | 0.0 |
220,000 | (3) | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C21 C, 4.282%, 03/15/2048 | 201,909 | 0.0 |
100,000 | (1),(3) | Morgan Stanley Capital I Trust 2011-C1 D, 5.684%, 09/15/2047 | 99,430 | 0.0 |
100,000 | (1),(3) | Morgan Stanley Capital I Trust 2011-C1 E, 5.684%, 09/15/2047 | 98,221 | 0.0 |
1,000,000 | (1),(3) | MSCG Trust 2015-ALDR A2, 3.577%, 06/07/2035 | 987,866 | 0.0 |
1,000,000 | (3) | UBS Commercial Mortgage Trust 2018-C9 A4, 4.117%, 03/15/2051 | 1,145,247 | 0.0 |
2,350,000 | Wells Fargo Commercial Mortgage Trust 2015-P2 A3, 3.541%, 12/15/2048 | 2,558,644 | 0.1 | |
2,000,000 | Wells Fargo Commercial Mortgage Trust 2016-NXS5 A4, 3.370%, 01/15/2059 | 2,159,220 | 0.1 | |
Total Commercial Mortgage-Backed Securities | ||||
(Cost $63,661,569) | 65,598,416 | 2.0 | ||
SUPRANATIONAL BONDS: 1.0% | ||||
4,206,000 | Asian Development Bank, 1.625%, 03/16/2021 | 4,244,464 | 0.1 | |
300,000 | Asian Development Bank, 2.125%, 03/19/2025 | 323,725 | 0.0 | |
2,000,000 | Asian Development Bank, 2.000%, 02/16/2022 | 2,057,509 | 0.1 | |
1,000,000 | Corp Andina de Fomento, 2.125%, 09/27/2021 | 1,007,510 | 0.0 | |
2,964,000 | Corp Andina de Fomento, 4.375%, 06/15/2022 | 3,146,301 | 0.1 | |
750,000 | (2) | European Investment Bank, 0.625%, 07/25/2025 | 757,120 | 0.0 |
6,700,000 | European Investment Bank, 1.625%, 06/15/2021 | 6,788,925 | 0.2 | |
3,000,000 | European Investment Bank, 2.250%, 03/15/2022 | 3,103,170 | 0.1 | |
2,000,000 | European Investment Bank, 4.000%, 02/16/2021 | 2,046,541 | 0.1 | |
2,400,000 | Inter-American Development Bank, 0.625%, 07/15/2025 | 2,414,555 | 0.1 | |
3,000,000 | Inter-American Development Bank, 1.750%, 09/14/2022 | 3,097,778 | 0.1 | |
1,000,000 | Inter-American Development Bank, 1.875%, 03/15/2021 | 1,010,103 | 0.0 | |
1,000,000 | Inter-American Development Bank, 3.200%, 08/07/2042 | 1,296,844 | 0.1 | |
Total Supranational Bonds | ||||
(Cost $30,222,445) | 31,294,545 | 1.0 | ||
SOVEREIGN BONDS: 1.7% | ||||
3,000,000 | Colombia Government International Bond, 4.000%, 02/26/2024 | 3,150,945 | 0.1 | |
1,950,000 | Colombia Government International Bond, 7.375%, 09/18/2037 | 2,661,750 | 0.1 | |
500,000 | Export-Import Bank of Korea, 2.625%, 12/30/2020 | 504,243 | 0.0 | |
500,000 | Export-Import Bank of Korea, 3.250%, 08/12/2026 | 564,049 | 0.0 | |
1,000,000 | Export-Import Bank of Korea, 4.000%, 01/14/2024 | 1,105,279 | 0.0 | |
1,000,000 | Hashemite Kingdom of Jordan Government AID Bond, 2.578%, 06/30/2022 | 1,043,887 | 0.0 | |
5,000,000 | Japan Bank for International Cooperation, 2.125%, 11/16/2020 | 5,033,960 | 0.1 | |
3,000,000 | (1) | Kommunalbanken AS, 2.250%, 01/25/2022 | 3,090,347 | 0.1 |
1,800,000 | (1) | Kommunalbanken AS, 2.500%, 01/11/2023 | 1,897,436 | 0.1 |
500,000 | (2) | Korea International Bond, 4.125%, 06/10/2044 | 687,856 | 0.0 |
5,000,000 | (2) | Mexico Government International Bond, 4.750%, 03/08/2044 | 5,271,475 | 0.2 |
1,460,000 | Panama Government International Bond, 8.875%, 09/30/2027 | 2,078,412 | 0.1 |
See Accompanying Notes to Financial Statements
100
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2020 (Unaudited) (CONTINUED) |
4,000,000 | Peruvian Government International Bond, 6.550%, 03/14/2037 | 6,102,220 | 0.2 | |
4,000,000 | Philippine Government International Bond, 6.375%, 01/15/2032 | 5,546,829 | 0.2 | |
5,000,000 | (2) | Province of Alberta Canada, 2.950%, 01/23/2024 | 5,404,499 | 0.2 |
3,000,000 | (2) | Province of British Columbia Canada, 2.250%, 06/02/2026 | 3,266,335 | 0.1 |
3,405,000 | Republic of Poland Government International Bond, 5.125%, 04/21/2021 | 3,538,834 | 0.1 | |
3,000,000 | Uruguay Government International Bond, 4.500%, 08/14/2024 | 3,292,215 | 0.1 | |
Total Sovereign Bonds | ||||
(Cost $50,018,215) | 54,240,571 | 1.7 | ||
ASSET-BACKED SECURITIES: 0.6% | ||||
Automobile Asset-Backed Securities: 0.4% | ||||
1,000,000 | Ally Auto Receivables Trust 2019-4 A4, 1.920%, 01/15/2025 | 1,025,830 | 0.1 | |
600,000 | AmeriCredit Automobile Receivables Trust 2020-1 A3, 1.110%, 08/19/2024 | 604,283 | 0.0 | |
200,000 | Carmax Auto Owner Trust 2019-2 A4, 2.770%, 12/16/2024 | 210,988 | 0.0 | |
1,150,000 | Carmax Auto Owner Trust 2019-2 B, 3.010%, 12/16/2024 | 1,187,100 | 0.1 | |
1,050,000 | Ford Credit Auto Owner Trust 2019-A A4, 2.850%, 08/15/2024 | 1,107,161 | 0.1 | |
1,000,000 | GM Financial Automobile Leasing Trust 2018-1 B, 2.870%, 12/20/2021 | 1,003,597 | 0.0 | |
350,000 | GM Financial Consumer Automobile Receivables Trust 2019-3 A3, 2.180%, 04/16/2024 | 358,114 | 0.0 | |
750,000 | Honda Auto Receivables 2018-4 A4 Owner Trust, 3.300%, 07/15/2025 | 790,074 | 0.0 | |
800,000 | Honda Auto Receivables 2019-2 A4 Owner Trust, 2.540%, 03/21/2025 | 839,289 | 0.0 | |
1,000,000 | (1) | Hyundai Auto Lease Securitization Trust 2019-A A4, 3.050%, 12/15/2022 | 1,025,435 | 0.1 |
150,000 | Mercedes-Benz Auto Lease Trust 2019-A A4, 3.250%, 10/15/2024 | 153,400 | 0.0 | |
600,000 | Nissan Auto Receivables 2019-B A4 Owner Trust, 2.540%, 12/15/2025 | 632,008 | 0.0 | |
175,857 | Santander Drive Auto Receivables Trust 2019-1 A3, 3.000%, 12/15/2022 | 176,167 | 0.0 | |
9,687 | Santander Drive Auto Receivables Trust 2019-2 A2, 2.630%, 07/15/2022 | 9,707 | 0.0 | |
500,000 | Santander Drive Auto Receivables Trust 2019-2 A3, 2.590%, 05/15/2023 | 503,650 | 0.0 | |
950,000 | Santander Drive Auto Receivables Trust 2019-3 A3, 2.160%, 11/15/2022 | 955,856 | 0.0 | |
428,882 | (1) | Santander Retail Auto Lease Trust 2019-A A2, 2.720%, 01/20/2022 | 433,321 | 0.0 |
350,000 | (1) | Santander Retail Auto Lease Trust 2019-B A3, 2.300%, 01/20/2023 | 357,759 | 0.0 |
350,000 | (1) | Santander Retail Auto Lease Trust 2019-B A4, 2.380%, 08/21/2023 | 360,005 | 0.0 |
600,000 | (1) | Santander Retail Auto Lease Trust 2019-C A4, 1.930%, 11/20/2023 | 612,728 | 0.0 |
350,000 | Toyota Auto Receivables 2019-C A4 Owner Trust, 1.880%, 11/15/2024 | 362,293 | 0.0 | |
12,708,765 | 0.4 | |||
Credit Card Asset-Backed Securities: 0.2% | ||||
1,000,000 | American Express Credit Account Master Trust 2017-7 A, 2.350%, 05/15/2025 | 1,045,105 | 0.1 | |
1,100,000 | BA Credit Card Trust 2019-A1 A1, 1.740%, 01/15/2025 | 1,131,861 | 0.1 | |
1,000,000 | Capital One Multi-Asset Execution Trust 2017-A3 A3, 2.430%, 01/15/2025 | 1,034,943 | 0.0 | |
1,000,000 | Discover Card Execution Note Trust 2017-A2 A2, 2.390%, 07/15/2024 | 1,030,514 | 0.0 | |
500,000 | Synchrony Credit Card Master Note Trust 2017-2 A, 2.620%, 10/15/2025 | 519,074 | 0.0 | |
4,761,497 | 0.2 |
See Accompanying Notes to Financial Statements
101
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2020 (Unaudited) (CONTINUED) |
Other Asset-Backed Securities: 0.0% | ||||
1,455,656 | (1) | Volvo Financial Equipment LLC Series 2017-1A A4, 2.210%, 11/15/2021 | 1,461,818 | 0.0 |
Total Asset-Backed Securities | ||||
(Cost $18,416,978) | 18,932,080 | 0.6 | ||
Total Long-Term Investments | ||||
(Cost $2,978,081,474) | 3,174,489,704 | 98.4 | ||
SHORT-TERM INVESTMENTS: 8.8% | ||||
Commercial Paper: 1.3% | ||||
10,000,000 | Consolidated Edison, Inc., 0.270%, 07/20/2020 | 9,998,545 | 0.3 | |
6,000,000 | Entergy Corp., 0.310%, 07/06/2020 | 5,999,699 | 0.2 | |
3,600,000 | Mondelez International, Inc., 0.270%, 07/06/2020 | 3,599,838 | 0.1 | |
10,000,000 | Raytheon Technologies Corp., 0.270%, 07/08/2020 | 9,999,400 | 0.3 | |
14,500,000 | UnitedHealth Group, Inc., 0.350%, 07/10/2020 | 14,498,614 | 0.4 | |
Total Commercial Paper | ||||
(Cost $44,097,141) | 44,096,096 | 1.3 | ||
Floating Rate Notes: 0.6% | ||||
3,975,000 | (6) | Bank of Montreal, 0.200%, 07/13/2020 | 3,975,085 | 0.1 |
2,775,000 | (6) | J.P. Morgan Securities LLC, 0.360%, 07/08/2020 | 2,775,126 | 0.1 |
650,000 | (6) | Mitsubishi UFJ Financial Group, Inc., 0.350%, 07/14/2020 | 650,047 | 0.0 |
800,000 | (6) | Mizuho Financial Group Inc., 0.340%, 07/14/2020 | 800,057 | 0.1 |
3,225,000 | (6) | National Bank of Canada, 1.180%, 07/16/2020 | 3,225,113 | 0.1 |
3,025,000 | (6) | Royal Bank of Canada, 0.350%, 07/17/2020 | 3,025,277 | 0.1 |
3,400,000 | (6) | Svenska Handelsbanken AB, 0.330%, 07/07/2020 | 3,400,116 | 0.1 |
Total Floating Rate Notes | ||||
(Cost $17,850,821) | 17,850,821 | 0.6 | ||
Repurchase Agreements: 1.0% | ||||
2,623,184 | (6) | BNP Paribas S.A., Repurchase Agreement dated 06/30/20, 0.24%, due 07/01/20 (Repurchase Amount $2,623,201, collateralized by various U.S. Government Securities, 1.106%-6.500%, Market Value plus accrued interest $2,754,343, due 08/15/20-03/19/40) | 2,623,184 | 0.1 |
6,376,741 | (6) | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/20, 0.10%, due 07/01/20 (Repurchase Amount $6,376,758, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $6,504,276, due 08/01/20-02/20/70) | 6,376,741 | 0.2 |
3,246,238 | (6) | Citadel Securities LLC, Repurchase Agreement dated 06/30/20, 0.15%, due 07/01/20 (Repurchase Amount $3,246,251, collateralized by various U.S. Government Securities, 0.000%-7.625%, Market Value plus accrued interest $3,311,177, due 07/31/20-11/15/49) | 3,246,238 | 0.1 |
1,638,415 | (6) | Industrial & Comm. Bank of China, Repurchase Agreement dated 06/30/20, 0.11%, due 07/01/20 (Repurchase Amount $1,638,420, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $1,671,183, due 07/15/20-06/01/50) | 1,638,415 | 0.1 |
See Accompanying Notes to Financial Statements
102
Voya U.S. Bond Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2020 (Unaudited) (CONTINUED) |
11,300,209 | (6) | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $11,300,237, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $11,526,213, due 07/31/20-07/01/50) | 11,300,209 | 0.3 | |
6,491,507 | (6) | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/20, 0.24%, due 07/01/20 (Repurchase Amount $6,491,550, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $6,636,384, due 01/15/22-02/15/47) | 6,491,507 | 0.2 | |
Total Repurchase Agreements | |||||
(Cost $31,676,294) | 31,676,294 | 1.0 | |||
Shares | Value | Percentage of Net Assets | |||
Mutual Funds(6): 5.9% | |||||
1,574,000 | (6),(7) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.100% | 1,574,000 | 0.0 | |
188,189,000 | (6),(7) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.150% | 188,189,000 | 5.8 | |
1,574,000 | (6),(7) | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.050% | 1,574,000 | 0.1 | |
Total Mutual Funds | |||||
(Cost $191,337,000) | 191,337,000 | 5.9 | |||
Total Short-Term Investments | |||||
(Cost $284,961,256) | 284,960,211 | 8.8 | |||
Total Investments in Securities (Cost $3,263,042,730) | $ 3,459,449,915 | 107.2 | |||
Liabilities in Excess of Other Assets | (231,166,502) | (7.2) | |||
Net Assets | $ 3,228,283,413 | 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, 2020. |
(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) | Represents or includes a TBA transaction. |
(6) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
(7) | Rate shown is the 7-day yield as of June 30, 2020. |
Reference Rate Abbreviations: | |
US0012M | 12-month LIBOR |
See Accompanying Notes to Financial Statements
103
Voya Index Plus LargeCap Portfolio | PORTFOLIO OF INVESTMENTS |
As of June 30, 2020 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||
COMMON STOCK: 99.1% | ||||
Communication Services: 10.7% | ||||
17,758 | (1) | Alphabet, Inc. - Class A | $ 25,181,732 | 3.3 |
63,113 | (1) | Altice USA, Inc. | 1,422,567 | 0.2 |
38,864 | (1) | AMC Networks, Inc. | 909,029 | 0.1 |
282,507 | AT&T, Inc. | 8,540,187 | 1.1 | |
169,388 | Comcast Corp. – Class A | 6,602,744 | 0.8 | |
87,077 | (1) | Facebook, Inc.- Class A | 19,772,574 | 2.6 |
93,713 | Fox Corp. - Class A | 2,513,383 | 0.3 | |
53,761 | Interpublic Group of Cos., Inc. | 922,539 | 0.1 | |
54,020 | (1) | Liberty Global PLC - Class A | 1,180,877 | 0.1 |
12,007 | (1) | NetFlix, Inc. | 5,463,665 | 0.7 |
122,933 | Verizon Communications, Inc. | 6,777,296 | 0.9 | |
19,272 | Walt Disney Co. | 2,149,021 | 0.3 | |
52,357 | (1) | Yelp, Inc. | 1,211,017 | 0.2 |
82,646,631 | 10.7 | |||
Consumer Discretionary: 10.2% | ||||
9,059 | Aarons, Inc. | 411,279 | 0.0 | |
11,936 | (1) | Amazon.com, Inc. | 32,929,275 | 4.2 |
2,651 | (1) | Autozone, Inc. | 2,990,646 | 0.4 |
12,534 | Best Buy Co., Inc. | 1,093,842 | 0.1 | |
29,952 | BorgWarner, Inc. | 1,057,306 | 0.1 | |
5,307 | (1) | Carmax, Inc. | 475,242 | 0.1 |
32,386 | Dana, Inc. | 394,785 | 0.0 | |
10,585 | (1) | Deckers Outdoor Corp. | 2,078,788 | 0.3 |
10,831 | Dollar General Corp. | 2,063,414 | 0.3 | |
4,001 | Domino's Pizza, Inc. | 1,478,129 | 0.2 | |
112,015 | Extended Stay America, Inc. | 1,253,448 | 0.2 | |
63,815 | Gentex Corp. | 1,644,512 | 0.2 | |
18,589 | Hilton Worldwide Holdings, Inc. | 1,365,362 | 0.2 | |
33,176 | Home Depot, Inc. | 8,310,920 | 1.1 | |
16,942 | KB Home | 519,781 | 0.1 | |
18,480 | Lennar Corp. - Class A | 1,138,738 | 0.1 | |
15,325 | McDonald's Corp. | 2,827,003 | 0.4 | |
36,957 | MGM Resorts International | 620,878 | 0.1 | |
29,305 | Nike, Inc. - Class B | 2,873,355 | 0.4 | |
34,962 | (1) | Scientific Games Corp. | 540,512 | 0.1 |
38,502 | Service Corp. International | 1,497,343 | 0.2 | |
20,943 | (1) | Skechers USA, Inc. | 657,191 | 0.1 |
5,511 | Starbucks Corp. | 405,554 | 0.0 | |
25,616 | Target Corp. | 3,072,127 | 0.4 | |
62,548 | (1) | Taylor Morrison Home Corp. | 1,206,551 | 0.2 |
14,593 | Tractor Supply Co. | 1,923,211 | 0.2 | |
47,340 | (1) | TRI Pointe Group, Inc. | 695,425 | 0.1 |
4,772 | (1) | Ulta Beauty, Inc. | 970,720 | 0.1 |
29,526 | Yum! Brands, Inc. | 2,566,105 | 0.3 | |
79,061,442 | 10.2 | |||
Consumer Staples: 6.7% | ||||
113,108 | Altria Group, Inc. | 4,439,489 | 0.6 | |
17,111 | (1) | BJ's Wholesale Club Holdings, Inc. | 637,727 | 0.1 |
37,109 | Coca-Cola Co. | 1,658,030 | 0.2 | |
25,085 | Colgate-Palmolive Co. | 1,837,727 | 0.2 | |
2,644 | Costco Wholesale Corp. | 801,687 | 0.1 | |
27,052 | General Mills, Inc. | 1,667,756 | 0.2 | |
27,901 | Hershey Co. | 3,616,528 | 0.5 | |
17,856 | Kimberly-Clark Corp. | 2,523,946 | 0.3 | |
26,166 | Kroger Co. | 885,719 | 0.1 | |
90,769 | Mondelez International, Inc. | 4,641,019 | 0.6 | |
43,798 | (1) | Monster Beverage Corp. | 3,036,077 | 0.4 |
59,731 | PepsiCo, Inc. | 7,900,022 | 1.0 | |
88,577 | Philip Morris International, Inc. | 6,205,705 | 0.8 | |
52,636 | Procter & Gamble Co. | 6,293,686 | 0.8 | |
27,935 | (1) | Sprouts Farmers Market, Inc. | 714,857 | 0.1 |
9,129 | Tyson Foods, Inc. | 545,092 | 0.1 | |
35,201 | Walmart, Inc. | 4,216,376 | 0.6 | |
51,621,443 | 6.7 | |||
Energy: 2.7% | ||||
49,257 | Chevron Corp. | 4,395,202 | 0.6 | |
87,341 | ConocoPhillips | 3,670,069 | 0.5 | |
14,276 | EOG Resources, Inc. | 723,222 | 0.1 | |
44,701 | Exxon Mobil Corp. | 1,999,029 | 0.2 | |
9,662 | Hess Corp. | 500,588 | 0.1 | |
34,355 | Kinder Morgan, Inc. | 521,165 | 0.1 | |
23,416 | Marathon Petroleum Corp. | 875,290 | 0.1 | |
25,633 | Phillips 66 | 1,843,013 | 0.2 | |
15,043 | Pioneer Natural Resources Co. | 1,469,701 | 0.2 | |
67,510 | TechnipFMC PLC | 461,769 | 0.1 | |
29,566 | Valero Energy Corp. | 1,739,072 | 0.2 | |
65,754 | Williams Cos., Inc. | 1,250,641 | 0.2 | |
44,297 | World Fuel Services Corp. | 1,141,091 | 0.1 | |
20,589,852 | 2.7 | |||
Financials: 10.2% | ||||
22,737 | Aflac, Inc. | 819,214 | 0.1 | |
27,430 | Allstate Corp. | 2,660,436 | 0.3 | |
34,287 | Ally Financial, Inc. | 679,911 | 0.1 | |
26,143 | Ameriprise Financial, Inc. | 3,922,496 | 0.5 | |
345,911 | Bank of America Corp. | 8,215,386 | 1.1 | |
37,099 | (1) | Berkshire Hathaway, Inc. – Class B | 6,622,542 | 0.9 |
28,276 | (1) | Brighthouse Financial, Inc. | 786,638 | 0.1 |
32,699 | Capital One Financial Corp. | 2,046,630 | 0.3 | |
104,322 | Citigroup, Inc. | 5,330,854 | 0.7 | |
11,625 | Globe Life, Inc. | 862,924 | 0.1 | |
10,155 | Goldman Sachs Group, Inc. | 2,006,831 | 0.3 | |
22,360 | Hanover Insurance Group, Inc. | 2,265,739 | 0.3 | |
46,404 | Hartford Financial Services Group, Inc. | 1,788,874 | 0.2 | |
24,679 | Intercontinental Exchange, Inc. | 2,260,596 | 0.3 | |
12,235 | International Bancshares Corp. | 391,765 | 0.0 | |
101,848 | JPMorgan Chase & Co. | 9,579,823 | 1.2 | |
21,874 | LPL Financial Holdings, Inc. | 1,714,922 | 0.2 | |
921 | MarketAxess Holdings, Inc. | 461,347 | 0.1 | |
79,546 | Metlife, Inc. | 2,905,020 | 0.4 | |
146,384 | MGIC Investment Corp. | 1,198,885 | 0.2 | |
3,479 | Moody's Corp. | 955,786 | 0.1 |
See Accompanying Notes to Financial Statements
104
Voya Index Plus LargeCap Portfolio | PORTFOLIO OF INVESTMENTS |
As of June 30, 2020 (Unaudited) (continued) |
22,561 | Nasdaq, Inc. | 2,695,363 | 0.3 | |
40,079 | Popular, Inc. | 1,489,736 | 0.2 | |
48,691 | Progressive Corp. | 3,900,636 | 0.5 | |
20,514 | S&P Global, Inc. | 6,758,953 | 0.9 | |
21,022 | State Street Corp. | 1,335,948 | 0.2 | |
8,488 | Stifel Financial Corp. | 402,586 | 0.0 | |
79,573 | Synchrony Financial | 1,763,338 | 0.2 | |
11,843 | T. Rowe Price Group, Inc. | 1,462,611 | 0.2 | |
23,229 | Unum Group | 385,369 | 0.0 | |
66,500 | Wells Fargo & Co. | 1,702,400 | 0.2 | |
�� | 79,373,559 | 10.2 | ||
Health Care: 14.8% | ||||
50,869 | AbbVie, Inc. | 4,994,318 | 0.6 | |
9,733 | Agilent Technologies, Inc. | 860,105 | 0.1 | |
5,800 | (1) | Alexion Pharmaceuticals, Inc. | 650,992 | 0.1 |
6,332 | (1) | Align Technology, Inc. | 1,737,754 | 0.2 |
27,584 | Amgen, Inc. | 6,505,962 | 0.8 | |
14,405 | Anthem, Inc. | 3,788,227 | 0.5 | |
16,453 | Baxter International, Inc. | 1,416,603 | 0.2 | |
10,350 | (1) | Biogen, Inc. | 2,769,143 | 0.4 |
3,100 | (1) | Bio-Rad Laboratories, Inc. | 1,399,619 | 0.2 |
63,491 | (1) | Boston Scientific Corp. | 2,229,169 | 0.3 |
87,934 | Bristol-Myers Squibb Co. | 5,170,519 | 0.7 | |
14,918 | Bruker Corp. | 606,864 | 0.1 | |
28,423 | Cardinal Health, Inc. | 1,483,396 | 0.2 | |
30,861 | (1) | Centene Corp. | 1,961,217 | 0.3 |
2,903 | Chemed Corp. | 1,309,456 | 0.2 | |
19,193 | Cigna Corp. | 3,601,566 | 0.5 | |
8,583 | CVS Health Corp. | 557,638 | 0.1 | |
1,383 | (1) | DexCom, Inc. | 560,668 | 0.1 |
44,954 | (1) | Edwards Lifesciences Corp. | 3,106,771 | 0.4 |
25,555 | Eli Lilly & Co. | 4,195,620 | 0.5 | |
12,766 | Gilead Sciences, Inc. | 982,216 | 0.1 | |
3,925 | HCA Healthcare, Inc. | 380,961 | 0.0 | |
9,983 | Humana, Inc. | 3,870,908 | 0.5 | |
4,082 | (1) | Illumina, Inc. | 1,511,769 | 0.2 |
18,602 | (1) | Incyte Corp., Ltd. | 1,934,050 | 0.2 |
44,834 | Johnson & Johnson | 6,305,005 | 0.8 | |
2,836 | (1) | Masimo Corp. | 646,580 | 0.1 |
4,252 | McKesson Corp. | 652,342 | 0.1 | |
75,663 | Medtronic PLC | 6,938,297 | 0.9 | |
87,002 | Merck & Co., Inc. | 6,727,865 | 0.9 | |
8,946 | (1) | Molina Healthcare, Inc. | 1,592,209 | 0.2 |
6,041 | (1) | Novocure Ltd. | 358,231 | 0.0 |
146,078 | Pfizer, Inc. | 4,776,751 | 0.6 | |
21,494 | (1) | Prestige Consumer Healthcare, Inc. | 807,315 | 0.1 |
1,437 | (1) | Regeneron Pharmaceuticals, Inc. | 896,185 | 0.1 |
11,129 | Thermo Fisher Scientific, Inc. | 4,032,482 | 0.5 | |
36,771 | UnitedHealth Group, Inc. | 10,845,606 | 1.4 | |
14,564 | (1) | Veeva Systems, Inc. | 3,414,093 | 0.4 |
15,707 | (1) | Vertex Pharmaceuticals, Inc. | 4,559,899 | 0.6 |
13,933 | Zimmer Biomet Holdings, Inc. | 1,663,043 | 0.2 | |
22,793 | Zoetis, Inc. | 3,123,553 | 0.4 | |
114,924,967 | 14.8 | |||
Industrials: 8.3% | ||||
7,646 | Acuity Brands, Inc. | 732,028 | 0.1 | |
60,402 | Allison Transmission Holdings, Inc. | 2,221,586 | 0.3 | |
35,460 | Ametek, Inc. | 3,169,060 | 0.4 | |
21,452 | AO Smith Corp. | 1,010,818 | 0.1 | |
5,105 | Armstrong World Industries, Inc. | 397,986 | 0.0 | |
4,419 | Boeing Co. | 810,003 | 0.1 | |
6,008 | Carlisle Cos., Inc. | 718,977 | 0.1 | |
24,456 | (1) | Copart, Inc. | 2,036,451 | 0.3 |
2,053 | (1) | CoStar Group, Inc. | 1,459,005 | 0.2 |
31,446 | Crane Co. | 1,869,779 | 0.2 | |
17,995 | CSX Corp. | 1,254,971 | 0.2 | |
22,718 | Cummins, Inc. | 3,936,121 | 0.5 | |
9,304 | Curtiss-Wright Corp. | 830,661 | 0.1 | |
12,415 | Fortive Corp. | 839,999 | 0.1 | |
76,524 | GrafTech International Ltd. | 610,661 | 0.1 | |
13,451 | Heico Corp. - HEI | 1,340,392 | 0.2 | |
48,401 | Honeywell International, Inc. | 6,998,301 | 0.9 | |
13,056 | (1) | IAA, Inc. | 503,570 | 0.1 |
8,900 | IDEX Corp. | 1,406,556 | 0.2 | |
7,101 | ITT, Inc. | 417,113 | 0.0 | |
12,915 | Kansas City Southern | 1,928,080 | 0.2 | |
7,304 | L3Harris Technologies, Inc. | 1,239,270 | 0.2 | |
4,815 | Lockheed Martin Corp. | 1,757,090 | 0.2 | |
34,501 | Masco Corp. | 1,732,295 | 0.2 | |
15,674 | Norfolk Southern Corp. | 2,751,884 | 0.4 | |
62,473 | nVent Electric PLC | 1,170,119 | 0.1 | |
3,341 | Parker Hannifin Corp. | 612,305 | 0.1 | |
33,277 | Regal Beloit Corp. | 2,905,748 | 0.4 | |
15,024 | Republic Services, Inc. | 1,232,719 | 0.2 | |
8,661 | Roper Technologies, Inc. | 3,362,720 | 0.4 | |
41,456 | Trane Technologies PLC | 3,688,755 | 0.5 | |
28,397 | Union Pacific Corp. | 4,801,081 | 0.6 | |
41,846 | Waste Management, Inc. | 4,431,910 | 0.6 | |
64,178,014 | 8.3 | |||
Information Technology: 27.5% | ||||
17,911 | (1) | Adobe, Inc. | 7,796,837 | 1.0 |
36,062 | (1) | Akamai Technologies, Inc. | 3,861,880 | 0.5 |
50,199 | Amdocs Ltd. | 3,056,115 | 0.4 | |
16,952 | (1) | Anaplan, Inc. | 768,095 | 0.1 |
108,281 | Apple, Inc. | 39,500,909 | 5.1 | |
64,393 | Applied Materials, Inc. | 3,892,557 | 0.5 | |
10,258 | (1) | Atlassian Corp. PLC | 1,849,210 | 0.2 |
5,545 | (1) | Avalara, Inc. | 737,984 | 0.1 |
16,174 | Booz Allen Hamilton Holding Corp. | 1,258,175 | 0.2 | |
3,175 | Broadcom, Inc. | 1,002,062 | 0.1 | |
9,653 | (1) | CACI International, Inc. | 2,093,543 | 0.3 |
61,981 | (1) | Cadence Design Systems, Inc. | 5,947,697 | 0.8 |
21,915 | CDW Corp. | 2,546,085 | 0.3 | |
22,582 | (1) | Ciena Corp. | 1,223,041 | 0.2 |
181,084 | Cisco Systems, Inc. | 8,445,758 | 1.1 | |
25,217 | Cognizant Technology Solutions Corp. | 1,432,830 | 0.2 | |
21,280 | Dolby Laboratories, Inc. | 1,401,714 | 0.2 | |
69,944 | (1) | Dropbox, Inc. | 1,522,681 | 0.2 |
18,482 | (1) | Dynatrace, Inc. | 750,369 | 0.1 |
13,787 | (1) | Euronet Worldwide, Inc. | 1,321,070 | 0.2 |
See Accompanying Notes to Financial Statements
105
Voya Index Plus LargeCap Portfolio | PORTFOLIO OF INVESTMENTS |
As of June 30, 2020 (Unaudited) (continued) |
18,392 | (1) | F5 Networks, Inc. | 2,565,316 | 0.3 |
15,381 | (1) | Fortinet, Inc. | 2,111,350 | 0.3 |
23,592 | (1) | GoDaddy, Inc. | 1,730,001 | 0.2 |
1,776 | (1) | HubSpot, Inc. | 398,446 | 0.1 |
112,614 | Intel Corp. | 6,737,696 | 0.9 | |
19,113 | Intuit, Inc. | 5,661,079 | 0.7 | |
9,531 | KLA Corp. | 1,853,589 | 0.2 | |
14,646 | Lam Research Corp. | 4,737,395 | 0.6 | |
8,912 | Mastercard, Inc. - Class A | 2,635,278 | 0.3 | |
209,947 | Microsoft Corp. | 42,726,314 | 5.5 | |
29,248 | National Instruments Corp. | 1,132,190 | 0.1 | |
19,854 | NetApp, Inc. | 880,922 | 0.1 | |
5,487 | (1) | New Relic, Inc. | 378,054 | 0.0 |
16,550 | Nvidia Corp. | 6,287,511 | 0.8 | |
3,169 | (1) | Palo Alto Networks, Inc. | 727,824 | 0.1 |
49,188 | (1) | PayPal Holdings, Inc. | 8,570,025 | 1.1 |
34,297 | Perspecta, Inc. | 796,719 | 0.1 | |
13,999 | (1) | Proofpoint, Inc. | 1,555,569 | 0.2 |
100,683 | (1) | Pure Storage, Inc. - Class A | 1,744,836 | 0.2 |
61,440 | Qualcomm, Inc. | 5,603,942 | 0.7 | |
12,281 | (1) | Qualys, Inc. | 1,277,470 | 0.2 |
10,767 | (1) | Salesforce.com, Inc. | 2,016,982 | 0.3 |
9,752 | (1) | Semtech Corp. | 509,249 | 0.1 |
11,632 | (1) | Silicon Laboratories, Inc. | 1,166,341 | 0.2 |
24,751 | (1),(2) | Slack Technologies, Inc. | 769,509 | 0.1 |
140,469 | Switch, Inc. | 2,503,158 | 0.3 | |
18,627 | (1) | Synopsys, Inc. | 3,632,265 | 0.5 |
13,823 | Teradyne, Inc. | 1,168,182 | 0.2 | |
20,158 | Texas Instruments, Inc. | 2,559,461 | 0.3 | |
5,394 | (1) | VeriSign, Inc. | 1,115,641 | 0.1 |
24,972 | Visa, Inc. - Class A | 4,823,841 | 0.6 | |
13,804 | (1) | VMware, Inc. | 2,137,687 | 0.3 |
212,922,454 | 27.5 | |||
Materials: 2.1% | ||||
8,937 | Air Products & Chemicals, Inc. | 2,157,928 | 0.3 | |
37,147 | Celanese Corp. - Series A | 3,207,272 | 0.4 | |
42,611 | Commercial Metals Co. | 869,264 | 0.1 | |
33,777 | Domtar Corp. | 713,033 | 0.1 | |
5,509 | Eastman Chemical Co. | 383,647 | 0.0 | |
2,725 | NewMarket Corp. | 1,091,308 | 0.1 | |
6,867 | Newmont Corp. | 423,969 | 0.1 | |
25,395 | Nucor Corp. | 1,051,607 | 0.1 | |
12,875 | Packaging Corp. of America | 1,284,925 | 0.2 | |
37,645 | PolyOne Corp. | 987,428 | 0.1 | |
14,417 | Reliance Steel & Aluminum Co. | 1,368,606 | 0.2 | |
47,588 | Silgan Holdings, Inc. | 1,541,375 | 0.2 | |
48,780 | Steel Dynamics, Inc. | 1,272,670 | 0.2 | |
16,353,032 | 2.1 | |||
Real Estate: 2.9% | ||||
10,012 | American Tower Corp. | 2,588,502 | 0.3 | |
29,159 | Boston Properties, Inc. | 2,635,390 | 0.3 | |
58,753 | (1) | CBRE Group, Inc. | 2,656,811 | 0.3 |
98,383 | CoreCivic, Inc. | 920,865 | 0.1 | |
70,407 | Corporate Office Properties Trust SBI MD | 1,784,113 | 0.2 | |
72,442 | Douglas Emmett, Inc. | 2,221,072 | 0.3 | |
6,441 | Essex Property Trust, Inc. | 1,476,084 | 0.2 | |
215 | (1) | Gaming and Leisure Properties, Inc. | 8,227 | 0.0 |
14,545 | Healthpeak Properties, Inc. | 400,860 | 0.1 | |
53,636 | Highwoods Properties, Inc. | 2,002,232 | 0.3 | |
22,427 | Hudson Pacific Properties, Inc. | 564,263 | 0.1 | |
25,310 | Life Storage, Inc. | 2,403,185 | 0.3 | |
23,896 | Outfront Media, Inc. | 338,606 | 0.1 | |
20,008 | ProLogis, Inc. | 1,867,347 | 0.2 | |
17,029 | VICI Properties, Inc. | 343,816 | 0.1 | |
22,211,373 | 2.9 | |||
Utilities: 3.0% | ||||
213,084 | AES Corp. | 3,087,587 | 0.4 | |
15,568 | American Water Works Co., Inc. | 2,002,979 | 0.3 | |
20,817 | Black Hills Corp. | 1,179,491 | 0.1 | |
35,291 | Duke Energy Corp. | 2,819,398 | 0.4 | |
48,383 | Evergy, Inc. | 2,868,628 | 0.4 | |
10,200 | Exelon Corp. | 370,158 | 0.0 | |
49,069 | NorthWestern Corp. | 2,675,242 | 0.3 | |
51,043 | PNM Resources, Inc. | 1,962,093 | 0.3 | |
74,411 | PPL Corp. | 1,922,780 | 0.2 | |
19,265 | Sempra Energy | 2,258,436 | 0.3 | |
106,483 | Vistra Energy Corp. | 1,982,714 | 0.3 | |
23,129,506 | 3.0 | |||
Total Common Stock | ||||
(Cost $636,878,201) | 767,012,273 | 99.1 | ||
RIGHTS: 0.0% | ||||
Health Care: 0.0% | ||||
27,137 | (1) | Bristol-Myers Squibb Co. | 97,151 | 0.0 |
Total Rights | ||||
(Cost $62,415) | 97,151 | 0.0 | ||
Total Long-Term Investments | ||||
(Cost $636,940,616) | 767,109,424 | 99.1 | ||
Principal Amount† | Value | Percentage of Net Assets | ||
SHORT-TERM INVESTMENTS: 0.9% | ||||
Repurchase Agreements: 0.1% | ||||
771,959 | (3) | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $771,961, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $787,398, due 07/31/20-07/01/50) | ||
(Cost $771,959) | 771,959 | 0.1 |
See Accompanying Notes to Financial Statements
106
Voya Index Plus LargeCap Portfolio | PORTFOLIO OF INVESTMENTS |
As of June 30, 2020 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | ||
Mutual Funds: 0.8% | ||||
6,104,000 | (4) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.150% | ||
(Cost $6,104,000) | 6,104,000 | 0.8 | ||
Total Short-Term Investments | ||||
(Cost $6,875,959) | 6,875,959 | 0.9 | ||
Total Investments in Securities (Cost $643,816,575) | $ 773,985,383 | 100.0 | ||
Liabilities in Excess of Other Assets | (143,383) | – | ||
Net Assets | $ 773,842,000 | 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) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
(4) | Rate shown is the 7-day yield as of June 30, 2020. |
See Accompanying Notes to Financial Statements
107
Voya Index Plus MidCap Portfolio | PORTFOLIO OF INVESTMENTS |
As of June 30, 2020 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||
COMMON STOCK: 98.4% | ||||
Communication Services: 1.9% | ||||
29,827 | (1) | Altice USA, Inc. | $ 672,301 | 0.2 |
35,813 | (1) | AMC Networks, Inc. | 837,666 | 0.2 |
999 | Cable One, Inc. | 1,773,075 | 0.4 | |
24,943 | Fox Corp. - Class A | 668,971 | 0.2 | |
10,912 | Interpublic Group of Cos., Inc. | 187,250 | 0.0 | |
21,058 | (1) | Liberty Global PLC - Class A | 460,328 | 0.1 |
28,867 | (1),(2) | Lions Gate Entertainment Corp. - Class A | 213,905 | 0.0 |
25,375 | New York Times Co. | 1,066,511 | 0.2 | |
56,189 | Telephone & Data Systems, Inc. | 1,117,037 | 0.3 | |
54,306 | (1) | Yelp, Inc. | 1,256,098 | 0.3 |
8,253,142 | 1.9 | |||
Consumer Discretionary: 13.6% | ||||
30,983 | Aarons, Inc. | 1,406,628 | 0.3 | |
30,675 | (1) | Adtalem Global Education, Inc. | 955,526 | 0.2 |
75,389 | (2) | American Eagle Outfitters, Inc. | 821,740 | 0.2 |
680 | (1) | Autozone, Inc. | 767,122 | 0.2 |
19,769 | BorgWarner, Inc. | 697,846 | 0.2 | |
35,911 | Boyd Gaming Corp. | 750,540 | 0.2 | |
15,169 | Brunswick Corp. | 970,968 | 0.2 | |
39,452 | (1) | Caesars Entertainment Corp. | 478,553 | 0.1 |
6,348 | Carter's, Inc. | 512,284 | 0.1 | |
133,158 | Dana, Inc. | 1,623,196 | 0.4 | |
16,533 | (1) | Deckers Outdoor Corp. | 3,246,916 | 0.8 |
39,690 | Dick's Sporting Goods, Inc. | 1,637,609 | 0.4 | |
3,648 | Domino's Pizza, Inc. | 1,347,717 | 0.3 | |
13,673 | Dunkin Brands Group, Inc. | 891,890 | 0.2 | |
22,326 | (1),(2) | Eldorado Resorts, Inc. | 894,380 | 0.2 |
36,529 | (1) | Etsy, Inc. | 3,880,476 | 0.9 |
59,915 | Extended Stay America, Inc. | 670,449 | 0.2 | |
5,211 | (1) | Five Below, Inc. | 557,108 | 0.1 |
22,455 | Foot Locker, Inc. | 654,788 | 0.2 | |
116,473 | Gentex Corp. | 3,001,509 | 0.7 | |
11,565 | (1) | Grand Canyon Education, Inc. | 1,046,979 | 0.2 |
12,617 | (1) | GrubHub, Inc. | 886,975 | 0.2 |
4,374 | (1) | Helen of Troy Ltd. | 824,761 | 0.2 |
12,800 | Jack in the Box, Inc. | 948,352 | 0.2 | |
67,374 | KB Home | 2,067,034 | 0.5 | |
9,476 | Kohl's Corp. | 196,817 | 0.0 | |
8,544 | Lear Corp. | 931,467 | 0.2 | |
4,991 | Lennar Corp. - Class A | 307,545 | 0.1 | |
21,405 | (1) | Mattel, Inc. | 206,986 | 0.0 |
11,579 | MGM Resorts International | 194,527 | 0.0 | |
336 | (1) | NVR, Inc. | 1,094,940 | 0.3 |
6,940 | (1) | Ollie's Bargain Outlet Holdings, Inc. | 677,691 | 0.2 |
41,301 | (1) | Penn National Gaming, Inc. | 1,261,333 | 0.3 |
8,089 | Pool Corp. | 2,199,156 | 0.5 | |
19,916 | Pulte Group, Inc. | 677,741 | 0.2 | |
7,378 | (1),(2) | RH | 1,836,384 | 0.4 |
46,708 | (1) | Scientific Games Corp. | 722,106 | 0.2 |
98,312 | Service Corp. International | 3,823,354 | 0.9 | |
14,322 | Six Flags Entertainment Corp. | 275,126 | 0.1 | |
60,145 | (1) | Skechers USA, Inc. | 1,887,350 | 0.4 |
80,860 | (1) | Taylor Morrison Home Corp. | 1,559,789 | 0.4 |
5,673 | (1) | Tempur Sealy International, Inc. | 408,172 | 0.1 |
6,131 | Texas Roadhouse, Inc. | 322,307 | 0.1 | |
11,418 | Thor Industries, Inc. | 1,216,360 | 0.3 | |
2,799 | Tractor Supply Co. | 368,880 | 0.1 | |
101,549 | (1) | TRI Pointe Group, Inc. | 1,491,755 | 0.4 |
1,138 | (1) | Ulta Beauty, Inc. | 231,492 | 0.1 |
12,461 | (1) | Urban Outfitters, Inc. | 189,656 | 0.0 |
65,468 | (2) | Wendy's Company | 1,425,893 | 0.3 |
16,734 | Williams-Sonoma, Inc. | 1,372,355 | 0.3 | |
52,774 | Wyndham Destinations, Inc. | 1,487,171 | 0.3 | |
57,907,699 | 13.6 | |||
Consumer Staples: 3.4% | ||||
65,115 | (1) | BJ's Wholesale Club Holdings, Inc. | 2,426,836 | 0.6 |
72,066 | Flowers Foods, Inc. | 1,611,396 | 0.4 | |
6,193 | Hershey Co. | 802,737 | 0.2 | |
33,098 | Ingredion, Inc. | 2,747,134 | 0.6 | |
5,677 | Lancaster Colony Corp. | 879,878 | 0.2 | |
26,522 | Nu Skin Enterprises, Inc. | 1,013,936 | 0.2 | |
29,886 | (1) | Pilgrim's Pride Corp. | 504,775 | 0.1 |
19,690 | (1) | Post Holdings, Inc. | 1,725,238 | 0.4 |
74,694 | (1) | Sprouts Farmers Market, Inc. | 1,911,419 | 0.5 |
13,317 | Tyson Foods, Inc. | 795,158 | 0.2 | |
14,418,507 | 3.4 | |||
Energy: 1.5% | ||||
47,855 | (1) | ChampionX Corp. | 467,065 | 0.1 |
7,248 | Cimarex Energy Co. | 199,248 | 0.1 | |
79,526 | EQT Corp. | 946,359 | 0.2 | |
74,530 | Equitrans Midstream Corp. | 619,344 | 0.1 | |
21,084 | Noble Energy, Inc. | 188,913 | 0.0 | |
22,977 | PBF Energy, Inc. | 235,284 | 0.1 | |
4,305 | Pioneer Natural Resources Co. | 420,598 | 0.1 | |
26,999 | Williams Cos., Inc. | 513,521 | 0.1 | |
46,120 | World Fuel Services Corp. | 1,188,051 | 0.3 | |
238,531 | (1) | WPX Energy, Inc. | 1,521,828 | 0.4 |
6,300,211 | 1.5 | |||
Financials: 14.7% | ||||
831 | Alleghany Corp. | 406,475 | 0.1 | |
35,529 | Ally Financial, Inc. | 704,540 | 0.2 | |
7,358 | American Financial Group, Inc. | 466,939 | 0.1 | |
11,983 | Ameriprise Financial, Inc. | 1,797,929 | 0.4 | |
22,198 | Bank of Hawaii Corp. | 1,363,179 | 0.3 | |
53,765 | Bank OZK | 1,261,865 | 0.3 |
See Accompanying Notes to Financial Statements
108
Voya Index Plus MidCap Portfolio | PORTFOLIO OF INVESTMENTS |
As of June 30, 2020 (Unaudited) (continued) |
53,941 | (1) | Brighthouse Financial, Inc. | 1,500,639 | 0.4 |
13,863 | Brown & Brown, Inc. | 565,056 | 0.1 | |
65,638 | Cathay General Bancorp. | 1,726,279 | 0.4 | |
28,172 | CIT Group, Inc. | 584,006 | 0.1 | |
44,956 | Citizens Financial Group, Inc. | 1,134,689 | 0.3 | |
49,010 | CNO Financial Group, Inc. | 763,086 | 0.2 | |
73,871 | East West Bancorp, Inc. | 2,677,085 | 0.6 | |
27,317 | Essent Group Ltd. | 990,788 | 0.2 | |
31,403 | Evercore, Inc. | 1,850,265 | 0.4 | |
6,859 | Factset Research Systems, Inc. | 2,252,976 | 0.5 | |
48,010 | Fifth Third Bancorp | 925,633 | 0.2 | |
38,748 | First American Financial Corp. | 1,860,679 | 0.4 | |
1,236 | First Citizens BancShares, Inc. | 500,605 | 0.1 | |
46,014 | First Horizon National Corp. | 458,299 | 0.1 | |
4,943 | Globe Life, Inc. | 366,919 | 0.1 | |
36,548 | Hancock Whitney Corp. | 774,818 | 0.2 | |
27,291 | Hanover Insurance Group, Inc. | 2,765,397 | 0.6 | |
28,891 | Hartford Financial Services Group, Inc. | 1,113,748 | 0.3 | |
68,412 | International Bancshares Corp. | 2,190,552 | 0.5 | |
2,916 | Kemper Corp. | 211,468 | 0.1 | |
16,405 | LPL Financial Holdings, Inc. | 1,286,152 | 0.3 | |
121,391 | MGIC Investment Corp. | 994,192 | 0.2 | |
6,330 | Nasdaq, Inc. | 756,245 | 0.2 | |
140,780 | Navient Corp. | 989,683 | 0.2 | |
179,085 | Old Republic International Corp. | 2,920,876 | 0.7 | |
30,911 | Popular, Inc. | 1,148,962 | 0.3 | |
26,365 | Primerica, Inc. | 3,074,159 | 0.7 | |
3,433 | Prosperity Bancshares, Inc. | 203,852 | 0.1 | |
26,089 | Reinsurance Group of America, Inc. | 2,046,421 | 0.5 | |
2,554 | RenaissanceRe Holdings Ltd. | 436,811 | 0.1 | |
56,013 | SEI Investments Co. | 3,079,595 | 0.7 | |
9,655 | Selective Insurance Group | 509,205 | 0.1 | |
24,735 | Signature Bank | 2,644,666 | 0.6 | |
221,979 | SLM Corp. | 1,560,512 | 0.4 | |
12,186 | State Street Corp. | 774,420 | 0.2 | |
35,581 | Sterling Bancorp | 417,009 | 0.1 | |
40,271 | Stifel Financial Corp. | 1,910,053 | 0.5 | |
35,988 | Synchrony Financial | 797,494 | 0.2 | |
87,632 | Synovus Financial Corp. | 1,799,085 | 0.4 | |
17,152 | UMB Financial Corp. | 884,186 | 0.2 | |
35,839 | Unum Group | 594,569 | 0.1 | |
50,849 | Webster Financial Corp. | 1,454,790 | 0.3 | |
7,861 | Wintrust Financial Corp. | 342,897 | 0.1 | |
33,987 | Zions Bancorp NA | 1,155,558 | 0.3 | |
62,995,306 | 14.7 | |||
Health Care: 10.9% | ||||
1,767 | (1) | Alexion Pharmaceuticals, Inc. | 198,328 | 0.0 |
1,035 | (1) | Align Technology, Inc. | 284,045 | 0.1 |
19,040 | (1) | Alkermes PLC | 369,471 | 0.1 |
15,499 | (1) | Amedisys, Inc. | 3,077,171 | 0.7 |
6,688 | (1) | Arrowhead Pharmaceuticals, Inc. | 288,855 | 0.1 |
2,978 | (1) | Bio-Rad Laboratories, Inc. | 1,344,537 | 0.3 |
5,743 | Bio-Techne Corp. | 1,516,554 | 0.4 | |
22,342 | Bruker Corp. | 908,873 | 0.2 | |
11,163 | (1) | Catalent, Inc. | 818,248 | 0.2 |
21,789 | (1) | Charles River Laboratories International, Inc. | 3,798,912 | 0.9 |
8,671 | Chemed Corp. | 3,911,228 | 0.9 | |
11,534 | Encompass Health Corp. | 714,301 | 0.2 | |
109,247 | (1) | Exelixis, Inc. | 2,593,524 | 0.6 |
16,043 | (1) | Globus Medical, Inc. | 765,412 | 0.2 |
21,953 | (1) | Haemonetics Corp. | 1,966,111 | 0.5 |
5,805 | (1) | HealthEquity, Inc. | 340,579 | 0.1 |
15,458 | Hill-Rom Holdings, Inc. | 1,696,979 | 0.4 | |
5,681 | (1) | Incyte Corp., Ltd. | 590,654 | 0.1 |
20,992 | (1) | Masimo Corp. | 4,785,966 | 1.1 |
21,079 | (1) | Molina Healthcare, Inc. | 3,751,640 | 0.9 |
3,328 | (1) | Novocure Ltd. | 197,350 | 0.0 |
3,622 | (1) | NuVasive, Inc. | 201,601 | 0.0 |
22,879 | (1) | PRA Health Sciences, Inc. | 2,225,898 | 0.5 |
34,563 | (1) | Prestige Consumer Healthcare, Inc. | 1,298,186 | 0.3 |
7,740 | (1) | Quidel Corp. | 1,731,748 | 0.4 |
11,685 | (1) | Repligen Corp. | 1,444,383 | 0.3 |
18,319 | (1) | Syneos Health, Inc. | 1,067,082 | 0.2 |
2,329 | (1) | Tandem Diabetes Care, Inc. | 230,385 | 0.1 |
48,777 | (1) | Tenet Healthcare Corp. | 883,351 | 0.2 |
10,475 | (1) | United Therapeutics Corp. | 1,267,475 | 0.3 |
7,282 | (1) | Veeva Systems, Inc. | 1,707,046 | 0.4 |
2,914 | West Pharmaceutical Services, Inc. | 661,973 | 0.2 | |
46,637,866 | 10.9 | |||
Industrials: 16.3% | ||||
19,510 | Acuity Brands, Inc. | 1,867,887 | 0.4 | |
29,565 | (1) | AECOM | 1,111,053 | 0.3 |
19,575 | AGCO Corp. | 1,085,630 | 0.2 | |
33,459 | Allison Transmission Holdings, Inc. | 1,230,622 | 0.3 | |
13,195 | Ametek, Inc. | 1,179,237 | 0.3 | |
6,019 | AO Smith Corp. | 283,615 | 0.1 | |
7,561 | Armstrong World Industries, Inc. | 589,456 | 0.1 | |
28,295 | (1) | ASGN, Inc. | 1,886,711 | 0.4 |
8,357 | (1) | Axon Enterprise, Inc. | 820,072 | 0.2 |
7,796 | Brink's Co. | 354,796 | 0.1 | |
21,180 | Carlisle Cos., Inc. | 2,534,611 | 0.6 | |
10,214 | (1) | Copart, Inc. | 850,520 | 0.2 |
1,078 | (1) | CoStar Group, Inc. | 766,102 | 0.2 |
40,422 | Crane Co. | 2,403,492 | 0.6 | |
24,718 | Curtiss-Wright Corp. | 2,206,823 | 0.5 | |
38,614 | Deluxe Corp. | 908,974 | 0.2 | |
39,432 | EMCOR Group, Inc. | 2,608,033 | 0.6 | |
9,478 | (1) | FTI Consulting, Inc. | 1,085,705 | 0.3 |
6,375 | (1) | Generac Holdings, Inc. | 777,304 | 0.2 |
14,153 | Graco, Inc. | 679,203 | 0.2 | |
59,581 | GrafTech International Ltd. | 475,456 | 0.1 | |
2,245 | Heico Corp. - HEI | 223,714 | 0.0 | |
61,749 | Herman Miller, Inc. | 1,457,894 | 0.3 | |
15,299 | HNI Corp. | 467,690 | 0.1 | |
20,655 | Hubbell, Inc. | 2,589,311 | 0.6 | |
15,903 | (1) | IAA, Inc. | 613,379 | 0.1 |
See Accompanying Notes to Financial Statements
109
Voya Index Plus MidCap Portfolio | PORTFOLIO OF INVESTMENTS |
As of June 30, 2020 (Unaudited) (continued) |
9,628 | IDEX Corp. | 1,521,609 | 0.4 | |
6,647 | Insperity, Inc. | 430,260 | 0.1 | |
51,038 | ITT, Inc. | 2,997,972 | 0.7 | |
30,649 | (1) | JetBlue Airways Corp. | 334,074 | 0.1 |
4,745 | Kansas City Southern | 708,381 | 0.2 | |
16,394 | Knight-Swift Transportation Holdings, Inc. | 683,794 | 0.2 | |
2,656 | Lennox International, Inc. | 618,821 | 0.1 | |
16,954 | Manpowergroup, Inc. | 1,165,588 | 0.3 | |
8,000 | Masco Corp. | 401,680 | 0.1 | |
27,688 | (1) | Mastec, Inc. | 1,242,361 | 0.3 |
3,832 | (1) | Mercury Systems, Inc. | 301,425 | 0.1 |
12,231 | (1) | Middleby Corp. | 965,515 | 0.2 |
9,551 | MSA Safety, Inc. | 1,093,016 | 0.3 | |
31,224 | MSC Industrial Direct Co. | 2,273,419 | 0.5 | |
10,267 | Nordson Corp. | 1,947,753 | 0.5 | |
89,199 | nVent Electric PLC | 1,670,697 | 0.4 | |
10,380 | Old Dominion Freight Line | 1,760,344 | 0.4 | |
21,394 | Owens Corning, Inc. | 1,192,929 | 0.3 | |
31,378 | Regal Beloit Corp. | 2,739,927 | 0.6 | |
7,517 | Republic Services, Inc. | 616,770 | 0.1 | |
10,137 | Ryder System, Inc. | 380,239 | 0.1 | |
26,125 | Schneider National, Inc. | 644,504 | 0.1 | |
2,579 | (1) | Teledyne Technologies, Inc. | 801,940 | 0.2 |
21,438 | Tetra Tech, Inc. | 1,696,175 | 0.4 | |
53,090 | Timken Co. | 2,415,064 | 0.6 | |
20,786 | Toro Co. | 1,378,943 | 0.3 | |
17,863 | Trane Technologies PLC | 1,589,450 | 0.4 | |
5,536 | TransUnion | 481,853 | 0.1 | |
4,312 | (1) | Trex Co., Inc. | 560,862 | 0.1 |
22,691 | (1) | Univar Solutions, Inc. | 382,570 | 0.1 |
2,070 | Valmont Industries, Inc. | 235,193 | 0.1 | |
52,878 | Werner Enterprises, Inc. | 2,301,779 | 0.5 | |
2,707 | Woodward, Inc. | 209,928 | 0.0 | |
12,556 | (1) | XPO Logistics, Inc. | 969,951 | 0.2 |
69,772,076 | 16.3 | |||
Information Technology: 16.2% | ||||
5,400 | Alliance Data Systems Corp. | 243,648 | 0.1 | |
12,582 | Amdocs Ltd. | 765,992 | 0.2 | |
6,348 | (1) | Anaplan, Inc. | 287,628 | 0.1 |
39,441 | (1) | Arrow Electronics, Inc. | 2,709,202 | 0.6 |
1,695 | (1) | Avalara, Inc. | 225,588 | 0.0 |
42,123 | Avnet, Inc. | 1,174,600 | 0.3 | |
35,981 | Belden, Inc. | 1,171,182 | 0.3 | |
7,174 | Booz Allen Hamilton Holding Corp. | 558,066 | 0.1 | |
11,350 | (1) | CACI International, Inc. | 2,461,588 | 0.6 |
21,654 | (1) | Cadence Design Systems, Inc. | 2,077,918 | 0.5 |
14,379 | CDK Global, Inc. | 595,578 | 0.1 | |
11,444 | CDW Corp. | 1,329,564 | 0.3 | |
2,875 | (1) | Ceridian HCM Holding, Inc. | 227,901 | 0.0 |
62,022 | (1) | Ciena Corp. | 3,359,112 | 0.8 |
43,037 | (1) | Cirrus Logic, Inc. | 2,658,826 | 0.6 |
14,076 | Cognex Corp. | 840,619 | 0.2 | |
24,805 | (1) | Commvault Systems, Inc. | 959,954 | 0.2 |
3,718 | (1) | Cree, Inc. | 220,068 | 0.0 |
11,614 | Dolby Laboratories, Inc. | 765,014 | 0.2 | |
31,785 | (1) | Dropbox, Inc. | 691,959 | 0.2 |
13,435 | (1) | Dynatrace, Inc. | 545,461 | 0.1 |
7,442 | (1) | Enphase Energy, Inc. | 354,016 | 0.1 |
4,042 | (1) | Euronet Worldwide, Inc. | 387,304 | 0.1 |
6,068 | (1) | F5 Networks, Inc. | 846,365 | 0.2 |
6,198 | (1) | Fair Isaac Corp. | 2,591,012 | 0.6 |
4,417 | (1) | Fortinet, Inc. | 606,322 | 0.1 |
7,301 | (1) | GoDaddy, Inc. | 535,382 | 0.1 |
14,074 | (1) | II-VI, Inc. | 664,574 | 0.2 |
11,889 | j2 Global, Inc. | 751,504 | 0.2 | |
55,590 | Jabil, Inc. | 1,783,327 | 0.4 | |
77,075 | KBR, Inc. | 1,738,041 | 0.4 | |
1,092 | KLA Corp. | 212,372 | 0.0 | |
7,476 | (1) | LiveRamp Holdings, Inc. | 317,506 | 0.1 |
25,279 | (1) | Lumentum Holdings, Inc. | 2,058,469 | 0.5 |
18,300 | MAXIMUS, Inc. | 1,289,235 | 0.3 | |
15,255 | MKS Instruments, Inc. | 1,727,476 | 0.4 | |
3,905 | Monolithic Power Systems, Inc. | 925,485 | 0.2 | |
66,847 | National Instruments Corp. | 2,587,647 | 0.6 | |
5,758 | NetApp, Inc. | 255,482 | 0.1 | |
5,174 | (1) | Paylocity Holding Corp. | 754,835 | 0.2 |
53,903 | Perspecta, Inc. | 1,252,167 | 0.3 | |
4,506 | (1) | Proofpoint, Inc. | 500,707 | 0.1 |
2,978 | (1) | PTC, Inc. | 231,659 | 0.1 |
44,366 | (1) | Pure Storage, Inc. - Class A | 768,863 | 0.2 |
15,699 | (1) | Qualys, Inc. | 1,633,010 | 0.4 |
11,959 | Science Applications International Corp. | 928,975 | 0.2 | |
37,847 | (1) | Semtech Corp. | 1,976,370 | 0.5 |
22,031 | (1) | Silicon Laboratories, Inc. | 2,209,048 | 0.5 |
11,205 | (1),(2) | Slack Technologies, Inc. | 348,363 | 0.1 |
11,709 | (1) | SolarEdge Technologies, Inc. | 1,624,975 | 0.4 |
56,778 | Switch, Inc. | 1,011,784 | 0.2 | |
13,442 | (1) | Synaptics, Inc. | 808,133 | 0.2 |
5,507 | SYNNEX Corp. | 659,573 | 0.2 | |
3,985 | (1) | Synopsys, Inc. | 777,075 | 0 .2 |
56,750 | Teradyne, Inc. | 4,795,943 | 1.1 | |
43,395 | (1) | Trimble, Inc. | 1,874,230 | 0.4 |
8,977 | Universal Display Corp. | 1,343,139 | 0.3 | |
14,019 | Vishay Intertechnology, Inc. | 214,070 | 0.0 | |
12,929 | (1) | WEX, Inc. | 2,133,414 | 0.5 |
69,347,320 | 16.2 | |||
Materials: 6.0% | ||||
25,837 | (1) | Allegheny Technologies, Inc. | 263,279 | 0.1 |
1,887 | Aptargroup, Inc. | 211,306 | 0.0 | |
20,926 | Cabot Corp. | 775,308 | 0.2 | |
8,606 | Celanese Corp. - Series A | 743,042 | 0.2 | |
55,289 | Chemours Co. | 848,686 | 0.2 | |
56,396 | Commercial Metals Co. | 1,150,479 | 0.3 | |
46,494 | Domtar Corp. | 981,488 | 0.2 | |
21,027 | Greif, Inc. - Class A | 723,539 | 0.2 | |
33,534 | Huntsman Corp. | 602,606 | 0.1 | |
14,661 | (1) | Ingevity Corp. | 770,729 | 0.2 |
11,625 | Louisiana-Pacific Corp. | 298,181 | 0.1 | |
24,919 | Minerals Technologies, Inc. | 1,169,449 | 0.3 | |
1,961 | NewMarket Corp. | 785,341 | 0.2 | |
8,194 | Packaging Corp. of America | 817,761 | 0.2 | |
76,416 | PolyOne Corp. | 2,004,392 | 0.5 |
See Accompanying Notes to Financial Statements
110
Voya Index Plus MidCap Portfolio | PORTFOLIO OF INVESTMENTS |
As of June 30, 2020 (Unaudited) (continued) |
26,459 | Reliance Steel & Aluminum Co. | 2,511,753 | 0.6 | |
15,299 | Royal Gold, Inc. | 1,901,972 | 0.4 | |
7,959 | RPM International, Inc. | 597,403 | 0.1 | |
5,160 | Scotts Miracle-Gro Co. | 693,865 | 0.2 | |
23,501 | Sensient Technologies Corp. | 1,225,812 | 0.3 | |
33,971 | Silgan Holdings, Inc. | 1,100,321 | 0.2 | |
37,401 | Sonoco Products Co. | 1,955,698 | 0.4 | |
112,799 | Steel Dynamics, Inc. | 2,942,926 | 0.7 | |
18,915 | Valvoline, Inc. | 365,627 | 0.1 | |
25,440,963 | 6 .0 | |||
Real Estate: 9.6% | ||||
46,967 | American Campus Communities, Inc. | 1,641,966 | 0.4 | |
8,620 | Boston Properties, Inc. | 779,075 | 0.2 | |
98,658 | Brixmor Property Group, Inc. | 1,264,795 | 0.3 | |
38,496 | Camden Property Trust | 3,511,605 | 0.8 | |
26,291 | (1) | CBRE Group, Inc. | 1,188,879 | 0.3 |
116,449 | CoreCivic, Inc. | 1,089,963 | 0.3 | |
73,781 | Corporate Office Properties Trust SBI MD | 1,869,610 | 0.4 | |
85,506 | Cousins Properties, Inc. | 2,550,644 | 0.6 | |
8,963 | CyrusOne, Inc. | 652,058 | 0.2 | |
84,995 | Douglas Emmett, Inc. | 2,605,947 | 0.6 | |
21,568 | EastGroup Properties, Inc. | 2,558,180 | 0.6 | |
830 | Essex Property Trust, Inc. | 190,211 | 0.0 | |
57,945 | First Industrial Realty Trust, Inc. | 2,227,406 | 0.5 | |
57,307 | Geo Group, Inc./The | 677,942 | 0.2 | |
72,194 | Highwoods Properties, Inc. | 2,695,002 | 0.6 | |
73,717 | Hudson Pacific Properties, Inc. | 1,854,720 | 0.4 | |
18,160 | Jones Lang LaSalle, Inc. | 1,878,834 | 0.4 | |
16,850 | Kilroy Realty Corp. | 989,095 | 0.2 | |
26,619 | Lamar Advertising Co. | 1,777,084 | 0.4 | |
23,880 | Life Storage, Inc. | 2,267,406 | 0.5 | |
36,565 | Medical Properties Trust, Inc. | 687,422 | 0.2 | |
12,668 | National Retail Properties, Inc. | 449,461 | 0.1 | |
17,379 | Omega Healthcare Investors, Inc. | 516,678 | 0.1 | |
41,820 | Outfront Media, Inc. | 592,589 | 0.1 | |
39,415 | Paramount Group, Inc. | 303,890 | 0.1 | |
40,684 | Physicians Realty Trust | 712,784 | 0.2 | |
12,481 | PotlatchDeltic Corp. | 474,652 | 0.1 | |
12,689 | PS Business Parks, Inc. | 1,680,024 | 0.4 | |
117,956 | Service Properties Trust | 836,308 | 0.2 | |
6,416 | Spirit Realty Capital, Inc. | 223,662 | 0.1 | |
9,379 | VICI Properties, Inc. | 189,362 | 0.0 | |
11,391 | Weingarten Realty Investors | 215,632 | 0.1 | |
41,152,886 | 9.6 | |||
Utilities: 4.3% | ||||
54,260 | AES Corp. | 786,227 | 0.2 | |
8,525 | American Water Works Co., Inc. | 1,096,826 | 0.3 | |
36,179 | Black Hills Corp. | 2,049,902 | 0.5 | |
26,248 | Essential Utilities, Inc. | 1,108,716 | 0.3 | |
7,282 | Evergy, Inc. | 431,750 | 0.1 | |
6,974 | Idacorp, Inc. | 609,318 | 0.1 | |
28,317 | MDU Resources Group, Inc. | 628,071 | 0.1 | |
43,309 | NorthWestern Corp. | 2,361,207 | 0.6 | |
62,991 | OGE Energy Corp. | 1,912,407 | 0.4 | |
57,656 | PNM Resources, Inc. | 2,216,297 | 0.5 | |
21,777 | Southwest Gas Holdings, Inc. | 1,503,702 | 0.4 | |
28,819 | Spire, Inc. | 1,893,696 | 0.4 | |
29,200 | UGI Corp. | 928,560 | 0.2 | |
49,571 | Vistra Energy Corp. | 923,012 | 0.2 | |
18,449,691 | 4.3 | |||
Total Common Stock | ||||
(Cost $427,394,369) | 420,675,667 | 98.4 | ||
Principal Amount† | Value | Percentage of Net Assets | ||
SHORT-TERM INVESTMENTS: 2.4% | ||||
Repurchase Agreements: 1.0% | ||||
1,000,000 | (3) | Citigroup, Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,000,002, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $1,020,000, due 07/31/21-05/20/70) | 1,000,000 | 0.2 |
187,449 | (3) | Deutsche Bank Securities Inc., Repurchase Agreement dated 06/30/20, 0.07%, due 07/01/20 (Repurchase Amount $187,449, collateralized by various U.S. Government Securities, 0.500%, Market Value plus accrued interest $191,198, due 06/30/27) | 187,449 | 0.1 |
1,000,000 | (3) | HSBC Securities USA, Repurchase Agreement dated 06/30/20, 0.08%, due 07/01/20 (Repurchase Amount $1,000,002, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.500%, Market Value plus accrued interest $1,020,000, due 05/15/44-03/20/50) | 1,000,000 | 0.2 |
See Accompanying Notes to Financial Statements
111
��
Voya Index Plus MidCap Portfolio | PORTFOLIO OF INVESTMENTS |
As of June 30, 2020 (Unaudited) (continued) |
1,000,000 | (3) | MUFG Securities America Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,000,002, collateralized by various U.S. Government Agency Obligations, 2.500%-8.000%, Market Value plus accrued interest $1,020,000, due 08/01/23-07/01/50) | 1,000,000 | 0.3 | |
1,000,000 | (3) | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,000,002, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $1,020,000, due 07/31/20-07/01/50) | 1,000,000 | 0.2 | |
Total Repurchase Agreements | |||||
(Cost $4,187,449) | 4,187,449 | 1.0 | |||
Shares | Value | Percentage of Net Assets | |||
Mutual Funds: 1.4% | |||||
6,253,000 | (4) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.150% | |||
(Cost $6,253,000) | 6,253,000 | 1.4 | |||
Total Short-Term Investments | |||||
(Cost $10,440,449) | 10,440,449 | 2.4 | |||
Total Investments in Securities (Cost $437,834,818) | $ 431,116,116 | 100.8 | |||
Liabilities in Excess of Other Assets | (3,259,409) | (0.8) | |||
Net Assets | $ 427,856,707 | 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) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
(4) | Rate shown is the 7-day yield as of June 30, 2020. |
See Accompanying Notes to Financial Statements
112
Voya Index Plus SmallCap Portfolio | PORTFOLIO OF INVESTMENTS |
AS OF June 30, 2020 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||
COMMON STOCK: 99.2% | ||||
Communication Services: 2.7% | ||||
36,336 | Alaska Communications Systems Group, Inc. | $ 101,377 | 0.1 | |
7,065 | (1) | Boston Omaha Corp. | 113,040 | 0.1 |
19,359 | Cogent Communications Holdings, Inc. | 1,497,612 | 0.8 | |
21,639 | (1) | Glu Mobile, Inc. | 200,594 | 0.1 |
14,594 | (1) | Gray Television, Inc. | 203,586 | 0.1 |
42,708 | (1) | Iridium Communications, Inc. | 1,086,491 | 0.6 |
10,547 | (1) | Liberty Latin America Ltd. | 99,564 | 0.0 |
20,303 | Marcus Corp. | 269,421 | 0.1 | |
11,516 | Meredith Corp. | 167,558 | 0.1 | |
22,632 | (1) | QuinStreet, Inc. | 236,731 | 0.1 |
6,447 | Scholastic Corp. | 193,023 | 0.1 | |
2,003 | Shenandoah Telecommunications Co. | 98,728 | 0.0 | |
7,377 | (2) | Sinclair Broadcast Group, Inc. | 136,179 | 0.1 |
9,830 | (1) | TechTarget, Inc. | 295,195 | 0.2 |
43,975 | (1) | Vonage Holdings Corp. | 442,388 | 0.2 |
3,666 | (1) | Yelp, Inc. | 84,795 | 0.0 |
5,226,282 | 2.7 | |||
Consumer Discretionary: 14.3% | ||||
54,279 | (1) | American Axle & Manufacturing Holdings, Inc. | 412,520 | 0.2 |
3,281 | (1) | America's Car-Mart, Inc. | 288,302 | 0.1 |
8,570 | (1) | Asbury Automotive Group, Inc. | 662,718 | 0.3 |
14,463 | (1) | Beazer Homes USA, Inc. | 145,642 | 0.1 |
11,502 | (2) | Bed Bath & Beyond, Inc. | 121,921 | 0.1 |
5,286 | Big Lots, Inc. | 222,012 | 0.1 | |
10,194 | BJ's Restaurants, Inc. | 213,462 | 0.1 | |
15,102 | Bloomin Brands, Inc. | 160,987 | 0.1 | |
15,775 | (1) | Boot Barn Holdings, Inc. | 340,109 | 0.2 |
19,232 | Callaway Golf Co. | 336,752 | 0.2 | |
9,375 | (1) | Capri Holdings Ltd. | 146,531 | 0.1 |
11,025 | Carriage Services, Inc. | 199,773 | 0.1 | |
1,942 | (1) | Cavco Industries, Inc. | 374,515 | 0.2 |
9,115 | Clarus Corp. | 105,551 | 0.1 | |
19,824 | (1),(2) | Conn's, Inc. | 200,024 | 0.1 |
17,295 | Cooper Tire & Rubber Co. | 477,515 | 0.2 | |
26,529 | Core-Mark Holding Co., Inc. | 662,031 | 0.3 | |
19,106 | (1) | CROCS, Inc. | 703,483 | 0.4 |
37,424 | Dana, Inc. | 456,199 | 0.2 | |
5,833 | (2) | Dave & Buster's Entertainment, Inc. | 77,754 | 0.0 |
3,320 | (1) | Deckers Outdoor Corp. | 652,015 | 0.3 |
12,178 | Designer Brands, Inc. | 82,445 | 0.0 | |
4,113 | Dine Brands Global, Inc. | 173,157 | 0.1 | |
4,184 | (1) | Dorman Products, Inc. | 280,621 | 0.1 |
7,948 | Escalade, Inc. | 110,954 | 0.1 | |
6,591 | Ethan Allen Interiors, Inc. | 77,972 | 0.0 | |
13,507 | Extended Stay America, Inc. | 151,143 | 0.1 | |
9,831 | (1) | Fox Factory Holding Corp. | 812,139 | 0.4 |
27,045 | (1) | Garrett Motion, Inc. | 149,829 | 0.1 |
14,838 | (1) | Genesco, Inc. | 321,391 | 0.2 |
3,756 | Gentex Corp. | 96,792 | 0.0 | |
26,079 | (1) | G-III Apparel Group Ltd. | 346,590 | 0.2 |
8,052 | Group 1 Automotive, Inc. | 531,190 | 0.3 | |
20,836 | (1),(2) | GrowGeneration Corp. | 142,518 | 0.1 |
3,973 | (1),(2) | iRobot Corp. | 333,335 | 0.2 |
10,594 | Kontoor Brands, Inc. | 188,679 | 0.1 | |
26,542 | La-Z-Boy, Inc. | 718,227 | 0.4 | |
6,437 | LCI Industries | 740,126 | 0.4 | |
6,382 | Lithia Motors, Inc. | 965,788 | 0.5 | |
12,817 | (1) | Lumber Liquidators Holdings, Inc. | 177,644 | 0.1 |
23,028 | (1) | M/I Homes, Inc. | 793,084 | 0.4 |
33,162 | (2) | Macy's, Inc. | 228,155 | 0.1 |
15,754 | (1) | MarineMax, Inc. | 352,732 | 0.2 |
19,098 | MDC Holdings, Inc. | 681,799 | 0.4 | |
12,658 | (1) | Meritage Homes Corp. | 963,527 | 0.5 |
2,385 | Nathan's Famous, Inc. | 134,132 | 0.1 | |
249,211 | Office Depot, Inc. | 585,646 | 0.3 | |
58,767 | (1) | Perdoceo Education Corp. | 936,158 | 0.5 |
2,896 | (2) | PetMed Express, Inc. | 103,213 | 0.1 |
7,043 | RCI Hospitality Holdings, Inc. | 97,616 | 0.0 | |
24,454 | Rent-A-Center, Inc. | 680,310 | 0.4 | |
915 | (1),(2) | RH | 227,744 | 0.1 |
8,224 | (1) | Scientific Games Corp. | 127,143 | 0.1 |
2,150 | Service Corp. International | 83,614 | 0.0 | |
4,396 | (1),(2) | Shake Shack, Inc. | 232,900 | 0.1 |
16,501 | (2) | Shoe Carnival, Inc. | 482,984 | 0.2 |
14,198 | Signet Jewelers Ltd. | 145,813 | 0.1 | |
4,457 | (1) | Sleep Number Corp. | 185,590 | 0.1 |
4,594 | (1) | Stamps.com, Inc. | 843,872 | 0.4 |
3,267 | Standard Motor Products, Inc. | 134,600 | 0.1 | |
34,155 | Steven Madden Ltd. | 843,287 | 0.4 | |
6,826 | Sturm Ruger & Co., Inc. | 518,776 | 0.3 | |
7,499 | (1) | Taylor Morrison Home Corp. | 144,656 | 0.1 |
14,471 | (1) | TopBuild Corp. | 1,646,366 | 0.9 |
6,719 | (1) | TRI Pointe Group, Inc. | 98,702 | 0.0 |
3,710 | (1) | Universal Electronics, Inc. | 173,702 | 0.1 |
9,515 | Wingstop, Inc. | 1,322,300 | 0.7 | |
550 | Winmark Corp. | 94,182 | 0.0 | |
7,758 | Winnebago Industries | 516,838 | 0.3 | |
3,861 | (1) | YETI Holdings, Inc. | 164,981 | 0.1 |
18,644 | (1) | Zumiez, Inc. | 510,473 | 0.3 |
27,415,251 | 14.3 | |||
Consumer Staples: 3.7% | ||||
4,586 | Calavo Growers, Inc. | 288,505 | 0.1 | |
18,646 | (1) | Central Garden & Pet Co. - CENT | 671,069 | 0.3 |
1,099 | Coca-Cola Consolidated, Inc. | 251,880 | 0.1 | |
10,737 | Fresh Del Monte Produce, Inc. | 264,345 | 0.1 | |
2,510 | Ingles Markets, Inc. | 108,106 | 0.1 | |
7,411 | Inter Parfums, Inc. | 356,840 | 0.2 | |
4,474 | J&J Snack Foods Corp. | 568,780 | 0.3 | |
8,503 | John B Sanfilippo & Son, Inc. | 725,561 | 0.4 | |
6,337 | (2) | Medifast, Inc. | 879,385 | 0.5 |
2,916 | (1) | Seneca Foods Corp. | 98,590 | 0.1 |
32,917 | SpartanNash Co. | 699,486 | 0.4 |
See Accompanying Notes to Financial Statements
113
Voya Index Plus SmallCap Portfolio | PORTFOLIO OF INVESTMENTS |
As of June 30, 2020 (Unaudited) (continued) |
6,796 | (1) | United Natural Foods, Inc. | 123,755 | 0.1 |
15,826 | Universal Corp. | 672,763 | 0.3 | |
4,192 | (1) | USANA Health Sciences, Inc. | 307,819 | 0.2 |
73,152 | Vector Group Ltd. | 735,909 | 0.4 | |
1,179 | WD-40 Co. | 233,796 | 0.1 | |
6,986,589 | 3.7 | |||
Energy: 2.9% | ||||
5,429 | Arch Resources, Inc. | 154,238 | 0.1 | |
24,365 | Berry Corp. | 117,683 | 0.1 | |
161,852 | (1),(2) | Callon Petroleum Co. | 186,130 | 0.1 |
20,960 | (1) | CONSOL Energy, Inc. | 106,267 | 0.1 |
10,285 | (1) | Dril-Quip, Inc. | 306,390 | 0.2 |
35,992 | (1) | Exterran Corp. | 193,997 | 0.1 |
17,327 | (2) | Green Plains, Inc. | 176,995 | 0.1 |
61,247 | (1) | Helix Energy Solutions Group, Inc. | 212,527 | 0.1 |
28,941 | Helmerich & Payne, Inc. | 564,639 | 0.3 | |
9,928 | (1),(2) | Laredo Petroleum, Inc. | 137,602 | 0.1 |
17,316 | (1) | Matador Resources Co. | 147,186 | 0.1 |
43,499 | (1) | Matrix Service Co. | 422,810 | 0.2 |
1,964 | Nabors Industries Ltd. | 72,707 | 0.0 | |
49,866 | (1) | Newpark Resources, Inc. | 111,201 | 0.1 |
86,243 | (1) | NexTier Oilfield Solutions, Inc. | 211,295 | 0.1 |
13,980 | (1) | Oceaneering International, Inc. | 89,332 | 0.0 |
41,905 | (1) | Oil States International, Inc. | 199,049 | 0.1 |
23,165 | Patterson-UTI Energy, Inc. | 80,383 | 0.0 | |
40,169 | (1) | PDC Energy, Inc. | 499,702 | 0.3 |
33,920 | Peabody Energy Corp. | 97,690 | 0.0 | |
31,827 | (1) | ProPetro Holding Corp. | 163,591 | 0.1 |
72,783 | QEP Resources, Inc. | 93,890 | 0.0 | |
35,198 | (2) | Range Resources Corp. | 198,165 | 0.1 |
3,773 | (1) | SEACOR Holdings, Inc. | 106,851 | 0.1 |
12,435 | Solaris Oilfield Infrastructure, Inc. | 92,268 | 0.0 | |
159,342 | (1) | Southwestern Energy Co. | 407,916 | 0.2 |
8,536 | (1) | Talos Energy, Inc. | 78,531 | 0.0 |
25,655 | US Silica Holdings, Inc. | 92,615 | 0.0 | |
52,275 | (1) | W&T Offshore, Inc. | 119,187 | 0.1 |
6,905 | World Fuel Services Corp. | 177,873 | 0.1 | |
5,618,710 | 2.9 | |||
Financials: 15.0% | ||||
15,229 | Amalgamated Bank | 192,495 | 0.1 | |
31,206 | American Equity Investment Life Holding Co. | 771,100 | 0.4 | |
11,298 | Amerisafe, Inc. | 690,986 | 0.4 | |
3,586 | Artisan Partners Asset Management, Inc. | 116,545 | 0.1 | |
18,249 | (1) | Axos Financial, Inc. | 402,938 | 0.2 |
39,171 | (1) | Bancorp, Inc. | 383,876 | 0.2 |
20,199 | Bank of NT Butterfield & Son Ltd. | 492,654 | 0.3 | |
3,224 | Banner Corp. | 122,512 | 0.1 | |
14,171 | Boston Private Financial Holdings, Inc. | 97,496 | 0.1 | |
4,055 | (1) | Brighthouse Financial, Inc. | 112,810 | 0.1 |
26,142 | Brightsphere Investment Group, Inc. | 325,729 | 0.2 | |
40,603 | Cadence BanCorp | 359,743 | 0.2 | |
93,405 | Capstead Mortgage Corp. | 512,793 | 0.3 | |
35,767 | Central Pacific Financial Corp. | 573,345 | 0.3 | |
6,779 | Cohen & Steers, Inc. | 461,311 | 0.2 | |
12,069 | Columbia Banking System, Inc. | 342,096 | 0.2 | |
9,382 | Community Bank System, Inc. | 534,962 | 0.3 | |
41,167 | (1) | Customers Bancorp, Inc. | 494,827 | 0.3 |
16,800 | CVB Financial Corp. | 314,832 | 0.2 | |
26,107 | Dime Community Bancshares | 358,449 | 0.2 | |
19,601 | Eagle Bancorp, Inc. | 641,933 | 0.3 | |
6,027 | (1) | eHealth, Inc. | 592,092 | 0.3 |
7,377 | (1),(2) | Encore Capital Group, Inc. | 252,146 | 0.1 |
5,616 | (1) | Esquire Financial Holdings, Inc. | 94,910 | 0.0 |
6,771 | Essent Group Ltd. | 245,584 | 0.1 | |
7,329 | Federal Agricultural Mortgage Corp. | 469,129 | 0.2 | |
9,680 | Financial Institutions, Inc. | 180,145 | 0.1 | |
142,871 | First BanCorp. Puerto Rico | 798,649 | 0.4 | |
46,206 | First Commonwealth Financial Corp. | 382,586 | 0.2 | |
11,268 | First of Long Island Corp. | 184,119 | 0.1 | |
33,055 | Flagstar Bancorp, Inc. | 972,809 | 0.5 | |
6,805 | Glacier Bancorp., Inc. | 240,148 | 0.1 | |
4,120 | Great Southern Bancorp., Inc. | 166,283 | 0.1 | |
31,204 | Great Western Bancorp, Inc. | 429,367 | 0.2 | |
2,412 | (1) | Green Dot Corp. | 118,381 | 0.1 |
28,150 | Hanmi Financial Corp. | 273,336 | 0.1 | |
1,624 | Hanover Insurance Group, Inc. | 164,560 | 0.1 | |
9,709 | HCI Group, Inc. | 448,362 | 0.2 | |
10,635 | Heritage Insurance Holdings, Inc. | 139,212 | 0.1 | |
5,173 | Hilltop Holdings, Inc. | 95,442 | 0.0 | |
17,232 | HomeStreet, Inc. | 424,080 | 0.2 | |
10,129 | Hope Bancorp, Inc. | 93,389 | 0.0 | |
17,664 | Horace Mann Educators Corp. | 648,799 | 0.3 | |
3,498 | Houlihan Lokey, Inc. | 194,629 | 0.1 | |
5,824 | Iberiabank Corp. | 265,225 | 0.1 | |
1,472 | Independent Bank Corp. | 98,756 | 0.1 | |
22,773 | Independent Bank Corp. Michigan | 338,179 | 0.2 | |
71,687 | (2) | Invesco Mortgage Capital, Inc. | 268,109 | 0.1 |
20,479 | Investors Bancorp, Inc. | 174,071 | 0.1 | |
3,317 | Kinsale Capital Group, Inc. | 514,832 | 0.3 | |
15,771 | KKR Real Estate Finance Trust, Inc. | 261,483 | 0.1 | |
12,034 | Ladder Capital Corp. | 97,475 | 0.0 | |
15,268 | MGIC Investment Corp. | 125,045 | 0.1 | |
7,596 | National General Holdings Corp. | 164,150 | 0.1 | |
20,480 | Navient Corp. | 143,974 | 0.1 | |
224,363 | New York Mortgage Trust, Inc. | 585,587 | 0.3 | |
37,307 | (1) | NMI Holdings, Inc. | 599,897 | 0.3 |
53,488 | OFG Bancorp | 715,135 | 0.4 |
See Accompanying Notes to Financial Statements
114
Voya Index Plus SmallCap Portfolio | PORTFOLIO OF INVESTMENTS |
As of June 30, 2020 (Unaudited) (continued) |
6,782 | Old National Bancorp. | 93,320 | 0.0 | |
15,395 | Oppenheimer Holdings, Inc. | 335,457 | 0.2 | |
21,481 | Pacific Premier Bancorp, Inc. | 465,708 | 0.2 | |
5,548 | (1) | Palomar Holdings, Inc. | 475,796 | 0.2 |
8,494 | Piper Sandler Cos | 502,505 | 0.3 | |
4,152 | Popular, Inc. | 154,330 | 0.1 | |
15,676 | Premier Financial Corp. | 276,995 | 0.1 | |
21,234 | Provident Financial Services, Inc. | 306,831 | 0.2 | |
28,766 | Radian Group, Inc. | 446,161 | 0.2 | |
2,212 | Red River Bancshares, Inc. | 97,085 | 0.0 | |
17,859 | Redwood Trust, Inc. | 125,013 | 0.1 | |
5,087 | (1) | Regional Management Corp. | 90,091 | 0.0 |
7,497 | Safety Insurance Group, Inc. | 571,721 | 0.3 | |
30,745 | (1) | Seacoast Banking Corp. of Florida | 627,198 | 0.3 |
7,295 | Simmons First National Corp. | 124,817 | 0.1 | |
7,559 | South Plains Financial, Inc. | 107,640 | 0.1 | |
13,758 | Stewart Information Services Corp. | 447,273 | 0.2 | |
6,068 | Territorial Bancorp, Inc. | 144,358 | 0.1 | |
76,029 | Trustco Bank Corp. | 481,264 | 0.3 | |
60,190 | United Community Banks, Inc./GA | 1,211,023 | 0.6 | |
29,451 | Universal Insurance Holdings, Inc. | 522,755 | 0.3 | |
13,559 | (2) | Victory Capital Holdings, Inc. | 233,079 | 0.1 |
12,725 | Westamerica Bancorp. | 730,670 | 0.4 | |
28,834,597 | 15.0 | |||
Health Care: 13.0% | ||||
4,739 | (1) | Acadia Pharmaceuticals, Inc. | 229,699 | 0.1 |
2,336 | (1) | Addus HomeCare Corp. | 216,220 | 0.1 |
13,116 | (1) | Allscripts Healthcare Solutions, Inc. | 88,795 | 0.0 |
29,752 | (1),(2) | AMAG Pharmaceuticals, Inc. | 227,603 | 0.1 |
1,723 | (1) | Amedisys, Inc. | 342,084 | 0.2 |
12,518 | (1) | Amicus Therapeutics, Inc. | 188,771 | 0.1 |
15,745 | (1) | AMN Healthcare Services, Inc. | 712,304 | 0.4 |
10,058 | (1) | Angiodynamics, Inc. | 102,290 | 0.1 |
4,613 | (1) | Anika Therapeutics, Inc. | 174,049 | 0.1 |
8,227 | (1) | AxoGen, Inc. | 76,018 | 0.0 |
10,726 | (1) | BioTelemetry, Inc. | 484,708 | 0.3 |
17,182 | (1) | Calithera Biosciences, Inc. | 90,721 | 0.0 |
16,844 | (1) | Cardiovascular Systems, Inc. | 531,428 | 0.3 |
14,121 | (1),(2) | Coherus Biosciences, Inc. | 252,201 | 0.1 |
7,580 | Computer Programs & Systems, Inc. | 172,748 | 0.1 | |
5,413 | Conmed Corp. | 389,682 | 0.2 | |
22,532 | (1) | Corcept Therapeutics, Inc. | 378,988 | 0.2 |
10,053 | (1) | Corvel Corp. | 712,657 | 0.4 |
7,188 | (1) | Covetrus, Inc. | 128,593 | 0.1 |
37,320 | (1) | Cross Country Healthcare, Inc. | 229,891 | 0.1 |
10,254 | (1) | Cutera, Inc. | 124,791 | 0.1 |
3,568 | (1) | Eagle Pharmaceuticals, Inc./DE | 171,193 | 0.1 |
7,557 | (1) | Electromed, Inc. | 116,302 | 0.1 |
14,823 | (1) | Emergent Biosolutions, Inc. | 1,172,203 | 0.6 |
4,645 | (1) | Enanta Pharmaceuticals, Inc. | 233,225 | 0.1 |
42,444 | (1) | Endo International PLC | 145,583 | 0.1 |
18,423 | Ensign Group, Inc. | 771,003 | 0.4 | |
24,907 | (1) | Five Prime Therapeutics, Inc. | 151,933 | 0.1 |
2,147 | (1) | Glaukos Corp. | 82,488 | 0.0 |
19,616 | (1) | Hanger, Inc. | 324,841 | 0.2 |
11,956 | (1) | HealthStream, Inc. | 264,586 | 0.1 |
4,445 | (1) | Heron Therapeutics, Inc. | 65,386 | 0.0 |
30,408 | (1) | HMS Holdings Corp. | 984,915 | 0.5 |
8,878 | (1) | Innoviva, Inc. | 124,114 | 0.1 |
14,044 | (1) | Integer Holdings Corp. | 1,025,914 | 0.5 |
30,199 | Invacare Corp. | 192,368 | 0.1 | |
9,199 | (1) | Joint Corp./The | 140,469 | 0.1 |
34,165 | (1) | Lantheus Holdings, Inc. | 488,560 | 0.3 |
13,137 | Luminex Corp. | 427,347 | 0.2 | |
10,352 | (1) | Magellan Health, Inc. | 755,489 | 0.4 |
13,513 | (1) | Medpace Holdings, Inc. | 1,256,979 | 0.7 |
18,584 | (1) | Meridian Bioscience, Inc. | 432,821 | 0.2 |
15,965 | (1) | Merit Medical Systems, Inc. | 728,802 | 0.4 |
25,766 | (1) | Momenta Pharmaceuticals, Inc. | 857,235 | 0.4 |
13,388 | (1) | Myriad Genetics, Inc. | 151,820 | 0.1 |
4,357 | (1) | Natera, Inc. | 217,240 | 0.1 |
9,970 | (1) | Natus Medical, Inc. | 217,545 | 0.1 |
5,464 | (1) | Neogen Corp. | 424,006 | 0.2 |
22,765 | (1) | NeoGenomics, Inc. | 705,260 | 0.4 |
25,855 | (1) | NextGen Healthcare, Inc. | 283,888 | 0.1 |
3,024 | (1) | Novocure Ltd. | 179,323 | 0.1 |
14,521 | (1) | Omnicell, Inc. | 1,025,473 | 0.5 |
15,831 | (1) | Orthofix Medical, Inc. | 506,592 | 0.3 |
29,970 | Owens & Minor, Inc. | 228,371 | 0.1 | |
10,536 | (1),(2) | Pacira BioSciences, Inc. | 552,824 | 0.3 |
19,497 | (1) | Pfenex, Inc. | 162,800 | 0.1 |
16,405 | Phibro Animal Health Corp. | 430,959 | 0.2 | |
2,273 | (1) | Prestige Consumer Healthcare, Inc. | 85,374 | 0.0 |
6,034 | (1) | Providence Service Corp. | 476,143 | 0.3 |
8,264 | (1) | Puma Biotechnology, Inc. | 86,194 | 0.0 |
12,084 | (1) | Radius Health, Inc. | 164,705 | 0.1 |
10,152 | (1) | REGENXBIO, Inc. | 373,898 | 0.2 |
10,839 | (1) | Select Medical Holdings Corp. | 159,659 | 0.1 |
8,445 | (1) | SI-BONE, Inc. | 134,613 | 0.1 |
24,587 | (1) | Supernus Pharmaceuticals, Inc. | 583,941 | 0.3 |
2,236 | (1) | Tactile Systems Technology, Inc. | 92,638 | 0.0 |
1,226 | (1) | Tandem Diabetes Care, Inc. | 121,276 | 0.1 |
11,941 | (1) | Tivity Health, Inc. | 135,292 | 0.1 |
15,050 | (1) | Triple-S Management Corp. | 286,251 | 0.2 |
24,015 | (1) | Vanda Pharmaceuticals, Inc. | 274,732 | 0.1 |
See Accompanying Notes to Financial Statements
115
Voya Index Plus SmallCap Portfolio | PORTFOLIO OF INVESTMENTS |
As of June 30, 2020 (Unaudited) (continued) |
6,459 | (1) | Vericel Corp. | 89,263 | 0.0 |
24,918,077 | 13.0 | |||
Industrials: 18.3% | ||||
1,650 | AAON, Inc. | 89,578 | 0.0 | |
9,553 | AAR Corp. | 197,461 | 0.1 | |
8,537 | ABM Industries, Inc. | 309,893 | 0.2 | |
28,689 | (1) | Aerojet Rocketdyne Holdings, Inc. | 1,137,232 | 0.6 |
2,842 | (1) | Aerovironment, Inc. | 226,308 | 0.1 |
5,589 | Albany International Corp. | 328,130 | 0.2 | |
1,148 | Allegiant Travel Co. | 125,373 | 0.1 | |
4,860 | Altra Industrial Motion Corp. | 154,840 | 0.1 | |
18,025 | Applied Industrial Technologies, Inc. | 1,124,580 | 0.6 | |
21,353 | ArcBest Corp. | 566,068 | 0.3 | |
10,872 | Arcosa, Inc. | 458,798 | 0.2 | |
2,653 | (1) | ASGN, Inc. | 176,902 | 0.1 |
16,369 | (1) | Atkore International Group, Inc. | 447,692 | 0.2 |
12,705 | (1) | Atlas Air Worldwide Holdings, Inc. | 546,696 | 0.3 |
8,390 | AZZ, Inc. | 287,945 | 0.2 | |
27,139 | Barnes Group, Inc. | 1,073,619 | 0.6 | |
21,050 | Brady Corp. | 985,561 | 0.5 | |
6,156 | (1) | Chart Industries, Inc. | 298,504 | 0.2 |
10,647 | Columbus McKinnon Corp. | 356,142 | 0.2 | |
13,331 | Comfort Systems USA, Inc. | 543,238 | 0.3 | |
1,597 | Crane Co. | 94,958 | 0.0 | |
9,324 | CSW Industrials, Inc. | 644,382 | 0.3 | |
7,850 | EMCOR Group, Inc. | 519,199 | 0.3 | |
23,901 | Enerpac Tool Group Corp. | 420,658 | 0.2 | |
20,086 | EnPro Industries, Inc. | 990,039 | 0.5 | |
1,034 | ESCO Technologies, Inc. | 87,404 | 0.0 | |
15,690 | Exponent, Inc. | 1,269,792 | 0.7 | |
17,483 | (1) | Foundation Building Materials, Inc. | 272,910 | 0.1 |
9,277 | Franklin Electric Co., Inc. | 487,228 | 0.3 | |
2,086 | (1) | FTI Consulting, Inc. | 238,951 | 0.1 |
16,500 | (1) | Gibraltar Industries, Inc. | 792,165 | 0.4 |
19,400 | (1) | GMS, Inc. | 477,046 | 0.2 |
13,454 | GrafTech International Ltd. | 107,363 | 0.1 | |
37,774 | (1) | Great Lakes Dredge & Dock Corp. | 349,787 | 0.2 |
12,137 | Griffon Corp. | 224,777 | 0.1 | |
17,245 | Heidrick & Struggles International, Inc. | 372,837 | 0.2 | |
9,656 | Herman Miller, Inc. | 227,978 | 0.1 | |
36,981 | Hillenbrand, Inc. | 1,001,076 | 0.5 | |
18,913 | (1) | HUB Group, Inc. | 905,176 | 0.5 |
2,302 | (1) | IAA, Inc. | 88,788 | 0.0 |
5,266 | Insteel Industries, Inc. | 100,423 | 0.1 | |
5,711 | John Bean Technologies Corp. | 491,260 | 0.3 | |
28,256 | Kelly Services, Inc. | 446,869 | 0.2 | |
33,265 | Korn Ferry | 1,022,233 | 0.5 | |
14,823 | LSI Industries, Inc. | 95,905 | 0.1 | |
14,524 | Marten Transport Ltd. | 365,424 | 0.2 | |
3,249 | McGrath Rentcorp | 175,478 | 0.1 | |
14,538 | (1) | Meritor, Inc. | 287,852 | 0.2 |
15,189 | Mobile Mini, Inc. | 448,076 | 0.2 | |
3,566 | Moog, Inc. | 188,927 | 0.1 | |
37,007 | (1) | Orion Energy Systems, Inc. | 128,044 | 0.1 |
7,479 | Patrick Industries, Inc. | 458,089 | 0.2 | |
20,879 | (1) | PGT Innovations, Inc. | 327,383 | 0.2 |
8,230 | Powell Industries, Inc. | 225,420 | 0.1 | |
1,039 | (1) | Proto Labs, Inc. | 116,856 | 0.1 |
34,766 | Quanex Building Products Corp. | 482,552 | 0.3 | |
14,939 | Raven Industries, Inc. | 321,338 | 0.2 | |
5,371 | Rexnord Corp. | 156,565 | 0.1 | |
12,017 | (1) | Saia, Inc. | 1,336,050 | 0.7 |
21,357 | Simpson Manufacturing Co., Inc. | 1,801,677 | 0.9 | |
26,328 | Skywest, Inc. | 858,819 | 0.4 | |
28,345 | (1) | SPX Corp. | 1,166,397 | 0.6 |
11,033 | (1) | SPX FLOW, Inc. | 413,076 | 0.2 |
18,434 | (1) | Sterling Construction Co., Inc. | 193,004 | 0.1 |
10,002 | Tennant Co. | 650,230 | 0.3 | |
7,737 | Triton International Ltd./Bermuda | 233,967 | 0.1 | |
10,638 | Triumph Group, Inc. | 95,848 | 0.0 | |
22,248 | UFP Industries, Inc. | 1,101,498 | 0.6 | |
6,771 | Unifirst Corp. | 1,211,670 | 0.6 | |
14,851 | Watts Water Technologies, Inc. | 1,202,931 | 0.6 | |
35,110,935 | 18.3 | |||
Information Technology: 14.7% | ||||
12,740 | (1),(2) | 3D Systems Corp. | 89,053 | 0.0 |
29,923 | Adtran, Inc. | 327,058 | 0.2 | |
13,141 | (1) | Advanced Energy Industries, Inc. | 890,828 | 0.5 |
9,258 | (1) | Agilysys, Inc. | 166,089 | 0.1 |
2,926 | (1) | Alarm.com Holdings, Inc. | 189,634 | 0.1 |
11,151 | (1) | Avid Technology, Inc. | 81,068 | 0.0 |
24,108 | (1) | Axcelis Technologies, Inc. | 671,408 | 0.3 |
14,762 | Bel Fuse, Inc. | 158,396 | 0.1 | |
5,482 | Benchmark Electronics, Inc. | 118,411 | 0.1 | |
12,369 | (1) | Bottomline Technologies de, Inc. | 627,974 | 0.3 |
4,719 | (1) | Box, Inc. | 97,966 | 0.0 |
25,198 | Brooks Automation, Inc. | 1,114,760 | 0.6 | |
5,540 | (1) | Cardtronics plc | 132,849 | 0.1 |
4,601 | Cass Information Systems, Inc. | 179,577 | 0.1 | |
24,771 | Cohu, Inc. | 429,529 | 0.2 | |
14,430 | Comtech Telecommunications Corp. | 243,723 | 0.1 | |
17,291 | Daktronics, Inc. | 75,216 | 0.0 | |
15,643 | (1),(2) | Diebold Nixdorf, Inc. | 94,797 | 0.0 |
20,589 | (1) | Diodes, Inc. | 1,043,862 | 0.5 |
4,815 | (1) | ePlus, Inc. | 340,324 | 0.2 |
32,975 | EVERTEC, Inc. | 926,597 | 0.5 | |
10,785 | (1) | ExlService Holdings, Inc. | 683,769 | 0.4 |
111,641 | (1) | Extreme Networks, Inc. | 484,522 | 0.3 |
20,176 | (1) | Fabrinet | 1,259,386 | 0.7 |
7,948 | (1) | Faro Technologies, Inc. | 426,013 | 0.2 |
29,998 | (1) | Formfactor, Inc. | 879,841 | 0.5 |
17,390 | (1),(2) | GreenSky, Inc. | 85,211 | 0.0 |
5,000 | (1) | Ichor Holdings Ltd. | 132,900 | 0.1 |
19,886 | (1) | Insight Enterprises, Inc. | 978,391 | 0.5 |
13,135 | (1) | Intellicheck, Inc. | 99,169 | 0.1 |
3,123 | (1) | Itron, Inc. | 206,899 | 0.1 |
17,935 | (1) | Knowles Corp. | 273,688 | 0.1 |
33,372 | Kulicke & Soffa Industries, Inc. | 695,139 | 0.4 |
See Accompanying Notes to Financial Statements
116
Voya Index Plus SmallCap Portfolio | PORTFOLIO OF INVESTMENTS |
As of June 30, 2020 (Unaudited) (continued) |
9,382 | Mantech International Corp. | 642,573 | 0.3 | |
2,247 | (1) | MicroStrategy, Inc. | 265,798 | 0.1 |
7,191 | National Instruments Corp. | 278,364 | 0.1 | |
11,696 | (1) | NeoPhotonics Corp. | 103,860 | 0.1 |
45,096 | NIC, Inc. | 1,035,404 | 0.5 | |
28,836 | (1) | Onto Innovation, Inc. | 981,577 | 0.5 |
6,337 | (1) | OSI Systems, Inc. | 472,994 | 0.2 |
7,272 | PC Connection, Inc. | 337,130 | 0.2 | |
4,380 | (1) | Perficient, Inc. | 156,716 | 0.1 |
10,163 | (1) | Plexus Corp. | 717,101 | 0.4 |
3,222 | Power Integrations, Inc. | 380,615 | 0.2 | |
29,382 | Progress Software Corp. | 1,138,552 | 0.6 | |
8,916 | (1) | Pure Storage, Inc. - Class A | 154,514 | 0.1 |
6,511 | (1) | Qualys, Inc. | 677,274 | 0.4 |
47,628 | (1) | Rambus, Inc. | 723,946 | 0.4 |
2,333 | (1) | Rogers Corp. | 290,692 | 0.2 |
7,392 | (1) | Sanmina Corp. | 185,096 | 0.1 |
19,894 | (1) | Scansource, Inc. | 479,246 | 0.2 |
23,132 | (1),(2) | SecureWorks Corp. | 264,399 | 0.1 |
3,888 | (1),(2) | ShotSpotter, Inc. | 97,978 | 0.1 |
12,351 | (1) | SMART Global Holdings, Inc. | 335,700 | 0.2 |
10,907 | (1) | SPS Commerce, Inc. | 819,334 | 0.4 |
5,816 | (1) | SVMK, Inc. | 136,909 | 0.1 |
11,396 | Switch, Inc. | 203,077 | 0.1 | |
12,121 | (1) | SYKES Enterprises, Inc. | 335,267 | 0.2 |
38,853 | (1) | TTM Technologies, Inc. | 460,797 | 0.2 |
22,761 | (1) | Ultra Clean Holdings, Inc. | 515,081 | 0.3 |
18,524 | (1) | Veeco Instruments, Inc. | 249,889 | 0.1 |
30,599 | (1) | Viavi Solutions, Inc. | 389,831 | 0.2 |
13,559 | (1) | Virtusa Corp. | 440,261 | 0.2 |
50,435 | Xperi Holding Corp. | 744,421 | 0.4 | |
28,218,443 | 14.7 | |||
Materials: 4.9% | ||||
20,170 | (2) | Advanced Emissions Solutions, Inc. | 97,824 | 0.1 |
12,669 | (1) | AdvanSix, Inc. | 148,734 | 0.1 |
21,932 | (1) | Arconic Corp. | 305,513 | 0.2 |
7,863 | Balchem Corp. | 745,884 | 0.4 | |
24,272 | Boise Cascade Co. | 912,870 | 0.5 | |
16,676 | (2) | Cleveland-Cliffs, Inc. | 92,052 | 0.0 |
25,860 | FutureFuel Corp. | 309,027 | 0.2 | |
6,705 | Hawkins, Inc. | 285,499 | 0.1 | |
9,364 | Innospec, Inc. | 723,369 | 0.4 | |
3,624 | Kaiser Aluminum Corp. | 266,799 | 0.1 | |
17,955 | (1) | Koppers Holdings, Inc. | 338,272 | 0.2 |
22,351 | (1) | Kraton Corp. | 386,225 | 0.2 |
11,684 | Materion Corp. | 718,449 | 0.4 | |
30,763 | Myers Industries, Inc. | 447,602 | 0.2 | |
5,702 | Neenah, Inc. | 282,021 | 0.1 | |
18,822 | Olympic Steel, Inc. | 221,159 | 0.1 | |
12,100 | PH Glatfelter Co. | 194,205 | 0.1 | |
15,821 | PolyOne Corp. | 414,985 | 0.2 | |
1,120 | (2) | Quaker Chemical Corp. | 207,928 | 0.1 |
12,513 | Stepan Co. | 1,215,012 | 0.6 | |
37,770 | SunCoke Energy, Inc. | 111,799 | 0.1 | |
16,361 | Tredegar Corp. | 251,959 | 0.1 | |
7,018 | Trinseo SA | 155,519 | 0.1 | |
18,550 | Verso Corp. | 221,858 | 0.1 | |
21,347 | Warrior Met Coal, Inc. | 328,530 | 0.2 | |
9,383,094 | 4.9 | |||
Real Estate: 7.5% | ||||
5,033 | Agree Realty Corp. | 330,719 | 0.2 | |
9,346 | Alexander & Baldwin, Inc. | 113,928 | 0.1 | |
11,755 | (2) | Alpine Income Property Trust, Inc. | 191,136 | 0.1 |
15,240 | American Assets Trust, Inc. | 424,282 | 0.2 | |
37,274 | Armada Hoffler Properties, Inc. | 370,876 | 0.2 | |
11,703 | Bluerock Residential Growth REIT, Inc. | 94,560 | 0.0 | |
25,151 | CareTrust REIT, Inc. | 431,591 | 0.2 | |
191,409 | Cedar Realty Trust, Inc. | 189,495 | 0.1 | |
22,249 | Clipper Realty, Inc. | 180,217 | 0.1 | |
10,659 | Community Healthcare Trust, Inc. | 435,953 | 0.2 | |
29,921 | CoreCivic, Inc. | 280,061 | 0.1 | |
10,025 | Corporate Office Properties Trust SBI MD | 254,034 | 0.1 | |
12,653 | (1),(2) | Cushman & Wakefield PLC | 157,656 | 0.1 |
18,514 | DiamondRock Hospitality Co. | 102,383 | 0.0 | |
90,327 | Diversified Healthcare Trust | 399,697 | 0.2 | |
9,687 | Douglas Emmett, Inc. | 297,003 | 0.1 | |
5,400 | EastGroup Properties, Inc. | 640,494 | 0.3 | |
36,782 | Essential Properties Realty Trust, Inc. | 545,845 | 0.3 | |
8,996 | First Industrial Realty Trust, Inc. | 345,806 | 0.2 | |
8,624 | (1) | Forestar Group, Inc. | 130,050 | 0.1 |
63,580 | Franklin Street Properties Corp. | 323,622 | 0.2 | |
3,334 | Gaming and Leisure Properties, Inc. | 115,356 | 0.1 | |
6,804 | Gladstone Commercial Corp. | 127,575 | 0.1 | |
11,702 | Global Medical REIT, Inc. | 132,584 | 0.1 | |
37,433 | Global Net Lease, Inc. | 626,254 | 0.3 | |
6,882 | Highwoods Properties, Inc. | 256,905 | 0.1 | |
3,703 | Hudson Pacific Properties, Inc. | 93,168 | 0.0 | |
3,778 | (2) | Innovative Industrial Properties, Inc. | 332,540 | 0.2 |
13,951 | (2) | iStar, Inc. | 171,876 | 0.1 |
15,673 | Kite Realty Group Trust | 180,866 | 0.1 | |
15,738 | Lexington Realty Trust | 166,036 | 0.1 | |
3,972 | Life Storage, Inc. | 377,141 | 0.2 | |
6,114 | LTC Properties, Inc. | 230,314 | 0.1 | |
13,955 | National Storage Affiliates Trust | 399,950 | 0.2 | |
26,806 | Newmark Group, Inc. | 130,277 | 0.1 | |
9,959 | NexPoint Residential Trust, Inc. | 352,051 | 0.2 | |
19,677 | Physicians Realty Trust | 344,741 | 0.2 | |
18,237 | Piedmont Office Realty Trust, Inc. | 302,917 | 0.2 | |
8,402 | Plymouth Industrial REIT, Inc. | 107,546 | 0.1 | |
4,623 | PS Business Parks, Inc. | 612,085 | 0.3 | |
11,993 | RE/MAX Holdings, Inc. | 376,940 | 0.2 | |
26,965 | Realogy Holdings Corp. | 199,811 | 0.1 | |
54,151 | Retail Opportunity Investments Corp. | 613,531 | 0.3 | |
27,993 | Retail Properties of America, Inc. | 204,909 | 0.1 |
See Accompanying Notes to Financial Statements
117
Voya Index Plus SmallCap Portfolio | PORTFOLIO OF INVESTMENTS |
As of June 30, 2020 (Unaudited) (continued) |
15,984 | Retail Value, Inc. | 197,562 | 0.1 | |
12,901 | Saul Centers, Inc. | 416,315 | 0.2 | |
12,064 | Service Properties Trust | 85,534 | 0.0 | |
25,696 | Summit Hotel Properties, Inc. | 152,377 | 0.1 | |
34,409 | Uniti Group, Inc. | 321,724 | 0.2 | |
25,835 | Urstadt Biddle Properties, Inc. | 306,920 | 0.2 | |
162,568 | (2) | Washington Prime Group, Inc. | 136,687 | 0.1 |
4,302 | Washington Real Estate Investment Trust | 95,504 | 0.0 | |
14,407,404 | 7.5 | |||
Utilities: 2.2% | ||||
2,313 | American States Water Co. | 181,871 | 0.1 | |
5,715 | Avista Corp. | 207,969 | 0.1 | |
8,225 | Black Hills Corp. | 466,029 | 0.2 | |
3,124 | Brookfield Infrastructure Corp. | 142,267 | 0.1 | |
10,108 | California Water Service Group | 482,152 | 0.3 | |
1,092 | Chesapeake Utilities Corp. | 91,728 | 0.0 | |
1,703 | Northwest Natural Holding Co. | 95,010 | 0.1 | |
9,462 | NorthWestern Corp. | 515,868 | 0.3 | |
11,631 | Otter Tail Corp. | 451,166 | 0.2 | |
12,672 | PNM Resources, Inc. | 487,112 | 0.3 | |
14,610 | Portland General Electric Co. | 610,844 | 0.3 | |
7,906 | South Jersey Industries, Inc. | 197,571 | 0.1 | |
5,143 | Unitil Corp. | 230,509 | 0.1 | |
4,160,096 | 2.2 | |||
Total Common Stock | ||||
(Cost $204,962,316) | 190,279,478 | 99.2 | ||
Principal Amount† | Value | Percentage of Net Assets | ||
SHORT-TERM INVESTMENTS: 4.2% | ||||
Repurchase Agreements: 3.6% | ||||
1,604,400 | (3) | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/20, 0.10%, due 07/01/20 (Repurchase Amount $1,604,404, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $1,636,488, due 08/01/20-02/20/70) | 1,604,400 | 0.8 |
1,241,950 | (3) | Citadel Securities LLC, Repurchase Agreement dated 06/30/20, 0.15%, due 07/01/20 (Repurchase Amount $1,241,955, collateralized by various U.S. Government Securities, 0.000%-7.625%, Market Value plus accrued interest $1,266,794, due 07/31/20-11/15/49) | 1,241,950 | 0.7 |
1,604,386 | (3) | Citigroup, Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,604,390, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $1,636,474, due 07/31/21-05/20/70) | 1,604,386 | 0.8 |
1,604,386 | (3) | MUFG Securities America Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,604,390, collateralized by various U.S. Government Agency Obligations, 2.500%-8.000%, Market Value plus accrued interest $1,636,474, due 08/01/23-07/01/50) | 1,604,386 | 0.8 |
838,033 | (3) | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $838,035, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $854,794, due 07/31/20-07/01/50) | 838,033 | 0.5 |
Total Repurchase Agreements | ||||
(Cost $6,893,155) | 6,893,155 | 3.6 |
See Accompanying Notes to Financial Statements
118
Voya Index Plus SmallCap Portfolio | PORTFOLIO OF INVESTMENTS |
As of June 30, 2020 (Unaudited) (continued) |
Shares | Value | Percentage of Net Assets | |||
Mutual Funds: 0.6% | |||||
1,070,000 | (4) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.150% | |||
(Cost $1,070,000) | 1,070,000 | 0.6 | |||
Total Short-Term Investments | |||||
(Cost $7,963,155) | 7,963,155 | 4.2 | |||
Total Investments in Securities (Cost $212,925,471) | $ 198,242,633 | 103.4 | |||
Liabilities in Excess of Other Assets | (6,515,075) | (3.4) | |||
Net Assets | $ 191,727,558 | 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) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
(4) | Rate shown is the 7-day yield as of June 30, 2020. |
See Accompanying Notes to Financial Statements
119
PORTFOLIO OF INVESTMENTS | |
VOYA GLOBAL HIGH DIVIDEND LOW VOLATILITY PORTFOLIO | As of June 30, 2020 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||
COMMON STOCK: 98.9% | ||||
Australia: 3.0% | ||||
83,595 | AGL Energy Ltd. | $ 988,939 | 0.2 | |
9,597 | ASX Ltd. | 570,428 | 0.1 | |
536,673 | Aurizon Holdings Ltd. | 1,826,226 | 0.3 | |
46,528 | Australia & New Zealand Banking Group Ltd. | 603,706 | 0.1 | |
126,774 | BHP Group Ltd. | 3,156,396 | 0.6 | |
232,498 | Fortescue Metals Group Ltd. | 2,260,263 | 0.4 | |
270,134 | Medibank Pvt Ltd. | 560,054 | 0.1 | |
105,799 | Newcrest Mining Ltd. | 2,345,988 | 0.4 | |
70,996 | Rio Tinto Ltd. | 4,861,336 | 0.8 | |
17,173,336 | 3.0 | |||
Belgium: 0.7% | ||||
20,396 | (1) | Colruyt S.A. | 1,120,948 | 0.2 |
25,342 | UCB S.A. | 2,940,835 | 0.5 | |
4,061,783 | 0.7 | |||
Canada: 4.3% | ||||
38,715 | (2) | Bank of Nova Scotia | 1,602,098 | 0.3 |
79,363 | BCE, Inc. | 3,309,910 | 0.6 | |
47,304 | Canadian Imperial Bank of Commerce - XTSE | 3,161,730 | 0.5 | |
3,524 | Constellation Software, Inc./Canada | 3,979,010 | 0.7 | |
16,473 | Kirkland Lake Gold Ltd. | 678,286 | 0.1 | |
36,314 | (2) | National Bank Of Canada | 1,645,579 | 0.3 |
51,875 | Open Text Corp. | 2,202,853 | 0.4 | |
18,463 | Rogers Communications, Inc. | 741,866 | 0.1 | |
193,541 | TELUS Corp. | 3,246,117 | 0.6 | |
43,037 | Waste Connections, Inc. | 4,036,440 | 0.7 | |
24,603,889 | 4.3 | |||
China: 0.7% | ||||
1,195,000 | BOC Hong Kong Holdings Ltd. | 3,826,264 | 0.7 | |
Denmark: 2.0% | ||||
16,142 | Carlsberg A/S | 2,140,561 | 0.4 | |
24,874 | Coloplast A/S | 3,877,061 | 0.7 | |
78,758 | Novo Nordisk A/S | 5,130,905 | 0.9 | |
11,148,527 | 2.0 | |||
Finland: 1.4% | ||||
57,050 | Kone Oyj | 3,934,687 | 0.7 | |
35,567 | Orion Oyj | 1,724,791 | 0.3 | |
65,876 | Sampo OYJ | 2,270,722 | 0.4 | |
7,930,200 | 1.4 | |||
France: 0.9% | ||||
8,068 | Danone | 560,023 | 0.1 | |
39,475 | Edenred | 1,731,293 | 0.3 | |
6,167 | (1) | Eiffage SA | 565,305 | 0.1 |
212,701 | Orange SA | 2,543,460 | 0.4 | |
5,400,081 | 0.9 | |||
Germany: 1.0% | ||||
5,989 | Allianz SE | 1,223,801 | 0.2 | |
97,719 | (1) | Deutsche Post AG | 3,588,213 | 0.6 |
321,566 | Telefonica Deutschland Holding AG | 948,354 | 0.2 | |
5,760,368 | 1.0 | |||
Hong Kong: 1.5% | ||||
397,000 | CK Hutchison Holdings Ltd. | 2,570,808 | 0.4 | |
171,500 | CLP Holdings Ltd. | 1,684,343 | 0.3 | |
603,000 | HKT Trust / HKT Ltd. | 884,884 | 0.2 | |
31,100 | Jardine Matheson Holdings Ltd. | 1,300,317 | 0.2 | |
985,000 | PCCW Ltd. | 563,187 | 0.1 | |
278,500 | Power Assets Holdings Ltd. | 1,521,742 | 0.3 | |
8,525,281 | 1.5 | |||
Ireland: 1.0% | ||||
58,976 | Medtronic PLC | 5,408,099 | 1.0 | |
Israel: 0.2% | ||||
267,041 | Bank Leumi Le-Israel BM | 1,342,659 | 0.2 | |
Italy: 1.0% | ||||
97,580 | Enel S.p.A. | 843,911 | 0.2 | |
42,056 | (1) | FinecoBank Banca Fineco SpA | 569,186 | 0.1 |
357,288 | (1) | Intesa Sanpaolo SpA | 686,594 | 0.1 |
696,134 | Snam SpA | 3,393,744 | 0.6 | |
5,493,435 | 1.0 | |||
Japan: 8.9% | ||||
143,800 | (2) | Canon, Inc. | 2,868,527 | 0.5 |
13,600 | Central Japan Railway Co. | 2,103,352 | 0.4 | |
12,800 | East Japan Railway Co. | 886,979 | 0.2 | |
78,100 | Fuji Film Holdings Corp. | 3,342,814 | 0.6 | |
2,800 | Hikari Tsushin, Inc. | 640,215 | 0.1 | |
44,400 | Hitachi Ltd. | 1,411,246 | 0.2 | |
13,700 | Hoya Corp. | 1,311,898 | 0.2 | |
43,300 | Kamigumi Co., Ltd. | 851,559 | 0.2 | |
29,400 | Konami Holdings Corp. | 981,045 | 0.2 | |
13,100 | Kyocera Corp. | 715,058 | 0.1 | |
30,000 | (2) | Kyushu Railway Co. | 779,512 | 0.1 |
12,900 | Lawson, Inc. | 648,876 | 0.1 | |
76,400 | LIXIL Group Corp. | 1,072,983 | 0.2 | |
31,100 | Medipal Holdings Corp. | 600,249 | 0.1 | |
18,200 | MEIJI Holdings Co., Ltd. | 1,448,286 | 0.3 | |
33,400 | Mitsubishi Corp. | 705,800 | 0.1 | |
99,800 | MS&AD Insurance Group Holdings, Inc. | 2,748,363 | 0.5 | |
104,800 | Nippon Telegraph & Telephone Corp. | 2,441,783 | 0.4 | |
24,600 | NTT DoCoMo, Inc. | 653,081 | 0.1 | |
37,500 | Secom Co., Ltd. | 3,290,351 | 0.6 | |
181,400 | Sekisui House Ltd. | 3,463,319 | 0.6 | |
72,100 | SG Holdings Co. Ltd. | 2,352,886 | 0.4 | |
268,600 | Softbank Corp. | 3,423,638 | 0.6 | |
238,400 | Sumitomo Corp. | 2,741,942 | 0.5 | |
51,000 | Sumitomo Mitsui Financial Group, Inc. | 1,439,312 | 0.3 | |
38,600 | Sundrug Co., Ltd. | 1,277,495 | 0.2 | |
16,100 | Suzuken Co., Ltd. | 601,491 | 0.1 | |
22,900 | Trend Micro, Inc. | 1,279,755 | 0.2 | |
13,800 | Tsuruha Holdings, Inc. | 1,905,962 | 0.3 | |
6,900 | Welcia Holdings Co. Ltd. | 557,431 | 0.1 | |
39,300 | West Japan Railway Co. | 2,204,297 | 0.4 | |
50,749,505 | 8.9 |
See Accompanying Notes to Financial Statements
120
VOYA GLOBAL HIGH DIVIDEND LOW VOLATILITY PORTFOLIO | PORTFOLIO OF INVESTMENTS |
As of June 30, 2020 (Unaudited) (Continued) |
Netherlands: 1.3% | ||||
90,308 | Koninklijke Ahold Delhaize NV | 2,461,249 | 0.4 | |
328,003 | Koninklijke KPN NV | 872,456 | 0.1 | |
81,291 | Unilever NV | 4,334,234 | 0.8 | |
7,667,939 | 1.3 | |||
New Zealand: 0.1% | ||||
258,844 | Spark New Zealand Ltd. | 765,831 | 0.1 | |
Norway: 0.2% | ||||
123,322 | Orkla ASA | 1,082,717 | 0.2 | |
Singapore: 0.2% | ||||
231,600 | Singapore Exchange Ltd. | 1,393,691 | 0.2 | |
Spain: 1.3% | ||||
– | Banco Bilbao Vizcaya Argentaria SA | – | – | |
89,565 | Enagas | 2,191,067 | 0.4 | |
127,294 | Ferrovial SA - FERE | 3,402,551 | 0.6 | |
80,915 | Red Electrica Corp. SA | 1,513,876 | 0.2 | |
120,128 | Telefonica S.A. | 574,543 | 0.1 | |
7,682,037 | 1.3 | |||
Sweden: 0.2% | ||||
8,591 | Swedish Match AB | 606,143 | 0.1 | |
72,822 | Telefonaktiebolaget LM Ericsson | 675,028 | 0.1 | |
1,281,171 | 0.2 | |||
Switzerland: 3.4% | ||||
17,209 | LafargeHolcim Ltd.-CHF | 758,160 | 0.1 | |
35,711 | Logitech International SA | 2,340,121 | 0.4 | |
54,085 | Nestle SA | 5,996,438 | 1.0 | |
19,847 | Roche Holding AG | 6,875,984 | 1.2 | |
10,584 | Zurich Insurance Group AG | 3,750,234 | 0.7 | |
19,720,937 | 3.4 | |||
United Kingdom: 3.4% | ||||
50,608 | Admiral Group Plc | 1,435,185 | 0.3 | |
102,462 | (3) | Auto Trader Group PLC | 667,103 | 0.1 |
358,135 | Aviva PLC | 1,213,850 | 0.2 | |
365,402 | Direct Line Insurance Group PLC | 1,225,209 | 0.2 | |
261,193 | Evraz PLC | 925,426 | 0.2 | |
235,846 | GlaxoSmithKline PLC | 4,764,001 | 0.8 | |
67,127 | Imperial Brands PLC | 1,277,869 | 0.2 | |
28,578 | London Stock Exchange Group PLC | 2,971,965 | 0.5 | |
535,575 | Royal Bank of Scotland Group PLC | 804,027 | 0.2 | |
202,255 | Sage Group PLC/The | 1,678,900 | 0.3 | |
62,946 | Smith & Nephew PLC | 1,172,909 | 0.2 | |
859,001 | Vodafone Group PLC | 1,365,601 | 0.2 | |
19,502,045 | 3.4 | |||
United States: 62.2% | ||||
61,637 | AbbVie, Inc. | 6,051,521 | 1.1 | |
9,882 | Accenture PLC | 2,121,863 | 0.4 | |
57,795 | Activision Blizzard, Inc. | 4,386,640 | 0.8 | |
80,418 | Aflac, Inc. | 2,897,461 | 0.5 | |
18,328 | Air Products & Chemicals, Inc. | 4,425,479 | 0.8 | |
16,065 | Allison Transmission Holdings, Inc. | 590,871 | 0.1 | |
24,731 | Allstate Corp. | 2,398,660 | 0.4 | |
100,341 | Altria Group, Inc. | 3,938,384 | 0.7 | |
59,486 | Amdocs Ltd. | 3,621,508 | 0.6 | |
37,659 | Ameren Corp. | 2,649,687 | 0.5 | |
18,306 | American Water Works Co., Inc. | 2,355,250 | 0.4 | |
23,553 | Amgen, Inc. | 5,555,211 | 1.0 | |
3,995 | Anthem, Inc. | 1,050,605 | 0.2 | |
22,651 | Aptargroup, Inc. | 2,536,459 | 0.4 | |
192,567 | AT&T, Inc. | 5,821,300 | 1.0 | |
22,832 | Avnet, Inc. | 636,670 | 0.1 | |
74,802 | Bank of America Corp. | 1,776,547 | 0.3 | |
49,816 | Booz Allen Hamilton Holding Corp. | 3,875,187 | 0.7 | |
90,982 | Bristol-Myers Squibb Co. | 5,349,742 | 0.9 | |
28,952 | Broadridge Financial Solutions, Inc. ADR | 3,653,453 | 0.6 | |
6,767 | Carlisle Cos., Inc. | 809,807 | 0.1 | |
30,651 | CDK Global, Inc. | 1,269,564 | 0.2 | |
8,486 | CDW Corp. | 985,903 | 0.2 | |
4,078 | Chemed Corp. | 1,839,463 | 0.3 | |
51,472 | Chevron Corp. | 4,592,847 | 0.8 | |
10,437 | Church & Dwight Co., Inc. | 806,780 | 0.1 | |
136,966 | Cisco Systems, Inc. | 6,388,094 | 1.1 | |
15,101 | Citigroup, Inc. | 771,661 | 0.1 | |
26,899 | Citrix Systems, Inc. | 3,978,631 | 0.7 | |
52,060 | CMS Energy Corp. | 3,041,345 | 0.5 | |
15,474 | Cognizant Technology Solutions Corp. | 879,233 | 0.2 | |
9,600 | Colgate-Palmolive Co. | 703,296 | 0.1 | |
19,012 | Comcast Corp. – Class A | 741,088 | 0.1 | |
32,448 | Corporate Office Properties Trust SBI MD | 822,232 | 0.1 | |
10,919 | CSX Corp. | 761,491 | 0.1 | |
42,102 | Dolby Laboratories, Inc. | 2,773,259 | 0.5 | |
22,563 | Dollar General Corp. | 4,298,477 | 0.8 | |
21,047 | DTE Energy Co. | 2,262,553 | 0.4 | |
4,009 | Everest Re Group Ltd. | 826,656 | 0.2 | |
49,671 | Evergy, Inc. | 2,944,994 | 0.5 | |
18,962 | Exelon Corp. | 688,131 | 0.1 | |
54,736 | Flir Systems, Inc. | 2,220,640 | 0.4 | |
41,787 | Flowers Foods, Inc. | 934,357 | 0.2 | |
878 | (1) | Gaming and Leisure Properties, Inc. | 33,596 | 0.0 |
69,323 | General Mills, Inc. | 4,273,763 | 0.8 | |
39,658 | Gentex Corp. | 1,021,987 | 0.2 | |
140,219 | Geo Group, Inc./The | 1,658,791 | 0.3 | |
47,256 | Gilead Sciences, Inc. | 3,635,877 | 0.6 | |
19,385 | Hanover Insurance Group, Inc. | 1,964,282 | 0.3 | |
27,713 | Hershey Co. | 3,592,159 | 0.6 | |
31,918 | Honeywell International, Inc. | 4,615,024 | 0.8 | |
2,071 | Humana, Inc. | 803,030 | 0.1 | |
121,041 | Intel Corp. | 7,241,883 | 1.3 | |
39,198 | International Business Machines Corp. | 4,733,942 | 0.8 | |
16,167 | Intuit, Inc. | 4,788,504 | 0.8 | |
21,222 | Jack Henry & Associates, Inc. | 3,905,485 | 0.7 | |
62,056 | Johnson & Johnson | 8,726,935 | 1.5 | |
45,515 | JPMorgan Chase & Co. | 4,281,141 | 0.8 | |
167,683 | Juniper Networks, Inc. | 3,833,233 | 0.7 | |
7,137 | Kansas City Southern | 1,065,483 | 0.2 | |
31,074 | Kimberly-Clark Corp. | 4,392,310 | 0.8 | |
17,033 | Kroger Co. | 576,567 | 0.1 | |
42,592 | Leidos Holdings, Inc. | 3,989,593 | 0.7 | |
13,007 | Life Storage, Inc. | 1,235,015 | 0.2 |
See Accompanying Notes to Financial Statements
121
VOYA GLOBAL HIGH DIVIDEND LOW VOLATILITY PORTFOLIO | PORTFOLIO OF INVESTMENTS |
As of June 30, 2020 (Unaudited) (Continued) |
7,864 | Lockheed Martin Corp. | 2,869,731 | 0.5 | |
5,077 | MarketAxess Holdings, Inc. | 2,543,171 | 0.4 | |
61,867 | Maxim Integrated Products | 3,749,759 | 0.7 | |
44,007 | MAXIMUS, Inc. | 3,100,293 | 0.5 | |
21,361 | McDonald's Corp. | 3,940,464 | 0.7 | |
82,477 | Merck & Co., Inc. | 6,377,946 | 1.1 | |
116,618 | Microsoft Corp. | 23,732,929 | 4.1 | |
28,388 | Motorola Solutions, Inc. | 3,978,010 | 0.7 | |
7,997 | MSC Industrial Direct Co. | 582,262 | 0.1 | |
18,846 | Nasdaq, Inc. | 2,251,532 | 0.4 | |
46,889 | National Instruments Corp. | 1,815,073 | 0.3 | |
4,033 | NewMarket Corp. | 1,615,136 | 0.3 | |
33,976 | OGE Energy Corp. | 1,031,511 | 0.2 | |
36,598 | Omnicom Group | 1,998,251 | 0.4 | |
97,289 | Oracle Corp. | 5,377,163 | 0.9 | |
39,099 | Packaging Corp. of America | 3,902,080 | 0.7 | |
47,818 | Paychex, Inc. | 3,622,214 | 0.6 | |
47,144 | PepsiCo, Inc. | 6,235,265 | 1.1 | |
186,389 | Pfizer, Inc. | 6,094,920 | 1.1 | |
57,358 | Philip Morris International, Inc. | 4,018,501 | 0.7 | |
37,659 | Phillips 66 | 2,707,682 | 0.5 | |
14,684 | Pinnacle West Capital Corp. | 1,076,190 | 0.2 | |
57,132 | Procter & Gamble Co. | 6,831,273 | 1.2 | |
54,403 | Progressive Corp. | 4,358,224 | 0.8 | |
11,006 | Public Storage, Inc. | 2,111,941 | 0.4 | |
39,636 | Qualcomm, Inc. | 3,615,200 | 0.6 | |
34,638 | Quest Diagnostics, Inc. | 3,947,346 | 0.7 | |
13,614 | Reliance Steel & Aluminum Co. | 1,292,377 | 0.2 | |
47,967 | Republic Services, Inc. | 3,935,692 | 0.7 | |
1,921 | Roper Technologies, Inc. | 745,847 | 0.1 | |
3,635 | S&P Global, Inc. | 1,197,660 | 0.2 | |
91,749 | Service Corp. International | 3,568,119 | 0.6 | |
53,955 | Silgan Holdings, Inc. | 1,747,602 | 0.3 | |
31,066 | Sonoco Products Co. | 1,624,441 | 0.3 | |
38,209 | Southern Co. | 1,981,137 | 0.4 | |
130,323 | Switch, Inc. | 2,322,356 | 0.4 | |
37,803 | Target Corp. | 4,533,714 | 0.8 | |
41,941 | Texas Instruments, Inc. | 5,325,249 | 0.9 | |
8,529 | United Parcel Service, Inc. - Class B | 948,254 | 0.2 | |
143,078 | Valvoline, Inc. | 2,765,698 | 0.5 | |
124,260 | Verizon Communications, Inc. | 6,850,454 | 1.2 | |
39,662 | Waste Management, Inc. | 4,200,602 | 0.7 | |
84,749 | Werner Enterprises, Inc. | 3,689,124 | 0.6 | |
139,548 | Western Union Co. | 3,017,028 | 0.5 | |
149,756 | Williams Cos., Inc. | 2,848,359 | 0.5 | |
51,879 | Xerox Holdings Corp. | 793,230 | 0.1 | |
24,490 | Xilinx, Inc. | 2,409,571 | 0.4 | |
17,420 | Yum! Brands, Inc. | 1,513,972 | 0.3 | |
31,836 | Zoetis, Inc. | 4,362,805 | 0.8 | |
356,558,958 | 62.2 | |||
Total Common Stock | ||||
(Cost $558,272,307) | 567,078,753 | 98.9 | ||
EXCHANGE-TRADED FUNDS: 0.2% | ||||
5,986 | iShares MSCI EAFE ETF | 364,368 | 0.1 | |
2,407 | SPDR S&P 500 ETF Trust | 742,222 | 0.1 | |
Total Exchange-Traded Funds | ||||
(Cost $1,006,845) | 1,106,590 | 0.2 | ||
RIGHTS: 0.0% | ||||
Spain: 0.0% | ||||
120,128 | (1) | Telefonica SA | 23,632 | 0.0 |
Total Rights | ||||
(Cost $26,052) | 23,632 | 0.0 | ||
Total Long-Term Investments | ||||
(Cost $559,305,204) | 568,208,975 | 99.1 | ||
Principal Amount† | Value | Percentage of Net Assets | ||
SHORT-TERM INVESTMENTS: 2.2% | ||||
Repurchase Agreements: 2.2% | ||||
1,139,274 | (4) | BNP Paribas S.A., Repurchase Agreement dated 06/30/20, 0.24%, due 07/01/20 (Repurchase Amount $1,139,281, collateralized by various U.S. Government Securities, 1.106%-6.500%, Market Value plus accrued interest $1,196,238, due 08/15/20-03/19/40) | 1,139,274 | 0.2 |
2,532,762 | (4) | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/20, 0.10%, due 07/01/20 (Repurchase Amount $2,532,769, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $2,583,417, due 08/01/20-02/20/70) | 2,532,762 | 0.4 |
1,446,312 | (4) | Citadel Securities LLC, Repurchase Agreement dated 06/30/20, 0.15%, due 07/01/20 (Repurchase Amount $1,446,318, collateralized by various U.S. Government Securities, 0.000%-7.625%, Market Value plus accrued interest $1,475,244, due 07/31/20-11/15/49) | 1,446,312 | 0.3 |
See Accompanying Notes to Financial Statements
122
VOYA GLOBAL HIGH DIVIDEND LOW VOLATILITY PORTFOLIO | PORTFOLIO OF INVESTMENTS |
As of June 30, 2020 (Unaudited) (Continued) |
2,916,166 | (4) | Citigroup, Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $2,916,173, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $2,974,489, due 07/31/21-05/20/70) | 2,916,166 | 0.5 | |
1,885,620 | (4) | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,885,625, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $1,923,332, due 07/31/20-07/01/50) | 1,885,620 | 0.3 | |
2,609,000 | (4) | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/20, 0.24%, due 07/01/20 (Repurchase Amount $2,609,017, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $2,667,228, due 01/15/22-02/15/47) | 2,609,000 | 0.5 | |
Total Repurchase Agreements | |||||
(Cost $12,529,134) | 12,529,134 | 2.2 | |||
Shares | Value | Percentage of Net Assets | |||
Mutual Funds: 0.0% | |||||
156,000 | (5) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.150% | |||
(Cost $156,000) | 156,000 | 0.0 | |||
Total Short-Term Investments | |||||
(Cost $12,685,134) | 12,685,134 | 2.2 | |||
Total Investments in Securities (Cost $571,990,338) | $ 580,894,109 | 101.3 | |||
Liabilities in Excess of Other Assets | (7,725,407) | (1.3) | |||
Net Assets | $ 573,168,702 | 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) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
(5) | Rate shown is the 7-day yield as of June 30, 2020. |
See Accompanying Notes to Financial Statements
123
Voya Small Company Portfolio | PORTFOLIO OF INVESTMENTS |
As of June 30, 2020 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||
COMMON STOCK: 96.8% | ||||
Communication Services: 1.8% | ||||
186,469 | (1) | Gray Television, Inc. | $ 2,601,243 | 0.7 |
150,318 | (1) | Imax Corp. | 1,685,065 | 0.5 |
229,104 | (1) | Vonage Holdings Corp. | 2,304,786 | 0.6 |
6,591,094 | 1.8 | |||
Consumer Discretionary: 11.6% | ||||
84,743 | (2) | American Eagle Outfitters, Inc. | 923,699 | 0.3 |
186,682 | Bloomin Brands, Inc. | 1,990,030 | 0.5 | |
156,792 | Callaway Golf Co. | 2,745,428 | 0.7 | |
62,464 | (1) | CROCS, Inc. | 2,299,924 | 0.6 |
18,679 | (1) | Deckers Outdoor Corp. | 3,668,369 | 1.0 |
40,240 | Dick's Sporting Goods, Inc. | 1,660,302 | 0.5 | |
22,667 | (1) | Helen of Troy Ltd. | 4,274,090 | 1.2 |
119,062 | (1) | Hudson Ltd. | 579,832 | 0.2 |
75,875 | La-Z-Boy, Inc. | 2,053,177 | 0.6 | |
26,094 | LCI Industries | 3,000,288 | 0.8 | |
12,976 | Lithia Motors, Inc. | 1,963,658 | 0.5 | |
23,912 | Marriott Vacations Worldwide Corp. | 1,965,806 | 0.5 | |
29,858 | (1) | Murphy USA, Inc. | 3,361,712 | 0.9 |
102,270 | Red Rock Resorts, Inc. | 1,115,766 | 0.3 | |
11,158 | (1),(2) | RH | 2,777,226 | 0.8 |
60,962 | (2) | Shoe Carnival, Inc. | 1,784,358 | 0.5 |
88,172 | Steven Madden Ltd. | 2,176,967 | 0.6 | |
7,806 | Strategic Education, Inc. | 1,199,392 | 0.3 | |
44,153 | Winnebago Industries | 2,941,473 | 0.8 | |
42,481,497 | 11.6 | |||
Consumer Staples: 2.5% | ||||
59,185 | (1) | elf Beauty, Inc. | 1,128,658 | 0.3 |
31,571 | Energizer Holdings, Inc. | 1,499,307 | 0.4 | |
237,246 | (1) | Hostess Brands, Inc. | 2,899,146 | 0.8 |
120,318 | (1) | Performance Food Group Co. | 3,506,066 | 1.0 |
9,033,177 | 2.5 | |||
Energy: 1.1% | ||||
55,133 | (1) | Dril-Quip, Inc. | 1,642,412 | 0.4 |
230,742 | Parsley Energy, Inc. - Class A | 2,464,325 | 0.7 | |
4,106,737 | 1.1 | |||
Financials: 15.5% | ||||
34,414 | American Equity Investment Life Holding Co. | 850,370 | 0.2 | |
29,170 | Artisan Partners Asset Management, Inc. | 948,025 | 0.3 | |
129,520 | Atlantic Union Bankshares Corp. | 2,999,683 | 0.8 | |
127,662 | Columbia Banking System, Inc. | 3,618,579 | 1.0 | |
42,915 | Enterprise Financial Services Corp. | 1,335,515 | 0.4 | |
100,902 | Essent Group Ltd. | 3,659,716 | 1.0 | |
46,726 | First American Financial Corp. | 2,243,783 | 0.6 | |
295,350 | First BanCorp. Puerto Rico | 1,651,007 | 0.4 | |
127,765 | Heritage Insurance Holdings, Inc. | 1,672,444 | 0.5 | |
44,359 | Iberiabank Corp. | 2,020,109 | 0.5 | |
66,155 | Lakeland Financial Corp. | 3,082,161 | 0.8 | |
13,033 | LPL Financial Holdings, Inc. | 1,021,787 | 0.3 | |
22,983 | Morningstar, Inc. | 3,239,914 | 0.9 | |
146,171 | Pacific Premier Bancorp, Inc. | 3,168,987 | 0.9 | |
61,294 | Pinnacle Financial Partners, Inc. | 2,573,735 | 0.7 | |
37,451 | Piper Sandler Cos | 2,215,601 | 0.6 | |
50,856 | Prosperity Bancshares, Inc. | 3,019,829 | 0.8 | |
55,002 | Selective Insurance Group | 2,900,805 | 0.8 | |
43,583 | (1),(2) | Selectquote, Inc. | 1,103,957 | 0.3 |
87,468 | ServisFirst Bancshares, Inc. | 3,127,856 | 0.8 | |
17,244 | Signature Bank | 1,843,728 | 0.5 | |
55,123 | Stifel Financial Corp. | 2,614,484 | 0.7 | |
188,861 | Trustco Bank Corp. | 1,195,490 | 0.3 | |
333,128 | Two Harbors Investment Corp. | 1,678,965 | 0.5 | |
110,578 | WSFS Financial Corp. | 3,173,589 | 0.9 | |
56,960,119 | 15.5 | |||
Health Care: 18.2% | ||||
84,910 | (1),(2) | Aerie Pharmaceuticals, Inc. | 1,253,272 | 0.3 |
9,595 | (1) | Akouos, Inc. | 215,887 | 0.1 |
13,736 | (1) | Amedisys, Inc. | 2,727,145 | 0.7 |
142,627 | (1) | Amicus Therapeutics, Inc. | 2,150,815 | 0.6 |
63,044 | (1) | Amphastar Pharmaceuticals, Inc. | 1,415,968 | 0.4 |
30,686 | (1) | Arena Pharmaceuticals, Inc. | 1,931,684 | 0.5 |
45,694 | (1) | Arrowhead Pharmaceuticals, Inc. | 1,973,524 | 0.5 |
25,131 | (1) | Biohaven Pharmaceutical Holding Co. Ltd. | 1,837,327 | 0.5 |
26,548 | (1) | Blueprint Medicines Corp. | 2,070,744 | 0.6 |
6,215 | Chemed Corp. | 2,803,400 | 0.8 | |
64,953 | (1) | CryoLife, Inc. | 1,245,149 | 0.3 |
22,112 | (1) | Emergent Biosolutions, Inc. | 1,748,617 | 0.5 |
45,075 | Encompass Health Corp. | 2,791,495 | 0.8 | |
81,719 | (1) | Epizyme, Inc. | 1,312,407 | 0.4 |
38,200 | (1) | FibroGen, Inc. | 1,548,246 | 0.4 |
19,024 | (1) | Global Blood Therapeutics, Inc. | 1,200,985 | 0.3 |
59,895 | (1) | Globus Medical, Inc. | 2,857,590 | 0.8 |
26,453 | (1) | Haemonetics Corp. | 2,369,131 | 0.6 |
24,291 | Hill-Rom Holdings, Inc. | 2,666,666 | 0.7 | |
101,564 | (1) | HMS Holdings Corp. | 3,289,658 | 0.9 |
25,110 | (1) | Immunomedics, Inc. | 889,898 | 0.2 |
57,001 | (1) | Insmed, Inc. | 1,569,808 | 0.4 |
36,720 | (1) | Iovance Biotherapeutics, Inc. | 1,007,964 | 0.3 |
49,012 | (1) | Magellan Health, Inc. | 3,576,896 | 1.0 |
50,222 | (1) | Merit Medical Systems, Inc. | 2,292,634 | 0.6 |
See Accompanying Notes to Financial Statements
124
Voya Small Company Portfolio | PORTFOLIO OF INVESTMENTS |
As of June 30, 2020 (Unaudited) (continued) |
44,059 | (1) | Momenta Pharmaceuticals, Inc. | 1,465,843 | 0.4 |
17,746 | (1) | MyoKardia, Inc. | 1,714,619 | 0.5 |
37,081 | (1) | Neogen Corp. | 2,877,486 | 0.8 |
45,518 | (1) | NextCure, Inc. | 975,906 | 0.3 |
135,784 | Patterson Cos., Inc. | 2,987,248 | 0.8 | |
30,230 | (1) | PTC Therapeutics, Inc. | 1,533,870 | 0.4 |
6,235 | (1) | Reata Pharmaceuticals, Inc. | 972,785 | 0.3 |
160,873 | (1) | Select Medical Holdings Corp. | 2,369,659 | 0.6 |
26,542 | (1) | Syneos Health, Inc. | 1,546,071 | 0.4 |
32,422 | (1),(2) | UroGen Pharma Ltd. | 846,863 | 0.2 |
33,011 | (1) | Vaxcyte, Inc. | 1,043,478 | 0.3 |
67,080,738 | 18.2 | |||
Industrials: 16.6% | ||||
140,223 | (1) | Air Transport Services Group, Inc. | 3,122,766 | 0.9 |
28,918 | Alamo Group, Inc. | 2,968,144 | 0.8 | |
105,477 | Altra Industrial Motion Corp. | 3,360,497 | 0.9 | |
26,821 | (1) | ASGN, Inc. | 1,788,424 | 0.5 |
57,356 | (1) | AZEK Co., Inc./The | 1,827,362 | 0.5 |
35,179 | (1) | Casella Waste Systems, Inc. | 1,833,530 | 0.5 |
53,024 | Crane Co. | 3,152,807 | 0.9 | |
26,704 | Curtiss-Wright Corp. | 2,384,133 | 0.6 | |
107,397 | Deluxe Corp. | 2,528,125 | 0.7 | |
57,425 | EMCOR Group, Inc. | 3,798,090 | 1.0 | |
25,223 | (1) | Generac Holdings, Inc. | 3,075,440 | 0.8 |
39,746 | ICF International, Inc. | 2,576,733 | 0.7 | |
119,216 | KAR Auction Services, Inc. | 1,640,412 | 0.4 | |
36,440 | Regal Beloit Corp. | 3,181,941 | 0.9 | |
82,406 | Skywest, Inc. | 2,688,084 | 0.7 | |
70,026 | (1) | SP Plus Corp. | 1,450,238 | 0.4 |
44,028 | Tetra Tech, Inc. | 3,483,495 | 0.9 | |
7,398 | (1) | Trex Co., Inc. | 962,258 | 0.3 |
68,690 | UFP Industries, Inc. | 3,400,842 | 0.9 | |
81,921 | US Ecology, Inc. | 2,775,484 | 0.8 | |
34,462 | Watts Water Technologies, Inc. | 2,791,422 | 0.8 | |
60,615 | Werner Enterprises, Inc. | 2,638,571 | 0.7 | |
45,087 | Woodward, Inc. | 3,496,497 | 1.0 | |
60,925,295 | 16.6 | |||
Information Technology: 16.2% | ||||
45,849 | (1) | Alarm.com Holdings, Inc. | 2,971,474 | 0.8 |
12,384 | (1) | CACI International, Inc. | 2,685,842 | 0.7 |
89,756 | (1) | Cardtronics plc | 2,152,349 | 0.6 |
73,468 | (1) | Commvault Systems, Inc. | 2,843,211 | 0.8 |
82,558 | (1) | Cornerstone OnDemand, Inc. | 3,183,436 | 0.9 |
50,336 | (1) | Envestnet, Inc. | 3,701,709 | 1.0 |
303,489 | (1) | Harmonic, Inc. | 1,441,573 | 0.4 |
23,996 | (1) | Inphi Corp. | 2,819,530 | 0.8 |
54,141 | j2 Global, Inc. | 3,422,253 | 0.9 | |
123,744 | (1) | Lattice Semiconductor Corp. | 3,513,092 | 1.0 |
81,439 | (1) | LiveRamp Holdings, Inc. | 3,458,714 | 0.9 |
39,188 | (1) | Lumentum Holdings, Inc. | 3,191,079 | 0.9 |
49,372 | Mantech International Corp. | 3,381,488 | 0.9 | |
79,894 | (1) | Onto Innovation, Inc. | 2,719,592 | 0.7 |
49,407 | (1) | Plexus Corp. | 3,486,158 | 0.9 |
37,721 | (1) | Q2 Holdings, Inc. | 3,236,084 | 0.9 |
28,059 | (1) | Silicon Laboratories, Inc. | 2,813,476 | 0.8 |
22,875 | SYNNEX Corp. | 2,739,739 | 0.7 | |
48,226 | (1) | Verint Systems, Inc. | 2,178,851 | 0.6 |
290,297 | (1) | Viavi Solutions, Inc. | 3,698,384 | 1.0 |
59,638,034 | 16.2 | |||
Materials: 2.6% | ||||
70,030 | Commercial Metals Co. | 1,428,612 | 0.4 | |
61,113 | Minerals Technologies, Inc. | 2,868,033 | 0.8 | |
74,547 | PolyOne Corp. | 1,955,368 | 0.5 | |
63,936 | Sensient Technologies Corp. | 3,334,902 | 0.9 | |
9,586,915 | 2.6 | |||
Real Estate: 7.8% | ||||
171,817 | Acadia Realty Trust | 2,230,185 | 0.6 | |
29,833 | American Campus Communities, Inc. | 1,042,962 | 0.3 | |
92,241 | American Homes 4 Rent | 2,481,283 | 0.7 | |
102,233 | Easterly Government Properties, Inc. | 2,363,627 | 0.6 | |
29,383 | EastGroup Properties, Inc. | 3,485,117 | 0.9 | |
95,808 | Hudson Pacific Properties, Inc. | 2,410,529 | 0.7 | |
151,867 | Physicians Realty Trust | 2,660,710 | 0.7 | |
53,216 | QTS Realty Trust, Inc. | 3,410,613 | 0.9 | |
64,388 | RE/MAX Holdings, Inc. | 2,023,715 | 0.6 | |
42,038 | Ryman Hospitality Properties | 1,454,515 | 0.4 | |
133,266 | STAG Industrial, Inc. | 3,907,359 | 1.1 | |
131,093 | Xenia Hotels & Resorts, Inc. | 1,223,098 | 0.3 | |
28,693,713 | 7.8 | |||
Utilities: 2.9% | ||||
56,723 | Black Hills Corp. | 3,213,925 | 0.9 | |
21,503 | Idacorp, Inc. | 1,878,717 | 0.5 | |
34,037 | NorthWestern Corp. | 1,855,697 | 0.5 | |
85,306 | Portland General Electric Co. | 3,566,644 | 1.0 | |
10,514,983 | 2.9 | |||
Total Common Stock | ||||
(Cost $354,848,697) | 355,612,302 | 96.8 | ||
Principal Amount† | Value | Percentage of Net Assets | ||
SHORT-TERM INVESTMENTS: 3.9% | ||||
Repurchase Agreements: 2.1% | ||||
1,829,600 | (3) | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/20, 0.10%, due 07/01/20 (Repurchase Amount $1,829,605, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $1,866,192, due 08/01/20-02/20/70) | 1,829,600 | 0.5 |
See Accompanying Notes to Financial Statements
125
Voya Small Company Portfolio | PORTFOLIO OF INVESTMENTS |
As of June 30, 2020 (Unaudited) (continued) |
1,416,511 | (3) | Citadel Securities LLC, Repurchase Agreement dated 06/30/20, 0.15%, due 07/01/20 (Repurchase Amount $1,416,517, collateralized by various U.S. Government Securities, 0.000%-7.625%, Market Value plus accrued interest $1,444,847, due 07/31/20-11/15/49) | 1,416,511 | 0.4 |
1,829,632 | (3) | Citigroup, Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,829,637, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $1,866,225, due 07/31/21-05/20/70) | 1,829,632 | 0.5 |
1,829,632 | (3) | MUFG Securities America Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,829,637, collateralized by various U.S. Government Agency Obligations, 2.500%-8.000%, Market Value plus accrued interest $1,866,225, due 08/01/23-07/01/50) | 1,829,632 | 0.5 |
955,536 | (3) | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $955,538, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $974,647, due 07/31/20-07/01/50) | 955,536 | 0.2 |
Total Repurchase Agreements | ||||
(Cost $7,860,911) | 7,860,911 | 2.1 | ||
Shares | Value | Percentage of Net Assets | ||
Mutual Funds: 1.8% | ||||
1,216,000 | (4) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.100% | 1,216,000 | 0.3 |
5,294,000 | (3),(4) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.150% | 5,294,000 | 1.5 |
Total Mutual Funds | ||||
(Cost $6,510,000) | 6,510,000 | 1.8 | ||
Total Short-Term Investments | ||||
(Cost $14,370,911) | 14,370,911 | 3.9 | ||
Total Investments in Securities (Cost $369,219,608) | $ 369,983,213 | 100.7 | ||
Liabilities in Excess of Other Assets | (2,438,744) | (0.7) | ||
Net Assets | $ 367,544,469 | 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) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
(4) | Rate shown is the 7-day yield as of June 30, 2020. |
See Accompanying Notes to Financial Statements
126
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)(3) | Not required for semi-annual filing. |
(b) | The officer certifications required by Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto as EX-99.906CERT. |
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
(Registrant): Voya Variable Portfolios, Inc. | ||
By | /s/ Michael Bell | |
Michael Bell | ||
Chief Executive Officer | ||
Date: | September 8, 2020 |
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 8, 2020 | |
By | /s/ Todd Modic | |
Todd Modic | ||
Senior Vice President and Chief Financial Officer | ||
Date: | September 8, 2020 |