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, 2022 to June 30, 2022
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 | | | | |
| | 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, are not 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 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 1-866-345-5954. 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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| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value January 1, 2022 | | | Ending Account Value June 30, 2022 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2022* | | | Beginning Account Value January 1, 2022 | | | Ending Account Value June 30, 2022 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2022* | | ||||||||||||||||||||||||
Voya Emerging Markets Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 824.90 | | | | | | 0.54% | | | | | $ | 2.44 | | | | | $ | 1,000.00 | | | | | $ | 1,022.12 | | | | | | 0.54% | | | | | $ | 2.71 | | |
Class P2 | | | | | 1,000.00 | | | | | | 826.80 | | | | | | 0.15 | | | | | | 0.68 | | | | | | 1,000.00 | | | | | | 1,024.05 | | | | | | 0.15 | | | | | | 0.75 | | |
Class S | | | | | 1,000.00 | | | | | | 823.70 | | | | | | 0.79 | | | | | | 3.57 | | | | | | 1,000.00 | | | | | | 1,020.88 | | | | | | 0.79 | | | | | | 3.96 | | |
Voya International Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 805.10 | | | | | | 0.94% | | | | | $ | 4.21 | | | | | $ | 1,000.00 | | | | | $ | 1,020.13 | | | | | | 0.94% | | | | | $ | 4.71 | | |
Class I | | | | | 1,000.00 | | | | | | 806.70 | | | | | | 0.45 | | | | | | 2.02 | | | | | | 1,000.00 | | | | | | 1,022.56 | | | | | | 0.45 | | | | | | 2.26 | | |
Class P2 | | | | | 1,000.00 | | | | | | 807.30 | | | | | | 0.15 | | | | | | 0.67 | | | | | | 1,000.00 | | | | | | 1,024.05 | | | | | | 0.15 | | | | | | 0.75 | | |
Class S | | | | | 1,000.00 | | | | | | 805.40 | | | | | | 0.70 | | | | | | 3.13 | | | | | | 1,000.00 | | | | | | 1,021.32 | | | | | | 0.70 | | | | | | 3.51 | | |
Class S2 | | | | | 1,000.00 | | | | | | 805.10 | | | | | | 0.85 | | | | | | 3.80 | | | | | | 1,000.00 | | | | | | 1,020.58 | | | | | | 0.85 | | | | | | 4.26 | | |
Voya Russell™ Large Cap Growth Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 722.20 | | | | | | 0.93% | | | | | $ | 3.97 | | | | | $ | 1,000.00 | | | | | $ | 1,020.18 | | | | | | 0.93% | | | | | $ | 4.66 | | |
Class I | | | | | 1,000.00 | | | | | | 724.10 | | | | | | 0.43 | | | | | | 1.84 | | | | | | 1,000.00 | | | | | | 1,022.66 | | | | | | 0.43 | | | | | | 2.16 | | |
Class S | | | | | 1,000.00 | | | | | | 723.20 | | | | | | 0.68 | | | | | | 2.91 | | | | | | 1,000.00 | | | | | | 1,021.42 | | | | | | 0.68 | | | | | | 3.41 | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value January 1, 2022 | | | Ending Account Value June 30, 2022 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2022* | | | Beginning Account Value January 1, 2022 | | | Ending Account Value June 30, 2022 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2022* | | ||||||||||||||||||||||||
Voya Russell™ Large Cap Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 789.30 | | | | | | 0.86% | | | | | $ | 3.82 | | | | | $ | 1,000.00 | | | | | $ | 1,020.53 | | | | | | 0.86% | | | | | $ | 4.31 | | |
Class I | | | | | 1,000.00 | | | | | | 791.10 | | | | | | 0.36 | | | | | | 1.60 | | | | | | 1,000.00 | | | | | | 1,023.01 | | | | | | 0.36 | | | | | | 1.81 | | |
Class S | | | | | 1,000.00 | | | | | | 790.30 | | | | | | 0.61 | | | | | | 2.71 | | | | | | 1,000.00 | | | | | | 1,021.77 | | | | | | 0.61 | | | | | | 3.06 | | |
Class S2 | | | | | 1,000.00 | | | | | | 789.50 | | | | | | 0.76 | | | | | | 3.37 | | | | | | 1,000.00 | | | | | | 1,021.03 | | | | | | 0.76 | | | | | | 3.81 | | |
Voya Russell™ Large Cap Value Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 885.60 | | | | | | 0.85% | | | | | $ | 3.97 | | | | | $ | 1,000.00 | | | | | $ | 1,020.58 | | | | | | 0.85% | | | | | $ | 4.26 | | |
Class I | | | | | 1,000.00 | | | | | | 887.90 | | | | | | 0.35 | | | | | | 1.64 | | | | | | 1,000.00 | | | | | | 1,023.06 | | | | | | 0.35 | | | | | | 1.76 | | |
Class S | | | | | 1,000.00 | | | | | | 886.90 | | | | | | 0.60 | | | | | | 2.81 | | | | | | 1,000.00 | | | | | | 1,021.82 | | | | | | 0.60 | | | | | | 3.01 | | |
Voya Russell™ Mid Cap Growth Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 688.80 | | | | | | 0.40% | | | | | $ | 1.67 | | | | | $ | 1,000.00 | | | | | $ | 1,022.81 | | | | | | 0.40% | | | | | $ | 2.01 | | |
Class S | | | | | 1,000.00 | | | | | | 687.80 | | | | | | 0.65 | | | | | | 2.72 | | | | | | 1,000.00 | | | | | | 1,021.57 | | | | | | 0.65 | | | | | | 3.26 | | |
Class S2 | | | | | 1,000.00 | | | | | | 687.50 | | | | | | 0.80 | | | | | | 3.35 | | | | | | 1,000.00 | | | | | | 1,020.83 | | | | | | 0.80 | | | | | | 4.01 | | |
Voya Russell™ Mid Cap Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 780.70 | | | | | | 0.90% | | | | | $ | 3.97 | | | | | $ | 1,000.00 | | | | | $ | 1,020.33 | | | | | | 0.90% | | | | | $ | 4.51 | | |
Class I | | | | | 1,000.00 | | | | | | 782.70 | | | | | | 0.40 | | | | | | 1.77 | | | | | | 1,000.00 | | | | | | 1,022.81 | | | | | | 0.40 | | | | | | 2.01 | | |
Class P2 | | | | | 1,000.00 | | | | | | 783.50 | | | | | | 0.15 | | | | | | 0.66 | | | | | | 1,000.00 | | | | | | 1,024.05 | | | | | | 0.15 | | | | | | 0.75 | | |
Class S | | | | | 1,000.00 | | | | | | 782.00 | | | | | | 0.65 | | | | | | 2.87 | | | | | | 1,000.00 | | | | | | 1,021.57 | | | | | | 0.65 | | | | | | 3.26 | | |
Class S2 | | | | | 1,000.00 | | | | | | 781.20 | | | | | | 0.80 | | | | | | 3.53 | | | | | | 1,000.00 | | | | | | 1,020.83 | | | | | | 0.80 | | | | | | 4.01 | | |
Voya Russell™ Small Cap Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 762.30 | | | | | | 0.95% | | | | | $ | 4.15 | | | | | $ | 1,000.00 | | | | | $ | 1,020.08 | | | | | | 0.95% | | | | | $ | 4.76 | | |
Class I | | | | | 1,000.00 | | | | | | 764.10 | | | | | | 0.45 | | | | | | 1.97 | | | | | | 1,000.00 | | | | | | 1,022.56 | | | | | | 0.45 | | | | | | 2.26 | | |
Class P2 | | | | | 1,000.00 | | | | | | 765.10 | | | | | | 0.15 | | | | | | 0.66 | | | | | | 1,000.00 | | | | | | 1,024.05 | | | | | | 0.15 | | | | | | 0.75 | | |
Class S | | | | | 1,000.00 | | | | | | 763.20 | | | | | | 0.70 | | | | | | 3.06 | | | | | | 1,000.00 | | | | | | 1,021.32 | | | | | | 0.70 | | | | | | 3.51 | | |
Class S2 | | | | | 1,000.00 | | | | | | 762.60 | | | | | | 0.85 | | | | | | 3.71 | | | | | | 1,000.00 | | | | | | 1,020.58 | | | | | | 0.85 | | | | | | 4.26 | | |
Voya U.S. Bond Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 894.50 | | | | | | 0.86% | | | | | $ | 4.04 | | | | | $ | 1,000.00 | | | | | $ | 1,020.53 | | | | | | 0.86% | | | | | $ | 4.31 | | |
Class I | | | | | 1,000.00 | | | | | | 897.20 | | | | | | 0.36 | | | | | | 1.69 | | | | | | 1,000.00 | | | | | | 1,023.01 | | | | | | 0.36 | | | | | | 1.81 | | |
Class P2 | | | | | 1,000.00 | | | | | | 898.30 | | | | | | 0.15 | | | | | | 0.71 | | | | | | 1,000.00 | | | | | | 1,024.05 | | | | | | 0.15 | | | | | | 0.75 | | |
Class S | | | | | 1,000.00 | | | | | | 895.70 | | | | | | 0.61 | | | | | | 2.87 | | | | | | 1,000.00 | | | | | | 1,021.77 | | | | | | 0.61 | | | | | | 3.06 | | |
Class S2 | | | | | 1,000.00 | | | | | | 896.00 | | | | | | 0.76 | | | | | | 3.57 | | | | | | 1,000.00 | | | | | | 1,021.03 | | | | | | 0.76 | | | | | | 3.81 | | |
| | | 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+* | | | | $ | 668,828,145 | | | | | $ | 1,960,099,122 | | | | | $ | 1,155,678,125 | | | | | $ | 2,037,013,861 | | |
Short-term investments at fair value† | | | | | 3,668,203 | | | | | | 164,450,893 | | | | | | 2,144,000 | | | | | | 5,065,000 | | |
Cash | | | | | 1,543 | | | | | | — | | | | | | 392,902 | | | | | | 645,616 | | |
Cash collateral for futures contracts | | | | | 715,600 | | | | | | 1,988,841 | | | | | | 178,500 | | | | | | 357,000 | | |
Foreign currencies at value‡ | | | | | 2,910,808 | | | | | | 3,256,440 | | | | | | — | | | | | | — | | |
Receivables: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities sold | | | | | — | | | | | | — | | | | | | 909,413 | | | | | | 348,480 | | |
Investment securities and currencies sold | | | | | 101,461,389 | | | | | | 41,627,577 | | | | | | — | | | | | | — | | |
Fund shares sold | | | | | 290,929 | | | | | | 868,032 | | | | | | 2,241,087 | | | | | | 2,094,138 | | |
Dividends | | | | | 4,249,542 | | | | | | 2,838,339 | | | | | | 447,811 | | | | | | 1,393,801 | | |
Foreign tax reclaims | | | | | 9,505 | | | | | | 8,864,427 | | | | | | — | | | | | | — | | |
Unrealized appreciation on forward foreign currency contracts | | | | | 4,853 | | | | | | — | | | | | | — | | | | | | — | | |
Prepaid expenses | | | | | 9,335 | | | | | | 25,499 | | | | | | 16,210 | | | | | | 23,259 | | |
Reimbursement due from Investment Adviser | | | | | 196,505 | | | | | | 412,870 | | | | | | 11,250 | | | | | | 60,310 | | |
Other assets | | | | | 17,758 | | | | | | 69,451 | | | | | | 23,682 | | | | | | 78,658 | | |
Total assets | | | | | 782,364,115 | | | | | | 2,184,501,491 | | | | | | 1,162,042,980 | | | | | | 2,047,080,123 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Payable for investment securities and currencies purchased | | | | | 3,958,421 | | | | | | 86,664,055 | | | | | | — | | | | | | — | | |
Payable for fund shares redeemed | | | | | 134,541 | | | | | | 972,446 | | | | | | 187,260 | | | | | | 2,031,996 | | |
Payable upon receipt of securities loaned | | | | | 3,668,203 | | | | | | 100,270,893 | | | | | | — | | | | | | — | | |
Unrealized depreciation on forward foreign currency contracts | | | | | — | | | | | | 81 | | | | | | — | | | | | | — | | |
Variation margin payable on futures contracts | | | | | 62,745 | | | | | | 182,280 | | | | | | 26,987 | | | | | | 53,975 | | |
Payable for investment management fees | | | | | 253,449 | | | | | | 750,807 | | | | | | 378,196 | | | | | | 587,157 | | |
Payable for distribution and shareholder service fees | | | | | 2 | | | | | | 171,479 | | | | | | 138,786 | | | | | | 366,384 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 17,758 | | | | | | 69,451 | | | | | | 23,682 | | | | | | 78,658 | | |
Payable for directors fees | | | | | 2,056 | | | | | | 5,501 | | | | | | 3,487 | | | | | | 5,973 | | |
Payable for borrowings against line of credit | | | | | 87,149,000 | | | | | | — | | | | | | — | | | | | | — | | |
Payable for foreign capital gains tax | | | | | 3,799,454 | | | | | | — | | | | | | — | | | | | | — | | |
Other accrued expenses and liabilities | | | | | 411,363 | | | | | | 447,516 | | | | | | 332,144 | | | | | | 381,591 | | |
Total liabilities | | | | | 99,456,992 | | | | | | 189,534,509 | | | | | | 1,090,542 | | | | | | 3,505,734 | | |
NET ASSETS | | | | $ | 682,907,123 | | | | | $ | 1,994,966,982 | | | | | $ | 1,160,952,438 | | | | | $ | 2,043,574,389 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 779,602,010 | | | | | $ | 1,885,920,064 | | | | | $ | 381,302,299 | | | | | $ | 1,467,023,315 | | |
Total distributable earnings (loss) | | | | | (96,694,887) | | | | | | 109,046,918 | | | | | | 779,650,139 | | | | | | 576,551,074 | | |
NET ASSETS | | | | $ | 682,907,123 | | | | | $ | 1,994,966,982 | | | | | $ | 1,160,952,438 | | | | | $ | 2,043,574,389 | | |
+ Including securities loaned at value | | | | $ | 3,480,970 | | | | | $ | 90,322,275 | | | | | $ | — | | | | | $ | — | | |
* Cost of investments in securities | | | | $ | 751,714,102 | | | | | $ | 1,653,388,714 | | | | | $ | 423,129,845 | | | | | $ | 1,447,521,620 | | |
† Cost of short-term investments | | | | $ | 3,668,203 | | | | | $ | 164,450,893 | | | | | $ | 2,144,000 | | | | | $ | 5,065,000 | | |
‡ Cost of foreign currencies | | | | $ | 2,962,685 | | | | | $ | 3,251,846 | | | | | $ | — | | | | | $ | — | | |
| | | 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 | | | | | $ | 373,960,430 | | | | | $ | 7,335 | | | | | $ | 129,648,138 | | |
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 | | | | | | 40,669,328 | | | | | | 156 | | | | | | 5,116,955 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 9.20 | | | | | $ | 47.12 | | | | | $ | 25.34 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 127,107,843 | | | | | $ | 456,318,267 | | | | | $ | 503,497,804 | | | | | $ | 446,189,212 | | |
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 | | | | | 12,420,253 | | | | | | 48,750,400 | | | | | | 10,569,060 | | | | | | 17,171,280 | | |
Net asset value and redemption price per share | | | | $ | 10.23 | | | | | $ | 9.36 | | | | | $ | 47.64 | | | | | $ | 25.98 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 555,789,403 | | | | | $ | 1,098,021,932 | | | | | | 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 | | | | | 53,063,796 | | | | | | 115,432,891 | | | | | | n/a | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 10.47 | | | | | $ | 9.51 | | | | | | n/a | | | | | | n/a | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 9,877 | | | | | $ | 65,429,957 | | | | | $ | 657,447,299 | | | | | $ | 1,467,630,548 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 200,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 959 | | | | | | 7,032,492 | | | | | | 13,890,668 | | | | | | 56,938,154 | | |
Net asset value and redemption price per share | | | | $ | 10.29 | | | | | $ | 9.30 | | | | | $ | 47.33 | | | | | $ | 25.78 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 1,236,396 | | | | | | n/a | | | | | $ | 106,491 | | |
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 | | | | | | 132,977 | | | | | | n/a | | | | | | 3,991 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 9.30 | | | | | | n/a | | | | | $ | 26.68 | | |
| | | 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+* | | | | $ | 1,289,803,329 | | | | | $ | 941,278,964 | | | | | $ | 1,211,716,630 | | | | | $ | 861,966,070 | | |
Investments in affiliates at fair value** | | | | | — | | | | | | — | | | | | | 797,464 | | | | | | — | | |
Short-term investments at fair value† | | | | | 3,328,000 | | | | | | 19,561,969 | | | | | | 129,482,609 | | | | | | 246,526,967 | | |
Cash | | | | | 372,525 | | | | | | 314,870 | | | | | | 758,273 | | | | | | 1,573,243 | | |
Cash collateral for futures contracts | | | | | 241,500 | | | | | | 162,000 | | | | | | 283,500 | | | | | | 2,282,500 | | |
Receivables: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities sold | | | | | — | | | | | | 1,643,442 | | | | | | — | | | | | | 2,888,074 | | |
Fund shares sold | | | | | 44,766 | | | | | | 4,718,734 | | | | | | 1,766,169 | | | | | | 1,945,356 | | |
Dividends | | | | | 1,349,547 | | | | | | 291,829 | | | | | | 1,415,370 | | | | | | 916,434 | | |
Foreign tax reclaims | | | | | 576 | | | | | | 351 | | | | | | 562 | | | | | | 7,832 | | |
Prepaid expenses | | | | | 14,738 | | | | | | 11,711 | | | | | | 16,825 | | | | | | 12,865 | | |
Reimbursement due from Investment Adviser | | | | | — | | | | | | 27,629 | | | | | | 170,203 | | | | | | 137,242 | | |
Other assets | | | | | 18,907 | | | | | | 17,791 | | | | | | 66,119 | | | | | | 38,055 | | |
Total assets | | | | | 1,295,173,888 | | | | | | 968,029,290 | | | | | | 1,346,473,724 | | | | | | 1,118,294,638 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Payable for investment securities purchased | | | | | — | | | | | | 1,402,799 | | | | | | 672,697 | | | | | | 923,784 | | |
Payable for fund shares redeemed | | | | | 5,056,321 | | | | | | 57,226 | | | | | | 297,014 | | | | | | 128,490 | | |
Payable upon receipt of securities loaned | | | | | — | | | | | | 18,538,969 | | | | | | 126,158,609 | | | | | | 217,915,967 | | |
Variation margin payable on futures contracts | | | | | 36,513 | | | | | | 26,640 | | | | | | 46,620 | | | | | | 278,841 | | |
Payable for investment management fees | | | | | 315,342 | | | | | | 314,075 | | | | | | 443,262 | | | | | | 328,561 | | |
Payable for distribution and shareholder service fees | | | | | 256,347 | | | | | | 198,259 | | | | | | 113,357 | | | | | | 103,779 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 18,907 | | | | | | 17,791 | | | | | | 66,119 | | | | | | 38,055 | | |
Payable for directors fees | | | | | 3,635 | | | | | | 2,910 | | | | | | 3,653 | | | | | | 2,559 | | |
Other accrued expenses and liabilities | | | | | 318,025 | | | | | | 211,042 | | | | | | 492,629 | | | | | | 180,682 | | |
Total liabilities | | | | | 6,005,090 | | | | | | 20,769,711 | | | | | | 128,293,960 | | | | | | 219,900,718 | | |
NET ASSETS | | | | $ | 1,289,168,798 | | | | | $ | 947,259,579 | | | | | $ | 1,218,179,764 | | | | | $ | 898,393,920 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 1,157,989,499 | | | | | $ | 1,135,177,003 | | | | | $ | 639,331,790 | | | | | $ | 692,255,098 | | |
Total distributable earnings (loss) | | | | | 131,179,299 | | | | | | (187,917,424) | | | | | | 578,847,974 | | | | | | 206,138,822 | | |
NET ASSETS | | | | $ | 1,289,168,798 | | | | | $ | 947,259,579 | | | | | $ | 1,218,179,764 | | | | | $ | 898,393,920 | | |
+ Including securities loaned at value | | | | $ | — | | | | | $ | 18,070,823 | | | | | $ | 123,043,200 | | | | | $ | 211,138,020 | | |
* Cost of investments in securities | | | | $ | 1,166,048,548 | | | | | $ | 1,002,258,965 | | | | | $ | 692,103,485 | | | | | $ | 656,377,856 | | |
** Cost of investments in affiliates | | | | $ | — | | | | | $ | — | | | | | $ | 360,528 | | | | | $ | — | | |
† Cost of short-term investments | | | | $ | 3,328,000 | | | | | $ | 19,561,969 | | | | | $ | 129,482,609 | | | | | $ | 246,526,967 | | |
| | | 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 | | | | $ | 4,823 | | | | | | n/a | | | | | $ | 167,035,535 | | | | | $ | 98,522,957 | | |
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 | | | | | 196 | | | | | | n/a | | | | | | 17,234,123 | | | | | | 8,464,278 | | |
Net asset value and redemption price per share | | | | $ | 24.58 | | | | | | n/a | | | | | $ | 9.69 | | | | | $ | 11.64 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 84,632,803 | | | | | $ | 15,692,658 | | | | | $ | 603,970,243 | | | | | $ | 217,629,350 | | |
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 | | | | | 3,413,674 | | | | | | 528,865 | | | | | | 58,757,627 | | | | | | 17,912,175 | | |
Net asset value and redemption price per share | | | | $ | 24.79 | | | | | $ | 29.67 | | | | | $ | 10.28 | | | | | $ | 12.15 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | | n/a | | | | | $ | 257,180,225 | | | | | $ | 296,688,543 | | |
Shares authorized | | | | | n/a | | | | | | n/a | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | | n/a | | | | | | n/a | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | n/a | | | | | | 24,576,678 | | | | | | 24,057,904 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | | n/a | | | | | $ | 10.46 | | | | | $ | 12.33 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 1,204,531,172 | | | | | $ | 929,970,066 | | | | | $ | 182,735,225 | | | | | $ | 280,750,154 | | |
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 | | | | | 49,027,516 | | | | | | 31,541,526 | | | | | | 18,109,864 | | | | | | 23,356,559 | | |
Net asset value and redemption price per share | | | | $ | 24.57 | | | | | $ | 29.48 | | | | | $ | 10.09 | | | | | $ | 12.02 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 1,596,855 | | | | | $ | 7,258,536 | | | | | $ | 4,802,916 | | |
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 | | | | | | 54,431 | | | | | | 736,685 | | | | | | 408,438 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 29.34 | | | | | $ | 9.85 | | | | | $ | 11.76 | | |
| | | Voya U.S. Bond Index Portfolio | | |||
ASSETS: | | | | | | | |
Investments in securities at fair value+* | | | | $ | 3,036,916,837 | | |
Short-term investments at fair value† | | | | | 306,211,213 | | |
Cash | | | | | 139,407 | | |
Cash collateral for futures contracts | | | | | 1,412,970 | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | 600,000 | | |
Cash pledged as collateral for delayed-delivery or when-issued securities (Note 2) | | | | | 2,938,805 | | |
Receivables: | | | | | | | |
Investment securities sold on a delayed-delivery or when-issued basis | | | | | 54,751,911 | | |
Fund shares sold | | | | | 428,575 | | |
Dividends | | | | | 11,360 | | |
Interest | | | | | 13,670,726 | | |
Variation margin on centrally cleared swaps | | | | | 4,862 | | |
Prepaid expenses | | | | | 36,910 | | |
Reimbursement due from Investment Adviser | | | | | 309,367 | | |
Other assets | | | | | 135,829 | | |
Total assets | | | | | 3,417,568,772 | | |
LIABILITIES: | | | | | | | |
Payable for investment securities purchased | | | | | 43,538,394 | | |
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | 204,681,171 | | |
Payable for fund shares redeemed | | | | | 2,639,831 | | |
Payable to broker | | | | | 668,991 | | |
Payable upon receipt of securities loaned | | | | | 277,563,213 | | |
Variation margin payable on futures contracts | | | | | 670,199 | | |
Payable for investment management fees | | | | | 860,458 | | |
Payable for distribution and shareholder service fees | | | | | 39,377 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 135,829 | | |
Payable for directors fees | | | | | 7,937 | | |
Other accrued expenses and liabilities | | | | | 189,572 | | |
Total liabilities | | | | | 530,994,972 | | |
NET ASSETS | | | | $ | 2,886,573,800 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | |
Paid-in capital | | | | $ | 3,172,651,019 | | |
Total distributable loss | | | | | (286,077,219) | | |
NET ASSETS | | | | $ | 2,886,573,800 | | |
+ Including securities loaned at value | | | | $ | 271,519,406 | | |
* Cost of investments in securities | | | | $ | 3,162,446,332 | | |
† Cost of short-term investments | | | | $ | 306,211,213 | | |
| | | Voya U.S. Bond Index Portfolio | | |||
Class ADV | | | | | | | |
Net assets | | | | $ | 21,650,149 | | |
Shares authorized | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | |
Shares outstanding | | | | | 2,273,405 | | |
Net asset value and redemption price per share | | | | $ | 9.52 | | |
Class I | | | | | | | |
Net assets | | | | $ | 1,398,368,636 | | |
Shares authorized | | | | | 700,000,000 | | |
Par value | | | | $ | 0.001 | | |
Shares outstanding | | | | | 146,246,409 | | |
Net asset value and redemption price per share | | | | $ | 9.56 | | |
Class P2 | | | | | | | |
Net assets | | | | $ | 1,320,115,108 | | |
Shares authorized | | | | | 300,000,000 | | |
Par value | | | | $ | 0.001 | | |
Shares outstanding | | | | | 138,140,107 | | |
Net asset value and redemption price per share | | | | $ | 9.56 | | |
Class S | | | | | | | |
Net assets | | | | $ | 145,652,967 | | |
Shares authorized | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | |
Shares outstanding | | | | | 15,276,761 | | |
Net asset value and redemption price per share | | | | $ | 9.53 | | |
Class S2 | | | | | | | |
Net assets | | | | $ | 786,940 | | |
Shares authorized | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | |
Shares outstanding | | | | | 82,512 | | |
Net asset value and redemption price per share | | | | $ | 9.54 | | |
| | | 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* | | | | $ | 11,640,784 | | | | | $ | 42,756,425 | | | | | $ | 6,119,371 | | | | | $ | 17,609,456 | | |
Securities lending income, net | | | | | 60,914 | | | | | | 325,535 | | | | | | 1,286 | | | | | | 4,840 | | |
Total investment income | | | | | 11,701,698 | | | | | | 43,081,960 | | | | | | 6,120,657 | | | | | | 17,614,296 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 2,652,061 | | | | | | 4,879,974 | | | | | | 3,331,300 | | | | | | 3,970,291 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | 1,080,928 | | | | | | 21 | | | | | | 367,761 | | |
Class S | | | | | 14 | | | | | | 91,804 | | | | | | 985,513 | | | | | | 2,148,087 | | |
Class S2 | | | | | — | | | | | | 2,724 | | | | | | — | | | | | | 337 | | |
Transfer agent fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | 42,150 | | | | | | 2 | | | | | | 15,539 | | |
Class I | | | | | 453 | | | | | | 49,177 | | | | | | 78,565 | | | | | | 53,221 | | |
Class P2 | | | | | 503 | | | | | | 1,269 | | | | | | — | | | | | | — | | |
Class S | | | | | — | | | | | | 7,170 | | | | | | 104,053 | | | | | | 181,532 | | |
Class S2 | | | | | — | | | | | | 132 | | | | | | — | | | | | | 18 | | |
Shareholder reporting expense | | | | | 1,250 | | | | | | 18,813 | | | | | | 23,412 | | | | | | 12,900 | | |
Professional fees | | | | | 36,545 | | | | | | 43,760 | | | | | | 30,467 | | | | | | 35,760 | | |
Custody and accounting expense | | | | | 464,727 | | | | | | 307,160 | | | | | | 80,925 | | | | | | 101,880 | | |
Directors fees | | | | | 10,285 | | | | | | 27,503 | | | | | | 17,440 | | | | | | 29,865 | | |
Licensing fee (Note 7) | | | | | 122,400 | | | | | | 327,310 | | | | | | 83,168 | | | | | | 132,464 | | |
Miscellaneous expense | | | | | 20,920 | | | | | | 58,264 | | | | | | 30,485 | | | | | | 33,071 | | |
Interest expense | | | | | 7,488 | | | | | | — | | | | | | 334 | | | | | | 820 | | |
Total expenses | | | | | 3,316,646 | | | | | | 6,938,138 | | | | | | 4,765,685 | | | | | | 7,083,546 | | |
Waived and reimbursed fees | | | | | (2,239,453) | | | | | | (2,603,655) | | | | | | (787,684) | | | | | | (278,062) | | |
Net expenses | | | | | 1,077,193 | | | | | | 4,334,483 | | | | | | 3,978,001 | | | | | | 6,805,484 | | |
Net investment income | | | | | 10,624,505 | | | | | | 38,747,477 | | | | | | 2,142,656 | | | | | | 10,808,812 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments (net of foreign capital gains taxes withheld^) | | | | | 1,648,240 | | | | | | (14,221,810) | | | | | | 46,287,801 | | | | | | (19,273,961) | | |
Forward foreign currency contracts | | | | | (11,431) | | | | | | (29,018) | | | | | | — | | | | | | — | | |
Foreign currency related transactions | | | | | (426,514) | | | | | | (755,380) | | | | | | — | | | | | | — | | |
Futures | | | | | (2,174,779) | | | | | | (7,714,292) | | | | | | (598,579) | | | | | | (1,184,391) | | |
Net realized gain (loss) | | | | | (964,484) | | | | | | (22,720,500) | | | | | | 45,689,222 | | | | | | (20,458,352) | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments (net of foreign capital gains taxes accrued#) | | | | | (168,078,435) | | | | | | (483,079,615) | | | | | | (503,612,493) | | | | | | (547,605,943) | | |
Forward foreign currency contracts | | | | | 6,032 | | | | | | (81) | | | | | | — | | | | | | — | | |
Foreign currency related transactions | | | | | (166,176) | | | | | | (695,831) | | | | | | — | | | | | | — | | |
Futures | | | | | (69,207) | | | | | | (601,761) | | | | | | (208,614) | | | | | | (340,794) | | |
Net change in unrealized appreciation (depreciation) | | | | | (168,307,786) | | | | | | (484,377,288) | | | | | | (503,821,107) | | | | | | (547,946,737) | | |
Net realized and unrealized loss | | | | | (169,272,270) | | | | | | (507,097,788) | | | | | | (458,131,885) | | | | | | (568,405,089) | | |
Decrease in net assets resulting from operations | | | | $ | (158,647,765) | | | | | $ | (468,350,311) | | | | | $ | (455,989,229) | | | | | $ | (557,596,277) | | |
* Foreign taxes withheld | | | | $ | 1,349,811 | | | | | $ | 4,742,873 | | | | | $ | 1,699 | | | | | $ | 5,312 | | |
^ Foreign capital gains taxes withheld | | | | $ | 173,691 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
# Change in foreign capital gains taxes accrued | | | | $ | 173,691 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
| | | 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* | | | | $ | 16,172,896 | | | | | $ | 4,445,934 | | | | | $ | 10,305,198 | | | | | $ | 5,646,834 | | |
Dividends from affiliates | | | | | — | | | | | | — | | | | | | 6,158 | | | | | | — | | |
Securities lending income, net | | | | | 4,107 | | | | | | 86,005 | | | | | | 116,439 | | | | | | 407,455 | | |
Total investment income | | | | | 16,177,003 | | | | | | 4,531,939 | | | | | | 10,427,795 | | | | | | 6,054,289 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 2,771,438 | | | | | | 2,803,208 | | | | | | 2,970,940 | | | | | | 2,178,853 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 14 | | | | | | — | | | | | | 482,085 | | | | | | 283,130 | | |
Class S | | | | | 1,685,648 | | | | | | 1,417,437 | | | | | | 270,708 | | | | | | 414,549 | | |
Class S2 | | | | | — | | | | | | 3,729 | | | | | | 18,062 | | | | | | 11,343 | | |
Transfer agent fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | — | | | | | | 70,938 | | | | | | 43,606 | | |
Class I | | | | | 3,868 | | | | | | 388 | | | | | | 275,845 | | | | | | 93,197 | | |
Class P2 | | | | | — | | | | | | — | | | | | | 202 | | | | | | 245 | | |
Class S | | | | | 55,798 | | | | | | 23,677 | | | | | | 79,636 | | | | | | 127,609 | | |
Class S2 | | | | | — | | | | | | 37 | | | | | | 3,318 | | | | | | 2,181 | | |
Shareholder reporting expense | | | | | 54,300 | | | | | | 8,251 | | | | | | 12,670 | | | | | | 12,555 | | |
Professional fees | | | | | 72,400 | | | | | | 18,278 | | | | | | 26,245 | | | | | | 21,836 | | |
Custody and accounting expense | | | | | 83,700 | | | | | | 61,122 | | | | | | 76,110 | | | | | | 71,280 | | |
Directors fees | | | | | 18,174 | | | | | | 14,549 | | | | | | 18,266 | | | | | | 12,798 | | |
Licensing fee (Note 7) | | | | | 86,082 | | | | | | 71,700 | | | | | | 86,444 | | | | | | 64,753 | | |
Miscellaneous expense | | | | | 60,291 | | | | | | 16,556 | | | | | | 34,933 | | | | | | 30,514 | | |
Interest expense | | | | | 255 | | | | | | 1,181 | | | | | | 469 | | | | | | — | | |
Total expenses | | | | | 4,891,968 | | | | | | 4,440,113 | | | | | | 4,426,871 | | | | | | 3,368,449 | | |
Waived and reimbursed fees | | | | | (720,993) | | | | | | (699,148) | | | | | | (1,082,549) | | | | | | (840,526) | | |
Net expenses | | | | | 4,170,975 | | | | | | 3,740,965 | | | | | | 3,344,322 | | | | | | 2,527,923 | | |
Net investment income | | | | | 12,006,028 | | | | | | 790,974 | | | | | | 7,083,473 | | | | | | 3,526,366 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 4,849,891 | | | | | | (122,709,583) | | | | | | 61,887,364 | | | | | | 19,749,146 | | |
Sale of investments in affiliates | | | | | — | | | | | | — | | | | | | 70,457 | | | | | | — | | |
Futures | | | | | (745,021) | | | | | | (392,497) | | | | | | (512,515) | | | | | | (5,589,776) | | |
Net realized gain (loss) | | | | | 4,104,870 | | | | | | (123,102,080) | | | | | | 61,445,306 | | | | | | 14,159,370 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments | | | | | (183,874,633) | | | | | | (327,318,761) | | | | | | (421,600,387) | | | | | | (291,637,755) | | |
Affiliates | | | | | — | | | | | | — | | | | | | (172,326) | | | | | | — | | |
Futures | | | | | (277,649) | | | | | | (252,300) | | | | | | (476,957) | | | | | | (2,061,187) | | |
Net change in unrealized appreciation (depreciation) | | | | | (184,152,282) | | | | | | (327,571,061) | | | | | | (422,249,670) | | | | | | (293,698,942) | | |
Net realized and unrealized loss | | | | | (180,047,412) | | | | | | (450,673,141) | | | | | | (360,804,364) | | | | | | (279,539,572) | | |
Decrease in net assets resulting from operations | | | | $ | (168,041,384) | | | | | $ | (449,882,167) | | | | | $ | (353,720,891) | | | | | $ | (276,013,206) | | |
* Foreign taxes withheld | | | | $ | 5,423 | | | | | $ | 1,053 | | | | | $ | 3,291 | | | | | $ | 8,206 | | |
| | | Voya U.S. Bond Index Portfolio | | |||
INVESTMENT INCOME: | | | | | | | |
Dividends | | | | $ | 32,465 | | |
Interest | | | | | 37,842,916 | | |
Securities lending income, net | | | | | 529,708 | | |
Total investment income | | | | | 38,405,089 | | |
EXPENSES: | | | | | | | |
Investment management fees | | | | | 5,542,746 | | |
Distribution and shareholder service fees: | | | | | | | |
Class ADV | | | | | 57,857 | | |
Class S | | | | | 196,643 | | |
Class S2 | | | | | 1,982 | | |
Transfer agent fees: | | | | | | | |
Class ADV | | | | | 558 | | |
Class I | | | | | 37,018 | | |
Class P2 | | | | | 845 | | |
Class S | | | | | 3,802 | | |
Class S2 | | | | | 24 | | |
Shareholder reporting expense | | | | | 7,240 | | |
Professional fees | | | | | 59,750 | | |
Custody and accounting expense | | | | | 154,992 | | |
Directors fees | | | | | 39,687 | | |
Miscellaneous expense | | | | | 81,894 | | |
Total expenses | | | | | 6,185,038 | | |
Waived and reimbursed fees | | | | | (1,732,425) | | |
Net expenses | | | | | 4,452,613 | | |
Net investment income | | | | | 33,952,476 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | |
Net realized gain (loss) on: | | | | | | | |
Investments | | | | | (143,936,293) | | |
Futures | | | | | 4,282,713 | | |
Swaps | | | | | 132,432 | | |
Net realized loss | | | | | (139,521,148) | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | |
Investments | | | | | (243,080,387) | | |
Futures | | | | | 1,226,682 | | |
Swaps | | | | | 275,539 | | |
Net change in unrealized appreciation (depreciation) | | | | | (241,578,166) | | |
Net realized and unrealized loss | | | | | (381,099,314) | | |
Decrease in net assets resulting from operations | | | | $ | (347,146,838) | | |
| | | Voya Emerging Markets Index Portfolio | | | Voya International Index Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2022 (Unaudited) | | | Year Ended December 31, 2021 | | | Six Months Ended June 30, 2022 (Unaudited) | | | Year Ended December 31, 2021 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 10,624,505 | | | | | $ | 16,376,484 | | | | | $ | 38,747,477 | | | | | $ | 52,692,610 | | |
Net realized gain (loss) | | | | | (964,484) | | | | | | 31,703,112 | | | | | | (22,720,500) | | | | | | 9,490,875 | | |
Net change in unrealized appreciation (depreciation) | | | | | (168,307,786) | | | | | | (77,674,918) | | | | | | (484,377,288) | | | | | | 189,722,715 | | |
Increase (decrease) in net assets resulting from operations | | | | | (158,647,765) | | | | | | (29,595,322) | | | | | | (468,350,311) | | | | | | 251,906,200 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | — | | | | | | (11,994,066) | | | | | | (8,487,432) | | |
Class I | | | | | (12,544,359) | | | | | | (2,268,361) | | | | | | (16,731,056) | | | | | | (11,937,715) | | |
Class P2 | | | | | (31,943,320) | | | | | | (6,354,916) | | | | | | (40,212,938) | | | | | | (26,065,167) | | |
Class S | | | | | (539) | | | | | | (97) | | | | | | (2,292,745) | | | | | | (1,478,337) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (40,311) | | | | | | (21,515) | | |
Total distributions | | | | | (44,488,218) | | | | | | (8,623,374) | | | | | | (71,271,116) | | | | | | (47,990,166) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 199,972,772 | | | | | | 331,715,584 | | | | | | 284,788,030 | | | | | | 270,119,109 | | |
Reinvestment of distributions | | | | | 44,488,037 | | | | | | 8,623,337 | | | | | | 71,271,116 | | | | | | 47,990,166 | | |
| | | | | 244,460,809 | | | | | | 340,338,921 | | | | | | 356,059,146 | | | | | | 318,109,275 | | |
Cost of shares redeemed | | | | | (171,925,198) | | | | | | (283,969,983) | | | | | | (167,909,429) | | | | | | (485,741,273) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | 72,535,611 | | | | | | 56,368,938 | | | | | | 188,149,717 | | | | | | (167,631,998) | | |
Net increase (decrease) in net assets | | | | | (130,600,372) | | | | | | 18,150,242 | | | | | | (351,471,710) | | | | | | 36,284,036 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 813,507,495 | | | | | | 795,357,253 | | | | | | 2,346,438,692 | | | | | | 2,310,154,656 | | |
End of year or period | | | | $ | 682,907,123 | | | | | $ | 813,507,495 | | | | | $ | 1,994,966,982 | | | | | $ | 2,346,438,692 | | |
| | | Voya Russell™ Large Cap Growth Index Portfolio | | | Voya Russell™ Large Cap Index Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2022 (Unaudited) | | | Year Ended December 31, 2021 | | | Six Months Ended June 30, 2022 (Unaudited) | | | Year Ended December 31, 2021 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 2,142,656 | | | | | $ | 3,355,496 | | | | | $ | 10,808,812 | | | | | $ | 12,911,219 | | |
Net realized gain (loss) | | | | | 45,689,222 | | | | | | 109,572,332 | | | | | | (20,458,352) | | | | | | 85,833,439 | | |
Net change in unrealized appreciation (depreciation) | | | | | (503,821,107) | | | | | | 300,965,178 | | | | | | (547,946,737) | | | | | | 292,753,577 | | |
Increase (decrease) in net assets resulting from operations | | | | | (455,989,229) | | | | | | 413,893,006 | | | | | | (557,596,277) | | | | | | 391,498,235 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | (695) | | | | | | (53) | | | | | | (5,899,455) | | | | | | (6,149,333) | | |
Class I | | | | | (49,628,386) | | | | | | (6,115,054) | | | | | | (21,862,969) | | | | | | (25,822,923) | | |
Class S | | | | | (63,384,349) | | | | | | (6,885,357) | | | | | | (71,354,687) | | | | | | (31,173,865) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (5,730) | | | | | | (11,719) | | |
Total distributions | | | | | (113,013,430) | | | | | | (13,000,464) | | | | | | (99,122,841) | | | | | | (63,157,840) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 25,071,509 | | | | | | 72,021,458 | | | | | | 37,207,966 | | | | | | 1,435,709,303 | | |
Reinvestment of distributions | | | | | 113,013,430 | | | | | | 13,000,464 | | | | | | 99,122,841 | | | | | | 63,157,840 | | |
| | | | | 138,084,939 | | | | | | 85,021,922 | | | | | | 136,330,807 | | | | | | 1,498,867,143 | | |
Cost of shares redeemed | | | | | (106,915,421) | | | | | | (253,842,382) | | | | | | (171,065,121) | | | | | | (253,545,660) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | 31,169,518 | | | | | | (168,820,460) | | | | | | (34,734,314) | | | | | | 1,245,321,483 | | |
Net increase (decrease) in net assets | | | | | (537,833,141) | | | | | | 232,072,082 | | | | | | (691,453,432) | | | | | | 1,573,661,878 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 1,698,785,579 | | | | | | 1,466,713,497 | | | | | | 2,735,027,821 | | | | | | 1,161,365,943 | | |
End of year or period | | | | $ | 1,160,952,438 | | | | | $ | 1,698,785,579 | | | | | $ | 2,043,574,389 | | | | | $ | 2,735,027,821 | | |
| | | Voya Russell™ Large Cap Value Index Portfolio | | | Voya Russell™ Mid Cap Growth Index Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2022 (Unaudited) | | | Year Ended December 31, 2021 | | | Six Months Ended June 30, 2022 (Unaudited) | | | Year Ended December 31, 2021 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income (loss) | | | | $ | 12,006,028 | | | | | $ | 16,760,391 | | | | | $ | 790,974 | | | | | $ | (921,446) | | |
Net realized gain (loss) | | | | | 4,104,870 | | | | | | 47,358,231 | | | | | | (123,102,080) | | | | | | 107,092,397 | | |
Net change in unrealized appreciation (depreciation) | | | | | (184,152,282) | | | | | | 143,678,762 | | | | | | (327,571,061) | | | | | | (39,840,785) | | |
Increase (decrease) in net assets resulting from operations | | | | | (168,041,384) | | | | | | 207,797,384 | | | | | | (449,882,167) | | | | | | 66,330,166 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | (44) | | | | | | (85) | | | | | | — | | | | | | — | | |
Class I | | | | | (1,211,722) | | | | | | (2,022,225) | | | | | | (1,757,478) | | | | | | (879,739) | | |
Class S | | | | | (15,328,430) | | | | | | (15,518,493) | | | | | | (107,754,474) | | | | | | (21,929,351) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (182,723) | | | | | | (76,005) | | |
Total distributions | | | | | (16,540,196) | | | | | | (17,540,803) | | | | | | (109,694,675) | | | | | | (22,885,095) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 11,556,498 | | | | | | 660,730,602 | | | | | | 9,086,456 | | | | | | 915,934,449 | | |
Reinvestment of distributions | | | | | 16,540,196 | | | | | | 17,540,803 | | | | | | 109,694,675 | | | | | | 22,885,095 | | |
| | | | | 28,096,694 | | | | | | 678,271,405 | | | | | | 118,781,131 | | | | | | 938,819,544 | | |
Cost of shares redeemed | | | | | (110,460,720) | | | | | | (177,715,486) | | | | | | (102,827,694) | | | | | | (181,677,038) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (82,364,026) | | | | | | 500,555,919 | | | | | | 15,953,437 | | | | | | 757,142,506 | | |
Net increase (decrease) in net assets | | | | | (266,945,606) | | | | | | 690,812,500 | | | | | | (543,623,405) | | | | | | 800,587,577 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 1,556,114,404 | | | | | | 865,301,904 | | | | | | 1,490,882,984 | | | | | | 690,295,407 | | |
End of year or period | | | | $ | 1,289,168,798 | | | | | $ | 1,556,114,404 | | | | | $ | 947,259,579 | | | | | $ | 1,490,882,984 | | |
| | | Voya Russell™ Mid Cap Index Portfolio | | | Voya Russell™ Small Cap Index Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2022 (Unaudited) | | | Year Ended December 31, 2021 | | | Six Months Ended June 30, 2022 (Unaudited) | | | Year Ended December 31, 2021 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 7,083,473 | | | | | $ | 13,818,042 | | | | | $ | 3,526,366 | | | | | $ | 7,043,679 | | |
Net realized gain | | | | | 61,445,306 | | | | | | 111,318,306 | | | | | | 14,159,370 | | | | | | 96,941,859 | | |
Net change in unrealized appreciation (depreciation) | | | | | (422,249,670) | | | | | | 185,398,725 | | | | | | (293,698,942) | | | | | | 44,970,910 | | |
Increase (decrease) in net assets resulting from operations | | | | | (353,720,891) | | | | | | 310,535,073 | | | | | | (276,013,206) | | | | | | 148,956,448 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | (16,553,124) | | | | | | (21,636,582) | | | | | | (9,998,700) | | | | | | (402,726) | | |
Class I | | | | | (64,413,331) | | | | | | (77,276,322) | | | | | | (22,345,692) | | | | | | (1,694,311) | | |
Class P2 | | | | | (24,217,584) | | | | | | (40,543,843) | | | | | | (29,585,735) | | | | | | (2,559,370) | | |
Class S | | | | | (18,168,027) | | | | | | (26,697,056) | | | | | | (28,658,419) | | | | | | (2,061,604) | | |
Class S2 | | | | | (767,708) | | | | | | (1,139,987) | | | | | | (486,191) | | | | | | (26,399) | | |
Total distributions | | | | | (124,119,774) | | | | | | (167,293,790) | | | | | | (91,074,737) | | | | | | (6,744,410) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 74,983,311 | | | | | | 370,686,532 | | | | | | 96,794,548 | | | | | | 386,310,290 | | |
Reinvestment of distributions | | | | | 124,119,774 | | | | | | 167,293,790 | | | | | | 91,074,737 | | | | | | 6,744,410 | | |
| | | | | 199,103,085 | | | | | | 537,980,322 | | | | | | 187,869,285 | | | | | | 393,054,700 | | |
Cost of shares redeemed | | | | | (152,798,065) | | | | | | (427,003,212) | | | | | | (75,018,332) | | | | | | (466,266,070) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | 46,305,020 | | | | | | 110,977,110 | | | | | | 112,850,953 | | | | | | (73,211,370) | | |
Net increase (decrease) in net assets | | | | | (431,535,645) | | | | | | 254,218,393 | | | | | | (254,236,990) | | | | | | 69,000,668 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 1,649,715,409 | | | | | | 1,395,497,016 | | | | | | 1,152,630,910 | | | | | | 1,083,630,242 | | |
End of year or period | | | | $ | 1,218,179,764 | | | | | $ | 1,649,715,409 | | | | | $ | 898,393,920 | | | | | $ | 1,152,630,910 | | |
| | | Voya U.S. Bond Index Portfolio | | |||||||||
| | | Six Months Ended June 30, 2022 (Unaudited) | | | Year Ended December 31, 2021 | | ||||||
FROM OPERATIONS: | | | | | | | | | | | | | |
Net investment income | | | | $ | 33,952,476 | | | | | $ | 51,246,285 | | |
Net realized loss | | | | | (139,521,148) | | | | | | (17,329,759) | | |
Net change in unrealized appreciation (depreciation) | | | | | (241,578,166) | | | | | | (91,882,084) | | |
Decrease in net assets resulting from operations | | | | | (347,146,838) | | | | | | (57,965,558) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | |
Class ADV | | | | | (146,146) | | | | | | (751,928) | | |
Class I | | | | | (13,458,618) | | | | | | (57,512,797) | | |
Class P2 | | | | | (14,640,091) | | | | | | (52,645,986) | | |
Class S | | | | | (1,189,511) | | | | | | (5,682,253) | | |
Class S2 | | | | | (6,583) | | | | | | (40,440) | | |
Total distributions | | | | | (29,440,949) | | | | | | (116,633,404) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 571,817,308 | | | | | | 811,265,760 | | |
Reinvestment of distributions | | | | | 29,431,979 | | | | | | 116,622,106 | | |
| | | | | 601,249,287 | | | | | | 927,887,866 | | |
Cost of shares redeemed | | | | | (634,282,166) | | | | | | (885,591,204) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (33,032,879) | | | | | | 42,296,662 | | |
Net decrease in net assets | | | | | (409,620,666) | | | | | | (132,302,300) | | |
NET ASSETS: | | | | | | | | | | | | | |
Beginning of year or period | | | | | 3,296,194,466 | | | | | | 3,428,496,766 | | |
End of year or period | | | | $ | 2,886,573,800 | | | | | $ | 3,296,194,466 | | |
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 13.18 | | | | | | 0.13• | | | | | | (2.46) | | | | | | (2.33) | | | | | | 0.23 | | | | | | 0.39 | | | | | | — | | | | | | 0.62 | | | | | | — | | | | | | 10.23 | | | | | | (17.51) | | | | | | 0.81 | | | | | | 0.54 | | | | | | 0.54 | | | | | | 2.25 | | | | | | 127,108 | | | | | | 16 | | |
12-31-21 | | | | | 13.81 | | | | | | 0.23• | | | | | | (0.73) | | | | | | (0.50) | | | | | | 0.13 | | | | | | — | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 13.18 | | | | | | (3.65) | | | | | | 0.78 | | | | | | 0.51 | | | | | | 0.51 | | | | | | 1.66 | | | | | | 256,340 | | | | | | 21 | | |
12-31-20 | | | | | 12.24 | | | | | | 0.18• | | | | | | 1.79 | | | | | | 1.97 | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 13.81 | | | | | | 17.58 | | | | | | 0.80 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 1.56 | | | | | | 250,721 | | | | | | 27 | | |
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 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 13.44 | | | | | | 0.16• | | | | | | (2.51) | | | | | | (2.35) | | | | | | 0.23 | | | | | | 0.39 | | | | | | — | | | | | | 0.62 | | | | | | — | | | | | | 10.47 | | | | | | (17.32) | | | | | | 0.81 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 2.75 | | | | | | 555,789 | | | | | | 16 | | |
12-31-21 | | | | | 14.04 | | | | | | 0.29• | | | | | | (0.76) | | | | | | (0.47) | | | | | | 0.13 | | | | | | — | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 13.44 | | | | | | (3.37) | | | | | | 0.78 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 2.03 | | | | | | 557,155 | | | | | | 21 | | |
12-31-20 | | | | | 12.39 | | | | | | 0.22• | | | | | | 1.83 | | | | | | 2.05 | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 14.04 | | | | | | 17.95 | | | | | | 0.80 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 1.90 | | | | | | 544,632 | | | | | | 27 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 13.24 | | | | | | 0.12• | | | | | | (2.47) | | | | | | (2.35) | | | | | | 0.21 | | | | | | 0.39 | | | | | | — | | | | | | 0.60 | | | | | | — | | | | | | 10.29 | | | | | | (17.63) | | | | | | 1.06 | | | | | | 0.79 | | | | | | 0.79 | | | | | | 2.00 | | | | | | 10 | | | | | | 16 | | |
12-31-21 | | | | | 13.90 | | | | | | 0.22• | | | | | | (0.76) | | | | | | (0.54) | | | | | | 0.12 | | | | | | — | | | | | | — | | | | | | 0.12 | | | | | | — | | | | | | 13.24 | | | | | | (3.91) | | | | | | 1.03 | | | | | | 0.76 | | | | | | 0.76 | | | | | | 1.55 | | | | | | 12 | | | | | | 21 | | |
12-31-20 | | | | | 12.31 | | | | | | 0.15• | | | | | | 1.81 | | | | | | 1.96 | | | | | | 0.37 | | | | | | — | | | | | | — | | | | | | 0.37 | | | | | | — | | | | | | 13.90 | | | | | | 17.27 | | | | | | 1.05 | | | | | | 0.78 | | | | | | 0.78 | | | | | | 1.30 | | | | | | 4 | | | | | | 27 | | |
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 | | |
Voya International Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 11.79 | | | | | | 0.15• | | | | | | (2.44) | | | | | | (2.29) | | | | | | 0.30 | | | | | | — | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 9.20 | | | | | | (19.49) | | | | | | 1.04 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 2.94 | | | | | | 373,960 | | | | | | 3 | | |
12-31-21 | | | | | 10.86 | | | | | | 0.19• | | | | | | 0.93 | | | | | | 1.12 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 11.79 | | | | | | 10.41 | | | | | | 1.04 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 1.63 | | | | | | 490,645 | | | | | | 4 | | |
12-31-20 | | | | | 10.39 | | | | | | 0.16 | | | | | | 0.53 | | | | | | 0.69 | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 10.86 | | | | | | 7.28 | | | | | | 1.04 | | | | | | 0.95 | | | | | | 0.95 | | | | | | 1.43 | | | | | | 508,888 | | | | | | 12 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 12.04 | | | | | | 0.19• | | | | | | (2.51) | | | | | | (2.32) | | | | | | 0.36 | | | | | | — | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 9.36 | | | | | | (19.33) | | | | | | 0.54 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 3.44 | | | | | | 456,318 | | | | | | 3 | | |
12-31-21 | | | | | 11.09 | | | | | | 0.25• | | | | | | 0.94 | | | | | | 1.19 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 12.04 | | | | | | 10.86 | | | | | | 0.54 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 2.11 | | | | | | 564,827 | | | | | | 4 | | |
12-31-20 | | | | | 10.61 | | | | | | 0.21 | | | | | | 0.54 | | | | | | 0.75 | | | | | | 0.27 | | | | | | — | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 11.09 | | | | | | 7.90 | | | | | | 0.54 | | | | | | 0.46 | | | | | | 0.46 | | | | | | 1.98 | | | | | | 580,413 | | | | | | 12 | | |
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 | | |
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 12.22 | | | | | | 0.21• | | | | | | (2.56) | | | | | | (2.35) | | | | | | 0.36 | | | | | | — | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 9.51 | | | | | | (19.27) | | | | | | 0.52 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 3.84 | | | | | | 1,098,022 | | | | | | 3 | | |
12-31-21 | | | | | 11.21 | | | | | | 0.29• | | | | | | 0.97 | | | | | | 1.26 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 12.22 | | | | | | 11.31 | | | | | | 0.52 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 2.43 | | | | | | 1,210,240 | | | | | | 4 | | |
12-31-20 | | | | | 10.70 | | | | | | 0.22• | | | | | | 0.56 | | | | | | 0.78 | | | | | | 0.27 | | | | | | — | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 11.21 | | | | | | 8.13 | | | | | | 0.52 | | | | | | 0.16 | | | | | | 0.16 | | | | | | 2.24 | | | | | | 1,143,697 | | | | | | 12 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 11.95 | | | | | | 0.17• | | | | | | (2.49) | | | | | | (2.32) | | | | | | 0.33 | | | | | | — | | | | | | — | | | | | | 0.33 | | | | | | — | | | | | | 9.30 | | | | | | (19.46) | | | | | | 0.79 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 3.23 | | | | | | 65,430 | | | | | | 3 | | |
12-31-21 | | | | | 11.01 | | | | | | 0.22• | | | | | | 0.94 | | | | | | 1.16 | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 11.95 | | | | | | 10.62 | | | | | | 0.79 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 1.87 | | | | | | 79,437 | | | | | | 4 | | |
12-31-20 | | | | | 10.53 | | | | | | 0.18 | | | | | | 0.54 | | | | | | 0.72 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 11.01 | | | | | | 7.62 | | | | | | 0.79 | | | | | | 0.71 | | | | | | 0.71 | | | | | | 1.66 | | | | | | 75,948 | | | | | | 12 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 11.94 | | | | | | 0.17• | | | | | | (2.49) | | | | | | (2.32) | | | | | | 0.32 | | | | | | — | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 9.30 | | | | | | (19.49) | | | | | | 0.94 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 3.16 | | | | | | 1,236 | | | | | | 3 | | |
12-31-21 | | | | | 11.00 | | | | | | 0.20• | | | | | | 0.94 | | | | | | 1.14 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 11.94 | | | | | | 10.49 | | | | | | 0.94 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 1.72 | | | | | | 1,290 | | | | | | 4 | | |
12-31-20 | | | | | 10.51 | | | | | | 0.15 | | | | | | 0.56 | | | | | | 0.71 | | | | | | 0.22 | | | | | | — | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 11.00 | | | | | | 7.40 | | | | | | 0.94 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 1.49 | | | | | | 1,209 | | | | | | 12 | | |
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 | | |
Voya Russell™ Large Cap Growth Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 71.86 | | | | | | (0.02)• | | | | | | (19.80) | | | | | | (19.82) | | | | | | — | | | | | | 4.92 | | | | | | — | | | | | | 4.92 | | | | | | — | | | | | | 47.12 | | | | | | (27.78) | | | | | | 1.05 | | | | | | 0.93 | | | | | | 0.93 | | | | | | (0.07) | | | | | | 7 | | | | | | 16 | | |
12-31-21 | | | | | 55.65 | | | | | | (0.08)• | | | | | | 16.67 | | | | | | 16.59 | | | | | | 0.10 | | | | | | 0.28 | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 71.86 | | | | | | 29.98 | | | | | | 1.04 | | | | | | 0.93 | | | | | | 0.93 | | | | | | (0.14) | | | | | | 10 | | | | | | 22 | | |
12-31-20 | | | | | 42.54 | | | | | | 0.06 | | | | | | 15.22 | | | | | | 15.28 | | | | | | 0.10 | | | | | | 2.07 | | | | | | — | | | | | | 2.17 | | | | | | — | | | | | | 55.65 | | | | | | 37.80 | | | | | | 1.05 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.15 | | | | | | 8 | | | | | | 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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 72.73 | | | | | | 0.14• | | | | | | (20.06) | | | | | | (19.92) | | | | | | 0.25 | | | | | | 4.92 | | | | | | — | | | | | | 5.17 | | | | | | — | | | | | | 47.64 | | | | | | (27.59) | | | | | | 0.55 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 0.45 | | | | | | 503,498 | | | | | | 16 | | |
12-31-21 | | | | | 56.25 | | | | | | 0.23• | | | | | | 16.85 | | | | | | 17.08 | | | | | | 0.32 | | | | | | 0.28 | | | | | | — | | | | | | 0.60 | | | | | | — | | | | | | 72.73 | | | | | | 30.67 | | | | | | 0.54 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 0.36 | | | | | | 722,412 | | | | | | 22 | | |
12-31-20 | | | | | 42.96 | | | | | | 0.31 | | | | | | 15.33 | | | | | | 15.64 | | | | | | 0.28 | | | | | | 2.07 | | | | | | — | | | | | | 2.35 | | | | | | — | | | | | | 56.25 | | | | | | 38.47 | | | | | | 0.55 | | | | | | 0.43 | | | | | | 0.43 | | | | | | 0.65 | | | | | | 590,681 | | | | | | 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 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Russell™ Large Cap Growth Index Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 72.15 | | | | | | 0.06• | | | | | | (19.89) | | | | | | (19.83) | | | | | | 0.07 | | | | | | 4.92 | | | | | | — | | | | | | 4.99 | | | | | | — | | | | | | 47.33 | | | | | | (27.68) | | | | | | 0.80 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.20 | | | | | | 657,447 | | | | | | 16 | | |
12-31-21 | | | | | 55.81 | | | | | | 0.07• | | | | | | 16.75 | | | | | | 16.82 | | | | | | 0.20 | | | | | | 0.28 | | | | | | — | | | | | | 0.47 | | | | | | — | | | | | | 72.15 | | | | | | 30.36 | | | | | | 0.79 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.11 | | | | | | 976,363 | | | | | | 22 | | |
12-31-20 | | | | | 42.68 | | | | | | 0.21 | | | | | | 15.21 | | | | | | 15.42 | | | | | | 0.22 | | | | | | 2.07 | | | | | | — | | | | | | 2.29 | | | | | | — | | | | | | 55.81 | | | | | | 38.13 | | | | | | 0.80 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 0.40 | | | | | | 876,025 | | | | | | 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 | | |
Voya Russell™ Large Cap Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 33.57 | | | | | | 0.09• | | | | | | (7.12) | | | | | | (7.03) | | | | | | 0.07 | | | | | | 1.13 | | | | | | — | | | | | | 1.20 | | | | | | — | | | | | | 25.34 | | | | | | (21.07) | | | | | | 0.89 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 0.63 | | | | | | 129,648 | | | | | | 8 | | |
12-31-21 | | | | | 27.91 | | | | | | 0.16• | | | | | | 7.04 | | | | | | 7.20 | | | | | | 0.25 | | | | | | 1.29 | | | | | | — | | | | | | 1.54 | | | | | | — | | | | | | 33.57 | | | | | | 26.81 | | | | | | 0.92 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 0.53 | | | | | | 163,976 | | | | | | 23 | | |
12-31-20 | | | | | 24.38 | | | | | | 0.22• | | | | | | 4.56 | | | | | | 4.78 | | | | | | 0.29 | | | | | | 0.96 | | | | | | — | | | | | | 1.25 | | | | | | — | | | | | | 27.91 | | | | | | 21.24 | | | | | | 0.94 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 0.90 | | | | | | 105,733 | | | | | | 6 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 34.46 | | | | | | 0.17• | | | | | | (7.32) | | | | | | (7.15) | | | | | | 0.20 | | | | | | 1.13 | | | | | | — | | | | | | 1.33 | | | | | | — | | | | | | 25.98 | | | | | | (20.89) | | | | | | 0.39 | | | | | | 0.36 | | | | | | 0.36 | | | | | | 1.13 | | | | | | 446,189 | | | | | | 8 | | |
12-31-21 | | | | | 28.58 | | | | | | 0.32• | | | | | | 7.21 | | | | | | 7.53 | | | | | | 0.36 | | | | | | 1.29 | | | | | | — | | | | | | 1.65 | | | | | | — | | | | | | 34.46 | | | | | | 27.41 | | | | | | 0.42 | | | | | | 0.36 | | | | | | 0.36 | | | | | | 1.03 | | | | | | 565,026 | | | | | | 23 | | |
12-31-20 | | | | | 24.92 | | | | | | 0.34• | | | | | | 4.67 | | | | | | 5.01 | | | | | | 0.39 | | | | | | 0.96 | | | | | | — | | | | | | 1.35 | | | | | | — | | | | | | 28.58 | | | | | | 21.86 | | | | | | 0.44 | | | | | | 0.36 | | | | | | 0.36 | | | | | | 1.39 | | | | | | 457,743 | | | | | | 6 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 34.20 | | | | | | 0.13• | | | | | | (7.26) | | | | | | (7.13) | | | | | | 0.16 | | | | | | 1.13 | | | | | | — | | | | | | 1.29 | | | | | | — | | | | | | 25.78 | | | | | | (20.97) | | | | | | 0.64 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 0.87 | | | | | | 1,467,631 | | | | | | 8 | | |
12-31-21 | | | | | 28.37 | | | | | | 0.24• | | | | | | 7.17 | | | | | | 7.41 | | | | | | 0.29 | | | | | | 1.29 | | | | | | — | | | | | | 1.58 | | | | | | — | | | | | | 34.20 | | | | | | 27.13 | | | | | | 0.67 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 0.78 | | | | | | 2,005,750 | | | | | | 23 | | |
12-31-20 | | | | | 24.73 | | | | | | 0.28• | | | | | | 4.64 | | | | | | 4.92 | | | | | | 0.32 | | | | | | 0.96 | | | | | | — | | | | | | 1.28 | | | | | | — | | | | | | 28.37 | | | | | | 21.58 | | | | | | 0.69 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 1.16 | | | | | | 596,783 | | | | | | 6 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 35.29 | | | | | | 0.11• | | | | | | (7.50) | | | | | | (7.39) | | | | | | 0.09 | | | | | | 1.13 | | | | | | — | | | | | | 1.22 | | | | | | — | | | | | | 26.68 | | | | | | (21.05) | | | | | | 0.79 | | | | | | 0.76 | | | | | | 0.76 | | | | | | 0.70 | | | | | | 106 | | | | | | 8 | | |
12-31-21 | | | | | 29.26 | | | | | | 0.21• | | | | | | 7.38 | | | | | | 7.59 | | | | | | 0.27 | | | | | | 1.29 | | | | | | — | | | | | | 1.56 | | | | | | — | | | | | | 35.29 | | | | | | 26.92 | | | | | | 0.82 | | | | | | 0.76 | | | | | | 0.76 | | | | | | 0.66 | | | | | | 276 | | | | | | 23 | | |
12-31-20 | | | | | 25.47 | | | | | | 0.25• | | | | | | 4.79 | | | | | | 5.04 | | | | | | 0.29 | | | | | | 0.96 | | | | | | — | | | | | | 1.25 | | | | | | — | | | | | | 29.26 | | | | | | 21.37 | | | | | | 0.84 | | | | | | 0.76 | | | | | | 0.76 | | | | | | 0.99 | | | | | | 1,107 | | | | | | 6 | | |
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 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Russell™ Large Cap Value Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 28.00 | | | | | | 0.18• | | | | | | (3.37) | | | | | | (3.19) | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 24.58 | | | | | | (11.44) | | | | | | 0.95 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 1.37 | | | | | | 5 | | | | | | 19 | | |
12-31-21 | | | | | 23.26 | | | | | | 0.35• | | | | | | 4.83 | | | | | | 5.18 | | | | | | 0.44 | | | | | | — | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 28.00 | | | | | | 22.44 | | | | | | 0.95 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 1.34 | | | | | | 5 | | | | | | 39 | | |
12-31-20 | | | | | 23.99 | | | | | | 0.39• | | | | | | (0.35) | | | | | | 0.04 | | | | | | 0.12 | | | | | | 0.65 | | | | | | — | | | | | | 0.77 | | | | | | — | | | | | | 23.26 | | | | | | 1.00 | | | | | | 0.95 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 1.87 | | | | | | 4 | | | | | | 19 | | |
12-31-19 | | | | | 20.34 | | | | | | 0.40 | | | | | | 4.57 | | | | | | 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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 28.31 | | | | | | 0.26• | | | | | | (3.42) | | | | | | (3.16) | | | | | | 0.36 | | | | | | — | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 24.79 | | | | | | (11.21) | | | | | | 0.45 | | | | | | 0.35 | | | | | | 0.35 | | | | | | 1.90 | | | | | | 84,633 | | | | | | 19 | | |
12-31-21 | | | | | 23.50 | | | | | | 0.48• | | | | | | 4.88 | | | | | | 5.36 | | | | | | 0.55 | | | | | | — | | | | | | — | | | | | | 0.55 | | | | | | — | | | | | | 28.31 | | | | | | 22.99 | | | | | | 0.45 | | | | | | 0.35 | | | | | | 0.35 | | | | | | 1.83 | | | | | | 99,517 | | | | | | 39 | | |
12-31-20 | | | | | 24.26 | | | | | | 0.50• | | | | | | (0.37) | | | | | | 0.13 | | | | | | 0.24 | | | | | | 0.65 | | | | | | — | | | | | | 0.89 | | | | | | — | | | | | | 23.50 | | | | | | 1.48 | | | | | | 0.45 | | | | | | 0.35 | | | | | | 0.35 | | | | | | 2.37 | | | | | | 88,235 | | | | | | 19 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 28.04 | | | | | | 0.22• | | | | | | (3.38) | | | | | | (3.16) | | | | | | 0.31 | | | | | | — | | | | | | — | | | | | | 0.31 | | | | | | — | | | | | | 24.57 | | | | | | (11.31) | | | | | | 0.70 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 1.65 | | | | | | 1,204,531 | | | | | | 19 | | |
12-31-21 | | | | | 23.28 | | | | | | 0.41• | | | | | | 4.84 | | | | | | 5.25 | | | | | | 0.49 | | | | | | — | | | | | | — | | | | | | 0.49 | | | | | | — | | | | | | 28.04 | | | | | | 22.72 | | | | | | 0.70 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 1.58 | | | | | | 1,456,592 | | | | | | 39 | | |
12-31-20 | | | | | 24.08 | | | | | | 0.45• | | | | | | (0.38) | | | | | | 0.07 | | | | | | 0.22 | | | | | | 0.65 | | | | | | — | | | | | | 0.87 | | | | | | — | | | | | | 23.28 | | | | | | 1.20 | | | | | | 0.70 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 2.13 | | | | | | 777,063 | | | | | | 19 | | |
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 | | |
Voya Russell™ Mid Cap Growth Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 48.49 | | | | | | 0.07• | | | | | | (15.11) | | | | | | (15.04) | | | | | | — | | | | | | 3.78 | | | | | | — | | | | | | 3.78 | | | | | | — | | | | | | 29.67 | | | | | | (31.12) | | | | | | 0.52 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 0.38 | | | | | | 15,693 | | | | | | 28 | | |
12-31-21 | | | | | 44.95 | | | | | | 0.04• | | | | | | 5.22 | | | | | | 5.26 | | | | | | 0.11 | | | | | | 1.61 | | | | | | — | | | | | | 1.72 | | | | | | — | | | | | | 48.49 | | | | | | 12.29 | | | | | | 0.54 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 0.09 | | | | | | 24,089 | | | | | | 63 | | |
12-31-20 | | | | | 35.97 | | | | | | 0.10 | | | | | | 11.35 | | | | | | 11.45 | | | | | | 0.11 | | | | | | 2.36 | | | | | | — | | | | | | 2.47 | | | | | | — | | | | | | 44.95 | | | | | | 34.83 | | | | | | 0.55 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 0.26 | | | | | | 32,555 | | | | | | 35 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 48.28 | | | | | | 0.03• | | | | | | (15.05) | | | | | | (15.02) | | | | | | — | | | | | | 3.78 | | | | | | — | | | | | | 3.78 | | | | | | — | | | | | | 29.48 | | | | | | (31.22) | | | | | | 0.77 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 0.13 | | | | | | 929,970 | | | | | | 28 | | |
12-31-21 | | | | | 44.76 | | | | | | (0.05)• | | | | | | 5.19 | | | | | | 5.14 | | | | | | 0.01 | | | | | | 1.61 | | | | | | — | | | | | | 1.62 | | | | | | — | | | | | | 48.28 | | | | | | 12.03 | | | | | | 0.79 | | | | | | 0.65 | | | | | | 0.65 | | | | | | (0.11) | | | | | | 1,464,517 | | | | | | 63 | | |
12-31-20 | | | | | 35.86 | | | | | | 0.01 | | | | | | 11.31 | | | | | | 11.32 | | | | | | 0.06 | | | | | | 2.36 | | | | | | — | | | | | | 2.42 | | | | | | — | | | | | | 44.76 | | | | | | 34.52 | | | | | | 0.80 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 0.01 | | | | | | 655,413 | | | | | | 35 | | |
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 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Russell™ Mid Cap Growth Index Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 48.10 | | | | | | (0.00)*• | | | | | | (14.98) | | | | | | (14.98) | | | | | | — | | | | | | 3.78 | | | | | | — | | | | | | 3.78 | | | | | | — | | | | | | 29.34 | | | | | | (31.25) | | | | | | 0.92 | | | | | | 0.80 | | | | | | 0.80 | | | | | | (0.01) | | | | | | 1,597 | | | | | | 28 | | |
12-31-21 | | | | | 44.66 | | | | | | (0.14)• | | | | | | 5.19 | | | | | | 5.05 | | | | | | — | | | | | | 1.61 | | | | | | — | | | | | | 1.61 | | | | | | — | | | | | | 48.10 | | | | | | 11.84 | | | | | | 0.94 | | | | | | 0.80 | | | | | | 0.80 | | | | | | (0.30) | | | | | | 2,277 | | | | | | 63 | | |
12-31-20 | | | | | 35.77 | | | | | | (0.05) | | | | | | 11.30 | | | | | | 11.25 | | | | | | — | | | | | | 2.36 | | | | | | — | | | | | | 2.36 | | | | | | — | | | | | | 44.66 | | | | | | 34.31 | | | | | | 0.95 | | | | | | 0.80 | | | | | | 0.80 | | | | | | (0.14) | | | | | | 2,327 | | | | | | 35 | | |
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 | | |
Voya Russell™ Mid Cap Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 13.70 | | | | | | 0.03• | | | | | | (2.99) | | | | | | (2.96) | | | | | | 0.06 | | | | | | 0.99 | | | | | | — | | | | | | 1.05 | | | | | | — | | | | | | 9.69 | | | | | | (21.93) | | | | | | 1.02 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 0.54 | | | | | | 167,036 | | | | | | 12 | | |
12-31-21 | | | | | 12.59 | | | | | | 0.05• | | | | | | 2.51 | | | | | | 2.56 | | | | | | 0.09 | | | | | | 1.36 | | | | | | — | | | | | | 1.45 | | | | | | — | | | | | | 13.70 | | | | | | 21.60 | | | | | | 1.02 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 0.39 | | | | | | 219,999 | | | | | | 33 | | |
12-31-20 | | | | | 13.08 | | | | | | 0.09 | | | | | | 1.24 | | | | | | 1.33 | | | | | | 0.12 | | | | | | 1.70 | | | | | | — | | | | | | 1.82 | | | | | | — | | | | | | 12.59 | | | | | | 16.01 | | | | | | 1.05 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 0.81 | | | | | | 188,952 | | | | | | 16 | | |
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)(a) | | | | | | 0.95 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 0.81(b) | | | | | | 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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 14.50 | | | | | | 0.06• | | | | | | (3.16) | | | | | | (3.10) | | | | | | 0.13 | | | | | | 0.99 | | | | | | — | | | | | | 1.12 | | | | | | — | | | | | | 10.28 | | | | | | (21.73) | | | | | | 0.52 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 1.03 | | | | | | 603,970 | | | | | | 12 | | |
12-31-21 | | | | | 13.24 | | | | | | 0.13• | | | | | | 2.63 | | | | | | 2.76 | | | | | | 0.14 | | | | | | 1.36 | | | | | | — | | | | | | 1.50 | | | | | | — | | | | | | 14.50 | | | | | | 22.17 | | | | | | 0.52 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 0.89 | | | | | | 857,792 | | | | | | 33 | | |
12-31-20 | | | | | 13.65 | | | | | | 0.16 | | | | | | 1.31 | | | | | | 1.47 | | | | | | 0.18 | | | | | | 1.70 | | | | | | — | | | | | | 1.88 | | | | | | — | | | | | | 13.24 | | | | | | 16.67 | | | | | | 0.55 | | | | | | 0.40 | | | | | | 0.40 | | | | | | 1.31 | | | | | | 726,726 | | | | | | 16 | | |
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)(a) | | | | | | 0.45 | | | | | | 0.41 | | | | | | 0.41 | | | | | | 1.28(b) | | | | | | 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 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 14.73 | | | | | | 0.08• | | | | | | (3.22) | | | | | | (3.14) | | | | | | 0.14 | | | | | | 0.99 | | | | | | — | | | | | | 1.13 | | | | | | — | | | | | | 10.46 | | | | | | (21.65) | | | | | | 0.45 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 1.30 | | | | | | 257,180 | | | | | | 12 | | |
12-31-21 | | | | | 13.41 | | | | | | 0.16• | | | | | | 2.67 | | | | | | 2.83 | | | | | | 0.15 | | | | | | 1.36 | | | | | | — | | | | | | 1.51 | | | | | | — | | | | | | 14.73 | | | | | | 22.46 | | | | | | 0.44 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 1.14 | | | | | | 306,920 | | | | | | 33 | | |
12-31-20 | | | | | 13.77 | | | | | | 0.18• | | | | | | 1.34 | | | | | | 1.52 | | | | | | 0.18 | | | | | | 1.70 | | | | | | — | | | | | | 1.88 | | | | | | — | | | | | | 13.41 | | | | | | 16.91 | | | | | | 0.45 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 1.56 | | | | | | 226,685 | | | | | | 16 | | |
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)(a) | | | | | | 0.45 | | | | | | 0.16 | | | | | | 0.16 | | | | | | 1.55(b) | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 14.22 | | | | | | 0.05• | | | | | | (3.10) | | | | | | (3.05) | | | | | | 0.09 | | | | | | 0.99 | | | | | | — | | | | | | 1.08 | | | | | | — | | | | | | 10.09 | | | | | | (21.80) | | | | | | 0.77 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 0.78 | | | | | | 182,735 | | | | | | 12 | | |
12-31-21 | | | | | 13.02 | | | | | | 0.09• | | | | | | 2.58 | | | | | | 2.67 | | | | | | 0.11 | | | | | | 1.36 | | | | | | — | | | | | | 1.47 | | | | | | — | | | | | | 14.22 | | | | | | 21.80 | | | | | | 0.77 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 0.64 | | | | | | 254,761 | | | | | | 33 | | |
12-31-20 | | | | | 13.45 | | | | | | 0.15 | | | | | | 1.27 | | | | | | 1.42 | | | | | | 0.15 | | | | | | 1.70 | | | | | | — | | | | | | 1.85 | | | | | | — | | | | | | 13.02 | | | | | | 16.32 | | | | | | 0.80 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 1.06 | | | | | | 240,792 | | | | | | 16 | | |
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)(a) | | | | | | 0.70 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 1.06(b) | | | | | | 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 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Russell™ Mid Cap Index Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 13.90 | | | | | | 0.04• | | | | | | (3.04) | | | | | | (3.00) | | | | | | 0.06 | | | | | | 0.99 | | | | | | — | | | | | | 1.05 | | | | | | — | | | | | | 9.85 | | | | | | (21.88) | | | | | | 0.92 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 0.63 | | | | | | 7,259 | | | | | | 12 | | |
12-31-21 | | | | | 12.74 | | | | | | 0.06• | | | | | | 2.54 | | | | | | 2.60 | | | | | | 0.08 | | | | | | 1.36 | | | | | | — | | | | | | 1.44 | | | | | | — | | | | | | 13.90 | | | | | | 21.68 | | | | | | 0.92 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 0.48 | | | | | | 10,244 | | | | | | 33 | | |
12-31-20 | | | | | 13.21 | | | | | | 0.13 | | | | | | 1.23 | | | | | | 1.36 | | | | | | 0.13 | | | | | | 1.70 | | | | | | — | | | | | | 1.83 | | | | | | — | | | | | | 12.74 | | | | | | 16.11 | | | | | | 0.95 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 0.91 | | | | | | 12,343 | | | | | | 16 | | |
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)(a) | | | | | | 0.85 | | | | | | 0.81 | | | | | | 0.81 | | | | | | 0.91(b) | | | | | | 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 | | |
Voya Russell™ Small Cap Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 16.95 | | | | | | 0.02• | | | | | | (4.03) | | | | | | (4.01) | | | | | | 0.04 | | | | | | 1.26 | | | | | | — | | | | | | 1.30 | | | | | | — | | | | | | 11.64 | | | | | | (23.77) | | | | | | 1.05 | | | | | | 0.95 | | | | | | 0.95 | | | | | | 0.23 | | | | | | 98,523 | | | | | | 11 | | |
12-31-21 | | | | | 14.94 | | | | | | 0.02• | | | | | | 2.04 | | | | | | 2.06 | | | | | | 0.05 | | | | | | — | | | | | | — | | | | | | 0.05 | | | | | | — | | | | | | 16.95 | | | | | | 13.81 | | | | | | 1.04 | | | | | | 0.95 | | | | | | 0.95 | | | | | | 0.14 | | | | | | 131,976 | | | | | | 36 | | |
12-31-20 | | | | | 13.75 | | | | | | 0.06 | | | | | | 2.04 | | | | | | 2.10 | | | | | | 0.08 | | | | | | 0.83 | | | | | | — | | | | | | 0.91 | | | | | | — | | | | | | 14.94 | | | | | | 18.93 | | | | | | 1.05 | | | | | | 0.95 | | | | | | 0.95 | | | | | | 0.46 | | | | | | 113,940 | | | | | | 41 | | |
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)(c) | | | | | | 0.96 | | | | | | 0.96 | | | | | | 0.96 | | | | | | 0.41(d) | | | | | | 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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 17.69 | | | | | | 0.06• | | | | | | (4.21) | | | | | | (4.15) | | | | | | 0.13 | | | | | | 1.26 | | | | | | — | | | | | | 1.39 | | | | | | — | | | | | | 12.15 | | | | | | (23.59) | | | | | | 0.55 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 0.74 | | | | | | 217,629 | | | | | | 11 | | |
12-31-21 | | | | | 15.57 | | | | | | 0.11• | | | | | | 2.12 | | | | | | 2.23 | | | | | | 0.11 | | | | | | — | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 17.69 | | | | | | 14.34 | | | | | | 0.54 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 0.64 | | | | | | 274,932 | | | | | | 36 | | |
12-31-20 | | | | | 14.30 | | | | | | 0.13 | | | | | | 2.12 | | | | | | 2.25 | | | | | | 0.15 | | | | | | 0.83 | | | | | | — | | | | | | 0.98 | | | | | | — | | | | | | 15.57 | | | | | | 19.56 | | | | | | 0.55 | | | | | | 0.45 | | | | | | 0.45 | | | | | | 0.97 | | | | | | 252,530 | | | | | | 41 | | |
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)(c) | | | | | | 0.46 | | | | | | 0.46 | | | | | | 0.46 | | | | | | 0.90(d) | | | | | | 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 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 17.92 | | | | | | 0.08• | | | | | | (4.27) | | | | | | (4.19) | | | | | | 0.14 | | | | | | 1.26 | | | | | | — | | | | | | 1.40 | | | | | | — | | | | | | 12.33 | | | | | | (23.49) | | | | | | 0.47 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 1.05 | | | | | | 296,689 | | | | | | 11 | | |
12-31-21 | | | | | 15.73 | | | | | | 0.17• | | | | | | 2.14 | | | | | | 2.31 | | | | | | 0.12 | | | | | | — | | | | | | — | | | | | | 0.12 | | | | | | — | | | | | | 17.92 | | | | | | 14.73 | | | | | | 0.46 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 0.97 | | | | | | 340,433 | | | | | | 36 | | |
12-31-20 | | | | | 14.44 | | | | | | 0.19• | | | | | | 2.08 | | | | | | 2.27 | | | | | | 0.15 | | | | | | 0.83 | | | | | | — | | | | | | 0.98 | | | | | | — | | | | | | 15.73 | | | | | | 19.49 | | | | | | 0.47 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 1.42 | | | | | | 289,711 | | | | | | 41 | | |
12-31-19 | | | | | 13.06 | | | | | | 0.19• | | | | | | 2.96 | | | | | | 3.15 | | | | | | 0.17 | | | | | | 1.60 | | | | | | — | | | | | | 1.77 | | | | | | — | | | | | | 14.44 | | | | | | 25.49 | | | | | | 0.48 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 1.36 | | | | | | 117,341 | | | | | | 22 | | |
12-31-18 | | | | | 15.70 | | | | | | 0.19• | | | | | | (1.75) | | | | | | (1.56) | | | | | | 0.17 | | | | | | 0.91 | | | | | | — | | | | | | 1.08 | | | | | | — | | | | | | 13.06 | | | | | | (10.98)(c) | | | | | | 0.46 | | | | | | 0.16 | | | | | | 0.16 | | | | | | 1.18(d) | | | | | | 79,563 | | | | | | 17 | | |
05-03-17(5) - 12-31-17 | | | | | 15.34 | | | | | | 0.14• | | | | | | 1.47 | | | | | | 1.61 | | | | | | 0.17 | | | | | | 1.08 | | | | | | — | | | | | | 1.25 | | | | | | — | | | | | | 15.70 | | | | | | 11.34 | | | | | | 0.46 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 1.38 | | | | | | 125,069 | | | | | | 18 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 17.47 | | | | | | 0.04• | | | | | | (4.16) | | | | | | (4.12) | | | | | | 0.07 | | | | | | 1.26 | | | | | | — | | | | | | 1.33 | | | | | | — | | | | | | 12.02 | | | | | | (23.68) | | | | | | 0.80 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 0.48 | | | | | | 280,750 | | | | | | 11 | | |
12-31-21 | | | | | 15.39 | | | | | | 0.07• | | | | | | 2.09 | | | | | | 2.16 | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 17.47 | | | | | | 14.04 | | | | | | 0.79 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 0.37 | | | | | | 398,676 | | | | | | 36 | | |
12-31-20 | | | | | 14.15 | | | | | | 0.10 | | | | | | 2.10 | | | | | | 2.20 | | | | | | 0.13 | | | | | | 0.83 | | | | | | — | | | | | | 0.96 | | | | | | — | | | | | | 15.39 | | | | | | 19.34 | | | | | | 0.80 | | | | | | 0.70 | | | | | | 0.70 | | | | | | 0.71 | | | | | | 420,955 | | | | | | 41 | | |
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)(c) | | | | | | 0.71 | | | | | | 0.71 | | | | | | 0.71 | | | | | | 0.65(d) | | | | | | 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 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Russell™ Small Cap Index Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 17.11 | | | | | | 0.02• | | | | | | (4.06) | | | | | | (4.04) | | | | | | 0.05 | | | | | | 1.26 | | | | | | — | | | | | | 1.31 | | | | | | — | | | | | | 11.76 | | | | | | (23.74) | | | | | | 0.95 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.33 | | | | | | 4,803 | | | | | | 11 | | |
12-31-21 | | | | | 15.07 | | | | | | 0.04• | | | | | | 2.06 | | | | | | 2.10 | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 17.11 | | | | | | 13.95 | | | | | | 0.94 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.23 | | | | | | 6,614 | | | | | | 36 | | |
12-31-20 | | | | | 13.86 | | | | | | 0.09 | | | | | | 2.04 | | | | | | 2.13 | | | | | | 0.09 | | | | | | 0.83 | | | | | | — | | | | | | 0.92 | | | | | | — | | | | | | 15.07 | | | | | | 19.03 | | | | | | 0.95 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.56 | | | | | | 6,495 | | | | | | 41 | | |
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)(c) | | | | | | 0.86 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 0.51(d) | | | | | | 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 | | |
Voya U.S. Bond Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 10.71 | | | | | | 0.08• | | | | | | (1.21) | | | | | | (1.13) | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 9.52 | | | | | | (10.55) | | | | | | 0.88 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 1.57 | | | | | | 21,650 | | | | | | 249 | | |
12-31-21 | | | | | 11.27 | | | | | | 0.10• | | | | | | (0.35) | | | | | | (0.25) | | | | | | 0.12 | | | | | | 0.19 | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 10.71 | | | | | | (2.29) | | | | | | 0.89 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.91 | | | | | | 25,037 | | | | | | 488 | | |
12-31-20 | | | | | 10.85 | | | | | | 0.13 | | | | | | 0.59 | | | | | | 0.72 | | | | | | 0.23 | | | | | | 0.07 | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 11.27 | | | | | | 6.69 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 1.23 | | | | | | 30,573 | | | | | | 377 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 10.75 | | | | | | 0.10• | | | | | | (1.20) | | | | | | (1.10) | | | | | | 0.09 | | | | | | — | | | | | | — | | | | | | 0.09 | | | | | | — | | | | | | 9.56 | | | | | | (10.28) | | | | | | 0.38 | | | | | | 0.36 | | | | | | 0.36 | | | | | | 2.07 | | | | | | 1,398,369 | | | | | | 249 | | |
12-31-21 | | | | | 11.32 | | | | | | 0.15• | | | | | | (0.36) | | | | | | (0.21) | | | | | | 0.17 | | | | | | 0.19 | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 10.75 | | | | | | (1.87) | | | | | | 0.39 | | | | | | 0.38 | | | | | | 0.38 | | | | | | 1.42 | | | | | | 1,682,328 | | | | | | 488 | | |
12-31-20 | | | | | 10.90 | | | | | | 0.20 | | | | | | 0.58 | | | | | | 0.78 | | | | | | 0.29 | | | | | | 0.07 | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 11.32 | | | | | | 7.20 | | | | | | 0.38 | | | | | | 0.38 | | | | | | 0.38 | | | | | | 1.73 | | | | | | 1,811,026 | | | | | | 377 | | |
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 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 10.75 | | | | | | 0.11• | | | | | | (1.20) | | | | | | (1.09) | | | | | | 0.10 | | | | | | — | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 9.56 | | | | | | (10.17) | | | | | | 0.37 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 2.29 | | | | | | 1,320,115 | | | | | | 249 | | |
12-31-21 | | | | | 11.32 | | | | | | 0.18• | | | | | | (0.36) | | | | | | (0.18) | | | | | | 0.20 | | | | | | 0.19 | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 10.75 | | | | | | (1.62) | | | | | | 0.38 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 1.64 | | | | | | 1,413,117 | | | | | | 488 | | |
12-31-20 | | | | | 10.90 | | | | | | 0.22 | | | | | | 0.59 | | | | | | 0.81 | | | | | | 0.32 | | | | | | 0.07 | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 11.32 | | | | | | 7.47 | | | | | | 0.38 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 1.94 | | | | | | 1,379,657 | | | | | | 377 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 10.72 | | | | | | 0.09• | | | | | | (1.20) | | | | | | (1.11) | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 9.53 | | | | | | (10.43) | | | | | | 0.63 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 1.82 | | | | | | 145,653 | | | | | | 249 | | |
12-31-21 | | | | | 11.29 | | | | | | 0.13• | | | | | | (0.37) | | | | | | (0.24) | | | | | | 0.14 | | | | | | 0.19 | | | | | | — | | | | | | 0.33 | | | | | | — | | | | | | 10.72 | | | | | | (2.13) | | | | | | 0.64 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 1.16 | | | | | | 174,357 | | | | | | 488 | | |
12-31-20 | | | | | 10.86 | | | | | | 0.16 | | | | | | 0.60 | | | | | | 0.76 | | | | | | 0.26 | | | | | | 0.07 | | | | | | — | | | | | | 0.33 | | | | | | — | | | | | | 11.29 | | | | | | 7.05 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 0.63 | | | | | | 1.47 | | | | | | 205,870 | | | | | | 377 | | |
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 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya U.S. Bond Index Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 10.72 | | | | | | 0.08• | | | | | | (1.19) | | | | | | (1.11) | | | | | | 0.07 | | | | | | — | | | | | | — | | | | | | 0.07 | | | | | | — | | | | | | 9.54 | | | | | | (10.40) | | | | | | 0.78 | | | | | | 0.76 | | | | | | 0.76 | | | | | | 1.62 | | | | | | 787 | | | | | | 249 | | |
12-31-21 | | | | | 11.29 | | | | | | 0.11• | | | | | | (0.36) | | | | | | (0.25) | | | | | | 0.13 | | | | | | 0.19 | | | | | | — | | | | | | 0.31 | | | | | | — | | | | | | 10.72 | | | | | | (2.27) | | | | | | 0.79 | | | | | | 0.78 | | | | | | 0.78 | | | | | | 1.02 | | | | | | 1,356 | | | | | | 488 | | |
12-31-20 | | | | | 10.87 | | | | | | 0.15• | | | | | | 0.58 | | | | | | 0.73 | | | | | | 0.24 | | | | | | 0.07 | | | | | | — | | | | | | 0.31 | | | | | | — | | | | | | 11.29 | | | | | | 6.79 | | | | | | 0.78 | | | | | | 0.78 | | | | | | 0.78 | | | | | | 1.33 | | | | | | 1,370 | | | | | | 377 | | |
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 | | |
| | | Purchased | | | Sold | | ||||||
Emerging Markets Index | | | | $ | 12,668,672 | | | | | $ | — | | |
International Index | | | | | 35,149,920 | | | | | | — | | |
Russell™ Large Cap Growth Index | | | | | 3,788,750 | | | | | | — | | |
Russell™ Large Cap Index | | | | | 7,101,650 | | | | | | — | | |
Russell™ Large Cap Value Index | | | | | 4,858,700 | | | | | | — | | |
Russell™ Mid Cap Growth Index | | | | | 3,401,730 | | | | | | — | | |
Russell™ Mid Cap Index | | | | | 5,371,740 | | | | | | — | | |
Russell™ Small Cap Index | | | | | 25,902,427 | | | | | | — | | |
U.S. Bond Index | | | | | 9,515,771 | | | | | | 71,788,875 | | |
| | | Purchases | | | Sales | | ||||||
Emerging Markets Index | | | | $ | 177,192,580 | | | | | $ | 146,366,398 | | |
International Index | | | | | 192,992,583 | | | | | | 63,043,361 | | |
Russell™ Large Cap Growth Index | | | | | 223,272,373 | | | | | | 310,063,062 | | |
Russell™ Large Cap Index | | | | | 192,849,956 | | | | | | 336,128,020 | | |
Russell™ Large Cap Value Index | | | | | 277,001,661 | | | | | | 367,343,189 | | |
Russell™ Mid Cap Growth Index | | | | | 335,112,339 | | | | | | 427,483,222 | | |
Russell™ Mid Cap Index | | | | | 171,103,812 | | | | | | 244,398,216 | | |
Russell™ Small Cap Index | | | | | 110,976,838 | | | | | | 113,607,101 | | |
U.S. Bond Index | | | | | 31,184,404 | | | | | | 95,587,144 | | |
| | | Purchases | | | Sales | | ||||||
U.S. Bond Index | | | | $ | 8,214,872,760 | | | | | $ | 8,087,522,026 | | |
| 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/Affiliated Investment Company | | | Portfolio | | | Percentage | | |||
ReliaStar Life Insurance Company | | | Russell™ Large Cap Growth Index | | | | | 19.26% | | |
Security Life of Denver Insurance Company | | | Russell™ Large Cap Growth Index | | | | | 5.55 | | |
Voya Index Solution 2025 Portfolio | | | Emerging Markets Index | | | | | 11.05 | | |
| International Index | | | | | 5.91 | | | ||
| U.S. Bond Index | | | | | 12.31 | | | ||
Voya Index Solution 2030 Portfolio | | | Emerging Markets Index | | | | | 7.94 | | |
| International Index | | | | | 5.79 | | | ||
| U.S. Bond Index | | | | | 6.91 | | | ||
Voya Index Solution 2035 Portfolio | | | Emerging Markets Index | | | | | 15.98 | | |
| International Index | | | | | 10.27 | | | ||
| Russell™ Small Cap Index | | | | | 6.65 | | | ||
| U.S. Bond Index | | | | | 9.09 | | | ||
Voya Index Solution 2040 Portfolio | | | Emerging Markets Index | | | | | 9.08 | | |
| International Index | | | | | 6.52 | | | ||
Voya Index Solution 2045 Portfolio | | | Emerging Markets Index | | | | | 13.39 | | |
| International Index | | | | | 9.57 | | | ||
| Russell™ Small Cap Index | | | | | 6.02 | | | ||
Voya Index Solution 2050 Portfolio | | | Emerging Markets Index | | | | | 7.45 | | |
| International Index | | | | | 5.32 | | | ||
Voya Index Solution 2055 Portfolio | | | Emerging Markets Index | | | | | 7.61 | | |
| International Index | | | | | 5.44 | | | ||
Voya Index Solution Income Portfolio | | | U.S. Bond Index | | | | | 12.60 | | |
Voya Institutional Trust Company | | | Russell™ Large Cap Growth Index | | | | | 15.72 | | |
| Russell™ Large Cap Index | | | | | 11.64 | | | ||
| Russell™ Mid Cap Index | | | | | 18.21 | | | ||
| Russell™ Small Cap Index | | | | | 13.83 | | | ||
Voya Retirement Conservative Portfolio | | | U.S. Bond Index | | | | | 7.25 | | |
Voya Retirement Growth Portfolio | | | Emerging Markets Index | | | | | 11.48 | | |
| International Index | | | | | 10.71 | | | ||
| Russell™ Mid Cap Index | | | | | 12.55 | | | ||
| U.S. Bond Index | | | | | 10.28 | | | ||
Voya Retirement Insurance and Annuity Company | | | Russell™ Large Cap Growth Index | | | | | 17.32 | | |
| Russell™ Large Cap Index | | | | | 18.18 | | | ||
| Russell™ Mid Cap Index | | | | | 27.35 | | | ||
| Russell™ Small Cap Index | | | | | 19.36 | | | ||
Voya Retirement Moderate Growth Portfolio | | | Russell™ Mid Cap Index | | | | | 5.46 | | |
| U.S. Bond Index | | | | | 15.25 | | | ||
| | | | | | | | | ||
Voya Retirement Moderate Portfolio | | | U.S. Bond Index | | | | | 13.18 | | |
Portfolio | | | Amount | | |||
Emerging Markets Index | | | | $ | 252 | | |
International Index | | | | | 97,364 | | |
Russell™ Large Cap Growth Index | | | | | 181,113 | | |
Russell™ Large Cap Index | | | | | 248,784 | | |
Russell™ Large Cap Value Index | | | | | 57,686 | | |
Russell™ Mid Cap Growth Index | | | | | 23,090 | | |
Russell™ Mid Cap Index | | | | | 428,899 | | |
Russell™ Small Cap Index | | | | | 266,038 | | |
U.S. Bond Index | | | | | 40,211 | | |
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% | | | | | | 0.15% | | | | | | 0.70% | | | | | | 0.85% | | |
U.S. Bond Index(6) | | | | | 0.88% | | | | | | 0.38% | | | | | | 0.15% | | | | | | 0.63% | | | | | | 0.78% | | |
| | | June 30, | | | | | | | | |||||||||||||||
| | | 2023 | | | 2024 | | | 2025 | | | Total | | ||||||||||||
Emerging Markets Index | | | | $ | 1,167,997 | | | | | $ | 1,728,236 | | | | | $ | 2,216,182 | | | | | $ | 5,112,415 | | |
International Index | | | | | 4,311,280 | | | | | | 5,338,995 | | | | | | 5,407,393 | | | | | | 15,057,668 | | |
Russell™ Mid Cap Index | | | | | 512,656 | | | | | | 734,247 | | | | | | 967,991 | | | | | | 2,214,894 | | |
Russell™ Small Cap Index | | | | | 733,936 | | | | | | 1,412,027 | | | | | | 1,731,553 | | | | | | 3,877,516 | | |
U.S. Bond Index | | | | | 2,464,006 | | | | | | 3,215,699 | | | | | | 1,673,257 | | | | | | 7,352,962 | | |
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
Emerging Markets Index(1) | | | | | 2 | | | | | $ | 52,039,000 | | | | | | 2.59% | | |
Russell™ Large Cap Growth Index | | | | | 5 | | | | | | 1,705,400 | | | | | | 1.41 | | |
Russell™ Large Cap Index | | | | | 6 | | | | | | 3,513,833 | | | | | | 1.40 | | |
Russell™ Large Cap Value Index | | | | | 3 | | | | | | 2,221,667 | | | | | | 1.38 | | |
Russell™ Mid Cap Growth Index | | | | | 9 | | | | | | 3,128,244 | | | | | | 1.51 | | |
Russell™ Mid Cap Index | | | | | 5 | | | | | | 2,207,400 | | | | | | 1.53 | | |
| | | 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 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2022 | | | | | 1,855,477 | | | | | | — | | | | | | 1,253,183 | | | | | | (10,136,200) | | | | | | (7,027,540) | | | | | | 22,584,500 | | | | | | — | | | | | | 12,544,359 | | | | | | (107,056,213) | | | | | | (71,927,354) | | |
12/31/2021 | | | | | 5,339,915 | | | | | | — | | | | | | 164,017 | | | | | | (4,205,054) | | | | | | 1,298,878 | | | | | | 75,659,918 | | | | | | — | | | | | | 2,268,361 | | | | | | (59,312,257) | | | | | | 18,616,022 | | |
Class P2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2022 | | | | | 13,947,973 | | | | | | — | | | | | | 3,122,514 | | | | | | (5,447,194) | | | | | | 11,623,293 | | | | | | 177,387,240 | | | | | | — | | | | | | 31,943,320 | | | | | | (64,868,376) | | | | | | 144,462,184 | | |
12/31/2021 | | | | | 17,793,677 | | | | | | — | | | | | | 451,344 | | | | | | (15,602,715) | | | | | | 2,642,306 | | | | | | 256,047,331 | | | | | | — | | | | | | 6,354,916 | | | | | | (224,657,726) | | | | | | 37,744,521 | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2022 | | | | | 87 | | | | | | — | | | | | | 36 | | | | | | (49) | | | | | | 74 | | | | | | 1,032 | | | | | | — | | | | | | 358 | | | | | | (609) | | | | | | 781 | | |
12/31/2021 | | | | | 582 | | | | | | — | | | | | | 4 | | | | | | — * | | | | | | 586 | | | | | | 8,335 | | | | | | — | | | | | | 60 | | | | | | —* | | | | | | 8,395 | | |
International Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2022 | | | | | 634,089 | | | | | | — | | | | | | 1,274,608 | | | | | | (2,846,329) | | | | | | (937,632) | | | | | | 7,099,259 | | | | | | — | | | | | | 11,994,066 | | | | | | (30,139,067) | | | | | | (11,045,742) | | |
12/31/2021 | | | | | 1,279,079 | | | | | | — | | | | | | 751,765 | | | | | | (7,269,938) | | | | | | (5,239,094) | | | | | | 14,952,614 | | | | | | — | | | | | | 8,487,432 | | | | | | (83,859,447) | | | | | | (60,419,401) | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2022 | | | | | 3,952,581 | | | | | | — | | | | | | 1,748,282 | | | | | | (3,847,541) | | | | | | 1,853,322 | | | | | | 41,518,939 | | | | | | — | | | | | | 16,731,056 | | | | | | (41,698,959) | | | | | | 16,551,036 | | |
12/31/2021 | | | | | 2,749,195 | | | | | | — | | | | | | 1,038,062 | | | | | | (9,244,401) | | | | | | (5,457,144) | | | | | | 32,667,959 | | | | | | — | | | | | | 11,937,715 | | | | | | (107,966,563) | | | | | | (63,360,889) | | |
Class P2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2022 | | | | | 20,366,941 | | | | | | — | | | | | | 4,137,134 | | | | | | (8,131,219) | | | | | | 16,372,856 | | | | | | 227,806,118 | | | | | | — | | | | | | 40,212,938 | | | | | | (89,829,336) | | | | | | 178,189,720 | | |
12/31/2021 | | | | | 18,114,944 | | | | | | — | | | | | | 2,239,276 | | | | | | (23,306,826) | | | | | | (2,952,606) | | | | | | 216,398,368 | | | | | | — | | | | | | 26,065,167 | | | | | | (283,329,707) | | | | | | (40,866,172) | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2022 | | | | | 713,372 | | | | | | — | | | | | | 240,834 | | | | | | (566,950) | | | | | | 387,256 | | | | | | 7,953,135 | | | | | | — | | | | | | 2,292,745 | | | | | | (6,073,007) | | | | | | 4,172,873 | | |
12/31/2021 | | | | | 496,496 | | | | | | — | | | | | | 129,338 | | | | | | (879,125) | | | | | | (253,291) | | | | | | 5,824,691 | | | | | | — | | | | | | 1,478,337 | | | | | | (10,264,945) | | | | | | (2,961,917) | | |
Class S2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2022 | | | | | 36,659 | | | | | | — | | | | | | 4,239 | | | | | | (15,919) | | | | | | 24,979 | | | | | | 410,579 | | | | | | — | | | | | | 40,311 | | | | | | (169,060) | | | | | | 281,830 | | |
12/31/2021 | | | | | 23,691 | | | | | | — | | | | | | 1,882 | | | | | | (27,444) | | | | | | (1,871) | | | | | | 275,477 | | | | | | — | | | | | | 21,515 | | | | | | (320,611) | | | | | | (23,619) | | |
Russell™ Large Cap Growth Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2022 | | | | | — | | | | | | — | | | | | | 14 | | | | | | — | | | | | | 14 | | | | | | — | | | | | | — | | | | | | 695 | | | | | | — | | | | | | 695 | | |
12/31/2021 | | | | | — | | | | | | — | | | | | | 1 | | | | | | — | | | | | | 1 | | | | | | — | | | | | | — | | | | | | 53 | | | | | | — | | | | | | 53 | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2022 | | | | | 188,305 | | | | | | — | | | | | | 1,012,618 | | | | | | (564,370) | | | | | | 636,553 | | | | | | 11,519,542 | | | | | | — | | | | | | 49,628,386 | | | | | | (34,574,680) | | | | | | 26,573,248 | | |
12/31/2021 | | | | | 489,409 | | | | | | — | | | | | | 107,281 | | | | | | (1,166,070) | | | | | | (569,380) | | | | | | 30,939,566 | | | | | | — | | | | | | 6,115,054 | | | | | | (72,430,255) | | | | | | (35,375,635) | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2022 | | | | | 256,845 | | | | | | — | | | | | | 1,301,260 | | | | | | (1,199,431) | | | | | | 358,674 | | | | | | 13,551,967 | | | | | | — | | | | | | 63,384,349 | | | | | | (72,340,741) | | | | | | 4,595,575 | | |
12/31/2021 | | | | | 658,734 | | | | | | — | | | | | | 121,585 | | | | | | (2,944,645) | | | | | | (2,164,326) | | | | | | 41,081,892 | | | | | | — | | | | | | 6,885,357 | | | | | | (181,412,127) | | | | | | (133,444,878) | | |
| | | 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 Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2022 | | | | | 240,957 | | | | | | — | | | | | | 225,342 | | | | | | (234,446) | | | | | | 231,853 | | | | | | 7,377,407 | | | | | | — | | | | | | 5,899,455 | | | | | | (6,747,109) | | | | | | 6,529,753 | | |
12/31/2021 | | | | | 1,298,338 | | | | | | — | | | | | | 216,678 | | | | | | (418,381) | | | | | | 1,096,635 | | | | | | 39,970,507 | | | | | | — | | | | | | 6,149,333 | | | | | | (12,727,337) | | | | | | 33,392,503 | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2022 | | | | | 797,982 | | | | | | — | | | | | | 814,870 | | | | | | (837,302) | | | | | | 775,550 | | | | | | 25,214,085 | | | | | | — | | | | | | 21,862,969 | | | | | | (25,562,829) | | | | | | 21,514,225 | | |
12/31/2021 | | | | | 1,345,762 | | | | | | — | | | | | | 889,219 | | | | | | (1,857,345) | | | | | | 377,636 | | | | | | 42,262,166 | | | | | | — | | | | | | 25,822,923 | | | | | | (57,446,949) | | | | | | 10,638,140 | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2022 | | | | | 159,063 | | | | | | — | | | | | | 2,679,485 | | | | | | (4,550,558) | | | | | | (1,712,010) | | | | | | 4,604,404 | | | | | | — | | | | | | 71,354,687 | | | | | | (138,614,703) | | | | | | (62,655,612) | | |
12/31/2021 | | | | | 42,259,178 | | | | | | — | | | | | | 1,080,176 | | | | | | (5,724,018) | | | | | | 37,615,336 | | | | | | 1,353,430,971 | | | | | | — | | | | | | 31,173,865 | | | | | | (182,400,725) | | | | | | 1,202,204,111 | | |
Class S2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2022 | | | | | 371 | | | | | | — | | | | | | 208 | | | | | | (4,396) | | | | | | (3,817) | | | | | | 12,070 | | | | | | — | | | | | | 5,730 | | | | | | (140,480) | | | | | | (122,680) | | |
12/31/2021 | | | | | 1,433 | | | | | | — | | | | | | 393 | | | | | | (31,831) | | | | | | (30,005) | | | | | | 45,659 | | | | | | — | | | | | | 11,719 | | | | | | (970,649) | | | | | | (913,271) | | |
Russell™ Large Cap Value Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2022 | | | | | — | | | | | | — | | | | | | 2 | | | | | | — | | | | | | 2 | | | | | | — | | | | | | — | | | | | | 44 | | | | | | — | | | | | | 44 | | |
12/31/2021 | | | | | — | | | | | | — | | | | | | 3 | | | | | | — | | | | | | 3 | | | | | | — | | | | | | — | | | | | | 85 | | | | | | — | | | | | | 85 | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2022 | | | | | 134,337 | | | | | | — | | | | | | 47,130 | | | | | | (282,839) | | | | | | (101,372) | | | | | | 3,724,195 | | | | | | — | | | | | | 1,211,722 | | | | | | (7,757,938) | | | | | | (2,822,021) | | |
12/31/2021 | | | | | 176,640 | | | | | | — | | | | | | 77,037 | | | | | | (493,896) | | | | | | (240,219) | | | | | | 4,642,911 | | | | | | — | | | | | | 2,022,225 | | | | | | (13,091,969) | | | | | | (6,426,833) | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2022 | | | | | 290,980 | | | | | | — | | | | | | 601,351 | | | | | | (3,805,545) | | | | | | (2,913,214) | | | | | | 7,832,303 | | | | | | — | | | | | | 15,328,430 | | | | | | (102,702,782) | | | | | | (79,542,049) | | |
12/31/2021 | | | | | 24,225,013 | | | | | | — | | | | | | 595,948 | | | | | | (6,254,317) | | | | | | 18,566,644 | | | | | | 656,087,691 | | | | | | — | | | | | | 15,518,493 | | | | | | (164,623,517) | | | | | | 506,982,667 | | |
Russell™ Mid Cap Growth Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2022 | | | | | 26,182 | | | | | | — | | | | | | 58,369 | | | | | | (52,434) | | | | | | 32,117 | | | | | | 1,000,990 | | | | | | — | | | | | | 1,757,478 | | | | | | (2,149,271) | | | | | | 609,197 | | |
12/31/2021 | | | | | 157,274 | | | | | | — | | | | | | 20,926 | | | | | | (405,676) | | | | | | (227,476) | | | | | | 7,458,554 | | | | | | — | | | | | | 879,739 | | | | | | (18,991,736) | | | | | | (10,653,443) | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2022 | | | | | 239,290 | | | | | | — | | | | | | 3,600,216 | | | | | | (2,633,794) | | | | | | 1,205,712 | | | | | | 8,014,088 | | | | | | — | | | | | | 107,754,474 | | | | | | (100,646,941) | | | | | | 15,121,621 | | |
12/31/2021 | | | | | 18,593,666 | | | | | | — | | | | | | 523,124 | | | | | | (3,424,017) | | | | | | 15,692,773 | | | | | | 908,410,678 | | | | | | — | | | | | | 21,929,351 | | | | | | (162,320,059) | | | | | | 768,019,970 | | |
Class S2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2022 | | | | | 1,803 | | | | | | — | | | | | | 6,136 | | | | | | (855) | | | | | | 7,084 | | | | | | 71,378 | | | | | | — | | | | | | 182,723 | | | | | | (31,482) | | | | | | 222,619 | | |
12/31/2021 | | | | | 1,372 | | | | | | — | | | | | | 1,818 | | | | | | (7,956) | | | | | | (4,766) | | | | | | 65,217 | | | | | | — | | | | | | 76,005 | | | | | | (365,243) | | | | | | (224,021) | | |
Russell™ Mid Cap Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2022 | | | | | 520,191 | | | | | | — | | | | | | 1,632,458 | | | | | | (976,673) | | | | | | 1,175,976 | | | | | | 6,120,490 | | | | | | — | | | | | | 16,553,123 | | | | | | (11,586,796) | | | | | | 11,086,817 | | |
12/31/2021 | | | | | 1,202,726 | | | | | | — | | | | | | 1,757,643 | | | | | | (1,905,327) | | | | | | 1,055,042 | | | | | | 16,087,390 | | | | | | — | | | | | | 21,636,582 | | | | | | (25,348,284) | | | | | | 12,375,688 | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2022 | | | | | 1,813,297 | | | | | | — | | | | | | 5,991,938 | | | | | | (8,215,569) | | | | | | (410,334) | | | | | | 22,805,919 | | | | | | — | | | | | | 64,413,332 | | | | | | (93,426,169) | | | | | | (6,206,918) | | |
12/31/2021 | | | | | 9,568,024 | | | | | | — | | | | | | 5,953,492 | | | | | | (11,251,292) | | | | | | 4,270,224 | | | | | | 132,702,455 | | | | | | — | | | | | | 77,276,322 | | | | | | (158,527,437) | | | | | | 51,451,340 | | |
Class P2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2022 | | | | | 3,043,974 | | | | | | — | | | | | | 2,213,673 | | | | | | (1,515,689) | | | | | | 3,741,958 | | | | | | 38,215,161 | | | | | | — | | | | | | 24,217,584 | | | | | | (19,981,148) | | | | | | 42,451,597 | | |
12/31/2021 | | | | | 12,904,755 | | | | | | — | | | | | | 3,078,500 | | | | | | (12,055,913) | | | | | | 3,927,342 | | | | | | 195,339,744 | | | | | | — | | | | | | 40,543,843 | | | | | | (175,611,022) | | | | | | 60,272,565 | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2022 | | | | | 582,697 | | | | | | — | | | | | | 1,720,457 | | | | | | (2,102,863) | | | | | | 200,291 | | | | | | 7,219,314 | | | | | | — | | | | | | 18,168,027 | | | | | | (26,351,851) | | | | | | (964,510) | | |
12/31/2021 | | | | | 1,749,399 | | | | | | — | | | | | | 2,092,246 | | | | | | (4,430,528) | | | | | | (588,883) | | | | | | 24,664,151 | | | | | | — | | | | | | 26,697,056 | | | | | | (61,301,934) | | | | | | (9,940,727) | | |
Class S2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2022 | | | | | 50,150 | | | | | | — | | | | | | 74,463 | | | | | | (124,678) | | | | | | (65) | | | | | | 622,427 | | | | | | — | | | | | | 767,708 | | | | | | (1,452,101) | | | | | | (61,966) | | |
12/31/2021 | | | | | 139,136 | | | | | | — | | | | | | 91,345 | | | | | | (462,340) | | | | | | (231,859) | | | | | | 1,892,792 | | | | | | — | | | | | | 1,139,987 | | | | | | (6,214,535) | | | | | | (3,181,756) | | |
Russell™ Small Cap Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2022 | | | | | 331,114 | | | | | | — | | | | | | 844,485 | | | | | | (497,681) | | | | | | 677,918 | | | | | | 4,661,713 | | | | | | — | | | | | | 9,998,700 | | | | | | (7,035,753) | | | | | | 7,624,660 | | |
12/31/2021 | | | | | 1,349,494 | | | | | | — | | | | | | 24,998 | | | | | | (1,212,542) | | | | | | 161,950 | | | | | | 22,737,619 | | | | | | — | | | | | | 402,726 | | | | | | (20,611,576) | | | | | | 2,528,769 | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2022 | | | | | 1,468,435 | | | | | | — | | | | | | 1,809,368 | | | | | | (909,943) | | | | | | 2,367,860 | | | | | | 22,572,040 | | | | | | — | | | | | | 22,345,692 | | | | | | (13,644,008) | | | | | | 31,273,724 | | |
12/31/2021 | | | | | 2,022,021 | | | | | | — | | | | | | 101,093 | | | | | | (2,799,501) | | | | | | (676,387) | | | | | | 35,499,648 | | | | | | — | | | | | | 1,694,311 | | | | | | (48,656,289) | | | | | | (11,462,330) | | |
| | | 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 (continued) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class P2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2022 | | | | | 4,140,063 | | | | | | — | | | | | | 2,361,192 | | | | | | (1,443,441) | | | | | | 5,057,814 | | | | | | 65,168,279 | | | | | | — | | | | | | 29,585,735 | | | | | | (22,646,555) | | | | | | 72,107,459 | | |
12/31/2021 | | | | | 16,645,262 | | | | | | — | | | | | | 151,084 | | | | | | (16,209,468) | | | | | | 586,878 | | | | | | 296,856,918 | | | | | | — | | | | | | 2,559,370 | | | | | | (283,149,055) | | | | | | 16,267,233 | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2022 | | | | | 266,156 | | | | | | — | | | | | | 2,345,206 | | | | | | (2,078,212) | | | | | | 533,150 | | | | | | 3,860,537 | | | | | | — | | | | | | 28,658,419 | | | | | | (30,880,406) | | | | | | 1,638,550 | | |
12/31/2021 | | | | | 1,744,927 | | | | | | — | | | | | | 124,343 | | | | | | (6,404,586) | | | | | | (4,535,316) | | | | | | 29,447,673 | | | | | | — | | | | | | 2,061,604 | | | | | | (111,316,824) | | | | | | (79,807,547) | | |
Class S2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2022 | | | | | 37,989 | | | | | | — | | | | | | 40,652 | | | | | | (56,805) | | | | | | 21,836 | | | | | | 531,979 | | | | | | — | | | | | | 486,191 | | | | | | (811,610) | | | | | | 206,560 | | |
12/31/2021 | | | | | 103,230 | | | | | | — | | | | | | 1,625 | | | | | | (149,094) | | | | | | (44,239) | | | | | | 1,768,432 | | | | | | — | | | | | | 26,399 | | | | | | (2,532,326) | | | | | | (737,495) | | |
U.S. Bond Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2022 | | | | | 126,069 | | | | | | — | | | | | | 14,746 | | | | | | (205,625) | | | | | | (64,810) | | | | | | 1,269,678 | | | | | | — | | | | | | 146,146 | | | | | | (2,031,278) | | | | | | (615,454) | | |
12/31/2021 | | | | | 251,277 | | | | | | — | | | | | | 69,219 | | | | | | (694,250) | | | | | | (373,754) | | | | | | 2,735,285 | | | | | | — | | | | | | 751,927 | | | | | | (7,584,145) | | | | | | (4,096,933) | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2022 | | | | | 12,480,012 | | | | | | — | | | | | | 1,350,143 | | | | | | (24,061,823) | | | | | | (10,231,668) | | | | | | 122,558,498 | | | | | | — | | | | | | 13,457,201 | | | | | | (236,884,263) | | | | | | (100,868,564) | | |
12/31/2021 | | | | | 31,307,120 | | | | | | — | | | | | | 5,273,471 | | | | | | (40,102,857) | | | | | | (3,522,266) | | | | | | 343,863,739 | | | | | | — | | | | | | 57,501,500 | | | | | | (439,237,562) | | | | | | (37,872,323) | | |
Class P2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2022 | | | | | 42,992,457 | | | | | | — | | | | | | 1,470,133 | | | | | | (37,803,178) | | | | | | 6,659,412 | | | | | | 440,898,555 | | | | | | — | | | | | | 14,632,538 | | | | | | (376,902,585) | | | | | | 78,628,508 | | |
12/31/2021 | | | | | 41,268,522 | | | | | | — | | | | | | 4,829,550 | | | | | | (36,521,820) | | | | | | 9,576,252 | | | | | | 451,748,754 | | | | | | — | | | | | | 52,645,986 | | | | | | (398,671,042) | | | | | | 105,723,698 | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2022 | | | | | 682,199 | | | | | | — | | | | | | 119,727 | | | | | | (1,789,508) | | | | | | (987,582) | | | | | | 6,959,334 | | | | | | — | | | | | | 1,189,511 | | | | | | (17,882,319) | | | | | | (9,733,474) | | |
12/31/2021 | | | | | 1,162,250 | | | | | | — | | | | | | 522,535 | | | | | | (3,660,226) | | | | | | (1,975,441) | | | | | | 12,672,529 | | | | | | — | | | | | | 5,682,253 | | | | | | (39,868,937) | | | | | | (21,514,155) | | |
Class S2 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2022 | | | | | 13,413 | | | | | | — | | | | | | 659 | | | | | | (57,995) | | | | | | (43,923) | | | | | | 131,243 | | | | | | — | | | | | | 6,583 | | | | | | (581,721) | | | | | | (443,895) | | |
12/31/2021 | | | | | 22,417 | | | | | | — | | | | | | 3,718 | | | | | | (21,065) | | | | | | 5,070 | | | | | | 245,453 | | | | | | — | | | | | | 40,440 | | | | | | (229,518) | | | | | | 56,375 | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BNP Paribas Arbitrage | | | | $ | 136,997 | | | | | $ | (136,997) | | | | | $ | — | | |
BNP Paribas Securities Corp. | | | | | 151,445 | | | | | | (151,445) | | | | | | — | | |
BofA Securities Inc | | | | | 830,881 | | | | | | (830,881) | | | | | | — | | |
Citigroup Global Markets Limited | | | | | 664,996 | | | | | | (664,996) | | | | | | — | | |
Cowen Excecution Services LLC | | | | | 126,150 | | | | | | (126,150) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 180,971 | | | | | | (180,971) | | | | | | — | | |
Goldman Sachs International | | | | | 78,708 | | | | | | (78,708) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 9,181 | | | | | | (9,181) | | | | | | — | | |
Jefferies LLC | | | | | 275,252 | | | | | | (275,252) | | | | | | — | | |
JP Morgan Securities Plc. | | | | | 177,852 | | | | | | (177,852) | | | | | | — | | |
Merrill Lynch International | | | | | 199,789 | | | | | | (199,789) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 326,691 | | | | | | (326,691) | | | | | | — | | |
State Street Bank and Trust Company | | | | | 322,057 | | | | | | (322,057) | | | | | | — | | |
Total | | | | $ | 3,480,970 | | | | | $ | (3,480,970) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Bank PLC | | | | $ | 5,351,010 | | | | | $ | (5,351,010) | | | | | $ | — | | |
Barclays Capital Inc. | | | | | 4,847,970 | | | | | | (4,847,970) | | | | | | — | | |
BMO Capital Markets Corp | | | | | 486,366 | | | | | | (486,366) | | | | | | — | | |
BNP Paribas Arbitrage | | | | | 1,375,209 | | | | | | (1,375,209) | | | | | | — | | |
BofA Securities Inc | | | | | 2,087,250 | | | | | | (2,087,250) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 7,236,636 | | | | | | (7,236,636) | | | | | | — | | |
Citigroup Global Markets Limited | | | | | 14,887,561 | | | | | | (14,887,561) | | | | | | — | | |
Daiwa Capital Markets America Inc. | | | | | 2,097,453 | | | | | | (2,097,453) | | | | | | — | | |
Goldman Sachs International | | | | | 992,266 | | | | | | (992,266) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Goldman Sachs & Co. LLC | | | | | 1,704 | | | | | | (1,704) | | | | | | — | | |
HSBC Bank PLC | | | | | 4,853,038 | | | | | | (4,853,038) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 255,812 | | | | | | (255,812) | | | | | | — | | |
JP Morgan Securities Plc. | | | | | 14,531,994 | | | | | | (14,531,994) | | | | | | — | | |
Merrill Lynch International | | | | | 15,992,893 | | | | | | (15,992,893) | | | | | | — | | |
Morgan Stanley & Co. International PLC | | | | | 333,911 | | | | | | (333,911) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 2,784,544 | | | | | | (2,784,544) | | | | | | — | | |
MUFG Securities EMEA plc | | | | | 1,534,479 | | | | | | (1,534,479) | | | | | | — | | |
Societe Generale | | | | | 53,189 | | | | | | (53,189) | | | | | | — | | |
State Street Bank and Trust Company | | | | | 9,034,660 | | | | | | (9,034,660) | | | | | | — | | |
UBS AG | | | | | 1,584,330 | | | | | | (1,584,330) | | | | | | — | | |
Total | | | | $ | 90,322,275 | | | | | $ | (90,322,275) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Bank PLC | | | | $ | 244,638 | | | | | $ | (244,638) | | | | | $ | — | | |
Barclays Capital Inc. | | | | | 2,358,042 | | | | | | (2,358,042) | | | | | | — | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 2,019,292 | | | | | | (2,019,292) | | | | | | — | | |
BNP Paribas Securities Corp. | | | | | 124,083 | | | | | | (124,083) | | | | | | — | | |
BofA Securities Inc | | | | | 5,956,878 | | | | | | (5,956,878) | | | | | | — | | |
CIBC World Markets Corporation | | | | | 35,819 | | | | | | (35,819) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 560,773 | | | | | | (560,773) | | | | | | — | | |
Cowen Excecution Services LLC | | | | | 9,245 | | | | | | (9,245) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 601,545 | | | | | | (601,545) | | | | | | — | | |
Industrial And Commercial Bank Of China | | | | | 3,903,727 | | | | | | (3,903,727) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 280,580 | | | | | | (280,580) | | | | | | — | | |
Mizuho Securities USA LLC. | | | | | 4,677 | | | | | | (4,677) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 1,078,970 | | | | | | (1,078,970) | | | | | | — | | |
National Financial Services LLC | | | | | 523,442 | | | | | | (523,442) | | | | | | — | | |
Natixis Securities America LLC | | | | | 27,001 | | | | | | (27,001) | | | | | | — | | |
State Street Bank and Trust Company | | | | | 1,839 | | | | | | (1,839) | | | | | | — | | |
TD Prime Services LLC | | | | | 340,272 | | | | | | (340,272) | | | | | | — | | |
Total | | | | $ | 18,070,823 | | | | | $ | (18,070,823) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Bank PLC | | | | $ | 733,865 | | | | | $ | (733,865) | | | | | $ | — | | |
Barclays Capital Inc. | | | | | 136,960 | | | | | | (136,960) | | | | | | — | | |
BMO Capital Markets Corp | | | | | 3,909,590 | | | | | | (3,909,590) | | | | | | — | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 6,277,189 | | | | | | (6,277,189) | | | | | | — | | |
BNP Paribas Securities Corp. | | | | | 943,669 | | | | | | (943,669) | | | | | | — | | |
BofA Securities Inc | | | | | 7,072,865 | | | | | | (7,072,865) | | | | | | — | | |
Citadel Securities LLC | | | | | 2,013,160 | | | | | | (2,013,160) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 9,256,777 | | | | | | (9,256,777) | | | | | | — | | |
Cowen Execution Services LLC | | | | | 1,211,919 | | | | | | (1,211,919) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 4,406,786 | | | | | | (4,406,786) | | | | | | — | | |
HSBC Bank PLC | | | | | 343,670 | | | | | | (343,670) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 20,319,509 | | | | | | (20,319,509) | | | | | | — | | |
Mirae Asset Securities (USA) Inc. | | | | | 980,890 | | | | | | (980,890) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 8,280,179 | | | | | | (8,280,179) | | | | | | — | | |
National Bank of Canada Financial Inc | | | | | 3,185,815 | | | | | | (3,185,815) | | | | | | — | | |
National Financial Services LLC | | | | | 4,522,373 | | | | | | (4,522,373) | | | | | | — | | |
Natixis Securities America LLC | | | | | 6,647,306 | | | | | | (6,647,306) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 278,302 | | | | | | (278,302) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 215,439 | | | | | | (215,439) | | | | | | — | | |
State Street Bank and Trust Company | | | | | 23,111,757 | | | | | | (23,111,757) | | | | | | — | | |
TD Prime Services LLC | | | | | 1,360,306 | | | | | | (1,360,306) | | | | | | — | | |
UBS AG | | | | | 3,415,258 | | | | | | (3,415,258) | | | | | | — | | |
Wells Fargo Bank NA | | | | | 13,371,222 | | | | | | (13,371,222) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 1,048,394 | | | | | | (1,048,394) | | | | | | — | | |
Total | | | | $ | 123,043,200 | | | | | $ | (123,043,200) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 2,261,507 | | | | | $ | (2,261,507) | | | | | $ | — | | |
BMO Capital Markets Corp | | | | | 1,759,508 | | | | | | (1,759,508) | | | | | | — | | |
BNP Paribas | | | | | 237,002 | | | | | | (237,002) | | | | | | — | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 10,004,892 | | | | | | (10,004,892) | | | | | | — | | |
BNP Paribas Securities Corp. | | | | | 1,385,257 | | | | | | (1,385,257) | | | | | | — | | |
BofA Securities Inc | | | | | 6,911,250 | | | | | | (6,911,250) | | | | | | — | | |
Cantor Fitzgerald & Co | | | | | 5,375 | | | | | | (5,375) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
CIBC World Markets Corporation | | | | | 237,297 | | | | | | (237,297) | | | | | | — | | |
Citadel Securities LLC | | | | | 626,284 | | | | | | (626,284) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 13,333,635 | | | | | | (13,333,635) | | | | | | — | | |
Cowen Execution Services LLC | | | | | 621,247 | | | | | | (621,247) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 19,078,775 | | | | | | (19,078,775) | | | | | | — | | |
HSBC Bank PLC | | | | | 730,686 | | | | | | (730,686) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 53,891,964 | | | | | | (53,891,964) | | | | | | — | | |
Mizuho Securities USA LLC. | | | | | 877,817 | | | | | | (877,817) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 21,303,623 | | | | | | (21,303,623) | | | | | | — | | |
National Bank of Canada Financial Inc | | | | | 4,190,885 | | | | | | (4,190,885) | | | | | | — | | |
National Financial Services LLC | | | | | 12,049,397 | | | | | | (12,049,397) | | | | | | — | | |
Natixis Securities America LLC | | | | | 3,129,229 | | | | | | (3,129,229) | | | | | | — | | |
Raymond James & Associates, Inc. | | | | | 2,727,423 | | | | | | (2,727,423) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 310,043 | | | | | | (310,043) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 112,391 | | | | | | (112,391) | | | | | | — | | |
State Street Bank and Trust Company | | | | | 24,131,389 | | | | | | (24,131,389) | | | | | | — | | |
TD Prime Services LLC | | | | | 8,037,282 | | | | | | (8,037,282) | | | | | | — | | |
UBS AG | | | | | 3,896,934 | | | | | | (3,896,934) | | | | | | — | | |
Wells Fargo Bank NA | | | | | 6,642,942 | | | | | | (6,642,942) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 12,643,987 | | | | | | (12,643,987) | | | | | | — | | |
Total | | | | $ | 211,138,020 | | | | | $ | (211,138,020) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Bank PLC | | | | $ | 18,237,051 | | | | | $ | (18,237,051) | | | | | $ | — | | |
Barclays Capital Inc. | | | | | 2,789,558 | | | | | | (2,789,558) | | | | | | — | | |
BMO Capital Markets Corp | | | | | 2,491,434 | | | | | | (2,491,434) | | | | | | — | | |
BNP Paribas | | | | | 4,667,212 | | | | | | (4,667,212) | | | | | | — | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 2,272,565 | | | | | | (2,272,565) | | | | | | — | | |
BofA Securities Inc | | | | | 37,637,073 | | | | | | (37,637,073) | | | | | | — | | |
Citadel Clearing LLC | | | | | 890,745 | | | | | | (890,745) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 10,480,858 | | | | | | (10,480,858) | | | | | | — | | |
Daiwa Capital Markets America Inc. | | | | | 431,257 | | | | | | (431,257) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 3,956,758 | | | | | | (3,956,758) | | | | | | — | | |
Mizuho Securities USA LLC. | | | | | 1,386,057 | | | | | | (1,386,057) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 4,056,643 | | | | | | (4,056,643) | | | | | | — | | |
MUFG Securities Americas Inc. | | | | | 5,305,015 | | | | | | (5,305,015) | | | | | | — | | |
National Bank Financial Inc | | | | | 1,199,434 | | | | | | (1,199,434) | | | | | | — | | |
U.S Bond Index (continued)
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
National Financial Services LLC | | | | | 90,171 | | | | | | (90,171) | | | | | | — | | |
NatWest Markets Securities Inc. | | | | | 5,726,494 | | | | | | (5,726,494) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 737,983 | | | | | | (737,983) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 652,483 | | | | | | (652,483) | | | | | | — | | |
Societe Generale | | | | | 133,240,457 | | | | | | (133,240,457) | | | | | | — | | |
State Street Bank and Trust Company | | | | | 1,868,317 | | | | | | (1,868,317) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
TD Securities (USA) Inc. | | | | | 16,098,365 | | | | | | (16,098,365) | | | | | | — | | |
Truist Securities INC | | | | | 1,465,781 | | | | | | (1,465,781) | | | | | | — | | |
UBS AG | | | | | 3,252,409 | | | | | | (3,252,409) | | | | | | — | | |
UBS Securities LLC. | | | | | 5,412,479 | | | | | | (5,412,479) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 7,172,809 | | | | | | (7,172,809) | | | | | | — | | |
Total | | | | $ | 271,519,406 | | | | | $ | (271,519,406) | | | | | $ | — | | |
|
| | | Year Ended December 31, 2021 | | | Year Ended December 31, 2020 | | ||||||||||||||||||
| | | Ordinary Income | | | Long-term Capital Gains | | | Ordinary Income | | | Long-term Capital Gains | | ||||||||||||
Emerging Markets Index | | | | $ | 8,623,374 | | | | | $ | — | | | | | $ | 21,565,758 | | | | | $ | — | | |
International Index | | | | | 47,990,166 | | | | | | — | | | | | | 62,220,370 | | | | | | — | | |
Russell™ Large Cap Growth Index | | | | | 6,134,829 | | | | | | 6,865,635 | | | | | | 7,939,724 | | | | | | 50,949,199 | | |
Russell™ Large Cap Index | | | | | 15,642,536 | | | | | | 47,515,304 | | | | | | 16,509,503 | | | | | | 36,354,256 | | |
Russell™ Large Cap Value Index | | | | | 17,540,803 | | | | | | — | | | | | | 9,172,014 | | | | | | 24,435,186 | | |
Russell™ Mid Cap Growth Index | | | | | 197,134 | | | | | | 22,687,961 | | | | | | 1,025,657 | | | | | | 37,098,021 | | |
Russell™ Mid Cap Index | | | | | 22,956,037 | | | | | | 144,337,753 | | | | | | 21,362,333 | | | | | | 173,317,181 | | |
Russell™ Small Cap Index | | | | | 6,744,410 | | | | | | — | | | | | | 12,961,895 | | | | | | 49,377,425 | | |
U.S. Bond Index | | | | | 105,104,570 | | | | | | 11,528,834 | | | | | | 97,878,029 | | | | | | 6,255,768 | | |
| | �� | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Unrealized Appreciation/ (Depreciation) | | | Capital Loss Carryforwards | | | Other | | | Total Distributable Earnings/ (Loss) | | ||||||||||||||||||||||||||||||
| | | Amount | | | Character | | | Expiration | | |||||||||||||||||||||||||||||||||||||||
Emerging Markets Index | | | | $ | 16,627,823 | | | | | $ | 27,857,154 | | | | | $ | 65,940,211 | | | | | $ | — | | | | | | — | | | | | | — | | | | | $ | (3,984,092) | | | | | $ | 106,441,096 | | |
International Index | | | | | 71,264,414 | | | | | | — | | | | | | 732,827,226 | | | | | | (9,135,200) | | | | | | Short-term | | | | | | None | | | | | | (44,610) | | | | | | 648,668,345 | | |
| | | | | | | | | | | | | | | | | | | | | | | (146,243,485) | | | | | | Long-term | | | | | | None | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | $ | (155,378,685) | | | | | | | | | | | | | | | | | | | | | | | | | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Unrealized Appreciation/ (Depreciation) | | | Capital Loss Carryforwards | | | Other | | | Total Distributable Earnings/ (Loss) | | ||||||||||||||||||||||||||||||
| | | Amount | | | Character | | | Expiration | | |||||||||||||||||||||||||||||||||||||||
Russell™ Large Cap Growth Index | | | | $ | 26,136,828 | | | | | $ | 86,956,350 | | | | | $ | 1,235,574,616 | | | | | $ | — | | | | | | — | | | | | | — | | | | | $ | (14,996) | | | | | $ | 1,348,652,798 | | |
Russell™ Large Cap Index | | | | | 18,705,889 | | | | | | 80,453,075 | | | | | | 1,134,144,716 | | | | | | — | | | | | | — | | | | | | — | | | | | | (33,488) | | | | | | 1,233,270,192 | | |
Russell™ Large Cap Value Index | | | | | 16,644,342 | | | | | | — | | | | | | 301,521,644 | | | | | | (2,393,436) | | | | | | Short-term | | | | | | None | | | | | | (11,671) | | | | | | 315,760,879 | | |
Russell™ Mid Cap Growth Index | | | | | 28,306,722 | | | | | | 81,366,885 | | | | | | 261,996,988 | | | | | | — | | | | | | — | | | | | | — | | | | | | (11,177) | | | | | | 371,659,418 | | |
Russell™ Mid Cap Index | | | | | 33,837,996 | | | | | | 90,688,100 | | | | | | 932,202,264 | | | | | | — | | | | | | — | | | | | | — | | | | | | (39,721) | | | | | | 1,056,688,639 | | |
Russell™ Small Cap Index | | | | | 21,558,738 | | | | | | 69,548,055 | | | | | | 482,141,381 | | | | | | — | | | | | | — | | | | | | — | | | | | | (21,409) | | | | | | 573,226,765 | | |
U.S. Bond Index | | | | | — | | | | | | — | | | | | | 113,356,192 | | | | | | (21,585,511) | | | | | | Short-term | | | | | | None | | | | | | (1,260,113) | | | | | | 90,510,568 | | |
| | | Per Share Amount | | | Payable Date | | | Record Date | | |||
U.S. Bond Index | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.0125 | | | | August 1, 2022 | | | Daily | |
Class I | | | | $ | 0.0166 | | | | August 1, 2022 | | | Daily | |
Class P2 | | | | $ | 0.0187 | | | | August 1, 2022 | | | Daily | |
Class S | | | | $ | 0.0146 | | | | August 1, 2022 | | | Daily | |
Class S2 | | | | $ | 0.0134 | | | | August 1, 2022 | | | Daily | |
| Net investment income | | | | $ | 43,297,353 | | |
| Net realized and unrealized loss on investments | | | | $ | (512,439,452) | | |
| Net decrease in net assets resulting from operations | | | | $ | (469,142,099) | | |
| Total Net Assets of Appreciation (000s) | | | Total Net Assets of Acquiring Portfolio (000s) | | | Acquired Portfolio’s Capital Loss Carryforwards (000s) | | | Acquired Portfolio’s Unrealized Appreciation (000s) | | | Portfolios’ Conversion Ratio | | ||||||||||||
| $150,216 | | | | $ | 1,995,297 | | | | | $ | 0 | | | | | $ | 2,320 | | | | | | 1.290 | | |
Voya Emerging Markets | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 96.0% | | |||||||||||||||
| | | Brazil: 3.5% | | ||||||||||||
478,800 | | | Ambev SA | | | | $ | 1,224,115 | | | | | | 0.2 | | |
66,944 | | | Americanas SA | | | | | 172,302 | | | | | | 0.0 | | |
51,900 | | | Atacadao Distribuicao Comercio e Industria Ltd. | | | | | 165,316 | | | | | | 0.0 | | |
626,007 | | | B3 SA - Brasil Bolsa Balcao | | | | | 1,316,978 | | | | | | 0.2 | | |
147,310 | | | Banco Bradesco SA | | | | | 403,921 | | | | | | 0.1 | | |
120,300 | | | Banco BTG Pactual SA - Unit | | | | | 514,903 | | | | | | 0.1 | | |
88,900 | | | Banco do Brasil S.A. | | | | | 566,343 | | | | | | 0.1 | | |
37,300 | | | Banco Santander Brasil SA - Unit | | | | | 204,979 | | | | | | 0.0 | | |
72,400 | | | BB Seguridade Participacoes SA | | | | | 359,686 | | | | | | 0.1 | | |
61,195 (1) | | | BRF - Brasil Foods SA | | | | | 158,792 | | | | | | 0.0 | | |
125,000 | | | CCR SA | | | | | 300,232 | | | | | | 0.0 | | |
105,840 | | | Centrais Eletricas Brasileiras SA | | | | | 933,731 | | | | | | 0.1 | | |
34,900 | | | Cia de Saneamento Basico do Estado de Sao Paulo | | | | | 280,150 | | | | | | 0.0 | | |
71,200 | | | Cia Siderurgica Nacional S.A. | | | | | 209,650 | | | | | | 0.0 | | |
124,400 | | | Cosan SA | | | | | 432,379 | | | | | | 0.1 | | |
18,100 | | | CPFL Energia SA | | | | | 106,868 | | | | | | 0.0 | | |
21,100 | | | Energisa SA - Unit | | | | | 162,601 | | | | | | 0.0 | | |
19,650 | | | Engie Brasil Energia SA | | | | | 154,693 | | | | | | 0.0 | | |
105,407 | | | Equatorial Energia SA | | | | | 460,826 | | | | | | 0.1 | | |
473,607 (2) | | | Hapvida Participacoes e Investimentos S/A | | | | | 494,109 | | | | | | 0.1 | | |
43,100 | | | Hypera S.A. | | | | | 313,525 | | | | | | 0.1 | | |
85,000 | | | JBS SA | | | | | 514,049 | | | | | | 0.1 | | |
79,600 | | | Klabin SA - Unit | | | | | 307,239 | | | | | | 0.1 | | |
61,689 | | | Localiza Rent a Car SA | | | | | 617,426 | | | | | | 0.1 | | |
101,218 | | | Lojas Renner SA | | | | | 436,517 | | | | | | 0.1 | | |
311,560 | | | Magazine Luiza SA | | | | | 140,497 | | | | | | 0.0 | | |
91,471 | | | Natura & Co. Holding SA | | | | | 235,780 | | | | | | 0.0 | | |
72,900 (1) | | | Petro Rio SA | | | | | 306,034 | | | | | | 0.0 | | |
378,698 | | | Petroleo Brasileiro SA | | | | | 2,211,354 | | | | | | 0.3 | | |
110,300 | | | Raia Drogasil SA | | | | | 405,712 | | | | | | 0.1 | | |
40,500 (2) | | | Rede D’Or Sao Luiz SA | | | | | 224,344 | | | | | | 0.0 | | |
130,900 | | | Rumo SA | | | | | 398,694 | | | | | | 0.1 | | |
76,944 | | | Suzano SA | | | | | 732,324 | | | | | | 0.1 | | |
51,500 | | | Telefonica Brasil SA-VIVT3 | | | | | 466,147 | | | | | | 0.1 | | |
86,700 | | | TIM SA/Brazil | | | | | 211,554 | | | | | | 0.0 | | |
54,321 | | | Totvs S.A. | | | | | 241,948 | | | | | | 0.0 | | |
74,000 | | | Ultrapar Participacoes SA | | | | | 174,485 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Brazil (continued) | | ||||||||||||
408,150 | | | Vale SA | | | | $ | 5,975,495 | | | | | | 0.9 | | |
121,320 | | | Vibra Energia SA | | | | | 386,670 | | | | | | 0.1 | | |
171,108 | | | Weg S.A. | | | | | 864,785 | | | | | | 0.1 | | |
| | | | | | | | 23,787,153 | | | | | | 3.5 | | |
| | | Chile: 0.3% | | ||||||||||||
4,720,558 | | | Banco de Chile | | | | | 429,539 | | | | | | 0.1 | | |
5,760 | | | Banco de Credito e Inversiones SA | | | | | 168,610 | | | | | | 0.0 | | |
6,804,924 | | | Banco Santander Chile | | | | | 274,748 | | | | | | 0.1 | | |
150,149 | | | Cencosud SA | | | | | 191,112 | | | | | | 0.0 | | |
12,913 | | | Cia Cervecerias Unidas banc SA | | | | | 81,617 | | | | | | 0.0 | | |
1,475,445 | | | Cia Sud Americana de Vapores SA | | | | | 131,828 | | | | | | 0.0 | | |
118,283 | | | Empresas CMPC SA | | | | | 196,569 | | | | | | 0.0 | | |
39,826 | | | Empresas COPEC SA | | | | | 293,818 | | | | | | 0.1 | | |
2,179,519 | | | Enel Americas SA | | | | | 206,872 | | | | | | 0.0 | | |
2,770,614 | | | Enel Chile SA | | | | | 62,649 | | | | | | 0.0 | | |
75,442 | | | Falabella SA | | | | | 176,756 | | | | | | 0.0 | | |
| | | | | | | | 2,214,118 | | | | | | 0.3 | | |
| | | China: 34.7% | | ||||||||||||
8,933 | | | 360 DigiTech, Inc. ADR | | | | | 154,541 | | | | | | 0.0 | | |
57,300 | | | 360 Security Technology, Inc. - A Shares | | | | | 73,089 | | | | | | 0.0 | | |
16,600 | | | 37 Interactive Entertainment Network Technology Group Co. Ltd. | | | | | 52,852 | | | | | | 0.0 | | |
157,000 (2) | | | 3SBio, Inc. | | | | | 125,101 | | | | | | 0.0 | | |
75,000 | | | AAC Technologies Holdings, Inc. | | | | | 173,285 | | | | | | 0.0 | | |
4,739 (1) | | | Advanced Micro-Fabrication Equipment, Inc. China - A Shares | | | | | 82,883 | | | | | | 0.0 | | |
17,000 | | | AECC Aviation Power Co. Ltd. - A Shares | | | | | 115,589 | | | | | | 0.0 | | |
558,500 | | | Agricultural Bank of China Ltd. - A Shares | | | | | 252,112 | | | | | | 0.1 | | |
2,946,000 | | | Agricultural Bank of China Ltd. - H Shares | | | | | 1,113,752 | | | | | | 0.2 | | |
34,133 | | | Aier Eye Hospital Group Co. Ltd. - A Shares | | | | | 228,745 | | | | | | 0.1 | | |
262,000 (1) | | | Air China Ltd. - H Shares | | | | | 228,334 | | | | | | 0.1 | | |
1,549,200 (1) | | | Alibaba Group Holding Ltd. | | | | | 22,099,947 | | | | | | 3.3 | | |
484,000 (1) | | | Alibaba Health Information Technology Ltd. | | | | | 336,271 | | | | | | 0.1 | | |
Voya Emerging Markets | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
1,240,000 (1) | | | Alibaba Pictures Group Ltd. | | | | $ | 121,919 | | | | | | 0.0 | | |
70,750 (2) | | | A-Living Smart City Services Co. Ltd - H Shares | | | | | 113,895 | | | | | | 0.0 | | |
88,700 (1) | | | Aluminum Corp. of China Ltd. - A Shares | | | | | 62,964 | | | | | | 0.0 | | |
396,000 | | | Aluminum Corp. of China Ltd. - H Shares | | | | | 148,859 | | | | | | 0.0 | | |
2,432 (1) | | | Amlogic Shanghai Co. Ltd. - A Shares | | | | | 36,754 | | | | | | 0.0 | | |
6,300 | | | Angel Yeast Co. Ltd. - A Shares | | | | | 45,954 | | | | | | 0.0 | | |
28,100 | | | Anhui Conch Cement Co., Ltd. - A Shares | | | | | 148,364 | | | | | | 0.0 | | |
126,500 | | | Anhui Conch Cement Co., Ltd. - H Shares | | | | | 549,000 | | | | | | 0.1 | | |
2,200 | | | Anhui Gujing Distillery Co. Ltd. - A Shares | | | | | 82,198 | | | | | | 0.0 | | |
13,100 | | | Anhui Gujing Distillery Co. Ltd. - B Shares | | | | | 204,556 | | | | | | 0.0 | | |
4,600 | | | Anhui Kouzi Distillery Co. Ltd. - A Shares | | | | | 40,334 | | | | | | 0.0 | | |
5,000 | | | Anhui Yingjia Distillery Co. Ltd. - A Shares | | | | | 48,733 | | | | | | 0.0 | | |
2,200 | | | Anjoy Foods Group Co. Ltd. - A Shares | | | | | 55,246 | | | | | | 0.0 | | |
124,000 | | | Anta Sports Products Ltd. | | | | | 1,525,991 | | | | | | 0.2 | | |
1,700 | | | Asymchem Laboratories Tianjin Co. Ltd. - A Shares | | | | | 73,372 | | | | | | 0.0 | | |
7,784 | | | Autohome, Inc. ADR | | | | | 306,145 | | | | | | 0.1 | | |
14,300 | | | Avary Holding Shenzhen Co. Ltd. - A Shares | | | | | 64,732 | | | | | | 0.0 | | |
28,500 | | | AVIC Electromechanical Systems Co. Ltd. - A Shares | | | | | 52,669 | | | | | | 0.0 | | |
6,500 | | | AVIC Helicopter Co. Ltd. - A Shares | | | | | 43,845 | | | | | | 0.0 | | |
114,500 | | | AVIC Industry-Finance Holdings Co. Ltd. - A Shares | | | | | 59,260 | | | | | | 0.0 | | |
250,000 | | | AviChina Industry & Technology Co. Ltd. - H Shares | | | | | 142,912 | | | | | | 0.0 | | |
160,000 (1) | | | Baidu, Inc. | | | | | 3,030,911 | | | | | | 0.5 | | |
8,368 (1) | | | Baidu, Inc. ADR | | | | | 1,244,573 | | | | | | 0.2 | | |
157,100 | | | Bank of Beijing Co. Ltd. - A Shares | | | | | 106,656 | | | | | | 0.0 | | |
26,800 | | | Bank of Chengdu Co. Ltd. - A Shares | | | | | 66,503 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
241,100 | | | Bank of China Ltd. - A Shares | | | | $ | 117,483 | | | | | | 0.0 | | |
8,082,000 | | | Bank of China Ltd. - H Shares | | | | | 3,229,336 | | | | | | 0.5 | | |
240,600 | | | Bank of Communications Co. Ltd. - A Shares | | | | | 179,162 | | | | | | 0.0 | | |
886,000 | | | Bank of Communications Co., Ltd. - H Shares | | | | | 614,131 | | | | | | 0.1 | | |
42,226 | | | Bank of Hangzhou Co. Ltd. - A Shares | | | | | 94,621 | | | | | | 0.0 | | |
107,070 | | | Bank of Jiangsu Co. Ltd. - A Shares | | | | | 114,053 | | | | | | 0.0 | | |
70,157 | | | Bank of Nanjing Co. Ltd. - A Shares | | | | | 109,362 | | | | | | 0.0 | | |
42,900 | | | Bank of Ningbo Co. Ltd. - A Shares | | | | | 229,989 | | | | | | 0.1 | | |
106,100 | | | Bank of Shanghai Co. Ltd. - A Shares | | | | | 103,928 | | | | | | 0.0 | | |
143,900 | | | Baoshan Iron & Steel Co. Ltd. - A Shares | | | | | 129,580 | | | | | | 0.0 | | |
4,791 (1)(3) | | | BeiGene Ltd. ADR | | | | | 775,423 | | | | | | 0.1 | | |
198,000 (1) | | | Beijing Capital International Airport Co., Ltd. - H Shares | | | | | 135,115 | | | | | | 0.0 | | |
3,800 | | | Beijing Easpring Material Technology Co. Ltd. - A Shares | | | | | 51,514 | | | | | | 0.0 | | |
30,400 | | | Beijing Enlight Media Co. Ltd. - A Shares | | | | | 43,081 | | | | | | 0.0 | | |
53,000 | | | Beijing Enterprises Holdings Ltd. | | | | | 188,439 | | | | | | 0.0 | | |
412,000 | | | Beijing Enterprises Water Group Ltd. | | | | | 124,300 | | | | | | 0.0 | | |
2,809 | | | Beijing Kingsoft Office Software, Inc. - A Shares | | | | | 82,884 | | | | | | 0.0 | | |
11,300 | | | Beijing New Building Materials PLC - A Shares | | | | | 58,582 | | | | | | 0.0 | | |
400 | | | Beijing Roborock Technology Co. Ltd. - A Shares | | | | | 36,946 | | | | | | 0.0 | | |
10,980 | | | Beijing Tiantan Biological Products Corp. Ltd. - A Shares | | | | | 39,963 | | | | | | 0.0 | | |
3,595 | | | Beijing Wantai Biological Pharmacy Enterprise Co. Ltd. - A Shares | | | | | 83,446 | | | | | | 0.0 | | |
261,100 | | | Beijing-Shanghai High Speed Railway Co. Ltd. - A Shares | | | | | 196,035 | | | | | | 0.0 | | |
18,780 (1) | | | Bilibili, Inc. | | | | | 481,447 | | | | | | 0.1 | | |
266,800 | | | BOE Technology Group Co. Ltd. - A Shares | | | | | 157,177 | | | | | | 0.0 | | |
Voya Emerging Markets | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
334,000 (3) | | | Bosideng International Holdings Ltd. | | | | $ | 207,504 | | | | | | 0.0 | | |
308,000 (1)(4) | | | Brilliance China Automotive Holdings Ltd. | | | | | 140,914 | | | | | | 0.0 | | |
11,700 | | | BYD Co. Ltd. - A Shares | | | | | 584,606 | | | | | | 0.1 | | |
83,500 | | | Byd Co., Ltd. - H Shares | | | | | 3,365,843 | | | | | | 0.5 | | |
69,000 | | | BYD Electronic International Co. Ltd. | | | | | 218,375 | | | | | | 0.0 | | |
12,000 | | | By-health Co. Ltd. - A Shares | | | | | 38,872 | | | | | | 0.0 | | |
40,820 | | | Caitong Securities Co. Ltd. - A Shares | | | | | 48,129 | | | | | | 0.0 | | |
10,200 (1)(2)(3) | | | CanSino Biologics, Inc. - H Shares | | | | | 104,672 | | | | | | 0.0 | | |
1,078,000 (2) | | | CGN Power Co. Ltd. - H Shares | | | | | 261,134 | | | | | | 0.1 | | |
2,800 | | | Changchun High & New Technology Industry Group, Inc. - A Shares | | | | | 97,873 | | | | | | 0.0 | | |
59,300 | | | Changjiang Securities Co. Ltd. - A Shares | | | | | 52,666 | | | | | | 0.0 | | |
2,100 | | | Changzhou Xingyu Automotive Lighting Systems Co. Ltd. - A Shares | | | | | 53,722 | | | | | | 0.0 | | |
15,600 | | | Chaozhou Three-Circle Group Co. Ltd. - A Shares | | | | | 70,250 | | | | | | 0.0 | | |
6,500 | | | Chengxin Lithium Group Co. Ltd. - A Shares | | | | | 58,825 | | | | | | 0.0 | | |
19,400 (1) | | | Chifeng Jilong Gold Mining Co. Ltd. - A Shares | | | | | 45,802 | | | | | | 0.0 | | |
20,400 | | | China Baoan Group Co. Ltd. - A Shares | | | | | 41,187 | | | | | | 0.0 | | |
927,000 | | | China Cinda Asset Management Co. Ltd. - H Shares | | | | | 145,464 | | | | | | 0.0 | | |
911,000 | | | China CITIC Bank Corp. Ltd. - H Shares | | | | | 408,050 | | | | | | 0.1 | | |
215,000 | | | China Coal Energy Co. - H Shares | | | | | 181,676 | | | | | | 0.0 | | |
252,000 | | | China Communications Services Corp., Ltd. - H Shares | | | | | 110,853 | | | | | | 0.0 | | |
169,000 | | | China Conch Venture Holdings Ltd. | | | | | 368,618 | | | | | | 0.1 | | |
9,787,000 | | | China Construction Bank - H Shares | | | | | 6,598,899 | | | | | | 1.0 | | |
81,300 | | | China Construction Bank Corp. - A Shares | | | | | 73,667 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
35,700 | | | China CSSC Holdings Ltd. - A Shares | | | | $ | 101,298 | | | | | | 0.0 | | |
58,100 (1) | | | China Eastern Airlines Corp. Ltd. - A Shares | | | | | 47,744 | | | | | | 0.0 | | |
279,400 (1) | | | China Energy Engineering Corp. Ltd. | | | | | 98,976 | | | | | | 0.0 | | |
291,300 | | | China Everbright Bank Co. Ltd. - A Shares | | | | | 131,133 | | | | | | 0.0 | | |
278,000 | | | China Everbright Bank Co. Ltd. - H Shares | | | | | 90,099 | | | | | | 0.0 | | |
380,000 | | | China Everbright Environment Group Ltd. | | | | | 224,701 | | | | | | 0.1 | | |
420,000 | | | China Evergrande Group | | �� | | | 55,440 | | | | | | 0.0 | | |
364,000 (2) | | | China Feihe Ltd. | | | | | 419,125 | | | | | | 0.1 | | |
408,000 | | | China Galaxy Securities Co. Ltd. - H Shares | | | | | 236,033 | | | | | | 0.1 | | |
311,000 | | | China Gas Holdings Ltd. | | | | | 481,466 | | | | | | 0.1 | | |
30,100 | | | China Greatwall Technology Group Co. Ltd. - A Shares | | | | | 48,766 | | | | | | 0.0 | | |
234,000 (3) | | | China Hongqiao Group Ltd. | | | | | 263,611 | | | | | | 0.1 | | |
8,100 | | | China International Capital Corp. Ltd. - A Shares | | | | | 54,001 | | | | | | 0.0 | | |
154,000 (2) | | | China International Capital Corp. Ltd. - H Shares | | | | | 328,826 | | | | | | 0.1 | | |
594,000 | | | China Jinmao Holdings Group Ltd. | | | | | 160,100 | | | | | | 0.0 | | |
29,603 | | | China Jushi Co. Ltd. - A Shares | | | | | 77,063 | | | | | | 0.0 | | |
113,000 | | | China Lesso Group Holdings Ltd. | | | | | 171,047 | | | | | | 0.0 | | |
21,900 | | | China Life Insurance Co. Ltd. - A Shares | | | | | 101,900 | | | | | | 0.0 | | |
751,000 | | | China Life Insurance Co., Ltd. - H Shares | | | | | 1,311,053 | | | | | | 0.2 | | |
43,000 (1)(2) | | | China Literature Ltd. | | | | | 208,289 | | | | | | 0.0 | | |
340,000 | | | China Longyuan Power Group Corp. Ltd. - H Shares | | | | | 658,909 | | | | | | 0.1 | | |
140,000 | | | China Medical System Holdings Ltd. | | | | | 218,262 | | | | | | 0.0 | | |
60,000 | | | China Meidong Auto Holdings Ltd. | | | | | 190,662 | | | | | | 0.0 | | |
323,000 | | | China Mengniu Dairy Co., Ltd. | | | | | 1,619,249 | | | | | | 0.3 | | |
129,600 | | | China Merchants Bank Co. Ltd. - A Shares | | | | | 819,596 | | | | | | 0.1 | | |
Voya Emerging Markets | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
395,380 | | | China Merchants Bank Co., Ltd. - H Shares | | | | $ | 2,670,565 | | | | | | 0.4 | | |
136,428 | | | China Merchants Port Holdings Co. Ltd. | | | | | 232,361 | | | | | | 0.1 | | |
54,970 | | | China Merchants Securities Co. Ltd. - A Shares | | | | | 118,538 | | | | | | 0.0 | | |
53,600 | | | China Merchants Shekou Industrial Zone Holdings Co. Ltd. - A Shares | | | | | 107,732 | | | | | | 0.0 | | |
8,200 | | | China Minmetals Rare Earth Co. Ltd. - A Shares | | | | | 38,415 | | | | | | 0.0 | | |
231,480 | | | China Minsheng Banking Corp. Ltd. - A Shares | | | | | 128,722 | | | | | | 0.0 | | |
625,600 | | | China Minsheng Banking Corp. Ltd. - H Shares | | | | | 223,345 | | | | | | 0.1 | | |
109,000 | | | China Molybdenum Co. Ltd. - A Shares | | | | | 93,277 | | | | | | 0.0 | | |
406,000 | | | China National Building Material Co., Ltd. - H Shares | | | | | 434,892 | | | | | | 0.1 | | |
42,400 | | | China National Chemical Engineering Co. Ltd. - A Shares | | | | | 59,739 | | | | | | 0.0 | | |
116,300 | | | China National Nuclear Power Co. Ltd. - A Shares | | | | | 119,406 | | | | | | 0.0 | | |
23,900 | | | China Northern Rare Earth Group High-Tech Co. Ltd. - A Shares | | | | | 125,924 | | | | | | 0.0 | | |
184,000 | | | China Oilfield Services Ltd. - H Shares | | | | | 179,668 | | | | | | 0.0 | | |
392,500 | | | China Overseas Land & Investment Ltd. | | | | | 1,248,529 | | | | | | 0.2 | | |
135,000 | | | China Overseas Property Holdings Ltd. | | | | | 145,520 | | | | | | 0.0 | | |
48,803 | | | China Pacific Insurance Group Co. Ltd. - A Shares | | | | | 172,017 | | | | | | 0.0 | | |
262,600 | | | China Pacific Insurance Group Co., Ltd. - H Shares | | | | | 644,948 | | | | | | 0.1 | | |
248,652 | | | China Petroleum & Chemical Corp. - A Shares | | | | | 151,418 | | | | | | 0.0 | | |
2,547,600 | | | China Petroleum & Chemical Corp. - H Shares | | | | | 1,147,948 | | | | | | 0.2 | | |
557,000 | | | China Power International Development Ltd. - H Shares | | | | | 353,931 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
154,300 | | | China Railway Group Ltd. - A Shares | | | | $ | 141,686 | | | | | | 0.0 | | |
410,000 | | | China Railway Group Ltd. - H Shares | | | | | 253,806 | | | | | | 0.1 | | |
166,000 | | | China Resources Beer Holdings Co Ltd. | | | | | 1,240,514 | | | | | | 0.2 | | |
280,000 | | | China Resources Cement Holdings Ltd. - H Shares | | | | | 188,642 | | | | | | 0.0 | | |
94,600 | | | China Resources Gas Group Ltd. | | | | | 440,970 | | | | | | 0.1 | | |
328,444 | | | China Resources Land Ltd. | | | | | 1,540,169 | | | | | | 0.2 | | |
8,900 | | | China Resources Microelectronics Ltd. - A Shares | | | | | 78,833 | | | | | | 0.0 | | |
70,200 (2) | | | China Resources Mixc Lifestyle Services Ltd. | | | | | 348,746 | | | | | | 0.1 | | |
198,000 | | | China Resources Power Holdings Co. | | | | | 408,980 | | | | | | 0.1 | | |
7,800 | | | China Resources Sanjiu Medical & Pharmaceutical Co. Ltd. - A Shares | | | | | 52,508 | | | | | | 0.0 | | |
472,000 (1) | | | China Ruyi Holdings Ltd. | | | | | 173,417 | | | | | | 0.0 | | |
43,070 | | | China Shenhua Energy Co. Ltd. - A Shares | | | | | 214,112 | | | | | | 0.0 | | |
343,000 | | | China Shenhua Energy Co., Ltd. - H Shares | | | | | 983,821 | | | | | | 0.2 | | |
66,600 (1) | | | China Southern Airlines Co. Ltd. - A Shares | | | | | 72,899 | | | | | | 0.0 | | |
192,000 (1) | | | China Southern Airlines Co., Ltd. - H Shares | | | | | 111,327 | | | | | | 0.0 | | |
281,540 | | | China State Construction Engineering Corp. Ltd. - A Shares | | | | | 223,753 | | | | | | 0.1 | | |
212,000 | | | China State Construction International Holdings Ltd. | | | | | 234,610 | | | | | | 0.1 | | |
181,000 | | | China Suntien Green Energy Corp. Ltd. - H Shares | | | | | 92,197 | | | | | | 0.0 | | |
153,028 | | | China Taiping Insurance Holdings Co., Ltd. | | | | | 189,016 | | | | | | 0.0 | | |
183,800 | | | China Three Gorges Renewables Group Co. Ltd. - A Shares | | | | | 172,901 | | | | | | 0.0 | | |
12,212 | | | China Tourism Group Duty Free Corp. Ltd. - A Shares | | | | | 425,744 | | | | | | 0.1 | | |
4,506,000 (2) | | | China Tower Corp. Ltd. - H Shares | | | | | 580,607 | | | | | | 0.1 | | |
Voya Emerging Markets | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
292,000 | | | China Traditional Chinese Medicine Holdings Co. Ltd. | | | | $ | 181,307 | | | | | | 0.0 | | |
232,200 | | | China United Network Communications Ltd. - A Shares | | | | | 120,136 | | | | | | 0.0 | | |
70,500 | | | China Vanke Co. Ltd. - A Shares | | | | | 215,946 | | | | | | 0.0 | | |
164,700 | | | China Vanke Co. Ltd. - H Shares | | | | | 414,678 | | | | | | 0.1 | | |
142,000 | | | China Yangtze Power Co. Ltd. - A Shares | | | | | 490,754 | | | | | | 0.1 | | |
3,400 | | | China Zhenhua Group Science & Technology Co. Ltd. - A Shares | | | | | 69,245 | | | | | | 0.0 | | |
284,000 | | | Chinasoft International Ltd. | | | | | 291,462 | | | | | | 0.1 | | |
3,300 | | | Chongqing Brewery Co. Ltd. - A Shares | | | | | 72,374 | | | | | | 0.0 | | |
71,760 | | | Chongqing Changan Automobile Co. Ltd. - A Shares | | | | | 186,174 | | | | | | 0.0 | | |
10,200 | | | Chongqing Zhifei Biological Products Co. Ltd. - A Shares | | | | | 169,402 | | | | | | 0.0 | | |
82,000 | | | CIFI Ever Sunshine Services Group Ltd. | | | | | 105,117 | | | | | | 0.0 | | |
422,104 | | | CIFI Holdings Group Co. Ltd. | | | | | 212,774 | | | | | | 0.0 | | |
592,000 | | | CITIC Ltd. | | | | | 603,495 | | | | | | 0.1 | | |
86,360 | | | CITIC Securities Co. Ltd. - A Shares | | | | | 280,406 | | | | | | 0.1 | | |
204,825 | | | CITIC Securities Co. Ltd. - H Shares | | | | | 459,132 | | | | | | 0.1 | | |
363,000 | | | CMOC Group Ltd. - H Shares | | | | | 202,702 | | | | | | 0.0 | | |
2,200 | | | CNGR Advanced Material Co. Ltd. - A Shares | | | | | 40,844 | | | | | | 0.0 | | |
14,400 | | | Contemporary Amperex Technology Co. Ltd. - A Shares | | | | | 1,153,619 | | | | | | 0.2 | | |
85,760 | | | COSCO SHIPPING Holdings Co. Ltd. - A Shares | | | | | 178,579 | | | | | | 0.0 | | |
315,650 | | | COSCO Shipping Holdings Co., Ltd. - H Shares | | | | | 443,060 | | | | | | 0.1 | | |
188,000 | | | COSCO Shipping Ports, Ltd. | | | | | 132,952 | | | | | | 0.0 | | |
827,133 | | | Country Garden Holdings Co. Ltd. | | | | | 516,199 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
206,000 | | | Country Garden Services Holdings Co. Ltd. - H Shares | | | | $ | 924,501 | | | | | | 0.2 | | |
123,600 | | | CRRC Corp. Ltd. - A Shares | | | | | 96,157 | | | | | | 0.0 | | |
494,000 | | | CRRC Corp. Ltd. - H Shares | | | | | 184,130 | | | | | | 0.0 | | |
29,100 | | | CSC Financial Co. Ltd. - A Shares | | | | | 126,066 | | | | | | 0.0 | | |
917,360 | | | CSPC Pharmaceutical Group Ltd. | | | | | 916,924 | | | | | | 0.2 | | |
214,000 (2) | | | Dali Foods Group Co. Ltd. | | | | | 113,821 | | | | | | 0.0 | | |
108,700 | | | Daqin Railway Co. Ltd. - A Shares | | | | | 107,050 | | | | | | 0.0 | | |
5,998 (1) | | | Daqo New Energy Corp. ADR | | | | | 428,137 | | | | | | 0.1 | | |
8,032 | | | DaShenLin Pharmaceutical Group Co. Ltd. - A Shares | | | | | 37,552 | | | | | | 0.0 | | |
24,300 | | | Dongfang Electric Corp. Ltd. - A Shares | | | | | 59,881 | | | | | | 0.0 | | |
288,000 | | | Dongfeng Motor Group Co., Ltd. - H Shares | | | | | 219,254 | | | | | | 0.0 | | |
151,000 | | | Dongyue Group Ltd. | | | | | 189,425 | | | | | | 0.0 | | |
84,436 | | | East Money Information Co. Ltd. - A Shares | | | | | 321,600 | | | | | | 0.1 | | |
2,800 | | | Ecovacs Robotics Co. Ltd. - A Shares | | | | | 51,126 | | | | | | 0.0 | | |
80,800 | | | ENN Energy Holdings Ltd. | | | | | 1,335,521 | | | | | | 0.2 | | |
12,045 | | | Eve Energy Co. Ltd. - A Shares | | | | | 176,450 | | | | | | 0.0 | | |
30,600 | | | Everbright Securities Co. Ltd. - A Shares | | | | | 72,173 | | | | | | 0.0 | | |
36,100 (1) | | | Fangda Carbon New Material Co. Ltd. - A Shares | | | | | 41,012 | | | | | | 0.0 | | |
164,000 | | | Far East Horizon Ltd. | | | | | 137,761 | | | | | | 0.0 | | |
43,000 | | | First Capital Securities Co. Ltd. - A Shares | | | | | 41,290 | | | | | | 0.0 | | |
12,600 | | | Flat Glass Group Co. Ltd. - A Shares | | | | | 71,913 | | | | | | 0.0 | | |
39,000 | | | Flat Glass Group Co. Ltd. - H Shares | | | | | 137,294 | | | | | | 0.0 | | |
97,600 | | | Focus Media Information Technology Co. Ltd. - A Shares | | | | | 98,364 | | | | | | 0.0 | | |
24,208 | | | Foshan Haitian Flavouring & Food Co. Ltd. - A Shares | | | | | 327,655 | | | | | | 0.1 | | |
Voya Emerging Markets | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
255,968 | | | Fosun International Ltd. | | | | $ | 236,454 | | | | | | 0.1 | | |
74,600 | | | Founder Securities Co. Ltd. - A Shares | | | | | 74,911 | | | | | | 0.0 | | |
69,900 | | | Foxconn Industrial Internet Co. Ltd. - A Shares | | | | | 102,908 | | | | | | 0.0 | | |
13,900 | | | Fuyao Glass Industry Group Co. Ltd. - A Shares | | | | | 86,794 | | | | | | 0.0 | | |
61,200 (2) | | | Fuyao Glass Industry Group Co. Ltd. - H Shares | | | | | 309,607 | | | | | | 0.1 | | |
7,200 | | | Ganfeng Lithium Co. Ltd. - A Shares | | | | | 160,542 | | | | | | 0.0 | | |
36,840 (2) | | | Ganfeng Lithium Co. Ltd. - H Shares | | | | | 406,035 | | | | | | 0.1 | | |
118,400 | | | GD Power Development Co. Ltd. - A Shares | | | | | 69,287 | | | | | | 0.0 | | |
89,200 (1) | | | GDS Holdings Ltd. | | | | | 375,103 | | | | | | 0.1 | | |
613,000 | | | Geely Automobile Holdings Ltd. | | | | | 1,403,985 | | | | | | 0.2 | | |
33,100 | | | GEM Co. Ltd. - A Shares | | | | | 45,094 | | | | | | 0.0 | | |
34,900 | | | Gemdale Corp. - A Shares | | | | | 70,158 | | | | | | 0.0 | | |
118,000 (1) | | | Genscript Biotech Corp. - H Shares | | | | | 429,087 | | | | | | 0.1 | | |
37,300 | | | GF Securities Co. Ltd. - A Shares | | | | | 104,523 | | | | | | 0.0 | | |
114,400 | | | GF Securities Co. Ltd. - H Shares | | | | | 151,575 | | | | | | 0.0 | | |
5,060 | | | Gigadevice Semiconductor Beijing, Inc. - A Shares | | | | | 108,037 | | | | | | 0.0 | | |
2,700 | | | Ginlong Technologies Co. Ltd. - A Shares | | | | | 86,304 | | | | | | 0.0 | | |
22,800 | | | GoerTek, Inc. - A Shares | | | | | 114,523 | | | | | | 0.0 | | |
11,400 | | | Gotion High-tech Co. Ltd. - A Shares | | | | | 77,927 | | | | | | 0.0 | | |
16,600 | | | Great Wall Motor Co. Ltd. - A Shares | | | | | 92,016 | | | | | | 0.0 | | |
311,000 | | | Great Wall Motor Co. Ltd. - H Shares | | | | | 644,144 | | | | | | 0.1 | | |
20,100 | | | Gree Electric Appliances, Inc. of Zhuhai - A Shares | | | | | 101,487 | | | | | | 0.0 | | |
90,000 | | | Greentown China Holdings Ltd. - H Shares | | | | | 187,132 | | | | | | 0.0 | | |
150,000 | | | Greentown Service Group Co. Ltd. | | | | | 169,784 | | | | | | 0.0 | | |
11,400 | | | Guangdong Haid Group Co. Ltd. - A Shares | | | | | 102,292 | | | | | | 0.0 | | |
298,000 | | | Guangdong Investment Ltd. | | | | | 314,996 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
2,600 | | | Guangdong Kinlong Hardware Products Co. Ltd. - A Shares | | | | $ | 50,488 | | | | | | 0.0 | | |
46,200 | | | Guanghui Energy Co. Ltd. - A Shares | | | | | 72,574 | | | | | | 0.0 | | |
32,300 | | | Guangzhou Automobile Group Co. Ltd. - A Shares | | | | | 73,695 | | | | | | 0.0 | | |
301,200 | | | Guangzhou Automobile Group Co. Ltd. - H Shares | | | | | 292,206 | | | | | | 0.1 | | |
14,300 | | | Guangzhou Baiyunshan Pharmaceutical Holdings Co. Ltd. - A Shares | | | | | 67,478 | | | | | | 0.0 | | |
23,500 | | | Guangzhou Haige Communications Group, Inc. Co. - A Shares | | | | | 31,973 | | | | | | 0.0 | | |
3,200 | | | Guangzhou Kingmed Diagnostics Group Co. Ltd. - A Shares | | | | | 39,473 | | | | | | 0.0 | | |
4,500 | | | Guangzhou Shiyuan Electronic Technology Co. Ltd. - A Shares | | | | | 50,680 | | | | | | 0.0 | | |
13,140 | | | Guangzhou Tinci Materials Technology Co. Ltd. - A Shares | | | | | 122,075 | | | | | | 0.0 | | |
54,400 | | | Guosen Securities Co. Ltd. - A Shares | | | | | 77,989 | | | | | | 0.0 | | |
56,900 | | | Guotai Junan Securities Co. Ltd. - A Shares | | | | | 129,524 | | | | | | 0.0 | | |
40,040 | | | Guoyuan Securities Co. Ltd. - A Shares | | | | | 37,272 | | | | | | 0.0 | | |
114,000 (1)(2)(3) | | | Haidilao International Holding Ltd. | | | | | 266,920 | | | | | | 0.1 | | |
43,400 | | | Haier Smart Home Co. Ltd. - A Shares | | | | | 178,490 | | | | | | 0.0 | | |
230,000 | | | Haier Smart Home Co. Ltd. - H Shares | | | | | 856,050 | | | | | | 0.1 | | |
66,000 | | | Haitian International Holdings Ltd. | | | | | 168,826 | | | | | | 0.0 | | |
65,300 | | | Haitong Securities Co. Ltd. - A Shares | | | | | 95,916 | | | | | | 0.0 | | |
291,600 | | | Haitong Securities Co. Ltd. - H Shares | | | | | 214,656 | | | | | | 0.0 | | |
1,908,000 (1)(4)(5) | | | Hanergy Mobile Energy Holding Group Co Ltd. | | | | | – | | | | | | – | | |
8,000 | | | Hangzhou First Applied Material Co. Ltd. - A Shares | | | | | 78,599 | | | | | | 0.0 | | |
3,700 | | | Hangzhou Lion Electronics Co. Ltd. - A Shares | | | | | 37,390 | | | | | | 0.0 | | |
Voya Emerging Markets | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
8,200 | | | Hangzhou Robam Appliances Co. Ltd. - A Shares | | | | $ | 44,191 | | | | | | 0.0 | | |
9,100 | | | Hangzhou Silan Microelectronics Co. Ltd. - A Shares | | | | | 70,989 | | | | | | 0.0 | | |
3,100 | | | Hangzhou Tigermed Consulting Co. Ltd. - A Shares | | | | | 53,127 | | | | | | 0.0 | | |
11,600 (2) | | | Hangzhou Tigermed Consulting Co. Ltd. - H Shares | | | | | 134,531 | | | | | | 0.0 | | |
122,000 (2) | | | Hansoh Pharmaceutical Group Co. Ltd. | | | | | 247,043 | | | | | | 0.1 | | |
24,300 | | | Henan Shuanghui Investment & Development Co. Ltd. - A Shares | | | | | 106,493 | | | | | | 0.0 | | |
65,500 | | | Hengan International Group Co., Ltd. | | | | | 308,312 | | | | | | 0.1 | | |
37,020 | | | Hengli Petrochemical Co. Ltd. - A Shares | | | | | 123,226 | | | | | | 0.0 | | |
28,470 | | | Hengyi Petrochemical Co. Ltd. - A Shares | | | | | 44,766 | | | | | | 0.0 | | |
106,800 | | | Hesteel Co. Ltd. - A Shares | | | | | 36,095 | | | | | | 0.0 | | |
4,100 | | | Hithink RoyalFlush Information Network Co. Ltd. - A Shares | | | | | 59,076 | | | | | | 0.0 | | |
78,452 (3) | | | Hopson Development Holdings Ltd. | | | | | 119,588 | | | | | | 0.0 | | |
3,300 | | | Hoshine Silicon Industry Co. Ltd. - A Shares | | | | | 58,347 | | | | | | 0.0 | | |
59,000 (1)(2) | | | Hua Hong Semiconductor Ltd. | | | | | 214,162 | | | | | | 0.0 | | |
11,140 | | | Huadong Medicine Co. Ltd. - A Shares | | | | | 75,361 | | | | | | 0.0 | | |
45,900 | | | Huafon Chemical Co. Ltd. - A Shares | | | | | 57,999 | | | | | | 0.0 | | |
15,230 | | | Hualan Biological Engineering, Inc. - A Shares | | | | | 52,006 | | | | | | 0.0 | | |
64,700 | | | Huaneng Power International, Inc. - A Shares | | | | | 68,137 | | | | | | 0.0 | | |
396,000 | | | Huaneng Power International, Inc. - H Shares | | | | | 197,159 | | | | | | 0.0 | | |
52,000 | | | Huatai Securities Co. Ltd. - A Shares | | | | | 110,640 | | | | | | 0.0 | | |
156,000 (2) | | | Huatai Securities Co. Ltd. - H Shares | | | | | 232,048 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
97,800 | | | Huaxia Bank Co. Ltd. - A Shares | | | | $ | 76,204 | | | | | | 0.0 | | |
14,600 | | | Huaxin Cement Co. Ltd. - A Shares | | | | | 42,604 | | | | | | 0.0 | | |
24,300 | | | Huayu Automotive Systems Co. Ltd. - A Shares | | | | | 83,622 | | | | | | 0.0 | | |
19,859 | | | Huazhu Group Ltd. ADR | | | | | 756,628 | | | | | | 0.1 | | |
6,800 | | | Hubei Xingfa Chemicals Group Co. Ltd. - A Shares | | | | | 44,810 | | | | | | 0.0 | | |
3,300 | | | Huizhou Desay Sv Automotive Co. Ltd. - A Shares | | | | | 73,113 | | | | | | 0.0 | | |
15,100 | | | Humanwell Healthcare Group Co. Ltd. - A Shares | | | | | 36,121 | | | | | | 0.0 | | |
11,510 | | | Hundsun Technologies, Inc. - A Shares | | | | | 75,074 | | | | | | 0.0 | | |
8,882 (1) | | | Hutchmed China Ltd. ADR | | | | | 112,268 | | | | | | 0.0 | | |
34,800 (2)(3) | | | Hygeia Healthcare Holdings Co. Ltd. | | | | | 232,062 | | | | | | 0.1 | | |
17,600 | | | Iflytek Co. Ltd. - A Shares | | | | | 108,676 | | | | | | 0.0 | | |
1,127 | | | Imeik Technology Development Co. Ltd. - A Shares | | | | | 101,273 | | | | | | 0.0 | | |
5,716,000 | | | Industrial & Commercial Bank of China - H Shares | | | | | 3,410,446 | | | | | | 0.5 | | |
428,400 | | | Industrial & Commercial Bank of China Ltd. - A Shares | | | | | 305,465 | | | | | | 0.1 | | |
131,900 | | | Industrial Bank Co. Ltd. - A Shares | | | | | 393,117 | | | | | | 0.1 | | |
45,400 | | | Industrial Securities Co. Ltd. - A Shares - A Shares | | | | | 47,943 | | | | | | 0.0 | | |
4,000 | | | Ingenic Semiconductor Co. Ltd. - A Shares | | | | | 63,773 | | | | | | 0.0 | | |
303,500 | | | Inner Mongolia BaoTou Steel Union Co. Ltd. - A Shares | | | | | 106,728 | | | | | | 0.0 | | |
72,100 | | | Inner Mongolia Junzheng Energy & Chemical Industry Group Co. Ltd. - A Shares | | | | | 52,612 | | | | | | 0.0 | | |
42,200 | | | Inner Mongolia Yili Industrial Group Co. Ltd. - A Shares - XSSC | | | | | 245,837 | | | | | | 0.1 | | |
117,100 (1) | | | Inner Mongolia Yitai Coal Co. - A Shares | | | | | 191,915 | | | | | | 0.0 | | |
Voya Emerging Markets | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
34,800 | | | Inner Mongolia Yuan Xing Energy Co. Ltd. - A Shares | | | | $ | 54,793 | | | | | | 0.0 | | |
105,000 (1)(2) | | | Innovent Biologics, Inc. | | | | | 469,777 | | | | | | 0.1 | | |
14,268 | | | Inspur Electronic Information Industry Co. Ltd. - A Shares | | | | | 56,591 | | | | | | 0.0 | | |
35,241 (1) | | | iQIYI, Inc. ADR | | | | | 148,012 | | | | | | 0.0 | | |
14,260 | | | JA Solar Technology Co. Ltd. - A Shares | | | | | 168,464 | | | | | | 0.0 | | |
5,380 | | | Jafron Biomedical Co. Ltd. - A Shares | | | | | 40,965 | | | | | | 0.0 | | |
5,590 | | | Jason Furniture Hangzhou Co. Ltd. - A Shares | | | | | 47,359 | | | | | | 0.0 | | |
13,800 | | | JCET Group Co. Ltd. - A Shares | | | | | 55,813 | | | | | | 0.0 | | |
114,300 (1)(2) | | | JD Health International, Inc. - H Shares | | | | | 904,790 | | | | | | 0.1 | | |
204,659 | | | JD.com, Inc. - Class A | | | | | 6,594,735 | | | | | | 1.0 | | |
29,100 | | | Jiangsu Eastern Shenghong Co. Ltd. - A Shares | | | | | 73,811 | | | | | | 0.0 | | |
128,000 | | | Jiangsu Expressway Co. Ltd. - H Shares | | | | | 129,127 | | | | | | 0.0 | | |
8,320 | | | Jiangsu Hengli Hydraulic Co. Ltd. - A Shares | | | | | 76,807 | | | | | | 0.0 | | |
41,877 | | | Jiangsu Hengrui Medicine Co. Ltd. - A Shares | | | | | 232,427 | | | | | | 0.1 | | |
7,700 | | | Jiangsu King’s Luck Brewery JSC Ltd. - A Shares | | | | | 58,746 | | | | | | 0.0 | | |
9,576 | | | Jiangsu Yanghe Brewery Joint-Stock Co. Ltd. - A Shares | | | | | 262,615 | | | | | | 0.1 | | |
11,000 | | | Jiangsu Yuyue Medical Equipment & Supply Co. Ltd. - A Shares | | | | | 42,185 | | | | | | 0.0 | | |
22,500 | | | Jiangsu Zhongtian Technology Co. Ltd. - A Shares | | | | | 77,921 | | | | | | 0.0 | | |
134,000 | | | Jiangxi Copper Co., Ltd. - H Shares | | | | | 183,239 | | | | | | 0.0 | | |
10,100 (1) | | | Jiangxi Special Electric Motor Co. Ltd. - A Shares | | | | | 37,886 | | | | | | 0.0 | | |
153,000 (2) | | | Jinxin Fertility Group Ltd. | | | | | 141,109 | | | | | | 0.0 | | |
2,300 | | | JiuGui Liquor Co. Ltd. - A Shares | | | | | 63,965 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
75,000 (2)(3) | | | Jiumaojiu International Holdings Ltd. | | | | $ | 199,768 | | | | | | 0.0 | | |
2,400 | | | Joinn Laboratories China Co. Ltd. - A Shares | | | | | 40,878 | | | | | | 0.0 | | |
5,730 | | | JOYY, Inc. ADR | | | | | 171,098 | | | | | | 0.0 | | |
5,200 | | | Juewei Food Co. Ltd. - A Shares | | | | | 44,984 | | | | | | 0.0 | | |
8,677 (1) | | | Kanzhun Ltd. ADR | | | | | 228,032 | | | | | | 0.0 | | |
31,970 (1) | | | KE Holdings, Inc. ADR | | | | | 573,861 | | | | | | 0.1 | | |
68,000 | | | Kingboard Holdings Ltd. | | | | | 257,873 | | | | | | 0.1 | | |
95,000 | | | Kingboard Laminates Holdings Ltd. | | | | | 117,391 | | | | | | 0.0 | | |
266,000 (1) | | | Kingdee International Software Group Co., Ltd. | | | | | 626,699 | | | | | | 0.1 | | |
98,200 | | | Kingsoft Corp. Ltd. | | | | | 383,705 | | | | | | 0.1 | | |
178,300 (1)(2) | | | Kuaishou Technology | | | | | 2,003,856 | | | | | | 0.3 | | |
18,400 (1) | | | Kuang-Chi Technologies Co. Ltd. - A Shares | | | | | 47,588 | | | | | | 0.0 | | |
400,000 | | | Kunlun Energy Co. Ltd. | | | | | 328,020 | | | | | | 0.1 | | |
7,700 | | | Kweichow Moutai Co. Ltd. - A Shares (Nth SSE-SEHK) | | | | | 2,355,064 | | | | | | 0.4 | | |
21,300 | | | LB Group Co. Ltd. - A Shares | | | | | 63,914 | | | | | | 0.0 | | |
4,782 (1) | | | Legend Biotech Corp. ADR | | | | | 263,010 | | | | | | 0.1 | | |
740,000 | | | Lenovo Group Ltd. | | | | | 695,384 | | | | | | 0.1 | | |
34,800 | | | Lens Technology Co. Ltd. - A Shares | | | | | 57,780 | | | | | | 0.0 | | |
17,800 | | | Lepu Medical Technology Beijing Co. Ltd. - A Shares | | | | | 49,440 | | | | | | 0.0 | | |
55,815 (1) | | | Li Auto, Inc. ADR | | | | | 2,138,273 | | | | | | 0.3 | | |
240,500 | | | Li Ning Co. Ltd. | | | | | 2,239,318 | | | | | | 0.3 | | |
63,400 (1) | | | Lingyi iTech Guangdong Co. - A Shres - A Shares | | | | | 47,647 | | | | | | 0.0 | | |
171,000 (4) | | | Logan Group Co. Ltd. | | | | | 42,757 | | | | | | 0.0 | | |
186,500 (2) | | | Longfor Group Holdings Ltd. | | | | | 887,021 | | | | | | 0.1 | | |
47,144 | | | LONGi Green Energy Technology Co. Ltd. - A Shares | | | | | 471,519 | | | | | | 0.1 | | |
85,930 | | | Lufax Holding Ltd. ADR | | | | | 515,580 | | | | | | 0.1 | | |
45,266 | | | Luxshare Precision Industry Co. Ltd. - A Shares | | | | | 228,925 | | | | | | 0.1 | | |
9,200 | | | Luzhou Laojiao Co. Ltd. - A Shares | | | | | 339,568 | | | | | | 0.1 | | |
Voya Emerging Markets | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
14,290 | | | Mango Excellent Media Co. Ltd. - A Shares | | | | $ | 71,506 | | | | | | 0.0 | | |
3,136 | | | Maxscend Microelectronics Co. Ltd. - A Shares | | | | | 63,431 | | | | | | 0.0 | | |
417,800 (1)(2) | | | Meituan Class B | | | | | 10,425,902 | | | | | | 1.5 | | |
135,800 | | | Metallurgical Corp. of China Ltd. - A Shares | | | | | 71,002 | | | | | | 0.0 | | |
64,800 (1)(3) | | | Microport Scientific Corp. | | | | | 188,179 | | | | | | 0.0 | | |
15,600 | | | Ming Yang Smart Energy Group Ltd. - A Shares | | | | | 79,065 | | | | | | 0.0 | | |
68,000 | | | Ming Yuan Cloud Group Holdings Ltd. | | | | | 109,614 | | | | | | 0.0 | | |
78,000 | | | Minth Group Ltd. | | | | | 213,711 | | | | | | 0.0 | | |
312,000 (1) | | | MMG Ltd. | | | | | 115,844 | | | | | | 0.0 | | |
6,740 | | | Montage Technology Co. Ltd. - A Shares | | | | | 61,062 | | | | | | 0.0 | | |
33,112 | | | Muyuan Foods Co. Ltd. - A Shares | | | | | 274,153 | | | | | | 0.1 | | |
8,788 | | | Nanjing King-Friend Biochemical Pharmaceutical Co. Ltd. - A Shares | | | | | 37,057 | | | | | | 0.0 | | |
43,484 | | | NARI Technology Co. Ltd. - A Shares | | | | | 175,956 | | | | | | 0.0 | | |
17,400 (1) | | | National Silicon Industry Group Co. Ltd. - A Shares | | | | | 59,925 | | | | | | 0.0 | | |
3,300 | | | NAURA Technology Group Co. Ltd. - A Shares | | | | | 137,174 | | | | | | 0.0 | | |
211,700 | | | NetEase, Inc. | | | | | 3,988,323 | | | | | | 0.6 | | |
14,600 | | | New China Life Insurance Co. Ltd. - A Shares | | | | | 70,378 | | | | | | 0.0 | | |
90,500 | | | New China Life Insurance Co. Ltd. - H Shares | | | | | 254,690 | | | | | | 0.1 | | |
28,500 (1) | | | New Hope Liuhe Co. Ltd. - A Shares | | | | | 65,278 | | | | | | 0.0 | | |
156,200 (1) | | | New Oriental Education & Technology Group, Inc. | | | | | 317,864 | | | | | | 0.1 | | |
172,000 | | | Nine Dragons Paper Holdings Ltd. | | | | | 145,826 | | | | | | 0.0 | | |
10,500 | | | Ninestar Corp. - A Shares | | | | | 79,622 | | | | | | 0.0 | | |
1,200 | | | Ningbo Deye Technology Co. Ltd. - A Shares | | | | | 50,367 | | | | | | 0.0 | | |
4,800 | | | Ningbo Orient Wires & Cables Co. Ltd. - A Shares | | | | | 54,957 | | | | | | 0.0 | | |
2,904 | | | Ningbo Ronbay New Energy Technology Co. Ltd. - A Shares | | | | | 56,611 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
16,893 | | | Ningbo Shanshan Co. Ltd. - A Shares | | | | $ | 75,122 | | | | | | 0.0 | | |
6,900 | | | Ningbo Tuopu Group Co. Ltd. - A Shares | | | | | 70,775 | | | | | | 0.0 | | |
38,700 | | | Ningxia Baofeng Energy Group Co. Ltd. - A Shares | | | | | 84,716 | | | | | | 0.0 | | |
134,085 (1) | | | NIO, Inc. ADR | | | | | 2,912,326 | | | | | | 0.4 | | |
179,400 (2) | | | Nongfu Spring Co. Ltd. - H Shares | | | | | 1,035,236 | | | | | | 0.2 | | |
61,300 | | | Offshore Oil Engineering Co. Ltd. - A Shares | | | | | 37,952 | | | | | | 0.0 | | |
3,520 | | | Oppein Home Group, Inc. - A Shares | | | | | 79,311 | | | | | | 0.0 | | |
13,500 | | | Orient Overseas International Ltd. | | | | | 359,686 | | | | | | 0.1 | | |
53,120 | | | Orient Securities Co. Ltd./China - A Shares | | | | | 81,268 | | | | | | 0.0 | | |
6,380 | | | Ovctek China, Inc. - A Shares | | | | | 54,637 | | | | | | 0.0 | | |
953,000 | | | Peoples Insurance Co. Group of China Ltd. - H Shares | | | | | 291,794 | | | | | | 0.1 | | |
157,100 | | | PetroChina Co. Ltd. - A Shares | | | | | 123,848 | | | | | | 0.0 | | |
2,120,000 | | | PetroChina Co., Ltd. - H Shares | | | | | 994,293 | | | | | | 0.2 | | |
7,050 | | | Pharmaron Beijing Co. Ltd. - A Shares | | | | | 100,340 | | | | | | 0.0 | | |
22,050 (2) | | | Pharmaron Beijing Co. Ltd. - H Shares | | | | | 221,479 | | | | | | 0.0 | | |
709,244 | | | PICC Property & Casualty Co., Ltd. - H Shares | | | | | 739,604 | | | | | | 0.1 | | |
44,756 (1) | | | Pinduoduo, Inc. ADR | | | | | 2,765,921 | | | | | | 0.4 | | |
124,600 | | | Ping An Bank Co. Ltd. - A Shares | | | | | 279,624 | | | | | | 0.1 | | |
55,100 (1)(2) | | | Ping An Healthcare and Technology Co. Ltd. | | | | | 163,935 | | | | | | 0.0 | | |
73,100 | | | Ping An Insurance Group Co. of China Ltd. - A Shares | | | | | 511,236 | | | | | | 0.1 | | |
641,500 | | | Ping An Insurance Group Co. of China Ltd. - H Shares | | | | | 4,415,602 | | | | | | 0.7 | | |
21,100 | | | Pingdingshan Tianan Coal Mining Co. Ltd. - A Shares | | | | | 42,835 | | | | | | 0.0 | | |
76,100 | | | Poly Developments and Holdings Group Co. Ltd. - A Shares | | | | | 198,764 | | | | | | 0.0 | | |
Voya Emerging Markets | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
57,600 (2) | | | Pop Mart International Group Ltd. | | | | $ | 279,478 | | | | | | 0.1 | | |
181,700 | | | Postal Savings Bank of China Co. Ltd. - A Shares | | | | | 146,582 | | | | | | 0.0 | | |
802,000 (2) | | | Postal Savings Bank of China Co. Ltd. - H Shares | | | | | 639,129 | | | | | | 0.1 | | |
99,000 | | | Power Construction Corp. of China Ltd. - A Shares | | | | | 116,585 | | | | | | 0.0 | | |
1,300 | | | Proya Cosmetics Co. Ltd. - A Shares | | | | | 32,088 | | | | | | 0.0 | | |
48,638 (1) | | | RLX Technology, Inc. ADR | | | | | 103,599 | | | | | | 0.0 | | |
65,350 | | | Rongsheng Petrochemical Co. Ltd. - A Shares | | | | | 150,521 | | | | | | 0.0 | | |
53,400 | | | SAIC Motor Corp. Ltd. - A Shares | | | | | 142,383 | | | | | | 0.0 | | |
3,100 | | | Sangfor Technologies, Inc. - A Shares | | | | | 48,173 | | | | | | 0.0 | | |
116,000 | | | Sany Heavy Equipment International Holdings Co. Ltd. | | | | | 122,608 | | | | | | 0.0 | | |
55,700 | | | Sany Heavy Industry Co. Ltd. - A Shares | | | | | 158,955 | | | | | | 0.0 | | |
17,825 | | | Satellite Chemical Co. Ltd. - A Shares | | | | | 68,937 | | | | | | 0.0 | | |
47,200 | | | SDIC Power Holdings Co. Ltd. - A Shares | | | | | 74,067 | | | | | | 0.0 | | |
201,333 (1) | | | Seazen Group Ltd. | | | | | 99,783 | | | | | | 0.0 | | |
16,700 | | | Seazen Holdings Co. Ltd. - A Shares | | | | | 63,512 | | | | | | 0.0 | | |
30,900 | | | SF Holding Co. Ltd. - A Shares | | | | | 258,074 | | | | | | 0.1 | | |
2,700 | | | SG Micro Corp. - A Shares | | | | | 73,710 | | | | | | 0.0 | | |
62,700 | | | Shaanxi Coal Industry Co. Ltd. - A Shares | | | | | 198,376 | | | | | | 0.0 | | |
20,964 | | | Shandong Gold Mining Co. Ltd. - A Shares | | | | | 57,718 | | | | | | 0.0 | | |
83,000 (2) | | | Shandong Gold Mining Co. Ltd. - H Shares | | | | | 144,129 | | | | | | 0.0 | | |
17,410 | | | Shandong Hualu Hengsheng Chemical Co. Ltd. - A Shares | | | | | 76,080 | | | | | | 0.0 | | |
11,200 | | | Shandong Linglong Tyre Co. Ltd. - A Shares | | | | | 42,507 | | | | | | 0.0 | | |
88,030 | | | Shandong Nanshan Aluminum Co. Ltd. - A Shares | | | | | 48,597 | | | | | | 0.0 | | |
255,200 | | | Shandong Weigao Group Medical Polymer Co., Ltd. - H Shares | | | | | 298,053 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
8,028 | | | Shanghai Bairun Investment Holding Group Co. Ltd. - A Shares | | | | $ | 36,084 | | | | | | 0.0 | | |
9,190 | | | Shanghai Baosight Software Co. Ltd. - A Shares | | | | | 75,190 | | | | | | 0.0 | | |
41,600 (1) | | | Shanghai Baosight Software Co., Ltd. - Class B | | | | | 175,758 | | | | | | 0.0 | | |
88,800 | | | Shanghai Construction Group Co. Ltd. - A Shares | | | | | 40,188 | | | | | | 0.0 | | |
97,400 | | | Shanghai Electric Group Co. Ltd. - A Shares | | | | | 59,889 | | | | | | 0.0 | | |
11,200 | | | Shanghai Fosun Pharmaceutical Group Co. Ltd. - A Shares | | | | | 73,773 | | | | | | 0.0 | | |
52,500 | | | Shanghai Fosun Pharmaceutical Group Co. Ltd. - H Shares | | | | | 195,290 | | | | | | 0.0 | | |
8,000 (1) | | | Shanghai International Airport Co. Ltd. - A Shares | | | | | 67,922 | | | | | | 0.0 | | |
71,200 | | | Shanghai International Port Group Co. Ltd. - A Shares | | | | | 62,127 | | | | | | 0.0 | | |
5,700 | | | Shanghai Jinjiang International Hotels Co. Ltd. - A Shares | | | | | 53,683 | | | | | | 0.0 | | |
4,800 (1) | | | Shanghai Junshi Biosciences Co. Ltd. - A Shares | | | | | 54,021 | | | | | | 0.0 | | |
139,033 (1) | | | Shanghai Lujiazui Finance & Trade Zone Development Co., Ltd. - B Shares | | | | | 122,318 | | | | | | 0.0 | | |
5,800 | | | Shanghai M&G Stationery, Inc. - A Shares | | | | | 48,658 | | | | | | 0.0 | | |
108,600 | | | Shanghai Pharmaceuticals Holding Co. Ltd. - H Shares | | | | | 180,319 | | | | | | 0.0 | | |
189,900 | | | Shanghai Pudong Development Bank Co. Ltd. - A Shares | | | | | 227,530 | | | | | | 0.1 | | |
9,180 | | | Shanghai Putailai New Energy Technology Co. Ltd. - A Shares | | | | | 116,307 | | | | | | 0.0 | | |
62,200 | | | Shanghai RAAS Blood Products Co. Ltd. - A Shares | | | | | 55,144 | | | | | | 0.0 | | |
Voya Emerging Markets | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
28,064 | | | Shanghai Yuyuan Tourist Mart Group Co. Ltd. - A Shares | | | | $ | 39,616 | | | | | | 0.0 | | |
28,900 | | | Shanxi Coking Coal Energy Group Co. Ltd. - A Shares | | | | | 57,806 | | | | | | 0.0 | | |
21,950 | | | Shanxi Lu’an Environmental Energy Development Co. Ltd. - A Shares | | | | | 47,813 | | | | | | 0.0 | | |
26,700 | | | Shanxi Meijin Energy Co. Ltd. - A Shares | | | | | 48,780 | | | | | | 0.0 | | |
43,520 | | | Shanxi Securities Co. Ltd. - A Shares | | | | | 37,407 | | | | | | 0.0 | | |
50,200 | | | Shanxi Taigang Stainless Steel Co. Ltd. - A Shares | | | | | 40,853 | | | | | | 0.0 | | |
7,580 | | | Shanxi Xinghuacun Fen Wine Factory Co. Ltd. - A Shares | | | | | 368,563 | | | | | | 0.1 | | |
16,100 | | | Shenghe Resources Holding Co. Ltd. - A Shares | | | | | 54,426 | | | | | | 0.0 | | |
20,000 | | | Shengyi Technology Co. Ltd. - A Shares | | | | | 50,875 | | | | | | 0.0 | | |
4,320 | | | Shennan Circuits Co. Ltd. - A Shares | | | | | 60,641 | | | | | | 0.0 | | |
165,700 | | | Shenwan Hongyuan Group Co. Ltd. - A Shares | | | | | 106,367 | | | | | | 0.0 | | |
5,760 | | | Shenzhen Capchem Technology Co. Ltd. - A Shares | | | | | 45,365 | | | | | | 0.0 | | |
1,100 | | | Shenzhen Dynanonic Co. Ltd. - A Shares | | | | | 67,216 | | | | | | 0.0 | | |
17,000 | | | Shenzhen Inovance Technology Co. Ltd. - A Shares | | | | | 167,714 | | | | | | 0.0 | | |
130,980 | | | Shenzhen International Holdings Ltd. | | | | | 129,099 | | | | | | 0.0 | | |
8,160 | | | Shenzhen Kangtai Biological Products Co. Ltd. - A Shares | | | | | 55,186 | | | | | | 0.0 | | |
7,600 | | | Shenzhen Mindray Bio-Medical Electronics Co. Ltd. - A Shares | | | | | 356,367 | | | | | | 0.1 | | |
63,400 | | | Shenzhen Overseas Chinese Town Co. Ltd. - A Shares | | | | | 61,593 | | | | | | 0.0 | | |
4,400 | | | Shenzhen Transsion Holdings Co. Ltd. - A Shares | | | | | 58,862 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
84,500 | | | Shenzhou International Group Holdings Ltd. | | | | $ | 1,031,374 | | | | | | 0.2 | | |
13,860 | | | Shijiazhuang Yiling Pharmaceutical Co. Ltd. - A Shares | | | | | 50,311 | | | | | | 0.0 | | |
150,500 (3)(4) | | | Shimao Group Holdings Ltd. | | | | | 76,297 | | | | | | 0.0 | | |
32,500 | | | Sichuan Chuantou Energy Co. Ltd. - A Shares | | | | | 57,901 | | | | | | 0.0 | | |
15,800 | | | Sichuan Kelun Pharmaceutical Co. Ltd. - A Shares | | | | | 44,190 | | | | | | 0.0 | | |
38,300 | | | Sichuan Road & Bridge Co. Ltd. - A Shares | | | | | 60,320 | | | | | | 0.0 | | |
3,300 | | | Sichuan Swellfun Co. Ltd. - A Shares | | | | | 45,713 | | | | | | 0.0 | | |
8,000 | | | Silergy Corp. | | | | | 646,875 | | | | | | 0.1 | | |
1,066,250 | | | Sino Biopharmaceutical Ltd. | | | | | 679,866 | | | | | | 0.1 | | |
13,000 | | | Sinoma Science & Technology Co. Ltd. - A Shares | | | | | 53,510 | | | | | | 0.0 | | |
3,120 | | | Sinomine Resource Group Co. Ltd. - A Shares | | | | | 43,303 | | | | | | 0.0 | | |
136,800 | | | Sinopharm Group Co. - H Shares | | | | | 331,211 | | | | | | 0.1 | | |
73,000 | | | Sinotruk Hong Kong Ltd. | | | | | 102,743 | | | | | | 0.0 | | |
2,485 (1) | | | Skshu Paint Co. Ltd. - A Shares | | | | | 48,120 | | | | | | 0.0 | | |
184,000 (2)(3) | | | Smoore International Holdings Ltd. | | | | | 567,891 | | | | | | 0.1 | | |
24,240 | | | Songcheng Performance Development Co. Ltd. - A Shares | | | | | 55,692 | | | | | | 0.0 | | |
1,100 | | | StarPower Semiconductor Ltd. - A Shares | | | | | 63,572 | | | | | | 0.0 | | |
376,000 (4) | | | Sunac China Holdings Ltd. | | | | | 197,516 | | | | | | 0.1 | | |
9,300 | | | Sungrow Power Supply Co. Ltd. - A Shares | | | | | 136,930 | | | | | | 0.0 | | |
72,800 | | | Sunny Optical Technology Group Co. Ltd. | | | | | 1,193,685 | | | | | | 0.2 | | |
12,200 | | | Sunwoda Electronic Co. Ltd. - A Shares | | | | | 57,822 | | | | | | 0.0 | | |
Voya Emerging Markets | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
15,600 | | | Suzhou Dongshan Precision Manufacturing Co. Ltd. - A Shares | | | | $ | 53,571 | | | | | | 0.0 | | |
1,280 | | | Suzhou Maxwell Technologies Co. Ltd. - A Shares | | | | | 94,300 | | | | | | 0.0 | | |
4,300 | | | Suzhou TA&A Ultra Clean Technology Co. Ltd. - A Shares | | | | | 56,461 | | | | | | 0.0 | | |
43,368 (1) | | | TAL Education Group ADR | | | | | 211,202 | | | | | | 0.0 | | |
25,400 | | | TBEA Co. Ltd. - A Shares | | | | | 104,224 | | | | | | 0.0 | | |
110,500 | | | TCL Technology Group Corp. - A Shares | | | | | 79,249 | | | | | | 0.0 | | |
21,300 | | | TCL Zhonghuan Renewable Energy Technology Co. Ltd. | | | | | 187,674 | | | | | | 0.0 | | |
637,100 | | | Tencent Holdings Ltd. | | | | | 28,838,425 | | | | | | 4.2 | | |
72,559 (1) | | | Tencent Music Entertainment Group ADR | | | | | 364,246 | | | | | | 0.1 | | |
2,700 | | | Thunder Software Technology Co. Ltd. - A Shares | | | | | 52,818 | | | | | | 0.0 | | |
34,900 | | | Tianshan Aluminum Group Co. Ltd. - A Shares | | | | | 34,150 | | | | | | 0.0 | | |
33,900 | | | Tianshui Huatian Technology Co. Ltd. - A Shares | | | | | 47,585 | | | | | | 0.0 | | |
9,700 (1) | | | Tibet Summit Resources Co. Ltd. - A Shares | | | | | 41,722 | | | | | | 0.0 | | |
204,000 | | | Tingyi Cayman Islands Holding Corp. | | | | | 350,588 | | | | | | 0.1 | | |
26,600 | | | Titan Wind Energy Suzhou Co. Ltd. - A Shares | | | | | 65,878 | | | | | | 0.0 | | |
18,592 | | | Toly Bread Co. Ltd. - A Shares | | | | | 46,031 | | | | | | 0.0 | | |
123,200 (1) | | | Tongcheng Travel Holdings Ltd. | | | | | 266,374 | | | | | | 0.1 | | |
17,900 | | | Tongkun Group Co. Ltd. - A Shares | | | | | 42,579 | | | | | | 0.0 | | |
82,700 | | | Tongling Nonferrous Metals Group Co. Ltd. - A Shares | | | | | 40,415 | | | | | | 0.0 | | |
28,600 | | | Tongwei Co. Ltd. - A Shares | | | | | 256,491 | | | | | | 0.1 | | |
2,000 (1) | | | Topchoice Medical Corp. - A Shares | | | | | 52,263 | | | | | | 0.0 | | |
204,000 (2) | | | Topsports International Holdings Ltd. - H Shares | | | | | 185,786 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
98,000 | | | Travelsky Technology Ltd. - H Shares | | | | $ | 191,094 | | | | | | 0.0 | | |
13,753 | | | Trina Solar Co. Ltd. - A Shares | | | | | 134,628 | | | | | | 0.0 | | |
55,291 (1) | | | Trip.com Group Ltd. ADR | | | | | 1,517,738 | | | | | | 0.2 | | |
5,300 | | | Tsingtao Brewery Co. Ltd. - A Shares | | | | | 82,471 | | | | | | 0.0 | | |
62,000 | | | Tsingtao Brewery Co., Ltd. - H Shares | | | | | 645,392 | | | | | | 0.1 | | |
4,400 | | | Unigroup Guoxin Microelectronics Co. Ltd. - A Shares | | | | | 124,891 | | | | | | 0.0 | | |
133,000 | | | Uni-President China Holdings Ltd. | | | | | 114,368 | | | | | | 0.0 | | |
22,900 | | | Unisplendour Corp. Ltd. - A Shares | | | | | 66,514 | | | | | | 0.0 | | |
37,000 | | | Vinda International Holdings Ltd. | | | | | 94,906 | | | | | | 0.0 | | |
46,217 (1) | | | Vipshop Holdings Ltd. ADR | | | | | 457,086 | | | | | | 0.1 | | |
10,540 | | | Walvax Biotechnology Co. Ltd. - A Shares | | | | | 76,290 | | | | | | 0.0 | | |
20,000 | | | Wanhua Chemical Group Co. Ltd. - A Shares | | | | | 290,408 | | | | | | 0.1 | | |
490,000 | | | Want Want China Holdings Ltd. | | | | | 427,312 | | | | | | 0.1 | | |
7,292 (1) | | | Weibo Corp. ADR | | | | | 168,664 | | | | | | 0.0 | | |
42,100 | | | Weichai Power Co. Ltd. - A Shares | | | | | 78,646 | | | | | | 0.0 | | |
199,000 | | | Weichai Power Co. Ltd. - H Shares | | | | | 316,928 | | | | | | 0.1 | | |
40,920 (1) | | | Wens Foodstuffs Group Co. Ltd. - A Shares | | | | | 130,301 | | | | | | 0.0 | | |
47,500 | | | Western Securities Co. Ltd. - A Shares | | | | | 46,519 | | | | | | 0.0 | | |
3,223 | | | Western Superconducting Technologies Co. Ltd. - A Shares | | | | | 44,494 | | | | | | 0.0 | | |
7,000 | | | Westone Information Industry, Inc. - A Shares | | | | | 44,990 | | | | | | 0.0 | | |
124,000 | | | Wharf Holdings Ltd. | | | | | 451,873 | | | | | | 0.1 | | |
5,600 | | | Will Semiconductor Co. Ltd. Shanghai - A Shares | | | | | 145,333 | | | | | | 0.0 | | |
8,100 | | | Wingtech Technology Co. Ltd. - A Shares | | | | | 103,429 | | | | | | 0.0 | | |
43,500 | | | Wuchan Zhongda Group Co. Ltd. - A Shares | | | | | 33,390 | | | | | | 0.0 | | |
24,676 | | | Wuhan Guide Infrared Co. Ltd. - A Shares | | | | | 47,543 | | | | | | 0.0 | | |
Voya Emerging Markets | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
24,000 | | | Wuliangye Yibin Co. Ltd. - A Shares | | | | $ | 725,618 | | | | | | 0.1 | | |
21,230 | | | WUS Printed Circuit Kunshan Co. Ltd. - A Shares | | | | | 46,935 | | | | | | 0.0 | | |
16,676 | | | WuXi AppTec Co. Ltd. - A Shares | | | | | 259,695 | | | | | | 0.1 | | |
35,341 (2) | | | WuXi AppTec Co. Ltd. - H Shares | | | | | 472,790 | | | | | | 0.1 | | |
366,000 (1)(2) | | | Wuxi Biologics Cayman, Inc. | | | | | 3,391,145 | | | | | | 0.5 | | |
4,920 | | | Wuxi Lead Intelligent Equipment Co. Ltd. - A Shares | | | | | 46,529 | | | | | | 0.0 | | |
2,800 | | | Wuxi Shangji Automation Co. Ltd. - A Shares | | | | | 65,438 | | | | | | 0.0 | | |
66,700 | | | XCMG Construction Machinery Co. Ltd. - A Shares | | | | | 53,805 | | | | | | 0.0 | | |
1,560,400 (1)(2) | | | Xiaomi Corp. - B Shares | | | | | 2,730,185 | | | | | | 0.4 | | |
20,700 | | | Xinjiang Goldwind Science & Technology Co. Ltd. - A Shares | | | | | 45,901 | | | | | | 0.0 | | |
80,652 | | | Xinjiang Goldwind Science & Technology Co. Ltd. - H Shares | | | | | 151,322 | | | | | | 0.0 | | |
498,000 | | | Xinyi Solar Holdings Ltd. | | | | | 771,676 | | | | | | 0.1 | | |
43,143 (1) | | | XPeng, Inc. ADR | | | | | 1,369,359 | | | | | | 0.2 | | |
135,500 (3) | | | Xtep International Holdings Ltd. | | | | | 245,517 | | | | | | 0.1 | | |
124,000 (2) | | | Yadea Group Holdings Ltd. | | | | | 243,190 | | | | | | 0.1 | | |
4,900 | | | Yangzhou Yangjie Electronic Technology Co. Ltd. - A Shares | | | | | 52,397 | | | | | | 0.0 | | |
154,000 | | | Yankuang Energy Group Co. Ltd. | | | | | 481,763 | | | | | | 0.1 | | |
17,000 | | | Yankuang Energy Group Co. Ltd. - A Shares | | | | | 100,258 | | | | | | 0.0 | | |
8,100 | | | Yantai Jereh Oilfield Services Group Co. Ltd. - A Shares | | | | | 48,772 | | | | | | 0.0 | | |
6,400 | | | Yealink Network Technology Corp. Ltd. - A Shares | | | | | 72,917 | | | | | | 0.0 | | |
48,000 | | | Yihai International Holding Ltd. | | | | | 173,159 | | | | | | 0.0 | | |
9,100 (1) | | | Yihai Kerry Arawana Holdings Co. Ltd. - A Shares | | | | | 73,558 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
32,620 | | | Yintai Gold Co. Ltd. - A Shares | | | | $ | 47,083 | | | | | | 0.0 | | |
3,100 | | | YongXing Special Materials Technology Co. Ltd. - A Shares | | | | | 70,805 | | | | | | 0.0 | | |
27,518 | | | Yonyou Network Technology Co. Ltd. - A Shares | | | | | 89,555 | | | | | | 0.0 | | |
1,800 (1) | | | Youngy Co. Ltd. - A Shares | | | | | 41,483 | | | | | | 0.0 | | |
24,700 | | | YTO Express Group Co. Ltd. | | | | | 75,228 | | | | | | 0.0 | | |
148,200 | | | Yuexiu Property Co. Ltd. | | | | | 190,440 | | | | | | 0.0 | | |
43,429 | | | Yum China Holdings, Inc. | | | | | 2,106,306 | | | | | | 0.3 | | |
24,154 | | | Yunda Holding Co. Ltd. - A Shares | | | | | 61,664 | | | | | | 0.0 | | |
24,400 | | | Yunnan Aluminium Co. Ltd. - A Shares | | | | | 36,004 | | | | | | 0.0 | | |
12,600 | | | Yunnan Baiyao Group Co. Ltd. - A Shares | | | | | 113,796 | | | | | | 0.0 | | |
1,800 | | | Yunnan Botanee Bio-Technology Group Co. Ltd. - A Shares | | | | | 58,511 | | | | | | 0.0 | | |
5,600 | | | Yunnan Energy New Material Co. Ltd. - A Shares | | | | | 209,947 | | | | | | 0.0 | | |
8,834 (1) | | | Zai Lab Ltd. ADR | | | | | 306,363 | | | | | | 0.1 | | |
3,900 | | | Zhangzhou Pientzehuang Pharmaceutical Co. Ltd. - A Shares | | | | | 208,108 | | | | | | 0.0 | | |
126,500 (1)(3) | | | Zhaojin Mining Industry Co. Ltd. - H Shares | | | | | 109,284 | | | | | | 0.0 | | |
69,080 (1) | | | Zhejiang Century Huatong Group Co. Ltd. - A Shares | | | | | 49,942 | | | | | | 0.0 | | |
14,900 | | | Zhejiang Chint Electrics Co. Ltd. - A Shares | | | | | 79,863 | | | | | | 0.0 | | |
25,500 | | | Zhejiang Dahua Technology Co. Ltd. - A Shares | | | | | 62,686 | | | | | | 0.0 | | |
142,000 (1) | | | Zhejiang Expressway Co., Ltd. - H Shares | | | | | 130,883 | | | | | | 0.0 | | |
3,298 | | | Zhejiang HangKe Technology, Inc. Co. - A Shares | | | | | 34,659 | | | | | | 0.0 | | |
12,960 | | | Zhejiang Huahai Pharmaceutical Co. Ltd. - A Shares | | | | | 43,947 | | | | | | 0.0 | | |
10,220 | | | Zhejiang Huayou Cobalt Co. Ltd. - A Shares | | | | | 146,511 | | | | | | 0.0 | | |
Voya Emerging Markets | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | China (continued) | | ||||||||||||
9,300 | | | Zhejiang Jingsheng Mechanical & Electrical Co. Ltd. - A Shares | | | | $ | 94,243 | | | | | | 0.0 | | |
22,112 | | | Zhejiang NHU Co. Ltd. - A Shares | | | | | 75,377 | | | | | | 0.0 | | |
3,900 | | | Zhejiang Supor Co. Ltd. - A Shares | | | | | 32,851 | | | | | | 0.0 | | |
12,700 | | | Zhejiang Weixing New Building Materials Co. Ltd. - A Shares | | | | | 45,643 | | | | | | 0.0 | | |
34,800 (1) | | | Zheshang Securities Co. Ltd. - A Shares | | | | | 59,287 | | | | | | 0.0 | | |
73,600 (1)(2)(3) | | | ZhongAn Online P&C Insurance Co. Ltd. - H Shares | | | | | 240,375 | | | | | | 0.1 | | |
7,700 | | | Zhongji Innolight Co. Ltd. - A Shares | | | | | 35,760 | | | | | | 0.0 | | |
62,000 | | | Zhongsheng Group Holdings Ltd. | | | | | 438,065 | | | | | | 0.1 | | |
47,100 | | | Zhongtai Securities Co. Ltd. - A Shares | | | | | 53,929 | | | | | | 0.0 | | |
61,700 | | | Zhuzhou CRRC Times Electric Co., Ltd. - H Shares | | | | | 305,097 | | | | | | 0.1 | | |
20,480 | | | Zhuzhou Kibing Group Co. Ltd. - A Shares | | | | | 39,161 | | | | | | 0.0 | | |
139,200 | | | Zijin Mining Group Co. Ltd. - A Shares | | | | | 193,971 | | | | | | 0.0 | | |
576,000 | | | Zijin Mining Group Co., Ltd. - H Shares | | | | | 700,927 | | | | | | 0.1 | | |
52,000 | | | Zoomlion Heavy Industry Science and Technology Co. Ltd. - A Shares | | | | | 47,952 | | | | | | 0.0 | | |
123,600 | | | Zoomlion Heavy Industry Science and Technology Co. Ltd. - H Shares | | | | | 66,157 | | | | | | 0.0 | | |
26,500 | | | ZTE Corp. - A Shares | | | | | 101,357 | | | | | | 0.0 | | |
75,440 | | | ZTE Corp. - H Shares | | | | | 176,437 | | | | | | 0.0 | | |
43,018 | | | ZTO Express Cayman, Inc. ADR | | | | | 1,180,844 | | | | | | 0.2 | | |
| | | | | | | | 237,170,723 | | | | | | 34.7 | | |
| | | Colombia: 0.2% | | ||||||||||||
11,625 | | | Bancolombia SA ADR | | | | | 358,399 | | | | | | 0.1 | | |
30,014 | | | Bancolombia SA | | | | | 245,817 | | | | | | 0.0 | | |
586,095 | | | Ecopetrol SA | | | | | 318,787 | | | | | | 0.1 | | |
55,432 | | | Interconexion Electrica SA ESP | | | | | 278,537 | | | | | | 0.0 | | |
| | | | | | | | 1,201,540 | | | | | | 0.2 | | |
| | | Czech Republic: 0.2% | | ||||||||||||
16,784 | | | CEZ AS | | | | | 757,329 | | | | | | 0.1 | | |
7,881 | | | Komercni Banka AS | | | | | 223,114 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Czech Republic (continued) | | ||||||||||||
36,655 (2) | | | Moneta Money Bank AS | | | | $ | 133,062 | | | | | | 0.0 | | |
| | | | | | | | 1,113,505 | | | | | | 0.2 | | |
| | | Egypt: 0.1% | | ||||||||||||
176,520 | | | Commercial International Bank Egypt SAE | | | | | 349,613 | | | | | | 0.1 | | |
110,048 | | | Eastern Co. SAE | | | | | 60,213 | | | | | | 0.0 | | |
51,430 (1) | | | Egyptian Financial Group-Hermes Holding | | | | | 32,636 | | | | | | 0.0 | | |
| | | | | | | | 442,462 | | | | | | 0.1 | | |
| | | Greece: 0.3% | | ||||||||||||
231,722 (1) | | | Alpha Services and Holdings SA | | | | | 204,700 | | | | | | 0.0 | | |
268,728 (1) | | | Eurobank Ergasias Services and Holdings SA | | | | | 241,063 | | | | | | 0.1 | | |
4,349 (1)(4) | | | FF Group | | | | | — | | | | | | — | | |
21,203 | | | Hellenic Telecommunications Organization SA | | | | | 370,309 | | | | | | 0.1 | | |
12,680 | | | Jumbo SA | | | | | 184,607 | | | | | | 0.0 | | |
6,677 | | | Mytilineos SA | | | | | 98,834 | | | | | | 0.0 | | |
55,888 (1) | | | National Bank of Greece SA | | | | | 167,194 | | | | | | 0.0 | | |
20,245 | | | OPAP S.A. | | | | | 291,194 | | | | | | 0.1 | | |
21,919 (1) | | | Public Power Corp. | | | | | 121,473 | | | | | | 0.0 | | |
| | | | | | | | 1,679,374 | | | | | | 0.3 | | |
| | | Hungary: 0.2% | | ||||||||||||
42,166 | | | MOL Hungarian Oil & Gas PLC | | | | | 326,173 | | | | | | 0.1 | | |
22,976 | | | OTP Bank Nyrt | | | | | 515,484 | | | | | | 0.1 | | |
14,646 | | | Richter Gedeon Nyrt | | | | | 265,063 | | | | | | 0.0 | | |
| | | | | | | | 1,106,720 | | | | | | 0.2 | | |
| | | India: 12.4% | | ||||||||||||
8,740 | | | ACC Ltd. | | | | | 235,821 | | | | | | 0.0 | | |
28,208 | | | Adani Enterprises Ltd. | | | | | 785,146 | | | | | | 0.1 | | |
31,961 (1) | | | Adani Green Energy Ltd. | | | | | 784,884 | | | | | | 0.1 | | |
51,735 | | | Adani Ports & Special Economic Zone, Ltd. | | | | | 441,455 | | | | | | 0.1 | | |
78,919 (1) | | | Adani Power Ltd. | | | | | 265,115 | | | | | | 0.0 | | |
28,101 | | | Adani Total Gas Ltd. | | | | | 853,325 | | | | | | 0.1 | | |
28,060 (1) | | | Adani Transmissions Ltd. | | | | | 883,226 | | | | | | 0.1 | | |
64,359 | | | Ambuja Cements Ltd. | | | | | 296,792 | | | | | | 0.1 | | |
10,297 | | | Apollo Hospitals Enterprise Ltd. | | | | | 481,765 | | | | | | 0.1 | | |
39,155 | | | Asian Paints Ltd. | | | | | 1,340,502 | | | | | | 0.2 | | |
15,890 (1)(2) | | | AU Small Finance Bank Ltd. | | | | | 119,577 | | | | | | 0.0 | | |
27,132 | | | Aurobindo Pharma Ltd. | | | | | 176,627 | | | | | | 0.0 | | |
16,511 (1)(2) | | | Avenue Supermarts Ltd. | | | | | 714,746 | | | | | | 0.1 | | |
230,707 (1) | | | Axis Bank Ltd. | | | | | 1,868,743 | | | | | | 0.3 | | |
Voya Emerging Markets | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | India (continued) | | ||||||||||||
7,117 | | | Bajaj Auto Ltd. | | | | $ | 335,218 | | | | | | 0.1 | | |
27,557 | | | Bajaj Finance Ltd. | | | | | 1,896,119 | | | | | | 0.3 | | |
3,864 | | | Bajaj Finserv Ltd. | | | | | 537,847 | | | | | | 0.1 | | |
7,973 | | | Balkrishna Industries Ltd. | | | | | 218,000 | | | | | | 0.0 | | |
65,889 (2) | | | Bandhan Bank Ltd. | | | | | 221,074 | | | | | | 0.0 | | |
24,866 | | | Berger Paints India Ltd. | | | | | 179,595 | | | | | | 0.0 | | |
123,627 | | | Bharat Electronics Ltd. | | | | | 366,881 | | | | | | 0.1 | | |
26,243 | | | Bharat Forge Ltd. | | | | | 217,339 | | | | | | 0.0 | | |
87,928 | | | Bharat Petroleum Corp. Ltd. | | | | | 344,547 | | | | | | 0.1 | | |
223,651 (1) | | | Bharti Airtel Ltd. | | | | | 1,945,351 | | | | | | 0.3 | | |
43,611 | | | Biocon Ltd. | | | | | 170,746 | | | | | | 0.0 | | |
11,011 | | | Britannia Industries Ltd. | | | | | 484,757 | | | | | | 0.1 | | |
42,117 | | | Cholamandalam Investment and Finance Co. Ltd. | | | | | 331,770 | | | | | | 0.1 | | |
49,794 | | | Cipla Ltd. | | | | | 579,542 | | | | | | 0.1 | | |
158,737 | | | Coal India Ltd. | | | | | 373,648 | | | | | | 0.1 | | |
12,428 | | | Colgate-Palmolive India Ltd. | | | | | 234,291 | | | | | | 0.0 | | |
27,140 | | | Container Corp. Of India Ltd. | | | | | 204,742 | | | | | | 0.0 | | |
62,419 | | | Dabur India Ltd. | | | | | 392,675 | | | | | | 0.1 | | |
13,555 | | | Divis Laboratories Ltd. | | | | | 624,799 | | | | | | 0.1 | | |
62,349 | | | DLF Ltd. | | | | | 248,112 | | | | | | 0.0 | | |
11,892 | | | Dr Reddys Laboratories Ltd. | | | | | 662,944 | | | | | | 0.1 | | |
14,001 | | | Eicher Motors Ltd. | | | | | 497,422 | | | | | | 0.1 | | |
158,135 | | | GAIL India Ltd. | | | | | 271,412 | | | | | | 0.0 | | |
40,911 (1) | | | Godrej Consumer Products Ltd. | | | | | 393,734 | | | | | | 0.1 | | |
12,861 (1) | | | Godrej Properties Ltd. | | | | | 193,372 | | | | | | 0.0 | | |
28,129 | | | Grasim Industries Ltd. | | | | | 472,192 | | | | | | 0.1 | | |
25,441 | | | Havells India Ltd. | | | | | 355,212 | | | | | | 0.1 | | |
110,370 | | | HCL Technologies Ltd. | | | | | 1,366,593 | | | | | | 0.2 | | |
97,872 (2) | | | HDFC Life Insurance Co., Ltd. | | | | | 683,364 | | | | | | 0.1 | | |
11,324 | | | Hero Motocorp Ltd. | | | | | 391,757 | | | | | | 0.1 | | |
138,191 | | | Hindalco Industries Ltd. | | | | | 595,935 | | | | | | 0.1 | | |
65,518 | | | Hindustan Petroleum Corp. Ltd. | | | | | 180,891 | | | | | | 0.0 | | |
83,695 | | | Hindustan Unilever Ltd. | | | | | 2,373,048 | | | | | | 0.4 | | |
175,327 | | | Housing Development Finance Corp. | | | | | 4,850,722 | | | | | | 0.7 | | |
523,134 | | | ICICI Bank Ltd. | | | | | 4,699,795 | | | | | | 0.7 | | |
24,707 (2) | | | ICICI Lombard General Insurance Co. Ltd. | | | | | 351,795 | | | | | | 0.1 | | |
37,018 (2) | | | ICICI Prudential Life Insurance Co. Ltd. | | | | | 230,012 | | | | | | 0.0 | | |
288,023 | | | Indian Oil Corp. Ltd. | | | | | 271,675 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | India (continued) | | ||||||||||||
24,709 | | | Indian Railway Catering & Tourism Corp. Ltd. | | | | $ | 181,097 | | | | | | 0.0 | | |
30,386 | | | Indraprastha Gas Ltd. | | | | | 137,242 | | | | | | 0.0 | | |
68,464 | | | Indus Towers Ltd. | | | | | 181,985 | | | | | | 0.0 | | |
7,292 | | | Info Edge India Ltd. | | | | | 348,207 | | | | | | 0.1 | | |
343,026 | | | Infosys Ltd. | | | | | 6,375,663 | | | | | | 0.9 | | |
9,506 (1)(2) | | | InterGlobe Aviation Ltd. | | | | | 194,530 | | | | | | 0.0 | | |
300,918 | | | ITC Ltd. | | | | | 1,045,434 | | | | | | 0.2 | | |
42,625 | | | Jindal Steel & Power Ltd. | | | | | 178,580 | | | | | | 0.0 | | |
73,992 | | | JSW Steel Ltd. | | | | | 531,197 | | | | | | 0.1 | | |
40,667 | | | Jubilant Foodworks Ltd. | | | | | 265,158 | | | | | | 0.0 | | |
56,459 | | | Kotak Mahindra Bank Ltd. | | | | | 1,194,094 | | | | | | 0.2 | | |
5,343 (2) | | | Larsen & Toubro Infotech Ltd. | | | | | 270,338 | | | | | | 0.0 | | |
69,644 | | | Larsen & Toubro Ltd. | | | | | 1,380,616 | | | | | | 0.2 | | |
21,081 | | | Lupin Ltd. | | | | | 163,307 | | | | | | 0.0 | | |
88,949 | | | Mahindra & Mahindra Ltd. | | | | | 1,237,099 | | | | | | 0.2 | | |
52,370 | | | Marico Ltd. | | | | | 317,608 | | | | | | 0.1 | | |
12,338 | | | Maruti Suzuki India Ltd. | | | | | 1,329,888 | | | | | | 0.2 | | |
6,763 | | | MindTree Ltd. | | | | | 248,485 | | | | | | 0.0 | | |
126,733 | | | Motherson Sumi Systems Ltd. | | | | | 190,505 | | | | | | 0.0 | | |
8,711 | | | Mphasis Ltd. | | | | | 254,214 | | | | | | 0.0 | | |
203 | | | MRF Ltd. | | | | | 182,385 | | | | | | 0.0 | | |
12,456 | | | Muthoot Finance Ltd. | | | | | 154,347 | | | | | | 0.0 | | |
3,415 | | | Nestle India Ltd. | | | | | 757,704 | | | | | | 0.1 | | |
392,917 | | | NTPC Ltd. | | | | | 711,968 | | | | | | 0.1 | | |
257,653 | | | Oil & Natural Gas Corp., Ltd. | | | | | 493,333 | | | | | | 0.1 | | |
628 | | | Page Industries Ltd. | | | | | 320,120 | | | | | | 0.1 | | |
77,614 | | | Petronet LNG Ltd. | | | | | 213,912 | | | | | | 0.0 | | |
7,778 | | | PI Industries Ltd. | | | | | 252,849 | | | | | | 0.0 | | |
15,643 | | | Pidilite Industries Ltd. | | | | | 414,774 | | | | | | 0.1 | | |
12,039 | | | Piramal Enterprises, Ltd. | | | | | 253,641 | | | | | | 0.0 | | |
320,818 | | | Power Grid Corp. of India Ltd. | | | | | 863,408 | | | | | | 0.1 | | |
310,533 | | | Reliance Industries Ltd. | | | | | 10,253,606 | | | | | | 1.5 | | |
24,075 | | | SBI Cards & Payment Services Ltd. | | | | | 234,868 | | | | | | 0.0 | | |
46,255 (2) | | | SBI Life Insurance Co. Ltd. | | | | | 635,228 | | | | | | 0.1 | | |
1,163 | | | Shree Cement Ltd. | | | | | 281,017 | | | | | | 0.0 | | |
19,228 | | | Shriram Transport Finance Co. Ltd. | | | | | 313,964 | | | | | | 0.1 | | |
7,239 | | | Siemens, Ltd. | | | | | 220,584 | | | | | | 0.0 | | |
15,257 | | | SRF Ltd. | | | | | 436,951 | | | | | | 0.1 | | |
Voya Emerging Markets | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | India (continued) | | ||||||||||||
179,623 | | | State Bank of India | | | | $ | 1,065,262 | | | | | | 0.2 | | |
97,858 | | | Sun Pharmaceutical Industries Ltd. | | | | | 1,030,704 | | | | | | 0.2 | | |
94,034 | | | Tata Consultancy Services Ltd. | | | | | 3,904,941 | | | | | | 0.6 | | |
56,295 | | | Tata Consumer Products Ltd. | | | | | 505,117 | | | | | | 0.1 | | |
3,545 | | | Tata Elxsi Ltd. | | | | | 368,548 | | | | | | 0.1 | | |
169,750 (1) | | | Tata Motors Ltd. | | | | | 884,904 | | | | | | 0.1 | | |
148,641 | | | Tata Power Co. Ltd. | | | | | 382,279 | | | | | | 0.1 | | |
75,048 | | | Tata Steel Ltd. | | | | | 827,474 | | | | | | 0.1 | | |
59,408 | | | Tech Mahindra Ltd. | | | | | 755,733 | | | | | | 0.1 | | |
36,142 | | | Titan Co., Ltd. | | | | | 890,847 | | | | | | 0.1 | | |
5,236 | | | Torrent Pharmaceuticals Ltd. | | | | | 190,006 | | | | | | 0.0 | | |
18,546 | | | Trent Ltd. | | | | | 253,130 | | | | | | 0.0 | | |
10,530 | | | Ultratech Cement Ltd. | | | | | 750,686 | | | | | | 0.1 | | |
29,526 (1) | | | United Spirits Ltd. | | | | | 284,844 | | | | | | 0.0 | | |
51,609 | | | UPL Ltd. | | | | | 414,402 | | | | | | 0.1 | | |
77,100 | | | Vedanta Ltd. | | | | | 218,362 | | | | | | 0.0 | | |
138,161 | | | Wipro Ltd. | | | | | 731,270 | | | | | | 0.1 | | |
1,158,996 (1) | | | Yes Bank Ltd. | | | | | 186,139 | | | | | | 0.0 | | |
162,487 (1) | | | Zomato Ltd. | | | | | 111,483 | | | | | | 0.0 | | |
| | | | | | | | 84,772,689 | | | | | | 12.4 | | |
| | | Indonesia: 1.8% | | ||||||||||||
1,507,700 | | | Adaro Energy Indonesia Tbk PT | | | | | 290,358 | | | | | | 0.1 | | |
784,600 (1) | | | Adaro Minerals Indonesia Tbk PT | | | | | 83,213 | | | | | | 0.0 | | |
876,100 | | | Aneka Tambang Tbk | | | | | 105,781 | | | | | | 0.0 | | |
2,077,700 | | | Astra International Tbk PT | | | | | 925,962 | | | | | | 0.1 | | |
5,644,100 | | | Bank Central Asia Tbk PT | | | | | 2,748,338 | | | | | | 0.4 | | |
426,200 (1) | | | Bank Jago Tbk PT | | | | | 262,327 | | | | | | 0.1 | | |
1,907,300 | | | Bank Mandiri Persero TBK PT | | | | | 1,018,529 | | | | | | 0.2 | | |
769,900 | | | Bank Negara Indonesia Persero Tbk PT | | | | | 406,691 | | | | | | 0.1 | | |
6,941,338 | | | Bank Rakyat Indonesia | | | | | 1,938,478 | | | | | | 0.3 | | |
2,876,500 | | | Barito Pacific Tbk PT | | | | | 145,947 | | | | | | 0.0 | | |
749,000 | | | Charoen Pokphand Indonesia Tbk PT | | | | | 301,807 | | | | | | 0.1 | | |
46,200 | | | Gudang Garam Tbk PT | | | | | 96,727 | | | | | | 0.0 | | |
287,300 | | | Indah Kiat Pulp & Paper Tbk PT | | | | | 146,851 | | | | | | 0.0 | | |
238,900 | | | Indofood CBP Sukses Makmur TBK PT | | | | | 153,279 | | | | | | 0.0 | | |
449,000 | | | Indofood Sukses Makmur Tbk PT | | | | | 212,676 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Indonesia (continued) | | ||||||||||||
2,200,900 | | | Kalbe Farma Tbk PT | | | | $ | 245,505 | | | | | | 0.0 | | |
1,250,756 (1) | | | Merdeka Copper Gold Tbk PT | | | | | 334,984 | | | | | | 0.1 | | |
2,388,500 | | | Sarana Menara Nusantara Tbk PT | | | | | 176,460 | | | | | | 0.0 | | |
324,900 | | | Semen Indonesia Persero Tbk PT | | | | | 155,657 | | | | | | 0.0 | | |
1,682,500 | | | Sumber Alfaria Trijaya Tbk PT | | | | | 230,679 | | | | | | 0.0 | | |
5,048,100 | | | Telkom Indonesia Persero Tbk PT | | | | | 1,358,014 | | | | | | 0.2 | | |
832,900 | | | Tower Bersama Infrastructure Tbk PT | | | | | 164,685 | | | | | | 0.0 | | |
773,500 | | | Unilever Indonesia Tbk PT | | | | | 248,013 | | | | | | 0.0 | | |
174,000 | | | United Tractors Tbk PT | | | | | 332,307 | | | | | | 0.1 | | |
259,700 | | | Vale Indonesia Tbk PT | | | | | 98,829 | | | | | | 0.0 | | |
| | | | | | | | 12,182,097 | | | | | | 1.8 | | |
| | | Kuwait: 0.8% | | ||||||||||||
148,533 | | | Agility Public Warehousing Co. KSC | | | | | 394,743 | | | | | | 0.1 | | |
135,834 | | | Boubyan Bank KSCP | | | | | 342,242 | | | | | | 0.0 | | |
160,968 | | | Gulf Bank KSCP | | | | | 167,476 | | | | | | 0.0 | | |
524,734 | | | Kuwait Finance House KSCP | | | | | 1,491,873 | | | | | | 0.2 | | |
65,382 | | | Mabanee Co. KPSC | | | | | 160,653 | | | | | | 0.0 | | |
220,936 | | | Mobile Telecommunications Co. KSCP | | | | | 428,144 | | | | | | 0.1 | | |
732,360 | | | National Bank of Kuwait SAKP | | | | | 2,491,647 | | | | | | 0.4 | | |
| | | | | | | | 5,476,778 | | | | | | 0.8 | | |
| | | Malaysia: 1.4% | | ||||||||||||
192,100 | | | AMMB Holdings Bhd | | | | | 162,673 | | | | | | 0.0 | | |
274,800 | | | Axiata Group Bhd | | | | | 176,446 | | | | | | 0.0 | | |
677,900 | | | CIMB Group Holdings Bhd | | | | | 762,857 | | | | | | 0.1 | | |
371,542 | | | Dialog Group BHD | | | | | 179,659 | | | | | | 0.0 | | |
312,700 | | | Digi.Com BHD | | | | | 248,537 | | | | | | 0.1 | | |
217,300 | | | Genting Bhd | | | | | 224,076 | | | | | | 0.0 | | |
306,300 | | | Genting Malaysia BHD | | | | | 197,684 | | | | | | 0.0 | | |
67,300 | | | HAP Seng Consolidated Bhd | | | | | 108,871 | | | | | | 0.0 | | |
167,500 | | | Hartalega Holdings Bhd | | | | | 116,290 | | | | | | 0.0 | | |
67,772 | | | Hong Leong Bank BHD | | | | | 314,900 | | | | | | 0.1 | | |
24,092 | | | Hong Leong Financial Group Bhd | | | | | 101,144 | | | | | | 0.0 | | |
176,500 | | | IHH Healthcare Bhd | | | | | 258,297 | | | | | | 0.1 | | |
289,000 | | | Inari Amertron Bhd | | | | | 173,705 | | | | | | 0.0 | | |
264,600 | | | IOI Corp. Bhd | | | | | 230,531 | | | | | | 0.1 | | |
Voya Emerging Markets | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Malaysia (continued) | | ||||||||||||
45,800 | | | Kuala Lumpur Kepong Bhd | | | | $ | 227,987 | | | | | | 0.0 | | |
483,100 | | | Malayan Banking BHD | | | | | 941,539 | | | | | | 0.2 | | |
71,100 (1) | | | Malaysia Airports Holdings Bhd | | | | | 106,443 | | | | | | 0.0 | | |
234,100 | | | Maxis Bhd | | | | | 175,332 | | | | | | 0.0 | | |
135,600 | | | MISC Bhd | | | | | 218,484 | | | | | | 0.0 | | |
175,800 (2) | | | MR DIY Group M Bhd | | | | | 82,599 | | | | | | 0.0 | | |
7,000 | | | Nestle Malaysia Bhd | | | | | 210,596 | | | | | | 0.0 | | |
248,900 | | | Petronas Chemicals Group Bhd | | | | | 508,254 | | | | | | 0.1 | | |
31,100 | | | Petronas Dagangan BHD | | | | | 149,140 | | | | | | 0.0 | | |
80,500 | | | Petronas Gas BHD | | | | | 300,158 | | | | | | 0.1 | | |
65,980 | | | PPB Group Bhd | | | | | 237,423 | | | | | | 0.1 | | |
376,700 | | | Press Metal Aluminium Holdings Bhd | | | | | 407,536 | | | | | | 0.1 | | |
1,484,600 | | | Public Bank BHD | | | | | 1,472,672 | | | | | | 0.2 | | |
117,200 | | | QL Resources Bhd | | | | | 138,273 | | | | | | 0.0 | | |
151,876 | | | RHB Bank Bhd | | | | | 197,467 | | | | | | 0.0 | | |
302,000 | | | Sime Darby Bhd | | | | | 146,118 | | | | | | 0.0 | | |
221,700 | | | Sime Darby Plantation Bhd | | | | | 217,862 | | | | | | 0.0 | | |
117,600 | | | Telekom Malaysia BHD | | | | | 140,164 | | | | | | 0.0 | | |
258,200 | | | Tenaga Nasional BHD | | | | | 467,456 | | | | | | 0.1 | | |
532,400 | | | Top Glove Corp. Bhd | | | | | 125,825 | | | | | | 0.0 | | |
| | | | | | | | 9,726,998 | | | | | | 1.4 | | |
| | | Mexico: 2.1% | | ||||||||||||
303,300 | | | Alfa SA de CV | | | | | 215,679 | | | | | | 0.0 | | |
2,870,300 | | | America Movil SAB de CV-AMXL | | | | | 2,937,456 | | | | | | 0.4 | | |
44,900 | | | Arca Continental SAB de CV | | | | | 296,133 | | | | | | 0.0 | | |
1,564,621 (1) | | | Cemex SA de CV - Unit | | | | | 610,770 | | | | | | 0.1 | | |
53,300 | | | Coca-Cola Femsa SAB de CV - Unit | | | | | 295,450 | | | | | | 0.0 | | |
327,900 | | | Fibra Uno Administracion SA de CV | | | | | 327,093 | | | | | | 0.1 | | |
197,600 | | | Fomento Economico Mexicano SAB de CV - Unit | | | | | 1,333,710 | | | | | | 0.2 | | |
21,410 | | | Gruma SAB de CV | | | | | 236,410 | | | | | | 0.0 | | |
37,085 | | | Grupo Aeroportuario del Pacifico SA de CV | | | | | 518,447 | | | | | | 0.1 | | |
19,640 | | | Grupo Aeroportuario del Sureste SA de CV | | | | | 387,155 | | | | | | 0.1 | | |
137,200 | | | Grupo Bimbo SAB de CV | | | | | 448,316 | | | | | | 0.1 | | |
45,500 (3) | | | Grupo Carso SAB de CV | | | | | 168,361 | | | | | | 0.0 | | |
264,577 | | | Grupo Financiero Banorte | | | | | 1,478,826 | | | | | | 0.2 | | |
221,400 (1) | | | Grupo Financiero Inbursa SA | | | | | 354,293 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Mexico (continued) | | ||||||||||||
317,700 | | | Grupo Mexico SA de CV Series B | | | | $ | 1,324,072 | | | | | | 0.2 | | |
242,100 | | | Grupo Televisa S.A. - Unit | | | | | 396,688 | | | | | | 0.1 | | |
14,440 | | | Industrias Penoles, S.A. de C.V. | | | | | 133,927 | | | | | | 0.0 | | |
155,900 | | | Kimberly-Clark de Mexico SA de CV | | | | | 211,645 | | | | | | 0.0 | | |
133,400 | | | Operadora de Sites Mexicanos SA de CV | | | | | 154,299 | | | | | | 0.0 | | |
104,750 | | | Orbia Advance Corp. SAB de CV | | | | | 245,864 | | | | | | 0.0 | | |
23,225 | | | Promotora y Operadora de Infraestructura SAB de CV | | | | | 170,767 | | | | | | 0.0 | | |
8,702 | | | Southern Copper Corp. | | | | | 433,447 | | | | | | 0.1 | | |
532,100 | | | Wal-Mart de Mexico SAB de CV | | | | | 1,831,041 | | | | | | 0.3 | | |
| | | | | | | | 14,509,849 | | | | | | 2.1 | | |
| | | Peru: 0.2% | | ||||||||||||
23,121 | | | Cia de Minas Buenaventura SAA ADR | | | | | 152,598 | | | | | | 0.0 | | |
7,360 | | | Credicorp Ltd. | | | | | 882,538 | | | | | | 0.2 | | |
| | | | | | | | 1,035,136 | | | | | | 0.2 | | |
| | | Philippines: 0.7% | | ||||||||||||
176,010 | | | Aboitiz Equity Ventures, Inc. | | | | | 152,153 | | | | | | 0.0 | | |
755,495 | | | AC Energy Corp. | | | | | 110,551 | | | | | | 0.0 | | |
25,225 | | | Ayala Corp. | | | | | 275,556 | | | | | | 0.1 | | |
754,190 | | | Ayala Land, Inc. | | | | | 350,561 | | | | | | 0.1 | | |
185,490 | | | Bank of the Philippine Islands | | | | | 286,091 | | | | | | 0.1 | | |
201,859 | | | BDO Unibank, Inc. | | | | | 406,116 | | | | | | 0.1 | | |
227,700 (1) | | | Converge Information and Communications Technology Solutions, Inc. | | | | | 87,765 | | | | | | 0.0 | | |
2,760 | | | Globe Telecom, Inc. | | | | | 113,906 | | | | | | 0.0 | | |
9,030 | | | GT Capital Holdings, Inc. | | | | | 80,405 | | | | | | 0.0 | | |
104,910 | | | International Container Terminal Services, Inc. | | | | | 351,262 | | | | | | 0.1 | | |
308,859 | | | JG Summit Holdings, Inc. | | | | | 273,505 | | | | | | 0.0 | | |
44,940 | | | Jollibee Foods Corp. | | | | | 166,509 | | | | | | 0.0 | | |
23,210 | | | Manila Electric Co. | | | | | 152,013 | | | | | | 0.0 | | |
1,035,100 | | | Metro Pacific Investments Corp. | | | | | 66,481 | | | | | | 0.0 | | |
186,132 | | | Metropolitan Bank & Trust Co. | | | | | 161,918 | | | | | | 0.0 | | |
660,100 (1)(2) | | | Monde Nissin Corp. | | | | | 156,219 | | | | | | 0.0 | | |
8,815 | | | PLDT, Inc. | | | | | 269,210 | | | | | | 0.0 | | |
24,722 | | | SM Investments Corp. | | | | | 351,793 | | | | | | 0.1 | | |
Voya Emerging Markets | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Philippines (continued) | | ||||||||||||
1,178,700 | | | SM Prime Holdings, Inc. | | | | $ | 784,390 | | | | | | 0.1 | | |
88,040 | | | Universal Robina Corp. | | | | | 177,779 | | | | | | 0.0 | | |
| | | | | | | | 4,774,183 | | | | | | 0.7 | | |
| | | Poland: 0.6% | | ||||||||||||
37,511 (1)(2)(3) | | | Allegro.eu SA | | | | | 201,653 | | | | | | 0.0 | | |
18,792 | | | Bank Polska Kasa Opieki SA | | | | | 344,009 | | | | | | 0.1 | | |
6,844 (3) | | | CD Projekt SA | | | | | 147,043 | | | | | | 0.0 | | |
27,344 | | | Cyfrowy Polsat SA | | | | | 129,529 | | | | | | 0.0 | | |
5,038 (1)(2) | | | Dino Polska SA | | | | | 359,344 | | | | | | 0.1 | | |
14,365 | | | KGHM Polska Miedz SA | | | | | 383,802 | | | | | | 0.1 | | |
113 | | | LPP SA | | | | | 228,297 | | | | | | 0.0 | | |
1,508 (1) | | | mBank SA | | | | | 76,108 | | | | | | 0.0 | | |
70,312 | | | Orange Polska SA | | | | | 98,407 | | | | | | 0.0 | | |
92,171 (1) | | | PGE Polska Grupa Energetyczna SA | | | | | 220,070 | | | | | | 0.0 | | |
30,607 | | | Polski Koncern Naftowy Orlen | | | | | 469,988 | | | | | | 0.1 | | |
179,055 | | | Polskie Gornictwo Naftowe I Gazownictwo SA | | | | | 228,408 | | | | | | 0.0 | | |
89,050 (1) | | | Powszechna Kasa Oszczednosci Bank Polski SA | | | | | 558,555 | | | | | | 0.1 | | |
62,548 | | | Powszechny Zaklad Ubezpieczen SA | | | | | 419,341 | | | | | | 0.1 | | |
3,576 | | | Santander Bank Polska SA | | | | | 186,376 | | | | | | 0.0 | | |
| | | | | | | | 4,050,930 | | | | | | 0.6 | | |
| | | Qatar: 1.0% | | ||||||||||||
194,938 | | | Barwa Real Estate Co. | | | | | 178,979 | | | | | | 0.0 | | |
206,195 | | | Commercial Bank PQSC | | | | | 388,194 | | | | | | 0.1 | | |
154,562 | | | Industries Qatar QSC | | | | | 678,133 | | | | | | 0.1 | | |
575,715 | | | Masraf Al Rayan | | | | | 653,609 | | | | | | 0.1 | | |
457,504 | | | Mesaieed Petrochemical Holding Co. | | | | | 313,091 | | | | | | 0.1 | | |
79,457 | | | Ooredoo QPSC | | | | | 168,000 | | | | | | 0.0 | | |
43,254 | | | Qatar Electricity & Water Co. QSC | | | | | 208,089 | | | | | | 0.0 | | |
49,542 | | | Qatar Fuel QSC | | | | | 242,830 | | | | | | 0.0 | | |
256,507 | | | Qatar Gas Transport Co. Ltd. | | | | | 263,832 | | | | | | 0.0 | | |
78,206 | | | Qatar International Islamic Bank QSC | | | | | 229,116 | | | | | | 0.0 | | |
169,744 | | | Qatar Islamic Bank SAQ | | | | | 1,037,085 | | | | | | 0.2 | | |
470,816 | | | Qatar National Bank QPSC | | | | | 2,584,610 | | | | | | 0.4 | | |
| | | | | | | | 6,945,568 | | | | | | 1.0 | | |
| | | Romania: 0.0% | | ||||||||||||
48,083 | | | NEPI Rockcastle S.A. | | | | | 256,427 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Russia: —% | | ||||||||||||
292,495 (4) | | | Alrosa PJSC | | | | $ | — | | | | | | — | | |
1,334,323 (4) | | | Gazprom PJSC | | | | | — | | | | | | — | | |
4,339,761 (4) | | | Inter RAO UES PJSC | | | | | — | | | | | | — | | |
46,982 (4) | | | Lukoil PJSC | | | | | — | | | | | | — | | |
39,657 (4) | | | Magnit PJSC GDR | | | | | — | | | | | | — | | |
7,016 (4) | | | MMC Norilsk Nickel OJSC | | | | | — | | | | | | — | | |
49,141 (4) | | | Mobile TeleSystems PJSC ADR | | | | | — | | | | | | — | | |
170,929 (1)(4) | | | Moscow Exchange MICEX-RTS PJ | | | | | — | | | | | | — | | |
10,199 (4) | | | Novatek PJSC GDR | | | | | — | | | | | | — | | |
166,658 (4) | | | Novolipetsk Steel PJSC | | | | | — | | | | | | — | | |
5,981 (1)(4) | | | Ozon Holdings PLC ADR | | | | | — | | | | | | — | | |
15,582 (4) | | | PhosAgro PJSC GDR | | | | | — | | | | | | — | | |
100 (1)(4) | | | PhosAgro PJSC | | | | | — | | | | | | — | | |
40,645 (4) | | | Polymetal International PLC | | | | | — | | | | | | — | | |
3,794 (4) | | | Polyus PJSC | | | | | — | | | | | | — | | |
126,916 (4) | | | Rosneft Oil Co. PJSC | | | | | — | | | | | | — | | |
1,201,542 (1)(4)(5) | | | Sberbank of Russia PJSC | | | | | — | | | | | | — | | |
23,691 (4) | | | Severstal PAO | | | | | — | | | | | | — | | |
770,779 (4) | | | Surgutneftegas PJSC | | | | | — | | | | | | — | | |
160,492 (4) | | | Tatneft PJSC | | | | | — | | | | | | — | | |
13,582 (1)(4) | | | TCS Group Holding PLC GDR | | | | | — | | | | | | — | | |
344,289 (1)(4) | | | United Co. RUSAL International PJSC | | | | | — | | | | | | — | | |
13,851 (1)(4) | | | VK Co. Ltd. GDR | | | | | — | | | | | | — | | |
377,182,805 (1)(4)(5) | | | VTB Bank PJSC | | | | | — | | | | | | — | | |
2,448 (4) | | | X5 Retail Group N.V. - FIVEL GDR | | | | | — | | | | | | — | | |
10,806 (4) | | | X5 Retail Group NV - FIVE GDR | | | | | — | | | | | | — | | |
34,476 (1)(4) | | | Yandex NV | | | | | — | | | | | | — | | |
| | | | | | | | — | | | | | | — | | |
| | | Saudi Arabia: 4.2% | | ||||||||||||
8,236 (1) | | | ACWA Power Co. | | | | | 328,576 | | | | | | 0.1 | | |
13,420 | | | Advanced Petrochemical Co. | | | | | 184,023 | | | | | | 0.0 | | |
200,011 | | | Al Rajhi Bank | | | | | 4,406,530 | | | | | | 0.7 | | |
100,992 | | | Alinma Bank | | | | | 902,522 | | | | | | 0.1 | | |
24,970 | | | Almarai Co. JSC | | | | | 349,421 | | | | | | 0.1 | | |
61,421 | | | Arab National Bank | | | | | 484,133 | | | | | | 0.1 | | |
50,435 (1) | | | Bank AlBilad | | | | | 589,870 | | | | | | 0.1 | | |
42,568 | | | Bank Al-Jazira | | | | | 254,005 | | | | | | 0.0 | | |
60,353 | | | Banque Saudi Fransi | | | | | 764,544 | | | | | | 0.1 | | |
Voya Emerging Markets | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Saudi Arabia (continued) | | ||||||||||||
6,244 | | | Bupa Arabia for Cooperative Insurance Co. | | | | $ | 265,060 | | | | | | 0.0 | | |
56,582 (1) | | | Dar Al Arkan Real Estate Development Co. | | | | | 162,614 | | | | | | 0.0 | | |
8,857 | | | Dr Sulaiman Al Habib Medical Services Group Co. | | | | | 458,944 | | | | | | 0.1 | | |
2,405 | | | Elm Co. | | | | | 163,208 | | | | | | 0.0 | ��� | |
41,180 (1) | | | Emaar Economic City | | | | | 108,564 | | | | | | 0.0 | | |
38,462 | | | Etihad Etisalat Co. | | | | | 359,100 | | | | | | 0.1 | | |
6,043 | | | Jarir Marketing Co. | | | | | 262,324 | | | | | | 0.0 | | |
45,668 (1) | | | Mobile Telecommunications Co. Saudi Arabia | | | | | 137,183 | | | | | | 0.0 | | |
4,998 | | | Mouwasat Medical Services Co. | | | | | 283,849 | | | | | | 0.0 | | |
36,043 (1) | | | National Industrialization Co. | | | | | 155,271 | | | | | | 0.0 | | |
52,918 (1) | | | Rabigh Refining & Petrochemical Co. | | | | | 240,478 | | | | | | 0.0 | | |
137,901 | | | Riyad Bank | | | | | 1,183,284 | | | | | | 0.2 | | |
22,014 | | | SABIC Agri-Nutrients Co. | | | | | 809,935 | | | | | | 0.1 | | |
37,213 | | | Sahara International Petrochemical Co. | | | | | 499,078 | | | | | | 0.1 | | |
88,522 (1) | | | Saudi Arabian Mining Co. | | | | | 1,181,468 | | | | | | 0.2 | | |
245,166 (2) | | | Saudi Arabian Oil Co. | | | | | 2,533,816 | | | | | | 0.4 | | |
91,717 | | | Saudi Basic Industries Corp. | | | | | 2,487,133 | | | | | | 0.4 | | |
94,478 | | | Saudi British Bank/The | | | | | 1,026,192 | | | | | | 0.2 | | |
83,818 | | | Saudi Electricity Co. | | | | | 542,196 | | | | | | 0.1 | | |
38,281 | | | Saudi Industrial Investment Group | | | | | 291,355 | | | | | | 0.0 | | |
49,731 | | | Saudi Investment Bank/The | | | | | 259,187 | | | | | | 0.0 | | |
76,119 (1) | | | Saudi Kayan Petrochemical Co. | | | | | 320,712 | | | | | | 0.1 | | |
223,680 | | | Saudi National Bank | | | | | 3,937,312 | | | | | | 0.6 | | |
3,765 (1) | | | Saudi Research & Media Group | | | | | 189,266 | | | | | | 0.0 | | |
3,750 | | | Saudi Tadawul Group Holding Co. | | | | | 188,893 | | | | | | 0.0 | | |
60,922 | | | Saudi Telecom Co. | | | | | 1,579,787 | | | | | | 0.2 | | |
26,477 | | | Savola Group/The | | | | | 237,499 | | | | | | 0.0 | | |
25,998 | | | Yanbu National Petrochemical Co. | | | | | 350,161 | | | | | | 0.1 | | |
| | | | | | | | 28,477,493 | | | | | | 4.2 | | |
| | | Singapore: 0.0% | | ||||||||||||
21,500 (2) | | | BOC Aviation Ltd. | | | | | 181,774 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | South Africa: 3.4% | | ||||||||||||
81,956 | | | Absa Group Ltd. | | | | $ | 782,542 | | | | | | 0.1 | | |
11,592 | | | African Rainbow Minerals Ltd. | | | | | 152,304 | | | | | | 0.0 | | |
5,398 | | | Anglo American Platinum Ltd. | | | | | 472,818 | | | | | | 0.1 | | |
42,917 | | | AngloGold Ashanti Ltd. | | | | | 633,675 | | | | | | 0.1 | | |
39,607 | | | Aspen Pharmacare Holdings Ltd. | | | | | 340,454 | | | | | | 0.1 | | |
33,966 | | | Bid Corp. Ltd. | | | | | 640,560 | | | | | | 0.1 | | |
29,762 | | | Bidvest Group Ltd. | | | | | 383,423 | | | | | | 0.1 | | |
8,867 | | | Capitec Bank Holdings Ltd. | | | | | 1,086,742 | | | | | | 0.2 | | |
24,998 | | | Clicks Group Ltd. | | | | | 419,959 | | | | | | 0.1 | | |
51,290 (1) | | | Discovery Ltd. | | | | | 405,655 | | | | | | 0.1 | | |
24,894 | | | Exxaro Resources Ltd. | | | | | 302,452 | | | | | | 0.0 | | |
514,694 | | | FirstRand Ltd. | | | | | 1,980,763 | | | | | | 0.3 | | |
34,388 | | | Foschini Group Ltd./The | | | | | 257,877 | | | | | | 0.0 | | |
91,392 | | | Gold Fields Ltd. | | | | | 842,926 | | | | | | 0.1 | | |
352,898 | | | Growthpoint Properties Ltd. | | | | | 267,893 | | | | | | 0.0 | | |
57,598 | | | Harmony Gold Mining Co., Ltd. | | | | | 180,092 | | | | | | 0.0 | | |
86,479 | | | Impala Platinum Holdings Ltd. | | | | | 959,436 | | | | | | 0.1 | | |
6,543 | | | Kumba Iron Ore Ltd. | | | | | 212,118 | | | | | | 0.0 | | |
26,379 (3) | | | Mr Price Group Ltd. | | | | | 289,262 | | | | | | 0.0 | | |
172,978 | | | MTN Group Ltd. | | | | | 1,407,627 | | | | | | 0.2 | | |
38,964 | | | MultiChoice Group | | | | | 277,367 | | | | | | 0.0 | | |
22,228 | | | Naspers Ltd. | | | | | 3,247,212 | | | | | | 0.5 | | |
46,343 | | | Nedbank Group Ltd. | | | | | 593,173 | | | | | | 0.1 | | |
34,526 (1) | | | Northam Platinum Holdings Ltd. | | | | | 363,517 | | | | | | 0.1 | | |
471,384 (3) | | | Old Mutual Ltd. | | | | | 319,489 | | | | | | 0.0 | | |
176,472 (2) | | | Pepkor Holdings Ltd. | | | | | 207,400 | | | | | | 0.0 | | |
14,327 | | | Reinet Investments SCA | | | | | 251,688 | | | | | | 0.0 | | |
53,880 | | | Remgro Ltd. | | | | | 430,245 | | | | | | 0.1 | | |
181,053 | | | Sanlam Ltd. | | | | | 588,464 | | | | | | 0.1 | | |
57,835 (1) | | | Sasol Ltd. | | | | | 1,333,619 | | | | | | 0.2 | | |
51,588 | | | Shoprite Holdings Ltd. | | | | | 628,549 | | | | | | 0.1 | | |
286,677 | | | Sibanye Stillwater Ltd. | | | | | 711,955 | | | | | | 0.1 | | |
20,027 (3) | | | Spar Group Ltd. | | | | | 170,027 | | | | | | 0.0 | | |
136,347 | | | Standard Bank Group Ltd. | | | | | 1,300,854 | | | | | | 0.2 | | |
64,208 (3) | | | Vodacom Group Pty Ltd. | | | | | 519,957 | | | | | | 0.1 | | |
101,511 | | | Woolworths Holdings Ltd./South Africa | | | | | 338,500 | | | | | | 0.1 | | |
| | | | | | | | 23,300,594 | | | | | | 3.4 | | |
Voya Emerging Markets | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | South Korea: 10.4% | | ||||||||||||
2,839 (1) | | | Alteogen, Inc. | | | | $ | 133,907 | | | | | | 0.0 | | |
3,002 | | | Amorepacific Corp. | | | | | 301,735 | | | | | | 0.1 | | |
2,911 | | | AMOREPACIFIC Group | | | | | 83,886 | | | | | | 0.0 | | |
833 | | | BGF retail Co. Ltd. | | | | | 121,565 | | | | | | 0.0 | | |
8,671 | | | Celltrion Healthcare Co. Ltd. | | | | | 460,248 | | | | | | 0.1 | | |
1,699 (1) | | | Celltrion Pharm, Inc. | | | | | 103,444 | | | | | | 0.0 | | |
10,047 | | | Celltrion, Inc. | | | | | 1,387,006 | | | | | | 0.2 | | |
7,558 | | | Cheil Worldwide, Inc. | | | | | 138,804 | | | | | | 0.0 | | |
847 | | | CJ CheilJedang Corp. | | | | | 247,955 | | | | | | 0.0 | | |
1,482 | | | CJ Corp. | | | | | 88,986 | | | | | | 0.0 | | |
1,134 | | | CJ ENM Co. Ltd. | | | | | 82,060 | | | | | | 0.0 | | |
868 (1) | | | CJ Logistics Corp. | | | | | 76,519 | | | | | | 0.0 | | |
5,704 | | | Coway Co. Ltd. | | | | | 282,217 | | | | | | 0.1 | | |
4,829 | | | DB Insurance Co. Ltd. | | | | | 228,775 | | | | | | 0.0 | | |
5,207 | | | Doosan Bobcat, Inc. | | | | | 116,514 | | | | | | 0.0 | | |
40,987 (1) | | | Doosan Heavy Industries and Construction Co. Ltd. | | | | | 615,549 | | | | | | 0.1 | | |
4,985 | | | Ecopro BM Co. Ltd. | | | | | 439,296 | | | | | | 0.1 | | |
2,179 | | | E-Mart, Inc. | | | | | 177,666 | | | | | | 0.0 | | |
1,778 | | | F&F Co. Ltd. / New | | | | | 184,780 | | | | | | 0.0 | | |
567 | | | Green Cross Corp./South Korea | | | | | 73,744 | | | | | | 0.0 | | |
6,688 | | | GS Engineering & Construction Corp. | | | | | 163,233 | | | | | | 0.0 | | |
4,877 | | | GS Holdings Corp. | | | | | 157,574 | | | | | | 0.0 | | |
30,583 | | | Hana Financial Group, Inc. | | | | | 929,532 | | | | | | 0.1 | | |
7,669 | | | Hankook Tire & Technology Co. Ltd. | | | | | 195,507 | | | | | | 0.0 | | |
698 | | | Hanmi Pharm Co. Ltd. | | | | | 166,303 | | | | | | 0.0 | | |
19,068 | | | Hanon Systems Corp. | | | | | 148,242 | | | | | | 0.0 | | |
11,727 (1) | | | Hanwha Solutions Corp. | | | | | 343,377 | | | | | | 0.1 | | |
4,833 | | | HD Hyundai Co. Ltd. | | | | | 222,058 | | | | | | 0.0 | | |
9,940 (1) | | | HLB, Inc. | | | | | 272,213 | | | | | | 0.1 | | |
27,460 | | | HMM Co. Ltd | | | | | 522,798 | | | | | | 0.1 | | |
3,435 | | | Hotel Shilla Co. Ltd. | | | | | 189,057 | | | | | | 0.0 | | |
1,697 (1) | | | HYBE Co. Ltd. | | | | | 190,600 | | | | | | 0.0 | | |
8,013 | | | Hyundai Engineering & Construction Co. Ltd. | | | | | 256,279 | | | | | | 0.0 | | |
1,870 | | | Hyundai Glovis Co., Ltd. | | | | | 259,970 | | | | | | 0.0 | | |
1,879 (1) | | | Hyundai Heavy Industries Co. Ltd. | | | | | 207,383 | | | | | | 0.0 | | |
6,253 | | | Hyundai Mobis Co. Ltd. | | | | | 963,819 | | | | | | 0.2 | | |
14,201 | | | Hyundai Motor Co. | | | | | 1,984,556 | | | | | | 0.3 | | |
8,892 | | | Hyundai Steel Co. | | | | | 220,553 | | | | | | 0.0 | | |
2,425 | | | Iljin Materials Co. Ltd. | | | | | 131,254 | | | | | | 0.0 | | |
26,410 | | | Industrial Bank Of Korea | | | | | 196,140 | | | | | | 0.0 | | |
31,921 | | | Kakao Corp. | | | | | 1,729,643 | | | | | | 0.3 | | |
3,729 (1) | | | Kakao Games Corp. | | | | | 141,721 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | South Korea (continued) | | ||||||||||||
12,189 (1) | | | KakaoBank Corp. | | | | $ | 284,753 | | | | | | 0.1 | | |
9,954 (1) | | | Kangwon Land, Inc. | | | | | 195,454 | | | | | | 0.0 | | |
40,256 | | | KB Financial Group, Inc. | | | | | 1,503,293 | | | | | | 0.2 | | |
26,900 | | | Kia Corp. | | | | | 1,605,541 | | | | | | 0.2 | | |
7,589 | | | Korea Aerospace Industries Ltd. | | | | | 313,833 | | | | | | 0.1 | | |
26,014 (1) | | | Korea Electric Power Corp. | | | | | 453,676 | | | | | | 0.1 | | |
4,205 | | | Korea Investment Holdings Co., Ltd. | | | | | 200,448 | | | | | | 0.0 | | |
4,376 (1) | | | Korea Shipbuilding & Offshore Engineering Co. Ltd. | | | | | 317,645 | | | | | | 0.1 | | |
885 | | | Korea Zinc Co., Ltd. | | | | | 333,108 | | | | | | 0.1 | | |
17,421 (1) | | | Korean Air Lines Co. Ltd. | | | | | 339,761 | | | | | | 0.1 | | |
2,511 (1) | | | Krafton, Inc. | | | | | 424,199 | | | | | | 0.1 | | |
11,222 | | | KT&G Corp. | | | | | 711,304 | | | | | | 0.1 | | |
1,858 | | | Kumho Petrochemical Co. Ltd. | | | | | 199,843 | | | | | | 0.0 | | |
2,330 (1) | | | L&F Co. Ltd. | | | | | 379,830 | | | | | | 0.1 | | |
5,044 | | | LG Chem Ltd. | | | | | 2,003,890 | | | | | | 0.3 | | |
9,417 | | | LG Corp. | | | | | 566,426 | | | | | | 0.1 | | |
23,484 | | | LG Display Co., Ltd. | | | | | 263,490 | | | | | | 0.0 | | |
10,851 | | | LG Electronics, Inc. | | | | | 739,997 | | | | | | 0.1 | | |
2,147 (1) | | | LG Energy Solution Ltd. | | | | | 619,276 | | | | | | 0.1 | | |
972 | | | LG Household & Health Care Ltd. | | | | | 510,685 | | | | | | 0.1 | | |
1,468 | | | LG Innotek Co. Ltd. | | | | | 389,373 | | | | | | 0.1 | | |
21,555 (1) | | | LG Uplus Corp. | | | | | 212,125 | | | | | | 0.0 | | |
1,754 | | | Lotte Chemical Corp. | | | | | 244,535 | | | | | | 0.0 | | |
1,068 | | | Lotte Shopping Co. Ltd. | | | | | 85,837 | | | | | | 0.0 | | |
3,205 | | | Meritz Financial Group, Inc. | | | | | 64,041 | | | | | | 0.0 | | |
3,909 | | | Meritz Fire & Marine Insurance Co., Ltd. | | | | | 100,102 | | | | | | 0.0 | | |
28,872 | | | Meritz Securities Co. Ltd. | | | | | 101,474 | | | | | | 0.0 | | |
27,238 | | | Mirae Asset Securities Co. Ltd. | | | | | 139,059 | | | | | | 0.0 | | |
13,433 | | | NAVER Corp. | | | | | 2,505,612 | | | | | | 0.4 | | |
1,686 | | | NCSoft Corp. | | | | | 455,105 | | | | | | 0.1 | | |
2,205 (2) | | | Netmarble Corp. | | | | | 117,204 | | | | | | 0.0 | | |
14,619 | | | NH Investment & Securities Co., Ltd. | | | | | 102,263 | | | | | | 0.0 | | |
2,431 | | | Orion Corp./Republic of Korea | | | | | 195,490 | | | | | | 0.0 | | |
28,027 | | | Pan Ocean Co. Ltd. | | | | | 128,775 | | | | | | 0.0 | | |
3,089 (1) | | | Pearl Abyss Corp. | | | | | 121,828 | | | | | | 0.0 | | |
2,867 | | | POSCO Chemical Co., Ltd. | | | | | 237,432 | | | | | | 0.0 | | |
8,018 | | | POSCO Holdings, Inc. | | | | | 1,429,907 | | | | | | 0.2 | | |
Voya Emerging Markets | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | South Korea (continued) | | ||||||||||||
1,738 | | | S-1 Corp. | | | | $ | 86,179 | | | | | | 0.0 | | |
1,801 (1)(2) | | | Samsung Biologics Co. Ltd. | | | | | 1,101,072 | | | | | | 0.2 | | |
8,596 | | | Samsung C&T Corp. | | | | | 818,377 | | | | | | 0.1 | | |
5,770 | | | Samsung Electro-Mechanics Co. Ltd. | | | | | 583,772 | | | | | | 0.1 | | |
487,425 | | | Samsung Electronics Co., Ltd. 005930 | | | | | 21,499,029 | | | | | | 3.2 | | |
16,376 (1) | | | Samsung Engineering Co. Ltd. | | | | | 272,182 | | | | | | 0.1 | | |
3,171 | | | Samsung Fire & Marine Insurance Co. Ltd. | | | | | 492,658 | | | | | | 0.1 | | |
63,931 (1) | | | Samsung Heavy Industries Co., Ltd. | | | | | 299,031 | | | | | | 0.1 | | |
7,662 | | | Samsung Life Insurance Co. Ltd. | | | | | 370,268 | | | | | | 0.1 | | |
5,607 | | | Samsung SDI Co., Ltd. | | | | | 2,312,243 | | | | | | 0.3 | | |
3,546 | | | Samsung SDS Co. Ltd. | | | | | 356,110 | | | | | | 0.1 | | |
6,252 | | | Samsung Securities Co. Ltd. | | | | | 161,612 | | | | | | 0.0 | | |
3,754 | | | SD Biosensor, Inc. | | | | | 112,506 | | | | | | 0.0 | | |
3,777 | | | Seegene, Inc. | | | | | 105,335 | | | | | | 0.0 | | |
47,400 | | | Shinhan Financial Group Co., Ltd. | | | | | 1,359,170 | | | | | | 0.2 | | |
3,195 (1) | | | SK Biopharmaceuticals Co. Ltd. | | | | | 184,833 | | | | | | 0.0 | | |
2,363 (1) | | | SK Bioscience Co. Ltd. | | | | | 183,747 | | | | | | 0.0 | | |
1,124 | | | SK Chemicals Co. Ltd. | | | | | 79,917 | | | | | | 0.0 | | |
55,647 | | | SK Hynix, Inc. | | | | | 3,929,464 | | | | | | 0.6 | | |
2,566 (1)(2) | | | SK IE Technology Co. Ltd. | | | | | 195,018 | | | | | | 0.0 | | |
5,642 (1) | | | SK Innovation Co. Ltd. | | | | | 837,597 | | | | | | 0.1 | | |
10,079 (1) | | | SK Square Co. Ltd. | | | | | 304,488 | | | | | | 0.1 | | |
2,610 | | | SK Telecom Co., Ltd. | | | | | 104,742 | | | | | | 0.0 | | |
3,780 | | | SK, Inc. | | | | | 629,063 | | | | | | 0.1 | | |
2,149 | | | SKC Co., Ltd. | | | | | 220,986 | | | | | | 0.0 | | |
4,620 | | | S-Oil Corp. | | | | | 368,234 | | | | | | 0.1 | | |
52,335 | | | Woori Financial Group, Inc. | | | | | 489,894 | | | | | | 0.1 | | |
5,352 | | | Yuhan Corp. | | | | | 231,497 | | | | | | 0.0 | | |
| | | | | | | | 71,222,106 | | | | | | 10.4 | | |
| | | Taiwan: 14.0% | | ||||||||||||
52,000 | | | Accton Technology Corp. | | | | | 418,288 | | | | | | 0.1 | | |
306,462 | | | Acer, Inc. | | | | | 224,088 | | | | | | 0.0 | | |
43,659 | | | Advantech Co. Ltd. | | | | | 508,073 | | | | | | 0.1 | | |
14,603 | | | Airtac International Group | | | | | 487,417 | | | | | | 0.1 | | |
334,243 | | | ASE Technology Holding Co. Ltd. | | | | | 860,848 | | | | | | 0.1 | | |
261,356 | | | Asia Cement Corp. | | | | | 385,462 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Taiwan (continued) | | ||||||||||||
3,000 | | | ASMedia Technology, Inc. | | | | $ | 112,979 | | | | | | 0.0 | | |
72,000 | | | Asustek Computer, Inc. | | | | | 753,011 | | | | | | 0.1 | | |
838,000 | | | AU Optronics Corp. | | | | | 458,833 | | | | | | 0.1 | | |
70,000 | | | Catcher Technology Co., Ltd. | | | | | 390,494 | | | | | | 0.1 | | |
806,079 | | | Cathay Financial Holding Co., Ltd. | | | | | 1,380,307 | | | | | | 0.2 | | |
139,914 | | | Chailease Holding Co. Ltd. | | | | | 981,699 | | | | | | 0.1 | | |
476,989 | | | Chang Hwa Commercial Bank Ltd. | | | | | 278,613 | | | | | | 0.0 | | |
181,650 | | | Cheng Shin Rubber Industry Co. Ltd. | | | | | 216,427 | | | | | | 0.0 | | |
284,000 (1) | | | China Airlines Ltd. | | | | | 225,038 | | | | | | 0.0 | | |
1,593,100 | | | China Development Financial Holding Corp. | | | | | 788,930 | | | | | | 0.1 | | |
1,205,535 | | | China Steel Corp. | | | | | 1,154,300 | | | | | | 0.2 | | |
386,000 | | | Chunghwa Telecom Co., Ltd. | | | | | 1,585,083 | | | | | | 0.2 | | |
439,000 | | | Compal Electronics, Inc. | | | | | 336,116 | | | | | | 0.1 | | |
1,790,170 | | | CTBC Financial Holding Co. Ltd. | | | | | 1,514,217 | | | | | | 0.2 | | |
198,703 | | | Delta Electronics, Inc. | | | | | 1,481,580 | | | | | | 0.2 | | |
88,000 | | | E Ink Holdings, Inc. | | | | | 561,903 | | | | | | 0.1 | | |
1,228,883 | | | E.Sun Financial Holding Co., Ltd. | | | | | 1,199,597 | | | | | | 0.2 | | |
19,386 | | | Eclat Textile Co. Ltd. | | | | | 271,538 | | | | | | 0.0 | | |
7,000 | | | eMemory Technology, Inc. | | | | | 245,562 | | | | | | 0.0 | | |
260,000 (1) | | | Eva Airways Corp. | | | | | 277,415 | | | | | | 0.0 | | |
259,142 | | | Evergreen Marine Corp. Taiwan Ltd. | | | | | 736,551 | | | | | | 0.1 | | |
327,685 | | | Far Eastern New Century Corp. | | | | | 350,770 | | | | | | 0.1 | | |
164,000 | | | Far EasTone Telecommunications Co., Ltd. | | | | | 461,545 | | | | | | 0.1 | | |
44,891 | | | Feng TAY Enterprise Co., Ltd. | | | | | 264,885 | | | | | | 0.0 | | |
1,058,092 | | | First Financial Holding Co., Ltd. | | | | | 933,832 | | | | | | 0.1 | | |
355,600 | | | Formosa Chemicals & Fibre Co. | | | | | 893,783 | | | | | | 0.1 | | |
113,000 | | | Formosa Petrochemical Corp. | | | | | 356,195 | | | | | | 0.1 | | |
421,600 | | | Formosa Plastics Corp. | | | | | 1,539,447 | | | | | | 0.2 | | |
722,364 | | | Fubon Financial Holding Co., Ltd. | | | | | 1,452,926 | | | | | | 0.2 | | |
31,000 | | | Giant Manufacturing Co., Ltd. | | | | | 250,586 | | | | | | 0.0 | | |
22,000 | | | Globalwafers Co. Ltd. | | | | | 336,153 | | | | | | 0.1 | | |
Voya Emerging Markets | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Taiwan (continued) | | ||||||||||||
1,270,170 | | | HON HAI Precision Industry Co., Ltd. | | | | $ | 4,662,976 | | | | | | 0.7 | | |
31,000 | | | Hotai Motor Co. Ltd. | | | | | 632,393 | | | | | | 0.1 | | |
875,842 | | | Hua Nan Financial Holdings Co. Ltd. | | | | | 666,848 | | | | | | 0.1 | | |
1,024,439 | | | Innolux Corp. | | | | | 416,856 | | | | | | 0.1 | | |
270,000 | | | Inventec Co., Ltd. | | | | | 228,288 | | | | | | 0.0 | | |
10,000 | | | Largan Precision Co. Ltd. | | | | | 581,133 | | | | | | 0.1 | | |
206,538 | | | Lite-On Technology Corp. | | | | | 401,945 | | | | | | 0.1 | | |
154,820 | | | MediaTek, Inc. | | | | | 3,398,482 | | | | | | 0.5 | | |
1,108,826 | | | Mega Financial Holdings Co., Ltd. | | | | | 1,317,599 | | | | | | 0.2 | | |
70,000 | | | Micro-Star International Co., Ltd. | | | | | 267,412 | | | | | | 0.0 | | |
6,000 | | | momo.com, Inc. | | | | | 129,084 | | | | | | 0.0 | | |
482,890 | | | Nan Ya Plastics Corp. | | | | | 1,347,937 | | | | | | 0.2 | | |
23,000 | | | Nan Ya Printed Circuit Board Corp. | | | | | 202,317 | | | | | | 0.0 | | |
123,000 | | | Nanya Technology Corp. | | | | | 204,705 | | | | | | 0.0 | | |
18,000 | | | Nien Made Enterprise Co. Ltd. | | | | | 177,661 | | | | | | 0.0 | | |
59,000 | | | Novatek Microelectronics Corp., Ltd. | | | | | 600,275 | | | | | | 0.1 | | |
8,000 | | | Parade Technologies Ltd. | | | | | 311,445 | | | | | | 0.1 | | |
205,000 | | | Pegatron Corp. | | | | | 393,074 | | | | | | 0.1 | | |
224,000 | | | Pou Chen Corp. | | | | | 222,473 | | | | | | 0.0 | | |
271,000 | | | Powerchip Semiconductor Manufacturing Corp. | | | | | 367,053 | | | | | | 0.1 | | |
58,000 | | | President Chain Store Corp. | | | | | 531,332 | | | | | | 0.1 | | |
276,000 | | | Quanta Computer, Inc. | | | | | 740,413 | | | | | | 0.1 | | |
46,760 | | | Realtek Semiconductor Corp. | | | | | 571,899 | | | | | | 0.1 | | |
120,719 | | | Ruentex Development Co. Ltd. | | | | | 298,354 | | | | | | 0.0 | | |
364,349 | | | Shanghai Commercial & Savings Bank Ltd./The | | | | | 651,722 | | | | | | 0.1 | | |
1,357,529 | | | Shin Kong Financial Holding Co., Ltd. | | | | | 400,119 | | | | | | 0.1 | | |
1,044,454 | | | SinoPac Financial Holdings Co., Ltd. | | | | | 590,446 | | | | | | 0.1 | | |
140,800 | | | Synnex Technology International Corp. | | | | | 252,054 | | | | | | 0.0 | | |
1,049,871 | | | Taishin Financial Holdings Co., Ltd. | | | | | 575,932 | | | | | | 0.1 | | |
583,119 | | | Taiwan Cement Corp. | | | | | 775,983 | | | | | | 0.1 | | |
970,837 | | | Taiwan Cooperative Financial Holding Co. Ltd. | | | | | 877,846 | | | | | | 0.1 | | |
193,000 | | | Taiwan High Speed Rail Corp. | | | | | 182,110 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Taiwan (continued) | | ||||||||||||
175,000 | | | Taiwan Mobile Co., Ltd. | | | | $ | 635,900 | | | | | | 0.1 | | |
2,513,000 | | | Taiwan Semiconductor Manufacturing Co., Ltd. | | | | | 40,274,224 | | | | | | 5.9 | | |
129,000 | | | Unimicron Technology Corp. | | | | | 690,390 | | | | | | 0.1 | | |
488,209 | | | Uni-President Enterprises Corp. | | | | | 1,100,769 | | | | | | 0.2 | | |
1,206,000 | | | United Microelectronics Corp. | | | | | 1,612,042 | | | | | | 0.2 | | |
91,000 | | | Vanguard International Semiconductor Corp. | | | | | 236,726 | | | | | | 0.0 | | |
7,000 | | | Voltronic Power Technology Corp. | | | | | 339,574 | | | | | | 0.1 | | |
261,000 | | | Walsin Lihwa Corp. | | | | | 316,393 | | | | | | 0.1 | | |
62,300 | | | Wan Hai Lines Ltd. | | | | | 249,100 | | | | | | 0.0 | | |
34,000 | | | Win Semiconductors Corp. | | | | | 220,739 | | | | | | 0.0 | | |
303,000 | | | Winbond Electronics Corp. | | | | | 221,696 | | | | | | 0.0 | | |
9,000 | | | Wiwynn Corp. | | | | | 210,891 | | | | | | 0.0 | | |
165,280 | | | WPG Holdings Ltd. | | | | | 306,687 | | | | | | 0.1 | | |
44,537 | | | Yageo Corp. | | | | | 461,889 | | | | | | 0.1 | | |
178,000 | | | Yang Ming Marine Transport Corp. | | | | | 492,313 | | | | | | 0.1 | | |
986,409 | | | Yuanta Financial Holding Co., Ltd. | | | | | 653,313 | | | | | | 0.1 | | |
68,000 | | | Zhen Ding Technology Holding Ltd. | | | | | 235,570 | | | | | | 0.0 | | |
| | | | | | | | 95,910,873 | | | | | | 14.0 | | |
| | | Thailand: 2.0% | | ||||||||||||
23,300 | | | Advanced Info Service PCL | | | | | 128,318 | | | | | | 0.0 | | |
101,900 | | | Advanced Info Service PCL - Foreign | | | | | 561,186 | | | | | | 0.1 | | |
446,600 (1) | | | Airports of Thailand PCL - Foreign | | | | | 897,738 | | | | | | 0.1 | | |
897,900 | | | Asset World Corp. PCL - Foreign | | | | | 124,185 | | | | | | 0.0 | | |
107,300 | | | B Grimm Power PCL - Foreign | | | | | 106,404 | | | | | | 0.0 | | |
236,400 | | | Bangkok Commercial Asset Management PCL - Foreign | | | | | 116,538 | | | | | | 0.0 | | |
1,071,500 | | | Bangkok Dusit Medical Services PCL - Foreign | | | | | 758,409 | | | | | | 0.1 | | |
873,900 | | | Bangkok Expressway & Metro PCL - Foreign | | | | | 216,549 | | | | | | 0.0 | | |
142,100 | | | Berli Jucker PCL - Foreign | | | | | 130,561 | | | | | | 0.0 | | |
866,000 | | | BTS Group Holdings PCL - Foreign | | | | | 209,582 | | | | | | 0.0 | | |
Voya Emerging Markets | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Thailand (continued) | | ||||||||||||
51,300 | | | Bumrungrad Hospital PCL - Foreign | | | | $ | 259,834 | | | | | | 0.1 | | |
32,900 | | | Carabao Group PCL | | | | | 99,323 | | | | | | 0.0 | | |
23,800 | | | Central Pattana PCL | | | | | 41,132 | | | | | | 0.0 | | |
191,200 | | | Central Pattana PCL - Foreign | | | | | 330,439 | | | | | | 0.1 | | |
193,600 | | | Central Retail Corp. PCL - Foreign | | | | | 191,990 | | | | | | 0.0 | | |
104,800 | | | Charoen Pokphand Foods PCL | | | | | 77,196 | | | | | | 0.0 | | |
333,500 | | | Charoen Pokphand Foods PCL - Foreign | | | | | 245,658 | | | | | | 0.1 | | |
608,200 | | | CP ALL PCL - Foreign | | | | | 1,033,254 | | | | | | 0.2 | | |
32,000 | | | Delta Electronics Thailand PCL - Foreign | | | | | 302,642 | | | | | | 0.1 | | |
28,800 | | | Electricity Generating PCL - Foreign | | | | | 143,907 | | | | | | 0.0 | | |
173,800 (3) | | | Energy Absolute PCL - Foreign | | | | | 401,124 | | | | | | 0.1 | | |
73,700 | | | Global Power Synergy PCL - Foreign | | | | | 134,660 | | | | | | 0.0 | | |
306,100 | | | Gulf Energy Development PCL - Foreign | | | | | 403,236 | | | | | | 0.1 | | |
669,651 | | | Home Product Center PCL - Foreign | | | | | 240,920 | | | | | | 0.1 | | |
183,200 | | | Indorama Ventures PCL - Foreign | | | | | 244,136 | | | | | | 0.1 | | |
122,000 | | | Intouch Holdings PCL - Foreign | | | | | 236,716 | | | | | | 0.0 | | |
67,800 | | | JMT Network Services PCL | | | | | 140,840 | | | | | | 0.0 | | |
219,900 | | | Krung Thai Bank PCL | | | | | 96,650 | | | | | | 0.0 | | |
174,600 | | | Krung Thai Bank PCL - Foreign | | | | | 76,740 | | | | | | 0.0 | | |
99,800 | | | Krungthai Card PCL - Foreign | | | | | 161,341 | | | | | | 0.0 | | |
969,500 | | | Land & Houses PCL - Foreign | | | | | 229,071 | | | | | | 0.0 | | |
330,600 (1) | | | Minor International PCL - Foreign | | | | | 318,967 | | | | | | 0.1 | | |
89,000 | | | Muangthai Capital PCL - Foreign | | | | | 107,736 | | | | | | 0.0 | | |
149,700 | | | Osotspa PCL - Foreign | | | | | 145,299 | | | | | | 0.0 | | |
145,400 | | | PTT Exploration & Production PCL - Foreign | | | | | 655,458 | | | | | | 0.1 | | |
47,400 | | | PTT Global Chemical PCL | | | | | 61,183 | | | | | | 0.0 | | |
197,300 | | | PTT Global Chemical PCL - Foreign | | | | | 254,669 | | | | | | 0.1 | | |
329,800 | | | PTT Oil & Retail Business PCL | | | | | 238,225 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Thailand (continued) | | ||||||||||||
1,031,700 | | | PTT PCL - Foreign | | | | $ | 993,307 | | | | | | 0.2 | | |
115,000 | | | Ratch Group PCL - Foreign | | | | | 124,358 | | | | | | 0.0 | | |
48,900 (4) | | | Robinson PCL - Foreign | | | | | — | | | | | | — | | |
101,200 | | | SCB X PCL | | | | | 297,689 | | | | | | 0.1 | | |
144,000 | | | SCG Packaging PCL | | | | | 226,515 | | | | | | 0.0 | | |
86,600 | | | Siam Cement PCL - Foreign | | | | | 917,592 | | | | | | 0.1 | | |
84,000 | | | Srisawad Corp. PCL - Foreign | | | | | 115,504 | | | | | | 0.0 | | |
125,000 | | | Thai Oil PCL - Foreign | | | | | 182,378 | | | | | | 0.0 | | |
329,300 | | | Thai Union Group PCL - Foreign | | | | | 159,476 | | | | | | 0.0 | | |
1,294,190 (3) | | | True Corp. PCL - Foreign | | | | | 168,710 | | | | | | 0.0 | | |
| | | | | | | | 13,307,345 | | | | | | 2.0 | | |
| | | Turkey: 0.3% | | ||||||||||||
320,476 | | | Akbank TAS | | | | | 153,986 | | | | | | 0.0 | | |
70,021 | | | Aselsan Elektronik Sanayi Ve Ticaret AS | | | | | 96,013 | | | | | | 0.0 | | |
46,014 | | | BIM Birlesik Magazalar AS | | | | | 222,885 | | | | | | 0.1 | | |
143,217 | | | Eregli Demir ve Celik Fabrikalari TAS | | | | | 232,942 | | | | | | 0.1 | | |
7,050 | | | Ford Otomotiv Sanayi AS | | | | | 113,626 | | | | | | 0.0 | | |
101,045 | | | Haci Omer Sabanci Holding AS | | | | | 114,477 | | | | | | 0.0 | | |
76,422 | | | KOC Holding AS | | | | | 168,743 | | | | | | 0.0 | | |
57,727 (1) | | | Turk Hava Yollari | | | | | 161,858 | | | | | | 0.0 | | |
147,712 | | | Turk Sise Ve Cam Fabrikalari | | | | | 190,268 | | | | | | 0.0 | | |
114,645 | | | Turkcell Iletisim Hizmet AS | | | | | 111,845 | | | | | | 0.0 | | |
347,540 | | | Turkiye Is Bankasi | | | | | 91,831 | | | | | | 0.0 | | |
12,922 (1) | | | Turkiye Petrol Rafinerileri AS | | | | | 203,692 | | | | | | 0.1 | | |
| | | | | | | | 1,862,166 | | | | | | 0.3 | | |
| | | United Arab Emirates: 1.2% | | ||||||||||||
286,684 | | | Abu Dhabi Commercial Bank PJSC | | | | | 692,333 | | | | | | 0.1 | | |
152,840 | | | Abu Dhabi Islamic Bank PJSC | | | | | 312,564 | | | | | | 0.0 | | |
299,770 | | | Abu Dhabi National Oil Co. for Distribution PJSC | | | | | 344,674 | | | | | | 0.0 | | |
407,490 | | | Aldar Properties PJSC | | | | | 494,455 | | | | | | 0.1 | | |
301,439 | | | Dubai Islamic Bank PJSC | | | | | 473,374 | | | | | | 0.1 | | |
412,233 | | | Emaar Properties PJSC | | | | | 585,184 | | | | | | 0.1 | | |
193,604 | | | Emirates NBD Bank PJSC | | | | | 697,326 | | | | | | 0.1 | | |
355,180 | | | Emirates Telecommunications Group Co. PJSC | | | | | 2,523,448 | | | | | | 0.4 | | |
Voya Emerging Markets | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | United Arab Emirates (continued) | | ||||||||||||
452,011 | | | First Abu Dhabi Bank PJSC | | | | $ | 2,312,994 | | | | | | 0.3 | | |
| | | | | | | | 8,436,352 | | | | | | 1.2 | | |
| | | Total Common Stock (Cost $735,849,486) | | | | | 655,144,953 | | | | | | 96.0 | | |
PREFERRED STOCK: 2.0% | | |||||||||||||||
| | | Brazil: 1.2% | | ||||||||||||
556,366 | | | Banco Bradesco SA | | | | | 1,827,462 | | | | | | 0.3 | | |
19,700 | | | Braskem SA | | | | | 140,030 | | | | | | 0.0 | | |
28,200 | | | Centrais Eletricas Brasileiras SA | | | | | 251,585 | | | | | | 0.0 | | |
145,239 | | | Cia Energetica de Minas Gerais | | | | | 289,731 | | | | | | 0.0 | | |
118,500 | | | Gerdau SA | | | | | 506,972 | | | | | | 0.1 | | |
495,325 | | | Itau Unibanco Holding S.A. | | | | | 2,148,464 | | | | | | 0.3 | | |
469,091 | | | Itausa SA | | | | | 747,541 | | | | | | 0.1 | | |
487,600 | | | Petroleo Brasileiro SA | | | | | 2,601,304 | | | | | | 0.4 | | |
| | | | | | | | 8,513,089 | | | | | | 1.2 | | |
| | | Chile: 0.2% | | ||||||||||||
14,623 | | | Sociedad Quimica y Minera de Chile SA | | | | | 1,219,048 | | | | | | 0.2 | | |
| | | | | | | | | | | | | | | | |
| | | Russia: —% | | ||||||||||||
773,978 (4) | | | Surgutneftegas PJSC | | | | | — | | | | | | — | | |
| | | | | | | | | | | | | | | | |
| | | South Korea: 0.6% | | ||||||||||||
2,193 | | | Hyundai Motor Co. | | | | | 147,227 | | | | | | 0.0 | | |
3,751 | | | Hyundai Motor Co.- Series 2 | | | | | 253,483 | | | | | | 0.1 | | |
773 | | | LG Chem Ltd. | | | | | 143,149 | | | | | | 0.0 | | |
170 | | | LG Household & Health Care Ltd. | | | | | 42,782 | | | | | | 0.0 | | |
83,530 | | | Samsung Electronics Co., Ltd. | | | | | 3,357,522 | | | | | | 0.5 | | |
| | | | | | | | 3,944,163 | | | | | | 0.6 | | |
| | | Total Preferred Stock | | | | | | | | | | | | | |
| | | (Cost $15,860,214) | | | | | 13,676,300 | | | | | | 2.0 | | |
RIGHTS: 0.0% | | |||||||||||||||
| | | China: —% | | ||||||||||||
29 (1) | | | Microport Scientific Corp. | | | | | — | | | | | | — | | |
| | | | | | | | | | | | |||||
| | | Taiwan: 0.0% | | ||||||||||||
23,684 (1) | | | Taishin Financial Holdings Co., Ltd. | | | | | — | | | | | | — | | |
19,374 (1) | | | Walsin Lihwa Corp. | | | | | 2,952 | | | | | | 0.0 | | |
| | | | | | | | 2,952 | | | | | | 0.0 | | |
| | | Total Rights (Cost $—) | | | | | 2,952 | | | | | | 0.0 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: 0.0% | | |||||||||||||||
| | | India: 0.0% | | ||||||||||||
INR 320,334 | | | Britannia Industries Ltd., 5.500%, 06/03/2024 | | | | $ | 3,940 | | | | | | 0.0 | | |
| | | Total Corporate Bonds/Notes (Cost $4,402) | | | | | 3,940 | | | | | | 0.0 | | |
| | | Total Long-Term Investments (Cost $751,714,102) | | | | | 668,828,145 | | | | | | 98.0 | | |
SHORT-TERM INVESTMENTS: 0.5% | | |||||||||||||||
| | | Repurchase Agreements: 0.5% | | ||||||||||||
200,000 (6) | | | JPMorgan Securities LLC, Repurchase Agreement dated 06/30/22, 1.48%, due 07/01/22 (Repurchase Amount $200,008, collateralized by various U.S. Government Securities, 2.875%-3.375%, Market Value plus accrued interest $204,000, due 05/15/44-05/15/49) | | | | | 200,000 | | | | | | 0.0 | | |
1,085,077 (6) | | | MUFG Securities America Inc., Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $1,085,123, collateralized by various U.S. Government Agency Obligations, 3.000%-5.000%, Market Value plus accrued interest $1,106,779, due 11/01/26-07/01/52) | | | | | 1,085,077 | | | | | | 0.2 | | |
1,085,077 (6) | | | National Bank Financial, Repurchase Agreement dated 06/30/22, 1.59%, due 07/01/22 (Repurchase Amount $1,085,124, collateralized by various U.S. Government Securities, 0.000%-2.750%, Market Value plus accrued interest $1,106,779, due 07/01/22-09/09/49) | | | | | 1,085,077 | | | | | | 0.1 | | |
412,972 (6) | | | Nomura Securities, Repurchase Agreement dated 06/30/22, 1.54%, due 07/01/22 (Repurchase Amount $412,989, collateralized by various U.S. Government Agency Obligations, 1.500%- 6.500%, Market Value plus accrued interest $421,232, due 07/01/27-06/01/52) | | | | | 412,972 | | | | | | 0.1 | | |
Voya Emerging Markets | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
885,077 (6) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $885,115, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 6.875%, Market Value plus accrued interest $902,779, due 08/16/22-05/20/52) | | | | $ | 885,077 | | | | | | 0.1 | | |
| | | Total Repurchase Agreements | | | | | | | | | | | | | |
| | | Total Short-Term Investments (Cost $3,668,203) | | | | | 3,668,203 | | | | | | 0.5 | | |
| | | Total Investments in Securities (Cost $755,382,305) | | | | $ | 672,496,348 | | | | | | 98.5 | | |
| | | Assets in Excess of Other Liabilities | | | | | 10,410,775 | | | | | | 1.5 | | |
| | | Net Assets | | | | $ | 682,907,123 | | | | | | 100.0 | | |
|
Sector Diversification | | | Percentage of Net Assets | | |||
Financials | | | | | 20.8% | | |
Information Technology | | | | | 18.8 | | |
Consumer Discretionary | | | | | 14.5 | | |
Communication Services | | | | | 10.4 | | |
Materials | | | | | 8.2 | | |
Consumer Staples | | | | | 6.0 | | |
Industrials | | | | | 5.5 | | |
Energy | | | | | 4.9 | | |
Health Care | | | | | 3.9 | | |
Utilities | | | | | 2.9 | | |
Real Estate | | | | | 2.1 | | |
Consumer, Non-cyclical | | | | | 0.0 | | |
Short-Term Investments | | | | | 0.5 | | |
Assets in Excess of Other Liabilities | | | | | 1.5 | | |
Net Assets | | | | | 100.0% | | |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2022 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Brazil | | | | $ | 23,787,153 | | | | | $ | — | | | | | $ | — | | | | | $ | 23,787,153 | | |
Chile | | | | | 2,214,118 | | | | | | — | | | | | | — | | | | | | 2,214,118 | | |
China | | | | | 21,826,789 | | | | | | 214,886,450 | | | | | | 457,484 | | | | | | 237,170,723 | | |
Colombia | | | | | 1,201,540 | | | | | | — | | | | | | — | | | | | | 1,201,540 | | |
Czech Republic | | | | | 133,062 | | | | | | 980,443 | | | | | | — | | | | | | 1,113,505 | | |
Egypt | | | | | 32,636 | | | | | | 409,826 | | | | | | — | | | | | | 442,462 | | |
Greece | | | | | — | | | | | | 1,679,374 | | | | | | — | | | | | | 1,679,374 | | |
Hungary | | | | | — | | | | | | 1,106,720 | | | | | | — | | | | | | 1,106,720 | | |
India | | | | | — | | | | | | 84,772,689 | | | | | | — | | | | | | 84,772,689 | | |
Indonesia | | | | | 83,213 | | | | | | 12,098,884 | | | | | | — | | | | | | 12,182,097 | | |
Voya Emerging Markets | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (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, 2022 | | ||||||||||||
Kuwait | | | | $ | 342,242 | | | | | $ | 5,134,536 | | | | | $ | — | | | | | $ | 5,476,778 | | |
Malaysia | | | | | 1,446,417 | | | | | | 8,280,581 | | | | | | — | | | | | | 9,726,998 | | |
Mexico | | | | | 14,509,849 | | | | | | — | | | | | | — | | | | | | 14,509,849 | | |
Peru | | | | | 1,035,136 | | | | | | — | | | | | | — | | | | | | 1,035,136 | | |
Philippines | | | | | — | | | | | | 4,774,183 | | | | | | — | | | | | | 4,774,183 | | |
Poland | | | | | — | | | | | | 4,050,930 | | | | | | — | | | | | | 4,050,930 | | |
Qatar | | | | | 1,488,004 | | | | | | 5,457,564 | | | | | | — | | | | | | 6,945,568 | | |
Romania | | | | | — | | | | | | 256,427 | | | | | | — | | | | | | 256,427 | | |
Russia | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Saudi Arabia | | | | | — | | | | | | 28,477,493 | | | | | | — | | | | | | 28,477,493 | | |
Singapore | | | | | — | | | | | | 181,774 | | | | | | — | | | | | | 181,774 | | |
South Africa | | | | | 4,633,578 | | | | | | 18,667,016 | | | | | | — | | | | | | 23,300,594 | | |
South Korea | | | | | — | | | | | | 71,222,106 | | | | | | — | | | | | | 71,222,106 | | |
Taiwan | | | | | — | | | | | | 95,910,873 | | | | | | — | | | | | | 95,910,873 | | |
Thailand | | | | | 297,689 | | | | | | 13,009,656 | | | | | | — | | | | | | 13,307,345 | | |
Turkey | | | | | 843,474 | | | | | | 1,018,692 | | | | | | — | | | | | | 1,862,166 | | |
United Arab Emirates | | | | | — | | | | | | 8,436,352 | | | | | | — | | | | | | 8,436,352 | | |
Total Common Stock | | | | | 73,874,900 | | | | | | 580,812,569 | | | | | | 457,484 | | | | | | 655,144,953 | | |
Preferred Stock | | | | | 9,732,137 | | | | | | 3,944,163 | | | | | | — | | | | | | 13,676,300 | | |
Rights | | | | | — | | | | | | 2,952 | | | | | | — | | | | | | 2,952 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 3,940 | | | | | | — | | | | | | 3,940 | | |
Short-Term Investments | | | | | — | | | | | | 3,668,203 | | | | | | — | | | | | | 3,668,203 | | |
Total Investments, at fair value | | | | $ | 83,607,037 | | | | | $ | 588,431,827 | | | | | $ | 457,484 | | | | | $ | 672,496,348 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 4,853 | | | | | | — | | | | | | 4,853 | | |
Total Assets | | | | $ | 83,607,037 | | | | | $ | 588,436,680 | | | | | $ | 457,484 | | | | | $ | 672,501,201 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | $ | (39,062) | | | | | $ | — | | | | | $ | — | | | | | $ | (39,062) | | |
Total Liabilities | | | | $ | (39,062) | | | | | $ | — | | | | | $ | — | | | | | $ | (39,062) | | |
|
Security | | | Acquisition Date | | | Acquisition Cost | | | Fair Value | | |||||||||
Hanergy Mobile Energy Holding Group Co Ltd. | | | | | 6/11/2019 | | | | | $ | 951,967 | | | | | $ | — | | |
Sberbank of Russia PJSC | | | | | 7/27/2017 | | | | | | 3,894,962 | | | | | | — | | |
VTB Bank PJSC | | | | | 4/28/2020 | | | | | | 207,483 | | | | | | — | | |
| | | | | | | | | | $ | 5,054,412 | | | | | $ | — | | |
Voya Emerging Markets | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
USD 3,686,572 | | | ZAR 59,900,000 | | | The Bank of New York Mellon | | | | | 07/05/22 | | | | | $ | 4,667 | | |
USD 27,094,034 | | | HKD 212,600,000 | | | The Bank of New York Mellon | | | | | 07/05/22 | | | | | | 186 | | |
| | | | | | | | | | | | | | | | $ | 4,853 | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
MSCI Emerging Markets Index | | | | | 267 | | | | | | 09/16/22 | | | | | $ | 13,386,045 | | | | | $ | (39,062) | | |
| | | | | | | | | | | | | | | | $ | 13,386,045 | | | | | $ | (39,062) | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | $ | 4,853 | | |
Total Asset Derivatives | | | | | | | $ | 4,853 | | |
Liability Derivatives | | | | | | | | | | |
Equity contracts | | | Variation margin payable on futures contracts* | | | | | 39,062 | | |
Total Liabiity Derivatives | | | | | | | $ | 39,062 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||||||||||||||
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | (11,431) | | | | | $ | — | | | | | $ | (11,431) | | |
Equity contracts | | | | | — | | | | | | (2,174,779) | | | | | | (2,174,779) | | |
Total | | | | $ | (11,431) | | | | | $ | (2,174,779) | | | | | $ | (2,186,210) | | |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||||||||||||||
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | 6,032 | | | | | $ | — | | | | | $ | 6,032 | | |
Equity contracts | | | | | — | | | | | | (69,207) | | | | | | (69,207) | | |
Total | | | | $ | 6,032 | | | | | $ | (69,207) | | | | | $ | (63,175) | | |
Voya Emerging Markets | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
| | | The Bank of New York Mellon | | | Totals | | ||||||
Assets: | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 4,853 | | | | | $ | 4,853 | | |
Total Assets | | | | $ | 4,853 | | | | | $ | 4,853 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | 4,853 | | | | | $ | 4,853 | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | |
Net Exposure(1) | | | | $ | 4,853 | | | | | $ | 4,853 | | |
| Cost for federal income tax purposes was $777,787,772. | | | |||||
| Net unrealized depreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 47,090,499 | | |
| Gross Unrealized Depreciation | | | | | (149,631,765) | | |
| Net Unrealized Depreciation | | | | $ | (102,541,266) | | |
Voya International Index Portfolio | as of June 30, 2022 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 97.9% | | |||||||||||||||
| | | Australia: 7.5% | | ||||||||||||
34,177 | | | Ampol Ltd. | | | | $ | 806,662 | | | | | | 0.0 | | |
169,221 | | | APA Group - Stapled Security | | | | | 1,317,854 | | | | | | 0.1 | | |
86,434 | | | Aristocrat Leisure Ltd. | | | | | 2,055,922 | | | | | | 0.1 | | |
27,766 | | | ASX Ltd. | | | | | 1,569,463 | | | | | | 0.1 | | |
263,995 | | | Aurizon Holdings Ltd. | | | | | 694,315 | | | | | | 0.0 | | |
402,102 | | | Australia & New Zealand Banking Group Ltd. | | | | | 6,124,301 | | | | | | 0.3 | | |
874,585 (1)(2) | | | BGP Holdings PLC | | | | | — | | | | | | — | | |
441,340 | | | BHP Group Ltd. Australian | | | | | 12,637,164 | | | | | | 0.6 | | |
284,702 | | | BHP Group Ltd. British | | | | | 7,938,722 | | | | | | 0.4 | | |
70,307 | | | BlueScope Steel Ltd. | | | | | 774,689 | | | | | | 0.0 | | |
205,760 | | | Brambles Ltd. | | | | | 1,521,450 | | | | | | 0.1 | | |
9,434 | | | Cochlear Ltd. | | | | | 1,295,220 | | | | | | 0.1 | | |
191,635 | | | Coles Group Ltd. | | | | | 2,358,328 | | | | | | 0.1 | | |
244,732 | | | Commonwealth Bank of Australia | | | | | 15,290,015 | | | | | | 0.8 | | |
77,929 | | | Computershare Ltd. | | | | | 1,328,936 | | | | | | 0.1 | | |
69,087 | | | CSL Ltd. | | | | | 12,827,721 | | | | | | 0.7 | | |
154,258 | | | Dexus | | | | | 948,604 | | | | | | 0.1 | | |
8,690 | | | Domino’s Pizza Enterprises Ltd. | | | | | 408,481 | | | | | | 0.0 | | |
192,648 (3) | | | Endeavour Group Ltd./ Australia | | | | | 1,007,837 | | | | | | 0.1 | | |
262,891 | | | Evolution Mining Ltd. | | | | | 429,552 | | | | | | 0.0 | | |
242,873 | | | Fortescue Metals Group Ltd. | | | | | 2,920,490 | | | | | | 0.2 | | |
241,148 | | | Goodman Group | | | | | 2,977,631 | | | | | | 0.2 | | |
274,734 | | | GPT Group | | | | | 802,961 | | | | | | 0.0 | | |
29,939 | | | IDP Education Ltd. | | | | | 490,255 | | | | | | 0.0 | | |
353,547 | | | Insurance Australia Group Ltd. | | | | | 1,066,140 | | | | | | 0.1 | | |
98,789 (3) | | | Lendlease Corp., Ltd. - Stapled Security | | | | | 622,266 | | | | | | 0.0 | | |
319,222 (2) | | | Lottery Corp. Ltd./The | | | | | 995,951 | | | | | | 0.0 | | |
52,272 | | | Macquarie Group Ltd. | | | | | 5,951,480 | | | | | | 0.3 | | |
394,981 | | | Medibank Pvt Ltd. | | | | | 888,383 | | | | | | 0.1 | | |
24,377 | | | Mineral Resources Ltd. | | | | | 818,156 | | | | | | 0.0 | | |
565,461 | | | Mirvac Group | | | | | 772,925 | | | | | | 0.0 | | |
463,791 | | | National Australia Bank Ltd. | | | | | 8,794,798 | | | | | | 0.4 | | |
127,682 | | | Newcrest Mining Ltd. | | | | | 1,818,987 | | | | | | 0.1 | | |
167,103 | | | Northern Star Resources Ltd. | | | | | 783,832 | | | | | | 0.0 | | |
58,635 | | | Orica Ltd. | | | | | 641,508 | | | | | | 0.0 | | |
252,594 | | | Origin Energy Ltd. | | | | | 1,002,686 | | | | | | 0.1 | | |
132,544 (2)(3) | | | Qantas Airways Ltd. | | | | | 410,202 | | | | | | 0.0 | | |
212,265 | | | QBE Insurance Group Ltd. | | | | | 1,783,637 | | | | | | 0.1 | | |
26,261 | | | Ramsay Health Care Ltd. | | | | | 1,330,136 | | | | | | 0.1 | | |
7,579 | | | REA Group Ltd. | | | | | 585,255 | | | | | | 0.0 | | |
32,427 (3) | | | Reece Ltd. | | | | | 308,018 | | | | | | 0.0 | | |
53,240 | | | Rio Tinto Ltd. | | | | | 3,798,081 | | | | | | 0.2 | | |
461,467 | | | Santos Ltd. | | | | | 2,339,722 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Australia (continued) | | ||||||||||||
744,408 | | | Scentre Group | | | | $ | 1,336,622 | | | | | | 0.1 | | |
48,222 | | | Seek Ltd. | | | | | 699,504 | | | | | | 0.0 | | |
65,363 | | | Sonic Healthcare Ltd. | | | | | 1,489,838 | | | | | | 0.1 | | |
666,897 | | | South32 Ltd. - AUD | | | | | 1,807,085 | | | | | | 0.1 | | |
342,370 | | | Stockland | | | | | 854,824 | | | | | | 0.1 | | |
181,084 | | | Suncorp Group Ltd. | | | | | 1,380,901 | | | | | | 0.1 | | |
589,735 | | | Telstra Corp., Ltd. | | | | | 1,568,563 | | | | | | 0.1 | | |
440,395 | | | Transurban Group - Stapled Security | | | | | 4,381,626 | | | | | | 0.2 | | |
103,528 | | | Treasury Wine Estates Ltd. | | | | | 811,888 | | | | | | 0.0 | | |
554,957 | | | Vicinity Centres | | | | | 704,996 | | | | | | 0.0 | | |
31,053 | | | Washington H Soul Pattinson & Co. Ltd. | | | | | 505,723 | | | | | | 0.0 | | |
162,660 | | | Wesfarmers Ltd. | | | | | 4,704,777 | | | | | | 0.2 | | |
502,134 | | | Westpac Banking Corp. | | | | | 6,773,242 | | | | | | 0.3 | | |
21,061 | | | WiseTech Global Ltd. | | | | | 552,267 | | | | | | 0.0 | | |
218,817 | | | Woodside Energy Group Ltd. | | | | | 4,809,265 | | | | | | 0.3 | | |
173,822 | | | Woolworths Group Ltd. | | | | | 4,269,475 | | | | | | 0.2 | | |
| | | | | | | | 149,889,332 | | | | | | 7.5 | | |
| | | Austria: 0.2% | | ||||||||||||
49,314 | | | Erste Group Bank AG | | | | | 1,253,137 | | | | | | 0.1 | | |
21,122 | | | OMV AG | | | | | 993,388 | | | | | | 0.1 | | |
9,766 (3) | | | Verbund - Oesterreichische Elektrizitaetswirtschafts AG | | | | | 959,985 | | | | | | 0.0 | | |
16,645 | | | Voestalpine AG | | | | | 355,743 | | | | | | 0.0 | | |
| | | | | | | | 3,562,253 | | | | | | 0.2 | | |
| | | Belgium: 0.9% | | ||||||||||||
23,288 | | | Ageas SA/NV | | | | | 1,026,832 | | | | | | 0.1 | | |
124,574 | | | Anheuser-Busch InBev SA/NV | | | | | 6,708,582 | | | | | | 0.3 | | |
3,569 | | | D’ieteren Group | | | | | 524,452 | | | | | | 0.0 | | |
4,735 (3) | | | Elia Group SA/NV | | | | | 672,470 | | | | | | 0.0 | | |
14,576 | | | Groupe Bruxelles Lambert S.A. | | | | | 1,221,903 | | | | | | 0.1 | | |
35,874 | | | KBC Group NV | | | | | 2,018,315 | | | | | | 0.1 | | |
21,816 (3) | | | Proximus SADP | | | | | 322,002 | | | | | | 0.0 | | |
2,210 (3) | | | Sofina SA | | | | | 453,011 | | | | | | 0.0 | | |
10,629 | | | Solvay S.A. | | | | | 865,907 | | | | | | 0.1 | | |
18,132 | | | UCB S.A. | | | | | 1,536,500 | | | | | | 0.1 | | |
30,038 | | | Umicore SA | | | | | 1,052,958 | | | | | | 0.1 | | |
21,333 (3) | | | Warehouses De Pauw CVA | | | | | 673,148 | | | | | | 0.0 | | |
| | | | | | | | 17,076,080 | | | | | | 0.9 | | |
| | | China: 0.2% | | ||||||||||||
530,917 | | | BOC Hong Kong Holdings Ltd. | | | | | 2,108,259 | | | | | | 0.1 | | |
246,900 (4) | | | Budweiser Brewing Co. APAC Ltd. | | | | | 740,873 | | | | | | 0.1 | | |
8,519 (2)(3) | | | Futu Holdings Ltd. ADR | | | | | 444,777 | | | | | | 0.0 | | |
| | | | | | | | 3,293,909 | | | | | | 0.2 | | |
Voya International Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Denmark: 2.7% | | ||||||||||||
450 | | | AP Moller - Maersk A/S - Class A | | | | $ | 1,044,431 | | | | | | 0.0 | | |
767 | | | AP Moller - Maersk A/S - Class B | | | | | 1,800,608 | | | | | | 0.1 | | |
14,400 | | | Carlsberg A/S | | | | | 1,840,359 | | | | | | 0.1 | | |
15,128 (3) | | | Chr Hansen Holding A/S | | | | | 1,104,310 | | | | | | 0.1 | | |
17,038 (3) | | | Coloplast A/S | | | | | 1,946,757 | | | | | | 0.1 | | |
98,924 | | | Danske Bank A/S | | | | | 1,407,957 | | | | | | 0.1 | | |
13,776 (2) | | | Demant A/S | | | | | 517,860 | | | | | | 0.0 | | |
27,537 | | | DSV A/S | | | | | 3,872,179 | | | | | | 0.2 | | |
9,428 (2) | ��� | | Genmab A/S | | | | | 3,058,866 | | | | | | 0.2 | | |
18,826 (3) | | | GN Store Nord A/S | | | | | 664,128 | | | | | | 0.0 | | |
241,511 (3) | | | Novo Nordisk A/S | | | | | 26,784,148 | | | | | | 1.3 | | |
29,463 | | | Novozymes A/S | | | | | 1,773,171 | | | | | | 0.1 | | |
27,131 (4) | | | Orsted A/S | | | | | 2,857,543 | | | | | | 0.1 | | |
13,625 | | | Pandora A/S | | | | | 865,630 | | | | | | 0.0 | | |
1,276 (3) | | | ROCKWOOL A/S | | | | | 289,696 | | | | | | 0.0 | | |
51,640 | | | Tryg A/S | | | | | 1,163,444 | | | | | | 0.1 | | |
144,836 (3) | | | Vestas Wind Systems A/S | | | | | 3,079,503 | | | | | | 0.2 | | |
| | | | | | | | 54,070,590 | | | | | | 2.7 | | |
| | | Finland: 1.2% | | ||||||||||||
20,399 | | | Elisa OYJ | | | | | 1,148,414 | | | | | | 0.1 | | |
63,700 | | | Fortum OYJ | | | | | 962,821 | | | | | | 0.1 | | |
39,173 | | | Kesko OYJ | | | | | 927,065 | | | | | | 0.0 | | |
48,747 | | | Kone Oyj | | | | | 2,329,882 | | | | | | 0.1 | | |
60,676 | | | Neste Oyj | | | | | 2,698,940 | | | | | | 0.1 | | |
776,114 | | | Nokia OYJ - Finland | | | | | 3,597,344 | | | | | | 0.2 | | |
474,584 | | | Nordea Bank Abp | | | | | 4,192,249 | | | | | | 0.2 | | |
15,254 | | | Orion Oyj | | | | | 682,689 | | | | | | 0.0 | | |
71,529 | | | Sampo OYJ | | | | | 3,125,912 | | | | | | 0.2 | | |
79,045 | | | Stora Enso OYJ | | | | | 1,252,483 | | | | | | 0.1 | | |
76,549 | | | UPM-Kymmene OYJ | | | | | 2,347,255 | | | | | | 0.1 | | |
67,892 | | | Wartsila OYJ | | | | | 532,191 | | | | | | 0.0 | | |
| | | | | | | | 23,797,245 | | | | | | 1.2 | | |
| | | France: 10.2% | | ||||||||||||
24,411 (2) | | | Accor S.A. | | | | | 665,973 | | | | | | 0.0 | | |
4,258 (2)(3) | | | Aeroports de Paris | | | | | 542,814 | | | | | | 0.0 | | |
74,988 | | | Air Liquide SA | | | | | 10,093,640 | | | | | | 0.5 | | |
45,508 | | | Alstom SA | | | | | 1,039,159 | | | | | | 0.1 | | |
8,738 (3)(4) | | | Amundi SA | | | | | 481,091 | | | | | | 0.0 | | |
8,523 | | | Arkema SA | | | | | 762,407 | | | | | | 0.0 | | |
277,843 | | | AXA S.A. | | | | | 6,346,390 | | | | | | 0.3 | | |
5,941 | | | BioMerieux | | | | | 582,544 | | | | | | 0.0 | | |
159,326 | | | BNP Paribas | | | | | 7,620,909 | | | | | | 0.4 | | |
126,818 | | | Bollore SE | | | | | 591,196 | | | | | | 0.0 | | |
32,915 (3) | | | Bouygues SA | | | | | 1,015,877 | | | | | | 0.1 | | |
42,171 (3) | | | Bureau Veritas SA | | | | | 1,084,983 | | | | | | 0.1 | | |
23,488 | | | Capgemini SE | | | | | 4,050,760 | | | | | | 0.2 | | |
89,024 (3) | | | Carrefour S.A. | | | | | 1,580,299 | | | | | | 0.1 | | |
71,397 (3) | | | Cie de Saint-Gobain | | | | | 3,085,023 | | | | | | 0.2 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | France (continued) | | ||||||||||||
97,298 | | | Cie Generale des Etablissements Michelin SCA | | | | $ | 2,657,314 | | | | | | 0.1 | | |
6,782 | | | Covivio | | | | | 378,896 | | | | | | 0.0 | | |
178,621 | | | Credit Agricole SA | | | | | 1,646,708 | | | | | | 0.1 | | |
93,697 | | | Danone | | | | | 5,247,259 | | | | | | 0.3 | | |
3,592 | | | Dassault Aviation SA | | | | | 560,939 | | | | | | 0.0 | | |
95,656 | | | Dassault Systemes SE | | | | | 3,543,196 | | | | | | 0.2 | | |
35,762 | | | Edenred | | | | | 1,694,077 | | | | | | 0.1 | | |
11,947 | | | Eiffage SA | | | | | 1,080,730 | | | | | | 0.1 | | |
80,393 | | | Electricite de France SA | | | | | 660,339 | | | | | | 0.0 | | |
261,953 | | | Engie SA | | | | | 3,033,157 | | | | | | 0.2 | | |
41,241 (3) | | | EssilorLuxottica SA | | | | | 6,252,686 | | | | | | 0.3 | | |
6,249 (3) | | | Eurazeo SE | | | | | 388,215 | | | | | | 0.0 | | |
6,589 | | | Gecina S.A. | | | | | 618,380 | | | | | | 0.0 | | |
63,105 | | | Getlink SE | | | | | 1,119,193 | | | | | | 0.1 | | |
4,542 | | | Hermes International | | | | | 5,111,717 | | | | | | 0.3 | | |
5,409 | | | Ipsen SA | | | | | 512,143 | | | | | | 0.0 | | |
10,730 | | | Kering SA | | | | | 5,560,599 | | | | | | 0.3 | | |
30,856 (3) | | | Klepierre SA | | | | | 597,128 | | | | | | 0.0 | | |
15,066 (4) | | | La Francaise des Jeux SAEM | | | | | 523,158 | | | | | | 0.0 | | |
38,358 | | | Legrand S.A. | | | | | 2,848,036 | | | | | | 0.1 | | |
34,555 | | | L’Oreal S.A. | | | | | 11,997,738 | | | | | | 0.6 | | |
39,816 | | | LVMH Moet Hennessy Louis Vuitton SE | | | | | 24,402,454 | | | | | | 1.2 | | |
286,131 | | | Orange SA | | | | | 3,371,660 | | | | | | 0.2 | | |
30,047 | | | Pernod Ricard SA | | | | | 5,554,956 | | | | | | 0.3 | | |
32,717 (3) | | | Publicis Groupe | | | | | 1,609,046 | | | | | | 0.1 | | |
3,299 | | | Remy Cointreau SA | | | | | 578,850 | | | | | | 0.0 | | |
27,568 (2) | | | Renault S.A. | | | | | 695,982 | | | | | | 0.0 | | |
49,020 | | | Safran S.A. | | | | | 4,880,722 | | | | | | 0.3 | | |
163,099 | | | Sanofi | | | | | 16,447,961 | | | | | | 0.8 | | |
3,966 | | | Sartorius Stedim Biotech | | | | | 1,251,349 | | | | | | 0.1 | | |
77,531 | | | Schneider Electric SE | | | | | 9,238,289 | | | | | | 0.5 | | |
3,571 | | | SEB SA | | | | | 344,625 | | | | | | 0.0 | | |
114,058 | | | Societe Generale | | | | | 2,521,800 | | | | | | 0.1 | | |
12,689 (3) | | | Sodexo SA | | | | | 897,552 | | | | | | 0.1 | | |
8,424 | | | Teleperformance | | | | | 2,601,208 | | | | | | 0.1 | | |
15,304 | | | Thales S.A. | | | | | 1,878,988 | | | | | | 0.1 | | |
355,580 | | | TotalEnergies SE | | | | | 18,716,732 | | | | | | 0.9 | | |
13,464 (2)(3) | | | UbiSoft Entertainment | | | | | 593,810 | | | | | | 0.0 | | |
16,897 (2)(3) | | | Unibail-Rodamco-Westfield | | | | | 859,046 | | | | | | 0.0 | | |
29,572 (3) | | | Valeo | | | | | 576,241 | | | | | | 0.0 | | |
95,337 (3) | | | Veolia Environnement | | | | | 2,337,036 | | | | | | 0.1 | | |
76,528 | | | Vinci SA | | | | | 6,869,297 | | | | | | 0.3 | | |
103,344 | | | Vivendi SE | | | | | 1,054,619 | | | | | | 0.1 | | |
3,851 (3) | | | Wendel SE | | | | | 322,765 | | | | | | 0.0 | | |
34,191 (2)(4) | | | Worldline SA/France | | | | | 1,275,309 | | | | | | 0.1 | | |
| | | | | | | | 204,454,970 | | | | | | 10.2 | | |
Voya International Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Germany: 7.2% | | ||||||||||||
24,796 | | | Adidas AG | | | | $ | 4,404,556 | | | | | | 0.2 | | |
58,581 | | | Allianz SE | | | | | 11,230,629 | | | | | | 0.6 | | |
143,287 (3) | | | Aroundtown SA | | | | | 458,291 | | | | | | 0.0 | | |
131,729 | | | BASF SE | | | | | 5,763,464 | | | | | | 0.3 | | |
140,900 | | | Bayer AG | | | | | 8,414,076 | | | | | | 0.4 | | |
47,486 | | | Bayerische Motoren Werke AG | | | | | 3,681,159 | | | | | | 0.2 | | |
11,746 | | | Bechtle AG | | | | | 482,464 | | | | | | 0.0 | | |
14,457 | | | Beiersdorf AG | | | | | 1,483,544 | | | | | | 0.1 | | |
22,159 | | | Brenntag SE | | | | | 1,450,938 | | | | | | 0.1 | | |
5,772 | | | Carl Zeiss Meditec AG | | | | | 693,967 | | | | | | 0.0 | | |
152,672 (2) | | | Commerzbank AG | | | | | 1,083,233 | | | | | | 0.1 | | |
15,777 | | | Continental AG | | | | | 1,107,373 | | | | | | 0.1 | | |
27,709 (4) | | | Covestro AG | | | | | 962,856 | | | | | | 0.1 | | |
64,916 (2) | | | Daimler Truck Holding AG | | | | | 1,709,628 | | | | | | 0.1 | | |
23,397 (2)(4) | | | Delivery Hero SE | | | | | 882,675 | | | | | | 0.0 | | |
296,418 | | | Deutsche Bank AG | | | | | 2,604,845 | | | | | | 0.1 | | |
27,250 | | | Deutsche Boerse AG | | | | | 4,576,024 | | | | | | 0.2 | | |
85,729 (2)(3) | | | Deutsche Lufthansa AG | | | | | 504,968 | | | | | | 0.0 | | |
142,165 | | | Deutsche Post AG | | | | | 5,367,626 | | | | | | 0.3 | | |
464,855 | | | Deutsche Telekom AG | | | | | 9,245,661 | | | | | | 0.5 | | |
321,997 | | | E.ON AG | | | | | 2,712,217 | | | | | | 0.1 | | |
30,075 | | | Evonik Industries AG | | | | | 644,997 | | | | | | 0.0 | | |
29,416 | | | Fresenius Medical Care AG & Co. KGaA | | | | | 1,473,780 | | | | | | 0.1 | | |
60,076 | | | Fresenius SE & Co. KGaA | | | | | 1,827,023 | | | | | | 0.1 | | |
22,003 | | | GEA Group AG | | | | | 762,804 | | | | | | 0.0 | | |
8,648 | | | Hannover Rueck SE | | | | | 1,261,357 | | | | | | 0.1 | | |
20,770 | | | HeidelbergCement AG | | | | | 1,002,807 | | | | | | 0.1 | | |
23,700 (2) | | | HelloFresh SE | | | | | 773,209 | | | | | | 0.0 | | |
14,904 | | | Henkel AG & Co. KGaA | | | | | 915,710 | | | | | | 0.1 | | |
187,296 | | | Infineon Technologies AG | | | | | 4,556,093 | | | | | | 0.2 | | |
10,349 | | | KION Group AG | | | | | 433,234 | | | | | | 0.0 | | |
10,404 | | | Knorr-Bremse AG | | | | | 595,891 | | | | | | 0.0 | | |
10,447 | | | LEG Immobilien SE | | | | | 869,420 | | | | | | 0.0 | | |
115,078 | | | Mercedes-Benz Group AG | | | | | 6,683,570 | | | | | | 0.3 | | |
18,536 | | | Merck KGaA | | | | | 3,144,114 | | | | | | 0.2 | | |
7,664 | | | MTU Aero Engines AG | | | | | 1,403,986 | | | | | | 0.1 | | |
20,093 | | | Muenchener Rueckversicherungs- Gesellschaft AG | | | | | 4,752,967 | | | | | | 0.2 | | |
8,283 | | | Nemetschek SE | | | | | 503,912 | | | | | | 0.0 | | |
15,142 | | | Puma SE | | | | | 1,004,623 | | | | | | 0.1 | | |
734 | | | Rational AG | | | | | 427,916 | | | | | | 0.0 | | |
6,247 | | | Rheinmetall AG | | | | | 1,441,594 | | | | | | 0.1 | | |
92,135 | | | RWE AG | | | | | 3,407,725 | | | | | | 0.2 | | |
149,764 | | | SAP SE | | | | | 13,651,116 | | | | | | 0.7 | | |
11,502 (4) | | | Scout24 SE | | | | | 592,532 | | | | | | 0.0 | | |
109,717 | | | Siemens AG | | | | | 11,278,570 | | | | | | 0.6 | | |
62,530 (3) | | | Siemens Energy AG | | | | | 921,592 | | | | | | 0.1 | | |
40,445 (4) | | | Siemens Healthineers AG | | | | | 2,062,152 | | | | | | 0.1 | | |
19,044 | | | Symrise AG | | | | | 2,077,048 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Germany (continued) | | ||||||||||||
149,315 (3) | | | Telefonica Deutschland Holding AG | | | | $ | 430,583 | | | | | | 0.0 | | |
13,122 | | | Uniper SE | | | | | 196,098 | | | | | | 0.0 | | |
13,912 | | | United Internet AG | | | | | 398,777 | | | | | | 0.0 | | |
4,232 | | | Volkswagen AG | | | | | 773,972 | | | | | | 0.0 | | |
100,242 | | | Vonovia SE | | | | | 3,101,548 | | | | | | 0.2 | | |
31,943 (2)(4) | | | Zalando SE | | | | | 841,466 | | | | | | 0.0 | | |
| | | | | | | | 143,032,380 | | | | | | 7.2 | | |
| | | Hong Kong: 3.0% | | ||||||||||||
1,735,099 | | | AIA Group Ltd. | | | | | 18,958,680 | | | | | | 1.0 | | |
286,800 | | | Chow Tai Fook Jewellery Group Ltd. | | | | | 541,734 | | | | | | 0.0 | | |
287,199 | | | CK Asset Holdings Ltd. | | | | | 2,040,640 | | | | | | 0.1 | | |
385,199 | | | CK Hutchison Holdings Ltd. | | | | | 2,613,190 | | | | | | 0.1 | | |
90,402 | | | CK Infrastructure Holdings Ltd. | | | | | 555,334 | | | | | | 0.0 | | |
235,365 | | | CLP Holdings Ltd. | | | | | 1,955,950 | | | | | | 0.1 | | |
288,600 (2)(4) | | | ESR Group Ltd. | | | | | 782,583 | | | | | | 0.1 | | |
290,823 | | | Hang Lung Properties Ltd. | | | | | 553,385 | | | | | | 0.0 | | |
109,636 | | | Hang Seng Bank Ltd. | | | | | 1,942,848 | | | | | | 0.1 | | |
208,059 | | | Henderson Land Development Co., Ltd. | | | | | 781,964 | | | | | | 0.1 | | |
380,000 | | | HK Electric Investments & HK Electric Investments Ltd. - Stapled Security | | | | | 348,677 | | | | | | 0.0 | | |
542,867 | | | HKT Trust & HKT Ltd. - Stapled Security | | | | | 729,094 | | | | | | 0.0 | | |
1,606,181 | | | Hong Kong & China Gas | | | | | 1,733,416 | | | | | | 0.1 | | |
172,788 | | | Hong Kong Exchanges and Clearing Ltd. | | | | | 8,545,450 | | | | | | 0.4 | | |
163,733 | | | Hongkong Land Holdings Ltd. - HKHGF | | | | | 822,289 | | | | | | 0.1 | | |
30,704 | | | Jardine Matheson Holdings Ltd. | | | | | 1,613,308 | | | | | | 0.1 | | |
302,632 | | | Link REIT | | | | | 2,472,918 | | | | | | 0.1 | | |
222,144 | | | MTR Corp. | | | | | 1,164,642 | | | | | | 0.1 | | |
216,273 | | | New World Development Co. Ltd. | | | | | 779,044 | | | | | | 0.0 | | |
198,845 | | | Power Assets Holdings Ltd. | | | | | 1,252,706 | | | | | | 0.1 | | |
490,626 | | | Sino Land Co. | | | | | 724,496 | | | | | | 0.0 | | |
192,000 | | | SITC International Holdings Co. Ltd. | | | | | 546,082 | | | | | | 0.0 | | |
207,971 | | | Sun Hung Kai Properties Ltd. | | | | | 2,462,390 | | | | | | 0.1 | | |
71,620 | | | Swire Pacific Ltd. - Class A | | | | | 427,733 | | | | | | 0.0 | | |
167,825 | | | Swire Properties Ltd. | | | | | 417,823 | | | | | | 0.0 | | |
197,500 | | | Techtronic Industries Co., Ltd. | | | | | 2,062,325 | | | | | | 0.1 | | |
1,196,000 (4) | | | WH Group Ltd. | | | | | 925,687 | | | | | | 0.1 | | |
239,361 | | | Wharf Real Estate Investment Co. Ltd. | | | | | 1,143,003 | | | | | | 0.1 | | |
Voya International Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Hong Kong (continued) | | ||||||||||||
259,000 | | | Xinyi Glass Holding Co. Ltd. | | | | $ | 624,907 | | | | | | 0.0 | | |
| | | | | | | | 59,522,298 | | | | | | 3.0 | | |
| | | Ireland: 0.6% | | ||||||||||||
49,010 | | | CRH PLC | | | | | 1,691,284 | | | | | | 0.1 | | |
14,144 | | | DCC PLC | | | | | 879,991 | | | | | | 0.0 | | |
23,932 (2) | | | Flutter Entertainment PLC | | | | | 2,426,184 | | | | | | 0.1 | | |
63,872 | | | James Hardie Industries SE | | | | | 1,398,340 | | | | | | 0.1 | | |
22,827 | | | Kerry Group PLC - KYG | | | | | 2,183,002 | | | | | | 0.1 | | |
22,111 | | | Kingspan Group Plc | | | | | 1,329,565 | | | | | | 0.1 | | |
35,293 | | | Smurfit Kappa PLC | | | | | 1,190,157 | | | | | | 0.1 | | |
| | | | | | | | 11,098,523 | | | | | | 0.6 | | |
| | | Israel: 0.7% | | ||||||||||||
6,087 | | | Azrieli Group Ltd. | | | | | 428,537 | | | | | | 0.0 | | |
182,096 | | | Bank Hapoalim BM | | | | | 1,529,102 | | | | | | 0.1 | | |
221,414 | | | Bank Leumi Le-Israel BM | | | | | 1,980,775 | | | | | | 0.1 | | |
14,806 (2) | | | Check Point Software Technologies | | | | | 1,803,075 | | | | | | 0.1 | | |
5,702 (2) | | | CyberArk Software Ltd. | | | | | 729,628 | | | | | | 0.0 | | |
3,811 | | | Elbit Systems Ltd. | | | | | 875,299 | | | | | | 0.0 | | |
101,532 | | | ICL Group Ltd. | | | | | 927,487 | | | | | | 0.1 | | |
177,413 | | | Israel Discount Bank Ltd. | | | | | 929,009 | | | | | | 0.1 | | |
7,054 (2) | | | Kornit Digital Ltd. | | | | | 223,612 | | | | | | 0.0 | | |
22,072 | | | Mizrahi Tefahot Bank Ltd. | | | | | 734,789 | | | | | | 0.0 | | |
9,053 (2) | | | Nice Ltd. | | | | | 1,746,949 | | | | | | 0.1 | | |
158,240 (2) | | | Teva Pharmaceutical Industries Ltd. ADR | | | | | 1,189,965 | | | | | | 0.1 | | |
15,644 (2) | | | Tower Semiconductor Ltd. | | | | | 729,699 | | | | | | 0.0 | | |
8,168 (2) | | | Wix.com Ltd. | | | | | 535,412 | | | | | | 0.0 | | |
12,028 (3) | | | ZIM Integrated Shipping Services Ltd. | | | | | 568,082 | | | | | | 0.0 | | |
| | | | | | | | 14,931,420 | | | | | | 0.7 | | |
| | | Italy: 1.9% | | ||||||||||||
17,858 | | | Amplifon S.p.A. | | | | | 549,039 | | | | | | 0.0 | | |
158,731 | | | Assicurazioni Generali S.p.A. | | | | | 2,535,385 | | | | | | 0.1 | | |
71,061 | | | Atlantia S.p.A | | | | | 1,668,127 | | | | | | 0.1 | | |
74,969 | | | Davide Campari-Milano NV | | | | | 790,904 | | | | | | 0.1 | | |
3,611 (3) | | | DiaSorin SpA | | | | | 474,887 | | | | | | 0.0 | | |
1,166,491 | | | Enel S.p.A. | | | | | 6,397,322 | | | | | | 0.3 | | |
361,982 (3) | | | ENI S.p.A. | | | | | 4,293,366 | | | | | | 0.2 | | |
18,078 | | | Ferrari NV | | | | | 3,327,048 | | | | | | 0.2 | | |
87,472 | | | FinecoBank Banca Fineco SpA | | | | | 1,049,368 | | | | | | 0.1 | | |
48,199 (4) | | | Infrastrutture Wireless Italiane SpA | | | | | 490,007 | | | | | | 0.0 | | |
2,368,722 | | | Intesa Sanpaolo SpA | | | | | 4,433,013 | | | | | | 0.2 | | |
86,811 (3) | | | Mediobanca Banca di Credito Finanziario SpA | | | | | 752,883 | | | | | | 0.0 | | |
29,439 | | | Moncler SpA | | | | | 1,268,414 | | | | | | 0.1 | | |
75,163 (2)(4) | | | Nexi SpA | | | | | 624,189 | | | | | | 0.0 | | |
74,929 (4) | | | Poste Italiane SpA | | | | | 701,075 | | | | | | 0.0 | | |
36,535 | | | Prysmian SpA | | | | | 1,003,727 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Italy (continued) | | ||||||||||||
14,996 | | | Recordati Industria Chimica e Farmaceutica SpA | | | | $ | 653,967 | | | | | | 0.0 | | |
289,210 | | | Snam SpA | | | | | 1,517,309 | | | | | | 0.1 | | |
1,429,067 (2)(3) | | | Telecom Italia S.p.A. - TIT | | | | | 374,714 | | | | | | 0.0 | | |
201,792 | | | Terna - Rete Elettrica Nazionale | | | | | 1,586,542 | | | | | | 0.1 | | |
303,310 | | | UniCredit SpA | | | | | 2,898,547 | | | | | | 0.2 | | |
| | | | | | | | 37,389,833 | | | | | | 1.9 | | |
| | | Japan: 21.8% | | ||||||||||||
27,200 | | | Advantest Corp. | | | | | 1,462,727 | | | | | | 0.1 | | |
93,780 | | | Aeon Co., Ltd. | | | | | 1,628,970 | | | | | | 0.1 | | |
27,721 (3) | | | AGC, Inc. | | | | | 974,052 | | | | | | 0.1 | | |
21,111 | | | Aisin Corp. | | | | | 653,406 | | | | | | 0.0 | | |
66,928 | | | Ajinomoto Co., Inc. | | | | | 1,632,080 | | | | | | 0.1 | | |
22,889 (2) | | | ANA Holdings, Inc. | | | | | 422,798 | | | | | | 0.0 | | |
65,458 | | | Asahi Group Holdings, Ltd. | | | | | 2,152,612 | | | | | | 0.1 | | |
31,200 | | | Asahi Intecc Co. Ltd. | | | | | 472,396 | | | | | | 0.0 | | |
179,953 | | | Asahi Kasei Corp. | | | | | 1,368,969 | | | | | | 0.1 | | |
267,020 | | | Astellas Pharma, Inc. | | | | | 4,165,967 | | | | | | 0.2 | | |
16,700 | | | Azbil Corp. | | | | | 440,288 | | | | | | 0.0 | | |
28,693 | | | Bandai Namco Holdings, Inc. | | | | | 2,025,524 | | | | | | 0.1 | | |
81,843 (3) | | | Bridgestone Corp. | | | | | 2,983,946 | | | | | | 0.2 | | |
33,886 | | | Brother Industries Ltd. | | | | | 596,204 | | | | | | 0.0 | | |
143,493 (3) | | | Canon, Inc. | | | | | 3,251,750 | | | | | | 0.2 | | |
25,300 | | | Capcom Co., Ltd. | | | | | 615,447 | | | | | | 0.0 | | |
20,728 | | | Central Japan Railway Co. | | | | | 2,382,329 | | | | | | 0.1 | | |
76,066 | | | Chiba Bank Ltd. | | | | | 416,362 | | | | | | 0.0 | | |
92,442 | | | Chubu Electric Power Co., Inc. | | | | | 930,837 | | | | | | 0.1 | | |
96,318 (3) | | | Chugai Pharmaceutical Co., Ltd. | | | | | 2,463,862 | | | | | | 0.1 | | |
156,109 | | | Concordia Financial Group Ltd. | | | | | 542,035 | | | | | | 0.0 | | |
61,600 | | | CyberAgent, Inc. | | | | | 617,142 | | | | | | 0.0 | | |
31,874 | | | Dai Nippon Printing Co., Ltd. | | | | | 685,626 | | | | | | 0.0 | | |
14,500 | | | Daifuku Co., Ltd. | | | | | 829,839 | | | | | | 0.0 | | |
144,183 | | | Dai-ichi Life Holdings, Inc. | | | | | 2,666,721 | | | | | | 0.1 | | |
251,279 | | | Daiichi Sankyo Co., Ltd. | | | | | 6,390,650 | | | | | | 0.3 | | |
35,698 | | | Daikin Industries Ltd. | | | | | 5,731,640 | | | | | | 0.3 | | |
8,881 | | | Daito Trust Construction Co., Ltd. | | | | | 768,261 | | | | | | 0.0 | | |
85,954 | | | Daiwa House Industry Co., Ltd. | | | | | 2,010,207 | | | | | | 0.1 | | |
316 | | | Daiwa House REIT Investment Corp. | | | | | 718,238 | | | | | | 0.0 | | |
195,021 | | | Daiwa Securities Group, Inc. | | | | | 873,232 | | | | | | 0.1 | | |
62,167 | | | Denso Corp. | | | | | 3,281,329 | | | | | | 0.2 | | |
31,003 (3) | | | Dentsu Group, Inc. | | | | | 934,672 | | | | | | 0.1 | | |
4,100 | | | Disco Corp. | | | | | 975,644 | | | | | | 0.1 | | |
Voya International Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Japan (continued) | | ||||||||||||
43,333 | | | East Japan Railway Co. | | | | $ | 2,216,447 | | | | | | 0.1 | | |
36,179 | | | Eisai Co., Ltd. | | | | | 1,529,652 | | | | | | 0.1 | | |
440,164 | | | ENEOS Holdings, Inc. | | | | | 1,656,246 | | | | | | 0.1 | | |
27,493 | | | Fanuc Ltd. | | | | | 4,309,234 | | | | | | 0.2 | | |
8,342 | | | Fast Retailing Co., Ltd. | | | | | 4,381,860 | | | | | | 0.2 | | |
18,223 | | | Fuji Electric Co. Ltd. | | | | | 753,409 | | | | | | 0.0 | | |
51,660 | | | Fuji Film Holdings Corp. | | | | | 2,775,766 | | | | | | 0.1 | | |
28,213 | | | Fujitsu Ltd. | | | | | 3,530,236 | | | | | | 0.2 | | |
612 | | | GLP J-Reit | | | | | 749,981 | | | | | | 0.0 | | |
6,000 | | | GMO Payment Gateway, Inc. | | | | | 427,386 | | | | | | 0.0 | | |
33,500 | | | Hakuhodo DY Holdings, Inc. | | | | | 307,728 | | | | | | 0.0 | | |
20,142 | | | Hamamatsu Photonics KK | | | | | 784,685 | | | | | | 0.0 | | |
32,857 | | | Hankyu Hanshin Holdings, Inc. | | | | | 897,432 | | | | | | 0.1 | | |
2,900 | | | Hikari Tsushin, Inc. | | | | | 298,125 | | | | | | 0.0 | | |
4,364 | | | Hirose Electric Co., Ltd. | | | | | 579,457 | | | | | | 0.0 | | |
15,410 | | | Hitachi Construction Machinery Co., Ltd. | | | | | 342,298 | | | | | | 0.0 | | |
138,891 | | | Hitachi Ltd. | | | | | 6,607,054 | | | | | | 0.3 | | |
30,710 (2) | | | Hitachi Metals Ltd. | | | | | 464,893 | | | | | | 0.0 | | |
233,842 | | | Honda Motor Co., Ltd. | | | | | 5,638,188 | | | | | | 0.3 | | |
15,400 | | | Hoshizaki Corp. | | | | | 459,011 | | | | | | 0.0 | | |
53,037 | | | Hoya Corp. | | | | | 4,539,062 | | | | | | 0.2 | | |
55,064 (3) | | | Hulic Co. Ltd. | | | | | 427,090 | | | | | | 0.0 | | |
16,200 | | | Ibiden Co., Ltd. | | | | | 458,957 | | | | | | 0.0 | | |
29,855 | | | Idemitsu Kosan Co., Ltd. | | | | | 713,196 | | | | | | 0.0 | | |
21,091 | | | Iida Group Holdings Co. Ltd. | | | | | 323,797 | | | | | | 0.0 | | |
149,116 (3) | | | Inpex Corp. | | | | | 1,598,566 | | | | | | 0.1 | | |
83,668 | | | Isuzu Motors Ltd. | | | | | 925,484 | | | | | | 0.1 | | |
7,700 | | | Ito En Ltd. | | | | | 346,290 | | | | | | 0.0 | | |
170,516 | | | Itochu Corp. | | | | | 4,600,175 | | | | | | 0.2 | | |
13,500 | | | Itochu Techno-Solutions Corp. | | | | | 331,927 | | | | | | 0.0 | | |
20,678 (2) | | | Japan Airlines Co. Ltd. | | | | | 355,281 | | | | | | 0.0 | | |
72,014 | | | Japan Exchange Group, Inc. | | | | | 1,043,816 | | | | | | 0.1 | | |
1,002 | | | Japan Metropolitan Fund Invest | | | | | 780,734 | | | | | | 0.0 | | |
59,200 | | | Japan Post Bank Co. Ltd. | | | | | 460,899 | | | | | | 0.0 | | |
351,300 | | | Japan Post Holdings Co. Ltd. | | | | | 2,513,525 | | | | | | 0.1 | | |
28,700 | | | Japan Post Insurance Co. Ltd. | | | | | 459,335 | | | | | | 0.0 | | |
179 | | | Japan Real Estate Investment Corp. | | | | | 824,229 | | | | | | 0.0 | | |
172,102 (3) | | | Japan Tobacco, Inc. | | | | | 2,982,319 | | | | | | 0.2 | | |
70,502 | | | JFE Holdings, Inc. | | | | | 741,696 | | | | | | 0.0 | | |
25,935 | | | JSR Corp. | | | | | 673,952 | | | | | | 0.0 | | |
60,654 | | | Kajima Corp. | | | | | 695,496 | | | | | | 0.0 | | |
18,923 | | | Kakaku.com, Inc. | | | | | 314,293 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Japan (continued) | | ||||||||||||
100,962 | | | Kansai Electric Power Co., Inc. | | | | $ | 999,379 | | | | | | 0.1 | | |
68,075 (3) | | | Kao Corp. | | | | | 2,760,405 | | | | | | 0.1 | | |
231,301 | | | KDDI Corp. | | | | | 7,293,932 | | | | | | 0.4 | | |
14,768 | | | Keio Corp. | | | | | 529,783 | | | | | | 0.0 | | |
19,798 | | | Keisei Electric Railway Co., Ltd. | | | | | 546,663 | | | | | | 0.0 | | |
27,888 | | | Keyence Corp. | | | | | 9,563,861 | | | | | | 0.5 | | |
20,834 | | | Kikkoman Corp. | | | | | 1,108,720 | | | | | | 0.1 | | |
24,597 | | | Kintetsu Group Holdings Co., Ltd. | | | | | 765,254 | | | | | | 0.0 | | |
117,956 (3) | | | Kirin Holdings Co., Ltd. | | | | | 1,863,356 | | | | | | 0.1 | | |
7,600 | | | Kobayashi Pharmaceutical Co., Ltd. | | | | | 470,678 | | | | | | 0.0 | | |
21,600 | | | Kobe Bussan Co. Ltd. | | | | | 530,950 | | | | | | 0.0 | | |
8,420 | | | Koei Tecmo Holdings Co. Ltd. | | | | | 273,024 | | | | | | 0.0 | | |
15,000 | | | Koito Manufacturing Co., Ltd. | | | | | 476,428 | | | | | | 0.0 | | |
132,583 | | | Komatsu Ltd. | | | | | 2,952,248 | | | | | | 0.2 | | |
13,366 | | | Konami Holdings Corp. | | | | | 740,497 | | | | | | 0.0 | | |
4,800 | | | Kose Corp. | | | | | 437,453 | | | | | | 0.0 | | |
146,322 (3) | | | Kubota Corp. | | | | | 2,192,797 | | | | | | 0.1 | | |
15,048 | | | Kurita Water Industries, Ltd. | | | | | 544,713 | | | | | | 0.0 | | |
45,994 | | | Kyocera Corp. | | | | | 2,458,674 | | | | | | 0.1 | | |
38,714 | | | Kyowa Kirin Co., Ltd. | | | | | 874,044 | | | | | | 0.1 | | |
10,800 (3) | | | Lasertec Corp. | | | | | 1,286,320 | | | | | | 0.1 | | |
42,692 | | | Lixil Corp. | | | | | 802,421 | | | | | | 0.0 | | |
63,300 | | | M3, Inc. | | | | | 1,822,089 | | | | | | 0.1 | | |
32,108 | | | Makita Corp. | | | | | 795,846 | | | | | | 0.0 | | |
224,356 | | | Marubeni Corp. | | | | | 2,012,829 | | | | | | 0.1 | | |
81,566 | | | Mazda Motor Corp. | | | | | 665,781 | | | | | | 0.0 | | |
12,400 (3) | | | McDonald’s Holdings Co. Japan Ltd. | | | | | 451,680 | | | | | | 0.0 | | |
16,388 | | | MEIJI Holdings Co., Ltd. | | | | | 805,271 | | | | | | 0.0 | | |
52,100 | | | Minebea Mitsumi, Inc. | | | | | 887,956 | | | | | | 0.1 | | |
40,800 | | | MISUMI Group, Inc. | | | | | 861,675 | | | | | | 0.1 | | |
183,648 | | | Mitsubishi Chemical Holdings Corp. | | | | | 997,883 | | | | | | 0.1 | | |
181,093 | | | Mitsubishi Corp. | | | | | 5,393,163 | | | | | | 0.3 | | |
277,161 | | | Mitsubishi Electric Corp. | | | | | 2,979,247 | | | | | | 0.2 | | |
169,627 | | | Mitsubishi Estate Co., Ltd. | | | | | 2,458,463 | | | | | | 0.1 | | |
94,676 | | | Mitsubishi HC Capital, Inc. | | | | | 436,965 | | | | | | 0.0 | | |
45,919 | | | Mitsubishi Heavy Industries Ltd. | | | | | 1,604,948 | | | | | | 0.1 | | |
1,714,406 | | | Mitsubishi UFJ Financial Group, Inc. | | | | | 9,172,162 | | | | | | 0.5 | | |
200,201 | | | Mitsui & Co., Ltd. | | | | | 4,399,324 | | | | | | 0.2 | | |
26,414 | | | Mitsui Chemicals, Inc. | | | | | 563,397 | | | | | | 0.0 | | |
130,719 | | | Mitsui Fudosan Co., Ltd. | | | | | 2,808,478 | | | | | | 0.1 | | |
49,300 | | | Mitsui OSK Lines Ltd. | | | | | 1,134,123 | | | | | | 0.1 | | |
346,006 | | | Mizuho Financial Group, Inc. | | | | | 3,939,250 | | | | | | 0.2 | | |
Voya International Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Japan (continued) | | ||||||||||||
35,900 | | | MonotaRO Co. Ltd. | | | | $ | 535,402 | | | | | | 0.0 | | |
63,854 | | | MS&AD Insurance Group Holdings, Inc. | | | | | 1,957,980 | | | | | | 0.1 | | |
82,344 | | | Murata Manufacturing Co., Ltd. | | | | | 4,481,763 | | | | | | 0.2 | | |
35,220 | | | NEC Corp. | | | | | 1,374,177 | | | | | | 0.1 | | |
70,900 | | | Nexon Co. Ltd. | | | | | 1,455,915 | | | | | | 0.1 | | |
34,169 | | | NGK Insulators Ltd. | | | | | 460,341 | | | | | | 0.0 | | |
64,184 | | | Nidec Corp. | | | | | 3,977,282 | | | | | | 0.2 | | |
43,400 | | | Nihon M&A Center Holdings, Inc. | | | | | 462,651 | | | | | | 0.0 | | |
15,794 | | | Nintendo Co., Ltd. | | | | | 6,792,312 | | | | | | 0.3 | | |
220 (3) | | | Nippon Building Fund, Inc. | | | | | 1,097,958 | | | | | | 0.1 | | |
11,022 | | | NIPPON EXPRESS HOLDINGS INC | | | | | 600,403 | | | | | | 0.0 | | |
118,985 (3) | | | Nippon Paint Holdings Co., Ltd. | | | | | 890,269 | | | | | | 0.1 | | |
306 | | | Nippon Prologis REIT, Inc. | | | | | 753,668 | | | | | | 0.0 | | |
24,825 | | | Nippon Sanso Holdings Corp. | | | | | 397,478 | | | | | | 0.0 | | |
7,100 | | | Nippon Shinyaku Co., Ltd. | | | | | 433,387 | | | | | | 0.0 | | |
115,880 | | | Nippon Steel Corp. | | | | | 1,621,753 | | | | | | 0.1 | | |
171,396 | | | Nippon Telegraph & Telephone Corp. | | | | | 4,924,750 | | | | | | 0.3 | | |
23,203 | | | Nippon Yusen KK | | | | | 1,590,912 | | | | | | 0.1 | | |
18,500 | | | Nissan Chemical Corp. | | | | | 853,912 | | | | | | 0.1 | | |
332,892 | | | Nissan Motor Co., Ltd. | | | | | 1,303,809 | | | | | | 0.1 | | |
28,367 | | | Nisshin Seifun Group, Inc. | | | | | 331,981 | | | | | | 0.0 | | |
9,017 | | | Nissin Food Products Co., Ltd. | | | | | 622,815 | | | | | | 0.0 | | |
11,506 | | | Nitori Co., Ltd. | | | | | 1,094,944 | | | | | | 0.1 | | |
20,442 | | | Nitto Denko Corp. | | | | | 1,322,159 | | | | | | 0.1 | | |
417,426 | | | Nomura Holdings, Inc. | | | | | 1,516,552 | | | | | | 0.1 | | |
17,045 | | | Nomura Real Estate Holdings, Inc. | | | | | 417,013 | | | | | | 0.0 | | |
609 | | | Nomura Real Estate Master Fund, Inc. | | | | | 760,703 | | | | | | 0.0 | | |
48,168 | | | Nomura Research Institute Ltd. | | | | | 1,292,663 | | | | | | 0.1 | | |
90,520 | | | NTT Data Corp. | | | | | 1,255,770 | | | | | | 0.1 | | |
93,115 | | | Obayashi Corp. | | | | | 677,250 | | | | | | 0.0 | | |
10,000 | | | Obic Co., Ltd. | | | | | 1,422,062 | | | | | | 0.1 | | |
42,327 | | | Odakyu Electric Railway Co., Ltd. | | | | | 571,067 | | | | | | 0.0 | | |
116,426 | | | Oji Holdings Corp. | | | | | 504,396 | | | | | | 0.0 | | |
177,028 | | | Olympus Corp. | | | | | 3,587,507 | | | | | | 0.2 | | |
26,623 | | | Omron Corp. | | | | | 1,355,024 | | | | | | 0.1 | | |
53,090 | | | Ono Pharmaceutical Co., Ltd. | | | | | 1,363,844 | | | | | | 0.1 | | |
11,800 | | | Open House Group Co. Ltd. | | | | | 469,708 | | | | | | 0.0 | | |
5,500 | | | Oracle Corp. Japan | | | | | 320,293 | | | | | | 0.0 | | |
28,680 | | | Oriental Land Co., Ltd. | | | | | 4,005,218 | | | | | | 0.2 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Japan (continued) | | ||||||||||||
171,463 | | | ORIX Corp. | | | | $ | 2,873,694 | | | | | | 0.2 | | |
53,765 | | | Osaka Gas Co., Ltd. | | | | | 1,030,419 | | | | | | 0.1 | | |
16,322 | | | Otsuka Corp. | | | | | 485,757 | | | | | | 0.0 | | |
56,046 (3) | | | Otsuka Holdings Co. Ltd. | | | | | 2,000,658 | | | | | | 0.1 | | |
54,568 | | | Pan Pacific International Holdings Corp. | | | | | 869,991 | | | | | | 0.1 | | |
316,731 | | | Panasonic Holdings Corp. | | | | | 2,557,345 | | | | | | 0.1 | | |
25,500 | | | Persol Holdings Co. Ltd. | | | | | 465,582 | | | | | | 0.0 | | |
124,770 (3) | | | Rakuten Group, Inc. | | ��� | | | 564,161 | | | | | | 0.0 | | |
206,800 | | | Recruit Holdings Co. Ltd. | | | | | 6,090,352 | | | | | | 0.3 | | |
167,300 (2) | | | Renesas Electronics Corp. | | | | | 1,513,958 | | | | | | 0.1 | | |
309,913 | | | Resona Holdings, Inc. | | | | | 1,159,234 | | | | | | 0.1 | | |
82,332 | | | Ricoh Co., Ltd. | | | | | 642,779 | | | | | | 0.0 | | |
12,550 | | | Rohm Co., Ltd. | | | | | 879,752 | | | | | | 0.1 | | |
35,170 | | | SBI Holdings, Inc. | | | | | 687,208 | | | | | | 0.0 | | |
22,400 | | | SCSK Corp. | | | | | 380,409 | | | | | | 0.0 | | |
30,106 | | | Secom Co., Ltd. | | | | | 1,858,887 | | | | | | 0.1 | | |
40,116 | | | Seiko Epson Corp. | | | | | 567,520 | | | | | | 0.0 | | |
54,119 | | | Sekisui Chemical Co., Ltd. | | | | | 741,971 | | | | | | 0.0 | | |
88,385 | | | Sekisui House Ltd. | | | | | 1,551,630 | | | | | | 0.1 | | |
108,071 | | | Seven & I Holdings Co., Ltd. | | | | | 4,193,198 | | | | | | 0.2 | | |
41,300 | | | SG Holdings Co. Ltd. | | | | | 698,380 | | | | | | 0.0 | | |
34,300 | | | Sharp Corp. | | | | | 265,313 | | | | | | 0.0 | | |
33,972 | | | Shimadzu Corp. | | | | | 1,076,760 | | | | | | 0.1 | | |
10,555 | | | Shimano, Inc. | | | | | 1,778,062 | | | | | | 0.1 | | |
79,192 | | | Shimizu Corp. | | | | | 437,486 | | | | | | 0.0 | | |
53,789 | | | Shin-Etsu Chemical Co., Ltd. | | | | | 6,046,474 | | | | | | 0.3 | | |
38,032 | | | Shionogi & Co., Ltd. | | | | | 1,941,094 | | | | | | 0.1 | | |
57,362 | | | Shiseido Co., Ltd. | | | | | 2,312,101 | | | | | | 0.1 | | |
63,981 | | | Shizuoka Bank Ltd. | | | | | 385,221 | | | | | | 0.0 | | |
8,236 | | | SMC Corp. | | | | | 3,666,169 | | | | | | 0.2 | | |
411,900 | | | SoftBank Corp. | | | | | 4,573,137 | | | | | | 0.2 | | |
172,992 | | | SoftBank Group Corp. | | | | | 6,704,911 | | | | | | 0.3 | | |
44,913 | | | Sompo Holdings, Inc. | | | | | 1,983,715 | | | | | | 0.1 | | |
180,870 | | | Sony Group Corp. | | | | | 14,751,175 | | | | | | 0.7 | | |
12,300 | | | Square Enix Holdings Co., Ltd. | | | | | 545,957 | | | | | | 0.0 | | |
88,235 | | | Subaru Corp. | | | | | 1,560,741 | | | | | | 0.1 | | |
50,200 | | | Sumco Corp. | | | | | 652,846 | | | | | | 0.0 | | |
213,671 | | | Sumitomo Chemical Co., Ltd. | | | | | 836,244 | | | | | | 0.0 | | |
161,555 | | | Sumitomo Corp. | | | | | 2,196,090 | | | | | | 0.1 | | |
102,433 | | | Sumitomo Electric Industries Ltd. | | | | | 1,131,938 | | | | | | 0.1 | | |
35,480 | | | Sumitomo Metal Mining Co., Ltd. | | | | | 1,100,033 | | | | | | 0.1 | | |
187,251 | | | Sumitomo Mitsui Financial Group, Inc. | | | | | 5,566,054 | | | | | | 0.3 | | |
48,485 | | | Sumitomo Mitsui Trust Holdings, Inc. | | | | | 1,498,476 | | | | | | 0.1 | | |
Voya International Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Japan (continued) | | ||||||||||||
44,396 | | | Sumitomo Realty & Development Co., Ltd. | | | | $ | 1,171,997 | | | | | | 0.1 | | |
19,934 (3) | | | Suntory Beverage & Food Ltd. | | | | | 752,768 | | | | | | 0.0 | | |
52,844 | | | Suzuki Motor Corp. | | | | | 1,661,306 | | | | | | 0.1 | | |
24,038 | | | Sysmex Corp. | | | | | 1,450,469 | | | | | | 0.1 | | |
76,011 | | | T&D Holdings, Inc. | | | | | 909,894 | | | | | | 0.1 | | |
27,361 | | | Taisei Corp. | | | | | 853,116 | | | | | | 0.1 | | |
215,622 | | | Takeda Pharmaceutical Co., Ltd. | | | | | 6,056,467 | | | | | | 0.3 | | |
55,736 | | | TDK Corp. | | | | | 1,723,261 | | | | | | 0.1 | | |
92,628 | | | Terumo Corp. | | | | | 2,802,094 | | | | | | 0.1 | | |
32,400 | | | TIS, Inc. | | | | | 852,467 | | | | | | 0.1 | | |
27,085 | | | Tobu Railway Co., Ltd. | | | | | 618,261 | | | | | | 0.0 | | |
16,000 | | | Toho Co., Ltd. | | | | | 579,602 | | | | | | 0.0 | | |
89,988 | | | Tokio Marine Holdings, Inc. | | | | | 5,247,376 | | | | | | 0.3 | | |
218,966 (2) | | | Tokyo Electric Power Co., Inc. | | | | | 915,981 | | | | | | 0.1 | | |
21,465 | | | Tokyo Electron Ltd. | | | | | 7,006,033 | | | | | | 0.4 | | |
56,972 | | | Tokyo Gas Co., Ltd. | | | | | 1,180,691 | | | | | | 0.1 | | |
76,194 | | | Tokyu Corp. | | | | | 899,354 | | | | | | 0.1 | | |
37,616 | | | Toppan, Inc. | | | | | 627,582 | | | | | | 0.0 | | |
198,903 | | | Toray Industries, Inc. | | | | | 1,119,592 | | | | | | 0.1 | | |
55,861 | | | Toshiba Corp. | | | | | 2,269,649 | | | | | | 0.1 | | |
37,300 | | | Tosoh Corp. | | | | | 463,965 | | | | | | 0.0 | | |
20,334 | | | Toto Ltd. | | | | | 673,287 | | | | | | 0.0 | | |
21,005 | | | Toyota Industries Corp. | | | | | 1,302,463 | | | | | | 0.1 | | |
1,520,990 | | | Toyota Motor Corp. | | | | | 23,467,820 | | | | | | 1.2 | | |
30,454 | | | Toyota Tsusho Corp. | | | | | 992,886 | | | | | | 0.1 | | |
19,153 | | | Trend Micro, Inc. | | | | | 936,992 | | | | | | 0.1 | | |
57,878 | | | Unicharm Corp. | | | | | 1,942,226 | | | | | | 0.1 | | |
31,426 | | | USS Co., Ltd. | | | | | 544,678 | | | | | | 0.0 | | |
13,200 | | | Welcia Holdings Co. Ltd. | | | | | 265,379 | | | | | | 0.0 | | |
31,521 | | | West Japan Railway Co. | | | | | 1,159,609 | | | | | | 0.1 | | |
18,385 | | | Yakult Honsha Co., Ltd. | | | | | 1,060,437 | | | | | | 0.1 | | |
20,107 | | | Yamaha Corp. | | | | | 828,910 | | | | | | 0.0 | | |
42,704 (3) | | | Yamaha Motor Co., Ltd. | | | | | 784,163 | | | | | | 0.0 | | |
41,801 | | | Yamato Holdings Co., Ltd. | | | | | 668,948 | | | | | | 0.0 | | |
34,442 | | | Yaskawa Electric Corp. | | | | | 1,112,413 | | | | | | 0.1 | | |
32,773 | | | Yokogawa Electric Corp. | | | | | 542,171 | | | | | | 0.0 | | |
381,344 | | | Z Holdings Corp. | | | | | 1,108,977 | | | | | | 0.1 | | |
17,900 | | | ZOZO, Inc. | | | | | 323,860 | | | | | | 0.0 | | |
| | | | | | | | 435,104,216 | | | | | | 21.8 | | |
| | | Luxembourg: 0.1% | | ||||||||||||
19,301 | | | Eurofins Scientific SE | | | | | 1,524,364 | | | | | | 0.1 | | |
67,725 | | | Tenaris S.A. | | | | | 869,873 | | | | | | 0.0 | | |
| | | | | | | | 2,394,237 | | | | | | 0.1 | | |
| | | Macau: 0.1% | | ||||||||||||
312,159 | | | Galaxy Entertainment Group Ltd. | | | | | 1,870,012 | | | | | | 0.1 | | |
348,402 (2) | | | Sands China Ltd. | | | | | 838,151 | | | | | | 0.0 | | |
| | | | | | | | 2,708,163 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Netherlands: 6.4% | | ||||||||||||
60,667 (4) | | | ABN AMRO Bank NV | | | | $ | 681,691 | | | | | | 0.0 | | |
3,108 (2)(4) | | | Adyen NV | | | | | 4,485,274 | | | | | | 0.2 | | |
256,776 (3) | | | Aegon NV | | | | | 1,105,844 | | | | | | 0.1 | | |
19,316 (2) | | | AerCap Holdings NV | | | | | 790,797 | | | | | | 0.1 | | |
84,556 | | | Airbus SE | | | | | 8,270,448 | | | | | | 0.4 | | |
26,047 | | | Akzo Nobel NV | | | | | 1,703,427 | | | | | | 0.1 | | |
87,426 | | | ArcelorMittal SA | | | | | 1,960,570 | | | | | | 0.1 | | |
6,940 (2)(3) | | | Argenx SE | | | | | 2,616,068 | | | | | | 0.1 | | |
6,717 | | | ASM International NV | | | | | 1,671,245 | | | | | | 0.1 | | |
58,297 (3) | | | ASML Holding NV | | | | | 27,541,830 | | | | | | 1.4 | | |
12,289 (4) | | | Euronext NV | | | | | 1,007,860 | | | | | | 0.0 | | |
15,554 | | | EXOR NV | | | | | 971,973 | | | | | | 0.0 | | |
14,458 | | | Heineken Holding NV | | | | | 1,050,301 | | | | | | 0.1 | | |
37,175 | | | Heineken NV | | | | | 3,383,743 | | | | | | 0.2 | | |
8,173 | | | IMCD NV | | | | | 1,117,536 | | | | | | 0.1 | | |
559,924 | | | ING Groep NV | | | | | 5,516,174 | | | | | | 0.3 | | |
14,420 (3) | | | JDE Peet’s NV | | | | | 410,573 | | | | | | 0.0 | | |
26,206 (2)(3)(4) | | | Just Eat Takeaway.com NV | | | | | 411,788 | | | | | | 0.0 | | |
149,979 | | | Koninklijke Ahold Delhaize NV | | | | | 3,903,823 | | | | | | 0.2 | | |
25,068 | | | Koninklijke DSM NV | | | | | 3,591,020 | | | | | | 0.2 | | |
473,766 | | | Koninklijke KPN NV | | | | | 1,685,728 | | | | | | 0.1 | | |
126,769 | | | Koninklijke Philips NV | | | | | 2,719,020 | | | | | | 0.1 | | |
41,031 | | | NN Group NV | | | | | 1,858,420 | | | | | | 0.1 | | |
15,110 | | | OCI NV | | | | | 497,056 | | | | | | 0.0 | | |
118,961 | | | Prosus NV | | | | | 7,703,191 | | | | | | 0.4 | | |
33,106 (2) | | | QIAGEN NV | | | | | 1,556,589 | | | | | | 0.1 | | |
17,149 (3) | | | Randstad NV | | | | | 828,822 | | | | | | 0.0 | | |
1,091,215 | | | Shell PLC | | | | | 28,418,281 | | | | | | 1.4 | | |
314,501 | | | Stellantis NV | | | | | 3,906,272 | | | | | | 0.2 | | |
104,030 | | | Universal Music Group NV | | | | | 2,084,357 | | | | | | 0.1 | | |
37,650 | | | Wolters Kluwer NV | | | | | 3,648,977 | | | | | | 0.2 | | |
| | | | | | | | 127,098,698 | | | | | | 6.4 | | |
| | | New Zealand: 0.2% | | ||||||||||||
179,532 (2) | | | Auckland International Airport Ltd. | | | | | 804,234 | | | | | | 0.0 | | |
82,771 | | | Fisher & Paykel Healthcare Corp. Ltd. | | | | | 1,031,138 | | | | | | 0.1 | | |
97,709 | | | Mercury NZ Ltd. | | | | | 344,045 | | | | | | 0.0 | | |
184,661 | | | Meridian Energy Ltd. | | | | | 538,869 | | | | | | 0.0 | | |
268,114 | | | Spark New Zealand Ltd. | | | | | 802,399 | | | | | | 0.0 | | |
19,303 (2) | | | Xero Ltd. | | | | | 1,029,635 | | | | | | 0.1 | | |
| | | | | | | | 4,550,320 | | | | | | 0.2 | | |
| | | Norway: 0.8% | | ||||||||||||
41,796 (2) | | | Adevinta ASA | | | | | 307,699 | | | | | | 0.0 | | |
45,323 (3) | | | Aker BP ASA | | | | | 1,569,665 | | | | | | 0.1 | | |
133,413 | | | DNB Bank ASA | | | | | 2,415,251 | | | | | | 0.1 | | |
140,166 | | | Equinor ASA | | | | | 4,884,140 | | | | | | 0.2 | | |
28,684 | | | Gjensidige Forsikring ASA | | | | | 583,906 | | | | | | 0.0 | | |
12,824 | | | Kongsberg Gruppen ASA | | | | | 461,218 | | | | | | 0.0 | | |
59,332 | | | Mowi ASA | | | | | 1,356,785 | | | | | | 0.1 | | |
Voya International Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Norway (continued) | | ||||||||||||
192,879 | | | Norsk Hydro ASA | | | | $ | 1,090,010 | | | | | | 0.1 | | |
107,720 | | | Orkla ASA | | | | | 862,912 | | | | | | 0.0 | | |
8,447 | | | Salmar ASA | | | | | 598,016 | | | | | | 0.0 | | |
100,356 | | | Telenor ASA | | | | | 1,341,080 | | | | | | 0.1 | | |
23,746 | | | Yara International ASA | | | | | 994,982 | | | | | | 0.1 | | |
| | | | | | | | 16,465,664 | | | | | | 0.8 | | |
| | | Portugal: 0.2% | | ||||||||||||
398,133 | | | EDP - Energias de Portugal SA | | | | | 1,855,441 | | | | | | 0.1 | | |
71,891 | | | Galp Energia SGPS SA | | | | | 841,200 | | | | | | 0.0 | | |
40,614 | | | Jeronimo Martins SGPS SA | | | | | 880,448 | | | | | | 0.1 | | |
| | | | | | | | 3,577,089 | | | | | | 0.2 | | |
| | | Singapore: 1.4% | | ||||||||||||
481,637 | | | Ascendas Real Estate Investment Trust | | | | | 988,487 | | | | | | 0.1 | | |
758,240 | | | CapitaLand Integrated Commercial Trust | | | | | 1,185,297 | | | | | | 0.1 | | |
373,096 | | | Capitaland Investment Ltd./Singapore | | | | | 1,026,880 | | | | | | 0.1 | | |
58,681 | | | City Developments Ltd. | | | | | 344,663 | | | | | | 0.0 | | |
259,820 | | | DBS Group Holdings Ltd. | | | | | 5,559,475 | | | | | | 0.3 | | |
867,312 | | | Genting Singapore Ltd. | | | | | 449,826 | | | | | | 0.0 | | |
155,678 (2)(3) | | | Grab Holdings Ltd. | | | | | 393,865 | | | | | | 0.0 | | |
208,904 | | | Keppel Corp., Ltd. | | | | | 975,920 | | | | | | 0.1 | | |
326,100 | | | Mapletree Commercial Trust | | | | | 429,788 | | | | | | 0.0 | | |
469,494 | | | Mapletree Logistics Trust | | | | | 568,161 | | | | | | 0.0 | | |
485,622 | | | Oversea-Chinese Banking Corp., Ltd. | | | | | 3,983,580 | | | | | | 0.2 | | |
51,423 (2) | | | Sea Ltd. ADR | | | | | 3,438,142 | | | | | | 0.2 | | |
192,200 (2) | | | Singapore Airlines Ltd. | | | | | 706,232 | | | | | | 0.0 | | |
122,951 | | | Singapore Exchange Ltd. | | | | | 837,656 | | | | | | 0.0 | | |
223,906 | | | Singapore Technologies Engineering Ltd. | | | | | 659,138 | | | | | | 0.0 | | |
1,184,250 | | | Singapore Telecommunications Ltd. | | | | | 2,155,414 | | | | | | 0.1 | | |
169,256 | | | United Overseas Bank Ltd. | | | | | 3,197,607 | | | | | | 0.2 | | |
66,600 | | | UOL Group Ltd. | | | | | 353,020 | | | | | | 0.0 | | |
39,700 | | | Venture Corp. Ltd. | | | | | 475,546 | | | | | | 0.0 | | |
275,476 | | | Wilmar International Ltd. | | | | | 801,796 | | | | | | 0.0 | | |
| | | | | | | | 28,530,493 | | | | | | 1.4 | | |
| | | Spain: 2.5% | | ||||||||||||
3,540 (3) | | | Acciona SA | | | | | 652,278 | | | | | | 0.0 | | |
31,696 (3) | | | ACS Actividades de Construccion y Servicios SA | | | | | 772,487 | | | | | | 0.0 | | |
10,757 (2)(4) | | | Aena SME SA | | | | | 1,372,610 | | | | | | 0.1 | | |
64,611 (2) | | | Amadeus IT Group SA | | | | | 3,617,854 | | | | | | 0.2 | | |
956,313 | | | Banco Bilbao Vizcaya Argentaria SA | | | | | 4,344,147 | | | | | | 0.2 | | |
2,487,008 | | | Banco Santander SA | | | | | 7,036,809 | | | | | | 0.4 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Spain (continued) | | ||||||||||||
635,835 | | | CaixaBank SA | | | | $ | 2,226,737 | | | | | | 0.1 | | |
77,944 (4) | | | Cellnex Telecom SA | | | | | 3,033,453 | | | | | | 0.2 | | |
41,329 (3) | | | EDP Renovaveis S.A. | | | | | 976,302 | | | | | | 0.1 | | |
35,696 (3) | | | Enagas | | | | | 789,475 | | | | | | 0.0 | | |
45,554 (3) | | | Endesa S.A. | | | | | 861,768 | | | | | | 0.0 | | |
69,175 | | | Ferrovial SA - FERE | | | | | 1,760,080 | | | | | | 0.1 | | |
42,781 (3) | | | Grifols SA | | | | | 811,319 | | | | | | 0.0 | | |
830,952 | | | Iberdrola S.A. - IBEE | | | | | 8,651,420 | | | | | | 0.4 | | |
156,447 | | | Industria de Diseno Textil SA | | | | | 3,555,347 | | | | | | 0.2 | | |
20,859 (3) | | | Naturgy Energy Group SA | | | | | 602,737 | | | | | | 0.0 | | |
58,202 (3) | | | Red Electrica Corp. SA | | | | | 1,101,744 | | | | | | 0.1 | | |
208,107 (3) | | | Repsol SA | | | | | 3,067,927 | | | | | | 0.2 | | |
34,192 (2) | | | Siemens Gamesa Renewable Energy SA | | | | | 644,670 | | | | | | 0.0 | | |
770,015 (3) | | | Telefonica S.A. | | | | | 3,931,356 | | | | | | 0.2 | | |
| | | | | | | | 49,810,520 | | | | | | 2.5 | | |
| | | Sweden: 3.1% | | ||||||||||||
42,111 | | | Alfa Laval AB | | | | | 1,020,859 | | | | | | 0.1 | | |
143,750 | | | Assa Abloy AB | | | | | 3,067,632 | | | | | | 0.2 | | |
385,237 | | | Atlas Copco AB - A Shares | | | | | 3,605,836 | | | | | | 0.2 | | |
223,862 | | | Atlas Copco AB - B Shares | | | | | 1,875,723 | | | | | | 0.1 | | |
39,227 | | | Boliden AB | | | | | 1,254,499 | | | | | | 0.1 | | |
32,348 (3) | | | Electrolux AB | | | | | 436,920 | | | | | | 0.0 | | |
91,617 (2)(3) | | | Embracer Group AB | | | | | 703,719 | | | | | | 0.0 | | |
94,516 | | | Epiroc AB-A | | | | | 1,465,476 | | | | | | 0.1 | | |
55,930 | | | Epiroc AB-B | | | | | 757,931 | | | | | | 0.0 | | |
42,436 | | | EQT AB | | | | | 872,190 | | | | | | 0.1 | | |
87,343 | | | Essity AB | | | | | 2,283,195 | | | | | | 0.1 | | |
26,224 (4) | | | Evolution AB | | | | | 2,398,999 | | | | | | 0.1 | | |
89,466 (2)(3) | | | Fastighets AB Balder | | | | | 428,603 | | | | | | 0.0 | | |
32,806 | | | Getinge AB | | | | | 760,324 | | | | | | 0.0 | | |
104,745 (3) | | | H & M Hennes & Mauritz AB | | | | | 1,257,217 | | | | | | 0.1 | | |
279,157 | | | Hexagon AB | | | | | 2,916,927 | | | | | | 0.2 | | |
13,455 | | | Holmen AB | | | | | 548,071 | | | | | | 0.0 | | |
60,081 | | | Husqvarna AB - B Shares | | | | | 442,847 | | | | | | 0.0 | | |
18,702 | | | Industrivarden AB-Class A | | | | | 422,795 | | | | | | 0.0 | | |
22,086 | | | Industrivarden AB-Class C | | | | | 493,717 | | | | | | 0.0 | | |
39,174 | | | Indutrade AB | | | | | 718,766 | | | | | | 0.0 | | |
21,234 (3) | | | Investment AB Latour | | | | | 421,768 | | | | | | 0.0 | | |
71,525 (3) | | | Investor AB-A SHS | | | | | 1,288,224 | | | | | | 0.1 | | |
261,303 | | | Investor AB-B SHS | | | | | 4,309,349 | | | | | | 0.2 | | |
34,730 (2)(3) | | | Kinnevik AB | | | | | 562,147 | | | | | | 0.0 | | |
33,433 | | | Lifco AB | | | | | 539,897 | | | | | | 0.0 | | |
10,900 | | | Lundbergforetagen AB | | | | | 444,467 | | | | | | 0.0 | | |
217,354 | | | Nibe Industrier AB | | | | | 1,638,468 | | | | | | 0.1 | | |
27,298 (3) | | | Sagax AB | | | | | 506,096 | | | | | | 0.0 | | |
152,919 | | | Sandvik AB | | | | | 2,492,137 | | | | | | 0.1 | | |
44,909 (3) | | | Securitas AB | | | | | 388,275 | | | | | | 0.0 | | |
Voya International Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Sweden (continued) | | ||||||||||||
79,987 (2)(3)(4) | | | Sinch AB | | | | $ | 261,274 | | | | | | 0.0 | | |
233,419 | | | Skandinaviska Enskilda Banken AB | | | | | 2,299,607 | | | | | | 0.1 | | |
48,792 (3) | | | Skanska AB | | | | | 750,691 | | | | | | 0.0 | | |
54,981 (3) | | | SKF AB - B Shares | | | | | 815,714 | | | | | | 0.1 | | |
86,895 | | | Svenska Cellulosa AB SCA | | | | | 1,305,602 | | | | | | 0.1 | | |
209,191 | | | Svenska Handelsbanken AB | | | | | 1,795,676 | | | | | | 0.1 | | |
129,883 | | | Swedbank AB | | | | | 1,647,253 | | | | | | 0.1 | | |
226,605 | | | Swedish Match AB | | | | | 2,311,946 | | | | | | 0.1 | | |
24,226 (2) | | | Swedish Orphan Biovitrum AB | | | | | 526,193 | | | | | | 0.0 | | |
81,409 (3) | | | Tele2 AB | | | | | 928,296 | | | | | | 0.1 | | |
418,613 | | | Telefonaktiebolaget LM Ericsson | | | | | 3,126,628 | | | | | | 0.2 | | |
381,250 | | | Telia Co. AB | | | | | 1,463,277 | | | | | | 0.1 | | |
28,719 | | | Volvo AB | | | | | 465,095 | | | | | | 0.0 | | |
216,428 | | | Volvo AB - B Shares | | | | | 3,367,488 | | | | | | 0.2 | | |
85,465 (2)(3) | | | Volvo Car AB | | | | | 567,887 | | | | | | 0.0 | | |
| | | | | | | | 61,955,701 | | | | | | 3.1 | | |
| | | Switzerland: 10.9% | | ||||||||||||
235,571 | | | ABB Ltd. | | | | | 6,317,587 | | | | | | 0.3 | | |
23,142 | | | Adecco Group AG | | | | | 788,791 | | | | | | 0.0 | | |
71,667 | | | Alcon, Inc. | | | | | 5,025,402 | | | | | | 0.3 | | |
4,445 (3) | | | Bachem Holding AG | | | | | 309,817 | | | | | | 0.0 | | |
6,569 | | | Baloise Holding AG | | | | | 1,075,301 | | | | | | 0.1 | | |
512 | | | Barry Callebaut AG | | | | | 1,145,559 | | | | | | 0.1 | | |
153 | | | Chocoladefabriken Lindt & Spruengli AG - Participation Certificate | | | | | 1,557,853 | | | | | | 0.1 | | |
16 | | | Chocoladefabriken Lindt & Spruengli AG - Registered | | | | | 1,677,683 | | | | | | 0.1 | | |
74,866 | | | Cie Financiere Richemont SA | | | | | 8,052,825 | | | | | | 0.4 | | |
30,945 (2)(3) | | | Clariant AG | | | | | 590,068 | | | | | | 0.0 | | |
28,863 | | | Coca-Cola HBC AG | | | | | 643,116 | | | | | | 0.0 | | |
380,172 | | | Credit Suisse Group AG | | | | | 2,169,964 | | | | | | 0.1 | | |
1,006 | | | EMS-Chemie Holding AG | | | | | 750,779 | | | | | | 0.0 | | |
5,145 | | | Geberit AG - Reg | | | | | 2,475,278 | | | | | | 0.1 | | |
1,324 (3) | | | Givaudan | | | | | 4,666,720 | | | | | | 0.2 | | |
1,418,247 | | | Glencore PLC | | | | | 7,681,846 | | | | | | 0.4 | | |
79,503 | | | Holcim AG | | | | | 3,409,848 | | | | | | 0.2 | | |
31,728 | | | Julius Baer Group Ltd. | | | | | 1,471,865 | | | | | | 0.1 | | |
7,793 | | | Kuehne & Nagel International AG | | | | | 1,851,636 | | | | | | 0.1 | | |
24,827 (3) | | | Logitech International SA | | | | | 1,294,610 | | | | | | 0.1 | | |
10,680 | | | Lonza Group AG | | | | | 5,704,588 | | | | | | 0.3 | | |
403,729 | | | Nestle SA | | | | | 47,184,922 | | | | | | 2.4 | | |
314,232 | | | Novartis AG | | | | | 26,640,787 | | | | | | 1.3 | | |
3,255 | | | Partners Group | | | | | 2,939,580 | | | | | | 0.1 | | |
3,825 | | | Roche Holding AG-BR | | | | | 1,480,267 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Switzerland (continued) | | ||||||||||||
100,762 | | | Roche Holding AG-GENUSSCHEIN | | | | $ | 33,684,721 | | | | | | 1.7 | | |
5,840 | | | Schindler Holding AG - Part Cert | | | | | 1,067,897 | | | | | | 0.1 | | |
3,367 | | | Schindler Holding AG - Reg | | | | | 606,392 | | | | | | 0.0 | | |
914 | | | SGS SA | | | | | 2,096,424 | | | | | | 0.1 | | |
20,864 | | | Sika AG | | | | | 4,816,189 | | | | | | 0.2 | | |
7,701 | | | Sonova Holding AG - Reg | | | | | 2,461,098 | | | | | | 0.1 | | |
98,022 | | | STMicroelectronics NV-STM1 | | | | | 3,099,965 | | | | | | 0.2 | | |
15,984 | | | Straumann Holding AG | | | | | 1,925,531 | | | | | | 0.1 | | |
4,150 | | | Swatch Group AG - BR | | | | | 985,785 | | | | | | 0.1 | | |
7,546 | | | Swatch Group AG - Reg | | | | | 336,690 | | | | | | 0.0 | | |
4,522 | | | Swiss Life Holding AG | | | | | 2,207,494 | | | | | | 0.1 | | |
11,003 | | | Swiss Prime Site AG | | | | | 966,769 | | | | | | 0.0 | | |
43,259 | | | Swiss Re Ltd. | | | | | 3,357,677 | | | | | | 0.2 | | |
3,715 | | | Swisscom AG | | | | | 2,054,843 | | | | | | 0.1 | | |
9,112 | | | Temenos AG | | | | | 779,806 | | | | | | 0.0 | | |
504,454 | | | UBS Group AG | | | | | 8,155,372 | | | | | | 0.4 | | |
3,872 (4) | | | VAT Group AG | | | | | 926,014 | | | | | | 0.0 | | |
6,526 (2) | | | Vifor Pharma AG | | | | | 1,131,360 | | | | | | 0.1 | | |
21,579 | | | Zurich Insurance Group AG | | | | | 9,410,029 | | | | | | 0.5 | | |
| | | | | | | | 216,976,748 | | | | | | 10.9 | | |
| | | United Arab Emirates: —% | | ||||||||||||
19,351 (1) | | | NMC Health PLC | | | | | — | | | | | | — | | |
| | | | | ||||||||||||
| | | United Kingdom: 14.1% | | ||||||||||||
139,582 | | | 3i Group PLC | | | | | 1,891,870 | | | | | | 0.1 | | |
312,761 (3) | | | Abrdn PLC | | | | | 610,496 | | | | | | 0.0 | | |
25,777 | | | Admiral Group Plc | | | | | 705,778 | | | | | | 0.0 | | |
182,307 | | | Anglo American PLC | | | | | 6,517,216 | | | | | | 0.3 | | |
56,557 (3) | | | Antofagasta PLC | | | | | 798,639 | | | | | | 0.0 | | |
63,796 | | | Ashtead Group PLC | | | | | 2,683,806 | | | | | | 0.1 | | |
51,094 | | | Associated British Foods PLC | | | | | 985,888 | | | | | | 0.1 | | |
222,219 | | | AstraZeneca PLC | | | | | 29,315,539 | | | | | | 1.5 | | |
135,549 (4) | | | Auto Trader Group PLC | | | | | 918,013 | | | | | | 0.0 | | |
17,298 (3) | | | AVEVA Group PLC | | | | | 474,874 | | | | | | 0.0 | | |
405,766 | | | Aviva PLC | | | | | 1,987,551 | | | | | | 0.1 | | |
451,267 | | | BAE Systems PLC | | | | | 4,568,626 | | | | | | 0.2 | | |
2,403,236 | | | Barclays PLC | | | | | 4,493,951 | | | | | | 0.2 | | |
146,655 | | | Barratt Developments PLC | | | | | 820,339 | | | | | | 0.0 | | |
16,074 | | | Berkeley Group Holdings PLC | | | | | 730,797 | | | | | | 0.0 | | |
2,792,795 | | | BP PLC | | | | | 13,113,558 | | | | | | 0.7 | | |
312,240 | | | British American Tobacco PLC | | | | | 13,383,944 | | | | | | 0.7 | | |
126,282 | | | British Land Co. PLC | | | | | 690,808 | | | | | | 0.0 | | |
996,560 (3) | | | BT Group PLC | | | | | 2,264,941 | | | | | | 0.1 | | |
48,390 | | | Bunzl PLC | | | | | 1,607,068 | | | | | | 0.1 | | |
Voya International Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | United Kingdom (continued) | | ||||||||||||
57,335 | | | Burberry Group PLC | | | | $ | 1,150,225 | | | | | | 0.1 | | |
146,763 | | | CNH Industrial NV | | | | | 1,697,373 | | | | | | 0.1 | | |
23,965 | | | Coca-Cola Europacific Partners PLC | | | | | 1,227,200 | | | | | | 0.1 | | |
5,486 | | | Coca-Cola European Partners PLC - USD | | | | | 283,132 | | | | | | 0.0 | | |
255,899 | | | Compass Group PLC | | | | | 5,253,964 | | | | | | 0.3 | | |
60,857 | | | CRH PLC - London | | | | | 2,097,163 | | | | | | 0.1 | | |
20,010 | | | Croda International PLC | | | | | 1,581,631 | | | | | | 0.1 | | |
332,082 | | | Diageo PLC | | | | | 14,343,527 | | | | | | 0.7 | | |
84,138 (2) | | | Entain PLC | | | | | 1,280,385 | | | | | | 0.1 | | |
132,253 | | | Experian PLC | | | | | 3,883,056 | | | | | | 0.2 | | |
31,367 | | | Ferguson PLC | | | | | 3,513,810 | | | | | | 0.2 | | |
729,092 | | | GSK PLC | | | | | 15,713,104 | | | | | | 0.8 | | |
54,449 | | | Halma PLC | | | | | 1,336,840 | | | | | | 0.1 | | |
51,020 | | | Hargreaves Lansdown PLC | | | | | 492,264 | | | | | | 0.0 | | |
24,901 | | | Hikma Pharmaceuticals PLC | | | | | 491,311 | | | | | | 0.0 | | |
2,904,590 | | | HSBC Holdings PLC | | | | | 18,974,303 | | | | | | 1.0 | | |
129,493 | | | Imperial Brands PLC | | | | | 2,899,055 | | | | | | 0.1 | | |
214,437 (2) | | | Informa PLC | | | | | 1,385,395 | | | | | | 0.1 | | |
26,392 (3) | | | InterContinental Hotels Group PLC | | | | | 1,402,682 | | | | | | 0.1 | | |
23,147 | | | Intertek Group PLC | | | | | 1,189,750 | | | | | | 0.1 | | |
250,941 (3) | | | J Sainsbury Plc | | | | | 624,507 | | | | | | 0.0 | | |
369,892 | | | JD Sports Fashion PLC | | | | | 521,184 | | | | | | 0.0 | | |
26,873 | | | Johnson Matthey PLC | | | | | 633,683 | | | | | | 0.0 | | |
293,961 | | | Kingfisher PLC | | | | | 878,499 | | | | | | 0.0 | | |
101,027 | | | Land Securities Group PLC | | | | | 819,831 | | | | | | 0.0 | | |
856,286 | | | Legal & General Group PLC | | | | | 2,503,417 | | | | | | 0.1 | | |
10,181,752 | | | Lloyds Banking Group Plc | | | | | 5,238,578 | | | | | | 0.3 | | |
47,193 | | | London Stock Exchange Group PLC | | | | | 4,403,661 | | | | | | 0.2 | | |
372,881 | | | M&G PLC | | | | | 883,997 | | | | | | 0.0 | | |
627,097 | | | Melrose Industries PLC | | | | | 1,150,253 | | | | | | 0.1 | | |
69,639 | | | Mondi PLC | | | | | 1,236,103 | | | | | | 0.1 | | |
522,756 | | | National Grid PLC | | | | | 6,717,906 | | | | | | 0.3 | | |
805,926 | | | Natwest Group PLC | | | | | 2,145,184 | | | | | | 0.1 | | |
18,970 | | | Next PLC | | | | | 1,355,223 | | | | | | 0.1 | | |
82,758 (2) | | | Ocado Group PLC | | | | | 788,909 | | | | | | 0.0 | | |
97,743 | | | Pearson PLC | | | | | 895,080 | | | | | | 0.0 | | |
45,783 | | | Persimmon PLC | | | | | 1,041,650 | | | | | | 0.1 | | |
107,516 | | | Phoenix Group Holdings PLC | | | | | 774,604 | | | | | | 0.0 | | |
393,893 | | | Prudential PLC | | | | | 4,899,729 | | | | | | 0.2 | | |
102,521 | | | Reckitt Benckiser Group PLC | | | | | 7,710,838 | | | | | | 0.4 | | |
277,313 | | | Relx PLC (GBP Exchange) | | | | | 7,529,427 | | | | | | 0.4 | | |
266,667 | | | Rentokil Initial Plc | | | | | 1,545,858 | | | | | | 0.1 | | |
161,119 | | | Rio Tinto PLC | | | | | 9,632,767 | | | | | | 0.5 | | |
1,200,087 (2)(3) | | | Rolls-Royce Holdings PLC | | | | | 1,221,283 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | United Kingdom (continued) | | ||||||||||||
145,993 | | | Sage Group PLC/The | | | | $ | 1,130,539 | | | | | | 0.1 | | |
17,829 | | | Schroders PLC | | | | | 582,425 | | | | | | 0.0 | | |
172,457 | | | Segro PLC | | | | | 2,058,752 | | | | | | 0.1 | | |
35,896 | | | Severn Trent PLC | | | | | 1,191,754 | | | | | | 0.1 | | |
126,146 | | | Smith & Nephew PLC | | | | | 1,764,125 | | | | | | 0.1 | | |
55,523 | | | Smiths Group PLC | | | | | 949,492 | | | | | | 0.1 | | |
10,558 | | | Spirax-Sarco Engineering PLC | | | | | 1,273,387 | | | | | | 0.1 | | |
152,866 | | | SSE PLC | | | | | 3,016,863 | | | | | | 0.2 | | |
77,545 | | | St. James’s Place PLC | | | | | 1,043,394 | | | | | | 0.1 | | |
373,941 | | | Standard Chartered PLC | | | | | 2,823,029 | | | | | | 0.1 | | |
523,313 | | | Taylor Wimpey PLC | | | | | 745,429 | | | | | | 0.0 | | |
1,094,681 | | | Tesco PLC | | | | | 3,411,688 | | | | | | 0.2 | | |
217,970 | | | Unilever PLC | | | | | 9,900,323 | | | | | | 0.5 | | |
149,326 | | | Unilever PLC - ULVRL | | | | | 6,806,251 | | | | | | 0.3 | | |
97,797 | | | United Utilities Group PLC | | | | | 1,217,405 | | | | | | 0.1 | | |
3,863,694 (3) | | | Vodafone Group PLC | | | | | 6,007,631 | | | | | | 0.3 | | |
28,971 | | | Whitbread PLC | | | | | 878,535 | | | | | | 0.0 | | |
163,818 | | | WPP PLC | | | | | 1,654,767 | | | | | | 0.1 | | |
| | | | | | | | 280,367,832 | | | | | | 14.1 | | |
| | | Total Common Stock (Cost $1,644,645,346) | | | | | 1,951,658,514 | | | | | | 97.9 | | |
| | |||||||||||||||
PREFERRED STOCK: 0.4% | | |||||||||||||||
| | | Germany: 0.4% | | ||||||||||||
8,274 | | | Bayerische Motoren Werke AG | | | | | 590,149 | | | | | | 0.0 | | |
25,552 | | | Henkel AG & Co. KGaA | | | | | 1,581,180 | | | | | | 0.1 | | |
21,961 | | | Porsche AG | | | | | 1,460,655 | | | | | | 0.1 | | |
3,490 | | | Sartorius AG | | | | | 1,224,885 | | | | | | 0.0 | | |
26,617 | | | Volkswagen AG | | | | | 3,583,721 | | | | | | 0.2 | | |
| | | Total Preferred Stock (Cost $8,743,368) | | | | | 8,440,590 | | | | | | 0.4 | | |
| | |||||||||||||||
RIGHTS: 0.0% | | |||||||||||||||
| | | Belgium: 0.0% | | ||||||||||||
39 (2)(3) | | | Elia Group SA/NV | | | | | 18 | | | | | | 0.0 | | |
| | | Total Rights (Cost $—) | | | | | 18 | | | | | | 0.0 | | |
| | | Total Long-Term Investments (Cost $1,653,388,714) | | | | | 1,960,099,122 | | | | | | 98.3 | | |
|
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
SHORT-TERM INVESTMENTS: 8.2% | | |||||||||||||||
| | | Commercial Paper: 0.1% | | ||||||||||||
2,742,000 (5) | | | Liberty Street Funding LLC, 1.550%, 07/01/2022 | | | | | | | | | | | | | |
| | | (Cost $2,741,882) | | | | | 2,741,882 | | | | | | 0.1 | | |
Voya International Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements: 3.4% | | ||||||||||||
2,220,114 (5) | | | Bank of America Inc., Repurchase Agreement dated 06/30/22, 1.45%, due 07/01/22 (Repurchase Amount $2,220,202, collateralized by various U.S. Government Securities, 2.375%, Market Value plus accrued interest $2,264,516, due 05/15/29) | | | | $ | 2,220,114 | | | | | | 0.1 | | |
14,019,865 (5) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $14,020,460, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 9.000%, Market Value plus accrued interest $14,300,262, due 08/01/22-01/20/68) | | | | | 14,019,865 | | | | | | 0.7 | | |
2,430,470 (5) | | | CF Secured LLC, Repurchase Agreement dated 06/30/22, 1.48%, due 07/01/22 (Repurchase Amount $2,430,569, collateralized by various U.S. Government Securities, 0.000%-4.250%, Market Value plus accrued interest $2,479,079, due 09/15/22- 05/15/52) | | | | | 2,430,470 | | | | | | 0.1 | | |
7,836,364 (5) | | | Citadel Securities LLC, Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $7,836,697, collateralized by various U.S. Government Securities, 0.000%-7.250%, Market Value plus accrued interest $7,993,497, due 07/21/22- 05/15/52) | | | | | 7,836,364 | | | | | | 0.4 | | |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
4,262,183 (5) | | | Industrial & Comm. Bank of China, Repurchase Agreement dated 06/30/22, 1.50%, due 07/01/22 (Repurchase Amount $4,262,358, collateralized by various U.S. Government Securities, 0.000%-3.250%, Market Value plus accrued interest $4,347,427, due 12/29/22-06/30/27) | | | | $ | 4,262,183 | | | | | | 0.2 | | |
4,801,900 (5) | | | Mirae Asset Securities USA Inc., Repurchase Agreement dated 06/30/22, 1.59%, due 07/01/22 (Repurchase Amount $4,802,109, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.550%- 8.250%, Market Value plus accrued interest $4,898,154, due 08/01/22- 02/20/72) | | | | | 4,801,900 | | | | | | 0.2 | | |
23,300,017 (5) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $23,301,006, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 6.875%, Market Value plus accrued interest $23,766,018, due 08/16/22-05/20/52) | | | | | 23,300,017 | | | | | | 1.2 | | |
Voya International Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
9,185,098 (5) | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $9,185,488, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $9,368,814, due 01/15/25- 02/15/51) | | | | $ | 9,185,098 | | | | | | 0.5 | | |
| | | Total Repurchase Agreements (Cost $68,056,011) | | | | | 68,056,011 | | | | | | 3.4 | | |
| | | | | ||||||||||||
| | | Time Deposits: 1.1% | | ||||||||||||
2,450,000 (5) | | | Barclays Bank PLC, 1.590%, 07/01/2022 | | | | | 2,450,000 | | | | | | 0.1 | | |
2,450,000 (5) | | | Canadian Imperial Bank of Commerce, 1.550%, 07/01/2022 | | | | | 2,450,000 | | | | | | 0.1 | | |
2,420,000 (5) | | | DZ Bank AG, 1.550%, 07/01/2022 | | | | | 2,420,000 | | | | | | 0.1 | | |
2,280,000 (5) | | | Landesbank Baden-Wurttemberg, 1.570%, 07/01/2022 | | | | | 2,280,000 | | | | | | 0.1 | | |
2,440,000 (5) | | | Mizuho Bank Ltd., 1.570%, 07/01/2022 | | | | | 2,440,000 | | | | | | 0.1 | | |
2,460,000 (5) | | | Royal Bank of Canada, 1.570%, 07/01/2022 | | | | | 2,460,000 | | | | | | 0.2 | | |
2,450,000 (5) | | | Skandinaviska Enskilda Banken AB, 1.560%, 07/01/2022 | | | | | 2,450,000 | | | | | | 0.1 | | |
2,460,000 (5) | | | Societe Generale, 1.550%, 07/01/2022 | | | | | 2,460,000 | | | | | | 0.2 | | |
2,420,000 (5) | | | Toronto-Dominion Bank, 1.560%, 07/01/2022 | | | | | 2,420,000 | | | | | | 0.1 | | |
| | | Total Time Deposits (Cost $21,830,000) | | | | | 21,830,000 | | | | | | 1.1 | | |
|
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
| | | Mutual Funds: 3.6% | | ||||||||||||
2,135,000 (5)(6) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.320% | | | | | 2,135,000 | | | | | | 0.1 | | |
2,604,000 (5)(6) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.380% | | | | | 2,604,000 | | | | | | 0.1 | | |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Mutual Funds (continued) | | ||||||||||||
67,084,000 (5)(6) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 1.380% | | | | $ | 67,084,000 | | | | | | 3.4 | | |
| | | Total Mutual Funds (Cost $71,823,000) | | | | | 71,823,000 | | | | | | 3.6 | | |
| | | Total Short-Term Investments (Cost $164,450,893) | | | | | 164,450,893 | | | | | | 8.2 | | |
| | | Total Investments in Securities (Cost $1,817,839,607) | | | | $ | 2,124,550,015 | | | | | | 106.5 | | |
| | | Liabilities in Excess of Other Assets | | | | | (129,583,033) | | | | | | (6.5) | | |
| | | Net Assets | | | | $ | 1,994,966,982 | | | | | | 100.0 | | |
|
Sector Diversification | | | Percentage of Net Assets | | |||
Financials | | | | | 17.4% | | |
Industrials | | | | | 14.6 | | |
Health Care | | | | | 13.6 | | |
Consumer Discretionary | | | | | 11.1 | | |
Consumer Staples | | | | | 10.7 | | |
Information Technology | | | | | 7.6 | | |
Materials | | | | | 7.4 | | |
Communication Services | | | | | 5.0 | | |
Energy | | | | | 4.6 | | |
Utilities | | | | | 3.5 | | |
Real Estate | | | | | 2.8 | | |
Rights | | | | | 0.0 | | |
Short-Term Investments | | | | | 8.2 | | |
Liabilities in Excess of Other Assets | | | | | (6.5) | | |
Net Assets | | | | | 100.0% | | |
Voya International Index Portfolio | as of June 30, 2022 (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, 2022 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Australia | | | | $ | 995,951 | | | | | $ | 148,893,381 | | | | | $ | — | | | | | $ | 149,889,332 | | |
Austria | | | | | — | | | | | | 3,562,253 | | | | | | — | | | | | | 3,562,253 | | |
Belgium | | | | | — | | | | | | 17,076,080 | | | | | | — | | | | | | 17,076,080 | | |
China | | | | | 444,777 | | | | | | 2,849,132 | | | | | | — | | | | | | 3,293,909 | | |
Denmark | | | | | — | | | | | | 54,070,590 | | | | | | — | | | | | | 54,070,590 | | |
Finland | | | | | — | | | | | | 23,797,245 | | | | | | — | | | | | | 23,797,245 | | |
France | | | | | — | | | | | | 204,454,970 | | | | | | — | | | | | | 204,454,970 | | |
Germany | | | | | — | | | | | | 143,032,380 | | | | | | — | | | | | | 143,032,380 | | |
Hong Kong | | | | | 348,677 | | | | | | 59,173,621 | | | | | | — | | | | | | 59,522,298 | | |
Ireland | | | | | — | | | | | | 11,098,523 | | | | | | — | | | | | | 11,098,523 | | |
Israel | | | | | 5,049,774 | | | | | | 9,881,646 | | | | | | — | | | | | | 14,931,420 | | |
Italy | | | | | — | | | | | | 37,389,833 | | | | | | — | | | | | | 37,389,833 | | |
Japan | | | | | — | | | | | | 435,104,216 | | | | | | — | | | | | | 435,104,216 | | |
Luxembourg | | | | | — | | | | | | 2,394,237 | | | | | | — | | | | | | 2,394,237 | | |
Macau | | | | | — | | | | | | 2,708,163 | | | | | | — | | | | | | 2,708,163 | | |
Netherlands | | | | | 790,797 | | | | | | 126,307,901 | | | | | | — | | | | | | 127,098,698 | | |
New Zealand | | | | | — | | | | | | 4,550,320 | | | | | | — | | | | | | 4,550,320 | | |
Norway | | | | | — | | | | | | 16,465,664 | | | | | | — | | | | | | 16,465,664 | | |
Portugal | | | | | — | | | | | | 3,577,089 | | | | | | — | | | | | | 3,577,089 | | |
Singapore | | | | | 3,832,007 | | | | | | 24,698,486 | | | | | | — | | | | | | 28,530,493 | | |
Spain | | | | | — | | | | | | 49,810,520 | | | | | | — | | | | | | 49,810,520 | | |
Sweden | | | | | — | | | | | | 61,955,701 | | | | | | — | | | | | | 61,955,701 | | |
Switzerland | | | | | 2,809,043 | | | | | | 214,167,705 | | | | | | — | | | | | | 216,976,748 | | |
United Arab Emirates | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
United Kingdom | | | | | 283,132 | | | | | | 280,084,700 | | | | | | — | | | | | | 280,367,832 | | |
Total Common Stock | | | | | 14,554,158 | | | | | | 1,937,104,356 | | | | | | — | | | | | | 1,951,658,514 | | |
Preferred Stock | | | | | — | | | | | | 8,440,590 | | | | | | — | | | | | | 8,440,590 | | |
Rights | | | | | 18 | | | | | | — | | | | | | — | | | | | | 18 | | |
Short-Term Investments | | | | | 71,823,000 | | | | | | 92,627,893 | | | | | | — | | | | | | 164,450,893 | | |
Total Investments, at fair value | | | | $ | 86,377,176 | | | | | $ | 2,038,172,839 | | | | | $ | — | | | | | $ | 2,124,550,015 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | $ | — | | | | | $ | (81) | | | | | $ | — | | | | | $ | (81) | | |
Futures | | | | | (361,960) | | | | | | — | | | | | | — | | | | | | (361,960) | | |
Total Liabilities | | | | $ | (361,960) | | | | | $ | (81) | | | | | $ | — | | | | | $ | (362,041) | | |
Voya International Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
HKD 11,270,000 | | | USD 1,436,336 | | | The Bank of New York Mellon | | | | | 07/05/22 | | | | | $ | (81) | | |
| | | | | | | | | | | | | | | | $ | (81) | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
MSCI EAFE Index | | | | | 392 | | | | | | 09/16/22 | | | | | $ | 36,389,360 | | | | | $ | (361,960) | | |
| | | | | | | | | | | | | | | | $ | 36,389,360 | | | | | $ | (361,960) | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 81 | | |
Equity contracts | | | Variation margin payable on futures contracts* | | | | | 361,960 | | |
Total Liability Derivatives | | | | | | | $ | 362,041 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||||||||||||||
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | (29,018) | | | | | $ | — | | | | | $ | (29,018) | | |
Equity contracts | | | | | — | | | | | | (7,714,292) | | | | | | (7,714,292) | | |
Total | | | | $ | (29,018) | | | | | $ | (7,714,292) | | | | | $ | (7,743,310) | | |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||||||||||||||
Derivatives not accounted for as hedging instruments | | | Forward foreign currency contracts | | | Futures | | | Total | | |||||||||
Foreign exchange contracts | | | | $ | (81) | | | | | $ | — | | | | | $ | (81) | | |
Equity contracts | | | | | — | | | | | | (601,761) | | | | | | (601,761) | | |
Total | | | | $ | (81) | | | | | $ | (601,761) | | | | | $ | (601,842) | | |
Voya International Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
| | | The Bank of New York Mellon | | | Totals | | ||||||
Liabilities: | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 81 | | | | | $ | 81 | | |
Total Liabilities | | | | $ | 81 | | | | | $ | 81 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (81) | | | | | $ | (81) | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | |
Net Exposure(1) | | | | $ | (81) | | | | | $ | (81) | | |
| Cost for federal income tax purposes was $1,878,380,330. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 420,518,026 | | |
| Gross Unrealized Depreciation | | | | | (172,064,928) | | |
| Net Unrealized Appreciation | | | | $ | 248,453,098 | | |
Voya Russell™ Large Cap | PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of June 30, 2022 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 98.9% | | |||||||||||||||
| | | Communication Services: 8.7% | | ||||||||||||
20,781 (1) | | | Alphabet, Inc. - Class A | | | | $ | 45,287,202 | | | | | | 3.9 | | |
18,978 (1) | | | Alphabet, Inc. - Class C | | | | | 41,513,426 | | | | | | 3.6 | | |
9,181 (1) | | | Charter Communications, Inc. | | | | | 4,301,574 | | | | | | 0.4 | | |
38,787 (1) | | | Meta Platforms, Inc. | | | | | 6,254,404 | | | | | | 0.5 | | |
15,679 (1) | | | NetFlix, Inc. | | | | | 2,741,787 | | | | | | 0.2 | | |
9,695 (1) | | | Walt Disney Co. | | | | | 915,208 | | | | | | 0.1 | | |
| | | | | | | | 101,013,601 | | | | | | 8.7 | | |
| | | Consumer Discretionary: 15.6% | | ||||||||||||
29,720 (1) | | | Airbnb, Inc. | | | | | 2,647,458 | | | | | | 0.2 | | |
705,872 (1) | | | Amazon.com, Inc. | | | | | 74,970,665 | | | | | | 6.5 | | |
3,225 (1) | | | Booking Holdings, Inc. | | | | | 5,640,493 | | | | | | 0.5 | | |
18,156 | | | Dollar General Corp. | | | | | 4,456,209 | | | | | | 0.4 | | |
47,594 | | | Home Depot, Inc. | | | | | 13,053,606 | | | | | | 1.1 | | |
45,332 | | | Lowe’s Cos, Inc. | | | | | 7,918,140 | | | | | | 0.7 | | |
21,785 | | | Marriott International, Inc. | | | | | 2,962,978 | | | | | | 0.3 | | |
14,262 | | | McDonald’s Corp. | | | | | 3,521,002 | | | | | | 0.3 | | |
97,309 | | | Nike, Inc. - Class B | | | | | 9,944,980 | | | | | | 0.9 | | |
32,783 | | | Starbucks Corp. | | | | | 2,504,293 | | | | | | 0.2 | | |
20,264 | | | Target Corp. | | | | | 2,861,885 | | | | | | 0.2 | | |
67,340 (1) | | | Tesla, Inc. | | | | | 45,348,103 | | | | | | 3.9 | | |
93,234 | | | TJX Cos., Inc. | | | | | 5,207,119 | | | | | | 0.4 | | |
| | | | | | | | 181,036,931 | | | | | | 15.6 | | |
| | | Consumer Staples: 6.4% | | ||||||||||||
232,563 | | | Coca-Cola Co. | | | | | 14,630,538 | | | | | | 1.3 | | |
40,430 | | | Colgate-Palmolive Co. | | | | | 3,240,060 | | | | | | 0.3 | | |
35,161 | | | Costco Wholesale Corp. | | | | | 16,851,964 | | | | | | 1.4 | | |
18,221 | | | Estee Lauder Cos., Inc. | | | | | 4,640,342 | | | | | | 0.4 | | |
15,840 | | | Kimberly-Clark Corp. | | | | | 2,140,776 | | | | | | 0.2 | | |
27,292 (1) | | | Monster Beverage Corp. | | | | | 2,529,968 | | | | | | 0.2 | | |
92,772 | | | PepsiCo, Inc. | | | | | 15,461,382 | | | | | | 1.3 | | |
80,857 | | | Procter & Gamble Co. | | | | | 11,626,428 | | | | | | 1.0 | | |
40,312 | | | Sysco Corp. | | | | | 3,414,830 | | | | | | 0.3 | | |
| | | | | | | | 74,536,288 | | | | | | 6.4 | | |
| | | Energy: 0.8% | | ||||||||||||
33,947 | | | EOG Resources, Inc. | | | | | 3,749,107 | | | | | | 0.3 | | |
53,654 | | | Occidental Petroleum Corp. | | | | | 3,159,147 | | | | | | 0.3 | | |
10,520 | | | Pioneer Natural Resources Co. | | | | | 2,346,802 | | | | | | 0.2 | | |
| | | | | | | | 9,255,056 | | | | | | 0.8 | | |
| | | Financials: 2.4% | | ||||||||||||
3,012 | | | American Express Co. | | | | | 417,523 | | | | | | 0.0 | | |
15,735 | | | Aon PLC | | | | | 4,243,415 | | | | | | 0.4 | | |
55,578 | | | Blackstone, Inc. | | | | | 5,070,381 | | | | | | 0.4 | | |
66,993 | | | Charles Schwab Corp. | | | | | 4,232,618 | | | | | | 0.4 | | |
35,544 | | | Marsh & McLennan Cos., Inc. | | | | | 5,518,206 | | | | | | 0.5 | | |
11,966 | | | Moody’s Corp. | | | | | 3,254,393 | | | | | | 0.3 | | |
40,334 | | | Progressive Corp. | | | | | 4,689,634 | | | | | | 0.4 | | |
| | | | | | | | 27,426,170 | | | | | | 2.4 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care: 11.1% | | ||||||||||||
17,976 | | | Abbott Laboratories | | | | $ | 1,953,092 | | | | | | 0.2 | | |
140,356 | | | AbbVie, Inc. | | | | | 21,496,925 | | | | | | 1.8 | | |
35,621 | | | Amgen, Inc. | | | | | 8,666,589 | | | | | | 0.7 | | |
6,231 | | | Baxter International, Inc. | | | | | 400,217 | | | | | | 0.0 | | |
3,944 | | | Cigna Corp. | | | | | 1,039,323 | | | | | | 0.1 | | |
3,496 | | | Danaher Corp. | | | | | 886,306 | | | | | | 0.1 | | |
49,043 (1) | | | Edwards Lifesciences Corp. | | | | | 4,663,499 | | | | | | 0.4 | | |
5,820 | | | Elevance Health, Inc. | | | | | 2,808,616 | | | | | | 0.2 | | |
54,470 | | | Eli Lilly & Co. | | | | | 17,660,808 | | | | | | 1.5 | | |
1,092 | | | HCA Healthcare, Inc. | | | | | 183,522 | | | | | | 0.0 | | |
7,087 | | | Humana, Inc. | | | | | 3,317,212 | | | | | | 0.3 | | |
26,172 (1) | | | Intuitive Surgical, Inc. | | | | | 5,252,982 | | | | | | 0.4 | | |
2,258 | | | McKesson Corp. | | | | | 736,582 | | | | | | 0.1 | | |
84,177 | | | Merck & Co., Inc. | | | | | 7,674,417 | | | | | | 0.7 | | |
1,637 (1) | | | Moderna, Inc. | | | | | 233,845 | | | | | | 0.0 | | |
1,202 (1) | | | Regeneron Pharmaceuticals, Inc. | | | | | 710,538 | | | | | | 0.1 | | |
14,927 | | | Stryker Corp. | | | | | 2,969,428 | | | | | | 0.3 | | |
3,791 | | | Thermo Fisher Scientific, Inc. | | | | | 2,059,575 | | | | | | 0.2 | | |
67,598 | | | UnitedHealth Group, Inc. | | | | | 34,720,361 | | | | | | 3.0 | | |
19,169 (1) | | | Vertex Pharmaceuticals, Inc. | | | | | 5,401,633 | | | | | | 0.5 | | |
37,390 | | | Zoetis, Inc. | | | | | 6,426,967 | | | | | | 0.5 | | |
| | | | | | | | 129,262,437 | | | | | | 11.1 | | |
| | | Industrials: 5.3% | | ||||||||||||
13,534 (1) | | | Boeing Co. | | | | | 1,850,368 | | | | | | 0.2 | | |
36,892 | | | Caterpillar, Inc. | | | | | 6,594,814 | | | | | | 0.6 | | |
43,466 | | | CSX Corp. | | | | | 1,263,122 | | | | | | 0.1 | | |
22,261 | | | Deere & Co. | | | | | 6,666,502 | | | | | | 0.6 | | |
14,956 | | | Emerson Electric Co. | | | | | 1,189,600 | | | | | | 0.1 | | |
4,870 | | | General Electric Co. | | | | | 310,073 | | | | | | 0.0 | | |
15,900 | | | Honeywell International, Inc. | | | | | 2,763,579 | | | | | | 0.2 | | |
22,118 | | | Illinois Tool Works, Inc. | | | | | 4,031,005 | | | | | | 0.4 | | |
18,849 | | | Lockheed Martin Corp. | | | | | 8,104,316 | | | | | | 0.7 | | |
1,360 | | | Northrop Grumman Corp. | | | | | 650,855 | | | | | | 0.1 | | |
129,931 (1) | | | Uber Technologies, Inc. | | | | | 2,658,388 | | | | | | 0.2 | | |
49,856 | | | Union Pacific Corp. | | | | | 10,633,288 | | | | | | 0.9 | | |
52,074 | | | United Parcel Service, Inc. - Class B | | | | | 9,505,588 | | | | | | 0.8 | | |
30,873 | | | Waste Management, Inc. | | | | | 4,722,952 | | | | | | 0.4 | | |
| | | | | | | | 60,944,450 | | | | | | 5.3 | | |
| | | Information Technology: 46.1% | | ||||||||||||
50,321 | | | Accenture PLC | | | | | 13,971,626 | | | | | | 1.2 | | |
37,477 (1) | | | Adobe, Inc. | | | | | 13,718,831 | | | | | | 1.2 | | |
101,077 (1) | | | Advanced Micro Devices, Inc. | | | | | 7,729,358 | | | | | | 0.7 | | |
8,332 | | | Analog Devices, Inc. | | | | | 1,217,222 | | | | | | 0.1 | | |
1,214,374 | | | Apple, Inc. | | | | | 166,029,213 | | | | | | 14.3 | | |
Voya Russell™ Large Cap | PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
70,023 | | | Applied Materials, Inc. | | | | $ | 6,370,692 | | | | | | 0.5 | | |
10,857 (1) | | | Atlassian Corp. PLC | | | | | 2,034,602 | | | | | | 0.2 | | |
17,274 (1) | | | Autodesk, Inc. | | | | | 2,970,437 | | | | | | 0.3 | | |
30,440 | | | Automatic Data Processing, Inc. | | | | | 6,393,618 | | | | | | 0.5 | | |
31,713 | | | Broadcom, Inc. | | | | | 15,406,492 | | | | | | 1.3 | | |
4,299 (1) | | | Fiserv, Inc. | | | | | 382,482 | | | | | | 0.0 | | |
47,741 | | | International Business Machines Corp. | | | | | 6,740,552 | | | | | | 0.6 | | |
21,885 | | | Intuit, Inc. | | | | | 8,435,354 | | | | | | 0.7 | | |
11,848 | | | KLA Corp. | | | | | 3,780,460 | | | | | | 0.3 | | |
11,003 | | | Lam Research Corp. | | | | | 4,688,928 | | | | | | 0.4 | | |
68,364 | | | Mastercard, Inc. - Class A | | | | | 21,567,475 | | | | | | 1.9 | | |
16,738 | | | Micron Technology, Inc. | | | | | 925,277 | | | | | | 0.1 | | |
594,234 | | | Microsoft Corp. | | | | | 152,617,118 | | | | | | 13.1 | | |
191,254 | | | Nvidia Corp. | | | | | 28,992,194 | | | | | | 2.5 | | |
82,531 | | | Oracle Corp. | | | | | 5,766,441 | | | | | | 0.5 | | |
7,689 (1) | | | Palo Alto Networks, Inc. | | | | | 3,797,905 | | | | | | 0.3 | | |
28,318 (1) | | | PayPal Holdings, Inc. | | | | | 1,977,729 | | | | | | 0.2 | | |
88,987 | | | Qualcomm, Inc. | | | | | 11,367,199 | | | | | | 1.0 | | |
16,356 (1) | | | Salesforce, Inc. | | | | | 2,699,394 | | | | | | 0.2 | | |
15,901 (1) | | | ServiceNow, Inc. | | | | | 7,561,243 | | | | | | 0.6 | | |
14,561 (1) | | | Snowflake, Inc. - Class A | | | | | 2,024,853 | | | | | | 0.2 | | |
50,158 | | | Texas Instruments, Inc. | | | | | 7,706,777 | | | | | | 0.7 | | |
130,744 | | | Visa, Inc. - Class A | | | | | 25,742,186 | | | | | | 2.2 | | |
8,072 | | | VMware, Inc. | | | | | 920,047 | | | | | | 0.1 | | |
15,455 (1) | | | Workday, Inc. | | | | | 2,157,209 | | | | | | 0.2 | | |
| | | | | | | | 535,692,914 | | | | | | 46.1 | | |
| | | Materials: 0.8% | | ||||||||||||
17,386 | | | Ecolab, Inc. | | | | | 2,673,271 | | | | | | 0.2 | | |
8,379 | | | Linde PLC | | | | | 2,409,214 | | | | | | 0.2 | | |
18,989 | | | Sherwin-Williams Co. | | | | | 4,251,827 | | | | | | 0.4 | | |
4,458 | | | Southern Copper Corp. | | | | | 222,053 | | | | | | 0.0 | | |
| | | | | | | | 9,556,365 | | | | | | 0.8 | | |
| | | Real Estate: 1.7% | | ||||||||||||
28,261 | | | American Tower Corp. | | | | | 7,223,229 | | | | | | 0.6 | | |
34,262 | | | Crown Castle International Corp. | | | | | 5,769,035 | | | | | | 0.5 | | |
5,439 | | | Equinix, Inc. | | | | | 3,573,532 | | | | | | 0.3 | | |
9,851 | | | Public Storage, Inc. | | | | | 3,080,112 | | | | | | 0.3 | | |
| | | | | | | | 19,645,908 | | | | | | 1.7 | | |
| | | Total Common Stock (Cost $415,789,663) | | | | | 1,148,370,120 | | | | | | 98.9 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
EXCHANGE-TRADED FUNDS: 0.6% | | |||||||||||||||
58,352 | | | iShares Russell Top 200 Growth ETF | | | | $ | 7,308,005 | | | | | | 0.6 | | |
| | | Total Exchange-Traded Funds (Cost $7,340,182) | | | | | 7,308,005 | | | | | | 0.6 | | |
| | | Total Long-Term Investments (Cost $423,129,845) | | | | | 1,155,678,125 | | | | | | 99.5 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 0.2% | | |||||||||||||||
| | | Mutual Funds: 0.2% | | ||||||||||||
2,144,000 (2) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 1.380% (Cost $2,144,000) | | | | | 2,144,000 | | | | | | 0.2 | | |
| | | Total Short-Term Investments (Cost $2,144,000) | | | | | 2,144,000 | | | | | | 0.2 | | |
| | | Total Investments in Securities (Cost $425,273,845) | | | | $ | 1,157,822,125 | | | | | | 99.7 | | |
| | | Assets in Excess of Other Liabilities | | | | | 3,130,313 | | | | | | 0.3 | | |
| | | Net Assets | | | | $ | 1,160,952,438 | | | | | | 100.0 | | |
Voya Russell™ Large Cap | PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of June 30, 2022 (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, 2022 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 1,148,370,120 | | | | | $ | — | | | | | $ | — | | | | | $ | 1,148,370,120 | | |
Exchange-Traded Funds | | | | | 7,308,005 | | | | | | — | | | | | | — | | | | | | 7,308,005 | | |
Short-Term Investments | | | | | 2,144,000 | | | | | | — | | | | | | — | | | | | | 2,144,000 | | |
Total Investments, at fair value | | | | $ | 1,157,822,125 | | | | | $ | — | | | | | $ | — | | | | | $ | 1,157,822,125 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | (131,499) | | | | | | — | | | | | | — | | | | | | (131,499) | | |
Total Liabilities | | | | $ | (131,499) | | | | | $ | — | | | | | $ | — | | | | | $ | (131,499) | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P 500® E-Mini | | | | | 17 | | | | | | 09/16/22 | | | | | $ | 3,221,075 | | | | | $ | (131,499) | | |
| | | | | | | | | | | | | | | | $ | 3,221,075 | | | | | $ | (131,499) | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Liability Derivatives | | | | | | | | | | |
Equity contracts | | | Variation margin payable on futures contracts* | | | | $ | 131,499 | | |
Total Liability Derivatives | | | | | | | $ | 131,499 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (598,579) | | |
Total | | | | $ | (598,579) | | |
Voya Russell™ Large Cap | PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (208,614) | | |
Total | | | | $ | (208,614) | | |
| Cost for federal income tax purposes was $425,856,130. | | | |||||
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 745,362,898 | | |
| Gross Unrealized Depreciation | | | | | (13,528,403) | | |
| Net Unrealized Appreciation | | | | $ | 731,834,495 | | |
Voya Russell™ Large Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 99.1% | | |||||||||||||||
| | | Communication Services: 9.9% | | ||||||||||||
59,899 | | | Activision Blizzard, Inc. | | | | $ | 4,663,736 | | | | | | 0.2 | | |
23,249 (1) | | | Alphabet, Inc. - Class A | | | | | 50,665,616 | | | | | | 2.5 | | |
21,232 (1) | | | Alphabet, Inc. - Class C | | | | | 46,443,938 | | | | | | 2.3 | | |
553,988 | | | AT&T, Inc. | | | | | 11,611,589 | | | | | | 0.6 | | |
8,936 (1) | | | Charter Communications, Inc. | | | | | 4,186,784 | | | | | | 0.2 | | |
343,741 | | | Comcast Corp. - Class A | | | | | 13,488,397 | | | | | | 0.7 | | |
177,243 (1) | | | Meta Platforms, Inc. | | | | | 28,580,434 | | | | | | 1.4 | | |
33,838 (1) | | | NetFlix, Inc. | | | | | 5,917,251 | | | | | | 0.3 | | |
46,049 (1) | | | T-Mobile US, Inc. | | | | | 6,195,432 | | | | | | 0.3 | | |
324,890 | | | Verizon Communications, Inc. | | | | | 16,488,168 | | | | | | 0.8 | | |
140,868 (1) | | | Walt Disney Co. | | | | | 13,297,939 | | | | | | 0.6 | | |
| | | | | | | | 201,539,284 | | | | | | 9.9 | | |
| | | Consumer Discretionary: 10.3% | | ||||||||||||
28,927 (1) | | | Airbnb, Inc. | | | | | 2,576,817 | | | | | | 0.1 | | |
687,053 (1) | | | Amazon.com, Inc. | | | | | 72,971,899 | | | | | | 3.6 | | |
3,139 (1) | | | Booking Holdings, Inc. | | | | | 5,490,079 | | | | | | 0.3 | | |
17,672 | | | Dollar General Corp. | | | | | 4,337,416 | | | | | | 0.2 | | |
303,505 | | | Ford Motor Co. | | | | | 3,378,011 | | | | | | 0.2 | | |
112,393 (1) | | | General Motors Co. | | | | | 3,569,602 | | | | | | 0.2 | | |
79,870 | | | Home Depot, Inc. | | | | | 21,905,945 | | | | | | 1.1 | | |
51,128 | | | Lowe’s Cos, Inc. | | | | | 8,930,528 | | | | | | 0.4 | | |
21,087 | | | Marriott International, Inc. | | | | | 2,868,043 | | | | | | 0.1 | | |
57,125 | | | McDonald’s Corp. | | | | | 14,103,020 | | | | | | 0.7 | | |
94,715 | | | Nike, Inc. - Class B | | | | | 9,679,873 | | | | | | 0.5 | | |
88,637 | | | Starbucks Corp. | | | | | 6,770,980 | | | | | | 0.3 | | |
35,797 | | | Target Corp. | | | | | 5,055,610 | | | | | | 0.2 | | |
65,545 (1) | | | Tesla, Inc. | | | | | 44,139,314 | | | | | | 2.2 | | |
90,749 | | | TJX Cos., Inc. | | | | | 5,068,332 | | | | | | 0.2 | | |
| | | | | | | | 210,845,469 | | | | | | 10.3 | | |
| | | Consumer Staples: 7.5% | | ||||||||||||
140,000 | | | Altria Group, Inc. | | | | | 5,847,800 | | | | | | 0.3 | | |
43,272 | | | Archer-Daniels-Midland Co. | | | | | 3,357,907 | | | | | | 0.2 | | |
301,816 | | | Coca-Cola Co. | | | | | 18,987,245 | | | | | | 0.9 | | |
63,988 | | | Colgate-Palmolive Co. | | | | | 5,127,998 | | | | | | 0.2 | | |
11,956 | | | Constellation Brands, Inc. | | | | | 2,786,466 | | | | | | 0.1 | | |
34,224 | | | Costco Wholesale Corp. | | | | | 16,402,879 | | | | | | 0.8 | | |
17,753 | | | Estee Lauder Cos., Inc. | | | | | 4,521,157 | | | | | | 0.2 | | |
46,538 | | | General Mills, Inc. | | | | | 3,511,292 | | | | | | 0.2 | | |
66,239 | | | Keurig Dr Pepper, Inc. | | | | | 2,344,198 | | | | | | 0.1 | | |
25,999 | | | Kimberly-Clark Corp. | | | | | 3,513,765 | | | | | | 0.2 | | |
53,844 | | | Kraft Heinz Co. | | | | | 2,053,610 | | | | | | 0.1 | | |
106,914 | | | Mondelez International, Inc. | | | | | 6,638,290 | | | | | | 0.3 | | |
28,793 (1) | | | Monster Beverage Corp. | | | | | 2,669,111 | | | | | | 0.1 | | |
106,862 | | | PepsiCo, Inc. | | | | | 17,809,621 | | | | | | 0.9 | | |
119,780 | | | Philip Morris International, Inc. | | | | | 11,827,077 | | | | | | 0.6 | | |
184,746 | | | Procter & Gamble Co. | | | | | 26,564,627 | | | | | | 1.3 | | |
39,237 | | | Sysco Corp. | | | | | 3,323,766 | | | | | | 0.2 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Staples (continued) | | ||||||||||||
55,627 | | | Walgreens Boots Alliance, Inc. | | | | $ | 2,108,263 | | | | | | 0.1 | | |
111,433 | | | Walmart, Inc. | | | | | 13,548,024 | | | | | | 0.7 | | |
| | | | | | | | 152,943,096 | | | | | | 7.5 | | |
| | | Energy: 4.2% | | ||||||||||||
151,909 | | | Chevron Corp. | | | | | 21,993,385 | | | | | | 1.1 | | |
100,011 | | | ConocoPhillips | | | | | 8,981,988 | | | | | | 0.4 | | |
45,230 | | | EOG Resources, Inc. | | | | | 4,995,201 | | | | | | 0.2 | | |
325,875 | | | Exxon Mobil Corp. | | | | | 27,907,935 | | | | | | 1.4 | | |
153,494 | | | Kinder Morgan, Inc. | | | | | 2,572,560 | | | | | | 0.1 | | |
41,741 | | | Marathon Petroleum Corp. | | | | | 3,431,528 | | | | | | 0.2 | | |
63,224 | | | Occidental Petroleum Corp. | | | | | 3,722,629 | | | | | | 0.2 | | |
18,618 | | | Pioneer Natural Resources Co. | | | | | 4,153,303 | | | | | | 0.2 | | |
109,170 | | | Schlumberger NV | | | | | 3,903,919 | | | | | | 0.2 | | |
31,462 | | | Valero Energy Corp. | | | | | 3,343,781 | | | | | | 0.2 | | |
| | | | | | | | 85,006,229 | | | | | | 4.2 | | |
| | | Financials: 10.3% | | ||||||||||||
46,536 | | | American Express Co. | | | | | 6,450,820 | | | | | | 0.3 | | |
61,230 | | | American International Group, Inc. | | | | | 3,130,690 | | | | | | 0.2 | | |
16,258 | | | Aon PLC | | | | | 4,384,458 | | | | | | 0.2 | | |
542,903 | | | Bank of America Corp. | | | | | 16,900,570 | | | | | | 0.8 | | |
139,457 (1) | | | Berkshire Hathaway, Inc. - Class B | | | | | 38,074,550 | | | | | | 1.9 | | |
11,599 | | | Blackrock, Inc. | | | | | 7,064,255 | | | | | | 0.3 | | |
54,096 | | | Blackstone, Inc. | | | | | 4,935,178 | | | | | | 0.2 | | |
30,576 | | | Capital One Financial Corp. | | | | | 3,185,714 | | | | | | 0.2 | | |
117,490 | | | Charles Schwab Corp. | | | | | 7,423,018 | | | | | | 0.4 | | |
32,590 | | | Chubb Ltd. | | | | | 6,406,542 | | | | | | 0.3 | | |
152,390 | | | Citigroup, Inc. | | | | | 7,008,416 | | | | | | 0.3 | | |
27,719 | | | CME Group, Inc. | | | | | 5,674,079 | | | | | | 0.3 | | |
25,713 | | | Goldman Sachs Group, Inc. | | | | | 7,637,275 | | | | | | 0.4 | | |
42,648 | | | Intercontinental Exchange, Inc. | | | | | 4,010,618 | | | | | | 0.2 | | |
225,467 | | | JPMorgan Chase & Co. | | | | | 25,389,839 | | | | | | 1.2 | | |
38,741 | | | Marsh & McLennan Cos., Inc. | | | | | 6,014,540 | | | | | | 0.3 | | |
52,993 | | | Metlife, Inc. | | | | | 3,327,431 | | | | | | 0.2 | | |
12,351 | | | Moody’s Corp. | | | | | 3,359,102 | | | | | | 0.2 | | |
98,632 | | | Morgan Stanley | | | | | 7,501,950 | | | | | | 0.4 | | |
31,907 | | | PNC Financial Services Group, Inc. | | | | | 5,033,967 | | | | | | 0.2 | | |
45,125 | | | Progressive Corp. | | | | | 5,246,684 | | | | | | 0.3 | | |
26,254 | | | S&P Global, Inc. | | | | | 8,849,173 | | | | | | 0.4 | | |
18,508 | | | Travelers Cos, Inc. | | | | | 3,130,258 | | | | | | 0.1 | | |
102,868 | | | Truist Financial Corp. | | | | | 4,879,029 | | | | | | 0.2 | | |
103,717 | | | US Bancorp | | | | | 4,773,056 | | | | | | 0.2 | | |
293,156 | | | Wells Fargo & Co. | | | | | 11,482,921 | | | | | | 0.6 | | |
| | | | | | | | 211,274,133 | | | | | | 10.3 | | |
Voya Russell™ Large Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care: 16.0% | | ||||||||||||
132,548 | | | Abbott Laboratories | | | | $ | 14,401,340 | | | | | | 0.7 | | |
136,614 | | | AbbVie, Inc. | | | | | 20,923,800 | | | | | | 1.0 | | |
41,276 | | | Amgen, Inc. | | | | | 10,042,451 | | | | | | 0.5 | | |
38,984 | | | Baxter International, Inc. | | | | | 2,503,942 | | | | | | 0.1 | | |
21,947 | | | Becton Dickinson & Co. | | | | | 5,410,594 | | | | | | 0.3 | | |
110,033 (1) | | | Boston Scientific Corp. | | | | | 4,100,930 | | | | | | 0.2 | | |
164,624 | | | Bristol-Myers Squibb Co. | | | | | 12,676,048 | | | | | | 0.6 | | |
44,857 (1) | | | Centene Corp. | | | | | 3,795,351 | | | | | | 0.2 | | |
24,142 | | | Cigna Corp. | | | | | 6,361,900 | | | | | | 0.3 | | |
101,325 | | | CVS Health Corp. | | | | | 9,388,774 | | | | | | 0.5 | | |
50,038 | | | Danaher Corp. | | | | | 12,685,634 | | | | | | 0.6 | | |
47,735 (1) | | | Edwards Lifesciences Corp. | | | | | 4,539,121 | | | | | | 0.2 | | |
18,633 | | | Elevance Health, Inc. | | | | | 8,991,913 | | | | | | 0.4 | | |
65,132 | | | Eli Lilly & Co. | | | | | 21,117,748 | | | | | | 1.0 | | |
97,032 | | | Gilead Sciences, Inc. | | | | | 5,997,548 | | | | | | 0.3 | | |
17,429 | | | HCA Healthcare, Inc. | | | | | 2,929,118 | | | | | | 0.1 | | |
9,770 | | | Humana, Inc. | | | | | 4,573,044 | | | | | | 0.2 | | |
12,141 (1) | | | Illumina, Inc. | | | | | 2,238,315 | | | | | | 0.1 | | |
27,659 (1) | | | Intuitive Surgical, Inc. | | | | | 5,551,438 | | | | | | 0.3 | | |
203,435 | | | Johnson & Johnson | | | | | 36,111,747 | | | | | | 1.8 | | |
11,212 | | | McKesson Corp. | | | | | 3,657,466 | | | | | | 0.2 | | |
103,316 | | | Medtronic PLC | | | | | 9,272,611 | | | | | | 0.5 | | |
195,545 | | | Merck & Co., Inc. | | | | | 17,827,838 | | | | | | 0.9 | | |
26,553 (1) | | | Moderna, Inc. | | | | | 3,793,096 | | | | | | 0.2 | | |
436,892 | | | Pfizer, Inc. | | | | | 22,906,247 | | | | | | 1.1 | | |
8,012 (1) | | | Regeneron Pharmaceuticals, Inc. | | | | | 4,736,134 | | | | | | 0.2 | | |
27,156 | | | Stryker Corp. | | | | | 5,402,143 | | | | | | 0.3 | | |
30,245 | | | Thermo Fisher Scientific, Inc. | | | | | 16,431,504 | | | | | | 0.8 | | |
72,303 | | | UnitedHealth Group, Inc. | | | | | 37,136,990 | | | | | | 1.8 | | |
19,737 (1) | | | Vertex Pharmaceuticals, Inc. | | | | | 5,561,689 | | | | | | 0.3 | | |
36,393 | | | Zoetis, Inc. | | | | | 6,255,593 | | | | | | 0.3 | | |
| | | | | | | | 327,322,067 | | | | | | 16.0 | | |
| | | Industrials: 6.3% | | ||||||||||||
43,867 | | | 3M Co. | | | | | 5,676,828 | | | | | | 0.3 | | |
42,357 (1) | | | Boeing Co. | | | | | 5,791,049 | | | | | | 0.3 | | |
41,226 | | | Caterpillar, Inc. | | | | | 7,369,560 | | | | | | 0.4 | | |
167,885 | | | CSX Corp. | | | | | 4,878,738 | | | | | | 0.2 | | |
21,635 | | | Deere & Co. | | | | | 6,479,033 | | | | | | 0.3 | | |
30,879 | | | Eaton Corp. PLC | | | | | 3,890,445 | | | | | | 0.2 | | |
45,633 | | | Emerson Electric Co. | | | | | 3,629,649 | | | | | | 0.2 | | |
18,553 | | | FedEx Corp. | | | | | 4,206,151 | | | | | | 0.2 | | |
19,038 | | | General Dynamics Corp. | | | | | 4,212,157 | | | | | | 0.2 | | |
84,721 | | | General Electric Co. | | | | | 5,394,186 | | | | | | 0.3 | | |
52,639 | | | Honeywell International, Inc. | | | | | 9,149,185 | | | | | | 0.5 | | |
23,947 | | | Illinois Tool Works, Inc. | | | | | 4,364,341 | | | | | | 0.2 | | |
53,742 | | | Johnson Controls International plc | | | | | 2,573,167 | | | | | | 0.1 | | |
14,869 | | | L3Harris Technologies, Inc. | | | | | 3,593,837 | | | | | | 0.2 | | |
18,347 | | | Lockheed Martin Corp. | | | | | 7,888,476 | | | | | | 0.4 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
18,379 | | | Norfolk Southern Corp. | | | | $ | 4,177,363 | | | | | | 0.2 | | |
11,315 | | | Northrop Grumman Corp. | | | | | 5,415,020 | | | | | | 0.3 | | |
114,945 | | | Raytheon Technologies Corp. | | | | | 11,047,364 | | | | | | 0.5 | | |
146,035 (1) | | | Uber Technologies, Inc. | | | | | 2,987,876 | | | | | | 0.1 | | |
48,527 | | | Union Pacific Corp. | | | | | 10,349,839 | | | | | | 0.5 | | |
56,823 | | | United Parcel Service, Inc. - Class B | | | | | 10,372,470 | | | | | | 0.5 | | |
32,070 | | | Waste Management, Inc. | | | | | 4,906,069 | | | | | | 0.2 | | |
| | | | | | | | 128,352,803 | | | | | | 6.3 | | |
| | | Information Technology: 29.4% | | ||||||||||||
48,979 | | | Accenture PLC | | | | | 13,599,019 | | | | | | 0.7 | | |
36,478 (1) | | | Adobe, Inc. | | | | | 13,353,137 | | | | | | 0.7 | | |
124,851 (1) | | | Advanced Micro Devices, Inc. | | | | | 9,547,356 | | | | | | 0.5 | | |
40,348 | | | Analog Devices, Inc. | | | | | 5,894,439 | | | | | | 0.3 | | |
1,181,997 | | | Apple, Inc. | | | | | 161,602,630 | | | | | | 7.9 | | |
68,156 | | | Applied Materials, Inc. | | | | | 6,200,833 | | | | | | 0.3 | | |
10,567 (1) | | | Atlassian Corp. PLC | | | | | 1,980,256 | | | | | | 0.1 | | |
16,813 (1) | | | Autodesk, Inc. | | | | | 2,891,164 | | | | | | 0.1 | | |
32,275 | | | Automatic Data Processing, Inc. | | | | | 6,779,041 | | | | | | 0.3 | | |
39,976 (1) | | | Block, Inc. - USD | | | | | 2,456,925 | | | | | | 0.1 | | |
30,867 | | | Broadcom, Inc. | | | | | 14,995,497 | | | | | | 0.7 | | |
321,392 | | | Cisco Systems, Inc. | | | | | 13,704,155 | | | | | | 0.7 | | |
40,197 | | | Cognizant Technology Solutions Corp. | | | | | 2,712,896 | | | | | | 0.1 | | |
47,193 | | | Fidelity National Information Services, Inc. | | | | | 4,326,182 | | | | | | 0.2 | | |
45,986 (1) | | | Fiserv, Inc. | | | | | 4,091,374 | | | | | | 0.2 | | |
316,322 | | | Intel Corp. | | | | | 11,833,606 | | | | | | 0.6 | | |
69,563 | | | International Business Machines Corp. | | | | | 9,821,600 | | | | | | 0.5 | | |
21,301 | | | Intuit, Inc. | | | | | 8,210,257 | | | | | | 0.4 | | |
11,533 | | | KLA Corp. | | | | | 3,679,950 | | | | | | 0.2 | | |
10,709 | | | Lam Research Corp. | | | | | 4,563,640 | | | | | | 0.2 | | |
65,547 | | | Marvell Technology, Inc. | | | | | 2,853,261 | | | | | | 0.1 | | |
66,542 | | | Mastercard, Inc. - Class A | | | | | 20,992,670 | | | | | | 1.0 | | |
86,201 | | | Micron Technology, Inc. | | | | | 4,765,191 | | | | | | 0.2 | | |
578,392 | | | Microsoft Corp. | | | | | 148,548,417 | | | | | | 7.3 | | |
186,156 | | | Nvidia Corp. | | | | | 28,219,388 | | | | | | 1.4 | | |
116,929 | | | Oracle Corp. | | | | | 8,169,829 | | | | | | 0.4 | | |
7,484 (1) | | | Palo Alto Networks, Inc. | | | | | 3,696,647 | | | | | | 0.2 | | |
89,489 (1) | | | PayPal Holdings, Inc. | | | | | 6,249,912 | | | | | | 0.3 | | |
86,614 | | | Qualcomm, Inc. | | | | | 11,064,072 | | | | | | 0.5 | | |
8,131 | | | Roper Technologies, Inc. | | | | | 3,208,899 | | | | | | 0.2 | | |
74,392 (1) | | | Salesforce, Inc. | | | | | 12,277,656 | | | | | | 0.6 | | |
15,488 (1) | | | ServiceNow, Inc. | | | | | 7,364,854 | | | | | | 0.4 | | |
15,142 (1) | | | Snowflake, Inc. - Class A | | | | | 2,105,647 | | | | | | 0.1 | | |
71,271 | | | Texas Instruments, Inc. | | | | | 10,950,789 | | | | | | 0.5 | | |
127,258 | | | Visa, Inc. - Class A | | | | | 25,055,828 | | | | | | 1.2 | | |
Voya Russell™ Large Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
16,134 | | | VMware, Inc. | | | | $ | 1,838,953 | | | | | | 0.1 | | |
15,043 (1) | | | Workday, Inc. | | | | | 2,099,702 | | | | | | 0.1 | | |
| | | | | | | | 601,705,672 | | | | | | 29.4 | | |
| | | Materials: 1.6% | | ||||||||||||
17,148 | | | Air Products & Chemicals, Inc. | | | | | 4,123,751 | | | | | | 0.2 | | |
56,283 | | | Dow, Inc. | | | | | 2,904,766 | | | | | | 0.1 | | |
19,165 | | | Ecolab, Inc. | | | | | 2,946,810 | | | | | | 0.1 | | |
111,692 | | | Freeport-McMoRan, Inc. | | | | | 3,268,108 | | | | | | 0.2 | | |
38,835 | | | Linde PLC | | | | | 11,166,227 | | | | | | 0.6 | | |
61,387 | | | Newmont Corp. | | | | | 3,662,962 | | | | | | 0.2 | | |
18,482 | | | Sherwin-Williams Co. | | | | | 4,138,305 | | | | | | 0.2 | | |
6,523 | | | Southern Copper Corp. | | | | | 324,911 | | | | | | 0.0 | | |
| | | | | | | | 32,535,840 | | | | | | 1.6 | | |
| | | Real Estate: 1.6% | | ||||||||||||
35,864 | | | American Tower Corp. | | | | | 9,166,480 | | | | | | 0.5 | | |
33,418 | | | Crown Castle International Corp. | | | | | 5,626,923 | | | | | | 0.3 | | |
21,937 | | | Digital Realty Trust, Inc. | | | | | 2,848,081 | | | | | | 0.1 | | |
7,021 | | | Equinix, Inc. | | | | | 4,612,937 | | | | | | 0.2 | | |
57,180 | | | ProLogis, Inc. | | | | | 6,727,227 | | | | | | 0.3 | | |
12,076 | | | Public Storage, Inc. | | | | | 3,775,803 | | | | | | 0.2 | | |
| | | | | | | | 32,757,451 | | | | | | 1.6 | | |
| | | Utilities: 2.0% | | ||||||||||||
39,731 | | | American Electric Power Co., Inc. | | | | | 3,811,792 | | | | | | 0.2 | | |
62,482 | | | Dominion Energy, Inc. | | | | | 4,986,688 | | | | | | 0.2 | | |
59,513 | | | Duke Energy Corp. | | | | | 6,380,389 | | | | | | 0.3 | | |
75,699 | | | Exelon Corp. | | | | | 3,430,679 | | | | | | 0.2 | | |
151,761 | | | NextEra Energy, Inc. | | | | | 11,755,407 | | | | | | 0.6 | | |
24,309 | | | Sempra Energy | | | | | 3,652,913 | | | | | | 0.2 | | |
82,054 | | | Southern Co. | | | | | 5,851,271 | | | | | | 0.3 | | |
| | | | | | | | 39,869,139 | | | | | | 2.0 | | |
| | | Total Common Stock (Cost $1,435,016,994) | | | | | 2,024,151,183 | | | | | | 99.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
EXCHANGE-TRADED FUNDS: 0.6% | | |||||||||||||||
143,221 | | | iShares Russell Top 200 ETF | | | | $ | 12,862,678 | | | | | | 0.6 | | |
| | | Total Exchange-Traded Funds (Cost $12,504,626) | | | | | 12,862,678 | | | | | | 0.6 | | |
| | | Total Long-Term Investments (Cost $1,447,521,620) | | | | | 2,037,013,861 | | | | | | 99.7 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 0.2% | | |||||||||||||||
| | | Mutual Funds: 0.2% | | ||||||||||||
5,065,000 (2) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 1.380% (Cost $5,065,000) | | | | | 5,065,000 | | | | | | 0.2 | | |
| | | Total Short-Term Investments (Cost $5,065,000) | | | | | 5,065,000 | | | | | | 0.2 | | |
| | | Total Investments in Securities (Cost $1,452,586,620) | | | | $ | 2,042,078,861 | | | | | | 99.9 | | |
| | | Assets in Excess of Other Liabilities | | | | | 1,495,528 | | | | | | 0.1 | | |
| | | Net Assets | | | | $ | 2,043,574,389 | | | | | | 100.0 | | |
Voya Russell™ Large Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (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, 2022 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 2,024,151,183 | | | | | $ | — | | | | | $ | — | | | | | $ | 2,024,151,183 | | |
Exchange-Traded Funds | | | | | 12,862,678 | | | | | | — | | | | | | — | | | | | | 12,862,678 | | |
Short-Term Investments | | | | | 5,065,000 | | | | | | — | | | | | | — | | | | | | 5,065,000 | | |
Total Investments, at fair value | | | | $ | 2,042,078,861 | | | | | $ | — | | | | | $ | — | | | | | $ | 2,042,078,861 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | $ | (209,650) | | | | | $ | — | | | | | $ | — | | | | | $ | (209,650) | | |
Total Liabilities | | | | $ | (209,650) | | | | | $ | — | | | | | $ | — | | | | | $ | (209,650) | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P 500® E-Mini | | | | | 34 | | | | | | 09/16/22 | | | | | $ | 6,442,150 | | | | | $ | (209,650) | | |
| | | | | | | | | | | | | | | | $ | 6,442,150 | | | | | $ | (209,650) | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Liability Derivatives | | | | | | | | | | |
Equity contracts | | | Variation margin payable on futures contracts* | | | | $ | 209,650 | | |
Total Liability Derivatives | | | | | | | $ | 209,650 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (1,184,391) | | |
Total | | | | $ | (1,184,391) | | |
Voya Russell™ Large Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (340,794) | | |
Total | | | | $ | (340,794) | | |
| Cost for federal income tax purposes was $1,455,621,356. | | | | | | | |
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 635,358,791 | | |
| Gross Unrealized Depreciation | | | | | (49,110,935) | | |
| Net Unrealized Appreciation | | | | $ | 586,247,856 | | |
Voya Russell™ Large Cap | PORTFOLIO OF INVESTMENTS |
Value Index Portfolio | as of June 30, 2022 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 99.7% | | |||||||||||||||
| | | Communication Services: 11.3% | | ||||||||||||
85,121 | | | Activision Blizzard, Inc. | | | | $ | 6,627,521 | | | | | | 0.5 | | |
4,286 (1) | | | Alphabet, Inc. - Class A | | | | | 9,340,308 | | | | | | 0.7 | | |
3,914 (1) | | | Alphabet, Inc. - Class C | | | | | 8,561,679 | | | | | | 0.6 | | |
784,791 | | | AT&T, Inc. | | | | | 16,449,219 | | | | | | 1.3 | | |
487,435 | | | Comcast Corp. – Class A | | | | | 19,126,949 | | | | | | 1.5 | | |
197,802 (1) | | | Meta Platforms, Inc. | | | | | 31,895,573 | | | | | | 2.5 | | |
26,343 (1) | | | NetFlix, Inc. | | | | | 4,606,601 | | | | | | 0.3 | | |
65,300 (1) | | | T-Mobile US, Inc. | | | | | 8,785,462 | | | | | | 0.7 | | |
460,703 | | | Verizon Communications, Inc. | | | | | 23,380,677 | | | | | | 1.8 | | |
186,339 (1) | | | Walt Disney Co. | | | | | 17,590,402 | | | | | | 1.4 | | |
| | | | | | | | 146,364,391 | | | | | | 11.3 | | |
| | | Consumer Discretionary: 3.8% | | ||||||||||||
431,934 | | | Ford Motor Co. | | | | | 4,807,425 | | | | | | 0.4 | | |
159,377 (1) | | | General Motors Co. | | | | | 5,061,814 | | | | | | 0.4 | | |
47,568 | | | Home Depot, Inc. | | | | | 13,046,475 | | | | | | 1.0 | | |
9,933 | | | Lowe’s Cos, Inc. | | | | | 1,734,997 | | | | | | 0.1 | | |
61,321 | | | McDonald’s Corp. | | | | | 15,138,929 | | | | | | 1.2 | | |
80,442 | | | Starbucks Corp. | | | | | 6,144,964 | | | | | | 0.5 | | |
22,792 | | | Target Corp. | | | | | 3,218,914 | | | | | | 0.2 | | |
| | | | | | | | 49,153,518 | | | | | | 3.8 | | |
| | | Consumer Staples: 8.8% | | ||||||||||||
198,524 | | | Altria Group, Inc. | | | | | 8,292,348 | | | | | | 0.6 | | |
61,361 | | | Archer-Daniels-Midland Co. | | | | | 4,761,614 | | | | | | 0.4 | | |
106,996 | | | Coca-Cola Co. | | | | | 6,731,118 | | | | | | 0.5 | | |
34,933 | | | Colgate-Palmolive Co. | | | | | 2,799,531 | | | | | | 0.2 | | |
16,953 | | | Constellation Brands, Inc. | | | | | 3,951,066 | | | | | | 0.3 | | |
65,992 | | | General Mills, Inc. | | | | | 4,979,096 | | | | | | 0.4 | | |
93,928 | | | Keurig Dr Pepper, Inc. | | | | | 3,324,112 | | | | | | 0.3 | | |
15,005 | | | Kimberly-Clark Corp. | | | | | 2,027,926 | | | | | | 0.2 | | |
76,545 | | | Kraft Heinz Co. | | | | | 2,919,426 | | | | | | 0.2 | | |
151,445 | | | Mondelez International, Inc. | | | | | 9,403,220 | | | | | | 0.7 | | |
3,054 (1) | | | Monster Beverage Corp. | | | | | 283,106 | | | | | | 0.0 | | |
23,488 | | | PepsiCo, Inc. | | | | | 3,914,510 | | | | | | 0.3 | | |
169,852 | | | Philip Morris International, Inc. | | | | | 16,771,187 | | | | | | 1.3 | | |
150,374 | | | Procter & Gamble Co. | | | | | 21,622,277 | | | | | | 1.7 | | |
78,577 | | | Walgreens Boots Alliance, Inc. | | | | | 2,978,068 | | | | | | 0.2 | | |
158,015 | | | Walmart, Inc. | | | | | 19,211,464 | | | | | | 1.5 | | |
| | | | | | | | 113,970,069 | | | | | | 8.8 | | |
| | | Energy: 8.4% | | ||||||||||||
215,412 | | | Chevron Corp. | | | | | 31,187,349 | | | | | | 2.4 | | |
141,819 | | | ConocoPhillips | | | | | 12,736,764 | | | | | | 1.0 | | |
17,242 | | | EOG Resources, Inc. | | | | | 1,904,207 | | | | | | 0.1 | | |
462,101 | | | Exxon Mobil Corp. | | | | | 39,574,330 | | | | | | 3.1 | | |
217,659 | | | Kinder Morgan, Inc. | | | | | 3,647,965 | | | | | | 0.3 | | |
59,190 | | | Marathon Petroleum Corp. | | | | | 4,866,010 | | | | | | 0.4 | | |
15,600 | | | Occidental Petroleum Corp. | | | | | 918,528 | | | | | | 0.1 | | |
11,880 | | | Pioneer Natural Resources Co. | | | | | 2,650,190 | | | | | | 0.2 | | |
154,806 | | | Schlumberger NV | | | | | 5,535,863 | | | | | | 0.4 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
44,615 | | | Valero Energy Corp. | | | | $ | 4,741,682 | | | | | | 0.4 | | |
| | | | | | | | 107,762,888 | | | | | | 8.4 | | |
| | | Financials: 20.3% | | ||||||||||||
61,833 | | | American Express Co. | | | | | 8,571,290 | | | | | | 0.7 | | |
86,826 | | | American International Group, Inc. | | | | | 4,439,413 | | | | | | 0.3 | | |
1,337 | | | Aon PLC | | | | | 360,562 | | | | | | 0.0 | | |
769,853 | | | Bank of America Corp. | | | | | 23,965,524 | | | | | | 1.9 | | |
197,755 (1) | | | Berkshire Hathaway, Inc. – Class B | | | | | 53,991,070 | | | | | | 4.2 | | |
16,447 | | | Blackrock, Inc. | | | | | 10,016,881 | | | | | | 0.8 | | |
43,357 | | | Capital One Financial Corp. | | | | | 4,517,366 | | | | | | 0.3 | | |
74,139 | | | Charles Schwab Corp. | | | | | 4,684,102 | | | | | | 0.4 | | |
46,214 | | | Chubb Ltd. | | | | | 9,084,748 | | | | | | 0.7 | | |
216,093 | | | Citigroup, Inc. | | | | | 9,938,117 | | | | | | 0.8 | | |
39,306 | | | CME Group, Inc. | | | | | 8,045,938 | | | | | | 0.6 | | |
36,461 | | | Goldman Sachs Group, Inc. | | | | | 10,829,646 | | | | | | 0.8 | | |
60,476 | | | Intercontinental Exchange, Inc. | | | | | 5,687,163 | | | | | | 0.4 | | |
319,719 | | | JPMorgan Chase & Co. | | | | | 36,003,557 | | | | | | 2.8 | | |
5,878 | | | Marsh & McLennan Cos., Inc. | | | | | 912,559 | | | | | | 0.1 | | |
75,145 | | | Metlife, Inc. | | | | | 4,718,355 | | | | | | 0.4 | | |
998 | | | Moody’s Corp. | | | | | 271,426 | | | | | | 0.0 | | |
139,863 | | | Morgan Stanley | | | | | 10,637,980 | | | | | | 0.8 | | |
45,245 | | | PNC Financial Services Group, Inc. | | | | | 7,138,304 | | | | | | 0.6 | | |
8,318 | | | Progressive Corp. | | | | | 967,134 | | | | | | 0.1 | | |
37,229 | | | S&P Global, Inc. | | | | | 12,548,407 | | | | | | 1.0 | | |
26,245 | | | Travelers Cos, Inc. | | | | | 4,438,817 | | | | | | 0.3 | | |
145,696 | | | Truist Financial Corp. | | | | | 6,910,361 | | | | | | 0.5 | | |
147,074 | | | US Bancorp | | | | | 6,768,345 | | | | | | 0.5 | | |
415,704 | | | Wells Fargo & Co. | | | | | 16,283,126 | | | | | | 1.3 | | |
| | | | | | | | 261,730,191 | | | | | | 20.3 | | |
| | | Health Care: 22.2% | | ||||||||||||
163,147 | | | Abbott Laboratories | | | | | 17,725,922 | | | | | | 1.4 | | |
9,365 | | | Amgen, Inc. | | | | | 2,278,505 | | | | | | 0.2 | | |
46,532 | | | Baxter International, Inc. | | | | | 2,988,750 | | | | | | 0.2 | | |
31,121 | | | Becton Dickinson & Co. | | | | | 7,672,260 | | | | | | 0.6 | | |
156,390 (1) | | | Boston Scientific Corp. | | | | | 5,828,655 | | | | | | 0.5 | | |
233,442 | | | Bristol-Myers Squibb Co. | | | | | 17,975,034 | | | | | | 1.4 | | |
63,722 (1) | | | Centene Corp. | | | | | 5,391,519 | | | | | | 0.4 | | |
28,791 | | | Cigna Corp. | | | | | 7,587,004 | | | | | | 0.6 | | |
143,683 | | | CVS Health Corp. | | | | | 13,313,667 | | | | | | 1.0 | | |
66,131 | | | Danaher Corp. | | | | | 16,765,531 | | | | | | 1.3 | | |
18,390 | | | Elevance Health, Inc. | | | | | 8,874,646 | | | | | | 0.7 | | |
17,179 | | | Eli Lilly & Co. | | | | | 5,569,947 | | | | | | 0.4 | | |
137,594 | | | Gilead Sciences, Inc. | | | | | 8,504,685 | | | | | | 0.7 | | |
23,207 | | | HCA Healthcare, Inc. | | | | | 3,900,168 | | | | | | 0.3 | | |
4,073 | | | Humana, Inc. | | | | | 1,906,449 | | | | | | 0.2 | | |
17,216 (1) | | | Illumina, Inc. | | | | | 3,173,942 | | | | | | 0.2 | | |
3,099 (1) | | | Intuitive Surgical, Inc. | | | | | 622,000 | | | | | | 0.1 | | |
Voya Russell™ Large Cap | PORTFOLIO OF INVESTMENTS |
Value Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
288,477 | | | Johnson & Johnson | | | | $ | 51,207,552 | | | | | | 4.0 | | |
12,782 | | | McKesson Corp. | | | | | 4,169,616 | | | | | | 0.3 | | |
146,505 | | | Medtronic PLC | | | | | 13,148,824 | | | | | | 1.0 | | |
161,104 | | | Merck & Co., Inc. | | | | | 14,687,852 | | | | | | 1.1 | | |
35,393 (1) | | | Moderna, Inc. | | | | | 5,055,890 | | | | | | 0.4 | | |
619,526 | | | Pfizer, Inc. | | | | | 32,481,748 | | | | | | 2.5 | | |
9,702 (1) | | | Regeneron Pharmaceuticals, Inc. | | | | | 5,735,143 | | | | | | 0.4 | | |
17,906 | | | Stryker Corp. | | | | | 3,562,041 | | | | | | 0.3 | | |
37,656 | | | Thermo Fisher Scientific, Inc. | | | | | 20,457,752 | | | | | | 1.6 | | |
9,227 | | | UnitedHealth Group, Inc. | | | | | 4,739,264 | | | | | | 0.4 | | |
1,569 (1) | | | Vertex Pharmaceuticals, Inc. | | | | | 442,129 | | | | | | 0.0 | | |
| | | | | | | | 285,766,495 | | | | | | 22.2 | | |
| | | Industrials: 7.6% | | ||||||||||||
62,205 | | | 3M Co. | | | | | 8,049,949 | | | | | | 0.6 | | |
41,384 (1) | | | Boeing Co. | | | | | 5,658,020 | | | | | | 0.4 | | |
7,541 | | | Caterpillar, Inc. | | | | | 1,348,029 | | | | | | 0.1 | | |
178,073 | | | CSX Corp. | | | | | 5,174,801 | | | | | | 0.4 | | |
43,745 | | | Eaton Corp. PLC | | | | | 5,511,433 | | | | | | 0.4 | | |
44,067 | | | Emerson Electric Co. | | | | | 3,505,089 | | | | | | 0.3 | | |
26,309 | | | FedEx Corp. | | | | | 5,964,513 | | | | | | 0.5 | | |
26,996 | | | General Dynamics Corp. | | | | | 5,972,865 | | | | | | 0.5 | | |
113,310 | | | General Electric Co. | | | | | 7,214,448 | | | | | | 0.6 | | |
52,698 | | | Honeywell International, Inc. | | | | | 9,159,439 | | | | | | 0.7 | | |
3,471 | | | Illinois Tool Works, Inc. | | | | | 632,590 | | | | | | 0.1 | | |
76,207 | | | Johnson Controls International plc | | | | | 3,648,791 | | | | | | 0.3 | | |
21,084 | | | L3Harris Technologies, Inc. | | | | | 5,096,003 | | | | | | 0.4 | | |
26,062 | | | Norfolk Southern Corp. | | | | | 5,923,632 | | | | | | 0.5 | | |
14,168 | | | Northrop Grumman Corp. | | | | | 6,780,380 | | | | | | 0.5 | | |
162,996 | | | Raytheon Technologies Corp. | | | | | 15,665,546 | | | | | | 1.2 | | |
27,749 (1) | | | Uber Technologies, Inc. | | | | | 567,745 | | | | | | 0.0 | | |
8,702 | | | United Parcel Service, Inc. - Class B | | | | | 1,588,463 | | | | | | 0.1 | | |
2,865 | | | Waste Management, Inc. | | | | | 438,288 | | | | | | 0.0 | | |
| | | | | | | | 97,900,024 | | | | | | 7.6 | | |
| | | Information Technology: 8.8% | | ||||||||||||
37,533 (1) | | | Advanced Micro Devices, Inc. | | | | | 2,870,149 | | | | | | 0.2 | | |
45,715 | | | Analog Devices, Inc. | | | | | 6,678,504 | | | | | | 0.5 | | |
3,753 | | | Automatic Data Processing, Inc. | | | | | 788,280 | | | | | | 0.1 | | |
56,688 (1) | | | Block, Inc. - USD | | | | | 3,484,044 | | | | | | 0.3 | | |
455,744 | | | Cisco Systems, Inc. | | | | | 19,432,924 | | | | | | 1.5 | | |
57,000 | | | Cognizant Technology Solutions Corp. | | | | | 3,846,930 | | | | | | 0.3 | | |
66,853 | | | Fidelity National Information Services, Inc. | | | | | 6,128,415 | | | | | | 0.5 | | |
59,275 (1) | | | Fiserv, Inc. | | | | | 5,273,697 | | | | | | 0.4 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
448,554 | | | Intel Corp. | | | | $ | 16,780,405 | | | | | | 1.3 | | |
32,749 | | | International Business Machines Corp. | | | | | 4,623,831 | | | | | | 0.3 | | |
92,947 | | | Marvell Technology, Inc. | | | | | 4,045,983 | | | | | | 0.3 | | |
99,133 | | | Micron Technology, Inc. | | | | | 5,480,072 | | | | | | 0.4 | | |
51,898 | | | Oracle Corp. | | | | | 3,626,113 | | | | | | 0.3 | | |
87,814 (1) | | | PayPal Holdings, Inc. | | | | | 6,132,930 | | | | | | 0.5 | | |
11,568 | | | Roper Technologies, Inc. | | | | | 4,565,311 | | | | | | 0.3 | | |
82,915 (1) | | | Salesforce, Inc. | | | | | 13,684,292 | | | | | | 1.1 | | |
1,318 (1) | | | Snowflake, Inc. - Class A | | | | | 183,281 | | | | | | 0.0 | | |
31,835 | | | Texas Instruments, Inc. | | | | | 4,891,448 | | | | | | 0.4 | | |
11,737 | | | VMware, Inc. | | | | | 1,337,783 | | | | | | 0.1 | | |
| | | | | | | | 113,854,392 | | | | | | 8.8 | | |
| | | Materials: 2.6% | | ||||||||||||
24,265 | | | Air Products & Chemicals, Inc. | | | | | 5,835,247 | | | | | | 0.5 | | |
79,811 | | | Dow, Inc. | | | | | 4,119,046 | | | | | | 0.3 | | |
3,180 | | | Ecolab, Inc. | | | | | 488,957 | | | | | | 0.0 | | |
158,382 | | | Freeport-McMoRan, Inc. | | | | | 4,634,257 | | | | | | 0.4 | | |
43,505 | | | Linde PLC | | | | | 12,508,993 | | | | | | 1.0 | | |
87,048 | | | Newmont Corp. | | | | | 5,194,154 | | | | | | 0.4 | | |
3,198 | | | Southern Copper Corp. | | | | | 159,292 | | | | | | 0.0 | | |
| | | | | | | | 32,939,946 | | | | | | 2.6 | | |
| | | Real Estate: 1.5% | | ||||||||||||
11,849 | | | American Tower Corp. | | | | | 3,028,486 | | | | | | 0.2 | | |
31,108 | | | Digital Realty Trust, Inc. | | | | | 4,038,751 | | | | | | 0.3 | | |
2,449 | | | Equinix, Inc. | | | | | 1,609,042 | | | | | | 0.1 | | |
80,951 | | | ProLogis, Inc. | | | | | 9,523,885 | | | | | | 0.8 | | |
3,528 | | | Public Storage, Inc. | | | | | 1,103,100 | | | | | | 0.1 | | |
| | | | | | | | 19,303,264 | | | | | | 1.5 | | |
| | | Utilities: 4.4% | | ||||||||||||
56,339 | | | American Electric Power Co., Inc. | | | | | 5,405,164 | | | | | | 0.4 | | |
88,884 | | | Dominion Energy, Inc. | | | | | 7,093,832 | | | | | | 0.6 | | |
84,392 | | | Duke Energy Corp. | | | | | 9,047,666 | | | | | | 0.7 | | |
107,335 | | | Exelon Corp. | | | | | 4,864,422 | | | | | | 0.4 | | |
215,202 | | | NextEra Energy, Inc. | | | | | 16,669,547 | | | | | | 1.3 | | |
34,471 | | | Sempra Energy | | | | | 5,179,957 | | | | | | 0.4 | | |
116,321 | | | Southern Co. | | | | | 8,294,851 | | | | | | 0.6 | | |
| | | | | | | | 56,555,439 | | | | | | 4.4 | | |
| | | Total Common Stock (Cost $1,161,636,211) | | | | | 1,285,300,617 | | | | | | 99.7 | | |
EXCHANGE-TRADED FUNDS: 0.3% | | |||||||||||||||
72,883 | | | iShares Russell Top 200 Value ETF | | | | | 4,502,712 | | | | | | 0.3 | | |
| | | Total Exchange-Traded Funds (Cost $4,412,337) | | | | | 4,502,712 | | | | | | 0.3 | | |
| | | Total Long-Term Investments (Cost $1,166,048,548) | | | | | 1,289,803,329 | | | | | | 100.0 | | |
|
Voya Russell™ Large Cap | PORTFOLIO OF INVESTMENTS |
Value Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 0.3% | | |||||||||||||||
| | | Mutual Funds: 0.3% | | ||||||||||||
3,328,000 (2) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 1.380% (Cost $3,328,000) | | | | $ | 3,328,000 | | | | | | 0.3 | | |
| | | Total Short-Term Investments (Cost $3,328,000) | | | | | 3,328,000 | | | | | | 0.3 | | |
| | | Total Investments in Securities (Cost $1,169,376,548) | | | | $ | 1,293,131,329 | | | | | | 100.3 | | |
| | | Liabilities in Excess of Other Assets | | | | | (3,962,531) | | | | | | (0.3) | | |
| | | Net Assets | | | | $ | 1,289,168,798 | | | | | | 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, 2022 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 1,285,300,617 | | | | | $ | — | | | | | $ | — | | | | | $ | 1,285,300,617 | | |
Exchange-Traded Funds | | | | | 4,502,712 | | | | | | — | | | | | | — | | | | | | 4,502,712 | | |
Short-Term Investments | | | | | 3,328,000 | | | | | | — | | | | | | — | | | | | | 3,328,000 | | |
Total Investments, at fair value | | | | $ | 1,293,131,329 | | | | | $ | — | | | | | $ | — | | | | | $ | 1,293,131,329 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | $ | (190,687) | | | | | $ | — | | | | | $ | — | | | | | $ | (190,687) | | |
Total Liabilities | | | | $ | (190,687) | | | | | $ | — | | | | | $ | — | | | | | $ | (190,687) | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P 500® E-Mini | | | | | 23 | | | | | | 09/16/22 | | | | | $ | 4,357,925 | | | | | $ | (190,687) | | |
| | | | | | | | | | | | | | | | $ | 4,357,925 | | | | | $ | (190,687) | | |
Voya Russell™ Large Cap | PORTFOLIO OF INVESTMENTS |
Value Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Liability Derivatives | | | | | | | | | | |
Equity contracts | | | Variation margin payable on futures contracts* | | | | $ | 190,687 | | |
Total Liability Derivatives | | | | | | | $ | 190,687 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (745,021) | | |
Total | | | | $ | (745,021) | | |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (277,649) | | |
Total | | | | $ | (277,649) | | |
| Cost for federal income tax purposes was $1,175,571,282. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 184,097,114 | | |
| Gross Unrealized Depreciation | | | | | (66,727,753) | | |
| Net Unrealized Appreciation | | | | $ | 117,369,361 | | |
Voya Russell™ Mid Cap | PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of June 30, 2022 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | | | | |||||||||||||||
COMMON STOCK: 98.5% | | | | | | | | | | | |||||||||||||||
| | | Communication Services: 4.8% | | | | | ||||||||||||||||||
1,068 | | | Cable One, Inc. | | | | $ | 1,376,994 | | | | | | 0.1 | | | | | | ||||||
5,079 | | | Electronic Arts, Inc. | | | | | 617,860 | | | | | | 0.1 | | | | | | ||||||
2,830 (1) | | | Liberty Broadband Corp. - Series A | | | | | 321,347 | | | | | | 0.0 | | | | | | ||||||
17,520 (1) | | | Liberty Broadband Corp. - Series C | | | | | 2,026,013 | | | | | | 0.2 | | | | | | ||||||
688 (1) | | | Liberty Media Corp.- Liberty Formula One A Tracking Stock | | | | | 39,883 | | | | | | 0.0 | | | | | | ||||||
6,567 (1) | | | Liberty Media Corp.- Liberty Formula One C Tracking Stock | | | | | 416,807 | | | | | | 0.0 | | | | | | ||||||
6,096 (1) | | | Liberty Media Corp.- Liberty SiriusXM A Tracking Stock | | | | | 219,700 | | | | | | 0.0 | | | | | | ||||||
12,571 (1) | | | Liberty Media Corp.- Liberty SiriusXM C Tracking Stock | | | | | 453,185 | | | | | | 0.1 | | | | | | ||||||
22,506 (1) | | | Live Nation Entertainment, Inc. | | | | | 1,858,545 | | | | | | 0.2 | | | | | | ||||||
2,781 (1) | | | Madison Square Garden Sports Corp. | | | | | 419,931 | | | | | | 0.0 | | | | | | ||||||
78,014 (1) | | | Match Group, Inc. | | | | | 5,436,796 | | | | | | 0.6 | | | | | | ||||||
1,033 | | | Nexstar Media Group, Inc. | | | | | 168,255 | | | | | | 0.0 | | | | | | ||||||
35,403 (1) | | | Pinterest, Inc. | | | | | 642,918 | | | | | | 0.1 | | | | | | ||||||
27,606 (1) | | | Playtika Holding Corp. | | | | | 365,503 | | | | | | 0.0 | | | | | | ||||||
128,642 (1)(2) | | | ROBLOX Corp. | | | | | 4,227,176 | | | | | | 0.5 | | | | | | ||||||
9,904 (1) | | | Roku, Inc. | | | | | 813,515 | | | | | | 0.1 | | | | | | ||||||
40,909 (1) | | | Spotify Technology SA | | | | | 3,838,491 | | | | | | 0.4 | | | | | | ||||||
38,322 (1) | | | Take-Two Interactive Software, Inc. | | | | | 4,695,595 | | | | | | 0.5 | | | | | | ||||||
2,417 (1) | | | TripAdvisor, Inc. | | | | | 43,023 | | | | | | 0.0 | | | | | | ||||||
201,898 (1) | | | Twitter, Inc. | | | | | 7,548,966 | | | | | | 0.8 | | | | | | ||||||
506,080 (1) | | | Warner Bros Discovery, Inc. | | | | | 6,791,594 | | | | | | 0.7 | | | | | | ||||||
12,576 | | | World Wrestling Entertainment, Inc. | | | | | 785,874 | | | | | | 0.1 | | | | | | ||||||
80,312 (1) | | | ZoomInfo Technologies, Inc. | | | | | 2,669,571 | | | | | | 0.3 | | | | | | ||||||
| | | | | | | | 45,777,542 | | | | | | 4.8 | | | | | | ||||||
| | | Consumer Discretionary: 14.0% | | | | | ||||||||||||||||||
1,409 | | | Advance Auto Parts, Inc. | | | | | 243,884 | | | | | | 0.0 | | | | | | ||||||
19,832 (1) | | | Aptiv PLC | | | | | 1,766,436 | | | | | | 0.2 | | | | | | ||||||
5,261 (1) | | | Autozone, Inc. | | | | | 11,306,520 | | | | | | 1.2 | | | | | | ||||||
18,386 | | | Best Buy Co., Inc. | | | | | 1,198,583 | | | | | | 0.1 | | | | | | ||||||
4,868 (1) | | | Bright Horizons Family Solutions, Inc. | | | | | 411,443 | | | | | | 0.1 | | | | | | ||||||
3,881 | | | Brunswick Corp. | | | | | 253,740 | | | | | | 0.0 | | | | | | ||||||
18,027 (1) | | | Burlington Stores, Inc. | | | | | 2,455,818 | | | | | | 0.3 | | | | | | ||||||
41,125 (1) | | | Caesars Entertainment, Inc. | | | | | 1,575,087 | | | | | | 0.2 | | | | | | ||||||
5,437 (1) | | | Carmax, Inc. | | | | | 491,940 | | | | | | 0.1 | | | | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Discretionary (continued) | | ||||||||||||
30,476 (1)(2) | | | Carvana Co. | | | | $ | 688,148 | | | | | | 0.1 | | |
8,133 (1) | | | Chipotle Mexican Grill, Inc. | | | | | 10,631,946 | | | | | | 1.1 | | |
9,833 | | | Choice Hotels International, Inc. | | | | | 1,097,658 | | | | | | 0.1 | | |
10,597 | | | Churchill Downs, Inc. | | | | | 2,029,643 | | | | | | 0.2 | | |
49,455 | | | D.R. Horton, Inc. | | | | | 3,273,426 | | | | | | 0.4 | | |
26,574 | | | Darden Restaurants, Inc. | | | | | 3,006,051 | | | | | | 0.3 | | |
6,976 (1) | | | Deckers Outdoor Corp. | | | | | 1,781,322 | | | | | | 0.2 | | |
19,251 (1) | | | Dollar Tree, Inc. | | | | | 3,000,268 | | | | | | 0.3 | | |
7,672 | | | Domino’s Pizza, Inc. | | | | | 2,989,855 | | | | | | 0.3 | | |
64,633 (1) | | | DoorDash, Inc. | | | | | 4,147,500 | | | | | | 0.4 | | |
110,725 (1)(2) | | | DraftKings, Inc. | | | | | 1,292,161 | | | | | | 0.1 | | |
21,283 | | | eBay, Inc. | | | | | 886,863 | | | | | | 0.1 | | |
36,951 (1) | | | Etsy, Inc. | | | | | 2,705,183 | | | | | | 0.3 | | |
44,189 (1) | | | Expedia Group, Inc. | | | | | 4,190,443 | | | | | | 0.4 | | |
15,947 (1) | | | Five Below, Inc. | | | | | 1,808,868 | | | | | | 0.2 | | |
30,159 (1) | | | Floor & Decor Holdings, Inc. | | | | | 1,898,811 | | | | | | 0.2 | | |
3,286 | | | Genuine Parts Co. | | | | | 437,038 | | | | | | 0.1 | | |
39,676 | | | H&R Block, Inc. | | | | | 1,401,356 | | | | | | 0.2 | | |
57,934 | | | Hilton Worldwide Holdings, Inc. | | | | | 6,456,165 | | | | | | 0.7 | | |
36,055 (1) | | | Las Vegas Sands Corp. | | | | | 1,211,087 | | | | | | 0.1 | | |
41,190 (1)(2) | | | Leslie’s, Inc. | | | | | 625,264 | | | | | | 0.1 | | |
145,862 (1)(2) | | | Lucid Group, Inc. | | | | | 2,502,992 | | | | | | 0.3 | | |
32,644 (1) | | | Lululemon Athletica, Inc. | | | | | 8,899,081 | | | | | | 0.9 | | |
49,506 (1) | | | Mattel, Inc. | | | | | 1,105,469 | | | | | | 0.1 | | |
16,662 (1) | | | Mister Car Wash, Inc. | | | | | 181,283 | | | | | | 0.0 | | |
27,948 | | | Nordstrom, Inc. | | | | | 590,541 | | | | | | 0.1 | | |
9,043 (1) | | | Norwegian Cruise Line Holdings Ltd. | | | | | 100,558 | | | | | | 0.0 | | |
634 (1) | | | NVR, Inc. | | | | | 2,538,625 | | | | | | 0.3 | | |
930 (1) | | | Ollie’s Bargain Outlet Holdings, Inc. | | | | | 54,637 | | | | | | 0.0 | | |
7,790 (1) | | | O’Reilly Automotive, Inc. | | | | | 4,921,410 | | | | | | 0.5 | | |
18,174 (1) | | | Planet Fitness, Inc. | | | | | 1,236,014 | | | | | | 0.1 | | |
12,233 | | | Polaris, Inc. | | | | | 1,214,492 | | | | | | 0.1 | | |
11,395 | | | Pool Corp. | | | | | 4,002,266 | | | | | | 0.4 | | |
27,012 | | | Pulte Group, Inc. | | | | | 1,070,486 | | | | | | 0.1 | | |
1,900 (1) | | | RH | | | | | 403,294 | | | | | | 0.0 | | |
42,778 | | | Ross Stores, Inc. | | | | | 3,004,299 | | | | | | 0.3 | | |
11,269 (1) | | | Six Flags Entertainment Corp. | | | | | 244,537 | | | | | | 0.0 | | |
5,902 (1) | | | Skechers USA, Inc. | | | | | 209,993 | | | | | | 0.0 | | |
10,417 | | | Tapestry, Inc. | | | | | 317,927 | | | | | | 0.0 | | |
16,633 | | | Toll Brothers, Inc. | | | | | 741,832 | | | | | | 0.1 | | |
8,063 (1) | | | TopBuild Corp. | | | | | 1,347,811 | | | | | | 0.1 | | |
32,687 | | | Tractor Supply Co. | | | | | 6,336,375 | | | | | | 0.7 | | |
17,606 | | | Travel + Leisure Co. | | | | | 683,465 | | | | | | 0.1 | | |
15,019 (1) | | | Ulta Beauty, Inc. | | | | | 5,789,524 | | | | | | 0.6 | | |
Voya Russell™ Mid Cap | PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Discretionary (continued) | | ||||||||||||
11,118 | | | Vail Resorts, Inc. | | | | $ | 2,424,280 | | | | | | 0.3 | | |
17,276 (1) | | | Victoria’s Secret & Co. | | | | | 483,210 | | | | | | 0.1 | | |
14,295 (1) | | | Wayfair, Inc. | | | | | 622,690 | | | | | | 0.1 | | |
50,433 | | | Wendy’s Company | | | | | 952,175 | | | | | | 0.1 | | |
16,076 | | | Williams-Sonoma, Inc. | | | | | 1,783,632 | | | | | | 0.2 | | |
18,353 | | | Wyndham Hotels & Resorts, Inc. | | | | | 1,206,159 | | | | | | 0.1 | | |
3,911 (1) | | | Wynn Resorts Ltd. | | | | | 222,849 | | | | | | 0.0 | | |
25,455 (1) | | | YETI Holdings, Inc. | | | | | 1,101,438 | | | | | | 0.1 | | |
9,623 | | | Yum! Brands, Inc. | | | | | 1,092,307 | | | | | | 0.1 | | |
| | | | | | | | 132,648,158 | | | | | | 14.0 | | |
| | | Consumer Staples: 3.0% | | ||||||||||||
24,705 (1) | | | BJ’s Wholesale Club Holdings, Inc. | | | | | 1,539,616 | | | | | | 0.2 | | |
2,618 (1) | | | Boston Beer Co., Inc. | | | | | 793,176 | | | | | | 0.1 | | |
7,815 | | | Brown-Forman Corp. - Class A | | | | | 528,607 | | | | | | 0.1 | | |
31,537 | | | Brown-Forman Corp. - Class B | | | | | 2,212,636 | | | | | | 0.2 | | |
32,146 | | | Church & Dwight Co., Inc. | | | | | 2,978,648 | | | | | | 0.3 | | |
29,855 | | | Clorox Co. | | | | | 4,208,958 | | | | | | 0.5 | | |
3,226 (1) | | | Darling Ingredients, Inc. | | | | | 192,915 | | | | | | 0.0 | | |
7,424 (1) | | | Freshpet, Inc. | | | | | 385,231 | | | | | | 0.0 | | |
1,907 (1) | | | Grocery Outlet Holding Corp. | | | | | 81,296 | | | | | | 0.0 | | |
36,987 | | | Hershey Co. | | | | | 7,958,123 | | | | | | 0.8 | | |
40,424 | | | Kellogg Co. | | | | | 2,883,848 | | | | | | 0.3 | | |
42,116 | | | Lamb Weston Holdings, Inc. | | | | | 3,009,609 | | | | | | 0.3 | | |
36,313 (1) | | | Olaplex Holdings, Inc. | | | | | 511,650 | | | | | | 0.1 | | |
13,730 (1) | | | Performance Food Group Co. | | | | | 631,305 | | | | | | 0.1 | | |
7,201 (1) | | | Pilgrim’s Pride Corp. | | | | | 224,887 | | | | | | 0.0 | | |
| | | | | | | | 28,140,505 | | | | | | 3.0 | | |
| | | Energy: 4.4% | | ||||||||||||
55,912 (1) | | | Antero Resources Corp. | | | | | 1,713,703 | | | | | | 0.2 | | |
42,561 | | | Cheniere Energy, Inc. | | | | | 5,661,890 | | | | | | 0.6 | | |
7,931 | | | Continental Resources, Inc. | | | | | 518,291 | | | | | | 0.1 | | |
37,864 | | | Coterra Energy, Inc. | | | | | 976,513 | | | | | | 0.1 | | |
94,029 | | | Devon Energy Corp. | | | | | 5,181,938 | | | | | | 0.5 | | |
29,552 | | | Diamondback Energy, Inc. | | | | | 3,580,225 | | | | | | 0.4 | | |
8,942 | | | Enviva, Inc. | | | | | 511,661 | | | | | | 0.1 | | |
118,959 | | | Halliburton Co. | | | | | 3,730,554 | | | | | | 0.4 | | |
64,443 | | | Hess Corp. | | | | | 6,827,091 | | | | | | 0.7 | | |
14,078 | | | New Fortress Energy, Inc. | | | | | 557,066 | | | | | | 0.1 | | |
14,681 | | | Oneok, Inc. | | | | | 814,796 | | | | | | 0.1 | | |
53,753 | | | Ovintiv, Inc. | | | | | 2,375,345 | | | | | | 0.2 | | |
14,817 | | | PDC Energy, Inc. | | | | | 912,875 | | | | | | 0.1 | | |
50,705 (1) | | | Range Resources Corp. | | | | | 1,254,949 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
23,087 (1) | | | Southwestern Energy Co. | | | | $ | 144,294 | | | | | | 0.0 | | |
66,027 | | | Targa Resources Corp. | | | | | 3,939,831 | | | | | | 0.4 | | |
1,673 | | | Texas Pacific Land Corp. | | | | | 2,489,457 | | | | | | 0.3 | | |
| | | | | | | | 41,190,479 | | | | | | 4.4 | | |
| | | Financials: 5.4% | | ||||||||||||
570 (1) | | | Alleghany Corp. | | | | | 474,867 | | | | | | 0.0 | | |
20,471 | | | Ameriprise Financial, Inc. | | | | | 4,865,547 | | | | | | 0.5 | | |
102,273 | | | Apollo Global Management, Inc. | | | | | 4,958,195 | | | | | | 0.5 | | |
34,233 (1) | | | Arch Capital Group Ltd. | | | | | 1,557,259 | | | | | | 0.2 | | |
44,324 | | | Ares Management Corp. | | | | | 2,520,263 | | | | | | 0.3 | | |
6,932 | | | Arthur J. Gallagher & Co. | | | | | 1,130,193 | | | | | | 0.1 | | |
964 | | | Assurant, Inc. | | | | | 166,627 | | | | | | 0.0 | | |
117,742 (2) | | | Blue Owl Capital, Inc. | | | | | 1,180,952 | | | | | | 0.1 | | |
5,250 | | | Brown & Brown, Inc. | | | | | 306,285 | | | | | | 0.0 | | |
201 (1)(2) | | | Credit Acceptance Corp. | | | | | 95,155 | | | | | | 0.0 | | |
5,421 | | | Erie Indemnity Co. | | | | | 1,041,862 | | | | | | 0.1 | | |
3,514 | | | Everest Re Group Ltd. | | | | | 984,904 | | | | | | 0.1 | | |
11,091 | | | Factset Research Systems, Inc. | | | | | 4,265,266 | | | | | | 0.5 | | |
879 | | | First Citizens BancShares, Inc. | | | | | 574,673 | | | | | | 0.1 | | |
10,366 | | | Lincoln National Corp. | | | | | 484,818 | | | | | | 0.1 | | |
23,263 | | | LPL Financial Holdings, Inc. | | | | | 4,291,558 | | | | | | 0.5 | | |
894 (1) | | | Markel Corp. | | | | | 1,156,165 | | | | | | 0.1 | | |
10,853 | | | MarketAxess Holdings, Inc. | | | | | 2,778,477 | | | | | | 0.3 | | |
6,582 | | | Morningstar, Inc. | | | | | 1,591,725 | | | | | | 0.2 | | |
17,348 | | | MSCI, Inc. - Class A | | | | | 7,149,978 | | | | | | 0.8 | | |
4,564 | | | Raymond James Financial, Inc. | | | | | 408,067 | | | | | | 0.0 | | |
6,957 | | | RenaissanceRe Holdings Ltd. | | | | | 1,087,866 | | | | | | 0.1 | | |
19,294 (2) | | | Rocket Cos, Inc. | | | | | 142,004 | | | | | | 0.0 | | |
24,029 (1) | | | Ryan Specialty Holdings, Inc. | | | | | 941,697 | | | | | | 0.1 | | |
923 | | | Signature Bank | | | | | 165,411 | | | | | | 0.0 | | |
10,943 (1) | | | SVB Financial Group | | | | | 4,322,376 | | | | | | 0.5 | | |
19,885 | | | Tradeweb Markets, Inc. | | | | | 1,357,151 | | | | | | 0.1 | | |
4,095 (1)(2) | | | Upstart Holdings, Inc. | | | | | 129,484 | | | | | | 0.0 | | |
24,596 (2) | | | UWM Holdings Corp. | | | | | 87,070 | | | | | | 0.0 | | |
18,906 | | | Western Alliance Bancorp. | | | | | 1,334,764 | | | | | | 0.1 | | |
| | | | | | | | 51,550,659 | | | | | | 5.4 | | |
| | | Health Care: 16.9% | | ||||||||||||
23,808 (1) | | | 10X Genomics, Inc. | | | | | 1,077,312 | | | | | | 0.1 | | |
13,056 (1) | | | Abiomed, Inc. | | | | | 3,231,491 | | | | | | 0.3 | | |
78,711 | | | Agilent Technologies, Inc. | | | | | 9,348,505 | | | | | | 1.0 | | |
51,066 (1)(2) | | | agilon health, Inc. | | | | | 1,114,771 | | | | | | 0.1 | | |
17,198 (1) | | | Align Technology, Inc. | | | | | 4,070,251 | | | | | | 0.4 | | |
Voya Russell™ Mid Cap | PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
35,276 (1) | | | Alnylam Pharmaceuticals, Inc. | | | | $ | 5,145,005 | | | | | | 0.5 | | |
43,603 | | | AmerisourceBergen Corp. | | | | | 6,168,952 | | | | | | 0.7 | | |
165,555 (1) | | | Avantor, Inc. | | | | | 5,148,761 | | | | | | 0.5 | | |
11,366 | | | Bio-Techne Corp. | | | | | 3,939,910 | | | | | | 0.4 | | |
31,789 | | | Bruker Corp. | | | | | 1,995,078 | | | | | | 0.2 | | |
15,911 (1) | | | Catalent, Inc. | | | | | 1,707,091 | | | | | | 0.2 | | |
21,937 (1) | | | Certara, Inc. | | | | | 470,768 | | | | | | 0.1 | | |
5,801 (1) | | | Change Healthcare, Inc. | | | | | 133,771 | | | | | | 0.0 | | |
13,746 (1) | | | Charles River Laboratories International, Inc. | | | | | 2,941,232 | | | | | | 0.3 | | |
1,519 | | | Chemed Corp. | | | | | 713,003 | | | | | | 0.1 | | |
17,063 (1) | | | DaVita, Inc. | | | | | 1,364,358 | | | | | | 0.1 | | |
4,740 (1)(2) | | | Definitive Healthcare Corp. | | | | | 108,688 | | | | | | 0.0 | | |
114,474 (1) | | | DexCom, Inc. | | | | | 8,531,747 | | | | | | 0.9 | | |
13,057 (1)(2) | | | Doximity, Inc. | | | | | 454,645 | | | | | | 0.1 | | |
9,246 (1) | | | Exact Sciences Corp. | | | | | 364,200 | | | | | | 0.0 | | |
79,952 (1) | | | Exelixis, Inc. | | | | | 1,664,601 | | | | | | 0.2 | | |
1,539 (1) | | | Globus Medical, Inc. | | | | | 86,399 | | | | | | 0.0 | | |
28,474 (1) | | | Guardant Health, Inc. | | | | | 1,148,641 | | | | | | 0.1 | | |
61,029 (1) | | | Horizon Therapeutics Plc | | | | | 4,867,673 | | | | | | 0.5 | | |
1,096 (1) | | | ICU Medical, Inc. | | | | | 180,171 | | | | | | 0.0 | | |
24,369 (1) | | | Idexx Laboratories, Inc. | | | | | 8,546,939 | | | | | | 0.9 | | |
46,130 (1) | | | Incyte Corp., Ltd. | | | | | 3,504,496 | | | | | | 0.4 | | |
20,117 (1) | | | Insulet Corp. | | | | | 4,384,299 | | | | | | 0.5 | | |
37,924 (1) | | | Ionis Pharmaceuticals, Inc. | | | | | 1,403,947 | | | | | | 0.2 | | |
55,030 (1) | | | IQVIA Holdings, Inc. | | | | | 11,940,960 | | | | | | 1.3 | | |
32,084 (1) | | | Maravai LifeSciences Holdings, Inc. | | | | | 911,506 | | | | | | 0.1 | | |
11,204 (1) | | | Masimo Corp. | | | | | 1,464,027 | | | | | | 0.2 | | |
6,539 (1) | | | Mettler Toledo International, Inc. | | | | | 7,511,807 | | | | | | 0.8 | | |
13,124 (1) | | | Molina Healthcare, Inc. | | | | | 3,669,602 | | | | | | 0.4 | | |
23,419 (1) | | | Natera, Inc. | | | | | 829,969 | | | | | | 0.1 | | |
27,692 (1) | | | Neurocrine Biosciences, Inc. | | | | | 2,699,416 | | | | | | 0.3 | | |
22,802 (1)(2) | | | Novavax, Inc. | | | | | 1,172,707 | | | | | | 0.1 | | |
30,188 (1) | | | Novocure Ltd. | | | | | 2,098,066 | | | | | | 0.2 | | |
10,420 (1) | | | Penumbra, Inc. | | | | | 1,297,498 | | | | | | 0.1 | | |
11,506 (1) | | | Repligen Corp. | | | | | 1,868,574 | | | | | | 0.2 | | |
42,227 | | | Resmed, Inc. | | | | | 8,852,046 | | | | | | 0.9 | | |
24,587 (1) | | | Sarepta Therapeutics, Inc. | | | | | 1,843,042 | | | | | | 0.2 | | |
39,729 (1) | | | Seagen, Inc. | | | | | 7,029,649 | | | | | | 0.7 | | |
1,140 (1) | | | Signify Health, Inc. | | | | | 15,732 | | | | | | 0.0 | | |
28,876 (1) | | | Sotera Health Co. | | | | | 565,681 | | | | | | 0.1 | | |
5,239 (1) | | | Syneos Health, Inc. | | | | | 375,532 | | | | | | 0.0 | | |
17,431 (1) | | | Tandem Diabetes Care, Inc. | | | | | 1,031,741 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
4,504 (1) | | | Teladoc Health, Inc. | | | | $ | 149,578 | | | | | | 0.0 | | |
15,199 (1) | | | Ultragenyx Pharmaceutical, Inc. | | | | | 906,772 | | | | | | 0.1 | | |
40,725 (1) | | | Veeva Systems, Inc. | | | | | 8,065,179 | | | | | | 0.9 | | |
17,502 (1) | | | Waters Corp. | | | | | 5,792,812 | | | | | | 0.6 | | |
21,641 | | | West Pharmaceutical Services, Inc. | | | | | 6,543,589 | | | | | | 0.7 | | |
| | | | | | | | 160,452,190 | | | | | | 16.9 | | |
| | | Industrials: 14.7% | | ||||||||||||
17,924 | | | Advanced Drainage Systems, Inc. | | | | | 1,614,415 | | | | | | 0.2 | | |
2,375 | | | AECOM | | | | | 154,897 | | | | | | 0.0 | | |
2,394 | | | AGCO Corp. | | | | | 236,288 | | | | | | 0.0 | | |
20,279 | | | Allegion Public Ltd. | | | | | 1,985,314 | | | | | | 0.2 | | |
22,341 | | | Allison Transmission Holdings, Inc. | | | | | 859,011 | | | | | | 0.1 | | |
9,029 | | | AO Smith Corp. | | | | | 493,706 | | | | | | 0.1 | | |
7,867 | | | Armstrong World Industries, Inc. | | | | | 589,710 | | | | | | 0.1 | | |
15,277 (1) | | | Axon Enterprise, Inc. | | | | | 1,423,358 | | | | | | 0.2 | | |
38,359 | | | Booz Allen Hamilton Holding Corp. | | | | | 3,466,119 | | | | | | 0.4 | | |
10,403 | | | BWX Technologies, Inc. | | | | | 573,101 | | | | | | 0.1 | | |
12,667 | | | Carlisle Cos., Inc. | | | | | 3,022,473 | | | | | | 0.3 | | |
9,863 | | | CH Robinson Worldwide, Inc. | | | | | 999,812 | | | | | | 0.1 | | |
58,034 (1) | | | ChargePoint Holdings, Inc. | | | | | 794,485 | | | | | | 0.1 | | |
23,873 | | | Cintas Corp. | | | | | 8,917,282 | | | | | | 0.9 | | |
62,288 (1) | | | Copart, Inc. | | | | | 6,768,214 | | | | | | 0.7 | | |
6,020 (1) | | | Core & Main, Inc. | | | | | 134,246 | | | | | | 0.0 | | |
16,423 (1) | | | CoStar Group, Inc. | | | | | 992,113 | | | | | | 0.1 | | |
187,077 (1) | | | Delta Air Lines, Inc. | | | | | 5,419,621 | | | | | | 0.6 | | |
6,054 | | | Donaldson Co., Inc. | | | | | 291,440 | | | | | | 0.0 | | |
935 (1) | | | Driven Brands Holdings, Inc. | | | | | 25,750 | | | | | | 0.0 | | |
17,761 | | | Equifax, Inc. | | | | | 3,246,356 | | | | | | 0.3 | | |
15,075 | | | Expeditors International Washington, Inc. | | | | | 1,469,209 | | | | | | 0.2 | | |
168,241 | | | Fastenal Co. | | | | | 8,398,591 | | | | | | 0.9 | | |
13,163 | | | Fortune Brands Home & Security, Inc. | | | | | 788,200 | | | | | | 0.1 | | |
4,136 (1) | | | FTI Consulting, Inc. | | | | | 747,996 | | | | | | 0.1 | | |
18,203 (1) | | | Generac Holdings, Inc. | | | | | 3,833,188 | | | | | | 0.4 | | |
33,643 | | | Graco, Inc. | | | | | 1,998,731 | | | | | | 0.2 | | |
3,364 (1) | | | GXO Logistics, Inc. | | | | | 145,560 | | | | | | 0.0 | | |
21,614 | | | Heico Corp. - Class A - HEI.A | | | | | 2,277,683 | | | | | | 0.2 | | |
12,309 | | | Heico Corp. - HEI | | | | | 1,613,956 | | | | | | 0.2 | | |
10,735 | | | Howmet Aerospace, Inc. | | | | | 337,616 | | | | | | 0.0 | | |
Voya Russell™ Mid Cap | PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
2,530 | | | Huntington Ingalls Industries, Inc. | | | | $ | 551,085 | | | | | | 0.1 | | |
32,419 (1) | | | IAA, Inc. | | | | | 1,062,371 | | | | | | 0.1 | | |
3,951 | | | IDEX Corp. | | | | | 717,620 | | | | | | 0.1 | | |
21,717 | | | JB Hunt Transport Services, Inc. | | | | | 3,419,776 | | | | | | 0.4 | | |
26,246 | | | KBR, Inc. | | | | | 1,270,044 | | | | | | 0.1 | | |
9,596 | | | Landstar System, Inc. | | | | | 1,395,450 | | | | | | 0.2 | | |
16,369 | | | Lincoln Electric Holdings, Inc. | | | | | 2,019,280 | | | | | | 0.2 | | |
71,648 (1) | | | Lyft, Inc. | | | | | 951,485 | | | | | | 0.1 | | |
3,581 | | | Masco Corp. | | | | | 181,199 | | | | | | 0.0 | | |
1,096 (1) | | | Middleby Corp. | | | | | 137,395 | | | | | | 0.0 | | |
4,163 | | | MSA Safety, Inc. | | | | | 504,014 | | | | | | 0.1 | | |
3,960 | | | Nordson Corp. | | | | | 801,662 | | | | | | 0.1 | | |
29,784 | | | Old Dominion Freight Line | | | | | 7,633,044 | | | | | | 0.8 | | |
15,088 | | | Otis Worldwide Corp. | | | | | 1,066,269 | | | | | | 0.1 | | |
8,491 | | | Parker Hannifin Corp. | | | | | 2,089,211 | | | | | | 0.2 | | |
75,426 (1)(2) | | | Plug Power, Inc. | | | | | 1,249,809 | | | | | | 0.1 | | |
22,704 | | | Quanta Services, Inc. | | | | | 2,845,719 | | | | | | 0.3 | | |
3,857 | | | Republic Services, Inc. | | | | | 504,766 | | | | | | 0.1 | | |
27,743 | | | Robert Half International, Inc. | | | | | 2,077,673 | | | | | | 0.2 | | |
22,940 | | | Rockwell Automation, Inc. | | | | | 4,572,171 | | | | | | 0.5 | | |
62,689 | | | Rollins, Inc. | | | | | 2,189,100 | | | | | | 0.2 | | |
7,904 (1) | | | SiteOne Landscape Supply, Inc. | | | | | 939,548 | | | | | | 0.1 | | |
28,935 | | | Spirit Aerosystems Holdings, Inc. | | | | | 847,796 | | | | | | 0.1 | | |
6,398 | | | Tetra Tech, Inc. | | | | | 873,647 | | | | | | 0.1 | | |
30,491 | | | Toro Co. | | | | | 2,310,913 | | | | | | 0.2 | | |
39,623 | | | Trane Technologies PLC | | | | | 5,145,839 | | | | | | 0.5 | | |
5,940 (1) | | | TransDigm Group, Inc. | | | | | 3,187,820 | | | | | | 0.3 | | |
41,222 | | | TransUnion | | | | | 3,297,348 | | | | | | 0.4 | | |
33,382 (1) | | | Trex Co., Inc. | | | | | 1,816,648 | | | | | | 0.2 | | |
9,585 (1) | | | United Rentals, Inc. | | | | | 2,328,292 | | | | | | 0.2 | | |
853 | | | Valmont Industries, Inc. | | | | | 191,609 | | | | | | 0.0 | | |
45,398 | | | Verisk Analytics, Inc. | | | | | 7,857,940 | | | | | | 0.8 | | |
14,014 | | | Vertiv Holdings Co. | | | | | 115,195 | | | | | | 0.0 | | |
5,092 | | | Watsco, Inc. | | | | | 1,216,071 | | | | | | 0.1 | | |
6,886 (1) | | | Wesco International, Inc. | | | | | 737,491 | | | | | | 0.1 | | |
33,679 (1) | | | WillScot Mobile Mini Holdings Corp. | | | | | 1,091,873 | | | | | | 0.1 | | |
13,318 | | | WW Grainger, Inc. | | | | | 6,052,099 | | | | | | 0.6 | | |
2,273 (1) | | | XPO Logistics, Inc. | | | | | 109,468 | | | | | | 0.0 | | |
7,328 | | | Xylem, Inc. | | | | | 572,903 | | | | | | 0.1 | | |
| | | | | | | | 139,550,084 | | | | | | 14.7 | | |
| | | Information Technology: 29.2% | | ||||||||||||
13,945 (1) | | | Allegro MicroSystems, Inc. | | | | | 288,522 | | | | | | 0.0 | | |
17,327 (1) | | | Alteryx, Inc. | | | | | 838,973 | | | | | | 0.1 | | |
129,068 | | | Amphenol Corp. | | | | | 8,309,398 | | | | | | 0.9 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
13,396 (1) | | | ANSYS, Inc. | | | | $ | 3,205,529 | | | | | | 0.3 | | |
65,731 (1)(2) | | | AppLovin Corp. | | | | | 2,263,776 | | | | | | 0.2 | | |
72,859 (1) | | | Arista Networks, Inc. | | | | | 6,829,803 | | | | | | 0.7 | | |
961 (1) | | | Arrow Electronics, Inc. | | | | | 107,719 | | | | | | 0.0 | | |
8,159 (1) | | | Aspen Technology, Inc. | | | | | 1,498,645 | | | | | | 0.2 | | |
25,322 (1) | | | Avalara, Inc. | | | | | 1,787,733 | | | | | | 0.2 | | |
49,262 | | | Bentley Systems, Inc. | | | | | 1,640,425 | | | | | | 0.2 | | |
4,199 (1) | | | Black Knight, Inc. | | | | | 274,573 | | | | | | 0.0 | | |
30,961 | | | Broadridge Financial Solutions, Inc. ADR | | | | | 4,413,491 | | | | | | 0.5 | | |
79,740 (1) | | | Cadence Design Systems, Inc. | | | | | 11,963,392 | | | | | | 1.3 | | |
19,170 (1) | | | CCC Intelligent Solutions Holdings, Inc. | | | | | 176,364 | | | | | | 0.0 | | |
28,279 | | | CDK Global, Inc. | | | | | 1,548,841 | | | | | | 0.2 | | |
39,514 | | | CDW Corp. | | | | | 6,225,826 | | | | | | 0.7 | | |
7,597 (1) | | | Ceridian HCM Holding, Inc. | | | | | 357,667 | | | | | | 0.0 | | |
17,304 | | | Citrix Systems, Inc. | | | | | 1,681,430 | | | | | | 0.2 | | |
81,655 (1) | | | Cloudflare, Inc. | | | | | 3,572,406 | | | | | | 0.4 | | |
47,268 | | | Cognex Corp. | | | | | 2,009,835 | | | | | | 0.2 | | |
6,456 (1) | | | Coherent, Inc. | | | | | 1,718,716 | | | | | | 0.2 | | |
36,290 (1) | | | Confluent, Inc. | | | | | 843,380 | | | | | | 0.1 | | |
13,020 | | | Corning, Inc. | | | | | 410,260 | | | | | | 0.0 | | |
12,223 (1) | | | Coupa Software, Inc. | | | | | 697,933 | | | | | | 0.1 | | |
61,450 (1) | | | Crowdstrike Holdings, Inc. | | | | | 10,358,012 | | | | | | 1.1 | | |
75,534 (1) | | | Datadog, Inc. | | | | | 7,193,858 | | | | | | 0.8 | | |
11,958 | | | Dell Technologies, Inc. | | | | | 552,579 | | | | | | 0.1 | | |
57,728 (1) | | | DocuSign, Inc. | | | | | 3,312,433 | | | | | | 0.4 | | |
16,091 (1) | | | DoubleVerify Holdings, Inc. | | | | | 364,783 | | | | | | 0.0 | | |
76,330 (1) | | | Dropbox, Inc. | | | | | 1,602,167 | | | | | | 0.2 | | |
58,116 (1) | | | Dynatrace, Inc. | | | | | 2,292,095 | | | | | | 0.2 | | |
22,278 (1) | | | Elastic NV | | | | | 1,507,552 | | | | | | 0.2 | | |
38,252 (1) | | | Enphase Energy, Inc. | | | | | 7,468,320 | | | | | | 0.8 | | |
39,632 | | | Entegris, Inc. | | | | | 3,651,296 | | | | | | 0.4 | | |
16,040 (1) | | | EPAM Systems, Inc. | | | | | 4,728,271 | | | | | | 0.5 | | |
10,578 (1) | | | Euronet Worldwide, Inc. | | | | | 1,064,041 | | | | | | 0.1 | | |
7,367 (1) | | | Fair Isaac Corp. | | | | | 2,953,430 | | | | | | 0.3 | | |
20,181 (1) | | | Five9, Inc. | | | | | 1,839,296 | | | | | | 0.2 | | |
21,989 (1) | | | FleetCor Technologies, Inc. | | | | | 4,620,109 | | | | | | 0.5 | | |
191,672 (1) | | | Fortinet, Inc. | | | | | 10,844,802 | | | | | | 1.1 | | |
22,840 (1) | | | Gartner, Inc. | | | | | 5,523,397 | | | | | | 0.6 | | |
27,851 | | | Genpact Ltd. | | | | | 1,179,768 | | | | | | 0.1 | | |
4,418 (1)(2) | | | GLOBALFOUNDRIES, Inc. | | | | | 178,222 | | | | | | 0.0 | | |
11,894 (1) | | | Globant SA | | | | | 2,069,556 | | | | | | 0.2 | | |
6,527 (1) | | | GoDaddy, Inc. | | | | | 454,018 | | | | | | 0.1 | | |
141,383 | | | HP, Inc. | | | | | 4,634,535 | | | | | | 0.5 | | |
13,306 (1) | | | HubSpot, Inc. | | | | | 4,000,449 | | | | | | 0.4 | | |
Voya Russell™ Mid Cap | PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
1,825 (1)(2) | | | Informatica, Inc. | | | | $ | 37,905 | | | | | | 0.0 | | |
32,869 | | | Jabil, Inc. | | | | | 1,683,222 | | | | | | 0.2 | | |
21,208 | | | Jack Henry & Associates, Inc. | | | | | 3,817,864 | | | | | | 0.4 | | |
16,349 (1)(2) | | | Jamf Holding Corp. | | | | | 404,965 | | | | | | 0.0 | | |
49,053 (1) | | | Keysight Technologies, Inc. | | | | | 6,761,956 | | | | | | 0.7 | | |
39,650 (1) | | | Lattice Semiconductor Corp. | | | | | 1,923,025 | | | | | | 0.2 | | |
11,314 (1) | | | Manhattan Associates, Inc. | | | | | 1,296,584 | | | | | | 0.1 | | |
134,310 | | | Microchip Technology, Inc. | | | | | 7,800,725 | | | | | | 0.8 | | |
18,368 (1) | | | MongoDB, Inc. | | | | | 4,766,496 | | | | | | 0.5 | | |
13,260 | | | Monolithic Power Systems, Inc. | | | | | 5,092,370 | | | | | | 0.5 | | |
4,967 | | | National Instruments Corp. | | | | | 155,119 | | | | | | 0.0 | | |
3,258 (1) | | | nCino, Inc. | | | | | 100,737 | | | | | | 0.0 | | |
1,931 (1) | | | NCR Corp. | | | | | 60,073 | | | | | | 0.0 | | |
65,014 | | | NetApp, Inc. | | | | | 4,241,513 | | | | | | 0.4 | | |
15,074 (1) | | | New Relic, Inc. | | | | | 754,454 | | | | | | 0.1 | | |
59,058 | | | NortonLifeLock, Inc. | | | | | 1,296,914 | | | | | | 0.1 | | |
32,052 (1) | | | Nutanix, Inc. | | | | | 468,921 | | | | | | 0.1 | | |
4,935 (1) | | | Okta, Inc. | | | | | 446,124 | | | | | | 0.0 | | |
79,124 (1) | | | ON Semiconductor Corp. | | | | | 3,980,728 | | | | | | 0.4 | | |
528,602 (1) | | | Palantir Technologies, Inc. | | | | | 4,794,420 | | | | | | 0.5 | | |
94,282 | | | Paychex, Inc. | | | | | 10,735,891 | | | | | | 1.1 | | |
14,961 (1) | | | Paycom Software, Inc. | | | | | 4,190,875 | | | | | | 0.4 | | |
11,600 (1) | | | Paylocity Holding Corp. | | | | | 2,023,272 | | | | | | 0.2 | | |
12,078 | | | Pegasystems, Inc. | | | | | 577,812 | | | | | | 0.1 | | |
14,694 (1) | | | Procore Technologies, Inc. | | | | | 666,961 | | | | | | 0.1 | | |
30,777 (1) | | | PTC, Inc. | | | | | 3,272,826 | | | | | | 0.3 | | |
82,205 (1) | | | Pure Storage, Inc. - Class A | | | | | 2,113,491 | | | | | | 0.2 | | |
24,633 (1) | | | RingCentral, Inc. | | | | | 1,287,321 | | | | | | 0.1 | | |
35,214 (1) | | | SentinelOne, Inc. | | | | | 821,543 | | | | | | 0.1 | | |
15,478 (1) | | | Shift4 Payments, Inc. | | | | | 511,703 | | | | | | 0.1 | | |
36,649 (1) | | | Smartsheet, Inc. | | | | | 1,151,878 | | | | | | 0.1 | | |
47,035 (1) | | | Splunk, Inc. | | | | | 4,160,716 | | | | | | 0.4 | | |
25,010 | | | Switch, Inc. | | | | | 837,835 | | | | | | 0.1 | | |
44,564 (1) | | | Synopsys, Inc. | | | | | 13,534,087 | | | | | | 1.4 | | |
16,505 (1) | | | Teradata Corp. | | | | | 610,850 | | | | | | 0.1 | | |
42,415 | | | Teradyne, Inc. | | | | | 3,798,263 | | | | | | 0.4 | | |
24,874 (1) | | | Thoughtworks Holding, Inc. | | | | | 350,972 | | | | | | 0.0 | | |
66,055 (1) | | | Toast, Inc. | | | | | 854,752 | | | | | | 0.1 | | |
128,251 (1) | | | Trade Desk, Inc./The | | | | | 5,372,434 | | | | | | 0.6 | | |
18,947 (1) | | | Twilio, Inc. | | | | | 1,587,948 | | | | | | 0.2 | | |
10,498 (1) | | | Tyler Technologies, Inc. | | | | | 3,490,375 | | | | | | 0.4 | | |
505 (2) | | | Ubiquiti, Inc. | | | | | 125,346 | | | | | | 0.0 | | |
10,030 (1) | | | UiPath, Inc. | | | | | 182,446 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
40,961 (1)(2) | | | Unity Software, Inc. | | | | $ | 1,508,184 | | | | | | 0.2 | | |
12,692 | | | Universal Display Corp. | | | | | 1,283,669 | | | | | | 0.1 | | |
2,998 (1) | | | VeriSign, Inc. | | | | | 501,655 | | | | | | 0.1 | | |
29,293 | | | Vontier Corp. | | | | | 673,446 | | | | | | 0.1 | | |
37,775 | | | Western Union Co. | | | | | 622,154 | | | | | | 0.1 | | |
9,501 (1) | | | WEX, Inc. | | | | | 1,477,976 | | | | | | 0.2 | | |
12,205 (1) | | | Wix.com Ltd. | | | | | 800,038 | | | | | | 0.1 | | |
6,269 (1) | | | Zebra Technologies Corp. | | | | | 1,842,773 | | | | | | 0.2 | | |
35,517 (1) | | | Zendesk, Inc. | | | | | 2,630,744 | | | | | | 0.3 | | |
37,198 (1) | | | Zoom Video Communications, Inc. | | | | | 4,016,268 | | | | | | 0.4 | | |
24,322 (1) | | | Zscaler, Inc. | | | | | 3,636,382 | | | | | | 0.4 | | |
| | | | | | | | 276,194,627 | | | | | | 29.2 | | |
| | | Materials: 3.8% | | ||||||||||||
17,616 | | | Albemarle Corp. | | | | | 3,681,392 | | | | | | 0.4 | | |
14,248 | | | Ardagh Metal Packaging SA | | | | | 86,913 | | | | | | 0.0 | | |
14,632 | | | Avery Dennison Corp. | | | | | 2,368,482 | | | | | | 0.2 | | |
15,676 (1) | | | Axalta Coating Systems Ltd. | | | | | 346,596 | | | | | | 0.0 | | |
36,494 | | | Ball Corp. | | | | | 2,509,692 | | | | | | 0.3 | | |
18,406 (1) | | | Berry Global Group, Inc. | | | | | 1,005,704 | | | | | | 0.1 | | |
60,837 | | | CF Industries Holdings, Inc. | | | | | 5,215,556 | | | | | | 0.6 | | |
27,195 | | | Chemours Co. | | | | | 870,784 | | | | | | 0.1 | | |
30,369 | | | Crown Holdings, Inc. | | | | | 2,799,111 | | | | | | 0.3 | | |
9,503 | | | Eagle Materials, Inc. | | | | | 1,044,760 | | | | | | 0.1 | | |
12,588 | | | FMC Corp. | | | | | 1,347,042 | | | | | | 0.1 | | |
48,435 (1) | | | Ginkgo Bioworks Holdings, Inc. | | | | | 115,275 | | | | | | 0.0 | | |
68,895 | | | Graphic Packaging Holding Co. | | | | | 1,412,347 | | | | | | 0.1 | | |
2,307 | | | Louisiana-Pacific Corp. | | | | | 120,910 | | | | | | 0.0 | | |
1,599 | | | Martin Marietta Materials, Inc. | | | | | 478,485 | | | | | | 0.1 | | |
12,996 | | | Mosaic Co. | | | | | 613,801 | | | | | | 0.1 | | |
26,510 (1) | | | MP Materials Corp. | | | | | 850,441 | | | | | | 0.1 | | |
36,571 | | | PPG Industries, Inc. | | | | | 4,181,528 | | | | | | 0.4 | | |
1,244 | | | Royal Gold, Inc. | | | | | 132,834 | | | | | | 0.0 | | |
1,902 | | | RPM International, Inc. | | | | | 149,725 | | | | | | 0.0 | | |
4,033 | | | Scotts Miracle-Gro Co. | | | | | 318,567 | | | | | | 0.0 | | |
42,589 | | | Sealed Air Corp. | | | | | 2,458,237 | | | | | | 0.3 | | |
52,344 | | | Valvoline, Inc. | | | | | 1,509,078 | | | | | | 0.2 | | |
18,881 | | | Vulcan Materials Co. | | | | | 2,682,990 | | | | | | 0.3 | | |
| | | | | | | | 36,300,250 | | | | | | 3.8 | | |
| | | Real Estate: 2.0% | | ||||||||||||
3,712 | | | Apartment Income REIT Corp. | | | | | 154,419 | | | | | | 0.0 | | |
2,544 | | | Camden Property Trust | | | | | 342,117 | | | | | | 0.0 | | |
47,050 (1) | | | CBRE Group, Inc. | | | | | 3,463,350 | | | | | | 0.4 | | |
Voya Russell™ Mid Cap | PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Real Estate (continued) | | ||||||||||||
31,812 | | | Equity Lifestyle Properties, Inc. | | | | $ | 2,241,792 | | | | | | 0.2 | | |
4,608 | | | Extra Space Storage, Inc. | | | | | 783,913 | | | | | | 0.1 | | |
63,180 | | | Iron Mountain, Inc. | | | | | 3,076,234 | | | | | | 0.3 | | |
22,232 | | | Lamar Advertising Co. | | | | | 1,955,749 | | | | | | 0.2 | | |
36,994 (1)(2) | | | Opendoor Technologies, Inc. | | | | | 174,242 | | | | | | 0.0 | | |
7,106 | | | SBA Communications Corp. | | | | | 2,274,275 | | | | | | 0.3 | | |
46,241 | | | Simon Property Group, Inc. | | | | | 4,389,196 | | | | | | 0.5 | | |
1,037 (1) | | | Zillow Group, Inc.- Class A | | | | | 32,987 | | | | | | 0.0 | | |
2,921 (1)(2) | | | Zillow Group, Inc.- Class C | | | | | 92,742 | | | | | | 0.0 | | |
| | | | | | | | 18,981,016 | | | | | | 2.0 | | |
| | | Utilities: 0.3% | | ||||||||||||
35,094 | | | AES Corp. | | | | | 737,325 | | | | | | 0.1 | | |
2,074 | | | National Fuel Gas Co. | | | | | 136,988 | | | | | | 0.0 | | |
71,874 | | | Vistra Corp. | | | | | 1,642,321 | | | | | | 0.2 | | |
| | | | | | | | 2,516,634 | | | | | | 0.3 | | |
| | | Total Common Stock (Cost $994,167,587) | | | | | 933,302,144 | | | | | | 98.5 | | |
EXCHANGE-TRADED FUNDS: 0.8% | | |||||||||||||||
100,692 | | | iShares Russell Mid-Cap Growth ETF | | | | | 7,976,820 | | | | | | 0.8 | | |
| | | Total Exchange-Traded Funds (Cost $8,091,378) | | | | | 7,976,820 | | | | | | 0.8 | | |
| | | Total Long-Term Investments (Cost $1,002,258,965) | | | | | 941,278,964 | | | | | | 99.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 2.1% | | |||||||||||||||
| | | Repurchase Agreements: 1.9% | | ||||||||||||
4,315,168 (3) | | | Bank of America Inc., Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $4,315,351, collateralized by various U.S. Government Agency Obligations, 1.000%-8.500%, Market Value plus accrued interest $4,401,471, due 01/20/24-06/20/52) | | | | | 4,315,168 | | | | | | 0.4 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
4,315,200 (3) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $4,315,383, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $4,401,504, due 08/01/22-01/20/68) | | | | $ | 4,315,200 | | | | | | 0.5 | | |
2,114,462 (3) | | | Citadel Securities LLC, Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $2,114,552, collateralized by various U.S. Government Securities, 0.000%-7.250%, Market Value plus accrued interest $2,156,861, due 07/21/22-05/15/52) | | | | | 2,114,462 | | | | | | 0.2 | | |
610,585 (3) | | | Deutsche Bank Securities Inc., Repurchase Agreement dated 06/30/22, 1.48%, due 07/01/22 (Repurchase Amount $610,610, collateralized by various U.S. Government Securities, 0.000%-0.750%, Market Value plus accrued interest $622,797, due 01/15/25-08/15/39) | | | | | 610,585 | | | | | | 0.1 | | |
4,315,168 (3) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $4,315,351, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.875%, Market Value plus accrued interest $4,401,471, due 08/16/22-05/20/52) | | | | | 4,315,168 | | | | | | 0.4 | | |
Voya Russell™ Mid Cap | PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
2,478,386 (3) | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $2,478,491, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $2,527,958, due 01/15/25-02/15/51) | | | | $ | 2,478,386 | | | | | | 0.3 | | |
| | | Total Repurchase Agreements (Cost $18,148,969) | | | | | 18,148,969 | | | | | | 1.9 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Mutual Funds: 0.2% | | ||||||||||||
1,413,000 (3)(4) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 1.380% (Cost $1,413,000) | | | | $ | 1,413,000 | | | | | | 0.2 | | |
| | | Total Short-Term Investments (Cost $19,561,969) | | | | | 19,561,969 | | | | | | 2.1 | | |
| | | Total Investments in Securities (Cost $1,021,820,934) | | | | $ | 960,840,933 | | | | | | 101.4 | | |
| | | Liabilities in Excess of Other Assets | | | | | (13,581,354) | | | | | | (1.4) | | |
| | | Net Assets | | | | $ | 947,259,579 | | | | | | 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, 2022 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 933,302,144 | | | | | $ | — | | | | | $ | — | | | | | $ | 933,302,144 | | |
Exchange-Traded Funds | | | | | 7,976,820 | | | | | | — | | | | | | — | | | | | | 7,976,820 | | |
Short-Term Investments | | | | | 1,413,000 | | | | | | 18,148,969 | | | | | | — | | | | | | 19,561,969 | | |
Total Investments, at fair value | | | | $ | 942,691,964 | | | | | $ | 18,148,969 | | | | | $ | — | | | | | $ | 960,840,933 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | $ | (168,048) | | | | | $ | — | | | | | $ | — | | | | | $ | (168,048) | | |
Total Liabilities | | | | $ | (168,048) | | | | | $ | — | | | | | $ | — | | | | | $ | (168,048) | | |
Voya Russell™ Mid Cap | PORTFOLIO OF INVESTMENTS |
Growth Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P Mid 400 E-Mini | | | | | 12 | | | | | | 09/16/22 | | | | | $ | 2,721,600 | | | | | $ | (168,048) | | |
| | | | | | | | | | | | | | | | $ | 2,721,600 | | | | | $ | (168,048) | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Liability Derivatives | | | | | | | | | | |
Equity contracts | | | Variation margin payable on futures contracts* | | | | $ | 168,048 | | |
Total Liability Derivatives | | | | | | | $ | 168,048 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (392,497) | | |
Total | | | | $ | (392,497) | | |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (252,300) | | |
Total | | | | $ | (252,300) | | |
| Cost for federal income tax purposes was $1,026,259,742. | | | |||||
| Net unrealized depreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 96,572,399 | | |
| Gross Unrealized Depreciation | | | | | (162,159,256) | | |
| Net Unrealized Depreciation | | | | $ | (65,586,857) | | |
Voya Russell™ Mid Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 99.2 % | | |||||||||||||||
| | | Communication Services: 4.0% | | ||||||||||||
28,216 (1) | | | Altice USA, Inc. | | | | $ | 260,998 | | | | | | 0.0 | | |
68,175 (1)(2) | | | AMC Entertainment Holdings, Inc. | | | | | 923,771 | | | | | | 0.1 | | |
785 | | | Cable One, Inc. | | | | | 1,012,116 | | | | | | 0.1 | | |
33,418 (1) | | | Dish Network Corp. - Class A | | | | | 599,185 | | | | | | 0.1 | | |
36,986 | | | Electronic Arts, Inc. | | | | | 4,499,347 | | | | | | 0.4 | | |
40,930 | | | Fox Corp. - Class A | | | | | 1,316,309 | | | | | | 0.1 | | |
19,133 | | | Fox Corp. - Class B | | | | | 568,250 | | | | | | 0.0 | | |
32,308 (1) | | | Frontier Communications Parent, Inc. | | | | | 760,530 | | | | | | 0.1 | | |
10,283 (1) | | | IAC/InterActiveCorp | | | | | 781,200 | | | | | | 0.1 | | |
51,868 | | | Interpublic Group of Cos., Inc. | | | | | 1,427,926 | | | | | | 0.1 | | |
2,748 (1) | | | Liberty Broadband Corp. - Series A | | | | | 312,035 | | | | | | 0.0 | | |
17,011 (1) | | | Liberty Broadband Corp. - Series C | | | | | 1,967,152 | | | | | | 0.2 | | |
2,772 (1) | | | Liberty Media Corp.- Liberty Formula One A Tracking Stock | | | | | 160,693 | | | | | | 0.0 | | |
26,472 (1)(2) | | | Liberty Media Corp.- Liberty Formula One C Tracking Stock | | | | | 1,680,178 | | | | | | 0.1 | | |
9,900 (1)(2) | | | Liberty Media Corp.- Liberty SiriusXM A Tracking Stock | | | | | 356,796 | | | | | | 0.0 | | |
20,415 (1) | | | Liberty Media Corp.- Liberty SiriusXM C Tracking Stock | | | | | 735,961 | | | | | | 0.1 | | |
20,321 (1) | | | Live Nation Entertainment, Inc. | | | | | 1,678,108 | | | | | | 0.1 | | |
135,525 (2) | | | Lumen Technologies, Inc. | | | | | 1,478,578 | | | | | | 0.1 | | |
2,538 (1) | | | Madison Square Garden Sports Corp. | | | | | 383,238 | | | | | | 0.0 | | |
37,589 (1) | | | Match Group, Inc. | | | | | 2,619,577 | | | | | | 0.2 | | |
21,691 | | | New York Times Co. | | | | | 605,179 | | | | | | 0.1 | | |
50,910 | | | News Corp - Class A | | | | | 793,178 | | | | | | 0.1 | | |
16,292 | | | News Corp - Class B | | | | | 258,880 | | | | | | 0.0 | | |
5,126 | | | Nexstar Media Group, Inc. | | | | | 834,923 | | | | | | 0.1 | | |
26,844 | | | Omnicom Group | | | | | 1,707,547 | | | | | | 0.1 | | |
1,109 (2) | | | Paramount Global - Class A | | | | | 30,231 | | | | | | 0.0 | | |
76,084 (2) | | | Paramount Global - Class B | | | | | 1,877,753 | | | | | | 0.2 | | |
75,751 (1) | | | Pinterest, Inc. | | | | | 1,375,638 | | | | | | 0.1 | | |
13,971 (1)(2) | | | Playtika Holding Corp. | | | | | 184,976 | | | | | | 0.0 | | |
58,078 (1)(2) | | | ROBLOX Corp. | | | | | 1,908,443 | | | | | | 0.2 | | |
15,842 (1)(2) | | | Roku, Inc. | | | | | 1,301,262 | | | | | | 0.1 | | |
93,569 (2) | | | Sirius XM Holdings, Inc. | | | | | 573,578 | | | | | | 0.1 | | |
18,469 (1) | | | Spotify Technology SA | | | | | 1,732,946 | | | | | | 0.1 | | |
20,895 (1) | | | Take-Two Interactive Software, Inc. | | | | | 2,560,265 | | | | | | 0.2 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Communication Services (continued) | | ||||||||||||
13,371 (1) | | | TripAdvisor, Inc. | | | | $ | 238,004 | | | | | | 0.0 | | |
98,434 (1) | | | Twitter, Inc. | | | | | 3,680,447 | | | | | | 0.3 | | |
311,278 (1) | | | Warner Bros Discovery, Inc. | | | | | 4,177,351 | | | | | | 0.3 | | |
5,678 (2) | | | World Wrestling Entertainment, Inc. | | | | | 354,818 | | | | | | 0.0 | | |
36,258 (1) | | | ZoomInfo Technologies, Inc. | | | | | 1,205,216 | | | | | | 0.1 | | |
| | | | | | | | 48,922,583 | | | | | | 4.0 | | |
| | | Consumer Discretionary: 11.1% | | ||||||||||||
27,569 (2) | | | ADT, Inc. | | | | | 169,549 | | | | | | 0.0 | | |
8,056 | | | Advance Auto Parts, Inc. | | | | | 1,394,413 | | | | | | 0.1 | | |
35,673 (1) | | | Aptiv PLC | | | | | 3,177,394 | | | | | | 0.3 | | |
30,580 | | | Aramark | | | | | 936,665 | | | | | | 0.1 | | |
5,232 (1) | | | Autonation, Inc. | | | | | 584,728 | | | | | | 0.0 | | |
2,615 (1) | | | Autozone, Inc. | | | | | 5,619,949 | | | | | | 0.5 | | |
31,524 | | | Bath & Body Works, Inc. | | | | | 848,626 | | | | | | 0.1 | | |
26,519 (2) | | | Best Buy Co., Inc. | | | | | 1,728,774 | | | | | | 0.1 | | |
31,499 (2) | | | BorgWarner, Inc. | | | | | 1,051,122 | | | | | | 0.1 | | |
10,574 | | | Boyd Gaming Corp. | | | | | 526,056 | | | | | | 0.0 | | |
7,795 (1)(2) | | | Bright Horizons Family Solutions, Inc. | | | | | 658,833 | | | | | | 0.1 | | |
10,070 | | | Brunswick Corp. | | | | | 658,377 | | | | | | 0.1 | | |
8,686 (1)(2) | | | Burlington Stores, Inc. | | | | | 1,183,294 | | | | | | 0.1 | | |
27,065 (1) | | | Caesars Entertainment, Inc. | | | | | 1,036,589 | | | | | | 0.1 | | |
18,985 (1)(2) | | | Capri Holdings Ltd. | | | | | 778,575 | | | | | | 0.1 | | |
21,161 (1)(2) | | | Carmax, Inc. | | | | | 1,914,647 | | | | | | 0.2 | | |
114,471 (1)(2) | | | Carnival Corp. | | | | | 990,174 | | | | | | 0.1 | | |
5,195 (2) | | | Carter’s, Inc. | | | | | 366,144 | | | | | | 0.0 | | |
13,758 (1)(2) | | | Carvana Co. | | | | | 310,656 | | | | | | 0.0 | | |
3,672 (1) | | | Chipotle Mexican Grill, Inc. | | | | | 4,800,259 | | | | | | 0.4 | | |
4,440 (2) | | | Choice Hotels International, Inc. | | | | | 495,637 | | | | | | 0.0 | | |
4,784 | | | Churchill Downs, Inc. | | | | | 916,280 | | | | | | 0.1 | | |
4,810 (2) | | | Columbia Sportswear Co. | | | | | 344,300 | | | | | | 0.0 | | |
42,609 | | | D.R. Horton, Inc. | | | | | 2,820,290 | | | | | | 0.2 | | |
16,435 | | | Darden Restaurants, Inc. | | | | | 1,859,127 | | | | | | 0.2 | | |
3,567 (1) | | | Deckers Outdoor Corp. | | | | | 910,833 | | | | | | 0.1 | | |
7,321 (2) | | | Dick’s Sporting Goods, Inc. | | | | | 551,784 | | | | | | 0.0 | | |
28,037 (1) | | | Dollar Tree, Inc. | | | | | 4,369,566 | | | | | | 0.4 | | |
4,739 (2) | | | Domino’s Pizza, Inc. | | | | | 1,846,836 | | | | | | 0.2 | | |
32,971 (1)(2) | | | DoorDash, Inc. | | | | | 2,115,749 | | | | | | 0.2 | | |
49,989 (1)(2) | | | DraftKings, Inc. | | | | | 583,372 | | | | | | 0.0 | | |
73,913 | | | eBay, Inc. | | | | | 3,079,955 | | | | | | 0.3 | | |
16,682 (1)(2) | | | Etsy, Inc. | | | | | 1,221,289 | | | | | | 0.1 | | |
19,950 (1) | | | Expedia Group, Inc. | | | | | 1,891,858 | | | | | | 0.2 | | |
7,199 (1)(2) | | | Five Below, Inc. | | | | | 816,583 | | | | | | 0.1 | | |
13,689 (1)(2) | | | Floor & Decor Holdings, Inc. | | | | | 861,859 | | | | | | 0.1 | | |
8,853 (1)(2) | | | GameStop Corp. | | | | | 1,082,722 | | | | | | 0.1 | | |
Voya Russell™ Mid Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Discretionary (continued) | | ||||||||||||
26,088 | | | Gap, Inc. | | | | $ | 214,965 | | | | | | 0.0 | | |
20,367 | | | Garmin Ltd. | | | | | 2,001,058 | | | | | | 0.2 | | |
30,993 | | | Gentex Corp. | | | | | 866,874 | | | | | | 0.1 | | |
18,318 | | | Genuine Parts Co. | | | | | 2,436,294 | | | | | | 0.2 | | |
4,196 (1) | | | Grand Canyon Education, Inc. | | | | | 395,221 | | | | | | 0.0 | | |
21,686 | | | H&R Block, Inc. | | | | | 765,950 | | | | | | 0.1 | | |
45,972 (2) | | | Hanesbrands, Inc. | | | | | 473,052 | | | | | | 0.0 | | |
17,745 (2) | | | Harley-Davidson, Inc. | | | | | 561,807 | | | | | | 0.0 | | |
17,205 | | | Hasbro, Inc. | | | | | 1,408,745 | | | | | | 0.1 | | |
36,176 | | | Hilton Worldwide Holdings, Inc. | | | | | 4,031,453 | | | | | | 0.3 | | |
6,652 (1) | | | Hyatt Hotels Corp. | | | | | 491,649 | | | | | | 0.0 | | |
16,879 | | | Kohl’s Corp. | | | | | 602,412 | | | | | | 0.0 | | |
43,640 (1) | | | Las Vegas Sands Corp. | | | | | 1,465,868 | | | | | | 0.1 | | |
7,850 | | | Lear Corp. | | | | | 988,236 | | | | | | 0.1 | | |
17,551 | | | Leggett & Platt, Inc. | | | | | 606,914 | | | | | | 0.1 | | |
33,559 | | | Lennar Corp. - Class A | | | | | 2,368,259 | | | | | | 0.2 | | |
1,977 | | | Lennar Corp. - Class B | | | | | 116,070 | | | | | | 0.0 | | |
21,276 (1)(2) | | | Leslie’s, Inc. | | | | | 322,970 | | | | | | 0.0 | | |
3,759 | | | Lithia Motors, Inc. | | | | | 1,033,011 | | | | | | 0.1 | | |
34,911 | | | LKQ Corp. | | | | | 1,713,781 | | | | | | 0.1 | | |
70,130 (1)(2) | | | Lucid Group, Inc. | | | | | 1,203,431 | | | | | | 0.1 | | |
14,738 (1) | | | Lululemon Athletica, Inc. | | | | | 4,017,726 | | | | | | 0.3 | | |
37,542 | | | Macy’s, Inc. | | | | | 687,769 | | | | | | 0.1 | | |
5,374 | | | Marriott Vacations Worldwide Corp. | | | | | 624,459 | | | | | | 0.1 | | |
46,370 (1) | | | Mattel, Inc. | | | | | 1,035,442 | | | | | | 0.1 | | |
46,948 | | | MGM Resorts International | | | | | 1,359,145 | | | | | | 0.1 | | |
10,327 (1)(2) | | | Mister Car Wash, Inc. | | | | | 112,358 | | | | | | 0.0 | | |
6,938 (1) | | | Mohawk Industries, Inc. | | | | | 860,936 | | | | | | 0.1 | | |
49,798 | | | Newell Brands, Inc. | | | | | 948,154 | | | | | | 0.1 | | |
14,862 (2) | | | Nordstrom, Inc. | | | | | 314,034 | | | | | | 0.0 | | |
55,169 (1)(2) | | | Norwegian Cruise Line Holdings Ltd. | | | | | 613,479 | | | | | | 0.1 | | |
397 (1) | | | NVR, Inc. | | | | | 1,589,644 | | | | | | 0.1 | | |
8,231 (1)(2) | | | Ollie’s Bargain Outlet Holdings, Inc. | | | | | 483,571 | | | | | | 0.0 | | |
8,620 (1) | | | O’Reilly Automotive, Inc. | | | | | 5,445,771 | | | | | | 0.4 | | |
39,289 (1) | | | Peloton Interactive, Inc. | | | | | 360,673 | | | | | | 0.0 | | |
21,911 (1)(2) | | | Penn National Gaming, Inc. | | | | | 666,533 | | | | | | 0.1 | | |
3,621 (2) | | | Penske Auto Group, Inc. | | | | | 379,082 | | | | | | 0.0 | | |
10,614 (1)(2) | | | Petco Health & Wellness Co., Inc. | | | | | 156,450 | | | | | | 0.0 | | |
11,204 (1) | | | Planet Fitness, Inc. | | | | | 761,984 | | | | | | 0.1 | | |
7,453 (2) | | | Polaris, Inc. | | | | | 739,934 | | | | | | 0.1 | | |
5,144 | | | Pool Corp. | | | | | 1,806,727 | | | | | | 0.1 | | |
31,189 | | | Pulte Group, Inc. | | | | | 1,236,020 | | | | | | 0.1 | | |
8,859 | | | PVH Corp. | | | | | 504,077 | | | | | | 0.0 | | |
32,862 (1)(2) | | | QuantumScape Corp. | | | | | 282,285 | | | | | | 0.0 | | |
6,024 | | | Ralph Lauren Corp. | | | | | 540,052 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Discretionary (continued) | | ||||||||||||
2,294 (1)(2) | | | RH | | | | $ | 486,924 | | | | | | 0.0 | | |
23,508 (1)(2) | | | Rivian Automotive, Inc. | | | | | 605,096 | | | | | | 0.0 | | |
45,550 | | | Ross Stores, Inc. | | | | | 3,198,976 | | | | | | 0.3 | | |
29,059 (1) | | | Royal Caribbean Cruises Ltd. | | | | | 1,014,450 | | | | | | 0.1 | | |
20,363 | | | Service Corp. International | | | | | 1,407,491 | | | | | | 0.1 | | |
10,374 (1) | | | Six Flags Entertainment Corp. | | | | | 225,116 | | | | | | 0.0 | | |
17,718 (1)(2) | | | Skechers USA, Inc. | | | | | 630,406 | | | | | | 0.1 | | |
34,837 | | | Tapestry, Inc. | | | | | 1,063,225 | | | | | | 0.1 | | |
22,597 | | | Tempur Sealy International, Inc. | | | | | 482,898 | | | | | | 0.0 | | |
16,030 (1) | | | Terminix Global Holdings, Inc. | | | | | 651,620 | | | | | | 0.1 | | |
6,980 (2) | | | Thor Industries, Inc. | | | | | 521,615 | | | | | | 0.0 | | |
14,496 | | | Toll Brothers, Inc. | | | | | 646,522 | | | | | | 0.1 | | |
4,313 (1) | | | TopBuild Corp. | | | | | 720,961 | | | | | | 0.1 | | |
14,757 | | | Tractor Supply Co. | | | | | 2,860,644 | | | | | | 0.2 | | |
11,055 | | | Travel + Leisure Co. | | | | | 429,155 | | | | | | 0.0 | | |
6,780 (1) | | | Ulta Beauty, Inc. | | | | | 2,613,554 | | | | | | 0.2 | | |
25,342 (1) | | | Under Armour, Inc. - Class A | | | | | 211,099 | | | | | | 0.0 | | |
27,490 (1) | | | Under Armour, Inc. - Class C | | | | | 208,374 | | | | | | 0.0 | | |
5,306 | | | Vail Resorts, Inc. | | | | | 1,156,973 | | | | | | 0.1 | | |
46,119 | | | VF Corp. | | | | | 2,037,076 | | | | | | 0.2 | | |
10,909 (1)(2) | | | Victoria’s Secret & Co. | | | | | 305,125 | | | | | | 0.0 | | |
10,245 (1)(2) | | | Wayfair, Inc. | | | | | 446,272 | | | | | | 0.0 | | |
22,768 | | | Wendy’s Company | | | | | 429,860 | | | | | | 0.0 | | |
7,253 | | | Whirlpool Corp. | | | | | 1,123,272 | | | | | | 0.1 | | |
9,175 (2) | | | Williams-Sonoma, Inc. | | | | | 1,017,966 | | | | | | 0.1 | | |
11,939 | | | Wyndham Hotels & Resorts, Inc. | | | | | 784,631 | | | | | | 0.1 | | |
14,014 (1)(2) | | | Wynn Resorts Ltd. | | | | | 798,518 | | | | | | 0.1 | | |
11,506 (1) | | | YETI Holdings, Inc. | | | | | 497,865 | | | | | | 0.0 | | |
37,780 | | | Yum! Brands, Inc. | | | | | 4,288,408 | | | | | | 0.4 | | |
| | | | | | | | 134,961,281 | | | | | | 11.1 | | |
| | | Consumer Staples: 3.7% | | ||||||||||||
21,183 (2) | | | Albertsons Cos, Inc. | | | | | 566,010 | | | | | | 0.1 | | |
17,675 (1) | | | BJ’s Wholesale Club Holdings, Inc. | | | | | 1,101,506 | | | | | | 0.1 | | |
1,254 (1)(2) | | | Boston Beer Co., Inc. | | | | | 379,924 | | | | | | 0.0 | | |
6,000 | | | Brown-Forman Corp. - Class A | | | | | 405,840 | | | | | | 0.0 | | |
24,214 (2) | | | Brown-Forman Corp. - Class B | | | | | 1,698,854 | | | | | | 0.1 | | |
18,485 | | | Bunge Ltd. | | | | | 1,676,405 | | | | | | 0.1 | | |
25,573 (2) | | | Campbell Soup Co. | | | | | 1,228,783 | | | | | | 0.1 | | |
4,890 | | | Casey’s General Stores, Inc. | | | | | 904,552 | | | | | | 0.1 | | |
32,038 | | | Church & Dwight Co., Inc. | | | | | 2,968,641 | | | | | | 0.2 | | |
16,258 | | | Clorox Co. | | | | | 2,292,053 | | | | | | 0.2 | | |
Voya Russell™ Mid Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Staples (continued) | | ||||||||||||
62,105 | | | Conagra Brands, Inc. | | | | $ | 2,126,475 | | | | | | 0.2 | | |
45,734 (1) | | | Coty, Inc - Class A | | | | | 366,329 | | | | | | 0.0 | | |
21,107 (1) | | | Darling Ingredients, Inc. | | | | | 1,262,199 | | | | | | 0.1 | | |
24,723 (2) | | | Flowers Foods, Inc. | | | | | 650,709 | | | | | | 0.1 | | |
6,037 (1) | | | Freshpet, Inc. | | | | | 313,260 | | | | | | 0.0 | | |
11,750 (1)(2) | | | Grocery Outlet Holding Corp. | | | | | 500,902 | | | | | | 0.0 | | |
19,260 | | | Hershey Co. | | | | | 4,143,982 | | | | | | 0.3 | | |
37,824 (2) | | | Hormel Foods Corp. | | | | | 1,791,345 | | | | | | 0.2 | | |
8,738 | | | Ingredion, Inc. | | | | | 770,342 | | | | | | 0.1 | | |
13,842 | | | JM Smucker Co. | | | | | 1,771,914 | | | | | | 0.2 | | |
33,302 | | | Kellogg Co. | | | | | 2,375,765 | | | | | | 0.2 | | |
86,526 | | | Kroger Co. | | | | | 4,095,276 | | | | | | 0.3 | | |
19,014 | | | Lamb Weston Holdings, Inc. | | | | | 1,358,740 | | | | | | 0.1 | | |
33,075 | | | McCormick & Co., Inc. | | | | | 2,753,494 | | | | | | 0.2 | | |
23,092 | | | Molson Coors Beverage Co. | | | | | 1,258,745 | | | | | | 0.1 | | |
16,394 (1)(2) | | | Olaplex Holdings, Inc. | | | | | 230,991 | | | | | | 0.0 | | |
20,060 (1) | | | Performance Food Group Co. | | | | | 922,359 | | | | | | 0.1 | | |
6,394 (1) | | | Pilgrim’s Pride Corp. | | | | | 199,685 | | | | | | 0.0 | | |
7,334 (1) | | | Post Holdings, Inc. | | | | | 603,955 | | | | | | 0.1 | | |
7,308 (2) | | | Reynolds Consumer Products, Inc. | | | | | 199,289 | | | | | | 0.0 | | |
34 | | | Seaboard Corp. | | | | | 132,008 | | | | | | 0.0 | | |
5,256 (2) | | | Spectrum Brands Holdings, Inc. | | | | | 431,097 | | | | | | 0.0 | | |
37,586 | | | Tyson Foods, Inc. | | | | | 3,234,651 | | | | | | 0.3 | | |
29,360 (1) | | | US Foods Holding Corp. | | | | | 900,765 | | | | | | 0.1 | | |
| | | | | | | | 45,616,845 | | | | | | 3.7 | | |
| | | Energy: 4.8% | | ||||||||||||
44,961 (2) | | | Antero Midstream Corp. | | | | | 406,897 | | | | | | 0.0 | | |
38,774 (1) | | | Antero Resources Corp. | | | | | 1,188,423 | | | | | | 0.1 | | |
44,463 | | | APA Corp. | | | | | 1,551,759 | | | | | | 0.1 | | |
122,171 | | | Baker Hughes Co. | | | | | 3,527,077 | | | | | | 0.3 | | |
33,417 | | | Cheniere Energy, Inc. | | | | | 4,445,463 | | | | | | 0.4 | | |
16,824 | | | Chesapeake Energy Corp. | | | | | 1,364,426 | | | | | | 0.1 | | |
4,755 (2) | | | Continental Resources, Inc. | | | | | 310,739 | | | | | | 0.0 | | |
104,873 | | | Coterra Energy, Inc. | | | | | 2,704,675 | | | | | | 0.2 | | |
86,811 | | | Devon Energy Corp. | | | | | 4,784,154 | | | | | | 0.4 | | |
23,366 | | | Diamondback Energy, Inc. | | | | | 2,830,791 | | | | | | 0.2 | | |
12,783 | | | DT Midstream, Inc. | | | | | 626,623 | | | | | | 0.1 | | |
4,037 (2) | | | Enviva, Inc. | | | | | 230,997 | | | | | | 0.0 | | |
48,618 (2) | | | EQT Corp. | | | | | 1,672,459 | | | | | | 0.1 | | |
118,556 | | | Halliburton Co. | | | | | 3,717,916 | | | | | | 0.3 | | |
37,157 | | | Hess Corp. | | | | | 3,936,413 | | | | | | 0.3 | | |
19,789 | | | HF Sinclair Corp. | | | | | 893,671 | | | | | | 0.1 | | |
93,074 | | | Marathon Oil Corp. | | | | | 2,092,304 | | | | | | 0.2 | | |
6,356 | | | New Fortress Energy, Inc. | | | | | 251,507 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
51,630 | | | NOV, Inc. | | | | $ | 873,063 | | | | | | 0.1 | | |
58,655 | | | Oneok, Inc. | | | | | 3,255,352 | | | | | | 0.3 | | |
34,084 | | | Ovintiv, Inc. | | | | | 1,506,172 | | | | | | 0.1 | | |
12,480 | | | PDC Energy, Inc. | | | | | 768,893 | | | | | | 0.1 | | |
63,501 | | | Phillips 66 | | | | | 5,206,447 | | | | | | 0.4 | | |
34,685 (1) | | | Range Resources Corp. | | | | | 858,454 | | | | | | 0.1 | | |
146,805 (1) | | | Southwestern Energy Co. | | | | | 917,531 | | | | | | 0.1 | | |
29,809 | | | Targa Resources Corp. | | | | | 1,778,703 | | | | | | 0.2 | | |
755 (2) | | | Texas Pacific Land Corp. | | | | | 1,123,455 | | | | | | 0.1 | | |
160,732 | | | Williams Cos., Inc. | | | | | 5,016,446 | | | | | | 0.4 | | |
| | | | | | | | 57,840,810 | | | | | | 4.8 | | |
| | | Financials: 13.5% | | ||||||||||||
5,063 | | | Affiliated Managers Group, Inc. | | | | | 590,346 | | | | | | 0.0 | | |
84,294 | | | Aflac, Inc. | | | | | 4,663,987 | | | | | | 0.4 | | |
68,895 (2) | | | AGNC Investment Corp. | | | | | 762,668 | | | | | | 0.1 | | |
1,726 (1) | | | Alleghany Corp. | | | | | 1,437,931 | | | | | | 0.1 | | |
36,164 | | | Allstate Corp. | | | | | 4,583,064 | | | | | | 0.4 | | |
42,578 | | | Ally Financial, Inc. | | | | | 1,426,789 | | | | | | 0.1 | | |
8,876 | | | American Financial Group, Inc. | | | | | 1,232,078 | | | | | | 0.1 | | |
14,486 | | | Ameriprise Financial, Inc. | | | | | 3,443,032 | | | | | | 0.3 | | |
205,550 (2) | | | Annaly Capital Management, Inc. | | | | | 1,214,800 | | | | | | 0.1 | | |
60,594 | | | Apollo Global Management, Inc. | | | | | 2,937,597 | | | | | | 0.2 | | |
47,554 (1) | | | Arch Capital Group Ltd. | | | | | 2,163,231 | | | | | | 0.2 | | |
20,011 (2) | | | Ares Management Corp. | | | | | 1,137,825 | | | | | | 0.1 | | |
27,454 | | | Arthur J. Gallagher & Co. | | | | | 4,476,100 | | | | | | 0.4 | | |
7,134 | | | Assurant, Inc. | | | | | 1,233,112 | | | | | | 0.1 | | |
8,121 | | | Assured Guaranty Ltd. | | | | | 453,071 | | | | | | 0.0 | | |
10,263 | | | Axis Capital Holdings Ltd. | | | | | 585,915 | | | | | | 0.0 | | |
5,216 (2) | | | Bank of Hawaii Corp. | | | | | 388,070 | | | | | | 0.0 | | |
96,930 | | | Bank of New York Mellon Corp. | | | | | 4,042,950 | | | | | | 0.3 | | |
15,458 | | | Bank OZK | | | | | 580,139 | | | | | | 0.0 | | |
53,157 (2) | | | Blue Owl Capital, Inc. | | | | | 533,165 | | | | | | 0.0 | | |
3,877 | | | BOK Financial Corp. | | | | | 293,024 | | | | | | 0.0 | | |
9,890 (1) | | | Brighthouse Financial, Inc. | | | | | 405,688 | | | | | | 0.0 | | |
31,187 | | | Brown & Brown, Inc. | | | | | 1,819,450 | | | | | | 0.1 | | |
27,310 | | | Carlyle Group, Inc./The | | | | | 864,635 | | | | | | 0.1 | | |
13,967 | | | Cboe Global Markets, Inc. | | | | | 1,580,925 | | | | | | 0.1 | | |
20,633 | | | Cincinnati Financial Corp. | | | | | 2,454,914 | | | | | | 0.2 | | |
64,420 | | | Citizens Financial Group, Inc. | | | | | 2,299,150 | | | | | | 0.2 | | |
3,717 | | | CNA Financial Corp. | | | | | 166,893 | | | | | | 0.0 | | |
20,448 (1)(2) | | | Coinbase Global, Inc. | | | | | 961,465 | | | | | | 0.1 | | |
17,232 | | | Comerica, Inc. | | | | | 1,264,484 | | | | | | 0.1 | | |
14,448 | | | Commerce Bancshares, Inc. | | | | | 948,511 | | | | | | 0.1 | | |
915 (1)(2) | | | Credit Acceptance Corp. | | | | | 433,170 | | | | | | 0.0 | | |
Voya Russell™ Mid Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
7,680 | | | Cullen/Frost Bankers, Inc. | | | | $ | 894,336 | | | | | | 0.1 | | |
37,032 | | | Discover Financial Services | | | | | 3,502,487 | | | | | | 0.3 | | |
18,655 | | | East West Bancorp, Inc. | | | | | 1,208,844 | | | | | | 0.1 | | |
50,515 | | | Equitable Holdings, Inc. | | | | | 1,316,926 | | | | | | 0.1 | | |
3,307 (2) | | | Erie Indemnity Co. | | | | | 635,572 | | | | | | 0.1 | | |
4,988 | | | Evercore, Inc. | | | | | 466,927 | | | | | | 0.0 | | |
5,134 | | | Everest Re Group Ltd. | | | | | 1,438,958 | | | | | | 0.1 | | |
5,007 | | | Factset Research Systems, Inc. | | | | | 1,925,542 | | | | | | 0.2 | | |
35,345 | | | Fidelity National Financial, Inc. | | | | | 1,306,351 | | | | | | 0.1 | | |
89,896 | | | Fifth Third Bancorp | | | | | 3,020,506 | | | | | | 0.2 | | |
13,722 | | | First American Financial Corp. | | | | | 726,168 | | | | | | 0.1 | | |
1,607 | | | First Citizens BancShares, Inc. | | | | | 1,050,624 | | | | | | 0.1 | | |
17,119 | | | First Hawaiian, Inc. | | | | | 388,772 | | | | | | 0.0 | | |
69,806 | | | First Horizon Corp. | | | | | 1,525,959 | | | | | | 0.1 | | |
23,587 | | | First Republic Bank | | | | | 3,401,245 | | | | | | 0.3 | | |
45,992 | | | FNB Corp. | | | | | 499,473 | | | | | | 0.0 | | |
37,641 (2) | | | Franklin Resources, Inc. | | | | | 877,412 | | | | | | 0.1 | | |
11,937 | | | Globe Life, Inc. | | | | | 1,163,499 | | | | | | 0.1 | | |
4,669 | | | Hanover Insurance Group, Inc. | | | | | 682,841 | | | | | | 0.1 | | |
43,309 | | | Hartford Financial Services Group, Inc. | | | | | 2,833,708 | | | | | | 0.2 | | |
189,345 | | | Huntington Bancshares, Inc. | | | | | 2,277,820 | | | | | | 0.2 | | |
12,249 | | | Interactive Brokers Group, Inc. | | | | | 673,817 | | | | | | 0.1 | | |
49,257 (2) | | | Invesco Ltd. | | | | | 794,515 | | | | | | 0.1 | | |
18,171 (2) | | | Janus Henderson Group PLC | | | | | 427,200 | | | | | | 0.0 | | |
27,638 | | | Jefferies Financial Group, Inc. | | | | | 763,362 | | | | | | 0.1 | | |
8,379 | | | Kemper Corp. | | | | | 401,354 | | | | | | 0.0 | | |
122,590 | | | Keycorp | | | | | 2,112,226 | | | | | | 0.2 | | |
75,467 | | | KKR & Co., Inc. | | | | | 3,493,367 | | | | | | 0.3 | | |
12,441 (2) | | | Lazard Ltd. | | | | | 403,213 | | | | | | 0.0 | | |
22,608 | | | Lincoln National Corp. | | | | | 1,057,376 | | | | | | 0.1 | | |
26,864 | | | Loews Corp. | | | | | 1,591,961 | | | | | | 0.1 | | |
10,502 | | | LPL Financial Holdings, Inc. | | | | | 1,937,409 | | | | | | 0.2 | | |
23,578 | | | M&T Bank Corp. | | | | | 3,758,097 | | | | | | 0.3 | | |
1,762 (1) | | | Markel Corp. | | | | | 2,278,707 | | | | | | 0.2 | | |
4,900 | | | MarketAxess Holdings, Inc. | | | | | 1,254,449 | | | | | | 0.1 | | |
40,607 | | | MGIC Investment Corp. | | | | | 511,648 | | | | | | 0.0 | | |
3,280 | | | Morningstar, Inc. | | | | | 793,202 | | | | | | 0.1 | | |
10,401 | | | MSCI, Inc. - Class A | | | | | 4,286,772 | | | | | | 0.4 | | |
15,122 | | | Nasdaq, Inc. | | | | | 2,306,710 | | | | | | 0.2 | | |
56,271 (2) | | | New Residential Investment Corp. | | | | | 524,446 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
60,710 (2) | | | New York Community Bancorp., Inc. | | | | $ | 554,282 | | | | | | 0.0 | | |
27,119 | | | Northern Trust Corp. | | | | | 2,616,441 | | | | | | 0.2 | | |
37,299 | | | Old Republic International Corp. | | | | | 834,006 | | | | | | 0.1 | | |
15,512 | | | OneMain Holdings, Inc. | | | | | 579,839 | | | | | | 0.0 | | |
15,329 | | | PacWest Bancorp | | | | | 408,671 | | | | | | 0.0 | | |
9,886 | | | Pinnacle Financial Partners, Inc. | | | | | 714,857 | | | | | | 0.1 | | |
9,886 | | | Popular, Inc. | | | | | 760,530 | | | | | | 0.1 | | |
5,044 | | | Primerica, Inc. | | | | | 603,716 | | | | | | 0.1 | | |
32,992 | | | Principal Financial Group, Inc. | | | | | 2,203,536 | | | | | | 0.2 | | |
11,672 (2) | | | Prosperity Bancshares, Inc. | | | | | 796,847 | | | | | | 0.1 | | |
49,518 | | | Prudential Financial, Inc. | | | | | 4,737,882 | | | | | | 0.4 | | |
25,684 | | | Raymond James Financial, Inc. | | | | | 2,296,406 | | | | | | 0.2 | | |
123,321 | | | Regions Financial Corp. | | | | | 2,312,269 | | | | | | 0.2 | | |
8,814 | | | Reinsurance Group of America, Inc. | | | | | 1,033,794 | | | | | | 0.1 | | |
5,742 | | | RenaissanceRe Holdings Ltd. | | | | | 897,877 | | | | | | 0.1 | | |
73,298 (1)(2) | | | Robinhood Markets, Inc. | | | | | 602,510 | | | | | | 0.0 | | |
15,583 (2) | | | Rocket Cos, Inc. | | | | | 114,691 | | | | | | 0.0 | | |
10,849 (1)(2) | | | Ryan Specialty Holdings, Inc. | | | | | 425,172 | | | | | | 0.0 | | |
13,743 | | | SEI Investments Co. | | | | | 742,397 | | | | | | 0.1 | | |
8,173 | | | Signature Bank | | | | | 1,464,683 | | | | | | 0.1 | | |
35,573 | | | SLM Corp. | | | | | 567,034 | | | | | | 0.0 | | |
104,873 (1)(2) | | | SoFi Technologies, Inc. | | | | | 552,681 | | | | | | 0.0 | | |
38,527 (2) | | | Starwood Property Trust, Inc. | | | | | 804,829 | | | | | | 0.1 | | |
48,409 | | | State Street Corp. | | | | | 2,984,415 | | | | | | 0.2 | | |
13,722 | | | Stifel Financial Corp. | | | | | 768,706 | | | | | | 0.1 | | |
7,743 (1) | | | SVB Financial Group | | | | | 3,058,408 | | | | | | 0.3 | | |
65,933 | | | Synchrony Financial | | | | | 1,821,069 | | | | | | 0.2 | | |
18,991 | | | Synovus Financial Corp. | | | | | 684,626 | | | | | | 0.1 | | |
29,529 | | | T. Rowe Price Group, Inc. | | | | | 3,354,790 | | | | | | 0.3 | | |
6,621 | | | TFS Financial Corp. | | | | | 90,906 | | | | | | 0.0 | | |
14,116 | | | Tradeweb Markets, Inc. | | | | | 963,417 | | | | | | 0.1 | | |
28,499 | | | Umpqua Holdings Corp. | | | | | 477,928 | | | | | | 0.0 | | |
26,421 | | | Unum Group | | | | | 898,842 | | | | | | 0.1 | | |
9,680 (1)(2) | | | Upstart Holdings, Inc. | | | | | 306,082 | | | | | | 0.0 | | |
12,290 (2) | | | UWM Holdings Corp. | | | | | 43,507 | | | | | | 0.0 | | |
13,135 | | | Virtu Financial, Inc. | | | | | 307,490 | | | | | | 0.0 | | |
13,396 (3) | | | Voya Financial, Inc. | | | | | 797,464 | | | | | | 0.1 | | |
23,530 | | | Webster Financial Corp. | | | | | 991,790 | | | | | | 0.1 | | |
13,969 | | | Western Alliance Bancorp. | | | | | 986,211 | | | | | | 0.1 | | |
382 | | | White Mountains Insurance Group Ltd. | | | | | 476,022 | | | | | | 0.0 | | |
Voya Russell™ Mid Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
14,630 | | | Willis Towers Watson PLC | | | | $ | 2,887,816 | | | | | | 0.2 | | |
7,903 | | | Wintrust Financial Corp. | | | | | 633,425 | | | | | | 0.1 | | |
26,956 | | | WR Berkley Corp. | | | | | 1,840,017 | | | | | | 0.2 | | |
19,646 | | | Zions Bancorp NA | | | | | 999,981 | | | | | | 0.1 | | |
| | | | | | | | 163,889,842 | | | | | | 13.5 | | |
| | | Health Care: 10.7% | | ||||||||||||
11,996 (1)(2) | | | 10X Genomics, Inc. | | | | | 542,819 | | | | | | 0.0 | | |
5,894 (1) | | | Abiomed, Inc. | | | | | 1,458,824 | | | | | | 0.1 | | |
11,746 (1) | | | Acadia Healthcare Co., Inc. | | | | | 794,382 | | | | | | 0.1 | | |
39,572 | | | Agilent Technologies, Inc. | | | | | 4,699,966 | | | | | | 0.4 | | |
24,683 (1)(2) | | | agilon health, Inc. | | | | | 538,830 | | | | | | 0.0 | | |
10,352 (1) | | | Align Technology, Inc. | | | | | 2,450,008 | | | | | | 0.2 | | |
15,925 (1) | | | Alnylam Pharmaceuticals, Inc. | | | | | 2,322,661 | | | | | | 0.2 | | |
4,218 (1)(2) | | | Amedisys, Inc. | | | | | 443,396 | | | | | | 0.0 | | |
19,685 | | | AmerisourceBergen Corp. | | | | | 2,785,034 | | | | | | 0.2 | | |
80,455 (1) | | | Avantor, Inc. | | | | | 2,502,150 | | | | | | 0.2 | | |
9,846 | | | Azenta, Inc. | | | | | 709,897 | | | | | | 0.1 | | |
19,237 (1) | | | Biogen, Inc. | | | | | 3,923,194 | | | | | | 0.3 | | |
24,347 (1) | | | BioMarin Pharmaceutical, Inc. | | | | | 2,017,636 | | | | | | 0.2 | | |
2,821 (1) | | | Bio-Rad Laboratories, Inc. | | | | | 1,396,395 | | | | | | 0.1 | | |
5,131 | | | Bio-Techne Corp. | | | | | 1,778,610 | | | | | | 0.1 | | |
14,352 | | | Bruker Corp. | | | | | 900,731 | | | | | | 0.1 | | |
35,947 | | | Cardinal Health, Inc. | | | | | 1,878,950 | | | | | | 0.2 | | |
22,518 (1) | | | Catalent, Inc. | | | | | 2,415,956 | | | | | | 0.2 | | |
15,319 (1)(2) | | | Certara, Inc. | | | | | 328,746 | | | | | | 0.0 | | |
33,153 (1) | | | Change Healthcare, Inc. | | | | | 764,508 | | | | | | 0.1 | | |
6,651 (1) | | | Charles River Laboratories International, Inc. | | | | | 1,423,114 | | | | | | 0.1 | | |
1,927 | | | Chemed Corp. | | | | | 904,515 | | | | | | 0.1 | | |
6,409 | | | Cooper Cos., Inc. | | | | | 2,006,786 | | | | | | 0.2 | | |
7,704 (1) | | | DaVita, Inc. | | | | | 616,012 | | | | | | 0.1 | | |
4,197 (1)(2) | | | Definitive Healthcare Corp. | | | | | 96,237 | | | | | | 0.0 | | |
28,266 | | | Dentsply Sirona, Inc. | | | | | 1,009,944 | | | | | | 0.1 | | |
51,681 (1) | | | DexCom, Inc. | | | | | 3,851,785 | | | | | | 0.3 | | |
12,650 (1)(2) | | | Doximity, Inc. | | | | | 440,473 | | | | | | 0.0 | | |
58,738 (1) | | | Elanco Animal Health, Inc. | | | | | 1,153,027 | | | | | | 0.1 | | |
12,918 | | | Encompass Health Corp. | | | | | 724,054 | | | | | | 0.1 | | |
6,678 (1) | | | Enovis Corp. | | | | | 367,290 | | | | | | 0.0 | | |
21,636 (1)(2) | | | Envista Holdings Corp. | | | | | 833,851 | | | | | | 0.1 | | |
23,062 (1)(2) | | | Exact Sciences Corp. | | | | | 908,412 | | | | | | 0.1 | | |
41,632 (1) | | | Exelixis, Inc. | | | | | 866,778 | | | | | | 0.1 | | |
10,369 (1)(2) | | | Globus Medical, Inc. | | | | | 582,116 | | | | | | 0.1 | | |
12,855 (1)(2) | | | Guardant Health, Inc. | | | | | 518,571 | | | | | | 0.0 | | |
18,089 (1) | | | Henry Schein, Inc. | | | | | 1,388,150 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
32,454 (1) | | | Hologic, Inc. | | | | $ | 2,249,062 | | | | | | 0.2 | | |
29,627 (1) | | | Horizon Therapeutics Plc | | | | | 2,363,049 | | | | | | 0.2 | | |
2,678 (1) | | | ICU Medical, Inc. | | | | | 440,236 | | | | | | 0.0 | | |
11,002 (1) | | | Idexx Laboratories, Inc. | | | | | 3,858,731 | | | | | | 0.3 | | |
24,076 (1) | | | Incyte Corp., Ltd. | | | | | 1,829,054 | | | | | | 0.2 | | |
9,083 (1) | | | Insulet Corp. | | | | | 1,979,549 | | | | | | 0.2 | | |
9,553 (1) | | | Integra LifeSciences Holdings Corp. | | | | | 516,149 | | | | | | 0.0 | | |
18,631 (1)(2) | | | Ionis Pharmaceuticals, Inc. | | | | | 689,720 | | | | | | 0.1 | | |
24,844 (1) | | | IQVIA Holdings, Inc. | | | | | 5,390,900 | | | | | | 0.4 | | |
8,059 (1) | | | Jazz Pharmaceuticals PLC | | | | | 1,257,285 | | | | | | 0.1 | | |
12,225 | | | Laboratory Corp. of America Holdings | | | | | 2,865,051 | | | | | | 0.2 | | |
14,485 (1) | | | Maravai LifeSciences Holdings, Inc. | | | | | 411,519 | | | | | | 0.0 | | |
6,612 (1) | | | Masimo Corp. | | | | | 863,990 | | | | | | 0.1 | | |
2,952 (1) | | | Mettler Toledo International, Inc. | | | | | 3,391,169 | | | | | | 0.3 | | |
5,633 (1) | | | Mirati Therapeutics, Inc. | | | | | 378,143 | | | | | | 0.0 | | |
7,635 (1) | | | Molina Healthcare, Inc. | | | | | 2,134,822 | | | | | | 0.2 | | |
11,224 (1) | | | Natera, Inc. | | | | | 397,779 | | | | | | 0.0 | | |
12,502 (1) | | | Neurocrine Biosciences, Inc. | | | | | 1,218,695 | | | | | | 0.1 | | |
10,139 (1)(2) | | | Novavax, Inc. | | | | | 521,449 | | | | | | 0.0 | | |
13,629 (1)(2) | | | Novocure Ltd. | | | | | 947,215 | | | | | | 0.1 | | |
15,366 (1)(2) | | | Oak Street Health, Inc. | | | | | 252,617 | | | | | | 0.0 | | |
33,521 (2) | | | Organon & Co. | | | | | 1,131,334 | | | | | | 0.1 | | |
4,652 (1)(2) | | | Penumbra, Inc. | | | | | 579,267 | | | | | | 0.0 | | |
16,641 | | | PerkinElmer, Inc. | | | | | 2,366,683 | | | | | | 0.2 | | |
17,715 | | | Perrigo Co. PLC | | | | | 718,698 | | | | | | 0.1 | | |
15,529 | | | Premier, Inc. | | | | | 554,075 | | | | | | 0.0 | | |
29,923 (1) | | | QIAGEN NV | | | | | 1,412,366 | | | | | | 0.1 | | |
15,433 (2) | | | Quest Diagnostics, Inc. | | | | | 2,052,280 | | | | | | 0.2 | | |
6,517 (1) | | | QuidelOrtho Corp. | | | | | 633,322 | | | | | | 0.1 | | |
7,295 (1) | | | Repligen Corp. | | | | | 1,184,708 | | | | | | 0.1 | | |
19,065 | | | Resmed, Inc. | | | | | 3,996,596 | | | | | | 0.3 | | |
48,425 | | | Royalty Pharma PLC | | | | | 2,035,787 | | | | | | 0.2 | | |
11,100 (1) | | | Sarepta Therapeutics, Inc. | | | | | 832,056 | | | | | | 0.1 | | |
17,936 (1) | | | Seagen, Inc. | | | | | 3,173,596 | | | | | | 0.3 | | |
8,611 (1)(2) | | | Signify Health, Inc. | | | | | 118,832 | | | | | | 0.0 | | |
13,037 (1)(2) | | | Sotera Health Co. | | | | | 255,395 | | | | | | 0.0 | | |
11,246 | | | STERIS Public Ltd. Co. | | | | | 2,318,363 | | | | | | 0.2 | | |
13,516 (1) | | | Syneos Health, Inc. | | | | | 968,827 | | | | | | 0.1 | | |
8,326 (1) | | | Tandem Diabetes Care, Inc. | | | | | 492,816 | | | | | | 0.0 | | |
21,183 (1)(2) | | | Teladoc Health, Inc. | | | | | 703,487 | | | | | | 0.1 | | |
6,190 | | | Teleflex, Inc. | | | | | 1,521,811 | | | | | | 0.1 | | |
14,022 (1) | | | Tenet Healthcare Corp. | | | | | 736,996 | | | | | | 0.1 | | |
8,757 (1) | | | Ultragenyx Pharmaceutical, Inc. | | | | | 522,443 | | | | | | 0.0 | | |
Voya Russell™ Mid Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
5,884 (1) | | | United Therapeutics Corp. | | | | $ | 1,386,506 | | | | | | 0.1 | | |
8,564 | | | Universal Health Services, Inc. | | | | | 862,480 | | | | | | 0.1 | | |
18,386 (1) | | | Veeva Systems, Inc. | | | | | 3,641,163 | | | | | | 0.3 | | |
159,864 | | | Viatris, Inc. | | | | | 1,673,776 | | | | | | 0.1 | | |
7,901 (1) | | | Waters Corp. | | | | | 2,615,073 | | | | | | 0.2 | | |
9,770 | | | West Pharmaceutical Services, Inc. | | | | | 2,954,155 | | | | | | 0.2 | | |
27,682 | | | Zimmer Biomet Holdings, Inc. | | | | | 2,908,271 | | | | | | 0.2 | | |
| | | | | | | | 130,651,154 | | | | | | 10.7 | | |
| | | Industrials: 14.5% | | ||||||||||||
4,547 | | | Acuity Brands, Inc. | | | | | 700,420 | | | | | | 0.1 | | |
8,092 | | | Advanced Drainage Systems, Inc. | | | | | 728,846 | | | | | | 0.1 | | |
17,582 | | | AECOM | | | | | 1,146,698 | | | | | | 0.1 | | |
8,188 | | | AGCO Corp. | | | | | 808,156 | | | | | | 0.1 | | |
13,703 | | | Air Lease Corp. | | | | | 458,091 | | | | | | 0.0 | | |
16,318 (1) | | | Alaska Air Group, Inc. | | | | | 653,536 | | | | | | 0.1 | | |
11,559 | | | Allegion Public Ltd. | | | | | 1,131,626 | | | | | | 0.1 | | |
12,751 | | | Allison Transmission Holdings, Inc. | | | | | 490,276 | | | | | | 0.0 | | |
1,187 | | | AMERCO | | | | | 567,659 | | | | | | 0.0 | | |
85,202 (1)(2) | | | American Airlines Group, Inc. | | | | | 1,080,361 | | | | | | 0.1 | | |
30,403 | | | Ametek, Inc. | | | | | 3,340,986 | | | | | | 0.3 | | |
16,915 | | | AO Smith Corp. | | | | | 924,912 | | | | | | 0.1 | | |
6,145 | | | Armstrong World Industries, Inc. | | | | | 460,629 | | | | | | 0.0 | | |
3,923 (1)(2) | | | Avis Budget Group, Inc. | | | | | 576,995 | | | | | | 0.0 | | |
8,911 (1) | | | Axon Enterprise, Inc. | | | | | 830,238 | | | | | | 0.1 | | |
15,106 (1)(2) | | | AZEK Co., Inc./The | | | | | 252,874 | | | | | | 0.0 | | |
17,318 | | | Booz Allen Hamilton Holding Corp. | | | | | 1,564,854 | | | | | | 0.1 | | |
22,679 (1) | | | Builders FirstSource, Inc. | | | | | 1,217,862 | | | | | | 0.1 | | |
12,044 | | | BWX Technologies, Inc. | | | | | 663,504 | | | | | | 0.1 | | |
3,056 (1) | | | CACI International, Inc. | | | | | 861,120 | | | | | | 0.1 | | |
6,784 | | | Carlisle Cos., Inc. | | | | | 1,618,730 | | | | | | 0.1 | | |
111,865 (2) | | | Carrier Global Corp. | | | | | 3,989,106 | | | | | | 0.3 | | |
16,554 | | | CH Robinson Worldwide, Inc. | | | | | 1,678,079 | | | | | | 0.1 | | |
26,200 (1)(2) | | | ChargePoint Holdings, Inc. | | | | | 358,678 | | | | | | 0.0 | | |
11,552 | | | Cintas Corp. | | | | | 4,315,019 | | | | | | 0.4 | | |
62,595 (1)(2) | | | Clarivate PLC | | | | | 867,567 | | | | | | 0.1 | | |
6,724 (1) | | | Clean Harbors, Inc. | | | | | 589,493 | | | | | | 0.0 | | |
4,076 (1)(2) | | | Copa Holdings S.A.- Class A | | | | | 258,296 | | | | | | 0.0 | | |
28,127 (1) | | | Copart, Inc. | | | | | 3,056,280 | | | | | | 0.3 | | |
7,559 (1)(2) | | | Core & Main, Inc. | | | | | 168,566 | | | | | | 0.0 | | |
51,850 (1) | | | CoStar Group, Inc. | | | | | 3,132,259 | | | | | | 0.3 | | |
6,205 | | | Crane Holdings Co. | | | | | 543,310 | | | | | | 0.0 | | |
18,598 | | | Cummins, Inc. | | | | | 3,599,271 | | | | | | 0.3 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
5,051 | | | Curtiss-Wright Corp. | | | | $ | 667,035 | | | | | | 0.1 | | |
84,459 (1) | | | Delta Air Lines, Inc. | | | | | 2,446,777 | | | | | | 0.2 | | |
16,270 | | | Donaldson Co., Inc. | | | | | 783,238 | | | | | | 0.1 | | |
18,982 | | | Dover Corp. | | | | | 2,302,896 | | | | | | 0.2 | | |
7,230 (1)(2) | | | Driven Brands Holdings, Inc. | | | | | 199,114 | | | | | | 0.0 | | |
33,164 (1)(2) | | | Dun & Bradstreet Holdings, Inc. | | | | | 498,455 | | | | | | 0.0 | | |
16,037 | | | Equifax, Inc. | | | | | 2,931,243 | | | | | | 0.2 | | |
6,686 | | | Esab Corp. | | | | | 292,513 | | | | | | 0.0 | | |
22,026 | | | Expeditors International Washington, Inc. | | | | | 2,146,654 | | | | | | 0.2 | | |
75,955 | | | Fastenal Co. | | | | | 3,791,674 | | | | | | 0.3 | | |
17,175 (2) | | | Flowserve Corp. | | | | | 491,720 | | | | | | 0.0 | | |
47,333 | | | Fortive Corp. | | | | | 2,573,969 | | | | | | 0.2 | | |
17,226 | | | Fortune Brands Home & Security, Inc. | | | | | 1,031,493 | | | | | | 0.1 | | |
4,445 (1) | | | FTI Consulting, Inc. | | | | | 803,878 | | | | | | 0.1 | | |
14,603 (1) | | | Gates Industrial Corp. PLC | | | | | 157,858 | | | | | | 0.0 | | |
8,218 (1) | | | Generac Holdings, Inc. | | | | | 1,730,546 | | | | | | 0.1 | | |
22,141 | | | Graco, Inc. | | | | | 1,315,397 | | | | | | 0.1 | | |
13,934 (1) | | | GXO Logistics, Inc. | | | | | 602,924 | | | | | | 0.1 | | |
9,565 (1)(2) | | | Hayward Holdings, Inc. | | | | | 137,640 | | | | | | 0.0 | | |
10,414 | | | Heico Corp. - Class A - HEI.A | | | | | 1,097,427 | | | | | | 0.1 | | |
5,931 (2) | | | Heico Corp. - HEI | | | | | 777,673 | | | | | | 0.1 | | |
30,732 (1)(2) | | | Hertz Global Holdings, Inc. | | | | | 486,795 | | | | | | 0.0 | | |
11,053 | | | Hexcel Corp. | | | | | 578,182 | | | | | | 0.0 | | |
49,457 | | | Howmet Aerospace, Inc. | | | | | 1,555,423 | | | | | | 0.1 | | |
7,064 | | | Hubbell, Inc. | | | | | 1,261,489 | | | | | | 0.1 | | |
5,192 | | | Huntington Ingalls Industries, Inc. | | | | | 1,130,921 | | | | | | 0.1 | | |
17,655 (1) | | | IAA, Inc. | | | | | 578,554 | | | | | | 0.0 | | |
10,023 | | | IDEX Corp. | | | | | 1,820,478 | | | | | | 0.1 | | |
53,596 | | | Ingersoll Rand, Inc. | | | | | 2,255,320 | | | | | | 0.2 | | |
11,012 | | | ITT, Inc. | | | | | 740,447 | | | | | | 0.1 | | |
16,863 | | | Jacobs Engineering Group, Inc. | | | | | 2,143,793 | | | | | | 0.2 | | |
11,004 | | | JB Hunt Transport Services, Inc. | | | | | 1,732,800 | | | | | | 0.1 | | |
42,572 (1) | | | JetBlue Airways Corp. | | | | | 356,328 | | | | | | 0.0 | | |
18,286 | | | KBR, Inc. | | | | | 884,860 | | | | | | 0.1 | | |
7,874 (1) | | | Kirby Corp. | | | | | 479,054 | | | | | | 0.0 | | |
20,951 | | | Knight-Swift Transportation Holdings, Inc. | | | | | 969,822 | | | | | | 0.1 | | |
4,862 | | | Landstar System, Inc. | | | | | 707,032 | | | | | | 0.1 | | |
17,970 | | | Leidos Holdings, Inc. | | | | | 1,809,759 | | | | | | 0.1 | | |
4,271 (2) | | | Lennox International, Inc. | | | | | 882,346 | | | | | | 0.1 | | |
7,390 (2) | | | Lincoln Electric Holdings, Inc. | | | | | 911,630 | | | | | | 0.1 | | |
40,434 (1)(2) | | | Lyft, Inc. | | | | | 536,964 | | | | | | 0.0 | | |
Voya Russell™ Mid Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
6,915 | | | Manpowergroup, Inc. | | | | $ | 528,375 | | | | | | 0.0 | | |
31,094 | | | Masco Corp. | | | | | 1,573,356 | | | | | | 0.1 | | |
7,765 (1) | | | Mastec, Inc. | | | | | 556,440 | | | | | | 0.0 | | |
26,644 | | | MDU Resources Group, Inc. | | | | | 719,122 | | | | | | 0.1 | | |
7,382 (1) | | | Mercury Systems, Inc. | | | | | 474,884 | | | | | | 0.0 | | |
7,172 (1) | | | Middleby Corp. | | | | | 899,082 | | | | | | 0.1 | | |
4,869 | | | MSA Safety, Inc. | | | | | 589,490 | | | | | | 0.0 | | |
6,033 | | | MSC Industrial Direct Co. | | | | | 453,139 | | | | | | 0.0 | | |
47,251 | | | Nielsen Holdings PLC | | | | | 1,097,168 | | | | | | 0.1 | | |
7,642 | | | Nordson Corp. | | | | | 1,547,046 | | | | | | 0.1 | | |
21,790 | | | nVent Electric PLC | | | | | 682,681 | | | | | | 0.1 | | |
13,447 | | | Old Dominion Freight Line | | | | | 3,446,197 | | | | | | 0.3 | | |
8,661 | | | Oshkosh Corp. | | | | | 711,415 | | | | | | 0.1 | | |
55,834 | | | Otis Worldwide Corp. | | | | | 3,945,789 | | | | | | 0.3 | | |
12,782 | | | Owens Corning, Inc. | | | | | 949,830 | | | | | | 0.1 | | |
45,020 | | | Paccar, Inc. | | | | | 3,706,947 | | | | | | 0.3 | | |
16,888 | | | Parker Hannifin Corp. | | | | | 4,155,292 | | | | | | 0.3 | | |
21,705 | | | Pentair PLC | | | | | 993,438 | | | | | | 0.1 | | |
68,832 (1)(2) | | | Plug Power, Inc. | | | | | 1,140,546 | | | | | | 0.1 | | |
18,773 | | | Quanta Services, Inc. | | | | | 2,353,008 | | | | | | 0.2 | | |
8,840 | | | Regal Rexnord Corp. | | | | | 1,003,517 | | | | | | 0.1 | | |
27,212 | | | Republic Services, Inc. | | | | | 3,561,234 | | | | | | 0.3 | | |
14,201 | | | Robert Half International, Inc. | | | | | 1,063,513 | | | | | | 0.1 | | |
15,343 | | | Rockwell Automation, Inc. | | | | | 3,058,013 | | | | | | 0.3 | | |
30,479 | | | Rollins, Inc. | | | | | 1,064,327 | | | | | | 0.1 | | |
6,520 (2) | | | Ryder System, Inc. | | | | | 463,311 | | | | | | 0.0 | | |
6,963 | | | Schneider National, Inc. | | | | | 155,832 | | | | | | 0.0 | | |
7,342 | | | Science Applications International Corp. | | | | | 683,540 | | | | | | 0.1 | | |
20,462 | | | Sensata Technologies Holding PLC | | | | | 845,285 | | | | | | 0.1 | | |
5,869 (1) | | | SiteOne Landscape Supply, Inc. | | | | | 697,648 | | | | | | 0.1 | | |
6,937 | | | Snap-On, Inc. | | | | | 1,366,797 | | | | | | 0.1 | | |
78,137 (1) | | | Southwest Airlines Co. | | | | | 2,822,308 | | | | | | 0.2 | | |
13,765 | | | Spirit Aerosystems Holdings, Inc. | | | | | 403,315 | | | | | | 0.0 | | |
19,896 | | | Stanley Black & Decker, Inc. | | | | | 2,086,295 | | | | | | 0.2 | | |
12,090 (1) | | | Stericycle, Inc. | | | | | 530,147 | | | | | | 0.0 | | |
27,219 (1) | | | Sunrun, Inc. | | | | | 635,836 | | | | | | 0.1 | | |
7,028 | | | Tetra Tech, Inc. | | | | | 959,673 | | | | | | 0.1 | | |
28,342 | | | Textron, Inc. | | | | | 1,730,846 | | | | | | 0.1 | | |
8,221 | | | Timken Co. | | | | | 436,124 | | | | | | 0.0 | | |
13,766 | | | Toro Co. | | | | | 1,043,325 | | | | | | 0.1 | | |
30,789 | | | Trane Technologies PLC | | | | | 3,998,567 | | | | | | 0.3 | | |
6,930 (1) | | | TransDigm Group, Inc. | | | | | 3,719,123 | | | | | | 0.3 | | |
25,389 | | | TransUnion | | | | | 2,030,866 | | | | | | 0.2 | | |
15,070 (1)(2) | | | Trex Co., Inc. | | | | | 820,109 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
43,032 (1) | | | United Airlines Holdings, Inc. | | | | $ | 1,524,193 | | | | | | 0.1 | | |
9,428 (1) | | | United Rentals, Inc. | | | | | 2,290,155 | | | | | | 0.2 | | |
22,081 (1) | | | Univar Solutions, Inc. | | | | | 549,154 | | | | | | 0.0 | | |
2,771 | | | Valmont Industries, Inc. | | | | | 622,450 | | | | | | 0.1 | | |
20,496 | | | Verisk Analytics, Inc. | | | | | 3,547,653 | | | | | | 0.3 | | |
40,043 | | | Vertiv Holdings Co. | | | | | 329,153 | | | | | | 0.0 | | |
4,346 (2) | | | Watsco, Inc. | | | | | 1,037,912 | | | | | | 0.1 | | |
5,877 (1) | | | Wesco International, Inc. | | | | | 629,427 | | | | | | 0.1 | | |
23,883 | | | Westinghouse Air Brake Technologies Corp. | | | | | 1,960,317 | | | | | | 0.2 | | |
28,580 (1) | | | WillScot Mobile Mini Holdings Corp. | | | | | 926,564 | | | | | | 0.1 | | |
7,764 | | | Woodward, Inc. | | | | | 718,092 | | | | | | 0.1 | | |
6,013 | | | WW Grainger, Inc. | | | | | 2,732,488 | | | | | | 0.2 | | |
13,503 (1) | | | XPO Logistics, Inc. | | | | | 650,304 | | | | | | 0.1 | | |
23,633 | | | Xylem, Inc. | | | | | 1,847,628 | | | | | | 0.2 | | |
| | | | | | | | 176,304,704 | | | | | | 14.5 | | |
| | | Information Technology: 16.3% | | ||||||||||||
23,158 (1)(2) | | | Affirm Holdings, Inc. | | | | | 418,233 | | | | | | 0.0 | | |
20,911 (1) | | | Akamai Technologies, Inc. | | | | | 1,909,802 | | | | | | 0.2 | | |
6,296 (1) | | | Allegro MicroSystems, Inc. | | | | | 130,264 | | | | | | 0.0 | | |
7,906 (1)(2) | | | Alteryx, Inc. | | | | | 382,809 | | | | | | 0.0 | | |
16,166 | | | Amdocs Ltd. | | | | | 1,346,789 | | | | | | 0.1 | | |
77,281 | | | Amphenol Corp. | | | | | 4,975,351 | | | | | | 0.4 | | |
11,476 (1) | | | ANSYS, Inc. | | | | | 2,746,092 | | | | | | 0.2 | | |
29,676 (1)(2) | | | AppLovin Corp. | | | | | 1,022,041 | | | | | | 0.1 | | |
32,894 (1) | | | Arista Networks, Inc. | | | | | 3,083,484 | | | | | | 0.3 | | |
8,676 (1) | | | Arrow Electronics, Inc. | | | | | 972,493 | | | | | | 0.1 | | |
3,683 (1) | | | Aspen Technology, Inc. | | | | | 676,493 | | | | | | 0.1 | | |
11,519 (1)(2) | | | Avalara, Inc. | | | | | 813,241 | | | | | | 0.1 | | |
12,804 | | | Avnet, Inc. | | | | | 549,036 | | | | | | 0.0 | | |
22,241 (2) | | | Bentley Systems, Inc. | | | | | 740,625 | | | | | | 0.1 | | |
12,872 (1)(2) | | | Bill.com Holdings, Inc. | | | | | 1,415,148 | | | | | | 0.1 | | |
20,443 (1) | | | Black Knight, Inc. | | | | | 1,336,768 | | | | | | 0.1 | | |
15,394 | | | Broadridge Financial Solutions, Inc. ADR | | | | | 2,194,415 | | | | | | 0.2 | | |
36,000 (1) | | | Cadence Design Systems, Inc. | | | | | 5,401,080 | | | | | | 0.4 | | |
22,305 (1)(2) | | | CCC Intelligent Solutions Holdings, Inc. | | | | | 205,206 | | | | | | 0.0 | | |
15,401 | | | CDK Global, Inc. | | | | | 843,513 | | | | | | 0.1 | | |
17,840 | | | CDW Corp. | | | | | 2,810,870 | | | | | | 0.2 | | |
18,053 (1) | | | Ceridian HCM Holding, Inc. | | | | | 849,935 | | | | | | 0.1 | | |
19,959 (1) | | | Ciena Corp. | | | | | 912,126 | | | | | | 0.1 | | |
7,520 (1) | | | Cirrus Logic, Inc. | | | | | 545,501 | | | | | | 0.0 | | |
16,660 | | | Citrix Systems, Inc. | | | | | 1,618,852 | | | | | | 0.1 | | |
36,865 (1)(2) | | | Cloudflare, Inc. | | | | | 1,612,844 | | | | | | 0.1 | | |
22,998 | | | Cognex Corp. | | | | | 977,875 | | | | | | 0.1 | | |
Voya Russell™ Mid Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
3,242 (1) | | | Coherent, Inc. | | | | $ | 863,085 | | | | | | 0.1 | | |
5,665 | | | Concentrix Corp. | | | | | 768,401 | | | | | | 0.1 | | |
16,383 (1)(2) | | | Confluent, Inc. | | | | | 380,741 | | | | | | 0.0 | | |
99,629 | | | Corning, Inc. | | | | | 3,139,310 | | | | | | 0.3 | | |
10,015 (1) | | | Coupa Software, Inc. | | | | | 571,857 | | | | | | 0.0 | | |
27,742 (1) | | | Crowdstrike Holdings, Inc. | | | | | 4,676,192 | | | | | | 0.4 | | |
34,101 (1) | | | Datadog, Inc. | | | | | 3,247,779 | | | | | | 0.3 | | |
35,284 | | | Dell Technologies, Inc. | | | | | 1,630,474 | | | | | | 0.1 | | |
25,951 (1) | | | DocuSign, Inc. | | | | | 1,489,068 | | | | | | 0.1 | | |
8,470 | | | Dolby Laboratories, Inc. | | | | | 606,113 | | | | | | 0.0 | | |
7,853 (1)(2) | | | DoubleVerify Holdings, Inc. | | | | | 178,028 | | | | | | 0.0 | | |
36,975 (1) | | | Dropbox, Inc. | | | | | 776,105 | | | | | | 0.1 | | |
32,271 (1) | | | DXC Technology Co. | | | | | 978,134 | | | | | | 0.1 | | |
26,238 (1) | | | Dynatrace, Inc. | | | | | 1,034,827 | | | | | | 0.1 | | |
10,077 (1) | | | Elastic NV | | | | | 681,911 | | | | | | 0.1 | | |
17,269 (1) | | | Enphase Energy, Inc. | | | | | 3,371,600 | | | | | | 0.3 | | |
17,892 | | | Entegris, Inc. | | | | | 1,648,390 | | | | | | 0.1 | | |
7,240 (1) | | | EPAM Systems, Inc. | | | | | 2,134,207 | | | | | | 0.2 | | |
6,351 (1) | | | Euronet Worldwide, Inc. | | | | | 638,847 | | | | | | 0.1 | | |
7,974 (1) | | | F5, Inc. | | | | | 1,220,341 | | | | | | 0.1 | | |
3,326 (1) | | | Fair Isaac Corp. | | | | | 1,333,393 | | | | | | 0.1 | | |
14,014 (1) | | | First Solar, Inc. | | | | | 954,774 | | | | | | 0.1 | | |
9,075 (1) | | | Five9, Inc. | | | | | 827,096 | | | | | | 0.1 | | |
9,927 (1) | | | FleetCor Technologies, Inc. | | | | | 2,085,762 | | | | | | 0.2 | | |
86,534 (1) | | | Fortinet, Inc. | | | | | 4,896,094 | | | | | | 0.4 | | |
10,311 (1) | | | Gartner, Inc. | | | | | 2,493,509 | | | | | | 0.2 | | |
23,814 | | | Genpact Ltd. | | | | | 1,008,761 | | | | | | 0.1 | | |
36,868 | | | Global Payments, Inc. | | | | | 4,079,076 | | | | | | 0.3 | | |
8,242 (1)(2) | | | GLOBALFOUNDRIES, Inc. | | | | | 332,482 | | | | | | 0.0 | | |
5,370 (1) | | | Globant SA | | | | | 934,380 | | | | | | 0.1 | | |
21,354 (1) | | | GoDaddy, Inc. | | | | | 1,485,384 | | | | | | 0.1 | | |
11,032 (1)(2) | | | Guidewire Software, Inc. | | | | | 783,162 | | | | | | 0.1 | | |
171,367 | | | Hewlett Packard Enterprise Co. | | | | | 2,272,326 | | | | | | 0.2 | | |
139,063 | | | HP, Inc. | | | | | 4,558,485 | | | | | | 0.4 | | |
6,007 (1) | | | HubSpot, Inc. | | | | | 1,806,005 | | | | | | 0.1 | | |
13,876 (1)(2) | | | II-VI, Inc. | | | | | 706,982 | | | | | | 0.1 | | |
4,497 (1)(2) | | | Informatica, Inc. | | | | | 93,403 | | | | | | 0.0 | | |
4,580 (1) | | | IPG Photonics Corp. | | | | | 431,115 | | | | | | 0.0 | | |
18,185 | | | Jabil, Inc. | | | | | 931,254 | | | | | | 0.1 | | |
9,574 | | | Jack Henry & Associates, Inc. | | | | | 1,723,511 | | | | | | 0.1 | | |
8,602 (1)(2) | | | Jamf Holding Corp. | | | | | 213,072 | | | | | | 0.0 | | |
42,157 | | | Juniper Networks, Inc. | | | | | 1,201,475 | | | | | | 0.1 | | |
23,916 (1) | | | Keysight Technologies, Inc. | | | | | 3,296,821 | | | | | | 0.3 | | |
23,773 (1) | | | Kyndryl Holdings, Inc. | | | | | 232,500 | | | | | | 0.0 | | |
17,901 (1) | | | Lattice Semiconductor Corp. | | | | | 868,199 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
3,189 | | | Littelfuse, Inc. | | | | $ | 810,134 | | | | | | 0.1 | | |
9,094 (1)(2) | | | Lumentum Holdings, Inc. | | | | | 722,245 | | | | | | 0.1 | | |
30,295 (1) | | | Mandiant, Inc. | | | | | 661,037 | | | | | | 0.1 | | |
8,279 (1) | | | Manhattan Associates, Inc. | | | | | 948,773 | | | | | | 0.1 | | |
71,003 | | | Microchip Technology, Inc. | | | | | 4,123,854 | | | | | | 0.3 | | |
7,321 | | | MKS Instruments, Inc. | | | | | 751,354 | | | | | | 0.1 | | |
8,292 (1) | | | MongoDB, Inc. | | | | | 2,151,774 | | | | | | 0.2 | | |
5,987 | | | Monolithic Power Systems, Inc. | | | | | 2,299,247 | | | | | | 0.2 | | |
21,727 | | | Motorola Solutions, Inc. | | | | | 4,553,979 | | | | | | 0.4 | | |
17,249 | | | National Instruments Corp. | | | | | 538,686 | | | | | | 0.0 | | |
7,547 (1)(2) | | | nCino, Inc. | | | | | 233,353 | | | | | | 0.0 | | |
16,768 (1) | | | NCR Corp. | | | | | 521,652 | | | | | | 0.0 | | |
29,352 | | | NetApp, Inc. | | | | | 1,914,924 | | | | | | 0.2 | | |
6,806 (1) | | | New Relic, Inc. | | | | | 340,640 | | | | | | 0.0 | | |
73,938 | | | NortonLifeLock, Inc. | | | | | 1,623,678 | | | | | | 0.1 | | |
27,774 (1) | | | Nutanix, Inc. | | | | | 406,334 | | | | | | 0.0 | | |
16,383 (1) | | | Okta, Inc. | | | | | 1,481,023 | | | | | | 0.1 | | |
57,247 (1) | | | ON Semiconductor Corp. | | | | | 2,880,097 | | | | | | 0.2 | | |
238,646 (1)(2) | | | Palantir Technologies, Inc. | | | | | 2,164,519 | | | | | | 0.2 | | |
42,565 | | | Paychex, Inc. | | | | | 4,846,877 | | | | | | 0.4 | | |
6,754 (1) | | | Paycom Software, Inc. | | | | | 1,891,930 | | | | | | 0.2 | | |
6,335 (1)(2) | | | Paycor HCM, Inc. | | | | | 164,710 | | | | | | 0.0 | | |
5,237 (1) | | | Paylocity Holding Corp. | | | | | 913,438 | | | | | | 0.1 | | |
5,486 (2) | | | Pegasystems, Inc. | | | | | 262,450 | | | | | | 0.0 | | |
9,213 (1)(2) | | | Procore Technologies, Inc. | | | | | 418,178 | | | | | | 0.0 | | |
13,895 (1) | | | PTC, Inc. | | | | | 1,477,594 | | | | | | 0.1 | | |
36,697 (1) | | | Pure Storage, Inc. - Class A | | | | | 943,480 | | | | | | 0.1 | | |
14,266 (1) | | | Qorvo, Inc. | | | | | 1,345,569 | | | | | | 0.1 | | |
10,992 (1) | | | RingCentral, Inc. | | | | | 574,442 | | | | | | 0.0 | | |
22,614 (1)(2) | | | SentinelOne, Inc. | | | | | 527,585 | | | | | | 0.0 | | |
6,988 (1)(2) | | | Shift4 Payments, Inc. | | | | | 231,023 | | | | | | 0.0 | | |
21,217 | | | Skyworks Solutions, Inc. | | | | | 1,965,543 | | | | | | 0.2 | | |
16,341 (1) | | | Smartsheet, Inc. | | | | | 513,598 | | | | | | 0.0 | | |
21,234 (1) | | | Splunk, Inc. | | | | | 1,878,360 | | | | | | 0.2 | | |
29,439 | | | SS&C Technologies Holdings, Inc. | | | | | 1,709,523 | | | | | | 0.1 | | |
19,072 | | | Switch, Inc. | | | | | 638,912 | | | | | | 0.1 | | |
20,119 (1) | | | Synopsys, Inc. | | | | | 6,110,140 | | | | | | 0.5 | | |
5,598 | | | TD SYNNEX Corp. | | | | | 509,978 | | | | | | 0.0 | | |
6,110 (1) | | | Teledyne Technologies, Inc. | | | | | 2,291,922 | | | | | | 0.2 | | |
13,748 (1) | | | Teradata Corp. | | | | | 508,813 | | | | | | 0.0 | | |
21,112 | | | Teradyne, Inc. | | | | | 1,890,580 | | | | | | 0.2 | | |
11,230 (1)(2) | | | Thoughtworks Holding, Inc. | | | | | 158,455 | | | | | | 0.0 | | |
29,821 (1) | | | Toast, Inc. | | | | | 385,884 | | | | | | 0.0 | | |
Voya Russell™ Mid Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
57,901 (1) | | | Trade Desk, Inc./The | | | | $ | 2,425,473 | | | | | | 0.2 | | |
32,943 (1) | | | Trimble, Inc. | | | | | 1,918,271 | | | | | | 0.2 | | |
22,630 (1)(2) | | | Twilio, Inc. | | | | | 1,896,620 | | | | | | 0.2 | | |
5,416 (1) | | | Tyler Technologies, Inc. | | | | | 1,800,712 | | | | | | 0.1 | | |
788 (2) | | | Ubiquiti, Inc. | | | | | 195,589 | | | | | | 0.0 | | |
49,221 (1)(2) | | | UiPath, Inc. | | | | | 895,330 | | | | | | 0.1 | | |
27,478 (1)(2) | | | Unity Software, Inc. | | | | | 1,011,740 | | | | | | 0.1 | | |
5,730 | | | Universal Display Corp. | | | | | 579,532 | | | | | | 0.0 | | |
12,649 (1) | | | VeriSign, Inc. | | | | | 2,116,557 | | | | | | 0.2 | | |
9,487 (1)(2) | | | Viasat, Inc. | | | | | 290,587 | | | | | | 0.0 | | |
21,227 | | | Vontier Corp. | | | | | 488,009 | | | | | | 0.0 | | |
41,355 (1) | | | Western Digital Corp. | | | | | 1,853,945 | | | | | | 0.1 | | |
50,756 (2) | | | Western Union Co. | | | | | 835,951 | | | | | | 0.1 | | |
5,925 (1) | | | WEX, Inc. | | | | | 921,693 | | | | | | 0.1 | | |
7,171 (1) | | | Wix.com Ltd. | | | | | 470,059 | | | | | | 0.0 | | |
15,243 (1)(2) | | | Wolfspeed, Inc. | | | | | 967,168 | | | | | | 0.1 | | |
6,903 (1) | | | Zebra Technologies Corp. | | | | | 2,029,137 | | | | | | 0.2 | | |
16,035 (1)(2) | | | Zendesk, Inc. | | | | | 1,187,712 | | | | | | 0.1 | | |
33,321 (1)(2) | | | Zoom Video Communications, Inc. | | | | | 3,597,668 | | | | | | 0.3 | | |
10,980 (1) | | | Zscaler, Inc. | | | | | 1,641,620 | | | | | | 0.1 | | |
| | | | | | | | 198,484,977 | | | | | | 16.3 | | |
| | | Materials: 6.2% | | ||||||||||||
15,443 | | | Albemarle Corp. | | | | | 3,227,278 | | | | | | 0.3 | | |
24,311 | | | Alcoa Corp. | | | | | 1,108,095 | | | | | | 0.1 | | |
197,896 (2) | | | Amcor PLC | | | | | 2,459,847 | | | | | | 0.2 | | |
8,637 | | | Aptargroup, Inc. | | | | | 891,425 | | | | | | 0.1 | | |
19,671 | | | Ardagh Metal Packaging SA | | | | | 119,993 | | | | | | 0.0 | | |
6,681 | | | Ashland Global Holdings, Inc. | | | | | 688,477 | | | | | | 0.1 | | |
10,741 | | | Avery Dennison Corp. | | | | | 1,738,646 | | | | | | 0.1 | | |
29,125 (1) | | | Axalta Coating Systems Ltd. | | | | | 643,954 | | | | | | 0.1 | | |
41,397 | | | Ball Corp. | | | | | 2,846,872 | | | | | | 0.2 | | |
17,203 (1) | | | Berry Global Group, Inc. | | | | | 939,972 | | | | | | 0.1 | | |
14,287 | | | Celanese Corp. - Series A | | | | | 1,680,294 | | | | | | 0.1 | | |
27,465 | | | CF Industries Holdings, Inc. | | | | | 2,354,574 | | | | | | 0.2 | | |
20,361 | | | Chemours Co. | | | | | 651,959 | | | | | | 0.1 | | |
68,378 (1) | | | Cleveland-Cliffs, Inc. | | | | | 1,050,970 | | | | | | 0.1 | | |
95,621 | | | Corteva, Inc. | | | | | 5,176,921 | | | | | | 0.4 | | |
15,562 | | | Crown Holdings, Inc. | | | | | 1,434,350 | | | | | | 0.1 | | |
67,182 | | | DuPont de Nemours, Inc. | | | | | 3,733,976 | | | | | | 0.3 | | |
5,202 | | | Eagle Materials, Inc. | | | | | 571,908 | | | | | | 0.1 | | |
16,946 | | | Eastman Chemical Co. | | | | | 1,521,242 | | | | | | 0.1 | | |
30,445 | | | Element Solutions, Inc. | | | | | 541,921 | | | | | | 0.0 | | |
16,617 | | | FMC Corp. | | | | | 1,778,185 | | | | | | 0.1 | | |
108,251 (1)(2) | | | Ginkgo Bioworks Holdings, Inc. | | | | | 257,637 | | | | | | 0.0 | | |
40,343 | | | Graphic Packaging Holding Co. | | | | | 827,032 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Materials (continued) | | ||||||||||||
26,263 | | | Huntsman Corp. | | | | $ | 744,556 | | | | | | 0.1 | | |
33,628 | | | International Flavors & Fragrances, Inc. | | | | | 4,005,767 | | | | | | 0.3 | | |
48,828 | | | International Paper Co. | | | | | 2,042,475 | | | | | | 0.2 | | |
10,738 | | | Louisiana-Pacific Corp. | | | | | 562,779 | | | | | | 0.1 | | |
33,907 | | | LyondellBasell Industries NV - Class A | | | | | 2,965,506 | | | | | | 0.2 | | |
8,205 | | | Martin Marietta Materials, Inc. | | | | | 2,455,264 | | | | | | 0.2 | | |
47,702 | | | Mosaic Co. | | | | | 2,252,965 | | | | | | 0.2 | | |
11,968 (1)(2) | | | MP Materials Corp. | | | | | 383,933 | | | | | | 0.0 | | |
799 | | | NewMarket Corp. | | | | | 240,467 | | | | | | 0.0 | | |
35,081 | | | Nucor Corp. | | | | | 3,662,807 | | | | | | 0.3 | | |
18,456 | | | Olin Corp. | | | | | 854,144 | | | | | | 0.1 | | |
12,190 | | | Packaging Corp. of America | | | | | 1,676,125 | | | | | | 0.1 | | |
31,094 | | | PPG Industries, Inc. | | | | | 3,555,288 | | | | | | 0.3 | | |
8,131 | | | Reliance Steel & Aluminum Co. | | | | | 1,381,132 | | | | | | 0.1 | | |
8,645 | | | Royal Gold, Inc. | | | | | 923,113 | | | | | | 0.1 | | |
16,836 (2) | | | RPM International, Inc. | | | | | 1,325,330 | | | | | | 0.1 | | |
5,324 (2) | | | Scotts Miracle-Gro Co. | | | | | 420,543 | | | | | | 0.0 | | |
19,227 | | | Sealed Air Corp. | | | | | 1,109,782 | | | | | | 0.1 | | |
11,092 | | | Silgan Holdings, Inc. | | | | | 458,654 | | | | | | 0.0 | | |
12,836 | | | Sonoco Products Co. | | | | | 732,165 | | | | | | 0.1 | | |
27,965 | | | SSR Mining, Inc. | | | | | 467,016 | | | | | | 0.0 | | |
23,604 | | | Steel Dynamics, Inc. | | | | | 1,561,405 | | | | | | 0.1 | | |
34,065 (2) | | | United States Steel Corp. | | | | | 610,104 | | | | | | 0.1 | | |
23,631 | | | Valvoline, Inc. | | | | | 681,282 | | | | | | 0.1 | | |
17,468 | | | Vulcan Materials Co. | | | | | 2,482,203 | | | | | | 0.2 | | |
4,353 (2) | | | Westlake Corp. | | | | | 426,681 | | | | | | 0.0 | | |
33,434 | | | WestRock Co. | | | | | 1,332,011 | | | | | | 0.1 | | |
| | | | | | | | 75,559,025 | | | | | | 6.2 | | |
| | | Real Estate: 8.5% | | ||||||||||||
21,374 | | | Alexandria Real Estate Equities, Inc. | | | | | 3,099,871 | | | | | | 0.3 | | |
18,271 | | | American Campus Communities, Inc. | | | | | 1,177,931 | | | | | | 0.1 | | |
40,011 | | | American Homes 4 Rent | | | | | 1,417,990 | | | | | | 0.1 | | |
35,456 (2) | | | Americold Realty Trust, Inc. | | | | | 1,065,098 | | | | | | 0.1 | | |
20,692 | | | Apartment Income REIT Corp. | | | | | 860,787 | | | | | | 0.1 | | |
18,429 | | | AvalonBay Communities, Inc. | | | | | 3,579,833 | | | | | | 0.3 | | |
20,675 | | | Boston Properties, Inc. | | | | | 1,839,662 | | | | | | 0.1 | | |
39,345 | | | Brixmor Property Group, Inc. | | | | | 795,162 | | | | | | 0.1 | | |
13,676 | | | Camden Property Trust | | | | | 1,839,148 | | | | | | 0.1 | | |
43,527 (1) | | | CBRE Group, Inc. | | | | | 3,204,022 | | | | | | 0.3 | | |
19,571 | | | Cousins Properties, Inc. | | | | | 572,060 | | | | | | 0.0 | | |
29,319 | | | CubeSmart | | | | | 1,252,508 | | | | | | 0.1 | | |
22,371 (2) | | | Douglas Emmett, Inc. | | | | | 500,663 | | | | | | 0.0 | | |
Voya Russell™ Mid Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Real Estate (continued) | | ||||||||||||
50,601 | | | Duke Realty Corp. | | | | $ | 2,780,525 | | | | | | 0.2 | | |
5,426 | | | EastGroup Properties, Inc. | | | | | 837,395 | | | | | | 0.1 | | |
9,765 | | | EPR Properties | | | | | 458,271 | | | | | | 0.0 | | |
23,429 | | | Equity Lifestyle Properties, Inc. | | | | | 1,651,042 | | | | | | 0.1 | | |
48,863 | | | Equity Residential | | | | | 3,528,886 | | | | | | 0.3 | | |
8,574 | | | Essex Property Trust, Inc. | | | | | 2,242,187 | | | | | | 0.2 | | |
17,481 | | | Extra Space Storage, Inc. | | | | | 2,973,868 | | | | | | 0.2 | | |
10,394 | | | Federal Realty OP L.P. | | | | | 995,122 | | | | | | 0.1 | | |
17,303 | | | First Industrial Realty Trust, Inc. | | | | | 821,546 | | | | | | 0.1 | | |
31,342 | | | Gaming and Leisure Properties, Inc. | | | | | 1,437,344 | | | | | | 0.1 | | |
30,156 | | | Healthcare Trust of America, Inc. | | | | | 841,654 | | | | | | 0.1 | | |
71,141 | | | Healthpeak Properties, Inc. | | | | | 1,843,263 | | | | | | 0.2 | | |
13,820 | | | Highwoods Properties, Inc. | | | | | 472,506 | | | | | | 0.0 | | |
93,390 (2) | | | Host Hotels & Resorts, Inc. | | | | | 1,464,355 | | | | | | 0.1 | | |
5,080 (1)(2) | | | Howard Hughes Corp. | | | | | 345,694 | | | | | | 0.0 | | |
18,527 | | | Hudson Pacific Properties, Inc. | | | | | 274,941 | | | | | | 0.0 | | |
80,294 | | | Invitation Homes, Inc. | | | | | 2,856,861 | | | | | | 0.2 | | |
38,083 (2) | | | Iron Mountain, Inc. | | | | | 1,854,261 | | | | | | 0.2 | | |
15,220 | | | JBG SMITH Properties | | | | | 359,801 | | | | | | 0.0 | | |
6,519 (1) | | | Jones Lang LaSalle, Inc. | | | | | 1,139,912 | | | | | | 0.1 | | |
15,331 | | | Kilroy Realty Corp. | | | | | 802,271 | | | | | | 0.1 | | |
79,680 | | | Kimco Realty Corp. | | | | | 1,575,274 | | | | | | 0.1 | | |
11,405 | | | Lamar Advertising Co. | | | | | 1,003,298 | | | | | | 0.1 | | |
11,098 | | | Life Storage, Inc. | | | | | 1,239,203 | | | | | | 0.1 | | |
78,343 (2) | | | Medical Properties Trust, Inc. | | | | | 1,196,298 | | | | | | 0.1 | | |
15,147 | | | Mid-America Apartment Communities, Inc. | | | | | 2,645,726 | | | | | | 0.2 | | |
23,143 | | | National Retail Properties, Inc. | | | | | 995,149 | | | | | | 0.1 | | |
11,198 | | | National Storage Affiliates Trust | | | | | 560,684 | | | | | | 0.0 | | |
31,001 (2) | | | Omega Healthcare Investors, Inc. | | | | | 873,918 | | | | | | 0.1 | | |
61,304 (1)(2) | | | Opendoor Technologies, Inc. | | | | | 288,742 | | | | | | 0.0 | | |
30,515 | | | Park Hotels & Resorts, Inc. | | | | | 414,089 | | | | | | 0.0 | | |
19,115 | | | Rayonier, Inc. | | | | | 714,519 | | | | | | 0.1 | | |
79,441 (2) | | | Realty Income Corp. | | | | | 5,422,643 | | | | | | 0.4 | | |
22,612 | | | Regency Centers Corp. | | | | | 1,341,118 | | | | | | 0.1 | | |
21,612 | | | Rexford Industrial Realty, Inc. | | | | | 1,244,635 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Real Estate (continued) | | ||||||||||||
14,071 | | | SBA Communications Corp. | | | | $ | 4,503,424 | | | | | | 0.4 | | |
43,044 | | | Simon Property Group, Inc. | | | | | 4,085,736 | | | | | | 0.3 | | |
8,297 | | | SL Green Realty Corp. | | | | | 382,907 | | | | | | 0.0 | | |
17,653 | | | Spirit Realty Capital, Inc. | | | | | 666,930 | | | | | | 0.1 | | |
33,513 | | | STORE Capital Corp. | | | | | 874,019 | | | | | | 0.1 | | |
15,828 (2) | | | Sun Communities, Inc. | | | | | 2,522,350 | | | | | | 0.2 | | |
41,856 | | | UDR, Inc. | | | | | 1,927,050 | | | | | | 0.2 | | |
52,675 | | | Ventas, Inc. | | | | | 2,709,075 | | | | | | 0.2 | | |
126,927 (2) | | | VICI Properties, Inc. | | | | | 3,781,155 | | | | | | 0.3 | | |
23,275 | | | Vornado Realty Trust | | | | | 665,432 | | | | | | 0.1 | | |
59,972 | | | Welltower, Inc. | | | | | 4,938,694 | | | | | | 0.4 | | |
17,143 (1)(2) | | | WeWork, Inc. | | | | | 86,058 | | | | | | 0.0 | | |
98,227 | | | Weyerhaeuser Co. | | | | | 3,253,278 | | | | | | 0.3 | | |
24,939 (2) | | | WP Carey, Inc. | | | | | 2,066,446 | | | | | | 0.2 | | |
7,678 (1) | | | Zillow Group, Inc. - Class A | | | | | 244,237 | | | | | | 0.0 | | |
21,623 (1)(2) | | | Zillow Group, Inc. - Class C | | | | | 686,530 | | | | | | 0.1 | | |
| | | | | | | | 104,095,057 | | | | | | 8.5 | | |
| | | Utilities: 5.9% | | ||||||||||||
88,021 | | | AES Corp. | | | | | 1,849,321 | | | | | | 0.1 | | |
33,071 | | | Alliant Energy Corp. | | | | | 1,938,291 | | | | | | 0.2 | | |
33,961 | | | Ameren Corp. | | | | | 3,068,716 | | | | | | 0.3 | | |
24,008 | | | American Water Works Co., Inc. | | | | | 3,571,670 | | | | | | 0.3 | | |
18,206 (2) | | | Atmos Energy Corp. | | | | | 2,040,893 | | | | | | 0.2 | | |
9,349 (2) | | | Avangrid, Inc. | | | | | 431,176 | | | | | | 0.0 | | |
16,844 | | | Brookfield Renewable Corp. | | | | | 599,815 | | | | | | 0.0 | | |
83,138 | | | Centerpoint Energy, Inc. | | | | | 2,459,222 | | | | | | 0.2 | | |
38,201 | | | CMS Energy Corp. | | | | | 2,578,567 | | | | | | 0.2 | | |
46,830 | | | Consolidated Edison, Inc. | | | | | 4,453,533 | | | | | | 0.4 | | |
43,090 | | | Constellation Energy Corp. | | | | | 2,467,333 | | | | | | 0.2 | | |
25,455 | | | DTE Energy Co. | | | | | 3,226,421 | | | | | | 0.3 | | |
49,612 | | | Edison International | | | | | 3,137,463 | | | | | | 0.3 | | |
26,787 | | | Entergy Corp. | | | | | 3,017,288 | | | | | | 0.2 | | |
30,527 | | | Essential Utilities, Inc. | | | | | 1,399,663 | | | | | | 0.1 | | |
29,329 | | | Evergy, Inc. | | | | | 1,913,717 | | | | | | 0.2 | | |
45,474 | | | Eversource Energy | | | | | 3,841,189 | | | | | | 0.3 | | |
71,652 | | | FirstEnergy Corp. | | | | | 2,750,720 | | | | | | 0.2 | | |
14,178 | | | Hawaiian Electric Industries | | | | | 579,880 | | | | | | 0.0 | | |
6,639 | | | Idacorp, Inc. | | | | | 703,203 | | | | | | 0.1 | | |
11,561 (2) | | | National Fuel Gas Co. | | | | | 763,604 | | | | | | 0.1 | | |
53,568 | | | NiSource, Inc. | | | | | 1,579,720 | | | | | | 0.1 | | |
31,129 | | | NRG Energy, Inc. | | | | | 1,188,194 | | | | | | 0.1 | | |
26,341 | | | OGE Energy Corp. | | | | | 1,015,709 | | | | | | 0.1 | | |
204,671 (1)(2) | | | PG&E Corp. | | | | | 2,042,617 | | | | | | 0.2 | | |
Voya Russell™ Mid Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
14,892 | | | Pinnacle West Capital Corp. | | | | $ | 1,088,903 | | | | | | 0.1 | | |
97,243 | | | PPL Corp. | | | | | 2,638,203 | | | | | | 0.2 | | |
65,706 | | | Public Service Enterprise Group, Inc. | | | | | 4,157,876 | | | | | | 0.3 | | |
27,616 | | | UGI Corp. | | | | | 1,066,254 | | | | | | 0.1 | | |
56,237 | | | Vistra Corp. | | | | | 1,285,015 | | | | | | 0.1 | | |
41,643 | | | WEC Energy Group, Inc. | | | | | 4,190,952 | | | | | | 0.3 | | |
71,967 | | | Xcel Energy, Inc. | | | | | 5,092,385 | | | | | | 0.4 | | |
| | | | | | | | 72,137,513 | | | | | | 5.9 | | |
| | | Total Common Stock (Cost $688,217,782) | | | | | 1,208,463,791 | | | | | | 99.2 | | |
EXCHANGE-TRADED FUNDS: 0.4% | | |||||||||||||||
62,640 | | | iShares Russell Midcap Index Fund | | | | | 4,050,303 | | | | | | 0.4 | | |
| | | Total Exchange-Traded Funds (Cost $4,246,231) | | | | | 4,050,303 | | | | | | 0.4 | | |
| | | Total Long-Term Investments (Cost $692,464,013) | | | | | 1,212,514,094 | | | | | | 99.6 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 10.6% | | |||||||||||||||
| | | Commercial Paper: 0.2% | | ||||||||||||
2,972,000 (4) | | | Liberty Street Funding LLC, 1.550%, 07/01/2022 (Cost $2,971,872) | | | | | 2,971,872 | | | | | | 0.2 | | |
| | | | | ||||||||||||
| | | Floating Rate Notes: 1.7% | | ||||||||||||
800,000 (4) | | | ANZ Bank, 1.660%, 08/18/2022 | | | | | 799,877 | | | | | | 0.0 | | |
925,000 (4) | | | Bank of America N.A., 1.620%, 07/06/2022 | | | | | 924,996 | | | | | | 0.1 | | |
475,000 (4) | | | Bank of Nova Scotia, 1.680%, 07/18/2022 | | | | | 475,003 | | | | | | 0.0 | | |
950,000 (4) | | | Bayeriche Landesbank of New York, 1.710%, 07/27/2022 | | | | | 950,005 | | | | | | 0.1 | | |
850,000 (4) | | | Commonwealth Bank of Australia, 1.690%, 09/01/2022 | | | | | 849,791 | | | | | | 0.1 | | |
925,000 (4) | | | Cooperatieve Rabobank U.A./New York, 1.640%, 07/11/2022 | | | | | 925,015 | | | | | | 0.1 | | |
950,000 (4) | | | Cooperatieve Rabobank U.A./New York, 1.650%, 08/03/2022 | | | | | 949,947 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Floating Rate Notes (continued) | | ||||||||||||
475,000 (4) | | | Cooperatieve Rabobank U.A./New York, 1.660%, 08/16/2022 | | | | $ | 474,940 | | | | | | 0.0 | | |
850,000 (4) | | | Credit Agricole, 1.650%, 08/04/2022 | | | | | 850,006 | | | | | | 0.1 | | |
975,000 (4) | | | Credit Industriel et Commercial, 1.640%, 07/05/2022 | | | | | 975,013 | | | | | | 0.1 | | |
875,000 (4) | | | Credit Industriel et Commercial, 1.650%, 07/07/2022 | | | | | 875,015 | | | | | | 0.1 | | |
875,000 (4) | | | Credit Suisse AG, 1.670%, 07/19/2022 | | | | | 875,037 | | | | | | 0.1 | | |
800,000 (4) | | | Mitsubishi UFJ Trust and Banking Corp., 1.700%, 07/26/2022 | | | | | 799,986 | | | | | | 0.0 | | |
800,000 (4) | | | National Australia Bank Ltd., 1.640%, 08/08/2022 | | | | | 799,930 | | | | | | 0.0 | | |
975,000 (4) | | | National Bank of Canada, 1.670%, 08/09/2022 | | | | | 974,935 | | | | | | 0.1 | | |
900,000 (4) | | | Natixis SA, 1.630%, 07/11/2022 | | | | | 900,012 | | | | | | 0.1 | | |
875,000 (4) | | | Royal Bank of Canada, 1.660%, 08/16/2022 | | | | | 874,882 | | | | | | 0.1 | | |
275,000 (4) | | | Royal Bank of Canada, 1.690%, 08/23/2022 | | | | | 274,955 | | | | | | 0.0 | | |
900,000 (4) | | | Skandinaviska Enskilda Banken AB, 1.650%, 07/20/2022 | | | | | 899,986 | | | | | | 0.1 | | |
975,000 (4) | | | Societe Generale, 1.670%, 08/08/2022 | | | | | 975,099 | | | | | | 0.1 | | |
500,000 (4) | | | Societe Generale, 1.710%, 08/31/2022 | | | | | 500,046 | | | | | | 0.0 | | |
900,000 (4) | | | Svenska Handelsbanken AB, 1.640%, 07/11/2022 | | | | | 900,012 | | | | | | 0.1 | | |
350,000 (4) | | | Svenska Handelsbanken AB, 1.670%, 07/29/2022 | | | | | 349,989 | | | | | | 0.0 | | |
950,000 (4) | | | Toronto-Dominion Bank, 1.650%, 07/25/2022 | | | | | 949,978 | | | | | | 0.1 | | |
300,000 (4) | | | Toronto-Dominion Bank, 1.660%, 08/19/2022 | | | | | 299,969 | | | | | | 0.0 | | |
1,000,000 (4) | | | Westpac Banking Corp., 1.650%, 08/02/2022 | | | | | 999,952 | | | | | | 0.1 | | |
| | | Total Floating Rate Notes (Cost $20,424,376) | | | | | 20,424,376 | | | | | | 1.7 | | |
| | | | |
Voya Russell™ Mid Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements: 6.3% | | ||||||||||||
15,898,461 (4) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $15,899,136, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 9.000%, Market Value plus accrued interest $16,216,430, due 08/01/22-01/20/68) | | | | $ | 15,898,461 | | | | | | 1.3 | | |
2,756,142 (4) | | | CF Secured LLC, Repurchase Agreement dated 06/30/22, 1.48%, due 07/01/22 (Repurchase Amount $2,756,254, collateralized by various U.S. Government Securities, 0.000%-4.250%, Market Value plus accrued interest $2,811,265, due 09/15/22-05/15/52) | | | | | 2,756,142 | | | | | | 0.2 | | |
8,886,399 (4) | | | Citadel Securities LLC, Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $8,886,776, collateralized by various U.S. Government Securities, 0.000%-7.250%, Market Value plus accrued interest $9,064,587, due 07/21/22-05/15/52) | | | | | 8,886,399 | | | | | | 0.7 | | |
4,833,296 (4) | | | Industrial & Comm. Bank of China, Repurchase Agreement dated 06/30/22, 1.50%, due 07/01/22 (Repurchase Amount $4,833,495, collateralized by various U.S. Government Securities, 0.000%- 3.250%, Market Value plus accrued interest $4,929,962, due 12/29/22-06/30/27) | | | | | 4,833,296 | | | | | | 0.4 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
5,445,333 (4) | | | Mirae Asset Securities USA Inc., Repurchase Agreement dated 06/30/22, 1.59%, due 07/01/22 (Repurchase Amount $5,445,570, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.550%- 8.250%, Market Value plus accrued interest $5,554,485, due 08/01/22-02/20/72) | | | | $ | 5,445,333 | | | | | | 0.4 | | |
28,816,874 (4) | | | National Bank Financial, Repurchase Agreement dated 06/30/22, 1.59%, due 07/01/22 (Repurchase Amount $28,818,129, collateralized by various U.S. Government Securities, 0.000%- 2.750%, Market Value plus accrued interest $29,393,233, due 07/01/22-09/09/49) | | | | | 28,816,874 | | | | | | 2.4 | | |
10,415,856 (4) | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $10,416,298, collateralized by various U.S. Government Securities, 0.125%- 3.875%, Market Value plus accrued interest $10,624,189, due 01/15/25-02/15/51) | | | | | 10,415,856 | | | | | | 0.9 | | |
| | | Total Repurchase Agreements (Cost $77,052,361) | | | | | 77,052,361 | | | | | | 6.3 | | |
| | | | | ||||||||||||
| | | Time Deposits: 1.5% | | ||||||||||||
3,100,000 (4) | | | Barclays Bank PLC, 1.590%, 07/01/2022 | | | | | 3,100,000 | | | | | | 0.3 | | |
1,520,000 (4) | | | DZ Bank AG, 1.550%, 07/01/2022 | | | | | 1,520,000 | | | | | | 0.1 | | |
Voya Russell™ Mid Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Time Deposits (continued) | | ||||||||||||
2,880,000 (4) | | | Landesbank Baden-Wurttemberg, 1.570%, 07/01/2022 | | | | $ | 2,880,000 | | | | | | 0.2 | | |
3,090,000 (4) | | | Mizuho Bank Ltd., 1.570%, 07/01/2022 | | | | | 3,090,000 | | | | | | 0.3 | | |
1,960,000 (4) | | | Royal Bank of Canada, 1.570%, 07/01/2022 | | | | | 1,960,000 | | | | | | 0.2 | | |
2,200,000 (4) | | | Skandinaviska Enskilda Banken AB, 1.560%, 07/01/2022 | | | | | 2,200,000 | | | | | | 0.2 | | |
1,640,000 (4) | | | Societe Generale, 1.550%, 07/01/2022 | | | | | 1,640,000 | | | | | | 0.1 | | |
1,830,000 (4) | | | Toronto-Dominion Bank, 1.560%, 07/01/2022 | | | | | 1,830,000 | | | | | | 0.1 | �� | |
| | | Total Time Deposits | | | | | | | | | | | | | |
| | | (Cost $18,220,000) | | | | | 18,220,000 | | | | | | 1.5 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds: 0.9% | | ||||||||||||
2,024,000 (4)(5) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.320% | | | | | 2,024,000 | | | | | | 0.2 | | |
2,300,000 (4)(5) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.380% | | | | | 2,300,000 | | | | | | 0.2 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Mutual Funds (continued) | | ||||||||||||
6,490,000 (4)(5) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 1.380% | | | | $ | 6,490,000 | | | | | | 0.5 | | |
| | | Total Mutual Funds (Cost $10,814,000) | | | | | 10,814,000 | | | | | | 0.9 | | |
| | | Total Short-Term Investments (Cost $129,482,609) | | | | | 129,482,609 | | | | | | 10.6 | | |
| | | Total Investments in Securities (Cost $821,946,622) | | | | $ | 1,341,996,703 | | | | | | 110.2 | | |
| | | Liabilities in Excess of Other Assets | | | | | (123,816,939) | | | | | | (10.2) | | |
| | | Net Assets | | | | $ | 1,218,179,764 | | | | | | 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, 2022 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 1,208,463,791 | | | | | $ | — | | | | | $ | — | | | | | $ | 1,208,463,791 | | |
Exchange-Traded Funds | | | | | 4,050,303 | | | | | | — | | | | | | — | | | | | | 4,050,303 | | |
Short-Term Investments | | | | | 10,814,000 | | | | | | 118,668,609 | | | | | | — | | | | | | 129,482,609 | | |
Total Investments, at fair value | | | | $ | 1,223,328,094 | | | | | $ | 118,668,609 | | | | | $ | — | | | | | $ | 1,341,996,703 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | $ | (322,905) | | | | | $ | — | | | | | $ | — | | | | | $ | (322,905) | | |
Total Liabilities | | | | $ | (322,905) | | | | | $ | — | | | | | $ | — | | | | | $ | (322,905) | | |
Voya Russell™ Mid Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/2021 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/2022 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Financial, Inc. | | | | $ | 1,025,948 | | | | | $ | — | | | | | $ | (56,158) | | | | | $ | (172,326) | | | | | $ | 797,464 | | | | | $ | 6,158 | | | | | $ | 70,457 | | | | | $ | — | | |
| | | | $ | 1,025,948 | | | | | $ | — | | | | | $ | (56,158) | | | | | $ | (172,326) | | | | | $ | 797,464 | | | | | $ | 6,158 | | | | | $ | 70,457 | | | | | $ | — | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P Mid 400 E-Mini | | | | | 21 | | | | | | 09/16/22 | | | | | $ | 4,762,800 | | | | | $ | (322,905) | | |
| | | | | | | | | | | | | | | | $ | 4,762,800 | | | | | $ | (322,905) | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Liability Derivatives | | | | | | | | | | |
Equity contracts | | | Variation margin payable on futures contracts* | | | | $ | 322,905 | | |
Total Liability Derivatives | | | | | | | $ | 322,905 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (512,515) | | |
Total | | | | $ | (512,515) | | |
| | | Change of Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (476,957) | | |
Total | | | | $ | (476,957) | | |
Voya Russell™ Mid Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
| Cost for federal income tax purposes was $831,717,282. | | | | | | | |
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 608,798,736 | | |
| Gross Unrealized Depreciation | | | | | (98,842,220) | | |
| Net Unrealized Appreciation | | | | $ | 509,956,516 | | |
Voya Russell™ Small Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 96.0% | | |||||||||||||||
| | | Communication Services: 2.7% | | ||||||||||||
32,681 (1)(2) | | | Advantage Solutions, Inc. | | | | $ | 124,188 | | | | | | 0.0 | | |
11,630 (1)(2) | | | AMC Networks, Inc. | | | | | 338,666 | | | | | | 0.1 | | |
4,801 (1)(2) | | | Anterix, Inc. | | | | | 197,177 | | | | | | 0.0 | | |
5,188 (2) | | | Arena Group Holdings, Inc./The | | | | | 46,692 | | | | | | 0.0 | | |
4,745 (1) | | | ATN International, Inc. | | | | | 222,588 | | | | | | 0.0 | | |
45,297 (2) | | | Audacy, Inc. | | | | | 42,679 | | | | | | 0.0 | | |
9,149 (1)(2) | | | Bandwidth, Inc. | | | | | 172,184 | | | | | | 0.0 | | |
7,345 (1)(2) | | | Boston Omaha Corp. | | | | | 151,674 | | | | | | 0.0 | | |
32,477 (1)(2) | | | Bumble, Inc. | | | | | 914,227 | | | | | | 0.1 | | |
12,630 (1)(2) | | | Cardlytics, Inc. | | | | | 281,775 | | | | | | 0.0 | | |
38,315 (2) | | | Cargurus, Inc. | | | | | 823,389 | | | | | | 0.1 | | |
27,546 (2) | | | Cars.com, Inc. | | | | | 259,759 | | | | | | 0.0 | | |
40,741 (2) | | | Charge Enterprises, Inc. | | | | | 194,335 | | | | | | 0.0 | | |
41,835 (1)(2) | | | Cinemark Holdings, Inc. | | | | | 628,362 | | | | | | 0.1 | | |
144,449 (2) | | | Clear Channel Outdoor Holdings, Inc. | | | | | 154,560 | | | | | | 0.0 | | |
16,396 | | | Cogent Communications Holdings, Inc. | | | | | 996,221 | | | | | | 0.1 | | |
29,889 (2) | | | Consolidated Communications Holdings, Inc. | | | | | 209,223 | | | | | | 0.0 | | |
7,451 (2) | | | Cumulus Media, Inc. Class-A | | | | | 57,596 | | | | | | 0.0 | | |
546 (1)(2) | | | Daily Journal Corp. | | | | | 141,305 | | | | | | 0.0 | | |
16,044 (2) | | | DHI Group, Inc. | | | | | 79,739 | | | | | | 0.0 | | |
13,592 (1)(2) | | | EchoStar Corp. | | | | | 262,326 | | | | | | 0.0 | | |
25,261 | | | Entravision Communications Corp. | | | | | 115,190 | | | | | | 0.0 | | |
30,559 (1)(2) | | | Eventbrite, Inc. | | | | | 313,841 | | | | | | 0.0 | | |
8,404 (2) | | | EverQuote, Inc. | | | | | 74,291 | | | | | | 0.0 | | |
23,291 (2) | | | EW Scripps Co. | | | | | 290,439 | | | | | | 0.0 | | |
67,318 (1)(2) | | | fuboTV, Inc. | | | | | 166,275 | | | | | | 0.0 | | |
55,136 (2) | | | Gannett Co., Inc. | | | | | 159,894 | | | | | | 0.0 | | |
255,944 (2) | | | Globalstar, Inc. | | | | | 314,811 | | | | | | 0.0 | | |
19,283 (2) | | | Gogo, Inc. | | | | | 312,192 | | | | | | 0.0 | | |
32,691 | | | Gray Television, Inc. | | | | | 552,151 | | | | | | 0.1 | | |
5,739 (2) | | | IDT Corp. | | | | | 144,336 | | | | | | 0.0 | | |
44,381 (2) | | | iHeartMedia, Inc. | | | | | 350,166 | | | | | | 0.1 | | |
19,764 (2) | | | Imax Corp. | | | | | 333,814 | | | | | | 0.0 | | |
14,346 (2) | | | Integral Ad Science Holding Corp. | | | | | 142,456 | | | | | | 0.0 | | |
47,501 (2) | | | Iridium Communications, Inc. | | | | | 1,784,138 | | | | | | 0.2 | | |
16,575 | | | John Wiley & Sons, Inc. | | | | | 791,622 | | | | | | 0.1 | | |
16,569 (2) | | | KORE Group Holdings, Inc. | | | | | 50,867 | | | | | | 0.0 | | |
68,938 (2) | | | Liberty Latin America Ltd. | | | | | 537,027 | | | | | | 0.1 | | |
7,763 (2) | | | Liberty Latin America Ltd. - Class A | | | | | 60,551 | | | | | | 0.0 | | |
18,763 (2) | | | Liberty Media Corp.- Liberty Braves C Tracking Stock | | | | | 450,312 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Communication Services (continued) | | ||||||||||||
22,657 (2) | | | Lions Gate Entertainment Corp. - Class A | | | | $ | 210,937 | | | | | | 0.0 | | |
44,389 (2) | | | Lions Gate Entertainment Corp. - Class B | | | | | 391,955 | | | | | | 0.1 | | |
9,950 (1)(2) | | | Madison Square Garden Entertainment Corp. | | | | | 523,569 | | | | | | 0.1 | | |
50,397 (2) | | | Magnite, Inc. | | | | | 447,525 | | | | | | 0.1 | | |
9,489 (1)(2) | | | Marcus Corp. | | | | | 140,152 | | | | | | 0.0 | | |
9,198 (2) | | | MediaAlpha, Inc. | | | | | 90,600 | | | | | | 0.0 | | |
9,512 (2) | | | Ooma, Inc. | | | | | 112,622 | | | | | | 0.0 | | |
15,035 (1)(2) | | | Outbrain, Inc. | | | | | 75,626 | | | | | | 0.0 | | |
30,039 (2) | | | Playstudios, Inc. | | | | | 128,567 | | | | | | 0.0 | | |
15,631 (2) | | | PubMatic, Inc. | | | | | 248,377 | | | | | | 0.0 | | |
21,024 (2) | | | QuinStreet, Inc. | | | | | 211,501 | | | | | | 0.0 | | |
27,724 (1)(2) | | | Radius Global Infrastructure, Inc. | | | | | 423,068 | | | | | | 0.1 | | |
9,328 (2) | | | Reservoir Media, Inc. | | | | | 60,819 | | | | | | 0.0 | | |
10,847 | | | Scholastic Corp. | | | | | 390,167 | | | | | | 0.1 | | |
18,293 (1) | | | Shenandoah Telecommunications Co. | | | | | 406,105 | | | | | | 0.1 | | |
16,000 (1) | | | Sinclair Broadcast Group, Inc. | | | | | 326,400 | | | | | | 0.0 | | |
116,894 (1)(2) | | | Skillz, Inc. | | | | | 144,949 | | | | | | 0.0 | | |
28,902 (1)(2) | | | Stagwell, Inc. | | | | | 156,938 | | | | | | 0.0 | | |
11,295 (2) | | | Starry Group Holdings, Inc. | | | | | 46,535 | | | | | | 0.0 | | |
10,136 (2) | | | TechTarget, Inc. | | | | | 666,138 | | | | | | 0.1 | | |
84,473 | | | TEGNA, Inc. | | | | | 1,771,399 | | | | | | 0.2 | | |
37,480 | | | Telephone & Data Systems, Inc. | | | | | 591,809 | | | | | | 0.1 | | |
9,103 (1)(2) | | | Thryv Holdings, Inc. | | | | | 203,816 | | | | | | 0.0 | | |
40,474 (2) | | | TrueCar, Inc. | | | | | 104,828 | | | | | | 0.0 | | |
5,540 (2) | | | United States Cellular Corp. | | | | | 160,438 | | | | | | 0.0 | | |
53,340 (2) | | | Vimeo, Inc. | | | | | 321,107 | | | | | | 0.0 | | |
69,816 (1)(2) | | | Vinco Ventures, Inc. | | | | | 96,346 | | | | | | 0.0 | | |
20,826 (2) | | | WideOpenWest, Inc. | | | | | 379,241 | | | | | | 0.1 | | |
26,214 (2) | | | Yelp, Inc. | | | | | 727,963 | | | | | | 0.1 | | |
16,951 (2) | | | Ziff Davis, Inc. | | | | | 1,263,358 | | | | | | 0.2 | | |
29,682 (2) | | | ZipRecruiter, Inc. | | | | | 439,887 | | | | | | 0.1 | | |
| | | | | | | | 24,505,780 | | | | | | 2.7 | | |
| | | Consumer Discretionary: 9.6% | | ||||||||||||
11,073 (1)(2) | | | 1-800-Flowers.com, Inc. | | | | | 105,304 | | | | | | 0.0 | | |
8,965 (2) | | | 1stdibs.com, Inc. | | | | | 51,011 | | | | | | 0.0 | | |
28,552 (1)(2) | | | 2U, Inc. | | | | | 298,939 | | | | | | 0.0 | | |
11,850 | | | Aaron’s Co., Inc./The | | | | | 172,418 | | | | | | 0.0 | | |
18,887 (1)(2) | | | Abercrombie & Fitch Co. - Class A | | | | | 319,568 | | | | | | 0.0 | | |
31,159 (1) | | | Academy Sports & Outdoors, Inc. | | | | | 1,107,391 | | | | | | 0.1 | | |
24,561 (2) | | | Accel Entertainment, Inc. | | | | | 260,838 | | | | | | 0.0 | | |
13,453 | | | Acushnet Holdings Corp. | | | | | 560,721 | | | | | | 0.1 | | |
Voya Russell™ Small Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Discretionary (continued) | | ||||||||||||
35,901 (2) | | | Adient plc | | | | $ | 1,063,747 | | | | | | 0.1 | | |
17,293 (2) | | | Adtalem Global Education, Inc. | | | | | 622,029 | | | | | | 0.1 | | |
35,202 (1)(2) | | | Allbirds, Inc. | | | | | 138,344 | | | | | | 0.0 | | |
43,670 (2) | | | American Axle & Manufacturing Holdings, Inc. | | | | | 328,835 | | | | | | 0.0 | | |
58,264 | | | American Eagle Outfitters, Inc. | | | | | 651,392 | | | | | | 0.1 | | |
7,808 (2) | | | American Public Education, Inc. | | | | | 126,177 | | | | | | 0.0 | | |
2,386 (2) | | | America’s Car-Mart, Inc. | | | | | 240,032 | | | | | | 0.0 | | |
35,239 (1)(2) | | | AMMO, Inc. | | | | | 135,670 | | | | | | 0.0 | | |
33,675 | | | Arko Corp. | | | | | 274,788 | | | | | | 0.0 | | |
8,421 (2) | | | Asbury Automotive Group, Inc. | | | | | 1,426,012 | | | | | | 0.2 | | |
23,270 (2) | | | Aterian, Inc. | | | | | 50,263 | | | | | | 0.0 | | |
14,580 (1)(2) | | | Bally’s Corp. | | | | | 288,392 | | | | | | 0.0 | | |
46,495 (2) | | | Beachbody Co., Inc./The | | | | | 55,794 | | | | | | 0.0 | | |
11,729 (2) | | | Beazer Homes USA, Inc. | | | | | 141,569 | | | | | | 0.0 | | |
30,972 (1)(2) | | | Bed Bath & Beyond, Inc. | | | | | 153,931 | | | | | | 0.0 | | |
7,892 (1) | | | Big 5 Sporting Goods Corp. | | | | | 88,469 | | | | | | 0.0 | | |
10,695 (1) | | | Big Lots, Inc. | | | | | 224,274 | | | | | | 0.0 | | |
8,949 (2) | | | BJ’s Restaurants, Inc. | | | | | 194,014 | | | | | | 0.0 | | |
33,507 | | | Bloomin Brands, Inc. | | | | | 556,886 | | | | | | 0.1 | | |
5,453 | | | Bluegreen Vacations Holding Corp. | | | | | 136,107 | | | | | | 0.0 | | |
11,321 (2) | | | Boot Barn Holdings, Inc. | | | | | 780,130 | | | | | | 0.1 | | |
14,644 (1)(2) | | | Bowlero Corp. | | | | | 155,080 | | | | | | 0.0 | | |
16,673 (1)(2) | | | Brinker International, Inc. | | | | | 367,306 | | | | | | 0.1 | | |
11,590 (1) | | | Buckle, Inc. | | | | | 320,927 | | | | | | 0.0 | | |
5,141 (1) | | | Build-A-Bear Workshop, Inc. | | | | | 84,415 | | | | | | 0.0 | | |
14,106 | | | Caleres, Inc. | | | | | 370,141 | | | | | | 0.1 | | |
51,996 (1)(2) | | | Callaway Golf Co. | | | | | 1,060,718 | | | | | | 0.1 | | |
14,633 (1) | | | Camping World Holdings, Inc. | | | | | 315,927 | | | | | | 0.0 | | |
41,524 (1)(2) | | | Canoo, Inc. | | | | | 76,819 | | | | | | 0.0 | | |
20,149 (1)(2) | | | CarParts.com, Inc. | | | | | 139,834 | | | | | | 0.0 | | |
5,618 | | | Carriage Services, Inc. | | | | | 222,754 | | | | | | 0.0 | | |
7,981 | | | Cato Corp. | | | | | 92,659 | | | | | | 0.0 | | |
3,556 (2) | | | Cavco Industries, Inc. | | | | | 696,940 | | | | | | 0.1 | | |
69,829 (1)(2) | | | Cenntro Electric Group Ltd. | | | | | 105,442 | | | | | | 0.0 | | |
11,976 (2) | | | Century Casinos, Inc. | | | | | 86,227 | | | | | | 0.0 | | |
11,171 | | | Century Communities, Inc. | | | | | 502,360 | | | | | | 0.1 | | |
18,271 (1) | | | Cheesecake Factory | | | | | 482,720 | | | | | | 0.1 | | |
46,586 (2) | | | Chegg, Inc. | | | | | 874,885 | | | | | | 0.1 | | |
47,287 (2) | | | Chico’s FAS, Inc. | | | | | 235,016 | | | | | | 0.0 | | |
5,063 (1)(2) | | | Childrens Place, Inc./The | | | | | 197,052 | | | | | | 0.0 | | |
8,080 (2) | | | Chuy’s Holdings, Inc. | | | | | 160,954 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Discretionary (continued) | | ||||||||||||
3,409 (1)(2) | | | Citi Trends, Inc. | | | | $ | 80,623 | | | | | | 0.0 | | |
10,266 (1) | | | Clarus Corp. | | | | | 194,951 | | | | | | 0.0 | | |
13,512 (2) | | | Container Store Group, Inc. | | | | | 84,180 | | | | | | 0.0 | | |
215,069 (2) | | | ContextLogic, Inc. | | | | | 344,110 | | | | | | 0.0 | | |
41,992 (1)(2) | | | Coursera, Inc. | | | | | 595,447 | | | | | | 0.1 | | |
8,802 (1) | | | Cracker Barrel Old Country Store, Inc. | | | | | 734,879 | | | | | | 0.1 | | |
22,488 (2) | | | CROCS, Inc. | | | | | 1,094,491 | | | | | | 0.1 | | |
48,720 | | | Dana, Inc. | | | | | 685,490 | | | | | | 0.1 | | |
16,367 (2) | | | Dave & Buster’s Entertainment, Inc. | | | | | 536,510 | | | | | | 0.1 | | |
23,693 (2) | | | Denny’s Corp. | | | | | 205,655 | | | | | | 0.0 | | |
22,227 (1) | | | Designer Brands, Inc. | | | | | 290,285 | | | | | | 0.0 | | |
21,257 (2) | | | Destination XL Group, Inc. | | | | | 72,061 | | | | | | 0.0 | | |
1,640 (1) | | | Dillards, Inc. | | | | | 361,735 | | | | | | 0.1 | | |
6,173 (1) | | | Dine Brands Global, Inc. | | | | | 401,739 | | | | | | 0.1 | | |
10,069 (2) | | | Dorman Products, Inc. | | | | | 1,104,670 | | | | | | 0.1 | | |
7,109 (2) | | | Dream Finders Homes, Inc. | | | | | 75,640 | | | | | | 0.0 | | |
5,939 (2) | | | Duluth Holdings, Inc. | | | | | 56,658 | | | | | | 0.0 | | |
8,887 (1)(2) | | | Duolingo, Inc. | | | | | 778,057 | | | | | | 0.1 | | |
8,534 (2) | | | El Pollo Loco Holdings, Inc. | | | | | 83,975 | | | | | | 0.0 | | |
17,318 (1)(2) | | | Ermenegildo Zegna Holditalia SpA | | | | | 182,705 | | | | | | 0.0 | | |
9,004 (1) | | | Ethan Allen Interiors, Inc. | | | | | 181,971 | | | | | | 0.0 | | |
7,989 (1) | | | European Wax Center, Inc. | | | | | 140,766 | | | | | | 0.0 | | |
34,101 (2) | | | Everi Holdings, Inc. | | | | | 556,187 | | | | | | 0.1 | | |
25,550 (1)(2) | | | EVgo, Inc. | | | | | 153,556 | | | | | | 0.0 | | |
26,776 (2) | | | Express, Inc. | | | | | 52,481 | | | | | | 0.0 | | |
13,634 (1)(2) | | | F45 Training Holdings, Inc. | | | | | 53,582 | | | | | | 0.0 | | |
38,059 (1)(2) | | | Faraday Future Intelligent Electric, Inc. | | | | | 98,953 | | | | | | 0.0 | | |
63,480 (1)(2) | | | Fisker, Inc. | | | | | 544,024 | | | | | | 0.1 | | |
29,945 (1) | | | Foot Locker, Inc. | | | | | 756,111 | | | | | | 0.1 | | |
19,451 (2) | | | Fossil Group, Inc. | | | | | 100,562 | | | | | | 0.0 | | |
16,124 (2) | | | Fox Factory Holding Corp. | | | | | 1,298,627 | | | | | | 0.2 | | |
10,585 (1) | | | Franchise Group, Inc. | | | | | 371,216 | | | | | | 0.1 | | |
30,260 (2) | | | Frontdoor, Inc. | | | | | 728,661 | | | | | | 0.1 | | |
13,019 (2) | | | Full House Resorts, Inc. | | | | | 79,156 | | | | | | 0.0 | | |
11,684 (2) | | | Funko, Inc. | | | | | 260,787 | | | | | | 0.0 | | |
5,143 (2) | | | Genesco, Inc. | | | | | 256,687 | | | | | | 0.0 | | |
12,620 (2) | | | Gentherm, Inc. | | | | | 787,614 | | | | | | 0.1 | | |
16,681 (2) | | | G-III Apparel Group Ltd. | | | | | 337,457 | | | | | | 0.0 | | |
7,194 (2) | | | Golden Entertainment, Inc. | | | | | 284,523 | | | | | | 0.0 | | |
105,244 (2) | | | Goodyear Tire & Rubber Co. | | | | | 1,127,163 | | | | | | 0.1 | | |
49,011 (2) | | | GoPro, Inc. | | | | | 271,031 | | | | | | 0.0 | | |
Voya Russell™ Small Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Discretionary (continued) | | ||||||||||||
1,441 | | | Graham Holdings Co. | | | | $ | 816,816 | | | | | | 0.1 | | |
11,475 (2) | | | Green Brick Partners, Inc. | | | | | 224,566 | | | | | | 0.0 | | |
6,101 | | | Group 1 Automotive, Inc. | | | | | 1,035,950 | | | | | | 0.1 | | |
8,441 (1)(2) | | | Groupon, Inc. | | | | | 95,383 | | | | | | 0.0 | | |
22,238 (1)(2) | | | GrowGeneration Corp. | | | | | 79,834 | | | | | | 0.0 | | |
13,086 | | | Guess?, Inc. | | | | | 223,116 | | | | | | 0.0 | | |
6,002 (1) | | | Haverty Furniture Cos., Inc. | | | | | 139,126 | | | | | | 0.0 | | |
9,026 (1)(2) | | | Helen of Troy Ltd. | | | | | 1,465,913 | | | | | | 0.2 | | |
4,942 | | | Hibbett, Inc. | | | | | 216,015 | | | | | | 0.0 | | |
33,164 (2) | | | Hilton Grand Vacations, Inc. | | | | | 1,184,950 | | | | | | 0.1 | | |
18,469 (1)(2) | | | Holley, Inc. | | | | | 193,925 | | | | | | 0.0 | | |
2,012 (2) | | | Hovnanian Enterprises, Inc. | | | | | 86,094 | | | | | | 0.0 | | |
8,313 (2) | | | Inspired Entertainment, Inc. | | | | | 71,575 | | | | | | 0.0 | | |
9,292 | | | Installed Building Products, Inc. | | | | | 772,723 | | | | | | 0.1 | | |
38,120 | | | International Game Technology PLC | | | | | 707,507 | | | | | | 0.1 | | |
10,321 (1)(2) | | | iRobot Corp. | | | | | 379,297 | | | | | | 0.1 | | |
8,065 | | | Jack in the Box, Inc. | | | | | 452,124 | | | | | | 0.1 | | |
2,184 | | | Johnson Outdoors, Inc. | | | | | 133,573 | | | | | | 0.0 | | |
30,329 (1) | | | KB Home | | | | | 863,163 | | | | | | 0.1 | | |
20,322 | | | Kontoor Brands, Inc. | | | | | 678,145 | | | | | | 0.1 | | |
27,751 (1) | | | Krispy Kreme, Inc. | | | | | 377,414 | | | | | | 0.1 | | |
1,665 (1)(2) | | | Kura Sushi USA, Inc. | | | | | 82,467 | | | | | | 0.0 | | |
6,101 (1)(2) | | | Lands’ End, Inc. | | | | | 64,793 | | | | | | 0.0 | | |
16,560 (1)(2) | | | Latham Group, Inc. | | | | | 114,761 | | | | | | 0.0 | | |
41,539 | | | Laureate Education Inc.- Class A | | | | | 480,606 | | | | | | 0.1 | | |
16,411 (1) | | | La-Z-Boy, Inc. | | | | | 389,105 | | | | | | 0.1 | | |
9,416 | | | LCI Industries | | | | | 1,053,462 | | | | | | 0.1 | | |
7,988 (1)(2) | | | LGI Homes, Inc. | | | | | 694,157 | | | | | | 0.1 | | |
15,520 (1)(2) | | | Life Time Group Holdings, Inc. | | | | | 199,898 | | | | | | 0.0 | | |
6,240 | | | Lifetime Brands, Inc. | | | | | 68,890 | | | | | | 0.0 | | |
12,368 (1)(2) | | | Lindblad Expeditions Holdings, Inc. | | | | | 100,181 | | | | | | 0.0 | | |
10,305 (2) | | | Liquidity Services, Inc. | | | | | 138,499 | | | | | | 0.0 | | |
11,672 (2) | | | LL Flooring Holdings, Inc. | | | | | 109,367 | | | | | | 0.0 | | |
59,516 (1)(2) | | | Lordstown Motors Corp. | | | | | 94,035 | | | | | | 0.0 | | |
5,227 (1)(2) | | | Lovesac Co/The | | | | | 143,743 | | | | | | 0.0 | | |
89,460 (1)(2) | | | Luminar Technologies, Inc. | | | | | 530,498 | | | | | | 0.1 | | |
10,468 (2) | | | M/I Homes, Inc. | | | | | 415,161 | | | | | | 0.1 | | |
8,094 (2) | | | Malibu Boats, Inc. | | | | | 426,635 | | | | | | 0.1 | | |
8,136 (2) | | | MarineMax, Inc. | | | | | 293,872 | | | | | | 0.0 | | |
7,518 (2) | | | MasterCraft Boat Holdings, Inc. | | | | | 158,254 | | | | | | 0.0 | | |
21,673 | | | MDC Holdings, Inc. | | | | | 700,255 | | | | | | 0.1 | | |
13,776 (2) | | | Meritage Homes Corp. | | | | | 998,760 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Discretionary (continued) | | ||||||||||||
19,357 (2) | | | Modine Manufacturing Co. | | | | $ | 203,829 | | | | | | 0.0 | | |
5,297 (2) | | | Monarch Casino & Resort, Inc. | | | | | 310,775 | | | | | | 0.0 | | |
12,757 (1) | | | Monro, Inc. | | | | | 547,020 | | | | | | 0.1 | | |
7,910 (2) | | | Motorcar Parts of America, Inc. | | | | | 103,779 | | | | | | 0.0 | | |
6,179 | | | Movado Group, Inc. | | | | | 191,116 | | | | | | 0.0 | | |
8,503 | | | Murphy USA, Inc. | | | | | 1,980,094 | | | | | | 0.2 | | |
30,816 (1)(2) | | | National Vision Holdings, Inc. | | | | | 847,440 | | | | | | 0.1 | | |
4,818 (2) | | | NeoGames SA | | | | | 64,609 | | | | | | 0.0 | | |
21,498 (2) | | | Nerdy, Inc. | | | | | 45,791 | | | | | | 0.0 | | |
17,930 (2) | | | Noodles & Co. | | | | | 84,271 | | | | | | 0.0 | | |
16,361 (2) | | | ODP Corp./The | | | | | 494,757 | | | | | | 0.1 | | |
9,103 (2) | | | ONE Group Hospitality, Inc./The | | | | | 67,089 | | | | | | 0.0 | | |
24,319 (1)(2) | | | OneSpaWorld Holdings Ltd. | | | | | 174,367 | | | | | | 0.0 | | |
4,383 (2) | | | OneWater Marine, Inc. | | | | | 144,858 | | | | | | 0.0 | | |
16,337 (2) | | | Overstock.com, Inc. | | | | | 408,588 | | | | | | 0.1 | | |
5,911 (1) | | | Oxford Industries, Inc. | | | | | 524,542 | | | | | | 0.1 | | |
12,522 | | | Papa Johns International, Inc. | | | | | 1,045,837 | | | | | | 0.1 | | |
43,153 (1)(2) | | | Party City Holdco, Inc. | | | | | 56,962 | | | | | | 0.0 | | |
8,396 | | | Patrick Industries, Inc. | | | | | 435,249 | | | | | | 0.1 | | |
28,186 (2) | | | Perdoceo Education Corp. | | | | | 332,031 | | | | | | 0.0 | | |
8,145 (1) | | | PetMed Express, Inc. | | | | | 162,086 | | | | | | 0.0 | | |
11,012 (1)(2) | | | PLBY Group, Inc. | | | | | 70,477 | | | | | | 0.0 | | |
31,275 (1)(2) | | | Porch Group, Inc. | | | | | 80,064 | | | | | | 0.0 | | |
7,817 (1)(2) | | | Portillo’s, Inc. | | | | | 127,808 | | | | | | 0.0 | | |
17,119 (1)(2) | | | Poshmark, Inc. | | | | | 173,073 | | | | | | 0.0 | | |
18,320 (1)(2) | | | PowerSchool Holdings, Inc. | | | | | 220,756 | | | | | | 0.0 | | |
20,773 (1)(2) | | | Purple Innovation, Inc. | | | | | 63,565 | | | | | | 0.0 | | |
36,964 (2) | | | Quotient Technology, Inc. | | | | | 109,783 | | | | | | 0.0 | | |
127,697 | | | Qurate Retail, Inc. | | | | | 366,490 | | | | | | 0.1 | | |
3,427 | | | RCI Hospitality Holdings, Inc. | | | | | 165,730 | | | | | | 0.0 | | |
20,326 | | | Red Rock Resorts, Inc. | | | | | 678,075 | | | | | | 0.1 | | |
18,625 (1)(2) | | | Rent the Runway, Inc. | | | | | 57,179 | | | | | | 0.0 | | |
20,373 (1) | | | Rent-A-Center, Inc. | | | | | 396,255 | | | | | | 0.1 | | |
15,222 (1)(2) | | | Revolve Group, Inc. | | | | | 394,402 | | | | | | 0.1 | | |
2,832 (1) | | | Rocky Brands, Inc. | | | | | 96,798 | | | | | | 0.0 | | |
35,184 (1)(2) | | | Rover Group, Inc. | | | | | 132,292 | | | | | | 0.0 | | |
3,875 (2) | | | RumbleON, Inc. | | | | | 57,001 | | | | | | 0.0 | | |
22,859 (1)(2) | | | Rush Street Interactive, Inc. | | | | | 106,752 | | | | | | 0.0 | | |
13,528 (1) | | | Ruth’s Hospitality Group, Inc. | | | | | 219,965 | | | | | | 0.0 | | |
40,807 (1)(2) | | | Sally Beauty Holdings, Inc. | | | | | 486,419 | | | | | | 0.1 | | |
Voya Russell™ Small Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Discretionary (continued) | | ||||||||||||
37,213 (2) | | | Scientific Games Corp. | | | | $ | 1,748,639 | | | | | | 0.2 | | |
17,252 (2) | | | SeaWorld Entertainment, Inc. | | | | | 762,193 | | | | | | 0.1 | | |
14,382 (2) | | | Shake Shack, Inc. | | | | | 567,801 | | | | | | 0.1 | | |
7,138 | | | Shoe Carnival, Inc. | | | | | 154,252 | | | | | | 0.0 | | |
9,191 | | | Shutterstock, Inc. | | | | | 526,736 | | | | | | 0.1 | | |
17,737 (1) | | | Signet Jewelers Ltd. | | | | | 948,220 | | | | | | 0.1 | | |
20,499 (2) | | | Skyline Champion Corp. | | | | | 972,063 | | | | | | 0.1 | | |
8,392 (1)(2) | | | Sleep Number Corp. | | | | | 259,732 | | | | | | 0.0 | | |
17,280 (1) | | | Smith & Wesson Brands, Inc. | | | | | 226,886 | | | | | | 0.0 | | |
6,685 (1)(2) | | | Snap One Holdings Corp. | | | | | 61,301 | | | | | | 0.0 | | |
21,122 (2) | | | Solid Power, Inc. | | | | | 113,636 | | | | | | 0.0 | | |
7,769 (1) | | | Sonic Automotive, Inc. | | | | | 284,578 | | | | | | 0.0 | | |
47,315 (1)(2) | | | Sonos, Inc. | | | | | 853,563 | | | | | | 0.1 | | |
16,489 (2) | | | Sportsman’s Warehouse Holdings, Inc. | | | | | 158,130 | | | | | | 0.0 | | |
7,921 | | | Standard Motor Products, Inc. | | | | | 356,366 | | | | | | 0.1 | | |
30,089 | | | Steven Madden Ltd. | | | | | 969,167 | | | | | | 0.1 | | |
30,434 (1)(2) | | | Stitch Fix, Inc. | | | | | 150,344 | | | | | | 0.0 | | |
10,360 (2) | | | Stoneridge, Inc. | | | | | 177,674 | | | | | | 0.0 | | |
8,998 (1) | | | Strategic Education, Inc. | | | | | 635,079 | | | | | | 0.1 | | |
15,738 (2) | | | Stride, Inc. | | | | | 641,953 | | | | | | 0.1 | | |
6,748 | | | Sturm Ruger & Co., Inc. | | | | | 429,510 | | | | | | 0.1 | | |
5,363 (1) | | | Superior Group of Cos, Inc. | | | | | 95,193 | | | | | | 0.0 | | |
5,099 (1)(2) | | | Sweetgreen, Inc. | | | | | 59,403 | | | | | | 0.0 | | |
11,784 (2) | | | Target Hospitality Corp. | | | | | 67,287 | | | | | | 0.0 | | |
44,091 (2) | | | Taylor Morrison Home Corp. | | | | | 1,029,966 | | | | | | 0.1 | | |
30,315 (1)(2) | | | Tenneco, Inc. | | | | | 520,205 | | | | | | 0.1 | | |
25,924 | | | Texas Roadhouse, Inc. | | | | | 1,897,637 | | | | | | 0.2 | | |
31,982 (1)(2) | | | The RealReal, Inc. | | | | | 79,635 | | | | | | 0.0 | | |
22,577 (2) | | | ThredUp, Inc. | | | | | 56,443 | | | | | | 0.0 | | |
9,726 | | | Tilly’s, Inc. | | | | | 68,277 | | | | | | 0.0 | | |
11,687 (1)(2) | | | Traeger, Inc. | | | | | 49,670 | | | | | | 0.0 | | |
5,184 (2) | | | TravelCenters of America, Inc. | | | | | 178,693 | | | | | | 0.0 | | |
38,843 (2) | | | Tri Pointe Homes, Inc. | | | | | 655,281 | | | | | | 0.1 | | |
17,365 (2) | | | Tupperware Brands Corp. | | | | | 110,094 | | | | | | 0.0 | | |
27,299 (1)(2) | | | Udemy, Inc. | | | | | 278,723 | | | | | | 0.0 | | |
5,967 (2) | | | Unifi, Inc. | | | | | 83,896 | | | | | | 0.0 | | |
5,091 (2) | | | Universal Electronics, Inc. | | | | | 130,177 | | | | | | 0.0 | | |
12,053 (2) | | | Universal Technical Institute, Inc. | | | | | 85,938 | | | | | | 0.0 | | |
25,038 (1)(2) | | | Urban Outfitters, Inc. | | | | | 467,209 | | | | | | 0.1 | | |
19,665 (1)(2) | | | Vacasa, Inc. | | | | | 56,635 | | | | | | 0.0 | | |
21,486 (2) | | | Vista Outdoor, Inc. | | | | | 599,459 | | | | | | 0.1 | | |
10,562 (2) | | | Visteon Corp. | | | | | 1,094,012 | | | | | | 0.1 | | |
9,224 (1) | | | Vivid Seats, Inc. | | | | | 68,903 | | | | | | 0.0 | | |
36,334 (1)(2) | | | Vivint Smart Home, Inc. | | | | | 126,442 | | | | | | 0.0 | | |
25,083 (1)(2) | | | Vizio Holding Corp. | | | | | 171,066 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Discretionary (continued) | | ||||||||||||
47,356 (1)(2) | | | Volta, Inc. | | | | $ | 61,563 | | | | | | 0.0 | | |
22,644 (1)(2) | | | Vuzix Corp. | | | | | 160,772 | | | | | | 0.0 | | |
31,260 (2) | | | Warby Parker, Inc. | | | | | 351,988 | | | | | | 0.1 | | |
9,258 (1) | | | Weber, Inc. | | | | | 66,750 | | | | | | 0.0 | | |
11,425 (1) | | | Wingstop, Inc. | | | | | 854,247 | | | | | | 0.1 | | |
1,133 | | | Winmark Corp. | | | | | 221,581 | | | | | | 0.0 | | |
12,254 | | | Winnebago Industries | | | | | 595,054 | | | | | | 0.1 | | |
30,681 (1) | | | Wolverine World Wide, Inc. | | | | | 618,529 | | | | | | 0.1 | | |
57,314 (1)(2) | | | Workhorse Group, Inc. | | | | | 149,016 | | | | | | 0.0 | | |
20,468 (1)(2) | | | WW International, Inc. | | | | | 130,791 | | | | | | 0.0 | | |
12,795 (1)(2) | | | Xometry, Inc. | | | | | 434,134 | | | | | | 0.1 | | |
7,934 (1)(2) | | | XPEL, Inc. | | | | | 364,409 | | | | | | 0.1 | | |
6,453 (2) | | | Xponential Fitness, Inc. | | | | | 81,050 | | | | | | 0.0 | | |
6,244 (1)(2) | | | Zumiez, Inc. | | | | | 162,344 | | | | | | 0.0 | | |
| | | | | | | | 86,469,074 | | | | | | 9.6 | | |
| | | Consumer Staples: 3.6% | | ||||||||||||
60,974 (1)(2) | | | 22nd Century Group, Inc. | | | | | 129,875 | | | | | | 0.0 | | |
12,564 | | | Andersons, Inc. | | | | | 414,486 | | | | | | 0.0 | | |
28,355 (1)(2) | | | AppHarvest, Inc. | | | | | 98,959 | | | | | | 0.0 | | |
25,033 (1) | | | B&G Foods, Inc. | | | | | 595,285 | | | | | | 0.1 | | |
37,589 (1)(2) | | | Beauty Health Co/The | | | | | 483,395 | | | | | | 0.1 | | |
44,066 (2) | | | BellRing Brands, Inc. | | | | | 1,096,803 | | | | | | 0.1 | | |
65,451 (2) | | | Benson Hill, Inc. | | | | | 179,336 | | | | | | 0.0 | | |
23,173 (2) | | | Beyond Meat, Inc. | | | | | 554,762 | | | | | | 0.1 | | |
9,830 (1)(2) | | | BRC, Inc. | | | | | 80,213 | | | | | | 0.0 | | |
6,799 | | | Calavo Growers, Inc. | | | | | 283,654 | | | | | | 0.0 | | |
14,368 | | | Cal-Maine Foods, Inc. | | | | | 709,923 | | | | | | 0.1 | | |
20,885 (1)(2) | | | Celsius Holdings, Inc. | | | | | 1,362,955 | | | | | | 0.2 | | |
1,402 (2) | | | Central Garden & Pet Co. - CENT | | | | | 59,473 | | | | | | 0.0 | | |
18,381 (2) | | | Central Garden & Pet Co. - Class A - CENTA | | | | | 735,424 | | | | | | 0.1 | | |
12,950 (1)(2) | | | Chefs’ Warehouse Holdings, Inc. | | | | | 503,625 | | | | | | 0.1 | | |
1,797 | | | Coca-Cola Consolidated, Inc. | | | | | 1,013,328 | | | | | | 0.1 | | |
12,847 (1)(2) | | | Duckhorn Portfolio, Inc./The | | | | | 270,558 | | | | | | 0.0 | | |
20,671 (1) | | | Edgewell Personal Care Co. | | | | | 713,563 | | | | | | 0.1 | | |
18,971 (2) | | | elf Beauty, Inc. | | | | | 582,030 | | | | | | 0.1 | | |
25,619 | | | Energizer Holdings, Inc. | | | | | 726,299 | | | | | | 0.1 | | |
12,187 | | | Fresh Del Monte Produce, Inc. | | | | | 359,882 | | | | | | 0.0 | | |
27,007 (2) | | | Hain Celestial Group, Inc. | | | | | 641,146 | | | | | | 0.1 | | |
36,639 (2) | | | Herbalife Nutrition Ltd. | | | | | 749,268 | | | | | | 0.1 | | |
15,527 (2) | | | HF Foods Group, Inc. | | | | | 81,051 | | | | | | 0.0 | | |
27,312 (2) | | | Honest Co., Inc./The | | | | | 79,751 | | | | | | 0.0 | | |
50,439 (2) | | | Hostess Brands, Inc. | | | | | 1,069,811 | | | | | | 0.1 | | |
5,644 | | | Ingles Markets, Inc. | | | | | 489,617 | | | | | | 0.1 | | |
7,029 | | | Inter Parfums, Inc. | | | | | 513,539 | | | | | | 0.1 | | |
Voya Russell™ Small Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Staples (continued) | | ||||||||||||
5,764 (1) | | | J&J Snack Foods Corp. | | | | $ | 805,000 | | | | | | 0.1 | | |
3,208 | | | John B Sanfilippo & Son, Inc. | | | | | 232,548 | | | | | | 0.0 | | |
7,238 | | | Lancaster Colony Corp. | | | | | 932,110 | | | | | | 0.1 | | |
11,188 (2) | | | Landec Corp. | | | | | 111,544 | | | | | | 0.0 | | |
4,343 | | | Medifast, Inc. | | | | | 783,955 | | | | | | 0.1 | | |
5,455 | | | MGP Ingredients, Inc. | | | | | 545,991 | | | | | | 0.1 | | |
15,754 (2) | | | Mission Produce, Inc. | | | | | 224,494 | | | | | | 0.0 | | |
9,155 | | | National Beverage Corp. | | | | | 448,046 | | | | | | 0.1 | | |
19,126 (1) | | | Nu Skin Enterprises, Inc. | | | | | 828,156 | | | | | | 0.1 | | |
9,451 | | | Pricesmart, Inc. | | | | | 676,975 | | | | | | 0.1 | | |
60,096 | | | Primo Water Corp. | | | | | 804,084 | | | | | | 0.1 | | |
21,479 (1)(2) | | | Rite Aid Corp. | | | | | 144,768 | | | | | | 0.0 | | |
7,778 | | | Sanderson Farms, Inc. | | | | | 1,676,392 | | | | | | 0.2 | | |
2,568 (2) | | | Seneca Foods Corp. | | | | | 142,627 | | | | | | 0.0 | | |
33,411 (2) | | | Simply Good Foods Co/The | | | | | 1,261,933 | | | | | | 0.1 | | |
10,624 (2) | | | Sovos Brands, Inc. | | | | | 168,603 | | | | | | 0.0 | | |
14,222 | | | SpartanNash Co. | | | | | 429,078 | | | | | | 0.0 | | |
42,010 (1)(2) | | | Sprouts Farmers Market, Inc. | | | | | 1,063,693 | | | | | | 0.1 | | |
36,588 (2) | | | SunOpta, Inc. | | | | | 284,655 | | | | | | 0.0 | | |
19,264 (1)(2) | | | Tattooed Chef, Inc. | | | | | 121,363 | | | | | | 0.0 | | |
6,498 | | | Tootsie Roll Industries, Inc. | | | | | 229,704 | | | | | | 0.0 | | |
19,582 (1)(2) | | | TreeHouse Foods, Inc. | | | | | 818,919 | | | | | | 0.1 | | |
5,958 | | | Turning Point Brands, Inc. | | | | | 161,641 | | | | | | 0.0 | | |
22,035 (2) | | | United Natural Foods, Inc. | | | | | 868,179 | | | | | | 0.1 | | |
9,894 | | | Universal Corp. | | | | | 598,587 | | | | | | 0.1 | | |
4,446 (2) | | | USANA Health Sciences, Inc. | | | | | 321,713 | | | | | | 0.0 | | |
24,399 (1) | | | Utz Brands, Inc. | | | | | 337,194 | | | | | | 0.0 | | |
56,481 | | | Vector Group Ltd. | | | | | 593,050 | | | | | | 0.1 | | |
24,955 (1)(2) | | | Veru, Inc. | | | | | 281,991 | | | | | | 0.0 | | |
11,569 (1)(2) | | | Vintage Wine Estates, Inc. | | | | | 90,932 | | | | | | 0.0 | | |
10,441 (1)(2) | | | Vita Coco Co., Inc./The | | | | | 102,217 | | | | | | 0.0 | | |
10,413 (2) | | | Vital Farms, Inc. | | | | | 91,114 | | | | | | 0.0 | | |
5,221 (1) | | | WD-40 Co. | | | | | 1,051,301 | | | | | | 0.1 | | |
6,541 | | | Weis Markets, Inc. | | | | | 487,566 | | | | | | 0.1 | | |
15,379 (2) | | | Whole Earth Brands, Inc. | | | | | 95,350 | | | | | | 0.0 | | |
| | | | | | | | 32,393,484 | | | | | | 3.6 | | |
| | | Energy: 5.3% | | ||||||||||||
11,716 (1)(2) | | | Aemetis, Inc. | | | | | 57,526 | | | | | | 0.0 | | |
27,905 (1)(2) | | | Alto Ingredients, Inc. | | | | | 103,528 | | | | | | 0.0 | | |
14,024 (2) | | | Amplify Energy Corp. | | | | | 91,717 | | | | | | 0.0 | | |
5,802 | | | Arch Resources, Inc. | | | | | 830,208 | | | | | | 0.1 | | |
22,189 (1)(2) | | | Archaea Energy, Inc. | | | | | 344,595 | | | | | | 0.0 | | |
49,145 | | | Archrock, Inc. | | | | | 406,429 | | | | | | 0.1 | | |
13,502 (2) | | | Ardmore Shipping Corp. | | | | | 94,109 | | | | | | 0.0 | | |
29,619 | | | Berry Corp. | | | | | 225,697 | | | | | | 0.0 | | |
51,258 (1)(2) | | | Borr Drilling Ltd. | | | | | 236,299 | | | | | | 0.0 | | |
18,660 | | | Brigham Minerals, Inc. | | | | | 459,596 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
9,183 (2) | | | Bristow Group, Inc. | | | | $ | 214,882 | | | | | | 0.0 | | |
21,398 | | | Cactus, Inc. | | | | | 861,697 | | | | | | 0.1 | | |
29,779 (1) | | | California Resources Corp. | | | | | 1,146,492 | | | | | | 0.1 | | |
18,377 (2) | | | Callon Petroleum Co. | | | | | 720,378 | | | | | | 0.1 | | |
76,224 (1)(2) | | | Centennial Resource Development, Inc./DE | | | | | 455,820 | | | | | | 0.1 | | |
3,765 (1)(2) | | | Centrus Energy Corp. | | | | | 93,184 | | | | | | 0.0 | | |
77,434 | | | ChampionX Corp. | | | | | 1,537,065 | | | | | | 0.2 | | |
27,728 | | | Civitas Resources, Inc. | | | | | 1,449,897 | | | | | | 0.2 | | |
61,899 (1)(2) | | | Clean Energy Fuels Corp. | | | | | 277,308 | | | | | | 0.0 | | |
74,004 (1)(2) | | | CNX Resources Corp. | | | | | 1,218,106 | | | | | | 0.1 | | |
35,677 (1)(2) | | | Comstock Resources, Inc. | | | | | 430,978 | | | | | | 0.1 | | |
13,169 (2) | | | CONSOL Energy, Inc. | | | | | 650,285 | | | | | | 0.1 | | |
12,182 (1) | | | Crescent Energy Co. | | | | | 152,031 | | | | | | 0.0 | | |
11,453 | | | CVR Energy, Inc. | | | | | 383,676 | | | | | | 0.1 | | |
26,405 (2) | | | Delek US Holdings, Inc. | | | | | 682,305 | | | | | | 0.1 | | |
19,326 (2) | | | Denbury, Inc. | | | | | 1,159,367 | | | | | | 0.1 | | |
54,000 (1) | | | DHT Holdings, Inc. | | | | | 331,020 | | | | | | 0.0 | | |
36,722 (1)(2) | | | Diamond Offshore Drilling, Inc. | | | | | 216,293 | | | | | | 0.0 | | |
7,211 (2) | | | DMC Global, Inc. | | | | | 130,014 | | | | | | 0.0 | | |
12,068 | | | Dorian L.P.G Ltd. | | | | | 183,434 | | | | | | 0.0 | | |
13,717 (2) | | | Dril-Quip, Inc. | | | | | 353,899 | | | | | | 0.1 | | |
16,313 (1)(2) | | | Earthstone Energy, Inc. | | | | | 222,672 | | | | | | 0.0 | | |
59,585 (1)(2) | | | Energy Fuels, Inc./ Canada | | | | | 292,562 | | | | | | 0.0 | | |
157,073 | | | Equitrans Midstream Corp. | | | | | 998,984 | | | | | | 0.1 | | |
6,855 (2) | | | Excelerate Energy, Inc. | | | | | 136,552 | | | | | | 0.0 | | |
28,662 (1)(2) | | | Expro Group Holdings NV | | | | | 330,186 | | | | | | 0.0 | | |
10,818 | | | FLEX LNG Ltd. | | | | | 296,305 | | | | | | 0.0 | | |
48,084 (2) | | | Frontline Ltd./Bermuda | | | | | 426,024 | | | | | | 0.1 | | |
75,546 (1)(2) | | | Gevo, Inc. | | | | | 177,533 | | | | | | 0.0 | | |
38,836 (2) | | | Golar LNG Ltd. | | | | | 883,519 | | | | | | 0.1 | | |
19,785 (1)(2) | | | Green Plains, Inc. | | | | | 537,558 | | | | | | 0.1 | | |
4,396 (1)(2) | | | Gulfport Energy Corp. | | | | | 349,526 | | | | | | 0.0 | | |
55,432 (2) | | | Helix Energy Solutions Group, Inc. | | | | | 171,839 | | | | | | 0.0 | | |
39,026 | | | Helmerich & Payne, Inc. | | | | | 1,680,460 | | | | | | 0.2 | | |
2,510 (1) | | | HighPeak Energy, Inc. | | | | | 64,306 | | | | | | 0.0 | | |
18,685 (1) | | | International Seaways, Inc. | | | | | 396,122 | | | | | | 0.1 | | |
6,129 (1) | | | Kinetik Holdings, Inc. | | | | | 209,244 | | | | | | 0.0 | | |
171,413 (2) | | | Kosmos Energy Ltd. | | | | | 1,061,046 | | | | | | 0.1 | | |
6,399 (1)(2) | | | Laredo Petroleum, Inc. | | | | | 441,147 | | | | | | 0.1 | | |
52,652 (2) | | | Liberty Energy, Inc. | | | | | 671,840 | | | | | | 0.1 | | |
61,687 (1) | | | Magnolia Oil & Gas Corp. | | | | | 1,294,810 | | | | | | 0.2 | | |
42,876 | | | Matador Resources Co. | | | | | 1,997,593 | | | | | | 0.2 | | |
56,263 | | | Murphy Oil Corp. | | | | | 1,698,580 | | | | | | 0.2 | | |
3,412 (2) | | | Nabors Industries Ltd. | | | | | 456,867 | | | | | | 0.1 | | |
1,529 | | | Nacco Industries, Inc. | | | | | 57,949 | | | | | | 0.0 | | |
Voya Russell™ Small Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
14,866 (2) | | | National Energy Services Reunited Corp. | | | | $ | 100,791 | | | | | | 0.0 | | |
35,564 (2) | | | Newpark Resources, Inc. | | | | | 109,893 | | | | | | 0.0 | | |
12,093 (1)(2) | | | NextDecade Corp. | | | | | 53,693 | | | | | | 0.0 | | |
68,005 (2) | | | NexTier Oilfield Solutions, Inc. | | | | | 646,728 | | | | | | 0.1 | | |
13,655 (2) | | | Noble Corp. | | | | | 346,154 | | | | | | 0.0 | | |
72,454 (1) | | | Nordic American Tankers Ltd. | | | | | 154,327 | | | | | | 0.0 | | |
24,542 | | | Northern Oil and Gas, Inc. | | | | | 619,931 | | | | | | 0.1 | | |
7,535 | | | Oasis Petroleum, Inc. | | | | | 916,633 | | | | | | 0.1 | | |
38,753 (2) | | | Oceaneering International, Inc. | | | | | 413,882 | | | | | | 0.1 | | |
25,319 (2) | | | Oil States International, Inc. | | | | | 137,229 | | | | | | 0.0 | | |
18,281 (2) | | | Par Pacific Holdings, Inc. | | | | | 285,001 | | | | | | 0.0 | | |
80,191 | | | Patterson-UTI Energy, Inc. | | | | | 1,263,810 | | | | | | 0.2 | | |
36,885 (2) | | | PBF Energy, Inc. | | | | | 1,070,403 | | | | | | 0.1 | | |
44,553 (1)(2) | | | Peabody Energy Corp. | | | | | 950,316 | | | | | | 0.1 | | |
34,287 (2) | | | ProPetro Holding Corp. | | | | | 342,870 | | | | | | 0.0 | | |
8,050 (2) | | | Ranger Oil Corp. | | | | | 264,604 | | | | | | 0.0 | | |
2,130 (2) | | | REX American Resources Corp. | | | | | 180,624 | | | | | | 0.0 | | |
3,984 | | | Riley Exploration Permian, Inc. | | | | | 96,333 | | | | | | 0.0 | | |
31,918 (2) | | | Ring Energy, Inc. | | | | | 84,902 | | | | | | 0.0 | | |
28,401 (2) | | | RPC, Inc. | | | | | 196,251 | | | | | | 0.0 | | |
11,841 (2) | | | SandRidge Energy, Inc. | | | | | 185,548 | | | | | | 0.0 | | |
19,144 (1) | | | Scorpio Tankers, Inc. | | | | | 660,659 | | | | | | 0.1 | | |
26,025 (2) | | | Select Energy Services, Inc. | | | | | 177,491 | | | | | | 0.0 | | |
42,285 | | | SFL Corp. Ltd. | | | | | 401,285 | | | | | | 0.1 | | |
4,365 (2) | | | SilverBow Resources, Inc. | | | | | 123,791 | | | | | | 0.0 | | |
4,030 (1) | | | Sitio Royalties Corp. | | | | | 93,415 | | | | | | 0.0 | | |
46,217 | | | SM Energy Co. | | | | | 1,580,159 | | | | | | 0.2 | | |
12,780 | | | Solaris Oilfield Infrastructure, Inc. | | | | | 139,046 | | | | | | 0.0 | | |
24,826 (2) | | | Talos Energy, Inc. | | | | | 384,058 | | | | | | 0.1 | | |
30,904 (2) | | | Teekay Corp. | | | | | 89,004 | | | | | | 0.0 | | |
8,969 (2) | | | Teekay Tankers Ltd. | | | | | 158,123 | | | | | | 0.0 | | |
192,949 (1)(2) | | | Tellurian, Inc. | | | | | 574,988 | | | | | | 0.1 | | |
48,688 (2) | | | Tetra Technologies, Inc. | | | | | 197,673 | | | | | | 0.0 | | |
15,378 (1)(2) | | | Tidewater, Inc. | | | | | 324,322 | | | | | | 0.0 | | |
105,599 (1)(2) | | | Uranium Energy Corp. | | | | | 325,245 | | | | | | 0.0 | | |
79,310 (2) | | | Ur-Energy, Inc. | | | | | 84,069 | | | | | | 0.0 | | |
28,788 (2) | | | US Silica Holdings, Inc. | | | | | 328,759 | | | | | | 0.0 | | |
22,049 (1) | | | Vaalco Energy, Inc. | | | | | 153,020 | | | | | | 0.0 | | |
22,985 (2) | | | Valaris Ltd. | | | | | 970,886 | | | | | | 0.1 | | |
20,585 (1)(2) | | | Vertex Energy, Inc. | | | | | 216,554 | | | | | | 0.0 | | |
38,008 (1)(2) | | | W&T Offshore, Inc. | | | | | 164,195 | | | | | | 0.0 | | |
26,571 (1)(2) | | | Weatherford International PLC | | | | | 562,508 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
15,062 (1) | | | Whiting Petroleum Corp. | | | | $ | 1,024,668 | | | | | | 0.1 | | |
23,670 | | | World Fuel Services Corp. | | | | | 484,288 | | | | | | 0.1 | | |
| | | | | | | | 47,989,188 | | | | | | 5.3 | | |
| | | Financials: 16.4% | | ||||||||||||
7,292 | | | 1st Source Corp. | | | | | 331,057 | | | | | | 0.0 | | |
2,756 | | | ACNB Corp. | | | | | 81,826 | | | | | | 0.0 | | |
5,846 | | | AFC Gamma, Inc. | | | | | 89,619 | | | | | | 0.0 | | |
6,737 | | | Alerus Financial Corp. | | | | | 160,408 | | | | | | 0.0 | | |
8,232 | | | Allegiance Bancshares, Inc. | | | | | 310,840 | | | | | | 0.0 | | |
4,744 | | | Amalgamated Financial Corp. | | | | | 93,836 | | | | | | 0.0 | | |
7,056 (1) | | | A-Mark Precious Metals, Inc. | | | | | 227,556 | | | | | | 0.0 | | |
17,976 (2) | | | Ambac Financial Group, Inc. | | | | | 204,028 | | | | | | 0.0 | | |
10,984 (1) | | | Amerant Bancorp, Inc. | | | | | 308,870 | | | | | | 0.0 | | |
29,633 | | | American Equity Investment Life Holding Co. | | | | | 1,083,679 | | | | | | 0.1 | | |
4,893 | | | American National Bankshares, Inc. | | | | | 169,347 | | | | | | 0.0 | | |
25,667 | | | Ameris Bancorp. | | | | | 1,031,300 | | | | | | 0.1 | | |
7,799 | | | Amerisafe, Inc. | | | | | 405,626 | | | | | | 0.1 | | |
5,790 | | | Angel Oak Mortgage, Inc. | | | | | 75,038 | | | | | | 0.0 | | |
57,938 (1) | | | Apollo Commercial Real Estate Finance, Inc. | | | | | 604,873 | | | | | | 0.1 | | |
54,937 (1) | | | Arbor Realty Trust, Inc. | | | | | 720,224 | | | | | | 0.1 | | |
17,329 (1) | | | Ares Commercial Real Estate Corp. | | | | | 211,934 | | | | | | 0.0 | | |
12,346 | | | Argo Group International Holdings Ltd. | | | | | 455,074 | | | | | | 0.1 | | |
34,122 (1) | | | ARMOUR Residential REIT, Inc. | | | | | 240,219 | | | | | | 0.0 | | |
6,499 | | | Arrow Financial Corp. | | | | | 206,733 | | | | | | 0.0 | | |
22,397 | | | Artisan Partners Asset Management, Inc. | | | | | 796,661 | | | | | | 0.1 | | |
7,985 (2) | | | AssetMark Financial Holdings, Inc. | | | | | 149,878 | | | | | | 0.0 | | |
56,084 | | | Associated Banc-Corp. | | | | | 1,024,094 | | | | | | 0.1 | | |
29,256 | | | Atlantic Union Bankshares Corp. | | | | | 992,364 | | | | | | 0.1 | | |
2,044 (1)(2) | | | Atlanticus Holdings Corp. | | | | | 71,888 | | | | | | 0.0 | | |
22,437 (2) | | | Axos Financial, Inc. | | | | | 804,366 | | | | | | 0.1 | | |
7,865 (1) | | | B. Riley Financial, Inc. | | | | | 332,296 | | | | | | 0.0 | | |
26,896 (1)(2) | | | Bakkt Holdings, Inc. | | | | | 56,482 | | | | | | 0.0 | | |
22,268 | | | Banc of California, Inc. | | | | | 392,362 | | | | | | 0.1 | | |
6,765 (1) | | | Bancfirst Corp. | | | | | 647,478 | | | | | | 0.1 | | |
10,819 | | | Banco Latinoamericano de Comercio Exterior SA | | | | | 143,568 | | | | | | 0.0 | | |
20,956 (2) | | | Bancorp, Inc. | | | | | 409,061 | | | | | | 0.1 | | |
2,925 (1) | | | Bank First Corp. | | | | | 221,744 | | | | | | 0.0 | | |
6,893 | | | Bank of Marin Bancorp | | | | | 219,060 | | | | | | 0.0 | | |
Voya Russell™ Small Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
19,346 | | | Bank of NT Butterfield & Son Ltd. | | | | $ | 603,402 | | | | | | 0.1 | | |
30,875 | | | BankUnited, Inc. | | | | | 1,098,224 | | | | | | 0.1 | | |
13,368 | | | Banner Corp. | | | | | 751,415 | | | | | | 0.1 | | |
7,080 | | | Bar Harbor Bankshares | | | | | 183,089 | | | | | | 0.0 | | |
18,049 | | | Berkshire Hills Bancorp, Inc. | | | | | 447,074 | | | | | | 0.1 | | |
123,548 | | | BGC Partners, Inc. | | | | | 416,357 | | | | | | 0.1 | | |
61,119 (1) | | | Blackstone Mortgage Trust, Inc. | | | | | 1,691,163 | | | | | | 0.2 | | |
18,975 (2) | | | Blucora, Inc. | | | | | 350,279 | | | | | | 0.0 | | |
10,717 (2) | | | Bridgewater Bancshares, Inc. | | | | | 172,972 | | | | | | 0.0 | | |
76,096 (2) | | | Bright Health Group, Inc. | | | | | 138,495 | | | | | | 0.0 | | |
13,043 (1) | | | Brightsphere Investment Group, Inc. | | | | | 234,904 | | | | | | 0.0 | | |
36,633 | | | BrightSpire Capital, Inc. | | | | | 276,579 | | | | | | 0.0 | | |
52,948 (1) | | | Broadmark Realty Capital, Inc. | | | | | 355,281 | | | | | | 0.0 | | |
29,975 | | | Brookline Bancorp, Inc. | | | | | 398,967 | | | | | | 0.1 | | |
22,032 (1)(2) | | | BRP Group, Inc. | | | | | 532,073 | | | | | | 0.1 | | |
8,523 | | | Business First Bancshares, Inc. | | | | | 181,625 | | | | | | 0.0 | | |
10,880 | | | Byline Bancorp, Inc. | | | | | 258,944 | | | | | | 0.0 | | |
70,102 | | | Cadence Bank | | | | | 1,645,995 | | | | | | 0.2 | | |
2,989 | | | Cambridge Bancorp | | | | | 247,190 | | | | | | 0.0 | | |
6,055 | | | Camden National Corp. | | | | | 266,723 | | | | | | 0.0 | | |
29,493 (2) | | | Cannae Holdings, Inc. | | | | | 570,395 | | | | | | 0.1 | | |
6,825 | | | Capital City Bank Group, Inc. | | | | | 190,349 | | | | | | 0.0 | | |
52,562 | | | Capitol Federal Financial, Inc. | | | | | 482,519 | | | | | | 0.1 | | |
8,495 | | | Capstar Financial Holdings, Inc. | | | | | 166,672 | | | | | | 0.0 | | |
10,911 (2) | | | Carter Bankshares, Inc. | | | | | 144,025 | | | | | | 0.0 | | |
27,953 | | | Cathay General Bancorp. | | | | | 1,094,360 | | | | | | 0.1 | | |
8,152 (1) | | | CBTX, Inc. | | | | | 216,762 | | | | | | 0.0 | | |
11,378 | | | Central Pacific Financial Corp. | | | | | 244,058 | | | | | | 0.0 | | |
90,983 (1) | | | Chimera Investment Corp. | | | | | 802,470 | | | | | | 0.1 | | |
6,917 | | | Citizens & Northern Corp. | | | | | 167,184 | | | | | | 0.0 | | |
6,039 (1) | | | City Holding Co. | | | | | 482,395 | | | | | | 0.1 | | |
7,057 | | | Civista Bancshares, Inc. | | | | | 150,032 | | | | | | 0.0 | | |
34,940 (1) | | | Claros Mortgage Trust, Inc. | | | | | 585,245 | | | | | | 0.1 | | |
7,382 | | | CNB Financial Corp. | | | | | 178,571 | | | | | | 0.0 | | |
43,747 | | | CNO Financial Group, Inc. | | | | | 791,383 | | | | | | 0.1 | | |
4,295 (2) | | | Coastal Financial Corp./WA | | | | | 163,725 | | | | | | 0.0 | | |
9,623 | | | Cohen & Steers, Inc. | | | | | 611,927 | | | | | | 0.1 | | |
30,304 (1) | | | Columbia Banking System, Inc. | | | | | 868,210 | | | | | | 0.1 | | |
14,950 (1)(2) | | | Columbia Financial, Inc. | | | | | 326,060 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
20,389 | | | Community Bank System, Inc. | | | | $ | 1,290,216 | | | | | | 0.2 | | |
6,136 | | | Community Trust Bancorp, Inc. | | | | | 248,140 | | | | | | 0.0 | | |
22,246 (1)(3) | | | Compass Diversified Holdings | | | | | 476,509 | | | | | | 0.1 | | |
15,690 | | | ConnectOne Bancorp, Inc. | | | | | 383,621 | | | | | | 0.1 | | |
5,513 (1)(2) | | | Consumer Portfolio Services, Inc. | | | | | 56,508 | | | | | | 0.0 | | |
9,840 | | | Cowen, Inc. | | | | | 233,110 | | | | | | 0.0 | | |
19,918 (2) | | | CrossFirst Bankshares, Inc. | | | | | 262,918 | | | | | | 0.0 | | |
7,629 | | | Curo Group Holdings Corp. | | | | | 42,188 | | | | | | 0.0 | | |
11,856 (2) | | | Customers Bancorp, Inc. | | | | | 401,918 | | | | | | 0.1 | | |
49,082 (1) | | | CVB Financial Corp. | | | | | 1,217,724 | | | | | | 0.1 | | |
1,288 | | | Diamond Hill Investment Group, Inc. | | | | | 223,648 | | | | | | 0.0 | | |
13,513 | | | Dime Community Bancshares, Inc. | | | | | 400,660 | | | | | | 0.1 | | |
10,960 (2) | | | Donnelley Financial Solutions, Inc. | | | | | 321,018 | | | | | | 0.0 | | |
11,964 | | | Dynex Capital, Inc. | | | | | 190,467 | | | | | | 0.0 | | |
12,402 | | | Eagle Bancorp, Inc. | | | | | 587,979 | | | | | | 0.1 | | |
61,641 | | | Eastern Bankshares, Inc. | | | | | 1,137,893 | | | | | | 0.1 | | |
10,123 (2) | | | eHealth, Inc. | | | | | 94,448 | | | | | | 0.0 | | |
18,590 (1) | | | Ellington Financial, Inc. | | | | | 272,715 | | | | | | 0.0 | | |
11,017 | | | Employers Holdings, Inc. | | | | | 461,502 | | | | | | 0.1 | | |
9,805 (1) | | | Enact Holdings, Inc. | | | | | 210,611 | | | | | | 0.0 | | |
9,186 (1)(2) | | | Encore Capital Group, Inc. | | | | | 530,675 | | | | | | 0.1 | | |
12,397 (2) | | | Enova International, Inc. | | | | | 357,282 | | | | | | 0.0 | | |
4,414 (2) | | | Enstar Group Ltd. | | | | | 944,508 | | | | | | 0.1 | | |
3,096 | | | Enterprise Bancorp, Inc./MA | | | | | 99,660 | | | | | | 0.0 | | |
14,200 | | | Enterprise Financial Services Corp. | | | | | 589,300 | | | | | | 0.1 | | |
6,314 | | | Equity Bancshares, Inc. | | | | | 184,116 | | | | | | 0.0 | | |
2,457 | | | Esquire Financial Holdings, Inc. | | | | | 81,818 | | | | | | 0.0 | | |
40,441 | | | Essent Group Ltd. | | | | | 1,573,155 | | | | | | 0.2 | | |
20,146 (2) | | | Ezcorp, Inc. | | | | | 151,296 | | | | | | 0.0 | | |
4,495 (1) | | | Farmers & Merchants Bancorp, Inc./Archbold OH | | | | | 149,189 | | | | | | 0.0 | | |
12,671 | | | Farmers National Banc Corp. | | | | | 190,065 | | | | | | 0.0 | | |
13,687 | | | FB Financial Corp. | | | | | 536,804 | | | | | | 0.1 | | |
3,758 | | | Federal Agricultural Mortgage Corp. | | | | | 366,969 | | | | | | 0.0 | | |
33,572 | | | Federated Hermes, Inc. | | | | | 1,067,254 | | | | | | 0.1 | | |
6,838 | | | Financial Institutions, Inc. | | | | | 177,925 | | | | | | 0.0 | | |
5,192 | | | First Bancorp, Inc./The | | | | | 156,435 | | | | | | 0.0 | | |
Voya Russell™ Small Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
75,813 | | | First BanCorp. Puerto Rico | | | | $ | 978,746 | | | | | | 0.1 | | |
13,663 | | | First BanCorp. Southern Pines NC | | | | | 476,839 | | | | | | 0.1 | | |
8,511 | | | First Bancshares, Inc./The | | | | | 243,415 | | | | | | 0.0 | | |
8,021 | | | First Bank/Hamilton NJ | | | | | 112,134 | | | | | | 0.0 | | |
20,884 | | | First Busey Corp. | | | | | 477,199 | | | | | | 0.1 | | |
36,920 | | | First Commonwealth Financial Corp. | | | | | 495,466 | | | | | | 0.1 | | |
8,281 | | | First Community Bancshares, Inc. | | | | | 243,544 | | | | | | 0.0 | | |
36,289 | | | First Financial Bancorp. | | | | | 704,007 | | | | | | 0.1 | | |
49,600 (1) | | | First Financial Bankshares, Inc. | | | | | 1,947,792 | | | | | | 0.2 | | |
3,018 | | | First Financial Corp. | | | | | 134,301 | | | | | | 0.0 | | |
16,756 | | | First Foundation, Inc. | | | | | 343,163 | | | | | | 0.0 | | |
4,232 | | | First Internet Bancorp | | | | | 155,822 | | | | | | 0.0 | | |
34,156 | | | First Interstate Bancsystem, Inc. | | | | | 1,301,685 | | | | | | 0.2 | | |
21,464 | | | First Merchants Corp. | | | | | 764,548 | | | | | | 0.1 | | |
7,326 | | | First Mid Bancshares, Inc. | | | | | 261,318 | | | | | | 0.0 | | |
10,248 | | | First of Long Island Corp. | | | | | 179,647 | | | | | | 0.0 | | |
14,760 | | | FirstCash Holdings, Inc. | | | | | 1,025,968 | | | | | | 0.1 | | |
4,444 | | | Five Star Bancorp | | | | | 117,411 | | | | | | 0.0 | | |
20,517 | | | Flagstar Bancorp, Inc. | | | | | 727,328 | | | | | | 0.1 | | |
11,330 | | | Flushing Financial Corp. | | | | | 240,876 | | | | | | 0.0 | | |
22,417 (2) | | | Focus Financial Partners, Inc. | | | | | 763,523 | | | | | | 0.1 | | |
31,540 (1) | | | Franklin BSP Realty Trust, Inc. | | | | | 425,159 | | | | | | 0.1 | | |
60,280 | | | Fulton Financial Corp. | | | | | 871,046 | | | | | | 0.1 | | |
17,583 (1) | | | GCM Grosvenor, Inc. | | | | | 120,444 | | | | | | 0.0 | | |
190,981 (2) | | | Genworth Financial, Inc. | | | | | 674,163 | | | | | | 0.1 | | |
11,002 | | | German American Bancorp, Inc. | | | | | 376,048 | | | | | | 0.0 | | |
42,190 | | | Glacier Bancorp., Inc. | | | | | 2,000,650 | | | | | | 0.2 | | |
7,082 (1) | | | Goosehead Insurance, Inc. | | | | | 323,435 | | | | | | 0.0 | | |
24,866 | | | Granite Point Mortgage Trust, Inc. | | | | | 237,968 | | | | | | 0.0 | | |
4,101 | | | Great Southern Bancorp., Inc. | | | | | 240,155 | | | | | | 0.0 | | |
18,791 (2) | | | Green Dot Corp. | | | | | 471,842 | | | | | | 0.1 | | |
1,363 | | | Greene County Bancorp, Inc. | | | | | 61,730 | | | | | | 0.0 | | |
13,370 | | | Hamilton Lane, Inc. | | | | | 898,197 | | | | | | 0.1 | | |
32,872 | | | Hancock Whitney Corp. | | | | | 1,457,216 | | | | | | 0.2 | | |
13,103 | | | Hanmi Financial Corp. | | | | | 294,031 | | | | | | 0.0 | | |
32,232 (1) | | | Hannon Armstrong Sustainable Infrastructure Capital, Inc. | | | | | 1,220,304 | | | | | | 0.1 | | |
18,927 | | | HarborOne Bancorp, Inc. | | | | | 261,003 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
2,590 (1) | | | HCI Group, Inc. | | | | $ | 175,498 | | | | | | 0.0 | | |
15,941 | | | Heartland Financial USA, Inc. | | | | | 662,189 | | | | | | 0.1 | | |
26,054 | | | Heritage Commerce Corp. | | | | | 278,517 | | | | | | 0.0 | | |
14,654 | | | Heritage Financial Corp. | | | | | 368,695 | | | | | | 0.0 | | |
23,363 | | | Hilltop Holdings, Inc. | | | | | 622,858 | | | | | | 0.1 | | |
668 | | | Hingham Institution for Savings | | | | | 189,558 | | | | | | 0.0 | | |
96,333 (2) | | | Hippo Holdings, Inc. | | | | | 84,638 | | | | | | 0.0 | | |
3,848 | | | Home Bancorp, Inc. | | | | | 131,332 | | | | | | 0.0 | | |
66,207 | | | Home Bancshares, Inc./Conway AR | | | | | 1,375,119 | | | | | | 0.2 | | |
7,420 | | | HomeStreet, Inc. | | | | | 257,251 | | | | | | 0.0 | | |
6,557 | | | HomeTrust Bancshares, Inc. | | | | | 163,925 | | | | | | 0.0 | | |
45,056 | | | Hope Bancorp, Inc. | | | | | 623,575 | | | | | | 0.1 | | |
16,167 | | | Horace Mann Educators Corp. | | | | | 620,489 | | | | | | 0.1 | | |
17,767 | | | Horizon Bancorp, Inc. | | | | | 309,501 | | | | | | 0.0 | | |
19,416 | | | Houlihan Lokey, Inc. | | | | | 1,532,505 | | | | | | 0.2 | | |
17,802 | | | Independent Bank Corp. | | | | | 1,414,013 | | | | | | 0.2 | | |
2,180 | | | Independent Bank Corp. Michigan | | | | | 42,030 | | | | | | 0.0 | | |
14,285 (1) | | | Independent Bank Group, Inc. | | | | | 970,094 | | | | | | 0.1 | | |
20,857 | | | International Bancshares Corp. | | | | | 835,949 | | | | | | 0.1 | | |
12,846 (1) | | | Invesco Mortgage Capital, Inc. | | | | | 188,582 | | | | | | 0.0 | | |
27,923 | | | Jackson Financial, Inc. | | | | | 746,940 | | | | | | 0.1 | | |
14,240 | | | James River Group Holdings Ltd. | | | | | 352,867 | | | | | | 0.0 | | |
3,905 | | | John Marshall Bancorp, Inc. | | | | | 88,019 | | | | | | 0.0 | | |
27,774 | | | Kearny Financial Corp./ MD | | | | | 308,569 | | | | | | 0.0 | | |
8,274 | | | Kinsale Capital Group, Inc. | | | | | 1,900,041 | | | | | | 0.2 | | |
17,917 (1) | | | KKR Real Estate Finance Trust, Inc. | | | | | 312,652 | | | | | | 0.0 | | |
47,644 | | | Ladder Capital Corp. | | | | | 502,168 | | | | | | 0.1 | | |
24,077 | | | Lakeland Bancorp, Inc. | | | | | 352,006 | | | | | | 0.0 | | |
9,632 (1) | | | Lakeland Financial Corp. | | | | | 639,757 | | | | | | 0.1 | | |
15,173 (1)(2) | | | Lemonade, Inc. | | | | | 277,059 | | | | | | 0.0 | | |
38,625 (2) | | | LendingClub Corp. | | | | | 451,526 | | | | | | 0.1 | | |
4,066 (1)(2) | | | LendingTree, Inc. | | | | | 178,172 | | | | | | 0.0 | | |
12,430 (1) | | | Live Oak Bancshares, Inc. | | | | | 421,253 | | | | | | 0.1 | | |
5,498 | | | Manning & Napier, Inc. | | | | | 68,560 | | | | | | 0.0 | | |
19,146 (1)(2) | | | MBIA, Inc. | | | | | 236,453 | | | | | | 0.0 | | |
6,981 | | | Mercantile Bank Corp. | | | | | 223,043 | | | | | | 0.0 | | |
6,870 | | | Merchants Bancorp/IN | | | | | 155,743 | | | | | | 0.0 | | |
8,245 | | | Mercury General Corp. | | | | | 365,254 | | | | | | 0.0 | | |
Voya Russell™ Small Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
11,351 | | | Meta Financial Group, Inc. | | | | $ | 438,943 | | | | | | 0.1 | | |
8,757 | | | Metrocity Bankshares, Inc. | | | | | 177,855 | | | | | | 0.0 | | |
3,713 (2) | | | Metropolitan Bank Holding Corp. | | | | | 257,756 | | | | | | 0.0 | | |
42,103 (1) | | | MFA Financial, Inc. | | | | | 452,607 | | | | | | 0.1 | | |
4,666 | | | Mid Penn Bancorp, Inc. | | | | | 125,842 | | | | | | 0.0 | | |
8,412 | | | Midland States Bancorp, Inc. | | | | | 202,225 | | | | | | 0.0 | | |
6,374 | | | MidWestOne Financial Group, Inc. | | | | | 189,435 | | | | | | 0.0 | | |
23,537 | | | Moelis & Co. | | | | | 926,181 | | | | | | 0.1 | | |
54,501 (2) | | | Moneylion, Inc. | | | | | 71,941 | | | | | | 0.0 | | |
26,529 (2) | | | Mr Cooper Group, Inc. | | | | | 974,675 | | | | | | 0.1 | | |
4,354 | | | MVB Financial Corp. | | | | | 135,453 | | | | | | 0.0 | | |
11,980 | | | National Bank Holdings Corp. | | | | | 458,475 | | | | | | 0.1 | | |
908 | | | National Western Life Group, Inc. | | | | | 184,052 | | | | | | 0.0 | | |
43,490 | | | Navient Corp. | | | | | 608,425 | | | | | | 0.1 | | |
16,951 | | | NBT Bancorp., Inc. | | | | | 637,188 | | | | | | 0.1 | | |
5,706 | | | Nelnet, Inc. | | | | | 486,437 | | | | | | 0.1 | | |
9,394 (1)(2) | | | NerdWallet, Inc. | | | | | 74,494 | | | | | | 0.0 | | |
156,767 | | | New York Mortgage Trust, Inc. | | | | | 432,677 | | | | | | 0.1 | | |
4,910 (1)(2) | | | Nicolet Bankshares, Inc. | | | | | 355,189 | | | | | | 0.0 | | |
33,346 (2) | | | NMI Holdings, Inc. | | | | | 555,211 | | | | | | 0.1 | | |
20,879 | | | Northfield Bancorp, Inc. | | | | | 272,053 | | | | | | 0.0 | | |
44,952 | | | Northwest Bancshares, Inc. | | | | | 575,386 | | | | | | 0.1 | | |
22,992 | | | OceanFirst Financial Corp. | | | | | 439,837 | | | | | | 0.1 | | |
19,332 | | | OFG Bancorp | | | | | 491,033 | | | | | | 0.1 | | |
111,937 | | | Old National Bancorp. | | | | | 1,655,548 | | | | | | 0.2 | | |
14,303 | | | Old Second Bancorp, Inc. | | | | | 191,374 | | | | | | 0.0 | | |
41,148 (2) | | | Open Lending Corp. | | | | | 420,944 | | | | | | 0.1 | | |
8,977 (2) | | | Oportun Financial Corp. | | | | | 74,240 | | | | | | 0.0 | | |
3,405 | | | Oppenheimer Holdings, Inc. | | | | | 112,501 | | | | | | 0.0 | | |
68,778 (1) | | | Orchid Island Capital, Inc. | | | | | 196,017 | | | | | | 0.0 | | |
9,327 | | | Origin Bancorp, Inc. | | | | | 361,888 | | | | | | 0.0 | | |
45,028 (1)(2) | | | Oscar Health, Inc. | | | | | 191,369 | | | | | | 0.0 | | |
36,380 | | | Pacific Premier Bancorp, Inc. | | | | | 1,063,751 | | | | | | 0.1 | | |
9,465 (2) | | | Palomar Holdings, Inc. | | | | | 609,546 | | | | | | 0.1 | | |
5,848 (1) | | | Park National Corp. | | | | | 709,070 | | | | | | 0.1 | | |
7,679 | | | Peapack-Gladstone Financial Corp. | | | | | 228,066 | | | | | | 0.0 | | |
11,413 (1) | | | PennyMac Financial Services, Inc. | | | | | 498,862 | | | | | | 0.1 | | |
39,347 (1) | | | Pennymac Mortgage Investment Trust | | | | | 544,169 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
9,588 | | | Peoples Bancorp., Inc. | | | | $ | 255,041 | | | | | | 0.0 | | |
3,165 | | | Peoples Financial Services Corp. | | | | | 176,734 | | | | | | 0.0 | | |
15,201 | | | Perella Weinberg Partners | | | | | 88,622 | | | | | | 0.0 | | |
6,677 | | | Piper Sandler Cos | | | | | 756,905 | | | | | | 0.1 | | |
9,341 | | | PJT Partners, Inc. | | | | | 656,485 | | | | | | 0.1 | | |
15,182 (2) | | | PRA Group, Inc. | | | | | 552,018 | | | | | | 0.1 | | |
5,835 | | | Preferred Bank/Los Angeles CA | | | | | 396,897 | | | | | | 0.1 | | |
14,643 | | | Premier Financial Corp. | | | | | 371,200 | | | | | | 0.0 | | |
11,003 | | | Primis Financial Corp. | | | | | 149,971 | | | | | | 0.0 | | |
21,155 | | | ProAssurance Corp. | | | | | 499,893 | | | | | | 0.1 | | |
4,835 (2) | | | Professional Holding Corp. | | | | | 96,942 | | | | | | 0.0 | | |
20,612 (2) | | | PROG Holdings, Inc. | | | | | 340,098 | | | | | | 0.0 | | |
30,408 | | | Provident Financial Services, Inc. | | | | | 676,882 | | | | | | 0.1 | | |
6,195 | | | QCR Holdings, Inc. | | | | | 334,468 | | | | | | 0.0 | | |
66,216 | | | Radian Group, Inc. | | | | | 1,301,144 | | | | | | 0.2 | | |
25,511 (1) | | | Ready Capital Corp. | | | | | 304,091 | | | | | | 0.0 | | |
46,078 | | | Redwood Trust, Inc. | | | | | 355,261 | | | | | | 0.0 | | |
3,249 | | | Regional Management Corp. | | | | | 121,415 | | | | | | 0.0 | | |
21,480 | | | Renasant Corp. | | | | | 618,839 | | | | | | 0.1 | | |
4,125 | | | Republic Bancorp., Inc. | | | | | 199,031 | | | | | | 0.0 | | |
17,551 (2) | | | Republic First Bancorp, Inc. | | | | | 66,869 | | | | | | 0.0 | | |
14,989 | | | RLI Corp. | | | | | 1,747,568 | | | | | | 0.2 | | |
54,399 (2) | | | Root, Inc./OH | | | | | 64,735 | | | | | | 0.0 | | |
15,976 | | | S&T Bancorp, Inc. | | | | | 438,222 | | | | | | 0.1 | | |
5,732 | | | Safety Insurance Group, Inc. | | | | | 556,577 | | | | | | 0.1 | | |
17,973 | | | Sandy Spring Bancorp, Inc. | | | | | 702,205 | | | | | | 0.1 | | |
8,933 | | | Sculptor Capital Management, Inc. | | | | | 74,591 | | | | | | 0.0 | | |
21,494 | | | Seacoast Banking Corp. of Florida | | | | | 710,162 | | | | | | 0.1 | | |
22,714 | | | Selective Insurance Group | | | | | 1,974,755 | | | | | | 0.2 | | |
54,098 (2) | | | Selectquote, Inc. | | | | | 134,163 | | | | | | 0.0 | | |
19,291 (1) | | | ServisFirst Bancshares, Inc. | | | | | 1,522,446 | | | | | | 0.2 | | |
5,755 | | | Sierra Bancorp. | | | | | 125,056 | | | | | | 0.0 | | |
11,809 (2) | | | Silvergate Capital Corp. | | | | | 632,136 | | | | | | 0.1 | | |
47,909 | | | Simmons First National Corp. | | | | | 1,018,545 | | | | | | 0.1 | | |
36,377 (2) | | | SiriusPoint Ltd. | | | | | 197,163 | | | | | | 0.0 | | |
6,906 | | | SmartFinancial, Inc. | | | | | 166,849 | | | | | | 0.0 | | |
3,593 (2) | | | Southern First Bancshares, Inc. | | | | | 156,619 | | | | | | 0.0 | | |
Voya Russell™ Small Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
3,753 | | | Southern Missouri Bancorp, Inc. | | | | $ | 169,861 | | | | | | 0.0 | | |
12,654 | | | Southside Bancshares, Inc. | | | | | 473,513 | | | | | | 0.1 | | |
28,668 | | | SouthState Corp. | | | | | 2,211,736 | | | | | | 0.3 | | |
19,078 (1) | | | StepStone Group, Inc. | | | | | 496,600 | | | | | | 0.1 | | |
10,117 | | | Stewart Information Services Corp. | | | | | 503,321 | | | | | | 0.1 | | |
10,168 (1) | | | Stock Yards Bancorp, Inc. | | | | | 608,250 | | | | | | 0.1 | | |
6,655 (2) | | | StoneX Group, Inc. | | | | | 519,556 | | | | | | 0.1 | | |
19,349 (2) | | | Texas Capital Bancshares, Inc. | | | | | 1,018,531 | | | | | | 0.1 | | |
4,180 (2) | | | Third Coast Bancshares, Inc. | | | | | 91,542 | | | | | | 0.0 | | |
10,141 | | | Tiptree Financial, Inc. | | | | | 107,697 | | | | | | 0.0 | | |
6,019 | | | Tompkins Financial Corp. | | | | | 433,970 | | | | | | 0.1 | | |
26,173 | | | TowneBank/Portsmouth VA | | | | | 710,597 | | | | | | 0.1 | | |
28,143 | | | TPG RE Finance Trust, Inc. | | | | | 253,568 | | | | | | 0.0 | | |
8,651 (2) | | | Trean Insurance Group, Inc. | | | | | 53,896 | | | | | | 0.0 | | |
11,776 | | | Trico Bancshares | | | | | 537,457 | | | | | | 0.1 | | |
9,241 (2) | | | Triumph Bancorp, Inc. | | | | | 578,117 | | | | | | 0.1 | | |
14,885 (1)(2) | | | Trupanion, Inc. | | | | | 896,970 | | | | | | 0.1 | | |
8,838 | | | TrustCo Bank Corp. NY | | | | | 272,564 | | | | | | 0.0 | | |
23,855 | | | Trustmark Corp. | | | | | 696,327 | | | | | | 0.1 | | |
123,488 (1) | | | Two Harbors Investment Corp. | | | | | 614,970 | | | | | | 0.1 | | |
16,701 | | | UMB Financial Corp. | | | | | 1,437,956 | | | | | | 0.2 | | |
50,621 (1) | | | United Bankshares, Inc. | | | | | 1,775,278 | | | | | | 0.2 | | |
40,380 | | | United Community Banks, Inc./GA | | | | | 1,219,072 | | | | | | 0.1 | | |
8,670 | | | United Fire Group, Inc. | | | | | 296,774 | | | | | | 0.0 | | |
11,265 | | | Universal Insurance Holdings, Inc. | | | | | 146,783 | | | | | | 0.0 | | |
12,489 | | | Univest Financial Corp. | | | | | 317,720 | | | | | | 0.0 | | |
150,159 | | | Valley National Bancorp | | | | | 1,563,155 | | | | | | 0.2 | | |
19,151 | | | Veritex Holdings, Inc. | | | | | 560,358 | | | | | | 0.1 | | |
5,354 | | | Victory Capital Holdings, Inc. | | | | | 129,031 | | | | | | 0.0 | | |
2,786 | | | Virtus Investment Partners, Inc. | | | | | 476,462 | | | | | | 0.1 | | |
11,528 | | | Walker & Dunlop, Inc. | | | | | 1,110,608 | | | | | | 0.1 | | |
25,215 | | | Washington Federal, Inc. | | | | | 756,954 | | | | | | 0.1 | | |
7,075 | | | Washington Trust Bancorp, Inc. | | | | | 342,218 | | | | | | 0.0 | | |
8,365 | | | Waterstone Financial, Inc. | | | | | 142,623 | | | | | | 0.0 | | |
22,805 | | | WesBanco, Inc. | | | | | 723,147 | | | | | | 0.1 | | |
7,554 | | | West BanCorp, Inc. | | | | | 183,864 | | | | | | 0.0 | | |
10,415 | | | Westamerica Bancorp. | | | | | 579,699 | | | | | | 0.1 | | |
55,231 (1) | | | WisdomTree Investments, Inc. | | | | | 280,021 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | | | | |||||||||||||||
COMMON STOCK: (continued) | | | | | |||||||||||||||||||||
| | | Financials (continued) | | | | | ||||||||||||||||||
1,604 (1)(2) | | | World Acceptance Corp. | | | | $ | 180,033 | | | | | | 0.0 | | | | | | ||||||
25,293 | | | WSFS Financial Corp. | | | | | 1,014,000 | | | | | | 0.1 | | | | | | ||||||
| | | | | | | | 146,891,361 | | | | | | 16.4 | | | | | | ||||||
| | | Health Care: 16.2% | | | | | | | | | | | ||||||||||||
67,756 (1)(2) | | | 1Life Healthcare, Inc. | | | | | 531,207 | | | | | | 0.1 | | | | | | ||||||
64,200 (1)(2) | | | 23andMe Holding Co. | | | | | 159,216 | | | | | | 0.0 | | | | | | ||||||
14,211���(1)(2) | | | 2seventy bio, Inc. | | | | | 187,585 | | | | | | 0.0 | | | | | | ||||||
11,710 (2) | | | 4D Molecular Therapeutics, Inc. | | | | | 81,736 | | | | | | 0.0 | | | | | | ||||||
5,355 (2) | | | Aadi Bioscience, Inc. | | | | | 65,974 | | | | | | 0.0 | | | | | | ||||||
77,844 (2) | | | AbCellera Biologics, Inc. | | | | | 829,039 | | | | | | 0.1 | | | | | | ||||||
20,105 (1)(2) | | | Absci Corp. | | | | | 66,749 | | | | | | 0.0 | | | | | | ||||||
46,015 (2) | | | Acadia Pharmaceuticals, Inc. | | | | | 648,351 | | | | | | 0.1 | | | | | | ||||||
21,895 (1)(2) | | | Accolade, Inc. | | | | | 162,023 | | | | | | 0.0 | | | | | | ||||||
22,469 (1)(2) | | | Aclaris Therapeutics, Inc. | | | | | 313,667 | | | | | | 0.0 | | | | | | ||||||
19,953 (1)(2) | | | Adagio Therapeutics, Inc. | | | | | 65,446 | | | | | | 0.0 | | | | | | ||||||
27,808 (1)(2) | | | AdaptHealth Corp. | | | | | 501,656 | | | | | | 0.1 | | | | | | ||||||
41,444 (2) | | | Adaptive Biotechnologies Corp. | | | | | 335,282 | | | | | | 0.0 | | | | | | ||||||
6,000 (2) | | | Addus HomeCare Corp. | | | | | 499,680 | | | | | | 0.1 | | | | | | ||||||
10,741 (2) | | | Adicet Bio, Inc. | | | | | 156,819 | | | | | | 0.0 | | | | | | ||||||
71,313 (1)(2) | | | ADMA Biologics, Inc. | | | | | 141,200 | | | | | | 0.0 | | | | | | ||||||
17,920 (1)(2) | | | Aerie Pharmaceuticals, Inc. | | | | | 134,400 | | | | | | 0.0 | | | | | | ||||||
3,773 (1)(2) | | | Aerovate Therapeutics, Inc. | | | | | 58,972 | | | | | | 0.0 | | | | | | ||||||
52,907 (2) | | | Affimed NV | | | | | 146,552 | | | | | | 0.0 | | | | | | ||||||
101,032 (2) | | | Agenus, Inc. | | | | | 196,002 | | | | | | 0.0 | | | | | | ||||||
9,968 (1)(2) | | | Agiliti, Inc. | | | | | 204,444 | | | | | | 0.0 | | | | | | ||||||
21,634 (1)(2) | | | Agios Pharmaceuticals, Inc. | | | | | 479,626 | | | | | | 0.1 | | | | | | ||||||
10,947 (2) | | | Akero Therapeutics, Inc. | | | | | 103,449 | | | | | | 0.0 | | | | | | ||||||
6,383 (1)(2) | | | Akoya Biosciences, Inc. | | | | | 82,022 | | | | | | 0.0 | | | | | | ||||||
6,772 (1)(2) | | | Albireo Pharma, Inc. | | | | | 134,492 | | | | | | 0.0 | | | | | | ||||||
22,866 (1)(2) | | | Alector, Inc. | | | | | 232,319 | | | | | | 0.0 | | | | | | ||||||
31,545 (1)(2) | | | Alignment Healthcare, Inc. | | | | | 359,928 | | | | | | 0.1 | | | | | | ||||||
61,926 (2) | | | Alkermes PLC | | | | | 1,844,776 | | | | | | 0.2 | | | | | | ||||||
30,019 (1)(2) | | | Allogene Therapeutics, Inc. | | | | | 342,217 | | | | | | 0.1 | | | | | | ||||||
11,379 (2) | | | Allovir, Inc. | | | | | 44,378 | | | | | | 0.0 | | | | | | ||||||
43,723 (2) | | | Allscripts Healthcare Solutions, Inc. | | | | | 648,412 | | | | | | 0.1 | | | | | | ||||||
28,352 (1)(2) | | | Alphatec Holdings, Inc. | | | | | 185,422 | | | | | | 0.0 | | | | | | ||||||
6,246 (2) | | | Alpine Immune Sciences, Inc. | | | | | 53,153 | | | | | | 0.0 | | | | | | ||||||
7,893 (1)(2) | | | ALX Oncology Holdings, Inc. | | | | | 63,854 | | | | | | 0.0 | | | | | | ||||||
86,173 (2) | | | American Well Corp. | | | | | 372,267 | | | | | | 0.1 | | | | | | ||||||
103,992 (1)(2) | | | Amicus Therapeutics, Inc. | | | | | 1,116,874 | | | | | | 0.1 | | | | | |
Voya Russell™ Small Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
16,961 (2) | | | AMN Healthcare Services, Inc. | | | | $ | 1,860,791 | | | | | | 0.2 | | |
41,827 (2) | | | Amneal Pharmaceuticals, Inc. | | | | | 133,010 | | | | | | 0.0 | | |
14,911 (2) | | | Amphastar Pharmaceuticals, Inc. | | | | | 518,754 | | | | | | 0.1 | | |
4,370 (1)(2) | | | Amylyx Pharmaceuticals, Inc. | | | | | 84,166 | | | | | | 0.0 | | |
7,709 (1)(2) | | | AnaptysBio, Inc. | | | | | 156,493 | | | | | | 0.0 | | |
26,383 (1)(2) | | | Anavex Life Sciences Corp. | | | | | 264,094 | | | | | | 0.0 | | |
14,559 (2) | | | Angiodynamics, Inc. | | | | | 281,717 | | | | | | 0.0 | | |
4,597 (1)(2) | | | ANI Pharmaceuticals, Inc. | | | | | 136,393 | | | | | | 0.0 | | |
5,737 (2) | | | Anika Therapeutics, Inc. | | | | | 128,050 | | | | | | 0.0 | | |
34,343 (2) | | | Apellis Pharmaceuticals, Inc. | | | | | 1,552,990 | | | | | | 0.2 | | |
14,944 (1)(2) | | | Apollo Medical Holdings, Inc. | | | | | 576,689 | | | | | | 0.1 | | |
42,208 (2) | | | Arbutus Biopharma Corp. | | | | | 114,384 | | | | | | 0.0 | | |
3,850 (2) | | | Arcellx, Inc. | | | | | 69,608 | | | | | | 0.0 | | |
8,848 (1)(2) | | | Arcturus Therapeutics Holdings, Inc. | | | | | 139,268 | | | | | | 0.0 | | |
19,260 (1)(2) | | | Arcus Biosciences, Inc. | | | | | 488,048 | | | | | | 0.1 | | |
13,125 (1)(2) | | | Arcutis Biotherapeutics, Inc. | | | | | 279,694 | | | | | | 0.0 | | |
39,157 (2) | | | Arrowhead Pharmaceuticals, Inc. | | | | | 1,378,718 | | | | | | 0.2 | | |
15,253 (1)(2) | | | Artivion, Inc. | | | | | 287,977 | | | | | | 0.0 | | |
18,239 (1)(2) | | | Arvinas, Inc. | | | | | 767,680 | | | | �� | | 0.1 | | |
35,436 (1)(2) | | | Atara Biotherapeutics, Inc. | | | | | 276,046 | | | | | | 0.0 | | |
28,385 (2) | | | Atea Pharmaceuticals, Inc. | | | | | 201,533 | | | | | | 0.0 | | |
12,560 (2) | | | Athira Pharma, Inc. | | | | | 38,308 | | | | | | 0.0 | | |
34,670 (2) | | | ATI Physical Therapy, Inc. | | | | | 48,885 | | | | | | 0.0 | | |
17,464 (2) | | | AtriCure, Inc. | | | | | 713,579 | | | | | | 0.1 | | |
537 | | | Atrion Corp. | | | | | 337,698 | | | | | | 0.0 | | |
7,004 (1)(2) | | | Aura Biosciences, Inc. | | | | | 99,247 | | | | | | 0.0 | | |
50,729 (1)(2) | | | Aurinia Pharmaceuticals, Inc. | | | | | 509,826 | | | | | | 0.1 | | |
18,184 (2) | | | Avanos Medical, Inc. | | | | | 497,151 | | | | | | 0.1 | | |
17,875 (2) | | | Aveanna Healthcare Holdings, Inc. | | | | | 40,397 | | | | | | 0.0 | | |
23,552 (1)(2) | | | Avid Bioservices, Inc. | | | | | 359,404 | | | | | | 0.1 | | |
18,564 (1)(2) | | | Avidity Biosciences, Inc. | | | | | 269,735 | | | | | | 0.0 | | |
14,821 (2) | | | AxoGen, Inc. | | | | | 121,384 | | | | | | 0.0 | | |
17,937 (1)(2) | | | Axonics, Inc. | | | | | 1,016,490 | | | | | | 0.1 | | |
10,857 (1)(2) | | | Axsome Therapeutics, Inc. | | | | | 415,823 | | | | | | 0.1 | | |
51,264 (2) | | | Babylon Holdings Ltd./Jersey | | | | | 50,126 | | | | | | 0.0 | | |
23,978 (1)(2) | | | Beam Therapeutics, Inc. | | | | | 928,188 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
21,087 (2) | | | Berkeley Lights, Inc. | | | | $ | 104,802 | | | | | | 0.0 | | |
70,521 (1)(2) | | | BioCryst Pharmaceuticals, Inc. | | | | | 746,112 | | | | | | 0.1 | | |
23,559 (2) | | | Biohaven Pharmaceutical Holding Co. Ltd. | | | | | 3,432,782 | | | | | | 0.4 | | |
12,403 (2) | | | BioLife Solutions, Inc. | | | | | 171,285 | | | | | | 0.0 | | |
114,621 (1)(2) | | | Bionano Genomics, Inc. | | | | | 158,177 | | | | | | 0.0 | | |
10,999 (1)(2) | | | Bioventus, Inc. | | | | | 75,013 | | | | | | 0.0 | | |
6,951 (1)(2) | | | Bioxcel Therapeutics, Inc. | | | | | 91,753 | | | | | | 0.0 | | |
27,965 (1)(2) | | | Bluebird Bio, Inc. | | | | | 115,775 | | | | | | 0.0 | | |
22,817 (1)(2) | | | Blueprint Medicines Corp. | | | | | 1,152,487 | | | | | | 0.1 | | |
41,578 (1)(2) | | | Bridgebio Pharma, Inc. | | | | | 377,528 | | | | | | 0.1 | | |
72,297 (2) | | | Brookdale Senior Living, Inc. | | | | | 328,228 | | | | | | 0.0 | | |
51,340 (1)(2) | | | Butterfly Network, Inc. | | | | | 157,614 | | | | | | 0.0 | | |
15,161 (2) | | | C4 Therapeutics, Inc. | | | | | 114,314 | | | | | | 0.0 | | |
60,561 (1)(2) | | | Cano Health, Inc. | | | | | 265,257 | | | | | | 0.0 | | |
18,043 (1)(2) | | | Cara Therapeutics, Inc. | | | | | 164,733 | | | | | | 0.0 | | |
15,485 (2) | | | Cardiovascular Systems, Inc. | | | | | 222,365 | | | | | | 0.0 | | |
19,521 (2) | | | CareDx, Inc. | | | | | 419,311 | | | | | | 0.1 | | |
22,503 (2) | | | CareMax, Inc. | | | | | 81,686 | | | | | | 0.0 | | |
20,238 (2) | | | Caribou Biosciences, Inc. | | | | | 109,892 | | | | | | 0.0 | | |
14,477 (1)(2) | | | Cassava Sciences, Inc. | | | | | 407,093 | | | | | | 0.1 | | |
8,555 (2) | | | Castle Biosciences, Inc. | | | | | 187,782 | | | | | | 0.0 | | |
37,451 (2) | | | Catalyst Pharmaceuticals, Inc. | | | | | 262,532 | | | | | | 0.0 | | |
17,630 (1)(2) | | | Celldex Therapeutics, Inc. | | | | | 475,305 | | | | | | 0.1 | | |
7,740 (2) | | | Century Therapeutics, Inc. | | | | | 65,016 | | | | | | 0.0 | | |
20,476 (1)(2) | | | Cerevel Therapeutics Holdings, Inc. | | | | | 541,385 | | | | | | 0.1 | | |
69,019 (1)(2) | | | Cerus Corp. | | | | | 365,111 | | | | | | 0.1 | | |
23,895 (1)(2) | | | ChemoCentryx, Inc. | | | | | 592,118 | | | | | | 0.1 | | |
34,598 (2) | | | Chimerix, Inc. | | | | | 71,964 | | | | | | 0.0 | | |
16,418 (2) | | | Chinook Therapeutics, Inc. | | | | | 287,151 | | | | | | 0.0 | | |
5,143 (1)(2) | | | CinCor Pharma, Inc. | | | | | 96,894 | | | | | | 0.0 | | |
143,741 (2) | | | Clover Health Investments Corp. | | | | | 307,606 | | | | | | 0.0 | | |
24,125 (2) | | | Codexis, Inc. | | | | | 252,347 | | | | | | 0.0 | | |
16,828 (1)(2) | | | Cogent Biosciences, Inc. | | | | | 151,789 | | | | | | 0.0 | | |
27,827 (1)(2) | | | Coherus Biosciences, Inc. | | | | | 201,467 | | | | | | 0.0 | | |
13,299 (2) | | | Collegium Pharmaceutical, Inc. | | | | | 235,658 | | | | | | 0.0 | | |
47,340 (1)(2) | | | Community Health Systems, Inc. | | | | | 177,525 | | | | | | 0.0 | | |
6,092 (2) | | | Computer Programs & Systems, Inc. | | | | | 194,761 | | | | | | 0.0 | | |
10,655 (1) | | | Conmed Corp. | | | | | 1,020,323 | | | | | | 0.1 | | |
5,927 (2) | | | Convey Health Solutions Holdings, Inc. | | | | | 61,641 | | | | | | 0.0 | | |
Voya Russell™ Small Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
32,440 (2) | | | Corcept Therapeutics, Inc. | | | | $ | 771,423 | | | | | | 0.1 | | |
3,517 (2) | | | Corvel Corp. | | | | | 517,949 | | | | | | 0.1 | | |
40,250 (2) | | | Covetrus, Inc. | | | | | 835,187 | | | | | | 0.1 | | |
19,860 (1)(2) | | | Crinetics Pharmaceuticals, Inc. | | | | | 370,389 | | | | | | 0.1 | | |
14,190 (2) | | | Cross Country Healthcare, Inc. | | | | | 295,578 | | | | | | 0.0 | | |
16,534 (2) | | | CryoPort, Inc. | | | | | 512,223 | | | | | | 0.1 | | |
35,386 (1)(2) | | | CTI BioPharma Corp. | | | | | 211,254 | | | | | | 0.0 | | |
40,507 (1)(2) | | | Cue Health, Inc. | | | | | 129,622 | | | | | | 0.0 | | |
11,209 (1)(2) | | | Cullinan Oncology, Inc. | | | | | 143,699 | | | | | | 0.0 | | |
6,417 (1)(2) | | | Cutera, Inc. | | | | | 240,637 | | | | | | 0.0 | | |
42,877 (1)(2) | | | Cytek Biosciences, Inc. | | | | | 460,070 | | | | | | 0.1 | | |
31,323 (1)(2) | | | Cytokinetics, Inc. | | | | | 1,230,681 | | | | | | 0.1 | | |
8,673 (1)(2) | | | Day One Biopharmaceuticals, Inc. | | | | | 155,247 | | | | | | 0.0 | | |
17,305 (2) | | | Deciphera Pharmaceuticals, Inc. | | | | | 227,561 | | | | | | 0.0 | | |
36,973 (2) | | | Denali Therapeutics, Inc. | | | | | 1,088,115 | | | | | | 0.1 | | |
12,572 (1)(2) | | | Design Therapeutics, Inc. | | | | | 176,008 | | | | | | 0.0 | | |
10,567 (1)(2) | | | DICE Therapeutics, Inc. | | | | | 164,000 | | | | | | 0.0 | | |
30,047 (1)(2) | | | DocGo, Inc. | | | | | 214,536 | | | | | | 0.0 | | |
44,448 (1)(2) | | | Dynavax Technologies Corp. | | | | | 559,600 | | | | | | 0.1 | | |
11,698 (1)(2) | | | Dyne Therapeutics, Inc. | | | | | 80,365 | | | | | | 0.0 | | |
4,142 (1)(2) | | | Eagle Pharmaceuticals, Inc./DE | | | | | 184,029 | | | | | | 0.0 | | |
11,881 (2) | | | Edgewise Therapeutics, Inc. | | | | | 94,573 | | | | | | 0.0 | | |
26,626 (1)(2) | | | Editas Medicine, Inc. | | | | | 314,986 | | | | | | 0.0 | | |
16,112 (2) | | | Eiger BioPharmaceuticals, Inc. | | | | | 101,506 | | | | | | 0.0 | | |
21,476 (1)(2) | | | Embecta Corp. | | | | | 543,772 | | | | | | 0.1 | | |
19,305 (1)(2) | | | Emergent Biosolutions, Inc. | | | | | 599,227 | | | | | | 0.1 | | |
7,561 (2) | | | Enanta Pharmaceuticals, Inc. | | | | | 357,408 | | | | | | 0.1 | | |
89,245 (2) | | | Endo International PLC | | | | | 41,561 | | | | | | 0.0 | | |
20,555 | | | Ensign Group, Inc. | | | | | 1,510,176 | | | | | | 0.2 | | |
51,820 (1)(2) | | | EQRx, Inc. | | | | | 243,036 | | | | | | 0.0 | | |
24,657 (1)(2) | | | Erasca, Inc. | | | | | 137,339 | | | | | | 0.0 | | |
24,387 (1)(2) | | | Esperion Therapeutics, Inc. | | | | | 155,101 | | | | | | 0.0 | | |
31,038 (1)(2) | | | Evolent Health, Inc. | | | | | 953,177 | | | | | | 0.1 | | |
13,449 (1)(2) | | | Evolus, Inc. | | | | | 156,008 | | | | | | 0.0 | | |
10,258 (1)(2) | | | EyePoint Pharmaceuticals, Inc. | | | | | 80,730 | | | | | | 0.0 | | |
31,961 (1)(2) | | | Fate Therapeutics, Inc. | | | | | 791,994 | | | | | | 0.1 | | |
33,793 (1)(2) | | | FibroGen, Inc. | | | | | 356,854 | | | | | | 0.1 | | |
47,584 (1)(2) | | | Figs, Inc. | | | | | 433,490 | | | | | | 0.1 | | |
7,906 (1)(2) | | | Foghorn Therapeutics, Inc. | | | | | 107,522 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
12,915 (2) | | | Forma Therapeutics Holdings, Inc. | | | | $ | 88,984 | | | | | | 0.0 | | |
13,413 (2) | | | Fulcrum Therapeutics, Inc. | | | | | 65,724 | | | | | | 0.0 | | |
8,207 (1)(2) | | | Fulgent Genetics, Inc. | | | | | 447,528 | | | | | | 0.1 | | |
17,627 (2) | | | Generation Bio Co. | | | | | 115,633 | | | | | | 0.0 | | |
138,799 (2) | | | Geron Corp. | | | | | 215,138 | | | | | | 0.0 | | |
17,362 (2) | | | Glaukos Corp. | | | | | 788,582 | | | | | | 0.1 | | |
23,963 (1)(2) | | | Global Blood Therapeutics, Inc. | | | | | 765,618 | | | | | | 0.1 | | |
24,100 (1)(2) | | | Gossamer Bio, Inc. | | | | | 201,717 | | | | | | 0.0 | | |
19,287 (2) | | | Haemonetics Corp. | | | | | 1,257,127 | | | | | | 0.2 | | |
51,332 (2) | | | Halozyme Therapeutics, Inc. | | | | | 2,258,608 | | | | | | 0.3 | | |
15,171 (2) | | | Hanger, Inc. | | | | | 217,249 | | | | | | 0.0 | | |
9,813 (1)(2) | | | Harmony Biosciences Holdings, Inc. | | | | | 478,580 | | | | | | 0.1 | | |
20,125 (1)(2) | | | Health Catalyst, Inc. | | | | | 291,611 | | | | | | 0.0 | | |
31,461 (2) | | | HealthEquity, Inc. | | | | | 1,931,391 | | | | | | 0.2 | | |
9,985 (2) | | | HealthStream, Inc. | | | | | 216,774 | | | | | | 0.0 | | |
39,426 (1)(2) | | | Heron Therapeutics, Inc. | | | | | 109,999 | | | | | | 0.0 | | |
3,715 (1)(2) | | | Heska Corp. | | | | | 351,105 | | | | | | 0.1 | | |
6,196 (1)(2) | | | HilleVax, Inc. | | | | | 67,722 | | | | | | 0.0 | | |
44,058 (1)(2) | | | Hims & Hers Health, Inc. | | | | | 199,583 | | | | | | 0.0 | | |
9,110 (1)(2) | | | Icosavax, Inc. | | | | | 52,200 | | | | | | 0.0 | | |
13,509 (1)(2) | | | Ideaya Biosciences, Inc. | | | | | 186,424 | | | | | | 0.0 | | |
3,766 (1)(2) | | | IGM Biosciences, Inc. | | | | | 67,901 | | | | | | 0.0 | | |
9,854 (1)(2) | | | Imago Biosciences, Inc. | | | | | 131,945 | | | | | | 0.0 | | |
31,416 (1)(2) | | | ImmunityBio, Inc. | | | | | 116,868 | | | | | | 0.0 | | |
80,560 (1)(2) | | | Immunogen, Inc. | | | | | 362,520 | | | | | | 0.1 | | |
15,417 (2) | | | Immunovant, Inc. | | | | | 60,126 | | | | | | 0.0 | | |
18,065 (2) | | | Inari Medical, Inc. | | | | | 1,228,239 | | | | | | 0.1 | | |
10,930 (1)(2) | | | Inhibrx, Inc. | | | | | 124,056 | | | | | | 0.0 | | |
7,077 (1)(2) | | | Innovage Holding Corp. | | | | | 30,997 | | | | | | 0.0 | | |
22,787 (1)(2) | | | Innoviva, Inc. | | | | | 336,336 | | | | | | 0.0 | | |
8,100 (2) | | | Inogen, Inc. | | | | | 195,858 | | | | | | 0.0 | | |
6,379 (1)(2) | | | Inotiv, Inc. | | | | | 61,238 | | | | | | 0.0 | | |
80,813 (2) | | | Inovio Pharmaceuticals, Inc. | | | | | 139,806 | | | | | | 0.0 | | |
45,792 (1)(2) | | | Insmed, Inc. | | | | | 903,018 | | | | | | 0.1 | | |
10,343 (2) | | | Inspire Medical Systems, Inc. | | | | | 1,889,356 | | | | | | 0.2 | | |
25,858 (1)(2) | | | Instil Bio, Inc. | | | | | 119,464 | | | | | | 0.0 | | |
12,493 (2) | | | Integer Holdings Corp. | | | | | 882,755 | | | | | | 0.1 | | |
28,397 (1)(2) | | | Intellia Therapeutics, Inc. | | | | | 1,469,829 | | | | | | 0.2 | | |
10,021 (1)(2) | | | Intercept Pharmaceuticals, Inc. | | | | | 138,390 | | | | | | 0.0 | | |
34,632 (2) | | | Intra-Cellular Therapies, Inc. | | | | | 1,976,795 | | | | | | 0.2 | | |
86,266 (1)(2) | | | Invitae Corp. | | | | | 210,489 | | | | | | 0.0 | | |
56,715 (1)(2) | | | Iovance Biotherapeutics, Inc. | | | | | 626,134 | | | | | | 0.1 | | |
Voya Russell™ Small Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
2,596 | | | iRadimed Corp. | | | | $ | 88,108 | | | | | | 0.0 | | |
11,362 (2) | | | iRhythm Technologies, Inc. | | | | | 1,227,437 | | | | | | 0.1 | | |
51,264 (1)(2) | | | Ironwood Pharmaceuticals, Inc. | | | | | 591,074 | | | | | | 0.1 | | |
8,454 (2) | | | iTeos Therapeutics, Inc. | | | | | 174,152 | | | | | | 0.0 | | |
45,048 (1)(2) | | | IVERIC bio, Inc. | | | | | 433,362 | | | | | | 0.1 | | |
6,243 (1)(2) | | | Janux Therapeutics, Inc. | | | | | 76,227 | | | | | | 0.0 | | |
5,645 (1)(2) | | | Joint Corp./The | | | | | 86,425 | | | | | | 0.0 | | |
16,507 (2) | | | Jounce Therapeutics, Inc. | | | | | 50,016 | | | | | | 0.0 | | |
8,732 (2) | | | KalVista Pharmaceuticals, Inc. | | | | | 85,923 | | | | | | 0.0 | | |
9,799 (1)(2) | | | Karuna Therapeutics, Inc. | | | | | 1,239,671 | | | | | | 0.1 | | |
28,866 (1)(2) | | | Karyopharm Therapeutics, Inc. | | | | | 130,186 | | | | | | 0.0 | | |
6,131 (1)(2) | | | Keros Therapeutics, Inc. | | | | | 169,400 | | | | | | 0.0 | | |
17,380 (1)(2) | | | Kezar Life Sciences, Inc. | | | | | 143,733 | | | | | | 0.0 | | |
11,928 (1)(2) | | | Kiniksa Pharmaceuticals Ltd. | | | | | 115,582 | | | | | | 0.0 | | |
11,050 (1)(2) | | | Kinnate Biopharma, Inc. | | | | | 139,341 | | | | | | 0.0 | | |
13,226 (2) | | | Kodiak Sciences, Inc. | | | | | 101,047 | | | | | | 0.0 | | |
15,094 (1)(2) | | | Kronos Bio, Inc. | | | | | 54,942 | | | | | | 0.0 | | |
7,778 (1)(2) | | | Krystal Biotech, Inc. | | | | | 510,703 | | | | | | 0.1 | | |
24,683 (1)(2) | | | Kura Oncology, Inc. | | | | | 452,439 | | | | | | 0.1 | | |
14,235 (1)(2) | | | Kymera Therapeutics, Inc. | | | | | 280,287 | | | | | | 0.0 | | |
26,006 (2) | | | Lantheus Holdings, Inc. | | | | | 1,717,176 | | | | | | 0.2 | | |
7,630 (1) | | | LeMaitre Vascular, Inc. | | | | | 347,547 | | | | | | 0.1 | | |
26,351 (2) | | | Lexicon Pharmaceuticals, Inc. | | | | | 49,013 | | | | | | 0.0 | | |
11,254 (2) | | | LHC Group, Inc. | | | | | 1,752,698 | | | | | | 0.2 | | |
26,882 (1)(2) | | | LifeStance Health Group, Inc. | | | | | 149,464 | | | | | | 0.0 | | |
5,787 (2) | | | Ligand Pharmaceuticals, Inc. | | | | | 516,316 | | | | | | 0.1 | | |
18,563 (2) | | | Liquidia Corp. | | | | | 80,935 | | | | | | 0.0 | | |
20,348 (2) | | | LivaNova PLC | | | | | 1,271,140 | | | | | | 0.2 | | |
65,621 (1)(2) | | | Lyell Immunopharma, Inc. | | | | | 427,849 | | | | | | 0.1 | | |
23,564 (2) | | | MacroGenics, Inc. | | | | | 69,514 | | | | | | 0.0 | | |
4,774 (2) | | | Madrigal Pharmaceuticals, Inc. | | | | | 341,723 | | | | | | 0.1 | | |
96,451 (1)(2) | | | MannKind Corp. | | | | | 367,478 | | | | | | 0.1 | | |
34,398 (1)(2) | | | MaxCyte, Inc. | | | | | 162,703 | | | | | | 0.0 | | |
30,864 (1)(2) | | | Mednax, Inc. | | | | | 648,453 | | | | | | 0.1 | | |
10,470 (1)(2) | | | Medpace Holdings, Inc. | | | | | 1,567,045 | | | | | | 0.2 | | |
11,938 (2) | | | MeiraGTx Holdings plc | | | | | 90,371 | | | | | | 0.0 | | |
16,493 (1)(2) | | | Meridian Bioscience, Inc. | | | | | 501,717 | | | | | | 0.1 | | |
20,191 (2) | | | Merit Medical Systems, Inc. | | | | | 1,095,766 | | | | | | 0.1 | | |
33,172 (2) | | | Mersana Therapeutics, Inc. | | | | | 153,255 | | | | | | 0.0 | | |
1,955 (1) | | | Mesa Laboratories, Inc. | | | | | 398,703 | | | | | | 0.1 | | |
43,769 (1)(2) | | | MiMedx Group, Inc. | | | | | 151,878 | | | | | | 0.0 | | |
6,066 (2) | | | Mirum Pharmaceuticals, Inc. | | | | | 118,044 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
4,870 (2) | | | ModivCare, Inc. | | | | $ | 411,515 | | | | | | 0.1 | | |
10,430 (1)(2) | | | Monte Rosa Therapeutics, Inc. | | | | | 100,858 | | | | | | 0.0 | | |
9,539 (1)(2) | | | Morphic Holding, Inc. | | | | | 206,996 | | | | | | 0.0 | | |
142,471 (1)(2) | | | Multiplan Corp. | | | | | 782,166 | | | | | | 0.1 | | |
30,285 (2) | | | Myriad Genetics, Inc. | | | | | 550,278 | | | | | | 0.1 | | |
18,030 (2) | | | NanoString Technologies, Inc. | | | | | 228,981 | | | | | | 0.0 | | |
15,783 (1)(2) | | | Nano-X Imaging Ltd. | | | | | 178,348 | | | | | | 0.0 | | |
4,919 | | | National Healthcare Corp. | | | | | 343,838 | | | | | | 0.1 | | |
5,788 | | | National Research Corp. | | | | | 221,565 | | | | | | 0.0 | | |
13,242 (2) | | | Natus Medical, Inc. | | | | | 433,940 | | | | | | 0.1 | | |
20,754 (2) | | | Nautilus Biotechnology, Inc. | | | | | 55,828 | | | | | | 0.0 | | |
67,524 (1)(2) | | | Nektar Therapeutics | | | | | 256,591 | | | | | | 0.0 | | |
40,981 (2) | | | Neogen Corp. | | | | | 987,232 | | | | | | 0.1 | | |
45,838 (2) | | | NeoGenomics, Inc. | | | | | 373,580 | | | | | | 0.1 | | |
13,318 (2) | | | Nevro Corp. | | | | | 583,728 | | | | | | 0.1 | | |
21,924 (2) | | | NextGen Healthcare, Inc. | | | | | 382,355 | | | | | | 0.1 | | |
14,498 (2) | | | NGM Biopharmaceuticals, Inc. | | | | | 185,864 | | | | | | 0.0 | | |
11,889 (1)(2) | | | Nkarta, Inc. | | | | | 146,472 | | | | | | 0.0 | | |
16,873 (1)(2) | | | Nurix Therapeutics, Inc. | | | | | 213,781 | | | | | | 0.0 | | |
14,920 (1)(2) | | | Nutex Health, Inc. | | | | | 48,117 | | | | | | 0.0 | | |
6,781 (1)(2) | | | Nuvalent, Inc. | | | | | 91,950 | | | | | | 0.0 | | |
19,923 (2) | | | NuVasive, Inc. | | | | | 979,415 | | | | | | 0.1 | | |
46,169 (1)(2) | | | Nuvation Bio, Inc. | | | | | 149,588 | | | | | | 0.0 | | |
80,752 (1)(2) | | | Ocugen, Inc. | | | | | 183,307 | | | | | | 0.0 | | |
29,930 (2) | | | Ocular Therapeutix, Inc. | | | | | 120,319 | | | | | | 0.0 | | |
16,618 (2) | | | Omnicell, Inc. | | | | | 1,890,298 | | | | | | 0.2 | | |
9,674 (1)(2) | | | Oncology Institute, Inc./The | | | | | 48,950 | | | | | | 0.0 | | |
156,761 (1)(2) | | | Opko Health, Inc. | | | | | 396,605 | | | | | | 0.1 | | |
6,998 (1)(2) | | | OptimizeRx Corp. | | | | | 191,675 | | | | | | 0.0 | | |
54,869 (2) | | | Option Care Health, Inc. | | | | | 1,524,810 | | | | | | 0.2 | | |
28,304 (2) | | | OraSure Technologies, Inc. | | | | | 76,704 | | | | | | 0.0 | | |
25,444 (1)(2) | | | Organogenesis Holdings, Inc. | | | | | 124,167 | | | | | | 0.0 | | |
7,691 (2) | | | Orthofix Medical, Inc. | | | | | 181,046 | | | | | | 0.0 | | |
5,815 (1)(2) | | | OrthoPediatrics Corp. | | | | | 250,917 | | | | | | 0.0 | | |
46,993 (1)(2) | | | Outlook Therapeutics, Inc. | | | | | 47,933 | | | | | | 0.0 | | |
18,414 (1)(2) | | | Outset Medical, Inc. | | | | | 273,632 | | | | | | 0.0 | | |
28,162 (1) | | | Owens & Minor, Inc. | | | | | 885,695 | | | | | | 0.1 | | |
84,259 (1)(2) | | | Pacific Biosciences of California, Inc. | | | | | 372,425 | | | | | | 0.1 | | |
17,190 (2) | | | Pacira BioSciences, Inc. | | | | | 1,002,177 | | | | | | 0.1 | | |
17,082 (2) | | | Paragon 28, Inc. | | | | | 271,091 | | | | | | 0.0 | | |
13,329 (2) | | | Pardes Biosciences, Inc. | | | | | 40,920 | | | | | | 0.0 | | |
33,147 | | | Patterson Cos., Inc. | | | | | 1,004,354 | | | | | | 0.1 | | |
10,171 (2) | | | Pennant Group, Inc./The | | | | | 130,291 | | | | | | 0.0 | | |
11,074 (1)(2) | | | PetIQ, Inc. | | | | | 185,932 | | | | | | 0.0 | | |
Voya Russell™ Small Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
8,972 (1)(2) | | | Phathom Pharmaceuticals, Inc. | | | | $ | 75,724 | | | | | | 0.0 | | |
8,400 | | | Phibro Animal Health Corp. | | | | | 160,692 | | | | | | 0.0 | | |
18,990 (2) | | | Phreesia, Inc. | | | | | 474,940 | | | | | | 0.1 | | |
13,741 (1)(2) | | | PMV Pharmaceuticals, Inc. | | | | | 195,809 | | | | | | 0.0 | | |
28,043 (1)(2) | | | Point Biopharma Global, Inc. | | | | | 190,973 | | | | | | 0.0 | | |
36,274 (2) | | | Precigen, Inc. | | | | | 48,607 | | | | | | 0.0 | | |
19,151 (2) | | | Prestige Consumer Healthcare, Inc. | | | ��� | | 1,126,079 | | | | | | 0.1 | | |
16,188 (1)(2) | | | Privia Health Group, Inc. | | | | | 471,395 | | | | | | 0.1 | | |
9,659 (1)(2) | | | PROCEPT BioRobotics Corp. | | | | | 315,753 | | | | | | 0.0 | | |
27,743 (1)(2) | | | Progyny, Inc. | | | | | 805,934 | | | | | | 0.1 | | |
11,354 (2) | | | Prometheus Biosciences, Inc. | | | | | 320,523 | | | | | | 0.0 | | |
17,368 (1)(2) | | | Protagonist Therapeutics, Inc. | | | | | 137,381 | | | | | | 0.0 | | |
13,795 (1)(2) | | | Prothena Corp. PLC | | | | | 374,534 | | | | | | 0.1 | | |
22,082 (1)(2) | | | Provention Bio, Inc. | | | | | 88,328 | | | | | | 0.0 | | |
26,998 (1)(2) | | | PTC Therapeutics, Inc. | | | | | 1,081,540 | | | | | | 0.1 | | |
12,420 (2) | | | Pulmonx Corp. | | | | | 182,822 | | | | | | 0.0 | | |
12,465 (2) | | | Quanterix Corp. | | | | | 201,808 | | | | | | 0.0 | | |
34,715 (2) | | | Quantum-Si, Inc. | | | | | 80,539 | | | | | | 0.0 | | |
50,069 (2) | | | R1 RCM, Inc. | | | | | 1,049,446 | | | | | | 0.1 | | |
18,231 (2) | | | Radius Health, Inc. | | | | | 189,055 | | | | | | 0.0 | | |
18,411 (2) | | | RadNet, Inc. | | | | | 318,142 | | | | | | 0.0 | | |
6,754 (1)(2) | | | Rallybio Corp. | | | | | 50,993 | | | | | | 0.0 | | |
9,924 (2) | | | RAPT Therapeutics, Inc. | | | | | 181,113 | | | | | | 0.0 | | |
10,625 (1)(2) | | | Reata Pharmaceuticals, Inc. | | | | | 322,894 | | | | | | 0.0 | | |
51,280 (1)(2) | | | Recursion Pharmaceuticals, Inc. | | | | | 417,419 | | | | | | 0.1 | | |
15,496 (2) | | | REGENXBIO, Inc. | | | | | 382,751 | | | | | | 0.1 | | |
28,772 (1)(2) | | | Relay Therapeutics, Inc. | | | | | 481,931 | | | | | | 0.1 | | |
10,292 (1)(2) | | | Relmada Therapeutics, Inc. | | | | | 195,445 | | | | | | 0.0 | | |
11,554 (2) | | | Replimune Group, Inc. | | | | | 201,964 | | | | | | 0.0 | | |
27,154 (1)(2) | | | Revance Therapeutics, Inc. | | | | | 375,268 | | | | | | 0.1 | | |
23,413 (1)(2) | | | REVOLUTION Medicines, Inc. | | | | | 456,319 | | | | | | 0.1 | | |
66,909 (2) | | | Rigel Pharmaceuticals, Inc. | | | | | 75,607 | | | | | | 0.0 | | |
15,891 (1)(2) | | | Rocket Pharmaceuticals, Inc. | | | | | 218,660 | | | | | | 0.0 | | |
7,872 (1)(2) | | | RxSight, Inc. | | | | | 110,838 | | | | | | 0.0 | | |
19,543 (2) | | | Sage Therapeutics, Inc. | | | | | 631,239 | | | | | | 0.1 | | |
33,854 (1)(2) | | | Sana Biotechnology, Inc. | | | | | 217,681 | | | | | | 0.0 | | |
46,558 (1)(2) | | | Sangamo Therapeutics, Inc. | | | | | 192,750 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
20,035 (1)(2) | | | Schrodinger, Inc./United States | | | | $ | 529,124 | | | | | | 0.1 | | |
23,786 (2) | | | Science 37 Holdings, Inc. | | | | | 47,810 | | | | | | 0.0 | | |
13,620 (2) | | | SeaSpine Holdings Corp. | | | | | 76,953 | | | | | | 0.0 | | |
19,611 (1)(2) | | | Seer, Inc. | | | | | 175,518 | | | | | | 0.0 | | |
40,945 | | | Select Medical Holdings Corp. | | | | | 967,121 | | | | | | 0.1 | | |
59,628 (1)(2) | | | Sema4 Holdings Corp. | | | | | 75,131 | | | | | | 0.0 | | |
168,470 (1)(2) | | | Senseonics Holdings, Inc. | | | | | 173,524 | | | | | | 0.0 | | |
27,589 (2) | | | Seres Therapeutics, Inc. | | | | | 94,630 | | | | | | 0.0 | | |
31,903 (2) | | | Sharecare, Inc. | | | | | 50,407 | | | | | | 0.0 | | |
13,437 (2) | | | Shockwave Medical, Inc. | | | | | 2,568,751 | | | | | | 0.3 | | |
12,976 (1)(2) | | | SI-BONE, Inc. | | | | | 171,283 | | | | | | 0.0 | | |
5,620 (2) | | | Sierra Oncology, Inc. | | | | | 309,044 | | | | | | 0.0 | | |
18,140 (1) | | | SIGA Technologies, Inc. | | | | | 210,061 | | | | | | 0.0 | | |
8,038 (1)(2) | | | Sight Sciences, Inc. | | | | | 72,262 | | | | | | 0.0 | | |
13,348 (1)(2) | | | Silk Road Medical, Inc. | | | | | 485,734 | | | | | | 0.1 | | |
6,171 | | | Simulations Plus, Inc. | | | | | 304,415 | | | | | | 0.0 | | |
20,937 (1)(2) | | | Singular Genomics Systems, Inc. | | | | | 79,979 | | | | | | 0.0 | | |
55,479 (1)(2) | | | SomaLogic, Inc. | | | | | 250,765 | | | | | | 0.0 | | |
143,965 (1)(2) | | | Sorrento Therapeutics, Inc. | | | | | 289,370 | | | | | | 0.0 | | |
12,978 (1)(2) | | | SpringWorks Therapeutics, Inc. | | | | | 319,518 | | | | | | 0.0 | | |
18,215 (2) | | | Staar Surgical Co. | | | | | 1,291,990 | | | | | | 0.2 | | |
8,364 (2) | | | Stoke Therapeutics, Inc. | | | | | 110,488 | | | | | | 0.0 | | |
18,825 (2) | | | Supernus Pharmaceuticals, Inc. | | | | | 544,419 | | | | | | 0.1 | | |
14,655 (2) | | | Surgery Partners, Inc. | | | | | 423,823 | | | | | | 0.1 | | |
5,607 (2) | | | SurModics, Inc. | | | | | 208,749 | | | | | | 0.0 | | |
17,110 (2) | | | Sutro Biopharma, Inc. | | | | | 89,143 | | | | | | 0.0 | | |
19,220 (1)(2) | | | Syndax Pharmaceuticals, Inc. | | | | | 369,793 | | | | | | 0.1 | | |
8,094 (2) | | | Tactile Systems Technology, Inc. | | | | | 59,086 | | | | | | 0.0 | | |
8,090 (1)(2) | | | Talaris Therapeutics, Inc. | | | | | 36,486 | | | | | | 0.0 | | |
17,371 (1)(2) | | | Tango Therapeutics, Inc. | | | | | 78,691 | | | | | | 0.0 | | |
6,657 (1)(2) | | | Tarsus Pharmaceuticals, Inc. | | | | | 97,192 | | | | | | 0.0 | | |
10,583 (1)(2) | | | Tenaya Therapeutics, Inc. | | | | | 59,582 | | | | | | 0.0 | | |
50,141 (1)(2) | | | TG Therapeutics, Inc. | | | | | 213,099 | | | | | | 0.0 | | |
24,541 (1)(2) | | | Theravance Biopharma, Inc. | | | | | 222,341 | | | | | | 0.0 | | |
6,469 (1)(2) | | | Theseus Pharmaceuticals, Inc. | | | | | 35,774 | | | | | | 0.0 | | |
10,189 (1)(2) | | | TransMedics Group, Inc. | | | | | 320,444 | | | | | | 0.0 | | |
23,422 (2) | | | Travere Therapeutics, Inc. | | | | | 567,515 | | | | | | 0.1 | | |
12,185 (1)(2) | | | Treace Medical Concepts, Inc. | | | | | 174,733 | | | | | | 0.0 | | |
12,978 (2) | | | Tricida, Inc. | | | | | 125,627 | | | | | | 0.0 | | |
Voya Russell™ Small Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
17,382 (2) | | | Turning Point Therapeutics, Inc. | | | | $ | 1,307,996 | | | | | | 0.2 | | |
21,054 (1)(2) | | | Twist Bioscience Corp. | | | | | 736,048 | | | | | | 0.1 | | |
2,740 (2) | | | UFP Technologies, Inc. | | | | | 218,022 | | | | | | 0.0 | | |
4,979 (1) | | | US Physical Therapy, Inc. | | | | | 543,707 | | | | | | 0.1 | | |
1,134 | | | Utah Medical Products, Inc. | | | | | 97,411 | | | | | | 0.0 | | |
21,489 (2) | | | Vanda Pharmaceuticals, Inc. | | | | | 234,230 | | | | | | 0.0 | | |
14,663 (1)(2) | | | Varex Imaging Corp. | | | | | 313,642 | | | | | | 0.0 | | |
46,333 (1)(2) | | | Vaxart, Inc. | | | | | 162,166 | | | | | | 0.0 | | |
19,759 (1)(2) | | | Vaxcyte, Inc. | | | | | 429,956 | | | | | | 0.1 | | |
73,604 (2) | | | VBI Vaccines, Inc. | | | | | 59,509 | | | | | | 0.0 | | |
8,468 (1)(2) | | | Ventyx Biosciences, Inc. | | | | | 103,564 | | | | | | 0.0 | | |
5,234 (2) | | | Vera Therapeutics, Inc. | | | | | 71,235 | | | | | | 0.0 | | |
26,671 (1)(2) | | | Veracyte, Inc. | | | | | 530,753 | | | | | | 0.1 | | |
18,075 (2) | | | Vericel Corp. | | | | | 455,129 | | | | | | 0.1 | | |
13,648 (1)(2) | | | Verve Therapeutics, Inc. | | | | | 208,541 | | | | | | 0.0 | | |
20,680 (1)(2) | | | Vicarious Surgical, Inc. | | | | | 60,799 | | | | | | 0.0 | | |
54,535 (2) | | | ViewRay, Inc. | | | | | 144,518 | | | | | | 0.0 | | |
27,322 (2) | | | Vir Biotechnology, Inc. | | | | | 695,891 | | | | | | 0.1 | | |
9,825 (2) | | | Viridian Therapeutics, Inc. | | | | | 113,675 | | | | | | 0.0 | | |
75,121 (2) | | | VistaGen Therapeutics, Inc. | | | | | 66,106 | | | | | | 0.0 | | |
22,292 (1)(2) | | | Xencor, Inc. | | | | | 610,132 | | | | | | 0.1 | | |
51,431 (2) | | | Xeris Biopharma Holdings, Inc. | | | | | 79,204 | | | | | | 0.0 | | |
14,278 (1)(2) | | | Y-mAbs Therapeutics, Inc. | | | | | 216,026 | | | | | | 0.0 | | |
14,312 (2) | | | Zentalis Pharmaceuticals, Inc. | | | | | 402,167 | | | | | | 0.1 | | |
7,574 (2) | | | Zimvie, Inc. | | | | | 121,260 | | | | | | 0.0 | | |
9,812 (1) | | | Zynex, Inc. | | | | | 78,300 | | | | | | 0.0 | | |
| | | | | | | | 145,850,500 | | | | | | 16.2 | | |
| | | Industrials: 14.5% | | ||||||||||||
16,359 | | | AAON, Inc. | | | | | 895,819 | | | | | | 0.1 | | |
13,143 (2) | | | AAR Corp. | | | | | 549,903 | | | | | | 0.1 | | |
25,478 (1) | | | ABM Industries, Inc. | | | | | 1,106,255 | | | | | | 0.1 | | |
36,018 | | | ACCO Brands Corp. | | | | | 235,198 | | | | | | 0.0 | | |
41,933 (1)(2) | | | ACV Auctions, Inc. | | | | | 274,242 | | | | | | 0.0 | | |
29,195 (2) | | | Aerojet Rocketdyne Holdings, Inc. | | | | | 1,185,317 | | | | | | 0.1 | | |
8,893 (2) | | | Aerovironment, Inc. | | | | | 731,005 | | | | | | 0.1 | | |
5,915 (2) | | | AerSale Corp. | | | | | 85,827 | | | | | | 0.0 | | |
22,746 (2) | | | Air Transport Services Group, Inc. | | | | | 653,493 | | | | | | 0.1 | | |
3,800 | | | Alamo Group, Inc. | | | | | 442,434 | | | | | | 0.1 | | |
11,893 | | | Albany International Corp. | | | | | 937,049 | | | | | | 0.1 | | |
125,799 (1)(2) | | | Alight, Inc. | | | | | 849,143 | | | | | | 0.1 | | |
5,868 (2) | | | Allegiant Travel Co. | | | | | 663,612 | | | | | | 0.1 | | |
5,211 | | | Allied Motion Technologies, Inc. | | | | | 119,019 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
8,464 (2) | | | Alta Equipment Group, Inc. | | | | $ | 75,922 | | | | | | 0.0 | | |
24,659 | | | Altra Industrial Motion Corp. | | | | | 869,230 | | | | | | 0.1 | | |
12,249 (1)(2) | | | Ameresco, Inc. | | | | | 558,064 | | | | | | 0.1 | | |
6,528 (2) | | | American Woodmark Corp. | | | | | 293,825 | | | | | | 0.0 | | |
77,717 (2) | | | API Group Corp. | | | | | 1,163,423 | | | | | | 0.1 | | |
8,517 | | | Apogee Enterprises, Inc. | | | | | 334,037 | | | | | | 0.0 | | |
14,496 | | | Applied Industrial Technologies, Inc. | | | | | 1,394,080 | | | | | | 0.2 | | |
9,431 | | | ArcBest Corp. | | | | | 663,659 | | | | | | 0.1 | | |
47,397 (1)(2) | | | Archer Aviation, Inc. | | | | | 145,983 | | | | | | 0.0 | | |
18,427 | | | Arcosa, Inc. | | | | | 855,566 | | | | | | 0.1 | | |
5,396 | | | Argan, Inc. | | | | | 201,379 | | | | | | 0.0 | | |
8,290 (1) | | | Aris Water Solution, Inc. | | | | | 138,277 | | | | | | 0.0 | | |
56,984 (1)(2) | | | Array Technologies, Inc. | | | | | 627,394 | | | | | | 0.1 | | |
19,018 (2) | | | ASGN, Inc. | | | | | 1,716,374 | | | | | | 0.2 | | |
8,821 | | | Astec Industries, Inc. | | | | | 359,720 | | | | | | 0.0 | | |
54,879 (1)(2) | | | Astra Space, Inc. | | | | | 71,343 | | | | | | 0.0 | | |
10,518 (2) | | | Astronics Corp. | | | | | 106,968 | | | | | | 0.0 | | |
16,340 (2) | | | Atkore, Inc. | | | | | 1,356,383 | | | | | | 0.2 | | |
10,535 (2) | | | Atlas Air Worldwide Holdings, Inc. | | | | | 650,115 | | | | | | 0.1 | | |
9,548 | | | AZZ, Inc. | | | | | 389,749 | | | | | | 0.1 | | |
23,523 (1)(2) | | | Babcock & Wilcox Enterprises, Inc. | | | | | 141,844 | | | | | | 0.0 | | |
18,175 | | | Barnes Group, Inc. | | | | | 565,969 | | | | | | 0.1 | | |
2,905 | | | Barrett Business Services, Inc. | | | | | 211,687 | | | | | | 0.0 | | |
20,567 (1)(2) | | | Beacon Roofing Supply, Inc. | | | | | 1,056,321 | | | | | | 0.1 | | |
20,973 (2) | | | Blade Air Mobility, Inc. | | | | | 93,540 | | | | | | 0.0 | | |
14,125 (1)(2) | | | Blink Charging Co. | | | | | 233,486 | | | | | | 0.0 | | |
61,192 (1)(2) | | | Bloom Energy Corp. | | | | | 1,009,668 | | | | | | 0.1 | | |
7,039 (2) | | | Blue Bird Corp. | | | | | 64,829 | | | | | | 0.0 | | |
3,590 (2) | | | BlueLinx Holdings, Inc. | | | | | 239,848 | | | | | | 0.0 | | |
15,101 | | | Boise Cascade Co. | | | | | 898,358 | | | | | | 0.1 | | |
17,855 | | | Brady Corp. | | | | | 843,470 | | | | | | 0.1 | | |
18,090 (2) | | | BrightView Holdings, Inc. | | | | | 217,080 | | | | | | 0.0 | | |
17,604 | | | Brink’s Co. | | | | | 1,068,739 | | | | | | 0.1 | | |
9,619 | | | Brookfield Business Corp. | | | | | 221,333 | | | | | | 0.0 | | |
6,255 | | | Cadre Holdings, Inc. | | | | | 123,036 | | | | | | 0.0 | | |
9,431 | | | Caesarstone Ltd. | | | | | 86,105 | | | | | | 0.0 | | |
19,112 (2) | | | Casella Waste Systems, Inc. | | | | | 1,389,060 | | | | | | 0.2 | | |
19,029 (2) | | | CBIZ, Inc. | | | | | 760,399 | | | | | | 0.1 | | |
13,937 (2) | | | Chart Industries, Inc. | | | | | 2,332,775 | | | | | | 0.3 | | |
6,842 (1)(2) | | | Cimpress PLC | | | | | 266,154 | | | | | | 0.0 | | |
7,799 (2) | | | CIRCOR International, Inc. | | | | | 127,826 | | | | | | 0.0 | | |
Voya Russell™ Small Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
10,775 | | | Columbus McKinnon Corp. | | | | $ | 305,687 | | | | | | 0.0 | | |
13,503 | | | Comfort Systems USA, Inc. | | | | | 1,122,774 | | | | | | 0.1 | | |
12,857 (2) | | | Concrete Pumping Holdings, Inc. | | | | | 77,913 | | | | | | 0.0 | | |
14,207 (2) | | | Construction Partners, Inc. | | | | | 297,495 | | | | | | 0.0 | | |
46,156 (2) | | | CoreCivic, Inc. | | | | | 512,793 | | | | | | 0.1 | | |
23,210 (2) | | | Cornerstone Building Brands, Inc. | | | | | 568,413 | | | | | | 0.1 | | |
20,147 | | | Costamare, Inc. | | | | | 243,779 | | | | | | 0.0 | | |
4,563 | | | Covenant Logistics Group, Inc. | | | | | 114,486 | | | | | | 0.0 | | |
2,907 | | | CRA International, Inc. | | | | | 259,653 | | | | | | 0.0 | | |
5,784 | | | CSW Industrials, Inc. | | | | | 595,926 | | | | | | 0.1 | | |
21,635 (2) | | | Custom Truck One Source, Inc. | | | | | 121,156 | | | | | | 0.0 | | |
16,066 (2) | | | Daseke, Inc. | | | | | 102,662 | | | | | | 0.0 | | |
16,529 | | | Deluxe Corp. | | | | | 358,183 | | | | | | 0.0 | | |
99,488 (1)(2) | | | Desktop Metal, Inc. | | | | | 218,874 | | | | | | 0.0 | | |
2,017 (1)(2) | | | Distribution Solutions Group, Inc. | | | | | 103,654 | | | | | | 0.0 | | |
8,782 | | | Douglas Dynamics, Inc. | | | | | 252,395 | | | | | | 0.0 | | |
4,682 (2) | | | Ducommun, Inc. | | | | | 201,513 | | | | | | 0.0 | | |
6,114 (2) | | | DXP Enterprises, Inc. | | | | | 187,272 | | | | | | 0.0 | | |
10,983 (2) | | | Dycom Industries, Inc. | | | | | 1,021,858 | | | | | | 0.1 | | |
4,975 (1) | | | Eagle Bulk Shipping, Inc. | | | | | 258,103 | | | | | | 0.0 | | |
18,930 | | | EMCOR Group, Inc. | | | | | 1,949,033 | | | | | | 0.2 | | |
7,290 (1) | | | Encore Wire Corp. | | | | | 757,577 | | | | | | 0.1 | | |
19,424 (2) | | | Energy Recovery, Inc. | | | | | 377,214 | | | | | | 0.1 | | |
9,624 (1)(2) | | | Energy Vault Holdings, Inc. | | | | | 96,432 | | | | | | 0.0 | | |
23,573 | | | Enerpac Tool Group Corp. | | | | | 448,358 | | | | | | 0.1 | | |
15,733 | | | EnerSys | | | | | 927,618 | | | | | | 0.1 | | |
9,256 | | | Eneti, Inc. | | | | | 56,832 | | | | | | 0.0 | | |
7,484 | | | Ennis, Inc. | | | | | 151,401 | | | | | | 0.0 | | |
40,782 (1)(2) | | | Enovix Corp. | | | | | 363,368 | | | | | | 0.0 | | |
7,963 | | | EnPro Industries, Inc. | | | | | 652,409 | | | | | | 0.1 | | |
9,860 | | | ESCO Technologies, Inc. | | | | | 674,128 | | | | | | 0.1 | | |
31,113 (2) | | | ESS Tech, Inc. | | | | | 87,428 | | | | | | 0.0 | | |
44,841 (2) | | | Evoqua Water Technologies Corp. | | | | | 1,457,781 | | | | | | 0.2 | | |
19,512 | | | Exponent, Inc. | | | | | 1,784,763 | | | | | | 0.2 | | |
22,700 | | | Federal Signal Corp. | | | | | 808,120 | | | | | | 0.1 | | |
20,805 (2) | | | First Advantage Corp. | | | | | 263,599 | | | | | | 0.0 | | |
13,397 (1)(2) | | | Fluence Energy, Inc. | | | | | 127,004 | | | | | | 0.0 | | |
54,230 (1)(2) | | | Fluor Corp. | | | | | 1,319,958 | | | | | | 0.2 | | |
4,871 (2) | | | Forrester Research, Inc. | | | | | 233,029 | | | | | | 0.0 | | |
10,296 | | | Forward Air Corp. | | | | | 946,820 | | | | | | 0.1 | | |
5,042 (2) | | | Franklin Covey Co. | | | | | 232,840 | | | | | | 0.0 | | |
17,405 | | | Franklin Electric Co., Inc. | | | | | 1,275,090 | | | | | | 0.2 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
14,722 (1)(2) | | | Frontier Group Holdings, Inc. | | | | $ | 137,945 | | | | | | 0.0 | | |
15,903 (1)(2) | | | FTC Solar, Inc. | | | | | 57,569 | | | | | | 0.0 | | |
140,607 (1)(2) | | | FuelCell Energy, Inc. | | | | | 527,276 | | | | | | 0.1 | | |
13,422 | | | GATX Corp. | | | | | 1,263,816 | | | | | | 0.1 | | |
13,146 | | | Genco Shipping & Trading Ltd. | | | | | 253,981 | | | | | | 0.0 | | |
45,884 (1)(2) | | | Geo Group, Inc./The | | | | | 302,834 | | | | | | 0.0 | | |
12,626 (2) | | | Gibraltar Industries, Inc. | | | | | 489,257 | | | | | | 0.1 | | |
5,366 | | | Global Industrial Co. | | | | | 181,210 | | | | | | 0.0 | | |
16,608 (2) | | | GMS, Inc. | | | | | 739,056 | | | | | | 0.1 | | |
45,860 | | | Golden Ocean Group Ltd. | | | | | 533,810 | | | | | | 0.1 | | |
9,226 | | | Gorman-Rupp Co. | | | | | 261,096 | | | | | | 0.0 | | |
74,209 | | | GrafTech International Ltd. | | | | | 524,658 | | | | | | 0.1 | | |
17,342 (1) | | | Granite Construction, Inc. | | | | | 505,346 | | | | | | 0.1 | | |
26,026 (2) | | | Great Lakes Dredge & Dock Corp. | | | | | 341,201 | | | | | | 0.0 | | |
12,153 (1) | | | Greenbrier Cos., Inc. | | | | | 437,386 | | | | | | 0.1 | | |
17,924 | | | Griffon Corp. | | | | | 502,410 | | | | | | 0.1 | | |
12,259 | | | H&E Equipment Services, Inc. | | | | | 355,143 | | | | | | 0.0 | | |
30,408 (2) | | | Harsco Corp. | | | | | 216,201 | | | | | | 0.0 | | |
20,139 (2) | | | Hawaiian Holdings, Inc. | | | | | 288,189 | | | | | | 0.0 | | |
28,246 (1) | | | Healthcare Services Group, Inc. | | | | | 491,763 | | | | | | 0.1 | | |
17,250 | | | Heartland Express, Inc. | | | | | 239,947 | | | | | | 0.0 | | |
7,664 | | | Heidrick & Struggles International, Inc. | | | | | 248,007 | | | | | | 0.0 | | |
12,504 | | | Helios Technologies, Inc. | | | | | 828,390 | | | | | | 0.1 | | |
9,669 | | | Herc Holdings, Inc. | | | | | 871,660 | | | | | | 0.1 | | |
6,711 (2) | | | Heritage-Crystal Clean, Inc. | | | | | 180,929 | | | | | | 0.0 | | |
27,578 | | | Hillenbrand, Inc. | | | | | 1,129,595 | | | | | | 0.1 | | |
49,382 (1)(2) | | | Hillman Solutions Corp. | | | | | 426,660 | | | | | | 0.1 | | |
7,801 (2) | | | HireRight Holdings Corp. | | | | | 110,852 | | | | | | 0.0 | | |
16,262 (1) | | | HNI Corp. | | | | | 564,129 | | | | | | 0.1 | | |
12,836 (2) | | | HUB Group, Inc. | | | | | 910,586 | | | | | | 0.1 | | |
16,409 (2) | | | Hudson Technologies, Inc. | | | | | 123,232 | | | | | | 0.0 | | |
8,207 (2) | | | Huron Consulting Group, Inc. | | | | | 533,373 | | | | | | 0.1 | | |
15,720 (1)(2) | | | Hydrofarm Holdings Group, Inc. | | | | | 54,706 | | | | | | 0.0 | | |
48,532 (1)(2) | | | Hyliion Holdings Corp. | | | | | 156,273 | | | | | | 0.0 | | |
4,111 | | | Hyster-Yale Materials Handling, Inc. - A shares | | | | | 132,456 | | | | | | 0.0 | | |
32,891 (1)(2) | | | Hyzon Motors, Inc. | | | | | 96,700 | | | | | | 0.0 | | |
7,068 | | | ICF International, Inc. | | | | | 671,460 | | | | | | 0.1 | | |
3,561 (2) | | | IES Holdings, Inc. | | | | | 107,435 | | | | | | 0.0 | | |
10,915 (2) | | | Infrastructure and Energy Alternatives, Inc. | | | | | 87,647 | | | | | | 0.0 | | |
Voya Russell™ Small Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
13,713 | | | Insperity, Inc. | | | | $ | 1,368,969 | | | | | | 0.2 | | |
7,438 | | | Insteel Industries, Inc. | | | | | 250,437 | | | | | | 0.0 | | |
23,210 | | | Interface, Inc. | | | | | 291,053 | | | | | | 0.0 | | |
29,694 (2) | | | Janus International Group, Inc. | | | | | 268,137 | | | | | | 0.0 | | |
33,258 (2) | | | JELD-WEN Holding, Inc. | | | | | 485,234 | | | | | | 0.1 | | |
94,561 (1)(2) | | | Joby Aviation, Inc. | | | | | 464,295 | | | | | | 0.1 | | |
12,010 | | | John Bean Technologies Corp. | | | | | 1,326,144 | | | | | | 0.2 | | |
4,469 | | | Kadant, Inc. | | | | | 814,922 | | | | | | 0.1 | | |
10,879 | | | Kaman Corp. | | | | | 339,969 | | | | | | 0.0 | | |
45,677 (1)(2) | | | KAR Auction Services, Inc. | | | | | 674,649 | | | | | | 0.1 | | |
13,672 | | | Kelly Services, Inc. | | | | | 271,116 | | | | | | 0.0 | | |
30,753 | | | Kennametal, Inc. | | | | | 714,392 | | | | | | 0.1 | | |
7,823 | | | Kforce, Inc. | | | | | 479,863 | | | | | | 0.1 | | |
16,531 | | | Kimball International, Inc. | | | | | 126,793 | | | | | | 0.0 | | |
20,274 | | | Korn Ferry | | | | | 1,176,297 | | | | | | 0.1 | | |
47,636 (2) | | | Kratos Defense & Security Solutions, Inc. | | | | | 661,188 | | | | | | 0.1 | | |
36,606 (1)(2) | | | Legalzoom.com, Inc. | | | | | 402,300 | | | | | | 0.1 | | |
50,014 (1)(2) | | | Li-Cycle Holdings Corp. | | | | | 344,096 | | | | | | 0.0 | | |
4,235 | | | Lindsay Corp. | | | | | 562,493 | | | | | | 0.1 | | |
11,995 | | | Luxfer Holdings PLC | | | | | 181,364 | | | | | | 0.0 | | |
13,442 (2) | | | Manitowoc Co., Inc./The | | | | | 141,544 | | | | | | 0.0 | | |
10,907 | | | Mantech International Corp. | | | | | 1,041,073 | | | | | | 0.1 | | |
40,310 (2) | | | Markforged Holding Corp. | | | | | 74,573 | | | | | | 0.0 | | |
23,690 | | | Marten Transport Ltd. | | | | | 398,466 | | | | | | 0.1 | | |
8,636 (1)(2) | | | Masonite International Corp. | | | | | 663,504 | | | | | | 0.1 | | |
15,305 | | | Matson, Inc. | | | | | 1,115,428 | | | | | | 0.1 | | |
12,142 | | | Matthews International Corp. | | | | | 348,111 | | | | | | 0.0 | | |
27,784 | | | Maxar Technologies, Inc. | | | | | 724,885 | | | | | | 0.1 | | |
9,227 | | | Mcgrath Rentcorp | | | | | 701,252 | | | | | | 0.1 | | |
26,438 (2) | | | Meritor, Inc. | | | | | 960,493 | | | | | | 0.1 | | |
64,039 (2) | | | Microvast Holdings, Inc. | | | | | 142,167 | | | | | | 0.0 | | |
4,246 | | | Miller Industries, Inc. | | | | | 96,257 | | | | | | 0.0 | | |
28,877 | | | MillerKnoll, Inc. | | | | | 758,599 | | | | | | 0.1 | | |
21,810 (1)(2) | | | Momentus, Inc. | | | | | 47,110 | | | | | | 0.0 | | |
10,222 (2) | | | Montrose Environmental Group, Inc. | | | | | 345,095 | | | | | | 0.0 | | |
10,908 | | | Moog, Inc. | | | | | 865,986 | | | | | | 0.1 | | |
31,674 (2) | | | MRC Global, Inc. | | | | | 315,473 | | | | | | 0.0 | | |
21,204 | | | Mueller Industries, Inc. | | | | | 1,129,961 | | | | | | 0.1 | | |
58,968 | | | Mueller Water Products, Inc. | | | | | 691,695 | | | | | | 0.1 | | |
6,421 (2) | | | MYR Group, Inc. | | | | | 565,883 | | | | | | 0.1 | | |
1,859 | | | National Presto Industries, Inc. | | | | | 122,025 | | | | | | 0.0 | | |
110,357 (1)(2) | | | Nikola Corp. | | | | | 525,299 | | | | | | 0.1 | | |
4,067 (2) | | | Northwest Pipe Co. | | | | | 121,766 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
42,494 (2) | | | NOW, Inc. | | | | $ | 415,591 | | | | | | 0.1 | | |
5,258 (2) | | | NV5 Global, Inc. | | | | | 613,819 | | | | | | 0.1 | | |
1,320 (1) | | | Omega Flex, Inc. | | | | | 142,058 | | | | | | 0.0 | | |
2,448 (2) | | | PAM Transportation Services | | | | | 67,051 | | | | | | 0.0 | | |
9,310 (1) | | | Park Aerospace Corp. | | | | | 118,796 | | | | | | 0.0 | | |
11,611 (1)(2) | | | Parsons Corp. | | | | | 469,317 | | | | | | 0.1 | | |
23,216 (2) | | | PGT Innovations, Inc. | | | | | 386,314 | | | | | | 0.1 | | |
67,267 | | | Pitney Bowes, Inc. | | | | | 243,507 | | | | | | 0.0 | | |
58,322 (2) | | | Planet Labs PBC | | | | | 252,534 | | | | | | 0.0 | | |
3,319 | | | Powell Industries, Inc. | | | | | 77,565 | | | | | | 0.0 | | |
1,228 | | | Preformed Line Products Co. | | | | | 75,522 | | | | | | 0.0 | | |
20,303 | | | Primoris Services Corp. | | | | | 441,793 | | | | | | 0.1 | | |
82,723 (1)(2) | | | Proterra, Inc. | | | | | 383,835 | | | | | | 0.1 | | |
10,559 (2) | | | Proto Labs, Inc. | | | | | 505,143 | | | | | | 0.1 | | |
13,085 | | | Quanex Building Products Corp. | | | | | 297,684 | | | | | | 0.0 | | |
16,202 (2) | | | Radiant Logistics, Inc. | | | | | 120,219 | | | | | | 0.0 | | |
10,784 (2) | | | RBC Bearings, Inc. | | | | | 1,994,501 | | | | | | 0.2 | | |
3,555 (2) | | | Red Violet, Inc. | | | | | 67,687 | | | | | | 0.0 | | |
55,096 (2) | | | Resideo Technologies, Inc. | | | | | 1,069,964 | | | | | | 0.1 | | |
12,940 | | | Resources Connection, Inc. | | | | | 263,588 | | | | | | 0.0 | | |
11,973 (1) | | | REV Group, Inc. | | | | | 130,147 | | | | | | 0.0 | | |
79,850 (2) | | | Rocket Lab USA, Inc. | | | | | 302,631 | | | | | | 0.0 | | |
18,533 | | | Rush Enterprises, Inc. - Class A | | | | | 893,291 | | | | | | 0.1 | | |
26,128 | | | Safe Bulkers, Inc. | | | | | 99,809 | | | | | | 0.0 | | |
10,114 (2) | | | Saia, Inc. | | | | | 1,901,432 | | | | | | 0.2 | | |
28,778 (1)(2) | | | Sarcos Technology and Robotics Corp. | | | | | 76,549 | | | | | | 0.0 | | |
42,217 (1)(2) | | | Shoals Technologies Group, Inc. | | | | | 695,736 | | | | | | 0.1 | | |
13,346 | | | Shyft Group, Inc./The | | | | | 248,102 | | | | | | 0.0 | | |
16,491 | | | Simpson Manufacturing Co., Inc. | | | | | 1,659,160 | | | | | | 0.2 | | |
29,138 (1)(2) | | | Skillsoft Corp. | | | | | 102,566 | | | | | | 0.0 | | |
18,802 (2) | | | Skywest, Inc. | | | | | 399,542 | | | | | | 0.1 | | |
9,274 (2) | | | SP Plus Corp. | | | | | 284,897 | | | | | | 0.0 | | |
47,463 (2) | | | Spire Global, Inc. | | | | | 55,057 | | | | | | 0.0 | | |
40,659 (1)(2) | | | Spirit Airlines, Inc. | | | | | 969,311 | | | | | | 0.1 | | |
16,797 (2) | | | SPX Corp. | | | | | 887,553 | | | | | | 0.1 | | |
4,596 | | | Standex International Corp. | | | | | 389,649 | | | | | | 0.1 | | |
33,094 | | | Steelcase, Inc. | | | | | 355,099 | | | | | | 0.0 | | |
53,931 (1)(2) | | | Stem, Inc. | | | | | 386,146 | | | | | | 0.1 | | |
8,569 (1)(2) | | | Sterling Check Corp. | | | | | 139,760 | | | | | | 0.0 | | |
11,668 (2) | | | Sterling Infrastructure, Inc. | | | | | 255,763 | | | | | | 0.0 | | |
11,395 (1)(2) | | | Sun Country Airlines Holdings, Inc. | | | | | 208,984 | | | | | | 0.0 | | |
Voya Russell™ Small Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
7,269 | | | Tennant Co. | | | | $ | 430,688 | | | | | | 0.1 | | |
25,545 | | | Terex Corp. | | | | | 699,167 | | | | | | 0.1 | | |
11,274 (1)(2) | | | Terran Orbital Corp. | | | | | 51,635 | | | | | | 0.0 | | |
17,588 (1) | | | Textainer Group Holdings Ltd. | | | | | 482,087 | | | | | | 0.1 | | |
14,417 (2) | | | Thermon Group Holdings, Inc. | | | | | 202,559 | | | | | | 0.0 | | |
19,793 (2) | | | Titan International, Inc. | | | | | 298,874 | | | | | | 0.0 | | |
8,052 (2) | | | Titan Machinery, Inc. | | | | | 180,445 | | | | | | 0.0 | | |
14,735 (1)(2) | | | TPI Composites, Inc. | | | | | 184,188 | | | | | | 0.0 | | |
2,911 (2) | | | Transcat, Inc. | | | | | 165,374 | | | | | | 0.0 | | |
14,091 (2) | | | TriNet Group, Inc. | | | | | 1,093,743 | | | | | | 0.1 | | |
29,609 (1) | | | Trinity Industries, Inc. | | | | | 717,130 | | | | | | 0.1 | | |
23,994 | | | Triton International Ltd. | | | | | 1,263,284 | | | | | | 0.1 | | |
24,609 (2) | | | Triumph Group, Inc. | | | | | 327,054 | | | | | | 0.0 | | |
12,684 (2) | | | TrueBlue, Inc. | | | | | 227,044 | | | | | | 0.0 | | |
52,971 (1)(2) | | | TuSimple Holdings, Inc. | | | | | 382,980 | | | | | | 0.1 | | |
16,471 (2) | | | Tutor Perini Corp. | | | | | 144,615 | | | | | | 0.0 | | |
22,963 | | | UFP Industries, Inc. | | | | | 1,564,699 | | | | | | 0.2 | | |
5,690 | | | Unifirst Corp. | | | | | 979,704 | | | | | | 0.1 | | |
2,498 | | | Universal Logistics Holdings, Inc. | | | | | 68,220 | | | | | | 0.0 | | |
45,656 (2) | | | Upwork, Inc. | | | | | 944,166 | | | | | | 0.1 | | |
4,760 (2) | | | Vectrus, Inc. | | | | | 159,270 | | | | | | 0.0 | | |
5,623 (2) | | | Veritiv Corp. | | | | | 610,377 | | | | | | 0.1 | | |
8,446 (2) | | | Viad Corp. | | | | | 233,194 | | | | | | 0.0 | | |
8,291 (2) | | | Vicor Corp. | | | | | 453,766 | | | | | | 0.1 | | |
41,825 (1)(2) | | | View, Inc. | | | | | 67,757 | | | | | | 0.0 | | |
85,865 (1)(2) | | | Virgin Galactic Holdings, Inc. | | | | | 516,907 | | | | | | 0.1 | | |
4,398 | | | VSE Corp. | | | | | 165,277 | | | | | | 0.0 | | |
19,310 (1) | | | Wabash National Corp. | | | | | 262,230 | | | | | | 0.0 | | |
10,350 | | | Watts Water Technologies, Inc. | | | | | 1,271,394 | | | | | | 0.2 | | |
47,535 (2) | | | Welbilt, Inc. | | | | | 1,131,808 | | | | | | 0.1 | | |
23,302 | | | Werner Enterprises, Inc. | | | | | 898,059 | | | | | | 0.1 | | |
59,872 (2) | | | Wheels Up Experience, Inc. | | | | | 116,750 | | | | | | 0.0 | | |
4,466 (2) | | | Willdan Group, Inc. | | | | | 123,172 | | | | | | 0.0 | | |
27,897 (2) | | | Xos, Inc. | | | | | 51,330 | | | | | | 0.0 | | |
46,825 | | | Zurn Water Solutions Corp. | | | | | 1,275,513 | | | | | | 0.2 | | |
| | | | | | | | 129,743,397 | | | | | | 14.5 | | |
| | | Information Technology: 13.2% | | ||||||||||||
47,814 (1)(2) | | | 3D Systems Corp. | | | | | 463,796 | | | | | | 0.1 | | |
44,416 (2) | | | 8x8, Inc. | | | | | 228,742 | | | | | | 0.0 | | |
8,124 (1)(2) | | | 908 Devices, Inc. | | | | | 167,273 | | | | | | 0.0 | | |
24,669 | | | A10 Networks, Inc. | | | | | 354,740 | | | | | | 0.1 | | |
43,765 (2) | | | ACI Worldwide, Inc. | | | | | 1,133,076 | | | | | | 0.1 | | |
17,736 (1)(2) | | | ACM Research, Inc. | | | | | 298,497 | | | | | | 0.0 | | |
18,916 | | | Adtran, Inc. | | | | | 331,597 | | | | | | 0.0 | | |
14,372 (1) | | | Advanced Energy Industries, Inc. | | | | | 1,048,869 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
38,147 (1)(2) | | | Aeva Technologies, Inc. | | | | $ | 119,400 | | | | | | 0.0 | | |
7,789 (2) | | | Agilysys, Inc. | | | | | 368,186 | | | | | | 0.1 | | |
19,428 (1)(2) | | | Akoustis Technologies, Inc. | | | | | 71,884 | | | | | | 0.0 | | |
18,522 (2) | | | Alarm.com Holdings, Inc. | | | | | 1,145,771 | | | | | | 0.1 | | |
13,302 (2) | | | Alkami Technology, Inc. | | | | | 184,765 | | | | | | 0.0 | | |
8,255 (2) | | | Alpha & Omega Co. | | | | | 275,222 | | | | | | 0.0 | | |
18,906 (1)(2) | | | Altair Engineering, Inc. | | | | | 992,565 | | | | | | 0.1 | | |
13,695 (2) | | | Ambarella, Inc. | | | | | 896,475 | | | | | | 0.1 | | |
12,995 | | | American Software, Inc. | | | | | 209,999 | | | | | | 0.0 | | |
38,133 | | | Amkor Technology, Inc. | | | | | 646,354 | | | | | | 0.1 | | |
20,976 (2) | | | Amplitude, Inc. | | | | | 299,747 | | | | | | 0.0 | | |
7,355 (1)(2) | | | Appfolio, Inc. | | | | | 666,657 | | | | | | 0.1 | | |
15,547 (1)(2) | | | Appian Corp. | | | | | 736,306 | | | | | | 0.1 | | |
34,827 (2) | | | Arlo Technologies, Inc. | | | | | 218,365 | | | | | | 0.0 | | |
7,699 (1)(2) | | | Arteris, Inc. | | | | | 53,662 | | | | | | 0.0 | | |
27,967 (2) | | | Asana, Inc. | | | | | 491,660 | | | | | | 0.1 | | |
7,861 (1)(2) | | | Atomera, Inc. | | | | | 73,736 | | | | | | 0.0 | | |
32,977 (2) | | | Avaya Holdings Corp. | | | | | 73,868 | | | | | | 0.0 | | |
47,647 (2) | | | AvePoint, Inc. | | | | | 206,788 | | | | | | 0.0 | | |
4,068 (2) | | | Aviat Networks, Inc. | | | | | 101,863 | | | | | | 0.0 | | |
13,830 (2) | | | Avid Technology, Inc. | | | | | 358,888 | | | | | | 0.1 | | |
55,173 (2) | | | AvidXchange Holdings, Inc. | | | | | 338,762 | | | | | | 0.0 | | |
12,587 (2) | | | Axcelis Technologies, Inc. | | | | | 690,271 | | | | | | 0.1 | | |
16,299 (2) | | | AXT, Inc. | | | | | 95,512 | | | | | | 0.0 | | |
11,105 | | | Badger Meter, Inc. | | | | | 898,283 | | | | | | 0.1 | | |
16,796 | | | Belden, Inc. | | | | | 894,723 | | | | | | 0.1 | | |
13,749 | | | Benchmark Electronics, Inc. | | | | | 310,177 | | | | | | 0.0 | | |
10,842 (2) | | | Benefitfocus, Inc. | | | | | 84,351 | | | | | | 0.0 | | |
24,070 (1)(2) | | | BigCommerce Holdings, Inc. | | | | | 389,934 | | | | | | 0.1 | | |
17,758 (1)(2) | | | Blackbaud, Inc. | | | | | 1,031,207 | | | | | | 0.1 | | |
20,857 (1)(2) | | | Blackline, Inc. | | | | | 1,389,076 | | | | | | 0.2 | | |
70,449 (1)(2) | | | Blend Labs, Inc. | | | | | 166,260 | | | | | | 0.0 | | |
49,542 (2) | | | Box, Inc. | | | | | 1,245,486 | | | | | | 0.1 | | |
17,970 | | | Bread Financial Holdings, Inc. | | | | | 665,968 | | | | | | 0.1 | | |
17,418 (2) | | | Brightcove, Inc. | | | | | 110,082 | | | | | | 0.0 | | |
37,350 (1)(2) | | | BTRS Holdings, Inc. | | | | | 186,003 | | | | | | 0.0 | | |
25,507 (1)(2) | | | C3.ai, Inc. | | | | | 465,758 | | | | | | 0.1 | | |
21,626 (2) | | | Calix, Inc. | | | | | 738,312 | | | | | | 0.1 | | |
4,347 (1)(2) | | | Cambium Networks Corp. | | | | | 63,684 | | | | | | 0.0 | | |
24,760 (2) | | | Cantaloupe, Inc. | | | | | 138,656 | | | | | | 0.0 | | |
13,232 (2) | | | Casa Systems, Inc. | | | | | 52,002 | | | | | | 0.0 | | |
5,860 | | | Cass Information Systems, Inc. | | | | | 198,068 | | | | | | 0.0 | | |
17,524 (2) | | | Cerberus Cyber Sentinel Corp. | | | | | 63,086 | | | | | | 0.0 | | |
14,955 (1)(2) | | | Cerence, Inc. | | | | | 377,315 | | | | | | 0.1 | | |
8,976 (2) | | | Ceva, Inc. | | | | | 301,235 | | | | | | 0.0 | | |
Voya Russell™ Small Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
12,311 (1)(2) | | | ChannelAdvisor Corp. | | | | $ | 179,494 | | | | | | 0.0 | | |
14,313 (1)(2) | | | Cleanspark, Inc. | | | | | 56,107 | | | | | | 0.0 | | |
23,423 (1)(2) | | | Clear Secure, Inc. | | | | | 468,460 | | | | | | 0.1 | | |
4,529 (1)(2) | | | Clearfield, Inc. | | | | | 280,572 | | | | | | 0.0 | | |
10,694 | | | CMC Materials, Inc. | | | | | 1,865,996 | | | | | | 0.2 | | |
18,516 (2) | | | Cohu, Inc. | | | | | 513,819 | | | | | | 0.1 | | |
76,653 (2) | | | CommScope Holding Co., Inc. | | | | | 469,116 | | | | | | 0.1 | | |
17,019 (2) | | | Commvault Systems, Inc. | | | | | 1,070,495 | | | | | | 0.1 | | |
9,942 | | | Comtech Telecommunications Corp. | | | | | 90,174 | | | | | | 0.0 | | |
65,788 (2) | | | Conduent, Inc. | | | | | 284,204 | | | | | | 0.0 | | |
5,882 (2) | | | Consensus Cloud Solutions, Inc. | | | | | 256,926 | | | | | | 0.0 | | |
80,804 (2) | | | Core Scientific, Inc. | | | | | 120,398 | | | | | | 0.0 | | |
13,514 (1)(2) | | | Corsair Gaming, Inc. | | | | | 177,439 | | | | | | 0.0 | | |
9,970 (1)(2) | | | Couchbase, Inc. | | | | | 163,707 | | | | | | 0.0 | | |
8,606 (1)(2) | | | Credo Technology Group Holding Ltd. | | | | | 100,518 | | | | | | 0.0 | | |
8,363 (1)(2) | | | CS Disco, Inc. | | | | | 150,869 | | | | | | 0.0 | | |
12,319 | | | CSG Systems International, Inc. | | | | | 735,198 | | | | | | 0.1 | | |
12,416 | | | CTS Corp. | | | | | 422,765 | | | | | | 0.1 | | |
31,759 (1)(2) | | | Cvent Holding Corp. | | | | | 146,727 | | | | | | 0.0 | | |
2,495 (2) | | | Cyberoptics Corp. | | | | | 87,175 | | | | | | 0.0 | | |
16,032 (1)(2) | | | Cyxtera Technologies, Inc. | | | | | 181,803 | | | | | | 0.0 | | |
29,010 (2) | | | Diebold Nixdorf, Inc. | | | | | 65,853 | | | | | | 0.0 | | |
13,590 (2) | | | Digi International, Inc. | | | | | 329,150 | | | | | | 0.0 | | |
5,483 (1)(2) | | | Digimarc Corp. | | | | | 77,530 | | | | | | 0.0 | | |
35,486 (2) | | | Digital Turbine, Inc. | | | | | 619,940 | | | | | | 0.1 | | |
28,785 (1)(2) | | | DigitalOcean Holdings, Inc. | | | | | 1,190,548 | | | | | | 0.1 | | |
16,904 (2) | | | Diodes, Inc. | | | | | 1,091,491 | | | | | | 0.1 | | |
11,409 (2) | | | Domo, Inc. | | | | | 317,170 | | | | | | 0.0 | | |
28,738 (1)(2) | | | Duck Creek Technologies, Inc. | | | | | 426,759 | | | | | | 0.1 | | |
7,083 (2) | | | DZS, Inc. | | | | | 115,240 | | | | | | 0.0 | | |
74,333 (1)(2) | | | E2open Parent Holdings, Inc. | | | | | 578,311 | | | | | | 0.1 | | |
20,439 (1)(2) | | | Eastman Kodak Co. | | | | | 94,837 | | | | | | 0.0 | | |
10,131 (1) | | | Ebix, Inc. | | | | | 171,214 | | | | | | 0.0 | | |
51,315 (2) | | | Edgio, Inc. | | | | | 118,538 | | | | | | 0.0 | | |
10,126 (2) | | | eGain Corp. | | | | | 98,728 | | | | | | 0.0 | | |
10,027 (1)(2) | | | Enfusion, Inc. | | | | | 102,376 | | | | | | 0.0 | | |
13,066 (2) | | | EngageSmart, Inc. | | | | | 210,101 | | | | | | 0.0 | | |
20,978 (1)(2) | | | Envestnet, Inc. | | | | | 1,107,009 | | | | | | 0.1 | | |
10,233 (2) | | | ePlus, Inc. | | | | | 543,577 | | | | | | 0.1 | | |
14,739 (1)(2) | | | Everbridge, Inc. | | | | | 411,071 | | | | | | 0.1 | | |
9,052 (2) | | | EverCommerce, Inc. | | | | | 81,830 | | | | | | 0.0 | | |
23,119 | | | EVERTEC, Inc. | | | | | 852,629 | | | | | | 0.1 | | |
18,579 (2) | | | Evo Payments, Inc. | | | | | 436,978 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
31,985 (2) | | | Evolv Technologies Holdings, Inc. | | | | $ | 85,080 | | | | | | 0.0 | | |
12,364 (2) | | | ExlService Holdings, Inc. | | | | | 1,821,588 | | | | | | 0.2 | | |
49,495 (2) | | | Extreme Networks, Inc. | | | | | 441,495 | | | | | | 0.1 | | |
14,070 (2) | | | Fabrinet | | | | | 1,141,077 | | | | | | 0.1 | | |
7,207 (2) | | | Faro Technologies, Inc. | | | | | 222,192 | | | | | | 0.0 | | |
41,521 (2) | | | Fastly, Inc. | | | | | 482,059 | | | | | | 0.1 | | |
21,454 (2) | | | Flywire Corp. | | | | | 378,234 | | | | | | 0.1 | | |
6,843 (1)(2) | | | Focus Universal, Inc. | | | | | 78,147 | | | | | | 0.0 | | |
10,562 (1)(2) | | | ForgeRock, Inc. | | | | | 226,238 | | | | | | 0.0 | | |
29,836 (2) | | | Formfactor, Inc. | | | | | 1,155,548 | | | | | | 0.1 | | |
18,453 (2) | | | Grid Dynamics Holdings, Inc. | | | | | 310,379 | | | | | | 0.0 | | |
15,743 (2) | | | GTY Technology Holdings, Inc. | | | | | 98,551 | | | | | | 0.0 | | |
9,374 | | | Hackett Group, Inc. | | | | | 177,825 | | | | | | 0.0 | | |
37,169 (2) | | | Harmonic, Inc. | | | | | 322,255 | | | | | | 0.0 | | |
9,047 (2) | | | I3 Verticals, Inc. | | | | | 226,356 | | | | | | 0.0 | | |
10,809 (2) | | | Ichor Holdings Ltd. | | | | | 280,818 | | | | | | 0.0 | | |
9,034 (2) | | | Identiv, Inc. | | | | | 104,614 | | | | | | 0.0 | | |
7,778 (1)(2) | | | Impinj, Inc. | | | | | 456,335 | | | | | | 0.1 | | |
36,479 (2) | | | indie Semiconductor, Inc. | | | | | 207,930 | | | | | | 0.0 | | |
72,665 (1)(2) | | | Infinera Corp. | | | | | 389,484 | | | | | | 0.1 | | |
12,682 | | | Information Services Group, Inc. | | | | | 85,730 | | | | | | 0.0 | | |
35,218 (1)(2) | | | Inseego Corp. | | | | | 66,562 | | | | | | 0.0 | | |
11,757 (2) | | | Insight Enterprises, Inc. | | | | | 1,014,394 | | | | | | 0.1 | | |
6,421 (1)(2) | | | Instructure Holdings, Inc. | | | | | 145,757 | | | | | | 0.0 | | |
5,202 (2) | | | Intapp, Inc. | | | | | 76,157 | | | | | | 0.0 | | |
11,895 (1) | | | InterDigital, Inc. | | | | | 723,216 | | | | | | 0.1 | | |
13,185 (2) | | | International Money Express, Inc. | | | | | 269,897 | | | | | | 0.0 | | |
44,853 (2) | | | IonQ, Inc. | | | | | 196,456 | | | | | | 0.0 | | |
24,726 (1)(2) | | | IronNet, Inc. | | | | | 54,644 | | | | | | 0.0 | | |
17,195 (2) | | | Itron, Inc. | | | | | 849,949 | | | | | | 0.1 | | |
9,705 (2) | | | Kimball Electronics, Inc. | | | | | 195,071 | | | | | | 0.0 | | |
27,469 (2) | | | KnowBe4, Inc. | | | | | 429,066 | | | | | | 0.1 | | |
31,120 (2) | | | Knowles Corp. | | | | | 539,310 | | | | | | 0.1 | | |
21,971 (1) | | | Kulicke & Soffa Industries, Inc. | | | | | 940,579 | | | | | | 0.1 | | |
42,205 (1)(2) | | | Lightwave Logic, Inc. | | | | | 276,021 | | | | | | 0.0 | | |
26,445 (1)(2) | | | LivePerson, Inc. | | | | | 373,932 | | | | | | 0.1 | | |
26,002 (2) | | | LiveRamp Holdings, Inc. | | | | | 671,112 | | | | | | 0.1 | | |
19,050 (2) | | | MACOM Technology Solutions Holdings, Inc. | | | | | 878,205 | | | | | | 0.1 | | |
37,226 (1)(2) | | | Marathon Digital Holdings, Inc. | | | | | 198,787 | | | | | | 0.0 | | |
163,701 (2) | | | Marqeta, Inc. | | | | | 1,327,615 | | | | | | 0.2 | | |
82,776 (1)(2) | | | Matterport, Inc. | | | | | 302,960 | | | | | | 0.0 | | |
23,286 | | | MAXIMUS, Inc. | | | | | 1,455,608 | | | | | | 0.2 | | |
27,311 (2) | | | MaxLinear, Inc. | | | | | 928,028 | | | | | | 0.1 | | |
8,496 (1)(2) | | | MeridianLink, Inc. | | | | | 141,883 | | | | | | 0.0 | | |
Voya Russell™ Small Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
13,876 | | | Methode Electronics, Inc. | | | | $ | 513,967 | | | | | | 0.1 | | |
3,544 (1)(2) | | | MicroStrategy, Inc. | | | | | 582,279 | | | | | | 0.1 | | |
63,737 (1)(2) | | | Microvision, Inc. | | | | | 244,750 | | | | | | 0.0 | | |
50,037 (1)(2) | | | Mirion Technologies, Inc. | | | | | 288,213 | | | | | | 0.0 | | |
17,843 (2) | | | Mitek Systems, Inc. | | | | | 164,869 | | | | | | 0.0 | | |
14,625 (1)(2) | | | Model N, Inc. | | | | | 374,108 | | | | | | 0.1 | | |
51,246 (2) | | | Momentive Global, Inc. | | | | | 450,965 | | | | | | 0.1 | | |
35,051 (1)(2) | | | MoneyGram International, Inc. | | | | | 350,510 | | | | | | 0.1 | | |
25,332 (1)(2) | | | N-Able, Inc. | | | | | 227,988 | | | | | | 0.0 | | |
11,929 (1)(2) | | | Napco Security Technologies, Inc. | | | | | 245,618 | | | | | | 0.0 | | |
19,609 (2) | | | NeoPhotonics Corp. | | | | | 308,450 | | | | | | 0.0 | | |
10,891 (2) | | | Netgear, Inc. | | | | | 201,701 | | | | | | 0.0 | | |
26,738 (2) | | | Netscout Systems, Inc. | | | | | 905,081 | | | | | | 0.1 | | |
27,513 (1)(2) | | | NextNav, Inc. | | | | | 62,455 | | | | | | 0.0 | | |
17,386 (2) | | | nLight, Inc. | | | | | 177,685 | | | | | | 0.0 | | |
13,506 (2) | | | Novanta, Inc. | | | | | 1,637,873 | | | | | | 0.2 | | |
33,591 (1)(2) | | | Olo, Inc. | | | | | 331,543 | | | | | | 0.0 | | |
15,192 (2) | | | ON24, Inc. | | | | | 144,172 | | | | | | 0.0 | | |
12,777 (1)(2) | | | Ondas Holdings, Inc. | | | | | 68,868 | | | | | | 0.0 | | |
15,033 (2) | | | OneSpan, Inc. | | | | | 178,893 | | | | | | 0.0 | | |
18,929 (2) | | | Onto Innovation, Inc. | | | | | 1,320,108 | | | | | | 0.2 | | |
6,183 (2) | | | OSI Systems, Inc. | | | | | 528,276 | | | | | | 0.1 | | |
55,227 (1)(2) | | | Ouster, Inc. | | | | | 89,468 | | | | | | 0.0 | | |
31,849 (1)(2) | | | PagerDuty, Inc. | | | | | 789,218 | | | | | | 0.1 | | |
9,812 (1)(2) | | | PAR Technology Corp. | | | | | 367,852 | | | | | | 0.1 | | |
34,787 (2) | | | Paya Holdings, Inc. | | | | | 228,551 | | | | | | 0.0 | | |
80,596 (2) | | | Payoneer Global, Inc. | | | | | 315,936 | | | | | | 0.0 | | |
127,104 (1)(2) | | | Paysafe Ltd. | | | | | 247,853 | | | | | | 0.0 | | |
4,449 | | | PC Connection, Inc. | | | | | 195,978 | | | | | | 0.0 | | |
12,009 (2) | | | PDF Solutions, Inc. | | | | | 258,314 | | | | | | 0.0 | | |
12,720 (2) | | | Perficient, Inc. | | | | | 1,166,297 | | | | | | 0.1 | | |
23,100 (2) | | | Photronics, Inc. | | | | | 449,988 | | | | | | 0.1 | | |
28,540 (1)(2) | | | Ping Identity Holding Corp. | | | | | 517,716 | | | | | | 0.1 | | |
15,998 (2) | | | Plantronics, Inc. | | | | | 634,801 | | | | | | 0.1 | | |
10,484 (2) | | | Plexus Corp. | | | | | 822,994 | | | | | | 0.1 | | |
21,888 | | | Power Integrations, Inc. | | | | | 1,641,819 | | | | | | 0.2 | | |
16,952 | | | Progress Software Corp. | | | | | 767,926 | | | | | | 0.1 | | |
16,382 (2) | | | PROS Holdings, Inc. | | | | | 429,700 | | | | | | 0.1 | | |
21,461 (2) | | | Q2 Holdings, Inc. | | | | | 827,751 | | | | | | 0.1 | | |
14,541 (2) | | | Qualys, Inc. | | | | | 1,834,202 | | | | | | 0.2 | | |
22,330 (1)(2) | | | Rackspace Technology, Inc. | | | | | 160,106 | | | | | | 0.0 | | |
41,859 (2) | | | Rambus, Inc. | | | | | 899,550 | | | | | | 0.1 | | |
21,774 (1)(2) | | | Rapid7, Inc. | | | | | 1,454,503 | | | | | | 0.2 | | |
31,488 (1)(2) | | | Remitly Global, Inc. | | | | | 241,198 | | | | | | 0.0 | | |
33,997 (1)(2) | | | Repay Holdings Corp. | | | | | 436,861 | | | | | | 0.1 | | |
30,736 (2) | | | Ribbon Communications, Inc. | | | | | 93,437 | | | | | | 0.0 | | |
13,852 (1)(2) | | | Rigetti Computing, Inc. | | | | | 50,837 | | | | | | 0.0 | | |
19,078 (2) | | | Rimini Street, Inc. | | | | | 114,659 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
43,568 (1)(2) | | | Riot Blockchain, Inc. | | | | $ | 182,550 | | | | | | 0.0 | | |
38,706 (1)(2) | | | Rockley Photonics Holdings Ltd. | | | | | 84,379 | | | | | | 0.0 | | |
7,022 (2) | | | Rogers Corp. | | | | | 1,840,396 | | | | | | 0.2 | | |
122,497 (2) | | | Sabre Corp. | | | | | 714,158 | | | | | | 0.1 | | |
35,306 (1)(2) | | | SailPoint Technologies Holding, Inc. | | | | | 2,212,980 | | | | | | 0.3 | | |
22,705 (2) | | | Sanmina Corp. | | | | | 924,775 | | | | | | 0.1 | | |
12,421 | | | Sapiens International Corp. NV | | | | | 300,464 | | | | | | 0.0 | | |
9,850 (2) | | | Scansource, Inc. | | | | | 306,729 | | | | | | 0.0 | | |
23,924 (2) | | | Semtech Corp. | | | | | 1,315,102 | | | | | | 0.2 | | |
3,916 (2) | | | ShotSpotter, Inc. | | | | | 105,380 | | | | | | 0.0 | | |
13,720 (1)(2) | | | Silicon Laboratories, Inc. | | | | | 1,923,818 | | | | | | 0.2 | | |
6,109 (2) | | | SiTime Corp. | | | | | 995,950 | | | | | | 0.1 | | |
17,293 (1)(2) | | | SMART Global Holdings, Inc. | | | | | 283,086 | | | | | | 0.0 | | |
44,545 (2) | | | SmartRent, Inc. | | | | | 201,343 | | | | | | 0.0 | | |
16,855 (1) | | | SolarWinds Corp. | | | | | 172,764 | | | | | | 0.0 | | |
17,618 (1)(2) | | | Sprout Social, Inc. | | | | | 1,023,077 | | | | | | 0.1 | | |
13,939 (2) | | | SPS Commerce, Inc. | | | | | 1,575,804 | | | | | | 0.2 | | |
11,722 (1)(2) | | | Squarespace, Inc. | | | | | 245,224 | | | | | | 0.0 | | |
104,272 (2) | | | StoneCo Ltd. | | | | | 802,894 | | | | | | 0.1 | | |
34,826 (2) | | | Sumo Logic, Inc. | | | | | 260,847 | | | | | | 0.0 | | |
31,076 (1)(2) | | | SunPower Corp. | | | | | 491,312 | | | | | | 0.1 | | |
17,448 (2) | | | Super Micro Computer, Inc. | | | | | 704,027 | | | | | | 0.1 | | |
15,028 (1)(2) | | | Synaptics, Inc. | | | | | 1,774,055 | | | | | | 0.2 | | |
20,108 (2) | | | Telos Corp. | | | | | 162,473 | | | | | | 0.0 | | |
41,313 (2) | | | Tenable Holdings, Inc. | | | | | 1,876,023 | | | | | | 0.2 | | |
10,905 (2) | | | Transphorm, Inc. | | | | | 41,548 | | | | | | 0.0 | | |
7,411 | | | TTEC Holdings, Inc. | | | | | 503,133 | | | | | | 0.1 | | |
36,790 (2) | | | TTM Technologies, Inc. | | | | | 459,875 | | | | | | 0.1 | | |
4,059 (1)(2) | | | Tucows, Inc. | | | | | 180,666 | | | | | | 0.0 | | |
6,210 (2) | | | Turtle Beach Corp. | | | | | 75,948 | | | | | | 0.0 | | |
17,177 (2) | | | Ultra Clean Holdings, Inc. | | | | | 511,359 | | | | | | 0.1 | | |
26,059 (2) | | | Unisys Corp. | | | | | 313,490 | | | | | | 0.0 | | |
12,013 (1)(2) | | | Upland Software, Inc. | | | | | 174,429 | | | | | | 0.0 | | |
18,147 (1)(2) | | | UserTesting, Inc. | | | | | 91,098 | | | | | | 0.0 | | |
41,427 (1)(2) | | | Varonis Systems, Inc. | | | | | 1,214,640 | | | | | | 0.1 | | |
19,273 (1)(2) | | | Veeco Instruments, Inc. | | | | | 373,896 | | | | | | 0.1 | | |
72,943 (2) | | | Velodyne Lidar, Inc. | | | | | 69,675 | | | | | | 0.0 | | |
24,272 (2) | | | Verint Systems, Inc. | | | | | 1,027,919 | | | | | | 0.1 | | |
11,925 (1)(2) | | | Veritone, Inc. | | | | | 77,870 | | | | | | 0.0 | | |
54,389 (2) | | | Verra Mobility Corp. | | | | | 854,451 | | | | | | 0.1 | | |
85,929 (2) | | | Viavi Solutions, Inc. | | | | | 1,136,841 | | | | | | 0.1 | | |
49,781 | | | Vishay Intertechnology, Inc. | | | | | 887,097 | | | | | | 0.1 | | |
5,160 (2) | | | Vishay Precision Group, Inc. | | | | | 150,311 | | | | | | 0.0 | | |
95,116 (2) | | | Vonage Holdings Corp. | | | | | 1,791,985 | | | | | | 0.2 | | |
27,315 (1)(2) | | | WM Technology, Inc. | | | | | 89,866 | | | | | | 0.0 | | |
17,771 (1)(2) | | | Workiva, Inc. | | | | | 1,172,708 | | | | | | 0.1 | | |
Voya Russell™ Small Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
41,455 (1) | | | Xerox Holdings Corp. | | | | $ | 615,607 | | | | | | 0.1 | | |
40,835 | | | Xperi Holding Corp. | | | | | 589,249 | | | | | | 0.1 | | |
45,430 (1)(2) | | | Yext, Inc. | | | | | 217,155 | | | | | | 0.0 | | |
12,392 (2) | | | Zeta Global Holdings Corp. | | | | | 56,012 | | | | | | 0.0 | | |
44,737 (2) | | | Zuora, Inc. | | | | | 400,396 | | | | | | 0.1 | | |
| | | | | | | | 118,625,669 | | | | | | 13.2 | | |
| | | Materials: 4.0% | | ||||||||||||
12,114 (1)(2) | | | 5E Advanced Materials, Inc. | | | | | 147,549 | | | | | | 0.0 | | |
10,562 | | | AdvanSix, Inc. | | | | | 353,193 | | | | | | 0.0 | | |
47,206 (1)(2) | | | Allegheny Technologies, Inc. | | | | | 1,072,048 | | | | | | 0.1 | | |
6,736 | | | Alpha Metallurgical Resources, Inc. | | | | | 869,820 | | | | | | 0.1 | | |
11,693 | | | American Vanguard Corp. | | | | | 261,339 | | | | | | 0.0 | | |
74,162 (1)(2) | | | Amyris, Inc. | | | | | 137,200 | | | | | | 0.0 | | |
40,191 (2) | | | Arconic Corp. | | | | | 1,127,358 | | | | | | 0.1 | | |
10,147 (1)(2) | | | Aspen Aerogels, Inc. | | | | | 100,252 | | | | | | 0.0 | | |
34,550 | | | Avient Corp. | | | | | 1,384,764 | | | | | | 0.2 | | |
12,076 | | | Balchem Corp. | | | | | 1,566,740 | | | | | | 0.2 | | |
21,024 | | | Cabot Corp. | | | | | 1,341,121 | | | | | | 0.2 | | |
18,279 | | | Carpenter Technology Corp. | | | | | 510,167 | | | | | | 0.1 | | |
20,336 (1)(2) | | | Century Aluminum Co. | | | | | 149,876 | | | | | | 0.0 | | |
2,947 | | | Chase Corp. | | | | | 229,306 | | | | | | 0.0 | | |
6,665 (2) | | | Clearwater Paper Corp. | | | | | 224,144 | | | | | | 0.0 | | |
101,319 (2) | | | Coeur Mining, Inc. | | | | | 308,010 | | | | | | 0.0 | | |
45,741 (1) | | | Commercial Metals Co. | | | | | 1,514,027 | | | | | | 0.2 | | |
12,910 | | | Compass Minerals International, Inc. | | | | | 456,885 | | | | | | 0.1 | | |
47,090 (2) | | | Constellium SE | | | | | 622,059 | | | | | | 0.1 | | |
6,982 (2) | | | Cryptyde, Inc. | | | | | 14,173 | | | | | | 0.0 | | |
17,931 (1)(2) | | | Dakota Gold Corp. | | | | | 60,069 | | | | | | 0.0 | | |
34,813 (1)(2) | | | Danimer Scientific, Inc. | | | | | 158,747 | | | | | | 0.0 | | |
28,292 (2) | | | Diversey Holdings Ltd. | | | | | 186,727 | | | | | | 0.0 | | |
22,131 | | | Ecovyst, Inc. | | | | | 217,990 | | | | | | 0.0 | | |
30,512 (2)(4)(5) | | | Ferroglobe PLC | | | | | — | | | | — | | |||
10,982 | | | FutureFuel Corp. | | | | | 79,949 | | | | | | 0.0 | | |
18,511 (1)(2) | | | GCP Applied Technologies, Inc. | | | | | 579,024 | | | | | | 0.1 | | |
18,788 | | | Glatfelter Corp. | | | | | 129,261 | | | | | | 0.0 | | |
11,897 | | | Greif, Inc. - Class A | | | | | 742,135 | | | | | | 0.1 | | |
7,744 | | | Hawkins, Inc. | | | | | 279,016 | | | | | | 0.0 | | |
5,057 | | | Haynes International, Inc. | | | | | 165,718 | | | | | | 0.0 | | |
20,116 | | | HB Fuller Co. | | | | | 1,211,184 | | | | | | 0.1 | | |
203,240 (1) | | | Hecla Mining Co. | | | | | 796,701 | | | | | | 0.1 | | |
57,420 (2) | | | Hycroft Mining Holding Corp. | | | | | 63,736 | | | | | | 0.0 | | |
14,779 (2) | | | Ingevity Corp. | | | | | 933,146 | | | | | | 0.1 | | |
9,456 | | | Innospec, Inc. | | | | | 905,790 | | | | | | 0.1 | | |
4,184 (2) | | | Intrepid Potash, Inc. | | | | | 189,493 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | | | |||||||||||||
COMMON STOCK: (continued) | | | | |||||||||||||||||||
| | | Materials (continued) | | | | ||||||||||||||||
6,016 (1) | | | Kaiser Aluminum Corp. | | | | $ | 475,805 | | | | | | 0.1 | | | | | ||||
8,175 | | | Koppers Holdings, Inc. | | | | | 185,082 | | | | | | 0.0 | | | | | ||||
6,330 | | | Kronos Worldwide, Inc. | | | | | 116,472 | | | | | | 0.0 | | | | | ||||
61,528 (1)(2) | | | Livent Corp. | | | | | 1,396,070 | | | | | | 0.2 | | | | | ||||
12,023 (2) | | | LSB Industries, Inc. | | | | | 166,639 | | | | | | 0.0 | | | | | ||||
7,838 | | | Materion Corp. | | | | | 577,896 | | | | | | 0.1 | | | | | ||||
12,419 | | | Minerals Technologies, Inc. | | | | | 761,782 | | | | | | 0.1 | | | | | ||||
14,782 | | | Myers Industries, Inc. | | | | | 335,995 | | | | | | 0.0 | | | | | ||||
6,659 | | | Neenah, Inc. | | | | | 227,338 | | | | | | 0.0 | | | | | ||||
92,448 (2) | | | Novagold Resources, Inc. | | | | | 444,675 | | | | | | 0.1 | | | | | ||||
59,298 (2) | | | O-I Glass, Inc. | | | | | 830,172 | | | | | | 0.1 | | | | | ||||
3,640 | | | Olympic Steel, Inc. | | | | | 93,730 | | | | | | 0.0 | | | | | ||||
38,790 (1)(2) | | | Origin Materials, Inc. | | | | | 198,605 | | | | | | 0.0 | | | | | ||||
23,113 | | | Orion Engineered Carbons SA | | | | | 358,945 | | | | | | 0.1 | | | | | ||||
17,298 | | | Pactiv Evergreen, Inc. | | | | | 172,288 | | | | | | 0.0 | | | | | ||||
45,353 (1)(2) | | | Perimeter Solutions SA | | | | | 491,627 | | | | | | 0.1 | | | | | ||||
6,387 (1)(2) | | | Piedmont Lithium, Inc. | | | | | 232,551 | | | | | | 0.0 | | | | | ||||
39,832 (1)(2) | | | PureCycle Technologies, Inc. | | | | | 295,553 | | | | | | 0.0 | | | | | ||||
5,185 (1) | | | Quaker Chemical Corp. | | | | | 775,261 | | | | | | 0.1 | | | | | ||||
8,518 | | | Ramaco Resources, Inc. | | | | | 112,012 | | | | | | 0.0 | | | | | ||||
15,184 (1)(2) | | | Ranpak Holdings Corp. | | | | | 106,288 | | | | | | 0.0 | | | | | ||||
26,183 (2) | | | Rayonier Advanced Materials, Inc. | | | | | 68,600 | | | | | | 0.0 | | | | | ||||
16,158 (1)(2) | | | Resolute Forest Products, Inc. | | | | | 206,176 | | | | | | 0.0 | | | | | ||||
6,234 | | | Ryerson Holding Corp. | | | | | 132,722 | | | | | | 0.0 | | | | | ||||
9,929 | | | Schnitzer Steel Industries, Inc. | | | | | 326,068 | | | | | | 0.0 | | | | | ||||
12,141 | | | Schweitzer-Mauduit International, Inc. | | | | | 304,982 | | | | | | 0.0 | | | | | ||||
15,816 | | | Sensient Technologies Corp. | | | | | 1,274,137 | | | | | | 0.2 | | | | | ||||
8,148 | | | Stepan Co. | | | | | 825,800 | | | | | | 0.1 | | | | | ||||
45,586 (2) | | | Summit Materials, Inc. | | | | | 1,061,698 | | | | | | 0.1 | | | | | ||||
31,311 | | | SunCoke Energy, Inc. | | | | | 213,228 | | | | | | 0.0 | | | | | ||||
13,259 | | | Sylvamo Corp. | | | | | 433,304 | | | | | | 0.1 | | | | | ||||
18,056 (2) | | | TimkenSteel Corp. | | | | | 337,828 | | | | | | 0.0 | | | | | ||||
10,898 | | | Tredegar Corp. | | | | | 108,980 | | | | | | 0.0 | | | | | ||||
16,399 | | | Trimas Corp. | | | | | 454,088 | | | | | | 0.1 | | | | | ||||
13,646 | | | Trinseo PLC | | | | | 524,825 | | | | | | 0.1 | | | | | ||||
44,445 | | | Tronox Holdings PLC | | | | | 746,676 | | | | | | 0.1 | | | | | ||||
19,630 | | | Warrior Met Coal, Inc. | | | | | 600,874 | | | | | | 0.1 | | | | | ||||
11,981 (1) | | | Worthington Industries, Inc. | | | | | 528,362 | | | | | | 0.1 | | | | | ||||
| | | | | | | | 35,591,851 | | | | | | 4.0 | | | | | ||||
| | | Real Estate: 7.1% | | | | | | | | ||||||||||||
34,675 | | | Acadia Realty Trust | | | | | 541,624 | | | | | | 0.1 | | | | | ||||
26,483 (1) | | | Agree Realty Corp. | | | | | 1,910,219 | | | | | | 0.2 | | | | | ||||
29,366 | | | Alexander & Baldwin, Inc. | | | | | 527,120 | | | | | | 0.1 | | | | |
Voya Russell™ Small Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Real Estate (continued) | | ||||||||||||
900 | | | Alexander’s, Inc. | | | | $ | 199,944 | | | | | | 0.0 | | |
20,281 | | | American Assets Trust, Inc. | | | | | 602,346 | | | | | | 0.1 | | |
44,216 (2) | | | Anywhere Real Estate, Inc. | | | | | 434,643 | | | | | | 0.1 | | |
60,238 (2) | | | Apartment Investment and Management Co. | | | | | 385,523 | | | | | | 0.1 | | |
82,745 | | | Apple Hospitality REIT, Inc. | | | | | 1,213,869 | | | | | | 0.1 | | |
26,587 | | | Armada Hoffler Properties, Inc. | | | | | 341,377 | | | | | | 0.0 | | |
13,223 (1)(2) | | | Ashford Hospitality Trust, Inc. | | | | | 79,074 | | | | | | 0.0 | | |
10,390 | | | Bluerock Residential Growth REIT, Inc. | | | | | 273,153 | | | | | | 0.0 | | |
24,993 (1) | | | Braemar Hotels & Resorts, Inc. | | | | | 107,220 | | | | | | 0.0 | | |
65,162 | | | Brandywine Realty Trust | | | | | 628,162 | | | | | | 0.1 | | |
60,679 (1) | | | Broadstone Net Lease, Inc. | | | | | 1,244,526 | | | | | | 0.1 | | |
4,180 | | | BRT Apartments Corp. | | | | | 89,828 | | | | | | 0.0 | | |
37,820 | | | CareTrust REIT, Inc. | | | | | 697,401 | | | | | | 0.1 | | |
20,829 | | | CatchMark Timber Trust, Inc. | | | | | 209,540 | | | | | | 0.0 | | |
9,853 (2) | | | CBL & Associates Properties, Inc. | | | | | 231,447 | | | | | | 0.0 | | |
3,848 | | | Cedar Realty Trust, Inc. | | | | | 110,784 | | | | | | 0.0 | | |
5,850 | | | Centerspace | | | | | 477,068 | | | | | | 0.1 | | |
20,985 (2) | | | Chatham Lodging Trust | | | | | 219,293 | | | | | | 0.0 | | |
16,777 | | | City Office REIT, Inc. | | | | | 217,262 | | | | | | 0.0 | | |
10,011 | | | Community Healthcare Trust, Inc. | | | | | 362,498 | | | | | | 0.1 | | |
98,050 (1)(2) | | | Compass, Inc. | | | | | 353,961 | | | | | | 0.0 | | |
43,702 | | | Corporate Office Properties Trust SBI MD | | | | | 1,144,555 | | | | | | 0.1 | | |
2,182 (1) | | | CTO Realty Growth, Inc. | | | | | 133,364 | | | | | | 0.0 | | |
57,182 (1)(2) | | | Cushman & Wakefield PLC | | | | | 871,454 | | | | | | 0.1 | | |
81,565 (2) | | | DiamondRock Hospitality Co. | | | | | 669,649 | | | | | | 0.1 | | |
220,142 (2) | | | DigitalBridge Group, Inc. | | | | | 1,074,293 | | | | | | 0.1 | | |
92,257 | | | Diversified Healthcare Trust | | | | | 167,908 | | | | | | 0.0 | | |
52,713 (2) | | | Doma Holdings, Inc. | | | | | 54,294 | | | | | | 0.0 | | |
29,831 | | | Douglas Elliman, Inc. | | | | | 142,891 | | | | | | 0.0 | | |
32,855 (1) | | | Easterly Government Properties, Inc. | | | | | 625,559 | | | | | | 0.1 | | |
54,880 (1) | | | Empire State Realty Trust, Inc. | | | | | 385,806 | | | | | | 0.1 | | |
40,986 (2) | | | Equity Commonwealth | | | | | 1,128,345 | | | | | | 0.1 | | |
45,766 | | | Essential Properties Realty Trust, Inc. | | | | | 983,511 | | | | | | 0.1 | | |
24,803 (1) | | | eXp World Holdings, Inc. | | | | | 291,931 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Real Estate (continued) | | ||||||||||||
16,596 (1) | | | Farmland Partners, Inc. | | | | $ | 229,025 | | | | | | 0.0 | | |
8,692 (2) | | | Forestar Group, Inc. | | | | | 118,993 | | | | | | 0.0 | | |
30,017 | | | Four Corners Property Trust, Inc. | | | | | 798,152 | | | | | | 0.1 | | |
40,743 | | | Franklin Street Properties Corp. | | | | | 169,898 | | | | | | 0.0 | | |
2,946 (2) | | | FRP Holdings, Inc. | | | | | 177,791 | | | | | | 0.0 | | |
16,006 | | | Getty Realty Corp. | | | | | 424,159 | | | | | | 0.1 | | |
15,423 | | | Gladstone Commercial Corp. | | | | | 290,569 | | | | | | 0.0 | | |
11,986 (1) | | | Gladstone Land Corp. | | | | | 265,610 | | | | | | 0.0 | | |
22,600 | | | Global Medical REIT, Inc. | | | | | 253,798 | | | | | | 0.0 | | |
39,347 | | | Global Net Lease, Inc. | | | | | 557,154 | | | | | | 0.1 | | |
56,154 (1) | | | Healthcare Realty Trust, Inc. | | | | | 1,527,389 | | | | | | 0.2 | | |
14,154 (2) | | | Hersha Hospitality Trust | | | | | 138,851 | | | | | | 0.0 | | |
82,137 (1) | | | Independence Realty Trust, Inc. | | | | | 1,702,700 | | | | | | 0.2 | | |
2,004 (1) | | | Indus Realty Trust, Inc. | | | | | 118,957 | | | | | | 0.0 | | |
25,347 | | | Industrial Logistics Properties Trust | | | | | 356,886 | | | | | | 0.0 | | |
10,267 (1) | | | Innovative Industrial Properties, Inc. | | | | | 1,128,035 | | | | | | 0.1 | | |
24,916 (1) | | | InvenTrust Properties Corp. | | | | | 642,584 | | | | | | 0.1 | | |
25,873 | | | iStar, Inc. | | | | | 354,719 | | | | | | 0.0 | | |
45,372 (1) | | | Kennedy-Wilson Holdings, Inc. | | | | | 859,346 | | | | | | 0.1 | | |
83,607 | | | Kite Realty Group Trust | | | | | 1,445,565 | | | | | | 0.2 | | |
15,452 | | | LTC Properties, Inc. | | | | | 593,202 | | | | | | 0.1 | | |
105,234 (1) | | | LXP Industrial Trust | | | | | 1,130,213 | | | | | | 0.1 | | |
82,247 | | | Macerich Co. | | | | | 716,371 | | | | | | 0.1 | | |
9,854 | | | Marcus & Millichap, Inc. | | | | | 364,499 | | | | | | 0.1 | | |
17,037 (1) | | | National Health Investors, Inc. | | | | | 1,032,613 | | | | | | 0.1 | | |
49,560 | | | Necessity Retail REIT, Inc./The | | | | | 360,797 | | | | | | 0.1 | | |
16,390 | | | NETSTREIT Corp. | | | | | 309,279 | | | | | | 0.0 | | |
56,597 | | | Newmark Group, Inc. | | | | | 547,293 | | | | | | 0.1 | | |
9,171 | | | NexPoint Residential Trust, Inc. | | | | | 573,279 | | | | | | 0.1 | | |
25,834 (2) | | | Offerpad Solutions, Inc. | | | | | 56,318 | | | | | | 0.0 | | |
19,746 | | | Office Properties Income Trust | | | | | 393,933 | | | | | | 0.1 | | |
7,617 | | | One Liberty Properties, Inc. | | | | | 197,890 | | | | | | 0.0 | | |
20,843 (1) | | | Orion Office REIT, Inc. | | | | | 228,439 | | | | | | 0.0 | | |
56,156 | | | Outfront Media, Inc. | | | | | 951,844 | | | | | | 0.1 | | �� |
72,148 (1) | | | Paramount Group, Inc. | | | | | 521,630 | | | | | | 0.1 | | |
50,099 | | | Pebblebrook Hotel Trust | | | | | 830,140 | | | | | | 0.1 | | |
42,547 (1) | | | Phillips Edison & Co., Inc. | | | | | 1,421,495 | | | | | | 0.2 | | |
82,132 | | | Physicians Realty Trust | | | | | 1,433,203 | | | | | | 0.2 | | |
Voya Russell™ Small Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Real Estate (continued) | | ||||||||||||
48,652 | | | Piedmont Office Realty Trust, Inc. | | | | $ | 638,314 | | | | | | 0.1 | | |
12,570 | | | Plymouth Industrial REIT, Inc. | | | | | 220,478 | | | | | | 0.0 | | |
25,750 (1) | | | PotlatchDeltic Corp. | | | | | 1,137,893 | | | | | | 0.1 | | |
7,680 | | | PS Business Parks, Inc. | | | | | 1,437,312 | | | | | | 0.2 | | |
8,158 | | | RE/MAX Holdings, Inc. | | | | | 200,034 | | | | | | 0.0 | | |
39,993 (1)(2) | | | Redfin Corp. | | | | | 329,542 | | | | | | 0.0 | | |
46,586 | | | Retail Opportunity Investments Corp. | | | | | 735,127 | | | | | | 0.1 | | |
63,821 | | | RLJ Lodging Trust | | | | | 703,946 | | | | | | 0.1 | | |
6,652 | | | RMR Group, Inc. | | | | | 188,584 | | | | | | 0.0 | | |
34,312 | | | RPT Realty | | | | | 337,287 | | | | | | 0.0 | | |
20,585 (2) | | | Ryman Hospitality Properties | | | | | 1,565,078 | | | | | | 0.2 | | |
86,053 | | | Sabra Healthcare REIT, Inc. | | | | | 1,202,160 | | | | | | 0.1 | | |
7,740 | | | Safehold, Inc. | | | | | 273,764 | | | | | | 0.0 | | |
5,802 | | | Saul Centers, Inc. | | | | | 273,332 | | | | | | 0.0 | | |
15,976 (1)(2) | | | Seritage Growth Properties | | | | | 83,235 | | | | | | 0.0 | | |
66,639 | | | Service Properties Trust | | | | | 348,522 | | | | | | 0.0 | | |
69,720 | | | SITE Centers Corp. | | | | | 939,128 | | | | | | 0.1 | | |
13,587 (1) | | | St. Joe Co. | | | | | 537,502 | | | | | | 0.1 | | |
66,272 | | | STAG Industrial, Inc. | | | | | 2,046,479 | | | | | | 0.2 | | |
2,130 (2) | | | Stratus Properties, Inc. | | | | | 68,639 | | | | | | 0.0 | | |
43,051 (2) | | | Summit Hotel Properties, Inc. | | | | | 312,981 | | | | | | 0.0 | | |
82,676 (2) | | | Sunstone Hotel Investors, Inc. | | | | | 820,146 | | | | | | 0.1 | | |
39,193 (1) | | | Tanger Factory Outlet Centers, Inc. | | | | | 557,324 | | | | | | 0.1 | | |
6,801 (2) | | | Tejon Ranch Co. | | | | | 105,552 | | | | | | 0.0 | | |
27,174 | | | Terreno Realty Corp. | | | | | 1,514,407 | | | | | | 0.2 | | |
17,557 | | | UMH Properties, Inc. | | | | | 310,057 | | | | | | 0.0 | | |
86,796 (1) | | | Uniti Group, Inc. | | | | | 817,618 | | | | | | 0.1 | | |
5,422 | | | Universal Health Realty Income Trust | | | | | 288,505 | | | | | | 0.0 | | |
44,881 | | | Urban Edge Properties | | | | | 682,640 | | | | | | 0.1 | | |
13,618 | | | Urstadt Biddle Properties, Inc. | | | | | 220,612 | | | | | | 0.0 | | |
35,388 (2) | | | Veris Residential, Inc. | | | | | 468,537 | | | | | | 0.1 | | |
33,471 | | | Washington Real Estate Investment Trust | | | | | 713,267 | | | | | | 0.1 | | |
18,988 | | | Whitestone REIT | | | | | 204,121 | | | | | | 0.0 | | |
44,991 (2) | | | Xenia Hotels & Resorts, Inc. | | | | | 653,719 | | | | | | 0.1 | | |
| | | | | | | | 63,289,903 | | | | | | 7.1 | | |
| | | Utilities: 3.4% | | ||||||||||||
20,701 | | | ALLETE, Inc. | | | | | 1,216,805 | | | | | | 0.1 | | |
15,442 (2) | | | Altus Power, Inc. | | | | | 97,439 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
14,070 | | | American States Water Co. | | | | $ | 1,146,846 | | | | | | 0.1 | | |
2,441 | | | Artesian Resources Corp. | | | | | 120,024 | | | | | | 0.0 | | |
27,440 | | | Avista Corp. | | | | | 1,193,914 | | | | | | 0.1 | | |
24,784 | | | Black Hills Corp. | | | | | 1,803,532 | | | | | | 0.2 | | |
36,169 | | | Brookfield Infrastructure Corp. | | | | | 1,537,182 | | | | | | 0.2 | | |
20,456 | | | California Water Service Group | | | | | 1,136,331 | | | | | | 0.1 | | |
6,929 | | | Chesapeake Utilities Corp. | | | | | 897,652 | | | | | | 0.1 | | |
10,676 | | | Clearway Energy, Inc.-Class A | | | | | 341,312 | | | | | | 0.0 | | |
33,613 (1) | | | Clearway Energy, Inc.-Class C | | | | | 1,171,077 | | | | | | 0.1 | | |
14,246 | | | MGE Energy, Inc. | | | | | 1,108,766 | | | | | | 0.1 | | |
6,812 | | | Middlesex Water Co. | | | | | 597,276 | | | | | | 0.1 | | |
24,275 (1)(2) | | | Montauk Renewables, Inc. | | | | | 243,964 | | | | | | 0.0 | | |
37,022 (1) | | | New Jersey Resources Corp. | | | | | 1,648,590 | | | | | | 0.2 | | |
12,088 | | | Northwest Natural Holding Co. | | | | | 641,873 | | | | | | 0.1 | | |
20,123 | | | NorthWestern Corp. | | | | | 1,185,848 | | | | | | 0.1 | | |
20,300 | | | ONE Gas, Inc. | | | | | 1,648,157 | | | | | | 0.2 | | |
17,286 (1) | | | Ormat Technologies, Inc. | | | | | 1,354,358 | | | | | | 0.2 | | |
16,187 | | | Otter Tail Corp. | | | | | 1,086,633 | | | | | | 0.1 | | |
32,269 | | | PNM Resources, Inc. | | | | | 1,541,813 | | | | | | 0.2 | | |
34,103 | | | Portland General Electric Co. | | | | | 1,648,198 | | | | | | 0.2 | | |
9,095 (2) | | | Purecycle Corp. | | | | | 95,861 | | | | | | 0.0 | | |
10,504 | | | SJW Group | | | | | 655,554 | | | | | | 0.1 | | |
44,041 | | | South Jersey Industries, Inc. | | | | | 1,503,560 | | | | | | 0.2 | | |
25,194 | | | Southwest Gas Holdings, Inc. | | | | | 2,193,893 | | | | | | 0.3 | | |
19,701 (1) | | | Spire, Inc. | | | | | 1,465,163 | | | | | | 0.2 | | |
37,255 (1)(2) | | | Sunnova Energy International, Inc. | | | | | 686,610 | | | | | | 0.1 | | |
6,712 | | | Unitil Corp. | | | | | 394,129 | | | | | | 0.0 | | |
5,895 | | | York Water Co. | | | | | 238,335 | | | | | | 0.0 | | |
| | | | | | | | 30,600,695 | | | | | | 3.4 | | |
| | | Total Common Stock (Cost $656,377,057) | | | | | 861,950,902 | | | | | | 96.0 | | |
| | |||||||||||||||
RIGHTS: 0.0% | | |||||||||||||||
| | | Consumer, Non-cyclical: - % | | ||||||||||||
390 (2)(4)(5) | | | GTX, Inc. - CVR | | | | | — | | | | | | — | | |
| | | | | ||||||||||||
| | | Health Care: 0.0% | | ||||||||||||
4,590 (2)(4)(5) | | | Aduro Biotech, Inc. - CVR | | | | | — | | | | | | — | | |
Voya Russell™ Small Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
RIGHTS: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
37,288 (1)(2)(4)(5) | | | Progenics Pharmaceuticals, Inc. - CVR | | | | $ | — | | | | | | — | | |
22,307 (1)(2)(4)(5) | | | Zogenix, Inc. - CVR | | | | | 15,168 | | | | | | 0.0 | | |
| | | | | | | | 15,168 | | | | | | 0.0 | | |
| | | Total Rights | | | | | | | | | | | | | |
| | | (Cost $799) | | | | | 15,168 | | | | | | 0.0 | | |
| | | Total Long-Term Investments | | | | | | | | | | | | | |
| | | (Cost $656,377,856) | | | | | 861,966,070 | | | | | | 96.0 | | |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
SHORT-TERM INVESTMENTS: 27.4% | | |||||||||||||||
| | | Commercial Paper: 0.6% | | ||||||||||||
4,978,000 (6) | | | Liberty Street Funding LLC, 1.550%, 07/01/2022 (Cost $4,977,786) | | | | | 4,977,786 | | | | | | 0.6 | | |
| | | | | ||||||||||||
| | | Floating Rate Notes: 2.4% | | ||||||||||||
800,000 (6) | | | ANZ Bank, 1.660%, 08/18/2022 | | | | | 799,877 | | | | | | 0.1 | | |
900,000 (6) | | | Bank of America N.A., 1.620%, 07/06/2022 | | | | | 899,996 | | | | | | 0.1 | | |
275,000 (6) | | | Bank of America N.A., 1.660%, 08/16/2022 | | | | | 274,947 | | | | | | 0.0 | | |
925,000 (6) | | | Bank of Montreal, 1.650%, 07/25/2022 | | | | | 924,974 | | | | | | 0.1 | | |
825,000 (6) | | | Bank of Nova Scotia, 1.650%, 07/12/2022 | | | | | 825,015 | | | | | | 0.1 | | |
300,000 (6) | | | Bank of Nova Scotia, 1.680%, 07/18/2022 | | | | | 300,002 | | | | | | 0.0 | | |
350,000 (6) | | | Barclays Bank PLC, 1.690%, 07/22/2022 | | | | | 349,992 | | | | | | 0.0 | | |
725,000 (6) | | | Bayeriche Landesbank of New York, 1.710%, 07/27/2022 | | | | | 725,004 | | | | | | 0.1 | | |
850,000 (6) | | | Commonwealth Bank of Australia, 1.690%, 09/01/2022 | | | | | 849,791 | | | | | | 0.1 | | |
975,000 (6) | | | Cooperatieve Rabobank U.A./New York, 1.650%, 08/03/2022 | | | | | 974,946 | | | | | | 0.1 | | |
525,000 (6) | | | Cooperatieve Rabobank U.A./New York, 1.660%, 08/16/2022 | | | | | 524,933 | | | | | | 0.1 | | |
975,000 (6) | | | Credit Industriel et Commercial, 1.640%, 07/05/2022 | | | | | 975,013 | | | | | | 0.1 | | |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Floating Rate Notes (continued) | | ||||||||||||
325,000 (6) | | | Credit Industriel et Commercial, 1.650%, 07/07/2022 | | | | $ | 325,006 | | | | | | 0.0 | | |
350,000 (6) | | | Credit Industriel et Commercial, 1.680%, 08/08/2022 | | | | | 349,982 | | | | | | 0.0 | | |
975,000 (6) | | | Credit Suisse AG, 1.670%, 07/19/2022 | | | | | 975,041 | | | | | | 0.1 | | |
425,000 (6) | | | DNB Bank ASA, 1.650%, 07/08/2022 | | | | | 425,007 | | | | | | 0.1 | | |
950,000 (6) | | | Mitsubishi UFJ Trust and Banking Corp., 1.700%, 07/26/2022 | | | | | 949,984 | | | | | | 0.1 | | |
375,000 (6) | | | Mizuho Bank Ltd., 1.670%, 07/18/2022 | | | | | 374,999 | | | | | | 0.0 | | |
450,000 (6) | | | National Australia Bank Ltd., 1.640%, 08/08/2022 | | | | | 449,961 | | | | | | 0.1 | | |
975,000 (6) | | | National Bank of Canada, 1.670%, 08/09/2022 | | | | | 974,935 | | | | | | 0.1 | | |
800,000 (6) | | | Natixis SA, 1.630%, 07/11/2022 | | | | | 800,011 | | | | | | 0.1 | | |
875,000 (6) | | | Royal Bank of Canada, 1.660%, 08/16/2022 | | | | | 874,882 | | | | | | 0.1 | | |
1,325,000 (6) | | | Skandinaviska Enskilda Banken AB, 1.650%, 07/20/2022 | | | | | 1,324,979 | | | | | | 0.2 | | |
975,000 (6) | | | Societe Generale, 1.670%, 08/08/2022 | | | | | 975,099 | | | | | | 0.1 | | |
325,000 (6) | | | Starbird Funding Corp., 1.690%, 08/23/2022 | | | | | 324,942 | | | | | | 0.0 | | |
400,000 (6) | | | Sumitomo Mitsui Trust Bank Ltd., 1.690%, 08/01/2022 | | | | | 399,997 | | | | | | 0.1 | | |
800,000 (6) | | | Svenska Handelsbanken AB, 1.640%, 07/11/2022 | | | | | 800,011 | | | | | | 0.1 | | |
275,000 (6) | | | Svenska Handelsbanken AB, 1.670%, 07/29/2022 | | | | | 274,991 | | | | | | 0.0 | | |
950,000 (6) | | | Toronto-Dominion Bank, 1.650%, 07/25/2022 | | | | | 949,978 | | | | | | 0.1 | | |
975,000 (6) | | | Toronto-Dominion Bank, 1.660%, 08/19/2022 | | | | | 974,898 | | | | | | 0.1 | | |
1,000,000 (6) | | | Westpac Banking Corp., 1.650%, 08/02/2022 | | | | | 999,952 | | | | | | 0.1 | | |
| | | Total Floating Rate Notes (Cost $21,949,145) | | | | | 21,949,145 | | | | | | 2.4 | | |
Voya Russell™ Small Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements: 15.7% | | ||||||||||||
3,121,950 (6) | | | Amherst Pierpoint Securities LLC, Repurchase Agreement dated 06/30/22, 1.54%, due 07/01/22 (Repurchase Amount $3,122,082, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 5.000%, Market Value plus accrued interest $3,184,389, due 09/15/26-07/01/52) | | | | $ | 3,121,950 | | | | | | 0.4 | | |
3,560,077 (6) | | | Bethesda Securities LLC, Repurchase Agreement dated 06/30/22, 1.58%, due 07/01/22 (Repurchase Amount $3,560,231, collateralized by various U.S. Government Agency Obligations, 2.000%- 5.500%, Market Value plus accrued interest $3,666,879, due 04/01/23-05/01/52) | | | | | 3,560,077 | | | | | | 0.4 | | |
29,126,073 (6) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $29,127,310, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 9.000%, Market Value plus accrued interest $29,708,595, due 08/01/22-01/20/68) | | | | | 29,126,073 | | | | | | 3.2 | | |
9,001,101 (6) | | | CF Secured LLC, Repurchase Agreement dated 06/30/22, 1.48%- 1.55%, due 07/01/22 (Repurchase Amount $9,001,474, collateralized by various U.S. Gov’t/U.S. Gov’t Agency Obligations, 0.000%-4.610%, Market Value plus accrued interest $9,181,123, due 09/15/22-07/20/67) | | | | | 9,001,101 | | | | | | 1.0 | | |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
16,279,938 (6) | | | Citadel Securities LLC, Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $16,280,629, collateralized by various U.S. Government Securities, 0.000%- 7.250%, Market Value plus accrued interest $16,606,379, due 07/21/22-05/15/52) | | | | $ | 16,279,938 | | | | | | 1.8 | | |
8,854,624 (6) | | | Industrial & Comm. Bank of China, Repurchase Agreement dated 06/30/22, 1.50%, due 07/01/22 (Repurchase Amount $8,854,988, collateralized by various U.S. Government Securities, 0.000%- 3.250%, Market Value plus accrued interest $9,031,717, due 12/29/22-06/30/27) | | | | | 8,854,624 | | | | | | 1.0 | | |
9,975,881 (6) | | | Mirae Asset Securities USA Inc., Repurchase Agreement dated 06/30/22, 1.59%, due 07/01/22 (Repurchase Amount $9,976,316, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.550%- 8.250%, Market Value plus accrued interest $10,175,848, due 08/01/22-02/20/72) | | | | | 9,975,881 | | | | | | 1.1 | | |
42,253,482 (6) | | | National Bank Financial, Repurchase Agreement dated 06/30/22, 1.59%, due 07/01/22 (Repurchase Amount $42,255,323, collateralized by various U.S. Government Securities, 0.000%- 2.750%, Market Value plus accrued interest $43,098,584, due 07/01/22-09/09/49) | | | | | 42,253,482 | | | | | | 4.7 | | |
Voya Russell™ Small Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
19,081,910 (6) | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $19,082,720, collateralized by various U.S. Government Securities, 0.125%- 3.875%, Market Value plus accrued interest $19,463,578, due 01/15/25-02/15/51) | | | | $ | 19,081,910 | | | | | | 2.1 | | |
| | | Total Repurchase Agreements (Cost $141,255,036) | | | | | 141,255,036 | | | | | | 15.7 | | |
| | | | | ||||||||||||
| | | Time Deposits: 4.1% | | ||||||||||||
5,010,000 (6) | | | Barclays Bank PLC, 1.590%, 07/01/2022 | | | | | 5,010,000 | | | | | | 0.6 | | |
5,300,000 (6) | | | DZ Bank AG, 1.550%, 07/01/2022 | | | | | 5,300,000 | | | | | | 0.6 | | |
4,990,000 (6) | | | Landesbank Baden-Wurttemberg, 1.570%, 07/01/2022 | | | | | 4,990,000 | | | | | | 0.6 | | |
4,970,000 (6) | | | Mizuho Bank Ltd., 1.570%, 07/01/2022 | | | | | 4,970,000 | | | | | | 0.5 | | |
4,500,000 (6) | | | Royal Bank of Canada, 1.570%, 07/01/2022 | | | | | 4,500,000 | | | | | | 0.5 | | |
4,040,000 (6) | | | Skandinaviska Enskilda Banken AB, 1.560%, 07/01/2022 | | | | | 4,040,000 | | | | | | 0.4 | | |
4,410,000 (6) | | | Societe Generale, 1.550%, 07/01/2022 | | | | | 4,410,000 | | | | | | 0.5 | | |
3,400,000 (6) | | | Toronto-Dominion Bank, 1.560%, 07/01/2022 | | | | | 3,400,000 | | | | | | 0.4 | | |
| | | Total Time Deposits (Cost $36,620,000) | | | | | 36,620,000 | | | | | | 4.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Mutual Funds: 4.6% | | ||||||||||||
3,592,000 (6)(7) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.320% | | | | $ | 3,592,000 | | | | | | 0.4 | | |
4,243,000 (6)(7) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.380% | | | | | 4,243,000 | | | | | | 0.4 | | |
33,890,000 (6)(7) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 1.380% | | | | | 33,890,000 | | | | | | 3.8 | | |
| | | Total Mutual Funds (Cost $41,725,000) | | | | | 41,725,000 | | | | | | 4.6 | | |
| | | Total Short-Term Investments (Cost $246,526,967) | | | | | 246,526,967 | | | | | | 27.4 | | |
| | | Total Investments in Securities (Cost $902,904,823) | | | | $ | 1,108,493,037 | | | | | | 123.4 | | |
| | | Liabilities in Excess of Other Assets | | | | | (210,099,117) | | | | | | (23.4) | | |
| | | Net Assets | | | | $ | 898,393,920 | | | | | | 100.0 | | |
Voya Russell™ Small Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (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, 2022 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Communication Services | | | | $ | 24,505,780 | | | | | $ | — | | | | | $ | — | | | | | $ | 24,505,780 | | |
Consumer Discretionary | | | | | 86,469,074 | | | | | | — | | | | | | — | | | | | | 86,469,074 | | |
Consumer Staples | | | | | 32,393,484 | | | | | | — | | | | | | — | | | | | | 32,393,484 | | |
Energy | | | | | 47,989,188 | | | | | | — | | | | | | — | | | | | | 47,989,188 | | |
Financials | | | | | 146,891,361 | | | | | | — | | | | | | — | | | | | | 146,891,361 | | |
Health Care | | | | | 145,850,500 | | | | | | — | | | | | | — | | | | | | 145,850,500 | | |
Industrials | | | | | 129,743,397 | | | | | | — | | | | | | — | | | | | | 129,743,397 | | |
Information Technology | | | | | 118,625,669 | | | | | | — | | | | | | — | | | | | | 118,625,669 | | |
Materials | | | | | 35,591,851 | | | | | | — | | | | | | — | | | | | | 35,591,851 | | |
Real Estate | | | | | 63,289,903 | | | | | | — | | | | | | — | | | | | | 63,289,903 | | |
Utilities | | | | | 30,600,695 | | | | | | — | | | | | | — | | | | | | 30,600,695 | | |
Total Common Stock | | | | | 861,950,902 | | | | | | — | | | | | | — | | | | | | 861,950,902 | | |
Rights | | | | | — | | | | | | — | | | | | | 15,168 | | | | | | 15,168 | | |
Short-Term Investments | | | | | 41,725,000 | | | | | | 204,801,967 | | | | | | — | | | | | | 246,526,967 | | |
Total Investments, at fair value | | | | $ | 903,675,902 | | | | | $ | 204,801,967 | | | | | $ | 15,168 | | | | | $ | 1,108,493,037 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | $ | (1,781,362) | | | | | $ | — | | | | | $ | — | | | | | $ | (1,781,362) | | |
Total Liabilities | | | | $ | (1,781,362) | | | | | $ | — | | | | | $ | — | | | | | $ | (1,781,362) | | |
Security | | | Acquisition Date | | | Acquisition Cost | | | Fair Value | | ||||||
Aduro Biotech, Inc. - CVR | | | 10/6/2020 | | | | $ | — | | | | | $ | — | | |
Ferroglobe PLC | | | 6/26/2018 | | | | | — | | | | | | — | | |
GTX, Inc. - CVR | | | 6/10/2019 | | | | | 799 | | | | | | — | | |
Progenics Pharmaceuticals, Inc. - CVR | | | 6/22/2020 | | | | | — | | | | | | — | | |
Zogenix, Inc. - CVR | | | 3/8/2022 | | | | | — | | | | | | 15,168 | | |
| | | | | | | $ | 799 | | | | | $ | 15,168 | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
E-mini Russell 2000® Index | | | | | 421 | | | | | | 09/16/22 | | | | | $ | 35,953,400 | | | | | $ | (1,781,362) | | |
| | | | | | | | | | | | | | | | $ | 35,953,400 | | | | | $ | (1,781,362) | | |
Voya Russell™ Small Cap | PORTFOLIO OF INVESTMENTS |
Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Liability Derivatives | | | | | | | | | | |
Equity contracts | | | Variation margin payable on futures contracts* | | | | $ | 1,781,362 | | |
Total Liability Derivatives | | | | | | | $ | 1,781,362 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (5,589,776) | | |
Total | | | | $ | (5,589,776) | | |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (2,061,187) | | |
Total | | | | $ | (2,061,187) | | |
| Cost for federal income tax purposes was $918,269,526. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 318,432,240 | | |
| Gross Unrealized Depreciation | | | | | (129,990,091) | | |
| Net Unrealized Appreciation | | | | $ | 188,442,149 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2022 (Unaudited) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: 25.8% | | |||||||||||||||
| | | Basic Materials: 0.5% | | ||||||||||||
1,000,000 (1) | | | Air Products and Chemicals, Inc., 1.850%, 05/15/2027 | | | | $ | 910,798 | | | | | | 0.1 | | |
500,000 | | | Air Products and Chemicals, Inc., 2.050%, 05/15/2030 | | | | | 432,616 | | | | | | 0.0 | | |
1,000,000 | | | Air Products and Chemicals, Inc., 2.700%, 05/15/2040 | | | | | 801,395 | | | | | | 0.0 | | |
800,000 | | | Barrick Australian Finance Pty Ltd., 5.950%, 10/15/2039 | | | | | 844,134 | | | | | | 0.0 | | |
500,000 (2) | | | Chevron Phillips Chemical Co. LLC / Chevron Phillips Chemical Co. L.P., 3.700%, 06/01/2028 | | | | | 482,328 | | | | | | 0.0 | | |
750,000 (1) | | | Dow Chemical Co., 2.100%, 11/15/2030 | | | | | 618,764 | | | | | | 0.0 | | |
351,000 | | | Dow Chemical Co., 4.250%, 10/01/2034 | | | | | 333,474 | | | | | | 0.0 | | |
750,000 (1) | | | Dow Chemical Co/The, 3.600%, 11/15/2050 | | | | | 573,616 | | | | | | 0.0 | | |
1,000,000 | | | DuPont de Nemours, Inc., 5.419%, 11/15/2048 | | | | | 995,429 | | | | | | 0.1 | | |
400,000 | | | Eastman Chemical Co., 4.650%, 10/15/2044 | | | | | 345,471 | | | | | | 0.0 | | |
750,000 | | | Ecolab, Inc., 2.700%, 12/15/2051 | | | | | 535,671 | | | | | | 0.0 | | |
532,000 | | | International Paper Co., 4.350%, 08/15/2048 | | | | | 473,636 | | | | | | 0.0 | | |
500,000 | | | Linde, Inc./CT, 1.100%, 08/10/2030 | | | | | 400,361 | | | | | | 0.0 | | |
282,000 | | | LYB International Finance BV, 4.000%, 07/15/2023 | | | | | 281,886 | | | | | | 0.0 | | |
981,000 | | | LYB International Finance III LLC, 1.250%, 10/01/2025 | | | | | 888,782 | | | | | | 0.0 | | |
750,000 | | | LYB International Finance III LLC, 3.375%, 10/01/2040 | | | | | 578,681 | | | | | | 0.0 | | |
250,000 | | | Mosaic Co/The, 5.450%, 11/15/2033 | | | | | 257,900 | | | | | | 0.0 | | |
1,000,000 | | | Nucor Corp., 2.000%, 06/01/2025 | | | | | 942,024 | | | | | | 0.1 | | |
1,000,000 (1) | | | Nutrien Ltd., 2.950%, 05/13/2030 | | | | | 890,891 | | | | | | 0.0 | | |
1,000,000 | | | Nutrien Ltd., 3.150%, 10/01/2022 | | | | | 1,000,664 | | | | | | 0.1 | | |
500,000 | | | PPG Industries, Inc., 1.200%, 03/15/2026 | | | | | 449,781 | | | | | | 0.0 | | |
500,000 | | | PPG Industries, Inc., 2.550%, 06/15/2030 | | | | | 440,938 | | | | | | 0.0 | | |
750,000 | | | Rio Tinto Finance USA Ltd., 7.125%, 07/15/2028 | | | | | 864,462 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Basic Materials (continued) | | ||||||||||||
1,000,000 | | | Sherwin-Williams Co/The, 3.450%, 06/01/2027 | | | | $ | 953,960 | | | | | | 0.1 | | |
250,000 (1) | | | Southern Copper Corp., 5.875%, 04/23/2045 | | | | | 259,468 | | | | | | 0.0 | | |
350,000 | | | Southern Copper Corp., 6.750%, 04/16/2040 | | | | | 396,081 | | | | | | 0.0 | | |
| | | | | | | | 15,953,211 | | | | | | 0.5 | | |
| | | Communications: 2.8% | | ||||||||||||
500,000 (1) | | | Alibaba Group Holding Ltd., 2.125%, 02/09/2031 | | | | | 413,927 | | | | | | 0.0 | | |
1,000,000 | | | Alibaba Group Holding Ltd., 2.800%, 06/06/2023 | | | | | 993,310 | | | | | | 0.0 | | |
1,000,000 | | | Alibaba Group Holding Ltd., 3.400%, 12/06/2027 | | | | | 956,235 | | | | | | 0.0 | | |
1,000,000 | | | Alphabet, Inc., 1.100%, 08/15/2030 | | | | | 821,610 | | | | | | 0.0 | | |
2,000,000 | | | Alphabet, Inc., 1.900%, 08/15/2040 | | | | | 1,437,196 | | | | | | 0.1 | | |
1,000,000 (1) | | | Amazon.com, Inc., 2.800%, 08/22/2024 | | | | | 993,178 | | | | | | 0.0 | | |
1,000,000 | | | Amazon.com, Inc., 3.150%, 08/22/2027 | | | | | 973,201 | | | | | | 0.0 | | |
1,000,000 | | | Amazon.com, Inc., 3.800%, 12/05/2024 | | | | | 1,011,557 | | | | | | 0.1 | | |
1,000,000 | | | Amazon.com, Inc., 4.800%, 12/05/2034 | | | | | 1,048,822 | | | | | | 0.1 | | |
1,000,000 | | | AT&T, Inc., 1.700%, 03/25/2026 | | | | | 915,349 | | | | | | 0.0 | | |
1,000,000 | | | AT&T, Inc., 2.300%, 06/01/2027 | | | | | 913,558 | | | | | | 0.0 | | |
4,359,000 | | | AT&T, Inc., 2.550%, 12/01/2033 | | | | | 3,541,202 | | | | | | 0.1 | | |
2,000,000 | | | AT&T, Inc., 3.500%, 06/01/2041 | | | | | 1,600,280 | | | | | | 0.1 | | |
5,086,000 | | | AT&T, Inc., 3.500%, 09/15/2053 | | | | | 3,863,759 | | | | | | 0.1 | | |
1,770,000 | | | AT&T, Inc., 3.550%, 09/15/2055 | | | | | 1,329,102 | | | | | | 0.1 | | |
1,000,000 | | | AT&T, Inc., 3.650%, 06/01/2051 | | | | | 783,646 | | | | | | 0.0 | | |
208,000 | | | AT&T, Inc., 3.650%, 09/15/2059 | | | | | 156,243 | | | | | | 0.0 | | |
1,264,000 | | | AT&T, Inc., 3.800%, 12/01/2057 | | | | | 979,131 | | | | | | 0.0 | | |
1,000,000 | | | AT&T, Inc., 4.500%, 05/15/2035 | | | | | 951,726 | | | | | | 0.0 | | |
500,000 | | | AT&T, Inc., 4.650%, 06/01/2044 | | | | | 454,968 | | | | | | 0.0 | | |
1,000,000 | | | Baidu, Inc., 1.720%, 04/09/2026 | | | | | 916,285 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
500,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 2.300%, 02/01/2032 | | | | $ | 378,863 | | | | | | 0.0 | | |
750,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.500%, 06/01/2041 | | | | | 526,105 | | | | | | 0.0 | | |
1,500,000 (1) | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.908%, 07/23/2025 | | | | | 1,505,516 | | | | | | 0.1 | | |
1,500,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 5.375%, 05/01/2047 | | | | | 1,280,162 | | | | | | 0.1 | | |
1,000,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 6.484%, 10/23/2045 | | | | | 974,245 | | | | | | 0.0 | | |
1,000,000 (1) | | | Cisco Systems, Inc., 3.625%, 03/04/2024 | | | | | 1,006,351 | | | | | | 0.1 | | |
1,500,000 | | | Cisco Systems, Inc., 5.500%, 01/15/2040 | | | | | 1,639,280 | | | | | | 0.1 | | |
3,000,000 (1) | | | Comcast Corp., 1.950%, 01/15/2031 | | | | | 2,498,421 | | | | | | 0.1 | | |
336,000 | | | Comcast Corp., 2.887%, 11/01/2051 | | | | | 240,470 | | | | | | 0.0 | | |
3,578,000 | | | Comcast Corp., 2.937%, 11/01/2056 | | | | | 2,493,619 | | | | | | 0.1 | | |
1,321,000 | | | Comcast Corp., 2.987%, 11/01/2063 | | | | | 902,955 | | | | | | 0.0 | | |
500,000 | | | Comcast Corp., 3.375%, 02/15/2025 | | | | | 496,180 | | | | | | 0.0 | | |
1,000,000 | | | Comcast Corp., 3.750%, 04/01/2040 | | | | | 878,154 | | | | | | 0.0 | | |
724,000 | | | Comcast Corp., 3.969%, 11/01/2047 | | | | | 627,627 | | | | | | 0.0 | | |
750,000 | | | Comcast Corp., 4.200%, 08/15/2034 | | | | | 722,406 | | | | | | 0.0 | | |
750,000 | | | Comcast Corp., 4.250%, 01/15/2033 | | | | | 737,829 | | | | | | 0.0 | | |
68,000 | | | Comcast Corp., 6.500%, 11/15/2035 | | | | | 79,497 | | | | | | 0.0 | | |
1,500,000 | | | Deutsche Telekom International Finance BV, 8.750%, 06/15/2030 | | | | | 1,850,998 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
1,250,000 (1) | | | Discovery Communications LLC, 3.625%, 05/15/2030 | | | | $ | 1,112,651 | | | | | | 0.1 | | |
250,000 | | | Discovery Communications LLC, 3.900%, 11/15/2024 | | | | | 246,189 | | | | | | 0.0 | | |
1,500,000 | | | eBay, Inc., 2.700%, 03/11/2030 | | | | | 1,283,328 | | | | | | 0.1 | | |
500,000 | | | Interpublic Group of Cos, Inc./The, 2.400%, 03/01/2031 | | | | | 407,807 | | | | | | 0.0 | | |
10,000 | | | Motorola Solutions, Inc., 4.000%, 09/01/2024 | | | | | 9,964 | | | | | | 0.0 | | |
306,000 | | | NBCUniversal Media, LLC, 4.450%, 01/15/2043 | | | | | 283,569 | | | | | | 0.0 | | |
500,000 | | | Orange SA, 5.500%, 02/06/2044 | | | | | 521,993 | | | | | | 0.0 | | |
250,000 | | | Paramount Global, 4.000%, 01/15/2026 | | | | | 244,193 | | | | | | 0.0 | | |
2,500,000 | | | Paramount Global, 4.200%, 05/19/2032 | | | | | 2,207,915 | | | | | | 0.1 | | |
390,000 | | | Paramount Global, 4.375%, 03/15/2043 | | | | | 302,292 | | | | | | 0.0 | | |
440,000 | | | Paramount Global, 5.850%, 09/01/2043 | | | | | 411,911 | | | | | | 0.0 | | |
250,000 | | | Rogers Communications, Inc., 5.000%, 03/15/2044 | | | | | 233,230 | | | | | | 0.0 | | |
500,000 | | | Telefonica Emisiones SAU, 4.103%, 03/08/2027 | | | | | 489,964 | | | | | | 0.0 | | |
750,000 | | | Telefonica Emisiones SAU, 4.665%, 03/06/2038 | | | | | 663,186 | | | | | | 0.0 | | |
1,000,000 (2) | | | Tencent Holdings Ltd., 2.985%, 01/19/2023 | | | | | 998,175 | | | | | | 0.1 | | |
1,000,000 | | | Time Warner Cable LLC, 4.500%, 09/15/2042 | | | | | 782,275 | | | | | | 0.0 | | |
1,538,000 | | | T-Mobile USA, Inc., 3.875%, 04/15/2030 | | | | | 1,436,791 | | | | | | 0.1 | | |
300,000 | | | TWDC Enterprises 18 Corp., 2.350%, 12/01/2022 | | | | | 299,359 | | | | | | 0.0 | | |
400,000 | | | TWDC Enterprises 18 Corp., 3.000%, 02/13/2026 | | | | | 388,690 | | | | | | 0.0 | | |
300,000 | | | TWDC Enterprises 18 Corp., 4.125%, 06/01/2044 | | | | | 271,997 | | | | | | 0.0 | | |
1,000,000 | | | Verizon Communications, Inc., 1.750%, 01/20/2031 | | | | | 804,159 | | | | | | 0.0 | | |
1,014,000 | | | Verizon Communications, Inc., 2.355%, 03/15/2032 | | | | | 841,617 | | | | | | 0.0 | | |
1,000,000 | | | Verizon Communications, Inc., 2.550%, 03/21/2031 | | | | | 855,857 | | | | | | 0.0 | | |
1,000,000 | | | Verizon Communications, Inc., 2.650%, 11/20/2040 | | | | | 735,241 | | | | | | 0.0 | | |
750,000 | | | Verizon Communications, Inc., 3.550%, 03/22/2051 | | | | | 602,596 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
2,000,000 | | | Verizon Communications, Inc., 4.000%, 03/22/2050 | | | | $ | 1,732,925 | | | | | | 0.1 | | |
1,585,000 | | | Verizon Communications, Inc., 4.329%, 09/21/2028 | | | | | 1,578,014 | | | | | | 0.1 | | |
1,650,000 | | | Verizon Communications, Inc., 4.400%, 11/01/2034 | | | | | 1,583,424 | | | | | | 0.1 | | |
3,000,000 | | | Verizon Communications, Inc., 4.750%, 11/01/2041 | | | | | 2,879,579 | | | | | | 0.1 | | |
1,636,000 | | | Verizon Communications, Inc., 4.862%, 08/21/2046 | | | | | 1,613,885 | | | | | | 0.1 | | |
2,000,000 | | | Vodafone Group PLC, 4.125%, 05/30/2025 | | | | | 2,010,297 | | | | | | 0.1 | | |
1,000,000 | | | Vodafone Group PLC, 6.150%, 02/27/2037 | | | | | 1,080,936 | | | | | | 0.1 | | |
200,000 (1) | | | Walt Disney Co/The, 1.750%, 08/30/2024 | | | | ��� | 192,956 | | | | | | 0.0 | | |
1,000,000 | | | Walt Disney Co/The, 1.750%, 01/13/2026 | | | | | 931,108 | | | | | | 0.0 | | |
1,000,000 | | | Walt Disney Co/The, 2.200%, 01/13/2028 | | | | | 907,317 | | | | | | 0.0 | | |
2,000,000 | | | Walt Disney Co/The, 2.650%, 01/13/2031 | | | | | 1,761,979 | | | | | | 0.1 | | |
3,000,000 | | | Walt Disney Co/The, 3.500%, 05/13/2040 | | | | | 2,562,019 | | | | | | 0.1 | | |
1,000,000 (1) | | | Walt Disney Co/The, 3.600%, 01/13/2051 | | | | | 836,855 | | | | | | 0.0 | | |
250,000 | | | Walt Disney Co/The, 4.750%, 09/15/2044 | | | | | 244,480 | | | | | | 0.0 | | |
| | | | | | | | 80,243,686 | | | | | | 2.8 | | |
| | | Consumer, Cyclical: 1.3% | | ||||||||||||
185,500 | | | American Airlines 2016-2 Class AA Pass Through Trust, 3.200%, 12/15/2029 | | | | | 169,994 | | | | | | 0.0 | | |
746,788 | | | American Airlines 2016-3 Class AA Pass Through Trust, 3.000%, 04/15/2030 | | | | | 678,584 | | | | | | 0.0 | | |
189,375 | | | American Airlines 2017-1 Class AA Pass Through Trust, 3.650%, 08/15/2030 | | | | | 176,956 | | | | | | 0.0 | | |
951,182 | | | American Airlines 2017-2 Class AA Pass Through Trust, 3.350%, 04/15/2031 | | | | | 876,097 | | | | | | 0.0 | | |
2,000,000 | | | American Honda Finance Corp., 1.200%, 07/08/2025 | | | | | 1,847,678 | | | | | | 0.1 | | |
500,000 (1) | | | American Honda Finance Corp., 1.500%, 01/13/2025 | | | | | 475,065 | | | | | | 0.0 | | |
500,000 | | | American Honda Finance Corp., 2.000%, 03/24/2028 | | | | | 443,601 | | | | | | 0.0 | | |
500,000 | | | American Honda Finance Corp., 2.300%, 09/09/2026 | | | | | 467,512 | | | | | | 0.0 | | |
500,000 | | | AutoZone, Inc., 1.650%, 01/15/2031 | | | | | 392,578 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
750,000 | | | AutoZone, Inc., 3.125%, 07/15/2023 | | | | $ | 747,273 | | | | | | 0.0 | | |
1,000,000 (1) | | | BorgWarner, Inc., 2.650%, 07/01/2027 | | | | | 909,280 | | | | | | 0.0 | | |
500,000 | | | Cummins, Inc., 1.500%, 09/01/2030 | | | | | 405,694 | | | | | | 0.0 | | |
250,000 | | | Cummins, Inc., 2.600%, 09/01/2050 | | | | | 171,360 | | | | | | 0.0 | | |
1,000,000 | | | General Motors Co., 5.400%, 10/02/2023 | | | | | 1,015,434 | | | | | | 0.1 | | |
750,000 | | | General Motors Co., 6.600%, 04/01/2036 | | | | | 760,630 | | | | | | 0.0 | | |
500,000 | | | General Motors Financial Co., Inc., 1.050%, 03/08/2024 | | | | | 474,309 | | | | | | 0.0 | | |
500,000 | | | General Motors Financial Co., Inc., 2.400%, 04/10/2028 | | | | | 423,072 | | | | | | 0.0 | | |
1,000,000 | | | General Motors Financial Co., Inc., 3.250%, 01/05/2023 | | | | | 998,513 | | | | | | 0.1 | | |
750,000 | | | General Motors Financial Co., Inc., 3.700%, 05/09/2023 | | | | | 750,077 | | | | | | 0.0 | | |
500,000 | | | General Motors Financial Co., Inc., 3.850%, 01/05/2028 | | | | | 459,227 | | | | | | 0.0 | | |
500,000 | | | General Motors Financial Co., Inc., 4.350%, 01/17/2027 | | | | | 480,064 | | | | | | 0.0 | | |
1,000,000 | | | General Motors Financial Co., Inc., 5.250%, 03/01/2026 | | | | | 1,002,788 | | | | | | 0.1 | | |
1,000,000 | | | Home Depot, Inc./The, 2.700%, 04/15/2030 | | | | | 907,864 | | | | | | 0.0 | | |
500,000 | | | Home Depot, Inc./The, 2.800%, 09/14/2027 | | | | | 477,321 | | | | | | 0.0 | | |
1,000,000 | | | Home Depot, Inc./The, 3.300%, 04/15/2040 | | | | | 850,710 | | | | | | 0.0 | | |
2,350,000 | | | Home Depot, Inc./The, 5.875%, 12/16/2036 | | | | | 2,705,572 | | | | | | 0.1 | | |
500,000 (1) | | | Kohl’s Corp., 3.375%, 05/01/2031 | | | | | 434,195 | | | | | | 0.0 | | |
500,000 | | | Lear Corp., 4.250%, 05/15/2029 | | | | | 459,728 | | | | | | 0.0 | | |
500,000 | | | Lear Corp., 5.250%, 05/15/2049 | | | | | 434,363 | | | | | | 0.0 | | |
750,000 | | | Lowe’s Cos, Inc., 2.625%, 04/01/2031 | | | | | 642,756 | | | | | | 0.0 | | |
1,000,000 | | | Lowe’s Cos, Inc., 3.100%, 05/03/2027 | | | | | 953,191 | | | | | | 0.1 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
500,000 | | | Lowe’s Cos, Inc., 3.650%, 04/05/2029 | | | | $ | 471,866 | | | | | | 0.0 | | |
500,000 | | | Marriott International, Inc./MD, 2.850%, 04/15/2031 | | | | | 415,156 | | | | | | 0.0 | | |
500,000 | | | Marriott International, Inc./MD, 3.125%, 02/15/2023 | | | | | 498,802 | | | | | | 0.0 | | |
325,000 | | | McDonalds Corp., 6.300%, 10/15/2037 | | | | | 373,157 | | | | | | 0.0 | | |
500,000 | | | McDonald’s Corp., 3.700%, 01/30/2026 | | | | | 499,325 | | | | | | 0.0 | | |
400,000 | | | McDonald’s Corp., 4.600%, 05/26/2045 | | | | | 376,561 | | | | | | 0.0 | | |
500,000 | | | McDonald’s Corp., 4.700%, 12/09/2035 | | | | | 498,474 | | | | | | 0.0 | | |
500,000 | | | NIKE, Inc., 2.375%, 11/01/2026 | | | | | 476,133 | | | | | | 0.0 | | |
500,000 (1) | | | NIKE, Inc., 3.375%, 11/01/2046 | | | | | 428,214 | | | | | | 0.0 | | |
300,000 | | | O’Reilly Automotive, Inc., 3.800%, 09/01/2022 | | | | | 300,368 | | | | | | 0.0 | | |
500,000 (1) | | | Starbucks Corp., 3.000%, 02/14/2032 | | | | | 435,201 | | | | | | 0.0 | | |
1,250,000 | | | Starbucks Corp., 3.100%, 03/01/2023 | | | | | 1,252,555 | | | | | | 0.1 | | |
500,000 | | | Starbucks Corp., 3.550%, 08/15/2029 | | | | | 469,951 | | | | | | 0.0 | | |
500,000 | | | Target Corp., 1.950%, 01/15/2027 | | | | | 464,209 | | | | | | 0.0 | | |
750,000 | | | Target Corp., 2.950%, 01/15/2052 | | | | | 568,935 | | | | | | 0.0 | | |
1,000,000 (1) | | | Target Corp., 3.500%, 07/01/2024 | | | | | 1,003,653 | | | | | | 0.1 | | |
1,000,000 (1) | | | TJX Cos, Inc./The, 1.600%, 05/15/2031 | | | | | 806,526 | | | | | | 0.0 | | |
1,000,000 (1) | | | Toyota Motor Credit Corp., 1.350%, 08/25/2023 | | | | | 978,118 | | | | | | 0.1 | | |
1,000,000 | | | Toyota Motor Credit Corp., 1.800%, 02/13/2025 | | | | | 954,587 | | | | | | 0.1 | | |
500,000 | | | Toyota Motor Credit Corp., 1.900%, 04/06/2028 | | | | | 444,860 | | | | | | 0.0 | | |
1,000,000 (1) | | | Toyota Motor Credit Corp., 2.700%, 01/11/2023 | | | | | 996,989 | | | | | | 0.1 | | |
1,000,000 | | | Toyota Motor Credit Corp., 3.050%, 01/11/2028 | | | | | 946,628 | | | | | | 0.1 | | |
500,000 | | | Toyota Motor Credit Corp., 3.200%, 01/11/2027 | | | | | 484,811 | | | | | | 0.0 | | |
354,941 | | | United Airlines 2015-1 Class AA Pass Through Trust, 3.450%, 06/01/2029 | | | | | 331,177 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
190,639 | | | United Airlines 2016-1 Class A Pass Through Trust, 3.450%, 01/07/2030 | | | | $ | 165,666 | | | | | | 0.0 | | |
44,990 | | | United Airlines 2016-1 Class AA Pass Through Trust, 3.100%, 01/07/2030 | | | | | 41,183 | | | | | | 0.0 | | |
833,896 | | | United Airlines 2018-1 Class AA Pass Through Trust, 3.500%, 09/01/2031 | | | | | 763,635 | | | | | | 0.0 | | |
88,000 | | | Walgreens Boots Alliance, Inc., 3.450%, 06/01/2026 | | | | | 85,735 | | | | | | 0.0 | | |
1,000,000 | | | Walmart, Inc., 3.300%, 04/22/2024 | | | | | 1,002,762 | | | | | | 0.1 | | |
300,000 | | | Whirlpool Corp., 3.700%, 05/01/2025 | | | | | 298,344 | | | | | | 0.0 | | |
200,000 | | | Whirlpool Corp., 4.000%, 03/01/2024 | | | | | 201,266 | | | | | | 0.0 | | |
| | | | | | | | 39,026,333 | | | | | | 1.3 | | |
| | | Consumer, Non-cyclical: 4.5% | | ||||||||||||
1,000,000 | | | Abbott Laboratories, 1.400%, 06/30/2030 | | | | | 834,595 | | | | | | 0.0 | | |
284,000 | | | Abbott Laboratories, 3.750%, 11/30/2026 | | | | | 286,056 | | | | | | 0.0 | | |
339,000 | | | Abbott Laboratories, 4.750%, 11/30/2036 | | | | | 359,775 | | | | | | 0.0 | | |
500,000 | | | Abbott Laboratories, 4.750%, 04/15/2043 | | | | | 509,759 | | | | | | 0.0 | | |
1,000,000 | | | Abbott Laboratories, 4.900%, 11/30/2046 | | | | | 1,050,663 | | | | | | 0.1 | | |
500,000 | | | AbbVie, Inc., 2.800%, 03/15/2023 | | | | | 498,695 | | | | | | 0.0 | | |
1,500,000 | | | AbbVie, Inc., 3.200%, 05/14/2026 | | | | | 1,447,612 | | | | | | 0.1 | | |
1,000,000 | | | AbbVie, Inc., 3.200%, 11/21/2029 | | | | | 920,742 | | | | | | 0.0 | | |
500,000 | | | AbbVie, Inc., 3.250%, 10/01/2022 | | | | | 500,000 | | | | | | 0.0 | | |
1,250,000 | | | AbbVie, Inc., 3.600%, 05/14/2025 | | | | | 1,231,356 | | | | | | 0.1 | | |
750,000 | | | AbbVie, Inc., 3.800%, 03/15/2025 | | | | | 744,934 | | | | | | 0.0 | | |
1,000,000 | | | AbbVie, Inc., 4.050%, 11/21/2039 | | | | | 893,416 | | | | | | 0.0 | | |
1,000,000 | | | AbbVie, Inc., 4.250%, 11/21/2049 | | | | | 889,443 | | | | | | 0.0 | | |
500,000 | | | AbbVie, Inc., 4.300%, 05/14/2036 | | | | | 470,454 | | | | | | 0.0 | | |
500,000 | | | AbbVie, Inc., 4.450%, 05/14/2046 | | | | | 454,672 | | | | | | 0.0 | | |
1,000,000 | | | AbbVie, Inc., 4.500%, 05/14/2035 | | | | | 972,107 | | | | | | 0.1 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
750,000 | | | AbbVie, Inc., 4.550%, 03/15/2035 | | | | $ | 730,700 | | | | | | 0.0 | | |
500,000 | | | Aetna, Inc., 2.750%, 11/15/2022 | | | | | 499,497 | | | | | | 0.0 | | |
250,000 | | | Aetna, Inc., 3.500%, 11/15/2024 | | | | | 247,215 | | | | | | 0.0 | | |
300,000 | | | Aetna, Inc., 4.500%, 05/15/2042 | | | | | 268,994 | | | | | | 0.0 | | |
300,000 | | | Altria Group, Inc., 4.250%, 08/09/2042 | | | | | 224,444 | | | | | | 0.0 | | |
138,000 | | | Altria Group, Inc., 4.800%, 02/14/2029 | | | | | 131,294 | | | | | | 0.0 | | |
500,000 | | | Altria Group, Inc., 5.800%, 02/14/2039 | | | | | 455,139 | | | | | | 0.0 | | |
2,000,000 | | | AmerisourceBergen Corp., 2.800%, 05/15/2030 | | | | | 1,750,255 | | | | | | 0.1 | | |
250,000 | | | AmerisourceBergen Corp., 4.250%, 03/01/2045 | | | | | 216,163 | | | | | | 0.0 | | |
500,000 (1) | | | Amgen, Inc., 2.250%, 08/19/2023 | | | | | 494,183 | | | | | | 0.0 | | |
2,000,000 (1) | | | Amgen, Inc., 2.300%, 02/25/2031 | | | | | 1,702,215 | | | | | | 0.1 | | |
1,000,000 | | | Amgen, Inc., 3.150%, 02/21/2040 | | | | | 792,244 | | | | | | 0.0 | | |
1,500,000 | | | Amgen, Inc., 4.400%, 05/01/2045 | | | | | 1,355,839 | | | | | | 0.1 | | |
3,500,000 | | | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.900%, 02/01/2046 | | | | | 3,296,179 | | | | | | 0.1 | | |
1,500,000 (1) | | | Anheuser-Busch InBev Worldwide, Inc., 3.500%, 06/01/2030 | | | | | 1,407,506 | | | | | | 0.1 | | |
250,000 | | | Anheuser-Busch InBev Worldwide, Inc., 3.750%, 07/15/2042 | | | | | 202,877 | | | | | | 0.0 | | |
1,500,000 | | | Anheuser-Busch InBev Worldwide, Inc., 4.350%, 06/01/2040 | | | | | 1,344,916 | | | | | | 0.1 | | |
1,500,000 | | | Anheuser-Busch InBev Worldwide, Inc., 4.500%, 06/01/2050 | | | | | 1,350,993 | | | | | | 0.1 | | |
750,000 | | | Anheuser-Busch InBev Worldwide, Inc., 8.200%, 01/15/2039 | | | | | 969,832 | | | | | | 0.1 | | |
100,000 | | | AstraZeneca PLC, 3.500%, 08/17/2023 | | | | | 100,324 | | | | | | 0.0 | | |
1,000,000 | | | AstraZeneca PLC, 4.000%, 01/17/2029 | | | | | 996,794 | | | | | | 0.1 | | |
1,000,000 | | | AstraZeneca PLC, 4.375%, 08/17/2048 | | | | | 983,095 | | | | | | 0.1 | | |
1,400,000 | | | AstraZeneca PLC, 6.450%, 09/15/2037 | | | | | 1,684,124 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
500,000 | | | Automatic Data Processing, Inc., 3.375%, 09/15/2025 | | | | $ | 500,583 | | | | | | 0.0 | | |
1,000,000 | | | BAT Capital Corp., 3.222%, 08/15/2024 | | | | | 973,056 | | | | | | 0.1 | | |
224,000 | | | Baxalta, Inc., 4.000%, 06/23/2025 | | | | | 222,929 | | | | | | 0.0 | | |
1,000,000 | | | Becton Dickinson and Co., 1.957%, 02/11/2031 | | | | | 808,250 | | | | | | 0.0 | | |
750,000 | | | Biogen, Inc., 4.050%, 09/15/2025 | | | | | 743,408 | | | | | | 0.0 | | |
500,000 | | | Boston Scientific Corp., 1.900%, 06/01/2025 | | | | | 472,763 | | | | | | 0.0 | | |
500,000 | | | Boston Scientific Corp., 2.650%, 06/01/2030 | | | | | 436,769 | | | | | | 0.0 | | |
1,000,000 | | | Bristol-Myers Squibb Co., 1.125%, 11/13/2027 | | | | | 880,186 | | | | | | 0.0 | | |
1,000,000 | | | Bristol-Myers Squibb Co., 2.350%, 11/13/2040 | | | | | 741,403 | | | | | | 0.0 | | |
500,000 | | | Bristol-Myers Squibb Co., 3.250%, 08/01/2042 | | | | | 412,963 | | | | | | 0.0 | | |
1,000,000 | | | Bristol-Myers Squibb Co., 3.900%, 02/20/2028 | | | | | 1,002,061 | | | | | | 0.1 | | |
500,000 | | | Bristol-Myers Squibb Co., 4.625%, 05/15/2044 | | | | | 493,954 | | | | | | 0.0 | | |
500,000 | | | Cardinal Health, Inc., 3.200%, 03/15/2023 | | | | | 499,998 | | | | | | 0.0 | | |
500,000 | | | Cardinal Health, Inc., 4.900%, 09/15/2045 | | | | | 454,141 | | | | | | 0.0 | | |
500,000 (1) | | | Cigna Corp., 1.250%, 03/15/2026 | | | | | 451,656 | | | | | | 0.0 | | |
500,000 | | | Cigna Corp., 2.375%, 03/15/2031 | | | | | 422,534 | | | | | | 0.0 | | |
750,000 | | | Cigna Corp., 3.250%, 04/15/2025 | | | | | 736,084 | | | | | | 0.0 | | |
500,000 | | | Cigna Corp., 3.400%, 03/01/2027 | | | | | 481,237 | | | | | | 0.0 | | |
500,000 | | | Cigna Corp., 3.400%, 03/15/2051 | | | | | 385,434 | | | | | | 0.0 | | |
250,000 | | | Cigna Corp., 3.500%, 06/15/2024 | | | | | 248,613 | | | | | | 0.0 | | |
1,000,000 | | | Cigna Corp., 4.800%, 08/15/2038 | | | | | 974,441 | | | | | | 0.1 | | |
500,000 | | | Cigna Corp., 4.800%, 07/15/2046 | | | | | 477,408 | | | | | | 0.0 | | |
500,000 | | | Cigna Corp., 4.900%, 12/15/2048 | | | | | 481,108 | | | | | | 0.0 | | |
1,000,000 | | | Clorox Co/The, 1.800%, 05/15/2030 | | | | | 818,793 | | | | | | 0.0 | | |
500,000 | | | Coca-Cola Co., 1.500%, 03/05/2028 | | | | | 445,017 | | | | | | 0.0 | | |
1,000,000 | | | Coca-Cola Co., 1.650%, 06/01/2030 | | | | | 848,860 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
1,500,000 (1) | | | Coca-Cola Co., 2.000%, 03/05/2031 | | | | $ | 1,294,831 | | | | | | 0.1 | | |
1,000,000 | | | Coca-Cola Co., 2.500%, 03/15/2051 | | | | | 726,171 | | | | | | 0.0 | | |
1,000,000 (1) | | | Coca-Cola Co., 2.900%, 05/25/2027 | | | | | 972,803 | | | | | | 0.1 | | |
500,000 (1) | | | Coca-Cola Co., 3.000%, 03/05/2051 | | | | | 404,755 | | | | | | 0.0 | | |
750,000 | | | Colgate-Palmolive Co., 2.250%, 11/15/2022 | | | | | 748,698 | | | | | | 0.0 | | |
222,000 | | | Conagra Brands, Inc., 3.200%, 01/25/2023 | | | | | 221,862 | | | | | | 0.0 | | |
1,500,000 | | | CVS Health Corp., 2.700%, 08/21/2040 | | | | | 1,085,417 | | | | | | 0.1 | | |
750,000 | | | CVS Health Corp., 2.750%, 12/01/2022 | | | | | 749,759 | | | | | | 0.0 | | |
250,000 | | | CVS Health Corp., 3.375%, 08/12/2024 | | | | | 248,674 | | | | | | 0.0 | | |
443,000 | | | CVS Health Corp., 3.875%, 07/20/2025 | | | | | 440,863 | | | | | | 0.0 | | |
389,000 | | | CVS Health Corp., 4.300%, 03/25/2028 | | | | | 385,270 | | | | | | 0.0 | | |
1,000,000 | | | CVS Health Corp., 4.780%, 03/25/2038 | | | | | 948,173 | | | | | | 0.1 | | |
2,000,000 (1) | | | CVS Health Corp., 5.050%, 03/25/2048 | | | | | 1,917,377 | | | | | | 0.1 | | |
1,000,000 | | | CVS Health Corp., 5.125%, 07/20/2045 | | | | | 965,425 | | | | | | 0.1 | | |
200,000 | | | CVS Health Corp., 5.300%, 12/05/2043 | | | | | 200,151 | | | | | | 0.0 | | |
500,000 | | | Danaher Corp., 2.800%, 12/10/2051 | | | | | 360,903 | | | | | | 0.0 | | |
2,000,000 | | | Diageo Capital PLC, 2.125%, 04/29/2032 | | | | | 1,670,142 | | | | | | 0.1 | | |
1,000,000 | | | Diageo Capital PLC, 3.500%, 09/18/2023 | | | | | 1,003,841 | | | | | | 0.1 | | |
1,000,000 | | | Diageo Capital PLC, 3.875%, 05/18/2028 | | | | | 995,039 | | | | | | 0.1 | | |
750,000 | | | Elevance Health, Inc., 1.500%, 03/15/2026 | | | | | 685,769 | | | | | | 0.0 | | |
750,000 (1) | | | Elevance Health, Inc., 2.550%, 03/15/2031 | | | | | 648,431 | | | | | | 0.0 | | |
250,000 | | | Elevance Health, Inc., 3.500%, 08/15/2024 | | | | | 249,303 | | | | | | 0.0 | | |
1,000,000 | | | Elevance Health, Inc., 3.650%, 12/01/2027 | | | | | 974,049 | | | | | | 0.1 | | |
750,000 | | | Elevance Health, Inc., 4.101%, 03/01/2028 | | | | | 742,892 | | | | | | 0.0 | | |
250,000 | | | Elevance Health, Inc., 4.650%, 08/15/2044 | | | | | 237,988 | | | | | | 0.0 | | |
3,750,000 (1) | | | Eli Lilly & Co., 2.250%, 05/15/2050 | | | | | 2,654,359 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
500,000 | | | Estee Lauder Cos, Inc./The, 1.950%, 03/15/2031 | | | | $ | 421,619 | | | | | | 0.0 | | |
300,000 | | | Estee Lauder Cos, Inc./The, 3.700%, 08/15/2042 | | | | | 256,987 | | | | | | 0.0 | | |
500,000 (1) | | | Flowers Foods, Inc., 2.400%, 03/15/2031 | | | | | 413,165 | | | | | | 0.0 | | |
751,000 (1) | | | General Mills, Inc., 3.000%, 02/01/2051 | | | | | 547,424 | | | | | | 0.0 | | |
500,000 | | | Gilead Sciences, Inc., 2.500%, 09/01/2023 | | | | | 494,880 | | | | | | 0.0 | | |
750,000 | | | Gilead Sciences, Inc., 3.500%, 02/01/2025 | | | | | 741,859 | | | | | | 0.0 | | |
260,000 | | | Gilead Sciences, Inc., 3.650%, 03/01/2026 | | | | | 255,767 | | | | | | 0.0 | | |
150,000 | | | Gilead Sciences, Inc., 3.700%, 04/01/2024 | | | | | 150,245 | | | | | | 0.0 | | |
250,000 | | | Gilead Sciences, Inc., 4.150%, 03/01/2047 | | | | | 220,027 | | | | | | 0.0 | | |
200,000 | | | Gilead Sciences, Inc., 4.500%, 02/01/2045 | | | | | 184,576 | | | | | | 0.0 | | |
750,000 | | | Gilead Sciences, Inc., 4.750%, 03/01/2046 | | | | | 720,814 | | | | | | 0.0 | | |
350,000 | | | Gilead Sciences, Inc., 4.800%, 04/01/2044 | | | | | 339,424 | | | | | | 0.0 | | |
500,000 | | | GlaxoSmithKline Capital, Inc., 6.375%, 05/15/2038 | | | | | 598,193 | | | | | | 0.0 | | |
750,000 | | | Hershey Co/The, 2.300%, 08/15/2026 | | | | | 713,524 | | | | | | 0.0 | | |
1,750,000 | | | Humana, Inc., 3.850%, 10/01/2024 | | | | | 1,749,057 | | | | | | 0.1 | | |
500,000 | | | Humana, Inc., 4.950%, 10/01/2044 | | | | | 487,145 | | | | | | 0.0 | | |
1,000,000 | | | Johnson & Johnson, 2.450%, 03/01/2026 | | | | | 974,402 | | | | | | 0.1 | | |
1,000,000 | | | Johnson & Johnson, 2.900%, 01/15/2028 | | | | | 967,096 | | | | | | 0.1 | | |
500,000 | | | Johnson & Johnson, 2.950%, 03/03/2027 | | | | | 487,879 | | | | | | 0.0 | | |
1,000,000 | | | Johnson & Johnson, 3.625%, 03/03/2037 | | | | | 949,286 | | | | | | 0.1 | | |
500,000 | | | Johnson & Johnson, 3.700%, 03/01/2046 | | | | | 461,450 | | | | | | 0.0 | | |
500,000 (1) | | | Johnson & Johnson, 3.750%, 03/03/2047 | | | | | 464,220 | | | | | | 0.0 | | |
1,000,000 | | | Kellogg Co., 2.100%, 06/01/2030 | | | | | 832,996 | | | | | | 0.0 | | |
500,000 | | | Kellogg Co., 3.250%, 04/01/2026 | | | | | 487,011 | | | | | | 0.0 | | |
500,000 | | | Keurig Dr Pepper, Inc., 0.750%, 03/15/2024 | | | | | 475,895 | | | | | | 0.0 | | |
500,000 | | | Keurig Dr Pepper, Inc., 2.250%, 03/15/2031 | | | | | 411,231 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
500,000 | | | Keurig Dr Pepper, Inc., 3.350%, 03/15/2051 | | | | $ | 373,116 | | | | | | 0.0 | | |
250,000 | | | Keurig Dr Pepper, Inc., 3.400%, 11/15/2025 | | | | | 244,302 | | | | | | 0.0 | | |
350,000 | | | Keurig Dr Pepper, Inc., 4.500%, 11/15/2045 | | | | | 310,332 | | | | | | 0.0 | | |
1,000,000 | | | Kroger Co., 2.650%, 10/15/2026 | | | | | 936,192 | | | | | | 0.0 | | |
250,000 | | | Kroger Co., 4.450%, 02/01/2047 | | | | | 226,328 | | | | | | 0.0 | | |
879,000 | | | Kroger Co., 7.500%, 04/01/2031 | | | | | 1,043,680 | | | | | | 0.1 | | |
250,000 | | | Laboratory Corp. of America Holdings, 4.700%, 02/01/2045 | | | | | 222,530 | | | | | | 0.0 | | |
500,000 (1) | | | McCormick & Co., Inc./MD, 1.850%, 02/15/2031 | | | | | 398,390 | | | | | | 0.0 | | |
1,000,000 | | | McKesson Corp., 0.900%, 12/03/2025 | | | | | 904,451 | | | | | | 0.0 | | |
250,000 | | | Mead Johnson Nutrition Co., 4.600%, 06/01/2044 | | | | | 242,025 | | | | | | 0.0 | | |
716,000 | | | Medtronic, Inc., 4.375%, 03/15/2035 | | | | | 715,192 | | | | | | 0.0 | | |
72,000 | | | Medtronic, Inc., 4.625%, 03/15/2045 | | | | | 72,313 | | | | | | 0.0 | | |
1,000,000 (1) | | | Merck & Co., Inc., 0.750%, 02/24/2026 | | | | | 907,233 | | | | | | 0.0 | | |
1,000,000 | | | Merck & Co., Inc., 1.450%, 06/24/2030 | | | | | 831,749 | | | | | | 0.0 | | |
500,000 (1) | | | Merck & Co., Inc., 1.700%, 06/10/2027 | | | | | 454,592 | | | | | | 0.0 | | |
500,000 | | | Merck & Co., Inc., 2.750%, 12/10/2051 | | | | | 370,195 | | | | | | 0.0 | | |
250,000 | | | Merck & Co., Inc., 3.700%, 02/10/2045 | | | | | 219,000 | | | | | | 0.0 | | |
1,000,000 | | | Merck & Co., Inc., 3.900%, 03/07/2039 | | | | | 946,211 | | | | | | 0.0 | | |
1,000,000 | | | Merck & Co., Inc., 4.150%, 05/18/2043 | | | | | 950,341 | | | | | | 0.1 | | |
500,000 | | | Molson Coors Beverage Co., 5.000%, 05/01/2042 | | | | | 463,210 | | | | | | 0.0 | | |
460,000 | | | Mondelez International, Inc., 2.750%, 04/13/2030 | | | | | 404,440 | | | | | | 0.0 | | |
200,000 | | | Mylan, Inc., 4.200%, 11/29/2023 | | | | | 199,441 | | | | | | 0.0 | | |
500,000 | | | Novartis Capital Corp., 2.200%, 08/14/2030 | | | | | 441,120 | | | | | | 0.0 | | |
500,000 (1) | | | Novartis Capital Corp., 2.750%, 08/14/2050 | | | | | 389,729 | | | | | | 0.0 | | |
500,000 | | | Novartis Capital Corp., 3.100%, 05/17/2027 | | | | | 487,032 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
500,000 (1) | | | Novartis Capital Corp., 3.400%, 05/06/2024 | | | | $ | 502,485 | | | | | | 0.0 | | |
1,000,000 | | | PayPal Holdings, Inc., 1.650%, 06/01/2025 | | | | | 944,293 | | | | | | 0.0 | | |
1,000,000 (1) | | | PayPal Holdings, Inc., 2.300%, 06/01/2030 | | | | | 859,396 | | | | | | 0.0 | | |
2,500,000 | | | PepsiCo, Inc., 1.625%, 05/01/2030 | | | | | 2,122,129 | | | | | | 0.1 | | |
1,000,000 | | | PepsiCo, Inc., 3.600%, 03/01/2024 | | | | | 1,007,225 | | | | | | 0.1 | | |
1,000,000 | | | Pfizer, Inc., 3.450%, 03/15/2029 | | | | | 971,788 | | | | | | 0.1 | | |
1,000,000 | | | Pfizer, Inc., 3.900%, 03/15/2039 | | | | | 944,426 | | | | | | 0.0 | | |
500,000 | | | Pfizer, Inc., 4.000%, 12/15/2036 | | | | | 486,730 | | | | | | 0.0 | | |
1,000,000 | | | Pfizer, Inc., 4.100%, 09/15/2038 | | | | | 966,658 | | | | | | 0.1 | | |
500,000 | | | Pfizer, Inc., 4.125%, 12/15/2046 | | | | | 480,600 | | | | | | 0.0 | | |
1,000,000 | | | Pfizer, Inc., 4.300%, 06/15/2043 | | | | | 969,038 | | | | | | 0.1 | | |
500,000 | | | Philip Morris International, Inc., 2.125%, 05/10/2023 | | | | | 495,930 | | | | | | 0.0 | | |
750,000 | | | Philip Morris International, Inc., 2.500%, 11/02/2022 | | | | | 749,530 | | | | | | 0.0 | | |
500,000 (1) | | | Philip Morris International, Inc., 3.125%, 03/02/2028 | | | | | 456,488 | | | | | | 0.0 | | |
250,000 | | | Philip Morris International, Inc., 3.250%, 11/10/2024 | | | | | 246,921 | | | | | | 0.0 | | |
500,000 | | | Philip Morris International, Inc., 3.875%, 08/21/2042 | | | | | 391,882 | | | | | | 0.0 | | |
750,000 (1) | | | Procter & Gamble Co/The, 1.000%, 04/23/2026 | | | | | 689,603 | | | | | | 0.0 | | |
750,000 | | | Procter & Gamble Co/The, 1.950%, 04/23/2031 | | | | | 648,215 | | | | | | 0.0 | | |
750,000 | | | Procter & Gamble Co/The, 2.800%, 03/25/2027 | | | | | 726,182 | | | | | | 0.0 | | |
1,000,000 | | | Quest Diagnostics, Inc., 2.800%, 06/30/2031 | | | | | 857,779 | | | | | | 0.0 | | |
500,000 | | | Reynolds American, Inc., 5.700%, 08/15/2035 | | | | | 474,957 | | | | | | 0.0 | | |
1,250,000 | | | Reynolds American, Inc., 6.150%, 09/15/2043 | | | | | 1,160,440 | | | | | | 0.1 | | |
1,000,000 | | | Sanofi, 3.625%, 06/19/2028 | | | | | 987,049 | | | | | | 0.1 | | |
500,000 | | | Stryker Corp., 3.500%, 03/15/2026 | | | | | 491,320 | | | | | | 0.0 | | |
750,000 | | | Tyson Foods, Inc., 3.550%, 06/02/2027 | | | | | 719,390 | | | | | | 0.0 | | |
150,000 (1) | | | Unilever Capital Corp., 2.600%, 05/05/2024 | | | | | 147,969 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
500,000 (1) | | | Unilever Capital Corp., 3.250%, 03/07/2024 | | | | $ | 500,833 | | | | | | 0.0 | | |
1,000,000 | | | Unilever Capital Corp., 3.500%, 03/22/2028 | | | | | 975,563 | | | | | | 0.1 | | |
1,000,000 | | | UnitedHealth Group, Inc., 2.000%, 05/15/2030 | | | | | 857,798 | | | | | | 0.0 | | |
500,000 | | | UnitedHealth Group, Inc., 2.750%, 02/15/2023 | | | | | 498,354 | | | | | | 0.0 | | |
1,000,000 | | | UnitedHealth Group, Inc., 2.750%, 05/15/2040 | | | | | 780,493 | | | | | | 0.0 | | |
500,000 | | | UnitedHealth Group, Inc., 2.875%, 03/15/2023 | | | | | 499,312 | | | | | | 0.0 | | |
500,000 | | | UnitedHealth Group, Inc., 2.900%, 05/15/2050 | | | | | 375,502 | | | | | | 0.0 | | |
500,000 | | | UnitedHealth Group, Inc., 2.950%, 10/15/2027 | | | | | 480,597 | | | | | | 0.0 | | |
500,000 | | | UnitedHealth Group, Inc., 3.100%, 03/15/2026 | | | | | 489,896 | | | | | | 0.0 | | |
500,000 | | | UnitedHealth Group, Inc., 3.125%, 05/15/2060 | | | | | 365,918 | | | | | | 0.0 | | |
1,000,000 | | | UnitedHealth Group, Inc., 3.500%, 06/15/2023 | | | | | 1,003,680 | | | | | | 0.1 | | |
1,000,000 | | | UnitedHealth Group, Inc., 3.850%, 06/15/2028 | | | | | 994,597 | | | | | | 0.1 | | |
1,000,000 | | | UnitedHealth Group, Inc., 4.250%, 04/15/2047 | | | | | 939,123 | | | | | | 0.0 | | |
250,000 | | | UnitedHealth Group, Inc., 4.625%, 07/15/2035 | | | | | 254,144 | | | | | | 0.0 | | |
250,000 | | | UnitedHealth Group, Inc., 4.750%, 07/15/2045 | | | | | 252,063 | | | | | | 0.0 | | |
1,000,000 | | | Zoetis, Inc., 2.000%, 05/15/2030 | | | | | 838,166 | | | | | | 0.0 | | |
1,000,000 | | | Zoetis, Inc., 3.000%, 05/15/2050 | | | | | 741,495 | | | | | | 0.0 | | |
500,000 | | | Zoetis, Inc., 4.500%, 11/13/2025 | | | | | 506,989 | | | | | | 0.0 | | |
| | | | | | | | 128,627,957 | | | | | | 4.5 | | |
| | | Energy: 1.9% | | ||||||||||||
1,000,000 | | | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor, Inc., 3.138%, 11/07/2029 | | | | | 904,127 | | | | | | 0.0 | | |
250,000 | | | Boardwalk Pipelines L.P., 4.950%, 12/15/2024 | | | | | 251,930 | | | | | | 0.0 | | |
500,000 | | | Boardwalk Pipelines L.P., 5.950%, 06/01/2026 | | | | | 520,003 | | | | | | 0.0 | | |
1,000,000 | | | BP Capital Markets America, Inc., 2.750%, 05/10/2023 | | | | | 998,351 | | | | | | 0.1 | | |
500,000 | | | BP Capital Markets America, Inc., 3.017%, 01/16/2027 | | | | | 476,765 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
250,000 | | | BP Capital Markets America, Inc., 3.119%, 05/04/2026 | | | | $ | 242,786 | | | | | | 0.0 | | |
500,000 | | | BP Capital Markets America, Inc., 3.379%, 02/08/2061 | | | | | 370,575 | | | | | | 0.0 | | |
1,000,000 | | | BP Capital Markets America, Inc., 3.937%, 09/21/2028 | | | | | 978,940 | | | | | | 0.0 | | |
250,000 | | | Canadian Natural Resources Ltd., 3.800%, 04/15/2024 | | | | | 248,431 | | | | | | 0.0 | | |
500,000 (1) | | | Chevron Corp., 2.895%, 03/03/2024 | | | | | 499,072 | | | | | | 0.0 | | |
500,000 | | | Chevron Corp., 2.954%, 05/16/2026 | | | | | 488,190 | | | | | | 0.0 | | |
300,000 | | | Chevron USA, Inc., 3.900%, 11/15/2024 | | | | | 303,735 | | | | | | 0.0 | | |
2,000,000 (1)(2) | | | ConocoPhillips Co., 4.025%, 03/15/2062 | | | | | 1,698,796 | | | | | | 0.1 | | |
129,000 | | | ConocoPhillips Co., 4.150%, 11/15/2034 | | | | | 119,935 | | | | | | 0.0 | | |
500,000 | | | ConocoPhillips Co., 4.300%, 11/15/2044 | | | | | 458,617 | | | | | | 0.0 | | |
66,000 (2) | | | Eastern Gas Transmission & Storage, Inc., 3.600%, 12/15/2024 | | | | | 65,430 | | | | | | 0.0 | | |
500,000 | | | Ecopetrol SA, 4.125%, 01/16/2025 | | | | | 464,200 | | | | | | 0.0 | | |
250,000 (1) | | | Enbridge, Inc., 3.500%, 06/10/2024 | | | | | 247,465 | | | | | | 0.0 | | |
250,000 | | | Enbridge, Inc., 4.500%, 06/10/2044 | | | | | 219,668 | | | | | | 0.0 | | |
500,000 | | | Energy Transfer L.P., 3.450%, 01/15/2023 | | | | | 498,592 | | | | | | 0.0 | | |
500,000 | | | Energy Transfer L.P., 3.600%, 02/01/2023 | | | | | 498,695 | | | | | | 0.0 | | |
500,000 | | | Energy Transfer L.P., 4.950%, 01/15/2043 | | | | | 414,955 | | | | | | 0.0 | | |
800,000 | | | Energy Transfer L.P., 6.125%, 12/15/2045 | | | | | 764,620 | | | | | | 0.0 | | |
1,809,000 | | | Energy Transfer L.P., 6.500%, 02/01/2042 | | | | | 1,806,285 | | | | | | 0.1 | | |
1,000,000 | | | Enterprise Products Operating LLC, 3.200%, 02/15/2052 | | | | | 719,605 | | | | | | 0.0 | | |
500,000 | | | Enterprise Products Operating LLC, 3.700%, 02/15/2026 | | | | | 491,997 | | | | | | 0.0 | | |
100,000 | | | Enterprise Products Operating LLC, 3.750%, 02/15/2025 | | | | | 98,928 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
500,000 | | | Enterprise Products Operating LLC, 3.950%, 02/15/2027 | | | | $ | 492,561 | | | | | | 0.0 | | |
300,000 | | | Enterprise Products Operating LLC, 4.450%, 02/15/2043 | | | | | 261,880 | | | | | | 0.0 | | |
1,100,000 | | | Enterprise Products Operating LLC, 4.850%, 03/15/2044 | | | | | 1,004,313 | | | | | | 0.1 | | |
1,750,000 | | | Enterprise Products Operating LLC, 4.900%, 05/15/2046 | | | | | 1,602,956 | | | | | | 0.1 | | |
1,950,000 | | | EOG Resources, Inc., 2.625%, 03/15/2023 | | | | | 1,943,062 | | | | | | 0.1 | | |
250,000 | | | EOG Resources, Inc., 4.150%, 01/15/2026 | | | | | 252,192 | | | | | | 0.0 | | |
1,000,000 | | | Equinor ASA, 2.375%, 05/22/2030 | | | | | 877,413 | | | | | | 0.0 | | |
500,000 (1) | | | Equinor ASA, 3.625%, 09/10/2028 | | | | | 489,152 | | | | | | 0.0 | | |
500,000 | | | Equinor ASA, 3.950%, 05/15/2043 | | | | | 444,757 | | | | | | 0.0 | | |
500,000 | | | Exxon Mobil Corp., 2.726%, 03/01/2023 | | | | | 500,112 | | | | | | 0.0 | | |
500,000 | | | Exxon Mobil Corp., 3.043%, 03/01/2026 | | | | | 491,291 | | | | | | 0.0 | | |
500,000 | | | Exxon Mobil Corp., 4.114%, 03/01/2046 | | | | | 457,169 | | | | | | 0.0 | | |
500,000 (1) | | | Halliburton Co., 2.920%, 03/01/2030 | | | | | 442,068 | | | | | | 0.0 | | |
27,000 | | | Halliburton Co., 3.500%, 08/01/2023 | | | | | 27,026 | | | | | | 0.0 | | |
31,000 | | | Halliburton Co., 3.800%, 11/15/2025 | | | | | 30,728 | | | | | | 0.0 | | |
500,000 | | | Halliburton Co., 4.750%, 08/01/2043 | | | | | 445,341 | | | | | | 0.0 | | |
500,000 | | | Halliburton Co., 4.850%, 11/15/2035 | | | | | 481,544 | | | | | | 0.0 | | |
738,000 | | | Hess Corp., 5.600%, 02/15/2041 | | | | | 720,415 | | | | | | 0.0 | | |
500,000 | | | Kinder Morgan Energy Partners L.P., 3.500%, 09/01/2023 | | | | | 498,709 | | | | | | 0.0 | | |
400,000 | | | Kinder Morgan Energy Partners L.P., 4.300%, 05/01/2024 | | | | | 401,061 | | | | | | 0.0 | | |
400,000 | | | Kinder Morgan Energy Partners L.P., 5.400%, 09/01/2044 | | | | | 369,733 | | | | | | 0.0 | | |
1,325,000 | | | Kinder Morgan Energy Partners L.P., 6.950%, 01/15/2038 | | | | | 1,429,084 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
750,000 (1) | | | Kinder Morgan, Inc., 2.000%, 02/15/2031 | | | | $ | 600,783 | | | | | | 0.0 | | |
500,000 | | | Kinder Morgan, Inc., 3.600%, 02/15/2051 | | | | | 369,180 | | | | | | 0.0 | | |
500,000 | | | Kinder Morgan, Inc., 4.300%, 06/01/2025 | | | | | 498,168 | | | | | | 0.0 | | |
500,000 | | | Kinder Morgan, Inc., 5.050%, 02/15/2046 | | | | | 448,467 | | | | | | 0.0 | | |
500,000 | | | Kinder Morgan, Inc., 5.550%, 06/01/2045 | | | | | 471,966 | | | | | | 0.0 | | |
1,500,000 | | | Magellan Midstream Partners L.P., 4.200%, 12/01/2042 | | | | | 1,189,526 | | | | | | 0.1 | | |
500,000 | | | Marathon Oil Corp., 5.200%, 06/01/2045 | | | | | 459,390 | | | | | | 0.0 | | |
400,000 | | | Marathon Petroleum Corp., 4.750%, 09/15/2044 | | | | | 353,211 | | | | | | 0.0 | | |
1,000,000 | | | MPLX L.P., 4.000%, 03/15/2028 | | | | | 950,914 | | | | | | 0.0 | | |
1,000,000 | | | MPLX L.P., 4.875%, 12/01/2024 | | | | | 1,007,936 | | | | | | 0.1 | | |
1,000,000 | | | ONEOK Partners L.P., 6.200%, 09/15/2043 | | | | | 943,327 | | | | | | 0.0 | | |
173,000 | | | Petroleos Mexicanos, 6.700%, 02/16/2032 | | | | | 132,276 | | | | | | 0.0 | | |
1,500,000 | | | Phillips 66, 3.900%, 03/15/2028 | | | | | 1,458,485 | | | | | | 0.1 | | |
250,000 | | | Phillips 66, 4.650%, 11/15/2034 | | | | | 243,035 | | | | | | 0.0 | | |
500,000 | | | Pioneer Natural Resources Co., 3.950%, 07/15/2022 | | | | | 500,082 | | | | | | 0.0 | | |
750,000 | | | Plains All American Pipeline L.P. / PAA Finance Corp., 4.650%, 10/15/2025 | | | | | 743,464 | | | | | | 0.0 | | |
250,000 | | | Plains All American Pipeline L.P. / PAA Finance Corp., 4.700%, 06/15/2044 | | | | | 198,223 | | | | | | 0.0 | | |
1,500,000 (1) | | | Schlumberger Investment SA, 2.650%, 06/26/2030 | | | | | 1,321,827 | | | | | | 0.1 | | |
1,040,000 | | | Shell International Finance BV, 2.875%, 05/10/2026 | | | | | 1,005,936 | | | | | | 0.1 | | |
1,000,000 | | | Shell International Finance BV, 3.250%, 05/11/2025 | | | | | 989,083 | | | | | | 0.1 | | |
500,000 | | | Shell International Finance BV, 3.750%, 09/12/2046 | | | | | 428,136 | | | | | | 0.0 | | |
1,500,000 | | | Shell International Finance BV, 4.125%, 05/11/2035 | | | | | 1,430,781 | | | | | | 0.1 | | |
250,000 | | | Shell International Finance BV, 4.375%, 05/11/2045 | | | | | 233,026 | | | | | | 0.0 | | |
600,000 | | | Spectra Energy Partners L.P., 4.500%, 03/15/2045 | | | | | 523,305 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
500,000 (1) | | | Suncor Energy, Inc., 3.750%, 03/04/2051 | | | | $ | 403,872 | | | | | | 0.0 | | |
1,450,000 | | | Suncor Energy, Inc., 6.500%, 06/15/2038 | | | | | 1,605,857 | | | | | | 0.1 | | |
500,000 | | | TotalEnergies Capital Canada Ltd., 2.750%, 07/15/2023 | | | | | 496,550 | | | | | | 0.0 | | |
1,000,000 | | | TransCanada Pipelines Ltd., 7.625%, 01/15/2039 | | | | | 1,231,562 | | | | | | 0.1 | | |
2,000,000 | | | TransCanada PipeLines Ltd., 4.625%, 03/01/2034 | | | | | 1,921,275 | | | | | | 0.1 | | |
1,000,000 | | | Valero Energy Corp., 6.625%, 06/15/2037 | | | | | 1,088,286 | | | | | | 0.1 | | |
1,250,000 | | | Williams Cos, Inc./The, 2.600%, 03/15/2031 | | | | | 1,047,519 | | | | | | 0.1 | | |
400,000 | | | Williams Cos, Inc./The, 4.000%, 09/15/2025 | | | | | 394,221 | | | | | | 0.0 | | |
500,000 | | | Williams Cos, Inc./The, 4.300%, 03/04/2024 | | | | | 502,447 | | | | | | 0.0 | | |
500,000 | | | Williams Cos, Inc./The, 5.100%, 09/15/2045 | | | | | 466,839 | | | | | | 0.0 | | |
500,000 | | | Williams Cos, Inc./The, 5.400%, 03/04/2044 | | | | | 477,489 | | | | | | 0.0 | | |
| | | | | | | | 54,649,704 | | | | | | 1.9 | | |
| | | Financial: 8.4% | | ||||||||||||
500,000 | | | Air Lease Corp., 3.000%, 09/15/2023 | | | | | 489,050 | | | | | | 0.0 | | |
1,000,000 | | | Alexandria Real Estate Equities, Inc., 2.000%, 05/18/2032 | | | | | 790,976 | | | | | | 0.0 | | |
500,000 | | | Allstate Corp./The, 1.450%, 12/15/2030 | | | | | 397,740 | | | | | | 0.0 | | |
1,000,000 (1) | | | Allstate Corp./The, 3.280%, 12/15/2026 | | | | | 980,620 | | | | | | 0.1 | | |
1,000,000 | | | American Campus Communities Operating Partnership L.P., 3.875%, 01/30/2031 | | | | | 984,418 | | | | | | 0.1 | | |
750,000 | | | American Express Co., 3.000%, 10/30/2024 | | | | | 737,678 | | | | | | 0.0 | | |
1,000,000 | | | American Express Co., 3.300%, 05/03/2027 | | | | | 962,668 | | | | | | 0.1 | | |
1,000,000 | | | American Express Co., 3.400%, 02/27/2023 | | | | | 1,003,591 | | | | | | 0.1 | | |
1,000,000 | | | American International Group, Inc., 4.375%, 06/30/2050 | | | | | 888,953 | | | | | | 0.0 | | |
500,000 (1) | | | American Tower Corp., 1.600%, 04/15/2026 | | | | | 447,510 | | | | | | 0.0 | | |
500,000 | | | American Tower Corp., 2.700%, 04/15/2031 | | | | | 412,011 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
500,000 | | | American Tower Corp., 3.375%, 10/15/2026 | | | | $ | 473,164 | | | | | | 0.0 | | |
1,000,000 | | | American Tower Corp., 3.500%, 01/31/2023 | | | | | 999,929 | | | | | | 0.1 | | |
750,000 | | | American Tower Corp., 3.550%, 07/15/2027 | | | | | 703,820 | | | | | | 0.0 | | |
500,000 (1) | | | Aon Corp., 3.750%, 05/02/2029 | | | | | 472,732 | | | | | | 0.0 | | |
1,000,000 | | | Aon Global Ltd., 4.450%, 05/24/2043 | | | | | 885,492 | | | | | | 0.0 | | |
500,000 | | | Aon Global Ltd., 4.600%, 06/14/2044 | | | | | 451,250 | | | | | | 0.0 | | |
500,000 | | | Aon Global Ltd., 4.750%, 05/15/2045 | | | | | 461,562 | | | | | | 0.0 | | |
264,000 (1) | | | Assured Guaranty US Holdings, Inc., 5.000%, 07/01/2024 | | | | | 271,114 | | | | | | 0.0 | | |
500,000 | | | AvalonBay Communities, Inc., 2.300%, 03/01/2030 | | | | | 430,535 | | | | | | 0.0 | | |
500,000 | | | AvalonBay Communities, Inc., 2.850%, 03/15/2023 | | | | | 496,981 | | | | | | 0.0 | | |
600,000 | | | Banco Santander SA, 3.125%, 02/23/2023 | | | | | 597,640 | | | | | | 0.0 | | |
600,000 | | | Banco Santander SA, 3.800%, 02/23/2028 | | | | | 561,834 | | | | | | 0.0 | | |
400,000 | | | Banco Santander SA, 4.250%, 04/11/2027 | | | | | 386,199 | | | | | | 0.0 | | |
400,000 | | | Banco Santander SA, 5.179%, 11/19/2025 | | | | | 400,473 | | | | | | 0.0 | | |
500,000 (3) | | | Bank of America Corp., 1.734%, 07/22/2027 | | | | | 445,307 | | | | | | 0.0 | | |
1,000,000 (3) | | | Bank of America Corp., 1.843%, 02/04/2025 | | | | | 964,730 | | | | | | 0.1 | | |
1,281,000 (3) | | | Bank of America Corp., 1.898%, 07/23/2031 | | | | | 1,024,943 | | | | | | 0.1 | | |
500,000 (3) | | | Bank of America Corp., 2.496%, 02/13/2031 | | | | | 422,996 | | | | | | 0.0 | | |
2,000,000 (3) | | | Bank of America Corp., 2.592%, 04/29/2031 | | | | | 1,698,004 | | | | | | 0.1 | | |
2,500,000 (3) | | | Bank of America Corp., 2.676%, 06/19/2041 | | | | | 1,802,412 | | | | | | 0.1 | | |
500,000 (3) | | | Bank of America Corp., 2.687%, 04/22/2032 | | | | | 420,204 | | | | | | 0.0 | | |
1,000,000 (3) | | | Bank of America Corp., 3.093%, 10/01/2025 | | | | | 968,731 | | | | | | 0.1 | | |
2,000,000 | | | Bank of America Corp., 3.300%, 01/11/2023 | | | | | 2,003,776 | | | | | | 0.1 | | |
500,000 (3) | | | Bank of America Corp., 3.311%, 04/22/2042 | | | | | 392,992 | | | | | | 0.0 | | |
2,384,000 (3) | | | Bank of America Corp., 3.419%, 12/20/2028 | | | | | 2,222,292 | | | | | | 0.1 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
1,000,000 | | | Bank of America Corp., 3.500%, 04/19/2026 | | | | $ | 976,031 | | | | | | 0.1 | | |
500,000 (3) | | | Bank of America Corp., 3.550%, 03/05/2024 | | | | | 498,575 | | | | | | 0.0 | | |
1,020,000 (3) | | | Bank of America Corp., 3.824%, 01/20/2028 | | | | | 978,949 | | | | | | 0.1 | | |
1,500,000 | | | Bank of America Corp., 3.950%, 04/21/2025 | | | | | 1,481,425 | | | | | | 0.1 | | |
1,280,000 | | | Bank of America Corp., 4.183%, 11/25/2027 | | | | | 1,245,154 | | | | | | 0.1 | | |
1,000,000 | | | Bank of America Corp., 4.250%, 10/22/2026 | | | | | 986,666 | | | | | | 0.1 | | |
2,000,000 | | | Bank of America Corp., 4.450%, 03/03/2026 | | | | | 1,993,691 | | | | | | 0.1 | | |
750,000 (1) | | | Bank of Montreal, 2.350%, 09/11/2022 | | | | | 749,432 | | | | | | 0.0 | | |
1,000,000 (3) | | | Bank of Montreal, 3.803%, 12/15/2032 | | | | | 927,714 | | | | | | 0.0 | | |
500,000 | | | Bank of New York Mellon Corp., 2.200%, 08/16/2023 | | | | | 495,021 | | | | | | 0.0 | | |
700,000 | | | Bank of New York Mellon Corp., 3.000%, 10/30/2028 | | | | | 643,611 | | | | | | 0.0 | | |
500,000 | | | Bank of New York Mellon Corp./The, 0.500%, 04/26/2024 | | | | | 475,042 | | | | | | 0.0 | | |
1,000,000 | | | Bank of New York Mellon Corp./The, 2.950%, 01/29/2023 | | | | | 999,163 | | | | | | 0.1 | | |
750,000 (1) | | | Bank of New York Mellon Corp./The, 3.250%, 05/16/2027 | | | | | 728,415 | | | | | | 0.0 | | |
500,000 (3) | | | Bank of New York Mellon Corp./The, 3.442%, 02/07/2028 | | | | | 482,402 | | | | | | 0.0 | | |
500,000 | | | Bank of Nova Scotia, 4.500%, 12/16/2025 | | | | | 500,281 | | | | | | 0.0 | | |
500,000 (1) | | | Bank of Nova Scotia/The, 2.450%, 09/19/2022 | | | | | 499,914 | | | | | | 0.0 | | |
1,000,000 (3) | | | Barclays PLC, 2.667%, 03/10/2032 | | | | | 807,234 | | | | | | 0.0 | | |
750,000 (1)(3) | | | Barclays PLC, 3.811%, 03/10/2042 | | | | | 569,836 | | | | | | 0.0 | | |
750,000 | | | Barclays PLC, 4.375%, 01/12/2026 | | | | | 743,516 | | | | | | 0.0 | | |
1,000,000 | | | Barclays PLC, 5.200%, 05/12/2026 | | | | | 997,846 | | | | | | 0.1 | | |
250,000 | | | Barclays PLC, 5.250%, 08/17/2045 | | | | | 241,095 | | | | | | 0.0 | | |
1,000,000 | | | Berkshire Hathaway Finance Corp., 4.200%, 08/15/2048 | | | | | 916,257 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
1,000,000 | | | Berkshire Hathaway, Inc., 3.125%, 03/15/2026 | | | | $ | 981,675 | | | | | | 0.1 | | |
2,000,000 | | | BlackRock, Inc., 1.900%, 01/28/2031 | | | | | 1,661,113 | | | | | | 0.1 | | |
500,000 | | | BNP Paribas SA, 3.250%, 03/03/2023 | | | | | 500,842 | | | | | | 0.0 | | |
1,000,000 (1)(2) | | | BNP Paribas SA, 3.500%, 11/16/2027 | | | | | 934,076 | | | | | | 0.0 | | |
1,000,000 | | | Boston Properties L.P., 2.550%, 04/01/2032 | | | | | 796,975 | | | | | | 0.0 | | |
500,000 | | | Boston Properties L.P., 3.250%, 01/30/2031 | | | | | 429,362 | | | | | | 0.0 | | |
1,000,000 (2) | | | BPCE SA, 3.250%, 01/11/2028 | | | | | 928,740 | | | | | | 0.0 | | |
1,500,000 (1) | | | Brighthouse Financial, Inc., 5.625%, 05/15/2030 | | | | | 1,457,966 | | | | | | 0.1 | | |
750,000 | | | Brookfield Finance, Inc., 2.724%, 04/15/2031 | | | | | 634,646 | | | | | | 0.0 | | |
500,000 | | | Capital One Financial Corp., 3.200%, 01/30/2023 | | | | | 500,389 | | | | | | 0.0 | | |
500,000 | | | Capital One Financial Corp., 3.200%, 02/05/2025 | | | | | 486,635 | | | | | | 0.0 | | |
500,000 | | | Capital One Financial Corp., 3.300%, 10/30/2024 | | | | | 488,375 | | | | | | 0.0 | | |
1,000,000 (1) | | | Capital One Financial Corp., 3.650%, 05/11/2027 | | | | | 953,364 | | | | | | 0.0 | | |
500,000 | | | Capital One Financial Corp., 3.750%, 04/24/2024 | | | | | 498,381 | | | | | | 0.0 | | |
500,000 | | | Capital One Financial Corp., 3.750%, 07/28/2026 | | | | | 478,726 | | | | | | 0.0 | | |
500,000 (1) | | | Capital One Financial Corp., 3.800%, 01/31/2028 | | | | | 470,766 | | | | | | 0.0 | | |
500,000 | | | Capital One Financial Corp., 4.200%, 10/29/2025 | | | | | 494,139 | | | | | | 0.0 | | |
500,000 (1) | | | Charles Schwab Corp./The, 0.750%, 03/18/2024 | | | | | 479,982 | | | | | | 0.0 | | |
1,000,000 | | | Charles Schwab Corp./The, 2.650%, 01/25/2023 | | | | | 997,439 | | | | | | 0.1 | | |
1,000,000 | | | Charles Schwab Corp./The, 3.200%, 01/25/2028 | | | | | 956,770 | | | | | | 0.1 | | |
1,000,000 | | | Chubb Corp./The, 6.000%, 05/11/2037 | | | | | 1,154,945 | | | | | | 0.1 | | |
750,000 | | | Chubb INA Holdings, Inc., 2.700%, 03/13/2023 | | | | | 748,588 | | | | | | 0.0 | | |
750,000 | | | Chubb INA Holdings, Inc., 2.850%, 12/15/2051 | | | | | 549,771 | | | | | | 0.0 | | |
750,000 (3) | | | Citigroup, Inc., 2.014%, 01/25/2026 | | | | | 703,476 | | | | | | 0.0 | | |
1,000,000 (3) | | | Citigroup, Inc., 2.561%, 05/01/2032 | | | | | 824,364 | | | | | | 0.0 | | |
1,410,000 (3) | | | Citigroup, Inc., 2.572%, 06/03/2031 | | | | | 1,186,443 | | | | | | 0.1 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
750,000 | | | Citigroup, Inc., 2.700%, 10/27/2022 | | | | $ | 750,712 | | | | | | 0.0 | | |
500,000 (3) | | | Citigroup, Inc., 2.876%, 07/24/2023 | | | | | 499,796 | | | | | | 0.0 | | |
500,000 | | | Citigroup, Inc., 3.400%, 05/01/2026 | | | | | 483,825 | | | | | | 0.0 | | |
1,000,000 | | | Citigroup, Inc., 3.500%, 05/15/2023 | | | | | 999,969 | | | | | | 0.1 | | |
1,000,000 (3) | | | Citigroup, Inc., 3.878%, 01/24/2039 | | | | | 865,893 | | | | | | 0.0 | | |
1,500,000 (3) | | | Citigroup, Inc., 3.887%, 01/10/2028 | | | | | 1,443,348 | | | | | | 0.1 | | |
1,000,000 (3) | | | Citigroup, Inc., 3.980%, 03/20/2030 | | | | | 936,117 | | | | | | 0.0 | | |
700,000 (1) | | | Citigroup, Inc., 4.000%, 08/05/2024 | | | | | 698,526 | | | | | | 0.0 | | |
750,000 | | | Citigroup, Inc., 4.050%, 07/30/2022 | | | | | 750,738 | | | | | | 0.0 | | |
1,500,000 | | | Citigroup, Inc., 4.125%, 07/25/2028 | | | | | 1,440,400 | | | | | | 0.1 | | |
500,000 | | | Citigroup, Inc., 4.300%, 11/20/2026 | | | | | 493,223 | | | | | | 0.0 | | |
500,000 | | | Citigroup, Inc., 4.400%, 06/10/2025 | | | | | 499,954 | | | | | | 0.0 | | |
1,000,000 | | | Citigroup, Inc., 4.450%, 09/29/2027 | | | | | 980,198 | | | | | | 0.1 | | |
500,000 | | | Citigroup, Inc., 4.600%, 03/09/2026 | | | | | 501,534 | | | | | | 0.0 | | |
793,000 | | | Citigroup, Inc., 5.300%, 05/06/2044 | | | | | 761,172 | | | | | | 0.0 | | |
615,000 | | | Citigroup, Inc., 8.125%, 07/15/2039 | | | | | 801,495 | | | | | | 0.0 | | |
1,000,000 | | | Citizens Financial Group, Inc., 3.250%, 04/30/2030 | | | | | 888,588 | | | | | | 0.0 | | |
300,000 | | | CNA Financial Corp., 4.500%, 03/01/2026 | | | | | 300,645 | | | | | | 0.0 | | |
250,000 | | | Comerica, Inc., 3.800%, 07/22/2026 | | | | | 245,865 | | | | | | 0.0 | | |
500,000 | | | Cooperatieve Rabobank UA, 3.750%, 07/21/2026 | | | | | 477,709 | | | | | | 0.0 | | |
500,000 | | | Cooperatieve Rabobank UA, 4.375%, 08/04/2025 | | | | | 496,557 | | | | | | 0.0 | | |
500,000 | | | Corporate Office Properties L.P., 2.750%, 04/15/2031 | | | | | 404,828 | | | | | | 0.0 | | |
1,000,000 | | | Credit Suisse Group AG, 3.800%, 06/09/2023 | | | | | 990,999 | | | | | | 0.1 | | |
750,000 (2) | | | Credit Suisse Group AG, 4.282%, 01/09/2028 | | | | | 700,897 | | | | | | 0.0 | | |
500,000 | | | Crown Castle International Corp., 1.050%, 07/15/2026 | | | | | 433,286 | | | | | | 0.0 | | |
1,000,000 | | | Crown Castle International Corp., 2.100%, 04/01/2031 | | | | | 796,418 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
500,000 | | | Crown Castle International Corp., 2.900%, 04/01/2041 | | | | $ | 361,216 | | | | | | 0.0 | | |
1,000,000 | | | Crown Castle International Corp., 3.150%, 07/15/2023 | | | | | 989,537 | | | | | | 0.1 | | |
1,000,000 (3) | | | Deutsche Bank AG/New York NY, 1.447%, 04/01/2025 | | | | | 935,089 | | | | | | 0.0 | | |
1,000,000 (3) | | | Deutsche Bank AG/New York NY, 3.961%, 11/26/2025 | | | | | 967,244 | | | | | | 0.1 | | |
400,000 | | | Deutsche Bank AG/New York NY, 4.100%, 01/13/2026 | | | | | 393,020 | | | | | | 0.0 | | |
500,000 | | | Discover Bank, 4.200%, 08/08/2023 | | | | | 501,944 | | | | | | 0.0 | | |
400,000 | | | Discover Bank, 4.250%, 03/13/2026 | | | | | 390,981 | | | | | | 0.0 | | |
1,000,000 | | | Duke Realty L.P., 1.750%, 07/01/2030 | | | | | 819,255 | | | | | | 0.0 | | |
500,000 | | | ERP Operating L.P., 4.500%, 07/01/2044 | | | | | 476,475 | | | | | | 0.0 | | |
500,000 | | | Federal Realty OP L.P., 3.500%, 06/01/2030 | | | | | 454,669 | | | | | | 0.0 | | |
400,000 | | | Fifth Third Bancorp, 4.300%, 01/16/2024 | | | | | 402,003 | | | | | | 0.0 | | |
750,000 | | | Franklin Resources, Inc., 1.600%, 10/30/2030 | | | | | 589,240 | | | | | | 0.0 | | |
500,000 | | | Goldman Sachs Group, Inc., 3.750%, 05/22/2025 | | | | | 494,655 | | | | | | 0.0 | | |
1,000,000 | | | Goldman Sachs Group, Inc., 3.850%, 07/08/2024 | | | | | 1,003,046 | | | | | | 0.1 | | |
4,000,000 | | | Goldman Sachs Group, Inc., 6.750%, 10/01/2037 | | | | | 4,436,422 | | | | | | 0.2 | | |
1,750,000 (3) | | | Goldman Sachs Group, Inc./The, 1.431%, 03/09/2027 | | | | | 1,554,149 | | | | | | 0.1 | | |
1,000,000 (3) | | | Goldman Sachs Group, Inc./The, 1.757%, 01/24/2025 | | | | | 962,074 | | | | | | 0.1 | | |
500,000 (3) | | | Goldman Sachs Group, Inc./The, 2.615%, 04/22/2032 | | | | | 415,632 | | | | | | 0.0 | | |
1,000,000 (3) | | | Goldman Sachs Group, Inc./The, 2.640%, 02/24/2028 | | | | | 908,311 | | | | | | 0.0 | | |
500,000 | | | Goldman Sachs Group, Inc./The, 3.200%, 02/23/2023 | | | | | 500,325 | | | | | | 0.0 | | |
500,000 (3) | | | Goldman Sachs Group, Inc./The, 3.210%, 04/22/2042 | | | | | 382,661 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
500,000 (3) | | | Goldman Sachs Group, Inc./The, 3.436%, 02/24/2043 | | | | $ | 392,880 | | | | | | 0.0 | | |
500,000 | | | Goldman Sachs Group, Inc./The, 3.500%, 11/16/2026 | | | | | 480,108 | | | | | | 0.0 | | |
500,000 | | | Goldman Sachs Group, Inc./The, 3.750%, 02/25/2026 | | | | | 490,967 | | | | | | 0.0 | | |
500,000 (3) | | | Goldman Sachs Group, Inc./The, 3.814%, 04/23/2029 | | | | | 471,934 | | | | | | 0.0 | | |
500,000 | | | Goldman Sachs Group, Inc./The, 3.850%, 01/26/2027 | | | | | 483,724 | | | | | | 0.0 | | |
1,000,000 (3) | | | HSBC Holdings PLC, 2.633%, 11/07/2025 | | | | | 954,652 | | | | | | 0.1 | | |
1,000,000 (3) | | | HSBC Holdings PLC, 3.803%, 03/11/2025 | | | | | 986,825 | | | | | | 0.1 | | |
750,000 (3) | | | HSBC Holdings PLC, 4.292%, 09/12/2026 | | | | | 733,886 | | | | | | 0.0 | | |
300,000 | | | HSBC Holdings PLC, 4.300%, 03/08/2026 | | | | | 297,408 | | | | | | 0.0 | | |
500,000 | | | HSBC Holdings PLC, 4.375%, 11/23/2026 | | | | | 489,141 | | | | | | 0.0 | | |
500,000 (3) | | | HSBC Holdings PLC, 4.583%, 06/19/2029 | | | | | 482,500 | | | | | | 0.0 | | |
500,000 (3) | | | HSBC Holdings PLC, 6.000%, 12/31/2199 | | | | | 449,375 | | | | | | 0.0 | | |
3,400,000 | | | HSBC Holdings PLC, 6.500%, 09/15/2037 | | | | | 3,633,540 | | | | | | 0.1 | | |
250,000 | | | HSBC USA, Inc., 3.500%, 06/23/2024 | | | | | 248,575 | | | | | | 0.0 | | |
1,000,000 | | | Huntington National Bank/The, 3.550%, 10/06/2023 | | | | | 999,018 | | | | | | 0.1 | | |
1,000,000 | | | Intercontinental Exchange, Inc., 1.850%, 09/15/2032 | | | | | 782,812 | | | | | | 0.0 | | |
1,000,000 | | | Jefferies Group LLC / Jefferies Group Capital Finance, Inc., 4.150%, 01/23/2030 | | | | | 899,351 | | | | | | 0.0 | | |
1,500,000 (3) | | | JPMorgan Chase & Co., 1.764%, 11/19/2031 | | | | | 1,187,368 | | | | | | 0.1 | | |
1,000,000 (3) | | | JPMorgan Chase & Co., 2.182%, 06/01/2028 | | | | | 889,875 | | | | | | 0.0 | | |
1,500,000 (3) | | | JPMorgan Chase & Co., 2.525%, 11/19/2041 | | | | | 1,075,435 | | | | | | 0.1 | | |
1,000,000 (3) | | | JPMorgan Chase & Co., 2.580%, 04/22/2032 | | | | | 842,270 | | | | | | 0.0 | | |
500,000 (1) | | | JPMorgan Chase & Co., 2.950%, 10/01/2026 | | | | | 476,088 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
2,000,000 (3) | | | JPMorgan Chase & Co., 2.956%, 05/13/2031 | | | | $ | 1,728,488 | | | | | | 0.1 | | |
1,000,000 (3) | | | JPMorgan Chase & Co., 3.109%, 04/22/2041 | | | | | 776,809 | | | | | | 0.0 | | |
750,000 | | | JPMorgan Chase & Co., 3.125%, 01/23/2025 | | | | | 739,905 | | | | | | 0.0 | | |
1,250,000 (3) | | | JPMorgan Chase & Co., 3.157%, 04/22/2042 | | | | | 972,981 | | | | | | 0.1 | | |
750,000 (3) | | | JPMorgan Chase & Co., 3.220%, 03/01/2025 | | | | | 737,120 | | | | | | 0.0 | | |
1,000,000 (3) | | | JPMorgan Chase & Co., 3.328%, 04/22/2052 | | | | | 762,562 | | | | | | 0.0 | | |
1,000,000 (3) | | | JPMorgan Chase & Co., 3.509%, 01/23/2029 | | | | | 936,386 | | | | | | 0.0 | | |
750,000 (3) | | | JPMorgan Chase & Co., 3.540%, 05/01/2028 | | | | | 711,761 | | | | | | 0.0 | | |
1,000,000 (3) | | | JPMorgan Chase & Co., 3.782%, 02/01/2028 | | | | | 961,145 | | | | | | 0.1 | | |
750,000 (3) | | | JPMorgan Chase & Co., 3.882%, 07/24/2038 | | | | | 662,354 | | | | | | 0.0 | | |
1,000,000 | | | JPMorgan Chase & Co., 4.125%, 12/15/2026 | | | | | 991,775 | | | | | | 0.1 | | |
1,000,000 | | | JPMorgan Chase & Co., 4.250%, 10/01/2027 | | | | | 991,524 | | | | | | 0.1 | | |
2,375,000 | | | JPMorgan Chase & Co., 5.500%, 10/15/2040 | | | | | 2,449,297 | | | | | | 0.1 | | |
500,000 | | | Kemper Corp., 4.350%, 02/15/2025 | | | | | 498,596 | | | | | | 0.0 | | |
500,000 | | | KeyBank NA/Cleveland OH, 2.300%, 09/14/2022 | | | | | 500,032 | | | | | | 0.0 | | |
500,000 | | | KeyBank NA/Cleveland OH, 3.400%, 05/20/2026 | | | | | 479,994 | | | | | | 0.0 | | |
500,000 | | | Kilroy Realty L.P., 2.500%, 11/15/2032 | | | | | 390,843 | | | | | | 0.0 | | |
400,000 | | | Kilroy Realty L.P., 4.250%, 08/15/2029 | | | | | 378,802 | | | | | | 0.0 | | |
250,000 | | | Kilroy Realty L.P., 4.375%, 10/01/2025 | | | | | 247,197 | | | | | | 0.0 | | |
1,500,000 | | | Kimco Realty Corp., 2.700%, 10/01/2030 | | | | | 1,292,392 | | | | | | 0.1 | | |
1,000,000 | | | Korea Development Bank/The, 1.000%, 09/09/2026 | | | | | 903,181 | | | | | | 0.0 | | |
3,000,000 | | | Landwirtschaftliche Rentenbank, 0.875%, 09/03/2030 | | | | | 2,508,604 | | | | | | 0.1 | | |
750,000 | | | Lincoln National Corp., 3.625%, 12/12/2026 | | | | | 726,926 | | | | | | 0.0 | | |
1,000,000 | | | Lincoln National Corp., 3.800%, 03/01/2028 | | | | | 955,991 | | | | | | 0.1 | | |
500,000 (3) | | | Lloyds Banking Group PLC, 2.907%, 11/07/2023 | | | | | 498,360 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
500,000 (3) | | | Lloyds Banking Group PLC, 3.574%, 11/07/2028 | | | | $ | 468,288 | | | | | | 0.0 | | |
1,000,000 (1) | | | Lloyds Banking Group PLC, 3.900%, 03/12/2024 | | | | | 994,636 | | | | | | 0.1 | | |
500,000 | | | Lloyds Banking Group PLC, 4.650%, 03/24/2026 | | | | | 490,748 | | | | | | 0.0 | | |
250,000 | | | Loews Corp., 3.750%, 04/01/2026 | | | | | 248,298 | | | | | | 0.0 | | |
500,000 (3) | | | Manulife Financial Corp., 4.061%, 02/24/2032 | | | | | 462,735 | | | | | | 0.0 | | |
500,000 | | | Manulife Financial Corp., 4.150%, 03/04/2026 | | | | | 494,248 | | | | | | 0.0 | | |
500,000 (1) | | | Manulife Financial Corp., 5.375%, 03/04/2046 | | | | | 534,725 | | | | | | 0.0 | | |
1,000,000 | | | Markel Corp., 3.625%, 03/30/2023 | | | | | 1,002,680 | | | | | | 0.1 | | |
1,000,000 | | | Marsh & McLennan Cos, Inc., 2.250%, 11/15/2030 | | | | | 844,827 | | | | | | 0.0 | | |
750,000 | | | Marsh & McLennan Cos, Inc., 2.900%, 12/15/2051 | | | | | 528,159 | | | | | | 0.0 | | |
400,000 | | | Marsh & McLennan Cos, Inc., 3.500%, 03/10/2025 | | | | | 395,180 | | | | | | 0.0 | | |
500,000 | | | Mastercard, Inc., 2.950%, 03/15/2051 | | | | | 388,890 | | | | | | 0.0 | | |
1,000,000 (1) | | | Mastercard, Inc., 3.500%, 02/26/2028 | | | | | 987,064 | | | | | | 0.1 | | |
500,000 | | | MetLife, Inc., 4.050%, 03/01/2045 | | | | | 442,219 | | | | | | 0.0 | | |
400,000 (1) | | | MetLife, Inc., 4.125%, 08/13/2042 | | | | | 360,420 | | | | | | 0.0 | | |
300,000 | | | MetLife, Inc., 4.721%, 12/15/2044 | | | | | 282,121 | | | | | | 0.0 | | |
750,000 (2) | | | Metropolitan Life Global Funding I, 3.450%, 12/18/2026 | | | | | 724,374 | | | | | | 0.0 | | |
1,000,000 | | | Mid-America Apartments L.P., 1.700%, 02/15/2031 | | | | | 791,919 | | | | | | 0.0 | | |
500,000 | | | Mitsubishi UFJ Financial Group, Inc., 3.455%, 03/02/2023 | | | | | 500,869 | | | | | | 0.0 | | |
500,000 | | | Mitsubishi UFJ Financial Group, Inc., 3.777%, 03/02/2025 | | | | | 496,737 | | | | | | 0.0 | | |
750,000 | | | Mitsubishi UFJ Financial Group, Inc., 3.850%, 03/01/2026 | | | | | 735,860 | | | | | | 0.0 | | |
500,000 (1) | | | Mizuho Financial Group, Inc., 2.601%, 09/11/2022 | | | | | 499,687 | | | | | | 0.0 | | |
500,000 (3) | | | Mizuho Financial Group, Inc., 3.922%, 09/11/2024 | | | | | 498,754 | | | | | | 0.0 | | |
500,000 (3) | | | Mizuho Financial Group, Inc., 4.254%, 09/11/2029 | | | | | 480,472 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
1,250,000 (3) | | | Morgan Stanley, 1.593%, 05/04/2027 | | | | $ | 1,111,743 | | | | | | 0.1 | | |
1,000,000 | | | Morgan Stanley, 3.125%, 01/23/2023 | | | | | 999,959 | | | | | | 0.1 | | |
500,000 | | | Morgan Stanley, 3.125%, 07/27/2026 | | | | | 477,938 | | | | | | 0.0 | | |
500,000 (3) | | | Morgan Stanley, 3.217%, 04/22/2042 | | | | | 394,389 | | | | | | 0.0 | | |
1,750,000 (3) | | | Morgan Stanley, 3.591%, 07/22/2028 | | | | | 1,658,188 | | | | | | 0.1 | | |
750,000 | | | Morgan Stanley, 3.625%, 01/20/2027 | | | | | 727,057 | | | | | | 0.0 | | |
500,000 | | | Morgan Stanley, 3.700%, 10/23/2024 | | | | | 499,506 | | | | | | 0.0 | | |
1,000,000 (3) | | | Morgan Stanley, 3.772%, 01/24/2029 | | | | | 949,767 | | | | | | 0.0 | | |
750,000 | | | Morgan Stanley, 3.875%, 04/29/2024 | | | | | 751,657 | | | | | | 0.0 | | |
500,000 | | | Morgan Stanley, 3.875%, 01/27/2026 | | | | | 493,224 | | | | | | 0.0 | | |
750,000 | | | Morgan Stanley, 3.950%, 04/23/2027 | | | | | 726,936 | | | | | | 0.0 | | |
750,000 | | | Morgan Stanley, 4.000%, 07/23/2025 | | | | | 750,452 | | | | | | 0.0 | | |
1,000,000 | | | Morgan Stanley, 4.100%, 05/22/2023 | | | | | 1,004,374 | | | | | | 0.1 | | |
500,000 | | | Morgan Stanley, 4.350%, 09/08/2026 | | | | | 495,851 | | | | | | 0.0 | | |
800,000 | | | Morgan Stanley, 4.875%, 11/01/2022 | | | | | 805,776 | | | | | | 0.0 | | |
1,000,000 | | | Morgan Stanley, 5.000%, 11/24/2025 | | | | | 1,017,665 | | | | | | 0.1 | | |
500,000 | | | National Australia Bank Ltd./New York, 2.500%, 07/12/2026 | | | | | 472,125 | | | | | | 0.0 | | |
1,000,000 | | | National Australia Bank Ltd./New York, 2.875%, 04/12/2023 | | | | | 998,629 | | | | | | 0.1 | | |
300,000 | | | National Retail Properties, Inc., 4.000%, 11/15/2025 | | | | | 298,771 | | | | | | 0.0 | | |
1,000,000 (3) | | | NatWest Group PLC, 3.073%, 05/22/2028 | | | | | 909,858 | | | | | | 0.0 | | |
500,000 | | | NatWest Group PLC, 4.800%, 04/05/2026 | | | | | 498,977 | | | | | | 0.0 | | |
300,000 (1) | | | Northern Trust Corp., 2.375%, 08/02/2022 | | | | | 299,926 | | | | | | 0.0 | | |
750,000 (3) | | | Northern Trust Corp., 3.375%, 05/08/2032 | | | | | 706,710 | | | | | | 0.0 | | |
250,000 | | | Northern Trust Corp., 3.950%, 10/30/2025 | | | | | 251,308 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
3,000,000 | | | Oesterreichische Kontrollbank AG, 0.500%, 02/02/2026 | | | | $ | 2,730,284 | | | | | | 0.1 | | |
3,000,000 (2) | | | Ontario Teachers’ Finance Trust, 0.375%, 09/29/2023 | | | | | 2,907,580 | | | | | | 0.1 | | |
2,000,000 (2) | | | Ontario Teachers’ Finance Trust, 1.625%, 09/12/2024 | | | | | 1,935,475 | | | | | | 0.1 | | |
750,000 (1) | | | ORIX Corp., 2.250%, 03/09/2031 | | | | | 628,943 | | | | | | 0.0 | | |
500,000 | | | Owl Rock Capital Corp., 2.625%, 01/15/2027 | | | | | 419,326 | | | | | | 0.0 | | |
500,000 | | | PNC Bank NA, 2.700%, 11/01/2022 | | | | | 499,844 | | | | | | 0.0 | | |
750,000 | | | PNC Bank NA, 3.100%, 10/25/2027 | | | | | 712,419 | | | | | | 0.0 | | |
500,000 (1) | | | PNC Bank NA, 3.250%, 01/22/2028 | | | | | 476,933 | | | | | | 0.0 | | |
1,000,000 (1)(3) | | | PNC Financial Services Group, Inc./The, 2.307%, 04/23/2032 | | | | | 836,493 | | | | | | 0.0 | | |
500,000 (3) | | | PNC Financial Services Group, Inc./The, 2.854%, 11/09/2022 | | | | | 500,227 | | | | | | 0.0 | | |
1,500,000 | | | Principal Financial Group, Inc., 2.125%, 06/15/2030 | | | | | 1,241,114 | | | | | | 0.1 | | |
300,000 | | | Principal Financial Group, Inc., 3.125%, 05/15/2023 | | | | | 299,417 | | | | | | 0.0 | | |
1,000,000 | | | Principal Financial Group, Inc., 3.300%, 09/15/2022 | | | | | 1,001,206 | | | | | | 0.1 | | |
1,000,000 | | | Private Export Funding Corp., 3.250%, 06/15/2025 | | | | | 1,000,669 | | | | | | 0.1 | | |
1,000,000 | | | Private Export Funding Corp., 3.550%, 01/15/2024 | | | | | 1,007,325 | | | | | | 0.1 | | |
1,000,000 (1) | | | Progressive Corp./The, 4.000%, 03/01/2029 | | | | | 988,689 | | | | | | 0.1 | | |
750,000 | | | Prologis L.P., 3.250%, 10/01/2026 | | | | | 728,286 | | | | | | 0.0 | | |
893,000 | | | Prudential Financial, Inc., 3.878%, 03/27/2028 | | | | | 872,666 | | | | | | 0.0 | | |
500,000 (3) | | | Prudential Financial, Inc., 5.375%, 05/15/2045 | | | | | 478,673 | | | | | | 0.0 | | |
1,000,000 (1)(3) | | | Prudential Financial, Inc., 5.625%, 06/15/2043 | | | | | 977,180 | | | | | | 0.1 | | |
750,000 (1) | | | Public Storage, 1.500%, 11/09/2026 | | | | | 678,680 | | | | | | 0.0 | | |
500,000 | | | Public Storage, 1.850%, 05/01/2028 | | | | | 433,497 | | | | | | 0.0 | | |
250,000 (1) | | | Public Storage, 2.300%, 05/01/2031 | | | | | 210,294 | | | | | | 0.0 | | |
750,000 | | | Public Storage, 2.370%, 09/15/2022 | | | | | 749,388 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
250,000 | | | Public Storage, 3.094%, 09/15/2027 | | | | $ | 237,626 | | | | | | 0.0 | | |
1,500,000 | | | Realty Income Corp., 3.250%, 01/15/2031 | | | | | 1,365,117 | | | | | | 0.1 | | |
400,000 | | | Realty Income Corp., 3.875%, 07/15/2024 | | | | | 400,848 | | | | | | 0.0 | | |
300,000 | | | Realty Income Corp., 4.125%, 10/15/2026 | | | | | 298,917 | | | | | | 0.0 | | |
1,000,000 | | | Royal Bank of Canada, 0.875%, 01/20/2026 | | | | | 896,827 | | | | | | 0.0 | | |
500,000 (1) | | | Royal Bank of Canada, 4.650%, 01/27/2026 | | | | | 505,007 | | | | | | 0.0 | | |
2,000,000 (1) | | | Simon Property Group L.P., 2.650%, 07/15/2030 | | | | | 1,698,680 | | | | | | 0.1 | | |
500,000 | | | Simon Property Group L.P., 3.375%, 06/15/2027 | | | | | 475,049 | | | | | | 0.0 | | |
1,000,000 | | | Simon Property Group L.P., 3.500%, 09/01/2025 | | | | | 975,726 | | | | | | 0.1 | | |
500,000 | | | Simon Property Group L.P., 3.800%, 07/15/2050 | | | | | 401,267 | | | | | | 0.0 | | |
500,000 | | | Simon Property Group L.P., 4.250%, 10/01/2044 | ��� | | | | 426,525 | | | | | | 0.0 | | |
750,000 (1)(3) | | | State Street Corp., 1.746%, 02/06/2026 | | | | | 708,630 | | | | | | 0.0 | | |
750,000 | | | State Street Corp., 2.200%, 03/03/2031 | | | | | 614,119 | | | | | | 0.0 | | |
1,500,000 | | | State Street Corp., 3.100%, 05/15/2023 | | | | | 1,496,547 | | | | | | 0.1 | | |
500,000 | | | State Street Corp., 3.550%, 08/18/2025 | | | | | 497,665 | | | | | | 0.0 | | |
500,000 | | | Sumitomo Mitsui Financial Group, Inc., 2.632%, 07/14/2026 | | | | | 467,787 | | | | | | 0.0 | | |
750,000 | | | Sumitomo Mitsui Financial Group, Inc., 2.778%, 10/18/2022 | | | | | 750,419 | | | | | | 0.0 | | |
500,000 | | | Sumitomo Mitsui Financial Group, Inc., 2.784%, 07/12/2022 | | | | | 500,026 | | | | | | 0.0 | | |
500,000 (1) | | | Sumitomo Mitsui Financial Group, Inc., 3.364%, 07/12/2027 | | | | | 475,349 | | | | | | 0.0 | | |
500,000 | | | Sumitomo Mitsui Financial Group, Inc., 3.446%, 01/11/2027 | | | | | 479,029 | | | | | | 0.0 | | |
500,000 | | | Sumitomo Mitsui Financial Group, Inc., 3.544%, 01/17/2028 | | | | | 475,374 | | | | | | 0.0 | | |
300,000 | | | Synchrony Financial, 4.250%, 08/15/2024 | | | | | 298,464 | | | | | | 0.0 | | |
250,000 | | | Synchrony Financial, 4.500%, 07/23/2025 | | | | | 243,503 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
500,000 | | | Tanger Properties L.P., 3.125%, 09/01/2026 | | | | $ | 470,083 | | | | | | 0.0 | | |
750,000 (1) | | | Toronto-Dominion Bank/ The, 1.950%, 01/12/2027 | | | | | 679,028 | | | | | | 0.0 | | |
1,000,000 | | | Toronto-Dominion Bank/ The, 3.250%, 03/11/2024 | | | | | 994,123 | | | | | | 0.1 | | |
1,500,000 | | | Travelers Cos, Inc./The, 2.550%, 04/27/2050 | | | | | 1,045,552 | | | | | | 0.1 | | |
750,000 | | | Travelers Cos, Inc./The, 4.000%, 05/30/2047 | | | | | 665,823 | | | | | | 0.0 | | |
500,000 | | | Truist Bank, 2.750%, 05/01/2023 | | | | | 498,283 | | | | | | 0.0 | | |
1,000,000 | | | Truist Bank, 3.000%, 02/02/2023 | | | | | 1,000,158 | | | | | | 0.1 | | |
500,000 (1) | | | Truist Bank, 3.300%, 05/15/2026 | | | | | 482,578 | | | | | | 0.0 | | |
500,000 | | | Truist Bank, 3.625%, 09/16/2025 | | | | | 490,271 | | | | | | 0.0 | | |
400,000 | | | Truist Bank, 3.800%, 10/30/2026 | | | | | 391,187 | | | | | | 0.0 | | |
1,000,000 (1) | | | Truist Financial Corp., 1.125%, 08/03/2027 | | | | | 856,388 | | | | | | 0.0 | | |
500,000 (3) | | | Truist Financial Corp., 1.267%, 03/02/2027 | | | | | 448,714 | | | | | | 0.0 | | |
750,000 | | | Truist Financial Corp., 2.850%, 10/26/2024 | | | | | 735,798 | | | | | | 0.0 | | |
2,000,000 | | | US Bancorp, 1.375%, 07/22/2030 | | | | | 1,595,520 | | | | | | 0.1 | | |
500,000 (3) | | | US Bancorp, 2.215%, 01/27/2028 | | | | | 458,412 | | | | | | 0.0 | | |
750,000 (1) | | | US Bancorp, 3.150%, 04/27/2027 | | | | | 722,303 | | | | | | 0.0 | | |
250,000 | | | Ventas Realty L.P., 3.500%, 02/01/2025 | | | | | 244,111 | | | | | | 0.0 | | |
500,000 | | | Ventas Realty L.P., 3.750%, 05/01/2024 | | | | | 496,226 | | | | | | 0.0 | | |
500,000 | | | Ventas Realty L.P., 4.125%, 01/15/2026 | | | | | 495,238 | | | | | | 0.0 | | |
1,000,000 | | | Visa, Inc., 2.050%, 04/15/2030 | | | | | 878,242 | | | | | | 0.0 | | |
1,000,000 | | | Visa, Inc., 2.700%, 04/15/2040 | | | | | 805,860 | | | | | | 0.0 | | |
750,000 | | | Visa, Inc., 2.750%, 09/15/2027 | | | | | 717,493 | | | | | | 0.0 | | |
500,000 | | | Visa, Inc., 3.150%, 12/14/2025 | | | | | 493,021 | | | | | | 0.0 | | |
500,000 | | | Visa, Inc., 4.300%, 12/14/2045 | | | | | 494,704 | | | | | | 0.0 | | |
500,000 (3) | | | Wells Fargo & Co., 2.164%, 02/11/2026 | | | | | 470,520 | | | | | | 0.0 | | |
2,000,000 (3) | | | Wells Fargo & Co., 2.188%, 04/30/2026 | | | | | 1,873,659 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
1,000,000 (3) | | | Wells Fargo & Co., 2.879%, 10/30/2030 | | | | $ | 880,209 | | | | | | 0.0 | | |
1,000,000 | | | Wells Fargo & Co., 3.000%, 10/23/2026 | | | | | 944,226 | | | | | | 0.0 | | |
3,000,000 (3) | | | Wells Fargo & Co., 3.068%, 04/30/2041 | | | | | 2,327,740 | | | | | | 0.1 | | |
1,000,000 (3) | | | Wells Fargo & Co., 3.584%, 05/22/2028 | | | | | 949,506 | | | | | | 0.0 | | |
500,000 | | | Wells Fargo & Co., 4.300%, 07/22/2027 | | | | | 494,919 | | | | | | 0.0 | | |
1,000,000 | | | Wells Fargo & Co., 4.900%, 11/17/2045 | | | | | 929,166 | | | | | | 0.0 | | |
983,000 | | | Wells Fargo & Co., 5.606%, 01/15/2044 | | | | | 991,561 | | | | | | 0.1 | | |
750,000 | | | Wells Fargo Bank NA, 6.600%, 01/15/2038 | | | | | 869,508 | | | | | | 0.0 | | |
500,000 | | | Welltower, Inc., 2.800%, 06/01/2031 | | | | | 422,389 | | | | | | 0.0 | | |
500,000 | | | Welltower, Inc., 4.000%, 06/01/2025 | | | | | 496,960 | | | | | | 0.0 | | |
500,000 | | | Western Union Co/The, 1.350%, 03/15/2026 | | | | | 447,034 | | | | | | 0.0 | | |
1,000,000 (1) | | | Westpac Banking Corp., 2.750%, 01/11/2023 | | | | | 998,557 | | | | | | 0.1 | | |
750,000 (3) | | | Westpac Banking Corp., 4.322%, 11/23/2031 | | | | | 721,720 | | | | | | 0.0 | | |
500,000 | | | Zions Bancorp NA, 3.250%, 10/29/2029 | | | | | 435,601 | | | | | | 0.0 | | |
| | | | | | | | 242,791,138 | | | | | | 8.4 | | |
| | | Industrial: 2.3% | | ||||||||||||
750,000 | | | 3M Co., 2.250%, 09/19/2026 | | | | | 708,496 | | | | | | 0.0 | | |
1,000,000 (1) | | | 3M Co., 2.875%, 10/15/2027 | | | | | 962,529 | | | | | | 0.1 | | |
100,000 | | | 3M Co., 3.000%, 08/07/2025 | | | | | 98,532 | | | | | | 0.0 | | |
200,000 | | | 3M Co., 3.875%, 06/15/2044 | | | | | 174,280 | | | | | | 0.0 | | |
1,000,000 | | | 3M Co., 4.000%, 09/14/2048 | | | | | 905,251 | | | | | | 0.0 | | |
500,000 | | | Agilent Technologies, Inc., 2.300%, 03/12/2031 | | | | | 407,855 | | | | | | 0.0 | | |
1,000,000 | | | Boeing Co/The, 2.196%, 02/04/2026 | | | | | 902,929 | | | | | | 0.0 | | |
500,000 | | | Boeing Co/The, 2.800%, 03/01/2027 | | | | | 447,174 | | | | | | 0.0 | | |
500,000 | | | Boeing Co/The, 3.300%, 03/01/2035 | | | | | 380,607 | | | | | | 0.0 | | |
500,000 | | | Boeing Co/The, 3.600%, 05/01/2034 | | | | | 399,673 | | | | | | 0.0 | | |
1,000,000 | | | Boeing Co/The, 5.040%, 05/01/2027 | | | | | 988,585 | | | | | | 0.1 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Industrial (continued) | | ||||||||||||
3,000,000 | | | Boeing Co/The, 5.150%, 05/01/2030 | | | | $ | 2,882,167 | | | | | | 0.1 | | |
1,000,000 | | | Boeing Co/The, 5.705%, 05/01/2040 | | | | | 934,485 | | | | | | 0.1 | | |
500,000 | | | Burlington Northern Santa Fe LLC, 2.875%, 06/15/2052 | | | | | 374,479 | | | | | | 0.0 | | |
500,000 | | | Burlington Northern Santa Fe LLC, 3.000%, 03/15/2023 | | | | | 499,724 | | | | | | 0.0 | | |
1,000,000 | | | Burlington Northern Santa Fe LLC, 3.300%, 09/15/2051 | | | | | 804,327 | | | | | | 0.0 | | |
500,000 | | | Burlington Northern Santa Fe LLC, 4.375%, 09/01/2042 | | | | | 473,326 | | | | | | 0.0 | | |
500,000 | | | Burlington Northern Santa Fe LLC, 4.450%, 03/15/2043 | | | | | 476,231 | | | | | | 0.0 | | |
400,000 | | | Burlington Northern Santa Fe LLC, 4.900%, 04/01/2044 | | | | | 402,795 | | | | | | 0.0 | | |
1,000,000 | | | Canadian National Railway Co., 2.250%, 11/15/2022 | | | | | 997,474 | | | | | | 0.1 | | |
750,000 | | | Canadian Pacific Railway Co., 4.800%, 09/15/2035 | | | | | 748,074 | | | | | | 0.0 | | |
750,000 | | | Canadian Pacific Railway Co., 4.800%, 08/01/2045 | | | | | 744,765 | | | | | | 0.0 | | |
500,000 (1) | | | Caterpillar Financial Services Corp., 1.700%, 01/08/2027 | | | | | 458,149 | | | | | | 0.0 | | |
200,000 | | | Caterpillar Financial Services Corp., 2.400%, 08/09/2026 | | | | | 190,343 | | | | | | 0.0 | | |
300,000 | | | Caterpillar Financial Services Corp., 2.625%, 03/01/2023 | | | | | 298,528 | | | | | | 0.0 | | |
500,000 | | | Caterpillar Financial Services Corp., 3.750%, 11/24/2023 | | | | | 503,931 | | | | | | 0.0 | | |
500,000 (1) | | | Caterpillar, Inc., 1.900%, 03/12/2031 | | | | | 427,134 | | | | | | 0.0 | | |
1,000,000 | | | Caterpillar, Inc., 3.803%, 08/15/2042 | | | | | 912,514 | | | | | | 0.1 | | |
1,000,000 | | | Caterpillar, Inc., 4.300%, 05/15/2044 | | | | | 970,392 | | | | | | 0.1 | | |
500,000 | | | CSX Corp., 3.950%, 05/01/2050 | | | | | 434,395 | | | | | | 0.0 | | |
500,000 | | | CSX Corp., 4.100%, 03/15/2044 | | | | | 440,075 | | | | | | 0.0 | | |
1,000,000 | | | CSX Corp., 4.400%, 03/01/2043 | | | | | 915,798 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
�� | | | Industrial (continued) | | ||||||||||||
500,000 | | | Deere & Co., 3.900%, 06/09/2042 | | | | $ | 470,408 | | | | | | 0.0 | | |
2,000,000 | | | Emerson Electric Co., 1.950%, 10/15/2030 | | | | | 1,688,568 | | | | | | 0.1 | | |
750,000 (1) | | | FedEx Corp., 2.400%, 05/15/2031 | | | | | 631,861 | | | | | | 0.0 | | |
500,000 | | | FedEx Corp., 3.250%, 05/15/2041 | | | | | 390,941 | | | | | | 0.0 | | |
1,000,000 | | | FedEx Corp., 3.400%, 02/15/2028 | | | | | 952,741 | | | | | | 0.1 | | |
200,000 | | | FedEx Corp., 3.875%, 08/01/2042 | | | | | 170,494 | | | | | | 0.0 | | |
500,000 | | | FedEx Corp., 4.750%, 11/15/2045 | | | | | 459,321 | | | | | | 0.0 | | |
500,000 | | | GATX Corp., 1.900%, 06/01/2031 | | | | | 391,213 | | | | | | 0.0 | | |
1,000,000 | | | GE Capital Funding LLC, 4.550%, 05/15/2032 | | | | | 965,811 | | | | | | 0.1 | | |
3,134,000 | | | GE Capital International Funding Co. Unlimited Co., 4.418%, 11/15/2035 | | | | | 2,931,139 | | | | | | 0.1 | | |
500,000 | | | General Dynamics Corp., 2.250%, 11/15/2022 | | | | | 499,751 | | | | | | 0.0 | | |
500,000 | | | General Dynamics Corp., 3.600%, 11/15/2042 | | | | | 432,505 | | | | | | 0.0 | | |
2,600,000 | | | Honeywell International, Inc., 3.812%, 11/21/2047 | | | | | 2,384,862 | | | | | | 0.1 | | |
500,000 | | | Illinois Tool Works, Inc., 3.500%, 03/01/2024 | | | | | 502,133 | | | | | | 0.0 | | |
500,000 | | | Illinois Tool Works, Inc., 3.900%, 09/01/2042 | | | | | 445,187 | | | | | | 0.0 | | |
500,000 | | | Jabil, Inc., 1.700%, 04/15/2026 | | | | | 448,380 | | | | | | 0.0 | | |
500,000 | | | John Deere Capital Corp., 1.500%, 03/06/2028 | | | | | 440,203 | | | | | | 0.0 | | |
1,000,000 | | | John Deere Capital Corp., 2.800%, 03/06/2023 | | | | | 1,000,098 | | | | | | 0.1 | | |
1,000,000 | | | John Deere Capital Corp., 2.800%, 09/08/2027 | | | | | 955,071 | | | | | | 0.1 | | |
500,000 | | | John Deere Capital Corp., 3.350%, 06/12/2024 | | | | | 500,362 | | | | | | 0.0 | | |
1,000,000 | | | John Deere Capital Corp., 3.450%, 03/07/2029 | | | | | 966,765 | | | | | | 0.1 | | |
373,000 (3) | | | Johnson Controls International plc, 3.625%, 07/02/2024 | | | | | 370,399 | | | | | | 0.0 | | |
250,000 (3) | | | Johnson Controls International plc, 4.625%, 07/02/2044 | | | | | 224,578 | | | | | | 0.0 | | |
24,000 | | | Johnson Controls International plc, 5.125%, 09/14/2045 | | | | | 23,278 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Industrial (continued) | | ||||||||||||
1,500,000 | | | Lockheed Martin Corp., 2.800%, 06/15/2050 | | | | $ | 1,119,189 | | | | | | 0.1 | | |
892,000 (1) | | | Lockheed Martin Corp., 3.550%, 01/15/2026 | | | | | 894,597 | | | | | | 0.0 | | |
1,250,000 | | | Lockheed Martin Corp., 3.600%, 03/01/2035 | | | | | 1,158,463 | | | | | | 0.1 | | |
500,000 | | | Lockheed Martin Corp., 4.500%, 05/15/2036 | | | | | 497,746 | | | | | | 0.0 | | |
500,000 | | | Lockheed Martin Corp., 4.700%, 05/15/2046 | | | | | 506,051 | | | | | | 0.0 | | |
500,000 | | | Masco Corp., 1.500%, 02/15/2028 | | | | | 419,985 | | | | | | 0.0 | | |
500,000 | | | Masco Corp., 2.000%, 02/15/2031 | | | | | 393,383 | | | | | | 0.0 | | |
1,250,000 | | | Mohawk Industries, Inc., 3.850%, 02/01/2023 | | | | | 1,249,939 | | | | | | 0.1 | | |
1,000,000 | | | Norfolk Southern Corp., 3.950%, 10/01/2042 | | | | | 873,838 | | | | | | 0.0 | | |
375,000 | | | Norfolk Southern Corp., 4.800%, 08/15/2043 | | | | | 347,588 | | | | | | 0.0 | | |
750,000 | | | Northrop Grumman Corp., 2.930%, 01/15/2025 | | | | | 734,380 | | | | | | 0.0 | | |
500,000 | | | Northrop Grumman Corp., 3.850%, 04/15/2045 | | | | | 422,205 | | | | | | 0.0 | | |
1,000,000 | | | Northrop Grumman Corp., 4.030%, 10/15/2047 | | | | | 889,673 | | | | | | 0.0 | | |
500,000 (1) | | | Otis Worldwide Corp., 2.293%, 04/05/2027 | | | | | 453,095 | | | | | | 0.0 | | |
500,000 | | | Otis Worldwide Corp., 3.112%, 02/15/2040 | | | | | 387,968 | | | | | | 0.0 | | |
200,000 (1) | | | Packaging Corp. of America, 3.650%, 09/15/2024 | | | | | 199,267 | | | | | | 0.0 | | |
250,000 | | | Parker-Hannifin Corp., 4.200%, 11/21/2034 | | | | | 232,589 | | | | | | 0.0 | | |
500,000 | | | Raytheon Technologies Corp., 3.030%, 03/15/2052 | | | | | 373,436 | | | | | | 0.0 | | |
500,000 | | | Raytheon Technologies Corp., 4.150%, 05/15/2045 | | | | | 445,448 | | | | | | 0.0 | | |
1,000,000 | | | Raytheon Technologies Corp., 4.450%, 11/16/2038 | | | | | 955,601 | | | | | | 0.1 | | |
500,000 | | | Raytheon Technologies Corp., 4.500%, 06/01/2042 | | | | | 477,684 | | | | | | 0.0 | | |
1,000,000 | | | Raytheon Technologies Corp., 4.625%, 11/16/2048 | | | | | 978,540 | | | | | | 0.1 | | |
500,000 | | | Republic Services, Inc., 2.300%, 03/01/2030 | | | | | 429,516 | | | | | | 0.0 | | |
500,000 | | | Ryder System, Inc., 1.750%, 09/01/2026 | | | | | 452,045 | | | | | | 0.0 | | |
500,000 | | | Ryder System, Inc., 2.900%, 12/01/2026 | | | | | 466,423 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Industrial (continued) | | ||||||||||||
500,000 | | | Stanley Black & Decker, Inc., 2.300%, 03/15/2030 | | | | $ | 429,223 | | | | | | 0.0 | | |
252,000 | | | Teledyne Technologies, Inc., 1.600%, 04/01/2026 | | | | | 227,183 | | | | | | 0.0 | | |
250,000 | | | Teledyne Technologies, Inc., 2.750%, 04/01/2031 | | | | | 209,251 | | | | | | 0.0 | | |
500,000 | | | Textron, Inc., 2.450%, 03/15/2031 | | | | | 411,301 | | | | | | 0.0 | | |
500,000 | | | Trane Technologies Luxembourg Finance SA, 3.800%, 03/21/2029 | | | | | 468,693 | | | | | | 0.0 | | |
500,000 | | | Trane Technologies Luxembourg Finance SA, 4.500%, 03/21/2049 | | | | | 447,090 | | | | | | 0.0 | | |
250,000 | | | Trane Technologies Luxembourg Finance SA, 4.650%, 11/01/2044 | | | | | 226,671 | | | | | | 0.0 | | |
500,000 | | | Union Pacific Corp., 2.750%, 04/15/2023 | | | | | 497,927 | | | | | | 0.0 | | |
500,000 | | | Union Pacific Corp., 2.750%, 03/01/2026 | | | | | 480,394 | | | | | | 0.0 | | |
750,000 | | | Union Pacific Corp., 2.950%, 03/10/2052 | | | | | 553,528 | | | | | | 0.0 | | |
500,000 | | | Union Pacific Corp., 2.973%, 09/16/2062 | | | | | 347,270 | | | | | | 0.0 | | |
250,000 | | | Union Pacific Corp., 3.375%, 02/01/2035 | | | | | 224,375 | | | | | | 0.0 | | |
250,000 | | | Union Pacific Corp., 3.750%, 03/15/2024 | | | | | 250,701 | | | | | | 0.0 | | |
250,000 | | | Union Pacific Corp., 3.799%, 10/01/2051 | | | | | 214,446 | | | | | | 0.0 | | |
750,000 | | | Union Pacific Corp., 3.799%, 04/06/2071 | | | | | 602,858 | | | | | | 0.0 | | |
1,000,000 | | | United Parcel Service, Inc., 2.800%, 11/15/2024 | | | | | 988,999 | | | | | | 0.1 | | |
1,000,000 (1) | | | United Parcel Service, Inc., 3.050%, 11/15/2027 | | | | | 974,958 | | | | | | 0.1 | | |
1,000,000 | | | Vulcan Materials Co., 3.500%, 06/01/2030 | | | | | 907,660 | | | | | | 0.0 | | |
1,000,000 | | | Waste Management, Inc., 1.150%, 03/15/2028 | | | | | 853,067 | | | | | | 0.0 | | |
750,000 | | | Waste Management, Inc., 1.500%, 03/15/2031 | | | | | 597,448 | | | | | | 0.0 | | |
500,000 | | | Waste Management, Inc., 2.500%, 11/15/2050 | | | | | 337,399 | | | | | | 0.0 | | |
| | | | | | | | 65,120,177 | | | | | | 2.3 | | |
| | | Technology: 1.9% | | ||||||||||||
500,000 | | | Adobe, Inc., 2.150%, 02/01/2027 | | | | | 467,758 | | | | | | 0.0 | | |
750,000 | | | Apple, Inc., 1.200%, 02/08/2028 | | | | | 656,801 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Technology (continued) | | ||||||||||||
1,000,000 | | | Apple, Inc., 1.650%, 05/11/2030 | | | | $ | 848,516 | | | | | | 0.0 | | |
750,000 | | | Apple, Inc., 2.375%, 02/08/2041 | | | | | 575,022 | | | | | | 0.0 | | |
1,000,000 | | | Apple, Inc., 2.400%, 01/13/2023 | | | | | 998,948 | | | | | | 0.1 | | |
1,000,000 | | | Apple, Inc., 2.400%, 05/03/2023 | | | | | 994,672 | | | | | | 0.1 | | |
1,000,000 | | | Apple, Inc., 2.650%, 05/11/2050 | | | | | 739,833 | | | | | | 0.0 | | |
750,000 | | | Apple, Inc., 2.650%, 02/08/2051 | | | | | 554,489 | | | | | | 0.0 | | |
750,000 | | | Apple, Inc., 3.000%, 02/09/2024 | | | | | 748,771 | | | | | | 0.0 | | |
1,000,000 (1) | | | Apple, Inc., 3.200%, 05/13/2025 | | | | | 1,001,413 | | | | | | 0.1 | | |
1,000,000 | | | Apple, Inc., 3.250%, 02/23/2026 | | | | | 994,553 | | | | | | 0.1 | | |
1,000,000 | | | Apple, Inc., 3.350%, 02/09/2027 | | | | | 994,400 | | | | | | 0.1 | | |
500,000 | | | Apple, Inc., 3.450%, 05/06/2024 | | | | | 502,165 | | | | | | 0.0 | | |
500,000 | | | Apple, Inc., 3.450%, 02/09/2045 | | | | | 435,969 | | | | | | 0.0 | | |
1,000,000 | | | Apple, Inc., 3.850%, 05/04/2043 | | | | | 922,043 | | | | | | 0.0 | | |
400,000 | | | Apple, Inc., 4.375%, 05/13/2045 | | | | | 396,675 | | | | | | 0.0 | | |
500,000 | | | Apple, Inc., 4.450%, 05/06/2044 | | | | | 498,906 | | | | | | 0.0 | | |
500,000 | | | Applied Materials, Inc., 3.900%, 10/01/2025 | | | | | 503,643 | | | | | | 0.0 | | |
250,000 | | | Autodesk, Inc., 4.375%, 06/15/2025 | | | | | 253,971 | | | | | | 0.0 | | |
1,000,000 | | | Broadcom Corp. / Broadcom Cayman Finance Ltd., 3.875%, 01/15/2027 | | | | | 963,086 | | | | | | 0.1 | | |
1,052,000 (2) | | | Broadcom, Inc., 4.926%, 05/15/2037 | | | | | 944,637 | | | | | | 0.0 | | |
106,000 | | | Dell International LLC / EMC Corp., 5.450%, 06/15/2023 | | | | | 107,104 | | | | | | 0.0 | | |
400,000 | | | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | | | | | 415,919 | | | | | | 0.0 | | |
99,000 | | | Dell International LLC / EMC Corp., 8.350%, 07/15/2046 | | | | | 123,542 | | | | | | 0.0 | | |
500,000 | | | Fidelity National Information Services, Inc., 1.150%, 03/01/2026 | | | | | 442,943 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Technology (continued) | | ||||||||||||
500,000 | | | Fidelity National Information Services, Inc., 1.650%, 03/01/2028 | | | | $ | 427,004 | | | | | | 0.0 | | |
500,000 (1) | | | Fidelity National Information Services, Inc., 2.250%, 03/01/2031 | | | | | 406,332 | | | | | | 0.0 | | |
1,000,000 (1) | | | Fiserv, Inc., 2.250%, 06/01/2027 | | | | | 895,257 | | | | | | 0.0 | | |
2,000,000 | | | Fiserv, Inc., 2.650%, 06/01/2030 | | | | | 1,695,899 | | | | | | 0.1 | | |
1,000,000 | | | Hewlett Packard Enterprise Co., 1.450%, 04/01/2024 | | | | | 960,377 | | | | | | 0.1 | | |
500,000 | | | Hewlett Packard Enterprise Co., 4.400%, 10/15/2022 | | | | | 500,962 | | | | | | 0.0 | | |
1,000,000 | | | HP, Inc., 2.200%, 06/17/2025 | | | | | 946,439 | | | | | | 0.0 | | |
500,000 | | | HP, Inc., 3.400%, 06/17/2030 | | | | | 436,606 | | | | | | 0.0 | | |
1,000,000 | | | Intel Corp., 2.450%, 11/15/2029 | | | | | 893,070 | | | | | | 0.0 | | |
1,000,000 (1) | | | Intel Corp., 3.150%, 05/11/2027 | | | | | 977,357 | | | | | | 0.1 | | |
500,000 | | | Intel Corp., 3.250%, 11/15/2049 | | | | | 389,681 | | | | | | 0.0 | | |
1,760,000 (1) | | | Intel Corp., 3.700%, 07/29/2025 | | | | | 1,773,437 | | | | | | 0.1 | | |
272,000 | | | Intel Corp., 3.734%, 12/08/2047 | | | | | 231,160 | | | | | | 0.0 | | |
3,000,000 | | | International Business Machines Corp., 1.950%, 05/15/2030 | | | | | 2,516,838 | | | | | | 0.1 | | |
1,000,000 | | | International Business Machines Corp., 2.850%, 05/15/2040 | | | | | 759,199 | | | | | | 0.0 | | |
1,000,000 | | | International Business Machines Corp., 3.375%, 08/01/2023 | | | | | 1,002,314 | | | | | | 0.1 | | |
1,000,000 (1) | | | International Business Machines Corp., 3.450%, 02/19/2026 | | | | | 987,933 | | | | | | 0.1 | | |
400,000 | | | Lam Research Corp., 3.800%, 03/15/2025 | | | | | 401,077 | | | | | | 0.0 | | |
750,000 | | | Lam Research Corp., 4.000%, 03/15/2029 | | | | | 737,318 | | | | | | 0.0 | | |
1,000,000 | | | Microsoft Corp., 2.375%, 05/01/2023 | | | | | 997,075 | | | | | | 0.1 | | |
1,000,000 | | | Microsoft Corp., 2.400%, 08/08/2026 | | | | | 962,985 | | | | | | 0.1 | | |
2,250,000 | | | Microsoft Corp., 2.525%, 06/01/2050 | | | | | 1,660,071 | | | | | | 0.1 | | |
87,000 | | | Microsoft Corp., 2.675%, 06/01/2060 | | | | | 62,513 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Technology (continued) | | ||||||||||||
500,000 | | | Microsoft Corp., 2.875%, 02/06/2024 | | | | $ | 498,805 | | | | | | 0.0 | | |
1,000,000 | | | Microsoft Corp., 2.921%, 03/17/2052 | | | | | 790,419 | | | | | | 0.0 | | |
413,000 | | | Microsoft Corp., 3.041%, 03/17/2062 | | | | | 321,242 | | | | | | 0.0 | | |
500,000 | | | Microsoft Corp., 3.125%, 11/03/2025 | | | | | 500,438 | | | | | | 0.0 | | |
1,500,000 | | | Microsoft Corp., 3.300%, 02/06/2027 | | | | | 1,491,459 | | | | | | 0.1 | | |
250,000 (1) | | | Microsoft Corp., 3.500%, 02/12/2035 | | | | | 239,967 | | | | | | 0.0 | | |
750,000 | | | Microsoft Corp., 3.625%, 12/15/2023 | | | | | 756,233 | | | | | | 0.0 | | |
1,000,000 | | | NVIDIA Corp., 2.850%, 04/01/2030 | | | | | 916,375 | | | | | | 0.0 | | |
1,000,000 | | | NVIDIA Corp., 3.500%, 04/01/2040 | | | | | 877,131 | | | | | | 0.0 | | |
500,000 | | | NVIDIA Corp., 3.500%, 04/01/2050 | | | | | 425,598 | | | | | | 0.0 | | |
750,000 | | | Oracle Corp., 1.650%, 03/25/2026 | | | | | 673,091 | | | | | | 0.0 | | |
500,000 | | | Oracle Corp., 2.500%, 10/15/2022 | | | | | 499,011 | | | | | | 0.0 | | |
500,000 | | | Oracle Corp., 2.875%, 03/25/2031 | | | | | 412,448 | | | | | | 0.0 | | |
1,000,000 | | | Oracle Corp., 2.950%, 11/15/2024 | | | | | 970,198 | | | | | | 0.1 | | |
750,000 | | | Oracle Corp., 2.950%, 05/15/2025 | | | | | 718,940 | | | | | | 0.0 | | |
1,000,000 | | | Oracle Corp., 3.250%, 11/15/2027 | | | | | 923,198 | | | | | | 0.0 | | |
500,000 (1) | | | Oracle Corp., 3.400%, 07/08/2024 | | | | | 493,366 | | | | | | 0.0 | | |
500,000 | | | Oracle Corp., 3.650%, 03/25/2041 | | | | | 373,369 | | | | | | 0.0 | | |
400,000 | | | Oracle Corp., 3.850%, 07/15/2036 | | | | | 321,966 | | | | | | 0.0 | | |
750,000 | | | Oracle Corp., 3.900%, 05/15/2035 | | | | | 619,588 | | | | | | 0.0 | | |
500,000 | | | Oracle Corp., 3.950%, 03/25/2051 | | | | | 368,012 | | | | | | 0.0 | | |
750,000 | | | Oracle Corp., 4.125%, 05/15/2045 | | | | | 571,810 | | | | | | 0.0 | | |
180,000 | | | Oracle Corp., 4.300%, 07/08/2034 | | | | | 157,287 | | | | | | 0.0 | | |
1,500,000 | | | Oracle Corp., 5.375%, 07/15/2040 | | | | | 1,368,860 | | | | | | 0.1 | | |
500,000 | | | QUALCOMM, Inc., 2.150%, 05/20/2030 | | | | | 438,538 | | | | | | 0.0 | | |
850,000 | | | QUALCOMM, Inc., 4.650%, 05/20/2035 | | | | | 871,775 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Technology (continued) | | ||||||||||||
350,000 | | | QUALCOMM, Inc., 4.800%, 05/20/2045 | | | | $ | 359,404 | | | | | | 0.0 | | |
| | | | | | | | 53,665,211 | | | | | | 1.9 | | |
| | | Utilities: 2.2% | | ||||||||||||
250,000 | | | Ameren Illinois Co., 4.300%, 07/01/2044 | | | | | 231,759 | | | | | | 0.0 | | |
500,000 | | | Appalachian Power Co., 3.700%, 05/01/2050 | | | | | 398,390 | | | | | | 0.0 | | |
500,000 | | | Appalachian Power Co., 4.400%, 05/15/2044 | | | | | 439,529 | | | | | | 0.0 | | |
750,000 | | | Appalachian Power Co., 4.450%, 06/01/2045 | | | | | 655,560 | | | | | | 0.0 | | |
750,000 | | | Arizona Public Service Co., 2.950%, 09/15/2027 | | | | | 705,054 | | | | | | 0.0 | | |
400,000 | | | Arizona Public Service Co., 3.350%, 06/15/2024 | | | | | 395,393 | | | | | | 0.0 | | |
1,000,000 | | | Arizona Public Service Co., 3.350%, 05/15/2050 | | | | | 736,037 | | | | | | 0.0 | | |
500,000 | | | Atlantic City Electric Co., 2.300%, 03/15/2031 | | | | | 432,331 | | | | | | 0.0 | | |
500,000 | | | Atmos Energy Corp., 4.125%, 10/15/2044 | | | | | 443,726 | | | | | | 0.0 | | |
500,000 | | | Atmos Energy Corp., 4.125%, 03/15/2049 | | | | | 454,008 | | | | | | 0.0 | | |
1,000,000 (1) | | | Baltimore Gas and Electric Co., 3.350%, 07/01/2023 | | | | | 997,335 | | | | | | 0.1 | | |
500,000 | | | Baltimore Gas and Electric Co., 3.500%, 08/15/2046 | | | | | 411,379 | | | | | | 0.0 | | |
1,000,000 | | | Berkshire Hathaway Energy Co., 6.125%, 04/01/2036 | | | | | 1,106,493 | | | | | | 0.1 | | |
750,000 | | | CenterPoint Energy Houston Electric LLC, 3.000%, 02/01/2027 | | | | | 718,968 | | | | | | 0.0 | | |
750,000 | | | CenterPoint Energy Houston Electric LLC, 3.350%, 04/01/2051 | | | | | 611,063 | | | | | | 0.0 | | |
250,000 | | | CMS Energy Corp., 3.875%, 03/01/2024 | | | | | 249,825 | | | | | | 0.0 | | |
250,000 | | | CMS Energy Corp., 4.875%, 03/01/2044 | | | | | 238,319 | | | | | | 0.0 | | |
500,000 | | | Commonwealth Edison Co., 3.125%, 03/15/2051 | | | | | 384,879 | | | | | | 0.0 | | |
200,000 | | | Consolidated Edison Co. of New York, Inc., 4.300%, 12/01/2056 | | | | | 175,897 | | | | | | 0.0 | | |
500,000 | | | Consolidated Edison Co. of New York, Inc., 4.450%, 03/15/2044 | | | | | 458,087 | | | | | | 0.0 | | |
500,000 | | | Consolidated Edison Co. of New York, Inc., 4.500%, 12/01/2045 | | | | | 456,322 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
400,000 | | | Consolidated Edison Co. of New York, Inc., 4.625%, 12/01/2054 | | | | $ | 372,235 | | | | | | 0.0 | | |
500,000 | | | Consumers Energy Co., 3.950%, 07/15/2047 | | | | | 447,297 | | | | | | 0.0 | | |
250,000 | | | Dominion Energy South Carolina, Inc., 5.100%, 06/01/2065 | | | | | 249,238 | | | | | | 0.0 | | |
750,000 | | | Dominion Energy, Inc., 1.450%, 04/15/2026 | | | | | 679,145 | | | | | | 0.0 | | |
750,000 (1) | | | Dominion Energy, Inc., 3.300%, 04/15/2041 | | | | | 589,716 | | | | | | 0.0 | | |
250,000 | | | DTE Electric Co., 4.300%, 07/01/2044 | | | | | 233,575 | | | | | | 0.0 | | |
1,000,000 | | | DTE Energy Co., 1.050%, 06/01/2025 | | | | | 920,745 | | | | | | 0.1 | | |
500,000 | | | Duke Energy Carolinas LLC, 2.500%, 03/15/2023 | | | | | 498,296 | | | | | | 0.0 | | |
750,000 | | | Duke Energy Carolinas LLC, 2.550%, 04/15/2031 | | | | | 656,687 | | | | | | 0.0 | | |
750,000 | | | Duke Energy Carolinas LLC, 3.450%, 04/15/2051 | | | | | 612,069 | | | | | | 0.0 | | |
1,000,000 (1) | | | Duke Energy Corp., 2.450%, 06/01/2030 | | | | | 843,873 | | | | | | 0.0 | | |
500,000 | | | Duke Energy Corp., 3.750%, 09/01/2046 | | | | | 394,762 | | | | | | 0.0 | | |
500,000 | | | Duke Energy Corp., 3.950%, 10/15/2023 | | | | | 502,302 | | | | | | 0.0 | | |
500,000 | | | Duke Energy Corp., 4.800%, 12/15/2045 | | | | | 457,551 | | | | | | 0.0 | | |
1,000,000 | | | Duke Energy Florida LLC, 3.800%, 07/15/2028 | | | | | 978,136 | | | | | | 0.1 | | |
150,000 | | | Duke Energy Progress LLC, 4.150%, 12/01/2044 | | | | | 134,487 | | | | | | 0.0 | | |
750,000 | | | Duke Energy Progress LLC, 4.200%, 08/15/2045 | | | | | 683,218 | | | | | | 0.0 | | |
134,000 | | | Eastern Energy Gas Holdings LLC, 3.600%, 12/15/2024 | | | | | 132,842 | | | | | | 0.0 | | |
500,000 | | | Enel Generacion Chile SA, 4.250%, 04/15/2024 | | | | | 493,060 | | | | | | 0.0 | | |
500,000 | | | Entergy Arkansas LLC, 3.350%, 06/15/2052 | | | | | 395,810 | | | | | | 0.0 | | |
400,000 | | | Entergy Arkansas LLC, 3.500%, 04/01/2026 | | | | | 395,099 | | | | | | 0.0 | | |
400,000 | | | Entergy Arkansas LLC, 3.700%, 06/01/2024 | | | | | 401,635 | | | | | | 0.0 | | |
500,000 | | | Entergy Corp., 2.400%, 06/15/2031 | | | | | 407,181 | | | | | | 0.0 | | |
1,000,000 | | | Entergy Corp., 2.800%, 06/15/2030 | | | | | 858,723 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
500,000 | | | Entergy Louisiana LLC, 2.350%, 06/15/2032 | | | | $ | 418,484 | | | | | | 0.0 | | |
500,000 | | | Entergy Louisiana LLC, 4.950%, 01/15/2045 | | | | | 477,788 | | | | | | 0.0 | | |
500,000 | | | Essential Utilities, Inc., 2.400%, 05/01/2031 | | | | | 416,712 | | | | | | 0.0 | | |
1,000,000 | | | Evergy Kansas Central, Inc., 4.125%, 03/01/2042 | | | | | 892,059 | | | | | | 0.1 | | |
500,000 | | | Evergy Kansas Central, Inc., 4.625%, 09/01/2043 | | | | | 457,151 | | | | | | 0.0 | | |
1,000,000 | | | Exelon Corp., 4.950%, 06/15/2035 | | | | | 977,382 | | | | | | 0.1 | | |
750,000 | | | Exelon Corp., 5.100%, 06/15/2045 | | | | | 738,725 | | | | | | 0.0 | | |
500,000 | | | Florida Power & Light Co., 3.250%, 06/01/2024 | | | | | 500,038 | | | | | | 0.0 | | |
750,000 | | | Florida Power & Light Co., 3.800%, 12/15/2042 | | | | | 669,716 | | | | | | 0.0 | | |
1,500,000 | | | Florida Power & Light Co., 4.050%, 06/01/2042 | | | | | 1,392,227 | | | | | | 0.1 | | |
500,000 | | | Georgia Power Co., 3.250%, 03/15/2051 | | | | | 368,232 | | | | | | 0.0 | | |
500,000 | | | Indiana Michigan Power Co., 4.550%, 03/15/2046 | | | | | 466,030 | | | | | | 0.0 | | |
1,000,000 (2) | | | Israel Electric Corp. Ltd., 4.250%, 08/14/2028 | | | | | 963,743 | | | | | | 0.1 | | |
1,000,000 (1) | | | ITC Holdings Corp., 3.350%, 11/15/2027 | | | | | 956,159 | | | | | | 0.1 | | |
250,000 | | | ITC Holdings Corp., 3.650%, 06/15/2024 | | | | | 247,805 | | | | | | 0.0 | | |
500,000 | | | Jersey Central Power & Light Co., 6.150%, 06/01/2037 | | | | | 534,393 | | | | | | 0.0 | | |
1,000,000 | | | Kentucky Utilities Co., 3.300%, 06/01/2050 | | | | | 782,086 | | | | | | 0.0 | | |
2,500,000 | | | Kentucky Utilities Co., 5.125%, 11/01/2040 | | | | | 2,504,485 | | | | | | 0.1 | | |
500,000 | | | MidAmerican Energy Co., 3.100%, 05/01/2027 | | | | | 483,088 | | | | | | 0.0 | | |
500,000 | | | MidAmerican Energy Co., 3.950%, 08/01/2047 | | | | | 446,543 | | | | | | 0.0 | | |
2,000,000 | | | Mississippi Power Co., 4.250%, 03/15/2042 | | | | | 1,747,780 | | | | | | 0.1 | | |
250,000 (2) | | | Monongahela Power Co., 5.400%, 12/15/2043 | | | | | 247,639 | | | | | | 0.0 | | |
500,000 | | | National Fuel Gas Co., 2.950%, 03/01/2031 | | | | | 406,299 | | | | | | 0.0 | | |
1,000,000 | | | National Fuel Gas Co., 5.200%, 07/15/2025 | | | | | 1,013,413 | | | | | | 0.1 | | |
500,000 | | | National Fuel Gas Co., 5.500%, 01/15/2026 | | | | | 502,460 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
1,000,000 (3) | | | National Rural Utilities Cooperative Finance Corp., 5.250%, 04/20/2046 | | | | $ | 921,148 | | | | | | 0.1 | | |
500,000 | | | Northern States Power Co/MN, 4.125%, 05/15/2044 | | | | | 454,307 | | | | | | 0.0 | | |
250,000 | | | Oklahoma Gas and Electric Co., 4.000%, 12/15/2044 | | | | | 215,467 | | | | | | 0.0 | | |
250,000 | | | Oklahoma Gas and Electric Co., 4.550%, 03/15/2044 | | | | | 229,337 | | | | | | 0.0 | | |
1,500,000 | | | Pacific Gas and Electric Co., 2.100%, 08/01/2027 | | | | | 1,258,672 | | | | | | 0.1 | | |
1,500,000 | | | Pacific Gas and Electric Co., 2.500%, 02/01/2031 | | | | | 1,148,774 | | | | | | 0.1 | | |
500,000 | | | Pacific Gas and Electric Co., 3.250%, 06/01/2031 | | | | | 404,359 | | | | | | 0.0 | | |
1,500,000 | | | Pacific Gas and Electric Co., 3.300%, 08/01/2040 | | | | | 1,036,428 | | | | | | 0.1 | | |
1,500,000 | | | Pacific Gas and Electric Co., 3.500%, 08/01/2050 | | | | | 1,004,769 | | | | | | 0.1 | | |
500,000 | | | Pacific Gas and Electric Co., 4.200%, 06/01/2041 | | | | | 366,923 | | | | | | 0.0 | | |
1,000,000 | | | PacifiCorp, 4.150%, 02/15/2050 | | | | | 904,153 | | | | | | 0.1 | | |
750,000 | | | PECO Energy Co., 4.150%, 10/01/2044 | | | | | 684,064 | | | | | | 0.0 | | |
250,000 | | | Piedmont Natural Gas Co., 4.100%, 09/18/2034 | | | | | 229,439 | | | | | | 0.0 | | |
500,000 | | | Public Service Co. of Colorado, 1.900%, 01/15/2031 | | | | | 422,678 | | | | | | 0.0 | | |
1,000,000 | | | Public Service Co. of Colorado, 3.700%, 06/15/2028 | | | | | 985,676 | | | | | | 0.1 | | |
500,000 | | | Public Service Co. of Colorado, 4.100%, 06/15/2048 | | | | | 457,317 | | | | | | 0.0 | | |
1,000,000 | | ��� | Public Service Electric and Gas Co., 2.375%, 05/15/2023 | | | | | 988,686 | | | | | | 0.1 | | |
750,000 | | | Public Service Electric and Gas Co., 3.800%, 01/01/2043 | | | | | 658,845 | | | | | | 0.0 | | |
250,000 | | | Public Service Electric and Gas Co., 4.000%, 06/01/2044 | | | | | 225,113 | | | | | | 0.0 | | |
750,000 | | | Sierra Pacific Power Co., 2.600%, 05/01/2026 | | | | | 714,262 | | | | | | 0.0 | | |
1,064,632 | | | Southaven Combined Cycle Generation LLC, 3.846%, 08/15/2033 | | | | | 1,014,280 | | | | | | 0.1 | | |
500,000 | | | Southern California Edison Co., 3.900%, 03/15/2043 | | | | | 402,140 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
750,000 | | | Southern California Edison Co., 4.000%, 04/01/2047 | | | | $ | 609,820 | | | | | | 0.0 | | |
500,000 | | | Southern California Edison Co., 4.650%, 10/01/2043 | | | | | 455,035 | | | | | | 0.0 | | |
500,000 | | | Southern California Gas Co., 4.300%, 01/15/2049 | | | | | 453,954 | | | | | | 0.0 | | |
1,000,000 | | | Southern Co. Gas Capital Corp., 1.750%, 01/15/2031 | | | | | 791,532 | | | | | | 0.0 | | |
1,000,000 | | | Southern Co. Gas Capital Corp., 4.400%, 05/30/2047 | | | | | 874,566 | | | | | | 0.0 | | |
500,000 | | | Southern Co/The, 1.750%, 03/15/2028 | | | | | 428,122 | | | | | | 0.0 | | |
500,000 | | | Southern Power Co., 4.150%, 12/01/2025 | | | | | 501,054 | | | | | | 0.0 | | |
500,000 | | | Tampa Electric Co., 2.400%, 03/15/2031 | | | | | 431,910 | | | | | | 0.0 | | |
250,000 | | | Tampa Electric Co., 3.450%, 03/15/2051 | | | | | 197,463 | | | | | | 0.0 | | |
250,000 | | | Union Electric Co., 3.500%, 04/15/2024 | | | | | 249,790 | | | | | | 0.0 | | |
300,000 | | | Union Electric Co., 3.900%, 09/15/2042 | | | | | 266,087 | | | | | | 0.0 | | |
250,000 | | | Virginia Electric and Power Co., 2.950%, 11/15/2051 | | | | | 185,314 | | | | | | 0.0 | | |
500,000 | | | Virginia Electric and Power Co., 4.450%, 02/15/2044 | | | | | 466,212 | | | | | | 0.0 | | |
1,533,000 | | | Virginia Electric and Power Co., 6.000%, 05/15/2037 | | | | | 1,703,520 | | | | | | 0.1 | | |
250,000 | | | Wisconsin Electric Power Co., 4.250%, 06/01/2044 | | | | | 220,101 | | | | | | 0.0 | | |
500,000 | | | Wisconsin Power and Light Co., 4.100%, 10/15/2044 | | | | | 422,487 | | | | | | 0.0 | | |
| | | | | | | | 64,632,277 | | | | | | 2.2 | | |
| | | Total Corporate Bonds/ Notes (Cost $815,125,556) | | | | | 744,709,694 | | | | | | 25.8 | | |
| | | | | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 0.0% | | |||||||||||||||
505,279 | | | Fannie Mae 2012-110 CA, 3.000%, 10/25/2042 | | | | | 483,376 | | | | | | 0.0 | | |
385,387 | | | Fannie Mae REMIC Trust 2006-78 BZ, 6.500%, 08/25/2036 | | | | | 422,423 | | | | | | 0.0 | | |
| | | Total Collateralized Mortgage Obligations (Cost $930,957) | | | | | 905,799 | | | | | | 0.0 | | |
| | | | | | | | | | | | |||||
MUNICIPAL BONDS: 0.9% | | |||||||||||||||
| | | California: 0.2% | | ||||||||||||
4,335,000 | | | State of California, 7.550%, 04/01/2039 | | | | | 5,892,813 | | | | | | 0.2 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
MUNICIPAL BONDS: (continued) | | |||||||||||||||
| | | Connecticut: 0.1% | | ||||||||||||
3,735,000 | | | State of Connecticut, 5.850%, 03/15/2032 | | | | $ | 4,190,796 | | | | | | 0.1 | | |
| | | | | ||||||||||||
| | | New Jersey: 0.2% | | ||||||||||||
3,425,000 | | | New Jersey Turnpike Authority, 7.102%, 01/01/2041 | | | | | 4,429,709 | | | | | | 0.1 | | |
2,335,000 | | | Port Authority of New York & New Jersey, 4.926%, 10/01/2051 | | | | | 2,499,488 | | | | | | 0.1 | | |
| | | | | | | | 6,929,197 | | | | | | 0.2 | | |
| | | New York: 0.2% | | ||||||||||||
3,495,000 | | | Metropolitan Transportation Authority, 6.814%, 11/15/2040 | | | | | 4,237,517 | | | | | | 0.2 | | |
| | | | | ||||||||||||
| | | Washington: 0.2% | | ||||||||||||
3,900,000 | | | State of Washington, 5.140%, 08/01/2040 | | | | | 4,361,837 | | | | | | 0.2 | | |
| | | Total Municipal Bonds (Cost $22,725,326) | | | | | 25,612,160 | | | | | | 0.9 | | |
| | | | | | | | | | | | |||||
U.S. TREASURY OBLIGATIONS: 44.3% | | |||||||||||||||
| | | U.S. Treasury Bonds: 8.7% | | ||||||||||||
160,000 | | | 1.250%, 05/15/2050 | | | | | 101,869 | | | | | | 0.0 | | |
215,300 | | | 1.625%, 11/15/2050 | | | | | 151,522 | | | | | | 0.0 | | |
10,159,000 | | | 2.250%, 08/15/2046 | | | | | 8,199,623 | | | | | | 0.3 | | |
108,915,000 (1) | | | 2.250%, 02/15/2052 | | | | | 89,667,677 | | | | | | 3.1 | | |
7,000,000 | | | 2.500%, 02/15/2046 | | | | | 5,940,977 | | | | | | 0.2 | | |
9,072,000 | | | 2.500%, 05/15/2046 | | | | | 7,696,316 | | | | | | 0.3 | | |
9,022,000 | | | 3.000%, 11/15/2044 | | | | | 8,368,962 | | | | | | 0.3 | | |
10,042,000 | | | 3.000%, 11/15/2045 | | | | | 9,339,060 | | | | | | 0.3 | | |
26,600 | | | 3.000%, 02/15/2049 | | | | | 25,360 | | | | | | 0.0 | | |
5,686,000 | | | 3.125%, 08/15/2044 | | | | | 5,391,039 | | | | | | 0.2 | | |
72,810,000 | | | 3.250%, 05/15/2042 | | | | | 71,080,763 | | | | | | 2.5 | | |
13,888,000 | | | 3.625%, 08/15/2043 | | | | | 14,265,580 | | | | | | 0.5 | | |
11,092,000 | | | 3.625%, 02/15/2044 | | | | | 11,390,097 | | | | | | 0.4 | | |
9,251,000 | | | 3.750%, 11/15/2043 | | | | | 9,685,002 | | | | | | 0.3 | | |
7,845,000 | | | 3.875%, 08/15/2040 | | | | | 8,462,487 | | | | | | 0.3 | | |
830,000 | | | 6.000%, 02/15/2026 | | | | | 913,681 | | | | | | 0.0 | | |
| | | | | | | | 250,680,015 | | | | | | 8.7 | | |
| | | U.S. Treasury Notes: 35.6% | | ||||||||||||
10,000,000 | | | 0.125%, 01/31/2023 | | | | | 9,859,268 | | | | | | 0.3 | | |
97,000 | | | 0.125%, 10/15/2023 | | | | | 93,548 | | | | | | 0.0 | | |
18,549,700 (1) | | | 0.375%, 01/31/2026 | | | | | 16,868,996 | | | | | | 0.6 | | |
5,511,000 | | | 0.375%, 09/30/2027 | | | | | 4,794,462 | | | | | | 0.2 | | |
13,405,700 (1) | | | 0.500%, 11/30/2023 | | | | | 12,952,210 | | | | | | 0.5 | | |
16,424,200 (1) | | | 1.250%, 11/30/2026 | | | | | 15,210,028 | | | | | | 0.5 | | |
7,000,000 (1) | | | 1.375%, 08/31/2023 | | | | | 6,874,219 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. TREASURY OBLIGATIONS: (continued) | | |||||||||||||||
| | | U.S. Treasury Notes (continued) | | ||||||||||||
5,000,000 (1) | | | 1.375%, 09/30/2023 | | | | $ | 4,904,492 | | | | | | 0.2 | | |
10,000,000 | | | 1.500%, 02/28/2023 | | | | | 9,917,513 | | | | | | 0.4 | | |
10,000,000 (1) | | | 1.500%, 03/31/2023 | | | | | 9,905,443 | | | | | | 0.3 | | |
54,972,900 (1) | | | 1.500%, 01/31/2027 | | | | | 51,334,166 | | | | | | 1.8 | | |
2,976,000 | | | 1.625%, 08/15/2022 | | | | | 2,976,666 | | | | | | 0.1 | | |
6,480,000 (1) | | | 1.625%, 04/30/2023 | | | | | 6,414,703 | | | | | | 0.2 | | |
10,184,000 (1) | | | 1.625%, 05/31/2023 | | | | | 10,067,839 | | | | | | 0.4 | | |
4,046,000 | | | 1.625%, 10/31/2023 | | | | | 3,976,933 | | | | | | 0.1 | | |
168,000 | | | 1.750%, 07/15/2022 | | | | | 168,035 | | | | | | 0.0 | | |
69,000 | | | 1.750%, 01/31/2023 | | | | | 68,670 | | | | | | 0.0 | | |
3,003,000 (1) | | | 1.875%, 08/31/2022 | | | | | 3,004,495 | | | | | | 0.1 | | |
10,000 | | | 1.875%, 06/30/2026 | | | | | 9,565 | | | | | | 0.0 | | |
17,133,000 | | | 2.000%, 11/15/2026 | | | | | 16,383,431 | | | | | | 0.6 | | |
5,000,000 (1) | | | 2.125%, 11/30/2023 | | | | | 4,943,457 | | | | | | 0.2 | | |
3,011,000 (1) | | | 2.250%, 12/31/2023 | | | | | 2,979,479 | | | | | | 0.1 | | |
19,000 | | | 2.250%, 04/30/2024 | | | | | 18,756 | | | | | | 0.0 | | |
6,457,000 | | | 2.250%, 11/15/2024 | | | | | 6,349,678 | | | | | | 0.2 | | |
9,874,000 | | | 2.500%, 05/15/2024 | | | | | 9,788,374 | | | | | | 0.3 | | |
14,369,000 (1) | | | 2.500%, 05/31/2024 | | | | | 14,240,465 | | | | | | 0.5 | | |
19,431,000 (1) | | | 2.625%, 05/31/2027 | | | | | 19,065,910 | | | | | | 0.7 | | |
6,569,500 | | | 2.750%, 11/15/2023 | | | | | 6,551,793 | | | | | | 0.2 | | |
7,052,000 | | | 2.750%, 02/15/2024 | | | | | 7,029,412 | | | | | | 0.2 | | |
931,000 | | | 2.750%, 04/30/2027 | | | | | 918,526 | | | | | | 0.0 | | |
16,076,000 | | | 2.750%, 05/31/2029 | | | | | 15,762,016 | | | | | | 0.6 | | |
261,873,000 | | | 2.875%, 06/15/2025 | | | | | 260,850,059 | | | | | | 9.0 | | |
65,722,000 (1) | | | 2.875%, 05/15/2032 | | | | | 64,992,897 | | | | | | 2.3 | | |
133,254,000 | | | 3.000%, 06/30/2024 | | | | | 133,332,079 | | | | | | 4.6 | | |
195,122,000 | | | 3.250%, 06/30/2027 | | | | | 197,042,732 | | | | | | 6.8 | | |
98,104,000 | | | 3.250%, 06/30/2029 | | | | | 99,276,649 | | | | | | 3.4 | | |
| | | | | | | | 1,028,926,964 | | | | | | 35.6 | | |
| | | Total U.S. Treasury Obligations (Cost $1,295,023,950) | | | | | 1,279,606,979 | | | | | | 44.3 | | |
| | | | | | | | | | | | |||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 29.7% | | |||||||||||||||
| | | Federal Home Loan Mortgage Corporation: 4.3%(4) | | ||||||||||||
15,116,435 | | | 2.000%, 09/01/2051 | | | | | 13,158,388 | | | | | | 0.5 | | |
635,628 | | | 2.348%, (US0012M + 1.900)%, 02/01/2042 | | | | | 636,546 | | | | | | 0.0 | | |
1,761,409 | | | 2.500%, 02/01/2052 | | | | | 1,591,442 | | | | | | 0.1 | | |
1,957,197 | | | 2.500%, 02/01/2052 | | | | | 1,768,343 | | | | | | 0.1 | | |
6,952,265 | | | 2.500%, 04/01/2052 | | | | | 6,274,445 | | | | | | 0.2 | | |
3,219,557 | | | 3.000%, 04/01/2045 | | | | | 3,068,519 | | | | | | 0.1 | | |
2,892,683 | | | 3.000%, 04/01/2045 | | | | | 2,754,582 | | | | | | 0.1 | | |
11,272,535 | | | 3.000%, 05/01/2045 | | | | | 10,729,763 | | | | | | 0.4 | | |
5,268,796 | | | 3.000%, 11/01/2046 | | | | | 4,990,080 | | | | | | 0.2 | | |
5,704,160 | | | 3.000%, 11/01/2047 | | | | | 5,409,740 | | | | | | 0.2 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Federal Home Loan Mortgage Corporation (continued) | | ||||||||||||
119,331 | | | 3.500%, 01/01/2042 | | | | $ | 117,414 | | | | | | 0.0 | | |
639,390 | | | 3.500%, 01/01/2042 | | | | | 629,783 | | | | | | 0.0 | | |
2,624,254 | | | 3.500%, 08/01/2042 | | | | | 2,571,973 | | | | | | 0.1 | | |
10,486,748 | | | 3.500%, 04/01/2043 | | | | | 10,279,312 | | | | | | 0.4 | | |
11,384,215 | | | 3.500%, 02/01/2044 | | | | | 11,158,455 | | | | | | 0.4 | | |
4,087,798 | | | 3.500%, 12/01/2046 | | | | | 4,001,828 | | | | | | 0.2 | | |
2,175,461 | | | 3.500%, 12/01/2047 | | | | | 2,126,456 | | | | | | 0.1 | | |
12,228,926 | | | 3.500%, 03/01/2048 | | | | | 11,971,636 | | | | | | 0.4 | | |
7,159,891 | | | 3.500%, 05/01/2052 | | | | | 6,900,271 | | | | | | 0.3 | | |
204,607 | | | 4.000%, 01/01/2025 | | | | | 207,115 | | | | | | 0.0 | | |
45,329 | | | 4.000%, 08/01/2040 | | | | | 45,916 | | | | | | 0.0 | | |
640,000 | | | 4.000%, 04/01/2041 | | | | | 648,304 | | | | | | 0.0 | | |
696,788 | | | 4.000%, 05/01/2041 | | | | | 705,827 | | | | | | 0.0 | | |
33,914 | | | 4.000%, 08/01/2041 | | | | | 34,354 | | | | | | 0.0 | | |
71,691 | | | 4.000%, 12/01/2041 | | | | | 72,621 | | | | | | 0.0 | | |
156,680 | | | 4.000%, 01/01/2042 | | | | | 157,579 | | | | | | 0.0 | | |
1,302,928 | | | 4.000%, 03/01/2042 | | | | | 1,319,828 | | | | | | 0.1 | | |
43,513 | | | 4.000%, 12/01/2042 | | | | | 43,968 | | | | | | 0.0 | | |
575,573 | | | 4.000%, 02/01/2044 | | | | | 578,986 | | | | | | 0.0 | | |
233,872 | | | 4.000%, 07/01/2045 | | | | | 235,864 | | | | | | 0.0 | | |
232,074 | | | 4.000%, 09/01/2045 | | | | | 234,079 | | | | | | 0.0 | | |
251,577 | | | 4.000%, 09/01/2045 | | | | | 253,751 | | | | | | 0.0 | | |
180,478 | | | 4.000%, 09/01/2045 | | | | | 182,037 | | | | | | 0.0 | | |
4,055,362 | | | 4.000%, 11/01/2045 | | | | | 4,082,381 | | | | | | 0.2 | | |
575,232 | | | 4.000%, 05/01/2046 | | | | | 580,085 | | | | | | 0.0 | | |
145,586 | | | 4.000%, 11/01/2047 | | | | | 146,079 | | | | | | 0.0 | | |
230,301 | | | 4.000%, 03/01/2048 | | | | | 231,505 | | | | | | 0.0 | | |
340 | | | 4.500%, 04/01/2023 | | | | | 348 | | | | | | 0.0 | | |
29,570 | | | 4.500%, 03/01/2039 | | | | | 30,570 | | | | | | 0.0 | | |
81,075 | | | 4.500%, 08/01/2039 | | | | | 83,819 | | | | | | 0.0 | | |
161,471 | | | 4.500%, 09/01/2039 | | | | | 166,918 | | | | | | 0.0 | | |
224,191 | | | 4.500%, 09/01/2039 | | | | | 231,774 | | | | | | 0.0 | | |
101,351 | | | 4.500%, 09/01/2039 | | | | | 104,766 | | | | | | 0.0 | | |
202,061 | | | 4.500%, 10/01/2039 | | | | | 208,876 | | | | | | 0.0 | | |
283,065 | | | 4.500%, 12/01/2039 | | | | | 291,869 | | | | | | 0.0 | | |
83,606 | | | 4.500%, 03/01/2040 | | | | | 86,207 | | | | | | 0.0 | | |
222,076 | | | 4.500%, 04/01/2040 | | | | | 229,567 | | | | | | 0.0 | | |
39,960 | | | 4.500%, 06/01/2040 | | | | | 41,308 | | | | | | 0.0 | | |
243,139 | | | 4.500%, 07/01/2040 | | | | | 251,342 | | | | | | 0.0 | | |
186,417 | | | 4.500%, 07/01/2040 | | | | | 192,700 | | | | | | 0.0 | | |
176,809 | | | 4.500%, 08/01/2040 | | | | | 182,777 | | | | | | 0.0 | | |
67,217 | | | 4.500%, 08/01/2040 | | | | | 69,486 | | | | | | 0.0 | | |
210,257 | | | 4.500%, 03/01/2041 | | | | | 217,355 | | | | | | 0.0 | | |
72,482 | | | 4.500%, 03/01/2041 | | | | | 74,930 | | | | | | 0.0 | | |
98,924 | | | 4.500%, 04/01/2041 | | | | | 102,263 | | | | | | 0.0 | | |
312,113 | | | 4.500%, 06/01/2041 | | | | | 322,645 | | | | | | 0.0 | | |
213,285 | | | 4.500%, 07/01/2041 | | | | | 220,503 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Federal Home Loan Mortgage Corporation (continued) | | ||||||||||||
960,379 | | | 4.500%, 08/01/2041 | | | | $ | 984,157 | | | | | | 0.1 | | |
25,265 | | | 4.500%, 08/01/2041 | | | | | 25,432 | | | | | | 0.0 | | |
741,727 | | | 4.500%, 07/01/2048 | | | | | 750,353 | | | | | | 0.0 | | |
13,289 | | | 5.000%, 03/01/2034 | | | | | 13,962 | | | | | | 0.0 | | |
55,050 | | | 5.000%, 12/01/2034 | | | | | 58,020 | | | | | | 0.0 | | |
68,952 | | | 5.000%, 08/01/2035 | | | | | 72,685 | | | | | | 0.0 | | |
191,926 | | | 5.000%, 08/01/2035 | | | | | 202,183 | | | | | | 0.0 | | |
53,962 | | | 5.000%, 10/01/2035 | | | | | 56,881 | | | | | | 0.0 | | |
58,868 | | | 5.000%, 10/01/2035 | | | | | 61,297 | | | | | | 0.0 | | |
57,203 | | | 5.000%, 10/01/2035 | | | | | 60,297 | | | | | | 0.0 | | |
142,585 | | | 5.000%, 12/01/2035 | | | | | 150,369 | | | | | | 0.0 | | |
21,309 | | | 5.000%, 04/01/2036 | | | | | 22,426 | | | | | | 0.0 | | |
61,271 | | | 5.000%, 11/01/2036 | | | | | 64,562 | | | | | | 0.0 | | |
45,259 | | | 5.000%, 02/01/2037 | | | | | 47,778 | | | | | | 0.0 | | |
33,979 | | | 5.000%, 05/01/2037 | | | | | 35,869 | | | | | | 0.0 | | |
531,374 | | | 5.000%, 10/01/2037 | | | | | 558,382 | | | | | | 0.0 | | |
302,686 | | | 5.000%, 03/01/2038 | | | | | 319,543 | | | | | | 0.0 | | |
275,209 | | | 5.000%, 03/01/2038 | | | | | 290,503 | | | | | | 0.0 | | |
97,203 | | | 5.000%, 03/01/2038 | | | | | 102,457 | | | | | | 0.0 | | |
100,656 | | | 5.000%, 04/01/2038 | | | | | 106,181 | | | | | | 0.0 | | |
9,221 | | | 5.000%, 10/01/2038 | | | | | 9,722 | | | | | | 0.0 | | |
31,146 | | | 5.000%, 06/01/2040 | | | | | 32,846 | | | | | | 0.0 | | |
86,680 | | | 5.000%, 08/01/2040 | | | | | 91,345 | | | | | | 0.0 | | |
198,641 | | | 5.000%, 04/01/2041 | | | | | 209,485 | | | | | | 0.0 | | |
47,706 | | | 5.490%, 02/01/2037 | | | | | 49,660 | | | | | | 0.0 | | |
9,224 | | | 5.500%, 12/01/2024 | | | | | 9,277 | | | | | | 0.0 | | |
44,584 | | | 5.500%, 09/01/2034 | | | | | 47,866 | | | | | | 0.0 | | |
64,237 | | | 5.500%, 01/01/2035 | | | | | 68,741 | | | | | | 0.0 | | |
26,405 | | | 5.500%, 09/01/2035 | | | | | 28,366 | | | | | | 0.0 | | |
517,830 | | | 5.500%, 09/01/2035 | | | | | 556,539 | | | | | | 0.0 | | |
454,890 | | | 5.500%, 10/01/2035 | | | | | 489,177 | | | | | | 0.0 | | |
160,434 | | | 5.500%, 03/01/2036 | | | | | 172,317 | | | | | | 0.0 | | |
40,284 | | | 5.500%, 03/01/2036 | | | | | 43,204 | | | | | | 0.0 | | |
24,209 | | | 5.500%, 05/01/2036 | | | | | 25,962 | | | | | | 0.0 | | |
138,224 | | | 5.500%, 06/01/2036 | | | | | 148,448 | | | | | | 0.0 | | |
2,417 | | | 5.500%, 07/01/2036 | | | | | 2,596 | | | | | | 0.0 | | |
8,983 | | | 5.500%, 07/01/2036 | | | | | 9,662 | | | | | | 0.0 | | |
46,709 | | | 5.500%, 07/01/2036 | | | | | 50,183 | | | | | | 0.0 | | |
9,178 | | | 5.500%, 10/01/2036 | | | | | 9,866 | | | | | | 0.0 | | |
58,769 | | | 5.500%, 11/01/2036 | | | | | 63,227 | | | | | | 0.0 | | |
3,647 | | | 5.500%, 12/01/2036 | | | | | 3,797 | | | | | | 0.0 | | |
31,610 | | | 5.500%, 12/01/2036 | | | | | 34,007 | | | | | | 0.0 | | |
44,405 | | | 5.500%, 12/01/2036 | | | | | 47,779 | | | | | | 0.0 | | |
43,242 | | | 5.500%, 02/01/2037 | | | | | 46,528 | | | | | | 0.0 | | |
5,524 | | | 5.500%, 02/01/2037 | | | | | 5,777 | | | | | | 0.0 | | |
15,412 | | | 5.500%, 05/01/2037 | | | | | 16,578 | | | | | | 0.0 | | |
1,752 | | | 5.500%, 06/01/2037 | | | | | 1,886 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Federal Home Loan Mortgage Corporation (continued) | | ||||||||||||
21,903 | | | 5.500%, 12/01/2037 | | | | $ | 23,567 | | | | | | 0.0 | | |
12,020 | | | 5.500%, 03/01/2038 | | | | | 12,888 | | | | | | 0.0 | | |
3,533 | | | 5.500%, 06/01/2038 | | | | | 3,802 | | | | | | 0.0 | | |
6,754 | | | 5.500%, 06/01/2038 | | | | | 7,268 | | | | | | 0.0 | | |
5,436 | | | 5.500%, 08/01/2038 | | | | | 5,675 | | | | | | 0.0 | | |
431 | | | 5.500%, 10/01/2038 | | | | | 449 | | | | | | 0.0 | | |
462,274 | | | 5.500%, 11/01/2038 | | | | | 497,326 | | | | | | 0.0 | | |
10,618 | | | 5.500%, 12/01/2038 | | | | | 11,424 | | | | | | 0.0 | | |
8,930 | | | 5.500%, 12/01/2038 | | | | | 9,605 | | | | | | 0.0 | | |
6,807 | | | 5.500%, 12/01/2038 | | | | | 7,322 | | | | | | 0.0 | | |
12,107 | | | 5.500%, 01/01/2039 | | | | | 13,023 | | | | | | 0.0 | | |
70,868 | | | 5.500%, 01/01/2039 | | | | | 76,231 | | | | | | 0.0 | | |
33,587 | | | 5.500%, 01/01/2040 | | | | | 35,971 | | | | | | 0.0 | | |
44,089 | | | 5.500%, 01/01/2040 | | | | | 47,424 | | | | | | 0.0 | | |
44,703 | | | 5.500%, 03/01/2040 | | | | | 48,099 | | | | | | 0.0 | | |
103,719 | | | 5.500%, 01/01/2041 | | | | | 108,048 | | | | | | 0.0 | | |
52,744 | | | 5.750%, 05/01/2037 | | | | | 55,234 | | | | | | 0.0 | | |
49,869 | | | 5.800%, 07/01/2037 | | | | | 52,105 | | | | | | 0.0 | | |
38,371 | | | 5.800%, 08/01/2037 | | | | | 40,232 | | | | | | 0.0 | | |
69,415 | | | 5.800%, 09/01/2037 | | | | | 72,783 | | | | | | 0.0 | | |
35,651 | | | 5.800%, 09/01/2037 | | | | | 37,382 | | | | | | 0.0 | | |
2,724 | | | 6.000%, 04/01/2028 | | | | | 2,920 | | | | | | 0.0 | | |
27,452 | | | 6.000%, 07/01/2028 | | | | | 28,897 | | | | | | 0.0 | | |
5,362 | | | 6.000%, 04/01/2036 | | | | | 5,885 | | | | | | 0.0 | | |
1,783 | | | 6.000%, 04/01/2036 | | | | | 1,950 | | | | | | 0.0 | | |
90 | | | 6.000%, 04/01/2036 | | | | | 94 | | | | | | 0.0 | | |
17,229 | | | 6.000%, 06/01/2036 | | | | | 18,929 | | | | | | 0.0 | | |
6,321 | | | 6.000%, 07/01/2036 | | | | | 6,941 | | | | | | 0.0 | | |
5,927 | | | 6.000%, 08/01/2036 | | | | | 6,506 | | | | | | 0.0 | | |
38,756 | | | 6.000%, 08/01/2036 | | | | | 42,185 | | | | | | 0.0 | | |
1,942 | | | 6.000%, 08/01/2036 | | | | | 2,044 | | | | | | 0.0 | | |
31,750 | | | 6.000%, 01/01/2037 | | | | | 34,703 | | | | | | 0.0 | | |
29,348 | | | 6.000%, 02/01/2037 | | | | | 32,225 | | | | | | 0.0 | | |
1,701 | | | 6.000%, 04/01/2037 | | | | | 1,868 | | | | | | 0.0 | | |
1,144 | | | 6.000%, 06/01/2037 | | | | | 1,251 | | | | | | 0.0 | | |
9,274 | | | 6.000%, 06/01/2037 | | | | | 10,081 | | | | | | 0.0 | | |
4,519 | | | 6.000%, 07/01/2037 | | | | | 4,963 | | | | | | 0.0 | | |
147 | | | 6.000%, 07/01/2037 | | | | | 161 | | | | | | 0.0 | | |
2,243 | | | 6.000%, 08/01/2037 | | | | | 2,442 | | | | | | 0.0 | | |
9,024 | | | 6.000%, 08/01/2037 | | | | | 9,663 | | | | | | 0.0 | | |
4,543 | | | 6.000%, 08/01/2037 | | | | | 4,989 | | | | | | 0.0 | | |
139,792 | | | 6.000%, 08/01/2037 | | | | | 150,040 | | | | | | 0.0 | | |
1,351 | | | 6.000%, 08/01/2037 | | | | | 1,483 | | | | | | 0.0 | | |
1,899 | | | 6.000%, 09/01/2037 | | | | | 2,084 | | | | | | 0.0 | | |
3,698 | | | 6.000%, 09/01/2037 | | | | | 4,060 | | | | | | 0.0 | | |
2,566 | | | 6.000%, 09/01/2037 | | | | | 2,708 | | | | | | 0.0 | | |
6,332 | | | 6.000%, 10/01/2037 | | | | | 6,953 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Federal Home Loan Mortgage Corporation (continued) | | ||||||||||||
2,238 | | | 6.000%, 10/01/2037 | | | | $ | 2,355 | | | | | | 0.0 | | |
8,277 | | | 6.000%, 10/01/2037 | | | | | 8,718 | | | | | | 0.0 | | |
7,666 | | | 6.000%, 10/01/2037 | | | | | 8,418 | | | | | | 0.0 | | |
1,982 | | | 6.000%, 11/01/2037 | | | | | 2,177 | | | | | | 0.0 | | |
24,891 | | | 6.000%, 11/01/2037 | | | | | 27,317 | | | | | | 0.0 | | |
1,117 | | | 6.000%, 11/01/2037 | | | | | 1,177 | | | | | | 0.0 | | |
48,597 | | | 6.000%, 12/01/2037 | | | | | 53,126 | | | | | | 0.0 | | |
11,732 | | | 6.000%, 01/01/2038 | | | | | 12,882 | | | | | | 0.0 | | |
1,696 | | | 6.000%, 01/01/2038 | | | | | 1,858 | | | | | | 0.0 | | |
6,881 | | | 6.000%, 01/01/2038 | | | | | 7,266 | | | | | | 0.0 | | |
7,337 | | | 6.000%, 05/01/2038 | | | | | 7,732 | | | | | | 0.0 | | |
948 | | | 6.000%, 06/01/2038 | | | | | 1,041 | | | | | | 0.0 | | |
26,445 | | | 6.000%, 07/01/2038 | | | | | 28,756 | | | | | | 0.0 | | |
9,965 | | | 6.000%, 07/01/2038 | | | | | 10,529 | | | | | | 0.0 | | |
261,618 | | | 6.000%, 09/01/2038 | | | | | 286,196 | | | | | | 0.0 | | |
10,276 | | | 6.000%, 09/01/2038 | | | | | 10,826 | | | | | | 0.0 | | |
634 | | | 6.000%, 09/01/2038 | | | | | 696 | | | | | | 0.0 | | |
5,602 | | | 6.000%, 09/01/2038 | | | | | 6,151 | | | | | | 0.0 | | |
5,988 | | | 6.000%, 11/01/2038 | | | | | 6,323 | | | | | | 0.0 | | |
131,878 | | | 6.000%, 01/01/2039 | | | | | 142,992 | | | | | | 0.0 | | |
102,531 | | | 6.000%, 04/01/2039 | | | | | 110,809 | | | | | | 0.0 | | |
32,468 | | | 6.000%, 08/01/2039 | | | | | 34,654 | | | | | | 0.0 | | |
27,586 | | | 6.000%, 10/01/2039 | | | | | 29,939 | | | | | | 0.0 | | |
27,150 | | | 6.000%, 11/01/2039 | | | | | 28,600 | | | | | | 0.0 | | |
14,471 | | | 6.000%, 11/01/2039 | | | | | 15,863 | | | | | | 0.0 | | |
1,229 | | | 6.000%, 12/01/2039 | | | | | 1,344 | | | | | | 0.0 | | |
40,737 | | | 6.000%, 05/01/2040 | | | | | 44,731 | | | | | | 0.0 | | |
54,373 | | | 6.150%, 12/01/2037 | | | | | 57,293 | | | | | | 0.0 | | |
18,698 | | | 6.150%, 01/01/2038 | | | | | 19,700 | | | | | | 0.0 | | |
77,645 | | | 6.150%, 02/01/2038 | | | | | 81,816 | | | | | | 0.0 | | |
840,000 (1) | | | 6.250%, 07/15/2032 | | | | | 1,043,891 | | | | | | 0.1 | | |
7,039 | | | 6.500%, 06/01/2036 | | | | | 7,754 | | | | | | 0.0 | | |
1,392 | | | 6.500%, 08/01/2036 | | | | | 1,475 | | | | | | 0.0 | | |
649 | | | 6.500%, 10/01/2036 | | | | | 687 | | | | | | 0.0 | | |
25,464 | | | 6.500%, 10/01/2036 | | | | | 28,066 | | | | | | 0.0 | | |
11,281 | | | 6.500%, 07/01/2037 | | | | | 12,013 | | | | | | 0.0 | | |
4,533 | | | 6.500%, 09/01/2037 | | | | | 4,832 | | | | | | 0.0 | | |
2,116 | | | 6.500%, 10/01/2037 | | | | | 2,291 | | | | | | 0.0 | | |
2,721 | | | 6.500%, 11/01/2037 | | | | | 2,891 | | | | | | 0.0 | | |
10,510 | | | 6.500%, 04/01/2038 | | | | | 11,531 | | | | | | 0.0 | | |
3,164 | | | 6.500%, 04/01/2038 | | | | | 3,426 | | | | | | 0.0 | | |
249 | | | 6.500%, 05/01/2038 | | | | | 261 | | | | | | 0.0 | | |
1,459 | | | 6.500%, 05/01/2038 | | | | | 1,532 | | | | | | 0.0 | | |
1,993 | | | 6.500%, 07/01/2038 | | | | | 2,094 | | | | | | 0.0 | | |
1,223 | | | 6.500%, 08/01/2038 | | | | | 1,312 | | | | | | 0.0 | | |
148 | | | 6.500%, 10/01/2038 | | | | | 157 | | | | | | 0.0 | | |
5,557 | | | 6.500%, 11/01/2038 | | | | | 6,044 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Federal Home Loan Mortgage Corporation (continued) | | ||||||||||||
53,079 | | | 6.500%, 12/01/2038 | | | | $ | 55,778 | | | | | | 0.0 | | |
5,326 | | | 6.500%, 12/01/2038 | | | | | 5,598 | | | | | | 0.0 | | |
371,466 | | | 6.500%, 12/01/2038 | | | | | 390,455 | | | | | | 0.0 | | |
6,767 | | | 6.500%, 12/01/2038 | | | | | 7,111 | | | | | | 0.0 | | |
2,768 | | | 6.500%, 01/01/2039 | | | | | 3,000 | | | | | | 0.0 | | |
| | | | | | | | 123,462,823 | | | | | | 4.3 | | |
| | | Federal National Mortgage Association : 4.8%(4) | | ||||||||||||
29,800,000 (5) | | | 2.000%, 07/15/2037 | | | | | 27,823,422 | | | | | | 1.0 | | |
13,932,736 | | | 2.000%, 11/01/2051 | | | | | 12,199,140 | | | | | | 0.4 | | |
18,400,900 | | | 2.000%, 02/01/2052 | | | | | 15,995,855 | | | | | | 0.6 | | |
4,943,061 | | | 2.000%, 04/01/2052 | | | | | 4,309,119 | | | | | | 0.2 | | |
10,571,312 | | | 2.500%, 06/01/2050 | | | | | 9,607,104 | | | | | | 0.3 | | |
18,909,866 | | | 2.500%, 08/01/2050 | | | | | 17,230,349 | | | | | | 0.6 | | |
3,760,652 | | | 2.500%, 05/01/2051 | | | | | 3,402,971 | | | | | | 0.1 | | |
13,573,418 | | | 2.500%, 06/01/2051 | | | | | 12,261,411 | | | | | | 0.4 | | |
1,879,702 | | | 2.500%, 09/01/2051 | | | | | 1,703,544 | | | | | | 0.1 | | |
8,744,175 | | | 2.500%, 12/01/2051 | | | | | 7,926,115 | | | | | | 0.3 | | |
9,938,717 | | | 2.500%, 02/01/2052 | | | | | 8,958,072 | | | | | | 0.3 | | |
1,028,162 | | | 3.000%, 09/01/2046 | | | | | 953,065 | | | | | | 0.0 | | |
10,082,734 | | | 3.500%, 11/01/2051 | | | | | 9,973,070 | | | | | | 0.3 | | |
1,168,606 | | | 3.720%, 10/01/2029 | | | | | 1,184,040 | | | | | | 0.0 | | |
59,715 | | | 5.700%, 07/01/2036 | | | | | 60,557 | | | | | | 0.0 | | |
10,110 | | | 5.700%, 07/01/2036 | | | | | 10,128 | | | | | | 0.0 | | |
805,000 (1) | | | 6.625%, 11/15/2030 | | | | | 995,442 | | | | | | 0.0 | | |
3,430,000 | | | 7.125%, 01/15/2030 | | | | | 4,315,389 | | | | | | 0.2 | | |
| | | | | | | | 138,908,793 | | | | | | 4.8 | | |
| | | Government National Mortgage Association : 7.4% | | ||||||||||||
18,512,715 | | | 2.000%, 01/20/2051 | | | | | 16,528,282 | | | | | | 0.6 | | |
12,387,862 | | | 2.000%, 02/20/2051 | | | | | 11,049,333 | | | | | | 0.4 | | |
8,475,000 (5) | | | 2.000%, 07/15/2052 | | | | | 7,528,846 | | | | | | 0.3 | | |
3,273,802 | | | 2.500%, 03/20/2051 | | | | | 3,008,902 | | | | | | 0.1 | | |
6,537,175 | | | 2.500%, 04/20/2051 | | | | | 6,008,369 | | | | | | 0.2 | | |
5,038,978 | | | 2.500%, 05/20/2051 | | | | | 4,632,633 | | | | | | 0.2 | | |
4,595,080 | | | 2.500%, 08/20/2051 | | | | | 4,215,073 | | | | | | 0.2 | | |
14,028,644 | | | 2.500%, 09/20/2051 | | | | | 12,892,607 | | | | | | 0.5 | | |
4,959,763 | | | 2.500%, 04/20/2052 | | | | | 4,549,291 | | | | | | 0.2 | | |
23,094,000 (5) | | | 2.500%, 07/15/2052 | | | | | 21,141,836 | | | | | | 0.7 | | |
3,064,483 | | | 3.000%, 07/20/2045 | | | | | 2,940,242 | | | | | | 0.1 | | |
2,933,587 | | | 3.000%, 10/20/2051 | | | | | 2,805,598 | | | | | | 0.1 | | |
16,106,321 | | | 3.000%, 10/20/2051 | | | | | 15,228,745 | | | | | | 0.5 | | |
19,892,035 | | | 3.000%, 11/20/2051 | | | | | 18,803,440 | | | | | | 0.7 | | |
6,700,001 | | | 3.000%, 11/20/2051 | | | | | 6,407,629 | | | | | | 0.2 | | |
17,480,000 (5) | | | 3.000%, 07/15/2052 | | | | | 16,484,459 | | | | | | 0.6 | | |
10,751,716 | | | 3.500%, 03/20/2047 | | | | | 10,796,445 | | | | | | 0.4 | | |
4,124,973 | | | 3.500%, 09/20/2047 | | | | | 4,064,824 | | | | | | 0.1 | | |
1,838,737 | | | 3.500%, 01/20/2048 | | | | | 1,816,948 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Government National Mortgage Association (continued) | | ||||||||||||
12,133,282 | | | 3.500%, 02/20/2048 | | | | $ | 11,989,489 | | | | | | 0.4 | | |
12,020,110 | | | 3.500%, 03/20/2048 | | | | | 11,877,663 | | | | | | 0.4 | | |
2,542,175 | | | 4.000%, 10/20/2043 | | | | | 2,618,878 | | | | | | 0.1 | | |
1,205,499 | | | 4.000%, 03/20/2046 | | | | | 1,220,407 | | | | | | 0.0 | | |
1,937,235 | | | 4.000%, 03/20/2046 | | | | | 1,949,817 | | | | | | 0.1 | | |
443,947 | | | 4.500%, 02/20/2041 | | | | | 468,183 | | | | | | 0.0 | | |
135,649 | | | 4.500%, 03/20/2041 | | | | | 140,574 | | | | | | 0.0 | | |
513,956 | | | 4.500%, 05/20/2041 | | | | | 537,614 | | | | | | 0.0 | | |
590,504 | | | 4.500%, 06/20/2041 | | | | | 617,694 | | | | | | 0.0 | | |
1,129,098 | | | 4.500%, 07/20/2041 | | | | | 1,181,037 | | | | | | 0.0 | | |
493,180 | | | 4.500%, 09/20/2041 | | | | | 516,278 | | | | | | 0.0 | | |
1,447,839 | | | 4.500%, 10/20/2041 | | | | | 1,515,922 | | | | | | 0.1 | | |
1,807,116 | | | 4.500%, 01/20/2050 | | | | | 1,840,087 | | | | | | 0.1 | | |
6,404 | | | 5.000%, 10/15/2037 | | | | | 6,791 | | | | | | 0.0 | | |
1,652 | | | 5.000%, 04/15/2038 | | | | | 1,718 | | | | | | 0.0 | | |
31,649 | | | 5.000%, 03/15/2039 | | | | | 33,482 | | | | | | 0.0 | | |
49,112 | | | 5.000%, 08/15/2039 | | | | | 52,099 | | | | | | 0.0 | | |
365,533 | | | 5.000%, 09/15/2039 | | | | | 384,590 | | | | | | 0.0 | | |
365,463 | | | 5.000%, 09/15/2039 | | | | | 387,629 | | | | | | 0.0 | | |
325,386 | | | 5.000%, 02/15/2040 | | | | | 345,192 | | | | | | 0.0 | | |
232,202 | | | 5.000%, 04/15/2040 | | | | | 243,327 | | | | | | 0.0 | | |
517,545 | | | 5.000%, 06/15/2040 | | | | | 545,741 | | | | | | 0.0 | | |
19,370 | | | 5.000%, 07/15/2040 | | | | | 20,413 | | | | | | 0.0 | | |
177,353 | | | 5.000%, 04/15/2042 | | | | | 184,038 | | | | | | 0.0 | | |
321,613 | | | 5.000%, 04/20/2042 | | | | | 342,234 | | | | | | 0.0 | | |
297,495 | | | 5.000%, 06/20/2048 | | | | | 306,055 | | | | | | 0.0 | | |
16,263 | | | 5.500%, 07/20/2038 | | | | | 17,164 | | | | | | 0.0 | | |
213,361 | | | 5.500%, 09/20/2039 | | | | | 230,590 | | | | | | 0.0 | | |
16,070 | | | 5.500%, 10/20/2039 | | | | | 17,366 | | | | | | 0.0 | | |
9,346 | | | 5.500%, 11/20/2039 | | | | | 10,019 | | | | | | 0.0 | | |
365,319 | | | 5.500%, 11/20/2039 | | | | | 394,847 | | | | | | 0.0 | | |
5,600 | | | 5.500%, 12/20/2040 | | | | | 6,047 | | | | | | 0.0 | | |
19,640 | | | 5.500%, 01/20/2041 | | | | | 21,242 | | | | | | 0.0 | | |
117,430 | | | 5.500%, 03/20/2041 | | | | | 126,982 | | | | | | 0.0 | | |
190,664 | | | 5.500%, 04/20/2041 | | | | | 206,062 | | | | | | 0.0 | | |
295,362 | | | 5.500%, 05/20/2041 | | | | | 319,407 | | | | | | 0.0 | | |
274,411 | | | 5.500%, 06/20/2041 | | | | | 296,741 | | | | | | 0.0 | | |
7,333 | | | 6.000%, 10/15/2036 | | | | | 8,025 | | | | | | 0.0 | | |
27,081 | | | 6.000%, 08/15/2037 | | | | | 29,719 | | | | | | 0.0 | | |
21,457 | | | 6.000%, 11/15/2037 | | | | | 23,487 | | | | | | 0.0 | | |
3,931 | | | 6.000%, 12/15/2037 | | | | | 4,145 | | | | | | 0.0 | | |
13,092 | | | 6.000%, 01/15/2038 | | | | | 13,870 | | | | | | 0.0 | | |
18,522 | | | 6.000%, 01/15/2038 | | | | | 20,516 | | | | | | 0.0 | | |
16,194 | | | 6.000%, 02/15/2038 | | | | | 17,927 | | | | | | 0.0 | �� | |
40,703 | | | 6.000%, 02/15/2038 | | | | | 43,141 | | | | | | 0.0 | | |
211 | | | 6.000%, 02/15/2038 | | | | | 224 | | | | | | 0.0 | | |
386 | | | 6.000%, 04/15/2038 | | | | | 406 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Government National Mortgage Association (continued) | | ||||||||||||
98,407 | | | 6.000%, 05/15/2038 | | | | $ | 108,202 | | | | | | 0.0 | | |
96,406 | | | 6.000%, 05/15/2038 | | | | | 103,681 | | | | | | 0.0 | | |
14,515 | | | 6.000%, 07/15/2038 | | | | | 16,080 | | | | | | 0.0 | | |
28,495 | | | 6.000%, 09/15/2038 | | | | | 31,565 | | | | | | 0.0 | | |
465,449 | | | 6.000%, 08/20/2040 | | | | | 509,822 | | | | | | 0.0 | | |
| | | | | | | | 212,807,731 | | | | | | 7.4 | | |
| | | Other U.S. Agency Obligations: 1.3% | | ||||||||||||
3,489,000 | | | 1.620%, 09/04/2025 | | | | | 3,322,311 | | | | | | 0.1 | | |
1,500,000 | | | 1.875%, 08/15/2022 | | | | | 1,499,729 | | | | | | 0.0 | | |
2,000,000 | | | 2.320%, 01/26/2032 | | | | | 1,771,929 | | | | | | 0.1 | | |
5,000,000 | | | 2.380%, 03/16/2032 | | | | | 4,572,820 | | | | | | 0.1 | | |
12,500,000 | | | 2.390%, 11/01/2034 | | | | | 10,960,896 | | | | | | 0.4 | | |
5,000,000 | | | 2.400%, 09/21/2026 | | | | | 4,862,284 | | | | | | 0.2 | | |
4,000,000 | | | 2.600%, 04/05/2027 | | | | | 3,906,491 | | | | | | 0.1 | | |
2,000,000 | | | 3.780%, 06/08/2028 | | | | | 1,991,271 | | | | | | 0.1 | | |
10,000 | | | 6.150%, 01/15/2038 | | | | | 12,433 | | | | | | 0.0 | | |
5,000,000 | | | 7.125%, 05/01/2030 | | | | | 6,287,298 | | | | | | 0.2 | | |
| | | | | | | | 39,187,462 | | | | | | 1.3 | | |
| | | Sovereign: 0.5% | | ||||||||||||
5,000,000 | | | 2.850%, 05/23/2025 | | | | | 4,963,686 | | | | | | 0.2 | | |
5,000,000 | | | 2.900%, 04/12/2032 | | | | | 4,768,398 | | | | | | 0.2 | | |
4,000,000 | | | 3.400%, 04/25/2034 | | | | | 3,936,717 | | | | | | 0.1 | | |
| | | | | | | | 13,668,801 | | | | | | 0.5 | | |
| | | Uniform Mortgage-Backed Securities: 11.4% | | ||||||||||||
926,947 | | | 2.000%, 05/01/2051 | | | | | 808,443 | | | | | | 0.0 | | |
7,255,269 | | | 2.000%, 05/01/2051 | | | | | 6,348,679 | | | | | | 0.2 | | |
9,542,876 | | | 2.000%, 10/01/2051 | | | | | 8,309,362 | | | | | | 0.3 | | |
9,641,045 | | | 2.000%, 01/01/2052 | | | | | 8,446,270 | | | | | | 0.3 | | |
16,757,652 | | | 2.000%, 01/01/2052 | | | | | 14,615,035 | | | | | | 0.5 | | |
2,944,826 | | | 2.000%, 02/01/2052 | | | | | 2,568,296 | | | | | | 0.1 | | |
5,918,548 | | | 2.000%, 02/01/2052 | | | | | 5,161,785 | | | | | | 0.2 | | |
6,866,444 | | | 2.000%, 02/01/2052 | | | | | 5,988,469 | | | | | | 0.2 | | |
12,507,172 | | | 2.000%, 02/01/2052 | | | | | 10,911,937 | | | | | | 0.4 | | |
14,691,571 | | | 2.000%, 02/01/2052 | | | | | 12,813,045 | | | | | | 0.5 | | |
10,659,542 | | | 2.000%, 02/01/2052 | | | | | 9,296,695 | | | | | | 0.3 | | |
3,885,406 | | | 2.000%, 03/01/2052 | | | | | 3,388,610 | | | | | | 0.1 | | |
2,915,018 | | | 2.000%, 03/01/2052 | | | | | 2,542,294 | | | | | | 0.1 | | |
2,129,658 | | | 2.500%, 09/01/2027 | | | | | 2,079,679 | | | | | | 0.1 | | |
2,206,070 | | | 2.500%, 06/01/2030 | | | | | 2,164,537 | | | | | | 0.1 | | |
2,954,481 | | | 2.500%, 06/01/2030 | | | | | 2,898,851 | | | | | | 0.1 | | |
1,339,168 | | | 2.500%, 07/01/2030 | | | | | 1,313,947 | | | | | | 0.1 | | |
9,731,893 | | | 2.500%, 11/01/2051 | | | | | 8,805,981 | | | | | | 0.3 | | |
9,751,001 | | | 2.500%, 01/01/2052 | | | | | 8,813,672 | | | | | | 0.3 | | |
3,922,059 | | | 2.500%, 02/01/2052 | | | | | 3,556,753 | | | | | | 0.1 | | |
5,224,439 | | | 2.500%, 02/01/2052 | | | | | 4,722,107 | | | | | | 0.2 | | |
3,944,185 | | | 2.500%, 03/01/2052 | | | | | 3,561,750 | | | | | | 0.1 | | |
2,983,014 | | | 2.500%, 03/01/2052 | | | | | 2,696,209 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
11,159,195 | | | 2.500%, 03/01/2052 | | | | $ | 10,096,697 | | | | | | 0.4 | | |
261,000 (5) | | | 2.500%, 07/15/2052 | | | | | 234,798 | | | | | | 0.0 | | |
584,577 | | | 3.000%, 06/01/2026 | | | | | 583,562 | | | | | | 0.0 | | |
3,348,046 | | | 3.000%, 08/01/2030 | | | | | 3,338,066 | | | | | | 0.1 | | |
1,309,273 | | | 3.000%, 09/01/2030 | | | | | 1,305,366 | | | | | | 0.1 | | |
11,707,964 | | | 3.000%, 12/01/2042 | | | | | 11,192,889 | | | | | | 0.4 | | |
4,815,547 | | | 3.000%, 07/01/2043 | | | | | 4,600,611 | | | | | | 0.2 | | |
2,223,265 | | | 3.000%, 09/01/2043 | | | | | 2,125,260 | | | | | | 0.1 | | |
2,984,246 | | | 3.000%, 07/01/2046 | | | | | 2,830,142 | | | | | | 0.1 | | |
1,033,126 | | | 3.000%, 08/01/2046 | | | | | 979,409 | | | | | | 0.0 | | |
11,760,919 | | | 3.000%, 12/01/2046 | | | | | 11,153,058 | | | | | | 0.4 | | |
4,899,495 | | | 3.000%, 01/01/2052 | | | | | 4,617,502 | | | | | | 0.2 | | |
1,640,520 | | | 3.500%, 05/01/2029 | | | | | 1,642,733 | | | | | | 0.1 | | |
505,247 | | | 3.500%, 03/01/2041 | | | | | 496,388 | | | | | | 0.0 | | |
536,261 | | | 3.500%, 12/01/2041 | | | | | 527,311 | | | | | | 0.0 | | |
912,787 | | | 3.500%, 01/01/2042 | | | | | 897,268 | | | | | | 0.0 | | |
2,068,450 | | | 3.500%, 10/01/2042 | | | | | 2,033,283 | | | | | | 0.1 | | |
4,535,718 | | | 3.500%, 11/01/2042 | | | | | 4,450,150 | | | | | | 0.2 | | |
2,638,642 | | | 3.500%, 01/01/2046 | | | | | 2,580,904 | | | | | | 0.1 | | |
2,012,113 | | | 3.500%, 02/01/2046 | | | | | 1,968,053 | | | | | | 0.1 | | |
4,016,713 | | | 3.500%, 02/01/2046 | | | | | 3,928,811 | | | | | | 0.1 | | |
4,089,062 | | | 3.500%, 04/01/2046 | | | | | 4,000,005 | | | | | | 0.2 | | |
2,171,775 | | | 3.500%, 02/01/2052 | | | | | 2,101,264 | | | | | | 0.1 | | |
1,400,000 (5) | | | 3.500%, 07/15/2052 | | | | | 1,346,734 | | | | | | 0.1 | | |
541,582 | | | 4.000%, 10/01/2040 | | | | | 539,813 | | | | | | 0.0 | | |
82,889 | | | 4.000%, 10/01/2040 | | | | | 83,878 | | | | | | 0.0 | | |
5,186,657 | | | 4.000%, 11/01/2040 | | | | | 5,248,672 | | | | | | 0.2 | | |
806,819 | | | 4.000%, 12/01/2040 | | | | | 816,488 | | | | | | 0.0 | | |
540,203 | | | 4.000%, 12/01/2040 | | | | | 546,702 | | | | | | 0.0 | | |
1,046,546 | | | 4.000%, 02/01/2041 | | | | | 1,059,129 | | | | | | 0.0 | | |
165,972 | | | 4.000%, 03/01/2041 | | | | | 167,954 | | | | | | 0.0 | | |
168,061 | | | 4.000%, 04/01/2041 | | | | | 169,674 | | | | | | 0.0 | | |
112,168 | | | 4.000%, 09/01/2041 | | | | | 113,512 | | | | | | 0.0 | | |
634,175 | | | 4.000%, 11/01/2041 | | | | | 641,788 | | | | | | 0.0 | | |
115,795 | | | 4.000%, 12/01/2041 | | | | | 117,191 | | | | | | 0.0 | | |
440,875 | | | 4.000%, 01/01/2042 | | | | | 446,172 | | | | | | 0.0 | | |
234,746 | | | 4.000%, 07/01/2042 | | | | | 237,565 | | | | | | 0.0 | | |
945,946 | | | 4.000%, 12/01/2042 | | | | | 956,662 | | | | | | 0.0 | | |
1,395,690 | | | 4.000%, 07/01/2043 | | | | | 1,406,434 | | | | | | 0.1 | | |
646,045 | | | 4.000%, 02/01/2044 | | | | | 650,153 | | | | | | 0.0 | | |
865,633 | | | 4.000%, 02/01/2044 | | | | | 872,290 | | | | | | 0.0 | | |
121,352 | | | 4.000%, 03/01/2044 | | | | | 120,911 | | | | | | 0.0 | | |
412,179 | | | 4.000%, 05/01/2045 | | | | | 415,333 | | | | | | 0.0 | | |
3,716,045 | | | 4.000%, 06/01/2045 | | | | | 3,744,574 | | | | | | 0.1 | | |
1,282,924 | | | 4.000%, 07/01/2045 | | | | | 1,290,256 | | | | | | 0.1 | | |
1,137,470 | | | 4.000%, 07/01/2045 | | | | | 1,146,211 | | | | | | 0.1 | | |
1,057,801 | | | 4.000%, 07/01/2045 | | | | | 1,065,922 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
426,644 | | | 4.000%, 07/01/2045 | | | | $ | 424,456 | | | | | | 0.0 | | |
1,320,497 | | | 4.000%, 02/01/2046 | | | | | 1,330,634 | | | | | | 0.1 | | |
2,335,577 | | | 4.000%, 02/01/2048 | | | | | 2,339,791 | | | | | | 0.1 | | |
432,353 | | | 4.000%, 03/01/2048 | | | | | 433,535 | | | | | | 0.0 | | |
125,728 | | | 4.000%, 03/01/2048 | | | | | 125,747 | | | | | | 0.0 | | |
40,000,000 (5) | | | 4.000%, 07/15/2052 | | | | | 39,455,469 | | | | | | 1.4 | | |
570,784 | | | 4.500%, 07/01/2026 | | | | | 583,934 | | | | | | 0.0 | | |
3,014 | | | 4.500%, 06/01/2034 | | | | | 3,087 | | | | | | 0.0 | | |
8,913 | | | 4.500%, 05/01/2035 | | | | | 9,147 | | | | | | 0.0 | | |
993 | | | 4.500%, 03/01/2038 | | | | | 1,026 | | | | | | 0.0 | | |
1,039 | | | 4.500%, 05/01/2038 | | | | | 1,055 | | | | | | 0.0 | | |
5,743 | | | 4.500%, 06/01/2038 | | | | | 5,908 | | | | | | 0.0 | | |
8,094 | | | 4.500%, 07/01/2038 | | | | | 8,156 | | | | | | 0.0 | | |
12,839 | | | 4.500%, 09/01/2038 | | | | | 12,911 | | | | | | 0.0 | | |
116,098 | | | 4.500%, 03/01/2039 | | | | | 118,801 | | | | | | 0.0 | | |
8,589 | | | 4.500%, 04/01/2039 | | | | | 8,870 | | | | | | 0.0 | | |
11,238 | | | 4.500%, 04/01/2039 | | | | | 11,605 | | | | | | 0.0 | | |
234,323 | | | 4.500%, 07/01/2039 | | | | | 241,327 | | | | | | 0.0 | | |
532,543 | | | 4.500%, 09/01/2039 | | | | | 548,500 | | | | | | 0.0 | | |
536,474 | | | 4.500%, 10/01/2039 | | | | | 554,021 | | | | | | 0.0 | | |
144,364 | | | 4.500%, 12/01/2039 | | | | | 149,083 | | | | | | 0.0 | | |
163,145 | | | 4.500%, 12/01/2039 | | | | | 168,027 | | | | | | 0.0 | | |
122,582 | | | 4.500%, 12/01/2039 | | | | | 126,582 | | | | | | 0.0 | | |
107,390 | | | 4.500%, 03/01/2040 | | | | | 110,898 | | | | | | 0.0 | | |
116,233 | | | 4.500%, 10/01/2040 | | | | | 120,023 | | | | | | 0.0 | | |
147,465 | | | 4.500%, 10/01/2040 | | | | | 152,256 | | | | | | 0.0 | | |
131,093 | | | 4.500%, 10/01/2040 | | | | | 135,396 | | | | | | 0.0 | | |
174,541 | | | 4.500%, 03/01/2041 | | | | | 180,221 | | | | | | 0.0 | | |
100,992 | | | 4.500%, 04/01/2041 | | | | | 102,167 | | | | | | 0.0 | | |
96,512 | | | 4.500%, 06/01/2041 | | | | | 99,412 | | | | | | 0.0 | | |
1,484,342 | | | 4.500%, 06/01/2041 | | | | | 1,532,948 | | | | | | 0.1 | | |
114,371 | | | 4.500%, 06/01/2041 | | | | | 118,110 | | | | | | 0.0 | | |
47,955 | | | 4.500%, 07/01/2041 | | | | | 49,526 | | | | | | 0.0 | | |
1,803,699 | | | 4.500%, 07/01/2041 | | | | | 1,861,830 | | | | | | 0.1 | | |
80,811 | | | 4.500%, 07/01/2041 | | | | | 82,797 | | | | | | 0.0 | | |
555,383 | | | 4.500%, 08/01/2041 | | | | | 573,577 | | | | | | 0.0 | | |
69,493 | | | 4.500%, 08/01/2041 | | | | | 70,864 | | | | | | 0.0 | | |
711,999 | | | 4.500%, 08/01/2041 | | | | | 732,769 | | | | | | 0.0 | | |
35,000,000 (5) | | | 4.500%, 07/15/2052 | | | | | 35,143,555 | | | | | | 1.2 | | |
132,205 | | | 5.000%, 03/01/2027 | | | | | 135,866 | | | | | | 0.0 | | |
50,379 | | | 5.000%, 07/01/2033 | | | | | 52,929 | | | | | | 0.0 | | |
46,326 | | | 5.000%, 02/01/2034 | | | | | 47,390 | | | | | | 0.0 | | |
9,291 | | | 5.000%, 11/01/2034 | | | | | 9,751 | | | | | | 0.0 | | |
953,692 | | | 5.000%, 02/01/2035 | | | | | 1,003,473 | | | | | | 0.0 | | |
169,425 | | | 5.000%, 06/01/2035 | | | | | 178,299 | | | | | | 0.0 | | |
11,554 | | | 5.000%, 08/01/2035 | | | | | 12,130 | | | | | | 0.0 | | |
39,173 | | | 5.000%, 09/01/2035 | | | | | 41,228 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
113,696 | | | 5.000%, 09/01/2035 | | | | $ | 119,756 | | | | | | 0.0 | | |
157,498 | | | 5.000%, 09/01/2035 | | | | | 165,834 | | | | | | 0.0 | | |
14,253 | | | 5.000%, 10/01/2035 | | | | | 15,006 | | | | | | 0.0 | | |
190,149 | | | 5.000%, 03/01/2036 | | | | | 200,220 | | | | | | 0.0 | | |
238,729 | | | 5.000%, 03/01/2036 | | | | | 251,394 | | | | | | 0.0 | | |
1,976 | | | 5.000%, 05/01/2036 | | | | | 2,081 | | | | | | 0.0 | | |
167,794 | | | 5.000%, 05/01/2036 | | | | | 175,839 | | | | | | 0.0 | | |
31,858 | | | 5.000%, 06/01/2036 | | | | | 33,548 | | | | | | 0.0 | | |
25,745 | | | 5.000%, 12/01/2036 | | | | | 26,957 | | | | | | 0.0 | | |
330,605 | | | 5.000%, 12/01/2036 | | | | | 348,479 | | | | | | 0.0 | | |
76,341 | | | 5.000%, 07/01/2037 | | | | | 80,381 | | | | | | 0.0 | | |
44,350 | | | 5.000%, 01/01/2038 | | | | | 46,682 | | | | | | 0.0 | | |
117,225 | | | 5.000%, 02/01/2038 | | | | | 123,444 | | | | | | 0.0 | | |
254,026 | | | 5.000%, 02/01/2038 | | | | | 267,430 | | | | | | 0.0 | | |
250,088 | | | 5.000%, 08/01/2038 | | | | | 263,367 | | | | | | 0.0 | | |
51,414 | | | 5.000%, 07/01/2040 | | | | | 52,987 | | | | | | 0.0 | | |
100,880 | | | 5.000%, 07/01/2040 | | | | | 106,262 | | | | | | 0.0 | | |
86 | | | 5.500%, 07/01/2022 | | | | | 86 | | | | | | 0.0 | | |
1 | | | 5.500%, 07/01/2022 | | | | | 1 | | | | | | 0.0 | | |
49 | | | 5.500%, 09/01/2022 | | | | | 48 | | | | | | 0.0 | | |
1,074 | | | 5.500%, 09/01/2022 | | | | | 1,075 | | | | | | 0.0 | | |
365 | | | 5.500%, 01/01/2023 | | | | | 366 | | | | | | 0.0 | | |
14 | | | 5.500%, 02/01/2023 | | | | | 14 | | | | | | 0.0 | | |
114 | | | 5.500%, 03/01/2023 | | | | | 114 | | | | | | 0.0 | | |
137 | | | 5.500%, 04/01/2023 | | | | | 138 | | | | | | 0.0 | | |
1,388 | | | 5.500%, 06/01/2023 | | | | | 1,391 | | | | | | 0.0 | | |
496 | | | 5.500%, 08/01/2023 | | | | | 498 | | | | | | 0.0 | | |
3,914 | | | 5.500%, 08/01/2023 | | | | | 3,933 | | | | | | 0.0 | | |
1,752 | | | 5.500%, 08/01/2023 | | | | | 1,761 | | | | | | 0.0 | | |
294 | | | 5.500%, 08/01/2023 | | | | | 296 | | | | | | 0.0 | | |
3,233 | | | 5.500%, 09/01/2023 | | | | | 3,251 | | | | | | 0.0 | | |
1,535 | | | 5.500%, 11/01/2023 | | | | | 1,539 | | | | | | 0.0 | | |
227 | | | 5.500%, 11/01/2023 | | | | | 227 | | | | | | 0.0 | | |
296 | | | 5.500%, 11/01/2023 | | | | | 298 | | | | | | 0.0 | | |
14,217 | | | 5.500%, 02/01/2024 | | | | | 14,309 | | | | | | 0.0 | | |
499 | | | 5.500%, 03/01/2024 | | | | | 500 | | | | | | 0.0 | | |
515 | | | 5.500%, 07/01/2024 | | | | | 516 | | | | | | 0.0 | | |
2,661 | | | 5.500%, 07/01/2024 | | | | | 2,685 | | | | | | 0.0 | | |
9 | | | 5.500%, 05/01/2025 | | | | | 9 | | | | | | 0.0 | | |
4,844 | | | 5.500%, 08/01/2025 | | | | | 4,861 | | | | | | 0.0 | | |
1,051 | | | 5.500%, 07/01/2027 | | | | | 1,093 | | | | | | 0.0 | | |
250 | | | 5.500%, 08/01/2027 | | | | | 260 | | | | | | 0.0 | | |
63,185 | | | 5.500%, 03/01/2034 | | | | | 67,731 | | | | | | 0.0 | | |
48,807 | | | 5.500%, 04/01/2034 | | | | | 51,675 | | | | | | 0.0 | | |
22,391 | | | 5.500%, 11/01/2034 | | | | | 24,011 | | | | | | 0.0 | | |
22,955 | | | 5.500%, 12/01/2034 | | | | | 24,622 | | | | | | 0.0 | | |
275,773 | | | 5.500%, 02/01/2035 | | | | | 295,829 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
40,511 | | | 5.500%, 05/01/2035 | | | | $ | 43,478 | | | | | | 0.0 | | |
157,789 | | | 5.500%, 09/01/2035 | | | | | 164,270 | | | | | | 0.0 | | |
37,804 | | | 5.500%, 09/01/2035 | | | | | 40,570 | | | | | | 0.0 | | |
28,990 | | | 5.500%, 04/01/2036 | | | | | 31,112 | | | | | | 0.0 | | |
50,759 | | | 5.500%, 04/01/2036 | | | | | 54,468 | | | | | | 0.0 | | |
9,593 | | | 5.500%, 05/01/2036 | | | | | 10,304 | | | | | | 0.0 | | |
23,342 | | | 5.500%, 06/01/2036 | | | | | 24,757 | | | | | | 0.0 | | |
133,964 | | | 5.500%, 07/01/2036 | | | | | 143,724 | | | | | | 0.0 | | |
71,819 | | | 5.500%, 11/01/2036 | | | | | 77,184 | | | | | | 0.0 | | |
218,640 | | | 5.500%, 12/01/2036 | | | | | 234,957 | | | | | | 0.0 | | |
110,228 | | | 5.500%, 12/01/2036 | | | | | 118,441 | | | | | | 0.0 | | |
35,619 | | | 5.500%, 01/01/2037 | | | | | 38,237 | | | | | | 0.0 | | |
333,171 | | | 5.500%, 03/01/2037 | | | | | 358,176 | | | | | | 0.0 | | |
30,010 | | | 5.500%, 03/01/2037 | | | | | 32,246 | | | | | | 0.0 | | |
157,099 | | | 5.500%, 03/01/2037 | | | | | 168,805 | | | | | | 0.0 | | |
135,528 | | | 5.500%, 08/01/2037 | | | | | 145,458 | | | | | | 0.0 | | |
465 | | | 5.500%, 01/01/2038 | | | | | 499 | | | | | | 0.0 | | |
562 | | | 5.500%, 01/01/2038 | | | | | 604 | | | | | | 0.0 | | |
1,683 | | | 5.500%, 01/01/2038 | | | | | 1,808 | | | | | | 0.0 | | |
4,673 | | | 5.500%, 03/01/2038 | | | | | 5,020 | | | | | | 0.0 | | |
4,444 | | | 5.500%, 05/01/2038 | | | | | 4,705 | | | | | | 0.0 | | |
20,181 | | | 5.500%, 06/01/2038 | | | | | 21,696 | | | | | | 0.0 | | |
509,557 | | | 5.500%, 09/01/2038 | | | | | 545,671 | | | | | | 0.0 | | |
144,263 | | | 5.500%, 12/01/2038 | | | | | 155,033 | | | | | | 0.0 | | |
35,669 | | | 5.500%, 06/01/2039 | | | | | 38,348 | | | | | | 0.0 | | |
36,450 | | | 5.500%, 05/01/2040 | | | | | 37,934 | | | | | | 0.0 | | |
223,496 | | | 5.500%, 06/01/2040 | | | | | 232,522 | | | | | | 0.0 | | |
3,925 | | | 6.000%, 01/01/2034 | | | | | 4,137 | | | | | | 0.0 | | |
30,380 | | | 6.000%, 12/01/2034 | | | | | 33,303 | | | | | | 0.0 | | |
15,797 | | | 6.000%, 05/01/2035 | | | | | 16,632 | | | | | | 0.0 | | |
29,451 | | | 6.000%, 01/01/2036 | | | | | 30,998 | | | | | | 0.0 | | |
14,258 | | | 6.000%, 01/01/2036 | | | | | 15,001 | | | | | | 0.0 | | |
8,922 | | | 6.000%, 02/01/2036 | | | | | 9,737 | | | | | | 0.0 | | |
12,628 | | | 6.000%, 03/01/2036 | | | | | 13,667 | | | | | | 0.0 | | |
17,494 | | | 6.000%, 03/01/2036 | | | | | 19,082 | | | | | | 0.0 | | |
5,479 | | | 6.000%, 04/01/2036 | | | | | 6,002 | | | | | | 0.0 | | |
2,494 | | | 6.000%, 04/01/2036 | | | | | 2,625 | | | | | | 0.0 | | |
41,465 | | | 6.000%, 05/01/2036 | | | | | 45,419 | | | | | | 0.0 | | |
175 | | | 6.000%, 06/01/2036 | | | | | 191 | | | | | | 0.0 | | |
9,993 | | | 6.000%, 08/01/2036 | | | | | 10,954 | | | | | | 0.0 | | |
1,576 | | | 6.000%, 08/01/2036 | | | | | 1,658 | | | | | | 0.0 | | |
24,279 | | | 6.000%, 09/01/2036 | | | | | 26,601 | | | | | | 0.0 | | |
38,348 | | | 6.000%, 09/01/2036 | | | | | 40,779 | | | | | | 0.0 | | |
8,929 | | | 6.000%, 09/01/2036 | | | | | 9,784 | | | | | | 0.0 | | |
7,990 | | | 6.000%, 10/01/2036 | | | | | 8,505 | | | | | | 0.0 | | |
310,605 | | | 6.000%, 12/01/2036 | | | | | 338,919 | | | | | | 0.0 | | |
86,202 | | | 6.000%, 12/01/2036 | | | | | 90,763 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
6,905 | | | 6.000%, 01/01/2037 | | | | $ | 7,265 | | | | | | 0.0 | | |
5,124 | | | 6.000%, 02/01/2037 | | | | | 5,423 | | | | | | 0.0 | | |
4,884 | | | 6.000%, 04/01/2037 | | | | | 5,139 | | | | | | 0.0 | | |
46,176 | | | 6.000%, 07/01/2037 | | | | | 50,658 | | | | | | 0.0 | | |
1,400 | | | 6.000%, 08/01/2037 | | | | | 1,526 | | | | | | 0.0 | | |
685 | | | 6.000%, 08/01/2037 | | | | | 724 | | | | | | 0.0 | | |
11,859 | | | 6.000%, 08/01/2037 | | | | | 12,940 | | | | | | 0.0 | | |
6,970 | | | 6.000%, 09/01/2037 | | | | | 7,639 | | | | | | 0.0 | | |
778 | | | 6.000%, 09/01/2037 | | | | | 821 | | | | | | 0.0 | | |
2,260 | | | 6.000%, 09/01/2037 | | | | | 2,420 | | | | | | 0.0 | | |
224 | | | 6.000%, 09/01/2037 | | | | | 245 | | | | | | 0.0 | | |
7,716 | | | 6.000%, 09/01/2037 | | | | | 8,153 | | | | | | 0.0 | | |
873 | | | 6.000%, 10/01/2037 | | | | | 932 | | | | | | 0.0 | | |
1,382 | | | 6.000%, 10/01/2037 | | | | | 1,475 | | | | | | 0.0 | | |
159 | | | 6.000%, 10/01/2037 | | | | | 175 | | | | | | 0.0 | | |
2,005 | | | 6.000%, 10/01/2037 | | | | | 2,126 | | | | | | 0.0 | | |
1,006 | | | 6.000%, 11/01/2037 | | | | | 1,058 | | | | | | 0.0 | | |
1,030 | | | 6.000%, 11/01/2037 | | | | | 1,091 | | | | | | 0.0 | | |
8,390 | | | 6.000%, 11/01/2037 | | | | | 8,975 | | | | | | 0.0 | | |
7,615 | | | 6.000%, 11/01/2037 | | | | | 8,016 | | | | | | 0.0 | | |
6,270 | | | 6.000%, 11/01/2037 | | | | | 6,597 | | | | | | 0.0 | | |
25,647 | | | 6.000%, 11/01/2037 | | | | | 28,102 | | | | | | 0.0 | | |
10,880 | | | 6.000%, 12/01/2037 | | | | | 11,929 | | | | | | 0.0 | | |
18,941 | | | 6.000%, 12/01/2037 | | | | | 20,759 | | | | | | 0.0 | | |
4,160 | | | 6.000%, 12/01/2037 | | | | | 4,450 | | | | | | 0.0 | | |
28,763 | | | 6.000%, 12/01/2037 | | | | | 31,511 | | | | | | 0.0 | | |
4,295 | | | 6.000%, 01/01/2038 | | | | | 4,519 | | | | | | 0.0 | | |
3,758 | | | 6.000%, 01/01/2038 | | | | | 3,953 | | | | | | 0.0 | | |
708 | | | 6.000%, 02/01/2038 | | | | | 745 | | | | | | 0.0 | | |
58,553 | | | 6.000%, 02/01/2038 | | | | | 62,645 | | | | | | 0.0 | | |
2,916 | | | 6.000%, 03/01/2038 | | | | | 3,081 | | | | | | 0.0 | | |
64,993 | | | 6.000%, 03/01/2038 | | | | | 68,385 | | | | | | 0.0 | | |
144,535 | | | 6.000%, 04/01/2038 | | | | | 156,632 | | | | | | 0.0 | | |
9,002 | | | 6.000%, 04/01/2038 | | | | | 9,681 | | | | | | 0.0 | | |
7,324 | | | 6.000%, 05/01/2038 | | | | | 7,707 | | | | | | 0.0 | | |
10,490 | | | 6.000%, 05/01/2038 | | | | | 11,403 | | | | | | 0.0 | | |
1,021 | | | 6.000%, 06/01/2038 | | | | | 1,074 | | | | | | 0.0 | | |
7,983 | | | 6.000%, 07/01/2038 | | | | | 8,436 | | | | | | 0.0 | | |
23,368 | | | 6.000%, 07/01/2038 | | | | | 24,693 | | | | | | 0.0 | | |
786 | | | 6.000%, 08/01/2038 | | | | | 827 | | | | | | 0.0 | | |
1,459 | | | 6.000%, 08/01/2038 | | | | | 1,581 | | | | | | 0.0 | | |
11,420 | | | 6.000%, 09/01/2038 | | | | | 12,029 | | | | | | 0.0 | | |
6,321 | | | 6.000%, 09/01/2038 | | | | | 6,651 | | | | | | 0.0 | | |
32,806 | | | 6.000%, 09/01/2038 | | | | | 34,697 | | | | | | 0.0 | | |
16,150 | | | 6.000%, 10/01/2038 | | | | | 17,453 | | | | | | 0.0 | | |
34,173 | | | 6.000%, 10/01/2038 | | | | | 37,072 | | | | | | 0.0 | | |
28,414 | | | 6.000%, 10/01/2038 | | | | | 30,618 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
341,739 | | | 6.000%, 10/01/2039 | | | | $ | 374,900 | | | | | | 0.0 | | |
6,043 | | | 6.000%, 11/01/2039 | | | | | 6,358 | | | | | | 0.0 | | |
441 | | | 6.500%, 04/01/2030 | | | | | 464 | | | | | | 0.0 | | |
52,526 | | | 6.500%, 02/01/2034 | | | | | 55,136 | | | | | | 0.0 | | |
5,882 | | | 6.500%, 11/01/2034 | | | | | 6,421 | | | | | | 0.0 | | |
9,807 | | | 6.500%, 01/01/2036 | | | | | 10,464 | | | | | | 0.0 | | |
17,416 | | | 6.500%, 03/01/2036 | | | | | 19,056 | | | | | | 0.0 | | |
26,919 | | | 6.500%, 04/01/2036 | | | | | 28,705 | | | | | | 0.0 | | |
537 | | | 6.500%, 05/01/2036 | | | | | 564 | | | | | | 0.0 | | |
3,879 | | | 6.500%, 06/01/2036 | | | | | 4,072 | | | | | | 0.0 | | |
711 | | | 6.500%, 07/01/2036 | | | | | 768 | | | | | | 0.0 | | |
11,976 | | | 6.500%, 07/01/2036 | | | | | 12,850 | | | | | | 0.0 | | |
30,104 | | | 6.500%, 07/01/2036 | | | | | 31,610 | | | | | | 0.0 | | |
22,469 | | | 6.500%, 07/01/2036 | | | | | 23,870 | | | | | | 0.0 | | |
4,822 | | | 6.500%, 07/01/2036 | | | | | 5,063 | | | | | | 0.0 | | |
1,528 | | | 6.500%, 07/01/2036 | | | | | 1,651 | | | | | | 0.0 | | |
537 | | | 6.500%, 08/01/2036 | | | | | 571 | | | | | | 0.0 | | |
7,405 | | | 6.500%, 09/01/2036 | | | | | 7,826 | | | | | | 0.0 | | |
60,768 | | | 6.500%, 09/01/2036 | | | | | 65,132 | | | | | | 0.0 | | |
728 | | | 6.500%, 09/01/2036 | | | | | 791 | | | | | | 0.0 | | |
6,402 | | | 6.500%, 09/01/2036 | | | | | 6,721 | | | | | | 0.0 | | |
780 | | | 6.500%, 11/01/2036 | | | | | 830 | | | | | | 0.0 | | |
1,954 | | | 6.500%, 11/01/2036 | | | | | 2,092 | | | | | | 0.0 | | |
12,116 | | | 6.500%, 12/01/2036 | | | | | 12,716 | | | | | | 0.0 | | |
1,349 | | | 6.500%, 12/01/2036 | | | | | 1,452 | | | | | | 0.0 | | |
28,839 | | | 6.500%, 01/01/2037 | | | | | 30,285 | | | | | | 0.0 | | |
18,886 | | | 6.500%, 01/01/2037 | | | | | 19,833 | | | | | | 0.0 | | |
44 | | | 6.500%, 01/01/2037 | | | | | 46 | | | | | | 0.0 | | |
10,683 | | | 6.500%, 03/01/2037 | | | | | 11,257 | | | | | | 0.0 | | |
15,454 | | | 6.500%, 03/01/2037 | | | | | 16,225 | | | | | | 0.0 | | |
3,435 | | | 6.500%, 03/01/2037 | | | | | 3,689 | | | | | | 0.0 | | |
8,452 | | | 6.500%, 03/01/2037 | | | | | 8,961 | | | | | | 0.0 | | |
167 | | | 6.500%, 07/01/2037 | | | | | 178 | | | | | | 0.0 | | |
225 | | | 6.500%, 08/01/2037 | | | | | 237 | | | | | | 0.0 | | |
1,400 | | | 6.500%, 08/01/2037 | | | | | 1,470 | | | | | | 0.0 | | |
3,434 | | | 6.500%, 08/01/2037 | | | | | 3,648 | | | | | | 0.0 | | |
844 | | | 6.500%, 09/01/2037 | | | | | 899 | | | | | | 0.0 | | |
98,892 | | | 6.500%, 09/01/2037 | | | | | 104,516 | | | | | | 0.0 | | |
61,237 | | | 6.500%, 09/01/2037 | | | | | 66,434 | | | | | | 0.0 | | |
250 | | | 6.500%, 09/01/2037 | | | | | 271 | | | | | | 0.0 | | |
670 | | | 6.500%, 09/01/2037 | | | | | 720 | | | | | | 0.0 | | |
9,143 | | | 6.500%, 09/01/2037 | | | | | 9,919 | | | | | | 0.0 | | |
3,792 | | | 6.500%, 09/01/2037 | | | | | 4,074 | | | | | | 0.0 | | |
1,249 | | | 6.500%, 10/01/2037 | | | | | 1,357 | | | | | | 0.0 | | |
2,172 | | | 6.500%, 10/01/2037 | | | | | 2,329 | | | | | | 0.0 | | |
255 | | | 6.500%, 10/01/2037 | | | | | 268 | | | | | | 0.0 | | |
17,636 | | | 6.500%, 10/01/2037 | | | | | 19,227 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
7,001 | | | 6.500%, 10/01/2037 | | | | $ | 7,370 | | | | | | 0.0 | | |
48,223 | | | 6.500%, 11/01/2037 | | | | | 50,845 | | | | | | 0.0 | | |
56,466 | | | 6.500%, 12/01/2037 | | | | | 59,298 | | | | | | 0.0 | | |
6,929 | | | 6.500%, 12/01/2037 | | | | | 7,297 | | | | | | 0.0 | | |
1,406 | | | 6.500%, 12/01/2037 | | | | | 1,476 | | | | | | 0.0 | | |
1,220 | | | 6.500%, 12/01/2037 | | | | | 1,281 | | | | | | 0.0 | | |
1,312 | | | 6.500%, 12/01/2037 | | | | | 1,377 | | | | | | 0.0 | | |
1,862 | | | 6.500%, 12/01/2037 | | | | | 1,956 | | | | | | 0.0 | | |
6,571 | | | 6.500%, 12/01/2037 | | | | | 7,156 | | | | | | 0.0 | | |
492 | | | 6.500%, 01/01/2038 | | | | | 517 | | | | | | 0.0 | | |
12,155 | | | 6.500%, 01/01/2038 | | | | | 12,912 | | | | | | 0.0 | | |
41,293 | | | 6.500%, 03/01/2038 | | | | | 44,809 | | | | | | 0.0 | | |
27,931 | | | 6.500%, 04/01/2038 | | | | | 30,510 | | | | | | 0.0 | | |
2,097 | | | 6.500%, 05/01/2038 | | | | | 2,202 | | | | | | 0.0 | | |
34,274 | | | 6.500%, 08/01/2038 | | | | | 36,366 | | | | | | 0.0 | | |
29,633 | | | 6.500%, 08/01/2038 | | | | | 31,675 | | | | | | 0.0 | | |
21,460 | | | 6.500%, 09/01/2038 | | | | | 22,781 | | | | | | 0.0 | | |
11,521 | | | 6.500%, 10/01/2038 | | | | | 12,091 | | | | | | 0.0 | | |
7,755 | | | 6.500%, 10/01/2038 | | | | | 8,207 | | | | | | 0.0 | | |
119,518 | | | 6.500%, 10/01/2038 | | | | | 130,565 | | | | | | 0.0 | | |
2,090 | | | 6.500%, 10/01/2038 | | | | | 2,287 | | | | | | 0.0 | | |
14,773 | | | 6.500%, 11/01/2038 | | | | | 15,951 | | | | | | 0.0 | | |
27,396 | | | 6.500%, 01/01/2039 | | | | | 29,383 | | | | | | 0.0 | | |
723 | | | 6.500%, 01/01/2039 | | | | | 769 | | | | | | 0.0 | | |
4,971 | | | 6.500%, 03/01/2039 | | | | | 5,217 | | | | | | 0.0 | | |
4,994 | | | 6.500%, 09/01/2039 | | | | | 5,244 | | | | | | 0.0 | | |
| | | | | | | | 330,396,128 | | | | | | 11.4 | | |
| | | Total U.S. Government Agency Obligations (Cost $890,387,381) | | | | | 858,431,738 | | | | | | 29.7 | | |
| | | | | | | | | | | | |||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 2.0% | | |||||||||||||||
2,500,000 | | | Banc of America Commercial Mortgage Trust 2017-BNK3 AS, 3.748%, 02/15/2050 | | | | | 2,416,905 | | | | | | 0.1 | | |
5,000,000 | | | BANK 2021-BNK33 A5, 2.556%, 05/15/2064 | | | | | 4,368,104 | | | | | | 0.2 | | |
800,000 | | | BANK 2022-BNK39 A4, 2.928%, 02/15/2055 | | | | | 719,016 | | | | | | 0.0 | | |
2,950,000 (3) | | | BANK 2022-BNK41 A4, 3.916%, 04/15/2065 | | | | | 2,850,217 | | | | | | 0.1 | | |
4,000,000 | | | Benchmark 2018-B3 A5 Mortgage Trust, 4.025%, 04/10/2051 | | | | | 3,948,680 | | | | | | 0.1 | | |
1,103,000 | | | Benchmark 2019-B10 A4 Mortgage Trust, 3.717%, 03/15/2062 | | | | | 1,065,154 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
5,000,000 | | | Benchmark 2020-B21 A5 Mortgage Trust, 1.978%, 12/17/2053 | | | | $ | 4,194,625 | | | | | | 0.2 | | |
1,500,000 (3) | | | Benchmark 2021-B28 A5 Mortgage Trust, 2.224%, 08/15/2054 | | | | | 1,269,375 | | | | | | 0.1 | | |
6,500,000 (3) | | | Benchmark 2022-B35 A5 Mortgage Trust, 4.594%, 05/15/2055 | | | | | 6,593,481 | | | | | | 0.2 | | |
3,000,000 | | | Citigroup Commercial Mortgage Trust 2014-GC19 A4, 4.023%, 03/10/2047 | | | | | 2,993,309 | | | | | | 0.1 | | |
1,066,002 (3) | | | Ginnie Mae 2011-127 C, 3.500%, 03/16/2047 | | | | | 1,027,768 | | | | | | 0.0 | | |
477,721 (3) | | | Ginnie Mae 2011-142 B, 3.373%, 02/16/2044 | | | | | 476,790 | | | | | | 0.0 | | |
1,087,021 | | | Ginnie Mae 2014-150 C, 3.400%, 12/16/2049 | | | | | 1,082,495 | | | | | | 0.0 | | |
2,459,236 | | | Ginnie Mae 2014-50 C, 3.400%, 02/16/2047 | | | | | 2,415,865 | | | | | | 0.1 | | |
3,000,000 | | | JPMDB Commercial Mortgage Securities Trust 2016-C2 A3A, 2.881%, 06/15/2049 | | | | | 2,877,024 | | | | | | 0.1 | | |
1,750,000 | | | JPMDB Commercial Mortgage Securities Trust 2019-COR6 A4, 3.057%, 11/13/2052 | | | | | 1,603,910 | | | | | | 0.1 | | |
3,200,000 | | | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C8 A4 A4, 3.134%, 12/15/2048 | | | | | 3,194,764 | | | | | | 0.1 | | |
1,000,000 (3) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22 C, 4.348%, 04/15/2048 | | | | | 927,663 | | | | | | 0.0 | | |
5,000,000 | | | Morgan Stanley Capital I Trust 2021-L5 A4, 2.728%, 05/15/2054 | | | | | 4,401,796 | | | | | | 0.2 | | |
1,000,000 (2)(3) | | | MSCG Trust 2015-ALDR A2, 3.577%, 06/07/2035 | | | | | 940,548 | | | | | | 0.0 | | |
1,000,000 (3) | | | UBS Commercial Mortgage Trust 2018-C9 A4, 4.117%, 03/15/2051 | | | | | 979,977 | | | | | | 0.0 | | |
1,664,115 | | | Wells Fargo Commercial Mortgage Trust 2015-P2 A3, 3.541%, 12/15/2048 | | | | | 1,629,084 | | | | | | 0.1 | | |
529,000 | | | Wells Fargo Commercial Mortgage Trust 2021-C59 A5, 2.626%, 04/15/2054 | | | | | 461,523 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
4,445,000 (3) | | | WFRBS Commercial Mortgage Trust 2013-C18 A5, 4.162%, 12/15/2046 | | | | $ | 4,429,803 | | | | | | 0.2 | | |
| | | Total Commercial Mortgage-Backed Securities (Cost $62,317,474) | | | | | 56,867,876 | | | | | | 2.0 | | |
| | | | | | | | | | | | |||||
SOVEREIGN BONDS: 1.4% | | |||||||||||||||
1,250,000 | | | Chile Government International Bond, 2.450%, 01/31/2031 | | | | | 1,068,947 | | | | | | 0.0 | | |
500,000 | | | Export-Import Bank of Korea, 3.250%, 08/12/2026 | | | | | 493,788 | | | | | | 0.0 | | |
1,000,000 | | | Export-Import Bank of Korea, 4.000%, 01/14/2024 | | | | | 1,011,740 | | | | | | 0.0 | | |
1,000,000 | | | Indonesia Government International Bond, 1.850%, 03/12/2031 | | | | | 813,931 | | | | | | 0.0 | | |
1,000,000 | | | Indonesia Government International Bond, 4.350%, 01/11/2048 | | | | | 878,429 | | | | | | 0.0 | | |
1,800,000 (2) | | | Kommunalbanken AS, 2.500%, 01/11/2023 | | | | | 1,797,390 | | | | | | 0.1 | | |
500,000 | | | Korea International Bond, 4.125%, 06/10/2044 | | | | | 521,198 | | | | | | 0.0 | | |
1,500,000 | | | Mexico Government International Bond, 2.659%, 05/24/2031 | | | | | 1,238,217 | | | | | | 0.0 | | |
5,000,000 | | | Mexico Government International Bond, 4.750%, 03/08/2044 | | | | | 4,176,451 | | | | | | 0.2 | | |
1,000,000 | | | Panama Government International Bond, 3.870%, 07/23/2060 | | | | | 709,833 | | | | | | 0.0 | | |
4,000,000 | | | Peruvian Government International Bond, 6.550%, 03/14/2037 | | | | | 4,348,384 | | | | | | 0.2 | | |
4,000,000 | | | Philippine Government International Bond, 6.375%, 01/15/2032 | | | | | 4,479,462 | | | | | | 0.2 | | |
5,000,000 | | | Province of Alberta Canada, 2.950%, 01/23/2024 | | | | | 4,986,942 | | | | | | 0.2 | | |
3,000,000 | | | Province of British Columbia Canada, 2.250%, 06/02/2026 | | | | | 2,890,649 | | | | | | 0.1 | | |
3,000,000 | | | Province of Ontario Canada, 1.050%, 04/14/2026 | | | | | 2,757,390 | | | | | | 0.1 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SOVEREIGN BONDS: (continued) | | |||||||||||||||
3,000,000 | | | Province of Ontario Canada, 1.125%, 10/07/2030 | | | | $ | 2,500,405 | | | | | | 0.1 | | |
2,400,000 | | | Republic of Italy Government International Bond, 1.250%, 02/17/2026 | | | | | 2,147,246 | | | | | | 0.1 | | |
1,000,000 | | | Republic of Poland Government International Bond, 3.250%, 04/06/2026 | | | | | 972,440 | | | | | | 0.0 | | |
3,000,000 | | | Uruguay Government International Bond, 4.500%, 08/14/2024 | | | | | 3,036,311 | | | | | | 0.1 | | |
| | | Total Sovereign Bonds (Cost $44,740,397) | | | | | 40,829,153 | | | | | | 1.4 | | |
| | | | | | | | | | | | |||||
SUPRANATIONAL BONDS: 0.4% | | |||||||||||||||
300,000 | | | Asian Development Bank, 2.125%, 03/19/2025 | | | | | 292,425 | | | | | | 0.0 | | |
750,000 | | | European Investment Bank, 0.625%, 07/25/2025 | | | | | 696,441 | | | | | | 0.0 | | |
3,000,000 (1) | | | European Investment Bank, 1.250%, 02/14/2031 | | | | | 2,576,080 | | | | | | 0.1 | | |
1,500,000 | | | Inter-American Development Bank, 0.250%, 11/15/2023 | | | | | 1,447,402 | | | | | | 0.1 | | |
2,400,000 | | | Inter-American Development Bank, 0.625%, 07/15/2025 | | | | | 2,223,245 | | | | | | 0.1 | | |
3,000,000 | | | Inter-American Development Bank, 1.750%, 09/14/2022 | | | | | 2,997,943 | | | | | | 0.1 | | |
1,000,000 (1) | | | Inter-American Development Bank, 3.200%, 08/07/2042 | | | | | 908,934 | | | | | | 0.0 | | |
| | | Total Supranational Bonds (Cost $11,902,179) | | | | | 11,142,470 | | | | | | 0.4 | | |
| | | | | | | | | | | | |||||
ASSET-BACKED SECURITIES: 0.7% | | |||||||||||||||
| | | Automobile Asset-Backed Securities: 0.6% | | ||||||||||||
1,000,000 | | | Ally Auto Receivables Trust 2019-4 A4, 1.920%, 01/15/2025 | | | | | 989,368 | | | | | | 0.1 | | |
116,335 | | | AmeriCredit Automobile Receivables Trust 2020-1 A3, 1.110%, 08/19/2024 | | | | | 116,207 | | | | | | 0.0 | | |
1,050,000 | | | AmeriCredit Automobile Receivables Trust 2021-2 A3, 0.340%, 12/18/2026 | | | | | 1,018,649 | | | | | | 0.1 | | |
1,000,000 | | | BMW Vehicle Lease Trust 2021-2 A3, 0.330%, 12/26/2024 | | | | | 971,573 | | | | | | 0.0 | | |
200,000 | | | Carmax Auto Owner Trust 2019-2 A4, 2.770%, 12/16/2024 | | | | | 199,414 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Automobile Asset-Backed Securities (continued) | | ||||||||||||
1,150,000 | | | Carmax Auto Owner Trust 2019-2 B, 3.010%, 12/16/2024 | | | | $ | 1,143,667 | | | | | | 0.1 | | |
1,050,000 | | | CarMax Auto Owner Trust 2021-3 A3, 0.550%, 06/15/2026 | | | | | 1,009,005 | | | | | | 0.1 | | |
1,000,000 | | | Drive Auto Receivables Trust 2021-2 A3, 0.350%, 03/17/2025 | | | | | 994,917 | | | | | | 0.1 | | |
700,000 | | | Exeter Automobile Receivables Trust 2021-4 A3, 0.680%, 07/15/2025 | | | | | 691,467 | | | | | | 0.0 | | |
1,050,000 | | | Ford Credit Auto Owner Trust 2019-A A4, 2.850%, 08/15/2024 | | | | | 1,050,502 | | | | | | 0.1 | | |
250,000 | | | Ford Credit Auto Owner Trust 2021-A A4, 0.490%, 09/15/2026 | | | | | 233,380 | | | | | | 0.0 | | |
1,000,000 | | | GM Financial Consumer Automobile Receivables Trust 2021-1 A4, 0.540%, 05/17/2027 | | | | | 940,052 | | | | | | 0.0 | | |
850,000 | | | GM Financial Consumer Automobile Receivables Trust 2021-3 A3, 0.480%, 06/16/2026 | | | | | 812,619 | | | | | | 0.0 | | |
800,000 | | | Honda Auto Receivables 2019-2 A4 Owner Trust, 2.540%, 03/21/2025 | | | | | 799,421 | | | | | | 0.0 | | |
1,000,000 | | | Honda Auto Receivables Owner Trust 2021-2 A4, 0.550%, 08/16/2027 | | | | | 936,782 | | | | | | 0.0 | | |
1,000,000 | | | Mercedes-Benz Auto Receivables Trust 2021-1 A3, 0.460%, 06/15/2026 | | | | | 958,487 | | | | | | 0.0 | | |
600,000 | | | Nissan Auto Receivables 2019-B A4 Owner Trust, 2.540%, 12/15/2025 | | | | | 596,473 | | | | | | 0.0 | | |
534,647 | | | Santander Drive Auto Receivables Trust 2021-2 A3, 0.340%, 02/18/2025 | | | | | 533,486 | | | | | | 0.0 | | |
461,350 | | | Santander Drive Auto Receivables Trust 2021-3 A3, 0.330%, 03/17/2025 | | | | | 459,907 | | | | | | 0.0 | | |
83,121 (2) | | | Santander Retail Auto Lease Trust 2019-C A4, 1.930%, 11/20/2023 | | | | | 83,093 | | | | | | 0.0 | | |
350,000 | | | Toyota Auto Receivables 2019-C A4 Owner Trust, 1.880%, 11/15/2024 | | | | | 345,984 | | | | | | 0.0 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Automobile Asset-Backed Securities (continued) | | ||||||||||||
550,000 | | | Toyota Auto Receivables 2021-D A3 Owner Trust, 0.710%, 04/15/2026 | | | | $ | 524,139 | | | | | | 0.0 | | |
1,000,000 | | | Volkswagen Auto Loan Enhanced Trust 2021-1 A3, 1.020%, 06/22/2026 | | | | | 958,800 | | | | | | 0.0 | | |
| | | | | | | | 16,367,392 | | | | | | 0.6 | | |
| | | Credit Card Asset-Backed Securities: 0.1% | | ||||||||||||
1,000,000 | | | American Express Credit Account Master Trust 2017-7 A, 2.350%, 05/15/2025 | | | | | 1,000,204 | | | | | | 0.1 | | |
500,000 | | | Synchrony Credit Card Master Note Trust 2017-2 A, 2.620%, 10/15/2025 | | | | | 500,322 | | | | | | 0.0 | | |
| | | | | | | | 1,500,526 | | | | | | 0.1 | | |
| | | Other Asset-Backed Securities: 0.0% | | ||||||||||||
1,000,000 | | | Verizon Master Trust 2021-1 A, 0.500%, 05/20/2027 | | | | | 943,050 | | | | | | 0.0 | | |
| | | Total Asset-Backed Securities (Cost $19,293,112) | | | | | 18,810,968 | | | | | | 0.7 | | |
| | | Total Long-Term Investments (Cost $3,162,446,332) | | | | | 3,036,916,837 | | | | | | 105.2 | | |
| | | | | ||||||||||||
SHORT-TERM INVESTMENTS: 10.6% | | |||||||||||||||
| | | Floating Rate Notes: 3.9% | | ||||||||||||
1,500,000 (6) | | | ANZ Bank, 1.620%, 07/13/2022 | | | | | 1,500,008 | | | | | | 0.1 | | |
275,000 (6) | | | ANZ Bank, 1.640%, 07/14/2022 | | | | | 275,003 | | | | | | 0.0 | | |
3,200,000 (6) | | | ANZ Bank, 1.660%, 08/18/2022 | | | | | 3,199,507 | | | | | | 0.1 | | |
2,000,000 (6) | | | Bank of America N.A., 1.620%, 07/06/2022 | | | | | 1,999,992 | | | | | | 0.1 | | |
975,000 (6) | | | Bank of America N.A., 1.660%, 08/16/2022 | | | | | 974,811 | | | | | | 0.0 | | |
3,775,000 (6) | | | Bank of Montreal, 1.650%, 07/25/2022 | | | | | 3,774,894 | | | | | | 0.1 | | |
1,975,000 (6) | | | Bank of Nova Scotia, 1.650%, 07/12/2022 | | | | | 1,975,035 | | | | | | 0.1 | | |
3,975,000 (6) | | | Barclays Bank PLC, 1.690%, 07/22/2022 | | | | | 3,974,904 | | | | | | 0.1 | | |
2,400,000 (6) | | | Barclays Bank PLC, 1.710%, 08/10/2022 | | | | | 2,399,852 | | | | | | 0.1 | | |
3,900,000 (6) | | | Bayeriche Landesbank of New York, 1.710%, 07/27/2022 | | | | | 3,900,020 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Floating Rate Notes (continued) | | ||||||||||||
3,425,000 (6) | | | Commonwealth Bank of Australia, 1.690%, 09/01/2022 | | | | $ | 3,424,157 | | | | | | 0.1 | | |
1,975,000 (6) | | | Cooperatieve Rabobank U.A./New York, 1.640%, 07/11/2022 | | | | | 1,975,033 | | | | | | 0.1 | | |
3,300,000 (6) | | | Cooperatieve Rabobank U.A./New York, 1.660%, 08/16/2022 | | | | | 3,299,581 | | | | | | 0.1 | | |
1,025,000 (6) | | | Credit Agricole, 1.630%, 07/21/2022 | | | | | 1,024,994 | | | | | | 0.0 | | |
2,050,000 (6) | | | Credit Industriel et Commercial, 1.640%, 07/05/2022 | | | | | 2,050,028 | | | | | | 0.1 | | |
1,875,000 (6) | | | Credit Industriel et Commercial, 1.650%, 07/07/2022 | | | | | 1,875,032 | | | | | | 0.1 | | |
3,925,000 (6) | | | Credit Industriel et Commercial, 1.680%, 08/08/2022 | | | | | 3,924,804 | | | | | | 0.1 | | |
4,000,000 (6) | | | Credit Suisse AG, 1.670%, 07/19/2022 | | | | | 4,000,168 | | | | | | 0.1 | | |
4,000,000 (6) | | | Mitsubishi UFJ Trust and Banking Corp., 1.670%, 07/22/2022 | | | | | 3,999,876 | | | | | | 0.1 | | |
2,400,000 (6) | | | Mitsubishi UFJ Trust and Banking Corp., 1.690%, 08/11/2022 | | | | | 2,399,774 | | | | | | 0.1 | | |
3,900,000 (6) | | | Mizuho Bank Ltd., 1.680%, 07/25/2022 | | | | | 3,899,945 | | | | | | 0.1 | | |
1,075,000 (6) | | | Mizuho Bank Ltd., 1.700%, 08/10/2022 | | | | | 1,074,928 | | | | | | 0.0 | | |
3,200,000 (6) | | | National Australia Bank Ltd., 1.640%, 08/08/2022 | | | | | 3,199,722 | | | | | | 0.1 | | |
3,600,000 (6) | | | National Australia Bank Ltd., 1.660%, 08/15/2022 | | | | | 3,599,608 | | | | | | 0.1 | | |
3,900,000 (6) | | | National Bank of Canada, 1.670%, 08/09/2022 | | | | | 3,899,739 | | | | | | 0.1 | | |
1,950,000 (6) | | | Natixis SA, 1.630%, 07/11/2022 | | | | | 1,950,026 | | | | | | 0.1 | | |
400,000 (6) | | | Royal Bank of Canada, 1.640%, 07/11/2022 | | | | | 400,006 | | | | | | 0.0 | | |
3,550,000 (6) | | | Royal Bank of Canada, 1.660%, 08/16/2022 | | | | | 3,549,522 | | | | | | 0.1 | | |
1,450,000 (6) | | | Royal Bank of Canada, 1.690%, 08/23/2022 | | | | | 1,449,761 | | | | | | 0.1 | | |
1,000,000 (6) | | | Sheffield Receivables Company LLC, 1.720%, 07/27/2022 | | | | | 1,000,039 | | | | | | 0.0 | | |
7,000,000 (6) | | | Skandinaviska Enskilda Banken AB, 1.650%, 07/20/2022 | | | | | 6,999,888 | | | | | | 0.3 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Floating Rate Notes (continued) | | ||||||||||||
4,000,000 (6) | | | Societe Generale, 1.670%, 08/08/2022 | | | | $ | 4,000,406 | | | | | | 0.2 | | |
2,025,000 (6) | | | Societe Generale, 1.710%, 08/31/2022 | | | | | 2,025,188 | | | | | | 0.1 | | |
3,500,000 (6) | | | Starbird Funding Corp., 1.690%, 08/23/2022 | | | | | 3,499,380 | | | | | | 0.1 | | |
3,200,000 (6) | | | Sumitomo Mitsui Trust Bank Ltd., 1.670%, 07/25/2022 | | | | | 3,199,955 | | | | | | 0.1 | | |
1,775,000 (6) | | | Sumitomo Mitsui Trust Bank Ltd., 1.670%, 07/28/2022 | | | | | 1,774,972 | | | | | | 0.1 | | |
1,575,000 (6) | | | Sumitomo Mitsui Trust Bank Ltd., 1.680%, 07/29/2022 | | | | | 1,575,000 | | | | | | 0.1 | | |
1,750,000 (6) | | | Sumitomo Mitsui Trust Bank Ltd., 1.690%, 08/04/2022 | | | | | 1,749,966 | | | | | | 0.1 | | |
1,925,000 (6) | | | Svenska Handelsbanken AB, 1.640%, 07/11/2022 | | | | | 1,925,026 | | | | | | 0.1 | | |
3,825,000 (6) | | | Toronto-Dominion Bank, 1.650%, 07/25/2022 | | | | | 3,824,912 | | | | | | 0.1 | | |
3,675,000 (6) | | | Toronto-Dominion Bank, 1.660%, 08/19/2022 | | | | | 3,674,617 | | | | | | 0.1 | | |
3,475,000 (6) | | | Westpac Banking Corp., 1.650%, 08/02/2022 | | | | | 3,474,834 | | | | | | 0.1 | | |
| | | Total Floating Rate Notes (Cost $113,694,913) | | | | | 113,694,913 | | | | | | 3.9 | | |
| | | | | ||||||||||||
| | | Repurchase Agreements: 4.9% | | ||||||||||||
2,968,827 (6) | | | Amherst Pierpoint Securities LLC, Repurchase Agreement dated 06/30/22, 1.54%, due 07/01/22 (Repurchase Amount $2,968,952, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 5.000%, Market Value plus accrued interest $3,028,204, due 09/15/26-07/01/52) | | | | | 2,968,827 | | | | | | 0.1 | | |
3,385,465 (6) | | | Bethesda Securities LLC, Repurchase Agreement dated 06/30/22, 1.58%, due 07/01/22 (Repurchase Amount $3,385,612, collateralized by various U.S. Government Agency Obligations, 2.000%- 5.500%, Market Value plus accrued interest $3,487,029, due 04/01/23-05/01/52) | | | | | 3,385,465 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
27,697,552 (6) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $27,698,728, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%- 9.000%, Market Value plus accrued interest $28,251,503, due 08/01/22-01/20/68) | | | | $ | 27,697,552 | | | | | | 1.0 | | |
8,559,631 (6) | | | CF Secured LLC, Repurchase Agreement dated 06/30/22, 1.48%- 1.55%, due 07/01/22 (Repurchase Amount $8,559,985, collateralized by various U.S. Gov’t/ U.S. Gov’t Agency Obligations, 0.000%- 4.610%, Market Value plus accrued interest $8,730,824, due 09/15/22-07/20/67) | | | | | 8,559,631 | | | | | | 0.3 | | |
15,481,468 (6) | | | Citadel Securities LLC, Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $15,482,125, collateralized by various U.S. Government Securities, 0.000%-7.250%, Market Value plus accrued interest $15,791,898, due 07/21/22-05/15/52) | | | | | 15,481,468 | | | | | | 0.6 | | |
8,420,337 (6) | | | Industrial & Comm. Bank of China, Repurchase Agreement dated 06/30/22, 1.50%, due 07/01/22 (Repurchase Amount $8,420,683, collateralized by various U.S. Government Securities, 0.000%-3.250%, Market Value plus accrued interest $8,588,744, due 12/29/22-06/30/27) | | | | | 8,420,337 | | | | | | 0.3 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
9,486,602 (6) | | | Mirae Asset Securities USA Inc., Repurchase Agreement dated 06/30/22, 1.59%, due 07/01/22 (Repurchase Amount $9,487,015, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.550%- 8.250%, Market Value plus accrued interest $9,676,762, due 08/01/22-02/20/72) | | | | $ | 9,486,602 | | | | | | 0.3 | | |
46,607,402 (6) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $46,609,381, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 6.875%, Market Value plus accrued interest $47,539,551, due 08/16/22-05/20/52) | | | | | 46,607,402 | | | | | | 1.6 | | |
18,146,016 (6) | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $18,146,787, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $18,508,964, due 01/15/25-02/15/51) | | | | | 18,146,016 | | | | | | 0.6 | | |
| | | Total Repurchase Agreements (Cost $140,753,300) | | | | | 140,753,300 | | | | | | 4.9 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds: 1.8% | | ||||||||||||
7,705,000 (6)(7) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.320% | | | | | 7,705,000 | | | | | | 0.3 | | |
7,705,000 (6)(7) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.380% | | | | | 7,705,000 | | | | | | 0.3 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Mutual Funds (continued) | | ||||||||||||
36,353,000 (6)(7) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 1.380% | | | | $ | 36,353,000 | | | | | | 1.2 | | |
| | | Total Mutual Funds (Cost $51,763,000) | | | | | 51,763,000 | | | | | | 1.8 | | |
| | | Total Short-Term Investments (Cost $306,211,213) | | | | | 306,211,213 | | | | | | 10.6 | | |
| | | Total Investments in Securities (Cost $3,468,657,545) | | | | $ | 3,343,128,050 | | | | | | 115.8 | | |
| | | Liabilities in Excess of Other Assets | | | | | (456,554,250) | | | | | | (15.8) | | |
| | | Net Assets | | | | $ | 2,886,573,800 | | | | | | 100.0 | | |
|
US0012M 12-month LIBOR
| Investment Type Allocation as of June 30, 2022 (as a percentage of net assets) | | |||
| | | | | |
| U.S. Treasury Obligations | | | 44.3% | |
| U.S. Government Agency Obligations | | | 29.7% | |
| Corporate Bonds/Notes | | | 25.8% | |
| Commercial Mortgage-Backed Securities | | | 2.0% | |
| Sovereign Bonds | | | 1.4% | |
| Municipal Bonds | | | 0.9% | |
| Asset-Backed Securities | | | 0.7% | |
| Supranational Bonds | | | 0.4% | |
| Collateralized Mortgage Obligations | | | 0.0%^ | |
| Liabilities in Excess of Other Assets* | | | (5.2)% | |
| Net Assets | | | 100.0% | |
| ^ Amount is less than 0.005%. | | |||
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Voya U.S. Bond Index Portfolio | as of June 30, 2022 (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, 2022 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Corporate Bonds/Notes | | | | $ | — | | | | | $ | 744,709,694 | | | | | $ | — | | | | | $ | 744,709,694 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 905,799 | | | | | | — | | | | | | 905,799 | | |
Municipal Bonds | | | | | — | | | | | | 25,612,160 | | | | | | — | | | | | | 25,612,160 | | |
Sovereign Bonds | | | | | — | | | | | | 40,829,153 | | | | | | — | | | | | | 40,829,153 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 858,431,738 | | | | | | — | | | | | | 858,431,738 | | |
Asset-Backed Securities | | | | | — | | | | | | 18,810,968 | | | | | | — | | | | | | 18,810,968 | | |
Supranational Bonds | | | | | — | | | | | | 11,142,470 | | | | | | — | | | | | | 11,142,470 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 56,867,876 | | | | | | — | | | | | | 56,867,876 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 1,279,606,979 | | | | | | — | | | | | | 1,279,606,979 | | |
Short-Term Investments | | | | | 51,763,000 | | | | | | 254,448,213 | | | | | | — | | | | | | 306,211,213 | | |
Total Investments, at fair value | | | | $ | 51,763,000 | | | | | $ | 3,291,365,050 | | | | | $ | — | | | | | $ | 3,343,128,050 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | | — | | | | | | 244,639 | | | | | | — | | | | | | 244,639 | | |
Futures | | | | | 1,046,023 | | | | | | — | | | | | | — | | | | | | 1,046,023 | | |
Total Assets | | | | $ | 52,809,023 | | | | | $ | 3,291,609,689 | | | | | $ | — | | | | | $ | 3,344,418,712 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | $ | (124,488) | | | | | $ | — | | | | | $ | — | | | | | $ | (124,488) | | |
Total Liabilities | | | | $ | (124,488) | | | | | $ | — | | | | | $ | — | | | | | $ | (124,488) | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 10-Year Note | | | | | 74 | | | | | | 09/21/22 | | | | | $ | 8,771,313 | | | | | $ | (124,488) | | |
| | | | | | | | | | | | | | | | $ | 8,771,313 | | | | | $ | (124,488) | | |
Short Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 2-Year Note | | | | | (3) | | | | | | 09/30/22 | | | | | | (630,047) | | | | | | 3,604 | | |
U.S. Treasury 5-Year Note | | | | | (780) | | | | | | 09/30/22 | | | | | | (87,555,000) | | | | | | 722,653 | | |
U.S. Treasury Ultra 10-Year Note | | | | | (147) | | | | | | 09/21/22 | | | | | | (18,724,125) | | | | | | 319,766 | | |
| | | | | | | | | | | | | | | | $ | (106,909,172) | | | | | $ | 1,046,023 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
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 38, Version 1 | | | | | Buy | | | | | | 1.000 | | | | | | 06/20/27 | | | | USD25,000,000 | | | | $ | 7,231 | | | | | $ | 244,639 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | $ | 7,231 | | | | | $ | 244,639 | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Credit contracts | | | Variation margin receivable on centrally cleared swaps* | | | | $ | 244,639 | | |
Interest rate contracts | | | Variation margin receivable on futures contracts* | | | | | 1,046,023 | | |
Total Asset Derivatives | | | | | | | $ | 1,290,662 | | |
Liability Derivatives | | | | | | | | | | |
Interest rate contracts | | | Variation margin payable on futures contracts* | | | | | 124,488 | | |
Total Liability Derivatives | | | | | | | $ | 124,488 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||||||||||||||
Derivatives not accounted for as hedging instruments | | | Futures | | | Swaps | | | Total | | |||||||||
Interest Rate Contracts | | | | $ | 4,282,713 | | | | | $ | — | | | | | $ | 4,555,241 | | |
Credit Contracts | | | | | — | | | | | | 132,432 | | | | | | (140,096) | | |
Total | | | | $ | 4,282,713 | | | | | $ | 132,432 | | | | | $ | 4,415,145 | | |
Voya U.S. Bond Index Portfolio | as of June 30, 2022 (Unaudited) (continued) |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||||||||||||||
Derivatives not accounted for as hedging instruments | | | Futures | | | Swaps | | | Total | | |||||||||
Credit Contracts | | | | $ | — | | | | | $ | 275,539 | | | | | $ | 275,539 | | |
Interest Rate Contracts | | | | | 1,226,682 | | | | | | — | | | | | | 1,226,682 | | |
Total | | | | $ | 1,226,682 | | | | | $ | 275,539 | | | | | $ | 1,502,221 | | |
| Cost for federal income tax purposes was $3,472,278,792. | | | |||||
| Net unrealized depreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 14,055,491 | | |
| Gross Unrealized Depreciation | | | | | (142,277,465) | | |
| Net Unrealized Depreciation | | | | $ | (128,221,974) | | |
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
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| | 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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| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value January 1, 2022 | | | Ending Account Value June 30, 2022 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2022* | | | Beginning Account Value January 1, 2022 | | | Ending Account Value June 30, 2022 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2022* | | ||||||||||||||||||||||||
Voya Index Plus LargeCap Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 793.50 | | | | | | 1.05% | | | | | $ | 4.67 | | | | | $ | 1,000.00 | | | | | $ | 1,019.59 | | | | | | 1.05% | | | | | $ | 5.26 | | |
Class I | | | | | 1,000.00 | | | | | | 795.70 | | | | | | 0.55 | | | | | | 2.45 | | | | | | 1,000.00 | | | | | | 1,022.07 | | | | | | 0.55 | | | | | | 2.76 | | |
Class S | | | | | 1,000.00 | | | | | | 794.40 | | | | | | 0.80 | | | | | | 3.56 | | | | | | 1,000.00 | | | | | | 1,020.83 | | | | | | 0.80 | | | | | | 4.01 | | |
Voya Index Plus MidCap Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 800.70 | | | | | | 0.60% | | | | | $ | 2.68 | | | | | $ | 1,000.00 | | | | | $ | 1,021.82 | | | | | | 0.60% | | | | | $ | 3.01 | | |
Class S | | | | | 1,000.00 | | | | | | 799.80 | | | | | | 0.85 | | | | | | 3.79 | | | | | | 1,000.00 | | | | | | 1,020.58 | | | | | | 0.85 | | | | | | 4.26 | | |
Voya Index Plus SmallCap Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 820.80 | | | | | | 0.60% | | | | | $ | 2.71 | | | | | $ | 1,000.00 | | | | | $ | 1,021.82 | | | | | | 0.60% | | | | | $ | 3.01 | | |
Class S | | | | | 1,000.00 | | | | | | 820.10 | | | | | | 0.85 | | | | | | 3.84 | | | | | | 1,000.00 | | | | | | 1,020.58 | | | | | | 0.85 | | | | | | 4.26 | | |
| | | Voya Index Plus LargeCap Portfolio | | | Voya Index Plus MidCap Portfolio | | | Voya Index Plus SmallCap Portfolio | | |||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 721,477,827 | | | | | $ | 447,010,450 | | | | | $ | 215,024,736 | | |
Short-term investments at fair value† | | | | | 10,911,541 | | | | | | 8,449,724 | | | | | | 5,277,372 | | |
Cash | | | | | 218,106 | | | | | | 117,360 | | | | | | 63,225 | | |
Cash collateral for futures contracts | | | | | 567,000 | | | | | | 27,000 | | | | | | 203,500 | | |
Receivables: | | | | | | | | | | | | | | | | | | | |
Fund shares sold | | | | | 305,319 | | | | | | 103,882 | | | | | | 692 | | |
Dividends | | | | | 754,284 | | | | | | 482,069 | | | | | | 313,614 | | |
Foreign tax reclaims | | | | | 348 | | | | | | 492 | | | | | | — | | |
Prepaid expenses | | | | | 9,892 | | | | | | 6,148 | | | | | | 2,987 | | |
Reimbursement due from Investment Adviser | | | | | 4,358 | | | | | | 34,385 | | | | | | 17,258 | | |
Other assets | | | | | 82,262 | | | | | | 50,678 | | | | | | 25,137 | | |
Total assets | | | | | 734,330,937 | | | | | | 456,282,188 | | | | | | 220,928,521 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | |
Payable for fund shares redeemed | | | | | 318,818 | | | | | | 187,195 | | | | | | 172,833 | | |
Payable upon receipt of securities loaned | | | | | 573,541 | | | | | | 7,756,724 | | | | | | 2,264,372 | | |
Variation margin payable on futures contracts | | | | | 85,725 | | | | | | 4,440 | | | | | | 24,790 | | |
Payable for investment management fees | | | | | 280,353 | | | | | | 193,224 | | | | | | 93,840 | | |
Payable for distribution and shareholder service fees | | | | | 21,119 | | | | | | 11,113 | | | | | | 8,436 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 82,262 | | | | | | 50,678 | | | | | | 25,137 | | |
Payable for trustee fees | | | | | 2,111 | | | | | | 1,305 | | | | | | 625 | | |
Other accrued expenses and liabilities | | | | | 410,286 | | | | | | 366,819 | | | | | | 168,300 | | |
Total liabilities | | | | | 1,774,215 | | | | | | 8,571,498 | | | | | | 2,758,333 | | |
NET ASSETS | | | | $ | 732,556,722 | | | | | $ | 447,710,690 | | | | | $ | 218,170,188 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 655,913,228 | | | | | $ | 446,118,517 | | | | | $ | 211,186,816 | | |
Total distributable earnings | | | | | 76,643,494 | | | | | | 1,592,173 | | | | | | 6,983,372 | | |
NET ASSETS | | | | $ | 732,556,722 | | | | | $ | 447,710,690 | | | | | $ | 218,170,188 | | |
+ Including securities loaned at value | | | | $ | 559,987 | | | | | $ | 7,583,585 | | | | | $ | 2,180,142 | | |
* Cost of investments in securities | | | | $ | 657,681,521 | | | | | $ | 461,174,421 | | | | | $ | 213,518,233 | | |
† Cost of short-term investments | | | | $ | 10,911,541 | | | | | $ | 8,449,724 | | | | | $ | 5,277,372 | | |
Class ADV | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 1,184,834 | | | | | | n/a | | | | | | n/a | | |
Shares authorized | | | | | 100,000,000 | | | | | | n/a | | | | | | n/a | | |
Par value | | | | $ | 0.001 | | | | | | n/a | | | | | | n/a | | |
Shares outstanding | | | | | 58,449 | | | | | | n/a | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 20.27 | | | | | | n/a | | | | | | n/a | | |
Class I | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 634,530,944 | | | | | $ | 396,162,165 | | | | | $ | 179,046,541 | | |
Shares authorized | | | | | 200,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 30,808,748 | | | | | | 24,494,587 | | | | | | 9,610,149 | | |
Net asset value and redemption price per share | | | | $ | 20.60 | | | | | $ | 16.17 | | | | | $ | 18.63 | | |
Class S | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 96,840,944 | | | | | $ | 51,548,525 | | | | | $ | 39,123,647 | | |
Shares authorized | | | | | 100,000,000 | | | | | | 100,000,000 | | | | | | 100,000,000 | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 4,760,629 | | | | | | 3,254,926 | | | | | | 2,129,026 | | |
Net asset value and redemption price per share | | | | $ | 20.34 | | | | | $ | 15.84 | | | | | $ | 18.38 | | |
| | | Voya Index Plus LargeCap Portfolio | | | Voya Index Plus MidCap Portfolio | | | Voya Index Plus SmallCap Portfolio | | |||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | |
Dividends, net of foreign taxes withheld* | | | | $ | 5,609,978 | | | | | $ | 3,649,483 | | | | | $ | 1,502,569 | | |
Interest | | | | | 195 | | | | | | 168 | | | | | | 217 | | |
Securities lending income, net | | | | | 4,037 | | | | | | 14,459 | | | | | | 8,733 | | |
Total investment income | | | | | 5,614,210 | | | | | | 3,664,110 | | | | | | 1,511,519 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 1,884,320 | | | | | | 1,294,811 | | | | | | 620,435 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 3,454 | | | | | | — | | | | | | — | | |
Class S | | | | | 140,483 | | | | | | 75,746 | | | | | | 56,256 | | |
Transfer agent fees: | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 455 | | | | | | — | | | | | | — | | |
Class I | | | | | 217,199 | | | | | | 254,078 | | | | | | 119,035 | | |
Class S | | | | | 33,722 | | | | | | 33,648 | | | | | | 26,358 | | |
Shareholder reporting expense | | | | | 16,290 | | | | | | 15,425 | | | | | | 8,820 | | |
Professional fees | | | | | 35,295 | | | | | | 30,227 | | | | | | 10,369 | | |
Custody and accounting expense | | | | | 41,630 | | | | | | 34,550 | | | | | | 19,350 | | |
Trustee fees | | | | | 10,555 | | | | | | 6,528 | | | | | | 3,128 | | |
Licensing fee (Note 7) | | | | | 83,740 | | | | | | 51,788 | | | | | | 24,815 | | |
Miscellaneous expense | | | | | 25,599 | | | | | | 15,360 | | | | | | 8,039 | | |
Interest expense | | | | | 51 | | | | | | — | | | | | | 96 | | |
Total expenses | | | | | 2,492,793 | | | | | | 1,812,161 | | | | | | 896,701 | | |
Waived and reimbursed fees | | | | | (37,592) | | | | | | (175,130) | | | | | | (92,244) | | |
Net expenses | | | | | 2,455,201 | | | | | | 1,637,031 | | | | | | 804,457 | | |
Net investment income | | | | | 3,159,009 | | | | | | 2,027,079 | | | | | | 707,062 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 11,525,897 | | | | | | 15,013,459 | | | | | | 5,363,102 | | |
Futures | | | | | (325,310) | | | | | | (561,108) | | | | | | (512,546) | | |
Net realized gain | | | | | 11,200,587 | | | | | | 14,452,351 | | | | | | 4,850,556 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | |
Investments | | | | | (206,515,197) | | | | | | (130,376,341) | | | | | | (54,146,189) | | |
Futures | | | | | (656,405) | | | | | | (184,569) | | | | | | (166,822) | | |
Net change in unrealized appreciation (depreciation) | | | | | (207,171,602) | | | | | | (130,560,910) | | | | | | (54,313,011) | | |
Net realized and unrealized loss | | | | | (195,971,015) | | | | | | (116,108,559) | | | | | | (49,462,455) | | |
Decrease in net assets resulting from operations | | | | $ | (192,812,006) | | | | | $ | (114,081,480) | | | | | $ | (48,755,393) | | |
* Foreign taxes withheld | | | | $ | — | | | | | $ | 785 | | | | | $ | 2,730 | | |
| | | Voya Index Plus LargeCap Portfolio | | | Voya Index Plus MidCap Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2022 (Unaudited) | | | Year Ended December 31, 2021 | | | Six Months Ended June 30, 2022 (Unaudited) | | | Year Ended December 31, 2021 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 3,159,009 | | | | | $ | 6,640,161 | | | | | $ | 2,027,079 | | | | | $ | 4,440,252 | | |
Net realized gain | | | | | 11,200,587 | | | | | | 193,771,986 | | | | | | 14,452,351 | | | | | | 105,237,357 | | |
Net change in unrealized appreciation (depreciation) | | | | | (207,171,602) | | | | | | 35,357,483 | | | | | | (130,560,910) | | | | | | 26,150,647 | | |
Increase (decrease) in net assets resulting from operations | | | | | (192,812,006) | | | | | | 235,769,630 | | | | | | (114,081,480) | | | | | | 135,828,256 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | (320,725) | | | | | | (95,867) | | | | | | — | | | | | | — | | |
Class I | | | | | (173,274,010) | | | | | | (57,344,483) | | | | | | (96,265,200) | | | | | | (6,145,195) | | |
Class S | | | | | (26,643,719) | | | | | | (9,450,366) | | | | | | (12,607,250) | | | | | | (758,030) | | |
Total distributions | | | | | (200,238,454) | | | | | | (66,890,716) | | | | | | (108,872,450) | | | | | | (6,903,225) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 4,175,529 | | | | | | 14,344,911 | | | | | | 2,912,325 | | | | | | 12,807,567 | | |
Reinvestment of distributions | | | | | 200,238,454 | | | | | | 66,890,716 | | | | | | 108,872,450 | | | | | | 6,903,225 | | |
| | | | | 204,413,983 | | | | | | 81,235,627 | | | | | | 111,784,775 | | | | | | 19,710,792 | | |
Cost of shares redeemed | | | | | (41,671,752) | | | | | | (167,300,497) | | | | | | (28,832,108) | | | | | | (68,185,642) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | 162,742,231 | | | | | | (86,064,870) | | | | | | 82,952,667 | | | | | | (48,474,850) | | |
Net increase (decrease) in net assets | | | | | (230,308,229) | | | | | | 82,814,044 | | | | | | (140,001,263) | | | | | | 80,450,181 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 962,864,951 | | | | | | 880,050,907 | | | | | | 587,711,953 | | | | | | 507,261,772 | | |
End of year or period | | | | $ | 732,556,722 | | | | | $ | 962,864,951 | | | | | $ | 447,710,690 | | | | | $ | 587,711,953 | | |
| | | Voya Index Plus SmallCap Portfolio | | |||||||||
| | | Six Months Ended June 30, 2022 (Unaudited) | | | Year Ended December 31, 2021 | | ||||||
FROM OPERATIONS: | | | | | | | | | | | | | |
Net investment income | | | | $ | 707,062 | | | | | $ | 2,360,298 | | |
Net realized gain | | | | | 4,850,556 | | | | | | 47,514,765 | | |
Net change in unrealized appreciation (depreciation) | | | | | (54,313,011) | | | | | | 15,670,091 | | |
Increase (decrease) in net assets resulting from operations | | | | | (48,755,393) | | | | | | 65,545,154 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | |
Class I | | | | | (31,425,093) | | | | | | (1,522,903) | | |
Class S | | | | | (6,872,575) | | | | | | (269,344) | | |
Total distributions | | | | | (38,297,668) | | | | | | (1,792,247) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 1,298,992 | | | | | | 12,105,326 | | |
Reinvestment of distributions | | | | | 38,297,668 | | | | | | 1,792,247 | | |
| | | | | 39,596,660 | | | | | | 13,897,573 | | |
Cost of shares redeemed | | | | | (13,550,693) | | | | | | (34,592,216) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | 26,045,967 | | | | | | (20,694,643) | | |
Net increase (decrease) in net assets | | | | | (61,007,094) | | | | | | 43,058,264 | | |
NET ASSETS: | | | | | | | | | | | | | |
Beginning of year or period | | | | | 279,177,282 | | | | | | 236,119,018 | | |
End of year or period | | | | $ | 218,170,188 | | | | | $ | 279,177,282 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expense net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Index Plus LargeCap Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 34.59 | | | | | | 0.04• | | | | | | (6.98) | | | | | | (6.94) | | | | | | 0.09 | | | | | | 7.29 | | | | | | — | | | | | | 7.38 | | | | | | — | | | | | | 20.27 | | | | | | (20.65) | | | | | | 1.06 | | | | | | 1.05 | | | | | | 1.05 | | | | | | 0.28 | | | | | | 1,185 | | | | | | 28 | | |
12-31-21 | | | | | 29.04 | | | | | | 0.08• | | | | | | 7.82 | | | | | | 7.90 | | | | | | 0.21 | | | | | | 2.14 | | | | | | — | | | | | | 2.35 | | | | | | — | | | | | | 34.59 | | | | | | 28.62 | | | | | | 1.07 | | | | | | 1.05 | | | | | | 1.05 | | | | | | 0.26 | | | | | | 1,564 | | | | | | 60 | | |
12-31-20 | | | | | 28.37 | | | | | | 0.17• | | | | | | 3.30 | | | | | | 3.47 | | | | | | 0.28 | | | | | | 2.52 | | | | | | — | | | | | | 2.80 | | | | | | — | | | | | | 29.04 | | | | | | 15.37 | | | | | | 1.08 | | | | | | 1.05 | | | | | | 1.05 | | | | | | 0.67 | | | | | | 1,188 | | | | | | 52 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 35.11 | | | | | | 0.11• | | | | | | (7.08) | | | | | | (6.97) | | | | | | 0.25 | | | | | | 7.29 | | | | | | — | | | | | | 7.54 | | | | | | — | | | | | | 20.60 | | | | | | (20.43) | | | | | | 0.56 | | | | | | 0.55 | | | | | | 0.55 | | | | | | 0.79 | | | | | | 634,531 | | | | | | 28 | | |
12-31-21 | | | | | 29.43 | | | | | | 0.24• | | | | | | 7.92 | | | | | | 8.16 | | | | | | 0.34 | | | | | | 2.14 | | | | | | — | | | | | | 2.48 | | | | | | — | | | | | | 35.11 | | | | | | 29.25 | | | | | | 0.57 | | | | | | 0.55 | | | | | | 0.55 | | | | | | 0.76 | | | | | | 829,418 | | | | | | 60 | | |
12-31-20 | | | | | 28.77 | | | | | | 0.30• | | | | | | 3.33 | | | | | | 3.63 | | | | | | 0.45 | | | | | | 2.52 | | | | | | — | | | | | | 2.97 | | | | | | — | | | | | | 29.43 | | | | | | 15.91 | | | | | | 0.58 | | | | | | 0.55 | | | | | | 0.55 | | | | | | 1.16 | | | | | | 755,544 | | | | | | 52 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 34.72 | | | | | | 0.08• | | | | | | (7.01) | | | | | | (6.93) | | | | | | 0.16 | | | | | | 7.29 | | | | | | — | | | | | | 7.45 | | | | | | — | | | | | | 20.34 | | | | | | (20.56) | | | | | | 0.81 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 0.54 | | | | | | 96,841 | | | | | | 28 | | |
12-31-21 | | | | | 29.13 | | | | | | 0.16• | | | | | | 7.84 | | | | | | 8.00 | | | | | | 0.27 | | | | | | 2.14 | | | | | | — | | | | | | 2.41 | | | | | | — | | | | | | 34.72 | | | | | | 28.94 | | | | | | 0.82 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 0.51 | | | | | | 131,883 | | | | | | 60 | | |
12-31-20 | | | | | 28.49 | | | | | | 0.27 | | | | | | 3.26 | | | | | | 3.53 | | | | | | 0.37 | | | | | | 2.52 | | | | | | — | | | | | | 2.89 | | | | | | — | | | | | | 29.13 | | | | | | 15.62 | | | | | | 0.83 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 0.91 | | | | | | 123,319 | | | | | | 52 | | |
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 | | |
Voya Index Plus MidCap Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 26.18 | | | | | | 0.09• | | | | | | (5.07) | | | | | | (4.98) | | | | | | 0.21 | | | | | | 4.82 | | | | | | — | | | | | | 5.03 | | | | | | — | | | | | | 16.17 | | | | | | (19.93) | | | | | | 0.67 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 0.81 | | | | | | 396,162 | | | | | | 28 | | |
12-31-21 | | | | | 20.75 | | | | | | 0.20• | | | | | | 5.52 | | | | | | 5.72 | | | | | | 0.21 | | | | | | 0.08 | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 26.18 | | | | | | 27.74 | | | | | | 0.68 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 0.81 | | | | | | 517,075 | | | | | | 63 | | |
12-31-20 | | | | | 19.50 | | | | | | 0.20 | | | | | | 1.30 | | | | | | 1.50 | | | | | | 0.25 | | | | — | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 20.75 | | | | | | 8.25 | | | | | | 0.74 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 1.03 | | | | | | 442,016 | | | | | | 53 | | | |||
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 25.71 | | | | | | 0.06• | | | | | | (4.98) | | | | | | (4.92) | | | | | | 0.13 | | | | | | 4.82 | | | | | | — | | | | | | 4.95 | | | | | | — | | | | | | 15.84 | | | | | | (20.02) | | | | | | 0.92 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.56 | | | | | | 51,549 | | | | | | 28 | | |
12-31-21 | | | | | 20.38 | | | | | | 0.13• | | | | | | 5.44 | | | | | | 5.57 | | | | | | 0.16 | | | | | | 0.08 | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 25.71 | | | | | | 27.49 | | | | | | 0.93 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.56 | | | | | | 70,637 | | | | | | 63 | | |
12-31-20 | | | | | 19.14 | | | | | | 0.16 | | | | | | 1.28 | | | | | | 1.44 | | | | | | 0.20 | | | | — | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 20.38 | | | | | | 7.98 | | | | | | 0.99 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.78 | | | | | | 65,246 | | | | | | 53 | | | |||
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 | | |
Voya Index Plus SmallCap Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 27.28 | | | | | | 0.07• | | | | | | (4.84) | | | | | | (4.77) | | | | | | 0.22 | | | | | | 3.66 | | | | | | — | | | | | | 3.88 | | | | | | — | | | | | | 18.63 | | | | | | (17.92) | | | | | | 0.68 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 0.62 | | | | | | 179,047 | | | | | | 28 | | |
12-31-21 | | | | | 21.39 | | | | | | 0.23• | | | | | | 5.84 | | | | | | 6.07 | | | | | | 0.18 | | | | — | | | | | — | | | | | | 0.18 | | | | | | — | | | | | | 27.28 | | | | | | 28.45 | | | | | | 0.69 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 0.91 | | | | | | 227,944 | | | | | | 63 | | | |||
12-31-20 | | | | | 20.91 | | | | | | 0.17• | | | | | | 0.74 | | | | | | 0.91 | | | | | | 0.21 | | | | | | 0.22 | | | | | | — | | | | | | 0.43 | | | | | | — | | | | | | 21.39 | | | | | | 5.38 | | | | | | 0.73 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 0.97 | | | | | | 188,149 | | | | | | 54 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 26.91 | | | | | | 0.04• | | | | | | (4.76) | | | | | | (4.72) | | | | | | 0.15 | | | | | | 3.66 | | | | | | — | | | | | | 3.81 | | | | | | — | | | | | | 18.38 | | | | | | (17.99) | | | | | | 0.93 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.36 | | | | | | 39,124 | | | | | | 28 | | |
12-31-21 | | | | | 21.11 | | | | | | 0.16• | | | | | | 5.77 | | | | | | 5.93 | | | | | | 0.13 | | | | — | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 26.91 | | | | | | 28.13 | | | | | | 0.94 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.65 | | | | | | 51,234 | | | | | | 63 | | | |||
12-31-20 | | | | | 20.62 | | | | | | 0.14 | | | | | | 0.72 | | | | | | 0.86 | | | | | | 0.15 | | | | | | 0.22 | | | | | | — | | | | | | 0.37 | | | | | | — | | | | | | 21.11 | | | | | | 5.11 | | | | | | 0.98 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.71 | | | | | | 47,970 | | | | | | 54 | | |
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 | | |
| | | Purchases | | | Sales | | ||||||
Index Plus LargeCap | | | | $ | 231,282,382 | | | | | $ | 259,999,103 | | |
Index Plus MidCap | | | | | 146,641,479 | | | | | | 165,099,503 | | |
Index Plus SmallCap | | | | | 68,581,702 | | | | | | 79,133,638 | | |
| 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 | | | | | 5.04% | | |
Voya Retirement Insurance and Annuity Company | | | Index Plus LargeCap | | | | | 72.82 | | |
| | | Index Plus MidCap | | | | | 81.93 | | |
| | | Index Plus SmallCap | | | | | 73.23 | | |
Portfolio | | | Amount | | |||
Index Plus LargeCap | | | | $ | 250,696 | | |
Index Plus MidCap | | | | | 287,398 | | |
Index Plus SmallCap | | | | | 145,194 | | |
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, | | | ||||||||||||||||||||
| | | 2023 | | | 2024 | | | 2025 | | | Total | | ||||||||||||
Index Plus LargeCap | | | | $ | 97,000 | | | | | $ | 177,271 | | | | | $ | 72,537 | | | | | $ | 346,808 | | |
Index Plus MidCap | | | | | 242,043 | | | | | | 645,439 | | | | | | 317,086 | | | | | | 1,204,568 | | |
Index Plus SmallCap | | | | | 131,429 | | | | | | 287,120 | | | | | | 181,484 | | | | | | 600,033 | | |
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
Index Plus LargeCap | | | | | 1 | | | | | $ | 890,000 | | | | | | 2.08% | | |
Index Plus SmallCap | | | | | 1 | | | | | | 2,188,000 | | | | | | 1.58 | | |
| | | 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 | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2022 | | | | | 7,730 | | | | | | — | | | | | | 15,375 | | | | | | (9,880) | | | | | | 13,225 | | | | | | 245,233 | | | | | | — | | | | | | 320,725 | | | | | | (299,527) | | | | | | 266,431 | | |
12/31/2021 | | | | | 7,870 | | | | | | — | | | | | | 3,262 | | | | | | (6,802) | | | | | | 4,330 | | | | | | 249,973 | | | | | | — | | | | | | 95,867 | | | | | | (218,722) | | | | | | 127,118 | | |
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2022 | | | | | 116,911 | | | | | | — | | | | | | 8,181,020 | | | | | | (1,114,429) | | | | | | 7,183,502 | | | | | | 3,492,272 | | | | | | — | | | | | | 173,274,010 | | | | | | (31,830,841) | | | | | | 144,935,441 | | |
12/31/2021 | | | | | 416,130 | | | | | | — | | | | | | 1,928,194 | | | | | | (4,391,566) | | | | | | (2,047,242) | | | | | | 13,359,056 | | | | | | — | | | | | | 57,344,483 | | | | | | (142,355,476) | | | | | | (71,651,937) | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2022 | | | | | 17,193 | | | | | | — | | | | | | 1,272,992 | | | | | | (328,531) | | | | | | 961,654 | | | | | | 438,024 | | | | | | — | | | | | | 26,643,719 | | | | | | (9,541,384) | | | | | | 17,540,359 | | |
12/31/2021 | | | | | 23,188 | | | | | | — | | | | | | 320,895 | | | | | | (778,691) | | | | | | (434,608) | | | | | | 735,882 | | | | | | — | | | | | | 9,450,366 | | | | | | (24,726,299) | | | | | | (14,540,051) | | |
Index Plus MidCap | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2022 | | | | | 117,483 | | | | | | — | | | | | | 5,676,014 | | | | | | (1,048,535) | | | | | | 4,744,962 | | | | | | 2,754,887 | | | | | | — | | | | | | 96,265,200 | | | | | | (22,953,673) | | | | | | 76,066,414 | | |
12/31/2021 | | | | | 469,409 | | | | | | — | | | | | | 258,419 | | | | | | (2,282,468) | | | | | | (1,554,640) | | | | | | 11,160,951 | | | | | | — | | | | | | 6,145,195 | | | | | | (54,884,556) | | | | | | (37,578,410) | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2022 | | | | | 7,966 | | | | | | — | | | | | | 759,016 | | | | | | (259,983) | | | | | | 506,999 | | | | | | 157,438 | | | | | | — | | | | | | 12,607,250 | | | | | | (5,878,435) | | | | | | 6,886,253 | | |
12/31/2021 | | | | | 73,161 | | | | | | — | | | | | | 32,408 | | | | | | (558,736) | | | | | | (453,167) | | | | | | 1,646,616 | | | | | | — | | | | | | 758,030 | | | | | | (13,301,086) | | | | | | (10,896,440) | | |
Index Plus SmallCap | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2022 | | | | | 52,328 | | | | | | — | | | | | | 1,635,020 | | | | | | (433,157) | | | | | | 1,254,191 | | | | | | 1,256,111 | | | | | | — | | | | | | 31,425,093 | | | | | | (10,256,975) | | | | | | 22,424,229 | | |
12/31/2021 | | | | | 460,167 | | | | | | — | | | | | | 61,581 | | | | | | (963,197) | | | | | | (441,449) | | | | | | 11,670,907 | | | | | | — | | | | | | 1,522,903 | | | | | | (24,522,517) | | | | | | (11,328,707) | | |
Class S | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2022 | | | | | 1,736 | | | | | | — | | | | | | 362,477 | | | | | | (138,893) | | | | | | 225,320 | | | | | | 42,881 | | | | | | — | | | | | | 6,872,575 | | | | | | (3,293,718) | | | | | | 3,621,738 | | |
12/31/2021 | | | | | 17,720 | | | | | | — | | | | | | 11,025 | | | | | | (397,552) | | | | | | (368,807) | | | | | | 434,419 | | | | | | — | | | | | | 269,344 | | | | | | (10,069,699) | | | | | | (9,365,936) | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Scotia Capital (USA) INC | | | | $ | 559,987 | | | | | $ | (559,987) | | | | | $ | — | | |
Total | | | | $ | 559,987 | | | | | $ | (559,987) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BNP Paribas Prime Brokerage Intl Ltd | | | | $ | 260,381 | | | | | $ | (260,381) | | | | | $ | — | | |
BofA Securities Inc | | | | | 696,739 | | | | | | (696,739) | | | | | | — | | |
Citadel Clearing LLC | | | | | 519,011 | | | | | | (519,011) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 337,988 | | | | | | (337,988) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 1,838,350 | | | | | | (1,838,350) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 24,592 | | | | | | (24,592) | | | | | | — | | |
Natixis Securities America LLC | | | | | 330,252 | | | | | | (330,252) | | | | | | — | | |
National Bank of Canada Financial INC | | | | | 3,201,812 | | | | | | (3,201,812) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 166,497 | | | | | | (166,497) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 207,963 | | | | | | (207,963) | | | | | | — | | |
Total | | | | $ | 7,583,585 | | | | | $ | (7,583,585) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BNP Paribas Securities Corp. | | | | $ | 174,241 | | | | | $ | (174,241) | | | | | $ | — | | |
BofA Securities Inc | | | | | 437,807 | | | | | | (437,807) | | | | | | — | | |
Citadel Securities LLC | | | | | 65,518 | | | | | | (65,518) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 73,803 | | | | | | (73,803) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 7,106 | | | | | | (7,106) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 99,551 | | | | | | (99,551) | | | | | | — | | |
National Bank of Canada Financial INC | | | | | 1,174,791 | | | | | | (1,174,791) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 143,476 | | | | | | (143,476) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 3,848 | | | | | | (3,848) | | | | | | — | | |
Total | | | | $ | 2,180,142 | | | | | $ | (2,180,142) | | | | | $ | — | | |
| | | Year Ended December 31, 2021 | | | Year Ended December 31, 2020 | | ||||||||||||||||||
| | | Ordinary Income | | | Long-term Capital Gains | | | Ordinary Income | | | Long-term Capital Gains | | ||||||||||||
Index Plus LargeCap | | | | $ | 19,098,411 | | | | | $ | 47,792,305 | | | | | $ | 24,207,807 | | | | | $ | 60,265,903 | | |
Index Plus MidCap | | | | | 6,903,225 | | | | | | — | | | | | | 6,424,497 | | | | | | — | | |
Index Plus SmallCap | | | | | 1,792,247 | | | | | | — | | | | | | 2,271,713 | | | | | | 2,533,848 | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Unrealized Appreciation/ (Depreciation) | | | Other | | | Total Distributable Earnings/(Loss) | | |||||||||||||||
Index Plus LargeCap | | | | $ | 49,465,287 | | | | | $ | 150,789,626 | | | | | $ | 269,499,781 | | | | | $ | (60,740) | | | | | $ | 469,693,954 | | |
Index Plus MidCap | | | | | 39,303,592 | | | | | | 69,619,594 | | | | | | 115,658,374 | | | | | | (35,457) | | | | | | 224,546,103 | | |
Index Plus SmallCap | | | | | 16,994,202 | | | | | | 21,646,910 | | | | | | 55,413,455 | | | | | | (18,134) | | | | | | 94,036,433 | | |
Risk Management Committee (the “Committee”) to assess and review, on an ongoing basis, each Portfolio’s liquidity risk.
PORTFOLIO OF INVESTMENTS |
Voya Index Plus LargeCap Portfolio | as of June 30, 2022 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 98.5% | | |||||||||||||||
| | | Communication Services: 7.8% | | ||||||||||||
12,904 (1) | | | Alphabet, Inc. - Class A | | | | $ | 28,121,171 | | | | | | 3.8 | | |
75,018 | | | AT&T, Inc. | | | | | 1,572,377 | | | | | | 0.2 | | |
8,705 (1) | | | Charter Communications, Inc. | | | | | 4,078,554 | | | | | | 0.6 | | |
164,810 | | | Comcast Corp. - Class A | | | | | 6,467,145 | | | | | | 0.9 | | |
5,275 | | | Electronic Arts, Inc. | | | | | 641,704 | | | | | | 0.1 | | |
23,304 | | | Interpublic Group of Cos., Inc. | | | | | 641,559 | | | | | | 0.1 | | |
54,801 (1) | | | Iridium Communications, Inc. | | | | | 2,058,326 | | | | | | 0.3 | | |
16,304 (1) | | | Live Nation Entertainment, Inc. | | | | | 1,346,384 | | | | | | 0.2 | | |
30,777 (1) | | | Meta Platforms, Inc. | | | | | 4,962,791 | | | | | | 0.7 | | |
2,113 (1) | | | NetFlix, Inc. | | | | | 369,500 | | | | | | 0.0 | | |
45,847 | | | News Corp - Class A | | | | | 714,296 | | | | | | 0.1 | | |
8,666 | | | Nexstar Media Group, Inc. | | | | | 1,411,518 | | | | | | 0.2 | | |
13,826 | | | Paramount Global - Class B | | | | | 341,226 | | | | | | 0.0 | | |
52,182 (1) | | | Pinterest, Inc. | | | | | 947,625 | | | | | | 0.1 | | |
12,530 (1) | | | T-Mobile US, Inc. | | | | | 1,685,786 | | | | | | 0.2 | | |
7,196 | | | Verizon Communications, Inc. | | | | | 365,197 | | | | | | 0.0 | | |
97,377 (1) | | | Warner Bros Discovery, Inc. | | | | | 1,306,800 | | | | | | 0.2 | | |
5,125 (1) | | | Ziff Davis, Inc. | | | | | 381,966 | | | | | | 0.1 | | |
| | | | | | | | 57,413,925 | | | | | | 7.8 | | |
| | | Consumer Discretionary: 10.3% | | ||||||||||||
10,705 (1) | | | Airbnb, Inc. | | | | | 953,601 | | | | | | 0.1 | | |
165,662 (1) | | | Amazon.com, Inc. | | | | | 17,594,961 | | | | | | 2.4 | | |
10,451 (1) | | | Aptiv PLC | | | | | 930,870 | | | | | | 0.1 | | |
13,685 (1) | | | Autonation, Inc. | | | | | 1,529,436 | | | | | | 0.2 | | |
1,492 (1) | | | Autozone, Inc. | | | | | 3,206,487 | | | | | | 0.4 | | |
355 (1) | | | Booking Holdings, Inc. | | | | | 620,891 | | | | | | 0.1 | | |
10,119 | | | BorgWarner, Inc. | | | | | 337,671 | | | | | | 0.0 | | |
30,069 | | | Boyd Gaming Corp. | | | | | 1,495,933 | | | | | | 0.2 | | |
9,338 (1) | | | Carmax, Inc. | | | | | 844,902 | | | | | | 0.1 | | |
8,334 (1) | | | CROCS, Inc. | | | | | 405,616 | | | | | | 0.1 | | |
12,193 (2) | | | Dick’s Sporting Goods, Inc. | | | | | 918,986 | | | | | | 0.1 | | |
938 | | | Domino’s Pizza, Inc. | | | | | 365,548 | | | | | | 0.0 | | |
186,312 | | | Ford Motor Co. | | | | | 2,073,652 | | | | | | 0.3 | | |
86,664 (1) | | | General Motors Co. | | | | | 2,752,449 | | | | | | 0.4 | | |
29,226 | | | Genuine Parts Co. | | | | | 3,887,058 | | | | | | 0.5 | | |
11,564 | | | Harley-Davidson, Inc. | | | | | 366,116 | | | | | | 0.1 | | |
16,968 | | | Home Depot, Inc. | | | | | 4,653,813 | | | | | | 0.6 | | |
17,151 | | | Lennar Corp. - Class A | | | | | 1,210,346 | | | | | | 0.2 | | |
60,707 | | | LKQ Corp. | | | | | 2,980,107 | | | | | | 0.4 | | |
3,331 | | | Lowe’s Cos, Inc. | | | | | 581,826 | | | | | | 0.1 | | |
1,685 (1) | | | Lululemon Athletica, Inc. | | | | | 459,348 | | | | | | 0.1 | | |
1,748 | | | McDonald’s Corp. | | | | | 431,546 | | | | | | 0.1 | | |
33,675 | | | MGM Resorts International | | | | | 974,891 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Discretionary (continued) | | ||||||||||||
50,448 | | | Nike, Inc. - Class B | | | | $ | 5,155,786 | | | | | | 0.7 | | |
314 (1) | | | NVR, Inc. | | | | | 1,257,300 | | | | | | 0.2 | | |
8,283 | | | PVH Corp. | | | | | 471,303 | | | | | | 0.1 | | |
8,636 | | | Starbucks Corp. | | | | | 659,704 | | | | | | 0.1 | | |
54,656 (1) | | | Taylor Morrison Home Corp. | | | | | 1,276,764 | | | | | | 0.2 | | |
18,909 (1) | | | Tesla, Inc. | | | | | 12,733,699 | | | | | | 1.7 | | |
32,280 | | | Travel + Leisure Co. | | | | | 1,253,110 | | | | | | 0.2 | | |
50,467 | | | Wendy’s Company | | | | | 952,817 | | | | | | 0.1 | | |
7,115 | | | Wyndham Hotels & Resorts, Inc. | | | | | 467,598 | | | | | | 0.1 | | |
15,149 | | | Yum! Brands, Inc. | | | | | 1,719,563 | | | | | | 0.2 | | |
| | | | | | | | 75,523,698 | | | | | | 10.3 | | |
| | | Consumer Staples: 6.7% | | ||||||||||||
20,303 | | | Altria Group, Inc. | | | | | 848,056 | | | | | | 0.1 | | |
36,954 | | | Archer-Daniels-Midland Co. | | | | | 2,867,630 | | | | | | 0.4 | | |
14,765 (1) | | | BellRing Brands, Inc. | | | | | 367,501 | | | | | | 0.0 | | |
120,762 | | | Coca-Cola Co. | | | | | 7,597,138 | | | | | | 1.0 | | |
12,307 | | | Costco Wholesale Corp. | | | | | 5,898,499 | | | | | | 0.8 | | |
16,358 | | | Estee Lauder Cos., Inc. | | | | | 4,165,892 | | | | | | 0.6 | | |
26,655 (1) | | | Herbalife Nutrition Ltd. | | | | | 545,095 | | | | | | 0.1 | | |
14,728 | | | Keurig Dr Pepper, Inc. | | | | | 521,224 | | | | | | 0.1 | | |
29,682 (1) | | | Monster Beverage Corp. | | | | | 2,751,521 | | | | | | 0.4 | | |
13,076 | | | Nu Skin Enterprises, Inc. | | | | | 566,191 | | | | | | 0.1 | | |
60,268 | | | PepsiCo, Inc. | | | | | 10,044,265 | | | | | | 1.4 | | |
15,330 (1) | | | Performance Food Group Co. | | | | | 704,873 | | | | | | 0.1 | | |
68,483 | | | Philip Morris International, Inc. | | | | | 6,762,012 | | | | | | 0.9 | | |
21,928 | | | Procter & Gamble Co. | | | | | 3,153,027 | | | | | | 0.4 | | |
24,719 | | | Tyson Foods, Inc. | | | | | 2,127,317 | | | | | | 0.3 | | |
| | | | | | | | 48,920,241 | | | | | | 6.7 | | |
| | | Energy: 4.3% | | ||||||||||||
89,326 | | | Baker Hughes Co. | | | | | 2,578,842 | | | | | | 0.4 | | |
13,951 | | | Cheniere Energy, Inc. | | | | | 1,855,902 | | | | | | 0.3 | | |
21,280 | | | Chevron Corp. | | | | | 3,080,918 | | | | | | 0.4 | | |
35,889 (1) | | | CNX Resources Corp. | | | | | 590,733 | | | | | | 0.1 | | |
52,182 | | | ConocoPhillips | | | | | 4,686,465 | | | | | | 0.6 | | |
14,853 | | | Devon Energy Corp. | | | | | 818,549 | | | | | | 0.1 | | |
7,599 | | | Diamondback Energy, Inc. | | | | | 920,619 | | | | | | 0.1 | | |
22,950 | | | EOG Resources, Inc. | | | | | 2,534,598 | | | | | | 0.3 | | |
59,570 | | | Exxon Mobil Corp. | | | | | 5,101,575 | | | | | | 0.7 | | |
41,912 | | | Marathon Petroleum Corp. | | | | | 3,445,585 | | | | | | 0.5 | | |
9,492 | | | Occidental Petroleum Corp. | | | | | 558,889 | | | | | | 0.1 | | |
12,323 | | | Phillips 66 | | | | | 1,010,363 | | | | | | 0.1 | | |
45,860 | | | Targa Resources Corp. | | | | | 2,736,466 | | | | | | 0.4 | | |
12,155 | | | Valero Energy Corp. | | | | | 1,291,833 | | | | | | 0.2 | | |
| | | | | | | | 31,211,337 | | | | | | 4.3 | | |
PORTFOLIO OF INVESTMENTS |
Voya Index Plus LargeCap Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials: 11.3% | | ||||||||||||
3,735 | | | Ameriprise Financial, Inc. | | | | $ | 887,735 | | | | | | 0.1 | | |
18,824 | | | Aon PLC | | | | | 5,076,456 | | | | | | 0.7 | | |
185,325 | | | Bank of America Corp. | | | | | 5,769,167 | | | | | | 0.8 | | |
24,382 (1) | | | Berkshire Hathaway, Inc. - Class B | | | | | 6,656,774 | | | | | | 0.9 | | |
4,199 | | | Blackrock, Inc. | | | | | 2,557,359 | | | | | | 0.4 | | |
5,662 | | | Blackstone, Inc. | | | | | 516,544 | | | | | | 0.1 | | |
27,643 | | | Capital One Financial Corp. | | | | | 2,880,124 | | | | | | 0.4 | | |
65,617 | | | Charles Schwab Corp. | | | | | 4,145,682 | | | | | | 0.6 | | |
103,325 | | | Citigroup, Inc. | | | | | 4,751,917 | | | | | | 0.6 | | |
37,882 | | | Citizens Financial Group, Inc. | | | | | 1,352,009 | | | | | | 0.2 | | |
13,021 | | | Discover Financial Services | | | | | 1,231,526 | | | | | | 0.2 | | |
32,887 | | | Hancock Whitney Corp. | | | | | 1,457,881 | | | | | | 0.2 | | |
50,120 | | | Hartford Financial Services Group, Inc. | | | | | 3,279,352 | | | | | | 0.4 | | |
41,455 | | | International Bancshares Corp. | | | | | 1,661,516 | | | | | | 0.2 | | |
26,787 | | | JPMorgan Chase & Co. | | | | | 3,016,484 | | | | | | 0.4 | | |
55,445 | | | Loews Corp. | | | | | 3,285,671 | | | | | | 0.4 | | |
42,827 | | | Marsh & McLennan Cos., Inc. | | | | | 6,648,892 | | | | | | 0.9 | | |
66,667 | | | Metlife, Inc. | | | | | 4,186,021 | | | | | | 0.6 | | |
53,788 | | | Morgan Stanley | | | | | 4,091,115 | | | | | | 0.6 | | |
77,969 | | | New Residential Investment Corp. | | | | | 726,671 | | | | | | 0.1 | | |
60,070 | | | Old Republic International Corp. | | | | | 1,343,165 | | | | | | 0.2 | | |
2,622 | | | S&P Global, Inc. | | | | | 883,771 | | | | | | 0.1 | | |
78,768 | | | Starwood Property Trust, Inc. | | | | | 1,645,463 | | | | | | 0.2 | | |
12,537 | | | Stifel Financial Corp. | | | | | 702,323 | | | | | | 0.1 | | |
27,089 | | | T. Rowe Price Group, Inc. | | | | | 3,077,581 | | | | | | 0.4 | | |
26,580 | | | Unum Group | | | | | 904,252 | | | | | | 0.1 | | |
85,330 | | | US Bancorp | | | | | 3,926,887 | | | | | | 0.5 | | |
160,141 | | | Wells Fargo & Co. | | | | | 6,272,723 | | | | | | 0.9 | | |
| | | | | | | | 82,935,061 | | | | | | 11.3 | | |
| | | Health Care: 15.4% | | ||||||||||||
27,233 | | | Abbott Laboratories | | | | | 2,958,865 | | | | | | 0.4 | | |
7,775 | | | AbbVie, Inc. | | | | | 1,190,819 | | | | | | 0.2 | | |
32,162 | | | Agilent Technologies, Inc. | | | | | 3,819,881 | | | | | | 0.5 | | |
1,767 (1) | | | Align Technology, Inc. | | | | | 418,196 | | | | | | 0.1 | | |
5,500 (1) | | | Biogen, Inc. | | | | | 1,121,670 | | | | | | 0.2 | | |
105,813 | | | Bristol-Myers Squibb Co. | | | | | 8,147,601 | | | | | | 1.1 | | |
38,014 (1) | | | Centene Corp. | | | | | 3,216,364 | | | | | | 0.4 | | |
15,132 | | | Cigna Corp. | | | | | 3,987,585 | | | | | | 0.5 | | |
49,903 | | | CVS Health Corp. | | | | | 4,624,012 | | | | | | 0.6 | | |
5,163 | | | Danaher Corp. | | | | | 1,308,924 | | | | | | 0.2 | | |
5,244 (1) | | | DexCom, Inc. | | | | | 390,835 | | | | | | 0.1 | | |
38,957 (1) | | | Edwards Lifesciences Corp. | | | | | 3,704,421 | | | | | | 0.5 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
11,071 | | | Elevance Health, Inc. | | | | $ | 5,342,643 | | | | | | 0.7 | | |
10,813 | | | Eli Lilly & Co. | | | | | 3,505,899 | | | | | | 0.5 | | |
11,001 | | | Gilead Sciences, Inc. | | | | | 679,972 | | | | | | 0.1 | | |
42,346 (1) | | | Hologic, Inc. | | | | | 2,934,578 | | | | | | 0.4 | | |
1,530 | | | Humana, Inc. | | | | | 716,147 | | | | | | 0.1 | | |
82,082 | | | Johnson & Johnson | | | | | 14,570,376 | | | | | | 2.0 | | |
6,249 | | | McKesson Corp. | | | | | 2,038,486 | | | | | | 0.3 | | |
27,285 | | | Medtronic PLC | | | | | 2,448,829 | | | | | | 0.3 | | |
82,602 | | | Merck & Co., Inc. | | | | | 7,530,824 | | | | | | 1.0 | | |
3,047 (1) | | | Moderna, Inc. | | | | | 435,264 | | | | | | 0.1 | | |
6,854 (1) | | | Molina Healthcare, Inc. | | | | | 1,916,447 | | | | | | 0.3 | | |
138,370 | | | Pfizer, Inc. | | | | | 7,254,739 | | | | | | 1.0 | | |
5,823 (1) | | | Regeneron Pharmaceuticals, Inc. | | | | | 3,442,150 | | | | | | 0.5 | | |
17,928 (1) | | | Sage Therapeutics, Inc. | | | | | 579,074 | | | | | | 0.1 | | |
3,699 (1) | | | Seagen, Inc. | | | | | 654,501 | | | | | | 0.1 | | |
1,922 (1) | | | Shockwave Medical, Inc. | | | | | 367,429 | | | | | | 0.0 | | |
12,783 (1) | | | Tandem Diabetes Care, Inc. | | | | | 756,626 | | | | | | 0.1 | | |
12,751 | | | Thermo Fisher Scientific, Inc. | | | | | 6,927,363 | | | | | | 0.9 | | |
20,620 | | | UnitedHealth Group, Inc. | | | | | 10,591,051 | | | | | | 1.4 | | |
10,319 (1) | | | Vertex Pharmaceuticals, Inc. | | | | | 2,907,791 | | | | | | 0.4 | | |
11,793 | | | Zoetis, Inc. | | | | | 2,027,099 | | | | | | 0.3 | | |
| | | | | | | | 112,516,461 | | | | | | 15.4 | | |
| | | Industrials: 6.9% | | ||||||||||||
3,773 | | | Acuity Brands, Inc. | | | | | 581,193 | | | | | | 0.1 | | |
46,118 | | | AECOM | | | | | 3,007,816 | | | | | | 0.4 | | |
23,991 | | | Allegion Public Ltd. | | | | | 2,348,719 | | | | | | 0.3 | | |
22,174 | | | AO Smith Corp. | | | | | 1,212,474 | | | | | | 0.2 | | |
7,383 (1) | | | Copa Holdings S.A. - Class A | | | | | 467,861 | | | | | | 0.1 | | |
28,082 (1) | | | Copart, Inc. | | | | | 3,051,390 | | | | | | 0.4 | | |
13,124 (1) | | | CoStar Group, Inc. | | | | | 792,821 | | | | | | 0.1 | | |
7,670 | | | Crane Holdings Co. | | | | | 671,585 | | | | | | 0.1 | | |
58,639 | | | CSX Corp. | | | | | 1,704,049 | | | | | | 0.2 | | |
2,880 | | | Dover Corp. | | | | | 349,402 | | | | | | 0.0 | | |
47,227 | | | Emerson Electric Co. | | | | | 3,756,436 | | | | | | 0.5 | | |
2,129 | | | Equifax, Inc. | | | | | 389,139 | | | | | | 0.0 | | |
5,964 | | | FedEx Corp. | | | | | 1,352,098 | | | | | | 0.2 | | |
65,978 | | | Fortive Corp. | | | | | 3,587,884 | | | | | | 0.5 | | |
64,179 | | | General Electric Co. | | | | | 4,086,277 | | | | | | 0.6 | | |
9,315 | | | Insperity, Inc. | | | | | 929,916 | | | | | | 0.1 | | |
108,483 (1) | | | JetBlue Airways Corp. | | | | | 908,003 | | | | | | 0.1 | | |
51,117 | | | Johnson Controls International plc | | | | | 2,447,482 | | | | | | 0.3 | | |
4,554 | | | Manpowergroup, Inc. | | | | | 347,971 | | | | | | 0.0 | | |
11,678 | | | Owens Corning, Inc. | | | | | 867,792 | | | | | | 0.1 | | |
10,171 | | | Parker Hannifin Corp. | | | | | 2,502,574 | | | | | | 0.3 | | |
46,618 | | | Pentair PLC | | | | | 2,133,706 | | | | | | 0.3 | | |
5,896 | | | Regal Rexnord Corp. | | | | | 669,314 | | | | | | 0.1 | | |
PORTFOLIO OF INVESTMENTS |
Voya Index Plus LargeCap Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
9,532 | | | Rockwell Automation, Inc. | | | | $ | 1,899,823 | | | | | | 0.3 | | |
4,843 (1) | | | Saia, Inc. | | | | | 910,484 | | | | | | 0.1 | | |
10,791 | | | Snap-On, Inc. | | | | | 2,126,151 | | | | | | 0.3 | | |
17,432 (1) | | | Southwest Airlines Co. | | | | | 629,644 | | | | | | 0.1 | | |
24,888 | | | Textron, Inc. | | | | | 1,519,910 | | | | | | 0.2 | | |
7,845 (1) | | | United Rentals, Inc. | | | | | 1,905,629 | | | | | | 0.3 | | |
15,501 | | | Verisk Analytics, Inc. | | | | | 2,683,068 | | | | | | 0.4 | | |
3,366 | | | Watts Water Technologies, Inc. | | | | | 413,479 | | | | | | 0.1 | | |
7,822 | | | Westinghouse Air Brake Technologies Corp. | | | | | 642,030 | | | | | | 0.1 | | |
| | | | | | | | 50,896,120 | | | | | | 6.9 | | |
| | | Information Technology: 27.6% | | ||||||||||||
19,129 | | | Accenture PLC | | | | | 5,311,167 | | | | | | 0.7 | | |
17,074 (1) | | | Adobe, Inc. | | | | | 6,250,108 | | | | | | 0.8 | | |
5,079 (1) | | | Advanced Micro Devices, Inc. | | | | | 388,391 | | | | | | 0.0 | | |
21,848 (1) | | | Akamai Technologies, Inc. | | | | | 1,995,378 | | | | | | 0.3 | | |
37,891 | | | Amdocs Ltd. | | | | | 3,156,699 | | | | | | 0.4 | | |
314,977 | | | Apple, Inc. | | | | | 43,063,655 | | | | | | 5.9 | | |
40,847 | | | Applied Materials, Inc. | | | | | 3,716,260 | | | | | | 0.5 | | |
13,148 (1) | | | Arrow Electronics, Inc. | | | | | 1,473,759 | | | | | | 0.2 | | |
3,561 (1) | | | Autodesk, Inc. | | | | | 612,350 | | | | | | 0.1 | | |
16,714 | | | Automatic Data Processing, Inc. | | | | | 3,510,609 | | | | | | 0.5 | | |
690 | | | Broadcom, Inc. | | | | | 335,209 | | | | | | 0.0 | | |
21,131 (1) | | | Cadence Design Systems, Inc. | | | | | 3,170,284 | | | | | | 0.4 | | |
181,613 | | | Cisco Systems, Inc. | | | | | 7,743,978 | | | | | | 1.1 | | |
26,442 | | | Cognex Corp. | | | | | 1,124,314 | | | | | | 0.1 | | |
58,405 | | | Cognizant Technology Solutions Corp. | | | | | 3,941,753 | | | | | | 0.5 | | |
3,664 (1) | | | Crowdstrike Holdings, Inc. | | | | | 617,604 | | | | | | 0.1 | | |
122,323 (1) | | | Dropbox, Inc. | | | | | 2,567,560 | | | | | | 0.3 | | |
2,132 (1) | | | EPAM Systems, Inc. | | | | | 628,471 | | | | | | 0.1 | | |
11,054 (1) | | | F5, Inc. | | | | | 1,691,704 | | | | | | 0.2 | | |
80,656 | | | Genpact Ltd. | | | | | 3,416,588 | | | | | | 0.5 | | |
2,554 (1) | | | HubSpot, Inc. | | | | | 767,860 | | | | | | 0.1 | | |
129,334 | | | Intel Corp. | | | | | 4,838,385 | | | | | | 0.7 | | |
105,842 | | | Juniper Networks, Inc. | | | | | 3,016,497 | | | | | | 0.4 | | |
6,142 (1) | | | Keysight Technologies, Inc. | | | | | 846,675 | | | | | | 0.1 | | |
5,455 | | | KLA Corp. | | | | | 1,740,581 | | | | | | 0.2 | | |
5,020 | | | Lam Research Corp. | | | | | 2,139,273 | | | | | | 0.3 | | |
6,350 | | | Mastercard, Inc. - Class A | | | | | 2,003,298 | | | | | | 0.3 | | |
155,638 | | | Microsoft Corp. | | | | | 39,972,508 | | | | | | 5.5 | | |
1,598 (1) | | | MongoDB, Inc. | | | �� | | 414,681 | | | | | | 0.1 | | |
5,048 | | | Monolithic Power Systems, Inc. | | | | | 1,938,634 | | | | | | 0.3 | | |
45,755 | | | NetApp, Inc. | | | | | 2,985,056 | | | | | | 0.4 | | |
49,641 | | | Nvidia Corp. | | | | | 7,525,079 | | | | | | 1.0 | | |
46,709 (1) | | | Palantir Technologies, Inc. | | | | | 423,651 | | | | | | 0.1 | | |
4,684 (1) | | | Palo Alto Networks, Inc. | | | | | 2,313,615 | | | | | | 0.3 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
2,548 (1) | | | Paylocity Holding Corp. | | | | $ | 444,422 | | | | | | 0.1 | | |
13,597 (1) | | | PayPal Holdings, Inc. | | | | | 949,614 | | | | | | 0.1 | | |
19,760 (1) | | | Qorvo, Inc. | | | | | 1,863,763 | | | | | | 0.2 | | |
32,917 | | | Qualcomm, Inc. | | | | | 4,204,818 | | | | | | 0.6 | | |
15,193 (1) | | | Qualys, Inc. | | | | | 1,916,445 | | | | | | 0.3 | | |
30,690 (1) | | | Salesforce, Inc. | | | | | 5,065,078 | | | | | | 0.7 | | |
9,209 (1) | | | ServiceNow, Inc. | | | | | 4,379,064 | | | | | | 0.6 | | |
1,601 (1) | | | SolarEdge Technologies, Inc. | | | | | 438,162 | | | | | | 0.1 | | |
6,469 (1) | | | Synopsys, Inc. | | | | | 1,964,635 | | | | | | 0.3 | | |
13,813 | | | Teradyne, Inc. | | | | | 1,236,954 | | | | | | 0.2 | | |
24,852 | | | Texas Instruments, Inc. | | | | | 3,818,510 | | | | | | 0.5 | | |
13,414 | | | Universal Display Corp. | | | | | 1,356,692 | | | | | | 0.2 | | |
32,234 | | | Visa, Inc. - Class A | | | | | 6,346,552 | | | | | | 0.9 | | |
16,729 (1) | | | Workday, Inc. | | | | | 2,335,034 | | | | | | 0.3 | | |
| | | | | | | | 201,961,377 | | | | | | 27.6 | | |
| | | Materials: 2.2% | | ||||||||||||
5,806 | | | Air Products & Chemicals, Inc. | | | | | 1,396,227 | | | | | | 0.2 | | |
7,063 | | | CF Industries Holdings, Inc. | | | | | 605,511 | | | | | | 0.1 | | |
6,346 | | | Corteva, Inc. | | | | | 343,572 | | | | | | 0.0 | | |
47,648 | | | Freeport-McMoRan, Inc. | | | | | 1,394,181 | | | | | | 0.2 | | |
33,432 (1) | | | Ingevity Corp. | | | | | 2,110,896 | | | | | | 0.3 | | |
12,836 | | | Linde PLC | | | | | 3,690,735 | | | | | | 0.5 | | |
29,562 | | | Minerals Technologies, Inc. | | | | | 1,813,333 | | | | | | 0.3 | | |
3,179 | | | Nucor Corp. | | | | | 331,919 | | | | | | 0.0 | | |
10,816 | | | Packaging Corp. of America | | | | | 1,487,200 | | | | | | 0.2 | | |
74,358 | | | WestRock Co. | | | | | 2,962,423 | | | | | | 0.4 | | |
| | | | | | | | 16,135,997 | | | | | | 2.2 | | |
| | | Real Estate: 2.8% | | ||||||||||||
43,815 (1) | | | CBRE Group, Inc. | | | | | 3,225,222 | | | | | | 0.4 | | |
17,554 | | | Digital Realty Trust, Inc. | | | | | 2,279,036 | | | | | | 0.3 | | |
63,310 | | | Highwoods Properties, Inc. | | | | | 2,164,569 | | | | | | 0.3 | | |
62,393 | | | Iron Mountain, Inc. | | | | | 3,037,915 | | | | | | 0.4 | | |
39,396 | | | Kilroy Realty Corp. | | | | | 2,061,593 | | | | | | 0.3 | | |
4,493 | | | Lamar Advertising Co. | | | | | 395,249 | | | | | | 0.1 | | |
17,265 | | | Mid-America Apartment Communities, Inc. | | | | | 3,015,677 | | | | | | 0.4 | | |
20,787 | | | ProLogis, Inc. | | | | | 2,445,591 | | | | | | 0.3 | | |
5,511 | | | SBA Communications Corp. | | | | | 1,763,796 | | | | | | 0.3 | | |
| | | | | | | | 20,388,648 | | | | | | 2.8 | | |
| | | Utilities: 3.2% | | ||||||||||||
31,822 | | | Atmos Energy Corp. | | | | | 3,567,246 | | | | | | 0.5 | | |
5,568 | | | DTE Energy Co. | | | | | 705,744 | | | | | | 0.1 | | |
46,451 | | | Eversource Energy | | | | | 3,923,716 | | | | | | 0.5 | | |
56,675 | | | National Fuel Gas Co. | | | | | 3,743,384 | | | | | | 0.5 | | |
39,706 | | | NextEra Energy, Inc. | | | | | 3,075,627 | | | | | | 0.4 | | |
PORTFOLIO OF INVESTMENTS |
Voya Index Plus LargeCap Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
23,193 | | | PPL Corp. | | | | $ | 629,226 | | | | | | 0.1 | | |
38,622 | | | Sempra Energy | | | | | 5,803,728 | | | | | | 0.8 | | |
55,071 | | | UGI Corp. | | | | | 2,126,291 | | | | | | 0.3 | | |
| | | | | | | | 23,574,962 | | | | | | 3.2 | | |
| | | Total Common Stock (Cost $657,681,521) | | | | | 721,477,827 | | | | | | 98.5 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 1.5% | | |||||||||||||||
| | | Repurchase Agreements: 0.1% | | ||||||||||||
573,541 (3) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $573,565, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.875%, Market Value plus accrued interest $585,012, due 08/16/22-05/20/52) (Cost $573,541) | | | | | 573,541 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Mutual Funds: 1.4% | | ||||||||||||
10,338,000 (4) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 1.380% (Cost $10,338,000) | | | | $ | 10,338,000 | | | | | | 1.4 | | |
| | | Total Short-Term Investments (Cost $10,911,541) | | | | | 10,911,541 | | | | | | 1.5 | | |
| | | Total Investments in Securities (Cost $668,593,062) | | | | $ | 732,389,368 | | | | | | 100.0 | | |
| | | Assets in Excess of Other Liabilities | | | | | 167,354 | | | | | | 0.0 | | |
| | | Net Assets | | | | $ | 732,556,722 | | | | | | 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, 2022 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 721,477,827 | | | | | $ | — | | | | | $ | — | | | | | $ | 721,477,827 | | |
Short-Term Investments | | | | | 10,338,000 | | | | | | 573,541 | | | | | | — | | | | | | 10,911,541 | | |
Total Investments, at fair value | | | | $ | 731,815,827 | | | | | $ | 573,541 | | | | | $ | — | | | | | $ | 732,389,368 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 97,052 | | | | | | — | | | | | | — | | | | | | 97,052 | | |
Total Assets | | | | $ | 731,912,879 | | | | | $ | 573,541 | | | | | $ | — | | | | | $ | 732,486,420 | | |
PORTFOLIO OF INVESTMENTS |
Voya Index Plus LargeCap Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P 500® E-Mini | | | | | 54 | | | | | | 09/16/22 | | | | | $ | 10,231,650 | | | | | $ | 97,052 | | |
| | | | | | | | | | | | | | | | $ | 10,231,650 | | | | | $ | 97,052 | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Variation margin receivable on futures contracts* | | | | $ | 97,052 | | |
Total Asset Derivatives | | | | | | | $ | 97,052 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (325,310) | | |
Total | | | | $ | (325,310) | | |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (656,405) | | |
Total | | | | $ | (656,405) | | |
| Gross Unrealized Appreciation | | | | $ | 115,311,763 | | |
| Gross Unrealized Depreciation | | | | | (52,983,584) | | |
| Net Unrealized Appreciation | | | | $ | 62,328,179 | | |
Voya Index Plus MidCap Portfolio | as of June 30, 2022 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 99.8% | | |||||||||||||||
| | | Communication Services: 1.8% | | ||||||||||||
70,243 (1) | | | Iridium Communications, Inc. | | | | $ | 2,638,327 | | | | | | 0.6 | | |
3,623 (1) | | | Live Nation Entertainment, Inc. | | | | | 299,187 | | | | | | 0.1 | | |
48,618 | | | New York Times Co. | | | | | 1,356,442 | | | | | | 0.3 | | |
2,746 | | | Nexstar Media Group, Inc. | | | | | 447,269 | | | | | | 0.1 | | |
30,295 (1) | | | Pinterest, Inc. | | | | | 550,157 | | | | | | 0.1 | | |
39,181 | | | TEGNA, Inc. | | | | | 821,626 | | | | | | 0.2 | | |
23,802 (1) | | | Ziff Davis, Inc. | | | | | 1,773,963 | | | | | | 0.4 | | |
| | | | | | | | 7,886,971 | | | | | | 1.8 | | |
| | | Consumer Discretionary: 13.8% | | ||||||||||||
34,227 | | | ADT, Inc. | | | | | 210,496 | | | | | | 0.0 | | |
19,031 | | | American Eagle Outfitters, Inc. | | | | | 212,767 | | | | | | 0.0 | | |
2,783 (1) | | | Aptiv PLC | | | | | 247,882 | | | | | | 0.1 | | |
24,743 (1) | | | Autonation, Inc. | | | | | 2,765,278 | | | | | | 0.6 | | |
337 (1) | | | Autozone, Inc. | | | | | 724,253 | | | | | | 0.2 | | |
12,932 | | | BorgWarner, Inc. | | | | | 431,541 | | | | | | 0.1 | | |
47,614 | | | Boyd Gaming Corp. | | | | | 2,368,797 | | | | | | 0.5 | | |
29,268 | | | Brunswick Corp. | | | | | 1,913,542 | | | | | | 0.4 | | |
3,492 (1) | | | Carmax, Inc. | | | | | 315,956 | | | | | | 0.1 | | |
8,811 | | | Carter’s, Inc. | | | | | 620,999 | | | | | | 0.1 | | |
3,183 | | | Columbia Sportswear Co. | | | | | 227,839 | | | | | | 0.1 | | |
33,385 (1) | | | CROCS, Inc. | | | | | 1,624,848 | | | | | | 0.4 | | |
110,417 | | | Dana, Inc. | | | | | 1,553,567 | | | | | | 0.3 | | |
6,894 (1) | | | Deckers Outdoor Corp. | | | | | 1,760,383 | | | | | | 0.4 | | |
29,004 (2) | | | Dick’s Sporting Goods, Inc. | | | | | 2,186,032 | | | | | | 0.5 | | |
2,126 (1) | | | Five Below, Inc. | | | | | 241,152 | | | | | | 0.1 | | |
8,508 (1)(2) | | | GameStop Corp. | | | | | 1,040,528 | | | | | | 0.2 | | |
105,788 | | | Gentex Corp. | | | | | 2,958,890 | | | | | | 0.7 | | |
12,094 | | | Genuine Parts Co. | | | | | 1,608,502 | | | | | | 0.4 | | |
115,959 (1) | | | Goodyear Tire & Rubber Co. | | | | | 1,241,921 | | | | | | 0.3 | | |
57,322 | | | Harley-Davidson, Inc. | | | | | 1,814,815 | | | | | | 0.4 | | |
27,260 | | | Kohl’s Corp. | | | | | 972,909 | | | | | | 0.2 | | |
15,136 | | | Lear Corp. | | | | | 1,905,471 | | | | | | 0.4 | | |
6,055 | | | Lennar Corp. - Class A | | | | | 427,301 | | | | | | 0.1 | | |
5,573 | | | Lithia Motors, Inc. | | | | | 1,531,516 | | | | | | 0.3 | | |
29,947 | | | LKQ Corp. | | | | | 1,470,098 | | | | | | 0.3 | | |
1,662 (1) | | | Lululemon Athletica, Inc. | | | | | 453,078 | | | | | | 0.1 | | |
75,053 | | | Macy’s, Inc. | | | | | 1,374,971 | | | | | | 0.3 | | |
13,006 | | | Marriott Vacations Worldwide Corp. | | | | | 1,511,297 | | | | | | 0.3 | | |
68,281 (1) | | | Mattel, Inc. | | | | | 1,524,715 | | | | | | 0.3 | | |
9,061 | | | MGM Resorts International | | | | | 262,316 | | | | | | 0.1 | | |
20,135 | | | Nordstrom, Inc. | | | | | 425,453 | | | | | | 0.1 | | |
258 (1) | | | NVR, Inc. | | | | | 1,033,068 | | | | | | 0.2 | | |
5,531 (1)(2) | | | Ollie’s Bargain Outlet Holdings, Inc. | | | | | 324,946 | | | | | | 0.1 | | |
2,785 | | | Penske Auto Group, Inc. | | | | | 291,562 | | | | | | 0.1 | | |
12,120 | | | PVH Corp. | | | | | 689,628 | | | | | | 0.2 | | |
33,830 (1) | | | Scientific Games Corp. | | | | | 1,589,672 | | | | | | 0.4 | | |
41,464 | | | Service Corp. International | | | | | 2,865,992 | | | | | | 0.6 | | |
89,951 (1) | | | Taylor Morrison Home Corp. | | | | | 2,101,255 | | | | | | 0.5 | | |
22,150 | | | Tempur Sealy International, Inc. | | | | | 473,346 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Discretionary (continued) | | ||||||||||||
6,039 | | | Thor Industries, Inc. | | | | $ | 451,294 | | | | | | 0.1 | | |
39,444 | | | Toll Brothers, Inc. | | | | | 1,759,202 | | | | | | 0.4 | | |
6,180 (1) | | | TopBuild Corp. | | | | | 1,033,049 | | | | | | 0.2 | | |
51,035 | | | Travel + Leisure Co. | | | | | 1,981,179 | | | | | | 0.4 | | |
139,758 (1) | | | Under Armour, Inc. - Class A | | | | | 1,164,184 | | | | | | 0.3 | | |
11,126 (1) | | | Victoria’s Secret & Co. | | | | | 311,194 | | | | | | 0.1 | | |
101,021 | | | Wendy’s Company | | | | | 1,907,276 | | | | | | 0.4 | | |
1,449 (2) | | | Whirlpool Corp. | | | | | 224,407 | | | | | | 0.0 | | |
16,664 | | | Williams-Sonoma, Inc. | | | | | 1,848,871 | | | | | | 0.4 | | |
38,777 | | | Wyndham Hotels & Resorts, Inc. | | | | | 2,548,424 | | | | | | 0.6 | | |
34,273 (1) | | | YETI Holdings, Inc. | | | | | 1,482,993 | | | | | | 0.3 | | |
| | | | | | | | 62,010,655 | | | | | | 13.8 | | |
| | | Consumer Staples: 4.0% | | ||||||||||||
15,172 | | | Archer-Daniels-Midland Co. | | | | | 1,177,347 | | | | | | 0.3 | | |
59,011 (1) | | | BellRing Brands, Inc. | | | | | 1,468,784 | | | | | | 0.3 | | |
22,399 (1) | | | BJ’s Wholesale Club Holdings, Inc. | | | | | 1,395,906 | | | | | | 0.3 | | |
34,784 (1) | | | Darling Ingredients, Inc. | | | | | 2,080,083 | | | | | | 0.5 | | |
12,184 | | | Energizer Holdings, Inc. | | | | | 345,416 | | | | | | 0.1 | | |
125,651 | | | Flowers Foods, Inc. | | | | | 3,307,134 | | | | | | 0.7 | | |
24,960 (1) | | | Herbalife Nutrition Ltd. | | | | | 510,432 | | | | | | 0.1 | | |
39,059 | | | Nu Skin Enterprises, Inc. | | | | | 1,691,255 | | | | | | 0.4 | | |
61,278 (1) | | | Performance Food Group Co. | | | | | 2,817,563 | | | | | | 0.6 | | |
19,484 (1) | | | Post Holdings, Inc. | | | | | 1,604,507 | | | | | | 0.3 | | |
2,064 | | | Sanderson Farms, Inc. | | | | | 444,854 | | | | | | 0.1 | | |
14,381 | | | Tyson Foods, Inc. | | | | | 1,237,629 | | | | | | 0.3 | | |
| | | | | | | | 18,080,910 | | | | | | 4.0 | | |
| | | Energy: 4.1% | | ||||||||||||
32,007 | | | Baker Hughes Co. | | | | | 924,042 | | | | | | 0.2 | | |
75,650 | | | ChampionX Corp. | | | | | 1,501,653 | | | | | | 0.3 | | |
100,870 (1) | | | CNX Resources Corp. | | | | | 1,660,320 | | | | | | 0.4 | | |
1,529 | | | Diamondback Energy, Inc. | | | | | 185,238 | | | | | | 0.0 | | |
74,816 | | | EQT Corp. | | | | | 2,573,671 | | | | | | 0.6 | | |
91,480 | | | Equitrans Midstream Corp. | | | | | 581,813 | | | | | | 0.1 | | |
30,111 | | | HF Sinclair Corp. | | | | | 1,359,813 | | | | | | 0.3 | | |
15,299 | | | Marathon Petroleum Corp. | | | | | 1,257,731 | | | | | | 0.3 | | |
16,336 | | | Matador Resources Co. | | | | | 761,094 | | | | | | 0.2 | | |
18,217 | | | PDC Energy, Inc. | | | | | 1,122,349 | | | | | | 0.2 | | |
75,279 (1) | | | Range Resources Corp. | | | | | 1,863,155 | | | | | | 0.4 | | |
73,467 | | | Targa Resources Corp. | | | | | 4,383,776 | | | | | | 1.0 | | |
2,783 | | | Valero Energy Corp. | | | | | 295,777 | | | | | | 0.1 | | |
| | | | | | | | 18,470,432 | | | | | | 4.1 | | |
| | | Financials: 15.6% | | ||||||||||||
3,239 | | | Affiliated Managers Group, Inc. | | | | | 377,667 | | | | | | 0.1 | | |
6,762 | | | American Financial Group, Inc. | | | | | 938,633 | | | | | | 0.2 | | |
2,908 | | | Ameriprise Financial, Inc. | | | | | 691,174 | | | | | | 0.2 | | |
62,345 | | | Bank OZK | | | | | 2,339,808 | | | | | | 0.5 | | |
25,929 | | | Citizens Financial Group, Inc. | | | | | 925,406 | | | | | | 0.2 | | |
81,299 | | | CNO Financial Group, Inc. | | | | | 1,470,699 | | | | | | 0.3 | | |
15,579 | | | Commerce Bancshares, Inc. | | | | | 1,022,761 | | | | | | 0.2 | | |
7,887 | | | Discover Financial Services | | | | | 745,953 | | | | | | 0.2 | | |
Voya Index Plus MidCap Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
52,944 | | | East West Bancorp, Inc. | | | | $ | 3,430,771 | | | | | | 0.8 | | |
72,476 | | | Essent Group Ltd. | | | | | 2,819,316 | | | | | | 0.6 | | |
27,106 | | | Evercore, Inc. | | | | | 2,537,393 | | | | | | 0.6 | | |
1,012 | | | Everest Re Group Ltd. | | | | | 283,643 | | | | | | 0.1 | | |
44,200 | | | First American Financial Corp. | | | | | 2,339,064 | | | | | | 0.5 | | |
218,335 | | | FNB Corp. | | | | | 2,371,118 | | | | | | 0.5 | | |
70,218 | | | Hancock Whitney Corp. | | | | | 3,112,764 | | | | | | 0.7 | | |
23,512 | | | Hanover Insurance Group, Inc. | | | | | 3,438,630 | | | | | | 0.8 | | |
13,468 | | | Hartford Financial Services Group, Inc. | | | | | 881,211 | | | | | | 0.2 | | |
40,169 | | | International Bancshares Corp. | | | | | 1,609,974 | | | | | | 0.4 | | |
27,293 | | | Jefferies Financial Group, Inc. | | | | | 753,833 | | | | | | 0.2 | | |
7,117 (2) | | | Lazard Ltd. | | | | | 230,662 | | | | | | 0.0 | | |
23,813 | | | Loews Corp. | | | | | 1,411,158 | | | | | | 0.3 | | |
224,429 | | | MGIC Investment Corp. | | | | | 2,827,805 | | | | | | 0.6 | | |
74,357 | | | Navient Corp. | | | | | 1,040,255 | | | | | | 0.2 | | |
101,180 | | | New Residential Investment Corp. | | | | | 942,998 | | | | | | 0.2 | | |
258,720 (2) | | | New York Community Bancorp., Inc. | | | | | 2,362,114 | | | | | | 0.5 | | |
171,389 | | | Old Republic International Corp. | | | | | 3,832,258 | | | | | | 0.9 | | |
10,045 | | | OneMain Holdings, Inc. | | | | | 375,482 | | | | | | 0.1 | | |
10,037 | | | Popular, Inc. | | | | | 772,146 | | | | | | 0.2 | | |
6,303 | | | Primerica, Inc. | | | | | 754,406 | | | | | | 0.2 | | |
34,526 | | | Prosperity Bancshares, Inc. | | | | | 2,357,090 | | | | | | 0.5 | | |
24,600 | | | Reinsurance Group of America, Inc. | | | | | 2,885,334 | | | | | | 0.6 | | |
50,869 | | | Starwood Property Trust, Inc. | | | | | 1,062,653 | | | | | | 0.2 | | |
53,022 | | | Stifel Financial Corp. | | | | | 2,970,293 | | | | | | 0.7 | | |
79,682 | | | Synovus Financial Corp. | | | | | 2,872,536 | | | | | | 0.6 | | |
10,894 | | | T. Rowe Price Group, Inc. | | | | | 1,237,667 | | | | | | 0.3 | | |
31,590 | | | UMB Financial Corp. | | | | | 2,719,899 | | | | | | 0.6 | | |
87,645 | | | Unum Group | | | | | 2,981,683 | | | | | | 0.7 | | |
41,713 | | | Washington Federal, Inc. | | | | | 1,252,224 | | | | | | 0.3 | | |
34,005 | | | Wintrust Financial Corp. | | | | | 2,725,501 | | | | | | 0.6 | | |
| | | | | | | | 69,703,982 | | | | | | 15.6 | | |
| | | Health Care: 10.7% | | ||||||||||||
12,303 | | | Agilent Technologies, Inc. | | | | | 1,461,227 | | | | | | 0.3 | | |
7,757 (1) | | | Amedisys, Inc. | | | | | 815,416 | | | | | | 0.2 | | |
11,579 | | | Bruker Corp. | | | | | 726,698 | | | | | | 0.2 | | |
21,297 (1) | | | Envista Holdings Corp. | | | | | 820,786 | | | | | | 0.2 | | |
111,861 (1) | | | Exelixis, Inc. | | | | | 2,328,946 | | | | | | 0.5 | | |
31,727 (1)(2) | | | Figs, Inc. | | | | | 289,033 | | | | | | 0.1 | | |
37,809 (1) | | | Globus Medical, Inc. | | | | | 2,122,597 | | | | | | 0.5 | | |
42,104 (1) | | | Halozyme Therapeutics, Inc. | | | | | 1,852,576 | | | | | | 0.4 | | |
20,120 (1) | | | Hologic, Inc. | | | | | 1,394,316 | | | | | | 0.3 | | |
11,798 (1) | | | Inari Medical, Inc. | | | | | 802,146 | | | | | | 0.2 | | |
1,128 (1) | | | IQVIA Holdings, Inc. | | | | | 244,765 | | | | | | 0.0 | | |
20,269 (1) | | | Jazz Pharmaceuticals PLC | | | | | 3,162,167 | | | | | | 0.7 | | |
5,570 | | | Laboratory Corp. of America Holdings | | | | | 1,305,385 | | | | | | 0.3 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
12,723 (1) | | | LivaNova PLC | | | | $ | 794,806 | | | | | | 0.2 | | |
10,277 (1) | | | Masimo Corp. | | | | | 1,342,896 | | | | | | 0.3 | | |
7,252 | | | McKesson Corp. | | | | | 2,365,675 | | | | | | 0.5 | | |
11,684 (1) | | | Medpace Holdings, Inc. | | | | | 1,748,744 | | | | | | 0.4 | | |
334 (1) | | | Mettler Toledo International, Inc. | | | | | 383,689 | | | | | | 0.1 | | |
7,224 (1) | | | Molina Healthcare, Inc. | | | | | 2,019,903 | | | | | | 0.4 | | |
8,494 (1) | | | Natera, Inc. | | | | | 301,027 | | | | | | 0.1 | | |
29,266 (1) | | | Neurocrine Biosciences, Inc. | | | | | 2,852,850 | | | | | | 0.6 | | |
20,021 (1) | | | NuVasive, Inc. | | | | | 984,232 | | | | | | 0.2 | | |
46,107 (1) | | | Option Care Health, Inc. | | | | | 1,281,314 | | | | | | 0.3 | | |
19,708 | | | Patterson Cos., Inc. | | | | | 597,152 | | | | | | 0.1 | | |
6,051 | | | Perrigo Co. PLC | | | | | 245,489 | | | | | | 0.0 | | |
30,424 (1) | | | Progyny, Inc. | | | | | 883,817 | | | | | | 0.2 | | |
2,463 | | | Quest Diagnostics, Inc. | | | | | 327,530 | | | | | | 0.1 | | |
11,991 (1) | | | QuidelOrtho Corp. | | | | | 1,165,285 | | | | | | 0.3 | | |
1,813 (1) | | | Repligen Corp. | | | | | 294,431 | | | | | | 0.1 | | |
23,427 (1) | | | Sage Therapeutics, Inc. | | | | | 756,692 | | | | | | 0.2 | | |
4,631 (1) | | | Seagen, Inc. | | | | | 819,409 | | | | | | 0.2 | | |
11,662 (1) | | | Shockwave Medical, Inc. | | | | | 2,229,425 | | | | | | 0.5 | | |
21,563 (1) | | | Staar Surgical Co. | | | | | 1,529,464 | | | | | | 0.3 | | |
19,667 (1) | | | Syneos Health, Inc. | | | | | 1,409,731 | | | | | | 0.3 | | |
34,133 (1) | | | Tandem Diabetes Care, Inc. | | | | | 2,020,332 | | | | | | 0.4 | | |
22,699 (1) | | | Tenet Healthcare Corp. | | | | | 1,193,060 | | | | | | 0.3 | | |
9,427 (1) | | | United Therapeutics Corp. | | | | | 2,221,378 | | | | | | 0.5 | | |
4,409 (1) | | | Veeva Systems, Inc. | | | | | 873,158 | | | | | | 0.2 | | |
| | | | | | | | 47,967,547 | | | | | | 10.7 | | |
| | | Industrials: 17.2% | | ||||||||||||
18,194 | | | Acuity Brands, Inc. | | | | | 2,802,604 | | | | | | 0.6 | | |
64,024 | | | AECOM | | | | | 4,175,645 | | | | | | 0.9 | | |
13,913 | | | AGCO Corp. | | | | | 1,373,213 | | | | | | 0.3 | | |
13,146 | | | Allegion Public Ltd. | | | | | 1,286,993 | | | | | | 0.3 | | |
15,633 | | | AO Smith Corp. | | | | | 854,812 | | | | | | 0.2 | | |
19,381 (1) | | | ASGN, Inc. | | | | | 1,749,135 | | | | | | 0.4 | | |
9,515 (1) | | | Avis Budget Group, Inc. | | | | | 1,399,466 | | | | | | 0.3 | | |
53,856 (1) | | | Builders FirstSource, Inc. | | | | | 2,892,067 | | | | | | 0.6 | | |
1,452 (1) | | | CACI International, Inc. | | | | | 409,145 | | | | | | 0.1 | | |
4,039 | | | Carlisle Cos., Inc. | | | | | 963,746 | | | | | | 0.2 | | |
2,466 (1) | | | Chart Industries, Inc. | | | | | 412,759 | | | | | | 0.1 | | |
18,382 (1) | | | Clean Harbors, Inc. | | | | | 1,611,550 | | | | | | 0.4 | | |
3,861 (1) | | | Copa Holdings S.A. - Class A | | | | | 244,672 | | | | | | 0.1 | | |
11,448 (1) | | | Copart, Inc. | | | | | 1,243,940 | | | | | | 0.3 | | |
6,779 (1) | | | CoStar Group, Inc. | | | | | 409,519 | | | | | | 0.1 | | |
34,826 | | | Crane Holdings Co. | | | | | 3,049,365 | | | | | | 0.7 | | |
9,934 | | | Curtiss-Wright Corp. | | | | | 1,311,884 | | | | | | 0.3 | | |
16,205 (1) | | | Dun & Bradstreet Holdings, Inc. | | | | | 243,561 | | | | | | 0.1 | | |
7,226 (1) | | | Dycom Industries, Inc. | | | | | 672,307 | | | | | | 0.2 | | |
6,772 | | | EnerSys | | | | | 399,277 | | | | | | 0.1 | | |
81,642 | | | Flowserve Corp. | | | | | 2,337,410 | | | | | | 0.5 | | |
30,943 (1) | | | Fluor Corp. | | | | | 753,153 | | | | | | 0.2 | | |
25,823 | | | Fortive Corp. | | | | | 1,404,255 | | | | | | 0.3 | | |
Voya Index Plus MidCap Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
7,201 (1) | | | FTI Consulting, Inc. | | | | $ | 1,302,301 | | | | | | 0.3 | | |
5,809 | | | Graco, Inc. | | | | | 345,113 | | | | | | 0.1 | | |
10,426 (1) | | | GXO Logistics, Inc. | | | | | 451,133 | | | | | | 0.1 | | |
15,121 (1) | | | Hayward Holdings, Inc. | | | | | 217,591 | | | | | | 0.0 | | |
22,010 | | | Hexcel Corp. | | | | | 1,151,343 | | | | | | 0.3 | | |
8,520 | | | Hubbell, Inc. | | | | | 1,521,502 | | | | | | 0.3 | | |
19,433 (1) | | | IAA, Inc. | | | | | 636,819 | | | | | | 0.1 | | |
24,580 | | | Insperity, Inc. | | | | | 2,453,821 | | | | | | 0.5 | | |
197,118 (1) | | | JetBlue Airways Corp. | | | | | 1,649,878 | | | | | | 0.4 | | |
7,857 | | | KBR, Inc. | | | | | 380,200 | | | | | | 0.1 | | |
36,457 | | | Knight-Swift Transportation Holdings, Inc. | | | | | 1,687,595 | | | | | | 0.4 | | |
1,229 | | | Lennox International, Inc. | | | | | 253,899 | | | | | | 0.1 | | |
26,732 | | | Manpowergroup, Inc. | | | | | 2,042,592 | | | | | | 0.5 | | |
26,977 (1) | | | Mastec, Inc. | | | | | 1,933,172 | | | | | | 0.4 | | |
5,733 (1) | | | Middleby Corp. | | | | | 718,689 | | | | | | 0.2 | | |
76,847 | | | nVent Electric PLC | | | | | 2,407,617 | | | | | | 0.5 | | |
44,064 | | | Owens Corning, Inc. | | | | | 3,274,396 | | | | | | 0.7 | | |
2,813 | | | Parker Hannifin Corp. | | | | | 692,139 | | | | | | 0.2 | | |
25,297 | | | Pentair PLC | | | | | 1,157,844 | | | | | | 0.3 | | |
27,360 | | | Regal Rexnord Corp. | | | | | 3,105,907 | | | | | | 0.7 | | |
2,602 | | | Rockwell Automation, Inc. | | | | | 518,605 | | | | | | 0.1 | | |
32,245 | | | Ryder System, Inc. | | | | | 2,291,330 | | | | | | 0.5 | | |
12,408 (1) | | | Saia, Inc. | | | | | 2,332,704 | | | | | | 0.5 | | |
5,120 | | | Sensata Technologies Holding PLC | | | | | 211,507 | | | | | | 0.0 | | |
5,239 | | | Snap-On, Inc. | | | | | 1,032,240 | | | | | | 0.2 | | |
46,601 | | | Terex Corp. | | | | | 1,275,469 | | | | | | 0.3 | | |
3,475 | | | Tetra Tech, Inc. | | | | | 474,511 | | | | | | 0.1 | | |
33,712 | | | Timken Co. | | | | | 1,788,422 | | | | | | 0.4 | | |
2,860 | | | Toro Co. | | | | | 216,759 | | | | | | 0.0 | | |
11,875 (1) | | | Trex Co., Inc. | | | | | 646,237 | | | | | | 0.1 | | |
3,844 (1) | | | United Rentals, Inc. | | | | | 933,746 | | | | | | 0.2 | | |
16,710 (1) | | | Univar Solutions, Inc. | | | | | 415,578 | | | | | | 0.1 | | |
2,624 | | | Verisk Analytics, Inc. | | | | | 454,188 | | | | | | 0.1 | | |
2,330 | | | Watsco, Inc. | | | | | 556,451 | | | | | | 0.1 | | |
15,662 | | | Watts Water Technologies, Inc. | | | | | 1,923,920 | | | | | | 0.4 | | |
3,375 | | | Westinghouse Air Brake Technologies Corp. | | | | | 277,020 | | | | | | 0.1 | | |
24,319 | | | Woodward, Inc. | | | | | 2,249,264 | | | | | | 0.5 | | |
| | | | | | | | 76,981,980 | | | | | | 17.2 | | |
| | | Information Technology: 12.9% | | ||||||||||||
48,051 (1) | | | ACI Worldwide, Inc. | | | | | 1,244,040 | | | | | | 0.3 | | |
11,922 (1) | | | Akamai Technologies, Inc. | | | | | 1,088,836 | | | | | | 0.2 | | |
15,124 | | | Amdocs Ltd. | | | | | 1,259,981 | | | | | | 0.3 | | |
37,106 (1) | | | Arrow Electronics, Inc. | | | | | 4,159,212 | | | | | | 0.9 | | |
3,986 (1) | | | Aspen Technology, Inc. | | | | | 732,149 | | | | | | 0.2 | | |
73,733 | | | Avnet, Inc. | | | | | 3,161,671 | | | | | | 0.7 | | |
4,919 (1) | | | Cadence Design Systems, Inc. | | | | | 737,998 | | | | | | 0.2 | | |
28,138 (1) | | | Calix, Inc. | | | | | 960,631 | | | | | | 0.2 | | |
50,460 (1) | | | Ciena Corp. | | | | | 2,306,022 | | | | | | 0.5 | | |
69,318 | | | Cognex Corp. | | | | | 2,947,401 | | | | | | 0.7 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
30,556 (1) | | | Commvault Systems, Inc. | | | | $ | 1,921,972 | | | | | | 0.4 | | |
7,352 | | | Concentrix Corp. | | | | | 997,225 | | | | | | 0.2 | | |
2,099 (1) | | | Crowdstrike Holdings, Inc. | | | | | 353,808 | | | | | | 0.1 | | |
60,368 (1) | | | Dropbox, Inc. | | | | | 1,267,124 | | | | | | 0.3 | | |
7,543 (1) | | | Envestnet, Inc. | | | | | 398,044 | | | | | | 0.1 | | |
1,096 (1) | | | EPAM Systems, Inc. | | | | | 323,079 | | | | | | 0.1 | | |
2,710 (1) | | | Euronet Worldwide, Inc. | | | | | 272,599 | | | | | | 0.1 | | |
5,475 (1) | | | F5, Inc. | | | | | 837,894 | | | | | | 0.2 | | |
1,474 (1) | | | Fair Isaac Corp. | | | | | 590,927 | | | | | | 0.1 | | |
87,956 | | | Genpact Ltd. | | | | | 3,725,816 | | | | | | 0.8 | | |
2,002 (1) | | | HubSpot, Inc. | | | | | 601,901 | | | | | | 0.1 | | |
27,597 (1)(2) | | | II-VI, Inc. | | | | | 1,406,067 | | | | | | 0.3 | | |
46,160 | | | Juniper Networks, Inc. | | | | | 1,315,560 | | | | | | 0.3 | | |
55,798 (1) | | | Lattice Semiconductor Corp. | | | | | 2,706,203 | | | | | | 0.6 | | |
6,338 (1) | | | Lumentum Holdings, Inc. | | | | | 503,364 | | | | | | 0.1 | | |
12,062 | | | MKS Instruments, Inc. | | | | | 1,237,923 | | | | | | 0.3 | | |
1,329 (1) | | | MongoDB, Inc. | | | | | 344,876 | | | | | | 0.1 | | |
2,454 | | | Monolithic Power Systems, Inc. | | | | | 942,434 | | | | | | 0.2 | | |
48,993 | | | National Instruments Corp. | | | | | 1,530,051 | | | | | | 0.3 | | |
14,068 | | | NetApp, Inc. | | | | | 917,796 | | | | | | 0.2 | | |
35,206 (1) | | | Palantir Technologies, Inc. | | | | | 319,318 | | | | | | 0.1 | | |
2,778 (1) | | | Palo Alto Networks, Inc. | | | | | 1,372,165 | | | | | | 0.3 | | |
15,795 (1) | | | Paylocity Holding Corp. | | | | | 2,754,964 | | | | | | 0.6 | | |
13,461 | | | Power Integrations, Inc. | | | | | 1,009,710 | | | | | | 0.2 | | |
9,090 (1) | | | Pure Storage, Inc. - Class A | | | | | 233,704 | | | | | | 0.1 | | |
9,163 (1) | | | Qorvo, Inc. | | | | | 864,254 | | | | | | 0.2 | | |
19,877 (1) | | | Qualys, Inc. | | | | | 2,507,285 | | | | | | 0.6 | | |
37,692 (1) | | | Semtech Corp. | | | | | 2,071,929 | | | | | | 0.5 | | |
1,269 (1) | | | SiTime Corp. | | | | | 206,885 | | | | | | 0.0 | | |
1,770 (1) | | | SolarEdge Technologies, Inc. | | | | | 484,414 | | | | | | 0.1 | | |
12,963 (1)(2) | | | Synaptics, Inc. | | | | | 1,530,282 | | | | | | 0.3 | | |
8,957 (1) | | | Teradata Corp. | | | | | 331,499 | | | | | | 0.1 | | |
9,582 | | | Teradyne, Inc. | | | | | 858,068 | | | | | | 0.2 | | |
22,517 | | | Universal Display Corp. | | | | | 2,277,369 | | | | | | 0.5 | | |
| | | | | | | | 57,614,450 | | | | | | 12.9 | | |
| | | Materials: 6.9% | | ||||||||||||
39,078 | | | Alcoa Corp. | | | | | 1,781,175 | | | | | | 0.4 | | |
5,205 | | | Aptargroup, Inc. | | | | | 537,208 | | | | | | 0.1 | | |
22,489 | | | Ashland Global Holdings, Inc. | | | | | 2,317,491 | | | | | | 0.5 | | |
37,126 | | | Avient Corp. | | | | | 1,488,010 | | | | | | 0.3 | | |
3,999 | | | CF Industries Holdings, Inc. | | | | | 342,834 | | | | | | 0.1 | | |
8,100 | | | Chemours Co. | | | | | 259,362 | | | | | | 0.1 | | |
55,650 (1) | | | Cleveland-Cliffs, Inc. | | | | | 855,340 | | | | | | 0.2 | | |
8,932 | | | Commercial Metals Co. | | | | | 295,649 | | | | | | 0.1 | | |
16,425 | | | Eagle Materials, Inc. | | | | | 1,805,765 | | | | | | 0.4 | | |
43,842 | | | Element Solutions, Inc. | | | | | 780,388 | | | | | | 0.2 | | |
22,176 | | | Greif, Inc. - Class A | | | | | 1,383,339 | | | | | | 0.3 | | |
35,147 (1) | | | Ingevity Corp. | | | | | 2,219,182 | | | | | | 0.5 | | |
27,105 | | | Louisiana-Pacific Corp. | | | | | 1,420,573 | | | | | | 0.3 | | |
20,562 | | | Minerals Technologies, Inc. | | | | | 1,261,273 | | | | | | 0.3 | | |
13,870 | | | Olin Corp. | | | | | 641,904 | | | | | | 0.1 | | |
7,974 | | | Packaging Corp. of America | | | | | 1,096,425 | | | | | | 0.2 | | |
Voya Index Plus MidCap Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Materials (continued) | | ||||||||||||
18,937 | | | Reliance Steel & Aluminum Co. | | | | $ | 3,216,639 | | | | | | 0.7 | | |
27,706 | | | Royal Gold, Inc. | | | | | 2,958,447 | | | | | | 0.7 | | |
4,421 | | | RPM International, Inc. | | | | | 348,021 | | | | | | 0.1 | | |
4,492 | | | Sealed Air Corp. | | | | | 259,278 | | | | | | 0.1 | | |
35,516 | | | Steel Dynamics, Inc. | | | | | 2,349,383 | | | | | | 0.5 | | |
80,321 | | | United States Steel Corp. | | | | | 1,438,549 | | | | | | 0.3 | | |
8,412 | | | Valvoline, Inc. | | | | | 242,518 | | | | | | 0.1 | | |
37,525 | | | WestRock Co. | | | | | 1,494,996 | | | | | | 0.3 | | |
| | | | | | | | 30,793,749 | | | | | | 6.9 | | |
| | | Real Estate: 9.2% | | ||||||||||||
132,771 | | | Brixmor Property Group, Inc. | | | | | 2,683,302 | | | | | | 0.6 | | |
16,574 (1) | | | CBRE Group, Inc. | | | | | 1,220,012 | | | | | | 0.3 | | |
12,390 | | | Corporate Office Properties Trust SBI MD | | | | | 324,494 | | | | | | 0.1 | | |
53,447 | | | Cousins Properties, Inc. | | | | | 1,562,256 | | | | | �� | 0.3 | | |
93,496 | | | Douglas Emmett, Inc. | | | | | 2,092,441 | | | | | | 0.5 | | |
21,464 | | | First Industrial Realty Trust, Inc. | | | | | 1,019,111 | | | | | | 0.2 | | |
15,505 | | | Healthcare Realty Trust, Inc. | | | | | 421,736 | | | | | | 0.1 | | |
84,023 | | | Highwoods Properties, Inc. | | | | | 2,872,746 | | | | | | 0.6 | | |
29,402 | | | Iron Mountain, Inc. | | | | | 1,431,583 | | | | | | 0.3 | | |
18,055 (1) | | | Jones Lang LaSalle, Inc. | | | | | 3,157,097 | | | | | | 0.7 | | |
61,694 | | | Kilroy Realty Corp. | | | | | 3,228,447 | | | | | | 0.7 | | |
40,500 | | | Lamar Advertising Co. | | | | | 3,562,785 | | | | | | 0.8 | | |
31,667 | | | Life Storage, Inc. | | | | | 3,535,937 | | | | | | 0.8 | | |
14,991 | | | Medical Properties Trust, Inc. | | | | | 228,913 | | | | | | 0.1 | | |
7,178 | | | Mid-America Apartment Communities, Inc. | | | | | 1,253,781 | | | | | | 0.3 | | |
87,080 | | | National Retail Properties, Inc. | | | | | 3,744,440 | | | | | | 0.8 | | |
35,362 | | | National Storage Affiliates Trust | | | | | 1,770,575 | | | | | | 0.4 | | |
64,489 | | | Physicians Realty Trust | | | | | 1,125,333 | | | | | | 0.3 | | |
4,372 | | | Rexford Industrial Realty, Inc. | | | | | 251,784 | | | | | | 0.1 | | |
1,958 | | | SBA Communications Corp. | | | | | 626,658 | | | | | | 0.1 | | |
47,563 | | | SL Green Realty Corp. | | | | | 2,195,033 | | | | | | 0.5 | | |
75,895 | | | Spirit Realty Capital, Inc. | | | | | 2,867,313 | | | | | | 0.6 | | |
| | | | | | | | 41,175,777 | | | | | | 9.2 | | |
| | | Utilities: 3.6% | | ||||||||||||
4,568 | | | ALLETE, Inc. | | | | | 268,507 | | | | | | 0.1 | | |
13,047 | | | Atmos Energy Corp. | | | | | 1,462,569 | | | | | | 0.3 | | |
3,985 | | | Black Hills Corp. | | | | | 289,988 | | | | | | 0.1 | | |
2,323 | | | DTE Energy Co. | | | | | 294,440 | | | | | | 0.1 | | |
6,469 | | | Essential Utilities, Inc. | | | | | 296,604 | | | | | | 0.1 | | |
11,147 | | | Eversource Energy | | | | | 941,587 | | | | | | 0.2 | | |
56,157 | | | National Fuel Gas Co. | | | | | 3,709,170 | | | | | | 0.8 | | |
22,407 | | | New Jersey Resources Corp. | | | | | 997,784 | | | | | | 0.2 | | |
15,705 | | | ONE Gas, Inc. | | | | | 1,275,089 | | | | | | 0.3 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
9,702 | | | PPL Corp. | | | | $ | 263,215 | | | | | | 0.0 | | |
23,691 | | | Southwest Gas Holdings, Inc. | | | | | 2,063,012 | | | | | | 0.5 | | |
98,671 | | | UGI Corp. | | | | | 3,809,687 | | | | | | 0.8 | | |
28,549 | | | Vistra Corp. | | | | | 652,345 | | | | | | 0.1 | | |
| | | | | | | | 16,323,997 | | | | | | 3.6 | | |
| | | Total Common Stock (Cost $461,174,421) | | | | | 447,010,450 | | | | | | 99.8 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 1.9% | | |||||||||||||||
| | | Repurchase Agreements: 1.7% | | ||||||||||||
1,805,463 (3) | | | Bank of America Inc., Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $1,805,540, collateralized by various U.S. Government Agency Obligations, 1.000%-8.500%, Market Value plus accrued interest $1,841,572, due 01/20/24-06/20/52) | | | | | 1,805,463 | | | | | | 0.4 | | |
404,872 (3) | | | Citigroup, Inc., Repurchase Agreement dated 06/30/22, 1.50%, due 07/01/22 (Repurchase Amount $404,889, collateralized by various U.S. Government Securities, 1.875%-3.250%, Market Value plus accrued interest $412,969, due 06/30/24-05/15/52) | | | | | 404,872 | | | | | | 0.1 | | |
1,805,463 (3) | | | Daiwa Capital Markets, Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $1,805,540, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $1,841,572, due 07/31/22-07/01/52) | | | | | 1,805,463 | | | | | | 0.4 | | |
Voya Index Plus MidCap Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
1,805,463 (3) | | | MUFG Securities America Inc., Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $1,805,540, collateralized by various U.S. Government Agency Obligations, 3.000%-5.000%, Market Value plus accrued interest $1,841,572, due 11/01/26-07/01/52) | | | | $ | 1,805,463 | | | | | | 0.4 | | |
1,805,463 (3) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $1,805,540, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.875%, Market Value plus accrued interest $1,841,572, due 08/16/22-05/20/52) | | | | | 1,805,463 | | | | | | 0.4 | | |
| | | Total Repurchase Agreements (Cost $7,626,724) | | | | | 7,626,724 | | | | | | 1.7 | | |
| | | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Mutual Funds: 0.2% | | ||||||||||||
823,000 (3)(4) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 1.380% (Cost $823,000) | | | | $ | 823,000 | | | | | | 0.2 | | |
| | | Total Short-Term Investments (Cost $8,449,724) | | | | | 8,449,724 | | | | | | 1.9 | | |
| | | Total Investments in Securities (Cost $469,624,145) | | | | $ | 455,460,174 | | | | | | 101.7 | | |
| | | Liabilities in Excess of Other Assets | | | | | (7,749,484) | | | | | | (1.7) | | |
| | | Net Assets | | | | $ | 447,710,690 | | | | | | 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, 2022 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 447,010,450 | | | | | $ | — | | | | | $ | — | | | | | $ | 447,010,450 | | |
Short-Term Investments | | | | | 823,000 | | | | | | 7,626,724 | | | | | | — | | | | | | 8,449,724 | | |
Total Investments, at fair value | | | | $ | 447,833,450 | | | | | $ | 7,626,724 | | | | | $ | — | | | | | $ | 455,460,174 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | $ | (4,594) | | | | | $ | — | | | | | $ | — | | | | | $ | (4,594) | | |
Total Liabilities | | | | $ | (4,594) | | | | | $ | — | | | | | $ | — | | | | | $ | (4,594) | | |
Voya Index Plus MidCap Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P Mid 400 E-Mini | | | | | 2 | | | | | | 09/16/22 | | | | | $ | 453,600 | | | | | $ | (4,594) | | |
| | | | | | | | | | | | | | | | $ | 453,600 | | | | | $ | (4,594) | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Liability Derivatives | | | | | | | | | | |
Equity contracts | | | Variation margin payable on futures contracts* | | | | $ | 4,594 | | |
Total Liability Derivatives | | | | | | | $ | 4,594 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (561,108) | | |
Total | | | | $ | (561,108) | | |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (184,569) | | |
Total | | | | $ | (184,569) | | |
| Gross Unrealized Appreciation | | | | $ | 38,013,868 | | |
| Gross Unrealized Depreciation | | | | | (52,916,393) | | |
| Net Unrealized Depreciation | | | | $ | (14,902,525) | | |
Voya Index Plus SmallCap Portfolio | as of June 30, 2022 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 98.5% | | |||||||||||||||
| | | Communication Services: 2.5% | | ||||||||||||
16,751 (1) | | | AMC Networks, Inc. | | | | $ | 487,789 | | | | | | 0.2 | | |
9,537 | | | ATN International, Inc. | | | | | 447,381 | | | | | | 0.2 | | |
15,957 | | | Cogent Communications Holdings, Inc. | | | | | 969,547 | | | | | | 0.4 | | |
55,594 | | | Entravision Communications Corp. | | | | | 253,509 | | | | | | 0.1 | | |
127,327 (1) | | | Gannett Co., Inc. | | | | | 369,248 | | | | | | 0.2 | | |
12,952 (1) | | | Iridium Communications, Inc. | | | | | 486,477 | | | | | | 0.2 | | |
9,306 (1) | | | Ooma, Inc. | | | | | 110,183 | | | | | | 0.1 | | |
6,208 (1) | | | PubMatic, Inc. | | | | | 98,645 | | | | | | 0.0 | | |
39,268 (1) | | | QuinStreet, Inc. | | | | | 395,036 | | | | | | 0.2 | | |
23,661 | | | Scholastic Corp. | | | | | 851,086 | | | | | | 0.4 | | |
3,495 (1) | | | TechTarget, Inc. | | | | | 229,692 | | | | | | 0.1 | | |
22,197 (1) | | | Yelp, Inc. | | | | | 616,411 | | | | | | 0.3 | | |
6,928 (1) | | | ZipRecruiter, Inc. | | | | | 102,673 | | | | | | 0.1 | | |
| | | | | | | | 5,417,677 | | | | | | 2.5 | | |
| | | Consumer Discretionary: 11.9% | | ||||||||||||
14,452 (1) | | | Abercrombie & Fitch Co. - Class A | | | | | 244,528 | | | | | | 0.1 | | |
34,174 | | | Academy Sports & Outdoors, Inc. | | | | | 1,214,544 | | | | | | 0.6 | | |
17,409 (1) | | | Accel Entertainment, Inc. | | | | | 184,884 | | | | | | 0.1 | | |
57,903 (1) | | | American Axle & Manufacturing Holdings, Inc. | | | | | 436,010 | | | | | | 0.2 | | |
7,225 (1) | | | Asbury Automotive Group, Inc. | | | | | 1,223,482 | | | | | | 0.6 | | |
2,492 (1) | | | Autonation, Inc. | | | | | 278,506 | | | | | | 0.1 | | |
21,880 (1) | | | Beazer Homes USA, Inc. | | | | | 264,092 | | | | | | 0.1 | | |
10,330 (2) | | | Big 5 Sporting Goods Corp. | | | | | 115,799 | | | | | | 0.0 | | |
12,305 (2) | | | Big Lots, Inc. | | | | | 258,036 | | | | | | 0.1 | | |
29,699 | | | Bloomin Brands, Inc. | | | | | 493,597 | | | | | | 0.2 | | |
10,330 (1) | | | Boot Barn Holdings, Inc. | | | | | 711,840 | | | | | | 0.3 | | |
2,115 | | | Boyd Gaming Corp. | | | | | 105,221 | | | | | | 0.0 | | |
8,149 (1) | | | Brinker International, Inc. | | | | | 179,522 | | | | | | 0.1 | | |
22,187 | | | Buckle, Inc. | | | | | 614,358 | | | | | | 0.3 | | |
660 (1) | | | Cavco Industries, Inc. | | | | | 129,353 | | | | | | 0.1 | | |
23,563 (1) | | | Century Casinos, Inc. | | | | | 169,654 | | | | | | 0.1 | | |
2,410 | | | Century Communities, Inc. | | | | | 108,378 | | | | | | 0.0 | | |
18,727 | | | Cheesecake Factory | | | | | 494,767 | | | | | | 0.2 | | |
31,672 (1) | | | Chico’s FAS, Inc. | | | | | 157,410 | | | | | | 0.1 | | |
10,286 (1) | | | Chuy’s Holdings, Inc. | | | | | 204,897 | | | | | | 0.1 | | |
22,664 (1)(2) | | | Conn’s, Inc. | | | | | 181,765 | | | | | | 0.1 | | |
2,568 (1) | | | CROCS, Inc. | | | | | 124,985 | | | | | | 0.1 | | |
13,975 | | | Dana, Inc. | | | | | 196,628 | | | | | | 0.1 | | |
11,846 (1) | | | Dave & Buster’s Entertainment, Inc. | | | | | 388,312 | | | | | | 0.2 | | |
1,895 (2) | | | Dick’s Sporting Goods, Inc. | | | | | 142,826 | | | | | | 0.1 | | |
11,467 | | | Dine Brands Global, Inc. | | | | | 746,272 | | | | | | 0.3 | | |
5,584 (1) | | | Dorman Products, Inc. | | | | | 612,621 | | | | | | 0.3 | | |
17,942 (1) | | | Duluth Holdings, Inc. | | | | | 171,167 | | | | | | 0.1 | | |
24,920 (1) | | | El Pollo Loco Holdings, Inc. | | | | | 245,213 | | | | | | 0.1 | | |
9,463 (1) | | | Genesco, Inc. | | | | | 472,298 | | | | | | 0.2 | | |
11,728 (1) | | | Gentherm, Inc. | | | | | 731,944 | | | | | | 0.3 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Discretionary (continued) | | ||||||||||||
30,777 (1) | | | G-III Apparel Group Ltd. | | | | $ | 622,619 | | | | | | 0.3 | | |
14,426 (1) | | | Golden Entertainment, Inc. | | | | | 570,548 | | | | | | 0.3 | | |
6,548 | | | Group 1 Automotive, Inc. | | | | | 1,111,850 | | | | | | 0.5 | | |
5,853 | | | Guess?, Inc. | | | | | 99,794 | | | | | | 0.0 | | |
4,337 | | | Harley-Davidson, Inc. | | | | | 137,309 | | | | | | 0.1 | | |
3,193 | | | Hibbett, Inc. | | | | | 139,566 | | | | | | 0.1 | | |
11,464 | | | Installed Building Products, Inc. | | | | | 953,346 | | | | | | 0.4 | | |
11,841 | | | International Game Technology PLC | | | | | 219,769 | | | | | | 0.1 | | |
3,576 | | | Jack in the Box, Inc. | | | | | 200,471 | | | | | | 0.1 | | |
989 | | | LCI Industries | | | | | 110,649 | | | | | | 0.0 | | |
16,268 (1) | | | Liquidity Services, Inc. | | | | | 218,642 | | | | | | 0.1 | | |
13,936 (1) | | | M/I Homes, Inc. | | | | | 552,702 | | | | | | 0.3 | | |
18,426 (1) | | | MarineMax, Inc. | | | | | 665,547 | | | | | | 0.3 | | |
6,974 (1) | | | Meritage Homes Corp. | | | | | 505,615 | | | | | | 0.2 | | |
9,944 (1) | | | Modine Manufacturing Co. | | | | | 104,710 | | | | | | 0.0 | | |
4,697 | | | Movado Group, Inc. | | | | | 145,278 | | | | | | 0.1 | | |
6,594 | | | Oxford Industries, Inc. | | | | | 585,152 | | | | | | 0.3 | | |
7,365 | | | Patrick Industries, Inc. | | | | | 381,802 | | | | | | 0.2 | | |
24,391 (1) | | | Playa Hotels & Resorts NV | | | | | 167,566 | | | | | | 0.1 | | |
27,867 (1) | | | PlayAGS, Inc. | | | | | 143,794 | | | | | | 0.1 | | |
8,343 | | | Red Rock Resorts, Inc. | | | | | 278,322 | | | | | | 0.1 | | |
6,179 | | | Ruth’s Hospitality Group, Inc. | | | | | 100,471 | | | | | | 0.0 | | |
20,830 | | | Shoe Carnival, Inc. | | | | | 450,136 | | | | | | 0.2 | | |
16,058 | | | Shutterstock, Inc. | | | | | 920,284 | | | | | | 0.4 | | |
2,090 | | | Signet Jewelers Ltd. | | | | | 111,731 | | | | | | 0.0 | | |
3,089 (1) | | | Sleep Number Corp. | | | | | 95,605 | | | | | | 0.0 | | |
5,516 | | | Sonic Automotive, Inc. | | | | | 202,051 | | | | | | 0.1 | | |
19,134 (1) | | | Sonos, Inc. | | | | | 345,177 | | | | | | 0.2 | | |
12,400 | | | Standard Motor Products, Inc. | | | | | 557,876 | | | | | | 0.3 | | |
8,033 (1) | | | Taylor Morrison Home Corp. | | | | | 187,651 | | | | | | 0.1 | | |
59,135 (1) | | | Tri Pointe Homes, Inc. | | | | | 997,607 | | | | | | 0.5 | | |
24,940 (1) | | | Tupperware Brands Corp. | | | | | 158,120 | | | | | | 0.1 | | |
27,784 (1) | | | Vista Outdoor, Inc. | | | | | 775,174 | | | | | | 0.4 | | |
16,921 | | | Winnebago Industries | | | | | 821,684 | | | | | | 0.4 | | |
5,226 | | | Wolverine World Wide, Inc. | | | | | 105,356 | | | | | | 0.0 | | |
20,419 (1) | | | Zumiez, Inc. | | | | | 530,894 | | | | | | 0.2 | | |
| | | | | | | | 25,877,777 | | | | | | 11.9 | | |
| | | Consumer Staples: 5.3% | | ||||||||||||
5,650 (1) | | | BellRing Brands, Inc. | | | | | 140,628 | | | | | | 0.1 | | |
2,903 (1) | | | Celsius Holdings, Inc. | | | | | 189,450 | | | | | | 0.1 | | |
11,148 (1) | | | Central Garden & Pet Co. - CENT | | | | | 472,898 | | | | | | 0.2 | | |
2,353 | | | Coca-Cola Consolidated, Inc. | | | | | 1,326,857 | | | | | | 0.6 | | |
12,858 | | | Edgewell Personal Care Co. | | | | | 443,858 | | | | | | 0.2 | | |
4,590 | | | Fresh Del Monte Produce, Inc. | | | | | 135,543 | | | | | | 0.1 | | |
5,364 (1) | | | Herbalife Nutrition Ltd. | | | | | 109,694 | | | | | | 0.0 | | |
77,604 (1) | | | Hostess Brands, Inc. | | | | | 1,645,981 | | | | | | 0.8 | | |
6,240 | | | Ingles Markets, Inc. | | | | | 541,320 | | | | | | 0.2 | | |
1,752 | | | Inter Parfums, Inc. | | | | | 128,001 | | | | | | 0.1 | | |
Voya Index Plus SmallCap Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Staples (continued) | | ||||||||||||
5,821 | | | Medifast, Inc. | | | | $ | 1,050,749 | | | | | | 0.5 | | |
15,638 (1) | | | Natures Sunshine Prods, Inc. | | | | | 166,857 | | | | | | 0.1 | | |
3,542 | | | Nu Skin Enterprises, Inc. | | | | | 153,369 | | | | | | 0.1 | | |
4,976 (1) | | | Seneca Foods Corp. | | | | | 276,367 | | | | | | 0.1 | | |
22,907 (1) | | | Simply Good Foods Co/The | | | | | 865,197 | | | | | | 0.4 | | |
28,036 | | | SpartanNash Co. | | | | | 845,846 | | | | | | 0.4 | | |
10,091 (1) | | | TreeHouse Foods, Inc. | | | | | 422,006 | | | | | | 0.2 | | |
11,800 | | | Turning Point Brands, Inc. | | | | | 320,134 | | | | | | 0.1 | | |
13,077 (1) | | | United Natural Foods, Inc. | | | | | 515,234 | | | | | | 0.2 | | |
6,443 (1) | | | USANA Health Sciences, Inc. | | | | | 466,215 | | | | | | 0.2 | | |
90,233 | | | Vector Group Ltd. | | | | | 947,447 | | | | | | 0.4 | | |
12,863 (1) | | | Vital Farms, Inc. | | | | | 112,551 | | | | | | 0.1 | | |
41,979 (1) | | | Whole Earth Brands, Inc. | | | | | 260,270 | | | | | | 0.1 | | |
| | | | | | | | 11,536,472 | | | | | | 5.3 | | |
| | | Energy: 5.4% | | ||||||||||||
4,855 (1) | | | Antero Resources Corp. | | | | | 148,806 | | | | | | 0.1 | | |
112,682 | | | Archrock, Inc. | | | | | 931,880 | | | | | | 0.4 | | |
14,855 (1) | | | Bristow Group, Inc. | | | | | 347,607 | | | | | | 0.2 | | |
20,446 | | | Civitas Resources, Inc. | | | | | 1,069,121 | | | | | | 0.5 | | |
13,548 (1) | | | CONSOL Energy, Inc. | | | | | 669,000 | | | | | | 0.3 | | |
8,368 (1) | | | Delek US Holdings, Inc. | | | | | 216,229 | | | | | | 0.1 | | |
7,235 (1) | | | Green Plains, Inc. | | | | | 196,575 | | | | | | 0.1 | | |
41,282 (1) | | | Helix Energy Solutions Group, Inc. | | | | | 127,974 | | | | | | 0.1 | | |
5,711 | | | Helmerich & Payne, Inc. | | | | | 245,916 | | | | | | 0.1 | | |
1,921 (1) | | | Laredo Petroleum, Inc. | | | | | 132,434 | | | | | | 0.1 | | |
2,161 (1) | | | Nabors Industries Ltd. | | | | | 289,358 | | | | | | 0.1 | | |
66,804 (1) | | | Oceaneering International, Inc. | | | | | 713,467 | | | | | | 0.3 | | |
40,299 | | | Patterson-UTI Energy, Inc. | | | | | 635,112 | | | | | | 0.3 | | |
29,827 (1) | | | PBF Energy, Inc. | | | | | 865,580 | | | | | | 0.4 | | |
17,572 | | | Plains GP Holdings L.P. | | | | | 181,343 | | | | | | 0.1 | | |
74,534 (1) | | | ProPetro Holding Corp. | | | | | 745,340 | | | | | | 0.3 | | |
13,220 (1) | | | Ranger Oil Corp. | | | | | 434,541 | | | | | | 0.2 | | |
8,044 (1) | | | SandRidge Energy, Inc. | | | | | 126,050 | | | | | | 0.1 | | |
41,300 | | | SM Energy Co. | | | | | 1,412,047 | | | | | | 0.6 | | |
214,885 (1) | | | Southwestern Energy Co. | | | | | 1,343,031 | | | | | | 0.6 | | |
30,295 (1) | | | W&T Offshore, Inc. | | | | | 130,874 | | | | | | 0.1 | | |
37,066 | | | World Fuel Services Corp. | | | | | 758,370 | | | | | | 0.3 | | |
| | | | | | | | 11,720,655 | | | | | | 5.4 | | |
| | | Financials: 18.7% | | ||||||||||||
15,105 | | | Amalgamated Financial Corp. | | | | | 298,777 | | | | | | 0.1 | | |
29,377 | | | American Equity Investment Life Holding Co. | | | | | 1,074,317 | | | | | | 0.5 | | |
26,020 | | | Apollo Commercial Real Estate Finance, Inc. | | | | | 271,649 | | | | | | 0.1 | | |
9,727 | | | Artisan Partners Asset Management, Inc. | | | | | 345,989 | | | | | | 0.2 | | |
2,853 | | | Assured Guaranty Ltd. | | | | | 159,169 | | | | | | 0.1 | | |
36,990 | | | Banc of California, Inc. | | | | | 651,764 | | | | | | 0.3 | | |
24,596 (1) | | | Bancorp, Inc. | | | | | 480,114 | | | | | | 0.2 | | |
9,033 | | | Banner Corp. | | | | | 507,745 | | | | | | 0.2 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
41,209 | | | Berkshire Hills Bancorp, Inc. | | | | $ | 1,020,747 | | | | | | 0.5 | | |
18,639 | | | Brightsphere Investment Group, Inc. | | | | | 335,688 | | | | | | 0.2 | | |
52,689 | | | BrightSpire Capital, Inc. | | | | | 397,802 | | | | | | 0.2 | | |
77,173 | | | Brookline Bancorp, Inc. | | | | | 1,027,173 | | | | | | 0.5 | | |
14,635 (1) | | | Carter Bankshares, Inc. | | | | | 193,182 | | | | | | 0.1 | | |
41,259 | | | Central Pacific Financial Corp. | | | | | 885,006 | | | | | | 0.4 | | |
15,331 | | | Chimera Investment Corp. | | | | | 135,219 | | | | | | 0.1 | | |
13,128 | | | Civista Bancshares, Inc. | | | | | 279,101 | | | | | | 0.1 | | |
1,645 | | | Cohen & Steers, Inc. | | | | | 104,606 | | | | | | 0.0 | | |
46,373 | | | Columbia Banking System, Inc. | | | | | 1,328,586 | | | | | | 0.6 | | |
1,795 | | | Community Bank System, Inc. | | | | | 113,588 | | | | | | 0.0 | | |
4,561 | | | CVB Financial Corp. | | | | | 113,158 | | | | | | 0.0 | | |
16,105 | | | Eagle Bancorp, Inc. | | | | | 763,538 | | | | | | 0.3 | | |
33,553 | | | Eastern Bankshares, Inc. | | | | | 619,388 | | | | | | 0.3 | | |
5,926 | | | Enact Holdings, Inc. | | | | | 127,290 | | | | | | 0.1 | | |
21,493 (1) | | | Encore Capital Group, Inc. | | | | | 1,241,651 | | | | | | 0.6 | | |
20,837 (1) | | | Enova International, Inc. | | | | | 600,522 | | | | | | 0.3 | | |
4,903 | | | Enterprise Financial Services Corp. | | | | | 203,475 | | | | | | 0.1 | | |
94,460 (1) | | | Ezcorp, Inc. | | | | | 709,395 | | | | | | 0.3 | | |
5,755 | | | Financial Institutions, Inc. | | | | | 149,745 | | | | | | 0.1 | | |
106,586 | | | First BanCorp. Puerto Rico | | | | | 1,376,025 | | | | | | 0.6 | | |
3,137 | | | First BanCorp. Southern Pines NC | | | | | 109,481 | | | | | | 0.0 | | |
11,887 | | | First Financial Bancorp. | | | | | 230,608 | | | | | | 0.1 | | |
8,161 | | | First Financial Corp. | | | | | 363,165 | | | | | | 0.2 | | |
23,820 | | | First Foundation, Inc. | | | | | 487,834 | | | | | | 0.2 | | |
20,449 | | | First of Long Island Corp. | | | | | 358,471 | | | | | | 0.2 | | |
6,396 | | | Flushing Financial Corp. | | | | | 135,979 | | | | | | 0.1 | | |
250,190 (1) | | | Genworth Financial, Inc. | | | | | 883,171 | | | | | | 0.4 | | |
68,440 | | | Granite Point Mortgage Trust, Inc. | | | | | 654,971 | | | | | | 0.3 | | |
28,281 | | | Greenhill & Co., Inc. | | | | | 260,751 | | | | | | 0.1 | | |
11,625 | | | Hancock Whitney Corp. | | | | | 515,336 | | | | | | 0.2 | | |
38,498 | | | Hanmi Financial Corp. | | | | | 863,895 | | | | | | 0.4 | | |
10,317 | | | Heartland Financial USA, Inc. | | | | | 428,568 | | | | | | 0.2 | | |
52,616 | | | Heritage Insurance Holdings, Inc. | | | | | 138,906 | | | | | | 0.1 | | |
1,605 | | | Independent Bank Corp. | | | | | 127,485 | | | | | | 0.1 | | |
14,265 | | | International Bancshares Corp. | | | | | 571,741 | | | | | | 0.3 | | |
1,371 | | | Investors Title Co. | | | | | 215,096 | | | | | | 0.1 | | |
57,739 | | | KKR Real Estate Finance Trust, Inc. | | | | | 1,007,546 | | | | | | 0.5 | | |
40,320 | | | Ladder Capital Corp. | | | | | 424,973 | | | | | | 0.2 | | |
28,799 | | | Lakeland Bancorp, Inc. | | | | | 421,041 | | | | | | 0.2 | | |
7,762 | | | Meta Financial Group, Inc. | | | | | 300,157 | | | | | | 0.1 | | |
10,166 | | | MFA Financial, Inc. | | | | | 109,285 | | | | | | 0.0 | | |
10,304 | | | MGIC Investment Corp. | | | | | 129,830 | | | | | | 0.1 | | |
36,329 (1) | | | Mr Cooper Group, Inc. | | | | | 1,334,727 | | | | | | 0.6 | | |
Voya Index Plus SmallCap Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
33,583 | | | NBT Bancorp., Inc. | | | | $ | 1,262,385 | | | | | | 0.6 | | |
30,802 | | | New Residential Investment Corp. | | | | | 287,075 | | | | | | 0.1 | | |
42,034 | | | OFG Bancorp | | | | | 1,067,664 | | | | | | 0.5 | | |
17,611 | | | Old Republic International Corp. | | | | | 393,782 | | | | | | 0.2 | | |
10,948 (1) | | | Oportun Financial Corp. | | | | | 90,540 | | | | | | 0.0 | | |
16,066 | | | Peapack-Gladstone Financial Corp. | | | | | 477,160 | | | | | | 0.2 | | |
2,217 | | | Peoples Financial Services Corp. | | | | | 123,797 | | | | | | 0.1 | | |
5,685 | | | Piper Sandler Cos | | | | | 644,452 | | | | | | 0.3 | | |
2,746 | | | Popular, Inc. | | | | | 211,250 | | | | | | 0.1 | | |
6,995 | | | ProAssurance Corp. | | | | | 165,292 | | | | | | 0.1 | | |
48,101 | | | Provident Financial Services, Inc. | | | | | 1,070,728 | | | | | | 0.5 | | |
24,415 (2) | | | Ready Capital Corp. | | | | | 291,027 | | | | | | 0.1 | | |
2,738 | | | Red River Bancshares, Inc. | | | | | 148,071 | | | | | | 0.1 | | |
95,540 | | | Redwood Trust, Inc. | | | | | 736,613 | | | | | | 0.3 | | |
5,030 | | | Regional Management Corp. | | | | | 187,971 | | | | | | 0.1 | | |
11,502 | | | S&T Bancorp, Inc. | | | | | 315,500 | | | | | | 0.1 | | |
3,455 | | | Seacoast Banking Corp. of Florida | | | | | 114,153 | | | | | | 0.0 | | |
1,689 | | | ServisFirst Bancshares, Inc. | | | | | 133,296 | | | | | | 0.1 | | |
24,191 | | | Southside Bancshares, Inc. | | | | | 905,227 | | | | | | 0.4 | | |
18,108 | | | Starwood Property Trust, Inc. | | | | | 378,276 | | | | | | 0.2 | | |
17,421 | | | Stewart Information Services Corp. | | | | | 866,695 | | | | | | 0.4 | | |
17,936 | | | TrustCo Bank Corp. NY | | | | | 553,146 | | | | | | 0.2 | | |
2,364 | | | UMB Financial Corp. | | | | | 203,540 | | | | | | 0.1 | | |
55,255 | | | United Community Banks, Inc./GA | | | | | 1,668,148 | | | | | | 0.8 | | |
27,021 | | | United Fire Group, Inc. | | | | | 924,929 | | | | | | 0.4 | | |
42,294 | | | Universal Insurance Holdings, Inc. | | | | | 551,091 | | | | | | 0.2 | | |
11,016 | | | Unum Group | | | | | 374,764 | | | | | | 0.2 | | |
4,447 | | | Virtus Investment Partners, Inc. | | | | | 760,526 | | | | | | 0.3 | | |
7,090 | | | Westamerica Bancorp. | | | | | 394,629 | | | | | | 0.2 | | |
| | | | | | | | 40,889,153 | | | | | | 18.7 | | |
| | | Health Care: 12.3% | | ||||||||||||
13,106 (1) | | | Acadia Pharmaceuticals, Inc. | | | | | 184,664 | | | | | | 0.1 | | |
91,715 (1)(2) | | | Accuray, Inc. | | | | | 179,761 | | | | | | 0.1 | | |
7,648 (1) | | | Addus HomeCare Corp. | | | | | 636,925 | | | | | | 0.3 | | |
296,313 (1) | | | Akebia Therapeutics, Inc. | | | | | 104,628 | | | | | | 0.0 | | |
29,626 (1) | | | Allscripts Healthcare Solutions, Inc. | | | | | 439,354 | | | | | | 0.2 | | |
16,463 (1) | | | AMN Healthcare Services, Inc. | | | | | 1,806,156 | | | | | | 0.8 | | |
4,785 (1) | | | Amphastar Pharmaceuticals, Inc. | | | | | 166,470 | | | | | | 0.1 | | |
2,762 (1) | | | Apellis Pharmaceuticals, Inc. | | | | | 124,898 | | | | | | 0.1 | | |
3,635 (1) | | | Apollo Medical Holdings, Inc. | | | | | 140,275 | | | | | | 0.1 | | |
5,498 (1) | | | Arcus Biosciences, Inc. | | | | | 139,319 | | | | | | 0.1 | | |
19,314 (1) | | | Avanos Medical, Inc. | | | | | 528,045 | | | | | | 0.2 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
17,902 (1) | | | AxoGen, Inc. | | | | $ | 146,617 | | | | | | 0.1 | | |
4,252 (1) | | | Axonics, Inc. | | | | | 240,961 | | | | | | 0.1 | | |
30,228 (1) | | | Bluebird Bio, Inc. | | | | | 125,144 | | | | | | 0.1 | | |
5,110 (1) | | | Blueprint Medicines Corp. | | | | | 258,106 | | | | | | 0.1 | | |
23,008 (1) | | | Cara Therapeutics, Inc. | | | | | 210,063 | | | | | | 0.1 | | ��� |
50,933 (1) | | | Coherus Biosciences, Inc. | | | | | 368,755 | | | | | | 0.2 | | |
24,055 (1) | | | Computer Programs & Systems, Inc. | | | | | 769,038 | | | | | | 0.3 | | |
10,930 | | | Conmed Corp. | | | | | 1,046,657 | | | | | | 0.5 | | |
26,124 (1) | | | Covetrus, Inc. | | | | | 542,073 | | | | | | 0.2 | | |
27,508 (1) | | | Cross Country Healthcare, Inc. | | | | | 572,992 | | | | | | 0.3 | | |
11,164 (1)(2) | | | Cutera, Inc. | | | | | 418,650 | | | | | | 0.2 | | |
5,931 (1) | | | Cytokinetics, Inc. | | | | | 233,029 | | | | | | 0.1 | | |
8,025 (1) | | | Enanta Pharmaceuticals, Inc. | | | | | 379,342 | | | | | | 0.2 | | |
2,989 | | | Ensign Group, Inc. | | | | | 219,602 | | | | | | 0.1 | | |
104,984 (1) | | | Frequency Therapeutics, Inc. | | | | | 157,476 | | | | | | 0.1 | | |
9,633 (1) | | | Fulgent Genetics, Inc. | | | | | 525,287 | | | | | | 0.2 | | |
2,841 (1) | | | Glaukos Corp. | | | | | 129,038 | | | | | | 0.1 | | |
5,197 (1) | | | Harmony Biosciences Holdings, Inc. | | | | | 253,458 | | | | | | 0.1 | | |
8,933 (1) | | | Integer Holdings Corp. | | | | | 631,206 | | | | | | 0.3 | | |
22,136 (1) | | | Joint Corp./The | | | | | 338,902 | | | | | | 0.2 | | |
35,871 (1) | | | Jounce Therapeutics, Inc. | | | | | 108,689 | | | | | | 0.0 | | |
10,369 (1) | | | Lantheus Holdings, Inc. | | | | | 684,665 | | | | | | 0.3 | | |
72,990 (1) | | | MacroGenics, Inc. | | | | | 215,320 | | | | | | 0.1 | | |
4,947 (1) | | | Meridian Bioscience, Inc. | | | | | 150,488 | | | | | | 0.1 | | |
21,190 (1) | | | Merit Medical Systems, Inc. | | | | | 1,149,981 | | | | | | 0.5 | | |
33,750 (1) | | | Myriad Genetics, Inc. | | | | | 613,237 | | | | | | 0.3 | | |
8,113 (1) | | | Natus Medical, Inc. | | | | | 265,863 | | | | | | 0.1 | | |
78,915 (1) | | | Nektar Therapeutics | | | | | 299,877 | | | | | | 0.1 | | |
46,949 (1) | | | NeoGenomics, Inc. | | | | | 382,634 | | | | | | 0.2 | | |
44,302 (1) | | | NextGen Healthcare, Inc. | | | | | 772,627 | | | | | | 0.4 | | |
14,124 (1) | | | Omnicell, Inc. | | | | | 1,606,605 | | | | | | 0.7 | | |
27,319 (1) | | | Orthofix Medical, Inc. | | | | | 643,089 | | | | | | 0.3 | | |
26,724 | | | Owens & Minor, Inc. | | | | | 840,470 | | | | | | 0.4 | | |
28,081 (1) | | | Prestige Consumer Healthcare, Inc. | | | | | 1,651,163 | | | | | | 0.8 | | |
92,237 (1) | | | Puma Biotechnology, Inc. | | | | | 262,875 | | | | | | 0.1 | | |
7,217 (1) | | | Quanterix Corp. | | | | | 116,843 | | | | | | 0.1 | | |
9,109 (1) | | | REGENXBIO, Inc. | | | | | 224,992 | | | | | | 0.1 | | |
7,675 (1) | | | Sage Therapeutics, Inc. | | | | | 247,903 | | | | | | 0.1 | | |
776 (1) | | | Shockwave Medical, Inc. | | | | | 148,348 | | | | | | 0.1 | | |
13,270 (1) | | | SI-BONE, Inc. | | | | | 175,164 | | | | | | 0.1 | | |
128,354 (1)(2) | | | Sientra, Inc. | | | | | 107,522 | | | | | | 0.0 | | |
32,145 (1) | | | Supernus Pharmaceuticals, Inc. | | | | | 929,633 | | | | | | 0.4 | | |
64,313 (1) | | | Surface Oncology, Inc. | | | | | 105,473 | | | | | | 0.0 | | |
3,017 (1) | | | SurModics, Inc. | | | | | 112,323 | | | | | | 0.0 | | |
5,422 (1) | | | Tandem Diabetes Care, Inc. | | | | | 320,928 | | | | | | 0.1 | | |
28,651 (1) | | | TG Therapeutics, Inc. | | | | | 121,767 | | | | | | 0.1 | | |
59,345 (1) | | | Vanda Pharmaceuticals, Inc. | | | | | 646,861 | | | | | | 0.3 | | |
24,209 (1) | | | Varex Imaging Corp. | | | | | 517,831 | | | | | | 0.2 | | |
Voya Index Plus SmallCap Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
18,893 (1) | | | Vir Biotechnology, Inc. | | | | $ | 481,205 | | | | | | 0.2 | | |
26,512 (1) | | | Xencor, Inc. | | | | | 725,633 | | | | | | 0.3 | | |
14,174 (1) | | | Y-mAbs Therapeutics, Inc. | | | | | 214,453 | | | | | | 0.1 | | |
| | | | | | | | 26,861,353 | | | | | | 12.3 | | |
| | | Industrials: 15.5% | | ||||||||||||
678 | | | Acuity Brands, Inc. | | | | | 104,439 | | | | | | 0.0 | | |
8,112 | | | AECOM | | | | | 529,065 | | | | | | 0.2 | | |
10,979 (1) | | | Alta Equipment Group, Inc. | | | | | 98,482 | | | | | | 0.0 | | |
21,732 | | | Apogee Enterprises, Inc. | | | | | 852,329 | | | | | | 0.4 | | |
17,532 | | | Applied Industrial Technologies, Inc. | | | | | 1,686,052 | | | | | | 0.8 | | |
14,022 | | | ArcBest Corp. | | | | | 986,728 | | | | | | 0.5 | | |
1,226 (1) | | | Atkore, Inc. | | | | | 101,770 | | | | | | 0.0 | | |
16,830 (1) | | | Atlas Air Worldwide Holdings, Inc. | | | | | 1,038,579 | | | | | | 0.5 | | |
20,135 | | | AZZ, Inc. | | | | | 821,911 | | | | | | 0.4 | | |
7,847 | | | Barnes Group, Inc. | | | | | 244,356 | | | | | | 0.1 | | |
3,365 (1) | | | BlueLinx Holdings, Inc. | | | | | 224,816 | | | | | | 0.1 | | |
18,136 | | | Boise Cascade Co. | | | | | 1,078,911 | | | | | | 0.5 | | |
5,606 | | | Cadre Holdings, Inc. | | | | | 110,270 | | | | | | 0.0 | | |
24,922 (1) | | | CIRCOR International, Inc. | | | | | 408,472 | | | | | | 0.2 | | |
1,357 | | | Comfort Systems USA, Inc. | | | | | 112,835 | | | | | | 0.0 | | |
16,079 (1) | | | CoreCivic, Inc. | | | | | 178,638 | | | | | | 0.1 | | |
1,792 | | | CRA International, Inc. | | | | | 160,061 | | | | | | 0.1 | | |
20,643 (1) | | | DXP Enterprises, Inc. | | | | | 632,295 | | | | | | 0.3 | | |
5,448 | | | Encore Wire Corp. | | | | | 566,156 | | | | | | 0.3 | | |
11,671 | | | EnPro Industries, Inc. | | | | | 956,205 | | | | | | 0.4 | | |
7,625 (1) | | | Evoqua Water Technologies Corp. | | | | | 247,889 | | | | | | 0.1 | | |
15,262 | | | Exponent, Inc. | | | | | 1,396,015 | | | | | | 0.6 | | |
17,536 | | | Franklin Electric Co., Inc. | | | | | 1,284,687 | | | | | | 0.6 | | |
9,781 | | | Genco Shipping & Trading Ltd. | | | | | 188,969 | | | | | | 0.1 | | |
8,591 (1) | | | Gibraltar Industries, Inc. | | | | | 332,901 | | | | | | 0.2 | | |
23,658 (1) | | | GMS, Inc. | | | | | 1,052,781 | | | | | | 0.5 | | |
22,887 | | | Heidrick & Struggles International, Inc. | | | | | 740,623 | | | | | | 0.3 | | |
3,654 | | | Hillenbrand, Inc. | | | | | 149,668 | | | | | | 0.1 | | |
2,300 | | | Insperity, Inc. | | | | | 229,609 | | | | | | 0.1 | | |
12,300 | | | Insteel Industries, Inc. | | | | | 414,141 | | | | | | 0.2 | | |
31,155 | | | Interface, Inc. | | | | | 390,684 | | | | | | 0.2 | | |
6,263 | | | John Bean Technologies Corp. | | | | | 691,560 | | | | | | 0.3 | | |
41,028 | | | Kelly Services, Inc. | | | | | 813,585 | | | | | | 0.4 | | |
3,638 | | | Kforce, Inc. | | | | | 223,155 | | | | | | 0.1 | | |
28,937 | | | Korn Ferry | | | | | 1,678,925 | | | | | | 0.8 | | |
16,365 (1) | | | Manitowoc Co., Inc./The | | | | | 172,323 | | | | | | 0.1 | | |
30,630 | | | Marten Transport Ltd. | | | | | 515,197 | | | | | | 0.2 | | |
5,624 | | | Matson, Inc. | | | | | 409,877 | | | | | | 0.2 | | |
3,469 | | | Moog, Inc. | | | | | 275,404 | | | | | | 0.1 | | |
22,953 (1) | | | MRC Global, Inc. | | | | | 228,612 | | | | | | 0.1 | | |
14,814 | | | Mueller Industries, Inc. | | | | | 789,438 | | | | | | 0.4 | | |
11,655 (1) | | | MYR Group, Inc. | | | | | 1,027,155 | | | | | | 0.5 | | |
68,923 (1) | | | NOW, Inc. | | | | | 674,067 | | | | | | 0.3 | | |
7,318 (1) | | | NV5 Global, Inc. | | | | | 854,303 | | | | | | 0.4 | | |
27,278 | | | Pitney Bowes, Inc. | | | | | 98,746 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
60,200 (1) | | | Resideo Technologies, Inc. | | | | $ | 1,169,084 | | | | | | 0.5 | | |
2,202 | | | Rush Enterprises, Inc. - Class A | | | | | 106,136 | | | | | | 0.0 | | |
684 (1) | | | Saia, Inc. | | | | | 128,592 | | | | | | 0.1 | | |
23,418 (1) | | | Skywest, Inc. | | | | | 497,633 | | | | | | 0.2 | | |
15,137 (1) | | | SPX Corp. | | | | | 799,839 | | | | | | 0.4 | | |
13,154 | | | Tennant Co. | | | | | 779,375 | | | | | | 0.4 | | |
9,598 (1) | | | Titan Machinery, Inc. | | | | | 215,091 | | | | | | 0.1 | | |
5,849 (1) | | | TriNet Group, Inc. | | | | | 453,999 | | | | | | 0.2 | | |
24,664 | | | Trinity Industries, Inc. | | | | | 597,362 | | | | | | 0.3 | | |
29,521 (1) | | | TrueBlue, Inc. | | | | | 528,426 | | | | | | 0.2 | | |
2,432 | | | UFP Industries, Inc. | | | | | 165,717 | | | | | | 0.1 | | |
6,450 | | | Unifirst Corp. | | | | | 1,110,561 | | | | | | 0.5 | | |
5,917 (1) | | | Veritiv Corp. | | | | | 642,290 | | | | | | 0.3 | | |
2,674 | | | Watts Water Technologies, Inc. | | | | | 328,474 | | | | | | 0.1 | | |
3,346 (1) | | | Wesco International, Inc. | | | | | 358,357 | | | | | | 0.2 | | |
3,502 (1) | | | WillScot Mobile Mini Holdings Corp. | | | | | 113,535 | | | | | | 0.1 | | |
| | | | | | | | 33,767,155 | | | | | | 15.5 | | |
| | | Information Technology: 12.6% | | ||||||||||||
98,106 (1) | | | 8x8, Inc. | | | | | 505,246 | | | | | | 0.2 | | |
22,142 | | | Adtran, Inc. | | | | | 388,149 | | | | | | 0.2 | | |
15,024 | | | Advanced Energy Industries, Inc. | | | | | 1,096,452 | | | | | | 0.5 | | |
5,611 (1) | | | Agilysys, Inc. | | | | | 265,232 | | | | | | 0.1 | | |
5,379 (1) | | | Alarm.com Holdings, Inc. | | | | | 332,745 | | | | | | 0.2 | | |
3,352 (1) | | | Alpha & Omega Co. | | | | | 111,756 | | | | | | 0.1 | | |
6,242 | | | Avnet, Inc. | | | | | 267,657 | | | | | | 0.1 | | |
15,866 (1) | | | Axcelis Technologies, Inc. | | | | | 870,091 | | | | | | 0.4 | | |
13,321 (1) | | | Box, Inc. | | | | | 334,890 | | | | | | 0.2 | | |
36,000 (1) | | | Casa Systems, Inc. | | | | | 141,480 | | | | | | 0.1 | | |
5,355 (1) | | | Cerence, Inc. | | | | | 135,107 | | | | | | 0.1 | | |
24,409 (1) | | | Ceva, Inc. | | | | | 819,166 | | | | | | 0.4 | | |
13,121 (1) | | | ChannelAdvisor Corp. | | | | | 191,304 | | | | | | 0.1 | | |
35,062 (1) | | | Cohu, Inc. | | | | | 972,970 | | | | | | 0.4 | | |
22,996 | | | CSG Systems International, Inc. | | | | | 1,372,401 | | | | | | 0.6 | | |
18,833 (1) | | | Digi International, Inc. | | | | | 456,135 | | | | | | 0.2 | | |
19,400 (1) | | | Diodes, Inc. | | | | | 1,252,658 | | | | | | 0.6 | | |
4,662 (1) | | | Domo, Inc. | | | | | 129,604 | | | | | | 0.1 | | |
11,210 (1) | | | DZS, Inc. | | | | | 182,387 | | | | | | 0.1 | | |
13,542 (1) | | | ePlus, Inc. | | | | | 719,351 | | | | | | 0.3 | | |
13,019 | | | EVERTEC, Inc. | | | | | 480,141 | | | | | | 0.2 | | |
12,856 (1) | | | ExlService Holdings, Inc. | | | | | 1,894,074 | | | | | | 0.9 | | |
97,813 (1) | | | Extreme Networks, Inc. | | | | | 872,492 | | | | | | 0.4 | | |
1,367 (1) | | | Fabrinet | | | | | 110,864 | | | | | | 0.0 | | |
6,584 (1) | | | Grid Dynamics Holdings, Inc. | | | | | 110,743 | | | | | | 0.0 | | |
100,301 (1) | | | Infinera Corp. | | | | | 537,613 | | | | | | 0.2 | | |
16,912 (1) | | | Insight Enterprises, Inc. | | | | | 1,459,167 | | | | | | 0.7 | | |
3,035 | | | InterDigital, Inc. | | | | | 184,528 | | | | | | 0.1 | | |
12,428 (1) | | | Itron, Inc. | | | | | 614,316 | | | | | | 0.3 | | |
7,018 (1) | | | KnowBe4, Inc. | | | | | 109,621 | | | | | | 0.0 | | |
17,048 (2) | | | Kulicke & Soffa Industries, Inc. | | | | | 729,825 | | | | | | 0.3 | | |
Voya Index Plus SmallCap Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
19,610 (1) | | | KVH Industries, Inc. | | | | $ | 170,607 | | | | | | 0.1 | | |
24,696 (1) | | | MaxLinear, Inc. | | | | | 839,170 | | | | | | 0.4 | | |
25,034 (1) | | | Mitek Systems, Inc. | | | | | 231,314 | | | | | | 0.1 | | |
11,536 (1) | | | Netgear, Inc. | | | | | 213,647 | | | | | | 0.1 | | |
17,062 (1) | | | Onto Innovation, Inc. | | | | | 1,189,904 | | | | | | 0.5 | | |
14,665 | | | PC Connection, Inc. | | | | | 645,993 | | | | | | 0.3 | | |
1,221 (1) | | | Perficient, Inc. | | | | | 111,953 | | | | | | 0.1 | | |
6,705 (1) | | | Photronics, Inc. | | | | | 130,613 | | | | | | 0.1 | | |
2,257 (1) | | | Qualys, Inc. | | | | | 284,698 | | | | | | 0.1 | | |
57,169 (1) | | | Ribbon Communications, Inc. | | | | | 173,794 | | | | | | 0.1 | | |
15,086 (1) | | | Sanmina Corp. | | | | | 614,453 | | | | | | 0.3 | | |
19,404 (1) | | | Scansource, Inc. | | | | | 604,241 | | | | | | 0.3 | | |
3,045 (1) | | | Sprout Social, Inc. | | | | | 176,823 | | | | | | 0.1 | | |
15,051 (1) | | | SPS Commerce, Inc. | | | | | 1,701,516 | | | | | | 0.8 | | |
4,813 (1) | | | Super Micro Computer, Inc. | | | | | 194,205 | | | | | | 0.1 | | |
16,978 (1) | | | Ultra Clean Holdings, Inc. | | | | | 505,435 | | | | | | 0.2 | | |
2,830 | | | Universal Display Corp. | | | | | 286,226 | | | | | | 0.1 | | |
20,480 (1) | | | Viant Technology, Inc. | | | | | 104,038 | | | | | | 0.0 | | |
89,357 (1) | | | Viavi Solutions, Inc. | | | | | 1,182,193 | | | | | | 0.5 | | |
25,821 (1) | | | Vonage Holdings Corp. | | | | | 486,468 | | | | | | 0.2 | | |
12,365 (1) | | | Zuora, Inc. | | | | | 110,667 | | | | | | 0.0 | | |
| | | | | | | | 27,606,123 | | | | | | 12.6 | | |
| | | Materials: 5.3% | | ||||||||||||
5,009 | | | AdvanSix, Inc. | | | | | 167,501 | | | | | | 0.1 | | |
43,850 | | | American Vanguard Corp. | | | | | 980,047 | | | | | | 0.5 | | |
6,796 (1) | | | Arconic Corp. | | | | | 190,628 | | | | | | 0.1 | | |
1,148 | | | Balchem Corp. | | | | | 148,942 | | | | | | 0.1 | | |
15,205 | | | Carpenter Technology Corp. | | | | | 424,372 | | | | | | 0.2 | | |
14,650 | | | Compass Minerals International, Inc. | | | | | 518,463 | | | | | | 0.2 | | |
41,200 | | | FutureFuel Corp. | | | | | 299,936 | | | | | | 0.1 | | |
11,065 | | | Haynes International, Inc. | | | | | 362,600 | | | | | | 0.2 | | |
24,608 | | | HB Fuller Co. | | | | | 1,481,648 | | | | | | 0.7 | | |
9,463 (1) | | | Ingevity Corp. | | | | | 597,494 | | | | | | 0.3 | | |
14,234 | | | Innospec, Inc. | | | | | 1,363,475 | | | | | | 0.6 | | |
28,925 | | | Koppers Holdings, Inc. | | | | | 654,862 | | | | | | 0.3 | | |
13,547 (1) | | | Livent Corp. | | | | | 307,381 | | | | | | 0.1 | | |
8,662 | | | Minerals Technologies, Inc. | | | | | 531,327 | | | | | | 0.2 | | |
34,776 | | | Myers Industries, Inc. | | | | | 790,458 | | | | | | 0.4 | | |
3,941 | | | Neenah, Inc. | | | | | 134,546 | | | | | | 0.1 | | |
109,841 | | | SunCoke Energy, Inc. | | | | | 748,017 | | | | | | 0.3 | | |
7,788 | | | Sylvamo Corp. | | | | | 254,512 | | | | | | 0.1 | | |
36,659 (1) | | | TimkenSteel Corp. | | | | | 685,890 | | | | | | 0.3 | | |
6,459 | | | Valhi, Inc. | | | | | 292,851 | | | | | | 0.1 | | |
18,519 | | | Warrior Met Coal, Inc. | | | | | 566,867 | | | | | | 0.3 | | |
| | | | | | | | 11,501,817 | | | | | | 5.3 | | |
| | | Real Estate: 6.5% | | ||||||||||||
48,961 | | | Acadia Realty Trust | | | | | 764,771 | | | | | | 0.3 | | |
7,780 | | | Agree Realty Corp. | | | | | 561,171 | | | | | | 0.2 | | |
66,834 (1) | | | Anywhere Real Estate, Inc. | | | | | 656,978 | | | | | | 0.3 | | |
34,878 (1) | | | Chatham Lodging Trust | | | | | 364,475 | | | | | | 0.2 | | |
33,098 (1) | | | Cushman & Wakefield PLC | | | | | 504,414 | | | | | | 0.2 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Real Estate (continued) | | ||||||||||||
141,967 | | | Diversified Healthcare Trust | | | | $ | 258,380 | | | | | | 0.1 | | |
70,534 | | | Essential Properties Realty Trust, Inc. | | | | | 1,515,776 | | | | | | 0.7 | | |
20,959 (1) | | | Forestar Group, Inc. | | | | | 286,929 | | | | | | 0.1 | | |
37,358 | | | Getty Realty Corp. | | | | | 989,987 | | | | | | 0.4 | | |
45,445 | | | Global Net Lease, Inc. | | | | | 643,501 | | | | | | 0.3 | | |
18,373 | | | Highwoods Properties, Inc. | | | | | 628,173 | | | | | | 0.3 | | |
925 | | | Innovative Industrial Properties, Inc. | | | | | 101,630 | | | | | | 0.0 | | |
14,605 | | | iStar, Inc. | | | | | 200,235 | | | | | | 0.1 | | |
728 (1) | | | Jones Lang LaSalle, Inc. | | | | | 127,298 | | | | | | 0.1 | | |
10,898 | | | Kilroy Realty Corp. | | | | | 570,292 | | | | | | 0.3 | | |
2,756 | | | Lamar Advertising Co. | | | | | 242,445 | | | | | | 0.1 | | |
25,947 | | | Outfront Media, Inc. | | | | | 439,802 | | | | | | 0.2 | | |
45,218 | | | Piedmont Office Realty Trust, Inc. | | | | | 593,260 | | | | | | 0.3 | | |
25,183 | | | RE/MAX Holdings, Inc. | | | | | 617,487 | | | | | | 0.3 | | |
78,881 | | | Retail Opportunity Investments Corp. | | | | | 1,244,742 | | | | | | 0.6 | | |
93,672 | | | RPT Realty | | | | | 920,796 | | | | | | 0.4 | | |
15,447 | | | SITE Centers Corp. | | | | | 208,071 | | | | | | 0.1 | | |
4,685 | | | SL Green Realty Corp. | | | | | 216,213 | | | | | | 0.1 | | |
66,313 | | | Uniti Group, Inc. | | | | | 624,668 | | | | | | 0.3 | | |
36,869 | | | Urstadt Biddle Properties, Inc. | | | | | 597,278 | | | | | | 0.3 | | |
18,786 | | | Whitestone REIT | | | | | 201,949 | | | | | | 0.1 | | |
14,910 (1) | | | Xenia Hotels & Resorts, Inc. | | | | | 216,642 | | | | | | 0.1 | | |
| | | | | | | | 14,297,363 | | | | | | 6.5 | | |
| | | Utilities: 2.5% | | ||||||||||||
6,920 | | | Chesapeake Utilities Corp. | | | | | 896,486 | | | | | | 0.4 | | |
13,193 | | | Clearway Energy, Inc. - Class C | | | | | 459,644 | | | | | | 0.2 | | |
11,685 | | | National Fuel Gas Co. | | | | | 771,794 | | | | | | 0.4 | | |
3,442 | | | NextEra Energy Partners L.P. | | | | | 255,259 | | | | | | 0.1 | | |
15,217 | | | Northwest Natural Holding Co. | | | | | 808,023 | | | | | | 0.4 | | |
23,722 | | | South Jersey Industries, Inc. | | | | | 809,869 | | | | | | 0.4 | | |
12,157 | | | Star Group L.P. | | | | | 111,480 | | | | | | 0.0 | | |
20,081 | | | Unitil Corp. | | | | | 1,179,156 | | | | | | 0.5 | | |
23,123 | | | Via Renewables, Inc. | | | | | 177,122 | | | | | | 0.1 | | |
| | | | | | | | 5,468,833 | | | | | | 2.5 | | |
| | | Total Common Stock (Cost $213,480,444) | | | | | 214,944,378 | | | | | | 98.5 | | |
RIGHTS: —% | | |||||||||||||||
| | | Health Care: —% | | ||||||||||||
7,651 (1)(3)(4) | | | Aduro Biotech, Inc. - CVR | | | | | — | | | | | | — | | |
| | | Total Rights (Cost $—) | | | | | — | | | | | | — | | |
WARRANTS: 0.1% | | |||||||||||||||
| | | Energy: 0.1% | | ||||||||||||
645 (1) | | | Nabors Industries Ltd. | | | | | 20,627 | | | | | | 0.0 | | |
1,219 (1) | | | Oasis Petroleum, Inc. | | | | | 59,731 | | | | | | 0.1 | | |
| | | Total Warrants (Cost $37,789) | | | | | 80,358 | | | | | | 0.1 | | |
| | | Total Long-Term Investments (Cost $213,518,233) | | | | | 215,024,736 | | | | | | 98.6 | | |
|
Voya Index Plus SmallCap Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 2.4% | | |||||||||||||||
| | | Repurchase Agreements: 1.0% | | ||||||||||||
264,372 (5) | | | Citigroup, Inc., Repurchase Agreement dated 06/30/22, 1.50%, due 07/01/22 (Repurchase Amount $264,383, collateralized by various U.S. Government Securities, 1.875%-3.250%, Market Value plus accrued interest $269,659, due 06/30/24-05/15/52) | | | | $ | 264,372 | | | | | | 0.1 | | |
1,000,000 (5) | | | MUFG Securities America Inc., Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $1,000,042, collateralized by various U.S. Government Agency Obligations, 3.000%-5.000%, Market Value plus accrued interest $1,020,000, due 11/01/26-07/01/52) | | | | | 1,000,000 | | | | | | 0.5 | | |
1,000,000 (5) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $1,000,042, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.875%, Market Value plus accrued interest $1,020,000, due 08/16/22-05/20/52) | | | | | 1,000,000 | | | | | | 0.4 | | |
| | | Total Repurchase Agreements | | | | | | | | | | | | | |
| | | (Cost $2,264,372) | | | | | 2,264,372 | | | | | | 1.0 | | |
| Shares | | | Value | | | Percentage of Net Assets | | ||||||||||||
| SHORT-TERM INVESTMENTS: (continued) | | ||||||||||||||||||
| | | | | | | Mutual Funds: 1.4% | | ||||||||||||
| | | 3,013,000 (6 | ) | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 1.380% | | | | | | | | | | | | | | |
| | | | | | | (Cost $3,013,000) | | | | $ | 3,013,000 | | | | | | 1.4 | | |
| | | | | | | Total Short-Term Investments | | | | | | | | | | | | | |
| | | | | | | (Cost $5,277,372) | | | | | 5,277,372 | | | | | | 2.4 | | |
| | | | | | | Total Investments in Securities (Cost $218,795,605) | | | | $ | 220,302,108 | | | | | | 101.0 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (2,131,920) | | | | | | (1.0) | | |
| | | | | | | Net Assets | | | | $ | 218,170,188 | | | | | | 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, 2022 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 214,944,378 | | | | | $ | — | | | | | $ | — | | | | | $ | 214,944,378 | | |
Rights | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Warrants | | | | | 80,358 | | | | | | — | | | | | | — | | | | | | 80,358 | | |
Voya Index Plus SmallCap Portfolio | as of June 30, 2022 (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, 2022 | | ||||||||||||
Short-Term Investments | | | | $ | 3,013,000 | | | | | $ | 2,264,372 | | | | | $ | — | | | | | $ | 5,277,372 | | |
Total Investments, at fair value | | | | $ | 218,037,736 | | | | | $ | 2,264,372 | | | | | $ | — | | | | | $ | 220,302,108 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | $ | (80,423) | | | | | $ | — | | | | | $ | — | | | | | $ | (80,423) | | |
Total Liabilities | | | | $ | (80,423) | | | | | $ | — | | | | | $ | — | | | | | $ | (80,423) | | |
|
Security | | | Acquisition Date | | | Acquisition Cost | | | Fair Value | | |||||||||
Aduro Biotech, Inc. - CVR | | | | | 10/6/2020 | | | | | $ | — | | | | | $ | — | | |
| | | | | | | | | | $ | — | | | | | $ | — | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
E-mini Russell 2000® Index | | | | | 37 | | | | | | 09/16/22 | | | | | $ | 3,159,800 | | | | | $ | (80,423) | | |
| | | | | | | | | | | | | | | | $ | 3,159,800 | | | | | $ | (80,423) | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Liability Derivatives | | | | | | | | | | |
Equity contracts | | | Variation margin payable on futures contracts* | | | | $ | 80,423 | | |
Total Liability Derivatives | | | | | | | $ | 80,423 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (512,546) | | |
Total | | | | $ | (512,546) | | |
Voya Index Plus SmallCap Portfolio | as of June 30, 2022 (Unaudited) (continued) |
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (166,822) | | |
Total | | | | $ | (166,822) | | |
| Gross Unrealized Appreciation | | | | $ | 28,130,434 | | |
| Gross Unrealized Depreciation | | | | | (27,030,179) | | |
| Net Unrealized Appreciation | | | | $ | 1,100,255 | | |
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
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| | 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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| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value January 1, 2022 | | | Ending Account Value June 30, 2022 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2022* | | | Beginning Account Value January 1, 2022 | | | Ending Account Value June 30, 2022 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2022* | | ||||||||||||||||||||||||
Voya Balanced Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 826.30 | | | | | | 0.69% | | | | | $ | 3.12 | | | | | $ | 1,000.00 | | | | | $ | 1,021.37 | | | | | | 0.69% | | | | | $ | 3.46 | | |
Class S | | | | | 1,000.00 | | | | | | 825.30 | | | | | | 0.94 | | | | | | 4.25 | | | | | | 1,000.00 | | | | | | 1,020.13 | | | | | | 0.94 | | | | | | 4.71 | | |
Voya Global High Dividend Low Volatility Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 901.00 | | | | | | 1.10% | | | | | $ | 5.18 | | | | | $ | 1,000.00 | | | | | $ | 1,019.34 | | | | | | 1.10% | | | | | $ | 5.51 | | |
Class I | | | | | 1,000.00 | | | | | | 903.70 | | | | | | 0.60 | | | | | | 2.83 | | | | | | 1,000.00 | | | | | | 1,021.82 | | | | | | 0.60 | | | | | | 3.01 | | |
Class S | | | | | 1,000.00 | | | | | | 902.80 | | | | | | 0.85 | | | | | | 4.01 | | | | | | 1,000.00 | | | | | | 1,020.58 | | | | | | 0.85 | | | | | | 4.26 | | |
Class S2 | | | | | 1,000.00 | | | | | | 902.00 | | | | | | 1.00 | | | | | | 4.72 | | | | | | 1,000.00 | | | | | | 1,019.84 | | | | | | 1.00 | | | | | | 5.01 | | |
Class T | | | | | 1,000.00 | | | | | | 901.00 | | | | | | 1.20 | | | | | | 5.66 | | | | | | 1,000.00 | | | | | | 1,018.84 | | | | | | 1.20 | | | | | | 6.01 | | |
Voya Government Money Market Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,000.80 | | | | | | 0.24% | | | | | $ | 1.19 | | | | | $ | 1,000.00 | | | | | $ | 1,023.60 | | | | | | 0.24% | | | | | $ | 1.20 | | |
Class S | | | | | 1,000.00 | | | | | | 1,000.50 | | | | | | 0.28 | | | | | | 1.39 | | | | | | 1,000.00 | | | | | | 1,023.41 | | | | | | 0.28 | | | | | | 1.40 | | |
Voya Growth and Income Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 841.30 | | | | | | 1.10% | | | | | $ | 5.02 | | | | | $ | 1,000.00 | | | | | $ | 1,019.34 | | | | | | 1.10% | | | | | $ | 5.51 | | |
Class I | | | | | 1,000.00 | | | | | | 843.30 | | | | | | 0.65 | | | | | | 2.97 | | | | | | 1,000.00 | | | | | | 1,021.57 | | | | | | 0.65 | | | | | | 3.26 | | |
Class S | | | | | 1,000.00 | | | | | | 842.00 | | | | | | 0.90 | | | | | | 4.11 | | | | | | 1,000.00 | | | | | | 1,020.33 | | | | | | 0.90 | | | | | | 4.51 | | |
Class S2 | | | | | 1,000.00 | | | | | | 841.50 | | | | | | 1.05 | | | | | | 4.79 | | | | | | 1,000.00 | | | | | | 1,019.59 | | | | | | 1.05 | | | | | | 5.26 | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value January 1, 2022 | | | Ending Account Value June 30, 2022 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2022* | | | Beginning Account Value January 1, 2022 | | | Ending Account Value June 30, 2022 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2022* | | ||||||||||||||||||||||||
Voya Intermediate Bond Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 876.60 | | | | | | 1.03% | | | | | $ | 4.79 | | | | | $ | 1,000.00 | | | | | $ | 1,019.69 | | | | | | 1.03% | | | | | $ | 5.16 | | |
Class I | | | | | 1,000.00 | | | | | | 879.50 | | | | | | 0.53 | | | | | | 2.47 | | | | | | 1,000.00 | | | | | | 1,022.17 | | | | | | 0.53 | | | | | | 2.66 | | |
Class S | | | | | 1,000.00 | | | | | | 877.50 | | | | | | 0.78 | | | | | | 3.63 | | | | | | 1,000.00 | | | | | | 1,020.93 | | | | | | 0.78 | | | | | | 3.91 | | |
Class S2 | | | | | 1,000.00 | | | | | | 877.10 | | | | | | 0.93 | | | | | | 4.33 | | | | | | 1,000.00 | | | | | | 1,020.18 | | | | | | 0.93 | | | | | | 4.66 | | |
Voya Small Company Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 813.80 | | | | | | 1.40% | | | | | $ | 6.30 | | | | | $ | 1,000.00 | | | | | $ | 1,017.85 | | | | | | 1.40% | | | | | $ | 7.00 | | |
Class I | | | | | 1,000.00 | | | | | | 815.70 | | | | | | 0.90 | | | | | | 4.05 | | | | | | 1,000.00 | | | | | | 1,020.33 | | | | | | 0.90 | | | | | | 4.51 | | |
Class R6 | | | | | 1,000.00 | | | | | | 815.60 | | | | | | 0.87 | | | | | | 3.92 | | | | | | 1,000.00 | | | | | | 1,020.48 | | | | | | 0.87 | | | | | | 4.36 | | |
Class S | | | | | 1,000.00 | | | | | | 814.40 | | | | | | 1.15 | | | | | | 5.17 | | | | | | 1,000.00 | | | | | | 1,019.09 | | | | | | 1.15 | | | | | | 5.76 | | |
| | | Voya Balanced Portfolio | | | Voya Global High Dividend Low Volatility Portfolio | | | Voya Government Money Market Portfolio | | |||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 304,255,575 | | | | | $ | 539,384,920 | | | | | $ | — | | |
Investments in affiliates at fair value** | | | | | 8,941,654 | | | | | | — | | | | | | — | | |
Short-term investments at fair value† | | | | | 75,462,523 | | | | | | 13,883,445 | | | | | | — | | |
Short-term investments at amortized cost | | | | | — | | | | | | — | | | | | | 257,748,830 | | |
Repurchase agreements | | | | | — | | | | | | — | | | | | | 217,499,000 | | |
Cash | | | | | 1,658,898 | | | | | | 171,402 | | | | | | 11,925 | | |
Cash collateral for futures contracts | | | | | 696,164 | | | | | | — | | | | | | — | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | 300,000 | | | | | | — | | | | | | — | | |
Foreign currencies at value‡ | | | | | 25,741 | | | | | | 97,522 | | | | | | — | | |
Receivables: | | | | | | | | | | | | | | | | | | | |
Investment securities and currencies sold | | | | | 2,217,393 | | | | | | — | | | | | | 59,993,884 | | |
Investment securities sold on a delayed-delivery or when-issued basis | | | | | 1,545,936 | | | | | | — | | | | | | — | | |
Fund shares sold | | | | | 17,628 | | | | | | 58,053 | | | | | | 580,449 | | |
Dividends | | | | | 402,066 | | | | | | 1,135,107 | | | | | | 12,420 | | |
Interest | | | | | 470,026 | | | | | | — | | | | | | 183,576 | | |
Foreign tax reclaims | | | | | 160,540 | | | | | | 1,147,312 | | | | | | — | | |
Variation margin on futures contracts | | | | | 125,436 | | | | | | — | | | | | | — | | |
Variation margin on centrally cleared swaps | | | | | 4,315 | | | | | | — | | | | | | — | | |
Unrealized appreciation on forward foreign currency contracts | | | | | 19,949 | | | | | | — | | | | | | — | | |
Prepaid expenses | | | | | 4,091 | | | | | | 6,813 | | | | | | 5,703 | | |
Reimbursement due from Investment Adviser | | | | | 10,461 | | | | | | 25,567 | | | | | | — | | |
Other assets | | | | | 46,685 | | | | | | 47,861 | | | | | | 114,173 | | |
Total assets | | | | | 396,365,081 | | | | | | 555,958,002 | | | | | | 536,149,960 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | |
Payable for investment securities and currencies purchased | | | | | 4,836,433 | | | | | | — | | | | | | 33,000,000 | | |
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | 9,557,015 | | | | | | — | | | | | | — | | |
Payable for fund shares redeemed | | | | | 129,638 | | | | | | 2,901,663 | | | | | | 17,442 | | |
Payable upon receipt of securities loaned | | | | | 74,713,569 | | | | | | 13,346,445 | | | | | | — | | |
Unrealized depreciation on forward foreign currency contracts | | | | | 4,828 | | | | | | — | | | | | | — | | |
Unrealized depreciation on forward premium swaptions | | | | | 24,606 | | | | | | — | | | | | | — | | |
Payable for investment management fees | | | | | 155,117 | | | | | | 252,883 | | | | | | 124,443 | | |
Payable for distribution and shareholder service fees | | | | | 456 | | | | | | 90,446 | | | | | | 7 | | |
Payable for directors fees | | | | | 866 | | | | | | 1,477 | | | | | | 1,219 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 46,685 | | | | | | 47,861 | | | | | | 114,173 | | |
Other accrued expenses and liabilities | | | | | 106,749 | | | | | | 150,051 | | | | | | 143,439 | | |
Written options, at fair value^ | | | | | 21,439 | | | | | | — | | | | | | — | | |
Total liabilities | | | | | 89,597,401 | | | | | | 16,790,826 | | | | | | 33,400,723 | | |
NET ASSETS | | | | $ | 306,767,680 | | | | | $ | 539,167,176 | | | | | $ | 502,749,237 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 310,002,536 | | | | | $ | 509,743,296 | | | | | $ | 502,908,761 | | |
Total distributable earnings (loss) | | | | | (3,234,856) | | | | | | 29,423,880 | | | | | | (159,524) | | |
NET ASSETS | | | | $ | 306,767,680 | | | | | $ | 539,167,176 | | | | | $ | 502,749,237 | | |
+ Including securities loaned at value | | | | $ | 73,150,610 | | | | | $ | 12,682,406 | | | | | $ | — | | |
* Cost of investments in securities | | | | $ | 312,315,039 | | | | | $ | 529,420,733 | | | | | $ | — | | |
** Cost of investments in affiliates | | | | $ | 9,786,935 | | | | | $ | — | | | | | $ | — | | |
† Cost of short-term investments | | | | $ | 75,462,568 | | | | | $ | 13,883,445 | | | | | $ | — | | |
‡ Cost of foreign currencies | | | | $ | 27,320 | | | | | $ | 98,283 | | | | | $ | — | | |
^ Premiums received on written options | | | | $ | 17,433 | | | | | $ | — | | | | | $ | — | | |
| | | Voya Balanced Portfolio | | | Voya Global High Dividend Low Volatility Portfolio | | | Voya Government Money Market Portfolio | | |||||||||
Class ADV | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 11,291,681 | | �� | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 1,057,776 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 10.67 | | | | | | n/a | | |
Class I | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 304,607,573 | | | | | $ | 125,499,233 | | | | | $ | 502,698,950 | | |
Shares authorized | | | | | 500,000,000 | | | | | | 100,000,000 | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 1.000 | | |
Shares outstanding | | | | | 23,383,691 | | | | | | 11,763,030 | | | | | | 502,692,047 | | |
Net asset value and redemption price per share | | | | $ | 13.03 | | | | | $ | 10.67 | | | | | $ | 1.00 | | |
Class S | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 2,160,107 | | | | | $ | 399,579,141 | | | | | $ | 50,287 | | |
Shares authorized | | | | | 500,000,000 | | | | | | 300,000,000 | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 1.000 | | |
Shares outstanding | | | | | 166,586 | | | | | | 37,285,914 | | | | | | 50,286 | | |
Net asset value and redemption price per share | | | | $ | 12.97 | | | | | $ | 10.72 | | | | | $ | 1.00 | | |
Class S2 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 208,593 | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 19,743 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 10.57 | | | | | | n/a | | |
Class T | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 2,588,528 | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 242,225 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 10.69 | | | | | | n/a | | |
| | | Voya Growth and Income Portfolio | | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | |||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 1,809,477,065 | | | | | $ | 2,239,465,313 | | | | | $ | 324,643,501 | | |
Investments in affiliates at fair value** | | | | | — | | | | | | 670,571,337 | | | | | | — | | |
Short-term investments at fair value† | | | | | 119,122,587 | | | | | | 125,780,194 | | | | | | 6,611,417 | | |
Cash | | | | | 394,400 | | | | | | — | | | | | | 125,373 | | |
Cash collateral for futures contracts | | | | | — | | | | | | 3,201,440 | | | | | | — | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | — | | | | | | 2,101,000 | | | | | | — | | |
Cash pledged as collateral for OTC derivatives (Note 2) | | | | | — | | | | | | 700,000 | | | | | | — | | |
Cash pledged as collateral for delayed-delivery or when-issued securities (Note 2) | | | | | — | | | | | | 2,262,579 | | | | | | — | | |
Receivables: | | | | | | | | | | | | | | | | | | | |
Investment securities sold | | | | | — | | | | | | 52,124,583 | | | | | | — | | |
Investment securities sold on a delayed-delivery or when-issued basis | | | | | — | | | | | | 18,238,457 | | | | | | — | | |
Fund shares sold | | | | | 682,565 | | | | | | 38,609 | | | | | | 67,704 | | |
Dividends | | | | | 2,360,737 | | | | | | 697,439 | | | | | | 409,964 | | |
Interest | | | | | — | | | | | | 10,443,689 | | | | | | — | | |
Foreign tax reclaims | | | | | 232,187 | | | | | | — | | | | | | 5,255 | | |
Variation margin on futures contracts | | | | | — | | | | | | 511,338 | | | | | | — | | |
Variation margin on centrally cleared swaps | | | | | — | | | | | | 3,117,432 | | | | | | — | | |
Unrealized appreciation on forward foreign currency contracts | | | | | — | | | | | | 1,330,714 | | | | | | — | | |
Prepaid expenses | | | | | 28,689 | | | | | | 35,172 | | | | | | 4,940 | | |
Reimbursement due from Investment Adviser | | | | | — | | | | | | 96,839 | | | | | | 2,249 | | |
Other assets | | | | | 237,037 | | | | | | 326,227 | | | | | | 42,741 | | |
Total assets | | | | | 1,932,535,267 | | | | | | 3,131,042,362 | | | | | | 331,913,144 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | |
Income distribution payable | | | | | — | | | | | | 464 | | | | | | — | | |
Payable for investment securities purchased | | | | | — | | | | | | 14,827,385 | | | | | | 22,216 | | |
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | — | | | | | | 336,411,371 | | | | | | — | | |
Payable for fund shares redeemed | | | | | 506,169 | | | | | | 16,554,575 | | | | | | 134,536 | | |
Payable upon receipt of securities loaned | | | | | 98,430,587 | | | | | | 98,891,194 | | | | | | 5,248,417 | | |
Unrealized depreciation on forward foreign currency contracts | | | | | — | | | | | | 325,373 | | | | | | — | | |
Unrealized depreciation on forward premium swaptions | | | | | — | | | | | | 696,213 | | | | | | — | | |
Cash received as collateral for OTC derivatives (Note 2) | | | | | — | | | | | | 1,570,000 | | | | | | — | | |
Cash received as collateral for delayed-delivery or when-issued securities (Note 2) | | | | | — | | | | | | 1,279,242 | | | | | | — | | |
Payable for investment management fees | | | | | 930,083 | | | | | | 1,107,747 | | | | | | 211,042 | | |
Payable for distribution and shareholder service fees | | | | | 36,918 | | | | | | 435,845 | | | | | | 15,937 | | |
Payable to custodian due to bank overdraft | | | | | — | | | | | | 1,800,721 | | | | | | — | | |
Payable for directors fees | | | | | 5,189 | | | | | | 7,287 | | | | | | 980 | | |
Payable to directors under the deferred compensation plan (Note 6) | | | | | 237,037 | | | | | | 326,227 | | | | | | 42,741 | | |
Other accrued expenses and liabilities | | | | | 309,657 | | | | | | 439,289 | | | | | | 80,969 | | |
Written options, at fair value^ | | | | | — | | | | | | 614,741 | | | | | | — | | |
Total liabilities | | | | | 100,455,640 | | | | | | 475,287,674 | | | | | | 5,756,838 | | |
NET ASSETS | | | | $ | 1,832,079,627 | | | | | $ | 2,655,754,688 | | | | | $ | 326,156,306 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 1,488,773,231 | | | | | $ | 3,049,128,398 | | | | | $ | 370,012,570 | | |
Total distributable earnings (loss) | | | | | 343,306,396 | | | | | | (393,373,710) | | | | | | (43,856,264) | | |
NET ASSETS | | | | $ | 1,832,079,627 | | | | | $ | 2,655,754,688 | | | | | $ | 326,156,306 | | |
+ Including securities loaned at value | | | | $ | 96,274,871 | | | | | $ | 96,517,844 | | | | | $ | 5,108,349 | | |
* Cost of investments in securities | | | | $ | 1,577,045,752 | | | | | $ | 2,388,478,563 | | | | | $ | 355,175,342 | | |
** Cost of investments in affiliates | | | | $ | — | | | | | $ | 780,205,426 | | | | | $ | — | | |
† Cost of short-term investments | | | | $ | 119,122,587 | | | | | $ | 125,780,194 | | | | | $ | 6,611,417 | | |
^ Premiums received on written options | | | | $ | — | | | | | $ | 499,880 | | | | | $ | — | | |
| | | Voya Growth and Income Portfolio | | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | |||||||||
Class ADV | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 78,141,593 | | | | | $ | 224,982,868 | | | | | $ | 6,975,666 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | 100,000,000 | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 4,260,104 | | | | | | 20,444,503 | | | | | | 615,202 | | |
Net asset value and redemption price per share | | | | $ | 18.34 | | | | | $ | 11.00 | | | | | $ | 11.34 | | |
Class I | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 1,719,493,330 | | | | | $ | 800,037,908 | | | | | $ | 249,984,203 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | 100,000,000 | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 90,224,596 | | | | | | 71,909,291 | | | | | | 19,876,197 | | |
Net asset value and redemption price per share | | | | $ | 19.06 | | | | | $ | 11.13 | | | | | $ | 12.58 | | |
Class R6 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | | n/a | | | | | $ | 8,363,139 | | |
Shares authorized | | | | | n/a | | | | | | n/a | | | | | | 100,000,000 | | |
Par value | | | | | n/a | | | | | | n/a | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | n/a | | | | | | 664,125 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | | n/a | | | | | $ | 12.59 | | |
Class S | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 34,045,462 | | | | | $ | 1,621,058,668 | | | | | $ | 60,833,298 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | 100,000,000 | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 1,851,403 | | | | | | 146,715,913 | | | | | | 5,076,390 | | |
Net asset value and redemption price per share | | | | $ | 18.39 | | | | | $ | 11.05 | | | | | $ | 11.98 | | |
Class S2 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 399,242 | | | | | $ | 9,675,244 | | | | | | n/a | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | n/a | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | | n/a | | |
Shares outstanding | | | | | 22,310 | | | | | | 879,046 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 17.90 | | | | | $ | 11.01 | | | | | | n/a | | |
| | | Voya Balanced Portfolio | | | Voya Global High Dividend Low Volatility Portfolio | | | Voya Government Money Market Portfolio | | |||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | |
Dividends, net of foreign taxes withheld* | | | | $ | 2,128,412 | | | | | $ | 9,838,672 | | | | | $ | 45,671 | | |
Dividends from affiliated underlying funds | | | | | 333,003 | | | | | | — | | | | | | — | | |
Interest, net of foreign taxes withheld* | | | | | 1,295,624 | | | | | | — | | | | | | 923,391 | | |
Securities lending income, net | | | | | 67,958 | | | | | | 31,538 | | | | | | — | | |
Total investment income | | | | | 3,824,997 | | | | | | 9,870,210 | | | | | | 969,062 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 1,031,294 | | | | | | 1,627,980 | | | | | | 846,321 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | 31,600 | | | | | | — | | |
Class S | | | | | 3,084 | | | | | | 545,701 | | | | | | 70 | | |
Class S2 | | | | | — | | | | | | 504 | | | | | | — | | |
Class T | | | | | — | | | | | | 10,251 | | | | | | — | | |
Transfer agent fees: | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | 3,451 | | | | | | — | | |
Class I | | | | | 130,026 | | | | | | 36,620 | | | | | | 281,956 | | |
Class S | | | | | 940 | | | | | | 119,241 | | | | | | 33 | | |
Class S2 | | | | | — | | | | | | 69 | | | | | | — | | |
Class T | | | | | — | | | | | | 747 | | | | | | — | | |
Shareholder reporting expense | | | | | 13,756 | | | | | | 39,620 | | | | | | 14,017 | | |
Professional fees | | | | | 2,320 | | | | | | 11,745 | | | | | | 16,113 | | |
Custody and accounting expense | | | | | 64,537 | | | | | | 52,657 | | | | | | 21,615 | | |
Directors fees | | | | | 4,333 | | | | | | 7,389 | | | | | | 6,094 | | |
Licensing fee (Note 7) | | | | | 11,495 | | | | | | — | | | | | | — | | |
Miscellaneous expense | | | | | 6,833 | | | | | | 10,794 | | | | | | 9,677 | | |
Interest expense | | | | | 50 | | | | | | 608 | | | | | | — | | |
Total expenses | | | | | 1,268,668 | | | | | | 2,498,977 | | | | | | 1,195,896 | | |
Waived and reimbursed fees | | | | | (75,530) | | | | | | (148,425) | | | | | | (608,279) | | |
Net expenses | | | | | 1,193,138 | | | | | | 2,350,552 | | | | | | 587,617 | | |
Net investment income | | | | | 2,631,859 | | | | | | 7,519,658 | | | | | | 381,445 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 3,784,294 | | | | | | 16,726,642 | | | | | | (93,133) | | |
Sale of affiliated underlying funds | | | | | 696,717 | | | | | | — | | | | | | — | | |
Forward foreign currency contracts | | | | | 1,021 | | | | | | — | | | | | | — | | |
Foreign currency related transactions | | | | | (10,712) | | | | | | (36,494) | | | | | | — | | |
Futures | | | | | (554,347) | | | | | | — | | | | | | — | | |
Swaps | | | | | (29,167) | | | | | | — | | | | | | — | | |
Written options | | | | | 142,829 | | | | | | — | | | | | | — | | |
Net realized gain (loss) | | | | | 4,030,635 | | | | | | 16,690,148 | | | | | | (93,133) | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | |
Investments | | | | | (70,136,095) | | | | | | (84,148,670) | | | | | | — | | |
Affiliated underlying funds | | | | | (2,591,494) | | | | | | — | | | | | | — | | |
Forward foreign currency contracts | | | | | 26,019 | | | | | | — | | | | | | — | | |
Foreign currency related transactions | | | | | (11,123) | | | | | | (101,806) | | | | | | — | | |
Futures | | | | | (122,812) | | | | | | — | | | | | | — | | |
Swaps | | | | | 2,878 | | | | | | — | | | | | | — | | |
Written options | | | | | (19,102) | | | | | | — | | | | | | — | | |
Net change in unrealized appreciation (depreciation) | | | | | (72,851,729) | | | | | | (84,250,476) | | | | | | — | | |
Net realized and unrealized loss | | | | | (68,821,094) | | | | | | (67,560,328) | | | | | | (93,133) | | |
Increase (decrease) in net assets resulting from operations | | | | $ | (66,189,235) | | | | | $ | (60,040,670) | | | | | $ | 288,312 | | |
* Foreign taxes withheld | | | | $ | 67,509 | | | | | $ | 503,743 | | | | | $ | — | | |
| | | Voya Growth and Income Portfolio | | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | |||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | |
Dividends, net of foreign taxes withheld* | | | | $ | 17,342,372 | | | | | $ | 9,140 | | | | | $ | 2,184,656 | | |
Dividends from affiliated underlying funds | | | | | — | | | | | | 15,078,648 | | | | | | — | | |
Interest | | | | | 289 | | | | | | 30,649,937 | | | | | | 80 | | |
Securities lending income, net | | | | | 47,166 | | | | | | 105,326 | | | | | | 3,443 | | |
Total investment income | | | | | 17,389,827 | | | | | | 45,843,051 | | | | | | 2,188,179 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 6,176,327 | | | | | | 7,227,266 | | | | | | 1,624,924 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 218,311 | | | | | | 627,168 | | | | | | 19,841 | | |
Class S | | | | | 48,101 | | | | | | 2,196,894 | | | | | | 88,037 | | |
Class S2 | | | | | 883 | | | | | | 25,854 | | | | | | — | | |
Transfer agent fees: | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 22,402 | | | | | | 61,910 | | | | | | 4,352 | | |
Class I | | | | | 495,744 | | | | | | 214,604 | | | | | | 163,867 | | |
Class R6 | | | | | — | | | | | | — | | | | | | 9 | | |
Class S | | | | | 9,871 | | | | | | 433,729 | | | | | | 38,604 | | |
Class S2 | | | | | 113 | | | | | | 3,190 | | | | | | — | | |
Shareholder reporting expense | | | | | 48,810 | | | | | | 44,690 | | | | | | 10,860 | | |
Registration fees | | | | | 7,197 | | | | | | — | | | | | | — | | |
Professional fees | | | | | 57,947 | | | | | | 63,350 | | | | | | 7,602 | | |
Custody and accounting expense | | | | | 110,006 | | | | | | 165,470 | | | | | | 27,150 | | |
Directors fees | | | | | 25,948 | | | | | | 36,436 | | | | | | 4,902 | | |
Miscellaneous expense | | | | | 41,761 | | | | | | 45,020 | | | | | | 5,947 | | |
Interest expense | | | | | 46 | | | | | | 225 | | | | | | 4,078 | | |
Total expenses | | | | | 7,263,467 | | | | | | 11,145,806 | | | | | | 2,000,173 | | |
Waived and reimbursed fees | | | | | (340,678) | | | | | | (599,779) | | | | | | (139,671) | | |
Net expenses | | | | | 6,922,789 | | | | | | 10,546,027 | | | | | | 1,860,502 | | |
Net investment income | | | | | 10,467,038 | | | | | | 35,297,024 | | | | | | 327,677 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 115,726,416 | | | | | | (77,514,819) | | | | | | (11,636,358) | | |
Sale of affiliated underlying funds | | | | | — | | | | | | (23,460,812) | | | | | | — | | |
Forward foreign currency contracts | | | | | — | | | | | | (306,290) | | | | | | — | | |
Foreign currency related transactions | | | | | (23) | | | | | | (42,969) | | | | | | — | | |
Futures | | | | | — | | | | | | (29,374,011) | | | | | | — | | |
Swaps | | | | | — | | | | | | 5,401,947 | | | | | | — | | |
Written options | | | | | — | | | | | | 3,749,900 | | | | | | — | | |
Net realized gain (loss) | | | | | 115,726,393 | | | | | | (121,547,054) | | | | | | (11,636,358) | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | |
Investments | | | | | (474,412,164) | | | | | | (193,432,295) | | | | | | (67,964,081) | | |
Affiliated underlying funds | | | | | — | | | | | | (100,523,511) | | | | | | — | | |
Forward foreign currency contracts | | | | | — | | | | | | 1,678,579 | | | | | | — | | |
Foreign currency related transactions | | | | | 23 | | | | | | (232) | | | | | | (99) | | |
Futures | | | | | — | | | | | | (7,156,193) | | | | | | — | | |
Swaps | | | | | — | | | | | | 2,197,938 | | | | | | — | | |
Written options | | | | | — | | | | | | (666,609) | | | | | | — | | |
Net change in unrealized appreciation (depreciation) | | | | | (474,412,141) | | | | | | (297,902,323) | | | | | | (67,964,180) | | |
Net realized and unrealized loss | | | | | (358,685,748) | | | | | | (419,449,377) | | | | | | (79,600,538) | | |
Decrease in net assets resulting from operations | | | | $ | (348,218,710) | | | | | $ | (384,152,353) | | | | | $ | (79,272,861) | | |
* Foreign taxes withheld | | | | $ | 25,233 | | | | | $ | — | | | | | $ | 5,717 | | |
| | | Voya Balanced Portfolio | | | Voya Global High Dividend Low Volatility Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2022 (Unaudited) | | | Year Ended December 31, 2021 | | | Six Months Ended June 30, 2022 (Unaudited) | | | Year Ended December 31, 2021 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 2,631,859 | | | | | $ | 5,441,352 | | | | | $ | 7,519,658 | | | | | $ | 13,585,031 | | |
Net realized gain | | | | | 4,030,635 | | | | | | 41,888,430 | | | | | | 16,690,148 | | | | | | 69,632,081 | | |
Net change in unrealized appreciation (depreciation) | | | | | (72,851,729) | | | | | | 9,293,959 | | | | | | (84,250,476) | | | | | | 35,471,670 | | |
Increase (decrease) in net assets resulting from operations | | | | | (66,189,235) | | | | | | 56,623,741 | | | | | | (60,040,670) | | | | | | 118,688,782 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | — | | | | | | (475,443) | | | | | | (285,119) | | |
Class I | | | | | (45,747,982) | | | | | | (12,106,938) | | | | | | (5,257,967) | | | | | | (3,556,936) | | |
Class S | | | | | (318,826) | | | | | | (86,191) | | | | | | (16,709,194) | | | | | | (10,900,387) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (9,966) | | | | | | (7,066) | | |
Class T | | | | | — | | | | | | — | | | | | | (103,054) | | | | | | (54,811) | | |
Total distributions | | | | | (46,066,808) | | | | | | (12,193,129) | | | | | | (22,555,624) | | | | | | (14,804,319) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 1,806,053 | | | | | | 4,492,780 | | | | | | 5,063,750 | | | | | | 6,376,131 | | |
Reinvestment of distributions | | | | | 46,066,808 | | | | | | 12,193,129 | | | | | | 22,555,624 | | | | | | 14,804,319 | | |
| | | | | 47,872,861 | | | | | | 16,685,909 | | | | | | 27,619,374 | | | | | | 21,180,450 | | |
Cost of shares redeemed | | | | | (17,310,834) | | | | | | (46,277,136) | | | | | | (42,310,119) | | | | | | (100,005,477) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | 30,562,027 | | | | | | (29,591,227) | | | | | | (14,690,745) | | | | | | (78,825,027) | | |
Net increase (decrease) in net assets | | | | | (81,694,016) | | | | | | 14,839,385 | | | | | | (97,287,039) | | | | | | 25,059,436 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 388,461,696 | | | | | | 373,622,311 | | | | | | 636,454,215 | | | | | | 611,394,779 | | |
End of year or period | | | | $ | 306,767,680 | | | | | $ | 388,461,696 | | | | | $ | 539,167,176 | | | | | $ | 636,454,215 | | |
| | | Voya Government Money Market Portfolio | | | Voya Growth and Income Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2022 (Unaudited) | | | Year Ended December 31, 2021 | | | Six Months Ended June 30, 2022 (Unaudited) | | | Year Ended December 31, 2021 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 381,445 | | | | | $ | — | | | | | $ | 10,467,038 | | | | | $ | 22,836,362 | | |
Net realized gain (loss) | | | | | (93,133) | | | | | | 417,484 | | | | | | 115,726,393 | | | | | | 916,377,469 | | |
Net change in unrealized appreciation (depreciation) | | | | | — | | | | | | — | | | | | | (474,412,141) | | | | | | (126,586,298) | | |
Increase (decrease) in net assets resulting from operations | | | | | 288,312 | | | | | | 417,484 | | | | | | (348,218,710) | | | | | | 812,627,533 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | — | | | | | | (2,500,131) | | | | | | (62,613,808) | | |
Class I | | | | | (381,414) | | | | | | (435,973) | | | | | | (53,260,867) | | | | | | (868,148,958) | | |
Class S | | | | | (30) | | | | | | (47) | | | | | | (1,105,506) | | | | | | (29,792,606) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (12,906) | | | | | | (203,108) | | |
Total distributions | | | | | (381,444) | | | | | | (436,020) | | | | | | (56,879,410) | | | | | | (960,758,480) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 62,153,369 | | | | | | 68,486,663 | | | | | | 7,932,498 | | | | | | 15,175,175 | | |
Reinvestment of distributions | | | | | 381,444 | | | | | | 436,020 | | | | | | 56,833,390 | | | | | | 959,988,028 | | |
| | | | | 62,534,813 | | | | | | 68,922,683 | | | | | | 64,765,888 | | | | | | 975,163,203 | | |
Cost of shares redeemed | | | | | (45,549,507) | | | | | | (153,042,558) | | | | | | (105,632,092) | | | | | | (1,780,801,713) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | 16,985,306 | | | | | | (84,119,875) | | | | | | (40,866,204) | | | | | | (805,638,510) | | |
Net increase (decrease) in net assets | | | | | 16,892,174 | | | | | | (84,138,411) | | | | | | (445,964,324) | | | | | | (953,769,457) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 485,857,063 | | | | | | 569,995,474 | | | | | | 2,278,043,951 | | | | | | 3,231,813,408 | | |
End of year or period | | | | $ | 502,749,237 | | | | | $ | 485,857,063 | | | | | $ | 1,832,079,627 | | | | | $ | 2,278,043,951 | | |
| | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2022 (Unaudited) | | | Year Ended December 31, 2021 | | | Six Months Ended June 30, 2022 (Unaudited) | | | Year Ended December 31, 2021 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income (loss) | | | | $ | 35,297,024 | | | | | $ | 77,924,697 | | | | | $ | 327,677 | | | | | $ | (372,047) | | |
Net realized gain (loss) | | | | | (121,547,054) | | | | | | (5,450,459) | | | | | | (11,636,358) | | | | | | 102,106,764 | | |
Net change in unrealized appreciation (depreciation) | | | | | (297,902,323) | | | | | | (110,986,338) | | | | | | (67,964,180) | | | | | | (38,277,181) | | |
Increase (decrease) in net assets resulting from operations | | | | | (384,152,353) | | | | | | (38,512,100) | | | | | | (79,272,861) | | | | | | 63,457,536 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | (2,592,093) | | | | | | (5,686,785) | | | | | | (2,087,689) | | | | | | (34,073) | | |
Class I | | | | | (11,209,065) | | | | | | (25,046,665) | | | | | | (72,381,832) | | | | | | (1,965,800) | | |
Class R6 | | | | | — | | | | | | — | | | | | | (2,351,076) | | | | | | (82,239) | | |
Class S | | | | | (20,442,038) | | | | | | (44,109,528) | | | | | | (17,786,935) | | | | | | (342,592) | | |
Class S2 | | | | | (139,002) | | | | | | (363,231) | | | | | | — | | | | | | — | | |
Return of capital: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (1,774,823) | | | | | | — | | | | | | — | | |
Class I | | | | | — | | | | | | (6,113,408) | | | | | | — | | | | | | — | | |
Class S | | | | | — | | | | | | (12,119,576) | | | | | | — | | | | | | — | | |
Class S2 | | | | | — | | | | | | (106,570) | | | | | | — | | | | | | — | | |
Total distributions | | | | | (34,382,198) | | | | | | (95,320,586) | | | | | | (94,607,532) | | | | | | (2,424,704) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 48,412,401 | | | | | | 116,408,495 | | | | | | 4,906,685 | | | | | | 23,480,953 | | |
Reinvestment of distributions | | | | | 34,379,576 | | | | | | 95,313,861 | | | | | | 94,607,532 | | | | | | 2,424,704 | | |
| | | | | 82,791,977 | | | | | | 211,722,356 | | | | | | 99,514,217 | | | | | | 25,905,657 | | |
Cost of shares redeemed | | | | | (241,053,162) | | | | | | (427,308,214) | | | | | | (48,048,576) | | | | | | (84,200,830) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (158,261,185) | | | | | | (215,585,858) | | | | | | 51,465,641 | | | | | | (58,295,173) | | |
Net increase (decrease) in net assets | | | | | (576,795,736) | | | | | | (349,418,544) | | | | | | (122,414,752) | | | | | | 2,737,659 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 3,232,550,424 | | | | | | 3,581,968,968 | | | | | | 448,571,058 | | | | | | 445,833,399 | | |
End of year or period | | | | $ | 2,655,754,688 | | | | | $ | 3,232,550,424 | | | | | $ | 326,156,306 | | | | | $ | 448,571,058 | | |
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 18.43 | | | | | | 0.12• | | | | | | (3.26) | | | | | | (3.14) | | | | | | 0.28 | | | | | | 1.98 | | | | | | — | | | | | | 2.26 | | | | | | — | | | | | | 13.03 | | | | | | (17.37) | | | | | | 0.74 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 1.53 | | | | | | 304,608 | | | | | | 68 | | |
12-31-21 | | | | | 16.43 | | | | | | 0.25• | | | | | | 2.31 | | | | | | 2.56 | | | | | | 0.29 | | | | | | 0.27 | | | | | | — | | | | | | 0.56 | | | | | | — | | | | | | 18.43 | | | | | | 15.92 | | | | | | 0.74 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 1.42 | | | | | | 385,538 | | | | | | 101 | | |
12-31-20 | | | | | 15.71 | | | | | | 0.29 | | | | | | 1.22 | | | | | | 1.51 | | | | | | 0.36 | | | | | | 0.43 | | | | | | — | | | | | | 0.79 | | | | | | — | | | | | | 16.43 | | | | | | 10.85 | | | | | | 0.76 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 1.83 | | | | | | 370,828 | | | | | | 96 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 18.32 | | | | | | 0.10• | | | | | | (3.24) | | | | | | (3.14) | | | | | | 0.23 | | | | | | 1.98 | | | | | | — | | | | | | 2.21 | | | | | | — | | | | | | 12.97 | | | | | | (17.47) | | | | | | 0.99 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 1.28 | | | | | | 2,160 | | | | | | 68 | | |
12-31-21 | | | | | 16.34 | | | | | | 0.20• | | | | | | 2.31 | | | | | | 2.51 | | | | | | 0.26 | | | | | | 0.27 | | | | | | — | | | | | | 0.53 | | | | | | — | | | | | | 18.32 | | | | | | 15.62 | | | | | | 0.99 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 1.16 | | | | | | 2,924 | | | | | | 101 | | |
12-31-20 | | | | | 15.62 | | | | | | 0.23• | | | | | | 1.24 | | | | | | 1.47 | | | | | | 0.32 | | | | | | 0.43 | | | | | | — | | | | | | 0.75 | | | | | | — | | | | | | 16.34 | | | | | | 10.57 | | | | | | 1.01 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 1.59 | | | | | | 2,794 | | | | | | 96 | | |
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 | | |
Voya Global High Dividend Low Volatility Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 12.32 | | | | | | 0.13• | | | | | | (1.33) | | | | | | (1.20) | | | | | | 0.07 | | | | | | 0.38 | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 10.67 | | | | | | (9.90) | | | | | | 1.15 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 2.26 | | | | | | 11,292 | | | | | | 34 | | |
12-31-21 | | | | | 10.46 | | | | | | 0.21• | | | | | | 1.89 | | | | | | 2.10 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 12.32 | | | | | | 20.23 | | | | | | 1.16 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 1.85 | | | | | | 13,886 | | | | | | 71 | | |
12-31-20 | | | | | 10.83 | | | | | | 0.18 | | | | | | (0.35) | | | | | | (0.17) | | | | | | 0.19 | | | | | | — | | | | | | 0.01 | | | | | | 0.20 | | | | | | — | | | | | | 10.46 | | | | | | (1.27) | | | | | | 1.16 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 1.86 | | | | | | 13,684 | | | | | | 72 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 12.30 | | | | | | 0.16• | | | | | | (1.33) | | | | | | (1.17) | | | | | | 0.08 | | | | | | 0.38 | | | | | | — | | | | | | 0.46 | | | | | | — | | | | | | 10.67 | | | | | | (9.63) | | | | | | 0.65 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 2.77 | | | | | | 125,499 | | | | | | 34 | | |
12-31-21 | | | | | 10.44 | | | | | | 0.27• | | | | | | 1.89 | | | | | | 2.16 | | | | | | 0.30 | | | | | | — | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 12.30 | | | | | | 20.87 | | | | | | 0.66 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 2.35 | | | | | | 144,785 | | | | | | 71 | | |
12-31-20 | | | | | 10.82 | | | | | | 0.23 | | | | | | (0.36) | | | | | | (0.13) | | | | | | 0.24 | | | | | | — | | | | | | 0.01 | | | | | | 0.25 | | | | | | — | | | | | | 10.44 | | | | | | (0.83) | | | | | | 0.66 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 2.36 | | | | | | 129,379 | | | | | | 72 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 12.36 | | | | | | 0.15• | | | | | | (1.33) | | | | | | (1.18) | | | | | | 0.08 | | | | | | 0.38 | | | | | | — | | | | | | 0.46 | | | | | | — | | | | | | 10.72 | | | | | | (9.72) | | | | | | 0.90 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 2.51 | | | | | | 399,579 | | | | | | 34 | | |
12-31-21 | | | | | 10.49 | | | | | | 0.24• | | | | | | 1.90 | | | | | | 2.14 | | | | | | 0.27 | | | | | | — | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 12.36 | | | | | | 20.56 | | | | | | 0.91 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 2.10 | | | | | | 474,598 | | | | | | 71 | | |
12-31-20 | | | | | 10.87 | | | | | | 0.21 | | | | | | (0.37) | | | | | | (0.16) | | | | | | 0.21 | | | | | | — | | | | | | 0.01 | | | | | | 0.22 | | | | | | — | | | | | | 10.49 | | | | | | (1.09) | | | | | | 0.91 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 2.11 | | | | | | 465,405 | | | | | | 72 | | |
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 | | |
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 12.20 | | | | | | 0.14• | | | | | | (1.32) | | | | | | (1.18) | | | | | | 0.07 | | | | | | 0.38 | | | | | | — | | | | | | 0.45 | | | | | | — | | | | | | 10.57 | | | | | | (9.80) | | | | | | 1.05 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 2.38 | | | | | | 209 | | | | | | 34 | | |
12-31-21 | | | | | 10.35 | | | | | | 0.22• | | | | | | 1.88 | | | | | | 2.10 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 12.20 | | | | | | 20.46 | | | | | | 1.06 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 1.92 | | | | | | 265 | | | | | | 71 | | |
12-31-20 | | | | | 10.73 | | | | | | 0.19 | | | | | | (0.36) | | | | | | (0.17) | | | | | | 0.20 | | | | | | — | | | | | | 0.01 | | | | | | 0.21 | | | | | | — | | | | | | 10.35 | | | | | | (1.25) | | | | | | 1.06 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 1.95 | | | | | | 354 | | | | | | 72 | | |
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 | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 12.34 | | | | | | 0.13• | | | | | | (1.34) | | | | | | (1.21) | | | | | | 0.06 | | | | | | 0.38 | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 10.69 | | | | | | (9.90) | | | | | | 1.40 | | | | | | 1.20 | | | | | | 1.20 | | | | | | 2.18 | | | | | | 2,589 | | | | | | 34 | | |
12-31-21 | | | | | 10.47 | | | | | | 0.20• | | | | | | 1.90 | | | | | | 2.10 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 12.34 | | | | | | 20.19 | | | | | | 1.41 | | | | | | 1.20 | | | | | | 1.20 | | | | | | 1.75 | | | | | | 2,920 | | | | | | 71 | | |
12-31-20 | | | | | 10.85 | | | | | | 0.18 | | | | | | (0.37) | | | | | | (0.19) | | | | | | 0.18 | | | | | | — | | | | | | 0.01 | | | | | | 0.19 | | | | | | — | | | | | | 10.47 | | | | | | (1.48) | | | | | | 1.41 | | | | | | 1.20 | | | | | | 1.20 | | | | | | 1.74 | | | | | | 2,573 | | | | | | 72 | | |
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 | | |
Voya Government Money Market Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 1.00 | | | | | | 0.00*• | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.08 | | | | | | 0.49 | | | | | | 0.24 | | | | | | 0.24 | | | | | | 0.16 | | | | | | 502,699 | | | | | | — | | |
12-31-21 | | | | | 1.00 | | | | | | —• | | | | | | 0.00* | | | | | | 0.00 | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.09 | | | | | | 0.50 | | | | | | 0.05 | | | | | | 0.05 | | | | | | 0.00 | | | | | | 485,800 | | | | | | — | | |
12-31-20 | | | | | 1.00 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.29 | | | | | | 0.51 | | | | | | 0.17 | | | | | | 0.17 | | | | | | 0.20 | | | | | | 569,945 | | | | | | — | | |
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 | | | | | | — | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 1.00 | | | | | | 0.00*• | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.05 | | | | | | 0.74 | | | | | | 0.28 | | | | | | 0.28 | | | | | | 0.11 | | | | | | 50 | | | | | | — | | |
12-31-21 | | | | | 1.00 | | | | | | —• | | | | | | 0.00* | | | | | | 0.00 | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.09 | | | | | | 0.75 | | | | | | 0.05 | | | | | | 0.05 | | | | | | 0.00 | | | | | | 57 | | | | | | — | | |
12-31-20 | | | | | 1.00 | | | | | | — | | | | | | 0.00* | | | | | | 0.00 | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.04 | | | | | | 0.76 | | | | | | 0.17 | | | | | | 0.17 | | | | | | 0.00 | | | | | | 51 | | | | | | — | | |
06-3-18(5) | | | | | 1.00 | | | | | | 0.01 | | | | | | 0.00* | | | | | | 0.01 | | | | | | 0.01 | | | | | | 0.00* | | | | | | — | | | | | | 0.01 | | | | | | — | | | | | | 1.00 | | | | | | 0.57 | | | | | | 0.64 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 1.14 | | | | | | 46 | | | | | | — | | |
12-31-17 | | | | | 1.00 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.46 | | | | | | 0.64 | | | | | | 0.49 | | | | | | 0.49 | | | | | | 0.39 | | | | | | 44 | | | | | | — | | |
Voya Growth and Income Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 22.50 | | | | | | 0.06• | | | | | | (3.62) | | | | | | (3.56) | | | | | | — | | | | | | 0.60 | | | | | | — | | | | | | 0.60 | | | | | | — | | | | | | 18.34 | | | | | | (15.87) | | | | | | 1.18 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 0.59 | | | | | | 78,142 | | | | | | 24 | | |
12-31-21 | | | | | 29.29 | | | | | | 0.13• | | | | | | 8.14 | | | | | | 8.27 | | | | | | 0.19 | | | | | | 14.87 | | | | | | — | | | | | | 15.06 | | | | | | — | | | | | | 22.50 | | | | | | 28.41 | | | | | | 1.16 | | | | | | 1.06 | | | | | | 1.06 | | | | | | 0.39 | | | | | | 97,015 | | | | | | 65 | | |
12-31-20 | | | | | 27.93 | | | | | | 0.26 | | | | | | 4.22 | | | | | | 4.48 | | | | | | 0.26 | | | | | | 2.86 | | | | | | — | | | | | | 3.12 | | | | | | — | | | | | | 29.29 | | | | | | 16.74 | | | | | | 1.17 | | | | | | 1.07 | | | | | | 1.07 | | | | | | 0.90 | | | | | | 903,118 | | | | | | 92 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 23.30 | | | | | | 0.11• | | | | | | (3.75) | | | | | | (3.64) | | | | | | — | | | | | | 0.60 | | | | | | — | | | | | | 0.60 | | | | | | — | | | | | | 19.06 | | | | | | (15.67) | | | | | | 0.68 | | | | | | 0.65 | | | | | | 0.65 | | | | | | 1.04 | | | | | | 1,719,493 | | | | | | 24 | | |
12-31-21 | | | | | 29.90 | | | | | | 0.29• | | | | | | 8.33 | | | | | | 8.62 | | | | | | 0.35 | | | | | | 14.87 | | | | | | — | | | | | | 15.22 | | | | | | — | | | | | | 23.30 | | | | | | 29.00 | | | | | | 0.66 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 0.85 | | | | | | 2,137,930 | | | | | | 65 | | |
12-31-20 | | | | | 28.44 | | | | | | 0.39 | | | | | | 4.32 | | | | | | 4.71 | | | | | | 0.39 | | | | | | 2.86 | | | | | | — | | | | | | 3.25 | | | | | | — | | | | | | 29.90 | | | | | | 17.26 | | | | | | 0.67 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.35 | | | | | | 1,845,796 | | | | | | 92 | | |
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 | | |
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 22.54 | | | | | | 0.08• | | | | | | (3.63) | | | | | | (3.55) | | | | | | — | | | | | | 0.60 | | | | | | — | | | | | | 0.60 | | | | | | — | | | | | | 18.39 | | | | | | (15.80) | | | | | | 0.93 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 0.79 | | | | | | 34,045 | | | | | | 24 | | |
12-31-21 | | | | | 29.32 | | | | | | 0.20• | | | | | | 8.16 | | | | | | 8.36 | | | | | | 0.27 | | | | | | 14.87 | | | | | | — | | | | | | 15.14 | | | | | | — | | | | | | 22.54 | | | | | | 28.72 | | | | | | 0.91 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 0.59 | | | | | | 42,612 | | | | | | 65 | | |
12-31-20 | | | | | 27.96 | | | | | | 0.32 | | | | | | 4.22 | | | | | | 4.54 | | | | | | 0.32 | | | | | | 2.86 | | | | | | — | | | | | | 3.18 | | | | | | — | | | | | | 29.32 | | | | | | 16.93 | | | | | | 0.92 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 1.10 | | | | | | 482,532 | | | | | | 92 | | |
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 | | |
Class S2 | | | | | | | �� | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 21.97 | | | | | | 0.06• | | | | | | (3.53) | | | | | | (3.47) | | | | | | — | | | | | | 0.60 | | | | | | — | | | | | | 0.60 | | | | | | — | | | | | | 17.90 | | | | | | (15.85) | | | | | | 1.08 | | | | | | 1.05 | | | | | | 1.05 | | | | | | 0.64 | | | | | | 399 | | | | | | 24 | | |
12-31-21 | | | | | 28.88 | | | | | | 0.15• | | | | | | 8.03 | | | | | | 8.18 | | | | | | 0.22 | | | | | | 14.87 | | | | | | — | | | | | | 15.09 | | | | | | — | | | | | | 21.97 | | | | | | 28.52 | | | | | | 1.06 | | | | | | 1.01 | | | | | | 1.01 | | | | | | 0.46 | | | | | | 488 | | | | | | 65 | | |
12-31-20 | | | | | 27.59 | | | | | | 0.25• | | | | | | 4.19 | | | | | | 4.44 | | | | | | 0.29 | | | | | | 2.86 | | | | | | — | | | | | | 3.15 | | | | | | — | | | | | | 28.88 | | | | | | 16.81 | | | | | | 1.07 | | | | | | 1.02 | | | | | | 1.02 | | | | | | 0.95 | | | | | | 367 | | | | | | 92 | | |
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 | | |
Voya Intermediate Bond Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 12.68 | | | | | | 0.12• | | | | | | (1.68) | | | | | | (1.56) | | | | | | 0.12 | | | | | | — | | | | | | — | | | | | | 0.12 | | | | | | — | | | | | | 11.00 | | | | | | (12.34) | | | | | | 1.07 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 2.14 | | | | | | 224,983 | | | | | | 99 | | |
12-31-21 | | | | | 13.19 | | | | | | 0.26• | | | | | | (0.44) | | | | | | (0.18) | | | | | | 0.25 | | | | | | 0.00* | | | | | | 0.08 | | | | | | 0.33 | | | | | | — | | | | | | 12.68 | | | | | | (1.42) | | | | | | 1.07 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 2.01 | | | | | | 284,547 | | | | | | 139 | | |
12-31-20 | | | | | 12.94 | | | | | | 0.32 | | | | | | 0.61 | | | | | | 0.93 | | | | | | 0.38 | | | | | | 0.30 | | | | | | — | | | | | | 0.68 | | | | | | — | | | | | | 13.19 | | | | | | 7.32 | | | | | | 1.08 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 2.40 | | | | | | 312,654 | | | | | | 99 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 12.82 | | | | | | 0.16• | | | | | | (1.70) | | | | | | (1.54) | | | | | | 0.15 | | | | | | — | | | | | | — | | | | | | 0.15 | | | | | | — | | | | | | 11.13 | | | | | | (12.05) | | | | | | 0.57 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 2.64 | | | | | | 800,038 | | | | | | 99 | | |
12-31-21 | | | | | 13.33 | | | | | | 0.33• | | | | | | (0.45) | | | | | | (0.12) | | | | | | 0.31 | | | | | | 0.00* | | | | | | 0.08 | | | | | | 0.39 | | | | | | — | | | | | | 12.82 | | | | | | (0.88) | | | | | | 0.57 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 2.51 | | | | | | 976,144 | | | | | | 139 | | |
12-31-20 | | | | | 13.08 | | | | | | 0.39 | | | | | | 0.61 | | | | | | 1.00 | | | | | | 0.45 | | | | | | 0.30 | | | | | | — | | | | | | 0.75 | | | | | | — | | | | | | 13.33 | | | | | | 7.81 | | | | | | 0.58 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 2.89 | | | | | | 1,108,593 | | | | | | 99 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 12.74 | | | | | | 0.14• | | | | | | (1.69) | | | | | | (1.55) | | | | | | 0.14 | | | | | | — | | | | | | — | | | | | | 0.14 | | | | | | — | | | | | | 11.05 | | | | | | (12.25) | | | | | | 0.82 | | | | | | 0.78 | | | | | | 0.78 | | | | | | 2.39 | | | | | | 1,621,059 | | | | | | 99 | | |
12-31-21 | | | | | 13.24 | | | | | | 0.29• | | | | | | (0.43) | | | | | | (0.14) | | | | | | 0.28 | | | | | | 0.00* | | | | | | 0.08 | | | | | | 0.36 | | | | | | — | | | | | | 12.74 | | | | | | (1.07) | | | | | | 0.82 | | | | | | 0.78 | | | | | | 0.78 | | | | | | 2.26 | | | | | | 1,956,289 | | | | | | 139 | | |
12-31-20 | | | | | 12.99 | | | | | | 0.35 | | | | | | 0.62 | | | | | | 0.97 | | | | | | 0.42 | | | | | | 0.30 | | | | | | — | | | | | | 0.72 | | | | | | — | | | | | | 13.24 | | | | | | 7.57 | | | | | | 0.83 | | | | | | 0.78 | | | | | | 0.78 | | | | | | 2.65 | | | | | | 2,139,406 | | | | | | 99 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 12.69 | | | | | | 0.13• | | | | | | (1.68) | | | | | | (1.55) | | | | | | 0.13 | | | | | | — | | | | | | — | | | | | | 0.13 | | | | | | — | | | | | | 11.01 | | | | | | (12.29) | | | | | | 0.97 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 2.22 | | | | | | 9,675 | | | | | | 99 | | |
12-31-21 | | | | | 13.19 | | | | | | 0.27• | | | | | | (0.43) | | | | | | (0.16) | | | | | | 0.26 | | | | | | 0.00* | | | | | | 0.08 | | | | | | 0.34 | | | | | | — | | | | | | 12.69 | | | | | | (1.24) | | | | | | 0.97 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 2.11 | | | | | | 15,571 | | | | | | 139 | | |
12-31-20 | | | | | 12.94 | | | | | | 0.33 | | | | | | 0.62 | | | | | | 0.95 | | | | | | 0.40 | | | | | | 0.30 | | | | | | — | | | | | | 0.70 | | | | | | — | | | | | | 13.19 | | | | | | 7.42 | | | | | | 0.98 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 2.50 | | | | | | 21,316 | | | | | | 99 | | |
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 | | |
| | | | | | | | | 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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 19.74 | | | | | | (0.02)• | | | | | | (3.61) | | | | | | (3.63) | | | | | | — | | | | | | 4.77 | | | | | | — | | | | | | 4.77 | | | | | | — | | | | | | 11.34 | | | | | | (18.62) | | | | | | 1.48 | | | | | | 1.40 | | | | | | 1.40 | | | | | | (0.27) | | | | | | 6,976 | | | | | | 109 | | |
12-31-21 | | | | | 17.36 | | | | | | (0.10)• | | | | | | 2.56 | | | | | | 2.46 | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 19.74 | | | | | | 14.19 | | | | | | 1.49 | | | | | | 1.40 | | | | | | 1.40 | | | | | | (0.52) | | | | | | 8,826 | | | | | | 129 | | |
12-31-20 | | | | | 15.91 | | | | | | (0.04) | | | | | | 1.77 | | | | | | 1.73 | | | | | | 0.01 | | | | | | 0.27 | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 17.36 | | | | | | 11.73 | | | | | | 1.52 | | | | | | 1.40 | | | | | | 1.40 | | | | | | (0.31) | | | | | | 6,851 | | | | | | 134 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 21.22 | | | | | | 0.02• | | | | | | (3.89) | | | | | | (3.87) | | | | | | — | | | | | | 4.77 | | | | | | — | | | | | | 4.77 | | | | | | — | | | | | | 12.58 | | | | | | (18.43) | | | | | | 0.98 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 0.22 | | | | | | 249,984 | | | | | | 109 | | |
12-31-21 | | | | | 18.59 | | | | | | (0.01)• | | | | | | 2.75 | | | | | | 2.74 | | | | | | 0.03 | | | | | | 0.08 | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 21.22 | | | | | | 14.76 | | | | | | 0.99 | | | | | | 0.90 | | | | | | 0.90 | | | | | | (0.03) | | | | | | 344,506 | | | | | | 129 | | |
12-31-20 | | | | | 17.04 | | | | | | 0.05 | | | | | | 1.86 | | | | | | 1.91 | | | | | | 0.09 | | | | | | 0.27 | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 18.59 | | | | | | 12.28 | | | | | | 1.02 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 0.19 | | | | | | 347,004 | | | | | | 134 | | |
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 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 21.23 | | | | | | 0.02• | | | | | | (3.89) | | | | | | (3.87) | | | | | | — | | | | | | 4.77 | | | | | | — | | | | | | 4.77 | | | | | | — | | | | | | 12.59 | | | | | | (18.44) | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.24 | | | | | | 8,363 | | | | | | 109 | | |
12-31-21 | | | | | 18.60 | | | | | | (0.00)*• | | | | | | 2.74 | | | | | | 2.74 | | | | | | 0.03 | | | | | | 0.08 | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 21.23 | | | | | | 14.77 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.87 | | | | | | (0.00)* | | | | | | 14,790 | | | | | | 129 | | |
12-31-20 | | | | | 17.04 | | | | | | 0.03 | | | | | | 1.89 | | | | | | 1.92 | | | | | | 0.09 | | | | | | 0.27 | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 18.60 | | | | | | 12.34 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.25 | | | | | | 11,466 | | | | | | 134 | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-22+ | | | | | 20.51 | | | | | | (0.00)*• | | | | | | (3.76) | | | | | | (3.76) | | | | | | — | | | | | | 4.77 | | | | | | — | | | | | | 4.77 | | | | | | — | | | | | | 11.98 | | | | | | (18.56) | | | | | | 1.23 | | | | | | 1.15 | | | | | | 1.15 | | | | | | (0.02) | | | | | | 60,833 | | | | | | 109 | | |
12-31-21 | | | | | 17.99 | | | | | | (0.06)• | | | | | | 2.66 | | | | | | 2.60 | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 20.51 | | | | | | 14.47 | | | | | | 1.24 | | | | | | 1.15 | | | | | | 1.15 | | | | | | (0.28) | | | | | | 80,449 | | | | | | 129 | | |
12-31-20 | | | | | 16.48 | | | | | | (0.00)* | | | | | | 1.83 | | | | | | 1.83 | | | | | | 0.05 | | | | | | 0.27 | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 17.99 | | | | | | 12.04 | | | | | | 1.27 | | | | | | 1.15 | | | | | | 1.15 | | | | | | (0.06) | | | | | | 80,512 | | | | | | 134 | | |
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 | | |
| | | Purchased | | | Sold | | ||||||
Balanced | | | | $ | 226,694 | | | | | $ | 757,789 | | |
Intermediate Bond | | | | | 15,150,487 | | | | | | 49,681,466 | | |
| | | Purchased | | | Sold | | ||||||
Balanced | | | | $ | 20,836,261 | | | | | $ | 10,276,340 | | |
Intermediate Bond | | | | | 234,017,638 | | | | | | 136,681,036 | | |
| | | Purchases | | | Sales | | ||||||
Balanced | | | | $ | 115,099,763 | | | | | $ | 134,650,887 | | |
Global High Dividend Low Volatility | | | | | 199,269,961 | | | | | | 229,467,479 | | |
Growth and Income | | | | | 495,969,419 | | | | | | 569,836,371 | | |
Intermediate Bond | | | | | 375,591,491 | | | | | | 665,095,805 | | |
Small Company | | | | | 421,738,361 | | | | | | 459,923,472 | | |
| | | Purchases | | | Sales | | ||||||
Balanced | | | | $ | 155,055,795 | | | | | $ | 139,926,305 | | |
Intermediate Bond | | | | | 2,731,153,383 | | | | | | 2,374,554,301 | | |
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(2) | | | 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(3) | | | 0.75% | |
| | | June 30, | | | | | | | | |||||||||||||||
| | | 2023 | | | 2024 | | | 2025 | | | Total | | ||||||||||||
Government Money Market | | | | $ | 608,377 | | | | | $ | 2,164,406 | | | | | $ | 1,489,358 | | | | | $ | 4,262,141 | | |
Subsidiary | | | Portfolio | | | Percentage | | |||
Voya Institutional Trust Company | | | Government Money Market | | | | | 7.94% | | |
| | | Intermediate Bond | | | | | 11.12 | | |
| | | Small Company | | | | | 10.81 | | |
Voya Retirement Insurance and Annuity Company | | | Balanced | | | | | 87.45 | | |
| | | Global High Dividend Low Volatility | | | | | 21.13 | | |
| | | Government Money Market | | | | | 87.91 | | |
| | | Growth and Income | | | | | 87.84 | | |
| | | Intermediate Bond | | | | | 24.80 | | |
| | | Small Company | | | | | 65.10 | | |
Portfolio | | | Amount | | |||
Balanced | | | | $ | 130,768 | | |
Global High Dividend Low Volatility | | | | | 159,548 | | |
Government Money Market | | | | | 281,549 | | |
Growth and Income | | | | | 525,001 | | |
Intermediate Bond | | | | | 711,088 | | |
Small Company | | | | | 206,534 | | |
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) | | | | | 1.27% | | | | | | 0.67% | | | | | | N/A | | | | | | 0.92% | | | | | | 1.07% | | | | | | N/A | | |
Intermediate Bond | | | | | 1.03% | | | | | | 0.53% | | | | | | N/A | | | | | | 0.78% | | | | | | 0.93% | | | | | | N/A | | |
Small Company(2) | | | | | 1.36% | | | | | | 0.86% | | | | | | 0.86% | | | | | | 1.11% | | | | | | 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, | | | ||||||||||||||||||||
| | | 2023 | | | 2024 | | | 2025 | | | Total | | ||||||||||||
Balanced | | | | $ | 122,934 | | | | | $ | 231,150 | | | | | $ | 155,418 | | | | | $ | 509,502 | | |
Intermediate Bond | | | | | 722,047 | | | | | | 1,578,156 | | | | | | 1,159,621 | | | | | | 3,459,824 | | |
Small Company | | | | | — | | | | | | 1,021 | | | | | | 1,877 | | | | | | 2,898 | | |
| | | June 30, | | | ||||||||||||||||||||
| | | 2023 | | | 2024 | | | 2025 | | | Total | | ||||||||||||
Small Company | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 3,281 | | | | | $ | 8,083 | | | | | $ | 5,813 | | | | | $ | 17,177 | | |
Class I | | | | | 190,129 | | | | | | 396,537 | | | | | | 227,107 | | | | | | 813,773 | | |
Class S | | | | | 39,677 | | | | | | 91,275 | | | | | | 53,793 | | | | | | 184,745 | | |
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
Balanced | | | | | 2 | | | | | $ | 525,000 | | | | | | 1.71% | | |
Global High Dividend Low Volatility | | | | | 8 | | | | | | 1,823,250 | | | | | | 1.50 | | |
Growth and Income | | | | | 1 | | | | | | 1,258,000 | | | | | | 1.33 | | |
Intermediate Bond | | | | | 4 | | | | | | 972,000 | | | | | | 2.08 | | |
Small Company | | | | | 11 | | | | | | 7,214,545 | | | | | | 1.85 | | |
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 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2022 | | | | | 108,542 | | | | | | — | | | | | | 3,421,689 | | | | | | (1,063,862) | | | | | | 2,466,369 | | | | | | 1,803,485 | | | | | | — | | | | | | 45,747,982 | | | | | | (17,019,417) | | | | | | 30,532,050 | | |
12/31/2021 | | | | | 251,590 | | | | | | — | | | | | | 723,234 | | | | | | (2,622,896) | | | | | | (1,648,072) | | | | | | 4,434,846 | | | | | | — | | | | | | 12,106,938 | | | | | | (45,927,989) | | | | | | (29,386,205) | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2022 | | | | | 154 | | | | | | — | | | | | | 23,954 | | | | | | (17,125) | | | | | | 6,983 | | | | | | 2,568 | | | | | | — | | | | | | 318,826 | | | | | | (291,417) | | | | | | 29,977 | | |
12/31/2021 | | | | | 3,312 | | | | | | — | | | | | | 5,170 | | | | | | (19,863) | | | | | | (11,381) | | | | | | 57,934 | | | | | | — | | | | | | 86,191 | | | | | | (349,147) | | | | | | (205,022) | | |
Global High Dividend Low Volatility | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 3,900 | | | | | | — | | | | | | 42,854 | | | | | | (115,642) | | | | | | (68,888) | | | | | | 45,303 | | | | | | — | | | | | | 475,443 | | | | | | (1,331,393) | | | | | | (810,647) | | |
12/31/2021 | | | | | 16,754 | | | | | | — | | | | | | 24,622 | | | | | | (223,495) | | | | | | (182,119) | | | | | | 195,744 | | | | | | — | | | | | | 285,119 | | | | | | (2,572,804) | | | | | | (2,091,941) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 217,620 | | | | | | — | | | | | | 473,573 | | | | | | (696,131) | | | | | | (4,938) | | | | | | 2,521,508 | | | | | | — | | | | | | 5,257,967 | | | | | | (8,166,539) | | | | | | (387,064) | | |
12/31/2021 | | | | | 280,377 | | | | | | — | | | | | | 306,993 | | | | | | (1,215,811) | | | | | | (628,441) | | | | | | 3,176,484 | | | | | | — | | | | | | 3,556,936 | | | | | | (13,931,507) | | | | | | (7,198,087) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 194,192 | | | | | | — | | | | | | 1,498,726 | | | | | | (2,794,211) | | | | | | (1,101,293) | | | | | | 2,261,266 | | | | | | — | | | | | | 16,709,194 | | | | | | (32,499,736) | | | | | | (13,529,276) | | |
12/31/2021 | | | | | 238,061 | | | | | | — | | | | | | 937,385 | | | | | | (7,168,854) | | | | | | (5,993,408) | | | | | | 2,770,779 | | | | | | — | | | | | | 10,900,387 | | | | | | (82,950,586) | | | | | | (69,279,420) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 1,095 | | | | | | — | | | | | | 908 | | | | | | (3,966) | | | | | | (1,963) | | | | | | 12,468 | | | | | | — | | | | | | 9,966 | | | | | | (42,194) | | | | | | (19,760) | | |
12/31/2021 | | | | | 1,079 | | | | | | — | | | | | | 618 | | | | | | (14,200) | | | | | | (12,503) | | | | | | 12,540 | | | | | | — | | | | | | 7,066 | | | | | | (166,995) | | | | | | (147,389) | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 19,600 | | | | | | — | | | | | | 9,286 | | | | | | (23,305) | | | | | | 5,581 | | | | | | 223,205 | | | | | | — | | | | | | 103,054 | | | | | | (270,257) | | | | | | 56,002 | | |
12/31/2021 | | | | | 19,271 | | | | | | — | | | | | | 4,722 | | | | | | (33,150) | | | | | | (9,157) | | | | | | 220,584 | | | | | | — | | | | | | 54,811 | | | | | | (383,585) | | | | | | (108,190) | | |
Government Money Market | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 62,153,370 | | | | | | — | | | | | | 381,413 | | | | | | (45,542,792) | | | | | | 16,991,991 | | | | | | 62,153,369 | | | | | | — | | | | | | 381,414 | | | | | | (45,542,792) | | | | | | 16,991,991 | | |
12/31/2021 | | | | | 68,479,424 | | | | | | — | | | | | | 435,973 | | | | | | (153,041,539) | | | | | | (84,126,142) | | | | | | 68,479,424 | | | | | | — | | | | | | 435,973 | | | | | | (153,041,539) | | | | | | (84,126,142) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | — | | | | | | — | | | | | | 31 | | | | | | (6,715) | | | | | | (6,684) | | | | | | — | | | | | | — | | | | | | 30 | | | | | | (6,715) | | | | | | (6,685) | | |
12/31/2021 | | | | | 7,239 | | | | | | — | | | | | | 47 | | | | | | (1,019) | | | | | | 6,267 | | | | | | 7,239 | | | | | | — | | | | | | 47 | | | | | | (1,019) | | | | | | 6,267 | | |
Growth and Income | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 66,350 | | | | | | — | | | | | | 133,269 | | | | | | (250,695) | | | | | | (51,076) | | | | | | 1,310,346 | | | | | | — | | | | | | 2,500,131 | | | | | | (5,208,208) | | | | | | (1,397,731) | | |
12/31/2021 | | | | | 201,602 | | | | | | — | | | | | | 2,450,905 | | | | | | (29,175,892) | | | | | | (26,523,385) | | | | | | 6,656,242 | | | | | | — | | | | | | 62,613,808 | | | | | | (1,008,319,631) | | | | | | (939,049,581) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 244,134 | | | | | | — | | | | | | 2,731,768 | | | | | | (4,502,056) | | | | | | (1,526,154) | | | | | | 5,160,459 | | | | | | — | | | | | | 53,214,847 | | | | | | (96,953,098) | | | | | | (38,577,792) | | |
12/31/2021 | | | | | 131,594 | | | | | | — | | | | | | 36,424,715 | | | | | | (6,543,445) | | | | | | 30,012,864 | | | | | | 4,333,088 | | | | | | — | | | | | | 867,378,507 | | | | | | (223,795,000) | | | | | | 647,916,595 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 70,322 | | | | | | — | | | | | | 58,804 | | | | | | (168,558) | | | | | | (39,432) | | | | | | 1,453,216 | | | | | | — | | | | | | 1,105,506 | | | | | | (3,449,728) | | | | | | (891,006) | | |
12/31/2021 | | | | | 127,402 | | | | | | — | | | | | | 1,146,743 | | | | | | (15,839,739) | | | | | | (14,565,594) | | | | | | 4,170,902 | | | | | | — | | | | | | 29,792,605 | | | | | | (548,686,094) | | | | | | (514,722,587) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 422 | | | | | | — | | | | | | 705 | | | | | | (1,016) | | | | | | 111 | | | | | | 8,477 | | | | | | — | | | | | | 12,906 | | | | | | (21,058) | | | | | | 325 | | |
12/31/2021 | | | | | 453 | | | | | | — | | | | | | 9,051 | | | | | | (30) | | | | | | 9,474 | | | | | | 14,943 | | | | | | — | | | | | | 203,108 | | | | | | (988) | | | | | | 217,063 | | |
Intermediate Bond | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 165,908 | | | | | | — | | | | | | 223,055 | | | | | | (2,378,145) | | | | | | (1,989,182) | | | | | | 1,994,041 | | | | | | — | | | | | | 2,592,093 | | | | | | (27,740,492) | | | | | | (23,154,358) | | |
12/31/2021 | | | | | 1,537,166 | | | | | | — | | | | | | 581,404 | | | | | | (3,393,970) | | | | | | (1,275,400) | | | | | | 19,730,878 | | | | | | — | | | | | | 7,461,608 | | | | | | (43,581,477) | | | | | | (16,388,991) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 1,118,617 | | | | | | — | | | | | | 953,404 | | | | | | (6,280,786) | | | | | | (4,208,765) | | | | | | 13,196,166 | | | | | | — | | | | | | 11,206,443 | | | | | | (74,479,651) | | | | | | (50,077,042) | | |
12/31/2021 | | | | | 3,127,259 | | | | | | — | | | | | | 2,400,903 | | | | | | (12,557,702) | | | | | | (7,029,540) | | | | | | 40,676,185 | | | | | | — | | | | | | 31,153,347 | | | | | | (162,906,269) | | | | | | (91,076,737) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 2,742,939 | | | | | | — | | | | | | 1,752,073 | | | | | | (11,387,414) | | | | | | (6,892,402) | | | | | | 31,843,342 | | | | | | — | | ��� | | | | 20,442,038 | | | | | | (133,309,892) | | | | | | (81,024,512) | | |
12/31/2021 | | | | | 4,180,405 | | | | | | — | | | | | | 4,363,433 | | | | | | (16,513,541) | | | | | | (7,969,703) | | | | | | 53,558,043 | | | | | | — | | | | | | 56,229,105 | | | | | | (212,930,197) | | | | | | (103,143,049) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 116,965 | | | | | | — | | | | | | 11,920 | | | | | | (477,225) | | | | | | (348,340) | | | | | | 1,378,852 | | | | | | — | | | | | | 139,002 | | | | | | (5,523,127) | | | | | | (4,005,273) | | |
12/31/2021 | | | | | 189,378 | | | | | | — | | | | | | 36,584 | | | | | | (614,677) | | | | | | (388,715) | | | | | | 2,443,389 | | | | | | — | | | | | | 469,801 | | | | | | (7,890,271) | | | | | | (4,977,081) | | |
Small Company | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 42,987 | | | | | | — | | | | | | 182,331 | | | | | | (57,250) | | | | | | 168,068 | | | | | | 758,025 | | | | | | — | | | | | | 2,087,689 | | | | | | (977,341) | | | | | | 1,868,373 | | |
12/31/2021 | | | | | 105,445 | | | | | | — | | | | | | 1,793 | | | | | | (54,825) | | | | | | 52,413 | | | | | | 2,045,707 | | | | | | — | | | | | | 34,073 | | | | | | (1,072,678) | | | | | | 1,007,102 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 165,152 | | | | | | — | | | | | | 5,703,848 | | | | | | (2,231,399) | | | | | | 3,637,601 | | | | | | 2,975,795 | | | | | | — | | | | | | 72,381,832 | | | | | | (36,526,879) | | | | | | 38,830,748 | | |
12/31/2021 | | | | | 624,497 | | | | | | — | | | | | | 96,552 | | | | | | (3,153,101) | | | | | | (2,432,052) | | | | | | 12,875,539 | | | | | | — | | | | | | 1,965,800 | | | | | | (64,937,072) | | | | | | (50,095,733) | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 7,695 | | | | | | — | | | | | | 184,978 | | | | | | (225,238) | | | | | | (32,565) | | | | | | 143,089 | | | | | | — | | | | | | 2,351,076 | | | | | | (4,327,005) | | | | | | (1,832,840) | | |
12/31/2021 | | | | | 292,892 | | | | | | — | | | | | | 4,037 | | | | | | (216,828) | | | | | | 80,101 | | | | | | 6,151,114 | | | | | | — | | | | | | 82,239 | | | | | | (4,335,350) | | | | | | 1,898,003 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2022 | | | | | 56,722 | | | | | | — | | | | | | 1,469,995 | | | | | | (373,114) | | | | | | 1,153,603 | | | | | | 1,029,776 | | | | | | — | | | | | | 17,786,935 | | | | | | (6,217,351) | | | | | | 12,599,360 | | |
12/31/2021 | | | | | 119,177 | | | | | | — | | | | | | 17,382 | | | | | | (690,071) | | | | | | (553,512) | | | | | | 2,408,593 | | | | | | — | | | | | | 342,592 | | | | | | (13,855,730) | | | | | | (11,104,545) | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BNP Paribas | | | | $ | 6,645 | | | | | $ | (6,645) | | | | | $ | — | | |
Barclays Bank PLC | | | | | 12,157 | | | | | | (12,157) | | | | | | — | | |
Barclays Capital Inc. | | | | | 627,286 | | | | | | (627,286) | | | | | | — | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 32,844,699 | | | | | | (32,844,699) | | | | | | — | | |
BofA Securities Inc | | | | | 1,304,166 | | | | | | (1,304,166) | | | | | | — | | |
Canadian Bank of Commerce | | | | | 7,916 | | | | | | (7,916) | | | | | | — | | |
Citadel Clearing LLC | | | | | 60,639 | | | | | | (60,639) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 6,238,251 | | | | | | (6,238,251) | | | | | | — | | |
Citigroup Global Markets Limited | | | | | 406,410 | | | | | | (406,410) | | | | | | — | | |
Cowen Execution Services LLC | | | | | 1,901,700 | | | | | | (1,901,700) | | | | | | — | | |
Goldman Sachs International | | | | | 39,194 | | | | | | (39,194) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 22,286 | | | | | | (22,286) | | | | | | — | | |
HSBC Bank PLC | | | | | 12,506 | | | | | | (12,506) | | | | | | — | | |
HSBC Securities (USA) Inc. | | | | | 22,191 | | | | | | (22,191) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 1,106 | | | | | | (1,106) | | | | | | — | | |
Janney Montgomery Scott LLC | | | | | 406,203 | | | | | | (406,203) | | | | | | — | | |
Merrill Lynch International | | | | | 123,249 | | | | | | (123,249) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 1,012,071 | | | | | | (1,012,071) | | | | | | — | | |
National Bank of Canada Financial INC | | | | | 83,503 | | | | | | (83,503) | | | | | | — | | |
National Financial Services LLC | | | | | 5,974 | | | | | | (5,974) | | | | | | — | | |
Natixis Securities America LLC | | | | | 266,238 | | | | | | (266,238) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 45,885 | | | | | | (45,885) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 164,738 | | | | | | (164,738) | | | | | | — | | |
Societe Generale | | | | | 528,521 | | | | | | (528,521) | | | | | | — | | |
TD Prime Services LLC | | | | | 20,479,407 | | | | | | (20,479,407) | | | | | | — | | |
TD Securities (USA) Inc. | | | | | 34,680 | | | | | | (34,680) | | | | | | — | | |
UBS AG | | | | | 52,373 | | | | | | (52,373) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 6,440,616 | | | | | | (6,440,616) | | | | | | — | | |
Total | | | | $ | 73,150,610 | | | | | $ | (73,150,610) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 1,722,017 | | | | | $ | (1,722,017) | | | | | $ | — | | |
BNP Paribas Arbitrage | | | | | 83,015 | | | | | | (83,015) | | | | | | — | | |
BofA Securities Inc | | | | | 475,001 | | | | | | (475,001) | | | | | | — | | |
Citigroup Global Markets Limited | | | | | 13,887 | | | | | | (13,887) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 3,270,787 | | | | | | (3,270,787) | | | | | | — | | |
Goldman Sachs International | | | | | 3,587,000 | | | | | | (3,587,000) | | | | | | — | | |
HSBC Bank PLC | | | | | 533,784 | | | | | | (533,784) | | | | | | — | | |
JP Morgan Securities Plc. | | | | | 1,112,471 | | | | | | (1,112,471) | | | | | | — | | |
Macquarie Bank Limited | | | | | 686,530 | | | | | | (686,530) | | | | | | — | | |
Merrill Lynch International | | | | | 709,251 | | | | | | (709,251) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 488,663 | | | | | | (488,663) | | | | | | — | | |
Total | | | | $ | 12,682,406 | | | | | $ | (12,682,406) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BNP Paribas Prime Brokerage Intl Ltd | | | | $ | 2,387,492 | | | | | $ | (2,387,492) | | | | | $ | — | | |
BofA Securities Inc | | | | | 18,354,161 | | | | | | (18,354,161) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 532,128 | | | | | | (532,128) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 28,818,115 | | | | | | (28,818,115) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 13,965,816 | | | | | | (13,965,816) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 1,786,925 | | | | | | (1,786,925) | | | | | | — | | |
Natixis Securities America LLC | | | | | 10,052,741 | | | | | | (10,052,741) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 1,173,350 | | | | | | (1,173,350) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 332,928 | | | | | | (332,928) | | | | | | — | | |
State Street Bank and Trust Company | | | | | 1,499,640 | | | | | | (1,499,640) | | | | | | — | | |
UBS AG | | | | | 599,584 | | | | | | (599,584) | | | | | | — | | |
Wells Fargo Bank NA | | | | | 8,968,128 | | | | | | (8,968,128) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 7,803,863 | | | | | | (7,803,863) | | | | | | — | | |
Total | | | | $ | 96,274,871 | | | | | $ | (96,274,871) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Bank PLC | | | | $ | 11,602,743 | | | | | $ | (11,602,743) | | | | | $ | — | | |
Barclays Capital Inc. | | | | | 5,256,206 | | | | | | (5,256,206) | | | | | | — | | |
BNP Paribas | | | | | 1,991,761 | | | | | | (1,991,761) | | | | | | — | | |
BofA Securities Inc | | | | | 22,331,374 | | | | | | (22,331,374) | | | | | | — | | |
CIBC World Markets INC | | | | | 1,830,158 | | | | | | (1,830,158) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 1,797,094 | | | | | | (1,797,094) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 62,618 | | | | | | (62,618) | | | | | | — | | |
HSBC Securities (USA) Inc. | | | | | 5,100,713 | | | | | | (5,100,713) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 14,944,034 | | | | | | (14,944,034) | | | | | | — | | |
Mirae Asset Securities (USA) INC. | | | | | 15,366 | | | | | | (15,366) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 2,268,163 | | | | | | (2,268,163) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
MUFG Securities Americas Inc. | | | | $ | 1,187,611 | | | | | $ | (1,187,611) | | | | | $ | — | | |
National Bank Financial INC | | | | | 75,285 | | | | | | (75,285) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 2,601,102 | | | | | | (2,601,102) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 1,571,754 | | | | | | (1,571,754) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 3,803,968 | | | | | | (3,803,968) | | | | | | — | | |
Societe Generale | | | | | 253,912 | | | | | | (253,912) | | | | | | — | | |
TD Prime Services LLC | | | | | 10,092,037 | | | | ��� | | (10,092,037) | | | | | | — | | |
TD Securities (USA) Inc. | | | | | 411,600 | | | | | | (411,600) | | | | | | — | | |
TD Securities INC | | | | | 211,514 | | | | | | (211,514) | | | | | | — | | |
Truist Securities INC | | | | | 1,269,757 | | | | | | (1,269,757) | | | | | | — | | |
UBS Securities LLC. | | | | | 1,163,512 | | | | | | (1,163,512) | | | | | | — | | |
Wells Fargo Clearing Services, LLC | | | | | 2,083,754 | | | | | | (2,083,754) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 4,591,808 | | | | | | (4,591,808) | | | | | | — | | |
Total | | | | $ | 96,517,844 | | | | | $ | (96,517,844) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BNP Paribas Prime Brokerage Intl Ltd | | | | $ | 986,074 | | | | | $ | (986,074) | | | | | $ | — | | |
BofA Securities Inc | | | | | 51,976 | | | | | | (51,976) | | | | | | — | | |
Citadel Securities LLC | | | | | 399,037 | | | | | | (399,037) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 635,370 | | | | | | (635,370) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 312,343 | | | | | | (312,343) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 1,952,409 | | | | | | (1,952,409) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 441,742 | | | | | | (441,742) | | | | | | — | | |
TD Prime Services LLC | | | | | 329,398 | | | | | | (329,398) | | | | | | — | | |
Total | | | | $ | 5,108,349 | | | | | $ | (5,108,349) | | | | | $ | — | | |
| | | Year Ended December 31, 2021 | | | Year Ended December 31, 2020 | | ||||||||||||||||||||||||||||||
| | | Ordinary Income | | | Long-term Capital Gain | | | Return of Capital | | | Ordinary Income | | | Long-term Capital Gain | | | Return of Capital | | ||||||||||||||||||
Balanced | | | | $ | 9,669,879 | | | | | $ | 2,523,250 | | | | | $ | — | | | | | $ | 13,587,908 | | | | | $ | 4,676,228 | | | | | $ | — | | |
Global High Dividend Low Volatility | | | | | 14,804,319 | | | | | | — | | | | | | — | | | | | | 13,380,653 | | | | | | — | | | | | | 320,771 | | |
Government Money Market | | | | | 436,020 | | | | | | — | | | | | | — | | | | | | 1,404,636 | | | | | | — | | | | | | — | | |
Growth and Income | | | | | 246,652,811 | | | | | | 714,105,669 | | | | | | — | | | | | | 34,554,841 | | | | | | 289,550,563 | | | | | | — | | |
Intermediate Bond | | | | | 75,114,307 | | | | | | 91,902 | | | | | | 20,114,377 | | | | | | 161,769,148 | | | | | | 29,891,272 | | | | | | — | | |
Small Company | | | | | 2,424,704 | | | | | | — | | | | | | — | | | | | | 4,343,405 | | | | | | 4,804,582 | | | | | | — | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Late Year Ordinary Losses Deferred | | | Unrealized Appreciation/ (Depreciation) | | | Capital Loss Carryforwards | | | | | | | | | Total Distributable Earnings/(Loss) | | ||||||||||||||||||||||||||||||
| | | Amount | | | Character | | | Expiration | | | Other | | ||||||||||||||||||||||||||||||||||||||||||
Balanced | | | | $ | 15,900,043 | | | | | $ | 30,169,247 | | | | | $ | — | | | | | $ | 62,997,395 | | | | | $ | — | | | | | | — | | | | | | — | | | | | $ | (45,498) | | | | | $ | 109,021,187 | | |
Global High Dividend Low Volatility | | | | | 10,510,437 | | | | | | 8,426,655 | | | | | | — | | | | | | 93,117,001 | | | | | | | | | | | | — | | | | | | — | | | | | | (33,919) | | | | | | 112,020,174 | | |
Government Money Market | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | (66,392) | | | | | | (66,392) | | |
Growth and Income | | | | | 19,032,937 | | | | | | 37,842,055 | | | | | | — | | | | | | 691,743,841 | | | | | | — | | | | | | — | | | | | | — | | | | | | (214,317) | | | | | | 748,404,516 | | |
Intermediate Bond | | | | | — | | | | | | — | | | | | | — | | | | | | 28,790,448 | | | | | | (3,416,604) | | | | | | Short-term | | | | | | None | | | | | | (213,003) | | | | | | 25,160,841 | | |
Small Company | | | | | 55,248,253 | | | | | | 39,307,791 | | | | | | — | | | | | | 35,496,446 | | | | | | — | | | | | | — | | | | | | — | | | | | | (28,361) | | | | | | 130,024,129 | | |
| | | Per Share Amount | | | Payable Date | | | Record Date | | |||
Global High Dividend Low Volatility | | ||||||||||||
Class ADV | | | | $ | 0.0670 | | | | July 5, 2022 | | | June 30, 2022 | |
Class I | | | | $ | 0.0811 | | | | July 5, 2022 | | | June 30, 2022 | |
Class S | | | | $ | 0.0741 | | | | July 5, 2022 | | | June 30, 2022 | |
Class S2 | | | | $ | 0.0686 | | | | July 5, 2022 | | | June 30, 2022 | |
Class T | | | | $ | 0.0650 | | | | July 5, 2022 | | | June 30, 2022 | |
Government Money Market | | ||||||||||||
Class I | | | | $ | 0.0011 | | | | August 1, 2022 | | | Daily | |
Class S | | | | $ | 0.0010 | | | | August 1, 2022 | | | Daily | |
Intermediate Bond | | ||||||||||||
Class ADV | | | | $ | 0.0222 | | | | August 1, 2022 | | | Daily | |
Class I | | | | $ | 0.0272 | | | | August 1, 2022 | | | Daily | |
Class S | | | | $ | 0.0247 | | | | August 1, 2022 | | | Daily | |
Class S2 | | | | $ | 0.0232 | | | | August 1, 2022 | | | Daily | |
Voya Balanced Portfolio | as of June 30, 2022 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 40.2% | | |||||||||||||||
| | | Communication Services: 2.7% | | ||||||||||||
1,567 (1) | | | Alphabet, Inc. - Class A | | | | $ | 3,414,900 | | | | | | 1.1 | | |
9,112 | | | AT&T, Inc. | | | | | 190,988 | | | | | | 0.1 | | |
2,796 (2) | | | Auto Trader Group PLC | | | | | 18,936 | | | | | | 0.0 | | |
1,057 (1) | | | Charter Communications, Inc. | | | | | 495,236 | | | | | | 0.2 | | |
20,018 | | | Comcast Corp. - Class A | | | | | 785,506 | | | | | | 0.3 | | |
1,300 (3) | | | Dentsu Group, Inc. | | | | | 39,192 | | | | | | 0.0 | | |
7,076 | | | Deutsche Telekom AG | | | | | 140,737 | | | | | | 0.1 | | |
641 | | | Electronic Arts, Inc. | | | | | 77,978 | | | | | | 0.0 | | |
2,831 | | | Interpublic Group of Cos., Inc. | | | | | 77,937 | | | | | | 0.0 | | |
8,542 (1) | | | Iridium Communications, Inc. | | | | | 320,838 | | | | | | 0.1 | | |
2,075 (1) | | | Live Nation Entertainment, Inc. | | | | | 171,353 | | | | | | 0.1 | | |
3,738 (1) | | | Meta Platforms, Inc. | | | | | 602,752 | | | | | | 0.2 | | |
257 (1) | | | NetFlix, Inc. | | | | | 44,942 | | | | | | 0.0 | | |
1,305 | | | New York Times Co. | | | | | 36,409 | | | | | | 0.0 | | |
5,569 | | | News Corp - Class A | | | | | 86,765 | | | | | | 0.0 | | |
1,127 | | | Nexstar Media Group, Inc. | | | | | 183,566 | | | | | | 0.1 | | |
7,000 | | | Nippon Telegraph & Telephone Corp. | | | | | 201,132 | | | | | | 0.1 | | |
1,679 | | | Paramount Global - Class B | | | | | 41,438 | | | | | | 0.0 | | |
7,151 (1) | | | Pinterest, Inc. | | | | | 129,862 | | | | | | 0.0 | | |
1,359 | | | Publicis Groupe | | | | | 66,837 | | | | | | 0.0 | | |
1,559 (2) | | | Scout24 SE | | | | | 80,313 | | | | | | 0.0 | | |
636 (1) | | | Sea Ltd. ADR | | | | | 42,523 | | | | | | 0.0 | | |
7,600 | | | Singapore Telecommunications Ltd. | | | | | 13,832 | | | | | | 0.0 | | |
2,900 | | | SoftBank Group Corp. | | | | | 112,400 | | | | | | 0.1 | | |
24,827 | | | Spark New Zealand Ltd. | | | | | 74,301 | | | | | | 0.0 | | |
1,052 | | | TEGNA, Inc. | | | | | 22,060 | | | | | | 0.0 | | |
3,837 | | | Tele2 AB | | | | | 43,753 | | | | | | 0.0 | | |
262,094 (1) | | | Telecom Italia S.p.A. - TIT | | | | | 68,723 | | | | | | 0.0 | | |
8,314 | | | Telstra Corp., Ltd. | | | | | 22,113 | | | | | | 0.0 | | |
1,522 (1) | | | T-Mobile US, Inc. | | | | | 204,770 | | | | | | 0.1 | | |
874 | | | Verizon Communications, Inc. | | | | | 44,356 | | | | | | 0.0 | | |
93,165 | | | Vodafone Group PLC | | | | | 144,862 | | | | | | 0.1 | | |
11,828 (1) | | | Warner Bros Discovery, Inc. | | | | | 158,732 | | | | | | 0.0 | | |
9,329 | | | WPP PLC | | | | | 94,235 | | | | | | 0.0 | | |
1,261 (1) | | | Ziff Davis, Inc. | | | | | 93,982 | | | | | | 0.0 | | |
| | | | | | | | 8,348,259 | | | | | | 2.7 | | |
| | | Consumer Discretionary: 4.2% | | ||||||||||||
1,056 | | | Adidas AG | | | | | 187,579 | | | | | | 0.1 | | |
894 | | | ADT, Inc. | | | | | 5,498 | | | | | | 0.0 | | |
1,300 (1) | | | Airbnb, Inc. | | | | | 115,804 | | | | | | 0.1 | | |
20,122 (1) | | | Amazon.com, Inc. | | | | | 2,137,158 | | | | | | 0.7 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Discretionary (continued) | | ||||||||||||
497 | | | American Eagle Outfitters, Inc. | | | | $ | 5,556 | | | | | | 0.0 | | |
1,343 (1) | | | Aptiv PLC | | | | | 119,621 | | | | | | 0.1 | | |
4,763 | | | Aristocrat Leisure Ltd. | | | | | 113,293 | | | | | | 0.0 | | |
2,326 (1) | | | Autonation, Inc. | | | | | 259,954 | | | | | | 0.1 | | |
190 (1) | | | Autozone, Inc. | | | | | 408,333 | | | | | | 0.1 | | |
43 (1) | | | Booking Holdings, Inc. | | | | | 75,207 | | | | | | 0.0 | | |
1,575 | | | BorgWarner, Inc. | | | | | 52,558 | | | | | | 0.0 | | |
4,930 | | | Boyd Gaming Corp. | | | | | 245,267 | | | | | | 0.1 | | |
786 | | | Brunswick Corp. | | | | | 51,389 | | | | | | 0.0 | | |
845 | | | Burberry Group PLC | | | | | 16,952 | | | | | | 0.0 | | |
1,228 (1) | | | Carmax, Inc. | | | | | 111,109 | | | | | | 0.0 | | |
237 | | | Carter’s, Inc. | | | | | 16,704 | | | | | | 0.0 | | |
7,200 | | | Chow Tai Fook Jewellery Group Ltd. | | | | | 13,600 | | | | | | 0.0 | | |
1,552 | | | Cie Financiere Richemont SA | | | | | 166,938 | | | | | | 0.1 | | |
4,866 | | | Cie Generale des Etablissements Michelin SCA | | | | | 132,896 | | | | | | 0.1 | | |
83 | | | Columbia Sportswear Co. | | | | | 5,941 | | | | | | 0.0 | | |
1,908 (1) | | | CROCS, Inc. | | | | | 92,862 | | | | | | 0.0 | | |
2,965 | | | Dana, Inc. | | | | | 41,718 | | | | | | 0.0 | | |
185 (1) | | | Deckers Outdoor Corp. | | | | | 47,240 | | | | | | 0.0 | | |
2,260 (3) | | | Dick’s Sporting Goods, Inc. | | | | | 170,336 | | | | | | 0.1 | | |
114 | | | Domino’s Pizza, Inc. | | | | | 44,427 | | | | | | 0.0 | | |
1,775 | | | Electrolux AB | | | | | 23,975 | | | | | | 0.0 | | |
1,305 (1) | | | Entain PLC | | | | | 19,859 | | | | | | 0.0 | | |
404 (2) | | | Evolution AB | | | | | 36,958 | | | | | | 0.0 | | |
57 (1) | | | Five Below, Inc. | | | | | 6,466 | | | | | | 0.0 | | |
22,630 | | | Ford Motor Co. | | | | | 251,872 | | | | | | 0.1 | | |
228 (1)(3) | | | GameStop Corp. | | | | | 27,884 | | | | | | 0.0 | | |
10,526 (1) | | | General Motors Co. | | | | | 334,306 | | | | | | 0.1 | | |
2,840 | | | Gentex Corp. | | | | | 79,435 | | | | | | 0.0 | | |
3,875 | | | Genuine Parts Co. | | | | | 515,375 | | | | | | 0.2 | | |
3,113 (1) | | | Goodyear Tire & Rubber Co. | | | | | 33,340 | | | | | | 0.0 | | |
2,099 (3) | | | H & M Hennes & Mauritz AB | | | | | 25,194 | | | | | | 0.0 | | |
2,944 | | | Harley-Davidson, Inc. | | | | | 93,207 | | | | | | 0.0 | | |
2,061 | | | Home Depot, Inc. | | | | | 565,270 | | | | | | 0.2 | | |
1,100 | | | Isuzu Motors Ltd. | | | | | 12,168 | | | | | | 0.0 | | |
90 | | | Kering SA | | | | | 46,641 | | | | | | 0.0 | | |
8,470 | | | Kingfisher PLC | | | | | 25,313 | | | | | | 0.0 | | |
732 | | | Kohl’s Corp. | | | | | 26,125 | | | | | | 0.0 | | |
2,813 (2) | | | La Francaise des Jeux SAEM | | | | | 97,680 | | | | | | 0.0 | | |
406 | | | Lear Corp. | | | | | 51,111 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Discretionary (continued) | | ||||||||||||
2,244 | | | Lennar Corp. - Class A | | | | $ | 158,359 | | | | | | 0.1 | | |
150 | | | Lithia Motors, Inc. | | | | | 41,221 | | | | | | 0.0 | | |
8,178 | | | LKQ Corp. | | | | | 401,458 | | | | | | 0.1 | | |
405 | | | Lowe’s Cos, Inc. | | | | | 70,741 | | | | | | 0.0 | | |
250 (1) | | | Lululemon Athletica, Inc. | | | | | 68,153 | | | | | | 0.0 | | |
391 | | | LVMH Moet Hennessy Louis Vuitton SE | | | | | 239,636 | | | | | | 0.1 | | |
2,015 | | | Macy’s, Inc. | | | | | 36,915 | | | | | | 0.0 | | |
349 | | | Marriott Vacations Worldwide Corp. | | | | | 40,554 | | | | | | 0.0 | | |
1,833 (1) | | | Mattel, Inc. | | | | | 40,931 | | | | | | 0.0 | | |
2,100 | | | Mazda Motor Corp. | | | | | 17,141 | | | | | | 0.0 | | |
211 | | | McDonald’s Corp. | | | | | 52,092 | | | | | | 0.0 | | |
241 | | | Mercedes-Benz Group AG | | | | | 13,997 | | | | | | 0.0 | | |
4,327 | | | MGM Resorts International | | | | | 125,267 | | | | | | 0.1 | | |
656 | | | Moncler SpA | | | | | 28,265 | | | | | | 0.0 | | |
6,128 | | | Nike, Inc. - Class B | | | | | 626,282 | | | | | | 0.2 | | |
541 | | | Nordstrom, Inc. | | | | | 11,431 | | | | | | 0.0 | | |
45 (1) | | | NVR, Inc. | | | | | 180,186 | | | | | | 0.1 | | |
145 (1) | | | Ollie’s Bargain Outlet Holdings, Inc. | | | | | 8,519 | | | | | | 0.0 | | |
400 | | | Open House Group Co. Ltd. | | | | | 15,922 | | | | | | 0.0 | | |
2,273 | | | Pandora A/S | | | | | 144,409 | | | | | | 0.1 | | |
74 | | | Penske Auto Group, Inc. | | | | | 7,747 | | | | | | 0.0 | | |
4,787 | | | Persimmon PLC | | | | | 108,913 | | | | | | 0.0 | | |
1,331 | | | PVH Corp. | | | | | 75,734 | | | | | | 0.0 | | |
908 (1) | | | Scientific Games Corp. | | | | | 42,667 | | | | | | 0.0 | | |
416 | | | SEB SA | | | | | 40,147 | | | | | | 0.0 | | |
2,000 | | | Sekisui Chemical Co., Ltd. | | | | | 27,420 | | | | | | 0.0 | | |
7,800 | | | Sekisui House Ltd. | | | | | 136,932 | | | | | | 0.1 | | |
1,113 | | | Service Corp. International | | | | | 76,931 | | | | | | 0.0 | | |
200 | | | Shimano, Inc. | | | | | 33,691 | | | | | | 0.0 | | |
600 | | | Sony Group Corp. | | | | | 48,934 | | | | | | 0.0 | | |
1,049 | | | Starbucks Corp. | | | | | 80,133 | | | | | | 0.0 | | |
4,273 | | | Stellantis NV | | | | | 53,048 | | | | | | 0.0 | | |
1,400 | | | Subaru Corp. | | | | | 24,764 | | | | | | 0.0 | | |
500 | | | Suzuki Motor Corp. | | | | | 15,719 | | | | | | 0.0 | | |
9,054 (1) | | | Taylor Morrison Home Corp. | | | | | 211,501 | | | | | | 0.1 | | |
45,814 | | | Taylor Wimpey PLC | | | | | 65,259 | | | | | | 0.0 | | |
595 | | | Tempur Sealy International, Inc. | | | | | 12,715 | | | | | | 0.0 | | |
2,297 (1) | | | Tesla, Inc. | | | | | 1,546,846 | | | | | | 0.5 | | |
162 | | | Thor Industries, Inc. | | | | | 12,106 | | | | | | 0.0 | | |
1,059 | | | Toll Brothers, Inc. | | | | | 47,231 | | | | | | 0.0 | | |
166 (1) | | | TopBuild Corp. | | | | | 27,749 | | | | | | 0.0 | | |
8,300 | | | Toyota Motor Corp. | | | | | 128,063 | | | | | | 0.1 | | |
5,291 | | | Travel + Leisure Co. | | | | | 205,397 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Discretionary (continued) | | ||||||||||||
3,752 (1) | | | Under Armour, Inc. - Class A | | | | $ | 31,254 | | | | | | 0.0 | | |
299 (1) | | | Victoria’s Secret & Co. | | | | | 8,363 | | | | | | 0.0 | | |
8,842 | | | Wendy’s Company | | | | | 166,937 | | | | | | 0.1 | | |
38 (3) | | | Whirlpool Corp. | | | | | 5,885 | | | | | | 0.0 | | |
447 | | | Williams-Sonoma, Inc. | | | | | 49,595 | | | | | | 0.0 | | |
1,902 | | | Wyndham Hotels & Resorts, Inc. | | | | | 124,999 | | | | | | 0.1 | | |
920 (1) | | | YETI Holdings, Inc. | | | | | 39,808 | | | | | | 0.0 | | |
1,840 | | | Yum! Brands, Inc. | | | | | 208,858 | | | | | | 0.1 | | |
1,002 (1)(2) | | | Zalando SE | | | | | 26,395 | | | | | | 0.0 | | |
| | | | | | | | 12,923,339 | | | | | | 4.2 | | |
| | | Consumer Staples: 2.9% | | ||||||||||||
2,200 | | | Ajinomoto Co., Inc. | | | | | 53,648 | | | | | | 0.0 | | |
2,466 | | | Altria Group, Inc. | | | | | 103,005 | | | | | | 0.1 | | |
4,896 | | | Archer-Daniels-Midland Co. | | | | | 379,930 | | | | | | 0.1 | | |
1,438 | | | Beiersdorf AG | | | | | 147,564 | | | | | | 0.1 | | |
3,377 (1) | | | BellRing Brands, Inc. | | | | | 84,053 | | | | | | 0.0 | | |
601 (1) | | | BJ’s Wholesale Club Holdings, Inc. | | | | | 37,454 | | | | | | 0.0 | | |
8,168 | | | British American Tobacco PLC | | | | | 350,115 | | | | | | 0.1 | | |
721 | | | Carlsberg A/S | | | | | 92,146 | | | | | | 0.0 | | |
14,668 | | | Coca-Cola Co. | | | | | 922,764 | | | | | | 0.3 | | |
1,003 | | | Coca-Cola European Partners PLC - USD | | | | | 51,765 | | | | | | 0.0 | | |
5,776 | | | Coca-Cola HBC AG | | | | | 128,699 | | | | | | 0.1 | | |
15,048 | | | Coles Group Ltd. | | | | | 185,186 | | | | | | 0.1 | | |
1,495 | | | Costco Wholesale Corp. | | | | | 716,524 | | | | | | 0.2 | | |
934 (1) | | | Darling Ingredients, Inc. | | | | | 55,853 | | | | | | 0.0 | | |
5,796 | | | Davide Campari-Milano NV | | | | | 61,146 | | | | | | 0.0 | | |
305 | | | Diageo PLC | | | | | 13,174 | | | | | | 0.0 | | |
322 | | | Energizer Holdings, Inc. | | | | | 9,129 | | | | | | 0.0 | | |
1,987 | | | Estee Lauder Cos., Inc. | | | | | 506,029 | | | | | | 0.2 | | |
3,374 | | | Flowers Foods, Inc. | | | | | 88,804 | | | | | | 0.0 | | |
1,097 | | | Heineken Holding NV | | | | | 79,692 | | | | | | 0.0 | | |
1,295 (1) | | | HelloFresh SE | | | | | 42,249 | | | | | | 0.0 | | |
3,908 (1) | | | Herbalife Nutrition Ltd. | | | | | 79,919 | | | | | | 0.0 | | |
10,734 | | | J Sainsbury Plc | | | | | 26,713 | | | | | | 0.0 | | |
11,100 (3) | | | Japan Tobacco, Inc. | | | | | 192,350 | | | | | | 0.1 | | |
1,908 | | | Kesko OYJ | | | | | 45,155 | | | | | | 0.0 | | |
1,782 | | | Keurig Dr Pepper, Inc. | | | | | 63,065 | | | | | | 0.0 | | |
900 | | | Kobayashi Pharmaceutical Co., Ltd. | | | | | 55,738 | | | | | | 0.0 | | |
861 | | | L’Oreal S.A. | | | | | 298,945 | | | | | | 0.1 | | |
3,605 (1) | | | Monster Beverage Corp. | | | | | 334,183 | | | | | | 0.1 | | |
3,469 | | | Nestle SA | | | | | 405,432 | | | | | | 0.1 | | |
2,637 | | | Nu Skin Enterprises, Inc. | | | | | 114,182 | | | | | | 0.1 | | |
7,320 | | | PepsiCo, Inc. | | | | | 1,219,951 | | | | | | 0.4 | | |
Voya Balanced Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Staples (continued) | | ||||||||||||
3,507 (1) | | | Performance Food Group Co. | | | | $ | 161,252 | | | | | | 0.1 | | |
640 | | | Pernod Ricard SA | | | | | 118,320 | | | | | | 0.1 | | |
8,318 | | | Philip Morris International, Inc. | | | | | 821,319 | | | | | | 0.3 | | |
523 (1) | | | Post Holdings, Inc. | | | | | 43,069 | | | | | | 0.0 | | |
2,663 | | | Procter & Gamble Co. | | | | | 382,913 | | | | | | 0.1 | | |
54 | | | Sanderson Farms, Inc. | | | | | 11,639 | | | | | | 0.0 | | |
2,524 | | | Swedish Match AB | | | | | 25,751 | | | | | | 0.0 | | |
5,103 | | | Treasury Wine Estates Ltd. | | | | | 40,019 | | | | | | 0.0 | | |
3,388 | | | Tyson Foods, Inc. | | | | | 291,571 | | | | | | 0.1 | | |
610 | | | Unilever PLC | | | | | 27,707 | | | | | | 0.0 | | |
11 | | | Unilever PLC - ULVRL | | | | | 501 | | | | | | 0.0 | | |
500 | | | Yakult Honsha Co., Ltd. | | | | | 28,840 | | | | | | 0.0 | | |
| | | | | | | | 8,897,463 | | | | | | 2.9 | | |
| | | Energy: 1.7% | | ||||||||||||
5,711 | | | Ampol Ltd. | | | | | 134,794 | | | | | | 0.1 | | |
11,709 | | | Baker Hughes Co. | | | | | 338,039 | | | | | | 0.1 | | |
51,813 | | | BP PLC | | | | | 243,288 | | | | | | 0.1 | | |
2,031 | | | ChampionX Corp. | | | | | 40,315 | | | | | | 0.0 | | |
1,695 | | | Cheniere Energy, Inc. | | | | | 225,486 | | | | | | 0.1 | | |
2,585 | | | Chevron Corp. | | | | | 374,256 | | | | | | 0.1 | | |
7,067 (1) | | | CNX Resources Corp. | | | | | 116,323 | | | | | | 0.0 | | |
6,338 | | | ConocoPhillips | | | | | 569,216 | | | | | | 0.2 | | |
1,804 | | | Devon Energy Corp. | | | | | 99,418 | | | | | | 0.0 | | |
963 | | | Diamondback Energy, Inc. | | | | | 116,667 | | | | | | 0.0 | | |
1,861 (3) | | | ENI S.p.A. | | | | | 22,073 | | | | | | 0.0 | | |
2,788 | | | EOG Resources, Inc. | | | | | 307,907 | | | | | | 0.1 | | |
2,009 | | | EQT Corp. | | | | | 69,110 | | | | | | 0.0 | | |
1,952 | | | Equinor ASA | | | | | 68,018 | | | | | | 0.0 | | |
2,456 | | | Equitrans Midstream Corp. | | | | | 15,620 | | | | | | 0.0 | | |
7,236 | | | Exxon Mobil Corp. | | | | | 619,691 | | | | | | 0.2 | | |
808 | | | HF Sinclair Corp. | | | | | 36,489 | | | | | | 0.0 | | |
2,700 (3) | | | Inpex Corp. | | | | | 28,945 | | | | | | 0.0 | | |
5,502 | | | Marathon Petroleum Corp. | | | | | 452,319 | | | | | | 0.2 | | |
439 | | | Matador Resources Co. | | | | | 20,453 | | | | | | 0.0 | | |
1,153 | | | Occidental Petroleum Corp. | | | | | 67,889 | | | | | | 0.0 | | |
671 | | | OMV AG | | | | | 31,558 | | | | | | 0.0 | | |
489 | | | PDC Energy, Inc. | | | | | 30,127 | | | | | | 0.0 | | |
1,497 | | | Phillips 66 | | | | | 122,739 | | | | | | 0.1 | | |
2,021 (1) | | | Range Resources Corp. | | | | | 50,020 | | | | | | 0.0 | | |
8,531 (3) | | | Repsol SA | | | | | 125,765 | | | | | | 0.0 | | |
23,529 | | | Santos Ltd. | | | | | 119,296 | | | | | | 0.0 | | |
8,703 | | | Shell PLC | | | | | 226,650 | | | | | | 0.1 | | |
7,543 | | | Targa Resources Corp. | | | | | 450,091 | | | | | | 0.2 | | |
1,568 (3) | | | TotalEnergies SE | | | | | 82,535 | | | | | | 0.0 | | |
1,549 | | | Valero Energy Corp. | | | | | 164,628 | | | | | | 0.1 | | |
| | | | | | | | 5,369,725 | | | | | | 1.7 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials: 5.3% | | ||||||||||||
11,208 | | | 3i Group PLC | | | | $ | 151,911 | | | | | | 0.1 | | |
17,495 | | | Abrdn PLC | | | | | 34,149 | | | | | | 0.0 | | |
85 | | | Affiliated Managers Group, Inc. | | | | | 9,911 | | | | | | 0.0 | | |
4,600 | | | AIA Group Ltd. | | | | | 50,262 | | | | | | 0.0 | | |
182 | | | American Financial Group, Inc. | | | | | 25,263 | | | | | | 0.0 | | |
532 | | | Ameriprise Financial, Inc. | | | | | 126,446 | | | | | | 0.1 | | |
2,286 | | | Aon PLC | | | | | 616,488 | | | | | | 0.2 | | |
4,635 | | | Australia & New Zealand Banking Group Ltd. | | | | | 70,594 | | | | | | 0.0 | | |
9,999 | | | AXA S.A. | | | | | 228,394 | | | | | | 0.1 | | |
16,702 | | | Banco Bilbao Vizcaya Argentaria SA | | | | | 75,871 | | | | | | 0.0 | | |
22,510 | | | Bank of America Corp. | | | | | 700,736 | | | | | | 0.2 | | |
1,674 | | | Bank OZK | | | | | 62,825 | | | | | | 0.0 | | |
102,329 | | | Barclays PLC | | | | | 191,351 | | | | | | 0.1 | | |
2,962 (1) | | | Berkshire Hathaway, Inc. - Class B | | | | | 808,685 | | | | | | 0.3 | | |
510 | | | Blackrock, Inc. | | | | | 310,610 | | | | | | 0.1 | | |
688 | | | Blackstone, Inc. | | | | | 62,766 | | | | | | 0.0 | | |
4,685 | | | BNP Paribas | | | | | 224,094 | | | | | | 0.1 | | |
3,500 | | | BOC Hong Kong Holdings Ltd. | | | | | 13,898 | | | | | | 0.0 | | |
3,358 | | | Capital One Financial Corp. | | | | | 349,870 | | | | | | 0.1 | | |
7,970 | | | Charles Schwab Corp. | | | | | 503,545 | | | | | | 0.2 | | |
12,550 | | | Citigroup, Inc. | | | | | 577,175 | | | | | | 0.2 | | |
5,297 | | | Citizens Financial Group, Inc. | | | | | 189,050 | | | | | | 0.1 | | |
2,183 | | | CNO Financial Group, Inc. | | | | | 39,490 | | | | | | 0.0 | | |
418 | | | Commerce Bancshares, Inc. | | | | | 27,442 | | | | | | 0.0 | | |
4,557 (1) | | | Commerzbank AG | | | | | 32,333 | | | | | | 0.0 | | |
354 | | | Commonwealth Bank of Australia | | | | | 22,117 | | | | | | 0.0 | | |
2,300 | | | Dai-ichi Life Holdings, Inc. | | | | | 42,539 | | | | | | 0.0 | | |
10,216 | | | Deutsche Bank AG | | | | | 89,776 | | | | | | 0.0 | | |
1,794 | | | Discover Financial Services | | | | | 169,677 | | | | | | 0.1 | | |
1,422 | | | East West Bancorp, Inc. | | | | | 92,146 | | | | | | 0.0 | | |
1,656 | | | Erste Group Bank AG | | | | | 42,081 | | | | | | 0.0 | | |
1,946 | | | Essent Group Ltd. | | | | | 75,699 | | | | | | 0.0 | | |
728 | | | Evercore, Inc. | | | | | 68,148 | | | | | | 0.0 | | |
27 | | | Everest Re Group Ltd. | | | | | 7,568 | | | | | | 0.0 | | |
466 | | | EXOR NV | | | | | 29,120 | | | | | | 0.0 | | |
5,956 | | | FinecoBank Banca Fineco SpA | | | | | 71,452 | | | | | | 0.0 | | |
1,187 | | | First American Financial Corp. | | | | | 62,816 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
5,862 | | | FNB Corp. | | | | $ | 63,661 | | | | | | 0.0 | | |
1,990 | | | Gjensidige Forsikring ASA | | | | | 40,509 | | | | | | 0.0 | | |
5,880 | | | Hancock Whitney Corp. | | | | | 260,660 | | | | | | 0.1 | | |
631 | | | Hanover Insurance Group, Inc. | | | | | 92,284 | | | | | | 0.0 | | |
6,450 | | | Hartford Financial Services Group, Inc. | | | | | 422,024 | | | | | | 0.1 | | |
8,257 | | | HSBC Holdings PLC | | | | | 53,939 | | | | | | 0.0 | | |
505 | | | Industrivarden AB - Class A | | | | | 11,417 | | | | | | 0.0 | | |
2,461 | | | ING Groep NV | | | | | 24,245 | | | | | | 0.0 | | |
6,114 | | | International Bancshares Corp. | | | | | 245,049 | | | | | | 0.1 | | |
733 | | | Jefferies Financial Group, Inc. | | | | | 20,245 | | | | | | 0.0 | | |
3,254 | | | JPMorgan Chase & Co. | | | | | 366,433 | | | | | | 0.1 | | |
186 (3) | | | Lazard Ltd. | | | | | 6,028 | | | | | | 0.0 | | |
7,373 | | | Loews Corp. | | | | | 436,924 | | | | | | 0.2 | | |
5,202 | | | Marsh & McLennan Cos., Inc. | | | | | 807,611 | | | | | | 0.3 | | |
18,979 | | | Medibank Pvt Ltd. | | | | | 42,687 | | | | | | 0.0 | | |
8,098 | | | Metlife, Inc. | | | | | 508,473 | | | | | | 0.2 | | |
6,026 | | | MGIC Investment Corp. | | | | | 75,928 | | | | | | 0.0 | | |
36,900 | | | Mitsubishi HC Capital, Inc. | | | | | 170,307 | | | | | | 0.1 | | |
7,400 | | | Mitsubishi UFJ Financial Group, Inc. | | | | | 39,590 | | | | | | 0.0 | | |
6,533 | | | Morgan Stanley | | | | | 496,900 | | | | | | 0.2 | | |
69,779 | | | Natwest Group PLC | | | | | 185,735 | | | | | | 0.1 | | |
1,996 | | | Navient Corp. | | | | | 27,924 | | | | | | 0.0 | | |
12,187 | | | New Residential Investment Corp. | | | | | 113,583 | | | | | | 0.0 | | |
6,947 (3) | | | New York Community Bancorp., Inc. | | | | | 63,426 | | | | | | 0.0 | | |
3,161 | | | NN Group NV | | | | | 143,171 | | | | | | 0.0 | | |
14,463 | | | Nordea Bank Abp | | | | | 127,759 | | | | | | 0.0 | | |
11,898 | | | Old Republic International Corp. | | | | | 266,039 | | | | | | 0.1 | | |
270 | | | OneMain Holdings, Inc. | | | | | 10,093 | | | | | | 0.0 | | |
5,100 | | | ORIX Corp. | | | | | 85,475 | | | | | | 0.0 | | |
25,800 | | | Oversea-Chinese Banking Corp., Ltd. | | | | | 211,639 | | | | | | 0.1 | | |
269 | | | Popular, Inc. | | | | | 20,694 | | | | | | 0.0 | | |
3,645 (2)(3) | | | Poste Italiane SpA | | | | | 34,105 | | | | | | 0.0 | | |
169 | | | Primerica, Inc. | | | | | 20,228 | | | | | | 0.0 | | |
927 | | | Prosperity Bancshares, Inc. | | | | | 63,286 | | | | | | 0.0 | | |
3,080 | | | QBE Insurance Group Ltd. | | | | | 25,881 | | | | | | 0.0 | | |
661 | | | Reinsurance Group of America, Inc. | | | | | 77,529 | | | | | | 0.0 | | |
318 | | | S&P Global, Inc. | | | | | 107,185 | | | | | | 0.0 | | |
963 | | | Schroders PLC | | | | | 31,459 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
5,985 | | | Societe Generale | | | | $ | 132,327 | | | | | | 0.0 | | |
3,600 | | | Sompo Holdings, Inc. | | | | | 159,005 | | | | | | 0.1 | | |
20,983 | | | Standard Chartered PLC | | | | | 158,409 | | | | | | 0.1 | | |
10,933 | | | Starwood Property Trust, Inc. | | | | | 228,390 | | | | | | 0.1 | | |
2,947 | | | Stifel Financial Corp. | | | | | 165,091 | | | | | | 0.1 | | |
7,900 | | | Sumitomo Mitsui Financial Group, Inc. | | | | | 234,828 | | | | | | 0.1 | | |
6,600 | | | Sumitomo Mitsui Trust Holdings, Inc. | | | | | 203,979 | | | | | | 0.1 | | |
2,139 | | | Synovus Financial Corp. | | | | | 77,111 | | | | | | 0.0 | | |
1,500 | | | T&D Holdings, Inc. | | | | | 17,956 | | | | | | 0.0 | | |
3,582 | | | T. Rowe Price Group, Inc. | | | | | 406,951 | | | | | | 0.1 | | |
4,400 | | | Tokio Marine Holdings, Inc. | | | | | 256,573 | | | | | | 0.1 | | |
10,332 | | | UBS Group AG | | | | | 167,035 | | | | | | 0.1 | | |
848 | | | UMB Financial Corp. | | | | | 73,013 | | | | | | 0.0 | | |
5,581 | | | Unum Group | | | | | 189,866 | | | | | | 0.1 | | |
10,364 | | | US Bancorp | | | | | 476,951 | | | | | | 0.2 | | |
1,120 | | | Washington Federal, Inc. | | | | | 33,622 | | | | | | 0.0 | | |
19,451 | | | Wells Fargo & Co. | | | | | 761,896 | | | | | | 0.3 | | |
913 | | | Wintrust Financial Corp. | | | | | 73,177 | | | | | | 0.0 | | |
648 | | | Zurich Insurance Group AG | | | | | 282,576 | | | | | | 0.1 | | |
| | | | | | | | 16,155,179 | | | | | | 5.3 | | |
| | | Health Care: 6.0% | | ||||||||||||
3,308 | | | Abbott Laboratories | | | | | 359,414 | | | | | | 0.1 | | |
944 | | | AbbVie, Inc. | | | | | 144,583 | | | | | | 0.1 | | |
4,236 | | | Agilent Technologies, Inc. | | | | | 503,110 | | | | | | 0.2 | | |
215 (1) | | | Align Technology, Inc. | | | | | 50,884 | | | | | | 0.0 | | |
208 (1) | | | Amedisys, Inc. | | | | | 21,865 | | | | | | 0.0 | | |
4,000 | | | Astellas Pharma, Inc. | | | | | 62,407 | | | | | | 0.0 | | |
1,901 | | | AstraZeneca PLC | | | | | 250,783 | | | | | | 0.1 | | |
668 (1) | | | Biogen, Inc. | | | | | 136,232 | | | | | | 0.1 | | |
12,852 | | | Bristol-Myers Squibb Co. | | | | | 989,604 | | | | | | 0.3 | | |
311 | | | Bruker Corp. | | | | | 19,518 | | | | | | 0.0 | | |
4,617 (1) | | | Centene Corp. | | | | | 390,644 | | | | | | 0.1 | | |
1,838 | | | Cigna Corp. | | | | | 484,350 | | | | | | 0.2 | | |
850 | | | CSL Ltd. | | | | | 157,824 | | | | | | 0.1 | | |
6,061 | | | CVS Health Corp. | | | | | 561,612 | | | | | | 0.2 | | |
1,500 | | | Daiichi Sankyo Co., Ltd. | | | | | 38,149 | | | | | | 0.0 | | |
627 | | | Danaher Corp. | | | | | 158,957 | | | | | | 0.1 | | |
637 (1) | | | DexCom, Inc. | | | | | 47,476 | | | | | | 0.0 | | |
4,732 (1) | | | Edwards Lifesciences Corp. | | | | | 449,966 | | | | | | 0.2 | | |
400 | | | Eisai Co., Ltd. | | | | | 16,912 | | | | | | 0.0 | | |
1,345 | | | Elevance Health, Inc. | | | | | 649,070 | | | | | | 0.2 | | |
1,313 | | | Eli Lilly & Co. | | | | | 425,714 | | | | | | 0.2 | | |
572 (1) | | | Envista Holdings Corp. | | | | | 22,045 | | | | | | 0.0 | | |
3,003 (1) | | | Exelixis, Inc. | | | | | 62,522 | | | | | | 0.0 | | |
829 (1)(3) | | | Figs, Inc. | | | | | 7,552 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
950 | | | Getinge AB | | | | $ | 22,018 | | | | | | 0.0 | | |
1,336 | | | Gilead Sciences, Inc. | | | | | 82,578 | | | | | | 0.0 | | |
1,015 (1) | | | Globus Medical, Inc. | | | | | 56,982 | | | | | | 0.0 | | |
11,876 | | | GSK PLC | | | | | 255,947 | | | | | | 0.1 | | |
1,130 (1) | | | Halozyme Therapeutics, Inc. | | | | | 49,720 | | | | | | 0.0 | | |
5,185 | | | Hikma Pharmaceuticals PLC | | | | | 102,303 | | | | | | 0.0 | | |
5,683 (1) | | | Hologic, Inc. | | | | | 393,832 | | | | | | 0.1 | | |
1,500 | | | Hoya Corp. | | | | | 128,374 | | | | | | 0.0 | | |
186 | | | Humana, Inc. | | | | | 87,061 | | | | | | 0.0 | | |
317 (1) | | | Inari Medical, Inc. | | | | | 21,553 | | | | | | 0.0 | | |
1,101 | | | Ipsen SA | | | | | 104,247 | | | | | | 0.0 | | |
29 (1) | | | IQVIA Holdings, Inc. | | | | | 6,293 | | | | | | 0.0 | | |
544 (1) | | | Jazz Pharmaceuticals PLC | | | | | 84,869 | | | | | | 0.0 | | |
9,970 | | | Johnson & Johnson | | | | | 1,769,775 | | | | | | 0.6 | | |
1,900 | | | Kyowa Kirin Co., Ltd. | | | | | 42,896 | | | | | | 0.0 | | |
150 | | | Laboratory Corp. of America Holdings | | | | | 35,154 | | | | | | 0.0 | | |
342 (1) | | | LivaNova PLC | | | | | 21,365 | | | | | | 0.0 | | |
276 (1) | | | Masimo Corp. | | | | | 36,065 | | | | | | 0.0 | | |
954 | | | McKesson Corp. | | | | | 311,204 | | | | | | 0.1 | | |
314 (1) | | | Medpace Holdings, Inc. | | | | | 46,996 | | | | | | 0.0 | | |
3,314 | | | Medtronic PLC | | | | | 297,432 | | | | | | 0.1 | | |
10,033 | | | Merck & Co., Inc. | | | | | 914,709 | | | | | | 0.3 | | |
9 (1) | | | Mettler Toledo International, Inc. | | | | | 10,339 | | | | | | 0.0 | | |
370 (1) | | | Moderna, Inc. | | | | | 52,854 | | | | | | 0.0 | | |
1,027 (1) | | | Molina Healthcare, Inc. | | | | | 287,159 | | | | | | 0.1 | | |
222 (1) | | | Natera, Inc. | | | | | 7,868 | | | | | | 0.0 | | |
786 (1) | | | Neurocrine Biosciences, Inc. | | | | | 76,619 | | | | | | 0.0 | | |
1,930 | | | Novartis AG | | | | | 163,627 | | | | | | 0.1 | | |
2,908 | | | Novo Nordisk A/S | | | | | 322,504 | | | | | | 0.1 | | |
538 (1) | | | NuVasive, Inc. | | | | | 26,448 | | | | | | 0.0 | | |
4,500 | | | Olympus Corp. | | | | | 91,193 | | | | | | 0.0 | | |
6,600 | | | Ono Pharmaceutical Co., Ltd. | | | | | 169,549 | | | | | | 0.1 | | |
1,238 (1) | | | Option Care Health, Inc. | | | | | 34,404 | | | | | | 0.0 | | |
5,300 (3) | | | Otsuka Holdings Co. Ltd. | | | | | 189,193 | | | | | | 0.1 | | |
529 | | | Patterson Cos., Inc. | | | | | 16,029 | | | | | | 0.0 | | |
158 | | | Perrigo Co. PLC | | | | | 6,410 | | | | | | 0.0 | | |
16,807 | | | Pfizer, Inc. | | | | | 881,191 | | | | | | 0.3 | | |
817 (1) | | | Progyny, Inc. | | | | | 23,734 | | | | | | 0.0 | | |
65 | | | Quest Diagnostics, Inc. | | | | | 8,644 | | | | | | 0.0 | | |
322 (1) | | | QuidelOrtho Corp. | | | | | 31,292 | | | | | | 0.0 | | |
707 (1) | | | Regeneron Pharmaceuticals, Inc. | | | | | 417,929 | | | | | | 0.2 | | |
49 (1) | | | Repligen Corp. | | | | | 7,958 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
1,722 | | | Roche Holding AG-GENUSSCHEIN | | | | $ | 575,664 | | | | | | 0.2 | | |
2,798 (1) | | | Sage Therapeutics, Inc. | | | | | 90,375 | | | | | | 0.0 | | |
1,993 | | | Sanofi | | | | | 200,987 | | | | | | 0.1 | | |
74 | | | Sartorius Stedim Biotech | | | | | 23,348 | | | | | | 0.0 | | |
571 (1) | | | Seagen, Inc. | | | | | 101,033 | | | | | | 0.0 | | |
546 (1) | | | Shockwave Medical, Inc. | | | | | 104,379 | | | | | | 0.1 | | |
6,148 | | | Sonic Healthcare Ltd. | | | | | 140,133 | | | | | | 0.0 | | |
562 | | | Sonova Holding AG - Reg | | | | | 179,605 | | | | | | 0.1 | | |
579 (1) | | | Staar Surgical Co. | | | | | 41,068 | | | | | | 0.0 | | |
579 | | | Straumann Holding AG | | | | | 69,750 | | | | | | 0.0 | | |
528 (1) | | | Syneos Health, Inc. | | | | | 37,847 | | | | | | 0.0 | | |
2,100 | | | Takeda Pharmaceutical Co., Ltd. | | | | | 58,986 | | | | | | 0.0 | | |
2,469 (1) | | | Tandem Diabetes Care, Inc. | | | | | 146,140 | | | | | | 0.1 | | |
609 (1) | | | Tenet Healthcare Corp. | | | | | 32,009 | | | | | | 0.0 | | |
1,549 | | | Thermo Fisher Scientific, Inc. | | | | | 841,541 | | | | | | 0.3 | | |
1,076 | | | UCB S.A. | | | | | 91,180 | | | | | | 0.0 | | |
253 (1) | | | United Therapeutics Corp. | | | | | 59,617 | | | | | | 0.0 | | |
2,505 | | | UnitedHealth Group, Inc. | | | | | 1,286,643 | | | | | | 0.4 | | |
118 (1) | | | Veeva Systems, Inc. | | | | | 23,369 | | | | | | 0.0 | | |
1,253 (1) | | | Vertex Pharmaceuticals, Inc. | | | | | 353,083 | | | | | | 0.1 | | |
1,432 | | | Zoetis, Inc. | | | | | 246,146 | | | | | | 0.1 | | |
| | | | | | | | 18,410,413 | | | | | | 6.0 | | |
| | | Industrials: 3.8% | | ||||||||||||
406 | | | ABB Ltd. | | | | | 10,888 | | | | | | 0.0 | | |
3,630 | | | ACS Actividades de Construccion y Servicios SA | | | | | 88,469 | | | | | | 0.0 | | |
945 | | | Acuity Brands, Inc. | | | | | 145,568 | | | | | | 0.0 | | |
2,122 | | | Adecco Group AG | | | | | 72,328 | | | | | | 0.0 | | |
7,321 | | | AECOM | | | | | 477,476 | | | | | | 0.2 | | |
374 | | | AGCO Corp. | | | | | 36,914 | | | | | | 0.0 | | |
3,267 | | | Allegion Public Ltd. | | | | | 319,839 | | | | | | 0.1 | | |
3,113 | | | AO Smith Corp. | | | | | 170,219 | | | | | | 0.1 | | |
48 | | | AP Moller - Maersk A/S - Class B | | | | | 112,685 | | | | | | 0.1 | | |
520 (1) | | | ASGN, Inc. | | | | | 46,930 | | | | | | 0.0 | | |
704 | | | Assa Abloy AB | | | | | 15,023 | | | | | | 0.0 | | |
9,991 | | | Atlas Copco AB | | | | | 93,516 | | | | | | 0.0 | | |
28,465 | | | Aurizon Holdings Ltd. | | | | | 74,864 | | | | | | 0.0 | | |
255 (1) | | | Avis Budget Group, Inc. | | | | | 37,505 | | | | | | 0.0 | | |
530 | | | Brenntag SE | | | | | 34,704 | | | | | | 0.0 | | |
1,446 (1) | | | Builders FirstSource, Inc. | | | | | 77,650 | | | | | | 0.0 | | |
39 (1) | | | CACI International, Inc. | | | | | 10,989 | | | | | | 0.0 | | |
108 | | | Carlisle Cos., Inc. | | | | | 25,770 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
66 (1) | | | Chart Industries, Inc. | | | | $ | 11,047 | | | | | | 0.0 | | |
3,466 | | | Cie de Saint-Gobain | | | | | 149,764 | | | | | | 0.1 | | |
10,500 | | | CK Hutchison Holdings Ltd. | | | | | 71,232 | | | | | | 0.0 | | |
494 (1) | | | Clean Harbors, Inc. | | | | | 43,309 | | | | | | 0.0 | | |
4,893 | | | CNH Industrial NV | | | | | 56,589 | | | | | | 0.0 | | |
998 (1) | | | Copa Holdings S.A.- Class A | | | | | 63,243 | | | | | | 0.0 | | |
3,718 (1) | | | Copart, Inc. | | | | | 403,998 | | | | | | 0.1 | | |
1,774 (1) | | | CoStar Group, Inc. | | | | | 107,167 | | | | | | 0.0 | | |
1,867 | | | Crane Holdings Co. | | | | | 163,474 | | | | | | 0.1 | | |
7,122 | | | CSX Corp. | | | | | 206,965 | | | | | | 0.1 | | |
267 | | | Curtiss-Wright Corp. | | | | | 35,260 | | | | | | 0.0 | | |
5,600 | | | Dai Nippon Printing Co., Ltd. | | | | | 120,459 | | | | | | 0.1 | | |
1,441 | | | DCC PLC | | | | | 89,654 | | | | | | 0.0 | | |
5,664 | | | Deutsche Post AG | | | | | 213,852 | | | | | | 0.1 | | |
350 | | | Dover Corp. | | | | | 42,462 | | | | | | 0.0 | | |
423 (1) | | | Dun & Bradstreet Holdings, Inc. | | | | | 6,358 | | | | | | 0.0 | | |
194 (1) | | | Dycom Industries, Inc. | | | | | 18,050 | | | | | | 0.0 | | |
831 | | | Eiffage SA | | | | | 75,173 | | | | | | 0.0 | | |
5,736 | | | Emerson Electric Co. | | | | | 456,241 | | | | | | 0.2 | | |
182 | | | EnerSys | | | | | 10,731 | | | | | | 0.0 | | |
3,590 | | | Epiroc AB-A | | | | | 55,663 | | | | | | 0.0 | | |
259 | | | Equifax, Inc. | | | | | 47,340 | | | | | | 0.0 | | |
724 | | | FedEx Corp. | | | | | 164,138 | | | | | | 0.1 | | |
1,599 | | | Ferguson PLC | | | | | 179,124 | | | | | | 0.1 | | |
2,192 | | | Flowserve Corp. | | | | | 62,757 | | | | | | 0.0 | | |
831 (1)(3) | | | Fluor Corp. | | | | | 20,226 | | | | | | 0.0 | | |
8,707 | | | Fortive Corp. | | | | | 473,487 | | | | | | 0.2 | | |
193 (1) | | | FTI Consulting, Inc. | | | | | 34,904 | | | | | | 0.0 | | |
2,565 | | | GEA Group AG | | | | | 88,924 | | | | | | 0.0 | | |
7,795 | | | General Electric Co. | | | | | 496,308 | | | | | | 0.2 | | |
153 | | | Graco, Inc. | | | | | 9,090 | | | | | | 0.0 | | |
280 (1) | | | GXO Logistics, Inc. | | | | | 12,116 | | | | | | 0.0 | | |
395 (1) | | | Hayward Holdings, Inc. | | | | | 5,684 | | | | | | 0.0 | | |
591 | | | Hexcel Corp. | | | | | 30,915 | | | | | | 0.0 | | |
229 | | | Hubbell, Inc. | | | | | 40,895 | | | | | | 0.0 | | |
522 (1) | | | IAA, Inc. | | | | | 17,106 | | | | | | 0.0 | | |
3,386 | | | Indutrade AB | | | | | 62,126 | | | | | | 0.0 | | |
1,791 | | | Insperity, Inc. | | | | | 178,795 | | | | | | 0.1 | | |
2,800 | | | Jardine Matheson Holdings Ltd. | | | | | 147,123 | | | | | | 0.1 | | |
18,470 (1) | | | JetBlue Airways Corp. | | | | | 154,594 | | | | | | 0.1 | | |
6,209 | | | Johnson Controls International plc | | | | | 297,287 | | | | | | 0.1 | | |
211 | | | KBR, Inc. | | | | | 10,210 | | | | | | 0.0 | | |
979 | | | Knight-Swift Transportation Holdings, Inc. | | | | | 45,318 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
1,847 | | | Legrand S.A. | | | | $ | 137,138 | | | | | | 0.1 | | |
32 | | | Lennox International, Inc. | | | | | 6,611 | | | | | | 0.0 | | |
4,800 | | | Lixil Corp. | | | | | 90,219 | | | | | | 0.0 | | |
1,271 | | | Manpowergroup, Inc. | | | | | 97,117 | | | | | | 0.0 | | |
724 (1) | | | Mastec, Inc. | | | | | 51,882 | | | | | | 0.0 | | |
154 (1) | | | Middleby Corp. | | | | | 19,305 | | | | | | 0.0 | | |
600 | | | MISUMI Group, Inc. | | | | | 12,672 | | | | | | 0.0 | | |
8,000 | | | Mitsubishi Electric Corp. | | | | | 85,993 | | | | | | 0.0 | | |
1,400 | | | Mitsubishi Heavy Industries Ltd. | | | | | 48,932 | | | | | | 0.0 | | |
1,300 | | | Nihon M&A Center Holdings, Inc. | | | | | 13,858 | | | | | | 0.0 | | |
1,700 | | | NIPPON EXPRESS HOLDINGS INC | | | | | 92,604 | | | | | | 0.0 | | |
2,063 | | | nVent Electric PLC | | | | | 64,634 | | | | | | 0.0 | | |
2,601 | | | Owens Corning, Inc. | | | | | 193,280 | | | | | | 0.1 | | |
1,311 | | | Parker Hannifin Corp. | | | | | 322,572 | | | | | | 0.1 | | |
6,341 | | | Pentair PLC | | | | | 290,228 | | | | | | 0.1 | | |
849 | | | Randstad NV | | | | | 41,033 | | | | | | 0.0 | | |
3,200 | | | Recruit Holdings Co. Ltd. | | | | | 94,241 | | | | | | 0.0 | | |
1,451 | | | Regal Rexnord Corp. | | | | | 164,717 | | | | | | 0.1 | | |
1,228 | | | Rockwell Automation, Inc. | | | | | 244,753 | | | | | | 0.1 | | |
866 | | | Ryder System, Inc. | | | | | 61,538 | | | | | | 0.0 | | |
921 (1) | | | Saia, Inc. | | | | | 173,148 | | | | | | 0.1 | | |
2,772 | | | Sandvik AB | | | | | 45,176 | | | | | | 0.0 | | |
836 | | | Schneider Electric SE | | | | | 99,614 | | | | | | 0.1 | | |
2,900 | | | Secom Co., Ltd. | | | | | 179,060 | | | | | | 0.1 | | |
2,517 (3) | | | Securitas AB | | | | | 21,762 | | | | | | 0.0 | | |
134 | | | Sensata Technologies Holding PLC | | | | | 5,535 | | | | | | 0.0 | | |
1,000 | | | SG Holdings Co. Ltd. | | | | | 16,910 | | | | | | 0.0 | | |
2,252 | | | Siemens AG | | | | | 231,499 | | | | | | 0.1 | | |
18,000 | | | SITC International Holdings Co. Ltd. | | | | | 51,195 | | | | | | 0.0 | | |
5,117 | | | SKF AB - B Shares | | | | | 75,917 | | | | | | 0.0 | | |
1,452 | | | Snap-On, Inc. | | | | | 286,088 | | | | | | 0.1 | | |
2,117 (1) | | | Southwest Airlines Co. | | | | | 76,466 | | | | | | 0.0 | | |
51 | | | Teleperformance | | | | | 15,748 | | | | | | 0.0 | | |
1,251 | | | Terex Corp. | | | | | 34,240 | | | | | | 0.0 | | |
93 | | | Tetra Tech, Inc. | | | | | 12,699 | | | | | | 0.0 | | |
3,023 | | | Textron, Inc. | | | | | 184,615 | | | | | | 0.1 | | |
905 | | | Timken Co. | | | | | 48,010 | | | | | | 0.0 | | |
75 | | | Toro Co. | | | | | 5,684 | | | | | | 0.0 | | |
8,484 | | | Transurban Group - Stapled Security | | | | | 84,410 | | | | | | 0.0 | | |
319 (1) | | | Trex Co., Inc. | | | | | 17,360 | | | | | | 0.0 | | |
1,056 (1) | | | United Rentals, Inc. | | | | | 256,513 | | | | | | 0.1 | | |
449 (1) | | | Univar Solutions, Inc. | | | | | 11,167 | | | | | | 0.0 | | |
1,952 | | | Verisk Analytics, Inc. | | | | | 337,872 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
7,241 | | | Volvo AB - B Shares | | | | $ | 112,666 | | | | | | 0.1 | | |
63 | | | Watsco, Inc. | | | | | 15,046 | | | | | | 0.0 | | |
830 | | | Watts Water Technologies, Inc. | | | | | 101,957 | | | | | | 0.0 | | |
1,041 | | | Westinghouse Air Brake Technologies Corp. | | | | | 85,445 | | | | | | 0.0 | | |
195 | | | Wolters Kluwer NV | | | | | 18,899 | | | | | | 0.0 | | |
653 | | | Woodward, Inc. | | | | | 60,396 | | | | | | 0.0 | | |
4,300 | | | Yamato Holdings Co., Ltd. | | | | | 68,814 | | | | | | 0.0 | | |
| | | | | | | | 11,697,733 | | | | | | 3.8 | | |
| | | Information Technology: 9.2% | | ||||||||||||
2,323 | | | Accenture PLC | | | | | 644,981 | | | | | | 0.2 | | |
1,290 (1) | | | ACI Worldwide, Inc. | | | | | 33,398 | | | | | | 0.0 | | |
2,074 (1) | | | Adobe, Inc. | | | | | 759,208 | | | | | | 0.3 | | |
617 (1) | | | Advanced Micro Devices, Inc. | | | | | 47,182 | | | | | | 0.0 | | |
400 | | | Advantest Corp. | | | | | 21,511 | | | | | | 0.0 | | |
69 (1)(2) | | | Adyen NV | | | | | 99,577 | | | | | | 0.0 | | |
2,974 (1) | | | Akamai Technologies, Inc. | | | | | 271,615 | | | | | | 0.1 | | |
5,008 | | | Amdocs Ltd. | | | | | 417,216 | | | | | | 0.1 | | |
38,258 | | | Apple, Inc. | | | | | 5,230,634 | | | | | | 1.7 | | |
4,961 | | | Applied Materials, Inc. | | | | | 451,352 | | | | | | 0.2 | | |
2,593 (1) | | | Arrow Electronics, Inc. | | | | | 290,649 | | | | | | 0.1 | | |
447 | | | ASM International NV | | | | | 111,217 | | | | | | 0.1 | | |
541 | | | ASML Holding NV | | | | | 255,590 | | | | | | 0.1 | | |
107 (1) | | | Aspen Technology, Inc. | | | | | 19,654 | | | | | | 0.0 | | |
433 (1) | | | Autodesk, Inc. | | | | | 74,459 | | | | | | 0.0 | | |
2,030 | | | Automatic Data Processing, Inc. | | | | | 426,381 | | | | | | 0.1 | | |
1,980 | | | Avnet, Inc. | | | | | 84,902 | | | | | | 0.0 | | |
84 | | | Broadcom, Inc. | | | | | 40,808 | | | | | | 0.0 | | |
2,699 (1) | | | Cadence Design Systems, Inc. | | | | | 404,931 | | | | | | 0.1 | | |
755 (1) | | | Calix, Inc. | | | | | 25,776 | | | | | | 0.0 | | |
204 | | | Capgemini SE | | | | | 35,182 | | | | | | 0.0 | | |
1,384 (1) | | | Check Point Software Technologies | | | | | 168,544 | | | | | | 0.1 | | |
1,355 (1) | | | Ciena Corp. | | | | | 61,923 | | | | | | 0.0 | | |
22,059 | | | Cisco Systems, Inc. | | | | | 940,596 | | | | | | 0.3 | | |
5,073 | | | Cognex Corp. | | | | | 215,704 | | | | | | 0.1 | | |
7,094 | | | Cognizant Technology Solutions Corp. | | | | | 478,774 | | | | | | 0.2 | | |
820 (1) | | | Commvault Systems, Inc. | | | | | 51,578 | | | | | | 0.0 | | |
197 | | | Concentrix Corp. | | | | | 26,721 | | | | | | 0.0 | | |
500 (1) | | | Crowdstrike Holdings, Inc. | | | | | 84,280 | | | | | | 0.0 | | |
3,862 | | | Dassault Systemes SE | | | | | 143,052 | | | | | | 0.1 | | |
16,479 (1) | | | Dropbox, Inc. | | | | | 345,894 | | | | | | 0.1 | | |
203 (1) | | | Envestnet, Inc. | | | | | 10,712 | | | | | | 0.0 | | |
288 (1) | | | EPAM Systems, Inc. | | | | | 84,897 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
71 (1) | | | Euronet Worldwide, Inc. | | | | $ | 7,142 | | | | | | 0.0 | | |
1,490 (1) | | | F5, Inc. | | | | | 228,030 | | | | | | 0.1 | | |
40 (1) | | | Fair Isaac Corp. | | | | | 16,036 | | | | | | 0.0 | | |
100 | | | Fujitsu Ltd. | | | | | 12,513 | | | | | | 0.0 | | |
12,159 | | | Genpact Ltd. | | | | | 515,055 | | | | | | 0.2 | | |
4,284 | | | Halma PLC | | | | | 105,181 | | | | | | 0.0 | | |
600 | | | Hirose Electric Co., Ltd. | | | | | 79,669 | | | | | | 0.0 | | |
364 (1) | | | HubSpot, Inc. | | | | | 109,437 | | | | | | 0.0 | | |
741 (1)(3) | | | II-VI, Inc. | | | | | 37,754 | | | | | | 0.0 | | |
15,709 | | | Intel Corp. | | | | | 587,674 | | | | | | 0.2 | | |
14,095 | | | Juniper Networks, Inc. | | | | | 401,707 | | | | | | 0.1 | | |
300 | | | Keyence Corp. | | | | | 102,881 | | | | | | 0.0 | | |
746 (1) | | | Keysight Technologies, Inc. | | | | | 102,836 | | | | | | 0.0 | | |
663 | | | KLA Corp. | | | | | 211,550 | | | | | | 0.1 | | |
610 | | | Lam Research Corp. | | | | | 259,952 | | | | | | 0.1 | | |
1,498 (1) | | | Lattice Semiconductor Corp. | | | | | 72,653 | | | | | | 0.0 | | |
170 (1) | | | Lumentum Holdings, Inc. | | | | | 13,501 | | | | | | 0.0 | | |
771 | | | Mastercard, Inc. - Class A | | | | | 243,235 | | | | | | 0.1 | | |
18,904 | | | Microsoft Corp. | | | | | 4,855,114 | | | | | | 1.6 | | |
324 | | | MKS Instruments, Inc. | | | | | 33,252 | | | | | | 0.0 | | |
230 (1) | | | MongoDB, Inc. | | | | | 59,685 | | | | | | 0.0 | | |
679 | | | Monolithic Power Systems, Inc. | | | | | 260,763 | | | | | | 0.1 | | |
1,315 | | | National Instruments Corp. | | | | | 41,067 | | | | | | 0.0 | | |
363 | | | Nemetschek SE | | | | | 22,084 | | | | | | 0.0 | | |
5,936 | | | NetApp, Inc. | | | | | 387,265 | | | | | | 0.1 | | |
6,030 | | | Nvidia Corp. | | | | | 914,088 | | | | | | 0.3 | | |
6,593 (1) | | | Palantir Technologies, Inc. | | | | | 59,799 | | | | | | 0.0 | | |
644 (1) | | | Palo Alto Networks, Inc. | | | | | 318,097 | | | | | | 0.1 | | |
733 (1) | | | Paylocity Holding Corp. | | | | | 127,850 | | | | | | 0.1 | | |
1,652 (1) | | | PayPal Holdings, Inc. | | | | | 115,376 | | | | | | 0.0 | | |
361 | | | Power Integrations, Inc. | | | | | 27,079 | | | | | | 0.0 | | |
238 (1) | | | Pure Storage, Inc. - Class A | | | | | 6,119 | | | | | | 0.0 | | |
2,646 (1) | | | Qorvo, Inc. | | | | | 249,571 | | | | | | 0.1 | | |
3,998 | | | Qualcomm, Inc. | | | | | 510,705 | | | | | | 0.2 | | |
2,379 (1) | | | Qualys, Inc. | | | | | 300,087 | | | | | | 0.1 | | |
1,300 | | | Rohm Co., Ltd. | | | | | 91,130 | | | | | | 0.0 | | |
22,180 | | | Sage Group PLC/The | | | | | 171,757 | | | | | | 0.1 | | |
3,728 (1) | | | Salesforce, Inc. | | | | | 615,269 | | | | | | 0.2 | | |
142 | | | SAP SE | | | | | 12,943 | | | | | | 0.0 | | |
4,900 | | | SCSK Corp. | | | | | 83,215 | | | | | | 0.0 | | |
1,012 (1) | | | Semtech Corp. | | | | | 55,630 | | | | | | 0.0 | | |
1,119 (1) | | | ServiceNow, Inc. | | | | | 532,107 | | | | | | 0.2 | | |
33 (1) | | | SiTime Corp. | | | | | 5,380 | | | | | | 0.0 | | |
242 (1) | | | SolarEdge Technologies, Inc. | | | | | 66,231 | | | | | | 0.0 | | |
3,890 | | | STMicroelectronics NV-STM1 | | | | | 123,022 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
348 (1)(3) | | | Synaptics, Inc. | | | | $ | 41,081 | | | | | | 0.0 | | |
786 (1) | | | Synopsys, Inc. | | | | | 238,708 | | | | | | 0.1 | | |
9,736 | | | Telefonaktiebolaget LM Ericsson | | | | | 72,718 | | | | | | 0.0 | | |
234 (1) | | | Teradata Corp. | | | | | 8,660 | | | | | | 0.0 | | |
1,935 | | | Teradyne, Inc. | | | | | 173,279 | | | | | | 0.1 | | |
3,019 | | | Texas Instruments, Inc. | | | | | 463,869 | | | | | | 0.2 | | |
1,700 | | | TIS, Inc. | | | | | 44,728 | | | | | | 0.0 | | |
100 | | | Tokyo Electron Ltd. | | | | | 32,639 | | | | | | 0.0 | | |
2,234 | | | Universal Display Corp. | | | | | 225,947 | | | | | | 0.1 | | |
11,300 | | | Venture Corp. Ltd. | | | | | 135,357 | | | | | | 0.1 | | |
3,915 | | | Visa, Inc. - Class A | | | | | 770,824 | | | | | | 0.3 | | |
1,380 | | | WiseTech Global Ltd. | | | | | 36,187 | | | | | | 0.0 | | |
1,085 (1) | | | Wix.com Ltd. | | | | | 71,122 | | | | | | 0.0 | | |
2,032 (1) | | | Workday, Inc. | | | | | 283,627 | | | | | | 0.1 | | |
1,035 (1) | | | Xero Ltd. | | | | | 55,208 | | | | | | 0.0 | | |
| | | | | | | | 28,164,343 | | | | | | 9.2 | | |
| | | Materials: 1.6% | | ||||||||||||
331 | | | Air Liquide SA | | | | | 44,554 | | | | | | 0.0 | | |
705 | | | Air Products & Chemicals, Inc. | | | | | 169,538 | | | | | | 0.1 | | |
1,049 | | | Alcoa Corp. | | | | | 47,813 | | | | | | 0.0 | | |
3,964 | | | Anglo American PLC | | | | | 141,707 | | | | | | 0.1 | | |
140 | | | Aptargroup, Inc. | | | | | 14,449 | | | | | | 0.0 | | |
1,100 | | | ArcelorMittal SA | | | | | 24,668 | | | | | | 0.0 | | |
666 | | | Arkema SA | | | | | 59,576 | | | | | | 0.0 | | |
1,600 | | | Asahi Kasei Corp. | | | | | 12,172 | | | | | | 0.0 | | |
604 | | | Ashland Global Holdings, Inc. | | | | | 62,242 | | | | | | 0.0 | | |
997 | | | Avient Corp. | | | | | 39,960 | | | | | | 0.0 | | |
2,877 | | | BASF SE | | | | | 125,876 | | | | | | 0.1 | | |
9,890 | | | BHP Group Ltd. Australian | | | | | 283,186 | | | | | | 0.1 | | |
963 | | | CF Industries Holdings, Inc. | | | | | 82,558 | | | | | | 0.0 | | |
212 | | | Chemours Co. | | | | | 6,788 | | | | | | 0.0 | | |
1,494 (1) | | | Cleveland-Cliffs, Inc. | | | | | 22,963 | | | | | | 0.0 | | |
233 | | | Commercial Metals Co. | | | | | 7,712 | | | | | | 0.0 | | |
771 | | | Corteva, Inc. | | | | | 41,742 | | | | | | 0.0 | | |
1,137 (2) | | | Covestro AG | | | | | 39,509 | | | | | | 0.0 | | |
5,033 | | | CRH PLC | | | | | 173,684 | | | | | | 0.1 | | |
441 | | | Eagle Materials, Inc. | | | | | 48,484 | | | | | | 0.0 | | |
1,177 | | | Element Solutions, Inc. | | | | | 20,951 | | | | | | 0.0 | | |
5,787 | | | Freeport-McMoRan, Inc. | | | | | 169,328 | | | | | | 0.1 | | |
595 | | | Greif, Inc. - Class A | | | | | 37,116 | | | | | | 0.0 | | |
2,397 | | | HeidelbergCement AG | | | | | 115,731 | | | | | | 0.0 | | |
1,700 (1) | | | Hitachi Metals Ltd. | | | | | 25,735 | | | | | | 0.0 | | |
4,018 | | | Holcim AG | | | | | 172,330 | | | | | | 0.1 | | |
5,005 (1) | | | Ingevity Corp. | | | | | 316,016 | | | | | | 0.1 | | |
2,229 | | | James Hardie Industries SE | | | | | 48,799 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Materials (continued) | | ||||||||||||
1,559 | | | Linde PLC | | | | $ | 448,259 | | | | | | 0.2 | | |
728 | | | Louisiana-Pacific Corp. | | | | | 38,154 | | | | | | 0.0 | | |
435 | | | Mineral Resources Ltd. | | | | | 14,600 | | | | | | 0.0 | | |
4,143 | | | Minerals Technologies, Inc. | | | | | 254,132 | | | | | | 0.1 | | |
1,368 | | | Newcrest Mining Ltd. | | | | | 19,489 | | | | | | 0.0 | | |
1,400 | | | Nippon Sanso Holdings Corp. | | | | | 22,416 | | | | | | 0.0 | | |
2,100 | | | Nissan Chemical Corp. | | | | | 96,930 | | | | | | 0.0 | | |
200 | | | Nitto Denko Corp. | | | | | 12,936 | | | | | | 0.0 | | |
2,446 | | | Norsk Hydro ASA | | | | | 13,823 | | | | | | 0.0 | | |
386 | | | Nucor Corp. | | | | | 40,302 | | | | | | 0.0 | | |
550 | | | OCI NV | | | | | 18,093 | | | | | | 0.0 | | |
372 | | | Olin Corp. | | | | | 17,216 | | | | | | 0.0 | | |
1,528 | | | Packaging Corp. of America | | | | | 210,100 | | | | | | 0.1 | | |
508 | | | Reliance Steel & Aluminum Co. | | | | | 86,289 | | | | | | 0.0 | | |
2,575 | | | Rio Tinto Ltd. | | | | | 183,697 | | | | | | 0.1 | | |
744 | | | Royal Gold, Inc. | | | | | 79,444 | | | | | | 0.0 | | |
116 | | | RPM International, Inc. | | | | | 9,132 | | | | | | 0.0 | | |
117 | | | Sealed Air Corp. | | | | | 6,753 | | | | | | 0.0 | | |
100 | | | Shin-Etsu Chemical Co., Ltd. | | | | | 11,241 | | | | | | 0.0 | | |
532 | | | Sika AG | | | | | 122,805 | | | | | | 0.1 | | |
21,601 | | | South32 Ltd. - AUD | | | | | 58,532 | | | | | | 0.0 | | |
954 | | | Steel Dynamics, Inc. | | | | | 63,107 | | | | | | 0.0 | | |
29,200 | | | Sumitomo Chemical Co., Ltd. | | | | | 114,280 | | | | | | 0.0 | | |
354 | | | Symrise AG | | | | | 38,609 | | | | | | 0.0 | | |
2,157 | | | United States Steel Corp. | | | | | 38,632 | | | | | | 0.0 | | |
220 | | | Valvoline, Inc. | | | | | 6,343 | | | | | | 0.0 | | |
990 | | | Voestalpine AG | | | | | 21,159 | | | | | | 0.0 | | |
10,040 | | | WestRock Co. | | | | | 399,994 | | | | | | 0.2 | | |
2,731 | | | Yara International ASA | | | | | 114,432 | | | | | | 0.0 | | |
| | | | | | | | 4,916,086 | | | | | | 1.6 | | |
| | | Real Estate: 1.4% | | ||||||||||||
3,565 | | | Brixmor Property Group, Inc. | | | | | 72,049 | | | | | | 0.0 | | |
5,767 (1) | | | CBRE Group, Inc. | | | | | 424,509 | | | | | | 0.2 | | |
10,000 | | | CK Asset Holdings Ltd. | | | | | 71,053 | | | | | | 0.0 | | |
324 | | | Corporate Office Properties Trust SBI MD | | | | | 8,486 | | | | | | 0.0 | | |
1,435 | | | Cousins Properties, Inc. | | | | | 41,945 | | | | | | 0.0 | | |
5,000 | | | Daiwa House Industry Co., Ltd. | | | | | 116,935 | | | | | | 0.0 | | |
2,132 | | | Digital Realty Trust, Inc. | | | | | 276,798 | | | | | | 0.1 | | |
2,510 | | | Douglas Emmett, Inc. | | | | | 56,174 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Real Estate (continued) | | ||||||||||||
576 | | | First Industrial Realty Trust, Inc. | | | | $ | 27,348 | | | | | | 0.0 | | |
416 | | | Healthcare Realty Trust, Inc. | | | | | 11,315 | | | | | | 0.0 | | |
9,946 | | | Highwoods Properties, Inc. | | | | | 340,054 | | | | | | 0.1 | | |
8,367 | | | Iron Mountain, Inc. | | | | | 407,389 | | | | | | 0.2 | | |
485 (1) | | | Jones Lang LaSalle, Inc. | | | | | 84,807 | | | | | | 0.0 | | |
6,441 | | | Kilroy Realty Corp. | | | | | 337,057 | | | | | | 0.1 | | |
1,633 | | | Lamar Advertising Co. | | | | | 143,655 | | | | | | 0.1 | | |
850 | | | Life Storage, Inc. | | | | | 94,911 | | | | | | 0.0 | | |
89,600 | | | Mapletree Logistics Trust | | | | | 108,430 | | | | | | 0.0 | | |
392 | | | Medical Properties Trust, Inc. | | | | | 5,986 | | | | | | 0.0 | | |
2,290 | | | Mid-America Apartment Communities, Inc. | | | | | 399,994 | | | | | | 0.1 | | |
8,510 | | | Mirvac Group | | | | | 11,633 | | | | | | 0.0 | | |
5,800 | | | Mitsui Fudosan Co., Ltd. | | | | | 124,612 | | | | | | 0.1 | | |
2,338 | | | National Retail Properties, Inc. | | | | | 100,534 | | | | | | 0.1 | | |
949 | | | National Storage Affiliates Trust | | | | | 47,516 | | | | | | 0.0 | | |
4,600 | | | Nomura Real Estate Holdings, Inc. | | | | | 112,541 | | | | | | 0.0 | | |
1,732 | | | Physicians Realty Trust | | | | | 30,223 | | | | | | 0.0 | | |
2,525 | | | ProLogis, Inc. | | | | | 297,066 | | | | | | 0.1 | | |
114 | | | Rexford Industrial Realty, Inc. | | | | | 6,565 | | | | | | 0.0 | | |
722 | | | SBA Communications Corp. | | | | | 231,076 | | | | | | 0.1 | | |
7,214 | | | Scentre Group | | | | | 12,953 | | | | | | 0.0 | | |
12,391 | | | Segro PLC | | | | | 147,921 | | | | | | 0.1 | | |
1,277 | | | SL Green Realty Corp. | | | | | 58,934 | | | | | | 0.0 | | |
2,038 | | | Spirit Realty Capital, Inc. | | | | | 76,996 | | | | | | 0.0 | | |
15,500 | | | Swire Pacific Ltd. - Class A | | | | | 92,570 | | | | | | 0.0 | | |
| | | | | | | | 4,380,035 | | | | | | 1.4 | | |
| | | Utilities: 1.4% | | ||||||||||||
119 | | | ALLETE, Inc. | | | | | 6,995 | | | | | | 0.0 | | |
4,215 | | | Atmos Energy Corp. | | | | | 472,501 | | | | | | 0.2 | | |
105 | | | Black Hills Corp. | | | | | 7,641 | | | | | | 0.0 | | |
738 | | | DTE Energy Co. | | | | | 93,541 | | | | | | 0.1 | | |
31,265 | | | Enel S.p.A. | | | | | 171,465 | | | | | | 0.1 | | |
4,728 | | | Engie SA | | | | | 54,746 | | | | | | 0.0 | | |
170 | | | Essential Utilities, Inc. | | | | | 7,794 | | | | | | 0.0 | | |
5,941 | | | Eversource Energy | | | | | 501,836 | | | | | | 0.2 | | |
16,347 | | | Iberdrola S.A. - IBEE | | | | | 170,196 | | | | | | 0.1 | | |
8,392 | | | National Fuel Gas Co. | | | | | 554,292 | | | | | | 0.2 | | |
602 | | | New Jersey Resources Corp. | | | | | 26,807 | | | | | | 0.0 | | |
4,823 | | | NextEra Energy, Inc. | | | | | 373,590 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
422 | | | ONE Gas, Inc. | | | | $ | 34,262 | | | | | | 0.0 | | |
9,600 | | | Osaka Gas Co., Ltd. | | | | | 183,986 | | | | | | 0.1 | | |
19,000 | | | Power Assets Holdings Ltd. | | | | | 119,698 | | | | | | 0.0 | | |
3,060 | | | PPL Corp. | | | | | 83,018 | | | | | | 0.0 | | |
4,691 | | | Sempra Energy | | | | | 704,917 | | | | | | 0.2 | | |
636 | | | Southwest Gas Holdings, Inc. | | | | | 55,383 | | | | | | 0.0 | | |
7,100 | | | Tokyo Gas Co., Ltd. | | | | | 147,141 | | | | | | 0.0 | | |
9,338 | | | UGI Corp. | | | | | 360,540 | | | | | | 0.1 | | |
3,846 (3) | | | Veolia Environnement | | | | | 94,279 | | | | | | 0.0 | | |
767 | | | Vistra Corp. | | | | | 17,526 | | | | | | 0.0 | | |
| | | | | | | | 4,242,154 | | | | | | 1.4 | | |
| | | Total Common Stock (Cost $122,751,120) | | | | | 123,504,729 | | | | | | 40.2 | | |
EXCHANGE-TRADED FUNDS: 29.1% | | |||||||||||||||
55,269 (3) | | | iShares 20+ Year Treasury Bond ETF | | | | | 6,348,750 | | | | | | 2.1 | | |
446 | | | iShares Core S&P Mid-Cap ETF | | | | | 100,899 | | | | | | 0.0 | | |
314 | | | iShares MSCI EAFE ETF | | | | | 19,622 | | | | | | 0.0 | | |
116,591 | | | iShares MSCI Japan ETF | | | | | 6,159,503 | | | | | | 2.0 | | |
53,904 (3) | | | iShares Russell 2000 ETF | | | | | 9,129,181 | | | | | | 3.0 | | |
55,358 (3) | | | Schwab U.S. TIPS ETF | | | | | 3,088,976 | | | | | | 1.0 | | |
163,040 (3) | | | SPDR S&P 500 ETF Trust | | | | | 61,506,840 | | | | | | 20.0 | | |
73,877 | | | Vanguard Emerging Markets ETF | | | | | 3,076,977 | | | | | | 1.0 | | |
| | | Total Exchange-Traded Funds (Cost $91,444,924) | | | | | 89,430,748 | | | | | | 29.1 | | |
MUTUAL FUNDS: 2.9% | | |||||||||||||||
| | | Affiliated Investment Companies: 2.9% | | ||||||||||||
191,696 | | | Voya Floating Rate Fund - Class P | | | | | 1,598,745 | | | | | | 0.5 | | |
528,480 | | | Voya High Yield Bond Fund - Class P | | | | | 3,514,391 | | | | | | 1.1 | | |
407,723 | | | Voya Short Term Bond Fund - Class R6 | | | | | 3,828,518 | | | | | | 1.3 | | |
| | | Total Mutual Funds (Cost $9,786,935) | | | | | 8,941,654 | | | | | | 2.9 | | |
PREFERRED STOCK: 0.1% | | |||||||||||||||
| | | Consumer Discretionary: 0.1% | | ||||||||||||
1,154 | | | Porsche AG | | | | | 76,754 | | | | | | 0.1 | | |
451 | | | Volkswagen AG | | | | | 60,723 | | | | | | 0.0 | | |
| | | | | | | | 137,477 | | | | | | 0.1 | | |
| | | Consumer Staples: 0.0% | | ||||||||||||
1,351 | | | Henkel AG & Co. KGaA | | | | | 83,601 | | | | | | 0.0 | | |
| | | Total Preferred Stock (Cost $357,150) | | | | | 221,078 | | | | | | 0.1 | | |
|
Voya Balanced Portfolio | as of June 30, 2022 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: 8.9% | | |||||||||||||||
| | | | Basic Materials: 0.1% | | ||||||||||||
| 13,000 | | | Albemarle Corp., 5.050%, 06/01/2032 | | | | $ | 12,712 | | | | | | 0.0 | | |
| 17,000 (3) | | | Albemarle Corp., 5.650%, 06/01/2052 | | | | | 17,040 | | | | | | 0.0 | | |
| 10,000 (2) | | | Anglo American Capital PLC, 3.625%, 09/11/2024 | | | | | 9,815 | | | | | | 0.0 | | |
| 12,000 (2) | | | Anglo American Capital PLC, 5.625%, 04/01/2030 | | | | | 12,097 | | | | | | 0.0 | | |
| 30,000 | | | Celanese US Holdings LLC, 1.400%, 08/05/2026 | | | | | 25,844 | | | | | | 0.0 | | |
| 46,000 | | | Dow Chemical Co., 4.250%, 10/01/2034 | | | | | 43,703 | | | | | | 0.0 | | |
| 55,000 | | | Dow Chemical Co., 4.375%, 11/15/2042 | | | | | 48,550 | | | | | | 0.1 | | |
| 11,000 | | | Ecolab, Inc., 2.750%, 08/18/2055 | | | | | 7,686 | | | | | | 0.0 | | |
| 40,000 (2) | | | Georgia-Pacific LLC, 0.950%, 05/15/2026 | | | | | 35,621 | | | | | | 0.0 | | |
| 39,000 | | | Mosaic Co/The, 5.450%, 11/15/2033 | | | | | 40,232 | | | | | | 0.0 | | |
| 31,000 | | | Nucor Corp., 3.850%, 04/01/2052 | | | | | 25,260 | | | | | | 0.0 | | |
| 27,000 | | | Nucor Corp., 4.300%, 05/23/2027 | | | | | 26,924 | | | | | | 0.0 | | |
| 32,000 | | | PPG Industries, Inc., 1.200%, 03/15/2026 | | | | | 28,786 | | | | | | 0.0 | | |
| 7,000 | | | Rio Tinto Finance USA Ltd., 2.750%, 11/02/2051 | | | | | 5,133 | | | | | | 0.0 | | |
| 47,000 | | | RPM International, Inc., 2.950%, 01/15/2032 | | | | | 39,058 | | | | | | 0.0 | | |
| 21,000 | | | Steel Dynamics, Inc., 1.650%, 10/15/2027 | | | | | 18,046 | | | | | | 0.0 | | |
| 15,000 | | | Steel Dynamics, Inc., 2.400%, 06/15/2025 | | | | | 14,204 | | | | | | 0.0 | | |
| 19,000 | | | Teck Resources Ltd., 5.400%, 02/01/2043 | | | | | 17,704 | | | | | | 0.0 | | |
| | | | | | | | | 428,415 | | | | | | 0.1 | | |
| | | | Communications: 0.7% | | ||||||||||||
| 43,000 | | | Amazon.com, Inc., 2.100%, 05/12/2031 | | | | | 36,867 | | | | | | 0.0 | | |
| 131,000 | | | Amazon.com, Inc., 2.875%, 05/12/2041 | | | | | 105,019 | | | | | | 0.1 | | |
| 51,000 (3) | | | Amazon.com, Inc., 3.600%, 04/13/2032 | | | | | 49,161 | | | | | | 0.0 | | |
| 25,000 | | | Amazon.com, Inc., 3.950%, 04/13/2052 | | | | | 23,140 | | | | | | 0.0 | | |
| 25,000 | | | Amazon.com, Inc., 4.100%, 04/13/2062 | | | | | 22,669 | | | | | | 0.0 | | |
| 49,000 | | | AT&T, Inc., 2.550%, 12/01/2033 | | | | | 39,807 | | | | | | 0.0 | | |
| 120,000 | | | AT&T, Inc., 3.500%, 06/01/2041 | | | | | 96,017 | | | | | | 0.1 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Communications (continued) | | ||||||||||||
| 20,000 | | | AT&T, Inc., 3.550%, 09/15/2055 | | | | $ | 15,018 | | | | | | 0.0 | | |
| 95,000 | | | AT&T, Inc., 3.650%, 09/15/2059 | | | | | 71,361 | | | | | | 0.0 | | |
| 14,000 | | | AT&T, Inc., 4.500%, 05/15/2035 | | | | | 13,324 | | | | | | 0.0 | | |
| 21,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 2.250%, 01/15/2029 | | | | | 17,273 | | | | | | 0.0 | | |
| 30,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.500%, 03/01/2042 | | | | | 20,866 | | | | | | 0.0 | | |
| 35,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.850%, 04/01/2061 | | | | | 23,085 | | | | | | 0.0 | | |
| 21,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.900%, 06/01/2052 | | | | | 14,619 | | | | | | 0.0 | | |
| 10,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.800%, 03/01/2050 | | | | | 7,944 | | | | | | 0.0 | | |
| 72,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.908%, 07/23/2025 | | | | | 72,265 | | | | | | 0.0 | | |
| 35,000 | | | Comcast Corp., 2.650%, 02/01/2030 | | | | | 31,349 | | | | | | 0.0 | | |
| 32,000 | | | Comcast Corp., 2.887%, 11/01/2051 | | | | | 22,902 | | | | | | 0.0 | | |
| 87,000 | | | Comcast Corp., 3.900%, 03/01/2038 | | | | | 78,821 | | | | | | 0.0 | | |
| 78,000 | | | Comcast Corp., 3.950%, 10/15/2025 | | | | | 78,418 | | | | | | 0.0 | | |
| 40,000 | | | Comcast Corp., 3.999%, 11/01/2049 | | | | | 34,970 | | | | | | 0.0 | | |
| 15,000 | | | Corning, Inc., 5.450%, 11/15/2079 | | | | | 13,551 | | | | | | 0.0 | | |
| 80,000 | | | Discovery Communications LLC, 4.000%, 09/15/2055 | | | | | 56,195 | | | | | | 0.0 | | |
| 45,000 | | | Discovery Communications LLC, 5.300%, 05/15/2049 | | | | | 38,622 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2022 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Communications (continued) | | ||||||||||||
| 92,000 | | | Fox Corp., 3.500%, 04/08/2030 | | | | $ | 83,570 | | | | | | 0.0 | | |
| 9,000 | | | Interpublic Group of Cos., Inc., 4.200%, 04/15/2024 | | | | | 9,011 | | | | | | 0.0 | | |
| 200,000 (2) | | | NBN Co. Ltd., 1.625%, 01/08/2027 | | | | | 177,700 | | | | | | 0.1 | | |
| 17,000 (2) | | | Rogers Communications, Inc., 3.800%, 03/15/2032 | | | | | 15,565 | | | | | | 0.0 | | |
| 12,000 (2) | | | Rogers Communications, Inc., 4.550%, 03/15/2052 | | | | | 10,566 | | | | | | 0.0 | | |
| 25,000 | | | Time Warner Cable LLC, 5.875%, 11/15/2040 | | | | | 22,953 | | | | | | 0.0 | | |
| 143,000 | | | T-Mobile USA, Inc., 2.050%, 02/15/2028 | | | | | 124,287 | | | | | | 0.1 | | |
| 358,000 | | | T-Mobile USA, Inc., 3.875%, 04/15/2030 | | | | | 334,442 | | | | | | 0.1 | | |
| 133,000 | | | Verizon Communications, Inc., 2.100%, 03/22/2028 | | | | | 118,242 | | | | | | 0.1 | | |
| 142,000 | | | Verizon Communications, Inc., 2.355%, 03/15/2032 | | | | | 117,860 | | | | | | 0.1 | | |
| 12,000 | | | Verizon Communications, Inc., 2.987%, 10/30/2056 | | | | | 8,358 | | | | | | 0.0 | | |
| 18,000 | | | Verizon Communications, Inc., 3.400%, 03/22/2041 | | | | | 14,685 | | | | | | 0.0 | | |
| 8,000 | | | Verizon Communications, Inc., 3.550%, 03/22/2051 | | | | | 6,428 | | | | | | 0.0 | | |
| 77,000 | | | Verizon Communications, Inc., 3.700%, 03/22/2061 | | | | | 60,669 | | | | | | 0.0 | | |
| 9,000 | | | Verizon Communications, Inc., 4.400%, 11/01/2034 | | | | | 8,637 | | | | | | 0.0 | | |
| 80,000 | | | Verizon Communications, Inc., 4.812%, 03/15/2039 | | | | | 78,660 | | | | | | 0.0 | | |
| 31,000 | | | Vodafone Group PLC, 4.375%, 02/19/2043 | | | | | 26,999 | | | | | | 0.0 | | |
| 20,000 | | | Vodafone Group PLC, 5.125%, 06/19/2059 | | | | | 18,446 | | | | | | 0.0 | | |
| | | | | | | | | 2,220,341 | | | | | | 0.7 | | |
| | | | Consumer, Cyclical: 0.4% | | ||||||||||||
| 5,294 (2) | | | Alaska Airlines 2020-1 Class A Pass Through Trust, 4.800%, 02/15/2029 | | | | | 5,235 | | | | | | 0.0 | | |
| 3,579 | | | American Airlines 2015-2 Class AA Pass Through Trust, 3.600%, 03/22/2029 | | | | | 3,322 | | | | | | 0.0 | | |
| 3,918 | | | American Airlines 2017-2 Class AA Pass Through Trust, 3.350%, 04/15/2031 | | | | | 3,608 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Consumer, Cyclical (continued) | | ||||||||||||
| 2,305 | | | Continental Airlines 2012-2 Class A Pass Through Trust, 4.000%, 04/29/2026 | | | | $ | 2,217 | | | | | | 0.0 | | |
| 10,651 | | | Delta Air Lines 2020-1 Class A Pass Through Trust, 2.500%, 12/10/2029 | | | | | 9,339 | | | | | | 0.0 | | |
| 20,000 (2) | | | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.500%, 10/20/2025 | | | | | 19,452 | | | | | | 0.0 | | |
| 17,000 (2) | | | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.750%, 10/20/2028 | | | | | 16,072 | | | | | | 0.0 | | |
| 50,000 | | | General Motors Co., 5.400%, 04/01/2048 | | | | | 43,595 | | | | | | 0.0 | | |
| 17,000 | | | General Motors Co., 6.125%, 10/01/2025 | | | | | 17,599 | | | | | | 0.0 | | |
| 95,000 | | | General Motors Financial Co., Inc., 2.350%, 02/26/2027 | | | | | 83,755 | | | | | | 0.1 | | |
| 25,000 | | | General Motors Financial Co., Inc., 3.950%, 04/13/2024 | | | | | 24,831 | | | | | | 0.0 | | |
| 25,000 | | | General Motors Financial Co., Inc., 4.350%, 01/17/2027 | | | | | 24,003 | | | | | | 0.0 | | |
| 56,000 | | | General Motors Financial Co., Inc., 5.000%, 04/09/2027 | | | | | 54,981 | | | | | | 0.0 | | |
| 40,000 | | | Hasbro, Inc., 3.000%, 11/19/2024 | | | | | 38,977 | | | | | | 0.0 | | |
| 15,000 | | | Home Depot, Inc./The, 3.625%, 04/15/2052 | | | | | 12,904 | | | | | | 0.0 | | |
| 37,000 | | | Lowe’s Cos, Inc., 4.250%, 04/01/2052 | | | | | 32,125 | | | | | | 0.0 | | |
| 22,000 | | | Lowe’s Cos, Inc., 4.450%, 04/01/2062 | | | | | 18,830 | | | | | | 0.0 | | |
| 96,000 (2) | | | Magallanes, Inc., 3.755%, 03/15/2027 | | | | | 90,129 | | | | | | 0.1 | | |
| 30,000 (2) | | | Magallanes, Inc., 4.279%, 03/15/2032 | | | | | 26,841 | | | | | | 0.0 | | |
| 22,000 (2) | | | Magallanes, Inc., 5.050%, 03/15/2042 | | | | | 18,751 | | | | | | 0.0 | | |
| 100,000 (2) | | | Magallanes, Inc., 5.141%, 03/15/2052 | | | | | 84,066 | | | | | | 0.1 | | |
| 39,000 (2) | | | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd., 6.500%, 06/20/2027 | | | | | 38,447 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2022 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Consumer, Cyclical (continued) | | ||||||||||||
| 24,000 | | | O’Reilly Automotive, Inc., 4.700%, 06/15/2032 | | | | $ | 23,929 | | | | | | 0.0 | | |
| 20,000 | | | Target Corp., 2.950%, 01/15/2052 | | | | | 15,172 | | | | | | 0.0 | | |
| 43,000 | | | Toyota Motor Credit Corp., 3.050%, 03/22/2027 | | | | | 41,375 | | | | | | 0.0 | | |
| 40,000 | | | Toyota Motor Credit Corp., 4.450%, 06/29/2029 | | | | | 40,527 | | | | | | 0.0 | | |
| 13,369 | | | United Airlines 2012-1 Class A Pass Through Trust, 4.150%, 10/11/2025 | | | | | 13,132 | | | | | | 0.0 | | |
| 6,908 | | | United Airlines 2013-1 Class A Pass Through Trust, 4.300%, 02/15/2027 | | | | | 6,615 | | | | | | 0.0 | | |
| 10,464 | | | United Airlines 2014-1 Class A Pass Through Trust, 4.000%, 10/11/2027 | | | | | 9,867 | | | | | | 0.0 | | |
| 6,100 | | | United Airlines 2016-1 Class AA Pass Through Trust, 3.100%, 01/07/2030 | | | | | 5,584 | | | | | | 0.0 | | |
| 26,674 | | | United Airlines 2016-2 Class A Pass Through Trust, 3.100%, 04/07/2030 | | | | | 22,852 | | | | | | 0.0 | | |
| 83,833 | | | United Airlines 2016-2 Class AA Pass Through Trust, 2.875%, 04/07/2030 | | | | | 76,646 | | | | | | 0.0 | | |
| 17,185 | | | United Airlines 2019-2 Class A Pass Through Trust, 2.900%, 11/01/2029 | | | | | 15,133 | | | | | | 0.0 | | |
| 130,357 | | | United Airlines 2020-1 Class A Pass Through Trust, 5.875%, 04/15/2029 | | | | | 128,311 | | | | | | 0.1 | | |
| 55,284 | | | US Airways 2012-1 Class A Pass Through Trust, 5.900%, 04/01/2026 | | | | | 55,169 | | | | | | 0.0 | | |
| | | | | | | | | 1,123,391 | | | | | | 0.4 | | |
| | | | Consumer, Non-cyclical: 1.3% | | ||||||||||||
| 28,000 | | | AbbVie, Inc., 2.600%, 11/21/2024 | | | | | 27,135 | | | | | | 0.0 | | |
| 12,000 | | | AbbVie, Inc., 4.050%, 11/21/2039 | | | | | 10,721 | | | | | | 0.0 | | |
| 69,000 | | | AbbVie, Inc., 4.300%, 05/14/2036 | | | | | 64,923 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| 33,000 | | | AbbVie, Inc., 4.400%, 11/06/2042 | | | | $ | 30,057 | | | | | | 0.0 | | |
| 66,000 | | | AbbVie, Inc., 4.500%, 05/14/2035 | | | | | 64,159 | | | | | | 0.0 | | |
| 11,000 | | | AbbVie, Inc., 4.550%, 03/15/2035 | | | | | 10,717 | | | | | | 0.0 | | |
| 30,000 | | | AbbVie, Inc., 4.625%, 10/01/2042 | | | | | 27,794 | | | | | | 0.0 | | |
| 42,000 | | | Aetna, Inc., 2.800%, 06/15/2023 | | | | | 41,500 | | | | | | 0.0 | | |
| 70,000 | | | Aetna, Inc., 4.500%, 05/15/2042 | | | | | 62,765 | | | | | | 0.0 | | |
| 21,000 | | | Aetna, Inc., 6.625%, 06/15/2036 | | | | | 23,742 | | | | | | 0.0 | | |
| 40,000 | | | Altria Group, Inc., 2.450%, 02/04/2032 | | | | | 30,166 | | | | | | 0.0 | | |
| 100,000 | | | Altria Group, Inc., 3.700%, 02/04/2051 | | | | | 64,070 | | | | | | 0.0 | | |
| 9,000 | | | Altria Group, Inc., 4.800%, 02/14/2029 | | | | | 8,563 | | | | | | 0.0 | | |
| 20,000 | | | Altria Group, Inc., 5.800%, 02/14/2039 | | | | | 18,206 | | | | | | 0.0 | | |
| 90,000 | | | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.700%, 02/01/2036 | | | | | 86,368 | | | | | | 0.1 | | |
| 175,000 | | | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.900%, 02/01/2046 | | | | | 164,809 | | | | | | 0.1 | | |
| 15,000 | | | Anheuser-Busch InBev Worldwide, Inc., 5.450%, 01/23/2039 | | | | | 15,278 | | | | | | 0.0 | | |
| 23,000 | | | Astrazeneca Finance LLC, 1.750%, 05/28/2028 | | | | | 20,312 | | | | | | 0.0 | | |
| 78,000 | | | BAT Capital Corp., 2.259%, 03/25/2028 | | | | | 65,418 | | | | | | 0.1 | | |
| 15,000 | | | BAT Capital Corp., 2.726%, 03/25/2031 | | | | | 11,896 | | | | | | 0.0 | | |
| 17,000 | | | BAT Capital Corp., 3.734%, 09/25/2040 | | | | | 11,945 | | | | | | 0.0 | | |
| 32,000 | | | BAT Capital Corp., 4.390%, 08/15/2037 | | | | | 25,435 | | | | | | 0.0 | | |
| 61,000 | | | BAT International Finance PLC, 4.448%, 03/16/2028 | | | | | 57,808 | | | | | | 0.0 | | |
| 20,000 | | | Baxter International, Inc., 1.915%, 02/01/2027 | | | | | 17,927 | | | | | | 0.0 | | |
| 40,000 | | | Baxter International, Inc., 2.272%, 12/01/2028 | | | | | 35,064 | | | | | | 0.0 | | |
| 92,000 | | | Bristol-Myers Squibb Co., 3.700%, 03/15/2052 | | | | | 79,599 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of June 30, 2022 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| 30,000 | | | Bristol-Myers Squibb Co., 4.125%, 06/15/2039 | | | | $ | 28,708 | | | | | | 0.0 | | |
| 25,000 (2) | | | Cargill, Inc., 2.125%, 04/23/2030 | | | | | 21,439 | | | | | | 0.0 | | |
| 42,000 (2) | | | Cargill, Inc., 2.125%, 11/10/2031 | | | | | 35,061 | | | | | | 0.0 | | |
| 22,000 (2) | | | Cargill, Inc., 3.125%, 05/25/2051 | | | | | 16,972 | | | | | | 0.0 | | |
| 22,000 (2) | | | Cargill, Inc., 4.375%, 04/22/2052 | | | | | 21,205 | | | | | | 0.0 | | |
| 51,000 | | | Cigna Corp., 3.400%, 03/15/2050 | | | | | 39,035 | | | | | | 0.0 | | |
| 150,000 | | | Cigna Corp., 4.375%, 10/15/2028 | | | | | 148,997 | | | | | | 0.1 | | |
| 64,000 | | | Cigna Corp., 4.800%, 08/15/2038 | | | | | 62,364 | | | | | | 0.0 | | |
| 100,000 | | | Cigna Corp., 4.900%, 12/15/2048 | | | | | 96,222 | | | | | | 0.1 | | |
| 38,000 (2) | | | CSL Finance PLC, 4.050%, 04/27/2029 | | | | | 37,340 | | | | | | 0.0 | | |
| 52,000 (2) | | | CSL Finance PLC, 4.250%, 04/27/2032 | | | | | 51,031 | | | | | | 0.0 | | |
| 23,000 (2) | | | CSL Finance PLC, 4.625%, 04/27/2042 | | | | | 22,149 | | | | | | 0.0 | | |
| 40,000 (2) | | | CSL Finance PLC, 4.750%, 04/27/2052 | | | | | 38,714 | | | | | | 0.0 | | |
| 17,000 (2) | | | CSL Finance PLC, 4.950%, 04/27/2062 | | | | | 16,325 | | | | | | 0.0 | | |
| 30,000 | | | CVS Health Corp., 2.700%, 08/21/2040 | | | | | 21,708 | | | | | | 0.0 | | |
| 5,000 | | | CVS Health Corp., 3.875%, 07/20/2025 | | | | | 4,976 | | | | | | 0.0 | | |
| 7,000 | | | CVS Health Corp., 4.125%, 04/01/2040 | | | | | 6,122 | | | | | | 0.0 | | |
| 5,000 | | | CVS Health Corp., 4.780%, 03/25/2038 | | | | | 4,741 | | | | | | 0.0 | | |
| 60,000 | | | CVS Health Corp., 5.050%, 03/25/2048 | | | | | 57,521 | | | | | | 0.0 | | |
| 36,000 (2) | | | Element Fleet Management Corp., 3.850%, 06/15/2025 | | | | | 35,399 | | | | | | 0.0 | | |
| 26,000 | | | Elevance Health, Inc., 4.100%, 05/15/2032 | | | | | 25,329 | | | | | | 0.0 | | |
| 16,000 | | | Elevance Health, Inc., 4.550%, 05/15/2052 | | | | | 15,087 | | | | | | 0.0 | | |
| 150,000 | | | Global Payments, Inc., 2.650%, 02/15/2025 | | | | | 143,289 | | | | | | 0.1 | | |
| 69,000 | | | Global Payments, Inc., 3.200%, 08/15/2029 | | | | | 60,362 | | | | | | 0.0 | | |
| 16,000 | | | GXO Logistics, Inc., 1.650%, 07/15/2026 | | | | | 13,986 | | | | | | 0.0 | | |
| 27,000 (2) | | | HCA, Inc., 3.125%, 03/15/2027 | | | | | 24,554 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| 52,000 | | | HCA, Inc., 3.500%, 09/01/2030 | | | | $ | 44,387 | | | | | | 0.0 | | |
| 19,000 (2) | | | HCA, Inc., 3.625%, 03/15/2032 | | | | | 16,050 | | | | | | 0.0 | | |
| 177,000 | | | HCA, Inc., 4.125%, 06/15/2029 | | | | | 161,555 | | | | | | 0.1 | | |
| 38,000 (2) | | | HCA, Inc., 4.375%, 03/15/2042 | | | | | 30,649 | | | | | | 0.0 | | |
| 200,000 | | | HCA, Inc., 4.500%, 02/15/2027 | | | | | 192,452 | | | | | | 0.1 | | |
| 22,000 | | | HCA, Inc., 5.250%, 04/15/2025 | | | | | 22,064 | | | | | | 0.0 | | |
| 18,000 (2) | | | Health Care Service Corp. A Mutual Legal Reserve Co., 1.500%, 06/01/2025 | ��� | | | | 16,666 | | | | | | 0.0 | | |
| 180,000 | | | Humana, Inc., 1.350%, 02/03/2027 | | | | | 157,534 | | | | | | 0.1 | | |
| 8,000 | | | Humana, Inc., 2.150%, 02/03/2032 | | | | | 6,485 | | | | | | 0.0 | | |
| 12,000 | | | Humana, Inc., 3.125%, 08/15/2029 | | | | | 10,855 | | | | | | 0.0 | | |
| 35,000 | | | Humana, Inc., 4.500%, 04/01/2025 | | | | | 35,288 | | | | | | 0.0 | | |
| 28,000 | | | Johnson & Johnson, 3.625%, 03/03/2037 | | | | | 26,580 | | | | | | 0.0 | | |
| 20,000 | | | Johnson & Johnson, 3.700%, 03/01/2046 | | | | | 18,458 | | | | | | 0.0 | | |
| 37,000 | | | Keurig Dr Pepper, Inc., 4.050%, 04/15/2032 | | | | | 34,664 | | | | | | 0.0 | | |
| 58,000 | | | Keurig Dr Pepper, Inc., 4.500%, 04/15/2052 | | | | | 51,265 | | | | | | 0.0 | | |
| 25,000 (2) | | | Mars, Inc., 0.875%, 07/16/2026 | | | | | 22,342 | | | | | | 0.0 | | |
| 75,000 (2) | | | Mars, Inc., 2.375%, 07/16/2040 | | | | | 54,686 | | | | | | 0.0 | | |
| 30,000 (2) | | | Mars, Inc., 3.875%, 04/01/2039 | | | | | 27,176 | | | | | | 0.0 | | |
| 40,000 | | | McKesson Corp., 1.300%, 08/15/2026 | | | | | 35,620 | | | | | | 0.0 | | |
| 15,000 | | | Merck & Co., Inc., 2.750%, 12/10/2051 | | | | | 11,106 | | | | | | 0.0 | | |
| 15,000 | | | Merck & Co., Inc., 2.900%, 12/10/2061 | | | | | 10,687 | | | | | | 0.0 | | |
| 35,000 | | | Mylan, Inc., 5.200%, 04/15/2048 | | | | | 28,014 | | | | | | 0.0 | | |
| 25,000 (3) | | | PayPal Holdings, Inc., 4.400%, 06/01/2032 | | | | | 24,778 | | | | | | 0.0 | | |
| 63,000 | | | PayPal Holdings, Inc., 5.050%, 06/01/2052 | | | | | 62,645 | | | | | | 0.0 | | |
| 49,000 | | | PayPal Holdings, Inc., 5.250%, 06/01/2062 | | | | | 48,607 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2022 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| 6,000 | | | PerkinElmer, Inc., 1.900%, 09/15/2028 | | | | $ | 5,004 | | | | | | 0.0 | | |
| 7,000 | | | PerkinElmer, Inc., 3.300%, 09/15/2029 | | | | | 6,211 | | | | | | 0.0 | | |
| 28,000 | | | Reynolds American, Inc., 5.700%, 08/15/2035 | | | | | 26,598 | | | | | | 0.0 | | |
| 22,000 | | | Reynolds American, Inc., 5.850%, 08/15/2045 | | | | | 18,498 | | | | | | 0.0 | | |
| 6,000 | | | Reynolds American, Inc., 6.150%, 09/15/2043 | | | | | 5,570 | | | | | | 0.0 | | |
| 11,000 | | | Royalty Pharma PLC, 1.200%, 09/02/2025 | | | | | 9,818 | | | | | | 0.0 | | |
| 14,000 | | | Royalty Pharma PLC, 1.750%, 09/02/2027 | | | | | 11,946 | | | | | | 0.0 | | |
| 83,000 | | | Royalty Pharma PLC, 3.550%, 09/02/2050 | | | | | 58,119 | | | | | | 0.0 | | |
| 6,000 | | | S&P Global, Inc., 1.250%, 08/15/2030 | | | | | 4,755 | | | | | | 0.0 | | |
| 54,000 (2) | | | S&P Global, Inc., 2.700%, 03/01/2029 | | | | | 49,177 | | | | | | 0.0 | | |
| 76,000 (2) | | | S&P Global, Inc., 2.900%, 03/01/2032 | | | | | 67,790 | | | | | | 0.1 | | |
| 43,000 (2) | | | S&P Global, Inc., 3.700%, 03/01/2052 | | | | | 36,768 | | | | | | 0.0 | | |
| 15,000 (2) | | | S&P Global, Inc., 3.900%, 03/01/2062 | | | | | 12,760 | | | | | | 0.0 | | |
| 120,000 (2) | | | Triton Container International Ltd., 2.050%, 04/15/2026 | | | | | 106,260 | | | | | | 0.1 | | |
| 21,000 (2) | | | Triton Container International Ltd., 3.150%, 06/15/2031 | | | | | 16,997 | | | | | | 0.0 | | |
| 15,000 | | | UnitedHealth Group, Inc., 2.750%, 05/15/2040 | | | | | 11,707 | | | | | | 0.0 | | |
| 4,000 | | | UnitedHealth Group, Inc., 3.050%, 05/15/2041 | | | | | 3,231 | | | | | | 0.0 | | |
| 19,000 | | | UnitedHealth Group, Inc., 3.500%, 08/15/2039 | | | | | 16,597 | | | | | | 0.0 | | |
| 19,000 | | | UnitedHealth Group, Inc., 3.750%, 10/15/2047 | | | | | 16,459 | | | | | | 0.0 | | |
| 30,000 | | | UnitedHealth Group, Inc., 4.200%, 05/15/2032 | | | | | 30,001 | | | | | | 0.0 | | |
| 16,000 | | | UnitedHealth Group, Inc., 4.750%, 05/15/2052 | | | | | 16,019 | | | | | | 0.0 | | |
| 88,000 | | | Viatris, Inc., 2.700%, 06/22/2030 | | | | | 70,704 | | | | | | 0.1 | | |
| 66,000 | | | Viatris, Inc., 3.850%, 06/22/2040 | | | | | 46,846 | | | | | | 0.0 | | |
| 51,000 | | | Viatris, Inc., 4.000%, 06/22/2050 | | | | | 34,236 | | | | | | 0.0 | | |
| | | | | | | | | 3,957,697 | | | | | | 1.3 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Energy: 0.8% | | ||||||||||||
| 18,000 | | | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor, Inc., 2.061%, 12/15/2026 | | | | $ | 16,524 | | | | | | 0.0 | | |
| 17,000 | | | BP Capital Markets America, Inc., 1.749%, 08/10/2030 | | | | | 13,931 | | | | | | 0.0 | | |
| 15,000 | | | BP Capital Markets America, Inc., 2.939%, 06/04/2051 | | | | | 10,758 | | | | | | 0.0 | | |
| 26,000 (4) | | | BP Capital Markets PLC, 4.875%, 12/31/2199 | | | | | 22,718 | | | | | | 0.0 | | |
| 10,000 | | | Canadian Natural Resources Ltd., 6.750%, 02/01/2039 | | | | | 10,996 | | | | | | 0.0 | | |
| 30,000 | | | Cenovus Energy, Inc., 5.400%, 06/15/2047 | | | | | 28,887 | | | | | | 0.0 | | |
| 18,000 | | | Cheniere Corpus Christi Holdings LLC, 3.700%, 11/15/2029 | | | | | 16,482 | | | | | | 0.0 | | |
| 5,000 | | | Cheniere Corpus Christi Holdings LLC, 5.125%, 06/30/2027 | | | | | 5,023 | | | | | | 0.0 | | |
| 25,000 | | | Continental Resources, Inc./OK, 4.900%, 06/01/2044 | | | | | 19,731 | | | | | | 0.0 | | |
| 160,000 (2) | | | Coterra Energy, Inc., 3.900%, 05/15/2027 | | | | | 153,558 | | | | | | 0.1 | | |
| 16,000 | | | Diamondback Energy, Inc., 3.500%, 12/01/2029 | | | | | 14,670 | | | | | | 0.0 | | |
| 200,000 | | | Empresa Nacional del Petroleo, 3.750%, 08/05/2026 | | | | | 185,077 | | | | | | 0.1 | | |
| 38,000 (4) | | | Enbridge, Inc., 5.750%, 07/15/2080 | | | | | 34,839 | | | | | | 0.0 | | |
| 9,000 | | | Energy Transfer L.P., 4.250%, 04/01/2024 | | | | | 9,006 | | | | | | 0.0 | | |
| 5,000 | | | Energy Transfer L.P., 4.900%, 03/15/2035 | | | | | 4,492 | | | | | | 0.0 | | |
| 43,000 | | | Energy Transfer L.P., 5.300%, 04/01/2044 | | | | | 37,379 | | | | | | 0.0 | | |
| 160,000 | | | Energy Transfer L.P., 5.300%, 04/15/2047 | | | | | 138,864 | | | | | | 0.1 | | |
| 55,000 | | | Energy Transfer L.P., 5.800%, 06/15/2038 | | | | | 51,686 | | | | | | 0.0 | | |
| 25,000 | | | Enterprise Products Operating LLC, 3.750%, 02/15/2025 | | | | | 24,732 | | | | | | 0.0 | | |
| 50,000 (4) | | | Enterprise Products Operating LLC, 4.875%, 08/16/2077 | | | | | 39,872 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2022 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Energy (continued) | | ||||||||||||
| 144,000 | | | Hess Corp., 5.600%, 02/15/2041 | | | | $ | 140,569 | | | | | | 0.1 | | |
| 200,000 (2) | | | KazMunayGas National Co. JSC, 4.750%, 04/24/2025 | | | | | 187,345 | | | | | | 0.1 | | |
| 100,000 | | | Kinder Morgan, Inc., 3.600%, 02/15/2051 | | | | | 73,836 | | | | | | 0.0 | | |
| 18,000 | | | Kinder Morgan, Inc., 5.550%, 06/01/2045 | | | | | 16,991 | | | | | | 0.0 | | |
| 23,000 | | | Marathon Petroleum Corp., 4.700%, 05/01/2025 | | | | | 23,300 | | | | | | 0.0 | | |
| 35,000 | | | Marathon Petroleum Corp., 4.750%, 09/15/2044 | | | | | 30,906 | | | | | | 0.0 | | |
| 25,000 | | | Marathon Petroleum Corp., 5.000%, 09/15/2054 | | | | | 22,517 | | | | | | 0.0 | | |
| 20,000 | | | MPLX L.P., 1.750%, 03/01/2026 | | | | | 18,041 | | | | | | 0.0 | | |
| 105,000 | | | MPLX L.P., 2.650%, 08/15/2030 | | | | | 87,750 | | | | | | 0.0 | | |
| 9,000 | | | MPLX L.P., 4.700%, 04/15/2048 | | | | | 7,585 | | | | | | 0.0 | | |
| 55,000 | | | MPLX L.P., 4.875%, 06/01/2025 | | | | | 55,335 | | | | | | 0.0 | | |
| 11,000 | | | MPLX L.P., 5.200%, 03/01/2047 | | | | | 9,995 | | | | | | 0.0 | | |
| 21,000 | | | MPLX L.P., 5.200%, 12/01/2047 | | | | | 18,936 | | | | | | 0.0 | | |
| 25,000 | | | MPLX L.P., 5.500%, 02/15/2049 | | | | | 23,245 | | | | | | 0.0 | | |
| 16,000 (2) | | | Northern Natural Gas Co., 3.400%, 10/16/2051 | | | | | 11,949 | | | | | | 0.0 | | |
| 9,000 | | | ONEOK Partners L.P., 6.125%, 02/01/2041 | | | | | 8,591 | | | | | | 0.0 | | |
| 24,000 | | | ONEOK Partners L.P., 6.200%, 09/15/2043 | | | | | 22,640 | | | | | | 0.0 | | |
| 10,000 | | | ONEOK, Inc., 2.200%, 09/15/2025 | | | | | 9,320 | | | | | | 0.0 | | |
| 12,000 | | | ONEOK, Inc., 3.100%, 03/15/2030 | | | | | 10,328 | | | | | | 0.0 | | |
| 200,000 (2) | | | Petroleos del Peru SA, 4.750%, 06/19/2032 | | | | | 154,925 | | | | | | 0.1 | | |
| 235,000 | | | Petroleos Mexicanos, 6.700%, 02/16/2032 | | | | | 179,681 | | | | | | 0.1 | | |
| 10,000 | | | Phillips 66, 0.900%, 02/15/2024 | | | | | 9,528 | | | | | | 0.0 | | |
| 38,000 | | | Plains All American Pipeline L.P. / PAA Finance Corp., 3.550%, 12/15/2029 | | | | | 33,518 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Energy (continued) | | ||||||||||||
| 25,000 | | | Plains All American Pipeline L.P. / PAA Finance Corp., 4.500%, 12/15/2026 | | | | $ | 24,591 | | | | | | 0.0 | | |
| 50,000 | | | Plains All American Pipeline L.P. / PAA Finance Corp., 4.650%, 10/15/2025 | | | | | 49,564 | | | | | | 0.0 | | |
| 73,000 | | | Plains All American Pipeline L.P. / PAA Finance Corp., 4.900%, 02/15/2045 | | | | | 58,836 | | | | | | 0.0 | | |
| 4,000 | | | Plains All American Pipeline L.P. / PAA Finance Corp., 5.150%, 06/01/2042 | | | | | 3,367 | | | | | | 0.0 | | |
| 15,000 | | | Sabine Pass Liquefaction LLC, 4.200%, 03/15/2028 | | | | | 14,441 | | | | | | 0.0 | | |
| 16,000 | | | Sabine Pass Liquefaction LLC, 5.000%, 03/15/2027 | | | | | 16,071 | | | | | | 0.0 | | |
| 116,000 (2) | | | Santos Finance Ltd., 3.649%, 04/29/2031 | | | | | 98,517 | | | | | | 0.1 | | |
| 19,000 (2) | | | Schlumberger Holdings Corp., 3.750%, 05/01/2024 | | | | | 18,933 | | | | | | 0.0 | | |
| 63,000 | | | Shell International Finance BV, 3.875%, 11/13/2028 | | | | | 62,215 | | | | | | 0.0 | | |
| 32,000 | | | Shell International Finance BV, 4.125%, 05/11/2035 | | | | | 30,523 | | | | | | 0.0 | | |
| 17,000 | | | Targa Resources Corp., 5.200%, 07/01/2027 | | | | | 17,088 | | | | | | 0.0 | | |
| 23,000 | | | Targa Resources Corp., 6.250%, 07/01/2052 | | | | | 23,113 | | | | | | 0.0 | | |
| 34,000 | | | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 5.000%, 01/15/2028 | | | | | 32,419 | | | | | | 0.0 | | |
| 7,000 | | | Transcontinental Gas Pipe Line Co. LLC, 3.250%, 05/15/2030 | | | | | 6,294 | | | | | | 0.0 | | |
| 30,000 | | | Williams Cos, Inc./The, 4.000%, 09/15/2025 | | | | | 29,567 | | | | | | 0.0 | | |
| 19,000 | | | Williams Cos, Inc./The, 5.400%, 03/04/2044 | | | | | 18,145 | | | | | | 0.0 | | |
| | | | | | | | | 2,499,740 | | | | | | 0.8 | | |
| | | | Financial: 3.3% | | ||||||||||||
| 6,000 | | | Alleghany Corp., 3.250%, 08/15/2051 | | | | | 4,372 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2022 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Financial (continued) | | ||||||||||||
| 23,000 | | | Alleghany Corp., 3.625%, 05/15/2030 | | | | $ | 21,545 | | | | | | 0.0 | | |
| 54,000 | | | American Campus Communities Operating Partnership L.P., 2.250%, 01/15/2029 | | | | | 50,050 | | | | | | 0.0 | | |
| 206,000 | | | American Homes 4 Rent L.P., 2.375%, 07/15/2031 | | | | | 164,487 | | | | | | 0.1 | | |
| 28,000 | | | American Homes 4 Rent L.P., 3.625%, 04/15/2032 | | | | | 24,578 | | | | | | 0.0 | | |
| 25,000 | | | American Homes 4 Rent L.P., 4.300%, 04/15/2052 | | | | | 20,191 | | | | | | 0.0 | | |
| 12,000 | | | American International Group, Inc., 3.900%, 04/01/2026 | | | | | 11,778 | | | | | | 0.0 | | |
| 27,000 (2) | | | Antares Holdings L.P., 2.750%, 01/15/2027 | | | | | 21,586 | | | | | | 0.0 | | |
| 8,000 (2) | | | Antares Holdings L.P., 3.750%, 07/15/2027 | | | | | 6,733 | | | | | | 0.0 | | |
| 50,000 | | | Assurant, Inc., 3.700%, 02/22/2030 | | | | | 44,515 | | | | | | 0.0 | | |
| 12,000 (2) | | | Athene Global Funding, 2.950%, 11/12/2026 | | | | | 11,038 | | | | | | 0.0 | | |
| 21,000 (2) | | | Aviation Capital Group LLC, 1.950%, 09/20/2026 | | | | | 17,861 | | | | | | 0.0 | | |
| 8,000 (2) | | | Aviation Capital Group LLC, 3.875%, 05/01/2023 | | | | | 7,934 | | | | | | 0.0 | | |
| 6,000 (2) | | | Aviation Capital Group LLC, 4.375%, 01/30/2024 | | | | | 5,896 | | | | | | 0.0 | | |
| 32,000 (2) | | | Aviation Capital Group LLC, 5.500%, 12/15/2024 | | | | | 31,747 | | | | | | 0.0 | | |
| 14,000 (2) | | | Avolon Holdings Funding Ltd., 2.125%, 02/21/2026 | | | | | 12,120 | | | | | | 0.0 | | |
| 25,000 (2) | | | Avolon Holdings Funding Ltd., 2.528%, 11/18/2027 | | | | | 20,400 | | | | | | 0.0 | | |
| 16,000 (2) | | | Avolon Holdings Funding Ltd., 2.750%, 02/21/2028 | | | | | 13,063 | | | | | | 0.0 | | |
| 9,000 (2) | | | Avolon Holdings Funding Ltd., 2.875%, 02/15/2025 | | | | | 8,289 | | | | | | 0.0 | | |
| 40,000 (2) | | | Avolon Holdings Funding Ltd., 4.250%, 04/15/2026 | | | | | 37,093 | | | | | | 0.0 | | |
| 200,000 | | | Banco Santander SA, 2.746%, 05/28/2025 | | | | | 189,659 | | | | | | 0.1 | | |
| 63,000 (4) | | | Bank of America Corp., 0.981%, 09/25/2025 | | | | | 58,352 | | | | | | 0.0 | | |
| 36,000 (4) | | | Bank of America Corp., 1.197%, 10/24/2026 | | | | | 32,265 | | | | | | 0.0 | | |
| 248,000 (4) | | | Bank of America Corp., 1.734%, 07/22/2027 | | | | | 220,872 | | | | | | 0.1 | | |
| 57,000 (4) | | | Bank of America Corp., 1.898%, 07/23/2031 | | | | | 45,606 | | | | | | 0.0 | | |
| 65,000 (4) | | | Bank of America Corp., 2.087%, 06/14/2029 | | | | | 55,724 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Financial (continued) | | ||||||||||||
| 42,000 (4) | | | Bank of America Corp., 2.572%, 10/20/2032 | | | | $ | 34,686 | | | | | | 0.0 | | |
| 41,000 (4) | | | Bank of America Corp., 2.676%, 06/19/2041 | | | | | 29,560 | | | | | | 0.0 | | |
| 333,000 (4) | | | Bank of America Corp., 2.687%, 04/22/2032 | | | | | 279,856 | | | | | | 0.1 | | |
| 60,000 (4) | | | Bank of America Corp., 3.593%, 07/21/2028 | | | | | 56,643 | | | | | | 0.0 | | |
| 132,000 (4) | | | Bank of America Corp., 3.846%, 03/08/2037 | | | | | 114,243 | | | | | | 0.1 | | |
| 20,000 | | | Bank of America Corp., 3.950%, 04/21/2025 | | | | | 19,752 | | | | | | 0.0 | | |
| 18,000 (4) | | | Bank of America Corp., 3.970%, 03/05/2029 | | | | | 17,183 | | | | | | 0.0 | | |
| 40,000 (4) | | | Bank of America Corp., 4.078%, 04/23/2040 | | | | | 35,244 | | | | | | 0.0 | | |
| 13,000 (4) | | | Bank of America Corp., 4.083%, 03/20/2051 | | | | | 11,236 | | | | | | 0.0 | | |
| 79,000 | | | Bank of America Corp., 4.125%, 01/22/2024 | | | | | 79,910 | | | | | | 0.0 | | |
| 103,000 | | | Bank of America Corp., 4.183%, 11/25/2027 | | | | | 100,196 | | | | | | 0.1 | | |
| 69,000 (4) | | | Bank of America Corp., 4.271%, 07/23/2029 | | | | | 66,374 | | | | | | 0.0 | | |
| 21,000 (4) | | | Bank of America Corp., 4.571%, 04/27/2033 | | | | | 20,462 | | | | | | 0.0 | | |
| 92,000 (4) | | | Bank of America Corp., 6.125%, 12/31/2199 | | | | | 88,952 | | | | | | 0.0 | | |
| 46,000 (4) | | | Bank of Montreal, 3.803%, 12/15/2032 | | | | | 42,675 | | | | | | 0.0 | | |
| 99,000 (4) | | | Bank of New York Mellon Corp./The, 4.289%, 06/13/2033 | | | | | 96,962 | | | | | | 0.1 | | |
| 23,000 | | | Bank of Nova Scotia/The, 1.950%, 02/02/2027 | | | | | 20,766 | | | | | | 0.0 | | |
| 25,000 | | | Bank of Nova Scotia/The, 2.200%, 02/03/2025 | | | | | 23,953 | | | | | | 0.0 | | |
| 21,000 | | | Bank of Nova Scotia/The, 2.700%, 08/03/2026 | | | | | 19,806 | | | | | | 0.0 | | |
| 140,000 (4) | | | Bank of Nova Scotia/The, 4.588%, 05/04/2037 | | | | | 128,879 | | | | | | 0.1 | | |
| 34,000 (4) | | | Bank of Nova Scotia/The, 4.900%, 12/31/2199 | | | | | 31,610 | | | | | | 0.0 | | |
| 11,000 | | | Berkshire Hathaway Finance Corp., 2.850%, 10/15/2050 | | | | | 7,935 | | | | | | 0.0 | | |
| 21,000 (2) | | | Blackstone Holdings Finance Co. LLC, 1.625%, 08/05/2028 | | | | | 17,763 | | | | | | 0.0 | | |
| 55,000 (2) | | | Blackstone Holdings Finance Co. LLC, 2.000%, 01/30/2032 | | | | | 43,763 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2022 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Financial (continued) | | ||||||||||||
| 41,000 (2) | | | Blackstone Holdings Finance Co. LLC, 2.850%, 08/05/2051 | | | | $ | 28,013 | | | | | | 0.0 | | |
| 59,000 (2) | | | Blackstone Holdings Finance Co. LLC, 3.200%, 01/30/2052 | | | | | 43,067 | | | | | | 0.0 | | |
| 20,000 (2) | | | Blackstone Private Credit Fund, 4.000%, 01/15/2029 | | | | | 16,409 | | | | | | 0.0 | | |
| 200,000 (2)(4) | | | BNP Paribas SA, 2.219%, 06/09/2026 | | | | | 184,910 | | | | | | 0.1 | | |
| 250,000 (2)(4) | | | BPCE SA, 2.277%, 01/20/2032 | | | | | 198,018 | | | | | | 0.1 | | |
| 206,000 (2) | | | BPCE SA, 5.700%, 10/22/2023 | | | | | 209,154 | | | | | | 0.1 | | |
| 35,000 | | | Canadian Imperial Bank of Commerce, 2.250%, 01/28/2025 | | | | | 33,581 | | | | | | 0.0 | | |
| 24,000 | | | Canadian Imperial Bank of Commerce, 3.600%, 04/07/2032 | | | | | 21,812 | | | | | | 0.0 | | |
| 45,000 (4) | | | Capital One Financial Corp., 1.878%, 11/02/2027 | | | | | 39,505 | | | | | | 0.0 | | |
| 37,000 (4) | | | Capital One Financial Corp., 3.273%, 03/01/2030 | | | | | 32,776 | | | | | | 0.0 | | |
| 8,000 | | | Capital One Financial Corp., 3.650%, 05/11/2027 | | | | | 7,627 | | | | | | 0.0 | | |
| 27,000 (4) | | | Capital One Financial Corp., 4.927%, 05/10/2028 | | | | | 26,762 | | | | | | 0.0 | | |
| 30,000 (4) | | | Capital One Financial Corp., 5.268%, 05/10/2033 | | | | | 29,495 | | | | | | 0.0 | | |
| 30,000 | | | CBRE Services, Inc., 2.500%, 04/01/2031 | | | | | 24,439 | | | | | | 0.0 | | |
| 28,000 | | | CI Financial Corp., 4.100%, 06/15/2051 | | | | | 18,186 | | | | | | 0.0 | | |
| 221,000 (4) | | | Citigroup, Inc., 1.462%, 06/09/2027 | | | | | 195,771 | | | | | | 0.1 | | |
| 17,000 (4) | | | Citigroup, Inc., 2.904%, 11/03/2042 | | | | | 12,338 | | | | | | 0.0 | | |
| 45,000 | | | Citigroup, Inc., 5.500%, 09/13/2025 | | | | | 46,304 | | | | | | 0.0 | | |
| 260,000 | | | Cooperatieve Rabobank UA, 4.375%, 08/04/2025 | | | | | 258,209 | | | | | | 0.1 | | |
| 102,000 (2) | | | Corebridge Financial, Inc., 3.850%, 04/05/2029 | | | | | 94,355 | | | | | | 0.0 | | |
| 136,000 (2) | | | Corebridge Financial, Inc., 3.900%, 04/05/2032 | | | | | 122,143 | | | | | | 0.1 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Financial (continued) | | ||||||||||||
| 17,000 (2) | | | Corebridge Financial, Inc., 4.350%, 04/05/2042 | | | | $ | 14,530 | | | | | | 0.0 | | |
| 17,000 (2) | | | Corebridge Financial, Inc., 4.400%, 04/05/2052 | | | | | 14,212 | | | | | | 0.0 | | |
| 250,000 (2)(4) | | | Credit Suisse Group AG, 2.193%, 06/05/2026 | | | | | 226,925 | | | | | | 0.1 | | |
| 30,000 | | | CubeSmart L.P., 2.250%, 12/15/2028 | | | | | 25,660 | | | | | | 0.0 | | |
| 33,000 (2) | | | Empower Finance 2020 L.P., 1.357%, 09/17/2027 | | | | | 28,428 | | | | | | 0.0 | | |
| 50,000 | | | Essex Portfolio L.P., 3.250%, 05/01/2023 | | | | | 49,825 | | | | | | 0.0 | | |
| 43,000 (4) | | | Goldman Sachs Group, Inc., 1.542%, 09/10/2027 | | | | | 37,776 | | | | | | 0.0 | | |
| 35,000 | | | Goldman Sachs Group, Inc., 4.250%, 10/21/2025 | | | | | 34,786 | | | | | | 0.0 | | |
| 46,000 | | | Goldman Sachs Group, Inc., 5.150%, 05/22/2045 | | | | | 43,786 | | | | | | 0.0 | | |
| 15,000 | | | Goldman Sachs Group, Inc., 6.750%, 10/01/2037 | | | | | 16,637 | | | | | | 0.0 | | |
| 74,000 (2) | | | Hartford Financial Services Group, Inc./The, 3.536%, (US0003M + 2.125)%, 02/12/2067 | | | | | 58,591 | | | | | | 0.0 | | |
| 7,000 | | | Hartford Financial Services Group, Inc./The, 5.950%, 10/15/2036 | | | | | 7,643 | | | | | | 0.0 | | |
| 400,000 (4) | | | HSBC Holdings PLC, 2.099%, 06/04/2026 | | | | | 369,989 | | | | | | 0.1 | | |
| 400,000 (4) | | | HSBC Holdings PLC, 2.633%, 11/07/2025 | | | | | 381,861 | | | | | | 0.1 | | |
| 25,000 (4) | | | Huntington Bancshares, Inc./OH, 5.023%, 05/17/2033 | | | | | 24,950 | | | | | | 0.0 | | |
| 29,000 | | | Intercontinental Exchange, Inc., 2.100%, 06/15/2030 | | | | | 24,352 | | | | | | 0.0 | | |
| 24,000 | | | Intercontinental Exchange, Inc., 2.650%, 09/15/2040 | | | | | 17,526 | | | | | | 0.0 | | |
| 83,000 | | | Intercontinental Exchange, Inc., 4.600%, 03/15/2033 | | | | | 82,916 | | | | | | 0.0 | | |
| 58,000 | | | Intercontinental Exchange, Inc., 4.950%, 06/15/2052 | | | | | 57,461 | | | | | | 0.0 | | |
| 39,000 | | | Invitation Homes Operating Partnership L.P., 2.300%, 11/15/2028 | | | | | 32,839 | | | | | | 0.0 | | |
| 55,000 (4) | | | JPMorgan Chase & Co., 0.969%, 06/23/2025 | | | | | 51,463 | | | | | | 0.0 | | |
| 137,000 (4) | | | JPMorgan Chase & Co., 1.040%, 02/04/2027 | | | | | 121,388 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of June 30, 2022 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Financial (continued) | | ||||||||||||
| 65,000 (4) | | | JPMorgan Chase & Co., 1.470%, 09/22/2027 | | | | $ | 57,055 | | | | | | 0.0 | | |
| 39,000 (4) | | | JPMorgan Chase & Co., 2.069%, 06/01/2029 | | | | | 33,576 | | | | | | 0.0 | | |
| 33,000 (4) | | | JPMorgan Chase & Co., 2.182%, 06/01/2028 | | | | | 29,366 | | | | | | 0.0 | | |
| 19,000 (4) | | | JPMorgan Chase & Co., 2.525%, 11/19/2041 | | | | | 13,622 | | | | | | 0.0 | | |
| 168,000 (4) | | | JPMorgan Chase & Co., 2.545%, 11/08/2032 | | | | | 139,752 | | | | | | 0.1 | | |
| 44,000 (4) | | | JPMorgan Chase & Co., 2.580%, 04/22/2032 | | | | | 37,060 | | | | | | 0.0 | | |
| 57,000 (4) | | | JPMorgan Chase & Co., 2.595%, 02/24/2026 | | | | | 54,243 | | | | | | 0.0 | | |
| 57,000 (4) | | | JPMorgan Chase & Co., 2.947%, 02/24/2028 | | | | | 52,855 | | | | | | 0.0 | | |
| 211,000 (4) | | | JPMorgan Chase & Co., 3.157%, 04/22/2042 | | | | | 164,239 | | | | | | 0.1 | | |
| 31,000 (4) | | | JPMorgan Chase & Co., 3.328%, 04/22/2052 | | | | | 23,639 | | | | | | 0.0 | | |
| 70,000 (4) | | | JPMorgan Chase & Co., 3.797%, 07/23/2024 | | | | | 69,779 | | | | | | 0.0 | | |
| 104,000 (4) | | | JPMorgan Chase & Co., 4.565%, 06/14/2030 | | | | | 102,194 | | | | | | 0.1 | | |
| 28,000 | | | Kilroy Realty L.P., 2.650%, 11/15/2033 | | | | | 21,706 | | | | | | 0.0 | | |
| 11,000 | | | Kite Realty Group L.P., 4.000%, 10/01/2026 | | | | | 10,536 | | | | | | 0.0 | | |
| 50,000 (2) | | | Liberty Mutual Group, Inc., 5.500%, 06/15/2052 | | | | | 47,437 | | | | | | 0.0 | | |
| 61,000 | | | Main Street Capital Corp., 3.000%, 07/14/2026 | | | | | 53,307 | | | | | | 0.0 | | |
| 30,000 | | | Main Street Capital Corp., 5.200%, 05/01/2024 | | | | | 29,931 | | | | | | 0.0 | | |
| 200,000 | | | Mizuho Financial Group Cayman 2 Ltd., 4.200%, 07/18/2022 | | | | | 200,136 | | | | | | 0.1 | | |
| 32,000 (4) | | | Morgan Stanley, 1.512%, 07/20/2027 | | | | | 28,122 | | | | | | 0.0 | | |
| 103,000 (4) | | | Morgan Stanley, 1.593%, 05/04/2027 | | | | | 91,608 | | | | | | 0.0 | | |
| 22,000 (4) | | | Morgan Stanley, 1.794%, 02/13/2032 | | | | | 17,327 | | | | | | 0.0 | | |
| 234,000 (4) | | | Morgan Stanley, 2.188%, 04/28/2026 | | | | | 219,360 | | | | | | 0.1 | | |
| 140,000 (4) | | | Morgan Stanley, 2.239%, 07/21/2032 | | | | | 113,564 | | | | | | 0.1 | | |
| 18,000 (4) | | | Morgan Stanley, 2.475%, 01/21/2028 | | | | | 16,377 | | | | | | 0.0 | | |
| 46,000 (4) | | | Morgan Stanley, 2.511%, 10/20/2032 | | | | | 38,062 | | | | | | 0.0 | | |
| 86,000 (4) | | | Morgan Stanley, 2.630%, 02/18/2026 | | | | | 82,156 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Financial (continued) | | ||||||||||||
| 32,000 (4) | | | Morgan Stanley, 2.802%, 01/25/2052 | | | | $ | 22,283 | | | | | | 0.0 | | |
| 45,000 (4) | | | Morgan Stanley, 3.737%, 04/24/2024 | | | | | 44,862 | | | | | | 0.0 | | |
| 112,000 | | | Morgan Stanley, 3.875%, 01/27/2026 | | | | | 110,482 | | | | | | 0.1 | | |
| 100,000 | | | Morgan Stanley, 4.000%, 07/23/2025 | | | | | 100,060 | | | | | | 0.1 | | |
| 40,000 (4) | | | Morgan Stanley, 4.457%, 04/22/2039 | | | | | 37,323 | | | | | | 0.0 | | |
| 145,000 (4) | | | Morgan Stanley, 5.297%, 04/20/2037 | | | | | 140,572 | | | | | | 0.1 | | |
| 200,000 (4) | | | NatWest Group PLC, 3.073%, 05/22/2028 | | | | | 181,972 | | | | | | 0.1 | | |
| 43,000 (2) | | | Northwestern Mutual Global Funding, 1.700%, 06/01/2028 | | | | | 37,988 | | | | | | 0.0 | | |
| 28,000 (2) | | | Northwestern Mutual Life Insurance Co/The, 3.625%, 09/30/2059 | | | | | 20,904 | | | | | | 0.0 | | |
| 38,000 | | | Old Republic International Corp., 3.850%, 06/11/2051 | | | | | 28,764 | | | | | | 0.0 | | |
| 150,000 | | | ORIX Corp., 3.250%, 12/04/2024 | | | | | 147,720 | | | | | | 0.1 | | |
| 106,000 (4) | | | PartnerRe Finance B LLC, 4.500%, 10/01/2050 | | | | | 88,650 | | | | | | 0.0 | | |
| 19,000 | | | Piedmont Operating Partnership L.P., 2.750%, 04/01/2032 | | | | | 14,700 | | | | | | 0.0 | | |
| 30,000 | | | Piedmont Operating Partnership L.P., 4.450%, 03/15/2024 | | | | | 30,116 | | | | | | 0.0 | | |
| 15,000 | | | Public Storage, 1.950%, 11/09/2028 | | | | | 12,984 | | | | | | 0.0 | | |
| 8,000 | | | Realty Income Corp., 3.950%, 08/15/2027 | | | | | 7,812 | | | | | | 0.0 | | |
| 27,000 | | | Realty Income Corp., 4.875%, 06/01/2026 | | | | | 27,570 | | | | | | 0.0 | | |
| 22,000 | | | Sabra Health Care L.P., 3.200%, 12/01/2031 | | | | | 17,484 | | | | | | 0.0 | | |
| 23,000 (4) | | | Santander Holdings USA, Inc., 2.490%, 01/06/2028 | | | | | 20,318 | | | | | | 0.0 | | |
| 27,000 | | | Simon Property Group L.P., 1.750%, 02/01/2028 | | | | | 23,036 | | | | | | 0.0 | | |
| 200,000 (2)(4) | | | Societe Generale SA, 2.797%, 01/19/2028 | | | | | 178,757 | | | | | | 0.1 | | |
| 37,000 (4) | | | State Street Corp., 2.623%, 02/07/2033 | | | | | 31,596 | | | | | | 0.0 | | |
| 8,000 | | | Sumitomo Mitsui Financial Group, Inc., 3.010%, 10/19/2026 | | | | | 7,553 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2022 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Financial (continued) | | ||||||||||||
| 31,000 (2) | | | Sumitomo Mitsui Trust Bank Ltd., 2.800%, 03/10/2027 | | | | $ | 29,095 | | | | | | 0.0 | | |
| 50,000 | | | Sun Communities Operating L.P., 4.200%, 04/15/2032 | | | | | 45,522 | | | | | | 0.0 | | |
| 23,000 (2) | | | Swiss Re Treasury US Corp., 4.250%, 12/06/2042 | | | | | 21,325 | | | | | | 0.0 | | |
| 25,000 (2) | | | Teachers Insurance & Annuity Association of America, 3.300%, 05/15/2050 | | | | | 19,129 | | | | | | 0.0 | | |
| 20,000 | | | Toronto-Dominion Bank/The, 2.800%, 03/10/2027 | | | | | 18,729 | | | | | | 0.0 | | |
| 45,000 | | | Toronto-Dominion Bank/The, 4.456%, 06/08/2032 | | | | | 44,539 | | | | | | 0.0 | | |
| 35,000 (4) | | | Truist Financial Corp., 1.267%, 03/02/2027 | | | | | 31,410 | | | | | | 0.0 | | |
| 38,000 (4) | | | Truist Financial Corp., 5.100%, 12/31/2199 | | | | | 34,580 | | | | | | 0.0 | | |
| 200,000 (2)(4) | | | UBS Group AG, 2.095%, 02/11/2032 | | | | | 158,999 | | | | | | 0.1 | | |
| 200,000 (2)(4) | | | UBS Group AG, 2.746%, 02/11/2033 | | | | | 162,947 | | | | | | 0.1 | | |
| 7,000 | | | Ventas Realty L.P., 5.700%, 09/30/2043 | | | | | 7,139 | | | | | | 0.0 | | |
| 50,000 | | | Visa, Inc., 4.300%, 12/14/2045 | | | | | 49,470 | | | | | | 0.0 | | |
| 36,000 (4) | | | Wells Fargo & Co., 2.393%, 06/02/2028 | | | | | 32,268 | | | | | | 0.0 | | |
| 101,000 (4) | | | Wells Fargo & Co., 2.406%, 10/30/2025 | | | | | 96,264 | | | | | | 0.0 | | |
| 21,000 (4) | | | Wells Fargo & Co., 3.068%, 04/30/2041 | | | | | 16,294 | | | | | | 0.0 | | |
| 120,000 | | | Wells Fargo & Co., 3.750%, 01/24/2024 | | | | | 120,375 | | | | | | 0.1 | | |
| 57,000 (4) | | | Wells Fargo & Co., 4.611%, 04/25/2053 | | | | | 52,844 | | | | | | 0.0 | | |
| 28,000 | | | Wells Fargo & Co., 4.750%, 12/07/2046 | | | | | 25,697 | | | | | | 0.0 | | |
| 23,000 | | | Westpac Banking Corp., 1.953%, 11/20/2028 | | | | | 20,090 | | | | | | 0.0 | | |
| 24,000 | | | XLIT Ltd., 5.500%, 03/31/2045 | | | | | 24,927 | | | | | | 0.0 | | |
| | | | | | | | | 9,984,739 | | | | | | 3.3 | | |
| | | | Industrial: 0.4% | | ||||||||||||
| 38,000 | | | Amcor Flexibles North America, Inc., 4.000%, 05/17/2025 | | | | | 37,622 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Industrial (continued) | | ||||||||||||
| 39,000 | | | Avnet, Inc., 5.500%, 06/01/2032 | | | | $ | 38,319 | | | | | | 0.0 | | |
| 27,000 | | | Berry Global, Inc., 0.950%, 02/15/2024 | | | | | 25,591 | | | | | | 0.0 | | |
| 40,000 | | | Berry Global, Inc., 1.650%, 01/15/2027 | | | | | 35,046 | | | | | | 0.0 | | |
| 22,000 | | | Boeing Co/The, 3.250%, 02/01/2028 | | | | | 19,681 | | | | | | 0.0 | | |
| 46,000 | | | Boeing Co/The, 3.250%, 02/01/2035 | | | | | 34,867 | | | | | | 0.0 | | |
| 9,000 (3) | | | Boeing Co/The, 3.625%, 02/01/2031 | | | | | 7,777 | | | | | | 0.0 | | |
| 9,000 | | | Boeing Co/The, 3.850%, 11/01/2048 | | | | | 6,391 | | | | | | 0.0 | | |
| 35,000 | | | Boeing Co/The, 4.875%, 05/01/2025 | | | | | 34,919 | | | | | | 0.0 | | |
| 42,000 | | | Boeing Co/The, 5.150%, 05/01/2030 | | | | | 40,350 | | | | | | 0.0 | | |
| 27,000 | | | Boeing Co/The, 5.805%, 05/01/2050 | | | | | 24,848 | | | | | | 0.0 | | |
| 45,000 | | | Burlington Northern Santa Fe LLC, 3.900%, 08/01/2046 | | | | | 40,066 | | | | | | 0.0 | | |
| 75,000 | | | Burlington Northern Santa Fe LLC, 4.450%, 01/15/2053 | | | | | 72,682 | | | | | | 0.1 | | |
| 47,000 | | | FedEx Corp., 3.900%, 02/01/2035 | | | | | 41,935 | | | | | | 0.0 | | |
| 25,000 | | | Fortune Brands Home & Security, Inc., 4.000%, 03/25/2032 | | | | | 22,139 | | | | | | 0.0 | | |
| 18,000 | | | GE Capital Funding LLC, 4.400%, 05/15/2030 | | | | | 17,002 | | | | | | 0.0 | | |
| 55,000 | | | John Deere Capital Corp., 3.350%, 04/18/2029 | | | | | 52,799 | | | | | | 0.0 | | |
| 200,000 (2) | | | Misc Capital Two Labuan Ltd., 3.750%, 04/06/2027 | | | | | 188,065 | | | | | | 0.1 | | |
| 13,000 | | | Norfolk Southern Corp., 4.100%, 05/15/2121 | | | | | 9,809 | | | | | | 0.0 | | |
| 68,000 | | | Parker-Hannifin Corp., 4.500%, 09/15/2029 | | | | | 67,719 | | | | | | 0.1 | | |
| 24,000 (2) | | | Penske Truck Leasing Co. Lp / PTL Finance Corp., 1.200%, 11/15/2025 | | | | | 21,455 | | | | | | 0.0 | | |
| 40,000 (2) | | | Penske Truck Leasing Co. Lp / PTL Finance Corp., 1.700%, 06/15/2026 | | | | | 35,706 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2022 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Industrial (continued) | | ||||||||||||
| 2,000 | | | Raytheon Technologies Corp., 3.650%, 08/16/2023 | | | | $ | 1,999 | | | | | | 0.0 | | |
| 34,000 | | | Raytheon Technologies Corp., 4.450%, 11/16/2038 | | | | | 32,490 | | | | | | 0.0 | | |
| 51,000 | | | Raytheon Technologies Corp., 4.500%, 06/01/2042 | | | | | 48,724 | | | | | | 0.0 | | |
| 30,000 (2) | | | Sealed Air Corp., 1.573%, 10/15/2026 | | | | | 26,126 | | | | | | 0.0 | | |
| 44,000 | | | Sonoco Products Co., 2.250%, 02/01/2027 | | | | | 39,612 | | | | | | 0.0 | | |
| 15,000 (2) | | | TD SYNNEX Corp., 1.750%, 08/09/2026 | | | | | 13,235 | | | | | | 0.0 | | |
| 97,000 | | | Teledyne Technologies, Inc., 1.600%, 04/01/2026 | | | | | 87,448 | | | | | | 0.1 | | |
| 76,000 | | | Union Pacific Corp., 3.500%, 02/14/2053 | | | | | 62,089 | | | | | | 0.0 | | |
| | | | | | | | | 1,186,511 | | | | | | 0.4 | | |
| | | | Technology: 0.6% | | ||||||||||||
| 45,000 | | | Advanced Micro Devices, Inc., 3.924%, 06/01/2032 | | | | | 44,335 | | | | | | 0.0 | | |
| 41,000 | | | Advanced Micro Devices, Inc., 4.393%, 06/01/2052 | | | | | 39,976 | | | | | | 0.0 | | |
| 115,000 | | | Apple, Inc., 2.650%, 02/08/2051 | | | | | 85,022 | | | | | | 0.1 | | |
| 110,000 | | | Apple, Inc., 2.800%, 02/08/2061 | | | | | 79,130 | | | | | | 0.1 | | |
| 25,000 | | | Apple, Inc., 2.850%, 08/05/2061 | | | | | 18,179 | | | | | | 0.0 | | |
| 70,000 | | | Apple, Inc., 3.750%, 09/12/2047 | | | | | 63,291 | | | | | | 0.0 | | |
| 13,000 | | | Apple, Inc., 4.500%, 02/23/2036 | | | | | 13,573 | | | | | | 0.0 | | |
| 27,000 | | | Citrix Systems, Inc., 1.250%, 03/01/2026 | | | | | 26,156 | | | | | | 0.0 | | |
| 6,000 | | | Citrix Systems, Inc., 3.300%, 03/01/2030 | | | | | 5,858 | | | | | | 0.0 | | |
| 25,000 | | | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | | | | | 25,995 | | | | | | 0.0 | | |
| 20,000 | | | DXC Technology Co., 1.800%, 09/15/2026 | | | | | 17,988 | | | | | | 0.0 | | |
| 20,000 | | | DXC Technology Co., 2.375%, 09/15/2028 | | | | | 17,230 | | | | | | 0.0 | | |
| 20,000 | | | Fiserv, Inc., 2.750%, 07/01/2024 | | | | | 19,529 | | | | | | 0.0 | | |
| 27,000 | | | Fiserv, Inc., 3.500%, 07/01/2029 | | | | | 24,652 | | | | | | 0.0 | | |
| 28,000 | | | HP, Inc., 2.650%, 06/17/2031 | | | | | 22,524 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Technology (continued) | | ||||||||||||
| 81,000 | | | HP, Inc., 4.000%, 04/15/2029 | | | | $ | 75,960 | | | | | | 0.1 | | |
| 45,000 | | | HP, Inc., 4.050%, 09/15/2022 | | | | | 45,183 | | | | | | 0.0 | | |
| 27,000 | | | HP, Inc., 4.750%, 01/15/2028 | | | | | 26,706 | | | | | | 0.0 | | |
| 15,000 (2) | | | Infor, Inc., 1.450%, 07/15/2023 | | | | | 14,600 | | | | | | 0.0 | | |
| 18,000 | | | Intel Corp., 3.100%, 02/15/2060 | | | | | 12,891 | | | | | | 0.0 | | |
| 24,000 | | | Intel Corp., 3.200%, 08/12/2061 | | | | | 17,592 | | | | | | 0.0 | | |
| 30,000 | | | Intel Corp., 3.250%, 11/15/2049 | | | | | 23,381 | | | | | | 0.0 | | |
| 75,000 | | | Intel Corp., 4.600%, 03/25/2040 | | | | | 73,370 | | | | | | 0.0 | | |
| 48,000 | | | KLA Corp., 4.950%, 07/15/2052 | | | | | 48,348 | | | | | | 0.0 | | |
| 32,000 | | | KLA Corp., 5.250%, 07/15/2062 | | | | | 33,037 | | | | | | 0.0 | | |
| 21,000 (2) | | | Kyndryl Holdings, Inc., 2.050%, 10/15/2026 | | | | | 17,693 | | | | | | 0.0 | | |
| 54,000 (2) | | | Kyndryl Holdings, Inc., 2.700%, 10/15/2028 | | | | | 43,059 | | | | | | 0.0 | | |
| 23,000 (2) | | | Kyndryl Holdings, Inc., 3.150%, 10/15/2031 | | | | | 17,052 | | | | | | 0.0 | | |
| 37,000 | | | Microchip Technology, Inc., 2.670%, 09/01/2023 | | | | | 36,400 | | | | | | 0.0 | | |
| 93,000 | | | Microsoft Corp., 2.921%, 03/17/2052 | | | | | 73,509 | | | | | | 0.0 | | |
| 31,000 | | | NXP BV / NXP Funding LLC, 5.350%, 03/01/2026 | | | | | 31,624 | | | | | | 0.0 | | |
| 20,000 | | | NXP BV / NXP Funding LLC / NXP USA, Inc., 3.250%, 11/30/2051 | | | | | 13,891 | | | | | | 0.0 | | |
| 18,000 | | | NXP BV / NXP Funding LLC / NXP USA, Inc., 3.400%, 05/01/2030 | | | | | 15,896 | | | | | | 0.0 | | |
| 100,000 | | | NXP BV / NXP Funding LLC / NXP USA, Inc., 4.300%, 06/18/2029 | | | | | 95,500 | | | | | | 0.1 | | |
| 70,000 | | | Oracle Corp., 2.300%, 03/25/2028 | | | | | 60,294 | | | | | | 0.0 | | |
| 9,000 | | | Oracle Corp., 3.600%, 04/01/2050 | | | | | 6,269 | | | | | | 0.0 | | |
| 74,000 | | | Oracle Corp., 3.650%, 03/25/2041 | | | | | 55,259 | | | | | | 0.0 | | |
| 6,000 | | | Oracle Corp., 3.850%, 07/15/2036 | | | | | 4,829 | | | | | | 0.0 | | |
| 52,000 | | | Oracle Corp., 3.950%, 03/25/2051 | | | | | 38,273 | | | | | | 0.0 | | |
| 139,000 | | | Oracle Corp., 4.300%, 07/08/2034 | | | | | 121,461 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of June 30, 2022 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Technology (continued) | | ||||||||||||
| 17,000 | | | Roper Technologies, Inc., 1.400%, 09/15/2027 | | | | $ | 14,577 | | | | | | 0.0 | | |
| 81,000 | | | Salesforce, Inc., 2.700%, 07/15/2041 | | | | | 62,755 | | | | | | 0.0 | | |
| 30,000 | | | Take-Two Interactive Software, Inc., 4.000%, 04/14/2032 | | | | | 28,196 | | | | | | 0.0 | | |
| 180,000 | | | VMware, Inc., 1.400%, 08/15/2026 | | | | | 159,374 | | | | | | 0.1 | | |
| 20,000 | | | VMware, Inc., 1.800%, 08/15/2028 | | | | | 16,629 | | | | | | 0.0 | | |
| 21,000 | | | Workday, Inc., 3.500%, 04/01/2027 | | | | | 20,099 | | | | | | 0.0 | | |
| | | | | | | | | 1,807,145 | | | | | | 0.6 | | |
| | | | Utilities: 1.3% | | ||||||||||||
| 152,000 | | | AEP Texas, Inc., 3.450%, 01/15/2050 | | | | | 118,902 | | | | | | 0.1 | | |
| 32,000 (2) | | | AEP Texas, Inc., 3.850%, 10/01/2025 | | | | | 31,803 | | | | | | 0.0 | | |
| 21,000 | | | AES Corp./The, 1.375%, 01/15/2026 | | | | | 18,545 | | | | | | 0.0 | | |
| 14,000 (2) | | | AES Corp./The, 3.950%, 07/15/2030 | | | | | 12,668 | | | | | | 0.0 | | |
| 20,000 | | | Alabama Power Co., 3.450%, 10/01/2049 | | | | | 15,865 | | | | | | 0.0 | | |
| 38,000 (2) | | | Alliant Energy Finance LLC, 3.600%, 03/01/2032 | | | | | 34,445 | | | | | | 0.0 | | |
| 74,000 (2) | | | Alliant Energy Finance LLC, 3.750%, 06/15/2023 | | | | | 74,082 | | | | | | 0.1 | | |
| 30,000 (4) | | | American Electric Power Co., Inc., 3.875%, 02/15/2062 | | | | | 23,744 | | | | | | 0.0 | | |
| 32,000 (2) | | | American Transmission Systems, Inc., 2.650%, 01/15/2032 | | | | | 27,139 | | | | | | 0.0 | | |
| 28,000 (2) | | | American Transmission Systems, Inc., 5.000%, 09/01/2044 | | | | | 27,038 | | | | | | 0.0 | | |
| 21,000 | | | Appalachian Power Co., 2.700%, 04/01/2031 | | | | | 18,141 | | | | | | 0.0 | | |
| 14,000 | | | Appalachian Power Co., 3.700%, 05/01/2050 | | | | | 11,155 | | | | | | 0.0 | | |
| 55,000 | | | Avangrid, Inc., 3.200%, 04/15/2025 | | | | | 53,535 | | | | | | 0.0 | | |
| 28,000 | | | Baltimore Gas and Electric Co., 2.250%, 06/15/2031 | | | | | 23,865 | | | | | | 0.0 | | |
| 42,000 (2) | | | Berkshire Hathaway Energy Co., 4.600%, 05/01/2053 | | | | | 40,344 | | | | | | 0.0 | | |
| 23,000 | | | Black Hills Corp., 2.500%, 06/15/2030 | | | | | 19,233 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Utilities (continued) | | ||||||||||||
| 13,000 | | | Black Hills Corp., 3.050%, 10/15/2029 | | | | $ | 11,661 | | | | | | 0.0 | | |
| 40,000 | | | Black Hills Corp., 4.250%, 11/30/2023 | | | | | 40,137 | | | | | | 0.0 | | |
| 6,000 | | | Black Hills Corp., 4.350%, 05/01/2033 | | | | | 5,607 | | | | | | 0.0 | | |
| 25,000 | | | CenterPoint Energy Houston Electric LLC, 3.550%, 08/01/2042 | | | | | 21,518 | | | | | | 0.0 | | |
| 39,000 (2) | | | Cleveland Electric Illuminating Co/The, 3.500%, 04/01/2028 | | | | | 36,732 | | | | | | 0.0 | | |
| 26,000 (4) | | | CMS Energy Corp., 3.750%, 12/01/2050 | | | | | 19,940 | | | | | | 0.0 | | |
| 68,000 (4) | | | CMS Energy Corp., 4.750%, 06/01/2050 | | | | | 59,753 | | | | | | 0.0 | | |
| 13,000 | | | Commonwealth Edison Co., 3.750%, 08/15/2047 | | | | | 11,222 | | | | | | 0.0 | | |
| 34,000 | | | Consolidated Edison Co. of New York, Inc., 4.000%, 11/15/2057 | | | | | 28,394 | | | | | | 0.0 | | |
| 12,000 | | | Consolidated Edison Co. of New York, Inc., 5.300%, 03/01/2035 | | | | | 12,491 | | | | | | 0.0 | | |
| 70,000 (4) | | | Dominion Energy, Inc., 4.350%, 12/31/2199 | | | | | 57,925 | | | | | | 0.0 | | |
| 35,000 (4) | | | Dominion Energy, Inc., 4.650%, 12/31/2199 | | | | | 31,277 | | | | | | 0.0 | | |
| 13,000 | | | DTE Electric Co., 2.950%, 03/01/2050 | | | | | 9,950 | | | | | | 0.0 | | |
| 10,000 | | | Duke Energy Carolinas LLC, 2.550%, 04/15/2031 | | | | | 8,756 | | | | | | 0.0 | | |
| 6,000 | | | Duke Energy Carolinas LLC, 3.750%, 06/01/2045 | | | | | 5,037 | | | | | | 0.0 | | |
| 125,000 | | | Duke Energy Carolinas LLC, 4.000%, 09/30/2042 | | | | | 111,264 | | | | | | 0.1 | | |
| 2,000 | | | Duke Energy Carolinas LLC, 4.250%, 12/15/2041 | | | | | 1,847 | | | | | | 0.0 | | |
| 10,000 (4) | | | Duke Energy Corp., 4.875%, 12/31/2199 | | | | | 9,125 | | | | | | 0.0 | | |
| 42,000 | | | Duke Energy Florida LLC, 2.400%, 12/15/2031 | | | | | 35,961 | | | | | | 0.0 | | |
| 8,000 | | | Duke Energy Florida LLC, 4.200%, 07/15/2048 | | | | | 7,310 | | | | | | 0.0 | | |
| 195,000 | | | Duke Energy Indiana LLC, 2.750%, 04/01/2050 | | | | | 138,524 | | | | | | 0.1 | | |
| 30,000 | | | Duke Energy Indiana LLC, 3.250%, 10/01/2049 | | | | | 23,264 | | | | | | 0.0 | | |
| 11,000 | | | Duke Energy Ohio, Inc., 2.125%, 06/01/2030 | | | | | 9,292 | | | | | | 0.0 | | |
| 109,000 | | | Duke Energy Progress LLC, 3.700%, 10/15/2046 | | | | | 92,961 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of June 30, 2022 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Utilities (continued) | | ||||||||||||
| 55,000 | | | Duke Energy Progress LLC, 4.100%, 05/15/2042 | | | | $ | 49,848 | | | | | | 0.0 | | |
| 3,000 | | | Duke Energy Progress LLC, 4.100%, 03/15/2043 | | | | | 2,697 | | | | | | 0.0 | | |
| 2,000 | | | Duke Energy Progress LLC, 4.200%, 08/15/2045 | | | | | 1,822 | | | | | | 0.0 | | |
| 15,000 (2) | | | Duquesne Light Holdings, Inc., 2.532%, 10/01/2030 | | | | | 12,340 | | | | | | 0.0 | | |
| 78,000 | | | Entergy Arkansas LLC, 2.650%, 06/15/2051 | | | | | 54,225 | | | | | | 0.0 | | |
| 34,000 | | | Entergy Arkansas LLC, 4.200%, 04/01/2049 | | | | | 31,412 | | | | | | 0.0 | | |
| 30,000 | | | Entergy Corp., 2.400%, 06/15/2031 | | | | | 24,431 | | | | | | 0.0 | | |
| 11,000 | | | Entergy Corp., 2.800%, 06/15/2030 | | | | | 9,446 | | | | | | 0.0 | | |
| 100,000 | | | Entergy Louisiana LLC, 2.900%, 03/15/2051 | | | | | 72,295 | | | | | | 0.1 | | |
| 9,000 | | | Entergy Louisiana LLC, 4.200%, 04/01/2050 | | | | | 8,139 | | | | | | 0.0 | | |
| 33,000 | | | Entergy Texas, Inc., 4.000%, 03/30/2029 | | | | | 32,251 | | | | | | 0.0 | | |
| 16,000 | | | Evergy Metro, Inc., 2.250%, 06/01/2030 | | | | | 13,806 | | | | | | 0.0 | | |
| 25,000 | | | Eversource Energy, 1.400%, 08/15/2026 | | | | | 22,356 | | | | | | 0.0 | | |
| 57,000 | | | Eversource Energy, 2.900%, 03/01/2027 | | | | | 53,560 | | | | | | 0.0 | | |
| 32,000 | | | Eversource Energy, 3.375%, 03/01/2032 | | | | | 28,811 | | | | | | 0.0 | | |
| 5,000 | | | Exelon Corp., 4.050%, 04/15/2030 | | | | | 4,803 | | | | | | 0.0 | | |
| 16,000 | | | Florida Power & Light Co., 2.875%, 12/04/2051 | | | | | 11,933 | | | | | | 0.0 | | |
| 25,000 | | | Georgia Power Co., 2.200%, 09/15/2024 | | | | | 24,155 | | | | | | 0.0 | | |
| 14,000 | | | Georgia Power Co., 5.125%, 05/15/2052 | | | | | 13,913 | | | | | | 0.0 | | |
| 33,000 | | | Georgia Power Co., 5.750%, 04/15/2023 | | | | | 33,515 | | | | | | 0.0 | | |
| 44,000 | | | Indiana Michigan Power Co., 3.250%, 05/01/2051 | | | | | 33,425 | | | | | | 0.0 | | |
| 20,000 | | | Interstate Power and Light Co., 3.100%, 11/30/2051 | | | | | 14,704 | | | | | | 0.0 | | |
| 80,000 | | | Interstate Power and Light Co., 3.250%, 12/01/2024 | | | | | 79,081 | | | | | | 0.1 | | |
| 10,000 | | | IPALCO Enterprises, Inc., 4.250%, 05/01/2030 | | | | | 9,299 | | | | | | 0.0 | | |
| 200,000 (2) | | | Israel Electric Corp. Ltd., 3.750%, 02/22/2032 | | | | | 179,312 | | | | | | 0.1 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Utilities (continued) | | ||||||||||||
| 12,000 (2) | | | Jersey Central Power & Light Co., 2.750%, 03/01/2032 | | | | $ | 10,221 | | | | | | 0.0 | | |
| 50,000 (2) | | | Jersey Central Power & Light Co., 4.300%, 01/15/2026 | | | | | 49,446 | | | | | | 0.0 | | |
| 50,000 (2) | | | Jersey Central Power & Light Co., 4.700%, 04/01/2024 | | | | | 50,342 | | | | | | 0.0 | | |
| 12,000 (2) | | | Metropolitan Edison Co., 4.000%, 04/15/2025 | | | | | 11,819 | | | | | | 0.0 | | |
| 5,000 | | | MidAmerican Energy Co., 4.400%, 10/15/2044 | | | | | 4,760 | | | | | | 0.0 | | |
| 30,000 | | | Mississippi Power Co., 4.250%, 03/15/2042 | | | | | 26,217 | | | | | | 0.0 | | |
| 20,000 (2) | | | Monongahela Power Co., 3.550%, 05/15/2027 | | | | | 19,044 | | | | | | 0.0 | | |
| 13,000 (2) | | | Narragansett Electric Co/The, 3.395%, 04/09/2030 | | | | | 12,220 | | | | | | 0.0 | | |
| 41,000 | | | National Rural Utilities Cooperative Finance Corp., 2.400%, 03/15/2030 | | | | | 35,800 | | | | | | 0.0 | | |
| 31,000 | | | National Rural Utilities Cooperative Finance Corp., 2.750%, 04/15/2032 | | | | | 27,030 | | | | | | 0.0 | | |
| 43,000 (4) | | | National Rural Utilities Cooperative Finance Corp., 4.750%, 04/30/2043 | | | | | 39,961 | | | | | | 0.0 | | |
| 175,000 | | | NextEra Energy Capital Holdings, Inc., 1.875%, 01/15/2027 | | | | | 157,971 | | | | | | 0.1 | | |
| 123,000 | | | NextEra Energy Capital Holdings, Inc., 1.900%, 06/15/2028 | | | | | 107,071 | | | | | | 0.1 | | |
| 23,000 | | | NextEra Energy Capital Holdings, Inc., 2.440%, 01/15/2032 | | | | | 19,176 | | | | | | 0.0 | | |
| 45,000 (4) | | | NextEra Energy Capital Holdings, Inc., 3.800%, 03/15/2082 | | | | | 36,158 | | | | | | 0.0 | | |
| 34,000 (3) | | | NextEra Energy Capital Holdings, Inc., 5.000%, 07/15/2032 | | | | | 34,865 | | | | | | 0.0 | | |
| 100,000 | | | NiSource, Inc., 0.950%, 08/15/2025 | | | | | 89,966 | | | | | | 0.1 | | |
| 20,000 | | | NiSource, Inc., 5.950%, 06/15/2041 | | | | | 20,733 | | | | | | 0.0 | | |
| 16,000 | | | NSTAR Electric Co., 1.950%, 08/15/2031 | | | | | 13,303 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2022 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Utilities (continued) | | ||||||||||||
| 20,000 | | | Oglethorpe Power Corp., 3.750%, 08/01/2050 | | | | $ | 15,954 | | | | | | 0.0 | | |
| 34,000 | | | ONE Gas, Inc., 1.100%, 03/11/2024 | | | | | 32,410 | | | | | | 0.0 | | |
| 13,000 | | | Pacific Gas and Electric Co., 4.250%, 03/15/2046 | | | | | 9,519 | | | | | | 0.0 | | |
| 28,000 | | | Pacific Gas and Electric Co., 4.300%, 03/15/2045 | | | | | 20,403 | | | | | | 0.0 | | |
| 17,000 | | | Pacific Gas and Electric Co., 4.450%, 04/15/2042 | | | | | 12,794 | | | | | | 0.0 | | |
| 3,000 | | | PacifiCorp, 4.150%, 02/15/2050 | | | | | 2,713 | | | | | | 0.0 | | |
| 5,000 | | | PECO Energy Co., 3.700%, 09/15/2047 | | | | | 4,358 | | | | | | 0.0 | | |
| 10,000 | | | PECO Energy Co., 4.150%, 10/01/2044 | | | | | 9,121 | | | | | | 0.0 | | |
| 200,000 | | | Perusahaan Listrik Negara PT, 4.125%, 05/15/2027 | | | | | 192,481 | | | | | | 0.1 | | |
| 15,000 | | | Piedmont Natural Gas Co., Inc., 3.350%, 06/01/2050 | | | | | 11,210 | | | | | | 0.0 | | |
| 75,000 | | | PPL Electric Utilities Corp., 4.125%, 06/15/2044 | | | | | 67,512 | | | | | | 0.1 | | |
| 5,000 | | | Public Service Electric and Gas Co., 3.600%, 12/01/2047 | | | | | 4,241 | | | | | | 0.0 | | |
| 15,000 | | | Public Service Enterprise Group, Inc., 1.600%, 08/15/2030 | | | | | 11,929 | | | | | | 0.0 | | |
| 74,000 | | | Public Service Enterprise Group, Inc., 2.450%, 11/15/2031 | | | | | 61,825 | | | | | | 0.0 | | |
| 46,000 | | | Sempra Energy, 3.800%, 02/01/2038 | | | | | 38,899 | | | | | | 0.0 | | |
| 75,000 (4) | | | Sempra Energy, 4.125%, 04/01/2052 | | | | | 60,297 | | | | | | 0.0 | | |
| 24,000 (4) | | | Sempra Energy, 4.875%, 12/31/2199 | | | | | 22,140 | | | | | | 0.0 | | |
| 67,000 | | | South Jersey Industries, Inc., 5.020%, 04/15/2031 | | | | | 59,740 | | | | | | 0.0 | | |
| 6,000 | | | Southern California Edison Co., 4.050%, 03/15/2042 | | | | | 4,956 | | | | | | 0.0 | | |
| 60,000 (4) | | | Southern Co/The, 3.750%, 09/15/2051 | | | | | 51,130 | | | | | | 0.0 | | |
| 35,000 (4) | | | Southern Co/The, 4.000%, 01/15/2051 | | | | | 31,464 | | | | | | 0.0 | | |
| 38,000 | | | Southern Co/The, 5.113%, 08/01/2027 | | | | | 38,351 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Utilities (continued) | | ||||||||||||
| 13,000 | | | Southwest Gas Corp., 4.050%, 03/15/2032 | | | | $ | 11,811 | | | | | | 0.0 | | |
| 36,000 | | | Southwestern Electric Power Co., 1.650%, 03/15/2026 | | | | | 32,821 | | | | | | 0.0 | | |
| 14,000 | | | Tampa Electric Co., 4.350%, 05/15/2044 | | | | | 12,847 | | | | | | 0.0 | | |
| 23,000 | | | Tucson Electric Power Co., 1.500%, 08/01/2030 | | | | | 18,373 | | | | | | 0.0 | | |
| 17,000 | | | Union Electric Co., 3.900%, 09/15/2042 | | | | | 15,078 | | | | | | 0.0 | | |
| 28,000 | | | Virginia Electric and Power Co., 3.450%, 09/01/2022 | | | | | 28,008 | | | | | | 0.0 | | |
| 45,000 (2) | | | Vistra Operations Co. LLC, 5.125%, 05/13/2025 | | | | | 44,583 | | | | | | 0.0 | | |
| 36,000 | | | Washington Gas Light Co., 3.650%, 09/15/2049 | | | | | 29,882 | | | | | | 0.0 | | |
| 31,000 | | | WEC Energy Group, Inc., 1.375%, 10/15/2027 | | | | | 26,891 | | | | | | 0.0 | | |
| 26,000 | | | WEC Energy Group, Inc., 2.200%, 12/15/2028 | | | | | 22,769 | | | | | | 0.0 | | |
| 23,000 | | | Wisconsin Electric Power Co., 1.700%, 06/15/2028 | | | | | 20,058 | | | | | | 0.0 | | |
| 26,000 | | | Wisconsin Public Service Corp., 3.671%, 12/01/2042 | | | | | 22,102 | | | | | | 0.0 | | |
| | | | | | | | | 3,976,804 | | | | | | 1.3 | | |
| | | | Total Corporate Bonds/Notes (Cost $30,762,139) | | | | | 27,184,783 | | | | | | 8.9 | | |
| COLLATERALIZED MORTGAGE OBLIGATIONS: 3.9% | | |||||||||||||||
| 57,411 | | | Alternative Loan Trust 2004-J7 MI, 2.644%, (US0001M + 1.020)%, 10/25/2034 | | | | | 57,625 | | | | | | 0.0 | | |
| 39,702 | | | Alternative Loan Trust 2005-65CB 2A4, 5.500%, 12/25/2035 | | | | | 31,493 | | | | | | 0.0 | | |
| 82,152 | | | Alternative Loan Trust 2005-J2 1A12, 2.024%, (US0001M + 0.400)%, 04/25/2035 | | | | | 67,254 | | | | | | 0.0 | | |
| 15,461 | | | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036 | | | | | 8,534 | | | | | | 0.0 | | |
| 79,050 | | | Alternative Loan Trust 2006-19CB A12, 2.024%, (US0001M + 0.400)%, 08/25/2036 | | | | | 40,890 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2022 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
| 24,034 | | | Alternative Loan Trust 2007-23CB A3, 2.124%, (US0001M + 0.500)%, 09/25/2037 | | | | $ | 11,305 | | | | | | 0.0 | | |
| 103,050 | | | Alternative Loan Trust 2007-2CB 2A1, 2.224%, (US0001M + 0.600)%, 03/25/2037 | | | | | 49,238 | | | | | | 0.0 | | |
| 600,000 (2) | | | Arroyo Mortgage Trust 2022-1 A3, 3.650%, 12/25/2056 | | | | | 499,462 | | | | | | 0.2 | | |
| 24,366 (4) | | | Bear Stearns ALT-A Trust 2005-7 21A1, 2.944%, 09/25/2035 | | | | | 21,078 | | | | | | 0.0 | | |
| 40,939 | | | Bear Stearns Mortgage Funding Trust 2006-AR5 2A1, 1.814%, (US0001M + 0.190)%, 01/25/2037 | | | | | 36,488 | | | | | | 0.0 | | |
| 500,000 (2) | | | Bellemeade Re 2022-1 M1C Ltd., 4.626%, (SOFR30A + 3.700)%, 01/26/2032 | | | | | 479,182 | | | | | | 0.2 | | |
| 55,427 (4) | | | Citigroup Mortgage Loan Trust 2006-AR2 1A1, 2.845%, 03/25/2036 | | | | | 45,149 | | | | | | 0.0 | | |
| 28,966 (4) | | | Citigroup Mortgage Loan Trust 2007-10 22AA, 3.396%, 09/25/2037 | | | | | 26,382 | | | | | | 0.0 | | |
| 100,000 (2) | | | Connecticut Avenue Securities Trust 2020-R02 2B1, 4.624%, (US0001M + 3.000)%, 01/25/2040 | | | | | 86,787 | | | | | | 0.0 | | |
| 280,546 | | | Fannie Mae 2011-113 CL, 4.000%, 11/25/2041 | | | | | 279,327 | | | | | | 0.1 | | |
| 434,862 | | | Fannie Mae 2011-99 CZ, 4.500%, 10/25/2041 | | | | | 449,205 | | | | | | 0.2 | | |
| 46,007 | | | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 5.624%, (US0001M + 4.000)%, 05/25/2025 | | | | | 46,286 | | | | | | 0.0 | | |
| 129,009 | | | Fannie Mae Connecticut Avenue Securities 2017-C03 1M2, 4.624%, (US0001M + 3.000)%, 10/25/2029 | | | | | 130,264 | | | | | | 0.1 | | |
| 146,367 | | | Fannie Mae Connecticut Avenue Securities 2017-C04 2M2, 4.474%, (US0001M + 2.850)%, 11/25/2029 | | | | | 146,882 | | | | | | 0.1 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
| 54,609 | | | Fannie Mae Connecticut Avenue Securities 2017-CO6 2M2, 4.424%, (US0001M + 2.800)%, 02/25/2030 | | | | $ | 54,801 | | | | | | 0.0 | | |
| 145,513 | | | Fannie Mae Connecticut Avenue Securities 2018-C06 1M2, 3.624%, (US0001M + 2.000)%, 03/25/2031 | | | | | 144,033 | | | | | | 0.1 | | |
| 14,800 (2) | | | Fannie Mae Connecticut Avenue Securities 2019-R02 1M2, 3.924%, (US0001M + 2.300)%, 08/25/2031 | | | | | 14,803 | | | | | | 0.0 | | |
| 70,036 (2) | | | Fannie Mae Connecticut Avenue Securities Trust 2020-R01 1M2, 3.674%, (US0001M + 2.050)%, 01/25/2040 | | | | | 68,601 | | | | | | 0.0 | | |
| 168,735 | | | Fannie Mae REMIC Trust 2009-19 PW, 4.500%, 10/25/2036 | | | | | 172,817 | | | | | | 0.1 | | |
| 146,829 (4) | | | Fannie Mae REMIC Trust 2009-50 HZ, 5.536%, 02/25/2049 | | | | | 155,453 | | | | | | 0.1 | | |
| 122,621 | | | Fannie Mae REMIC Trust 2011-30 ZA, 5.000%, 04/25/2041 | | | | | 126,448 | | | | | | 0.1 | | |
| 92,401 | | | Fannie Mae REMIC Trust 2011-9 AZ, 5.000%, 05/25/2040 | | | | | 93,750 | | | | | | 0.0 | | |
| 214,981 | | | Fannie Mae REMICS 2009-96 DB, 4.000%, 11/25/2029 | | | | | 217,117 | | | | | | 0.1 | | |
| 57,697 | | | Fannie Mae REMICS 2011-10 ZC, 5.000%, 02/25/2041 | | | | | 60,571 | | | | | | 0.0 | | |
| 35,119 | | | Fannie Mae REMICS 2011-84 Z, 5.250%, 09/25/2041 | | | | | 37,058 | | | | | | 0.0 | | |
| 76,825 | | | Fannie Mae REMICS 2013-16 GD, 3.000%, 03/25/2033 | | | | | 75,938 | | | | | | 0.0 | | |
| 419,228 | | | Fannie Mae REMICS 2018-11 BX, 4.000%, 12/25/2047 | | | | | 424,137 | | | | | | 0.1 | | |
| 45,418 | | | Fannie Mae REMICS 2018-8 AB, 3.500%, 10/25/2047 | | | | | 43,804 | | | | | | 0.0 | | |
| 90,005 (2)(4) | | | Flagstar Mortgage Trust 2018-1 B3, 3.961%, 03/25/2048 | | | | | 82,574 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2022 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
| 264,252 | | | Freddie Mac 4634 ZM, 5.000%, 11/15/2056 | | | | $ | 288,275 | | | | | | 0.1 | | |
| 50,124 | | | Freddie Mac REMIC Trust 2114 ZM, 6.000%, 01/15/2029 | | | | | 52,571 | | | | | | 0.0 | | |
| 43,375 | | | Freddie Mac REMIC Trust 2541 NE, 5.500%, 12/15/2032 | | | | | 46,085 | | | | | | 0.0 | | |
| 10,085 | | | Freddie Mac REMIC Trust 2861 Z, 5.500%, 09/15/2034 | | | | | 10,652 | | | | | | 0.0 | | |
| 32,205 | | | Freddie Mac REMIC Trust 2931 ZY, 5.000%, 02/15/2035 | | | | | 33,726 | | | | | | 0.0 | | |
| 99,767 | | | Freddie Mac REMIC Trust 3117 ZA, 5.500%, 02/15/2036 | | | | | 104,892 | | | | | | 0.0 | | |
| 38,710 | | | Freddie Mac REMIC Trust 3351 ZC, 5.500%, 07/15/2037 | | | | | 40,536 | | | | | | 0.0 | | |
| 36,340 (4)(5) | | | Freddie Mac REMIC Trust 3524 LA, 4.958%, 03/15/2033 | | | | | 35,922 | | | | | | 0.0 | | |
| 36,992 | | | Freddie Mac REMIC Trust 3724 CM, 5.500%, 06/15/2037 | | | | | 38,785 | | | | | | 0.0 | | |
| 6,623 | | | Freddie Mac REMIC Trust 4000 PA, 4.500%, 01/15/2042 | | | | | 6,806 | | | | | | 0.0 | | |
| 211,582 | | | Freddie Mac REMIC Trust 4203 BN, 3.000%, 04/15/2033 | | | | | 206,355 | | | | | | 0.1 | | |
| 563,630 | | | Freddie Mac REMIC Trust 4335 ZX, 4.250%, 05/15/2044 | | | | | 570,001 | | | | | | 0.2 | | |
| 563,630 | | | Freddie Mac REMIC Trust 435 XZ, 4.250%, 05/15/2044 | | | | | 564,446 | | | | | | 0.2 | | |
| 1,066,090 | | | Freddie Mac REMICS 4136 ZG, 3.000%, 11/15/2042 | | | | | 1,002,254 | | | | | | 0.3 | | |
| 522,254 | | | Freddie Mac REMICS 4372 Z, 3.000%, 08/15/2044 | | | | | 491,449 | | | | | | 0.2 | | |
| 163,903 | | | Freddie Mac REMICS 4495 PA, 3.500%, 09/15/2043 | | | | | 164,728 | | | | | | 0.1 | | |
| 250,000 (2) | | | Freddie Mac STACR REMIC Trust 2020-DNA6 M2, 2.926%, (SOFR30A + 2.000)%, 12/25/2050 | | | | | 246,137 | | | | | | 0.1 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
| 95,870 (2) | | | Freddie Mac Stacr Remic Trust 2020-HQA2 M2, 4.724%, (US0001M + 3.100)%, 03/25/2050 | | | | $ | 95,200 | | | | | | 0.0 | | |
| 12,681 (2) | | | Freddie Mac STACR REMIC Trust 2020-HQA3 M2, 5.224%, (US0001M + 3.600)%, 07/25/2050 | | | | | 12,675 | | | | | | 0.0 | | |
| 236,203 (2) | | | Freddie Mac STACR REMIC Trust 2021-DNA5 M2, 2.576%, (SOFR30A + 1.650)%, 01/25/2034 | | | | | 227,988 | | | | | | 0.1 | | |
| 600,000 (2) | | | Freddie Mac STACR REMIC Trust 2021-HQA4 B1, 4.676%, (SOFR30A + 3.750)%, 12/25/2041 | | | | | 498,713 | | | | | | 0.2 | | |
| 100,000 (2) | | | Freddie Mac STACR REMIC Trust 2022-DNA1 B1, 4.326%, (SOFR30A + 3.400)%, 01/25/2042 | | | | | 84,735 | | | | | | 0.0 | | |
| 118,816 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA3 M2, 3.974%, (US0001M + 2.350)%, 04/25/2030 | | | | | 118,731 | | | | | | 0.0 | | |
| 74,991 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-HQA1 M2, 3.924%, (US0001M + 2.300)%, 09/25/2030 | | | | | 74,463 | | | | | | 0.0 | | |
| 265,014 | | | Ginnie Mae 2013-8 BE, 1.750%, 11/20/2042 | | | | | 245,511 | | | | | | 0.1 | | |
| 1,123,554 | | | Ginnie Mae 2019-15 CZ, 3.500%, 02/20/2049 | | | | | 1,078,710 | | | | | | 0.4 | | |
| 31,727 | | | Ginnie Mae Series 2009-29 PB, 4.750%, 05/20/2039 | | | | | 32,723 | | | | | | 0.0 | | |
| 211,893 | | | Ginnie Mae Series 2010-164 JZ, 4.000%, 12/20/2040 | | | | | 212,211 | | | | | | 0.1 | | |
| 9,006 | | | Ginnie Mae Series 2011-169 BC, 7.000%, 05/16/2032 | | | | | 9,498 | | | | | | 0.0 | | |
| 25,474 | | | HomeBanc Mortgage Trust 2004-1 2A, 2.484%, (US0001M + 0.860)%, 08/25/2029 | | | | | 24,578 | | | | | | 0.0 | | |
| 64,855 (2)(4) | | | JP Morgan Mortgage Trust 2019-LTV3 A5, 3.500%, 03/25/2050 | | | | | 64,034 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2022 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
| 159,139 (2)(4) | | | JP Morgan Mortgage Trust 2020-5 A15, 3.000%, 12/25/2050 | | | | $ | 142,097 | | | | | | 0.1 | | |
| 100,000 (2) | | | Mello Warehouse Securitization Trust 2021-1 C, 1.768%, (US0001M + 1.100)%, 02/25/2055 | | | | | 98,205 | | | | | | 0.0 | | |
| 44,886 | | | Morgan Stanley Mortgage Loan Trust 2007-13 6A1, 6.000%, 10/25/2037 | | | | | 29,505 | | | | | | 0.0 | | |
| 300,000 (2) | | | Mortgage Insurance-Linked Notes 2021-3 M1B, 3.826%, (SOFR30A + 2.900)%, 02/25/2034 | | | | | 286,427 | | | | | | 0.1 | | |
| 9,352 | | | Prime Mortgage Trust 2007-1 A4, 5.500%, 03/25/2037 | | | | | 8,177 | | | | | | 0.0 | | |
| 16,260 (4) | | | WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 2.521%, 10/25/2036 | | | | | 15,302 | | | | | | 0.0 | | |
| 39,698 | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 A1C3, 2.644%, (US0001M + 0.510)%, 08/25/2045 | | | | | 38,179 | | | | | | 0.0 | | |
| 21,477 | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR13 A1C3, 2.604%, (US0001M + 0.490)%, 10/25/2045 | | | | | 20,462 | | | | | | 0.0 | | |
| 21,320 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 2.853%, 08/25/2046 | | | | | 19,957 | | | | | | 0.0 | | |
| 105,477 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 1A1, 3.196%, 12/25/2036 | | | | | 99,099 | | | | | | 0.0 | | |
| 57,122 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY7 2A2, 3.107%, 07/25/2037 | | | | | 54,635 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
| 128,691 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 1.436%, (12MTA + 0.960)%, 08/25/2046 | | | | $ | 83,498 | | | | | | 0.0 | | |
| 11,980 | | | Wells Fargo Alternative Loan 2007-PA2 2A1, 2.054%, (US0001M + 0.430)%, 06/25/2037 | | | | | 9,673 | | | | | | 0.0 | | |
| 9,840 (4) | | | Wells Fargo Mortgage Backed Securities 2006-AR4 2A4, 2.870%, 04/25/2036 | | | | | 9,399 | | | | | | 0.0 | | |
| 15,133 (4) | | | Wells Fargo Mortgage Backed Securities 2007-AR7 A1, 2.767%, 12/28/2037 | | | | | 14,359 | | | | | | 0.0 | | |
| | | | Total Collateralized Mortgage Obligations (Cost $12,691,985) | | | | | 11,897,100 | | | | | | 3.9 | | |
| U.S. GOVERNMENT AGENCY OBLIGATIONS: 6.2% | | |||||||||||||||
| | | | Federal Home Loan Mortgage Corporation: 0.5%(6) | | ||||||||||||
| 5,109 | | | 2.500%, 05/01/2030 | | | | | 5,011 | | | | | | 0.0 | | |
| 7,922 | | | 2.500%, 05/01/2030 | | | | | 7,780 | | | | | | 0.0 | | |
| 9,475 | | | 2.500%, 06/01/2030 | | | | | 9,305 | | | | | | 0.0 | | |
| 587,159 | | | 2.500%, 02/01/2052 | | | | | 530,503 | | | | | | 0.2 | | |
| 489,280 | | | 2.500%, 02/01/2052 | | | | | 442,067 | | | | | | 0.2 | | |
| 17,506 | | | 3.000%, 03/01/2045 | | | | | 16,725 | | | | | | 0.0 | | |
| 12,848 | | | 3.000%, 03/01/2045 | | | | | 12,234 | | | | | | 0.0 | | |
| 19,422 | | | 3.000%, 04/01/2045 | | | | | 18,495 | | | | | | 0.0 | | |
| 28,656 | | | 3.500%, 03/01/2045 | | | | | 28,054 | | | | | | 0.0 | | |
| 83,165 | | | 4.000%, 12/01/2041 | | | | | 84,244 | | | | | | 0.0 | | |
| 28,284 | | | 4.000%, 12/01/2042 | | | | | 28,580 | | | | | | 0.0 | | |
| 6,016 | | | 4.000%, 09/01/2045 | | | | | 6,068 | | | | | | 0.0 | | |
| 4,634 | | | 4.000%, 09/01/2045 | | | | | 4,674 | | | | | | 0.0 | | |
| 4,190 | | | 4.000%, 09/01/2045 | | | | | 4,227 | | | | | | 0.0 | | |
| 3,859 | | | 4.000%, 09/01/2045 | | | | | 3,892 | | | | | | 0.0 | | |
| 56,122 | | | 4.500%, 08/01/2041 | | | | | 56,888 | | | | | | 0.0 | | |
| 183,670 | | | 4.500%, 09/01/2041 | | | | | 188,371 | | | | | | 0.1 | | |
| 2,148 | | | 5.500%, 07/01/2037 | | | | | 2,311 | | | | | | 0.0 | | |
| 1,717 | | | 6.500%, 12/01/2031 | | | | | 1,845 | | | | | | 0.0 | | |
| | | | | | | | | 1,451,274 | | | | | | 0.5 | | |
| | | | Federal National Mortgage Association: 0.6%(6) | | ||||||||||||
| 569,423 | | | 2.500%, 06/01/2051 | | | | | 514,383 | | | | | | 0.2 | | |
| 790,106 | | | 3.000%, 05/01/2052 | | | | | 738,341 | | | | | | 0.3 | | |
| 388,931 | | | 4.500%, 09/01/2047 | | | | | 410,627 | | | | | | 0.1 | | |
| | | | | | | | | 1,663,351 | | | | | | 0.6 | | |
Voya Balanced Portfolio | as of June 30, 2022 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | | Government National Mortgage Association: 1.2% | | ||||||||||||
| 1,259,745 | | | 2.500%, 05/20/2051 | | | | $ | 1,158,158 | | | | | | 0.4 | | |
| 600,000 (7) | | | 3.000%, 07/15/2052 | | | | | 565,828 | | | | | | 0.2 | | |
| 1,950,000 (7) | | | 3.500%, 07/15/2052 | | | | | 1,895,156 | | | | | | 0.6 | | |
| 21,307 | | | 4.000%, 11/20/2040 | | | | | 21,675 | | | | | | 0.0 | | |
| 43,638 | | | 4.000%, 03/20/2046 | | | | | 44,178 | | | | | | 0.0 | | |
| 39,531 | | | 4.500%, 08/20/2041 | | | | | 41,351 | | | | | | 0.0 | | |
| 73,524 | | | 4.500%, 09/15/2047 | | | | | 75,920 | | | | | | 0.0 | | |
| | | | | | | | | 3,802,266 | | | | | | 1.2 | | |
| | | | Uniform Mortgage-Backed Securities: 3.9% | | ||||||||||||
| 278,084 | | | 2.000%, 05/01/2051 | | | | | 242,533 | | | | | | 0.1 | | |
| 286,286 | | | 2.000%, 10/01/2051 | | | | | 249,281 | | | | | | 0.1 | | |
| 979,438 | | | 2.000%, 02/01/2052 | | | | | 854,203 | | | | | | 0.3 | | |
| 13,047 | | | 2.500%, 05/01/2030 | | | | | 12,801 | | | | | | 0.0 | | |
| 17,368 | | | 2.500%, 06/01/2030 | | | | | 17,041 | | | | | | 0.0 | | |
| 23,960 | | | 2.500%, 06/01/2030 | | | | | 23,509 | | | | | | 0.0 | | |
| 9,826 | | | 2.500%, 07/01/2030 | | | | | 9,641 | | | | | | 0.0 | | |
| 326,686 | | | 2.500%, 01/01/2052 | | | | | 295,283 | | | | | | 0.1 | | |
| 862,198 | | | 2.500%, 02/01/2052 | | | | | 779,900 | | | | | | 0.3 | | |
| 980,560 | | | 2.500%, 02/01/2052 | | | | | 887,203 | | | | | | 0.3 | | |
| 373,590 | | | 2.500%, 03/01/2052 | | | | | 338,020 | | | | | | 0.1 | | |
| 32,688 | | | 3.000%, 09/01/2043 | | | | | 31,247 | | | | | | 0.0 | | |
| 159,634 | | | 3.000%, 04/01/2045 | | | | | 152,024 | | | | | | 0.1 | | |
| 108,667 | | | 3.000%, 07/01/2046 | | | | | 103,056 | | | | | | 0.0 | | |
| 575,348 | | | 3.000%, 04/01/2050 | | | | | 537,571 | | | | | | 0.2 | | |
| 1,084,825 | | | 3.000%, 02/01/2052 | | | | | 1,017,740 | | | | | | 0.3 | | |
| 938,000 (7) | | | 3.000%, 07/15/2052 | | | | | 873,879 | | | | | | 0.3 | | |
| 36,229 | | | 3.500%, 10/01/2042 | | | | | 35,613 | | | | | | 0.0 | | |
| 329,891 | | | 3.500%, 08/01/2046 | | | | | 322,670 | | | | | | 0.1 | | |
| 84,044 | | | 4.000%, 07/01/2042 | | | | | 85,056 | | | | | | 0.0 | | |
| 8,933 | | | 4.000%, 07/01/2042 | | | | | 9,040 | | | | | | 0.0 | | |
| 130,190 | | | 4.000%, 01/01/2045 | | | | | 131,516 | | | | | | 0.0 | | |
| 20,650 | | | 4.000%, 06/01/2045 | | | | | 20,808 | | | | | | 0.0 | | |
| 2,741,000 (7) | | | 4.000%, 07/15/2052 | | | | | 2,703,686 | | | | | | 0.9 | | |
| 16,590 | | | 4.500%, 11/01/2040 | | | | | 17,131 | | | | | | 0.0 | | |
| 31,849 | | | 4.500%, 10/01/2041 | | | | | 32,834 | | | | | | 0.0 | | |
| 2,021,000 (7) | | | 4.500%, 07/15/2052 | | | | | 2,029,289 | | | | | | 0.7 | | |
| 15,374 | | | 5.000%, 06/01/2033 | | | | | 16,178 | | | | | | 0.0 | | |
| 3,651 | | | 5.000%, 02/01/2036 | | | | | 3,846 | | | | | | 0.0 | | |
| 1,625 | | | 5.000%, 07/01/2036 | | | | | 1,709 | | | | | | 0.0 | | |
| 39,287 | | | 5.000%, 07/01/2037 | | | | | 40,563 | | | | | | 0.0 | | |
| 36,860 | | | 5.000%, 11/01/2040 | | | | | 38,829 | | | | | | 0.0 | | |
| 16,447 | | | 5.000%, 05/01/2041 | | | | | 17,330 | | | | | | 0.0 | | |
| 44,775 | | | 5.000%, 06/01/2041 | | | | | 46,905 | | | | | | 0.0 | | |
| 23,828 | | | 5.000%, 06/01/2041 | | | | | 25,105 | | | | | | 0.0 | | |
| 58,965 | | | 5.500%, 12/01/2036 | | | | | 63,160 | | | | | | 0.0 | | |
| 206 | | | 7.000%, 10/01/2029 | | | | | 218 | | | | | | 0.0 | | |
| 1,148 | | | 7.000%, 01/01/2032 | | | | | 1,194 | | | | | | 0.0 | | |
| | | | | | | | | 12,067,612 | | | | | | 3.9 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
| | | | Total U.S. Government Agency Obligations (Cost $19,535,097) | | | | $ | 18,984,503 | | | | | | 6.2 | | |
| U.S. TREASURY OBLIGATIONS: 5.1% | | |||||||||||||||
| | | | U.S. Treasury Bonds: 1.3% | | ||||||||||||
| 1,000 | | | 1.250%, 05/15/2050 | | | | | 637 | | | | | | 0.0 | | |
| 22,000 | | | 1.375%, 11/15/2040 | | | | | 15,853 | | | | | | 0.0 | | |
| 2,200 | | | 1.625%, 11/15/2050 | | | | | 1,548 | | | | | | 0.0 | | |
| 1,616,600 (3) | | | 2.250%, 02/15/2052 | | | | | 1,330,916 | | | | | | 0.4 | | |
| 2,674,400 | | | 3.250%, 05/15/2042 | | | | | 2,610,883 | | | | | | 0.9 | | |
| | | | | | | | | 3,959,837 | | | | | | 1.3 | | |
| | | | U.S. Treasury Notes: 3.8% | | ||||||||||||
| 1,000 | | | 0.125%, 10/15/2023 | | | | | 964 | | | | | | 0.0 | | |
| 260,500 | | | 0.500%, 11/30/2023 | | | | | 251,688 | | | | | | 0.1 | | |
| 344,900 | | | 0.875%, 01/31/2024 | | | | | 333,798 | | | | | | 0.1 | | |
| 20,500 | | | 1.125%, 02/15/2031 | | | | | 17,619 | | | | | | 0.0 | | |
| 137,800 | | | 1.250%, 11/30/2026 | | | | | 127,613 | | | | | | 0.0 | | |
| 219,300 | | | 1.250%, 09/30/2028 | | | | | 196,453 | | | | | | 0.1 | | |
| 347,900 | | | 1.500%, 01/31/2027 | | | | | 324,872 | | | | | | 0.1 | | |
| 693,400 | | | 1.500%, 11/30/2028 | | | | | 629,748 | | | | | | 0.2 | | |
| 534,000 (3) | | | 2.500%, 05/31/2024 | | | | | 529,223 | | | | | | 0.2 | | |
| 389,500 | | | 2.625%, 05/31/2027 | | | | | 382,182 | | | | | | 0.1 | | |
| 2,000 | | | 2.750%, 04/30/2027 | | | | | 1,973 | | | | | | 0.0 | | |
| 302,600 | | | 2.750%, 05/31/2029 | | | | | 296,690 | | | | | | 0.1 | | |
| 2,689,000 | | | 2.875%, 06/15/2025 | | | | | 2,678,496 | | | | | | 0.9 | | |
| 2,298,800 | | | 2.875%, 05/15/2032 | | | | | 2,273,298 | | | | | | 0.7 | | |
| 2,247,000 | | | 3.000%, 06/30/2024 | | | | | 2,248,317 | | | | | | 0.7 | | |
| 745,000 | | | 3.250%, 06/30/2027 | | | | | 752,334 | | | | | | 0.2 | | |
| 791,000 | | | 3.250%, 06/30/2029 | | | | | 800,455 | | | | | | 0.3 | | |
| | | | | | | | | 11,845,723 | | | | | | 3.8 | | |
| | | | Total U.S. Treasury Obligations (Cost $16,010,087) | | | | | 15,805,560 | | | | | | 5.1 | | |
| COMMERCIAL MORTGAGE-BACKED SECURITIES: 2.2% | | |||||||||||||||
| 500,000 (2)(4) | | | Arbor Multifamily Mortgage Securities Trust 2021-MF2 E, 2.000%, 06/15/2054 | | | | | 338,104 | | | | | | 0.1 | | |
| 500,000 (2) | | | AREIT 2021-CRE5 D Trust, 4.173%, (US0001M + 2.650)%, 11/17/2038 | | | | | 469,452 | | | | | | 0.2 | | |
| 100,000 (2)(4) | | | BAMLL Commercial Mortgage Securities Trust 2015-200P F, 3.716%, 04/14/2033 | | | | | 90,356 | | | | | | 0.0 | | |
| 3,000,000 (4)(5) | | | BANK 2017-BNK8 XB, 0.221%, 11/15/2050 | | | | | 26,153 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2022 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
| 964,570 (4)(5) | | | BANK 2019-BNK16 XA, 1.103%, 02/15/2052 | | | | $ | 46,358 | | | | | | 0.0 | | |
| 3,630,943 (4)(5) | | | BANK 2019-BNK21 XA, 0.987%, 10/17/2052 | | | | | 172,463 | | | | | | 0.1 | | |
| 2,180,000 (2)(4)(5) | | | BBCCRE Trust 2015-GTP XA, 0.749%, 08/10/2033 | | | | | 38,376 | | | | | | 0.0 | | |
| 986,544 (4)(5) | | | Benchmark 2019-B9 XA Mortgage Trust, 1.202%, 03/15/2052 | | | | | 52,266 | | | | | | 0.0 | | |
| 343,000 (2) | | | BX Commercial Mortgage Trust 2021-IRON E, 3.674%, (US0001M + 2.350)%, 02/15/2038 | | | | | 317,670 | | | | | | 0.1 | | |
| 400,000 (2) | | | BX Trust 2021-ARIA F, 3.918%, (US0001M + 2.594)%, 10/15/2036 | | | | | 367,460 | | | | | | 0.1 | | |
| 773,363 (4)(5) | | | CD 2017-CD4 Mortgage Trust XA, 1.389%, 05/10/2050 | | | | | 35,370 | | | | | | 0.0 | | |
| 872,216 (4)(5) | | | Citigroup Commercial Mortgage Trust 2016-P4 XA, 2.054%, 07/10/2049 | | | | | 50,416 | | | | | | 0.0 | | |
| 1,241,364 (4)(5) | | | Citigroup Commercial Mortgage Trust 2017-C4 XA, 1.225%, 10/12/2050 | | | | | 52,151 | | | | | | 0.0 | | |
| 964,786 (4)(5) | | | Citigroup Commercial Mortgage Trust 2017-P8 XA, 1.023%, 09/15/2050 | | | | | 34,983 | | | | | | 0.0 | | |
| 1,289,431 (4)(5) | | | Citigroup Commercial Mortgage Trust 2018-C5 XA, 0.690%, 06/10/2051 | | | | | 40,261 | | | | | | 0.0 | | |
| 1,113,493 (4)(5) | | | Citigroup Commercial Mortgage Trust 2019-GC41 XA, 1.183%, 08/10/2056 | | | | | 59,120 | | | | | | 0.0 | | |
| 60,000 | | | Citigroup Commercial Mortgage Trust 2019-GC43 A4, 3.038%, 11/10/2052 | | | | | 55,367 | | | | | | 0.0 | | |
| 627,313 (4)(5) | | | COMM 2012-CR4 XA, 1.817%, 10/15/2045 | | | | | 523 | | | | | | 0.0 | | |
| 2,380,000 (2)(4)(5) | | | COMM 2012-CR4 XB, 0.768%, 10/15/2045 | | | | | 5,419 | | | | | | 0.0 | | |
| 177,000 (4) | | | Comm 2013-CCRE13 C Mortgage Trust, 5.041%, 11/10/2046 | | | | | 173,402 | | | | | | 0.1 | | |
| 1,403,090 (4)(5) | | | COMM 2016-CR28 XA, 0.776%, 02/10/2049 | | | | | 25,535 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
| 695,393 (4)(5) | | | COMM 2017-COR2 XA, 1.310%, 09/10/2050 | | | | $ | 32,954 | | | | | | 0.0 | | |
| 110,000 (2)(4) | | | DBJPM 16-C3 Mortgage Trust, 3.624%, 08/10/2049 | | | | | 85,618 | | | | | | 0.0 | | |
| 130,000 (2)(4) | | | DBWF 2015-LCM D Mortgage Trust, 3.535%, 06/10/2034 | | | | | 107,211 | | | | | | 0.1 | | |
| 652,735 | | | Freddie Mac Multifamily 2021-ML08-X-US Certificates Sustainability Bonds, 1.846%, 07/25/2037 | | | | | 105,167 | | | | | | 0.1 | | |
| 1,646,314 (4)(5) | | | Freddie Mac Multifamily Structured Pass Through Certificates K122 X1, 0.973%, 11/25/2030 | | | | | 96,225 | | | | | | 0.1 | | |
| 798,613 (4)(5) | | | Freddie Mac Multifamily Structured Pass Through Certificates K-1517 X1, 1.443%, 07/25/2035 | | | | | 98,481 | | | | | | 0.1 | | |
| 1,288,787 (4)(5) | | | Freddie Mac Multifamily Structured Pass Through Certificates K-1518 X1, 0.959%, 10/25/2035 | | | | | 102,388 | | | | | | 0.1 | | |
| 848,000 (5) | | | Freddie Mac Multifamily Structured Pass Through Certificates KL06 XFX, 1.364%, 12/25/2029 | | | | | 66,142 | | | | | | 0.0 | | |
| 300,000 (2) | | | GAM Re-REMIC Trust 2021-FRR1 1B, 0.890%, 11/29/2050 | | | | | 233,164 | | | | | | 0.1 | | |
| 300,000 (2) | | | GAM Re-REMIC Trust 2021-FRR1 2B, 1.190%, 11/29/2050 | | | | | 213,987 | | | | | | 0.1 | | |
| 900,000 (2) | | | Great Wolf Trust 2019-WOLF E, 4.056%, (US0001M + 2.732)%, 12/15/2036 | | | | | 839,632 | | | | | | 0.3 | | |
| 100,000 (2) | | | GS Mortgage Securities Corp. II 2018-RIVR F, 3.424%, (US0001M + 2.100)%, 07/15/2035 | | | | | 86,473 | | | | | | 0.0 | | |
| 974,659 (4)(5) | | | GS Mortgage Securities Trust 2014-GC22 XA, 1.096%, 06/10/2047 | | | | | 11,768 | | | | | | 0.0 | | |
| 1,354,867 (4)(5) | | | GS Mortgage Securities Trust 2016-GS4 XA, 0.694%, 11/10/2049 | | | | | 26,534 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2022 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
| 835,211 (4)(5) | | | GS Mortgage Securities Trust 2017-GS6 XA, 1.164%, 05/10/2050 | | | | $ | 34,175 | | | | | | 0.0 | | |
| 50,000 | | | GS Mortgage Securities Trust 2019-GC38 A4, 3.968%, 02/10/2052 | | | | | 49,059 | | | | | | 0.0 | | |
| 1,217,145 (4)(5) | | | GS Mortgage Securities Trust 2019-GC38 XA, 1.115%, 02/10/2052 | | | | | 58,425 | | | | | | 0.0 | | |
| 2,053,513 (4)(5) | | | GS Mortgage Securities Trust 2019-GC42 XA, 0.932%, 09/01/2052 | | | | | 88,590 | | | | | | 0.0 | | |
| 90,000 | | | GS Mortgage Securities Trust 2019-GSA1 A4, 3.048%, 11/10/2052 | | | | | 83,017 | | | | | | 0.0 | | |
| 1,299,222 (4)(5) | | | GS Mortgage Securities Trust 2020-GC47 XA, 1.245%, 05/12/2053 | | | | | 91,107 | | | | | | 0.0 | | |
| 1,132,969 (4)(5) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 XA, 0.724%, 12/15/2049 | | | | | 22,977 | | | | | | 0.0 | | |
| 100,000 (2)(4) | | | JPMBB Commercial Mortgage Securities Trust 2013-C17 F, 3.867%, 01/15/2047 | | | | | 78,728 | | | | | | 0.0 | | |
| 391,686 (4)(5) | | | JPMBB Commercial Mortgage Securities Trust 2014-C19 XA, 0.796%, 04/15/2047 | | | | | 2,967 | | | | | | 0.0 | | |
| 72,104 (2)(4)(5) | | | LB-UBS Commercial Mortgage Trust 2006-C7 XW, 0.637%, 11/15/2038 | | | | | 0 | | | | | | — | | |
| 1,479,561 (4)(5) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 XA, 1.103%, 12/15/2047 | | | | | 25,542 | | | | | | 0.0 | | |
| 62,000 | | | Morgan Stanley Capital I Trust 2019-H6 A4, 3.417%, 06/15/2052 | | | | | 58,285 | | | | | | 0.0 | | |
| 3,343,328 (4)(5) | | | Morgan Stanley Capital I Trust 2019-L3 XA, 0.761%, 11/15/2052 | | | | | 128,170 | | | | | | 0.1 | | |
| 1,007,883 (4)(5) | | | Morgan Stanley Capital I Trust 2021-L5 XA, 1.422%, 05/15/2054 | | | | | 79,896 | | | | | | 0.0 | | |
| 280,000 (2) | | | Motel Trust 2021-MTL6 F, 4.874%, (US0001M + 3.550)%, 09/15/2038 | | | | | 266,343 | | | | | | 0.1 | | |
| 2,080,821 (4)(5) | | | UBS Commercial Mortgage Trust 2018-C9 XA, 1.030%, 03/15/2051 | | | | | 84,816 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
| 60,000 | | | UBS Commercial Mortgage Trust 2019-C17 A4, 2.921%, 10/15/2052 | | | | $ | 54,387 | | | | | | 0.0 | | |
| 40,000 (2)(4) | | | UBS-Barclays Commercial Mortgage Trust 2012-C4 D, 4.606%, 12/10/2045 | | | | | 37,720 | | | | | | 0.0 | | |
| 400,000 (2) | | | Wells Fargo Commercial Mortgage Trust 2018-C45 D, 3.000%, 06/15/2051 | | | | | 295,587 | | | | | | 0.1 | | |
| 1,024,311 (4)(5) | | | Wells Fargo Commercial Mortgage Trust 2019-C52 XA, 1.751%, 08/15/2052 | | | | | 83,615 | | | | | | 0.0 | | |
| 185,919 (2)(4)(5) | | | WFRBS Commercial Mortgage Trust 2012-C8 XA, 1.491%, 08/15/2045 | | | | | 6 | | | | | | 0.0 | | |
| 500,000 (2)(4) | | | WFRBS Commercial Mortgage Trust 2014-C23 D, 4.149%, 10/15/2057 | | | | | 451,310 | | | | | | 0.2 | | |
| | | | Total Commercial Mortgage-Backed Securities (Cost $7,216,688) | | | | | 6,631,671 | | | | | | 2.2 | | |
| ASSET-BACKED SECURITIES: 3.0% | | |||||||||||||||
| | | | Automobile Asset-Backed Securities: 0.3% | | ||||||||||||
| 100,000 | | | Americredit Automobile Receivables Trust 2018-2 D, 4.010%, 07/18/2024 | | | | | 100,178 | | | | | | 0.1 | | |
| 100,000 | | | Americredit Automobile Receivables Trust 2019-1 D, 3.620%, 03/18/2025 | | | | | 99,273 | | | | | | 0.0 | | |
| 100,000 | | | Carmax Auto Owner Trust 2018-4 D, 4.150%, 04/15/2025 | | | | | 100,054 | | | | | | 0.1 | | |
| 150,000 | | | Drive Auto Receivables Trust 2021-2 C, 0.870%, 10/15/2027 | | | | | 142,399 | | | | | | 0.1 | | |
| 100,000 (2) | | | Ford Credit Auto Owner Trust 2022-REV1 C, 4.670%, 11/15/2034 | | | | | 98,135 | | | | | | 0.0 | | |
| 100,000 (2) | | | GLS Auto Receivables Issuer Trust 2021-4 C, 1.940%, 10/15/2027 | | | | | 93,669 | | | | | | 0.0 | | |
| 100,000 | | | GM Financial Automobile Leasing Trust 2022-2 C, 4.330%, 05/20/2026 | | | | | 98,825 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2022 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | | Automobile Asset-Backed Securities (continued) | | ||||||||||||
| 1,898 | | | Santander Drive Auto Receivables Trust 2019-3 C, 2.490%, 10/15/2025 | | | | $ | 1,898 | | | | | | 0.0 | | |
| | | | | | | | | 734,431 | | | | | | 0.3 | | |
| | | | Home Equity Asset-Backed Securities: 0.0% | | ||||||||||||
| 77,846 (4) | | | Renaissance Home Equity Loan Trust 2005-3 AF4, 5.140%, 11/25/2035 | | | | | 77,536 | | | | | | 0.0 | | |
| | | | | | ||||||||||||
| | | | Other Asset-Backed Securities: 2.5% | | ||||||||||||
| 250,000 (2) | | | AMMC CLO 16 Ltd. 2015-16A CR2, 2.988%, (US0003M + 1.950)%, 04/14/2029 | | | | | 241,124 | | | | | | 0.1 | | |
| 43,342 (2) | | | Aqua Finance Trust 2020-AA A, 1.900%, 07/17/2046 | | | | | 41,561 | | | | | | 0.0 | | |
| 400,000 (2) | | | ARES XLIV CLO Ltd. 2017-44A A2R, 2.344%, (US0003M + 1.300)%, 04/15/2034 | | | | | 380,973 | | | | | | 0.1 | | |
| 93,333 (2) | | | Beacon Container Finance II LLC 2021-1A A, 2.250%, 10/22/2046 | | | | | 83,573 | | | | | | 0.0 | | |
| 250,000 (2) | | | Benefit Street Partners CLO IV Ltd. 2014-IVA BRRR, 3.213%, (US0003M + 2.150)%, 01/20/2032 | | | | | 236,240 | | | | | | 0.1 | | |
| 500,000 (2) | | | Benefit Street Partners Clo XXII Ltd. 2020-22A AR, 1.667%, (TSFR3M + 1.350)%, 04/20/2035 | | | | | 486,938 | | | | | | 0.2 | | |
| 500,000 (2) | | | BlueMountain CLO 2014-2A A2R2 Ltd., 2.463%, (US0003M + 1.400)%, 10/20/2030 | | | | | 480,305 | | | | | | 0.2 | | |
| 250,000 (2) | | | BlueMountain CLO Ltd. 2021-28A C, 3.044%, (US0003M + 2.000)%, 04/15/2034 | | | | | 230,292 | | | | | | 0.1 | | |
| 455,000 (2) | | | BlueMountain CLO XXX Ltd. 2020-30A CR, 3.001%, (TSFR3M + 2.150)%, 04/15/2035 | | | | | 424,734 | | | | | | 0.2 | | |
| 99,750 (2) | | | Bojangles Issuer LLC 2020-3A A2, 3.832%, 10/20/2050 | | | | | 94,736 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| 250,000 (2) | | | Carlyle US Clo 2017-2A CR Ltd., 2.463%, (US0003M + 1.400)%, 07/20/2031 | | | | $ | 239,586 | | | | | | 0.1 | | |
| 16,450 | | | Chase Funding Trust Series 2003-5 2A2, 2.224%, (US0001M + 0.600)%, 07/25/2033 | | | | | 15,389 | | | | | | 0.0 | | |
| 81,575 (2) | | | CLI Funding VI LLC 2020-1A A, 2.080%, 09/18/2045 | | | | | 73,015 | | | | | | 0.0 | | |
| 95,813 (2) | | | CLI Funding VIII LLC 2022-1A A1, 2.720%, 01/18/2047 | | | | | 85,945 | | | | | | 0.0 | | |
| 96,500 (2) | | | Domino’s Pizza Master Issuer LLC 2018-1A A211, 4.328%, 07/25/2048 | | | | | 93,792 | | | | | | 0.0 | | |
| 195,500 (2) | | | Domino’s Pizza Master Issuer LLC 2019-1A A2, 3.668%, 10/25/2049 | | | | | 177,573 | | | | | | 0.1 | | |
| 99,000 (2) | | | Domino’s Pizza Master Issuer LLC 2021-1A A2II, 3.151%, 04/25/2051 | | | | | 84,888 | | | | | | 0.0 | | |
| 96,750 (2) | | | Driven Brands Funding LLC 2019-1A A2, 4.641%, 04/20/2049 | | | | | 92,898 | | | | | | 0.0 | | |
| 250,000 (2) | | | Eaton Vance Clo 2015-1A A2R Ltd., 2.313%, (US0003M + 1.250)%, 01/20/2030 | | | | | 241,131 | | | | | | 0.1 | | |
| 99,250 (2) | | | Five Guys Holdings, Inc. 2017-1A A2, 4.600%, 07/25/2047 | | | | | 96,425 | | | | | | 0.0 | | |
| 16,051 (2) | | | HERO Funding Trust 2015-2A A, 3.990%, 09/20/2040 | | | | | 16,024 | | | | | | 0.0 | | |
| 235,454 (2) | | | J.G. Wentworth XXXIX LLC 2017-2A A, 3.530%, 09/15/2072 | | | | | 218,430 | | | | | | 0.1 | | |
| 250,000 (2) | | | LCM XXIV Ltd. 24A AR, 2.043%, (US0003M + 0.980)%, 03/20/2030 | | | | | 245,574 | | | | | | 0.1 | | |
| 71,809 (2) | | | Loanpal Solar Loan 2020-2GF A Ltd., 2.750%, 07/20/2047 | | | | | 64,024 | | | | | | 0.0 | | |
| 72,855 (2) | | | Loanpal Solar Loan 2021-1 1GS A Ltd., 2.290%, 01/20/2048 | | | | | 63,194 | | | | | | 0.0 | | |
| 120,742 (2) | | | Loanpal Solar Loan 2021-2GS A Ltd., 2.220%, 03/20/2048 | | | | | 103,418 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2022 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| 250,000 (2) | | | Madison Park Funding XLVIII Ltd. 2021-48A C, 3.044%, (US0003M + 2.000)%, 04/19/2033 | | | | $ | 235,674 | | | | | | 0.1 | | |
| 178,208 (2) | | | Marlette Funding Trust 2019-2A C, 4.110%, 07/16/2029 | | | | | 177,331 | | | | | | 0.1 | | |
| 200,000 (2)(4) | | | Mill City Mortgage Loan Trust 2017-2 M2, 3.250%, 07/25/2059 | | | | | 193,169 | | | | | | 0.1 | | |
| 39,143 (2) | | | Mosaic Solar Loan Trust 2018-1A A, 4.010%, 06/22/2043 | | | | | 37,806 | | | | | | 0.0 | | |
| 57,177 (2) | | | Mosaic Solar Loan Trust 2018-2-GS B, 4.740%, 02/22/2044 | | | | | 55,513 | | | | | | 0.0 | | |
| 62,720 (2) | | | Mosaic Solar Loan Trust 2020-2A A, 1.440%, 08/20/2046 | | | | | 54,435 | | | | | | 0.0 | | |
| 70,856 (2) | | | Mosaic Solar Loan Trust 2021-1A B, 2.050%, 12/20/2046 | | | | | 61,259 | | | | | | 0.0 | | |
| 250,000 (2) | | | Oak Hill Credit Partners 2021-8A C, 2.944%, (US0003M + 1.900)%, 01/18/2034 | | | | | 234,262 | | | | | | 0.1 | | |
| 250,000 (2) | | | Octagon Investment Partners 32 Ltd. 2017-1A A2R, 2.244%, (US0003M + 1.200)%, 07/15/2029 | | | | | 241,229 | | | | | | 0.1 | | |
| 200,000 (2) | | | OHA Loan Funding 2013-1A A1R2 Ltd., 2.274%, (US0003M + 1.090)%, 07/23/2031 | | | | | 196,761 | | | | | | 0.1 | | |
| 93,617 (2) | | | Pagaya AI Debt Trust 2022-1 A, 2.030%, 10/15/2029 | | | | | 90,447 | | | | | | 0.0 | | |
| 250,000 (2) | | | Palmer Square CLO 2021-1A B Ltd., 2.763%, (US0003M + 1.700)%, 04/20/2034 | | | | | 230,738 | | | | | | 0.1 | | |
| 250,000 (2) | | | Rockland Park CLO Ltd. 2021-1A C, 2.963%, (US0003M + 1.900)%, 04/20/2034 | | | | | 232,705 | | | | | | 0.1 | | |
| 193,050 (2) | | | Sunnova Sol II Issuer LLC 2020-2A A, 2.730%, 11/01/2055 | | | | | 166,080 | | | | | | 0.1 | | |
| 94,601 (2) | | | Sunnova Sol III Issuer LLC 2021-1 A, 2.580%, 04/28/2056 | | | | | 81,036 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| 93,635 (2) | | | Sunnova Sol Issuer LLC 2020-1A A, 3.350%, 02/01/2055 | | | | $ | 83,313 | | | | | | 0.0 | | |
| 96,500 (2) | | | Taco Bell Funding LLC 2018-1A A2II, 4.940%, 11/25/2048 | | | | | 92,656 | | | | | | 0.0 | | |
| 99,500 (2) | | | Taco Bell Funding LLC 2021-1A A23, 2.542%, 08/25/2051 | | | | | 81,650 | | | | | | 0.0 | | |
| 93,333 (2) | | | Textainer Marine Containers Ltd. 2021-3A A, 1.940%, 08/20/2046 | | | | | 80,761 | | | | | | 0.0 | | |
| 89,375 (2) | | | Triton Container Finance VIII LLC 2021-1A A, 1.860%, 03/20/2046 | | | | | 78,195 | | | | | | 0.0 | | |
| 93,837 (2) | | | Upstart Securitization Trust 2021-4 A, 0.840%, 09/20/2031 | | | | | 90,375 | | | | | | 0.0 | | |
| 95,500 (2) | | | Wendy’s Funding LLC 2018-1A A2II, 3.884%, 03/15/2048 | | | | | 90,343 | | | | | | 0.0 | | |
| 99,000 (2) | | | Wendy’s Funding LLC 2021-1A A2II, 2.775%, 06/15/2051 | | | | | 82,877 | | | | | | 0.0 | | |
| 198,500 (2) | | | Zaxby’s Funding LLC 2021-1A A2, 3.238%, 07/30/2051 | | | | | 173,499 | | | | | | 0.1 | | |
| | | | | | | | | 7,753,896 | | | | | | 2.5 | | |
| | | | Student Loan Asset-Backed Securities: 0.2% | | ||||||||||||
| 28,861 (2) | | | Commonbond Student Loan Trust 2017-BGS A1, 2.680%, 09/25/2042 | | | | | 27,688 | | | | | | 0.0 | | |
| 23,212 (2) | | | Commonbond Student Loan Trust 2018-AGS A1, 3.210%, 02/25/2044 | | | | | 22,687 | | | | | | 0.0 | | |
| 50,239 (2) | | | Commonbond Student Loan Trust 2018-BGS B, 3.990%, 09/25/2045 | | | | | 49,268 | | | | | | 0.0 | | |
| 38,751 (2) | | | Commonbond Student Loan Trust 2020-AGS A, 1.980%, 08/25/2050 | | | | | 37,210 | | | | | | 0.0 | | |
| 33,037 (2) | | | Navient Private Education Refi Loan Trust 2019-A A2A, 3.420%, 01/15/2043 | | | | | 32,461 | | | | | | 0.0 | | |
| 36,594 (2) | | | Navient Private Education Refi Loan Trust 2020-DA A, 1.690%, 05/15/2069 | | | | | 34,592 | | | | | | 0.0 | | |
| 100,000 (2) | | | SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/2041 | | | | | 95,640 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of June 30, 2022 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | | Student Loan Asset-Backed Securities (continued) | | ||||||||||||
| 73,361 (2) | | | SMB Private Education Loan Trust 2020-PTA A2A, 1.600%, 09/15/2054 | | | | $ | 66,896 | | | | | | 0.0 | | |
| 39,917 (2) | | | Sofi Professional Loan Program 2018-C A2FX Trust, 3.590%, 01/25/2048 | | | | | 39,345 | | | | | | 0.0 | | |
| 37,807 (2) | | | Sofi Professional Loan Program 2018-D A2FX Trust, 3.600%, 02/25/2048 | | | | | 37,261 | | | | | | 0.0 | | |
| 79,393 (2) | | | SoFi Professional Loan Program 2020-C AFX Trust, 1.950%, 02/15/2046 | | | | | 75,621 | | | | | | 0.1 | | |
| | | | | | | | | 518,669 | | | | | | 0.2 | | |
| | | | Total Asset-Backed Securities (Cost $9,650,847) | | | | | 9,084,532 | | | | | | 3.0 | | |
| SOVEREIGN BONDS: 0.5% | | |||||||||||||||
| 116,940 (8) | | | Argentine Republic Government International Bond, 0.500% (Step Rate @ 0.750% on 0), 07/09/2030 | | | | | 27,736 | | | | | | 0.0 | | |
| 8,843 | | | Argentine Republic Government International Bond, 1.000%, 07/09/2029 | | | | | 2,033 | | | | | | 0.0 | | |
| 200,000 | | | Brazilian Government International Bond, 4.625%, 01/13/2028 | | | | | 187,128 | | | | | | 0.1 | | |
| 200,000 | | | Colombia Government International Bond, 3.125%, 04/15/2031 | | | | | 147,809 | | | | | | 0.0 | | |
| 150,000 | | | Dominican Republic International Bond, 4.875%, 09/23/2032 | | | | | 115,790 | | | | | | 0.0 | | |
| 225,000 | | | Egypt Government International Bond, 7.625%, 05/29/2032 | | | | | 147,986 | | | | | | 0.0 | | |
| 225,000 | | | Export-Import Bank of India, 2.250%, 01/13/2031 | | | | | 177,454 | | | | | | 0.1 | | |
| 200,000 (2) | | | Hungary Government International Bond, 2.125%, 09/22/2031 | | | | | 155,020 | | | | | | 0.1 | | |
| 200,000 | | | Mexico Government International Bond, 3.500%, 02/12/2034 | | | | | 165,698 | | | | | | 0.1 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| SOVEREIGN BONDS: (continued) | | |||||||||||||||
| 200,000 | | | Republic of South Africa Government International Bond, 4.850%, 09/30/2029 | | | | $ | 171,344 | | | | | | 0.1 | | |
| 150,000 (2) | | | Romanian Government International Bond, 3.625%, 03/27/2032 | | | | | 118,142 | | | | | | 0.0 | | |
| 80,000 | | | Turkey Government International Bond, 7.375%, 02/05/2025 | | | | | 74,562 | | | | | | 0.0 | | |
| | | | Total Sovereign Bonds (Cost $1,854,845) | | | | | 1,490,702 | | | | | | 0.5 | | |
|
| | | Value | | | Percentage of Net Assets | | |||||||||
PURCHASED OPTIONS(9): 0.0% | | |||||||||||||||
| | | Total Purchased Options (Cost $40,157) | | | | | 20,169 | | | | | | 0.0 | | |
| | | Total Long-Term Investments (Cost $322,101,974) | | | | | 313,197,229 | | | | | | 102.1 | | |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
SHORT-TERM INVESTMENTS: 24.6% | | |||||||||||||||
| | | Commercial Paper: 0.9% | | ||||||||||||
750,000 | | | Dominion Resources, Inc., 2.040%, 07/25/2022 | | | | | 748,954 | | | | | | 0.2 | | |
2,056,000 (10) | | | Liberty Street Funding LLC, 1.550%, 07/01/2022 | | | | | 2,055,912 | | | | | | 0.7 | | |
| | | Total Commercial Paper (Cost $2,804,911) | | | | | 2,804,866 | | | | | | 0.9 | | |
| | |||||||||||||||
| | | Repurchase Agreements: 17.1% | | ||||||||||||
11,477,164 (10) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $11,477,651, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $11,706,707, due 08/01/22-01/20/68) | | | | | 11,477,164 | | | | | | 3.7 | | |
Voya Balanced Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
6,065,531 (10) | | | Citadel Securities LLC, Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $6,065,789, collateralized by various U.S. Government Securities, 0.000%-7.250%, Market Value plus accrued interest $6,187,155, due 07/21/22-05/15/52) | | | | $ | 6,065,531 | | | | | | 2.0 | | |
3,217,439 (10) | | | Citigroup, Inc., Repurchase Agreement dated 06/30/22, 1.50%, due 07/01/22 (Repurchase Amount $3,217,571, collateralized by various U.S. Government Securities, 1.875%-3.250%, Market Value plus accrued interest $3,281,788, due 06/30/24-05/15/52) | | | | | 3,217,439 | | | | | | 1.0 | | |
3,299,028 (10) | | | Industrial & Comm. Bank of China, Repurchase Agreement dated 06/30/22, 1.50%, due 07/01/22 (Repurchase Amount $3,299,164, collateralized by various U.S. Government Securities, 0.000%-3.250%, Market Value plus accrued interest $3,365,009, due 12/29/22-06/30/27) | | | | | 3,299,028 | | | | | | 1.1 | | |
3,931,006 (10) | | | Mirae Asset Securities USA Inc., Repurchase Agreement dated 06/30/22, 1.59%, due 07/01/22 (Repurchase Amount $3,931,177, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.550%-8.250%, Market Value plus accrued interest $4,009,803, due 08/01/22-02/20/72) | | | | | 3,931,006 | | | | | | 1.3 | | |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
17,391,007 (10) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $17,391,746, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.875%, Market Value plus accrued interest $17,738,827, due 08/16/22-05/20/52) | | | | $ | 17,391,007 | | | | | | 5.7 | | |
7,109,482 (10) | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $7,109,784, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $7,251,683, due 01/15/25-02/15/51) | | | | | 7,109,482 | | | | | | 2.3 | | |
| | | Total Repurchase Agreements (Cost $52,490,657) | | | | | 52,490,657 | | | | | | 17.1 | | |
| | |||||||||||||||
| | | Time Deposits: 5.3% | | ||||||||||||
1,830,000 (10) | | | Barclays Bank PLC, 1.590%, 07/01/2022 | | | | | 1,830,000 | | | | | | 0.6 | | |
1,820,000 (10) | | | Canadian Imperial Bank of Commerce, 1.550%, 07/01/2022 | | | | | 1,820,000 | | | | | | 0.6 | | |
1,800,000 (10) | | | DZ Bank AG, 1.550%, 07/01/2022 | | | | | 1,800,000 | | | | | | 0.6 | | |
1,700,000 (10) | | | Landesbank Baden-Wurttemberg, 1.570%, 07/01/2022 | | | | | 1,700,000 | | | | | | 0.5 | | |
1,820,000 (10) | | | Mizuho Bank Ltd., 1.570%, 07/01/2022 | | | | | 1,820,000 | | | | | | 0.6 | | |
1,830,000 (10) | | | Royal Bank of Canada, 1.570%, 07/01/2022 | | | | | 1,830,000 | | | | | | 0.6 | | |
Voya Balanced Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Time Deposits (continued) | | ||||||||||||
1,820,000 (10) | | | Skandinaviska Enskilda Banken AB, 1.560%, 07/01/2022 | | | | $ | 1,820,000 | | | | | | 0.6 | | |
1,830,000 (10) | | | Societe Generale, 1.550%, 07/01/2022 | | | | | 1,830,000 | | | | | | 0.6 | | |
1,800,000 (10) | | | Toronto-Dominion Bank, 1.560%, 07/01/2022 | | | | | 1,800,000 | | | | | | 0.6 | | |
| | | Total Time Deposits (Cost $16,250,000) | | | | | 16,250,000 | | | | | | 5.3 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds: 1.3% | | ||||||||||||
718,000 (10)(11) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.320% | | | | | 718,000 | | | | | | 0.2 | | |
1,470,000 (10)(11) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.380% | | | | | 1,470,000 | | | | | | 0.5 | | |
1,729,000 (10)(11) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 1.380% | | | | | 1,729,000 | | | | | | 0.6 | | |
| | | Total Mutual Funds (Cost $3,917,000) | | | | | 3,917,000 | | | | | | 1.3 | | |
| | | Total Short-Term Investments (Cost $75,462,568) | | | | | 75,462,523 | | | | | | 24.6 | | |
| | | Total Investments in Securities (Cost $397,564,542) | | | | $ | 388,659,752 | | | | | | 126.7 | | |
| | | Liabilities in Excess of Other Assets | | | | | (81,892,072) | | | | | | (26.7) | | |
| | | Net Assets | | | | $ | 306,767,680 | | | | | | 100.0 | | |
| Investment Type Allocation as of June 30, 2022 (as a percentage of net assets) | | |||
| Common Stock | | | 40.2% | |
| Exchange-Traded Funds | | | 29.1% | |
| Corporate Bonds/Notes | | | 8.9% | |
| U.S. Government Agency Obligations | | | 6.2% | |
| U.S. Treasury Obligations | | | 5.1% | |
| Collateralized Mortgage Obligations | | | 3.9% | |
| Asset-Backed Securities | | | 3.0% | |
| Mutual Funds | | | 2.9% | |
| Commercial Mortgage-Backed Securities | | | 2.2% | |
| Sovereign Bonds | | | 0.5% | |
| Preferred Stock | | | 0.1% | |
| Purchased Options | | | 0.0%^ | |
| Liabilities in Excess of Other Assets* | | | (2.1)% | |
| Net Assets | | | 100.0% | |
| ^ Amount is less than 0.005%. | | |||
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Voya Balanced Portfolio | as of June 30, 2022 (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, 2022 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Communication Services | | | | $ | 7,226,893 | | | | | $ | 1,121,366 | | | | | $ | — | | | | | $ | 8,348,259 | | |
Consumer Discretionary | | | | | 10,835,638 | | | | | | 2,087,701 | | | | | | — | | | | | | 12,923,339 | | |
Consumer Staples | | | | | 6,478,373 | | | | | | 2,419,090 | | | | | | — | | | | | | 8,897,463 | | |
Energy | | | | | 4,286,803 | | | | | | 1,082,922 | | | | | | — | | | | | | 5,369,725 | | |
Financials | | | | | 11,944,631 | | | | | | 4,210,548 | | | | | | — | | | | | | 16,155,179 | | |
Health Care | | | | | 14,952,834 | | | | | | 3,457,579 | | | | | | — | | | | | | 18,410,413 | | |
Industrials | | | | | 8,247,213 | | | | | | 3,450,520 | | | | | | — | | | | | | 11,697,733 | | |
Information Technology | | | | | 26,316,982 | | | | | | 1,847,361 | | | | | | — | | | | | | 28,164,343 | | |
Materials | | | | | 2,785,517 | | | | | | 2,130,569 | | | | | | — | | | | | | 4,916,086 | | |
Real Estate | | | | | 3,581,387 | | | | | | 798,648 | | | | | | — | | | | | | 4,380,035 | | |
Utilities | | | | | 3,300,643 | | | | | | 941,511 | | | | | | — | | | | | | 4,242,154 | | |
Total Common Stock | | | | | 99,956,914 | | | | | | 23,547,815 | | | | | | — | | | | | | 123,504,729 | | |
Exchange-Traded Funds | | | | | 89,430,748 | | | | | | — | | | | | | — | | | | | | 89,430,748 | | |
Mutual Funds | | | | | 8,941,654 | | | | | | — | | | | | | — | | | | | | 8,941,654 | | |
Preferred Stock | | | | | — | | | | | | 221,078 | | | | | | — | | | | | | 221,078 | | |
Purchased Options | | | | | — | | | | | | 20,169 | | | | | | — | | | | | | 20,169 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 27,184,783 | | | | | | — | | | | | | 27,184,783 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 11,897,100 | | | | | | — | | | | | | 11,897,100 | | |
Asset-Backed Securities | | | | | — | | | | | | 9,084,532 | | | | | | — | | | | | | 9,084,532 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 18,984,503 | | | | | | — | | | | | | 18,984,503 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 6,631,671 | | | | | | — | | | | | | 6,631,671 | | |
Sovereign Bonds | | | | | — | | | | | | 1,490,702 | | | | | | — | | | | | | 1,490,702 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 15,805,560 | | | | | | — | | | | | | 15,805,560 | | |
Short-Term Investments | | | | | 3,917,000 | | | | | | 71,545,523 | | | | | | — | | | | | | 75,462,523 | | |
Total Investments, at fair value | | | | $ | 202,246,316 | | | | | $ | 186,413,436 | | | | | $ | — | | | | | $ | 388,659,752 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | | — | | | | | | 5,999 | | | | | | — | | | | | | 5,999 | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 19,949 | | | | | | — | | | | | | 19,949 | | |
Futures | | | | | 105,988 | | | | | | — | | | | | | — | | | | | | 105,988 | | |
Total Assets | | | | $ | 202,352,304 | | | | | $ | 186,439,384 | | | | | $ | — | | | | | $ | 388,791,688 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | $ | — | | | | | $ | (3,121) | | | | | $ | — | | | | | $ | (3,121) | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | (4,828) | | | | | | — | | | | | | (4,828) | | |
Forward Premium Swaptions | | | | | — | | | | | | (24,606) | | | | | | — | | | | | | (24,606) | | |
Futures | | | | | (182,061) | | | | | | — | | | | | | — | | | | | | (182,061) | | |
Written Options | | | | | — | | | | | | (21,439) | | | | | | — | | | | | | (21,439) | | |
Total Liabilities | | | | $ | (182,061) | | | | | $ | (53,994) | | | | | $ | — | | | | | $ | (236,055) | | |
Voya Balanced Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/2021 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/2022 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Local Currency Debt Fund - Class P | | | | $ | 804,693 | | | | | $ | 15,052 | | | | | $ | (1,016,825) | | | | | $ | 197,080 | | | | | $ | — | | | | | | 17,906 | | | | | $ | (303,931) | | | | | $ | — | | |
Voya Floating Rate Fund - Class P | | | | | 1,691,934 | | | | | | 37,881 | | | | | | — | | | | | | (131,070) | | | | | | 1,598,745 | | | | | | 37,881 | | | | | | — | | | | | | — | | |
Voya High Yield Bond Fund - Class P | | | | | 32,911,489 | | | | | | 2,223,982 | | | | | | (29,171,534) | | | | | | (2,449,546) | | | | | | 3,514,391 | | | | | | 239,755 | | | | | | 1,025,942 | | | | | | — | | |
Voya Short Term Bond Fund - Class R6 | | | | | 4,762,230 | | | | | | 37,461 | | | | | | (763,215) | | | | | | (207,958) | | | | | | 3,828,518 | | | | | | 37,461 | | | | | | (25,294) | | | | | | — | | |
| | | | $ | 40,170,346 | | | | | $ | 2,314,376 | | | | | $ | (30,951,574) | | | | | $ | (2,591,494) | | | | | $ | 8,941,654 | | | | | $ | 333,003 | | | | | $ | 696,717 | | | | | $ | — | | |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | |||
USD 25,488 | | | HUF 9,282,257 | | | Barclays Bank PLC | | | 07/29/22 | | | | $ | 1,055 | | |
USD 9,324 | | | TRY 167,972 | | | Barclays Bank PLC | | | 07/29/22 | | | | | (587) | | |
PHP 40,551 | | | USD 738 | | | Barclays Bank PLC | | | 08/05/22 | | | | | (2) | | |
USD 69,103 | | | THB 2,370,100 | | | Barclays Bank PLC | | | 08/05/22 | | | | | 1,969 | | |
USD 72,260 | | | MYR 317,909 | | | Barclays Bank PLC | | | 08/05/22 | | | | | 95 | | |
THB 2,370,099 | | | USD 67,528 | | | Barclays Bank PLC | | | 08/05/22 | | | | | (394) | | |
MYR 317,909 | | | USD 72,201 | | | Barclays Bank PLC | | | 08/05/22 | | | | | (36) | | |
HUF 9,282,257 | | | USD 24,252 | | | BNP Paribas | | | 07/29/22 | | | | | 180 | | |
USD 1,641 | | | CLP 1,515,016 | | | BNP Paribas | | | 08/05/22 | | | | | 2 | | |
CNY 581,089 | | | USD 86,804 | | | BNP Paribas | | | 08/05/22 | | | | | (23) | | |
USD 87,425 | | | CNY 581,089 | | | BNP Paribas | | | 08/05/22 | | | | | 643 | | |
USD 183 | | | ILS 606 | | | Citibank N.A. | | | 07/29/22 | | | | | 9 | | |
USD 61,656 | | | ZAR 950,629 | | | Citibank N.A. | | | 07/29/22 | | | | | 3,379 | | |
USD 20,779 | | | RON 96,559 | | | Goldman Sachs & Co. | | | 07/29/22 | | | | | 398 | | |
CZK 807,548 | | | USD 34,351 | | | Goldman Sachs & Co. | | | 07/29/22 | | | | | (273) | | |
ZAR 950,629 | | | USD 59,655 | | | Goldman Sachs & Co. | | | 07/29/22 | | | | | (1,377) | | |
RON 96,559 | | | USD 20,533 | | | Goldman Sachs & Co. | | | 07/29/22 | | | | | (152) | | |
PLN 288,089 | | | USD 64,550 | | | Goldman Sachs & Co. | | | 07/29/22 | | | | | (502) | | |
PEN 94,617 | | | USD 24,866 | | | Goldman Sachs & Co. | | | 08/05/22 | | | | | (241) | | |
USD 84,477 | | | IDR 1,219,102,102 | | | HSBC Bank USA N.A. | | | 08/05/22 | | | | | 3,007 | | |
TRY 167,972 | | | USD 9,952 | | | JPMorgan Chase Bank N.A. | | | 07/29/22 | | | | | (41) | | |
IDR 1,219,102,102 | | | USD 82,106 | | | JPMorgan Chase Bank N.A. | | | 08/05/22 | | | | | (635) | | |
MXN 1,820,970 | | | USD 90,356 | | | JPMorgan Chase Bank N.A. | | | 08/05/22 | | | | | (346) | | |
USD 66,914 | | | PLN 288,089 | | | Morgan Stanley Capital Services LLC | | | 07/29/22 | | | | | 2,866 | | |
USD 34,804 | | | CZK 807,548 | | | Morgan Stanley Capital Services LLC | | | 07/29/22 | | | | | 726 | | |
COP 160,078,860 | | | USD 38,545 | | | Morgan Stanley Capital Services LLC | | | 08/05/22 | | | | | (219) | | |
USD 41,789 | | | COP 160,078,860 | | | Morgan Stanley Capital Services LLC | | | 08/05/22 | | | | | 3,462 | | |
USD 92,168 | | | MXN 1,820,970 | | | Morgan Stanley Capital Services LLC | | | 08/05/22 | | | | | 2,158 | | |
| | | | | | | | | | | | | $ | 15,121 | | |
Voya Balanced Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
90-Day Eurodollar | | | | | 25 | | | | | | 09/19/22 | | | | | $ | 6,049,687 | | | | | $ | (33,991) | | |
U.S. Treasury 2-Year Note | | | | | 43 | | | | | | 09/30/22 | | | | | | 9,030,672 | | | | | | 18,802 | | |
U.S. Treasury 5-Year Note | | | | | 22 | | | | | | 09/30/22 | | | | | | 2,469,500 | | | | | | 51,520 | | |
U.S. Treasury Long Bond | | | | | 4 | | | | | | 09/21/22 | | | | | | 554,500 | | | | | | 7,367 | | |
U.S. Treasury Ultra Long Bond | | | | | 21 | | | | | | 09/21/22 | | | | | | 3,241,219 | | | | | | (80,419) | | |
| | | | | | | | | | | | | | | | $ | 21,345,578 | | | | | $ | (36,721) | | |
Short Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
MSCI EAFE Index | | | | | (33) | | | | | | 09/16/22 | | | | | | (3,063,390) | | | | | | (24,885) | | |
MSCI Emerging Markets Index | | | | | (61) | | | | | | 09/16/22 | | | | | | (3,058,235) | | | | | | 11,743 | | |
S&P 500® E-Mini | | | | | (24) | | | | | | 09/16/22 | | | | | | (4,547,400) | | | | | | (42,766) | | |
U.S. Treasury 10-Year Note | | | | | (10) | | | | | | 09/21/22 | | | | | | (1,185,313) | | | | | | 6,144 | | |
U.S. Treasury Ultra 10-Year Note | | | | | (24) | | | | | | 09/21/22 | | | | | | (3,057,000) | | | | | | 10,412 | | |
| | | | | | | | | | | | | | | | $ | (14,911,338) | | | | | $ | (39,352) | | |
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 | | | 1-day Secured Overnight Financing Rate | | | | | Annual | | | | | | 2.836% | | | | Annual | | | | | 07/14/32 | | | | USD 188,600 | | | | $ | 1,046 | | | | | $ | 1,046 | | |
Pay | | | 1-day Secured Overnight Financing Rate | | | | | Annual | | | | | | 2.897 | | | | Annual | | | | | 07/14/32 | | | | USD 199,000 | | | | | 2,169 | | | | | | 2,169 | | |
Pay | | | 1-day Secured Overnight Financing Rate | | | | | Annual | | | | | | 2.941 | | | | Annual | | | | | 07/14/32 | | | | USD 188,600 | | | | | 2,784 | | | | | | 2,784 | | |
Receive | | | 1-day Secured Overnight Financing Rate | | | | | Annual | | | | | | 2.933 | | | | Annual | | | | | 07/14/32 | | | | USD 75,400 | | | | | (1,060) | | | | | | (1,060) | | |
Receive | | | 1-day Secured Overnight Financing Rate | | | | | Annual | | | | | | 2.981 | | | | Annual | | | | | 07/14/32 | | | | USD 113,200 | | | | | (2,061) | | | | | | (2,061) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 2,878 | | | | | $ | 2,878 | | |
Description | | | Counterparty | | | Expiration Date | | | Exercise Price | | | Notional Amount | | | Cost | | | Fair Value | | ||||||
AUD/USD & USD/JPY Dual Digital | | | Standard Chartered Bank | | | | | 08/10/22 | | | | 0.6728 & 126.25 USD | | | 19,000 | | | | $ | 1,425 | | | | $137 | |
| | | | | | | | | | | | | | | | | | | $ | 1,425 | | | | $137 | |
Description | | | Counterparty | | | Expiration Date | | | Exercise Price | | | Notional Amount | | | Cost | | | Fair Value | | |||||||||
Call JPY vs. Put USD | | | BNP Paribas | | | | | 02/27/25 | | | | | | 107.500 USD | | | | 210,000 | | | | $ | 10,416 | | | | $4,785 | |
Call USD vs. Put AUD | | | Morgan Stanley Capital Services LLC | | | | | 08/18/22 | | | | | | 0.650 USD | | | | 2,683,000 | | | | | 19,097 | | | | 11,495 | |
Call USD vs. Put AUD | | | Standard Chartered Bank | | | | | 08/18/22 | | | | | | 0.640 USD | | | | 1,258,000 | | | | | 9,219 | | | | 3,752 | |
| | | | | | | | | | | | | | | | | | | | | | $ | 38,732 | | | | $20,032 | |
Voya Balanced Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Description | | | Counterparty | | | Pay/ Receive Exercise Rate | | | Exercise Rate | | | Floating Rate Index | | | Expiration Date | | | Notional Amount | | | Premiums Received | | | Fair Value | | ||||||||||||
Call on 10-Year Interest Rate Swap(1) | | | Goldman Sachs International | | | Pay | | | | | 3.070% | | | | 1-day Secured Overnight Financing Rate | | | | | 07/12/22 | | | | USD 206,000 | | | | $ | 2,189 | | | | | $ | (5,152) | | |
Call on 10-Year Interest Rate Swap(1) | | | Goldman Sachs International | | | Pay | | | | | 3.070% | | | | 1-day Secured Overnight Financing Rate | | | | | 07/12/22 | | | | USD 618,000 | | | | | 6,527 | | | | | | (15,457) | | |
Put on 10-Year Interest Rate Swap(2) | | | BNP Paribas | | | Receive | | | | | 3.070% | | | | 1-day Secured Overnight Financing Rate | | | | | 07/12/22 | | | | USD 618,000 | | | | | 6,528 | | | | | | (622) | | |
Put on 10-Year Interest Rate Swap(2) | | | Goldman Sachs International | | | Receive | | | | | 3.070% | | | | 1-day Secured Overnight Financing Rate | | | | | 07/12/22 | | | | USD 206,000 | | | | | 2,189 | | | | | | (208) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 17,433 | | | | | $ | (21,439) | | |
Description | | | Counterparty | | | Exercise Rate(3) | | | Pay/ Receive Exercise Rate | | | Floating Rate Index | | | Expiration Date | | | Notional Amount | | | Premium receivable/ (payable) at expiration(4) | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Call on 30-Year Interest Rate Swap (Purchased) | | | Barclays Bank PLC | | | | | 0.000% | | | | Receive | | | 1-day Secured Overnight Financing Rate | | | | | 06/14/27 | | | | USD 439,500 | | | | $ | (76,913) | | | | | $ | (3,547) | | |
Call on 30-Year Interest Rate Swap (Purchased) | | | Barclays Bank PLC | | | | | 0.000% | | | | Receive | | | 1-day Secured Overnight Financing Rate | | | | | 05/28/27 | | | | USD 740,000 | | | | | (130,980) | | | | | | (6,754) | | |
Call on 35-Year Interest Rate Swap (Purchased) | | | Barclays Bank PLC | | | | | 0.000% | | | | Receive | | | 1-day Secured Overnight Financing Rate | | | | | 06/03/27 | | | | USD 439,500 | | | | | (77,022) | | | | | | (3,497) | | |
Put on 30-Year Interest Rate Swap (Purchased) | | | Barclays Bank PLC | | | | | 0.000% | | | | Pay | | | 1-day Secured Overnight Financing Rate | | | | | 05/25/27 | | | | USD 925,000 | | | | | (166,500) | | | | | | (10,808) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (451,415) | | | | | $ | (24,606) | | |
COP – Colombian Peso
CNY – Chinese Yuan
CZK – Czech Koruna
HUF – Hungarian Forint
IDR – Indonesian Rupiah
ILS – Israeli New Shekel
MXN – Mexican Peso
MYR – Malaysian Ringgit
PEN – Peruvian Nuevo Sol
PHP – Philippine Peso
PLN – Polish Zloty
RON – Romanian New Leu
THB – Thai Baht
TRY – Turkish Lira
USD – United States Dollar
ZAR – South African Rand
Voya Balanced Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Investments in securities at value* | | | | $ | 20,169 | | |
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | | 19,949 | | |
Equity contracts | | | Variation margin receivable on futures contracts** | | | | | 11,743 | | |
Interest rate contracts | | | Variation margin receivable on futures contracts** | | | | | 94,245 | | |
Interest rate contracts | | | Variation margin receivable on centrally cleared swaps** | | | | | 5,999 | | |
Total Asset Derivatives | | | | | | | $ | 152,105 | | |
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 4,828 | | |
Equity contracts | | | Variation margin payable on futures contracts** | | | | | 67,651 | | |
Interest rate contracts | | | Variation margin payable on futures contracts** | | | | | 114,410 | | |
Interest rate contracts | | | Variation margin payable on centrally cleared swaps** | | | | | 3,121 | | |
Interest rate contracts | | | Unrealized depreciation on OTC forward premium swaptions | | | | | 24,606 | | |
Interest rate contracts | | | Written Options, at fair value | | | | | 21,439 | | |
Total Liability Derivatives | | | | | | | $ | 236,055 | | |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 78,627 | | | | | $ | — | | | | | $ | 78,627 | | |
Equity contracts | | | | | 6,057 | | | | | | — | | | | | | 871,876 | | | | | | — | | | | | | (17,449) | | | | | | 860,484 | | |
Foreign exchange contracts | | | | | 3,652 | | | | | | 1,021 | | | | | | — | | | | | | — | | | | | | 54,817 | | | | | | 59,490 | | |
Interest rate contracts | | | | | — | | | | | | — | | | | | | (1,426,223) | | | | | | (107,794) | | | | | | 105,461 | | | | | | (1,428,556) | | |
Total | | | | $ | 9,709 | | | | | $ | 1,021 | | | | | $ | (554,347) | | | | | $ | (29,167) | | | | | $ | 142,829 | | | | | $ | (429,955) | | |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Equity contracts | | | | | 17,350 | | | | | | — | | | | | | (55,908) | | | | | | — | | | | | | (15,096) | | | | | | (53,654) | | |
Foreign exchange contracts | | | | | (19,988) | | | | | | 26,019 | | | | | | — | | | | | | — | | | | | | — | | | | | | 6,031 | | |
Interest rate contracts | | | | | (24,606) | | | | | | — | | | | | | (66,904) | | | | | | 2,878 | | | | | | (4,006) | | | | | | (92,638) | | |
Total | | | | $ | (27,244) | | | | | $ | 26,019 | | | | | $ | (122,812) | | | | | $ | 2,878 | | | | | $ | (19,102) | | | | | $ | (140,261) | | |
Voya Balanced Portfolio | as of June 30, 2022 (Unaudited) (continued) |
| | | Barclays Bank PLC | | | BNP Paribas | | | Citibank N.A. | | | Goldman Sachs & Co. | | | HSBC Bank USA N.A. | | | JPMorgan Chase Bank N.A. | | | Morgan Stanley Capital Services LLC | | | Standard Chartered Bank | | | Totals | | |||||||||||||||||||||||||||
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Purchased options | | | | $ | — | | | | | $ | 4,785 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 11,495 | | | | | $ | 3,889 | | | | | $ | 20,169 | | |
Forward foreign currency contracts | | | | | 3,119 | | | | | | 825 | | | | | | 3,388 | | | | | | 398 | | | | | | 3,007 | | | | | | — | | | | | | 9,212 | | | | | | — | | | | | | 19,949 | | |
Total Assets | | | | $ | 3,119 | | | | | $ | 5,610 | | | | | $ | 3,388 | | | | | $ | 398 | | | | | $ | 3,007 | | | | | $ | — | | | | | $ | 20,707 | | | | | $ | 3,889 | | | | | $ | 40,118 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 1,019 | | | | | $ | 23 | | | | | $ | — | | | | | $ | 2,545 | | | | | $ | — | | | | | $ | 1,022 | | | | | $ | 219 | | | | | $ | — | | | | | $ | 4,828 | | |
Forward premium swaptions | | | | | 24,606 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 24,606 | | |
Written options | | | | | — | | | | | | 16,079 | | | | | | — | | | | | | 5,360 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 21,439 | | |
Total Liabilities | | | | $ | 25,625 | | | | | $ | 16,102 | | | | | $ | — | | | | | $ | 7,905 | | | | | $ | — | | | | | $ | 1,022 | | | | | $ | 219 | | | | | $ | — | | | | | $ | 50,873 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (22,506) | | | | | $ | (10,492) | | | | | $ | 3,388 | | | | | $ | (7,507) | | | | | $ | 3,007 | | | | | $ | (1,022) | | | | | $ | 20,488 | | | | | $ | 3,889 | | | | | $ | (10,755) | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Net Exposure(1) | | | | $ | (22,506) | | | | | $ | (10,492) | | | | | $ | 3,388 | | | | | $ | (7,507) | | | | | $ | 3,007 | | | | | $ | (1,022) | | | | | $ | 20,488 | | | | | $ | 3,889 | | | | | $ | (10,755) | | |
| Gross Unrealized Appreciation | | | | $ | 15,738,663 | | |
| Gross Unrealized Depreciation | | | | | (25,589,788) | | |
| Net Unrealized Depreciation | | | | $ | (9,851,125) | | |
Voya Global High Dividend Low | PORTFOLIO OF INVESTMENTS |
Volatility Portfolio | as of June 30, 2022 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 98.8% | | |||||||||||||||
| | | Australia: 3.0% | | ||||||||||||
70,002 | | | Ampol Ltd. | | | | $ | 1,652,220 | | | | | | 0.3 | | |
528,525 | | | Aurizon Holdings Ltd. | | | | | 1,390,038 | | | | | | 0.3 | | |
192,454 | | | Australia & New Zealand Banking Group Ltd. | | | | | 2,931,212 | | | | | | 0.5 | | |
183,717 | | | Brambles Ltd. | | | | | 1,358,458 | | | | | | 0.2 | | |
714,649 | | | Medibank Pvt Ltd. | | | | | 1,607,373 | | | | | | 0.3 | | |
42,387 | | | Rio Tinto Ltd. | | | | | 3,023,840 | | | | | | 0.6 | | |
23,077 | | | Sonic Healthcare Ltd. | | | | | 526,001 | | | | | | 0.1 | | |
315,378 | | | Telstra Corp., Ltd. | | | | | 838,835 | | | | | | 0.2 | | |
281,486 | | | Transurban Group - Stapled Security | | | | | 2,800,592 | | | | | | 0.5 | | |
| | | | | | | | 16,128,569 | | | | | | 3.0 | | |
| | | Belgium: 0.1% | | ||||||||||||
7,616 | | | UCB S.A. | | | | | 645,377 | | | | | | 0.1 | | |
| | |||||||||||||||
| | | Canada: 4.8% | | ||||||||||||
66,216 (1) | | | Bank of Nova Scotia | | | | | 3,918,843 | | | | | | 0.7 | | |
58,477 | | | BCE, Inc. | | | | | 2,874,332 | | | | | | 0.6 | | |
67,893 (1) | | | Canadian Imperial Bank of Commerce - XTSE | | | | | 3,297,072 | | | | | | 0.6 | | |
18,364 | | | Canadian Utilities Ltd. | | | | | 547,696 | | | | | | 0.1 | | |
80,178 | | | Enbridge, Inc. | | | | | 3,386,013 | | | | | | 0.6 | | |
7,308 (1) | | | National Bank Of Canada | | | | | 479,573 | | | | | | 0.1 | | |
49,406 | | | Pembina Pipeline Corp. | | | | | 1,746,405 | | | | | | 0.3 | | |
27,491 | | | Royal Bank of Canada | | | | | 2,661,963 | | | | | | 0.5 | | |
19,913 | | | Shaw Communications, Inc. - Class B | | | | | 586,778 | | | | | | 0.1 | | |
130,671 | | | TELUS Corp. | | | | | 2,910,455 | | | | | | 0.6 | | |
27,323 | | | Waste Connections, Inc. | | | | | 3,386,959 | | | | | | 0.6 | | |
| | | | | | | | 25,796,089 | | | | | | 4.8 | | |
| | | China: 0.1% | | ||||||||||||
193,500 | | | BOC Hong Kong Holdings Ltd. | | | | | 768,384 | | | | | | 0.1 | | |
| | |||||||||||||||
| | | Denmark: 0.2% | | ||||||||||||
16,076 | | | Novozymes A/S | | | | | 967,501 | | | | | | 0.2 | | |
| | |||||||||||||||
| | | Finland: 0.6% | | ||||||||||||
22,971 | | | Elisa OYJ | | | | | 1,293,211 | | | | | | 0.2 | | |
38,907 | | | Kone Oyj | | | | | 1,859,576 | | | | | | 0.4 | | |
| | | | | | | | 3,152,787 | | | | | | 0.6 | | |
| | | France: 2.5% | | ||||||||||||
14,350 | | | Air Liquide SA | | | | | 1,931,559 | | | | | | 0.4 | | |
48,615 | | | AXA S.A. | | | | | 1,110,446 | | | | | | 0.2 | | |
24,776 | | | BNP Paribas | | | | | 1,185,090 | | | | | | 0.2 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | France (continued) | | ||||||||||||
32,132 | | | Bouygues SA | | | | $ | 991,711 | | | | | | 0.2 | | |
9,300 | | | Cie de Saint-Gobain | | | | | 401,848 | | | | | | 0.1 | | |
23,820 | | | Cie Generale des Etablissements Michelin SCA | | | | | 650,550 | | | | | | 0.1 | | |
19,244 | | | Dassault Systemes SE | | | | | 712,817 | | | | | | 0.1 | | |
5,595 | | | Ipsen SA | | | | | 529,754 | | | | | | 0.1 | | |
20,804 (2) | | | La Francaise des Jeux SAEM | | | | | 722,407 | | | | | | 0.1 | | |
13,212 | | | Legrand S.A. | | | | | 980,975 | | | | | | 0.2 | | |
291,474 | | | Orange SA | | | | | 3,434,620 | | | | | | 0.6 | | |
7,868 | | | SEB SA | | | | | 759,315 | | | | | | 0.2 | | |
| | | | | | | | 13,411,092 | | | | | | 2.5 | | |
| | | Germany: 1.6% | | ||||||||||||
72,457 | | | Deutsche Post AG | | | | | 2,735,709 | | | | | | 0.5 | | |
92,359 | | | Deutsche Telekom AG | | | | | 1,836,960 | | | | | | 0.3 | | |
32,246 | | | GEA Group AG | | | | | 1,117,910 | | | | | | 0.2 | | |
16,509 (2) | | | Scout24 SE | | | | | 850,470 | | | | | | 0.2 | | |
18,003 | | | Symrise AG | | | | | 1,963,510 | | | | | | 0.4 | | |
| | | | | | | | 8,504,559 | | | | | | 1.6 | | |
| | | Hong Kong: 1.9% | | ||||||||||||
173,000 | | | CK Hutchison Holdings Ltd. | | | | | 1,173,632 | | | | | | 0.2 | | |
559,000 | | | HKT Trust & HKT Ltd. - Stapled Security | | | | | 750,761 | | | | | | 0.2 | | |
23,900 | | | Jardine Matheson Holdings Ltd. | | | | | 1,255,800 | | | | | | 0.2 | | |
378,600 | | | Link REIT | | | | | 3,093,680 | | | | | | 0.6 | | |
309,000 | | | MTR Corp. | | | | | 1,620,006 | | | | | | 0.3 | | |
250,000 | | | Power Assets Holdings Ltd. | | | | | 1,574,978 | | | | | | 0.3 | | |
222,000 | | | SITC International Holdings Co. Ltd. | | | | | 631,408 | | | | | | 0.1 | | |
| | | | | | | | 10,100,265 | | | | | | 1.9 | | |
| | | Ireland: 0.9% | | ||||||||||||
18,348 | | | CRH PLC | | | | | 633,170 | | | | | | 0.1 | | |
25,893 | | | DCC PLC | | | | | 1,610,974 | | | | | | 0.3 | | |
29,438 | | | Medtronic PLC | | | | | 2,642,061 | | | | | | 0.5 | | |
| | | | | | | | 4,886,205 | | | | | | 0.9 | | |
| | | Israel: 0.2% | | ||||||||||||
20,983 (1) | | | ZIM Integrated Shipping Services Ltd. | | | | | 991,027 | | | | | | 0.2 | | |
| | |||||||||||||||
| | | Italy: 1.2% | | ||||||||||||
254,715 | | | ENI S.p.A. | | | | | 3,021,102 | | | | | | 0.6 | | |
101,566 (1) | | | FinecoBank Banca Fineco SpA | | | | | 1,218,448 | | | | | | 0.2 | | |
228,888 (2) | | | Poste Italiane SpA | | | | | 2,141,595 | | | | | | 0.4 | | |
| | | | | | | | 6,381,145 | | | | | | 1.2 | | |
Voya Global High Dividend Low | PORTFOLIO OF INVESTMENTS |
Volatility Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Japan: 7.1% | | ||||||||||||
45,100 | | | Dai Nippon Printing Co., Ltd. | | | | $ | 970,124 | | | ��� | | | 0.2 | | |
812,500 | | | ENEOS Holdings, Inc. | | | | | 3,057,270 | | | | | | 0.6 | | |
102,700 (1) | | | Japan Tobacco, Inc. | | | | | 1,779,666 | | | | | | 0.3 | | |
41,700 | | | McDonald’s Holdings Co. Japan Ltd. | | | | | 1,518,957 | | | | | | 0.3 | | |
141,800 | | | Mitsubishi HC Capital, Inc. | | | | | 654,460 | | | | | | 0.1 | | |
187,800 | | | Mizuho Financial Group, Inc. | | | | | 2,138,088 | | | | | | 0.4 | | |
6,600 | | | Nintendo Co., Ltd. | | | | | 2,838,373 | | | | | | 0.5 | | |
83,700 | | | Nippon Telegraph & Telephone Corp. | | | | | 2,404,966 | | | | | | 0.5 | | |
29,900 | | | Ono Pharmaceutical Co., Ltd. | | | | | 768,109 | | | | | | 0.1 | | |
81,600 | | | Osaka Gas Co., Ltd. | | | | | 1,563,884 | | | | | | 0.3 | | |
45,000 | | | Secom Co., Ltd. | | | | | 2,778,513 | | | | | | 0.5 | | |
150,500 | | | Sekisui House Ltd. | | | | | 2,642,081 | | | | | | 0.5 | | |
42,600 | | | SG Holdings Co. Ltd. | | | | | 720,363 | | | | | | 0.1 | | |
178,400 | | | Sumitomo Chemical Co., Ltd. | | | | | 698,204 | | | | | | 0.1 | | |
105,600 | | | Sumitomo Mitsui Financial Group, Inc. | | | | | 3,138,970 | | | | | | 0.6 | | |
97,000 | | | Sumitomo Mitsui Trust Holdings, Inc. | | | | | 2,997,879 | | | | | | 0.6 | | |
122,500 | | | Takeda Pharmaceutical Co., Ltd. | | | | | 3,440,823 | | | | | | 0.6 | | |
52,100 | | | Tokio Marine Holdings, Inc. | | | | | 3,038,053 | | | | | | 0.6 | | |
55,000 | | | Tokyo Gas Co., Ltd. | | | | | 1,139,823 | | | | | | 0.2 | | |
| | | | | | | | 38,288,606 | | | | | | 7.1 | | |
| | | Netherlands: 0.6% | | ||||||||||||
32,502 | | | Wolters Kluwer NV | | | | | 3,150,042 | | | | | | 0.6 | | |
| | |||||||||||||||
| | | New Zealand: 0.1% | | ||||||||||||
206,610 | | | Spark New Zealand Ltd. | | | | | 618,333 | | | | | | 0.1 | | |
| | |||||||||||||||
| | | Singapore: 0.1% | | ||||||||||||
215,300 | | | Singapore Technologies Engineering Ltd. | | | | | 633,804 | | | | | | 0.1 | | |
| | |||||||||||||||
| | | Spain: 0.7% | | ||||||||||||
28,754 (1) | | | ACS Actividades de Construccion y Servicios SA | | | | | 700,786 | | | | | | 0.1 | | |
109,993 | | | Iberdrola S.A. - IBEE | | | | | 1,145,187 | | | | | | 0.2 | | |
147,132 (1) | | | Repsol SA | | | | | 2,169,030 | | | | | | 0.4 | | |
| | | | | | | | 4,015,003 | | | | | | 0.7 | | |
| | | Switzerland: 2.0% | | ||||||||||||
34,038 | | | Holcim AG | | | | | 1,459,875 | | | | | | 0.3 | | |
4,798 | | | Roche Holding AG-GENUSSCHEIN | | | | | 1,603,971 | | | | | | 0.3 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Switzerland (continued) | | ||||||||||||
6,138 | | | Swisscom AG | | | | $ | 3,395,054 | | | | | | 0.6 | | �� |
10,503 | | | Zurich Insurance Group AG | | | | | 4,580,079 | | | | | | 0.8 | | |
| | | | | | | | 11,038,979 | | | | | | 2.0 | | |
| | | United Kingdom: 5.4% | | ||||||||||||
113,463 | | | 3i Group PLC | | | | | 1,537,858 | | | | | | 0.3 | | |
52,780 | | | Admiral Group Plc | | | | | 1,445,125 | | | | | | 0.3 | | |
305,047 | | | Amcor PLC | | | | | 3,791,734 | | | | | | 0.7 | | |
636,577 | | | Aviva PLC | | | | | 3,118,125 | | | | | | 0.6 | | |
101,469 | | | British American Tobacco PLC | | | | | 4,349,396 | | | | | | 0.8 | | |
240,152 | | | GSK PLC | | | | | 5,175,661 | | | | | | 0.9 | | |
33,769 | | | Hikma Pharmaceuticals PLC | | | | | 666,282 | | | | | | 0.1 | | |
170,328 | | | Imperial Brands PLC | | | | | 3,813,258 | | | | | | 0.7 | | |
724,165 | | | M&G PLC | | | | | 1,716,794 | | | | | | 0.3 | | |
202,077 | | | Natwest Group PLC | | | | | 537,881 | | | | | | 0.1 | | |
253,067 | | | Sage Group PLC/The | | | | | 1,959,697 | | | | | | 0.4 | | |
75,097 | | | United Utilities Group PLC | | | | | 934,829 | | | | | | 0.2 | | |
| | | | | | | | 29,046,640 | | | | | | 5.4 | | |
| | | United States: 65.7% | | ||||||||||||
57,154 | | | AbbVie, Inc. | | | | | 8,753,707 | | | | | | 1.6 | | |
21,797 | | | AECOM | | | | | 1,421,600 | | | | | | 0.3 | | |
4,671 | | | Agilent Technologies, Inc. | | | | | 554,775 | | | | | | 0.1 | | |
18,152 | | | Air Products & Chemicals, Inc. | | | | | 4,365,193 | | | | | | 0.8 | | |
12,475 | | | Allegion Public Ltd. | | | | | 1,221,303 | | | | | | 0.2 | | |
25,513 | | | Allstate Corp. | | | | | 3,233,262 | | | | | | 0.6 | | |
40,646 | | | Amdocs Ltd. | | | | | 3,386,218 | | | | | | 0.6 | | |
25,482 | | | Amgen, Inc. | | | | | 6,199,771 | | | | | | 1.2 | | |
13,841 | | | AO Smith Corp. | | | | | 756,826 | | | | | | 0.1 | | |
7,076 | | | Aptargroup, Inc. | | | | | 730,314 | | | | | | 0.1 | | |
17,493 | | | Assurant, Inc. | | | | | 3,023,665 | | | | | | 0.6 | | |
25,736 | | | Avnet, Inc. | | | | | 1,103,560 | | | | | | 0.2 | | |
44,062 | | | Axis Capital Holdings Ltd. | | | | | 2,515,500 | | | | | | 0.5 | | |
10,056 | | | Bank of Hawaii Corp. | | | | | 748,166 | | | | | | 0.1 | | |
50,021 | | | Bank OZK | | | | | 1,877,288 | | | | | | 0.4 | | |
17,243 | | | Baxter International, Inc. | | | | | 1,107,518 | | | | | | 0.2 | | |
18,112 | | | Becton Dickinson & Co. | | | | | 4,465,151 | | | | | | 0.8 | | |
5,721 | | | Blackrock, Inc. | | | | | 3,484,318 | | | | | | 0.7 | | |
7,890 | | | Booz Allen Hamilton Holding Corp. | | | | | 712,940 | | | | | | 0.1 | | |
87,971 | | | Bristol-Myers Squibb Co. | | | | | 6,773,767 | | | | | | 1.3 | | |
56,071 | | | Cardinal Health, Inc. | | | | | 2,930,831 | | | | | | 0.5 | | |
38,488 | | | Chevron Corp. | | | | | 5,572,293 | | | | | | 1.0 | | |
11,655 | | | Church & Dwight Co., Inc. | | | | | 1,079,952 | | | | | | 0.2 | | |
3,699 | | | Cigna Corp. | | | | | 974,760 | | | | | | 0.2 | | |
Voya Global High Dividend Low | PORTFOLIO OF INVESTMENTS |
Volatility Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | United States (continued) | | ||||||||||||
143,912 | | | Cisco Systems, Inc. | | | | $ | 6,136,408 | | | | | | 1.1 | | |
43,839 | | | Citigroup, Inc. | | | | | 2,016,156 | | | | | | 0.4 | | |
10,823 | | | Coca-Cola Co. | | | | | 680,875 | | | | | | 0.1 | | |
53,709 | | | Colgate-Palmolive Co. | | | | | 4,304,239 | | | | | | 0.8 | | |
37,331 | | | ConocoPhillips | | | | | 3,352,697 | | | | | | 0.6 | | |
25,069 | | | CVS Health Corp. | | | | | 2,322,894 | | | | | | 0.4 | | |
24,273 | | | Digital Realty Trust, Inc. | | | | | 3,151,364 | | | | | | 0.6 | | |
43,701 | | | Dolby Laboratories, Inc. | | | | | 3,127,244 | | | | | | 0.6 | | |
3,436 | | | Dollar General Corp. | | | | | 843,332 | | | | | | 0.2 | | |
59,347 | | | DT Midstream, Inc. | | | | | 2,909,190 | | | | | | 0.5 | | |
27,475 | | | DTE Energy Co. | | | | | 3,482,456 | | | | | | 0.6 | | |
46,188 | | | Duke Energy Corp. | | | | | 4,951,815 | | | | | | 0.9 | | |
21,558 | | | Duke Realty Corp. | | | | | 1,184,612 | | | | | | 0.2 | | |
24,050 | | | Electronic Arts, Inc. | | | | | 2,925,682 | | | | | | 0.5 | | |
4,136 | | | Elevance Health, Inc. | | | | | 1,995,951 | | | | | | 0.4 | | |
46,527 | | | Emerson Electric Co. | | | | | 3,700,758 | | | | | | 0.7 | | |
28,927 | | | Entergy Corp. | | | | | 3,258,337 | | | | | | 0.6 | | |
8,973 | | | Everest Re Group Ltd. | | | | | 2,514,952 | | | | | | 0.5 | | |
50,042 | | | Evergy, Inc. | | | | | 3,265,240 | | | | | | 0.6 | | |
15,303 | | | Eversource Energy | | | | | 1,292,644 | | | | | | 0.2 | | |
3,169 | | | Extra Space Storage, Inc. | | | | | 539,110 | | | | | | 0.1 | | |
7,184 | | | Factset Research Systems, Inc. | | | | | 2,762,751 | | | | | | 0.5 | | |
6,895 | | | FedEx Corp. | | | | | 1,563,165 | | | | | | 0.3 | | |
29,587 | | | First American Financial Corp. | | | | | 1,565,744 | | | | | | 0.3 | | |
24,056 | | | First Industrial Realty Trust, Inc. | | | | | 1,142,179 | | | | | | 0.2 | | |
124,936 | | | Flowers Foods, Inc. | | | | | 3,288,316 | | | | | | 0.6 | | |
47,285 | | | FNB Corp. | | | | | 513,515 | | | | | | 0.1 | | |
14,644 | | | Fortive Corp. | | | | | 796,341 | | | | | | 0.2 | | |
49,455 | | | Gaming and Leisure Properties, Inc. | | | | | 2,268,006 | | | | | | 0.4 | | |
65,037 | | | General Mills, Inc. | | | | | 4,907,042 | | | | | | 0.9 | | |
42,125 | | | Genpact Ltd. | | | | | 1,784,415 | | | | | | 0.3 | | |
84,152 | | | Gentex Corp. | | | | | 2,353,731 | | | | | | 0.4 | | |
25,752 | | | Genuine Parts Co. | | | | | 3,425,016 | | | | | | 0.6 | | |
72,535 | | | Gilead Sciences, Inc. | | | | | 4,483,388 | | | | | | 0.8 | | |
9,369 | | | Greif, Inc. - Class A | | | | | 584,438 | | | | | | 0.1 | | |
11,397 | | | Hancock Whitney Corp. | | | | | 505,229 | | | | | | 0.1 | | |
15,478 | | | Hanover Insurance Group, Inc. | | | | | 2,263,657 | | | | | | 0.4 | | |
48,964 | | | Hartford Financial Services Group, Inc. | | | | | 3,203,715 | | | | | | 0.6 | | |
9,135 | | | Hasbro, Inc. | | | | | 747,974 | | | | | | 0.1 | | |
16,156 | | | Hershey Co. | | | | | 3,476,125 | | | | | | 0.6 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | United States (continued) | | ||||||||||||
60,953 | | | Highwoods Properties, Inc. | | | | $ | 2,083,983 | | | | | | 0.4 | | |
21,655 | | | International Bancshares Corp. | | | | | 867,932 | | | | | | 0.2 | | |
23,183 | | | International Business Machines Corp. | | | | | 3,273,208 | | | | | | 0.6 | | |
50,527 | | | Iron Mountain, Inc. | | | | | 2,460,160 | | | | | | 0.5 | | |
70,094 | | | Johnson & Johnson | | | | | 12,442,386 | | | | | | 2.3 | | |
39,070 | | | Johnson Controls International plc | | | | | 1,870,672 | | | | | | 0.4 | | |
76,922 | | | Juniper Networks, Inc. | | | | | 2,192,277 | | | | | | 0.4 | | |
55,435 | | | Kellogg Co. | | | | | 3,954,733 | | | | | | 0.7 | | |
56,542 | | | Keurig Dr Pepper, Inc. | | | | | 2,001,021 | | | | | | 0.4 | | |
16,188 | | | Kilroy Realty Corp. | | | | | 847,118 | | | | | | 0.2 | | |
4,656 | | | Kimberly-Clark Corp. | | | | | 629,258 | | | | | | 0.1 | | |
8,029 | | | Lamar Advertising Co. | | | | | 706,311 | | | | | | 0.1 | | |
15,575 | | | Life Storage, Inc. | | | | | 1,739,105 | | | | | | 0.3 | | |
33,094 | | | Loews Corp. | | | | | 1,961,150 | | | | | | 0.4 | | |
23,605 | | | Manpowergroup, Inc. | | | | | 1,803,658 | | | | | | 0.3 | | |
40,940 | | | Marathon Petroleum Corp. | | | | | 3,365,677 | | | | | | 0.6 | | |
29,601 | | | Marsh & McLennan Cos., Inc. | | | | | 4,595,555 | | | | | | 0.9 | | |
11,349 | | | McKesson Corp. | | | | | 3,702,157 | | | | | | 0.7 | | |
37,260 | | | MDU Resources Group, Inc. | | | | | 1,005,647 | | | | | | 0.2 | | |
87,420 | | | Merck & Co., Inc. | | | | | 7,970,081 | | | | | | 1.5 | | |
54,459 | | | Metlife, Inc. | | | | | 3,419,481 | | | | | | 0.6 | | |
28,953 | | | Mondelez International, Inc. | | | | | 1,797,692 | | | | | | 0.3 | | |
17,187 | | | Morgan Stanley | | | | | 1,307,243 | | | | | | 0.2 | | |
10,250 | | | MSC Industrial Direct Co. | | | | | 769,878 | | | | | | 0.1 | | |
38,011 | | | National Fuel Gas Co. | | | | | 2,510,627 | | | | | | 0.5 | | |
71,774 | | | National Retail Properties, Inc. | | | | | 3,086,282 | | | | | | 0.6 | | |
25,377 | | | National Storage Affiliates Trust | | | | | 1,270,626 | | | | | | 0.2 | | |
31,081 | | | NetApp, Inc. | | | | | 2,027,724 | | | | | | 0.4 | | |
3,219 | | | NewMarket Corp. | | | | | 968,790 | | | | | | 0.2 | | |
90,246 | | | NiSource, Inc. | | | | | 2,661,355 | | | | | | 0.5 | | |
136,837 | | | Old Republic International Corp. | | | | | 3,059,675 | | | | | | 0.6 | | |
22,160 | | | Packaging Corp. of America | | | | | 3,047,000 | | | | | | 0.6 | | |
40,866 | | | PepsiCo, Inc. | | | | | 6,810,728 | | | | | | 1.3 | | |
131,930 | | | Pfizer, Inc. | | | | | 6,917,090 | | | | | | 1.3 | | |
30,541 | | | Philip Morris International, Inc. | | | | | 3,015,618 | | | | | | 0.6 | | |
39,533 | | | Phillips 66 | | | | | 3,241,311 | | | | | | 0.6 | | |
119,167 | | | PPL Corp. | | | | | 3,233,001 | | | | | | 0.6 | | |
15,787 | | | Premier, Inc. | | | | | 563,280 | | | | | | 0.1 | | |
67,457 | | | Procter & Gamble Co. | | | | | 9,699,642 | | | | | | 1.8 | | |
4,538 | | | ProLogis, Inc. | | | | | 533,896 | | | | | | 0.1 | | |
Voya Global High Dividend Low | PORTFOLIO OF INVESTMENTS |
Volatility Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | United States (continued) | | ||||||||||||
43,110 | | | Prosperity Bancshares, Inc. | | | | $ | 2,943,120 | | | | | | 0.5 | | |
39,922 | | | Reynolds Consumer Products, Inc. | | | | | 1,088,673 | | | | | | 0.2 | | |
7,669 | | | Rockwell Automation, Inc. | | | | | 1,528,508 | | | | | | 0.3 | | |
7,747 | | | Roper Technologies, Inc. | | | | | 3,057,354 | | | | | | 0.6 | | |
7,171 | | | Ryder System, Inc. | | | | | 509,571 | | | | | | 0.1 | | |
4,724 | | | S&P Global, Inc. | | | | | 1,592,271 | | | | | | 0.3 | | |
17,006 | | | Sempra Energy | | | | | 2,555,492 | | | | | | 0.5 | | |
43,785 | | | Service Corp. International | | | | | 3,026,419 | | | | | | 0.6 | | |
17,457 | | | Silgan Holdings, Inc. | | | | | 721,847 | | | | | | 0.1 | | |
20,119 | | | SL Green Realty Corp. | | | | | 928,492 | | | | | | 0.2 | | |
12,557 | | | Snap-On, Inc. | | | | | 2,474,106 | | | | | | 0.5 | | |
49,441 | | | Sonoco Products Co. | | | | | 2,820,115 | | | | | | 0.5 | | |
20,060 | | | T. Rowe Price Group, Inc. | | | | | 2,279,017 | | | | | | 0.4 | | |
21,813 | | | Targa Resources Corp. | | | | | 1,301,582 | | | | | | 0.2 | | |
31,521 | | | Texas Instruments, Inc. | | | | | 4,843,202 | | | | | | 0.9 | | |
14,085 | | | Travelers Cos, Inc. | | | | | 2,382,196 | | | | | | 0.4 | | |
13,795 | | | UMB Financial Corp. | | | | | 1,187,750 | | | | | | 0.2 | | |
13,872 | | | United Parcel Service, Inc. - Class B | | | | | 2,532,195 | | | | | | 0.5 | | |
3,197 | | | UnitedHealth Group, Inc. | | | | | 1,642,075 | | | | | | 0.3 | | |
88,557 | | | US Bancorp | | | | | 4,075,393 | | | | | | 0.8 | | |
4,173 | | | Valero Energy Corp. | | | | | 443,506 | | | | | | 0.1 | | |
15,560 | | | Verisk Analytics, Inc. | | | | | 2,693,280 | | | | | | 0.5 | | |
143,372 | | | Verizon Communications, Inc. | | | | | 7,276,129 | | | | | | 1.4 | | |
32,886 | | | Washington Federal, Inc. | | | | | 987,238 | | | | | | 0.2 | | |
19,821 | | | WEC Energy Group, Inc. | | | | | 1,994,785 | | | | | | 0.4 | | |
17,551 | | | Wells Fargo & Co. | | | | | 687,473 | | | | | | 0.1 | | |
27,455 | | | WestRock Co. | | | | | 1,093,807 | | | | | | 0.2 | | |
120,162 | | | Williams Cos., Inc. | | | | | 3,750,256 | | | | | | 0.7 | | |
42,439 | | | WP Carey, Inc. | | | | | 3,516,496 | | | | | | 0.7 | | |
13,294 | | | Zoetis, Inc. | | | | | 2,285,106 | | | | | | 0.4 | | |
| | | | | | | | 354,213,863 | | | | | | 65.7 | | |
| | | Total Common Stock (Cost $522,053,991) | | | | | 532,738,270 | | | | | | 98.8 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
EXCHANGE-TRADED FUNDS: 1.2% | | |||||||||||||||
48,022 | | | iShares MSCI EAFE Value Index ETF | | | | $ | 2,084,154 | | | | | | 0.4 | | |
31,472 | | | iShares Russell 1000 Value ETF | | | | | 4,562,496 | | | | | | 0.8 | | |
| | | Total Exchange-Traded Funds (Cost $7,366,742) | | | | | 6,646,650 | | | | | | 1.2 | | |
| | | Total Long-Term Investments (Cost $529,420,733) | | | | | 539,384,920 | | | | | | 100.0 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||||||
SHORT-TERM INVESTMENTS: 2.6% | | |||||||||||||||||||
| | | | | | | Repurchase Agreements: 2.5% | | ||||||||||||
| | | 3,106,553 | (3) | | Bank of America Inc., Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $3,106,685, collateralized by various U.S. Government Agency Obligations, 1.000%-8.500%, Market Value plus accrued interest $3,168,684, due 01/20/24-06/20/52) | | | | | 3,106,553 | | | | | | 0.6 | | | |
| | | 3,106,600 | (3) | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $3,106,732, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $3,168,732, due 08/01/22-01/20/68) | | | | | 3,106,600 | | | | | | 0.6 | | | |
| | | 720,186 | (3) | | Citigroup, Inc., Repurchase Agreement dated 06/30/22, 1.50%, due 07/01/22 (Repurchase Amount $720,216, collateralized by various U.S. Government Securities, 1.875%-3.250%, Market Value plus accrued interest $734,590, due 06/30/24-05/15/52) | | | | | 720,186 | | | | | | 0.1 | | |
Voya Global High Dividend Low | PORTFOLIO OF INVESTMENTS |
Volatility Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||||||
| | | | | | | Repurchase Agreements (continued) | | ||||||||||||
| | | 3,106,553 | (3) | | Daiwa Capital Markets, Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $3,106,685, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $3,168,684, due 07/31/22-07/01/52) | | | | $ | 3,106,553 | | | | | | 0.6 | | | |
| | | 3,106,553 | (3) | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $3,106,685, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.875%, Market Value plus accrued interest $3,168,684, due 08/16/22-05/20/52) | | | | | 3,106,553 | | | | | | 0.6 | | | |
| | | | | | | Total Repurchase Agreements (Cost $13,146,445) | | | | | 13,146,445 | | | | | | 2.5 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||
| | | | | | | Mutual Funds: 0.1% | | ||||||||||||
| | | 737,000 | (3)(4) | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 1.380% (Cost $737,000) | | | | | 737,000 | | | | | | 0.1 | | | |
| | | | | | | Total Short-Term Investments (Cost $13,883,445) | | | | | 13,883,445 | | | | | | 2.6 | | |
| | | | | | | Total Investments in Securities (Cost $543,304,178) | | | | $ | 553,268,365 | | | | | | 102.6 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (14,101,189) | | | | | | (2.6) | | |
| | | | | | | Net Assets | | | | $ | 539,167,176 | | | | | | 100.0 | | |
Sector Diversification | | | Percentage of Net Assets | | |||
Financials | | | | | 20.0% | | |
Health Care | | | | | 17.1 | | |
Industrials | | | | | 10.9 | | |
Consumer Staples | | | | | 10.5 | | |
Energy | | | | | 7.2 | | |
Utilities | | | | | 6.7 | | |
Communication Services | | | | | 6.5 | | |
Information Technology | | | | | 6.2 | | |
Materials | | | | | 5.3 | | |
Real Estate | | | | | 5.3 | | |
Consumer Discretionary | | | | | 3.1 | | |
Exchange-Traded Funds | | | | | 1.2 | | |
Short-Term Investments | | | | | 2.6 | | |
Liabilities in Excess of Other Assets | | | | | (2.6) | | |
Net Assets | | | | | 100.0% | | |
Voya Global High Dividend Low | PORTFOLIO OF INVESTMENTS |
Volatility Portfolio | as of June 30, 2022 (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, 2022 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Australia | | | | $ | — | | | | | $ | 16,128,569 | | | | | $ | — | | | | | $ | 16,128,569 | | |
Belgium | | | | | — | | | | | | 645,377 | | | | | | — | | | | | | 645,377 | | |
Canada | | | | | 25,796,089 | | | | | | — | | | | | | — | | | | | | 25,796,089 | | |
China | | | | | — | | | | | | 768,384 | | | | | | — | | | | | | 768,384 | | |
Denmark | | | | | — | | | | | | 967,501 | | | | | | — | | | | | | 967,501 | | |
Finland | | | | | — | | | | | | 3,152,787 | | | | | | — | | | | | | 3,152,787 | | |
France | | | | | — | | | | | | 13,411,092 | | | | | | — | | | | | | 13,411,092 | | |
Germany | | | | | — | | | | | | 8,504,559 | | | | | | — | | | | | | 8,504,559 | | |
Hong Kong | | | | | — | | | | | | 10,100,265 | | | | | | — | | | | | | 10,100,265 | | |
Ireland | | | | | 2,642,061 | | | | | | 2,244,144 | | | | | | — | | | | | | 4,886,205 | | |
Israel | | | | | 991,027 | | | | | | — | | | | | | — | | | | | | 991,027 | | |
Italy | | | | | — | | | | | | 6,381,145 | | | | | | — | | | | | | 6,381,145 | | |
Japan | | | | | — | | | | | | 38,288,606 | | | | | | — | | | | | | 38,288,606 | | |
Netherlands | | | | | — | | | | | | 3,150,042 | | | | | | — | | | | | | 3,150,042 | | |
New Zealand | | | | | — | | | | | | 618,333 | | | | | | — | | | | | | 618,333 | | |
Singapore | | | | | — | | | | | | 633,804 | | | | | | — | | | | | | 633,804 | | |
Spain | | | | | — | | | | | | 4,015,003 | | | | | | — | | | | | | 4,015,003 | | |
Switzerland | | | | | — | | | | | | 11,038,979 | | | | | | — | | | | | | 11,038,979 | | |
United Kingdom | | | | | 3,791,734 | | | | | | 25,254,906 | | | | | | — | | | | | | 29,046,640 | | |
United States | | | | | 354,213,863 | | | | | | — | | | | | | — | | | | | | 354,213,863 | | |
Total Common Stock | | | | | 387,434,774 | | | | | | 145,303,496 | | | | | | — | | | | | | 532,738,270 | | |
Exchange-Traded Funds | | | | | 6,646,650 | | | | | | — | | | | | | — | | | | | | 6,646,650 | | |
Short-Term Investments | | | | | 737,000 | | | | | | 13,146,445 | | | | | | — | | | | | | 13,883,445 | | |
Total Investments, at fair value | | | | $ | 394,818,424 | | | | | $ | 158,449,941 | | | | | $ | — | | | | | $ | 553,268,365 | | |
| Gross Unrealized Appreciation | | | | $ | 47,147,905 | | |
| Gross Unrealized Depreciation | | | | | (38,280,969) | | |
| Net Unrealized Appreciation | | | | $ | 8,866,936 | | |
Voya Government Money Market Portfolio | as of June 30, 2022 (Unaudited) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY DEBT: 35.9% | | |||||||||||||||
16,000,000 | | | Federal Farm Credit Banks Funding Corp., 1.518%, (SOFRRATE + 0.008%), 11/22/2022 | | | | $ | 15,999,360 | | | | | | 3.2 | | |
6,250,000 | | | Federal Farm Credit Banks Funding Corp., 1.530%, (SOFRRATE + 0.020%), 04/10/2023 | | | | | 6,249,509 | | | | | | 1.2 | | |
8,000,000 | | | Federal Farm Credit Banks Funding Corp., 1.535%, (SOFRRATE + 0.025%), 12/16/2022 | | | | | 8,000,093 | | | | | | 1.6 | | |
6,250,000 | | | Federal Farm Credit Banks Funding Corp., 1.560%, (SOFRRATE + 0.050%), 02/17/2023 | | | | | 6,251,191 | | | | | | 1.2 | | |
26,500,000 | | | Federal Farm Credit Banks Funding Corp., 1.818%, (USBMMY3M + 0.060%), 09/15/2022 | | | | | 26,515,514 | | | | | | 5.3 | | |
7,750,000 | | | Federal Home Loan Bank Discount Notes, 1.510%, 11/29/2022 | | | | | 7,701,565 | | | | | | 1.5 | | |
12,000,000 | | | Federal Home Loan Bank Discount Notes, 2.100%, 07/01/2022 | | | | | 12,000,000 | | | | | | 2.4 | | |
9,000,000 | | | Federal Home Loan Banks, 1.520%, (SOFRRATE + 0.010%), 09/16/2022 | | | | | 9,000,000 | | | | | | 1.8 | | |
39,000,000 | | | Federal Home Loan Banks, 1.520%, (SOFRRATE + 0.010%), 09/06/2022 | | | | | 39,000,000 | | | | | | 7.7 | | |
9,000,000 | | | Federal Home Loan Banks, 1.520%, (SOFRRATE + 0.010%), 10/07/2022 | | | | | 9,000,000 | | | | | | 1.8 | | |
8,000,000 | | | Federal Home Loan Banks, 1.520%, (SOFRRATE + 0.010%), 10/07/2022 | | | | | 8,000,000 | | | | | | 1.6 | | |
20,000,000 | | | Federal Home Loan Banks, 1.530%, (SOFRRATE + 0.020%), 11/01/2022 | | | | | 20,000,000 | | | | | | 4.0 | | |
13,000,000 | | | Federal Home Loan Banks, 1.550%, 11/07/2022 | | | | | 13,000,000 | | | | | | 2.6 | | |
| | | Total U.S. Government Agency Debt (Cost $180,717,232) | | | | | 180,717,232 | | | | | | 35.9 | | |
U.S. TREASURY DEBT: 5.8% | | |||||||||||||||
15,000,000 | | | United States Treasury Floating Rate Note, 1.792%, (USBMMY3M + 0.034%), 04/30/2023 | | | | | 15,028,108 | | | | | | 3.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. TREASURY DEBT: (continued) | | |||||||||||||||
14,000,000 | | | United States Treasury Floating Rate Note, 1.813%, (USBMMY3M + 0.055%), 07/31/2022 | | | | $ | 14,003,490 | | | | | | 2.8 | | |
| | | Total U.S. Treasury Debt (Cost $29,031,598) | | | | | 29,031,598 | | | | | | 5.8 | | |
U.S. TREASURY REPURCHASE AGREEMENT: 43.3% | | |||||||||||||||
217,499,000 | | | Deutsche Bank Repurchase Agreement dated 06/30/22, 1.450%, due 07/01/22, $217,507,760 to be received upon repurchase (Collateralized by $338,783,423, U.S. Treasury Interest-only, 0.000%, Market Value plus accrued interest $224,023,970 due 2/15/24-5/ 15/42) | | | | | 217,499,000 | | | | | | 43.3 | | |
| | | Total U.S. Treasury Repurchase Agreement (Cost $217,499,000) | | | | | 217,499,000 | | | | | | 43.3 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
INVESTMENT COMPANIES: 9.5% | | |||||||||||||||
24,000,000 (1) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.330%, 07/01/22 | | | | | 24,000,000 | | | | | | 4.7 | | |
24,000,000 (1) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 1.390%, 07/01/22 | | | | | 24,000,000 | | | | | | 4.8 | | |
| | | Total Investment Companies (Cost $48,000,000) | | | | | 48,000,000 | | | | | | 9.5 | | |
| | | Total Investments in Securities (Cost $475,247,830) | | | | $ | 475,247,830 | | | | | | 94.5 | | |
| | | Assets in Excess of Other Liabilities | | | | | 27,501,407 | | | | | | 5.5 | | |
| | | Net Assets | | | | $ | 502,749,237 | | | | | | 100.0 | | |
Voya Government Money Market Portfolio | as of June 30, 2022 (Unaudited) (continued) |
| Investment Type Allocation as of June 30, 2022 (as a percentage of net assets) | | |||
| U.S. Treasury Repurchase Agreement | | | 43.3% | |
| U.S. Government Agency Debt | | | 35.9 | |
| Investment Companies | | | 9.5 | |
| U.S. Treasury Debt | | | 5.8 | |
| Assets in Excess of Other Liabilities | | | 5.5 | |
| Net Assets | | | 100.0% | |
| Portfolio holdings are subject to change daily. | |
| | | 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, 2022 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment Companies | | | | $ | 48,000,000 | | | | | $ | — | | | | | $ | — | | | | | $ | 48,000,000 | | |
U.S. Government Agency Debt | | | | | — | | | | | | 180,717,232 | | | | | | — | | | | | | 180,717,232 | | |
U.S. Treasury Debt | | | | | — | | | | | | 29,031,598 | | | | | | — | | | | | | 29,031,598 | | |
U.S. Treasury Repurchase Agreement | | | | | — | | | | | | 217,499,000 | | | | | | — | | | | | | 217,499,000 | | |
Total Investments, at fair value | | | | $ | 48,000,000 | | | | | $ | 427,247,830 | | | | | $ | — | | | | | $ | 475,247,830 | | |
Counterparty | | | Government Repurchase Agreement, at fair value | | | Fair Value of Non-Cash Collateral Received Including Accrued Interest(1) | | | Net Amount | | ||||||
Deutsche Bank | | | $217,499,000 | | | | $ | (217,499,000) | | | | | $ | — | | |
Totals | | | $217,499,000 | | | | $ | (217,499,000) | | | | | $ | — | | |
Voya Growth and Income Portfolio | as of June 30, 2022 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 98.8% | | |||||||||||||||
| | | Communication Services: 10.8% | | ||||||||||||
41,244 (1) | | | Alphabet, Inc. - Class A | | | | $ | 89,881,399 | | | | | | 4.9 | | |
2,672,135 | | | AT&T, Inc. | | | | | 56,007,950 | | | | | | 3.0 | | |
666,815 (2) | | | Fox Corp. - Class A | | | | | 21,444,770 | | | | | | 1.2 | | |
722,963 (2) | | | Paramount Global - Class B | | | | | 17,842,727 | | | | | | 1.0 | | |
932,390 (1) | | | Warner Bros Discovery, Inc. | | | | | 12,512,674 | | | | | | 0.7 | | |
| | | | | | | | 197,689,520 | | | | | | 10.8 | | |
| | | Consumer Discretionary: 10.4% | | ||||||||||||
797,940 (1) | | | Amazon.com, Inc. | | | | | 84,749,208 | | | | | | 4.6 | | |
395,066 (1)(2) | | | Caesars Entertainment, Inc. | | | | | 15,131,028 | | | | | | 0.8 | | |
149,904 (1) | | | Expedia Group, Inc. | | | | | 14,215,396 | | | | | | 0.8 | | |
153,270 | | | McDonald’s Corp. | | | | | 37,839,298 | | | | | | 2.1 | | |
178,787 | | | Nike, Inc. - Class B | | | | | 18,272,031 | | | | | | 1.0 | | |
232,068 (2) | | | Ralph Lauren Corp. | | | | | 20,804,896 | | | | | | 1.1 | | |
| | | | | | | | 191,011,857 | | | | | | 10.4 | | |
| | | Consumer Staples: 7.2% | | ||||||||||||
680,369 | | | Coca-Cola Co. | | | | | 42,802,014 | | | | | | 2.3 | | |
257,917 | | | Lamb Weston Holdings, Inc. | | | | | 18,430,749 | | | | | | 1.0 | | |
388,133 | | | Philip Morris International, Inc. | | | | | 38,324,252 | | | | | | 2.1 | | |
263,701 | | | Walmart, Inc. | | | | | 32,060,768 | | | | | | 1.8 | | |
| | | | | | | | 131,617,783 | | | | | | 7.2 | | |
| | | Energy: 4.6% | | ||||||||||||
805,091 | | | BP PLC ADR | | | | | 22,824,330 | | | | | | 1.2 | | |
302,248 | | | ConocoPhillips | | | | | 27,144,893 | | | | | | 1.5 | | |
127,993 | | | Diamondback Energy, Inc. | | | | | 15,506,352 | | | | | | 0.9 | | |
170,036 | | | Valero Energy Corp. | | | | | 18,071,426 | | | | | | 1.0 | | |
| | | | | | | | 83,547,001 | | | | | | 4.6 | | |
| | | Financials: 11.2% | | ||||||||||||
437,732 (2) | | | Apollo Global Management, Inc. | | | | | 21,221,247 | | | | | | 1.2 | | |
180,732 | | | Assurant, Inc. | | | | | 31,239,526 | | | | | | 1.7 | | |
678,957 | | | Bank of New York Mellon Corp. | | | | | 28,319,297 | | | | | | 1.5 | | |
125,971 | | | Chubb Ltd. | | | | | 24,763,379 | | | | | | 1.4 | | |
629,240 | | | Equitable Holdings, Inc. | | | | | 16,404,287 | | | | | | 0.9 | | |
132,867 | | | First Republic Bank | | | | | 19,159,422 | | | | | | 1.0 | | |
325,582 | | | JPMorgan Chase & Co. | | | | | 36,663,789 | | | | | | 2.0 | | |
594,989 | | | Truist Financial Corp. | | | | | 28,220,328 | | | | | | 1.5 | | |
| | | | | | | | 205,991,275 | | | | | | 11.2 | | |
| | | Health Care: 15.0% | | ||||||||||||
314,743 (2) | | | Alcon, Inc. | | | | | 21,997,388 | | | | | | 1.2 | | |
874,817 (1) | | | Boston Scientific Corp. | | | | | 32,604,430 | | | | | | 1.8 | | |
458,257 (2) | | | Bristol-Myers Squibb Co. | | | | | 35,285,789 | | | | | | 1.9 | | |
139,986 | | | Eli Lilly & Co. | | | | | 45,387,661 | | | | | | 2.5 | | |
70,057 | | | Humana, Inc. | | | | | 32,791,580 | | | | | | 1.8 | | |
98,170 (2) | | | McKesson Corp. | | | | | 32,024,036 | | | | | | 1.8 | | |
61,892 | | | Thermo Fisher Scientific, Inc. | | | | | 33,624,686 | | | | | | 1.8 | | |
68,288 (1) | | | Vertex Pharmaceuticals, Inc. | | | | | 19,242,875 | | | | | | 1.1 | | |
121,565 | | | Zoetis, Inc. | | | | | 20,895,808 | | | | | | 1.1 | | |
| | | | | | | | 273,854,253 | | | | | | 15.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials: 7.4% | | ||||||||||||
658,162 | | | Howmet Aerospace, Inc. | | | | $ | 20,699,195 | | | | | | 1.1 | | |
118,124 | | | L3Harris Technologies, Inc. | | | | | 28,550,571 | | | | | | 1.6 | | |
608,053 (2) | | | nVent Electric PLC | | | | | 19,050,300 | | | | | | 1.0 | | |
471,615 | | | Raytheon Technologies Corp. | | | | | 45,326,918 | | | | | | 2.5 | | |
91,494 (1) | | | United Rentals, Inc. | | | | | 22,224,807 | | | | | | 1.2 | | |
| | | | | | | | 135,851,791 | | | | | | 7.4 | | |
| | | Information Technology: 23.1% | | ||||||||||||
162,192 | | | Analog Devices, Inc. | | | | | 23,694,629 | | | | | | 1.3 | | |
68,934 | | | Broadcom, Inc. | | | | | 33,488,827 | | | | | | 1.8 | | |
334,753 (2) | | | Dolby Laboratories, Inc. | | | | | 23,954,925 | | | | | | 1.3 | | |
630,243 | | | Microsoft Corp. | | | | | 161,865,310 | | | | | | 8.8 | | |
278,799 | | | Motorola Solutions, Inc. | | | | | 58,436,270 | | | | | | 3.2 | | |
52,284 (1) | | | Palo Alto Networks, Inc. | | | | | 25,825,159 | | | | | | 1.4 | | |
68,270 (1) | | | Paycom Software, Inc. | | | | | 19,123,792 | | | | | | 1.1 | | |
41,919 | | | Roper Technologies, Inc. | | | | | 16,543,333 | | | | | | 0.9 | | |
221,333 (1) | | | Salesforce, Inc. | | | | | 36,528,798 | | | | | | 2.0 | | |
50,286 (1) | | | ServiceNow, Inc. | | | | | 23,911,999 | | | | | | 1.3 | | |
| | | | | | | | 423,373,042 | | | | | | 23.1 | | |
| | | Materials: 2.8% | | ||||||||||||
78,078 (2) | | | Air Products & Chemicals, Inc. | | | | | 18,776,197 | | | | | | 1.0 | | |
120,335 (2) | | | Alcoa Corp. | | | | | 5,484,869 | | | | | | 0.3 | | |
142,768 | | | CF Industries Holdings, Inc. | | | | | 12,239,501 | | | | | | 0.7 | | |
173,396 | | | Eastman Chemical Co. | | | | | 15,565,759 | | | | | | 0.8 | | |
| | | | | | | | 52,066,326 | | | | | | 2.8 | | |
| | | Real Estate: 3.2% | | ||||||||||||
119,338 | | | ProLogis, Inc. | | | | | 14,040,116 | | | | | | 0.8 | | |
141,775 (1) | | | Ryman Hospitality Properties | | | | | 10,779,153 | | | | | | 0.6 | | |
229,057 | | | UDR, Inc. | | | | | 10,545,784 | | | | | | 0.6 | | |
276,318 (2) | | | Welltower, Inc. | | | | | 22,754,788 | | | | | | 1.2 | | |
| | | | | | | | 58,119,841 | | | | | | 3.2 | | |
| | | Utilities: 3.1% | | ||||||||||||
220,422 | | | Entergy Corp. | | | | | 24,828,334 | | | | | | 1.4 | | |
695,632 | | | Exelon Corp. | | | | | 31,526,042 | | | | | | 1.7 | | |
| | | | | | | | 56,354,376 | | | | | | 3.1 | | |
| | | Total Common Stock (Cost $1,577,045,752) | | | | | 1,809,477,065 | | | | | | 98.8 | | |
OTHER (3): —% | | |||||||||||||||
| | | Utilities: —% | | ||||||||||||
10,000,000 (4)(5) | | | Southern Energy (Escrow) | | | | | — | | | | | | — | | |
| | | Total Other (Cost $—) | | | | | — | | | | | | — | | |
| | | Total Long-Term Investments (Cost $1,577,045,752) | | | | | 1,809,477,065 | | | | | | 98.8 | | |
|
Voya Growth and Income Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 6.5% | | |||||||||||||||
| | | Commercial Paper: 0.1% | | ||||||||||||
1,805,000 (6) | | | Liberty Street Funding LLC, 1.550%, 07/01/2022 (Cost $1,804,922) | | | | $ | 1,804,922 | | | | | | 0.1 | | |
| | |||||||||||||||
| | | Floating Rate Notes: 0.5% | | ||||||||||||
350,000 (6) | | | ANZ Bank, 1.620%, 07/13/2022 | | | | | 350,002 | | | | | | 0.0 | | |
400,000 (6) | | | ANZ Bank, 1.660%, 08/18/2022 | | | | | 399,938 | | | | | | 0.0 | | |
500,000 (6) | | | Bank of America N.A., 1.620%, 07/06/2022 | | | | | 499,998 | | | | | | 0.1 | | |
450,000 (6) | | | Bank of Nova Scotia, 1.650%, 07/12/2022 | | | | | 450,008 | | | | | | 0.0 | | |
475,000 (6) | | | Bayeriche Landesbank of New York, 1.710%, 07/27/2022 | | | | | 475,003 | | | | | | 0.0 | | |
425,000 (6) | | | Commonwealth Bank of Australia, 1.690%, 09/01/2022 | | | | | 424,895 | | | | | | 0.0 | | |
475,000 (6) | | | Cooperatieve Rabobank U.A./New York, 1.640%, 07/11/2022 | | | | | 475,008 | | | | | | 0.1 | | |
325,000 (6) | | | Cooperatieve Rabobank U.A./New York, 1.660%, 08/16/2022 | | | | | 324,959 | | | | | | 0.0 | | |
275,000 (6) | | | Credit Agricole, 1.650%, 08/04/2022 | | | | | 275,002 | | | | | | 0.0 | | |
475,000 (6) | | | Credit Industriel et Commercial, 1.640%, 07/05/2022 | | | | | 475,006 | | | | | | 0.0 | | |
325,000 (6) | | | Credit Industriel et Commercial, 1.650%, 07/07/2022 | | | | | 325,006 | | | | | | 0.0 | | |
475,000 (6) | | | Credit Suisse AG, 1.670%, 07/19/2022 | | | | | 475,020 | | | | | | 0.1 | | |
475,000 (6) | | | Mitsubishi UFJ Trust and Banking Corp., 1.700%, 07/26/2022 | | | | | 474,992 | | | | | | 0.0 | | |
400,000 (6) | | | National Australia Bank Ltd., 1.640%, 08/08/2022 | | | | | 399,965 | | | | | | 0.0 | | |
475,000 (6) | | | National Bank of Canada, 1.670%, 08/09/2022 | | | | | 474,968 | | | | | | 0.0 | | |
475,000 (6) | | | Natixis SA, 1.630%, 07/11/2022 | | | | | 475,006 | | | | | | 0.0 | | |
275,000 (6) | | | Royal Bank of Canada, 1.640%, 07/11/2022 | | | | | 275,004 | | | | | | 0.0 | | |
425,000 (6) | | | Royal Bank of Canada, 1.660%, 08/16/2022 | | | | | 424,943 | | | | | | 0.0 | | |
600,000 (6) | | | Skandinaviska Enskilda Banken AB, 1.650%, 07/20/2022 | | | | | 599,991 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Floating Rate Notes (continued) | | ||||||||||||
475,000 (6) | | | Svenska Handelsbanken AB, 1.640%, 07/11/2022 | | | | $ | 475,006 | | | | | | 0.0 | | |
475,000 (6) | | | Toronto-Dominion Bank, 1.660%, 08/19/2022 | | | | | 474,951 | | | | | | 0.0 | | |
500,000 (6) | | | Westpac Banking Corp., 1.650%, 08/02/2022 | | | | | 499,976 | | | | | | 0.1 | | |
| | | Total Floating Rate Notes (Cost $9,524,647) | | | | | 9,524,647 | | | | | | 0.5 | | |
| | |||||||||||||||
| | | Repurchase Agreements: 3.5% | | ||||||||||||
13,319,331 (6) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $13,319,897, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $13,585,718, due 08/01/22-01/20/68) | | | | | 13,319,331 | | | | | | 0.7 | | |
2,309,025 (6) | | | CF Secured LLC, Repurchase Agreement dated 06/30/22, 1.48%, due 07/01/22 (Repurchase Amount $2,309,119, collateralized by various U.S. Government Securities, 0.000%-4.250%, Market Value plus accrued interest $2,355,206, due 09/15/22-05/15/52) | | | | | 2,309,025 | | | | | | 0.1 | | |
7,444,802 (6) | | | Citadel Securities LLC, Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $7,445,118, collateralized by various U.S. Government Securities, 0.000%-7.250%, Market Value plus accrued interest $7,594,083, due 07/21/22-05/15/52) | | | | | 7,444,802 | | | | | | 0.4 | | |
Voya Growth and Income Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
1,238,025 (6) | | | HSBC Securities USA, Repurchase Agreement dated 06/30/22, 1.48%, due 07/01/22 (Repurchase Amount $1,238,075, collateralized by various U.S. Government Securities, 0.000%-6.500%, Market Value plus accrued interest $1,262,786, due 11/15/23-08/15/51) | | | | $ | 1,238,025 | | | | | | 0.1 | | |
4,049,212 (6) | | | Industrial & Comm. Bank of China, Repurchase Agreement dated 06/30/22, 1.50%, due 07/01/22 (Repurchase Amount $4,049,378, collateralized by various U.S. Government Securities, 0.000%-3.250%, Market Value plus accrued interest $4,130,196, due 12/29/22-06/30/27) | | | | | 4,049,212 | | | | | | 0.2 | | |
4,561,961 (6) | | | Mirae Asset Securities USA Inc., Repurchase Agreement dated 06/30/22, 1.59%, due 07/01/22 (Repurchase Amount $4,562,160, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.550%-8.250%, Market Value plus accrued interest $4,653,406, due 08/01/22-02/20/72) | | | | | 4,561,961 | | | | | | 0.2 | | |
22,912,520 (6) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $22,913,493, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.875%, Market Value plus accrued interest $23,370,771, due 08/16/22-05/20/52) | | | | | 22,912,520 | | | | | | 1.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
8,726,142 (6) | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $8,726,513, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $8,900,678, due 01/15/25-02/15/51) | | | | $ | 8,726,142 | | | | | | 0.5 | | |
| | | Total Repurchase Agreements (Cost $64,561,018) | | | | | 64,561,018 | | | | | | 3.5 | | |
| | |||||||||||||||
| | | Time Deposits: 0.9% | | ||||||||||||
2,590,000 (6) | | | Barclays Bank PLC, 1.590%, 07/01/2022 | | | | | 2,590,000 | | | | | | 0.2 | | |
640,000 (6) | | | DZ Bank AG, 1.550%, 07/01/2022 | | | | | 640,000 | | | | | | 0.0 | | |
2,410,000 (6) | | | Landesbank Baden-Wurttemberg, 1.570%, 07/01/2022 | | | | | 2,410,000 | | | | | | 0.1 | | |
2,580,000 (6) | | | Mizuho Bank Ltd., 1.570%, 07/01/2022 | | | | | 2,580,000 | | | | | | 0.2 | | |
1,900,000 (6) | | | Royal Bank of Canada, 1.570%, 07/01/2022 | | | | | 1,900,000 | | | | | | 0.1 | | |
1,990,000 (6) | | | Skandinaviska Enskilda Banken AB, 1.560%, 07/01/2022 | | | | | 1,990,000 | | | | | | 0.1 | | |
2,090,000 (6) | | | Societe Generale, 1.550%, 07/01/2022 | | | | | 2,090,000 | | | | | | 0.1 | | |
2,080,000 (6) | | | Toronto-Dominion Bank, 1.560%, 07/01/2022 | | | | | 2,080,000 | | | | | | 0.1 | | |
| | | Total Time Deposits (Cost $16,280,000) | | | | | 16,280,000 | | | | | | 0.9 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds: 1.5% | | ||||||||||||
1,862,000 (6)(7) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.320% | | | | | 1,862,000 | | | | | | 0.1 | | |
Voya Growth and Income Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds (continued) | | ||||||||||||
2,197,000 (6)(7) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.380% | | | | $ | 2,197,000 | | | | | | 0.1 | | |
22,893,000 (6)(7) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 1.380% | | | | | 22,893,000 | | | | | | 1.3 | | |
| | | Total Mutual Funds (Cost $26,952,000) | | | | | 26,952,000 | | | | | | 1.5 | | |
| | | Total Short-Term Investments (Cost $119,122,587) | | | | | 119,122,587 | | | | | | 6.5 | | |
| | | Total Investments in Securities (Cost $1,696,168,339) | | | | $ | 1,928,599,652 | | | | | | 105.3 | | |
| | | Liabilities in Excess of Other Assets | | | | | (96,520,025) | | | | | | (5.3) | | |
| | | Net Assets | | | | $ | 1,832,079,627 | | | | | | 100.0 | | |
|
Voya Growth and Income Portfolio | as of June 30, 2022 (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, 2022 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 1,809,477,065 | | | | | $ | — | | | | | $ | — | | | | | $ | 1,809,477,065 | | |
Other | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Short-Term Investments | | | | | 26,952,000 | | | | | | 92,170,587 | | | | | | — | | | | | | 119,122,587 | | |
Total Investments, at fair value | | | | $ | 1,836,429,065 | | | | | $ | 92,170,587 | | | | | $ | — | | | | | $ | 1,928,599,652 | | |
Security | | | Acquisition Date | | | Acquisition Cost | | | Fair Value | | ||||||
Southern Energy (Escrow) | | | 11/30/2005 | | | | $ | — | | | | | $ | — | | |
| | | | | | | $ | — | | | | | $ | — | | |
| Cost for federal income tax purposes was $1,711,267,974. | | | | | | | |
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 402,799,034 | | |
| Gross Unrealized Depreciation | | | | | (185,467,334) | | |
| Net Unrealized Appreciation | | | | $ | 217,331,700 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: 24.4% | | |||||||||||||||
| | | Basic Materials: 0.4% | | ||||||||||||
217,000 (1) | | | Albemarle Corp., 5.050%, 06/01/2032 | | | | $ | 212,196 | | | | | | 0.0 | | |
281,000 (1) | | | Albemarle Corp., 5.650%, 06/01/2052 | | | | | 281,664 | | | | | | 0.0 | | |
445,000 (2) | | | Anglo American Capital PLC, 2.250%, 03/17/2028 | | | | | 383,917 | | | | | | 0.0 | | |
1,250,000 (2) | | | Anglo American Capital PLC, 3.625%, 09/11/2024 | | | | | 1,226,891 | | | | | | 0.1 | | |
476,000 (2) | | | Anglo American Capital PLC, 5.625%, 04/01/2030 | | | | | 479,847 | | | | | | 0.0 | | |
1,195,000 | | | Celanese US Holdings LLC, 1.400%, 08/05/2026 | | | | | 1,029,435 | | | | | | 0.0 | | |
1,226,000 | | | Dow Chemical Co., 4.250%, 10/01/2034 | | | | | 1,164,784 | | | | | | 0.1 | | |
500,000 (1) | | | Dow Chemical Co/The, 4.625%, 10/01/2044 | | | | | 451,491 | | | | | | 0.0 | | |
380,000 | | | Ecolab, Inc., 2.750%, 08/18/2055 | | | | | 265,512 | | | | | | 0.0 | | |
1,991,000 | | | Mosaic Co/The, 5.450%, 11/15/2033 | | | | | 2,053,913 | | | | | | 0.1 | | |
480,000 (1) | | | Nucor Corp., 3.850%, 04/01/2052 | | | | | 391,115 | | | | | | 0.0 | | |
580,000 | | | Nucor Corp., 4.300%, 05/23/2027 | | | | | 578,366 | | | | | | 0.0 | | |
1,333,000 | | | PPG Industries, Inc., 1.200%, 03/15/2026 | | | | | 1,199,116 | | | | | | 0.1 | | |
143,000 (1) | | | Rio Tinto Finance USA Ltd., 2.750%, 11/02/2051 | | | | | 104,868 | | | | | | 0.0 | | |
19,000 | | | RPM International, Inc., 2.950%, 01/15/2032 | | | | | 15,789 | | | | | | 0.0 | | |
1,147,000 (1) | | | Steel Dynamics, Inc., 1.650%, 10/15/2027 | | | | | 985,634 | | | | | | 0.0 | | |
362,000 | | | Teck Resources Ltd., 5.400%, 02/01/2043 | | | | | 337,312 | | | | | | 0.0 | | |
| | | | | | | | 11,161,850 | | | | | | 0.4 | | |
| | | Communications: 1.6% | | ||||||||||||
774,000 | | | Amazon.com, Inc., 2.100%, 05/12/2031 | | | | | 663,612 | | | | | | 0.0 | | |
2,340,000 | | | Amazon.com, Inc., 2.875%, 05/12/2041 | | | | | 1,875,920 | | | | | | 0.1 | | |
822,000 (1) | | | Amazon.com, Inc., 3.600%, 04/13/2032 | | | | | 792,360 | | | | | | 0.1 | | |
540,000 (1) | | | Amazon.com, Inc., 3.950%, 04/13/2052 | | | | | 499,822 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
522,000 | | | Amazon.com, Inc., 4.100%, 04/13/2062 | | | | $ | 473,337 | | | | | | 0.0 | | |
1,348,000 | | | AT&T, Inc., 2.550%, 12/01/2033 | | | | | 1,095,100 | | | | | | 0.1 | | |
4,145,000 | | | AT&T, Inc., 3.550%, 09/15/2055 | | | | | 3,112,501 | | | | | | 0.1 | | |
2,180,000 | | | AT&T, Inc., 3.650%, 09/15/2059 | | | | | 1,637,545 | | | | | | 0.1 | | |
764,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 2.250%, 01/15/2029 | | | | | 628,427 | | | | | | 0.0 | | |
1,065,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.500%, 03/01/2042 | | | | | 740,744 | | | | | | 0.0 | | |
739,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.850%, 04/01/2061 | | | | | 487,428 | | | | | | 0.0 | | |
747,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.900%, 06/01/2052 | | | | | 520,014 | | | | | | 0.0 | | |
2,500,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.908%, 07/23/2025 | | | | | 2,509,194 | | | | | | 0.1 | | |
1,018,000 | | | Comcast Corp., 2.650%, 02/01/2030 | | | | | 911,807 | | | | | | 0.1 | | |
1,417,000 | | | Comcast Corp., 2.887%, 11/01/2051 | | | | | 1,014,127 | | | | | | 0.1 | | |
529,000 | | | Comcast Corp., 3.900%, 03/01/2038 | | | | | 479,266 | | | | | | 0.0 | | |
900,000 | | | Comcast Corp., 3.999%, 11/01/2049 | | | | | 786,831 | �� | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
3,290,000 | | | Comcast Corp., 4.000%, 03/01/2048 | | | | $ | 2,867,091 | | | | | | 0.1 | | |
688,000 | | | Corning, Inc., 5.450%, 11/15/2079 | | | | | 621,535 | | | | | | 0.0 | | |
738,000 (2) | | | NBN Co. Ltd., 1.450%, 05/05/2026 | | | | | 666,617 | | | | | | 0.0 | | |
550,000 (1)(2) | | | NBN Co. Ltd., 1.625%, 01/08/2027 | | | | | 488,675 | | | | | | 0.0 | | |
325,000 (2) | | | Rogers Communications, Inc., 3.800%, 03/15/2032 | | | | | 297,576 | | | | | | 0.0 | | |
588,000 (2) | | | Rogers Communications, Inc., 4.550%, 03/15/2052 | | | | | 517,743 | | | | | | 0.0 | | |
3,754,000 | | | Time Warner Cable LLC, 5.875%, 11/15/2040 | | | | | 3,446,614 | | | | | | 0.1 | | |
527,000 | | | T-Mobile USA, Inc., 2.050%, 02/15/2028 | | | | | 458,036 | | | | | | 0.0 | | |
818,000 (1) | | | T-Mobile USA, Inc., 3.750%, 04/15/2027 | | | | | 788,333 | | | | | | 0.0 | | |
289,000 | | | T-Mobile USA, Inc., 3.875%, 04/15/2030 | | | | | 269,982 | | | | | | 0.0 | | |
851,000 | | | T-Mobile USA, Inc., 4.375%, 04/15/2040 | | | | | 761,188 | | | | | | 0.0 | | |
861,000 | | | Verizon Communications, Inc., 2.100%, 03/22/2028 | | | | | 765,463 | | | | | | 0.0 | | |
1,185,000 (1) | | | Verizon Communications, Inc., 2.355%, 03/15/2032 | | | | | 983,547 | | | | | | 0.1 | | |
488,000 | | | Verizon Communications, Inc., 2.987%, 10/30/2056 | | | | | 339,905 | | | | | | 0.0 | | |
779,000 | | | Verizon Communications, Inc., 3.400%, 03/22/2041 | | | | | 635,538 | | | | | | 0.0 | | |
1,233,000 | | | Verizon Communications, Inc., 3.550%, 03/22/2051 | | | | | 990,667 | | | | | | 0.1 | | |
2,268,000 | | | Verizon Communications, Inc., 3.700%, 03/22/2061 | | | | | 1,786,980 | | | | | | 0.1 | | |
2,000,000 | | | Verizon Communications, Inc., 3.850%, 11/01/2042 | | | | | 1,709,089 | | | | | | 0.1 | | |
217,000 | | | Verizon Communications, Inc., 4.000%, 03/22/2050 | | | | | 188,022 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
1,429,000 | | | Verizon Communications, Inc., 4.400%, 11/01/2034 | | | | $ | 1,371,341 | | | | | | 0.1 | | |
169,000 (1) | | | Verizon Communications, Inc., 4.500%, 08/10/2033 | | | | | 164,999 | | | | | | 0.0 | | |
2,750,000 (1) | | | Verizon Communications, Inc., 4.812%, 03/15/2039 | | | | | 2,703,937 | | | | | | 0.1 | | |
286,000 | | | Vodafone Group PLC, 4.375%, 02/19/2043 | | | | | 249,084 | | | | | | 0.0 | | |
792,000 (1) | | | Vodafone Group PLC, 5.125%, 06/19/2059 | | | | | 730,456 | | | | | | 0.0 | | |
| | | | | | | | 42,030,453 | | | | | | 1.6 | | |
| | | Consumer, Cyclical: 1.3% | | ||||||||||||
124,421 (2) | | | Alaska Airlines 2020-1 Class A Pass Through Trust, 4.800%, 02/15/2029 | | | | | 123,014 | | | | | | 0.0 | | |
39,368 | | | American Airlines 2015-2 Class AA Pass Through Trust, 3.600%, 03/22/2029 | | | | | 36,539 | | | | | | 0.0 | | |
2,122,862 | | | American Airlines 2016-2 Class AA Pass Through Trust, 3.200%, 12/15/2029 | | | | | 1,945,409 | | | | | | 0.1 | | |
45,444 (1) | | | American Airlines 2017-2 Class AA Pass Through Trust, 3.350%, 04/15/2031 | | | | | 41,856 | | | | | | 0.0 | | |
21,898 | | | Continental Airlines 2012-2 Class A Pass Through Trust, 4.000%, 04/29/2026 | | | | | 21,065 | | | | | | 0.0 | | |
584,148 | | | Delta Air Lines 2020-1 Class A Pass Through Trust, 2.500%, 12/10/2029 | | | | | 512,230 | | | | | | 0.0 | | |
840,000 (2) | | | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.500%, 10/20/2025 | | | | | 816,993 | | | | | | 0.0 | | |
478,000 (2) | | | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.750%, 10/20/2028 | | | | | 451,898 | | | | | | 0.0 | | |
725,000 (1) | | | General Motors Co., 5.400%, 04/01/2048 | | | | | 632,122 | | | | | | 0.0 | | |
935,000 | | | General Motors Co., 6.125%, 10/01/2025 | | | | | 967,966 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
1,027,000 (1) | | | General Motors Financial Co., Inc., 2.350%, 02/26/2027 | | | | $ | 905,432 | | | | | | 0.0 | | |
985,000 | | | General Motors Financial Co., Inc., 3.950%, 04/13/2024 | | | | | 978,354 | | | | | | 0.1 | | |
1,893,000 | | | General Motors Financial Co., Inc., 4.350%, 01/17/2027 | | | | | 1,817,524 | | | | | | 0.1 | | |
1,527,000 | | | General Motors Financial Co., Inc., 5.000%, 04/09/2027 | | | | | 1,499,202 | | | | | | 0.1 | | |
2,878,000 (2) | | | Harley-Davidson Financial Services, Inc., 3.050%, 02/14/2027 | | | | | 2,609,020 | | | | | | 0.1 | | |
1,652,000 | | | Hasbro, Inc., 3.000%, 11/19/2024 | | | | | 1,609,765 | | | | | | 0.1 | | |
265,000 (1) | | | Home Depot, Inc./The, 3.625%, 04/15/2052 | | | | | 227,969 | | | | | | 0.0 | | |
580,000 | | | Lowe’s Cos, Inc., 4.250%, 04/01/2052 | | | | | 503,584 | | | | | | 0.0 | | |
304,000 | | | Lowe’s Cos, Inc., 4.450%, 04/01/2062 | | | | | 260,196 | | | | | | 0.0 | | |
1,505,000 (2) | | | Magallanes, Inc., 3.755%, 03/15/2027 | | | | | 1,412,963 | | | | | | 0.1 | | |
373,000 (1)(2) | | | Magallanes, Inc., 4.279%, 03/15/2032 | | | | | 333,723 | | | | | | 0.0 | | |
410,000 (2) | | | Magallanes, Inc., 5.050%, 03/15/2042 | | | | | 349,457 | | | | | | 0.0 | | |
3,394,000 (2) | | | Magallanes, Inc., 5.141%, 03/15/2052 | | | | | 2,853,195 | | | | | | 0.1 | | |
550,000 (1) | | | McDonald’s Corp., 3.500%, 07/01/2027 | | | | | 539,371 | | | | | | 0.0 | | |
720,000 (2) | | | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd., 6.500%, 06/20/2027 | | | | | 709,794 | | | | | | 0.0 | | |
1,812,000 (2) | | | Nissan Motor Co. Ltd., 4.810%, 09/17/2030 | | | | | 1,611,485 | | | | | | 0.1 | | |
468,000 (1) | | | O’Reilly Automotive, Inc., 4.700%, 06/15/2032 | | | | | 466,612 | | | | | | 0.0 | | |
547,000 | | | Target Corp., 2.950%, 01/15/2052 | | | | | 414,943 | | | | | | 0.0 | | |
835,000 (1) | | | Toyota Motor Credit Corp., 3.050%, 03/22/2027 | | | | | 803,452 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
750,000 | | | Toyota Motor Credit Corp., 4.450%, 06/29/2029 | | | | $ | 759,883 | | | | | | 0.0 | | |
379,896 | | | United Airlines 2012-1 Class A Pass Through Trust, 4.150%, 10/11/2025 | | | | | 373,180 | | | | | | 0.0 | | |
125,607 | | | United Airlines 2013-1 Class A Pass Through Trust, 4.300%, 02/15/2027 | | | | | 120,263 | | | | | | 0.0 | | |
536,136 | | | United Airlines 2014-1 Class A Pass Through Trust, 4.000%, 10/11/2027 | | | | | 505,533 | | | | | | 0.0 | | |
228,003 | | | United Airlines 2016-1 Class AA Pass Through Trust, 3.100%, 01/07/2030 | | | | | 208,711 | | | | | | 0.0 | | |
945,030 | | | United Airlines 2016-2 Class A Pass Through Trust, 3.100%, 04/07/2030 | | | | | 809,595 | | | | | | 0.0 | | |
3,580,445 | | | United Airlines 2016-2 Class AA Pass Through Trust, 2.875%, 04/07/2030 | | | | | 3,273,483 | | | | | | 0.1 | | |
665,700 | | | United Airlines 2019-2 Class A Pass Through Trust, 2.900%, 11/01/2029 | | | | | 586,195 | | | | | | 0.0 | | |
1,791,748 | | | United Airlines 2020-1 Class A Pass Through Trust, 5.875%, 04/15/2029 | | | | | 1,763,618 | | | | | | 0.1 | | |
1,792,478 | | | US Airways 2012-1 Class A Pass Through Trust, 5.900%, 04/01/2026 | | | | | 1,788,763 | | | | | | 0.1 | | |
| | | | | | | | 35,644,357 | | | | | | 1.3 | | |
| | | Consumer, Non-cyclical: 3.6% | | ||||||||||||
109,000 | | | Abbott Laboratories, 4.900%, 11/30/2046 | | | | | 114,522 | | | | | | 0.0 | | |
1,663,000 | | | AbbVie, Inc., 2.600%, 11/21/2024 | | | | | 1,611,627 | | | | | | 0.1 | | |
830,000 | | | AbbVie, Inc., 2.900%, 11/06/2022 | | | | | 830,061 | | | | | | 0.0 | | |
732,000 | | | AbbVie, Inc., 4.050%, 11/21/2039 | | | | | 653,980 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
1,832,000 | | | AbbVie, Inc., 4.300%, 05/14/2036 | | | | $ | 1,723,743 | | | | | | 0.1 | | |
1,964,000 | | | AbbVie, Inc., 4.400%, 11/06/2042 | | | | | 1,788,832 | | | | | | 0.1 | | |
844,000 | | | AbbVie, Inc., 4.500%, 05/14/2035 | | | | | 820,459 | | | | | | 0.0 | | |
425,000 | | | AbbVie, Inc., 4.550%, 03/15/2035 | | | | | 414,063 | | | | | | 0.0 | | |
1,700,000 | | | AbbVie, Inc., 4.625%, 10/01/2042 | | | | | 1,575,015 | | | | | | 0.1 | | |
2,403,000 | | | Aetna, Inc., 4.500%, 05/15/2042 | | | | | 2,154,646 | | | | | | 0.1 | | |
690,000 | | | Altria Group, Inc., 2.450%, 02/04/2032 | | | | | 520,357 | | | | | | 0.0 | | |
1,522,000 | | | Altria Group, Inc., 3.700%, 02/04/2051 | | | | | 975,144 | | | | | | 0.0 | | |
301,000 (1) | | | Altria Group, Inc., 4.800%, 02/14/2029 | | | | | 286,373 | | | | | | 0.0 | | |
730,000 | | | Altria Group, Inc., 5.800%, 02/14/2039 | | | | | 664,503 | | | | | | 0.0 | | |
900,000 | | | Altria Group, Inc., 5.950%, 02/14/2049 | | | | | 790,572 | | | | | | 0.0 | | |
719,000 | | | Amgen, Inc., 3.375%, 02/21/2050 | | | | | 550,957 | | | | | | 0.0 | | |
2,005,000 | | | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.700%, 02/01/2036 | | | | | 1,924,082 | | | | | | 0.1 | | |
3,000,000 | | | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.900%, 02/01/2046 | | | | | 2,825,296 | | | | | | 0.1 | | |
1,909,000 | | | Anheuser-Busch InBev Finance, Inc., 4.000%, 01/17/2043 | | | | | 1,581,997 | | | | | | 0.1 | | |
1,260,000 | | | Anheuser-Busch InBev Worldwide, Inc., 5.450%, 01/23/2039 | | | | | 1,283,329 | | | | | | 0.1 | | |
862,000 | | | Astrazeneca Finance LLC, 1.750%, 05/28/2028 | | | | | 761,251 | | | | | | 0.0 | | |
2,362,000 | | | BAT Capital Corp., 2.259%, 03/25/2028 | | | | | 1,981,006 | | | | | | 0.1 | | |
705,000 | | | BAT Capital Corp., 2.726%, 03/25/2031 | | | | | 559,097 | | | | | | 0.0 | | |
140,000 | | | BAT Capital Corp., 3.557%, 08/15/2027 | | | | | 128,190 | | | | | | 0.0 | | |
866,000 | | | BAT Capital Corp., 3.734%, 09/25/2040 | | | | | 608,517 | | | | | | 0.0 | | |
611,000 | | | BAT Capital Corp., 4.390%, 08/15/2037 | | | | | 485,658 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
1,250,000 | | | BAT International Finance PLC, 4.448%, 03/16/2028 | | | | $ | 1,184,582 | | | | | | 0.1 | | |
550,000 | | | Baxter International, Inc., 1.915%, 02/01/2027 | | | | | 492,991 | | | | | | 0.0 | | |
1,150,000 | | | Baxter International, Inc., 2.272%, 12/01/2028 | | | | | 1,008,086 | | | | | | 0.1 | | |
226,000 | | | Bio-Rad Laboratories, Inc., 3.300%, 03/15/2027 | | | | | 213,456 | | | | | | 0.0 | | |
1,158,000 | | | Bristol-Myers Squibb Co., 3.700%, 03/15/2052 | | | | | 1,001,908 | | | | | | 0.1 | | |
1,757,000 | | | Bristol-Myers Squibb Co., 4.125%, 06/15/2039 | | | | | 1,681,339 | | | | | | 0.1 | | |
374,000 (2) | | | Cargill, Inc., 2.125%, 04/23/2030 | | | | | 320,728 | | | | | | 0.0 | | |
831,000 (2) | | | Cargill, Inc., 2.125%, 11/10/2031 | | | | | 693,698 | | | | | | 0.0 | | |
310,000 (2) | | | Cargill, Inc., 3.125%, 05/25/2051 | | | | | 239,151 | | | | | | 0.0 | | |
388,000 (2) | | | Cargill, Inc., 4.375%, 04/22/2052 | | | | | 373,975 | | | | | | 0.0 | | |
2,195,000 | | | Cigna Corp., 3.250%, 04/15/2025 | | | | | 2,154,271 | | | | | | 0.1 | | |
317,000 | | | Cigna Corp., 3.400%, 03/15/2050 | | | | | 242,626 | | | | | | 0.0 | | |
3,900,000 | | | Cigna Corp., 4.800%, 08/15/2038 | | | | | 3,800,320 | | | | | | 0.2 | | |
843,000 | | | Cigna Corp., 4.900%, 12/15/2048 | | | | | 811,148 | | | | | | 0.0 | | |
793,000 (2) | | | CSL Finance PLC, 4.050%, 04/27/2029 | | | | | 779,224 | | | | | | 0.0 | | |
1,168,000 (2) | | | CSL Finance PLC, 4.250%, 04/27/2032 | | | | | 1,146,241 | | | | | | 0.1 | | |
404,000 (2) | | | CSL Finance PLC, 4.625%, 04/27/2042 | | | | | 389,051 | | | | | | 0.0 | | |
668,000 (2) | | | CSL Finance PLC, 4.750%, 04/27/2052 | | | | | 646,523 | | | | | | 0.0 | | |
278,000 (2) | | | CSL Finance PLC, 4.950%, 04/27/2062 | | | | | 266,954 | | | | | | 0.0 | | |
798,000 | | | CVS Health Corp., 2.700%, 08/21/2040 | | | | | 577,442 | | | | | | 0.0 | | |
1,075,000 | | | CVS Health Corp., 3.875%, 07/20/2025 | | | | | 1,069,813 | | | | | | 0.1 | | |
1,886,000 | | | CVS Health Corp., 4.125%, 04/01/2040 | | | | | 1,649,543 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
3,000,000 | | | CVS Health Corp., 4.780%, 03/25/2038 | | | | $ | 2,844,518 | | | | | | 0.1 | | |
1,212,000 | | | CVS Health Corp., 5.050%, 03/25/2048 | | | | | 1,161,931 | | | | | | 0.1 | | |
52,208 | | | CVS Pass-Through Trust, 6.943%, 01/10/2030 | | | | | 55,622 | | | | | | 0.0 | | |
1,400,000 (2) | | | Element Fleet Management Corp., 3.850%, 06/15/2025 | | | | | 1,376,626 | | | | | | 0.1 | | |
448,000 (1) | | | Elevance Health, Inc., 4.100%, 05/15/2032 | | | | | 436,431 | | | | | | 0.0 | | |
267,000 | | | Elevance Health, Inc., 4.550%, 05/15/2052 | | | | | 251,757 | | | | | | 0.0 | | |
1,237,000 (2) | | | Fresenius Medical Care US Finance III, Inc., 1.875%, 12/01/2026 | | | | | 1,066,335 | | | | | | 0.1 | | |
1,000,000 | | | Global Payments, Inc., 1.200%, 03/01/2026 | | | | | 882,608 | | | | | | 0.0 | | |
1,000,000 | | | Global Payments, Inc., 2.650%, 02/15/2025 | | | | | 955,263 | | | | | | 0.0 | | |
2,443,000 | | | Global Payments, Inc., 3.200%, 08/15/2029 | | | | | 2,137,152 | | | | | | 0.1 | | |
614,000 (1)(2) | | | GSK Consumer Healthcare Capital US LLC, 3.375%, 03/24/2029 | | | | | 574,979 | | | | | | 0.0 | | |
602,000 | | | GXO Logistics, Inc., 1.650%, 07/15/2026 | | | | | 526,217 | | | | | | 0.0 | | |
440,000 (1)(2) | | | HCA, Inc., 3.125%, 03/15/2027 | | | | | 400,141 | | | | | | 0.0 | | |
856,000 | | | HCA, Inc., 3.500%, 09/01/2030 | | | | | 730,686 | | | | | | 0.0 | | |
349,000 (2) | | | HCA, Inc., 3.625%, 03/15/2032 | | | | | 294,818 | | | | | | 0.0 | | |
1,166,000 | | | HCA, Inc., 4.125%, 06/15/2029 | | | | | 1,064,258 | | | | | | 0.1 | | |
670,000 (2) | | | HCA, Inc., 4.375%, 03/15/2042 | | | | | 540,395 | | | | | | 0.0 | | |
1,604,000 (1) | | | HCA, Inc., 4.500%, 02/15/2027 | | | | | 1,543,464 | | | | | | 0.1 | | |
772,000 | | | HCA, Inc., 5.250%, 04/15/2025 | | | | | 774,240 | | | | | | 0.0 | | |
1,115,000 | | | Humana, Inc., 1.350%, 02/03/2027 | | | | | 975,838 | | | | | | 0.1 | | |
282,000 | | | Humana, Inc., 2.150%, 02/03/2032 | | | | | 228,598 | | | | | | 0.0 | | |
260,000 | | | Humana, Inc., 3.125%, 08/15/2029 | | | | | 235,194 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
407,000 | | | Johnson & Johnson, 3.625%, 03/03/2037 | | | | $ | 386,359 | | | | | | 0.0 | | |
250,000 | | | Johnson & Johnson, 3.700%, 03/01/2046 | | | | | 230,725 | | | | | | 0.0 | | |
665,000 (1) | | | Keurig Dr Pepper, Inc., 4.050%, 04/15/2032 | | | | | 623,024 | | | | | | 0.0 | | |
912,000 | | | Keurig Dr Pepper, Inc., 4.500%, 04/15/2052 | | | | | 806,093 | | | | | | 0.0 | | |
296,000 | | | Kraft Heinz Foods Co., 5.000%, 06/04/2042 | | | | | 270,922 | | | | | | 0.0 | | |
294,000 | | | Kraft Heinz Foods Co., 5.200%, 07/15/2045 | | | | | 272,712 | | | | | | 0.0 | | |
1,870,000 (2) | | | Mars, Inc., 3.875%, 04/01/2039 | | | | | 1,693,975 | | | | | | 0.1 | | |
1,595,000 | | | McKesson Corp., 1.300%, 08/15/2026 | | | | | 1,420,354 | | | | | | 0.1 | | |
405,000 | | | Merck & Co., Inc., 2.750%, 12/10/2051 | | | | | 299,858 | | | | | | 0.0 | | |
405,000 | | | Merck & Co., Inc., 2.900%, 12/10/2061 | | | | | 288,543 | | | | | | 0.0 | | |
1,466,000 | | | Mylan, Inc., 5.200%, 04/15/2048 | | | | | 1,173,387 | | | | | | 0.1 | | |
1,537,000 (1)(2) | | | Nestle Holdings, Inc., 1.500%, 09/14/2028 | | | | | 1,347,844 | | | | | | 0.1 | | |
471,000 (1) | | | PayPal Holdings, Inc., 4.400%, 06/01/2032 | | | | | 466,822 | | | | | | 0.0 | | |
1,780,000 (1) | | | PayPal Holdings, Inc., 5.050%, 06/01/2052 | | | | | 1,769,970 | | | | | | 0.1 | | |
804,000 | | | PayPal Holdings, Inc., 5.250%, 06/01/2062 | | | | | 797,549 | | | | | | 0.0 | | |
237,000 | | | PerkinElmer, Inc., 1.900%, 09/15/2028 | | | | | 197,672 | | | | | | 0.0 | | |
293,000 | | | PerkinElmer, Inc., 3.300%, 09/15/2029 | | | | | 259,997 | | | | | | 0.0 | | |
562,000 | | | Reynolds American, Inc., 5.700%, 08/15/2035 | | | | | 533,852 | | | | | | 0.0 | | |
560,000 | | | Reynolds American, Inc., 5.850%, 08/15/2045 | | | | | 470,852 | | | | | | 0.0 | | |
624,000 | | | Reynolds American, Inc., 6.150%, 09/15/2043 | | | | | 579,292 | | | | | | 0.0 | | |
1,130,000 (2) | | | Roche Holdings, Inc., 1.930%, 12/13/2028 | | | | | 999,722 | | | | | | 0.1 | | |
480,000 (2) | | | Roche Holdings, Inc., 2.607%, 12/13/2051 | | | | | 349,213 | | | | | | 0.0 | | |
537,000 | | | Royalty Pharma PLC, 1.200%, 09/02/2025 | | | | | 479,306 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
796,000 | | | Royalty Pharma PLC, 1.750%, 09/02/2027 | | | | $ | 679,212 | | | | | | 0.0 | | |
1,080,000 | | | Royalty Pharma PLC, 3.550%, 09/02/2050 | | | | | 756,252 | | | | | | 0.0 | | |
125,000 | | | S&P Global, Inc., 1.250%, 08/15/2030 | | | | | 99,056 | | | | | | 0.0 | | |
1,000,000 (1)(2) | | | S&P Global, Inc., 2.700%, 03/01/2029 | | | | | 910,687 | | | | | | 0.0 | | |
1,456,000 (1)(2) | | | S&P Global, Inc., 2.900%, 03/01/2032 | | | | | 1,298,711 | | | | | | 0.1 | | |
755,000 (1)(2) | | | S&P Global, Inc., 3.700%, 03/01/2052 | | | | | 645,579 | | | | | | 0.0 | | |
253,000 (2) | | | S&P Global, Inc., 3.900%, 03/01/2062 | | | | | 215,224 | | | | | | 0.0 | | |
830,000 (2) | | | Triton Container International Ltd., 2.050%, 04/15/2026 | | | | | 734,967 | | | | | | 0.0 | | |
702,000 (2) | | | Triton Container International Ltd., 3.150%, 06/15/2031 | | | | | 568,188 | | | | | | 0.0 | | |
485,000 | | | UnitedHealth Group, Inc., 2.750%, 05/15/2040 | | | | | 378,539 | | | | | | 0.0 | | |
245,000 | | | UnitedHealth Group, Inc., 3.050%, 05/15/2041 | | | | | 197,894 | | | | | | 0.0 | | |
1,111,000 | | | UnitedHealth Group, Inc., 3.500%, 08/15/2039 | | | | | 970,489 | | | | | | 0.0 | | |
493,000 | | | UnitedHealth Group, Inc., 3.750%, 10/15/2047 | | | | | 427,065 | | | | | | 0.0 | | |
482,000 | | | UnitedHealth Group, Inc., 4.200%, 05/15/2032 | | | | | 482,018 | | | | | | 0.0 | | |
265,000 | | | UnitedHealth Group, Inc., 4.750%, 05/15/2052 | | | | | 265,309 | | | | | | 0.0 | | |
806,000 | | | Viatris, Inc., 2.700%, 06/22/2030 | | | | | 647,589 | | | | | | 0.0 | | |
1,500,000 | | | Viatris, Inc., 3.850%, 06/22/2040 | | | | | 1,064,675 | | | | | | 0.1 | | |
673,000 | | | Viatris, Inc., 4.000%, 06/22/2050 | | | | | 451,781 | | | | | | 0.0 | | |
1,065,000 (2) | | | Viterra Finance BV, 2.000%, 04/21/2026 | | | | | 943,429 | | | | | | 0.0 | | |
| | | | | | | | 94,868,125 | | | | | | 3.6 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy: 2.0% | | ||||||||||||
277,000 | | | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor, Inc., 2.061%, 12/15/2026 | | | | $ | 254,283 | | | | | | 0.0 | | |
366,000 | | | BP Capital Markets America, Inc., 1.749%, 08/10/2030 | | | | | 299,918 | | | | | | 0.0 | | |
321,000 | | | BP Capital Markets America, Inc., 2.772%, 11/10/2050 | | | | | 223,378 | | | | | | 0.0 | | |
752,000 (3) | | | BP Capital Markets PLC, 4.875%, 12/31/2199 | | | | | 657,076 | | | | | | 0.0 | | |
205,000 | | | Canadian Natural Resources Ltd., 6.750%, 02/01/2039 | | | | | 225,423 | | | | | | 0.0 | | |
905,000 (1) | | | Cheniere Corpus Christi Holdings LLC, 3.700%, 11/15/2029 | | | | | 828,703 | | | | | | 0.0 | | |
297,000 | | | Cheniere Corpus Christi Holdings LLC, 5.125%, 06/30/2027 | | | | | 298,345 | | | | | | 0.0 | | |
580,000 (1) | | | Continental Resources, Inc./OK, 4.900%, 06/01/2044 | | | | | 457,751 | | | | | | 0.0 | | |
4,243,000 (2) | | | Coterra Energy, Inc., 3.900%, 05/15/2027 | | | | | 4,072,158 | | | | | | 0.2 | | |
677,000 | | | Diamondback Energy, Inc., 3.500%, 12/01/2029 | | | | | 620,744 | | | | | | 0.0 | | |
979,000 (3) | | | Enbridge, Inc., 5.750%, 07/15/2080 | | | | | 897,567 | | | | | | 0.0 | | |
582,000 | | | Energy Transfer L.P., 4.250%, 04/01/2024 | | | | | 582,418 | | | | | | 0.0 | | |
224,000 | | | Energy Transfer L.P., 4.900%, 03/15/2035 | | | | | 201,229 | | | | | | 0.0 | | |
1,625,000 | | | Energy Transfer L.P., 5.300%, 04/01/2044 | | | | | 1,412,589 | | | | | | 0.1 | | |
1,800,000 | | | Energy Transfer L.P., 5.300%, 04/15/2047 | | | | | 1,562,216 | | | | | | 0.1 | | |
845,000 | | | Energy Transfer L.P., 5.350%, 05/15/2045 | | | | | 737,434 | | | | | | 0.0 | | |
399,000 | | | Energy Transfer L.P., 5.800%, 06/15/2038 | | | | | 374,961 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
1,067,000 | | | Energy Transfer L.P. / Regency Energy Finance Corp., 4.500%, 11/01/2023 | | | | $ | 1,072,797 | | | | | | 0.1 | | |
1,385,000 (1) | | | Enterprise Products Operating LLC, 3.750%, 02/15/2025 | | | | | 1,370,159 | | | | | | 0.1 | | |
530,000 | | | Enterprise Products Operating LLC, 3.950%, 01/31/2060 | | | | | 420,374 | | | | | | 0.0 | | |
255,000 | | | Enterprise Products Operating LLC, 4.200%, 01/31/2050 | | | | | 213,191 | | | | | | 0.0 | | |
2,400,000 (3) | | | Enterprise Products Operating LLC, 4.875%, 08/16/2077 | | | | | 1,913,871 | | | | | | 0.1 | | |
826,000 | | | Equinor ASA, 3.125%, 04/06/2030 | | | | | 766,635 | | | | | | 0.0 | | |
1,394,000 | | | Exxon Mobil Corp., 2.726%, 03/01/2023 | | | | | 1,394,314 | | | | | | 0.1 | | |
2,306,000 | | | Hess Corp., 5.600%, 02/15/2041 | | | | | 2,251,052 | | | | | | 0.1 | | |
1,000,000 | | | Kinder Morgan Energy Partners L.P., 4.250%, 09/01/2024 | | | | | 1,001,267 | | | | | | 0.1 | | |
920,000 | | | Kinder Morgan Energy Partners L.P., 5.400%, 09/01/2044 | | | | | 850,386 | | | | | | 0.0 | | |
786,000 | | | Kinder Morgan, Inc., 5.550%, 06/01/2045 | | | | | 741,930 | | | | | | 0.0 | | |
647,000 (2) | | | Lundin Energy Finance BV, 2.000%, 07/15/2026 | | | | | 578,754 | | | | | | 0.0 | | |
751,000 | | | Marathon Petroleum Corp., 4.700%, 05/01/2025 | | | | | 760,798 | | | | | | 0.0 | | |
1,336,000 | | | Marathon Petroleum Corp., 4.750%, 09/15/2044 | | | | | 1,179,724 | | | | | | 0.1 | | |
900,000 | | | Marathon Petroleum Corp., 5.000%, 09/15/2054 | | | | | 810,619 | | | | | | 0.0 | | |
335,000 | | | MPLX L.P., 4.700%, 04/15/2048 | | | | | 282,334 | | | | | | 0.0 | | |
1,100,000 | | | MPLX L.P., 4.875%, 06/01/2025 | | | | | 1,106,703 | | | | | | 0.1 | | |
836,000 | | | MPLX L.P., 5.200%, 12/01/2047 | | | | | 753,844 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
512,000 | | | MPLX L.P., 5.500%, 02/15/2049 | | | | $ | 476,053 | | | | | | 0.0 | | |
611,000 (2) | | | Northern Natural Gas Co., 3.400%, 10/16/2051 | | | | | 456,300 | | | | | | 0.0 | | |
350,000 | | | ONEOK Partners L.P., 6.125%, 02/01/2041 | | | | | 334,088 | | | | | | 0.0 | | |
908,000 | | | ONEOK Partners L.P., 6.200%, 09/15/2043 | | | | | 856,541 | | | | | | 0.0 | | |
770,000 | | | ONEOK, Inc., 2.200%, 09/15/2025 | | | | | 717,606 | | | | | | 0.0 | | |
163,000 | | | ONEOK, Inc., 3.100%, 03/15/2030 | | | | | 140,295 | | | | | | 0.0 | | |
510,000 | | | Phillips 66, 0.900%, 02/15/2024 | | | | | 485,949 | | | | | | 0.0 | | |
1,124,000 | | | Plains All American Pipeline L.P. / PAA Finance Corp., 3.550%, 12/15/2029 | | | | | 991,427 | | | | | | 0.1 | | |
1,180,000 | | | Plains All American Pipeline L.P. / PAA Finance Corp., 4.500%, 12/15/2026 | | | | | 1,160,676 | | | | | | 0.1 | | |
1,779,000 | | | Plains All American Pipeline L.P. / PAA Finance Corp., 4.650%, 10/15/2025 | | | | | 1,763,496 | | | | | | 0.1 | | |
500,000 | | | Plains All American Pipeline L.P. / PAA Finance Corp., 4.900%, 02/15/2045 | | | | | 402,986 | | | | | | 0.0 | | |
900,000 | | | Sabine Pass Liquefaction LLC, 4.200%, 03/15/2028 | | | | | 866,488 | | | | | | 0.0 | | |
906,000 | | | Sabine Pass Liquefaction LLC, 5.000%, 03/15/2027 | | | | | 910,038 | | | | | | 0.0 | | |
852,000 (2) | | | Santos Finance Ltd., 3.649%, 04/29/2031 | | | | | 723,592 | | | | | | 0.0 | | |
500,000 (2) | | | Schlumberger Holdings Corp., 3.750%, 05/01/2024 | | | | | 498,228 | | | | | | 0.0 | | |
587,000 | | | Shell International Finance BV, 4.000%, 05/10/2046 | | | | | 524,130 | | | | | | 0.0 | | |
1,262,000 | | | Shell International Finance BV, 4.125%, 05/11/2035 | | | | | 1,203,764 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
342,000 | | | Targa Resources Corp., 5.200%, 07/01/2027 | | | | $ | 343,779 | | | | | | 0.0 | | |
433,000 | | | Targa Resources Corp., 6.250%, 07/01/2052 | | | | | 435,125 | | | | | | 0.0 | | |
963,000 | | | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 5.000%, 01/15/2028 | | | | | 918,230 | | | | | | 0.0 | | |
2,000,000 | | | TotalEnergies Capital Canada Ltd., 2.750%, 07/15/2023 | | | | | 1,986,201 | | | | | | 0.1 | | |
500,000 | | | TotalEnergies Capital International SA, 2.986%, 06/29/2041 | | | | | 394,782 | | | | | | 0.0 | | |
209,000 | | | Transcontinental Gas Pipe Line Co. LLC, 3.250%, 05/15/2030 | | | | | 187,910 | | | | | | 0.0 | | |
3,804,000 | | | Williams Cos, Inc./The, 4.000%, 09/15/2025 | | | | | 3,749,038 | | | | | | 0.2 | | |
1,017,000 | | | Williams Cos, Inc./The, 5.400%, 03/04/2044 | | | | | 971,213 | | | | | | 0.1 | | |
| | | | | | | | 52,672,880 | | | | | | 2.0 | | |
| | | Financial: 9.6% | | ||||||||||||
1,147,000 (2)(3) | | | ABN AMRO Bank NV, 2.470%, 12/13/2029 | | | | | 978,596 | | | | | | 0.0 | | |
600,000 (2)(3) | | | ABN AMRO Bank NV, 3.324%, 03/13/2037 | | | | | 481,329 | | | | | | 0.0 | | |
712,000 | | | AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 3.300%, 01/30/2032 | | | | | 570,682 | | | | | | 0.0 | | |
1,890,000 | | | AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 3.400%, 10/29/2033 | | | | | 1,494,718 | | | | | | 0.1 | | |
111,000 | | | Alleghany Corp., 3.250%, 08/15/2051 | | | | | 80,882 | | | | | | 0.0 | | |
901,000 | | | Alleghany Corp., 3.625%, 05/15/2030 | | | | | 843,987 | | | | | | 0.0 | | |
2,008,000 (1) | | | American Campus Communities Operating Partnership L.P., 2.250%, 01/15/2029 | | | | | 1,861,124 | | | | | | 0.1 | | |
673,000 (1) | | | American Homes 4 Rent L.P., 2.375%, 07/15/2031 | | | | | 537,377 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
492,000 | | | American Homes 4 Rent L.P., 3.625%, 04/15/2032 | | | | $ | 431,878 | | | | | | 0.0 | | |
495,000 | | | American Homes 4 Rent L.P., 4.300%, 04/15/2052 | | | | | 399,781 | | | | | | 0.0 | | |
578,000 | | | American International Group, Inc., 3.900%, 04/01/2026 | | | | | 567,307 | | | | | | 0.0 | | |
419,000 | | | American Tower Corp., 3.650%, 03/15/2027 | | | | | 398,277 | | | | | | 0.0 | | |
842,000 (2) | | | Antares Holdings L.P., 2.750%, 01/15/2027 | | | | | 673,149 | | | | | | 0.0 | | |
255,000 (2) | | | Antares Holdings L.P., 3.750%, 07/15/2027 | | | | | 214,618 | | | | | | 0.0 | | |
914,000 (2) | | | ASB Bank Ltd., 1.625%, 10/22/2026 | | | | | 819,888 | | | | | | 0.0 | | |
1,049,000 (2)(3) | | | ASB Bank Ltd., 5.284%, 06/17/2032 | | | | | 1,039,006 | | | | | | 0.1 | | |
1,367,000 | | | Assurant, Inc., 3.700%, 02/22/2030 | | | | | 1,217,038 | | | | | | 0.1 | | |
273,000 (2) | | | Athene Global Funding, 2.950%, 11/12/2026 | | | | | 251,116 | | | | | | 0.0 | | |
789,000 (2) | | | Aviation Capital Group LLC, 1.950%, 09/20/2026 | | | | | 671,073 | | | | | | 0.0 | | |
452,000 (2) | | | Aviation Capital Group LLC, 3.875%, 05/01/2023 | | | | | 448,258 | | | | | | 0.0 | | |
808,000 (2) | | | Aviation Capital Group LLC, 4.375%, 01/30/2024 | | | | | 794,061 | | | | | | 0.0 | | |
863,000 (2) | | | Aviation Capital Group LLC, 5.500%, 12/15/2024 | | | | | 856,179 | | | | | | 0.0 | | |
599,000 (2) | | | Avolon Holdings Funding Ltd., 2.125%, 02/21/2026 | | | | | 518,576 | | | | | | 0.0 | | |
1,094,000 (1)(2) | | | Avolon Holdings Funding Ltd., 2.528%, 11/18/2027 | | | | | 892,726 | | | | | | 0.0 | | |
710,000 (2) | | | Avolon Holdings Funding Ltd., 2.750%, 02/21/2028 | | | | | 579,693 | | | | | | 0.0 | | |
391,000 (2) | | | Avolon Holdings Funding Ltd., 2.875%, 02/15/2025 | | | | | 360,129 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
1,565,000 (2) | | | Avolon Holdings Funding Ltd., 4.250%, 04/15/2026 | | | | $ | 1,451,255 | | | | | | 0.1 | | |
1,000,000 | | | Banco Santander SA, 2.746%, 05/28/2025 | | | | | 948,296 | | | | | | 0.0 | | |
2,000,000 | | | Banco Santander SA, 3.125%, 02/23/2023 | | | | | 1,992,133 | | | | | | 0.1 | | |
800,000 (3) | | | Banco Santander SA, 3.225%, 11/22/2032 | | | | | 633,597 | | | | | | 0.0 | | |
3,375,000 (3) | | | Bank of America Corp., 0.981%, 09/25/2025 | | | | | 3,126,023 | | | | | | 0.1 | | |
1,955,000 (3) | | | Bank of America Corp., 1.197%, 10/24/2026 | | | | | 1,752,186 | | | | | | 0.1 | | |
1,971,000 (3) | | | Bank of America Corp., 1.734%, 07/22/2027 | | | | | 1,755,401 | | | | | | 0.1 | | |
178,000 (3) | | | Bank of America Corp., 1.898%, 07/23/2031 | | | | | 142,420 | | | | | | 0.0 | | |
322,000 (3) | | | Bank of America Corp., 1.922%, 10/24/2031 | | | | | 257,503 | | | | | | 0.0 | | |
225,000 (3) | | | Bank of America Corp., 2.015%, 02/13/2026 | | | | | 211,156 | | | | | | 0.0 | | |
2,501,000 (3) | | | Bank of America Corp., 2.087%, 06/14/2029 | | | | | 2,144,089 | | | | | | 0.1 | | |
806,000 (3) | | | Bank of America Corp., 2.572%, 10/20/2032 | | | | | 665,635 | | | | | | 0.0 | | |
782,000 (3) | | | Bank of America Corp., 2.676%, 06/19/2041 | | | | | 563,794 | | | | | | 0.0 | | |
1,136,000 (3) | | | Bank of America Corp., 2.687%, 04/22/2032 | | | | | 954,705 | | | | | | 0.0 | | |
814,000 (3) | | | Bank of America Corp., 3.194%, 07/23/2030 | | | | | 730,437 | | | | | | 0.0 | | |
1,000,000 (3) | | | Bank of America Corp., 3.593%, 07/21/2028 | | | | | 944,056 | | | | | | 0.0 | | |
2,649,000 (3) | | | Bank of America Corp., 3.846%, 03/08/2037 | | | | | 2,292,649 | | | | | | 0.1 | | |
1,645,000 | | | Bank of America Corp., 3.950%, 04/21/2025 | | | | | 1,624,630 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
435,000 (3) | | | Bank of America Corp., 3.970%, 03/05/2029 | | | | $ | 415,251 | | | | | | 0.0 | | |
1,355,000 (3) | | | Bank of America Corp., 4.078%, 04/23/2040 | | | | | 1,193,892 | | | | | | 0.1 | | |
291,000 (3) | | | Bank of America Corp., 4.083%, 03/20/2051 | | | | | 251,513 | | | | | | 0.0 | | |
3,641,000 | | | Bank of America Corp., 4.183%, 11/25/2027 | | | | | 3,541,879 | | | | | | 0.1 | | |
4,336,000 | | | Bank of America Corp., 4.250%, 10/22/2026 | | | | | 4,278,182 | | | | | | 0.2 | | |
814,000 (3) | | | Bank of America Corp., 4.271%, 07/23/2029 | | | | | 783,026 | | | | | | 0.0 | | |
174,000 (1)(3) | | | Bank of America Corp., 4.571%, 04/27/2033 | | | | | 169,543 | | | | | | 0.0 | | |
1,419,000 (1)(3) | | | Bank of America Corp., 6.125%, 12/31/2199 | | | | | 1,371,996 | | | | | | 0.1 | | |
1,791,000 (1)(3) | | | Bank of New York Mellon Corp./The, 4.289%, 06/13/2033 | | | | | 1,754,123 | | | | | | 0.1 | | |
452,000 | | | Bank of Nova Scotia/ The, 1.950%, 02/02/2027 | | | | | 408,104 | | | | | | 0.0 | | |
1,545,000 (1) | | | Bank of Nova Scotia/ The, 2.200%, 02/03/2025 | | | | | 1,480,272 | | | | | | 0.1 | | |
2,676,000 (3) | | | Bank of Nova Scotia/ The, 4.588%, 05/04/2037 | | | | | 2,463,424 | | | | | | 0.1 | | |
1,535,000 (2) | | | Banque Federative du Credit Mutuel SA, 2.375%, 11/21/2024 | | | | | 1,472,372 | | | | | | 0.1 | | |
547,000 | | | Berkshire Hathaway Finance Corp., 2.850%, 10/15/2050 | | | | | 394,587 | | | | | | 0.0 | | |
798,000 (2) | | | Blackstone Holdings Finance Co. LLC, 1.625%, 08/05/2028 | | | | | 674,997 | | | | | | 0.0 | | |
1,061,000 (2) | | | Blackstone Holdings Finance Co. LLC, 2.000%, 01/30/2032 | | | | | 844,220 | | | | | | 0.0 | | |
1,492,000 (2) | | | Blackstone Holdings Finance Co. LLC, 2.850%, 08/05/2051 | | | | | 1,019,385 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
1,232,000 (2) | | | Blackstone Holdings Finance Co. LLC, 3.200%, 01/30/2052 | | | | $ | 899,294 | | | | | | 0.0 | | |
433,000 (2) | | | Blackstone Private Credit Fund, 4.000%, 01/15/2029 | | | | | 355,249 | | | | | | 0.0 | | |
500,000 (2)(3) | | | BPCE SA, 2.277%, 01/20/2032 | | | | | 396,036 | | | | | | 0.0 | | |
1,596,000 (2) | | | BPCE SA, 2.700%, 10/01/2029 | | | | | 1,391,079 | | | | | | 0.1 | | |
955,000 (2) | | | BPCE SA, 5.700%, 10/22/2023 | | | | | 969,623 | | | | | | 0.0 | | |
910,000 (1) | | | Canadian Imperial Bank of Commerce, 2.250%, 01/28/2025 | | | | | 873,095 | | | | | | 0.0 | | |
421,000 | | | Canadian Imperial Bank of Commerce, 3.600%, 04/07/2032 | | | | | 382,616 | | | | | | 0.0 | | |
1,100,000 (3) | | | Capital One Financial Corp., 1.878%, 11/02/2027 | | | | | 965,680 | | | | | | 0.0 | | |
694,000 (3) | | | Capital One Financial Corp., 3.273%, 03/01/2030 | | | | | 614,777 | | | | | | 0.0 | | |
452,000 | | | Capital One Financial Corp., 3.650%, 05/11/2027 | | | | | 430,920 | | | | | | 0.0 | | |
550,000 (3) | | | Capital One Financial Corp., 4.927%, 05/10/2028 | | | | | 545,158 | | | | | | 0.0 | | |
478,000 (1)(3) | | | Capital One Financial Corp., 5.268%, 05/10/2033 | | | | | 469,948 | | | | | | 0.0 | | |
1,123,000 | | | CBRE Services, Inc., 2.500%, 04/01/2031 | | | | | 914,825 | | | | | | 0.0 | | |
931,000 | | | CI Financial Corp., 4.100%, 06/15/2051 | | | | | 604,677 | | | | | | 0.0 | | |
806,000 (3) | | | Citigroup, Inc., 1.462%, 06/09/2027 | | | | | 713,990 | | | | | | 0.0 | | |
461,000 (3) | | | Citigroup, Inc., 2.904%, 11/03/2042 | | | | | 334,567 | | | | | | 0.0 | | |
4,000,000 | | | Citigroup, Inc., 5.500%, 09/13/2025 | | | | | 4,115,906 | | | | | | 0.2 | | |
2,000,000 (2) | | | Citizens Financial Group, Inc., 4.150%, 09/28/2022 | | | | | 2,004,810 | | | | | | 0.1 | | |
400,000 (2) | | | CNO Global Funding, 2.650%, 01/06/2029 | | | | | 348,883 | | | | | | 0.0 | | |
745,000 (2) | | | Commonwealth Bank of Australia, 3.743%, 09/12/2039 | | | | | 608,021 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
550,000 (2)(3) | | | Cooperatieve Rabobank UA, 3.758%, 04/06/2033 | | | | $ | 496,937 | | | | | | 0.0 | | |
5,500,000 | | | Cooperatieve Rabobank UA, 4.375%, 08/04/2025 | | | | | 5,462,123 | | | | | | 0.2 | | |
2,325,000 (2) | | | Corebridge Financial, Inc., 3.850%, 04/05/2029 | | | | | 2,150,737 | | | | | | 0.1 | | |
3,052,000 (2) | | | Corebridge Financial, Inc., 3.900%, 04/05/2032 | | | | | 2,741,039 | | | | | | 0.1 | | |
356,000 (2) | | | Corebridge Financial, Inc., 4.350%, 04/05/2042 | | | | | 304,283 | | | | | | 0.0 | | |
310,000 (2) | | | Corebridge Financial, Inc., 4.400%, 04/05/2052 | | | | | 259,155 | | | | | | 0.0 | | |
2,036,000 (2)(3) | | | Credit Agricole SA, 4.750%, 12/31/2199 | | | | | 1,587,401 | | | | | | 0.1 | | |
1,235,000 (1)(2)(3) | | | Credit Agricole SA/London, 1.907%, 06/16/2026 | | | | | 1,137,471 | | | | | | 0.1 | | |
6,000,000 (2) | | | Credit Suisse AG, 6.500%, 08/08/2023 | | | | | 6,015,000 | | | | | | 0.2 | | |
880,000 | | | Credit Suisse AG/New York NY, 3.700%, 02/21/2025 | | | | | 860,320 | | | | | | 0.0 | | |
3,000,000 (2)(3) | | | Credit Suisse Group AG, 2.997%, 12/14/2023 | | | | | 2,980,534 | | | | | | 0.1 | | |
750,000 | | | Credit Suisse Group Funding Guernsey Ltd., 3.800%, 09/15/2022 | | | | | 750,684 | | | | | | 0.0 | | |
589,000 | | | Crown Castle International Corp., 1.050%, 07/15/2026 | | | | | 510,411 | | | | | | 0.0 | | |
445,000 (1) | | | Crown Castle International Corp., 2.900%, 03/15/2027 | | | | | 410,751 | | | | | | 0.0 | | |
760,000 | | | CubeSmart L.P., 2.250%, 12/15/2028 | | | | | 650,062 | | | | | | 0.0 | | |
1,870,000 (2)(3) | | | Danske Bank A/S, 1.621%, 09/11/2026 | | | | | 1,675,580 | | | | | | 0.1 | | |
993,000 (2) | | | Danske Bank A/S, 4.375%, 06/12/2028 | | | | | 940,400 | | | | | | 0.0 | | |
813,000 (2)(3) | | | Depository Trust & Clearing Corp./The, 3.375%, 12/31/2199 | | | | | 643,057 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
686,000 (3) | | | Deutsche Bank AG/New York NY, 2.552%, 01/07/2028 | | | | $ | 594,349 | | | | | | 0.0 | | |
721,000 (2) | | | Empower Finance 2020 L.P., 1.357%, 09/17/2027 | | | | | 621,109 | | | | | | 0.0 | | |
1,925,000 (2) | | | Federation des Caisses Desjardins du Quebec, 2.050%, 02/10/2025 | | | | | 1,819,249 | | | | | | 0.1 | | |
1,608,000 (3) | | | Goldman Sachs Group, Inc., 1.542%, 09/10/2027 | | | | | 1,412,650 | | | | | | 0.1 | | |
2,500,000 | | | Goldman Sachs Group, Inc., 4.250%, 10/21/2025 | | | | | 2,484,743 | | | | | | 0.1 | | |
1,000,000 | | | Goldman Sachs Group, Inc., 5.150%, 05/22/2045 | | | | | 951,867 | | | | | | 0.0 | | |
366,000 | | | Goldman Sachs Group, Inc., 6.750%, 10/01/2037 | | | | | 405,933 | | | | | | 0.0 | | |
2,813,000 (2) | | | Hartford Financial Services Group, Inc./The, 3.536%, (US0003M + 2.125)%, 02/12/2067 | | | | | 2,227,236 | | | | | | 0.1 | | |
340,000 | | | Hartford Financial Services Group, Inc./The, 5.950%, 10/15/2036 | | | | | 371,237 | | | | | | 0.0 | | |
1,355,000 (3) | | | HSBC Holdings PLC, 1.589%, 05/24/2027 | | | | | 1,192,293 | | | | | | 0.1 | | |
1,875,000 (3) | | | HSBC Holdings PLC, 2.206%, 08/17/2029 | | | | | 1,576,699 | | | | | | 0.1 | | |
1,331,000 (1)(3) | | | HSBC Holdings PLC, 2.633%, 11/07/2025 | | | | | 1,270,641 | | | | | | 0.1 | | |
1,037,000 (3) | | | HSBC Holdings PLC, 2.999%, 03/10/2026 | | | | | 988,313 | | | | | | 0.0 | | |
2,000,000 (3) | | | HSBC Holdings PLC, 4.041%, 03/13/2028 | | | | | 1,900,880 | | | | | | 0.1 | | |
1,250,000 | | | HSBC Holdings PLC, 4.300%, 03/08/2026 | | | | | 1,239,199 | | | | | | 0.1 | | |
1,673,000 (1)(3) | | | HSBC Holdings PLC, 4.700%, 12/31/2199 | | | | | 1,262,293 | | | | | | 0.1 | | |
1,804,000 (1)(3) | | | HSBC Holdings PLC, 4.755%, 06/09/2028 | | | | | 1,755,380 | | | | | | 0.1 | | |
489,000 (3) | | | Huntington Bancshares, Inc./OH, 5.023%, 05/17/2033 | | | | | 488,018 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
744,000 (3) | | | ING Groep NV, 4.017%, 03/28/2028 | | | | $ | 709,208 | | | | | | 0.0 | | |
672,000 | | | Intercontinental Exchange, Inc., 2.100%, 06/15/2030 | | | | | 564,285 | | | | | | 0.0 | | |
1,059,000 | | | Intercontinental Exchange, Inc., 2.650%, 09/15/2040 | | | | | 773,329 | | | | | | 0.0 | | |
1,611,000 | | | Intercontinental Exchange, Inc., 4.600%, 03/15/2033 | | | | | 1,609,361 | | | | | | 0.1 | | |
1,553,000 | | | Intercontinental Exchange, Inc., 4.950%, 06/15/2052 | | | | | 1,538,562 | | | | | | 0.1 | | |
928,000 | | | Invitation Homes Operating Partnership L.P., 2.300%, 11/15/2028 | | | | | 781,401 | | | | | | 0.0 | | |
2,030,000 (3) | | | JPMorgan Chase & Co., 0.969%, 06/23/2025 | | | | | 1,899,468 | | | | | | 0.1 | | |
1,184,000 (3) | | | JPMorgan Chase & Co., 1.040%, 02/04/2027 | | | | | 1,049,074 | | | | | | 0.1 | | |
1,435,000 (3) | | | JPMorgan Chase & Co., 1.470%, 09/22/2027 | | | | | 1,259,592 | | | | | | 0.1 | | |
1,465,000 (3) | | | JPMorgan Chase & Co., 2.069%, 06/01/2029 | | | | | 1,261,260 | | | | | | 0.1 | | |
381,000 (3) | | | JPMorgan Chase & Co., 2.182%, 06/01/2028 | | | | | 339,042 | | | | | | 0.0 | | |
594,000 (3) | | | JPMorgan Chase & Co., 2.525%, 11/19/2041 | | | | | 425,872 | | | | | | 0.0 | | |
1,537,000 (3) | | | JPMorgan Chase & Co., 2.545%, 11/08/2032 | | | | | 1,278,561 | | | | | | 0.1 | | |
766,000 (3) | | | JPMorgan Chase & Co., 2.580%, 04/22/2032 | | | | | 645,179 | | | | | | 0.0 | | |
1,058,000 (3) | | | JPMorgan Chase & Co., 2.595%, 02/24/2026 | | | | | 1,006,824 | | | | | | 0.0 | | |
1,058,000 (3) | | | JPMorgan Chase & Co., 2.947%, 02/24/2028 | | | | | 981,062 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
255,000 (3) | | | JPMorgan Chase & Co., 3.109%, 04/22/2051 | | | | $ | 187,398 | | | | | | 0.0 | | |
2,326,000 (3) | | | JPMorgan Chase & Co., 3.157%, 04/22/2042 | | | | | 1,810,524 | | | | | | 0.1 | | |
1,146,000 (3) | | | JPMorgan Chase & Co., 3.328%, 04/22/2052 | | | | | 873,896 | | | | | | 0.0 | | |
3,320,000 | | | JPMorgan Chase & Co., 3.875%, 09/10/2024 | | | | | 3,317,063 | | | | | | 0.1 | | |
853,000 (3) | | | JPMorgan Chase & Co., 3.964%, 11/15/2048 | | | | | 724,692 | | | | | | 0.0 | | |
2,070,000 (3) | | | JPMorgan Chase & Co., 4.565%, 06/14/2030 | | | | | 2,034,044 | | | | | | 0.1 | | |
326,000 | | | Kilroy Realty L.P., 2.650%, 11/15/2033 | | | | | 252,724 | | | | | | 0.0 | | |
435,000 | | | Kite Realty Group L.P., 4.000%, 10/01/2026 | | | | | 416,651 | | | | | | 0.0 | | |
971,000 (2) | | | Liberty Mutual Group, Inc., 5.500%, 06/15/2052 | | | | | 921,223 | | | | | | 0.0 | | |
1,125,000 (3) | | | Lloyds Banking Group PLC, 2.438%, 02/05/2026 | | | | | 1,065,489 | | | | | | 0.1 | | |
2,177,000 (3) | | | Lloyds Banking Group PLC, 2.907%, 11/07/2023 | | | | | 2,169,859 | | | | | | 0.1 | | |
2,805,000 | | | Main Street Capital Corp., 3.000%, 07/14/2026 | | | | | 2,451,231 | | | | | | 0.1 | | |
684,000 | | | Main Street Capital Corp., 5.200%, 05/01/2024 | | | | | 682,420 | | | | | | 0.0 | | |
356,000 (3) | | | Mitsubishi UFJ Financial Group, Inc., 1.538%, 07/20/2027 | | | | | 315,089 | | | | | | 0.0 | | |
350,000 (1) | | | Mitsubishi UFJ Financial Group, Inc., 2.757%, 09/13/2026 | | | | | 327,710 | | | | | | 0.0 | | |
5,870,000 | | | Mizuho Financial Group Cayman 2 Ltd., 4.200%, 07/18/2022 | | | | | 5,873,980 | | | | | | 0.2 | | |
315,000 (2) | | | Mizuho Financial Group, Inc., 3.477%, 04/12/2026 | | | | | 303,146 | | | | | | 0.0 | | |
1,204,000 (3) | | | Morgan Stanley, 1.512%, 07/20/2027 | | | | | 1,058,105 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
1,340,000 (3) | | | Morgan Stanley, 1.593%, 05/04/2027 | | | | $ | 1,191,788 | | | | | | 0.1 | | |
802,000 (3) | | | Morgan Stanley, 1.794%, 02/13/2032 | | | | | 631,638 | | | | | | 0.0 | | |
1,074,000 (3) | | | Morgan Stanley, 2.188%, 04/28/2026 | | | | | 1,006,805 | | | | | | 0.0 | | |
2,773,000 (3) | | | Morgan Stanley, 2.239%, 07/21/2032 | | | | | 2,249,376 | | | | | | 0.1 | | |
444,000 (1)(3) | | | Morgan Stanley, 2.475%, 01/21/2028 | | | | | 403,972 | | | | | | 0.0 | | |
914,000 (3) | | | Morgan Stanley, 2.511%, 10/20/2032 | | | | | 756,285 | | | | | | 0.0 | | |
1,505,000 (3) | | | Morgan Stanley, 2.630%, 02/18/2026 | | | | | 1,437,739 | | | | | | 0.1 | | |
983,000 (3) | | | Morgan Stanley, 2.802%, 01/25/2052 | | | | | 684,518 | | | | | | 0.0 | | |
1,155,000 (3) | | | Morgan Stanley, 3.591%, 07/22/2028 | | | | | 1,094,404 | | | | | | 0.1 | | |
585,000 (3) | | | Morgan Stanley, 3.737%, 04/24/2024 | | | | | 583,212 | | | | | | 0.0 | | |
538,000 | | | Morgan Stanley, 3.875%, 01/27/2026 | | | | | 530,709 | | | | | | 0.0 | | |
4,000,000 | | | Morgan Stanley, 4.000%, 07/23/2025 | | | | | 4,002,412 | | | | | | 0.2 | | |
2,549,000 (3) | | | Morgan Stanley, 5.297%, 04/20/2037 | | | | | 2,471,160 | | | | | | 0.1 | | |
1,368,000 (2)(3) | | | Muenchener Rueckversicherungs- Gesellschaft AG in Muenchen, 5.875%, 05/23/2042 | | | | | 1,379,751 | | | | | | 0.1 | | |
432,000 (2) | | | National Australia Bank Ltd., 2.332%, 08/21/2030 | | | | | 347,682 | | | | | | 0.0 | | |
820,000 (2) | | | Nationwide Building Society, 1.500%, 10/13/2026 | | | | | 731,100 | | | | | | 0.0 | | |
336,000 (3) | | | NatWest Group PLC, 3.073%, 05/22/2028 | | | | | 305,712 | | | | | | 0.0 | | |
3,858,000 (1) | | | NatWest Group PLC, 3.875%, 09/12/2023 | | | | | 3,847,760 | | | | | | 0.2 | | |
398,000 (3) | | | NatWest Group PLC, 4.269%, 03/22/2025 | | | | | 394,251 | | | | | | 0.0 | | |
1,766,000 (3) | | | NatWest Group PLC, 4.519%, 06/25/2024 | | | | | 1,762,356 | | | | | | 0.1 | | |
1,470,000 (2)(3) | | | Nordea Bank Abp, 3.750%, 12/31/2199 | | | | | 1,086,341 | | | | | | 0.1 | | |
2,661,000 (1)(2)(3) | | | Nordea Bank ABP, 6.125%, 12/31/2199 | | | | | 2,565,148 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
1,611,000 (2) | | | Northwestern Mutual Global Funding, 1.700%, 06/01/2028 | | | | $ | 1,423,242 | | | | | | 0.1 | | |
156,000 (2) | | | Northwestern Mutual Life Insurance Co/The, 3.625%, 09/30/2059 | | | | | 116,465 | | | | | | 0.0 | | |
1,321,000 | | | Old Republic International Corp., 3.850%, 06/11/2051 | | | | | 999,912 | | | | | | 0.0 | | |
5,000,000 | | | ORIX Corp., 3.250%, 12/04/2024 | | | | | 4,924,005 | | | | | | 0.2 | | |
2,920,000 (3) | | | PartnerRe Finance B LLC, 4.500%, 10/01/2050 | | | | | 2,442,058 | | | | | | 0.1 | | |
429,000 | | | Piedmont Operating Partnership L.P., 2.750%, 04/01/2032 | | | | | 331,917 | | | | | | 0.0 | | |
1,130,000 | | | Piedmont Operating Partnership L.P., 4.450%, 03/15/2024 | | | | | 1,134,351 | | | | | | 0.1 | | |
365,000 | | | Public Storage, 1.950%, 11/09/2028 | | | | | 315,932 | | | | | | 0.0 | | |
167,000 (1) | | | Realty Income Corp., 3.950%, 08/15/2027 | | | | | 163,072 | | | | | | 0.0 | | |
575,000 | | | Realty Income Corp., 4.875%, 06/01/2026 | | | | | 587,147 | | | | | | 0.0 | | |
653,000 | | | Sabra Health Care L.P., 3.200%, 12/01/2031 | | | | | 518,955 | | | | | | 0.0 | | |
454,000 (3) | | | Santander Holdings USA, Inc., 2.490%, 01/06/2028 | | | | | 401,060 | | | | | | 0.0 | | |
1,391,000 (3) | | | Santander UK Group Holdings PLC, 2.469%, 01/11/2028 | | | | | 1,230,126 | | | | | | 0.1 | | |
2,131,000 (2)(3) | | | Societe Generale SA, 1.792%, 06/09/2027 | | | | | 1,862,520 | | | | | | 0.1 | | |
628,000 (2)(3) | | | Societe Generale SA, 2.797%, 01/19/2028 | | | | | 561,298 | | | | | | 0.0 | | |
1,070,000 (1)(2)(3) | | | Standard Chartered PLC, 1.456%, 01/14/2027 | | | | | 944,876 | | | | | | 0.0 | | |
1,110,000 (2)(3) | | | Standard Chartered PLC, 1.822%, 11/23/2025 | | | | | 1,028,796 | | | | | | 0.1 | | |
667,000 (2)(3) | | | Standard Chartered PLC, 2.608%, 01/12/2028 | | | | | 596,241 | | | | | | 0.0 | | |
1,358,000 (1)(2)(3) | | | Standard Chartered PLC, 3.971%, 03/30/2026 | | | | | 1,329,245 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
571,000 (3) | | | State Street Corp., 2.623%, 02/07/2033 | | | | $ | 487,595 | | | | | | 0.0 | | |
1,430,000 | | | Sumitomo Mitsui Financial Group, Inc., 2.448%, 09/27/2024 | | | | | 1,378,345 | | | | | | 0.1 | | |
1,234,000 (2) | | | Sumitomo Mitsui Trust Bank Ltd., 1.050%, 09/12/2025 | | | | | 1,120,542 | | | | | | 0.1 | | |
874,000 (2) | | | Sumitomo Mitsui Trust Bank Ltd., 2.800%, 03/10/2027 | | | | | 820,293 | | | | | | 0.0 | | |
852,000 | | | Sun Communities Operating L.P., 4.200%, 04/15/2032 | | | | | 775,702 | | | | | | 0.0 | | |
1,137,000 (2)(3) | | | Svenska Handelsbanken AB, 1.418%, 06/11/2027 | | | | | 1,013,993 | | | | | | 0.0 | | |
674,000 (2) | | | Swiss Re Treasury US Corp., 4.250%, 12/06/2042 | | | | | 624,916 | | | | | | 0.0 | | |
633,000 (1) | | | Toronto-Dominion Bank/The, 2.800%, 03/10/2027 | | | | | 592,783 | | | | | | 0.0 | | |
694,000 | | | Toronto-Dominion Bank/The, 4.456%, 06/08/2032 | | | | | 686,894 | | | | | | 0.0 | | |
1,501,000 (1)(3) | | | Truist Financial Corp., 1.267%, 03/02/2027 | | | | | 1,347,040 | | | | | | 0.1 | | |
784,000 (3) | | | Truist Financial Corp., 5.100%, 12/31/2199 | | | | | 713,440 | | | | | | 0.0 | | |
2,470,000 | | | UBS AG, 5.125%, 05/15/2024 | | | | | 2,469,506 | | | | | | 0.1 | | |
3,500,000 | | | UBS AG/Stamford CT, 7.625%, 08/17/2022 | | | | | 3,510,431 | | | | | | 0.1 | | |
791,000 (2)(3) | | | UBS Group AG, 1.008%, 07/30/2024 | | | | | 766,364 | | | | | | 0.0 | | |
750,000 (2)(3) | | | UBS Group AG, 1.364%, 01/30/2027 | | | | | 665,981 | | | | | | 0.0 | | |
383,000 (2)(3) | | | UBS Group AG, 2.095%, 02/11/2032 | | | | | 304,483 | | | | | | 0.0 | | |
812,000 (2)(3) | | | UBS Group AG, 3.179%, 02/11/2043 | | | | | 613,156 | | | | | | 0.0 | | |
1,460,000 (2)(3) | | | UBS Group AG, 4.751%, 05/12/2028 | | | | | 1,446,322 | | | | | | 0.1 | | |
163,000 | | | Ventas Realty L.P., 5.700%, 09/30/2043 | | | | | 166,226 | | | | | | 0.0 | | |
1,320,000 | | | Visa, Inc., 4.300%, 12/14/2045 | | | | | 1,306,019 | | | | | | 0.1 | | |
2,100,000 (3) | | | Wells Fargo & Co., 2.406%, 10/30/2025 | | | | | 2,001,538 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
752,000 (3) | | | Wells Fargo & Co., 3.068%, 04/30/2041 | | | | $ | 583,487 | | | | | | 0.0 | | |
4,000,000 | | | Wells Fargo & Co., 3.750%, 01/24/2024 | | | | | 4,012,484 | | | | | | 0.2 | | |
943,000 (3) | | | Wells Fargo & Co., 4.611%, 04/25/2053 | | | | | 874,236 | | | | | | 0.0 | | |
666,000 | | | Wells Fargo & Co., 4.750%, 12/07/2046 | | | | | 611,218 | | | | | | 0.0 | | |
418,000 (3) | | | Wells Fargo & Co., 5.013%, 04/04/2051 | | | | | 411,100 | | | | | | 0.0 | | |
472,000 | | | Westpac Banking Corp., 1.953%, 11/20/2028 | | | | | 412,278 | | | | | | 0.0 | | |
1,750,000 | | | XLIT Ltd., 5.500%, 03/31/2045 | | | | | 1,817,571 | | | | | | 0.1 | | |
| | | | | | | | 255,581,971 | | | | | | 9.6 | | |
| | | Industrial: 1.2% | | ||||||||||||
777,000 | | | Amcor Flexibles North America, Inc., 4.000%, 05/17/2025 | | | | | 769,266 | | | | | | 0.0 | | |
598,000 | | | Avnet, Inc., 5.500%, 06/01/2032 | | | | | 587,556 | | | | | | 0.0 | | |
1,201,000 | | | Berry Global, Inc., 0.950%, 02/15/2024 | | | | | 1,138,308 | | | | | | 0.1 | | |
1,472,000 | | | Berry Global, Inc., 1.650%, 01/15/2027 | | | | | 1,289,692 | | | | | | 0.1 | | |
1,213,000 | | | Boeing Co/The, 3.250%, 02/01/2028 | | | | | 1,085,125 | | | | | | 0.0 | | |
651,000 | | | Boeing Co/The, 3.250%, 02/01/2035 | | | | | 493,442 | | | | | | 0.0 | | |
497,000 (1) | | | Boeing Co/The, 3.625%, 02/01/2031 | | | | | 429,494 | | | | | | 0.0 | | |
199,000 | | | Boeing Co/The, 3.850%, 11/01/2048 | | | | | 141,310 | | | | | | 0.0 | | |
768,000 | | | Boeing Co/The, 4.875%, 05/01/2025 | | | | | 766,233 | | | | | | 0.0 | | |
1,429,000 | | | Boeing Co/The, 5.150%, 05/01/2030 | | | | | 1,372,872 | | | | | | 0.1 | | |
478,000 | | | Boeing Co/The, 5.805%, 05/01/2050 | | | | | 439,896 | | | | | | 0.0 | | |
1,161,000 | | | Burlington Northern Santa Fe LLC, 3.900%, 08/01/2046 | | | | | 1,033,698 | | | | | | 0.0 | | |
1,435,000 | | | Burlington Northern Santa Fe LLC, 4.450%, 01/15/2053 | | | | | 1,390,651 | | | | | | 0.1 | | |
1,574,000 | | | CSX Corp., 4.650%, 03/01/2068 | | | | | 1,431,674 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Industrial (continued) | | ||||||||||||
526,000 | | | FedEx Corp., 3.900%, 02/01/2035 | | | | $ | 469,321 | | | | | | 0.0 | | |
1,125,000 | | | FedEx Corp., 4.400%, 01/15/2047 | | | | | 987,471 | | | | | | 0.0 | | |
347,000 | | | Fortune Brands Home & Security, Inc., 4.000%, 03/25/2032 | | | | | 307,294 | | | | | | 0.0 | | |
284,000 | | | GE Capital International Funding Co. Unlimited Co., 4.418%, 11/15/2035 | | | | | 265,617 | | | | | | 0.0 | | |
1,067,000 (1) | | | General Dynamics Corp., 3.500%, 04/01/2027 | | | | | 1,048,084 | | | | | | 0.0 | | |
1,014,000 (1) | | | John Deere Capital Corp., 3.350%, 04/18/2029 | | | | | 973,421 | | | | | | 0.0 | | |
452,000 | | | Norfolk Southern Corp., 4.100%, 05/15/2121 | | | | | 341,047 | | | | | | 0.0 | | |
1,221,000 | | | Parker-Hannifin Corp., 4.500%, 09/15/2029 | | | | | 1,215,957 | | | | | | 0.1 | | |
1,295,000 (2) | | | Penske Truck Leasing Co. Lp / PTL Finance Corp., 1.200%, 11/15/2025 | | | | | 1,157,667 | | | | | | 0.1 | | |
1,661,000 (2) | | | Penske Truck Leasing Co. Lp / PTL Finance Corp., 1.700%, 06/15/2026 | | | | | 1,482,698 | | | | | | 0.1 | | |
118,000 | | | Raytheon Technologies Corp., 3.650%, 08/16/2023 | | | | | 117,937 | | | | | | 0.0 | | |
1,423,000 | | | Raytheon Technologies Corp., 4.450%, 11/16/2038 | | | | | 1,359,820 | | | | | | 0.1 | | |
2,066,000 | | | Raytheon Technologies Corp., 4.500%, 06/01/2042 | | | | | 1,973,789 | | | | | | 0.1 | | |
1,070,000 (2) | | | Sealed Air Corp., 1.573%, 10/15/2026 | | | | | 931,812 | | | | | | 0.0 | | |
1,322,000 (2) | | | SMBC Aviation Capital Finance DAC, 1.900%, 10/15/2026 | | | | | 1,124,400 | | | | | | 0.0 | | |
1,111,000 | | | Sonoco Products Co., 2.250%, 02/01/2027 | | | | | 1,000,216 | | | | | | 0.0 | | |
390,000 (2) | | | TD SYNNEX Corp., 1.750%, 08/09/2026 | | | | | 344,101 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Industrial (continued) | | ||||||||||||
2,105,000 | | | Teledyne Technologies, Inc., 1.600%, 04/01/2026 | | | | $ | 1,897,702 | | | | | | 0.1 | | |
2,250,000 (2) | | | TTX Co., 3.600%, 01/15/2025 | | | | | 2,223,966 | | | | | | 0.1 | | |
1,190,000 | | | Union Pacific Corp., 3.500%, 02/14/2053 | | | | | 972,187 | | | | | | 0.0 | | |
| | | | | | | | 32,563,724 | | | | | | 1.2 | | |
| | | Technology: 1.6% | | ||||||||||||
920,000 | | | Advanced Micro Devices, Inc., 3.924%, 06/01/2032 | | | | | 906,400 | | | | | | 0.0 | | |
827,000 | | | Advanced Micro Devices, Inc., 4.393%, 06/01/2052 | | | | | 806,345 | | | | | | 0.0 | | |
838,000 | | | Apple, Inc., 2.650%, 02/08/2051 | | | | | 619,550 | | | | | | 0.0 | | |
1,905,000 | | | Apple, Inc., 2.800%, 02/08/2061 | | | | | 1,370,386 | | | | | | 0.1 | | |
860,000 | | | Apple, Inc., 2.850%, 08/05/2061 | | | | | 625,357 | | | | | | 0.0 | | |
2,489,000 | | | Apple, Inc., 3.750%, 09/12/2047 | | | | | 2,250,429 | | | | | | 0.1 | | |
2,000,000 | | | Apple, Inc., 3.850%, 05/04/2043 | | | | | 1,844,086 | | | | | | 0.1 | | |
383,000 | | | Apple, Inc., 4.500%, 02/23/2036 | | | | | 399,876 | | | | | | 0.0 | | |
1,137,000 | | | Citrix Systems, Inc., 1.250%, 03/01/2026 | | | | | 1,101,467 | | | | | | 0.1 | | |
265,000 (1) | | | Citrix Systems, Inc., 3.300%, 03/01/2030 | | | | | 258,734 | | | | | | 0.0 | | |
1,000,000 | | | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | | | | | 1,039,797 | | | | | | 0.1 | | |
775,000 | | | DXC Technology Co., 1.800%, 09/15/2026 | | | | | 697,025 | | | | | | 0.0 | | |
775,000 (1) | | | DXC Technology Co., 2.375%, 09/15/2028 | | | | | 667,653 | | | | | | 0.0 | | |
549,000 | | | Fiserv, Inc., 3.500%, 07/01/2029 | | | | | 501,258 | | | | | | 0.0 | | |
977,000 | | | HP, Inc., 2.650%, 06/17/2031 | | | | | 785,939 | | | | | | 0.0 | | |
1,642,000 | | | HP, Inc., 4.000%, 04/15/2029 | | | | | 1,539,833 | | | | | | 0.1 | | |
1,840,000 | | | HP, Inc., 4.050%, 09/15/2022 | | | | | 1,847,501 | | | | | | 0.1 | | |
550,000 | | | HP, Inc., 4.750%, 01/15/2028 | | | | | 544,001 | | | | | | 0.0 | | |
638,000 | | | Intel Corp., 3.100%, 02/15/2060 | | | | | 456,932 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Technology (continued) | | ||||||||||||
813,000 | | | Intel Corp., 3.200%, 08/12/2061 | | | | $ | 595,928 | | | | | | 0.0 | | |
2,880,000 | | | Intel Corp., 3.250%, 11/15/2049 | | | | | 2,244,562 | | | | | | 0.1 | | |
2,578,000 (1) | | | International Business Machines Corp., 3.300%, 05/15/2026 | | | | | 2,518,795 | | | | | | 0.1 | | |
917,000 | | | KLA Corp., 4.950%, 07/15/2052 | | | | | 923,649 | | | | | | 0.1 | | |
644,000 | | | KLA Corp., 5.250%, 07/15/2062 | | | | | 664,873 | | | | | | 0.0 | | |
564,000 (2) | | | Kyndryl Holdings, Inc., 2.050%, 10/15/2026 | | | | | 475,183 | | | | | | 0.0 | | |
1,563,000 (2) | | | Kyndryl Holdings, Inc., 2.700%, 10/15/2028 | | | | | 1,246,332 | | | | | | 0.1 | | |
411,000 (2) | | | Kyndryl Holdings, Inc., 3.150%, 10/15/2031 | | | | | 304,712 | | | | | | 0.0 | | |
900,000 | | | Microchip Technology, Inc., 2.670%, 09/01/2023 | | | | | 885,410 | | | | | | 0.0 | | |
3,600,000 | | | Microsoft Corp., 2.921%, 03/17/2052 | | | | | 2,845,509 | | | | | | 0.1 | | |
495,000 | | | NXP BV / NXP Funding LLC / NXP USA, Inc., 3.250%, 11/30/2051 | | | | | 343,796 | | | | | | 0.0 | | |
208,000 | | | NXP BV / NXP Funding LLC / NXP USA, Inc., 3.400%, 05/01/2030 | | | | | 183,687 | | | | | | 0.0 | | |
2,015,000 (1) | | | Oracle Corp., 2.300%, 03/25/2028 | | | | | 1,735,600 | | | | | | 0.1 | | |
295,000 | | | Oracle Corp., 3.600%, 04/01/2050 | | | | | 205,469 | | | | | | 0.0 | | |
998,000 | | | Oracle Corp., 3.650%, 03/25/2041 | | | | | 745,245 | | | | | | 0.0 | | |
747,000 | | | Oracle Corp., 3.800%, 11/15/2037 | | | | | 582,281 | | | | | | 0.0 | | |
170,000 | | | Oracle Corp., 3.850%, 07/15/2036 | | | | | 136,836 | | | | | | 0.0 | | |
1,260,000 | | | Oracle Corp., 3.950%, 03/25/2051 | | | | | 927,391 | | | | | | 0.1 | | |
1,677,000 | | | Oracle Corp., 4.000%, 11/15/2047 | | | | | 1,246,718 | | | | | | 0.1 | | |
525,000 (2) | | | Renesas Electronics Corp., 2.170%, 11/25/2026 | | | | | 468,814 | | | | | | 0.0 | | |
1,173,000 | | | Salesforce, Inc., 2.700%, 07/15/2041 | | | | | 908,783 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Technology (continued) | | ||||||||||||
455,000 | | | Take-Two Interactive Software, Inc., 4.000%, 04/14/2032 | | | | $ | 427,643 | | | | | | 0.0 | | |
1,795,000 | | | VMware, Inc., 1.400%, 08/15/2026 | | | | | 1,589,316 | | | | | | 0.1 | | |
780,000 | | | VMware, Inc., 1.800%, 08/15/2028 | | | | | 648,545 | | | | | | 0.0 | | |
613,000 (1) | | | Workday, Inc., 3.500%, 04/01/2027 | | | | | 586,709 | | | | | | 0.0 | | |
| | | | | | | | 41,704,355 | | | | | | 1.6 | | |
| | | Utilities: 3.1% | | ||||||||||||
1,198,000 (2) | | | AEP Texas, Inc., 3.850%, 10/01/2025 | | | | | 1,190,616 | | | | | | 0.1 | | |
1,068,000 | | | AES Corp./The, 1.375%, 01/15/2026 | | | | | 943,163 | | | | | | 0.0 | | |
1,283,000 (2) | | | AES Corp./The, 3.950%, 07/15/2030 | | | | | 1,160,929 | | | | | | 0.1 | | |
537,000 (2) | | | Alliant Energy Finance LLC, 3.600%, 03/01/2032 | | | | | 486,761 | | | | | | 0.0 | | |
775,000 (3) | | | American Electric Power Co., Inc., 3.875%, 02/15/2062 | | | | | 613,381 | | | | | | 0.0 | | |
733,000 (2) | | | American Transmission Systems, Inc., 2.650%, 01/15/2032 | | | | | 621,663 | | | | | | 0.0 | | |
1,377,000 (2) | | | American Transmission Systems, Inc., 5.000%, 09/01/2044 | | | | | 1,329,679 | | | | | | 0.1 | | |
771,000 (1) | | | Appalachian Power Co., 2.700%, 04/01/2031 | | | | | 666,021 | | | | | | 0.0 | | |
181,000 | | | Appalachian Power Co., 3.700%, 05/01/2050 | | | | | 144,217 | | | | | | 0.0 | | |
323,000 | | | Avangrid, Inc., 3.200%, 04/15/2025 | | | | | 314,398 | | | | | | 0.0 | | |
912,000 | | | Baltimore Gas and Electric Co., 2.250%, 06/15/2031 | | | | | 777,307 | | | | | | 0.0 | | |
740,000 (1)(2) | | | Berkshire Hathaway Energy Co., 4.600%, 05/01/2053 | | | | | 710,820 | | | | | | 0.0 | | |
574,000 | | | Black Hills Corp., 2.500%, 06/15/2030 | | | | | 479,992 | | | | | | 0.0 | | |
851,000 | | | Black Hills Corp., 3.050%, 10/15/2029 | | | | | 763,354 | | | | | | 0.0 | | |
1,800,000 | | | Black Hills Corp., 4.250%, 11/30/2023 | | | | | 1,806,172 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
397,000 | | | Black Hills Corp., 4.350%, 05/01/2033 | | | | $ | 371,015 | | | | | | 0.0 | | |
750,000 | | | CenterPoint Energy Houston Electric LLC, 3.550%, 08/01/2042 | | | | | 645,540 | | | | | | 0.0 | | |
1,216,000 (3) | | | CMS Energy Corp., 3.750%, 12/01/2050 | | | | | 932,587 | | | | | | 0.0 | | |
600,000 (3) | | | CMS Energy Corp., 4.750%, 06/01/2050 | | | | | 527,232 | | | | | | 0.0 | | |
568,000 | | | Commonwealth Edison Co., 3.750%, 08/15/2047 | | | | | 490,307 | | | | | | 0.0 | | |
449,000 | | | Consolidated Edison Co. of New York, Inc., 4.000%, 11/15/2057 | | | | | 374,963 | | | | | | 0.0 | | |
400,000 | | | Consolidated Edison Co. of New York, Inc., 5.300%, 03/01/2035 | | | | | 416,378 | | | | | | 0.0 | | |
2,095,000 (3) | | | Dominion Energy, Inc., 4.350%, 12/31/2199 | | | | | 1,733,612 | | | | | | 0.1 | | |
2,155,000 (3) | | | Dominion Energy, Inc., 4.650%, 12/31/2199 | | | | | 1,925,791 | | | | | | 0.1 | | |
405,000 | | | Duke Energy Carolinas LLC, 2.550%, 04/15/2031 | | | | | 354,611 | | | | | | 0.0 | | |
1,186,000 | | | Duke Energy Carolinas LLC, 3.700%, 12/01/2047 | | | | | 1,006,855 | | | | | | 0.1 | | |
116,000 | | | Duke Energy Carolinas LLC, 3.750%, 06/01/2045 | | | | | 97,372 | | | | | | 0.0 | | |
1,265,000 (1) | | | Duke Energy Carolinas LLC, 4.000%, 09/30/2042 | | | | | 1,125,987 | | | | | | 0.1 | | |
36,000 | | | Duke Energy Carolinas LLC, 4.250%, 12/15/2041 | | | | | 33,250 | | | | | | 0.0 | | |
734,000 (1)(3) | | | Duke Energy Corp., 4.875%, 12/31/2199 | | | | | 669,775 | | | | | | 0.0 | | |
794,000 | | | Duke Energy Florida LLC, 2.400%, 12/15/2031 | | | | | 679,827 | | | | | | 0.0 | | |
130,000 | | | Duke Energy Florida LLC, 4.200%, 07/15/2048 | | | | | 118,793 | | | | | | 0.0 | | |
1,425,000 | | | Duke Energy Indiana LLC, 3.250%, 10/01/2049 | | | | | 1,105,058 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
479,000 | | | Duke Energy Progress LLC, 3.700%, 10/15/2046 | | | | $ | 408,517 | | | | | | 0.0 | | |
250,000 | | | Duke Energy Progress LLC, 4.100%, 05/15/2042 | | | | | 226,582 | | | | | | 0.0 | | |
44,000 | | | Duke Energy Progress LLC, 4.100%, 03/15/2043 | | | | | 39,557 | | | | | | 0.0 | | |
1,029,000 | | | Duke Energy Progress LLC, 4.200%, 08/15/2045 | | | | | 937,376 | | | | | | 0.0 | | |
707,000 (2) | | | Duquesne Light Holdings, Inc., 2.532%, 10/01/2030 | | | | | 581,604 | | | | | | 0.0 | | |
699,000 | | | Entergy Arkansas LLC, 2.650%, 06/15/2051 | | | | | 485,937 | | | | | | 0.0 | | |
512,000 | | | Entergy Arkansas LLC, 4.200%, 04/01/2049 | | | | | 473,032 | | | | | | 0.0 | | |
1,626,000 | | | Entergy Corp., 0.900%, 09/15/2025 | | | | | 1,465,375 | | | | | | 0.1 | | |
1,085,000 | | | Entergy Corp., 2.400%, 06/15/2031 | | | | | 883,583 | | | | | | 0.0 | | |
608,000 | | | Entergy Corp., 2.800%, 06/15/2030 | | | | | 522,104 | | | | | | 0.0 | | |
1,749,000 | | | Evergy Kansas Central, Inc., 3.250%, 09/01/2049 | | | | | 1,358,083 | | | | | | 0.1 | | |
925,000 | | | Eversource Energy, 1.400%, 08/15/2026 | | | | | 827,182 | | | | | | 0.0 | | |
1,070,000 | | | Eversource Energy, 2.900%, 03/01/2027 | | | | | 1,005,432 | | | | | | 0.1 | | |
526,000 | | | Eversource Energy, 3.375%, 03/01/2032 | | | | | 473,575 | | | | | | 0.0 | | |
220,000 (1) | | | Exelon Corp., 4.050%, 04/15/2030 | | | | | 211,338 | | | | | | 0.0 | | |
359,000 | | | Florida Power & Light Co., 2.875%, 12/04/2051 | | | | | 267,739 | | | | | | 0.0 | | |
1,505,000 | | | Georgia Power Co., 2.200%, 09/15/2024 | | | | | 1,454,132 | | | | | | 0.1 | | |
284,000 | | | Georgia Power Co., 5.125%, 05/15/2052 | | | | | 282,241 | | | | | | 0.0 | | |
1,310,000 | | | Georgia Power Co., 5.750%, 04/15/2023 | | | | | 1,330,441 | | | | | | 0.1 | | |
1,619,000 | | | Indiana Michigan Power Co., 3.250%, 05/01/2051 | | | | | 1,229,899 | | | | | | 0.1 | | |
468,000 | | | Interstate Power and Light Co., 3.100%, 11/30/2051 | | | | | 344,068 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
3,640,000 (1) | | | Interstate Power and Light Co., 3.250%, 12/01/2024 | | | | $ | 3,598,194 | | | | | | 0.1 | | |
421,000 (2) | | | Jersey Central Power & Light Co., 2.750%, 03/01/2032 | | | | | 358,576 | | | | | | 0.0 | | |
2,802,000 (2) | | | Jersey Central Power & Light Co., 4.300%, 01/15/2026 | | | | | 2,770,960 | | | | | | 0.1 | | |
411,000 (2) | | | Metropolitan Edison Co., 4.000%, 04/15/2025 | | | | | 404,804 | | | | | | 0.0 | | |
2,745,000 | | | Mississippi Power Co., 4.250%, 03/15/2042 | | | | | 2,398,828 | | | | | | 0.1 | | |
266,000 | | | Mississippi Power Co., 4.750%, 10/15/2041 | | | | | 247,338 | | | | | | 0.0 | | |
830,000 (2) | | | Monongahela Power Co., 3.550%, 05/15/2027 | | | | | 790,338 | | | | | | 0.0 | | |
188,000 (2) | | | Narragansett Electric Co/The, 3.395%, 04/09/2030 | | | | | 176,725 | | | | | | 0.0 | | |
1,490,000 | | | National Rural Utilities Cooperative Finance Corp., 2.400%, 03/15/2030 | | | | | 1,301,039 | | | | | | 0.1 | | |
616,000 | | | National Rural Utilities Cooperative Finance Corp., 2.750%, 04/15/2032 | | | | | 537,116 | | | | | | 0.0 | | |
1,507,000 (3) | | | National Rural Utilities Cooperative Finance Corp., 4.750%, 04/30/2043 | | | | | 1,400,488 | | | | | | 0.1 | | |
1,750,000 | | | NextEra Energy Capital Holdings, Inc., 1.875%, 01/15/2027 | | | | | 1,579,710 | | | | | | 0.1 | | |
863,000 | | | NextEra Energy Capital Holdings, Inc., 1.900%, 06/15/2028 | | | | | 751,241 | | | | | | 0.0 | | |
489,000 (1) | | | NextEra Energy Capital Holdings, Inc., 2.440%, 01/15/2032 | | | | | 407,707 | | | | | | 0.0 | | |
1,215,000 (3) | | | NextEra Energy Capital Holdings, Inc., 3.800%, 03/15/2082 | | | | | 976,255 | | | | | | 0.0 | | |
614,000 (1) | | | NextEra Energy Capital Holdings, Inc., 5.000%, 07/15/2032 | | | | | 629,611 | | | | | | 0.0 | | |
764,000 | | | NiSource, Inc., 5.950%, 06/15/2041 | | | | | 792,003 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
526,000 (1) | | | NSTAR Electric Co., 1.950%, 08/15/2031 | | | | $ | 437,319 | | | | | | 0.0 | | |
758,000 | | | Oglethorpe Power Corp., 3.750%, 08/01/2050 | | | | | 604,664 | | | | | | 0.0 | | |
1,409,000 | | | ONE Gas, Inc., 1.100%, 03/11/2024 | | | | | 1,343,102 | | | | | | 0.1 | | |
436,000 | | | Pacific Gas and Electric Co., 4.250%, 03/15/2046 | | | | | 319,260 | | | | | | 0.0 | | |
629,000 | | | Pacific Gas and Electric Co., 4.300%, 03/15/2045 | | | | | 458,342 | | | | | | 0.0 | | |
583,000 | | | Pacific Gas and Electric Co., 4.450%, 04/15/2042 | | | | | 438,765 | | | | | | 0.0 | | |
465,000 | | | PECO Energy Co., 4.150%, 10/01/2044 | | | | | 424,120 | | | | | | 0.0 | | |
313,000 | | | Piedmont Natural Gas Co., Inc., 3.350%, 06/01/2050 | | | | | 233,919 | | | | | | 0.0 | | |
1,714,000 | | | Public Service Enterprise Group, Inc., 2.450%, 11/15/2031 | | | | | 1,431,995 | | | | | | 0.1 | | |
1,556,000 (3) | | | Sempra Energy, 4.125%, 04/01/2052 | | | | | 1,250,970 | | | | | | 0.1 | | |
1,315,000 (3) | | | Sempra Energy, 4.875%, 12/31/2199 | | | | | 1,213,062 | | | | | | 0.1 | | |
2,359,000 | | | South Jersey Industries, Inc., 5.020%, 04/15/2031 | | | | | 2,103,377 | | | | | | 0.1 | | |
1,574,000 | | | Southern Co. Gas Capital Corp., 4.400%, 05/30/2047 | | | | | 1,376,567 | | | | | | 0.1 | | |
2,295,000 (3) | | | Southern Co/The, 3.750%, 09/15/2051 | | | | | 1,955,730 | | | | | | 0.1 | | |
1,280,000 (1)(3) | | | Southern Co/The, 4.000%, 01/15/2051 | | | | | 1,150,694 | | | | | | 0.1 | | |
780,000 | | | Southern Co/The, 5.113%, 08/01/2027 | | | | | 787,210 | | | | | | 0.0 | | |
233,000 | | | Southwest Gas Corp., 4.050%, 03/15/2032 | | | | | 211,694 | | | | | | 0.0 | | |
1,499,000 | | | Southwestern Electric Power Co., 1.650%, 03/15/2026 | | | | | 1,366,616 | | | | | | 0.1 | | |
580,000 | | | Tampa Electric Co., 4.350%, 05/15/2044 | | | | | 532,216 | | | | | | 0.0 | | |
998,000 | | | Union Electric Co., 3.900%, 09/15/2042 | | | | | 885,184 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
850,000 (2) | | | Vistra Operations Co. LLC, 5.125%, 05/13/2025 | | | | $ | 842,129 | | | | | | 0.0 | | |
711,000 | | | Washington Gas Light Co., 3.650%, 09/15/2049 | | | | | 590,172 | | | | | | 0.0 | | |
1,683,000 | | | WEC Energy Group, Inc., 1.375%, 10/15/2027 | | | | | 1,459,939 | | | | | | 0.1 | | |
396,000 | | | WEC Energy Group, Inc., 2.200%, 12/15/2028 | | | | | 346,781 | | | | | | 0.0 | | |
861,000 | | | Wisconsin Electric Power Co., 1.700%, 06/15/2028 | | | | | 750,867 | | | | | | 0.0 | | |
| | | | | | | | 81,060,850 | | | | | | 3.1 | | |
| | | Total Corporate Bonds/Notes (Cost $725,697,822) | | | | | 647,288,565 | | | | | | 24.4 | | |
| | |||||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 14.8% | | |||||||||||||||
1,068,755 | | | Alternative Loan Trust 2005-65CB 2A4, 5.500%, 12/25/2035 | | | | | 847,780 | | | | | | 0.0 | | |
1,309,056 | | | Alternative Loan Trust 2005-6CB 1A3, 5.250%, 04/25/2035 | | | | | 1,174,633 | | | | | | 0.1 | | |
246,691 (4) | | | Alternative Loan Trust 2005-J3 2A2, 3.376%, (-1.000*US0001M + 5.000)%, 05/25/2035 | | | | | 15,892 | | | | | | 0.0 | | |
1,129,635 | | | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036 | | | | | 623,550 | | | | | | 0.0 | | |
1,584,915 | | | Alternative Loan Trust 2007-23CB A3, 2.124%, (US0001M + 0.500)%, 09/25/2037 | | | | | 745,499 | | | | | | 0.0 | | |
87,191 | | | Banc of America Funding 2007 8 Trust 4A1, 6.000%, 08/25/2037 | | | | | 76,870 | | | | | | 0.0 | | |
500,286 (3) | | | Bear Stearns ALT-A Trust 2005-10 22A1, 2.999%, 01/25/2036 | | | | | 479,533 | | | | | | 0.0 | | |
240,730 (3) | | | Bear Stearns ALT-A Trust 2005-4 23A1, 2.752%, 05/25/2035 | | | | | 231,655 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
778,985 (3) | | | Bear Stearns ALT-A Trust 2006-6 31A1, 3.128%, 11/25/2036 | | | | $ | 510,572 | | | | | | 0.0 | | |
907,146 (3) | | | Bear Stearns ALT-A Trust 2006-6 32A1, 2.954%, 11/25/2036 | | | | | 512,369 | | | | | | 0.0 | | |
3,619 (3) | | | Bear Stearns ARM Trust 2005-12 13A1, 3.383%, 02/25/2036 | | | | | 3,226 | | | | | | 0.0 | | |
1,801,345 | | | Bear Stearns Mortgage Funding Trust 2006-AR5 2A1, 1.814%, (US0001M + 0.190)%, 01/25/2037 | | | | | 1,605,492 | | | | | | 0.1 | | |
93,015 (3) | | | Bear Stearns Structured Products, Inc. Trust 2007-R6 1A1, 3.490%, 01/26/2036 | | | | | 77,081 | | | | | | 0.0 | | |
3,300,000 (2) | | | Bellemeade RE 2021-3 A M1C Ltd., 2.476%, (SOFR30A + 1.550)%, 09/25/2031 | | | | | 2,980,444 | | | | | | 0.1 | | |
145,105 (3) | | | Chase Mortgage Finance Trust Series 2005-A1 1A1, 2.894%, 12/25/2035 | | | | | 134,829 | | | | | | 0.0 | | |
1,388,837 (3) | | | CHL Mortgage Pass-Through Trust 2004-22 A3, 2.711%, 11/25/2034 | | | | | 1,339,099 | | | | | | 0.1 | | |
13,473 (3) | | | CHL Mortgage Pass-Through Trust 2004-HYB9 1A1, 2.520%, 02/20/2035 | | | | | 13,487 | | | | | | 0.0 | | |
13,020 | | | CHL Mortgage Pass-Through Trust 2005-2 2A3, 2.304%, (US0001M + 0.680)%, 03/25/2035 | | | | | 11,510 | | | | | | 0.0 | | |
1,438,098 (2)(3) | | | CIM Trust 2020-J1 B3, 3.450%, 07/25/2050 | | | | | 1,252,693 | | | | | | 0.1 | | |
511,158 | | | Citicorp Mortgage Securities Trust Series 2007-1 1A1, 6.000%, 01/25/2037 | | | | | 461,796 | | | | | | 0.0 | | |
747,458 (3) | | | Citigroup Mortgage Loan Trust 2007-10 22AA, 3.396%, 09/25/2037 | | | | | 680,784 | | | | | | 0.0 | | |
732,186 (2)(3) | | | Citigroup Mortgage Loan Trust 2015-A B2, 4.500%, 06/25/2058 | | | | | 713,557 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
22,963 (3) | | | Citigroup Mortgage Loan Trust, Inc. 2005-3 2A2A, 2.829%, 08/25/2035 | | | | $ | 22,673 | | | | | | 0.0 | | |
1,148,871 | | | Citigroup Mortgage Loan Trust, Inc. 2005-8 3A1, 5.500%, 09/25/2035 | | | | | 1,130,993 | | | | | | 0.1 | | |
190,957 | | | CitiMortgage Alternative Loan Trust Series 2007-A2 1A5, 6.000%, 02/25/2037 | | | | | 173,084 | | | | | | 0.0 | | |
711,350 (2) | | | Connecticut Avenue Securities Trust 2020-R02 2M2, 3.624%, (US0001M + 2.000)%, 01/25/2040 | | | | | 701,145 | | | | | | 0.0 | | |
1,500,000 (2) | | | Connecticut Avenue Securities Trust 2021-R01 1B1, 4.026%, (SOFR30A + 3.100)%, 10/25/2041 | | | | | 1,291,422 | | | | | | 0.1 | | |
1,500,000 (2) | | | Connecticut Avenue Securities Trust 2021-R03 1B1, 3.676%, (SOFR30A + 2.750)%, 12/25/2041 | | | | | 1,265,884 | | | | | | 0.1 | | |
8,600,000 (2) | | | Connecticut Avenue Securities Trust 2022-R01 1B1, 4.076%, (SOFR30A + 3.150)%, 12/25/2041 | | | | | 7,377,650 | | | | | | 0.3 | | |
733,556 | | | Countrywide Alternative Loan Trust 2005-53T2 2A6, 2.124%, (US0001M + 0.500)%, 11/25/2035 | | | | | 381,619 | | | | | | 0.0 | | |
112,215 (3) | | | DSLA Mortgage Loan Trust 2004-AR3 2A1, 2.700%, 07/19/2044 | | | | | 104,653 | | | | | | 0.0 | | |
1,500,000 (2) | | | Eagle RE 2021-2 M1C Ltd., 4.376%, (SOFR30A + 3.450)%, 04/25/2034 | | | | | 1,414,912 | | | | | | 0.1 | | |
800,000 (2) | | | Fannie Mae Connecticut Avenue Securities Trust 2020-SBT1 1M2, 5.274%, (US0001M + 3.650)%, 02/25/2040 | | | | | 767,867 | | | | | | 0.0 | | |
1,000,000 | | | Fannie Mae 2011-128 KB, 4.500%, 12/25/2041 | | | | | 1,023,490 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
13,493,678 | | | Fannie Mae 2011-99 CZ, 4.500%, 10/25/2041 | | | | $ | 13,938,708 | | | | | | 0.5 | | |
808,341 | | | Fannie Mae 2012-110 CA, 3.000%, 10/25/2042 | | | | | 773,302 | | | | | | 0.0 | | |
16,388,562 (4) | | | Fannie Mae 2016-82 SD, 4.426%, (-1.000*US0001M + 6.050)%, 11/25/2046 | | | | | 1,990,215 | | | | | | 0.1 | | |
699,888 | | | Fannie Mae 2016-88 EA, 3.500%, 01/25/2045 | | | | | 702,384 | | | | | | 0.0 | | |
1,231,997 | | | Fannie Mae Connecticut Avenue Securities, 7.324%, (US0001M + 5.700)%, 04/25/2028 | | | | | 1,287,824 | | | | | | 0.1 | | |
4,218,749 | | | Fannie Mae Connecticut Avenue Securities 16-C06 1M2, 5.874%, (US0001M + 4.250)%, 04/25/2029 | | | | | 4,365,648 | | | | | | 0.2 | | |
998,972 | | | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 5.624%, (US0001M + 4.000)%, 05/25/2025 | | | | | 1,005,031 | | | | | | 0.0 | | |
3,226,434 | | | Fannie Mae Connecticut Avenue Securities 2015-C04 2M2, 7.174%, (US0001M + 5.550)%, 04/25/2028 | | | | | 3,334,822 | | | | | | 0.1 | | |
183,913 | | | Fannie Mae Connecticut Avenue Securities 2016-C07 2M2, 5.974%, (US0001M + 4.350)%, 05/25/2029 | | | | | 190,323 | | | | | | 0.0 | | |
2,549,827 | | | Fannie Mae Connecticut Avenue Securities 2017-C01 1M2, 5.174%, (US0001M + 3.550)%, 07/25/2029 | | | | | 2,606,289 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
4,309,759 | | | Fannie Mae Connecticut Avenue Securities 2017-C04 2M2, 4.474%, (US0001M + 2.850)%, 11/25/2029 | | | | $ | 4,324,938 | | | | | | 0.2 | | |
4,889,313 | | | Fannie Mae Connecticut Avenue Securities 2017-C07 2M2, 4.124%, (US0001M + 2.500)%, 05/25/2030 | | | | | 4,882,062 | | | | | | 0.2 | | |
2,621,243 | | | Fannie Mae Connecticut Avenue Securities 2017-CO6 2M2, 4.424%, (US0001M + 2.800)%, 02/25/2030 | | | | | 2,630,429 | | | | | | 0.1 | | |
1,909,473 | | | Fannie Mae Connecticut Avenue Securities 2018-C03 1M2, 3.774%, (US0001M + 2.150)%, 10/25/2030 | | | | | 1,919,402 | | | | | | 0.1 | | |
4,219,873 | | | Fannie Mae Connecticut Avenue Securities 2018-C06 1M2, 3.624%, (US0001M + 2.000)%, 03/25/2031 | | | | | 4,176,948 | | | | | | 0.2 | | |
2,374,769 | | | Fannie Mae Connecticut Avenue Securities 2018-C06 2M2, 3.724%, (US0001M + 2.100)%, 03/25/2031 | | | | | 2,329,344 | | | | | | 0.1 | | |
265,544 (2) | | | Fannie Mae Connecticut Avenue Securities Trust 2019-R01 2M2, 4.074%, (US0001M + 2.450)%, 07/25/2031 | | | | | 264,010 | | | | | | 0.0 | | |
630,320 (2) | | | Fannie Mae Connecticut Avenue Securities Trust 2020-R01 1M2, 3.674%, (US0001M + 2.050)%, 01/25/2040 | | | | | 617,410 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
243,951 (4) | | | Fannie Mae Interest Strip Series 418 10, 4.000%, 08/25/2043 | | | | $ | 39,593 | | | | | | 0.0 | | |
233,955 (4) | | | Fannie Mae Interest Strip Series 418 15, 3.500%, 08/25/2043 | | | | | 33,558 | | | | | | 0.0 | | |
2,191 | | | Fannie Mae REMIC Trust 1994-77 FB, 3.124%, (US0001M + 1.500)%, 04/25/2024 | | | | | 2,207 | | | | | | 0.0 | | |
171,967 | | | Fannie Mae REMIC Trust 1999-33 Z, 6.000%, 07/25/2029 | | | | | 178,362 | | | | | | 0.0 | | |
13,286 | | | Fannie Mae REMIC Trust 2002-21 FC, 2.524%, (US0001M + 0.900)%, 04/25/2032 | | | | | 13,425 | | | | | | 0.0 | | |
555,708 (4) | | | Fannie Mae REMIC Trust 2003-74 IO, 6.000%, 08/25/2033 | | | | | 119,672 | | | | | | 0.0 | | |
26,054 | | | Fannie Mae REMIC Trust 2004-11 A, 1.744%, (US0001M + 0.120)%, 03/25/2034 | | | | | 25,959 | | | | | | 0.0 | | |
258,736 | | | Fannie Mae REMIC Trust 2005-120 ZU, 5.500%, 01/25/2036 | | | | | 274,073 | | | | | | 0.0 | | |
137,317 | | | Fannie Mae REMIC Trust 2005-74 DK, 17.506%, (-4.000*US0001M + 24.000)%, 07/25/2035 | | | | | 171,178 | | | | | | 0.0 | | |
2,685,688 (4) | | | Fannie Mae REMIC Trust 2005-92 SC, 5.056%, (-1.000*US0001M + 6.680)%, 10/25/2035 | | | | | 375,848 | | | | | | 0.0 | | |
135,500 | | | Fannie Mae REMIC Trust 2006-103 EZ, 6.250%, 10/25/2036 | | | | | 145,847 | | | | | | 0.0 | | |
532,457 | | | Fannie Mae REMIC Trust 2006-104 ES, 25.332%, (-5.000*US0001M + 33.450)%, 11/25/2036 | | | | | 823,562 | | | | | | 0.0 | | |
3,059,437 (4) | | | Fannie Mae REMIC Trust 2006-12 SD, 5.126%, (-1.000*US0001M + 6.750)%, 10/25/2035 | | | | | 315,947 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,534,909 (4) | | | Fannie Mae REMIC Trust 2006-123 UI, 5.116%, (-1.000*US0001M + 6.740)%, 01/25/2037 | | | | $ | 253,774 | | | | | | 0.0 | | |
273,926 (4) | | | Fannie Mae REMIC Trust 2006-72 HS, 5.076%, (-1.000*US0001M + 6.700)%, 08/25/2026 | | | | | 15,654 | | | | | | 0.0 | | |
376,743 | | | Fannie Mae REMIC Trust 2007-73 A1, 1.001%, (US0001M + 0.060)%, 07/25/2037 | | | | | 368,247 | | | | | | 0.0 | | |
261,908 | | | Fannie Mae REMIC Trust 2008-20 SP, 11.441%, (-2.500*US0001M + 15.500)%, 03/25/2038 | | | | | 308,783 | | | | | | 0.0 | | |
1,303,757 | | | Fannie Mae REMIC Trust 2009-19 PW, 4.500%, 10/25/2036 | | | | | 1,335,297 | | | | | | 0.1 | | |
4,420,505 (4) | | | Fannie Mae REMIC Trust 2010-102 SB, 4.976%, (-1.000*US0001M + 6.600)%, 09/25/2040 | | | | | 669,915 | | | | | | 0.0 | | |
1,406,087 (4) | | | Fannie Mae REMIC Trust 2010-116 SE, 4.976%, (-1.000*US0001M + 6.600)%, 10/25/2040 | | | | | 201,673 | | | | | | 0.0 | | |
3,999,520 (4) | | | Fannie Mae REMIC Trust 2010-123 SL, 4.446%, (-1.000*US0001M + 6.070)%, 11/25/2040 | | | | | 412,929 | | | | | | 0.0 | | |
2,131,283 (4) | | | Fannie Mae REMIC Trust 2010-55 AS, 4.796%, (-1.000*US0001M + 6.420)%, 06/25/2040 | | | | | 276,997 | | | | | | 0.0 | | |
3,963,276 | | | Fannie Mae REMIC Trust 2010-59 PC, 5.000%, 06/25/2040 | | | | | 4,115,229 | | | | | | 0.2 | | |
521,601 | | | Fannie Mae REMIC Trust 2010-60 HJ, 5.500%, 05/25/2040 | | | | | 542,386 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,783,969 (4) | | | Fannie Mae REMIC Trust 2011-3 AI, 5.000%, 01/25/2041 | | | | $ | 185,894 | | | | | | 0.0 | | |
331,370 (4) | | | Fannie Mae REMIC Trust 2012-10 US, 4.826%, (-1.000*US0001M + 6.450)%, 02/25/2042 | | | | | 45,133 | | | | | | 0.0 | | |
128,545 | | | Fannie Mae REMIC Trust 2012-103 DA, 3.500%, 10/25/2041 | | | | | 129,026 | | | | | | 0.0 | | |
4,803,560 (4) | | | Fannie Mae REMIC Trust 2012-113 SG, 4.476%, (-1.000*US0001M + 6.100)%, 10/25/2042 | | | | | 678,304 | | | | | | 0.0 | | |
3,385,384 (4) | | | Fannie Mae REMIC Trust 2012-122 SB, 4.526%, (-1.000*US0001M + 6.150)%, 11/25/2042 | | | | | 566,332 | | | | | | 0.0 | | |
1,647,018 (4) | | | Fannie Mae REMIC Trust 2012-128 DI, 3.000%, 10/25/2032 | | | | | 116,259 | | | | | | 0.0 | | |
765,285 | | | Fannie Mae REMIC Trust 2012-131 BS, 4.126%, (-1.200*US0001M + 5.400)%, 12/25/2042 | | | | | 665,245 | | | | | | 0.0 | | |
5,349,140 (4) | | | Fannie Mae REMIC Trust 2012-137 SN, 4.476%, (-1.000*US0001M + 6.100)%, 12/25/2042 | | | | | 686,431 | | | | | | 0.0 | | |
507,935 (4) | | | Fannie Mae REMIC Trust 2012-15 SP, 4.996%, (-1.000*US0001M + 6.620)%, 06/25/2040 | | | | | 8,590 | | | | | | 0.0 | | |
912,622 (4) | | | Fannie Mae REMIC Trust 2012-58 PI, 5.000%, 04/25/2042 | | | | | 143,656 | | | | | | 0.0 | | |
5,007,412 (4) | | | Fannie Mae REMIC Trust 2013-60 DS, 4.576%, (-1.000*US0001M + 6.200)%, 06/25/2033 | | | | | 547,447 | | | | | | 0.0 | | |
5,374,768 (4) | | | Fannie Mae REMIC Trust 2013-9 DS, 4.526%, (-1.000*US0001M + 6.150)%, 02/25/2043 | | | | | 838,097 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
12,472,455 (4) | | | Fannie Mae REMIC Trust 2013-9 SA, 4.526%, (-1.000*US0001M + 6.150)%, 03/25/2042 | | | | $ | 1,103,993 | | | | | | 0.0 | | |
12,839,804 (4) | | | Fannie Mae REMIC Trust 2015-9 IO, 5.500%, 03/25/2045 | | | | | 2,707,318 | | | | | | 0.1 | | |
2,344,906 (4) | | | Fannie Mae REMICS 2005-66 SY, 5.076%, (-1.000*US0001M + 6.700)%, 07/25/2035 | | | | | 327,009 | | | | | | 0.0 | | |
3,831,684 (4) | | | Fannie Mae REMICS 2006-120 QD, 3.076%, (-1.000*US0001M + 4.700)%, 10/25/2036 | | | | | 197,510 | | | | | | 0.0 | | |
1,688,697 (4) | | | Fannie Mae REMICS 2006-59 XS, 5.576%, (-1.000*US0001M + 7.200)%, 07/25/2036 | | | | | 242,103 | | | | | | 0.0 | | |
1,826,380 (4) | | | Fannie Mae REMICS 2007-53 SX, 4.476%, (-1.000*US0001M + 6.100)%, 06/25/2037 | | | | | 272,176 | | | | | | 0.0 | | |
2,794,761 (4) | | | Fannie Mae REMICS 2010-112 PI, 6.000%, 10/25/2040 | | | | | 625,888 | | | | | | 0.0 | | |
10,644,524 (4) | | | Fannie Mae REMICS 2010-139 SA, 4.406%, (-1.000*US0001M + 6.030)%, 12/25/2040 | | | | | 1,304,979 | | | | | | 0.1 | | |
585,212 | | | Fannie Mae REMICS 2011-10 ZC, 5.000%, 02/25/2041 | | | | | 614,366 | | | | | | 0.0 | | |
55,924 | | | Fannie Mae REMICS 2011-127 UY, 3.500%, 12/25/2041 | | | | | 53,488 | | | | | | 0.0 | | |
1,638,915 (4) | | | Fannie Mae REMICS 2011-149 ES, 4.376%, (-1.000*US0001M + 6.000)%, 07/25/2041 | | | | | 102,827 | | | | | | 0.0 | | |
1,317,329 | | | Fannie Mae REMICS 2011-84 Z, 5.250%, 09/25/2041 | | | | | 1,390,070 | | | | | | 0.1 | | |
8,664,241 (4) | | | Fannie Mae REMICS 2012-19 S, 4.326%, (-1.000*US0001M + 5.950)%, 03/25/2042 | | | | | 1,126,028 | | | | | | 0.1 | | |
17,652,422 (4) | | | Fannie Mae REMICS 2016-2 IO, 5.500%, 02/25/2046 | | | | | 3,052,471 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
6,656,551 (4) | | | Fannie Mae REMICS 2016-62 SC, 4.376%, (-1.000*US0001M + 6.000)%, 09/25/2046 | | | | $ | 1,052,742 | | | | | | 0.0 | | |
26,775,621 (4) | | | Fannie Mae REMICS 2016-88 CS, 4.426%, (-1.000*US0001M + 6.050)%, 12/25/2046 | | | | | 3,145,778 | | | | | | 0.1 | | |
7,447,407 (4) | | | Fannie Mae REMICS 2016-93 SL, 5.026%, (-1.000*US0001M + 6.650)%, 12/25/2046 | | | | | 865,234 | | | | | | 0.0 | | |
1,144,714 | | | Fannie Mae REMICS 2016-97 PA, 3.000%, 12/25/2044 | | | | | 1,118,206 | | | | | | 0.1 | | |
8,474,586 (4) | | | Fannie Mae REMICS 2017-23 IO, 6.000%, 04/25/2047 | | | | | 1,855,974 | | | | | | 0.1 | | |
1,252,340 | | | Fannie Mae REMICS 2017-54 D, 3.000%, 07/25/2047 | | | | | 1,194,346 | | | | | | 0.1 | | |
4,192,275 | | | Fannie Mae REMICS 2018-11 BX, 4.000%, 12/25/2047 | | | | | 4,241,374 | | | | | | 0.2 | | |
233,351 | | | Fannie Mae REMICS 2018-27 EA, 3.000%, 05/25/2048 | | | | | 222,349 | | | | | | 0.0 | | |
3,964,302 (4) | | | Fannie Mae REMICS 2018-43 SE, 4.626%, (-1.000*US0001M + 6.250)%, 09/25/2038 | | | | | 467,560 | | | | | | 0.0 | | |
587,421 | | | Fannie Mae REMICS 2018-64 ET, 3.000%, 09/25/2048 | | | | | 560,479 | | | | | | 0.0 | | |
19,294,394 (4) | | | Fannie Mae REMICS 2019-17 SB, 4.476%, (-1.000*US0001M + 6.100)%, 09/25/2038 | | | | | 2,049,387 | | | | | | 0.1 | | |
7,211,155 (4) | | | Fannie Mae REMICS 2019-18 SA, 4.426%, (-1.000*US0001M + 6.050)%, 05/25/2049 | | | | | 965,907 | | | | | | 0.0 | | |
5,947,386 (4) | | | Fannie Mae REMICS 2019-25 PS, 4.426%, (-1.000*US0001M + 6.050)%, 06/25/2049 | | | | | 839,098 | | | | | | 0.0 | | |
16,691,877 (4) | | | Fannie Mae REMICS 2019-33 PS, 4.426%, (-1.000*US0001M + 6.050)%, 07/25/2049 | | | | | 2,351,418 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
11,224,236 (4) | | | Fannie Mae REMICS 2020-94 SC, 4.326%, (-1.000*US0001M + 5.950)%, 07/25/2050 | | | | $ | 1,474,682 | | | | | | 0.1 | | |
19,982,549 (4) | | | Fannie Mae REMICS 2021-8 TI, 4.000%, 03/25/2051 | | | | | 3,875,206 | | | | | | 0.2 | | |
7,073,221 | | | Fannie Mae REMICS 2022-5 CZ, 2.500%, 02/25/2052 | | | | | 5,203,395 | | | | | | 0.2 | | |
131,878 (3) | | | First Horizon Alternative Mortgage Securities Trust 2005-AA1 1A1, 2.801%, 03/25/2035 | | | | | 89,232 | | | | | | 0.0 | | |
73,678 (3) | | | First Horizon Asset Securities, Inc. 2005-AR6 4A1, 2.683%, 02/25/2036 | | | | | 66,058 | | | | | | 0.0 | | |
19,542 (3) | | | First Horizon Mortgage Pass-Through Trust 2005-AR3 2A1, 3.214%, 08/25/2035 | | | | | 13,303 | | | | | | 0.0 | | |
1,350,077 (2)(3) | | | Flagstar Mortgage Trust 2018-1 B1, 3.961%, 03/25/2048 | | | | | 1,252,803 | | | | | | 0.1 | | |
1,890,108 (2)(3) | | | Flagstar Mortgage Trust 2018-1 B3, 3.961%, 03/25/2048 | | | | | 1,734,054 | | | | | | 0.1 | | |
1,640,193 (2)(3) | | | Flagstar Mortgage Trust 2018-2 B2, 4.006%, 04/25/2048 | | | | | 1,517,536 | | | | | | 0.1 | | |
3,127,187 (4) | | | Freddie Mac 2815 GS, 4.676%, (-1.000*US0001M + 6.000)%, 03/15/2034 | | | | | 359,982 | | | | | | 0.0 | | |
116,449 | | | Freddie Mac REMIC Trust 2110 PG, 6.000%, 01/15/2029 | | | | | 122,651 | | | | | | 0.0 | | |
118,236 | | | Freddie Mac REMIC Trust 2114 ZM, 6.000%, 01/15/2029 | | | | | 124,010 | | | | | | 0.0 | | |
57,447 | | | Freddie Mac REMIC Trust 2411 FJ, 1.674%, (US0001M + 0.350)%, 12/15/2029 | | | | | 57,248 | | | | | | 0.0 | | |
73,219 | | | Freddie Mac REMIC Trust 2460 ZM, 6.000%, 06/15/2032 | | | | | 77,223 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
16,638 | | | Freddie Mac REMIC Trust 2528 KM, 5.500%, 11/15/2022 | | | | $ | 16,676 | | | | | | 0.0 | | |
175,736 | | | Freddie Mac REMIC Trust 2541 NE, 5.500%, 12/15/2032 | | | | | 186,715 | | | | | | 0.0 | | |
69,739 | | | Freddie Mac REMIC Trust 2576 KZ, 5.500%, 02/15/2033 | | | | | 74,315 | | | | | | 0.0 | | |
158,569 (4) | | | Freddie Mac REMIC Trust 2594 IY, 6.000%, 04/15/2033 | | | | | 31,572 | | | | | | 0.0 | | |
204,389 | | | Freddie Mac REMIC Trust 2861 Z, 5.500%, 09/15/2034 | | | | | 215,876 | | | | | | 0.0 | | |
652,524 | | | Freddie Mac REMIC Trust 2867 MZ, 5.000%, 10/15/2034 | | | | | 680,735 | | | | | | 0.0 | | |
447,658 | | | Freddie Mac REMIC Trust 2930 ZL, 5.000%, 02/15/2035 | | | | | 467,041 | | | | | | 0.0 | | |
551,252 | | | Freddie Mac REMIC Trust 2931 ZY, 5.000%, 02/15/2035 | | | | | 577,283 | | | | | | 0.0 | | |
3,593,592 (4) | | | Freddie Mac REMIC Trust 3045 DI, 5.406%, (-1.000*US0001M + 6.730)%, 10/15/2035 | | | | | 454,040 | | | | | | 0.0 | | |
426,273 (4) | | | Freddie Mac REMIC Trust 3064 SP, 5.276%, (-1.000*US0001M + 6.600)%, 03/15/2035 | | | | | 5,392 | | | | | | 0.0 | | |
241,810 | | | Freddie Mac REMIC Trust 3065 DC, 15.888%, (-3.000*US0001M + 19.860)%, 03/15/2035 | | | | | 272,052 | | | | | | 0.0 | | |
363,103 (4) | | | Freddie Mac REMIC Trust 3102 IS, 19.712%, (-3.667*US0001M + 24.567)%, 01/15/2036 | | | | | 128,202 | | | | | | 0.0 | | |
1,830,022 | | | Freddie Mac REMIC Trust 3117 ZA, 5.500%, 02/15/2036 | | | | | 1,924,047 | | | | | | 0.1 | | |
1,107,051 (4) | | | Freddie Mac REMIC Trust 3170 SA, 5.276%, (-1.000*US0001M + 6.600)%, 09/15/2033 | | | | | 138,632 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
541,098 (4) | | | Freddie Mac REMIC Trust 3171 PS, 5.161%, (-1.000*US0001M + 6.485)%, 06/15/2036 | | | | $ | 55,118 | | | | | | 0.0 | | |
839,434 | | | Freddie Mac REMIC Trust 3351 ZC, 5.500%, 07/15/2037 | | | | | 879,041 | | | | | | 0.0 | | |
218,038 (3)(4) | | | Freddie Mac REMIC Trust 3524 LA, 4.958%, 03/15/2033 | | | | | 215,533 | | | | | | 0.0 | | |
44,452 | | | Freddie Mac REMIC Trust 3556 NT, 4.424%, (US0001M + 3.100)%, 03/15/2038 | | | | | 45,039 | | | | | | 0.0 | | |
3,949,485 (4) | | | Freddie Mac REMIC Trust 3589 SB, 4.876%, (-1.000*US0001M + 6.200)%, 10/15/2039 | | | | | 493,643 | | | | | | 0.0 | | |
521,461 (4) | | | Freddie Mac REMIC Trust 3632 IP, 5.000%, 02/15/2040 | | | | | 68,702 | | | | | | 0.0 | | |
4,066,511 | | | Freddie Mac REMIC Trust 3639 ZN, 5.500%, 12/15/2034 | | | | | 4,334,993 | | | | | | 0.2 | | |
1,373,448 | | | Freddie Mac REMIC Trust 3662 ZB, 5.500%, 08/15/2036 | | | | | 1,467,611 | | | | | | 0.1 | | |
693,013 | | | Freddie Mac REMIC Trust 3724 CM, 5.500%, 06/15/2037 | | | | | 726,595 | | | | | | 0.0 | | |
731,101 | | | Freddie Mac REMIC Trust 3829 VZ, 4.000%, 03/15/2041 | | | | | 725,236 | | | | | | 0.0 | | |
2,911,551 (4) | | | Freddie Mac REMIC Trust 3856 KS, 5.226%, (-1.000*US0001M + 6.550)%, 05/15/2041 | | | | | 373,465 | | | | | | 0.0 | | |
1,059,609 | | | Freddie Mac REMIC Trust 3898 KD, 4.500%, 07/15/2041 | | | | | 1,095,199 | | | | | | 0.0 | | |
529,754 (4) | | | Freddie Mac REMIC Trust 3925 SD, 4.726%, (-1.000*US0001M + 6.050)%, 07/15/2040 | | | | | 24,620 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,956,297 (4) | | | Freddie Mac REMIC Trust 3925 SL, 4.726%, (-1.000*US0001M + 6.050)%, 01/15/2041 | | | | $ | 79,159 | | | | | | 0.0 | | |
7,603,798 (4) | | | Freddie Mac REMIC Trust 3951 SN, 5.226%, (-1.000*US0001M + 6.550)%, 11/15/2041 | | | | | 1,134,338 | | | | | | 0.1 | | |
456,995 | | | Freddie Mac REMIC Trust 4000 PA, 4.500%, 01/15/2042 | | | | | 469,624 | | | | | | 0.0 | | |
1,097,191 | | | Freddie Mac REMIC Trust 4020 BY, 6.500%, 03/15/2042 | | | | | 1,228,853 | | | | | | 0.1 | | |
101,322 (4) | | | Freddie Mac REMIC Trust 4027 QI, 4.500%, 12/15/2040 | | | | | 835 | | | | | | 0.0 | | |
1,200,890 (4) | | | Freddie Mac REMIC Trust 4094 YS, 5.376%, (-1.000*US0001M + 6.700)%, 04/15/2040 | | | | | 31,769 | | | | | | 0.0 | | |
4,038,292 (4) | | | Freddie Mac REMIC Trust 4102 MS, 5.276%, (-1.000*US0001M + 6.600)%, 09/15/2042 | | | | | 718,475 | �� | | | | | 0.0 | | |
501,522 (4) | | | Freddie Mac REMIC Trust 4194 GI, 4.000%, 04/15/2043 | | | | | 74,882 | | | | | | 0.0 | | |
3,656,550 | | | Freddie Mac REMIC Trust 4203 BN, 3.000%, 04/15/2033 | | | | | 3,566,225 | | | | | | 0.1 | | |
23,092,391 | | | Freddie Mac REMIC Trust 4246 ZX, 4.500%, 04/15/2041 | | | | | 23,860,528 | | | | | | 0.9 | | |
5,080,821 (4) | | | Freddie Mac REMIC Trust 4313 SD, 4.826%, (-1.000*US0001M + 6.150)%, 03/15/2044 | | | | | 597,174 | | | | | | 0.0 | | |
7,787,034 (4) | | | Freddie Mac REMIC Trust 4313 SE, 4.826%, (-1.000*US0001M + 6.150)%, 03/15/2044 | | | | | 968,913 | | | | | | 0.0 | | |
360,111 (4) | | | Freddie Mac REMIC Trust 4323 IP, 4.500%, 08/15/2042 | | | | | 11,886 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
800,957 (4) | | | Freddie Mac REMIC Trust 4332 PI, 5.000%, 12/15/2043 | | | | $ | 139,189 | | | | | | 0.0 | | |
8,129,033 | | | Freddie Mac REMIC Trust 4335 ZX, 4.250%, 05/15/2044 | | | | | 8,220,919 | | | | | | 0.3 | | |
2,370,700 (4) | | | Freddie Mac REMIC Trust 4346 ST, 4.876%, (-1.000*US0001M + 6.200)%, 07/15/2039 | | | | | 137,975 | | | | | | 0.0 | | |
12,560,996 | | | Freddie Mac REMIC Trust 435 XZ, 4.250%, 05/15/2044 | | | | | 12,579,182 | | | | | | 0.5 | | |
2,273,941 (4) | | | Freddie Mac REMIC Trust 4386 LS, 4.776%, (-1.000*US0001M + 6.100)%, 09/15/2044 | | | | | 285,512 | | | | | | 0.0 | | |
5,518,306 (4) | | | Freddie Mac REMICS 3284 CI, 4.796%, (-1.000*US0001M + 6.120)%, 03/15/2037 | | | | | 711,885 | | | | | | 0.0 | | |
2,332,083 (4) | | | Freddie Mac REMICS 3311 IC, 5.086%, (-1.000*US0001M + 6.410)%, 05/15/2037 | | | | | 325,059 | | | | | | 0.0 | | |
5,238,437 (4) | | | Freddie Mac REMICS 3510 IC, 4.756%, (-1.000*US0001M + 6.080)%, 08/15/2037 | | | | | 682,477 | | | | | | 0.0 | | |
2,413,722 (4) | | | Freddie Mac REMICS 3575 ST, 5.276%, (-1.000*US0001M + 6.600)%, 04/15/2039 | | | | | 344,250 | | | | | | 0.0 | | |
7,879,141 (4) | | | Freddie Mac REMICS 3702 SB, 3.176%, (-1.000*US0001M + 4.500)%, 08/15/2040 | | | | | 514,292 | | | | | | 0.0 | | |
9,377,077 (4) | | | Freddie Mac REMICS 4139 CS, 4.826%, (-1.000*US0001M + 6.150)%, 12/15/2042 | | | | | 1,404,932 | | | | | | 0.1 | | |
2,535,872 (4) | | | Freddie Mac REMICS 4465 MI, 5.000%, 03/15/2041 | | | | | 601,035 | | | | | | 0.0 | | |
7,605,871 (4) | | | Freddie Mac REMICS 4675 KS, 4.676%, (-1.000*US0001M + 6.000)%, 04/15/2047 | | | | | 1,198,743 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,712,235 | | | Freddie Mac REMICS 4753 VZ, 3.000%, 12/15/2047 | | | | $ | 1,502,052 | | | | | | 0.1 | | |
1,598,086 | | | Freddie Mac REMICS 4755 Z, 3.000%, 02/15/2048 | | | | | 1,481,992 | | | | | | 0.1 | | |
15,553,577 | | | Freddie Mac REMICS 4771 HZ, 3.500%, 03/15/2048 | | | | | 14,846,250 | | | | | | 0.6 | | |
881,881 | | | Freddie Mac REMICS 4787 PY, 4.000%, 05/15/2048 | | | | | 871,324 | | | | | | 0.0 | | |
18,824,787 (4) | | | Freddie Mac REMICS 4901 BS, 4.476%, (-1.000*US0001M + 6.100)%, 07/25/2049 | | | | | 2,208,155 | | | | | | 0.1 | | |
37,195,765 (4) | | | Freddie Mac REMICS 5072 IU, 2.500%, 02/25/2051 | | | | | 6,013,875 | | | | | | 0.2 | | |
32,173,543 (4) | | | Freddie Mac REMICS 5077 LI, 3.000%, 02/25/2051 | | | | | 5,074,887 | | | | | | 0.2 | | |
19,926,467 (4) | | | Freddie Mac REMICS 5118 LI, 3.000%, 06/25/2041 | | | | | 2,586,623 | | | | | | 0.1 | | |
9,267,086 | | | Freddie Mac Series 4348 ZX, 4.250%, 06/15/2044 | | | | | 9,270,763 | | | | | | 0.4 | | |
2,000,000 (2) | | | Freddie Mac STACR REMIC Trust 2021-DNA6 B1, 4.326%, (SOFR30A + 3.400)%, 10/25/2041 | | | | | 1,719,960 | | | | | | 0.1 | | |
2,550,000 (2) | | | Freddie Mac STACR REMIC Trust 2021-HQA3 M2, 3.026%, (SOFR30A + 2.100)%, 09/25/2041 | | | | | 2,236,872 | | | | | | 0.1 | | |
5,000,000 (2) | | | Freddie Mac STACR REMIC Trust 2021-HQA4 B1, 4.676%, (SOFR30A + 3.750)%, 12/25/2041 | | | | | 4,155,939 | | | | | | 0.2 | | |
1,700,000 (2) | | | Freddie Mac STACR REMIC Trust 2021-HQA4 M2, 3.276%, (SOFR30A + 2.350)%, 12/25/2041 | | | | | 1,472,802 | | | | | | 0.1 | | |
4,000,000 (2) | | | Freddie Mac STACR REMIC Trust 2022-DNA1 B1, 4.326%, (SOFR30A + 3.400)%, 01/25/2042 | | | | | 3,389,401 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,500,000 (2) | | | Freddie Mac STACR REMIC Trust 2022-DNA1 M2, 3.426%, (SOFR30A + 2.500)%, 01/25/2042 | | | | $ | 2,147,170 | | | | | | 0.1 | | |
356,906 (3)(4) | | | Freddie Mac Strips 347 118, 4.500%, 02/15/2044 | | | | | 71,642 | | | | | | 0.0 | | |
9,281,507 (3)(4) | | | Freddie Mac Strips 347 C29, 3.000%, 01/15/2044 | | | | | 1,349,246 | | | | | | 0.1 | | |
8,135,634 (3)(4) | | | Freddie Mac Strips 347 C30, 3.500%, 02/15/2044 | | | | | 1,361,299 | | | | | | 0.1 | | |
3,080,737 (3)(4) | | | Freddie Mac Strips 347 C31, 4.000%, 02/15/2044 | | | | | 577,063 | | | | | | 0.0 | | |
8,711,609 (4) | | | Freddie Mac Strips 351 C1, 2.500%, 02/15/2031 | | | | | 537,043 | | | | | | 0.0 | | |
5,983,814 (4) | | | Freddie Mac Strips 351 C11, 3.500%, 02/15/2031 | | | | | 536,567 | | | | | | 0.0 | | |
7,877,071 (4) | | | Freddie Mac Strips 351 C12, 4.000%, 02/15/2031 | | | | | 792,504 | | | | | | 0.0 | | |
5,517,824 (4) | | | Freddie Mac Strips 351 C13, 3.000%, 02/15/2031 | | | | | 429,281 | | | | | | 0.0 | | |
9,095,108 (4) | | | Freddie Mac Strips 351 C2, 3.000%, 02/15/2031 | | | | | 679,086 | | | | | | 0.0 | | |
7,592,751 (4) | | | Freddie Mac Strips 351 C7, 3.000%, 02/15/2031 | | | | | 563,696 | | | | | | 0.0 | | |
8,014,282 (4) | | | Freddie Mac Strips 351 C8, 3.500%, 02/15/2031 | | | | | 728,560 | | | | | | 0.0 | | |
4,745,656 (4) | | | Freddie Mac Strips Series 311 S1, 4.626%, (-1.000*US0001M + 5.950)%, 08/15/2043 | | | | | 695,427 | | | | | | 0.0 | | |
209,212 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN3 M3, 5.624%, (US0001M + 4.000)%, 08/25/2024 | | | | | 210,906 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
44,521 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA2 M3, 5.524%, (US0001M + 3.900)%, 12/25/2027 | | | | $ | 44,463 | | | | | | 0.0 | | |
974,879 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-HQA1 M2, 3.924%, (US0001M + 2.300)%, 09/25/2030 | | | | | 968,018 | | | | | | 0.0 | | |
2,000,000 (2) | | �� | Freddie Mac Structured Agency Credit Risk Debt Notes 2021-DNA2 M2, 3.226%, (SOFR30A + 2.300)%, 08/25/2033 | | | | | 1,894,447 | | | | | | 0.1 | | |
1,000,000 (2) | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2021-DNA7 B1, 4.576%, (SOFR30A + 3.650)%, 11/25/2041 | | | | | 860,024 | | | | | | 0.0 | | |
273,130 | | | Freddie Mac Structured Pass Through Certificates T-54 2A, 6.500%, 02/25/2043 | | | | | 298,400 | | | | | | 0.0 | | |
1,711,014 | | | Freddie Mac Structured Pass Through Certificates T-62 1A1, 1.676%, (12MTA + 1.200)%, 10/25/2044 | | | | | 1,759,267 | | | | | | 0.1 | | |
9,556 | | | Freddie Mac-Ginnie Mae Series 27 FC, 2.125%, (PRIME + (1.375))%, 03/25/2024 | | | | | 9,444 | | | | | | 0.0 | | |
6,512,159 (4) | | | Ginnie Mae 2007-35 KY, 4.941%, (-1.000*US0001M + 6.450)%, 06/16/2037 | | | | | 894,600 | | | | | | 0.0 | | |
527,580 | | | Ginnie Mae 2013-26 GU, 1.500%, 04/20/2042 | | | | | 502,265 | | | | | | 0.0 | | |
446,174 | | | Ginnie Mae 2013-26 JC, 2.000%, 01/20/2043 | | | | | 417,941 | | | | | | 0.0 | | |
192,632 | | | Ginnie Mae 2013-69 KA, 1.250%, 08/20/2042 | | | | | 177,125 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
142,203 | | | Ginnie Mae 2013-8 BE, 1.750%, 11/20/2042 | | | | $ | 131,738 | | | | | | 0.0 | | |
30,756,522 (4) | | | Ginnie Mae 2019-143 SC, 4.455%, (-1.000*US0001M + 6.050)%, 04/20/2046 | | | | | 4,008,513 | | | | | | 0.2 | | |
29,328,179 (4) | | | Ginnie Mae 2021-228 IG, 3.000%, 12/20/2051 | | | | | 5,137,766 | | | | | | 0.2 | | |
12,834,519 (4) | | | Ginnie Mae 2021-87 ID, 2.500%, 05/20/2051 | | | | | 1,780,745 | | | | | | 0.1 | | |
481,054 (4) | | | Ginnie Mae Series 2005-7 AH, 5.261%, (-1.000*US0001M + 6.770)%, 02/16/2035 | | | | | 53,862 | | | | | | 0.0 | | |
229,678 | | | Ginnie Mae Series 2007-8 SP, 16.876%, (-3.242*US0001M + 22.048)%, 03/20/2037 | | | | | 302,718 | | | | | | 0.0 | | |
1,352,719 (4) | | | Ginnie Mae Series 2008-35 SN, 4.805%, (-1.000*US0001M + 6.400)%, 04/20/2038 | | | | | 150,674 | | | | | | 0.0 | | |
711,040 (4) | | | Ginnie Mae Series 2008-40 PS, 4.991%, (-1.000*US0001M + 6.500)%, 05/16/2038 | | | | | 82,618 | | | | | | 0.0 | | |
5,670,226 (4) | | | Ginnie Mae Series 2009-106 SU, 4.605%, (-1.000*US0001M + 6.200)%, 05/20/2037 | | | | | 716,232 | | | | | | 0.0 | | |
1,914,884 (4) | | | Ginnie Mae Series 2009-25 KS, 4.605%, (-1.000*US0001M + 6.200)%, 04/20/2039 | | | | | 254,334 | | | | | | 0.0 | | |
892,829 | | | Ginnie Mae Series 2009-29 PB, 4.750%, 05/20/2039 | | | | | 920,866 | | | | | | 0.0 | | |
982,580 | | | Ginnie Mae Series 2009-31 ZL, 4.500%, 05/20/2039 | | | | | 1,018,206 | | | | | | 0.0 | | |
9,536,588 | | | Ginnie Mae Series 2009-33 ZB, 6.000%, 05/20/2039 | | | | | 9,709,524 | | | | | | 0.4 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,133,549 (4) | | | Ginnie Mae Series 2010-106 IP, 5.000%, 03/20/2040 | | | | $ | 97,928 | | | | | | 0.0 | | |
1,215,862 (4) | | | Ginnie Mae Series 2010-116 NS, 5.141%, (-1.000*US0001M + 6.650)%, 09/16/2040 | | | | | 133,128 | | | | | | 0.0 | | |
3,681,915 (4) | | | Ginnie Mae Series 2010-116 SK, 5.025%, (-1.000*US0001M + 6.620)%, 08/20/2040 | | | | | 449,287 | | | | | | 0.0 | | |
4,200,339 (4) | | | Ginnie Mae Series 2010-149 HS, 4.591%, (-1.000*US0001M + 6.100)%, 05/16/2040 | | | | | 196,840 | | | | | | 0.0 | | |
1,543,665 (4) | | | Ginnie Mae Series 2010-4 SP, 4.991%, (-1.000*US0001M + 6.500)%, 01/16/2039 | | | | | 90,375 | | | | | | 0.0 | | |
1,722,773 | | | Ginnie Mae Series 2010-59 ZA, 4.500%, 05/20/2040 | | | | | 1,766,499 | | | | | | 0.1 | | |
642,394 (4) | | | Ginnie Mae Series 2010-6 IA, 5.000%, 11/20/2039 | | | | | 44,526 | | | | | | 0.0 | | |
1,190,646 (4) | | | Ginnie Mae Series 2010-68 MS, 4.255%, (-1.000*US0001M + 5.850)%, 06/20/2040 | | | | | 137,084 | | | | | | 0.0 | | |
2,961,488 (4) | | | Ginnie Mae Series 2010-9 JI, 5.000%, 01/20/2040 | | | | | 644,260 | | | | | | 0.0 | | |
1,058,571 (4) | | | Ginnie Mae Series 2011-116 BI, 4.000%, 08/16/2026 | | | | | 42,943 | | | | | | 0.0 | | |
85,090 (4) | | | Ginnie Mae Series 2011-140 CI, 5.000%, 10/20/2040 | | | | | 1,368 | | | | | | 0.0 | | |
23,022 | | | Ginnie Mae Series 2011-169 BC, 7.000%, 05/16/2032 | | | | | 24,280 | | | | | | 0.0 | | |
2,900,841 (4) | | | Ginnie Mae Series 2011-80 KS, 5.075%, (-1.000*US0001M + 6.670)%, 06/20/2041 | | | | | 444,280 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
73,308 (4) | | | Ginnie Mae Series 2012-40 NI, 4.500%, 05/20/2040 | | | | $ | 4,871 | | | | | | 0.0 | | |
6,181,889 (4) | | | Ginnie Mae Series 2013-167 PI, 5.500%, 11/20/2043 | | | | | 1,073,153 | | | | | | 0.0 | | |
5,489,364 (4) | | | Ginnie Mae Series 2013-184 JI, 5.500%, 12/16/2043 | | | | | 1,237,059 | | | | | | 0.1 | | |
5,045,637 | | | Ginnie Mae Series 2014-3 EP, 2.750%, 02/16/2043 | | | | | 4,903,456 | | | | | | 0.2 | | |
4,916,488 (4) | | | Ginnie Mae Series 2014-3 SU, 4.455%, (-1.000*US0001M + 6.050)%, 07/20/2039 | | | | | 595,304 | | | | | | 0.0 | | |
6,160,976 (4) | | | Ginnie Mae Series 2014-55 MS, 4.691%, (-1.000*US0001M + 6.200)%, 04/16/2044 | | | | | 826,980 | | | | | | 0.0 | | |
4,745,543 (4) | | | Ginnie Mae Series 2014-56 SP, 4.691%, (-1.000*US0001M + 6.200)%, 12/16/2039 | | | | | 476,752 | | | | | | 0.0 | | |
5,750,299 (4) | | | Ginnie Mae Series 2014-58 CS, 4.091%, (-1.000*US0001M + 5.600)%, 04/16/2044 | | | | | 543,009 | | | | | | 0.0 | | |
7,560,915 (4) | | | Ginnie Mae Series 2014-79 BI, 6.000%, 05/16/2044 | | | | | 1,541,724 | | | | | | 0.1 | | |
2,713,525 (4) | | | Ginnie Mae Series 2014-99 S, 4.005%, (-1.000*US0001M + 5.600)%, 06/20/2044 | | | | | 317,573 | | | | | | 0.0 | | |
1,368,641 | | | Ginnie Mae Series 2018-112 AL, 3.500%, 08/20/2048 | | | | | 1,361,083 | | | | | | 0.1 | | |
1,549,132 | | | Ginnie Mae Series 2018-126 A, 3.500%, 09/20/2048 | | | | | 1,540,562 | | | | | | 0.1 | | |
26,119,860 (4) | | | Ginnie Mae Series 2019-145 LS, 1.235%, (-1.000*US0001M + 2.830)%, 11/20/2049 | | | | | 418,939 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
246,959 (2)(3) | | | GS Mortgage- Backed Securities Corp. Trust 2019-PJ2 A1, 4.000%, 11/25/2049 | | | | $ | 243,357 | | | | | | 0.0 | | |
1,348 | | | GSR Mortgage Loan Trust 2003-2F 3A1, 6.000%, 03/25/2032 | | | | | 1,312 | | | | | | 0.0 | | |
34,915 | | | HarborView Mortgage Loan Trust 2005-2 2A1A, 2.052%, (US0001M + 0.440)%, 05/19/2035 | | | | | 32,171 | | | | | | 0.0 | | |
125,135 | | | HomeBanc Mortgage Trust 2004-1 2A, 2.484%, (US0001M + 0.860)%, 08/25/2029 | | | | | 120,733 | | | | | | 0.0 | | |
1,761,288 | | | IndyMac INDX Mortgage Loan Trust 2006-AR2 2A1, 2.044%, (US0001M + 0.420)%, 02/25/2046 | | | | | 1,351,335 | | | | | | 0.1 | | |
4,885 (3) | | | JP Morgan Mortgage Trust 2005-A1 6T1, 2.496%, 02/25/2035 | | | | | 4,673 | | | | | | 0.0 | | |
49,540 (3) | | | JP Morgan Mortgage Trust 2007-A1 5A5, 2.417%, 07/25/2035 | | | | | 48,688 | | | | | | 0.0 | | |
1,534,069 (2)(3) | | | JP Morgan Mortgage Trust 2017-4 B2, 3.883%, 11/25/2048 | | | | | 1,435,564 | | | | | | 0.1 | | |
994,137 (2)(3) | | | JP Morgan Mortgage Trust 2017-6 B3, 3.777%, 12/25/2048 | | | | | 919,118 | | | | | | 0.0 | | |
1,530,058 (2)(3) | | | JP Morgan Mortgage Trust 2018-1 B1, 3.633%, 06/25/2048 | | | | | 1,422,677 | | | | | | 0.1 | | |
1,530,058 (2)(3) | | | JP Morgan Mortgage Trust 2018-1 B2, 3.633%, 06/25/2048 | | | | | 1,417,209 | | | | | | 0.1 | | |
1,892,129 (2)(3) | | | JP Morgan Mortgage Trust 2018-1 B3, 3.633%, 06/25/2048 | | | | | 1,627,638 | | | | | | 0.1 | | |
1,358,095 (2)(3) | | | JP Morgan Mortgage Trust 2018-3 B1, 3.712%, 09/25/2048 | | | | | 1,258,635 | | | | | | 0.1 | | |
1,224,274 (2)(3) | | | JP Morgan Mortgage Trust 2018-4 B1, 3.716%, 10/25/2048 | | | | | 1,138,035 | | | | | | 0.1 | | |
1,898,467 (2)(3) | | | JP Morgan Mortgage Trust 2019-8 B3A, 3.425%, 03/25/2050 | | | | | 1,731,936 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
32,920 (2)(3) | | | JP Morgan Mortgage Trust 2019-LTV2 A18, 4.000%, 12/25/2049 | | | | $ | 32,704 | | | | | | 0.0 | | |
1,386,537 (2)(3) | | | JP Morgan Mortgage Trust 2020-8 B2, 3.513%, 03/25/2051 | | | | | 1,200,944 | | | | | | 0.1 | | |
1,840,418 (2)(3) | | | JP Morgan Mortgage Trust 2020-8 B3, 3.513%, 03/25/2051 | | | | | 1,519,270 | | | | | | 0.1 | | |
1,199,013,213 (2)(4) | | | L Street Securities 2017-PM1 XIO, 0.010%, 10/25/2048 | | | | | 1,626,521 | | | | | | 0.1 | | |
6,537,323 (4) | | | Lehman Mortgage Trust 2006-9 2A5, 4.996%, (-1.000*US0001M + 6.620)%, 01/25/2037 | | | | | 862,535 | | | | | | 0.0 | | |
700,000 (2) | | | Mello Warehouse Securitization Trust 2021-1 C, 1.768%, (US0001M + 1.100)%, 02/25/2055 | | | | | 687,434 | | | | | | 0.0 | | |
40,011 (3) | | | Merrill Lynch Mortgage Investors Trust MLMI Series 2003-A3 1A, 2.120%, 05/25/2033 | | | | | 39,232 | | | | | | 0.0 | | |
14,985 | | | Merrill Lynch Mortgage Investors Trust Series MLCC 2005-3 5A, 2.124%, (US0001M + 0.250)%, 11/25/2035 | | | | | 14,220 | | | | | | 0.0 | | |
2,000,000 | | | Morgan Stanley Mortgage Loan Trust 2005-5AR 1B1, 3.424%, (US0001M + 1.800)%, 09/25/2035 | | | | | 2,067,778 | | | | | | 0.1 | | |
1,330,860 | | | Morgan Stanley Mortgage Loan Trust 2007-13 6A1, 6.000%, 10/25/2037 | | | | | 874,819 | | | | | | 0.0 | | |
6,500,000 (2) | | | Mortgage Insurance-Linked Notes 2021-3 M1B, 3.826%, (SOFR30A + 2.900)%, 02/25/2034 | | | | | 6,205,913 | | | | | | 0.2 | | |
1,387,888 (2)(3) | | | New Residential Mortgage Loan Trust 2017-3A B2, 4.750%, 04/25/2057 | | | | | 1,346,553 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
13,690 (2)(3) | | | Nomura Asset Acceptance Corp. Alternative Loan Trust Series 2001-R1A A, 7.000%, 02/19/2030 | | | | $ | 13,301 | | | | | | 0.0 | | |
2,900,000 (2) | | | Oaktown Re VII Ltd. 2021-2 M1C, 4.276%, (SOFR30A + 3.350)%, 04/25/2034 | | | | | 2,688,747 | | | | | | 0.1 | | |
397,461 | | | Prime Mortgage Trust 2007-1 A4, 5.500%, 03/25/2037 | | | | | 347,510 | | | | | | 0.0 | | |
35,992 (2) | | | RBSSP Resecuritization Trust 2011-3 2A1, 1.506%, (US0001M + 0.250)%, 02/26/2037 | | | | | 35,992 | | | | | | 0.0 | | |
1,263 | | | RFMSI Series Trust 2003-S9 A1, 6.500%, 03/25/2032 | | | | | 1,222 | | | | | | 0.0 | | |
1,714,694 | | | Seasoned Credit Risk Transfer Trust 2017-4 M45T, 4.500%, 06/25/2057 | | | | | 1,746,005 | | | | | | 0.1 | | |
711,751 | | | Seasoned Credit Risk Transfer Trust Series 2018-2 HT, 3.000%, 11/25/2057 | | | | | 676,203 | | | | | | 0.0 | | |
931,375 | | | Seasoned Credit Risk Transfer Trust Series 2018-3 HT, 3.000%, 08/25/2057 | | | | | 882,978 | | | | | | 0.0 | | |
726,440 | | | Seasoned Credit Risk Transfer Trust Series 2018-4 HT, 3.000%, 03/25/2058 | | | | | 688,534 | | | | | | 0.0 | | |
759,587 | | | Seasoned Credit Risk Transfer Trust Series 2019-1 HT, 3.000%, 07/25/2058 | | | | | 721,343 | | | | | | 0.0 | | |
471,092 | | | Seasoned Credit Risk Transfer Trust Series 2019-2 HT, 3.000%, 08/25/2058 | | | | | 447,734 | | | | | | 0.0 | | |
195,412 | | | Seasoned Credit Risk Transfer Trust Series 2019-3 HT, 3.000%, 10/25/2058 | | | | | 185,704 | | | | | | 0.0 | | |
39,903 | | | Sequoia Mortgage Trust 2003-4 2A1, 2.295%, (US0001M + 0.350)%, 07/20/2033 | | | | | 37,828 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
13,313 (3) | | | Sequoia Mortgage Trust 2005-4 2A1, 2.602%, 04/20/2035 | | | | $ | 13,367 | | | | | | 0.0 | | |
671,467 (2)(3) | | | Sequoia Mortgage Trust 2015-2 B3, 3.772%, 05/25/2045 | | | | | 606,918 | | | | | | 0.0 | | |
774,636 (2)(3) | | | Sequoia Mortgage Trust 2015-3 B3, 3.723%, 07/25/2045 | | | | | 656,917 | | | | | | 0.0 | | |
154,914 (2)(3) | | | Sequoia Mortgage Trust 2018-CH1 A19, 4.000%, 03/25/2048 | | | | | 151,057 | | | | | | 0.0 | | |
2,001,533 (2)(3) | | | Sequoia Mortgage Trust 2020-3 B3, 3.330%, 04/25/2050 | | | | | 1,693,314 | | | | | | 0.1 | | |
698,000 (2)(3) | | | Starwood Mortgage Residential Trust 2020-1, 2.878%, 02/25/2050 | | | | | 643,259 | | | | | | 0.0 | | |
31,162 (3) | | | Structured Adjustable Rate Mortgage Loan Trust 2005-17 3A1, 2.961%, 08/25/2035 | | | | | 28,809 | | | | | | 0.0 | | |
623,503 (3) | | | Structured Adjustable Rate Mortgage Loan Trust 2005-7 4A, 2.880%, 04/25/2035 | | | | | 595,255 | | | | | | 0.0 | | |
110,844 | | | Structured Asset Mortgage Investments II Trust 2005-AR5 A2, 2.095%, (US0001M + 0.250)%, 07/19/2035 | | | | | 104,764 | | | | | | 0.0 | | |
58,535 | | | Structured Asset Mortgage Investments II Trust 2005-AR5 A3, 2.095%, (US0001M + 0.250)%, 07/19/2035 | | | | | 54,617 | | | | | | 0.0 | | |
148,989 (3) | | | Thornburg Mortgage Securities Trust 2006-5 A1, 2.489%, 10/25/2046 | | | | | 145,076 | | | | | | 0.0 | | |
4,164 | | | WaMu Mortgage Pass Through Certificates Series 2002-AR2 A, 1.473%, (COF 11 + 1.250)%, 02/27/2034 | | | | | 4,070 | | | | | | 0.0 | | |
14,366 | | | WaMu Mortgage Pass Through Certificates Series 2002-AR9 1A, 1.876%, (12MTA + 1.400)%, 08/25/2042 | | | | | 13,649 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
19,720 | | | WaMu Mortgage Pass Through Certificates Series 2005-AR1 A1A, 2.264%, (US0001M + 0.640)%, 01/25/2045 | | | | $ | 18,741 | | | | | | 0.0 | | |
424,381 (3) | | | WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 2.521%, 10/25/2036 | | | | | 399,369 | | | | | | 0.0 | | |
235,299 | | | WaMu Mortgage Pass Through Certificates Series 2006-AR7 3A, 1.723%, (COF 11 + 1.500)%, 07/25/2046 | | | | | 211,658 | | | | | | 0.0 | | |
35,604,659 (3)(4) | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 X, 1.017%, 08/25/2045 | | | | | 160,280 | | | | | | 0.0 | | |
961,089 | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR13 A1C3, 2.604%, (US0001M + 0.490)%, 10/25/2045 | | | | | 915,658 | | | | | | 0.0 | | |
453,730 (3) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 3.011%, 10/25/2036 | | | | | 435,591 | | | | | | 0.0 | | |
792,744 (3) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 2A1, 2.387%, 12/25/2036 | | | | | 713,191 | | | | | | 0.0 | | |
1,508,652 (3) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 2.853%, 08/25/2046 | | | | | 1,412,211 | | | | | | 0.1 | | |
1,412,621 (3) | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY7 2A2, 3.107%, 07/25/2037 | | | | | 1,351,129 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,636,617 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 A1, 5.750%, 01/25/2036 | | | | $ | 1,405,922 | | | | | | 0.1 | | |
148,571 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 1A2, 5.500%, 10/25/2035 | | | | | 142,110 | | | | | | 0.0 | | |
1,264,759 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR10 Trust, 1.824%, (US0001M + 0.200)%, 12/25/2036 | | | | | 739,391 | | | | | | 0.0 | | |
864,745 | | | Wells Fargo Alternative Loan 2007-PA2 2A1, 2.054%, (US0001M + 0.430)%, 06/25/2037 | | | | | 698,203 | | | | | | 0.0 | | |
55,254 (3) | | | Wells Fargo Mortgage Backed Securities 2005-AR7 1A1, 3.067%, 05/25/2035 | | | | | 55,021 | | | | | | 0.0 | | |
174,150 (3) | | | Wells Fargo Mortgage Backed Securities 2006-AR4 2A4, 2.870%, 04/25/2036 | | | | | 166,337 | | | | | | 0.0 | | |
589,518 (2)(3) | | | WinWater Mortgage Loan Trust 2015-5 B4, 3.754%, 08/20/2045 | | | | | 542,651 | | | | | | 0.0 | | |
| | | Total Collateralized Mortgage Obligations (Cost $436,925,233) | | | | | 393,000,384 | | | | | | 14.8 | | |
| | |||||||||||||||
MUNICIPAL BONDS: 0.1% | | |||||||||||||||
| | | California: 0.1% | | ||||||||||||
500,000 | | | California State University, 6.434%, 11/01/2030 | | | | | 566,337 | | | | | | 0.1 | | |
200,000 | | | Los Angeles County Public Works Financing Authority, 7.488%, 08/01/2033 | | | | | 238,290 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
MUNICIPAL BONDS: (continued) | | |||||||||||||||
| | | California (continued) | | ||||||||||||
300,000 | | | Los Angeles County Public Works Financing Authority, 7.618%, 08/01/2040 | | | | $ | 392,669 | | | | | | 0.0 | | |
200,000 | | | Regents of the University of California Medical Center Pooled Revenue, 6.398%, 05/15/2031 | | | | | 224,358 | | | | | | 0.0 | | |
300,000 | | | Regents of the University of California Medical Center Pooled Revenue, 6.548%, 05/15/2048 | | | | | 373,377 | | | | | | 0.0 | | |
| | | Total Municipal Bonds (Cost $1,500,000) | | | | | 1,795,031 | | | | | | 0.1 | | |
| | |||||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 22.6% | | |||||||||||||||
| | | Federal Home Loan Mortgage Corporation: 2.8%(5) | | ||||||||||||
40,364 | | | 1.618%, (US0012M + 1.345)%,09/01/2035 | | | | | 41,025 | | | | | | 0.0 | | |
4,402 | | | 2.339%, (H15T1Y + 2.250)%,11/01/2031 | | | | | 4,355 | | | | | | 0.0 | | |
325 | | | 2.363%, (H15T1Y + 2.210)%,06/01/2024 | | | | | 323 | | | | | | 0.0 | | |
10,674 | | | 2.375%, (H15T1Y + 2.250)%,11/01/2035 | | | | | 10,984 | | | | | | 0.0 | | |
726,158 | | | 2.500%,05/01/2030 | | | | | 713,147 | | | | | | 0.0 | | |
406,726 | | | 2.500%,05/01/2030 | | | | | 398,942 | | | | | | 0.0 | | |
806,794 | | | 2.500%,06/01/2030 | | | | | 792,332 | | | | | | 0.0 | | |
4,793,699 | | | 2.500%,02/01/2052 | | | | | 4,331,144 | | | | | | 0.2 | | |
4,305,666 | | | 2.500%,02/01/2052 | | | | | 3,890,192 | | | | | | 0.2 | | |
83,510 | | | 2.530%, (H15T1Y + 2.462)%,01/01/2029 | | | | | 83,323 | | | | | | 0.0 | | |
1,828 | | | 2.602%, (H15T1Y + 2.250)%,03/01/2036 | | | | | 1,884 | | | | | | 0.0 | | |
2,015,006 | | | 3.000%,03/01/2045 | | | | | 1,918,811 | | | | | | 0.1 | | |
2,748,794 | | | 3.000%,03/01/2045 | | | | | 2,626,108 | | | | | | 0.1 | | |
2,352,519 | | | 3.000%,04/01/2045 | | | | | 2,242,156 | | | | | | 0.1 | | |
2,133,659 | | | 3.000%,04/01/2045 | | | | | 2,031,795 | | | | | | 0.1 | | |
5,295,042 | | | 3.000%,10/01/2046 | | | | | 5,041,220 | | | | | | 0.2 | | |
4,087,486 | | | 3.000%,10/01/2046 | | | | | 3,873,795 | | | | | | 0.2 | | |
5,740,400 | | | 3.000%,03/01/2048 | | | | | 5,442,059 | | | | | | 0.2 | | |
276,748 | | | 3.036%, (US0012M + 1.721)%,06/01/2035 | | | | | 285,369 | | | | | | 0.0 | | |
2,428 | | | 3.250%, (H15T1Y + 2.250)%,04/01/2032 | | | | | 2,434 | | | | | | 0.0 | | |
803,468 | | | 3.500%,08/01/2042 | | | | | 790,566 | | | | | | 0.0 | | |
2,055,576 | | | 3.500%,03/01/2045 | | | | | 2,012,364 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Federal Home Loan Mortgage Corporation (continued) | | ||||||||||||
358,128 | | | 3.500%,04/01/2045 | | | | $ | 350,598 | | | | | | 0.0 | | |
125,896 | | | 3.500%,05/01/2045 | | | | | 123,300 | | | | | | 0.0 | | |
831,895 | | | 3.500%,05/01/2045 | | | | | 814,401 | | | | | | 0.0 | | |
482,525 | | | 3.500%,06/01/2045 | | | | | 471,662 | | | | | | 0.0 | | |
496,171 | | | 3.500%,07/01/2045 | | | | | 487,785 | | | | | | 0.0 | | |
566,525 | | | 3.500%,07/01/2045 | | | | | 554,625 | | | | | | 0.0 | | |
525,634 | | | 3.500%,08/01/2045 | | | | | 517,195 | | | | | | 0.0 | | |
902,424 | | | 3.500%,08/01/2045 | | | | | 885,335 | | | | | | 0.0 | | |
564,352 | | | 3.500%,08/01/2045 | | | | | 555,292 | | | | | | 0.0 | | |
424,352 | | | 3.500%,08/01/2045 | | | | | 415,451 | | | | | | 0.0 | | |
602,852 | | | 3.500%,08/01/2045 | | | | | 590,174 | | | | | | 0.0 | | |
939,609 | | | 3.500%,09/01/2045 | | | | | 920,923 | | | | | | 0.1 | | |
263,027 | | | 3.500%,09/01/2045 | | | | | 257,722 | | | | | | 0.0 | | |
683,875 | | | 3.500%,09/01/2045 | | | | | 669,494 | | | | | | 0.0 | | |
1,071,443 | | | 3.500%,11/01/2045 | | | | | 1,048,931 | | | | | | 0.1 | | |
4,015,240 | | | 3.500%,12/01/2046 | | | | | 3,930,796 | | | | | | 0.2 | | |
10,555,679 | | | 3.500%,03/01/2048 | | | | | 10,333,592 | | | | | | 0.4 | | |
624,137 | | | 4.000%,10/01/2041 | | | | | 632,228 | | | | | | 0.0 | | |
976,490 | | | 4.000%,12/01/2041 | | | | | 989,162 | | | | | | 0.1 | | |
165,086 | | | 4.000%,07/01/2045 | | | | | 166,492 | | | | | | 0.0 | | |
105,195 | | | 4.000%,09/01/2045 | | | | | 106,104 | | | | | | 0.0 | | |
1,363,670 | | | 4.000%,09/01/2045 | | | | | 1,375,464 | | | | | | 0.1 | | |
1,920,297 | | | 4.000%,09/01/2045 | | | | | 1,936,893 | | | | | | 0.1 | | |
1,001,473 | | | 4.000%,09/01/2045 | | | | | 1,010,125 | | | | | | 0.1 | | |
778,652 | | | 4.000%,05/01/2047 | | | | | 785,469 | | | | | | 0.0 | | |
218,339 | | | 4.000%,11/01/2047 | | | | | 219,078 | | | | | | 0.0 | | |
230,301 | | | 4.000%,03/01/2048 | | | | | 231,505 | | | | | | 0.0 | | |
929,924 | | | 4.000%,06/01/2048 | | | | | 935,646 | | | | | | 0.1 | | |
4,163 | | | 4.500%,06/01/2039 | | | | | 4,280 | | | | | | 0.0 | | |
11,851 | | | 4.500%,09/01/2040 | | | | | 12,251 | | | | | | 0.0 | | |
39,073 | | | 4.500%,03/01/2041 | | | | | 40,377 | | | | | | 0.0 | | |
323,910 | | | 4.500%,08/01/2041 | | | | | 333,959 | | | | | | 0.0 | | |
221,265 | | | 4.500%,08/01/2041 | | | | | 224,282 | | | | | | 0.0 | | |
299,929 | | | 4.500%,09/01/2041 | | | | | 309,237 | | | | | | 0.0 | | |
151,834 | | | 4.500%,09/01/2041 | | | | | 155,721 | | | | | | 0.0 | | |
121,495 | | | 4.500%,09/01/2041 | | | | | 125,519 | | | | | | 0.0 | | |
718,311 | | | 4.500%,09/01/2041 | | | | | 728,571 | | | | | | 0.0 | | |
16,628 | | | 5.000%,05/01/2028 | | | | | 17,019 | | | | | | 0.0 | | |
69,182 | | | 5.000%,05/01/2035 | | | | | 72,838 | | | | | | 0.0 | | |
156,392 | | | 5.000%,01/01/2041 | | | | | 163,957 | | | | | | 0.0 | | |
90,419 | | | 5.000%,04/01/2041 | | | | | 95,074 | | | | | | 0.0 | | |
3,431 | | | 5.500%,03/01/2023 | | | | | 3,568 | | | | | | 0.0 | | |
1,078 | | | 5.500%,05/01/2023 | | | | | 1,121 | | | | | | 0.0 | | |
7,316 | | | 5.500%,03/01/2034 | | | | | 7,852 | | | | | | 0.0 | | |
1,404 | | | 5.500%,05/01/2036 | | | | | 1,474 | | | | | | 0.0 | | |
49,861 | | | 5.500%,06/01/2036 | | | | | 53,549 | | | | | | 0.0 | | |
5,755 | | | 5.500%,12/01/2036 | | | | | 6,192 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Federal Home Loan Mortgage Corporation (continued) | | ||||||||||||
27,199 | | | 5.500%,03/01/2037 | | | | $ | 29,263 | | | | | | 0.0 | | |
7,096 | | | 5.500%,04/01/2037 | | | | | 7,584 | | | | | | 0.0 | | |
42,076 | | | 5.500%,05/01/2037 | | | | | 45,266 | | | | | | 0.0 | | |
73,996 | | | 5.500%,07/01/2037 | | | | | 79,635 | | | | | | 0.0 | | |
15,704 | | | 5.500%,09/01/2037 | | | | | 16,360 | | | | | | 0.0 | | |
8,258 | | | 5.500%,10/01/2037 | | | | | 8,885 | | | | | | 0.0 | | |
26,712 | | | 5.500%,11/01/2037 | | | | | 28,739 | | | | | | 0.0 | | |
21,408 | | | 5.500%,12/01/2037 | | | | | 22,959 | | | | | | 0.0 | | |
77,959 | | | 5.500%,12/01/2037 | | | | | 83,869 | | | | | | 0.0 | | |
5,430 | | | 5.500%,01/01/2038 | | | | | 5,842 | | | | | | 0.0 | | |
5,625 | | | 5.500%,01/01/2038 | | | | | 6,033 | | | | | | 0.0 | | |
73,169 | | | 5.500%,02/01/2038 | | | | | 78,742 | | | | | | 0.0 | | |
54,494 | | | 5.500%,02/01/2038 | | | | | 58,629 | | | | | | 0.0 | | |
50,167 | | | 5.500%,03/01/2038 | | | | | 53,959 | | | | | | 0.0 | | |
64,767 | | | 5.500%,04/01/2038 | | | | | 69,666 | | | | | | 0.0 | | |
5,672 | | | 5.500%,05/01/2038 | | | | | 6,104 | | | | | | 0.0 | | |
47,962 | | | 5.500%,05/01/2038 | | | | | 50,693 | | | | | | 0.0 | | |
139,869 | | | 5.500%,06/01/2038 | | | | | 150,500 | | | | | | 0.0 | | |
39,829 | | | 5.500%,06/01/2038 | | | | | 42,852 | | | | | | 0.0 | | |
131,705 | | | 5.500%,07/01/2038 | | | | | 141,666 | | | | | | 0.0 | | |
6,892 | | | 5.500%,08/01/2038 | | | | | 7,415 | | | | | | 0.0 | | |
26,948 | | | 5.500%,08/01/2038 | | | | | 28,979 | | | | | | 0.0 | | |
30,642 | | | 5.500%,09/01/2038 | | | | | 32,950 | | | | | | 0.0 | | |
26,002 | | | 5.500%,10/01/2038 | | | | | 27,970 | | | | | | 0.0 | | |
29,540 | | | 5.500%,10/01/2038 | | | | | 31,776 | | | | | | 0.0 | | |
108,519 | | | 5.500%,11/01/2038 | | | | | 116,756 | | | | | | 0.0 | | |
2,901 | | | 5.500%,11/01/2038 | | | | | 3,122 | | | | | | 0.0 | | |
10,506 | | | 5.500%,12/01/2038 | | | | | 11,283 | | | | | | 0.0 | | |
6,529 | | | 5.500%,12/01/2038 | | | | | 7,024 | | | | | | 0.0 | | |
23,808 | | | 5.500%,01/01/2039 | | | | | 25,603 | | | | | | 0.0 | | |
48,657 | | | 5.500%,03/01/2039 | | | | | 52,350 | | | | | | 0.0 | | |
19,028 | | | 5.500%,07/01/2039 | | | | | 20,271 | | | | | | 0.0 | | |
12,885 | | | 5.500%,12/01/2039 | | | | | 13,860 | | | | | | 0.0 | | |
84,449 | | | 5.500%,03/01/2040 | | | | | 90,838 | | | | | | 0.0 | | |
56,106 | | | 5.500%,08/01/2040 | | | | | 60,332 | | | | | | 0.0 | | |
36,651 | | | 5.500%,08/01/2040 | | | | | 38,177 | | | | | | 0.0 | | |
27,799 | | | 5.500%,08/01/2040 | | | | | 29,855 | | | | | | 0.0 | | |
254,250 | | | 6.000%,09/01/2027 | | | | | 267,684 | | | | | | 0.0 | | |
4,583 | | | 6.000%,02/01/2029 | | | | | 4,825 | | | | | | 0.0 | | |
6,018 | | | 6.000%,05/01/2035 | | | | | 6,519 | | | | | | 0.0 | | |
244,468 | | | 6.000%,03/01/2037 | | | | | 268,347 | | | | | | 0.0 | | |
1,875 | | | 6.000%,05/01/2037 | | | | | 2,061 | | | | | | 0.0 | | |
26,546 | | | 6.000%,07/01/2037 | | | | | 29,135 | | | | | | 0.0 | | |
32,297 | | | 6.000%,08/01/2037 | | | | | 35,464 | | | | | | 0.0 | | |
6,127 | | | 6.000%,08/01/2037 | | | | | 6,561 | | | | | | 0.0 | | |
174,738 | | | 6.000%,09/01/2037 | | | | | 191,794 | | | | | | 0.0 | | |
510 | | | 6.000%,10/01/2037 | | | | | 559 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | | | | |||||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | | | | |||||||||||||||||||||
| | | Federal Home Loan Mortgage Corporation (continued) | | | | | ||||||||||||||||||
6,864 | | | 6.000%,11/01/2037 | | | | $ | 7,537 | | | | | | 0.0 | | | | | | ||||||
5,487 | | | 6.000%,12/01/2037 | | | | | 5,998 | | | | | | 0.0 | | | | | | ||||||
1,905 | | | 6.000%,12/01/2037 | | | | | 2,010 | | | | | | 0.0 | | | | | | ||||||
161,758 | | | 6.000%,01/01/2038 | | | | | 176,125 | | | | | | 0.0 | | | | | | ||||||
1,046 | | | 6.000%,04/01/2038 | | | | | 1,148 | | | | | | 0.0 | | | | | | ||||||
6,785 | | | 6.000%,06/01/2038 | | | | | 7,251 | | | | | | 0.0 | | | | | | ||||||
354 | | | 6.000%,07/01/2038 | | | | | 373 | | | | | | 0.0 | | | | | | ||||||
22,034 | | | 6.000%,08/01/2038 | | | | | 23,524 | | | | | | 0.0 | | | | | | ||||||
47,176 | | | 6.000%,11/01/2038 | | | | | 51,456 | | | | | | 0.0 | | | | | | ||||||
12,093 | | | 6.000%,05/01/2039 | | | | | 13,030 | | | | | | 0.0 | | | | | | ||||||
7,162 | | | 6.000%,08/01/2039 | | | | | 7,623 | | | | | | 0.0 | | | | | | ||||||
1,679 | | | 6.000%,09/01/2039 | | | | | 1,768 | | | | | | 0.0 | | | | | | ||||||
559,157 | | | 6.500%,09/01/2034 | | | | | 598,746 | | | | | | 0.0 | | | | | | ||||||
| | | | | | | | 73,501,956 | | | | | | 2.8 | | | | | | ||||||
| | | Federal National Mortgage Association: 2.5%(5) | | | | | | | | | | | ||||||||||||
27,227 | | | 1.524%, (12MTA + 1.200)%,08/01/2042 | | | | | 27,693 | | | | | | 0.0 | | | | | | ||||||
44,839 | | | 1.524%, (12MTA + 1.200)%,08/01/2042 | | | | | 45,684 | | | | | | 0.0 | | | | | | ||||||
13,944 | | | 1.524%, (12MTA + 1.200)%,10/01/2044 | | | | | 14,218 | | | | | | 0.0 | | | | | | ||||||
24,053 | | | 1.524%, (12MTA + 1.200)%,10/01/2044 | | | | | 24,530 | | | | | | 0.0 | | | | | | ||||||
35,041 | | | 1.637%, (US0012M + 1.486)%,07/01/2035 | | | | | 34,875 | | | | | | 0.0 | | | | | | ||||||
31,040 | | | 1.704%, (US0006M + 1.373)%,09/01/2035 | | | | | 30,725 | | | | | | 0.0 | | | | | | ||||||
11,839 | | | 1.711%, (US0012M + 1.444)%,08/01/2035 | | | | | 11,791 | | | | | | 0.0 | | | | | | ||||||
135,387 | | | 1.908%, (US0012M + 1.661)%,10/01/2035 | | | | | 134,282 | | | | | | 0.0 | | | | | | ||||||
39,473 | | | 1.966%, (US0001M + 1.422)%,02/01/2033 | | | | | 39,831 | | | | | | 0.0 | | | | | | ||||||
331,689 | | | 1.982%, (H15T1Y + 1.711)%,08/01/2035 | | | | | 331,995 | | | | | | 0.0 | | | | | | ||||||
62,769 | | | 1.996%, (US0012M + 1.610)%,02/01/2034 | | | | | 63,411 | | | | | | 0.0 | | | | | | ||||||
4,132,848 | | | 2.000%,10/01/2050 | | | | | 3,613,690 | | | | | | 0.1 | | | | | | ||||||
1,056,966 | | | 2.000%,11/01/2051 | | | | | 925,452 | | | | | | 0.0 | | | | | | ||||||
2,909,397 | | | 2.000%,11/01/2051 | | | | | 2,541,502 | | | | | | 0.1 | | | | | | ||||||
37,016,000 (6) | | | 2.000%,07/15/2052 | | | | | 32,134,515 | | | | | | 1.2 | | | | | | ||||||
136,559 | | | 2.060%, (US0012M + 1.810)%,09/01/2034 | | | | | 140,310 | | | | | | 0.0 | | | | | | ||||||
19,626 | | | 2.175%, (US0012M + 1.675)%,02/01/2035 | | | | | 19,520 | | | | | | 0.0 | | | | | | ||||||
61,378 | | | 2.300%, (H15T1Y + 2.175)%,10/01/2035 | | | | | 61,025 | | | | | | 0.0 | | | | | |
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Federal National Mortgage Association (continued) | | ||||||||||||
52,870 | | | 2.357%, (US0012M + 1.480)%,04/01/2035 | | | | $ | 52,609 | | | | | | 0.0 | | |
4,857,875 | | | 2.500%,12/01/2051 | | | | | 4,403,397 | | | | | | 0.2 | | |
4,969,359 | | | 2.500%,02/01/2052 | | | | | 4,479,036 | | | | | | 0.2 | | |
1,553 | | | 2.506%, (H15T1Y + 2.215)%,09/01/2031 | | | | | 1,546 | | | | | | 0.0 | | |
7,364 | | | 2.585%, (H15T1Y + 2.210)%,04/01/2032 | | | | | 7,282 | | | | | | 0.0 | | |
3,970,512 | | | 3.000%,05/01/2052 | | | | | 3,713,490 | | | | | | 0.1 | | |
9,876,327 | | | 3.000%,05/01/2052 | | | | | 9,229,264 | | | | | | 0.4 | | |
2,136 | | | 3.182%, (COF 11 + 1.251)%,05/01/2036 | | | | | 2,140 | | | | | | 0.0 | | |
18,552 | | | 3.965%, (COF 11 + 1.926)%,12/01/2036 | | | | | 18,905 | | | | | | 0.0 | | |
4,975,797 | | | 4.000%,05/01/2052 | | | | | 4,941,767 | | | | | | 0.2 | | |
| | | | | | | | 67,044,485 | | | | | | 2.5 | | |
| | | Government National Mortgage Association: 3.1% | | ||||||||||||
1,343,728 | | | 2.500%,05/20/2051 | | | | | 1,235,369 | | | | | | 0.1 | | |
4,595,080 | | | 2.500%,08/20/2051 | | | | | 4,215,073 | | | | | | 0.2 | | |
3,740,972 | | | 2.500%,09/20/2051 | | | | | 3,438,029 | | | | | | 0.1 | | |
4,959,763 | | | 2.500%,04/20/2052 | | | | | 4,549,291 | | | | | | 0.2 | | |
54,900,000 (6) | | | 2.500%,07/15/2052 | | | | | 50,259,235 | | | | | | 1.9 | | |
4,390,000 (6) | | | 3.000%,07/15/2052 | | | | | 4,139,976 | | | | | | 0.2 | | |
2,087,912 | | | 3.500%,07/20/2046 | | | | | 2,046,512 | | | | | | 0.1 | | |
325,742 | | | 3.500%,07/20/2047 | | | | | 320,763 | | | | | | 0.0 | | |
5,314,718 | | | 3.500%,12/20/2047 | | | | | 5,251,739 | | | | | | 0.2 | | |
2,959,919 | | | 3.500%,01/20/2048 | | | | | 2,924,843 | | | | | | 0.1 | | |
411,185 | | | 4.000%,11/20/2040 | | | | | 418,287 | | | | | | 0.0 | | |
778,679 | | | 4.000%,03/20/2046 | | | | | 788,309 | | | | | | 0.0 | | |
645,008 | | | 4.500%,08/20/2041 | | | | | 674,699 | | | | | | 0.0 | | |
309,295 | | | 4.500%,01/20/2047 | | | | | 323,272 | | | | | | 0.0 | | |
13,068 | | | 5.000%,11/15/2035 | | | | | 13,633 | | | | | | 0.0 | | |
1,796 | | | 5.000%,11/15/2035 | | | | | 1,861 | | | | | | 0.0 | | |
5,080 | | | 5.000%,11/15/2035 | | | | | 5,371 | | | | | | 0.0 | | |
4,749 | | | 5.000%,11/15/2035 | | | | | 4,928 | | | | | | 0.0 | | |
14,156 | | | 5.000%,06/15/2037 | | | | | 14,686 | | | | | | 0.0 | | |
31,136 | | | 5.000%,03/15/2038 | | | | | 32,845 | | | | | | 0.0 | | |
94,268 | | | 5.000%,03/15/2038 | | | | | 99,618 | | | | | | 0.0 | | |
4,794 | | | 5.000%,06/15/2038 | | | | | 5,000 | | | | | | 0.0 | | |
1,820 | | | 5.000%,09/15/2038 | | | | | 1,906 | | | | | | 0.0 | | |
8,918 | | | 5.000%,11/15/2038 | | | | | 9,278 | | | | | | 0.0 | | |
32,083 | | | 5.000%,11/15/2038 | | | | | 33,923 | | | | | | 0.0 | | |
662,881 | | | 5.000%,12/15/2038 | | | | | 703,128 | | | | | | 0.0 | | |
50,714 | | | 5.000%,12/15/2038 | | | | | 53,778 | | | | | | 0.0 | | |
7,608 | | | 5.000%,12/15/2038 | | | | | 7,892 | | | | | | 0.0 | | |
90,509 | | | 5.000%,01/15/2039 | | | | | 95,936 | | | | | | 0.0 | | |
47,155 | | | 5.000%,01/15/2039 | | | | | 50,023 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Government National Mortgage Association (continued) | | ||||||||||||
501,748 | | | 5.000%,01/15/2039 | | | | $ | 529,364 | | | | | | 0.0 | | |
42,486 | | | 5.000%,02/15/2039 | | | | | 44,898 | | | | | | 0.0 | | |
69,587 | | | 5.000%,02/15/2039 | | | | | 73,681 | | | | | | 0.0 | | |
20,306 | | | 5.000%,02/15/2039 | | | | | 21,468 | | | | | | 0.0 | | |
1,686 | | | 5.000%,03/15/2039 | | | | | 1,789 | | | | | | 0.0 | | |
51,424 | | | 5.000%,03/15/2039 | | | | | 54,369 | | | | | | 0.0 | | |
52,907 | | | 5.000%,03/15/2039 | | | | | 55,933 | | | | | | 0.0 | | |
95,247 | | | 5.000%,03/15/2039 | | | | | 100,657 | | | | | | 0.0 | | |
55,344 | | | 5.000%,04/15/2039 | | | | | 58,323 | | | | | | 0.0 | | |
74,430 | | | 5.000%,05/15/2039 | | | | | 78,141 | | | | | | 0.0 | | |
398 | | | 5.000%,05/15/2039 | | | | | 413 | | | | | | 0.0 | | |
32,870 | | | 5.000%,05/15/2039 | | | | | 34,672 | | | | | | 0.0 | | |
46,609 | | | 5.000%,07/15/2039 | | | | | 49,426 | | | | | | 0.0 | | |
36,662 | | | 5.000%,09/15/2039 | | | | | 38,595 | | | | | | 0.0 | | |
8,566 | | | 5.000%,11/15/2039 | | | | | 9,033 | | | | | | 0.0 | | |
1,305 | | | 5.000%,04/15/2040 | | | | | 1,379 | | | | | | 0.0 | | |
8,388 | | | 5.000%,06/15/2040 | | | | | 8,874 | | | | | | 0.0 | | |
17,936 | | | 5.000%,09/15/2040 | | | | | 18,979 | | | | | | 0.0 | | |
11,237 | | | 5.000%,09/15/2040 | | | | | 11,648 | | | | | | 0.0 | | |
38,009 | | | 5.000%,10/15/2040 | | | | | 40,306 | | | | | | 0.0 | | |
46,792 | | | 5.000%,05/15/2042 | | | | | 48,528 | | | | | | 0.0 | | |
232,966 | | | 5.000%,02/20/2043 | | | | | 247,793 | | | | | | 0.0 | | |
| | | | | | | | 83,247,472 | | | | | | 3.1 | | |
| | | Uniform Mortgage-Backed Securities: 14.2% | | ||||||||||||
1,972,849 | | | 2.000%,02/01/2052 | | | | | 1,720,595 | | | | | | 0.1 | | |
3,923,682 | | | 2.000%,02/01/2052 | | | | | 3,421,982 | | | | | | 0.2 | | |
1,174,443 | | | 2.500%,05/01/2030 | | | | | 1,152,329 | | | | | | 0.1 | | |
2,258,733 | | | 2.500%,06/01/2030 | | | | | 2,216,203 | | | | | | 0.1 | | |
1,689,680 | | | 2.500%,06/01/2030 | | | | | 1,657,869 | | | | | | 0.1 | | |
1,024,366 | | | 2.500%,07/01/2030 | | | | | 1,005,073 | | | | | | 0.1 | | |
2,941,544 | | | 2.500%,02/01/2052 | | | | | 2,667,565 | | | | | | 0.1 | | |
4,905,203 | | | 2.500%,02/01/2052 | | | | | 4,442,636 | | | | | | 0.2 | | |
82,700,000 (6) | | | 2.500%,07/15/2052 | | | | | 74,397,696 | | | | | | 2.8 | | |
2,375,468 | | | 3.000%,08/01/2030 | | | | | 2,368,387 | | | | | | 0.1 | | |
1,216,197 | | | 3.000%,09/01/2030 | | | | | 1,212,567 | | | | | | 0.1 | | |
851,297 | | | 3.000%,08/01/2043 | | | | | 813,979 | | | | | | 0.1 | | |
1,450,920 | | | 3.000%,09/01/2043 | | | | | 1,386,961 | | | | | | 0.1 | | |
5,328,957 | | | 3.000%,04/01/2045 | | | | | 5,074,902 | | | | | | 0.2 | | |
3,310,456 | | | 3.000%,08/01/2046 | | | | | 3,138,332 | | | | | | 0.1 | | |
311,332 | | | 3.000%,09/01/2046 | | | | | 294,943 | | | | | | 0.0 | | |
4,377,845 | | | 3.000%,01/01/2047 | | | | | 4,144,528 | | | | | | 0.2 | | |
4,903,617 | | | 3.000%,02/01/2052 | | | | | 4,600,371 | | | | | | 0.2 | | |
2,951,288 | | | 3.000%,02/01/2052 | | | | | 2,767,177 | | | | | | 0.1 | | |
17,900,000 (6) | | | 3.000%,07/15/2052 | | | | | 16,676,367 | | | | | | 0.6 | | |
485,743 | | | 3.500%,12/01/2041 | | | | | 477,585 | | | | | | 0.0 | | |
398,886 | | | 3.500%,08/01/2042 | | | | | 392,133 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
79,827 | | | 3.500%,08/01/2042 | | | | $ | 78,318 | | | | | | 0.0 | | |
547,836 | | | 3.500%,10/01/2042 | | | | | 538,522 | | | | | | 0.0 | | |
341,977 | | | 3.500%,10/01/2042 | | | | | 336,163 | | | | | | 0.0 | | |
236,629 | | | 3.500%,03/01/2043 | | | | | 232,618 | | | | | | 0.0 | | |
1,985,187 | | | 3.500%,01/01/2046 | | | | | 1,941,733 | | | | | | 0.1 | | |
3,409,005 | | | 3.500%,02/01/2046 | | | | | 3,334,406 | | | | | | 0.1 | | |
14,585,304 | | | 3.500%,08/01/2046 | | | | | 14,266,088 | | | | | | 0.6 | | |
2,279,672 | | | 3.500%,08/01/2046 | | | | | 2,229,793 | | | | | | 0.1 | | |
2,293,655 | | | 3.500%,09/01/2047 | | | | | 2,239,008 | | | | | | 0.1 | | |
6,771,136 | | | 3.500%,07/01/2048 | | | | | 6,623,339 | | | | | | 0.3 | | |
2,665,360 | | | 3.500%,02/01/2052 | | | | | 2,578,825 | | | | | | 0.1 | | |
2,575 | | | 4.000%,05/01/2029 | | | | | 2,619 | | | | | | 0.0 | | |
19,908 | | | 4.000%,11/01/2030 | | | | | 20,255 | �� | | | | | 0.0 | | |
11,001 | | | 4.000%,02/01/2031 | | | | | 11,194 | | | | | | 0.0 | | |
5,663 | | | 4.000%,10/01/2031 | | | | | 5,762 | | | | | | 0.0 | | |
4,127,235 | | | 4.000%,12/01/2039 | | | | | 4,176,572 | | | | | | 0.2 | | |
1,985,098 | | | 4.000%,07/01/2042 | | | | | 2,009,014 | | | | | | 0.1 | | |
524,767 | | | 4.000%,07/01/2042 | | | | | 531,069 | | | | | | 0.0 | | |
212,680 | | | 4.000%,07/01/2042 | | | | | 215,089 | | | | | | 0.0 | | |
314,312 | | | 4.000%,08/01/2042 | | | | | 312,906 | | | | | | 0.0 | | |
162,617 | | | 4.000%,08/01/2042 | | | | | 163,398 | | | | | | 0.0 | | |
1,320,862 | | | 4.000%,08/01/2043 | | | | | 1,332,443 | | | | | | 0.1 | | |
2,268,961 | | | 4.000%,09/01/2043 | | | | | 2,288,930 | | | | | | 0.1 | | |
80,259 | | | 4.000%,10/01/2043 | | | | | 80,874 | | | | | | 0.0 | | |
149,020 | | | 4.000%,10/01/2043 | | | | | 150,160 | | | | | | 0.0 | | |
4,291,881 | | | 4.000%,01/01/2045 | | | | | 4,335,598 | | | | | | 0.2 | | |
411,337 | | | 4.000%,06/01/2045 | | | | | 414,495 | | | | | | 0.0 | | |
1,764,940 | | | 4.000%,07/01/2045 | | | | | 1,776,760 | | | | | | 0.1 | | |
716,874 | | | 4.000%,07/01/2045 | | | | | 721,823 | | | | | | 0.0 | | |
3,312,826 | | | 4.000%,02/01/2046 | | | | | 3,338,257 | | | | | | 0.1 | | |
643,148 | | | 4.000%,06/01/2047 | | | | | 648,442 | | | | | | 0.0 | | |
125,728 | | | 4.000%,03/01/2048 | | | | | 125,747 | | | | | | 0.0 | | |
432,353 | | | 4.000%,03/01/2048 | | | | | 433,535 | | | | | | 0.0 | | |
3,120,368 | | | 4.000%,09/01/2048 | | | | | 3,128,757 | | | | | | 0.1 | | |
77,558,000 (6) | | | 4.000%,07/15/2052 | | | | | 76,502,181 | | | | | | 2.9 | | |
17,311 | | | 4.500%,10/01/2025 | | | | | 17,488 | | | | | | 0.0 | | |
297,800 | | | 4.500%,07/01/2026 | | | | | 304,661 | | | | | | 0.0 | | |
302,878 | | | 4.500%,04/01/2029 | | | | | 306,046 | | | | | | 0.0 | | |
4,457 | | | 4.500%,06/01/2029 | | | | | 4,503 | | | | | | 0.0 | | |
54,389 | | | 4.500%,06/01/2029 | | | | | 54,957 | | | | | | 0.0 | | |
57,992 | | | 4.500%,07/01/2029 | | | | | 58,599 | | | | | | 0.0 | | |
1,350 | | | 4.500%,10/01/2029 | | | | | 1,367 | | | | | | 0.0 | | |
8,487 | | | 4.500%,06/01/2030 | | | | | 8,589 | | | | | | 0.0 | | |
252,328 | | | 4.500%,10/01/2030 | | | | | 256,821 | | | | | | 0.0 | | |
62,065 | | | 4.500%,02/01/2031 | | | | | 62,929 | | | | | | 0.0 | | |
41,805 | | | 4.500%,05/01/2031 | | | | | 42,553 | | | | | | 0.0 | | |
31,290 | | | 4.500%,10/01/2033 | | | | | 32,215 | | | | | | 0.0 | | |
13,576 | | | 4.500%,01/01/2034 | | | | | 13,936 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
3,799 | | | 4.500%,07/01/2034 | | | | $ | 3,909 | | | | | | 0.0 | | |
3,443 | | | 4.500%,09/01/2035 | | | | | 3,522 | | | | | | 0.0 | | |
19,190 | | | 4.500%,09/01/2035 | | | | | 19,692 | | | | | | 0.0 | | |
28,258 | | | 4.500%,11/01/2035 | | | | | 29,076 | | | | | | 0.0 | | |
126,077 | | | 4.500%,02/01/2036 | | | | | 126,785 | | | | | | 0.0 | | |
61,330 | | | 4.500%,01/01/2037 | | | | | 63,330 | | | | | | 0.0 | | |
30,424 | | | 4.500%,09/01/2037 | | | | | 31,323 | | | | | | 0.0 | | |
1,584 | | | 4.500%,02/01/2038 | | | | | 1,604 | | | | | | 0.0 | | |
19,034 | | | 4.500%,01/01/2039 | | | | | 19,656 | | | | | | 0.0 | | |
1,985 | | | 4.500%,02/01/2039 | | | | | 2,000 | | | | | | 0.0 | | |
25,095 | | | 4.500%,02/01/2039 | | | | | 25,916 | | | | | | 0.0 | | |
11,693 | | | 4.500%,04/01/2039 | | | | | 12,074 | | | | | | 0.0 | | |
59,278 | | | 4.500%,04/01/2039 | | | | | 60,729 | | | | | | 0.0 | | |
34,108 | | | 4.500%,04/01/2039 | | | | | 35,218 | | | | | | 0.0 | | |
10,370 | | | 4.500%,05/01/2039 | | | | | 10,709 | | | | | | 0.0 | | |
3,436 | | | 4.500%,05/01/2039 | | | | | 3,549 | | | | | | 0.0 | | |
693,228 | | | 4.500%,05/01/2039 | | | | | 715,877 | | | | | | 0.0 | | |
61,565 | | | 4.500%,05/01/2039 | | | | | 63,573 | | | | | | 0.0 | | |
53,659 | | | 4.500%,05/01/2039 | | | | | 55,410 | | | | | | 0.0 | | |
369 | | | 4.500%,05/01/2039 | | | | | 380 | | | | | | 0.0 | | |
69,722 | | | 4.500%,05/01/2039 | | | | | 71,990 | | | | | | 0.0 | | |
4,547 | | | 4.500%,06/01/2039 | | | | | 4,696 | | | | | | 0.0 | | |
87,820 | | | 4.500%,06/01/2039 | | | | | 90,681 | | | | | | 0.0 | | |
43,352 | | | 4.500%,07/01/2039 | | | | | 44,770 | | | | | | 0.0 | | |
19,384 | | | 4.500%,07/01/2039 | | | | | 19,756 | | | | | | 0.0 | | |
12,436 | | | 4.500%,07/01/2039 | | | | | 12,842 | | | | | | 0.0 | | |
40,630 | | | 4.500%,08/01/2039 | | | | | 41,956 | | | | | | 0.0 | | |
156,046 | | | 4.500%,08/01/2039 | | | | | 161,135 | | | | | | 0.0 | | |
83,502 | | | 4.500%,08/01/2039 | | | | | 86,227 | | | | | | 0.0 | | |
56,117 | | | 4.500%,08/01/2039 | | | | | 57,953 | | | | | | 0.0 | | |
150,008 | | | 4.500%,09/01/2039 | | | | | 154,909 | | | | | | 0.0 | | |
133,440 | | | 4.500%,10/01/2039 | | | | | 137,804 | | | | | | 0.0 | | |
8,118 | | | 4.500%,11/01/2039 | | | | | 8,383 | | | | | | 0.0 | | |
63,477 | | | 4.500%,11/01/2039 | | | | | 65,548 | | | | | | 0.0 | | |
6,784 | | | 4.500%,12/01/2039 | | | | | 6,868 | | | | | | 0.0 | | |
3,865 | | | 4.500%,12/01/2039 | | | | | 3,992 | | | | | | 0.0 | | |
287,838 | | | 4.500%,01/01/2040 | | | | | 297,208 | | | | | | 0.0 | | |
3,456 | | | 4.500%,01/01/2040 | | | | | 3,505 | | | | | | 0.0 | | |
128,668 | | | 4.500%,02/01/2040 | | | | | 132,873 | | | | | | 0.0 | | |
65,425 | | | 4.500%,02/01/2040 | | | | | 67,564 | | | | | | 0.0 | | |
41,094 | | | 4.500%,04/01/2040 | | | | | 42,324 | | | | | | 0.0 | | |
456,575 | | | 4.500%,04/01/2040 | | | | | 470,271 | | | | | | 0.0 | | |
191,312 | | | 4.500%,05/01/2040 | | | | | 194,197 | | | | | | 0.0 | | |
34,977 | | | 4.500%,05/01/2040 | | | | | 35,504 | | | | | | 0.0 | | |
47,721 | | | 4.500%,06/01/2040 | | | | | 49,153 | | | | | | 0.0 | | |
221,106 | | | 4.500%,06/01/2040 | | | | | 228,308 | | | | | | 0.0 | | |
2,988 | | | 4.500%,06/01/2040 | | | | | 3,085 | | | | | | 0.0 | | |
26,146 | | | 4.500%,06/01/2040 | | | | | 26,998 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
91,483 | | | 4.500%,06/01/2040 | | | | $ | 94,467 | | | | | | 0.0 | | |
97,299 | | | 4.500%,07/01/2040 | | | | | 100,483 | | | | | | 0.0 | | |
55,612 | | | 4.500%,07/01/2040 | | | | | 57,279 | | | | | | 0.0 | | |
17,245 | | | 4.500%,07/01/2040 | | | | | 17,761 | | | | | | 0.0 | | |
33,155 | | | 4.500%,08/01/2040 | | | | | 34,058 | | | | | | 0.0 | | |
1,664 | | | 4.500%,08/01/2040 | | | | | 1,718 | | | | | | 0.0 | | |
20,851 | | | 4.500%,08/01/2040 | | | | | 21,532 | | | | | | 0.0 | | |
55,103 | | | 4.500%,08/01/2040 | | | | | 56,906 | | | | | | 0.0 | | |
66,933 | | | 4.500%,08/01/2040 | | | | | 68,179 | | | | | | 0.0 | | |
5,560 | | | 4.500%,08/01/2040 | | | | | 5,629 | | | | | | 0.0 | | |
57,912 | | | 4.500%,08/01/2040 | | | | | 59,327 | | | | | | 0.0 | | |
20,085 | | | 4.500%,09/01/2040 | | | | | 20,687 | | | | | | 0.0 | | |
160,872 | | | 4.500%,09/01/2040 | | | | | 166,130 | | | | | | 0.0 | | |
15,071 | | | 4.500%,09/01/2040 | | | | | 15,563 | | | | | | 0.0 | | |
76,583 | | | 4.500%,09/01/2040 | | | | | 77,370 | | | | | | 0.0 | | |
13,287 | | | 4.500%,09/01/2040 | | | | | 13,722 | | | | | | 0.0 | | |
12,781 | | | 4.500%,09/01/2040 | | | | | 12,970 | | | | | | 0.0 | | |
20,625 | | | 4.500%,09/01/2040 | | | | | 21,297 | | | | | | 0.0 | | |
21,772 | | | 4.500%,10/01/2040 | | | | | 22,425 | | | | | | 0.0 | | |
24,388 | | | 4.500%,10/01/2040 | | | | | 25,187 | | | | | | 0.0 | | |
116,775 | | | 4.500%,10/01/2040 | | | | | 119,854 | | | | | | 0.0 | | |
136,873 | | | 4.500%,10/01/2040 | | | | | 141,335 | | | | | | 0.0 | | |
59,242 | | | 4.500%,10/01/2040 | | | | | 61,180 | | | | | | 0.0 | | |
762,553 | | | 4.500%,11/01/2040 | | | | | 787,500 | | | | | | 0.1 | | |
38,481 | | | 4.500%,11/01/2040 | | | | | 39,423 | | | | | | 0.0 | | |
285,446 | | | 4.500%,11/01/2040 | | | | | 287,790 | | | | | | 0.0 | | |
41,256 | | | 4.500%,11/01/2040 | | | | | 42,608 | | | | | | 0.0 | | |
319,600 | | | 4.500%,11/01/2040 | | | | | 330,026 | | | | | | 0.0 | | |
81,050 | | | 4.500%,12/01/2040 | | | | | 83,701 | | | | | | 0.0 | | |
30,655 | | | 4.500%,12/01/2040 | | | | | 31,657 | | | | | | 0.0 | | |
12,514 | | | 4.500%,12/01/2040 | | | | | 12,753 | | | | | | 0.0 | | |
2,108 | | | 4.500%,12/01/2040 | | | | | 2,171 | | | | | | 0.0 | | |
72,406 | | | 4.500%,12/01/2040 | | | | | 74,534 | | | | | | 0.0 | | |
35,345 | | | 4.500%,12/01/2040 | | | | | 36,500 | | | | | | 0.0 | | |
19,489 | | | 4.500%,12/01/2040 | | | | | 20,127 | | | | | | 0.0 | | |
19,372 | | | 4.500%,12/01/2040 | | | | | 19,953 | | | | | | 0.0 | | |
162,643 | | | 4.500%,12/01/2040 | | | | | 167,965 | | | | | | 0.0 | | |
384,982 | | | 4.500%,01/01/2041 | | | | | 397,559 | | | | | | 0.0 | | |
167,026 | | | 4.500%,01/01/2041 | | | | | 172,453 | | | | | | 0.0 | | |
14,875 | | | 4.500%,01/01/2041 | | | | | 15,221 | | | | | | 0.0 | | |
30,498 | | | 4.500%,01/01/2041 | | | | | 31,490 | | | | | | 0.0 | | |
115,128 | | | 4.500%,01/01/2041 | | | | | 118,888 | | | | | | 0.0 | | |
58,211 | | | 4.500%,02/01/2041 | | | | | 58,864 | | | | | | 0.0 | | |
45,042 | | | 4.500%,02/01/2041 | | | | | 46,510 | | | | | | 0.0 | | |
18,078 | | | 4.500%,02/01/2041 | | | | | 18,621 | | | | | | 0.0 | | |
60,836 | | | 4.500%,02/01/2041 | | | | | 62,827 | | | | | | 0.0 | | |
58,998 | | | 4.500%,02/01/2041 | | | | | 60,924 | | | | | | 0.0 | | |
18,765 | | | 4.500%,03/01/2041 | �� | | | | 19,378 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
75,003 | | | 4.500%,03/01/2041 | | | | $ | 75,842 | | | | | | 0.0 | | |
3,419 | | | 4.500%,03/01/2041 | | | | | 3,530 | | | | | | 0.0 | | |
158,836 | | | 4.500%,03/01/2041 | | | | | 161,840 | | | | | | 0.0 | | |
57,590 | | | 4.500%,03/01/2041 | | | | | 59,472 | | | | | | 0.0 | | |
20,330 | | | 4.500%,03/01/2041 | | | | | 20,995 | | | | | | 0.0 | | |
11,450 | | | 4.500%,03/01/2041 | | | | | 11,514 | | | | | | 0.0 | | |
47,653 | | | 4.500%,03/01/2041 | | | | | 49,215 | | | | | | 0.0 | | |
36,733 | | | 4.500%,03/01/2041 | | | | | 37,930 | | | | | | 0.0 | | |
73,592 | | | 4.500%,04/01/2041 | | | | | 74,007 | | | | | | 0.0 | | |
336,483 | | | 4.500%,04/01/2041 | | | | | 349,618 | | | | | | 0.0 | | |
30,365 | | | 4.500%,04/01/2041 | | | | | 31,360 | | | | | | 0.0 | | |
174,762 | | | 4.500%,04/01/2041 | | | | | 180,483 | | | | | | 0.0 | | |
16,748 | | | 4.500%,04/01/2041 | | | | | 16,842 | | | | | | 0.0 | | |
4,056 | | | 4.500%,04/01/2041 | | | | | 4,155 | | | | | | 0.0 | | |
263,253 | | | 4.500%,05/01/2041 | | | | | 271,836 | | | | | | 0.0 | | |
2,773 | | | 4.500%,05/01/2041 | | | | | 2,856 | | | | | | 0.0 | | |
6,315 | | | 4.500%,05/01/2041 | | | | | 6,522 | | | | | | 0.0 | | |
326,709 | | | 4.500%,05/01/2041 | | | | | 337,354 | | | | | | 0.0 | | |
14,172 | | | 4.500%,05/01/2041 | | | | | 14,520 | | | | | | 0.0 | | |
150,543 | | | 4.500%,05/01/2041 | | | | | 154,614 | | | | | | 0.0 | | |
227,680 | | | 4.500%,05/01/2041 | | | | | 234,803 | | | | | | 0.0 | | |
21,092 | | | 4.500%,05/01/2041 | | | | | 21,726 | | | | | | 0.0 | | |
11,395 | | | 4.500%,05/01/2041 | | | | | 11,545 | | | | | | 0.0 | | |
185,119 | | | 4.500%,06/01/2041 | | | | | 191,013 | | | | | | 0.0 | | |
48,423 | | | 4.500%,06/01/2041 | | | | | 49,130 | | | | | | 0.0 | | |
11,540 | | | 4.500%,06/01/2041 | | | | | 11,917 | | | | | | 0.0 | | |
19,506 | | | 4.500%,07/01/2041 | | | | | 19,984 | | | | | | 0.0 | | |
3,318 | | | 4.500%,07/01/2041 | | | | | 3,427 | | | | | | 0.0 | | |
79,523 | | | 4.500%,07/01/2041 | | | | | 82,123 | | | | | | 0.0 | | |
2,216 | | | 4.500%,07/01/2041 | | | | | 2,270 | | | | | | 0.0 | | |
10,573 | | | 4.500%,07/01/2041 | | | | | 10,920 | | | | | | 0.0 | | |
42,302 | | | 4.500%,07/01/2041 | | | | | 43,595 | | | | | | 0.0 | | |
150,473 | | | 4.500%,07/01/2041 | | | | | 155,340 | | | | | | 0.0 | | |
90,741 | | | 4.500%,08/01/2041 | | | | | 93,648 | | | | | | 0.0 | | |
21,384 | | | 4.500%,08/01/2041 | | | | | 21,504 | | | | | | 0.0 | | |
14,216 | | | 4.500%,08/01/2041 | | | | | 14,681 | | | | | | 0.0 | | |
124,536 | | | 4.500%,08/01/2041 | | | | | 125,235 | | | | | | 0.0 | | |
129,915 | | | 4.500%,08/01/2041 | | | | | 131,283 | | | | | | 0.0 | | |
104,188 | | | 4.500%,08/01/2041 | | | | | 107,597 | | | | | | 0.0 | | |
158,322 | | | 4.500%,08/01/2041 | | | | | 160,225 | | | | | | 0.0 | | |
54,864 | | | 4.500%,08/01/2041 | | | | | 56,105 | | | | | | 0.0 | | |
52,032 | | | 4.500%,09/01/2041 | | | | | 52,759 | | | | | | 0.0 | | |
4,069 | | | 4.500%,09/01/2041 | | | | | 4,191 | | | | | | 0.0 | | |
10,903 | | | 4.500%,09/01/2041 | | | | | 11,231 | | | | | | 0.0 | | |
438,665 | | | 4.500%,09/01/2041 | | | | | 451,783 | | | | | | 0.0 | | |
44,044 | | | 4.500%,10/01/2041 | | | | | 44,675 | | | | | | 0.0 | | |
29,401 | | | 4.500%,10/01/2041 | | | | | 30,261 | | | | | | 0.0 | | |
483,800 | | | 4.500%,10/01/2041 | | | | | 498,764 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
20,451 | | | 4.500%,10/01/2041 | | | | $ | 21,119 | | | | | | 0.0 | | |
205,389 | | | 4.500%,10/01/2041 | | | | | 211,546 | | | | | | 0.0 | | |
860,806 | | | 4.500%,10/01/2041 | | | | | 880,588 | | | | | | 0.1 | | |
87,319 | | | 4.500%,10/01/2041 | | | | | 88,327 | | | | | | 0.0 | | |
229,695 | | | 4.500%,10/01/2041 | | | | | 236,124 | | | | | | 0.0 | | |
3,303 | | | 4.500%,11/01/2041 | | | | | 3,411 | | | | | | 0.0 | | |
242,687 | | | 4.500%,11/01/2041 | | | | | 250,379 | | | | | | 0.0 | | |
617,978 | | | 4.500%,12/01/2041 | | | | | 637,614 | | | | | | 0.0 | | |
184,984 | | | 4.500%,12/01/2041 | | | | | 191,005 | | | | | | 0.0 | | |
13,309 | | | 4.500%,01/01/2042 | | | | | 13,409 | | | | | | 0.0 | | |
22,737 | | | 4.500%,01/01/2042 | | | | | 23,468 | | | | | | 0.0 | | |
10,280 | | | 4.500%,01/01/2042 | | | | | 10,616 | | | | | | 0.0 | | |
4,240 | | | 4.500%,03/01/2042 | | | | | 4,264 | | | | | | 0.0 | | |
33,712 | | | 4.500%,03/01/2042 | | | | | 34,110 | | | | | | 0.0 | | |
27,418 | | | 4.500%,04/01/2042 | | | | | 27,572 | | | | | | 0.0 | | |
11,572 | | | 4.500%,06/01/2042 | | | | | 11,752 | | | | | | 0.0 | | |
5,720 | | | 4.500%,08/01/2042 | | | | | 5,908 | | | | | | 0.0 | | |
4,140 | | | 4.500%,09/01/2042 | | | | | 4,164 | | | | | | 0.0 | | |
6,523 | | | 4.500%,01/01/2043 | | | | | 6,560 | | | | | | 0.0 | | |
5,376 | | | 4.500%,12/01/2043 | | | | | 5,526 | | | | | | 0.0 | | |
43,213 | | | 4.500%,04/01/2047 | | | | | 43,584 | | | | | | 0.0 | | |
20,670 | | | 4.500%,05/01/2047 | | | | | 20,939 | | | | | | 0.0 | | |
95,693 | | | 4.500%,06/01/2047 | | | | | 97,081 | | | | | | 0.0 | | |
62,559 | | | 4.500%,06/01/2047 | | | | | 63,438 | | | | | | 0.0 | | |
67,754 | | | 4.500%,07/01/2047 | | | | | 68,551 | | | | | | 0.0 | | |
285,913 | | | 4.500%,07/01/2047 | | | | | 291,228 | | | | | | 0.0 | | |
16,334 | | | 4.500%,08/01/2047 | | | | | 16,495 | | | | | | 0.0 | | |
65,670,000 (6) | | | 4.500%,07/15/2052 | | | | | 65,939,349 | | | | | | 2.5 | | |
83 | | | 5.000%,04/01/2023 | | | | | 85 | | | | | | 0.0 | | |
220 | | | 5.000%,12/01/2023 | | | | | 225 | | | | | | 0.0 | | |
25,861 | | | 5.000%,04/01/2026 | | | | | 26,445 | | | | | | 0.0 | | |
35,764 | | | 5.000%,05/01/2026 | | | | | 36,572 | | | | | | 0.0 | | |
28,415 | | | 5.000%,08/01/2027 | | | | | 29,056 | | | | | | 0.0 | | |
10,537 | | | 5.000%,04/01/2028 | | | | | 10,775 | | | | | | 0.0 | | |
80,680 | | | 5.000%,05/01/2033 | | | | | 82,536 | | | | | | 0.0 | | |
166,273 | | | 5.000%,06/01/2033 | | | | | 174,968 | | | | | | 0.0 | | |
17,824 | | | 5.000%,08/01/2033 | | | | | 18,758 | | | | | | 0.0 | | |
194,444 | | | 5.000%,09/01/2033 | | | | | 202,692 | | | | | | 0.0 | | |
48,698 | | | 5.000%,02/01/2034 | | | | | 50,239 | | | | | | 0.0 | | |
100,008 | | | 5.000%,03/01/2034 | | | | | 105,194 | | | | | | 0.0 | | |
28,682 | | | 5.000%,06/01/2034 | | | | | 30,189 | | | | | | 0.0 | | |
8,147 | | | 5.000%,11/01/2034 | | | | | 8,575 | | | | | | 0.0 | | |
220,083 | | | 5.000%,02/01/2035 | | | | | 231,571 | | | | | | 0.0 | | |
228,322 | | | 5.000%,03/01/2035 | | | | | 240,278 | | | | | | 0.0 | | |
6,453 | | | 5.000%,05/01/2035 | | | | | 6,791 | | | | | | 0.0 | | |
835,068 | | | 5.000%,07/01/2035 | | | | | 864,396 | | | | | | 0.1 | | |
43,825 | | | 5.000%,08/01/2035 | | | | | 44,815 | | | | | | 0.0 | | |
80,927 | | | 5.000%,09/01/2035 | | | | | 85,225 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
4,121 | | | 5.000%,09/01/2035 | | | | $ | 4,315 | | | | | | 0.0 | | |
105,498 | | | 5.000%,10/01/2035 | | | | | 111,081 | | | | | | 0.0 | | |
2,147 | | | 5.000%,10/01/2035 | | | | | 2,261 | | | | | | 0.0 | | |
53,756 | | | 5.000%,12/01/2035 | | | | | 56,609 | | | | | | 0.0 | | |
121,255 | | | 5.000%,02/01/2036 | | | | | 127,735 | | | | | | 0.0 | | |
39,244 | | | 5.000%,03/01/2036 | | | | | 41,322 | | | | | | 0.0 | | |
50,918 | | | 5.000%,04/01/2036 | | | | | 53,139 | | | | | | 0.0 | | |
31,330 | | | 5.000%,05/01/2036 | | | | | 32,993 | | | | | | 0.0 | | |
295,671 | | | 5.000%,07/01/2036 | | | | | 311,080 | | | | | | 0.0 | | |
1,053,466 | | | 5.000%,12/01/2036 | | | | | 1,109,044 | | | | | | 0.1 | | |
1,082,268 | | | 5.000%,07/01/2037 | | | | | 1,117,399 | | | | | | 0.1 | | |
53,676 | | | 5.000%,04/01/2038 | | | | | 55,324 | | | | | | 0.0 | | |
24,510 | | | 5.000%,04/01/2039 | | | | | 25,167 | | | | | | 0.0 | | |
5,244 | | | 5.000%,07/01/2039 | | | | | 5,362 | | | | | | 0.0 | | |
189,684 | | | 5.000%,11/01/2040 | | | | | 199,818 | | | | | | 0.0 | | |
15,094 | | | 5.000%,04/01/2041 | | | | | 15,469 | | | | | | 0.0 | | |
145,836 | | | 5.000%,05/01/2041 | | | | | 153,658 | | | | | | 0.0 | | |
381,371 | | | 5.000%,06/01/2041 | | | | | 401,819 | | | | | | 0.0 | | |
727,763 | | | 5.000%,06/01/2041 | | | | | 762,370 | | | | | | 0.1 | | |
84 | | | 5.500%,11/01/2022 | | | | | 84 | | | | | | 0.0 | | |
48 | | | 5.500%,11/01/2022 | | | | | 48 | | | | | | 0.0 | | |
305 | | | 5.500%,11/01/2022 | | | | | 305 | | | | | | 0.0 | | |
4 | | | 5.500%,12/01/2022 | | | | | 4 | | | | | | 0.0 | | |
9,853 | | | 5.500%,06/01/2023 | | | | | 10,239 | | | | | | 0.0 | | |
2,197 | | | 5.500%,07/01/2023 | | | | | 2,207 | | | | | | 0.0 | | |
1,423 | | | 5.500%,09/01/2023 | | | | | 1,430 | | | | | | 0.0 | | |
297 | | | 5.500%,01/01/2025 | | | | | 298 | | | | | | 0.0 | | |
62 | | | 5.500%,08/01/2025 | | | | | 62 | | | | | | 0.0 | | |
3,366 | | | 5.500%,07/01/2026 | | | | | 3,499 | | | | | | 0.0 | | |
3,350 | | | 5.500%,12/01/2027 | | | | | 3,484 | | | | | | 0.0 | | |
11,478 | | | 5.500%,04/01/2028 | | | | | 11,934 | | | | | | 0.0 | | |
4,011 | | | 5.500%,08/01/2028 | | | | | 4,179 | | | | | | 0.0 | | |
5,788 | | | 5.500%,01/01/2029 | | | | | 6,031 | | | | | | 0.0 | | |
51,283 | | | 5.500%,10/01/2029 | | | | | 53,389 | | | | | | 0.0 | | |
40,395 | | | 5.500%,04/01/2033 | | | | | 42,368 | | | | | | 0.0 | | |
12,059 | | | 5.500%,10/01/2033 | | | | | 12,567 | | | | | | 0.0 | | |
5,835 | | | 5.500%,11/01/2033 | | | | | 6,100 | | | | | | 0.0 | | |
3,913 | | | 5.500%,11/01/2033 | | | | | 4,164 | | | | | | 0.0 | | |
2,734 | | | 5.500%,11/01/2033 | | | | | 2,845 | | | | | | 0.0 | | |
762 | | | 5.500%,11/01/2033 | | | | | 805 | | | | | | 0.0 | | |
210,158 | | | 5.500%,12/01/2033 | | | | | 223,307 | | | | | | 0.0 | | |
65,955 | | | 5.500%,12/01/2033 | | | | | 69,307 | | | | | | 0.0 | | |
981 | | | 5.500%,12/01/2033 | | | | | 1,051 | | | | | | 0.0 | | |
33,035 | | | 5.500%,12/01/2033 | | | | | 35,420 | | | | | | 0.0 | | |
10,397 | | | 5.500%,12/01/2033 | | | | | 10,971 | | | | | | 0.0 | | |
70,915 | | | 5.500%,01/01/2034 | | | | | 75,943 | | | | | | 0.0 | | |
416 | | | 5.500%,01/01/2034 | | | | | 434 | | | | | | 0.0 | | |
7,426 | | | 5.500%,01/01/2034 | | | | | 7,726 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
8,736 | | | 5.500%,01/01/2034 | | | | $ | 9,341 | | | | | | 0.0 | | |
16,501 | | | 5.500%,01/01/2034 | | | | | 17,178 | | | | | | 0.0 | | |
3,766 | | | 5.500%,06/01/2034 | | | | | 3,992 | | | | | | 0.0 | | |
4,940 | | | 5.500%,11/01/2034 | | | | | 5,139 | | | | | | 0.0 | | |
33,478 | | | 5.500%,11/01/2034 | | | | | 35,901 | | | | | | 0.0 | | |
688 | | | 5.500%,12/01/2034 | | | | | 738 | | | | | | 0.0 | | |
19,735 | | | 5.500%,01/01/2035 | | | | | 21,153 | | | | | | 0.0 | | |
22,791 | | | 5.500%,01/01/2035 | | | | | 23,744 | | | | | | 0.0 | | |
9,792 | | | 5.500%,01/01/2035 | | | | | 10,501 | | | | | | 0.0 | | |
942,316 | | | 5.500%,02/01/2035 | | | | | 1,010,741 | | | | | | 0.1 | | |
9,226 | | | 5.500%,02/01/2035 | | | | | 9,648 | | | | | | 0.0 | | |
6,596 | | | 5.500%,07/01/2035 | | | | | 7,007 | | | | | | 0.0 | | |
554,445 | | | 5.500%,08/01/2035 | | | | | 587,421 | | | | | | 0.0 | | |
2,629 | | | 5.500%,10/01/2035 | | | | | 2,819 | | | | | | 0.0 | | |
31,254 | | | 5.500%,11/01/2035 | | | | | 33,223 | | | | | | 0.0 | | |
331 | | | 5.500%,11/01/2035 | | | | | 346 | | | | | | 0.0 | | |
492 | | | 5.500%,12/01/2035 | | | | | 527 | | | | | | 0.0 | | |
79,778 | | | 5.500%,12/01/2035 | | | | | 85,572 | | | | | | 0.0 | | |
9,387 | | | 5.500%,12/01/2035 | | | | | 10,085 | | | | | | 0.0 | | |
553 | | | 5.500%,12/01/2035 | | | | | 594 | | | | | | 0.0 | | |
6,251 | | | 5.500%,01/01/2036 | | | | | 6,645 | | | | | | 0.0 | | |
54,607 | | | 5.500%,01/01/2036 | | | | | 58,645 | | | | | | 0.0 | | |
420 | | | 5.500%,02/01/2036 | | | | | 437 | | | | | | 0.0 | | |
8,173 | | | 5.500%,04/01/2036 | | | | | 8,770 | | | | | | 0.0 | | |
653,889 | | | 5.500%,07/01/2036 | | | | | 701,524 | | | | | | 0.0 | | |
425 | | | 5.500%,08/01/2036 | | | | | 456 | | | | | | 0.0 | | |
55,065 | | | 5.500%,09/01/2036 | | | | | 59,019 | | | | | | 0.0 | | |
32,780 | | | 5.500%,09/01/2036 | | | | | 35,158 | | | | | | 0.0 | | |
83,309 | | | 5.500%,12/01/2036 | | | | | 89,506 | | | | | | 0.0 | | |
1,041 | | | 5.500%,12/01/2036 | | | | | 1,118 | | | | | | 0.0 | | |
84,789 | | | 5.500%,12/01/2036 | | | | | 90,263 | | | | | | 0.0 | | |
824 | | | 5.500%,12/01/2036 | | | | | 886 | | | | | | 0.0 | | |
10,493 | | | 5.500%,01/01/2037 | | | | | 11,202 | | | | | | 0.0 | | |
48,109 | | | 5.500%,01/01/2037 | | | | | 51,693 | | | | | | 0.0 | | |
68,498 | | | 5.500%,02/01/2037 | | | | | 73,602 | | | | | | 0.0 | | |
194,640 | | | 5.500%,03/01/2037 | | | | | 207,515 | | | | | | 0.0 | | |
7,021 | | | 5.500%,04/01/2037 | | | | | 7,544 | | | | | | 0.0 | | |
8,940 | | | 5.500%,05/01/2037 | | | | | 9,542 | | | | | | 0.0 | | |
1,325 | | | 5.500%,05/01/2037 | | | | | 1,419 | | | | | | 0.0 | | |
19,566 | | | 5.500%,05/01/2037 | | | | | 21,021 | | | | | | 0.0 | | |
527 | | | 5.500%,05/01/2037 | | | | | 566 | | | | | | 0.0 | | |
19,730 | | | 5.500%,06/01/2037 | | | | | 21,003 | | | | | | 0.0 | | |
47,846 | | | 5.500%,06/01/2037 | | | | | 51,392 | | | | | | 0.0 | | |
19,833 | | | 5.500%,07/01/2037 | | | | | 21,055 | | | | | | 0.0 | | |
28,117 | | | 5.500%,08/01/2037 | | | | | 30,195 | | | | | | 0.0 | | |
25,443 | | | 5.500%,08/01/2037 | | | | | 27,335 | | | | | | 0.0 | | |
10,355 | | | 5.500%,08/01/2037 | | | | | 11,111 | | | | | | 0.0 | | |
70,688 | | | 5.500%,09/01/2037 | | | | | 75,952 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
577 | | | 5.500%,11/01/2037 | | | | $ | 620 | | | | | | 0.0 | | |
250,299 | | | 5.500%,01/01/2038 | | | | | 268,928 | | | | | | 0.0 | | |
784 | | | 5.500%,02/01/2038 | | | | | 837 | | | | | | 0.0 | | |
473 | | | 5.500%,02/01/2038 | | | | | 508 | | | | | | 0.0 | | |
4,632 | | | 5.500%,03/01/2038 | | | | | 4,872 | | | | | | 0.0 | | |
230,704 | | | 5.500%,03/01/2038 | | | | | 247,947 | | | | | | 0.0 | | |
447 | | | 5.500%,04/01/2038 | | | | | 476 | | | | | | 0.0 | | |
41,880 | | | 5.500%,04/01/2038 | | | | | 44,719 | | | | | | 0.0 | | |
9,239 | | | 5.500%,04/01/2038 | | | | | 9,630 | | | | | | 0.0 | | |
74,539 | | | 5.500%,05/01/2038 | | | | | 78,430 | | | | | | 0.0 | | |
2,060 | | | 5.500%,05/01/2038 | | | | | 2,215 | | | | | | 0.0 | | |
5,457 | | | 5.500%,05/01/2038 | | | | | 5,864 | | | | | | 0.0 | | |
59,325 | | | 5.500%,06/01/2038 | | | | | 63,778 | | | | | | 0.0 | | |
15,586 | | | 5.500%,06/01/2038 | | | | | 16,641 | | | | | | 0.0 | | |
1,187,521 | | | 5.500%,06/01/2038 | | | | | 1,276,421 | | | | | | 0.1 | | |
312 | | | 5.500%,07/01/2038 | | | | | 335 | | | | | | 0.0 | | |
27,937 | | | 5.500%,07/01/2038 | | | | | 30,025 | | | | | | 0.0 | | |
39,769 | | | 5.500%,07/01/2038 | | | | | 42,730 | | | | | | 0.0 | | |
33,100 | | | 5.500%,07/01/2038 | | | | | 35,589 | | | | | | 0.0 | | |
7,662 | | | 5.500%,08/01/2038 | | | | | 8,224 | | | | | | 0.0 | | |
16,067 | | | 5.500%,08/01/2038 | | | | | 17,109 | | | | | | 0.0 | | |
60,947 | | | 5.500%,08/01/2038 | | | | | 65,500 | | | | | | 0.0 | | |
132,372 | | | 5.500%,11/01/2038 | | | | | 142,311 | | | | | | 0.0 | | |
32,671 | | | 5.500%,11/01/2038 | | | | | 35,096 | | | | | | 0.0 | | |
21,420 | | | 5.500%,12/01/2038 | | | | | 23,032 | | | | | | 0.0 | | |
116 | | | 5.500%,12/01/2038 | | | | | 122 | | | | | | 0.0 | | |
243,442 | | | 5.500%,01/01/2039 | | | | | 261,714 | | | | | | 0.0 | | |
35,536 | | | 5.500%,01/01/2039 | | | | | 38,194 | | | | | | 0.0 | | |
70,765 | | | 5.500%,01/01/2039 | | | | | 76,056 | | | | | | 0.0 | | |
13,400 | | | 5.500%,03/01/2039 | | | | | 14,408 | | | | | | 0.0 | | |
206,359 | | | 5.500%,06/01/2039 | | | | | 221,835 | | | | | | 0.0 | | |
125,458 | | | 5.500%,06/01/2039 | | | | | 134,893 | | | | | | 0.0 | | |
11,968 | | | 5.500%,07/01/2041 | | | | | 12,863 | | | | | | 0.0 | | |
243,868 | | | 5.500%,09/01/2041 | | | | | 261,371 | | | | | | 0.0 | | |
132 | | | 6.000%,01/01/2023 | | | | | 138 | | | | | | 0.0 | | |
56,048 | | | 6.000%,11/01/2028 | | | | | 58,933 | | | | | | 0.0 | | |
273 | | | 6.000%,04/01/2031 | | | | | 294 | | | | | | 0.0 | | |
241 | | | 6.000%,01/01/2032 | | | | | 253 | | | | | | 0.0 | | |
546 | | | 6.000%,11/01/2032 | | | | | 596 | | | | | | 0.0 | | |
511 | | | 6.000%,11/01/2032 | | | | | 538 | | | | | | 0.0 | | |
34,688 | | | 6.000%,01/01/2033 | | | | | 37,851 | | | | | | 0.0 | | |
2,263 | | | 6.000%,09/01/2033 | | | | | 2,393 | | | | | | 0.0 | | |
348 | | | 6.000%,01/01/2034 | | | | | 369 | | | | | | 0.0 | | |
26,745 | | | 6.000%,06/01/2035 | | | | | 28,221 | | | | | | 0.0 | | |
5,707 | | | 6.000%,07/01/2035 | | | | | 6,027 | | | | | | 0.0 | | |
4,035 | | | 6.000%,07/01/2035 | | | | | 4,406 | | | | | | 0.0 | | |
7,897 | | | 6.000%,07/01/2035 | | | | | 8,657 | | | | | | 0.0 | | |
4,612 | | | 6.000%,07/01/2035 | | | | | 4,852 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
369 | | | 6.000%,10/01/2035 | | | | $ | 388 | | | | | | 0.0 | | |
1,070 | | | 6.000%,10/01/2035 | | | | | 1,126 | | | | | | 0.0 | | |
40,637 | | | 6.000%,11/01/2035 | | | | | 44,168 | | | | | | 0.0 | | |
197,313 | | | 6.000%,12/01/2035 | | | | | 207,838 | | | | | | 0.0 | | |
32,529 | | | 6.000%,12/01/2035 | | | | | 35,683 | | | | | | 0.0 | | |
2,227 | | | 6.000%,12/01/2035 | | | | | 2,344 | | | | | | 0.0 | | |
4,481 | | | 6.000%,01/01/2036 | | | | | 4,754 | | | | | | 0.0 | | |
223 | | | 6.000%,02/01/2036 | | | | | 235 | | | | | | 0.0 | | |
31,146 | | | 6.000%,02/01/2036 | | | | | 34,143 | | | | | | 0.0 | | |
26,099 | | | 6.000%,02/01/2036 | | | | | 28,606 | | | | | | 0.0 | | |
23,715 | | | 6.000%,03/01/2036 | | | | | 25,534 | | | | | | 0.0 | | |
16,219 | | | 6.000%,03/01/2036 | | | | | 17,265 | | | | | | 0.0 | | |
14,311 | | | 6.000%,04/01/2036 | | | | | 15,680 | | | | | | 0.0 | | |
31,109 | | | 6.000%,04/01/2036 | | | | | 34,084 | | | | | | 0.0 | | |
9,454 | | | 6.000%,05/01/2036 | | | | | 10,102 | | | | | | 0.0 | | |
2,302 | | | 6.000%,06/01/2036 | | | | | 2,481 | | | | | | 0.0 | | |
342 | | | 6.000%,06/01/2036 | | | | | 368 | | | | | | 0.0 | | |
1,223 | | | 6.000%,07/01/2036 | | | | | 1,292 | | | | | | 0.0 | | |
2,620 | | | 6.000%,07/01/2036 | | | | | 2,757 | | | | | | 0.0 | | |
52,886 | | | 6.000%,07/01/2036 | | | | | 58,014 | | | | | | 0.0 | | |
12,918 | | | 6.000%,07/01/2036 | | | | | 13,603 | | | | | | 0.0 | | |
14,042 | | | 6.000%,08/01/2036 | | | | | 15,391 | | | | | | 0.0 | | |
346,213 | | | 6.000%,08/01/2036 | | | | | 374,928 | | | | | | 0.0 | | |
163,936 | | | 6.000%,08/01/2036 | | | | | 175,040 | | | | | | 0.0 | | |
12,654 | | | 6.000%,08/01/2036 | | | | | 13,504 | | | | | | 0.0 | | |
2,489 | | | 6.000%,08/01/2036 | | | | | 2,728 | | | | | | 0.0 | | |
1,654 | | | 6.000%,08/01/2036 | | | | | 1,748 | | | | | | 0.0 | | |
10,035 | | | 6.000%,09/01/2036 | | | | | 11,007 | | | | | | 0.0 | | |
78 | | | 6.000%,09/01/2036 | | | | | 82 | | | | | | 0.0 | | |
12,467 | | | 6.000%,09/01/2036 | | | | | 13,303 | | | | | | 0.0 | | |
56,628 | | | 6.000%,09/01/2036 | | | | | 59,570 | | | | | | 0.0 | | |
20,067 | | | 6.000%,09/01/2036 | | | | | 21,892 | | | | | | 0.0 | | |
8,803 | | | 6.000%,09/01/2036 | | | | | 9,318 | | | | | | 0.0 | | |
34,672 | | | 6.000%,09/01/2036 | | | | | 37,978 | | | | | | 0.0 | | |
12,903 | | | 6.000%,10/01/2036 | | | | | 13,646 | | | | | | 0.0 | | |
26,646 | | | 6.000%,10/01/2036 | | | | | 28,774 | | | | | | 0.0 | | |
10,691 | | | 6.000%,10/01/2036 | | | | | 11,714 | | | | | | 0.0 | | |
19,771 | | | 6.000%,10/01/2036 | | | | | 21,607 | | | | | | 0.0 | | |
27,936 | | | 6.000%,10/01/2036 | | | | | 30,617 | | | | | | 0.0 | | |
2,286 | | | 6.000%,10/01/2036 | | | | | 2,405 | | | | | | 0.0 | | |
25,817 | | | 6.000%,11/01/2036 | | | | | 28,294 | | | | | | 0.0 | | |
15,219 | | | 6.000%,11/01/2036 | | | | | 16,012 | | | | | | 0.0 | | |
3,964 | | | 6.000%,11/01/2036 | | | | | 4,154 | | | | | | 0.0 | | |
9,148 | | | 6.000%,11/01/2036 | | | | | 9,768 | | | | | | 0.0 | | |
29,025 | | | 6.000%,12/01/2036 | | | | | 31,840 | | | | | | 0.0 | | |
3,838 | | | 6.000%,12/01/2036 | | | | | 4,081 | | | | | | 0.0 | | |
20,424 | | | 6.000%,12/01/2036 | | | | | 21,513 | | | | | | 0.0 | | |
73,349 | | | 6.000%,12/01/2036 | | | | | 77,173 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
1,394 | | | 6.000%,12/01/2036 | | | | $ | 1,496 | | | | | | 0.0 | | |
2,706 | | | 6.000%,12/01/2036 | | | | | 2,968 | | | | | | 0.0 | | |
527 | | | 6.000%,01/01/2037 | | | | | 558 | | | | | | 0.0 | | |
469 | | | 6.000%,01/01/2037 | | | | | 512 | | | | | | 0.0 | | |
10,712 | | | 6.000%,01/01/2037 | | | | | 11,270 | | | | | | 0.0 | | |
7,486 | | | 6.000%,01/01/2037 | | | | | 8,202 | | | | | | 0.0 | | |
10,887 | | | 6.000%,02/01/2037 | | | | | 11,942 | | | | | | 0.0 | | |
688 | | | 6.000%,02/01/2037 | | | | | 724 | | | | | | 0.0 | | |
63,061 | | | 6.000%,02/01/2037 | | | | | 68,204 | | | | | | 0.0 | | |
7,728 | | | 6.000%,02/01/2037 | | | | | 8,176 | | | | | | 0.0 | | |
436 | | | 6.000%,03/01/2037 | | | | | 470 | | | | | | 0.0 | | |
17,962 | | | 6.000%,03/01/2037 | | | | | 19,287 | | | | | | 0.0 | | |
5,270 | | | 6.000%,03/01/2037 | | | | | 5,774 | | | | | | 0.0 | | |
84,073 | | | 6.000%,03/01/2037 | | | | | 89,815 | | | | | | 0.0 | | |
8,471 | | | 6.000%,03/01/2037 | | | | | 8,932 | | | | | | 0.0 | | |
12,941 | | | 6.000%,03/01/2037 | | | | | 14,183 | | | | | | 0.0 | | |
11,092 | | | 6.000%,04/01/2037 | | | | | 12,169 | | | | | | 0.0 | | |
1,587 | | | 6.000%,04/01/2037 | | | | | 1,738 | | | | | | 0.0 | | |
28,219 | | | 6.000%,04/01/2037 | | | | | 29,714 | | | | | | 0.0 | | |
14,435 | | | 6.000%,04/01/2037 | | | | | 15,532 | | | | | | 0.0 | | |
39,831 | | | 6.000%,04/01/2037 | | | | | 43,669 | | | | | | 0.0 | | |
19,740 | | | 6.000%,04/01/2037 | | | | | 20,823 | | | | | | 0.0 | | |
72,652 | | | 6.000%,04/01/2037 | | | | | 78,991 | | | | | | 0.0 | | |
5,407 | | | 6.000%,04/01/2037 | | | | | 5,854 | | | | | | 0.0 | | |
650 | | | 6.000%,04/01/2037 | | | | | 684 | | | | | | 0.0 | | |
21,041 | | | 6.000%,04/01/2037 | | | | | 22,134 | | | | | | 0.0 | | |
744 | | | 6.000%,04/01/2037 | | | | | 783 | | | | | | 0.0 | | |
2,264 | | | 6.000%,04/01/2037 | | | | | 2,396 | | | | | | 0.0 | | |
20,029 | | | 6.000%,04/01/2037 | | | | | 21,792 | | | | | | 0.0 | | |
10,811 | | | 6.000%,05/01/2037 | | | | | 11,375 | | | | | | 0.0 | | |
67,639 | | | 6.000%,05/01/2037 | | | | | 74,187 | | | | | | 0.0 | | |
13,151 | | | 6.000%,05/01/2037 | | | | | 13,834 | | | | | | 0.0 | | |
18,898 | | | 6.000%,05/01/2037 | | | | | 19,954 | | | | | | 0.0 | | |
12,317 | | | 6.000%,05/01/2037 | | | | | 13,509 | | | | | | 0.0 | | |
5,282 | | | 6.000%,05/01/2037 | | | | | 5,720 | | | | | | 0.0 | | |
5,631 | | | 6.000%,05/01/2037 | | | | | 5,929 | | | | | | 0.0 | | |
20,896 | | | 6.000%,05/01/2037 | | | | | 22,482 | | | | | | 0.0 | | |
608 | | | 6.000%,05/01/2037 | | | | | 643 | | | | | | 0.0 | | |
7,667 | | | 6.000%,05/01/2037 | | | | | 8,067 | | | | | | 0.0 | | |
514 | | | 6.000%,05/01/2037 | | | | | 541 | | | | | | 0.0 | | |
1,282 | | | 6.000%,06/01/2037 | | | | | 1,349 | | | | | | 0.0 | | |
24,113 | | | 6.000%,06/01/2037 | | | | | 25,372 | | | | | | 0.0 | | |
42,873 | | | 6.000%,06/01/2037 | | | | | 46,999 | | | | | | 0.0 | | |
3,718 | | | 6.000%,06/01/2037 | | | | | 3,917 | | | | | | 0.0 | | |
3,629 | | | 6.000%,06/01/2037 | | | | | 3,884 | | | | | | 0.0 | | |
4,741 | | | 6.000%,06/01/2037 | | | | | 5,201 | | | | | | 0.0 | | |
5,069 | | | 6.000%,06/01/2037 | | | | | 5,333 | | | | | | 0.0 | | |
31,558 | | | 6.000%,07/01/2037 | | | | | 33,234 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
6,548 | | | 6.000%,07/01/2037 | | | | $ | 6,885 | | | | | | 0.0 | | |
2,786 | | | 6.000%,07/01/2037 | | | | | 3,016 | | | | | | 0.0 | | |
5,193 | | | 6.000%,07/01/2037 | | | | | 5,693 | | | | | | 0.0 | | |
5,056 | | | 6.000%,07/01/2037 | | | | | 5,550 | | | | | | 0.0 | | |
18,605 | | | 6.000%,07/01/2037 | | | | | 19,741 | | | | | | 0.0 | | |
13,246 | | | 6.000%,07/01/2037 | | | | | 13,957 | | | | | | 0.0 | | |
41,768 | | | 6.000%,07/01/2037 | | | | | 45,822 | | | | | | 0.0 | | |
10,570 | | | 6.000%,07/01/2037 | | | | | 11,244 | | | | | | 0.0 | | |
4,341 | | | 6.000%,08/01/2037 | | | | | 4,762 | | | | | | 0.0 | | |
6,024 | | | 6.000%,08/01/2037 | | | | | 6,343 | | | | | | 0.0 | | |
7,689 | | | 6.000%,08/01/2037 | | | | | 8,089 | | | | | | 0.0 | | |
17,102 | | | 6.000%,08/01/2037 | | | | | 17,993 | | | | | | 0.0 | | |
33,945 | | | 6.000%,08/01/2037 | | | | | 37,215 | | | | | | 0.0 | | |
18,512 | | | 6.000%,08/01/2037 | | | | | 20,292 | | | | | | 0.0 | | |
8,766 | | | 6.000%,08/01/2037 | | | | | 9,224 | | | | | | 0.0 | | |
36,584 | | | 6.000%,08/01/2037 | | | | | 38,493 | | | | | | 0.0 | | |
5,952 | | | 6.000%,09/01/2037 | | | | | 6,263 | | | | | | 0.0 | | |
1,851 | | | 6.000%,09/01/2037 | | | | | 2,029 | | | | | | 0.0 | | ��� |
545 | | | 6.000%,09/01/2037 | | | | | 574 | | | | | | 0.0 | | |
62,667 | | | 6.000%,09/01/2037 | | | | | 67,875 | | | | | | 0.0 | | |
11,858 | | | 6.000%,09/01/2037 | | | | | 13,008 | | | | | | 0.0 | | |
186,484 | | | 6.000%,09/01/2037 | | | | | 204,559 | | | | | | 0.0 | | |
716 | | | 6.000%,10/01/2037 | | | | | 759 | | | | | | 0.0 | | |
23,720 | | | 6.000%,10/01/2037 | | | | | 25,997 | | | | | | 0.0 | | |
687 | | | 6.000%,11/01/2037 | | | | | 753 | | | | | | 0.0 | | |
39,215 | | | 6.000%,11/01/2037 | | | | | 42,794 | | | | | | 0.0 | | |
25,500 | | | 6.000%,11/01/2037 | | | | | 27,833 | | | | | | 0.0 | | |
1,050 | | | 6.000%,12/01/2037 | | | | | 1,151 | | | | | | 0.0 | | |
67,754 | | | 6.000%,12/01/2037 | | | | | 74,146 | | | | | | 0.0 | | |
46,397 | | | 6.000%,12/01/2037 | | | | | 50,462 | | | | | | 0.0 | | |
18,453 | | | 6.000%,12/01/2037 | | | | | 19,987 | | | | | | 0.0 | | |
56,887 | | | 6.000%,02/01/2038 | | | | | 60,518 | | | | | | 0.0 | | |
18,984 | | | 6.000%,02/01/2038 | | | | | 20,723 | | | | | | 0.0 | | |
95,546 | | | 6.000%,02/01/2038 | | | | | 104,313 | | | | | | 0.0 | | |
3,872 | | | 6.000%,03/01/2038 | | | | | 4,075 | | | | | | 0.0 | | |
934 | | | 6.000%,03/01/2038 | | | | | 995 | | | | | | 0.0 | | |
17,600 | | | 6.000%,03/01/2038 | | | | | 19,291 | | | | | | 0.0 | | |
2,522 | | | 6.000%,05/01/2038 | | | | | 2,767 | | | | | | 0.0 | | |
48,596 | | | 6.000%,05/01/2038 | | | | | 53,050 | | | | | | 0.0 | | |
8,314 | | | 6.000%,06/01/2038 | | | | | 9,121 | | | | | | 0.0 | | |
79,572 | | | 6.000%,07/01/2038 | | | | | 85,731 | | | | | | 0.0 | | |
33,259 | | | 6.000%,07/01/2038 | | | | | 36,455 | | | | | | 0.0 | | |
824 | | | 6.000%,08/01/2038 | | | | | 893 | | | | | | 0.0 | | |
3,305 | | | 6.000%,09/01/2038 | | | | | 3,491 | | | | | | 0.0 | | |
19,538 | | | 6.000%,09/01/2038 | | | | | 21,330 | | | | | | 0.0 | | |
4,941 | | | 6.000%,09/01/2038 | | | | | 5,421 | | | | | | 0.0 | | |
14,523 | | | 6.000%,09/01/2038 | | | | | 15,357 | | | | | | 0.0 | | |
21,725 | | | 6.000%,10/01/2038 | | | | | 23,815 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
355 | | | 6.000%,10/01/2038 | | | | $ | 374 | | | | | | 0.0 | | |
1,459 | | | 6.000%,10/01/2038 | | | | | 1,586 | | | | | | 0.0 | | |
11,790 | | | 6.000%,10/01/2038 | | | | | 12,407 | ��� | | | | | 0.0 | | |
9,214 | | | 6.000%,10/01/2038 | | | | | 10,108 | | | | | | 0.0 | | |
10,928 | | | 6.000%,10/01/2038 | | | | | 11,829 | | | | | | 0.0 | | |
1,127 | | | 6.000%,11/01/2038 | | | | | 1,187 | | | | | | 0.0 | | |
443 | | | 6.000%,11/01/2038 | | | | | 481 | | | | | | 0.0 | | |
116,141 | | | 6.000%,11/01/2038 | | | | | 123,903 | | | | | | 0.0 | | |
12,427 | | | 6.000%,12/01/2038 | | | | | 13,172 | | | | | | 0.0 | | |
51,623 | | | 6.000%,12/01/2038 | | | | | 56,633 | | | | | | 0.0 | | |
869 | | | 6.000%,12/01/2038 | | | | | 916 | | | | | | 0.0 | | |
13,009 | | | 6.000%,10/01/2039 | | | | | 14,269 | | | | | | 0.0 | | |
1,042 | | | 6.000%,10/01/2039 | | | | | 1,143 | | | | | | 0.0 | | |
299,007 | | | 6.000%,02/01/2040 | | | | | 328,037 | | | | | | 0.0 | | |
13,226 | | | 6.000%,04/01/2040 | | | | | 14,510 | | | | | | 0.0 | | |
74,710 | | | 6.000%,09/01/2040 | | | | | 78,655 | | | | | | 0.0 | | |
136,494 | | | 6.000%,10/01/2040 | | | | | 148,198 | | | | | | 0.0 | | |
196,905 | | | 6.000%,05/01/2041 | | | | | 214,917 | | | | | | 0.0 | | |
2,237 | | | 6.500%,04/01/2027 | | | | | 2,348 | | | | | | 0.0 | | |
673 | | | 6.500%,02/01/2028 | | | | | 706 | | | | | | 0.0 | | |
9 | | | 6.500%,06/01/2029 | | | | | 10 | | | | | | 0.0 | | |
5,019 | | | 6.500%,01/01/2032 | | | | | 5,272 | | | | | | 0.0 | | |
5,776 | | | 6.500%,04/01/2032 | | | | | 6,238 | | | | | | 0.0 | | |
8,243 | | | 6.500%,10/01/2032 | | | | | 8,658 | | | | | | 0.0 | | |
11,931 | | | 6.500%,10/01/2032 | | | | | 12,523 | | | | | | 0.0 | | |
4,310 | | | 6.500%,03/01/2038 | | | | | 4,717 | | | | | | 0.0 | | |
295 | | | 7.000%,08/01/2025 | | | | | 302 | | | | | | 0.0 | | |
105 | | | 7.000%,02/01/2026 | | | | | 105 | | | | | | 0.0 | | |
1,337 | | | 7.000%,03/01/2026 | | | | | 1,340 | | | | | | 0.0 | | |
4,435 | | | 7.000%,03/01/2026 | | | | | 4,563 | | | | | | 0.0 | | |
497 | | | 7.000%,12/01/2027 | | | | | 500 | | | | | | 0.0 | | |
179,077 | | | 7.000%,03/01/2038 | | | | | 196,708 | | | | | | 0.0 | | |
473,159 | | | 7.000%,04/01/2038 | | | | | 537,052 | | | | | | 0.0 | | |
6,626 | | | 7.500%,09/01/2031 | | | | | 7,129 | | | | | | 0.0 | | |
| | | | | | | | 376,035,079 | | | | | | 14.2 | | |
| | | Total U.S. Government Agency Obligations (Cost $605,938,593) | | | | | 599,828,992 | | | | | | 22.6 | | |
| | |||||||||||||||
U.S. TREASURY OBLIGATIONS: 10.7% | | |||||||||||||||
| | | U.S. Treasury Bonds: 3.2% | | ||||||||||||
17,000 | | | 1.250%,05/15/2050 | | | | | 10,824 | | | | | | 0.0 | | |
920,000 | | | 1.375%,11/15/2040 | | | | | 662,939 | | | | | | 0.0 | | |
77,000 | | | 1.625%,11/15/2050 | | | | | 54,190 | | | | | | 0.0 | | |
100 | | | 2.000%,11/15/2041 | | | | | 80 | | | | | | 0.0 | | |
36,863,200 (1) | | | 2.250%,02/15/2052 | | | | | 30,348,781 | | | | | | 1.2 | | |
54,534,300 | | | 3.250%,05/15/2042 | | | | | 53,239,110 | | | | | | 2.0 | | |
| | | | | | | | 84,315,924 | | | | | | 3.2 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. TREASURY OBLIGATIONS: (continued) | | |||||||||||||||
| | | U.S. Treasury Notes: 7.5% | | ||||||||||||
25,000 | | | 0.125%,10/15/2023 | | | | $ | 24,110 | | | | | | 0.0 | | |
16,997,000 | | | 0.250%,06/15/2024 | | | | | 16,120,592 | | | | | | 0.6 | | |
4,476,400 | | | 0.500%,11/30/2023 | | | | | 4,324,972 | | | | | | 0.2 | | |
4,427,600 | | | 0.875%,01/31/2024 | | | | | 4,285,087 | | | | | | 0.2 | | |
170,000 | | | 0.875%,06/30/2026 | | | | | 156,081 | | | | | | 0.0 | | |
773,500 | | | 1.125%,02/15/2031 | | | | | 664,787 | | | | | | 0.0 | | |
1,757,900 | | | 1.250%,11/30/2026 | | | | | 1,627,946 | | | | | | 0.0 | | |
8,250,800 | | | 1.250%,09/30/2028 | | | | | 7,391,234 | | | | | | 0.3 | | |
139,400 | | | 1.500%,01/31/2027 | | | | | 130,173 | | | | | | 0.0 | | |
1,600,500 | | | 1.500%,11/30/2028 | | | | | 1,453,579 | | | | | | 0.0 | | |
9,502,000 (1) | | | 2.500%,05/31/2024 | | | | | 9,417,002 | | | | | | 0.3 | | |
12,192,900 (1) | | | 2.625%,05/31/2027 | | | | | 11,963,807 | | | | | | 0.4 | | |
97,800 | | | 2.750%,04/30/2027 | | | | | 96,490 | | | | | | 0.0 | | |
7,481,600 | | | 2.750%,05/31/2029 | | | | | 7,335,475 | | | | | | 0.3 | | |
10,177,000 | | | 2.875%,06/15/2025 | | | | | 10,137,246 | | | | | | 0.4 | | |
58,088,300 (1) | | | 2.875%,05/15/2032 | | | | | 57,443,883 | | | | | | 2.2 | | |
20,461,000 | | | 3.000%,06/30/2024 | | | | | 20,472,989 | | | | | | 0.8 | | |
39,816,000 | | | 3.250%,06/30/2027 | | | | | 40,207,939 | | | | | | 1.5 | | |
7,330,000 | | | 3.250%,06/30/2029 | | | | | 7,417,616 | | | | | | 0.3 | | |
| | | | | | | | 200,671,008 | | | | | | 7.5 | | |
| | | Total U.S. Treasury Obligations (Cost $288,597,802) | | | | | 284,986,932 | | | | | | 10.7 | | |
| | |||||||||||||||
ASSET-BACKED SECURITIES: 6.4% | | |||||||||||||||
| | | Automobile Asset-Backed Securities: 0.0% | | ||||||||||||
350,000 (2) | | | GLS Auto Receivables Issuer Trust 2021-4 C, 1.940%, 10/15/2027 | | | | | 327,842 | | | | | | 0.0 | | |
13,283 | | | Santander Drive Auto Receivables Trust 2019-3 C, 2.490%, 10/15/2025 | | | | | 13,289 | | | | | | 0.0 | | |
| | | | | | | | 341,131 | | | | | | 0.0 | | |
| | | Home Equity Asset-Backed Securities: 0.1% | | ||||||||||||
1,211,201 (2)(3) | | | ACE Securities Corp. Mortgage Loan Trust Series 2007-D1 A2, 6.336%, 02/25/2038 | | | | | 986,692 | | | | | | 0.0 | | |
144,150 | | | Home Equity Asset Trust 2005-2 M5, 2.719%, (US0001M + 1.095)%, 07/25/2035 | | | | | 143,786 | | | | | | 0.0 | | |
774,809 | | | Morgan Stanley ABS Capital I, Inc. Trust 2005-NC2 M4, 2.539%, (US0001M + 0.915)%, 03/25/2035 | | | | | 768,990 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Home Equity Asset-Backed Securities (continued) | | ||||||||||||
94,574 | | | New Century Home Equity Loan Trust 2005-2 M3, 2.359%, (US0001M + 0.735)%, 06/25/2035 | | | | $ | 94,387 | | | | | | 0.0 | | |
44,987 | | | Renaissance Home Equity Loan Trust 2003-2 A, 2.504%, (US0001M + 0.880)%, 08/25/2033 | | | | | 42,366 | | | | | | 0.0 | | |
1,011,996 (3) | | | Renaissance Home Equity Loan Trust 2005-3 AF4, 5.140%, 11/25/2035 | | | | | 1,007,970 | | | | | | 0.1 | | |
52,307 | | | Securitized Asset Backed Receivables LLC Trust 2006-WM4 A2A, 1.784%, (US0001M + 0.160)%, 11/25/2036 | | | | | 17,678 | | | | | | 0.0 | | |
| | | | | | | | 3,061,869 | | | | | | 0.1 | | |
| | | Other Asset-Backed Securities: 5.6% | | ||||||||||||
2,000,000 (2) | | | AGL CLO 12 Ltd. 2021-12A C, 2.913%, (US0003M + 1.850)%, 07/20/2034 | | | | | 1,823,486 | | | | | | 0.1 | | |
2,416,889 (2)(3)(4)(7) | | | American Homes 4 Rent 2015-SFR1 XS, 3.232%, 04/17/2052 | | | | | — | | | | | | — | | |
650,000 (2) | | | AMMC CLO 16 Ltd. 2015-16A CR2, 2.988%, (US0003M + 1.950)%, 04/14/2029 | | | | | 626,923 | | | | | | 0.0 | | |
3,470,000 (2) | | | Babson CLO Ltd. 2017-1A A2, 2.394%, (US0003M + 1.350)%, 07/18/2029 | | | | | 3,381,033 | | | | | | 0.1 | | |
4,393,000 (2) | | | Babson CLO Ltd. 2018-3A A2, 2.363%, (US0003M + 1.300)%, 07/20/2029 | | | | | 4,301,186 | | | | | | 0.2 | | |
886,667 (2) | | | Beacon Container Finance II LLC 2021-1A A, 2.250%, 10/22/2046 | | | | | 793,939 | | | | | | 0.0 | | |
623,025 (3) | | | Bear Stearns Asset Backed Securities Trust 2006-SD4 1A1, 3.066%, 10/25/2036 | | | | | 601,607 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
2,250,000 (2) | | | Benefit Street Partners CLO IV Ltd. 2014-IVA BRRR, 3.213%, (US0003M + 2.150)%, 01/20/2032 | | | | $ | 2,126,164 | | | | | | 0.1 | | |
2,000,000 (2) | | | Benefit Street Partners CLO XVIII Ltd. 2019-18A A1R, 2.214%, (US0003M + 1.170)%, 10/15/2034 | | | | | 1,932,184 | | | | | | 0.1 | | |
1,950,000 (2) | | | Benefit Street Partners CLO XVIII Ltd. 2019-18A A2R, 2.494%, (US0003M + 1.450)%, 10/15/2034 | | | | | 1,849,240 | | | | | | 0.1 | | |
1,450,000 (2) | | | BlueMountain CLO Ltd. 2021-28A C, 3.044%, (US0003M + 2.000)%, 04/15/2034 | | | | | 1,335,694 | | | | | | 0.1 | | |
5,000,000 (2) | | | BlueMountain CLO XXXI Ltd. 2021-31A C, 3.044%, (US0003M + 2.000)%, 04/19/2034 | | | | | 4,615,005 | | | | | | 0.2 | | |
2,344,125 (2) | | | Bojangles Issuer LLC 2020-3A A2, 3.832%, 10/20/2050 | | | | | 2,226,297 | | | | | | 0.1 | | |
3,490,000 (2) | | | Broad River Bsl Funding Clo Ltd. 2020-1A AR, 2.233%, (US0003M + 1.170)%, 07/20/2034 | | | | | 3,368,230 | | | | | | 0.1 | | |
3,000,000 (2) | | | Broad River Bsl Funding Clo Ltd. 2020-1A CR, 3.063%, (US0003M + 2.000)%, 07/20/2034 | | | | | 2,702,244 | | | | | | 0.1 | | |
1,750,000 (2) | | | California Street CLO IX L.P. 2012-9A CR3, 3.544%, (US0003M + 2.500)%, 07/16/2032 | | | | | 1,685,985 | | | | | | 0.1 | | |
5,500,000 (2) | | | Carlyle Global Market Strategies CLO 2016-1 Ltd. 2016-1A BR2, 3.113%, (US0003M + 2.050)%, 04/20/2034 | | | | | 5,086,812 | | | | | | 0.2 | | |
2,400,000 (2) | | | Carlyle Global Market Strategies CLO Ltd. 2014-1A A2R2, 2.174%, (US0003M + 1.130)%, 04/17/2031 | | | | | 2,293,241 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
3,250,000 (2) | | | Cedar Funding IV CLO Ltd. 2014-4A CRR, 3.184%, (US0003M + 2.000)%, 07/23/2034 | | | | $ | 2,985,170 | | | | | | 0.1 | | |
3,000,000 (2) | | | Cedar Funding VIII Clo Ltd. 2017-8A A2R, 2.494%, (US0003M + 1.450)%, 10/17/2034 | | | | | 2,848,008 | | | | | | 0.1 | | |
40,417 | | | Chase Funding Trust Series 2002-4 2A1, 2.364%, (US0001M + 0.740)%, 10/25/2032 | | | | | 38,938 | | | | | | 0.0 | | |
106,708 | | | Chase Funding Trust Series 2003-5 2A2, 2.224%, (US0001M + 0.600)%, 07/25/2033 | | | | | 99,821 | | | | | | 0.0 | | |
1,101,853 (2) | | | CLI Funding VIII LLC 2022-1A A1, 2.720%, 01/18/2047 | | | | | 988,369 | | | | | | 0.0 | | |
923,875 (2) | | | DB Master Finance LLC 2019-1A A23, 4.352%, 05/20/2049 | | | | | 864,720 | | | | | | 0.0 | | |
486,250 (2) | | | DB Master Finance LLC 2019-1A A2II, 4.021%, 05/20/2049 | | | | | 470,887 | | | | | | 0.0 | | |
293,250 (2) | | | Domino’s Pizza Master Issuer LLC 2019-1A A2, 3.668%, 10/25/2049 | | | | | 266,359 | | | | | | 0.0 | | |
1,354,500 (2) | | | Driven Brands Funding LLC 2019-1A A2, 4.641%, 04/20/2049 | | | | | 1,300,579 | | | | | | 0.0 | | |
3,662,325 (2) | | | Five Guys Holdings, Inc. 2017-1A A2, 4.600%, 07/25/2047 | | | | | 3,558,074 | | | | | | 0.1 | | |
103,805 | | | GSAMP Trust 2007-FM1 A2A, 1.694%, (US0001M + 0.070)%, 12/25/2036 | | | | | 55,065 | | | | | | 0.0 | | |
1,138,009 (2) | | | HERO Funding Trust 2015-2A A, 3.990%, 09/20/2040 | | | | | 1,136,111 | | | | | | 0.0 | | |
10,000,000 (2) | | | LCM 26A A2 Ltd., 2.313%, (US0003M + 1.250)%, 01/20/2031 | | | | | 9,636,200 | | | | | | 0.4 | | |
2,450,000 (2) | | | LCM 30A CR Ltd., 3.063%, (US0003M + 2.000)%, 04/20/2031 | | | | | 2,293,937 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
58,753 | | | Long Beach Mortgage Loan Trust 2004-4 1A1, 2.184%, (US0001M + 0.560)%, 10/25/2034 | | | | $ | 55,203 | | | | | | 0.0 | | |
2,090,000 (2) | | | Madison Park Funding XLVIII Ltd. 2021-48A C, 3.044%, (US0003M + 2.000)%, 04/19/2033 | | | | | 1,970,233 | | | | | | 0.1 | | |
1,650,000 (2) | | | Madison Park Funding XXI Ltd. 2016-21A ABRR, 2.444%, (US0003M + 1.400)%, 10/15/2032 | | | | | 1,539,222 | | | | | | 0.1 | | |
1,247,457 (2) | | | Marlette Funding Trust 2019-2A C, 4.110%, 07/16/2029 | | | | | 1,241,318 | | | | | | 0.0 | | |
1,467,854 (2) | | | Mosaic Solar Loan Trust 2018-1A A, 4.010%, 06/22/2043 | | | | | 1,417,712 | | | | | | 0.1 | | |
857,652 (2) | | | Mosaic Solar Loan Trust 2018-2-GS B, 4.740%, 02/22/2044 | | | | | 832,693 | | | | | | 0.0 | | |
1,728,714 (2) | | | Mosaic Solar Loans 2017-2A A LLC, 3.820%, 06/22/2043 | | | | | 1,643,031 | | | | | | 0.1 | | |
1,500,000 (2) | | | Oak Hill Credit Partners 2021-8A C, 2.944%, (US0003M + 1.900)%, 01/18/2034 | | | | | 1,405,571 | | | | | | 0.1 | | |
5,050,000 (2) | | | OCP CLO 2021-21A C Ltd., 2.963%, (US0003M + 1.900)%, 07/20/2034 | | | | | 4,608,201 | | | | | | 0.2 | | |
4,000,000 (2) | | | Octagon Investment Partners XV Ltd. 2013-1A A2R, 2.394%, (US0003M + 1.350)%, 07/19/2030 | | | | | 3,870,080 | | | | | | 0.1 | | |
1,800,000 (2) | | | OHA Credit Funding 9 Ltd. 2021-9A C, 2.944%, (US0003M + 1.900)%, 07/19/2035 | | | | | 1,682,584 | | | | | | 0.1 | | |
4,000,000 (2) | | | Palmer Square CLO 2013-2A BR3 Ltd., 2.894%, (US0003M + 1.850)%, 10/17/2031 | | | | | 3,749,356 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
2,000,000 (2) | | | Palmer Square CLO 2021-3A A2 Ltd., 1.633%, (US0003M + 1.400)%, 01/15/2035 | | | | $ | 1,910,244 | | | | | | 0.1 | | |
7,000,000 (2) | | | Palmer Square CLO Ltd. 2021-2A C, 2.844%, (US0003M + 1.800)%, 07/15/2034 | | | | | 6,479,921 | | | | | | 0.2 | | |
344,806 (3) | | | Popular ABS Mortgage Pass-Through Trust 2005-D A5, 3.549%, 01/25/2036 | | | | | 337,617 | | | | | | 0.0 | | |
2,450,000 (2) | | | Rockland Park CLO Ltd. 2021-1A C, 2.963%, (US0003M + 1.900)%, 04/20/2034 | | | | | 2,280,511 | | | | | | 0.1 | | |
111,731 | | | Small Business Administration Participation Certificates 2007-20L 1, 5.290%, 12/01/2027 | | | | | 114,718 | | | | | | 0.0 | | |
1,000,000 (2) | | | SoFi Consumer Loan Program 2019-2 D Trust, 4.200%, 04/25/2028 | | | | | 986,708 | | | | | | 0.0 | | |
1,522,875 (2) | | | Sonic Capital LLC 2020-1A A2I, 3.845%, 01/20/2050 | | | | | 1,445,247 | | | | | | 0.1 | | |
2,600,000 (2) | | | Sound Point CLO XXIX Ltd. 2021-1A C1, 3.484%, (US0003M + 2.300)%, 04/25/2034 | | | | | 2,440,381 | | | | | | 0.1 | | |
2,800,000 (2) | | | Sound Point CLO XXVI Ltd. 2021-1A C1R, 3.263%, (US0003M + 2.200)%, 07/20/2034 | | | | | 2,609,135 | | | | | | 0.1 | | |
1,840,310 (2) | | | Sunrun Athena Issuer 2018-1 A LLC, 5.310%, 04/30/2049 | | | | | 1,802,769 | | | | | | 0.1 | | |
8,200,000 (2) | | | Symphony CLO XXV Ltd. 2021-25A C, 3.094%, (US0003M + 2.050)%, 04/19/2034 | | | | | 7,622,745 | | | | | | 0.3 | | |
1,737,000 (2) | | | Taco Bell Funding LLC 2018-1A A2II, 4.940%, 11/25/2048 | | | | | 1,667,801 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
1,492,500 (2) | | | Taco Bell Funding LLC 2021-1A A23, 2.542%, 08/25/2051 | | | | $ | 1,224,755 | | | | | | 0.0 | | |
6,000,000 (2) | | | TCW CLO 2020-1A CRR Ltd., 3.113%, (US0003M + 2.050)%, 04/20/2034 | | | | | 5,580,576 | | | | | | 0.2 | | |
5,500,000 (2) | | | TES LLC 2017-1A B, 7.740%, 10/20/2047 | | | | | 5,326,802 | | | | | | 0.2 | | |
7,000,000 (2) | | | THL Credit Wind River 2017-3A CR Clo Ltd., 3.544%, (US0003M + 2.500)%, 04/15/2035 | | | | | 6,642,503 | | | | | | 0.2 | | |
7,000,000 (2) | | | Trinitas Clo VII Ltd. 2017-7A A1R, 2.384%, (US0003M + 1.200)%, 01/25/2035 | | | | | 6,707,351 | | | | | | 0.3 | | |
1,251,250 (2) | | | Triton Container Finance VIII LLC 2021-1A A, 1.860%, 03/20/2046 | | | | | 1,094,730 | | | | | | 0.0 | | |
| | | | | | | | 147,581,226 | | | | | | 5.6 | | |
| | | Student Loan Asset-Backed Securities: 0.7% | | ||||||||||||
501,262 (2) | | | Commonbond Student Loan Trust 2017-BGS B, 3.260%, 09/25/2042 | | | | | 487,869 | | | | | | 0.0 | | |
348,186 (2) | | | Commonbond Student Loan Trust 2018-AGS A1, 3.210%, 02/25/2044 | | | | | 340,306 | | | | | | 0.0 | | |
602,872 (2) | | | Commonbond Student Loan Trust 2018-BGS B, 3.990%, 09/25/2045 | | | | | 591,212 | | | | | | 0.0 | | |
2,000,000 (2) | | | Navient Private Education Refi Loan Trust 2018-A B, 3.680%, 02/18/2042 | | | | | 1,997,649 | | | | | | 0.1 | | |
1,550,000 (2) | | | SMB Private Education Loan Trust 2014-A C, 4.500%, 09/15/2045 | | | | | 1,381,281 | | | | | | 0.0 | | |
1,500,000 (2) | | | SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/2041 | | | | | 1,434,606 | | | | | | 0.1 | | |
2,500,000 (2)(3) | | | SoFi Professional Loan Program 2017-C B, 3.560%, 07/25/2040 | | | | | 2,440,909 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Student Loan Asset-Backed Securities (continued) | | ||||||||||||
2,100,000 (2) | | | SoFi Professional Loan Program 2017-F BFX LLC, 3.620%, 01/25/2041 | | | | $ | 2,022,715 | | | | | | 0.1 | | |
2,200,000 (2) | | | Sofi Professional Loan Program 2018-A B LLC, 3.610%, 02/25/2042 | | | | | 2,125,291 | | | | | | 0.1 | | |
5,000,000 (2) | | | Sofi Professional Loan Program 2018-B BFX Trust, 3.830%, 08/25/2047 | | | | | 4,838,100 | | | | | | 0.2 | | |
798,332 (2) | | | Sofi Professional Loan Program 2018-C A2FX Trust, 3.590%, 01/25/2048 | | | | | 786,897 | | | | | | 0.0 | | |
1,000,000 (2) | | | Sofi Professional Loan Program 2018-D BFX Trust, 4.140%, 02/25/2048 | | | | | 947,426 | | | | | | 0.0 | | |
| | | | | | | | 19,394,261 | | | | | | 0.7 | | |
| | | Total Asset-Backed Securities (Cost $179,913,714) | | | | | 170,378,487 | | | | | | 6.4 | | |
| | |||||||||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 5.3% | | |||||||||||||||
12,350,158 (3)(4) | | | BANK 2019-BNK16 XA, 1.103%, 02/15/2052 | | | | | 593,558 | | | | | | 0.0 | | |
50,672,153 (3)(4) | | | BANK 2019-BNK19 XA, 1.087%, 08/15/2061 | | | | | 2,670,709 | | | | | | 0.1 | | |
22,800,000 (2)(3)(4) | | | BBCCRE Trust 2015-GTP XA, 0.749%, 08/10/2033 | | | | | 401,362 | | | | | | 0.0 | | |
27,278,861 (3)(4) | | | Benchmark 2019-B12 XA Mortgage Trust, 1.179%, 08/15/2052 | | | | | 1,337,743 | | | | | | 0.1 | | |
19,469,445 (3)(4) | | | Benchmark 2019-B9 XA Mortgage Trust, 1.202%, 03/15/2052 | | | | | 1,031,466 | | | | | | 0.0 | | |
3,537,000 (2)(8) | | | BMD2 Re-Remic Trust 2019-FRR1 3AB, 0.000%, 05/25/2052 | | | | | 2,441,700 | | | | | | 0.1 | | |
1,348,000 (2)(3) | | | BMD2 Re-Remic Trust 2019-FRR1 6B10, 2.520%, 05/25/2052 | | | | | 1,089,726 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
4,000,000 (2) | | | BX Commercial Mortgage Trust 2021-IRON E, 3.674%, (US0001M + 2.350)%, 02/15/2038 | | | | $ | 3,704,603 | | | | | | 0.1 | | |
17,019,337 (3)(4) | | | CD 2016-CD1 Mortgage Trust XA, 1.504%, 08/10/2049 | | | | | 713,755 | | | | | | 0.0 | | |
1,865,000 (2)(3) | | | Citigroup Commercial Mortgage Trust 2016-C2 E, 4.578%, 08/10/2049 | | | | | 1,362,254 | | | | | | 0.1 | | |
34,732,289 (3)(4) | | | Citigroup Commercial Mortgage Trust 2017-P8 XA, 1.023%, 09/15/2050 | | | | | 1,259,398 | | | | | | 0.1 | | |
51,421,279 (3)(4) | | | Citigroup Commercial Mortgage Trust 2018-C5 XA, 0.690%, 06/10/2051 | | | | | 1,605,555 | | | | | | 0.1 | | |
2,101,000 (2)(3) | | | Citigroup Commercial Mortgage Trust 2018-C6 D, 5.234%, 11/10/2051 | | | | | 1,873,980 | | | | | | 0.1 | | |
852,512 (3)(4) | | | COMM 2012-CR2 XA, 1.536%, 08/15/2045 | | | | | 341 | | | | | | 0.0 | | |
16,622,455 (3)(4) | | | COMM 2012-CR3 XA, 1.980%, 10/15/2045 | | | | | 51,432 | | | | | | 0.0 | | |
65,166,000 (2)(3)(4) | | | COMM 2012-CR4 XB, 0.768%, 10/15/2045 | | | | | 148,367 | | | | | | 0.0 | | |
15,194,083 (3)(4) | | | COMM 2012-CR5 XA, 1.646%, 12/10/2045 | | | | | 19,224 | | | | | | 0.0 | | |
1,910,000 (2)(3) | | | COMM 2013-CR10 E Mortgage Trust, 5.063%, 08/10/2046 | | | | | 1,792,100 | | | | | | 0.1 | | |
72,331,808 (3)(4) | | | COMM 2016-CR28 XA, 0.776%, 02/10/2049 | | | | | 1,316,388 | | | | | | 0.1 | | |
3,906,000 (2)(3) | | | COMM 2020-CBM F Mortgage Trust, 3.754%, 02/10/2037 | | | | | 3,421,578 | | | | | | 0.1 | | |
750,000 (2) | | | CSAIL 2020-C19 E Commercial Mortgage Trust, 2.500%, 03/15/2053 | | | | | 527,984 | | | | | | 0.0 | | |
3,616,000 (2) | | | CSWF 2021-SOP2 D, 3.641%, (US0001M + 2.317)%, 06/15/2034 | | | | | 3,398,433 | | | | | | 0.1 | | |
2,939,417 (2)(7) | | | DBUBS 2011-LC2A F Mortgage Trust, 4.000%, (US0001M + 3.650)%, 07/10/2044 | | | | | 2,936,166 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
10,482,280 | | | Freddie Mac Multifamily 2021-ML08-X-US Certificates Sustainability Bonds, 1.846%, 07/25/2037 | | | | $ | 1,688,883 | | | | | | 0.1 | | |
8,073,094 (3)(4) | | | Freddie Mac Multifamily Structured Pass Through Certificates K020 X3, 3.727%, 05/25/2040 | | | | | 12 | | | | | | 0.0 | | |
36,935,042 (3)(4) | | | Freddie Mac Multifamily Structured Pass Through Certificates K023 X1, 1.285%, 08/25/2022 | | | | | 5,747 | | | | | | 0.0 | | |
22,000,000 (3)(4) | | | Freddie Mac Multifamily Structured Pass Through Certificates K028 X3, 1.718%, 06/25/2041 | | | | | 269,424 | | | | | | 0.0 | | |
27,650,000 (3)(4) | | | Freddie Mac Multifamily Structured Pass Through Certificates K029 X3, 1.645%, 05/25/2041 | | | | | 347,761 | | | | | | 0.0 | | |
10,700,000 (3)(4) | | | Freddie Mac Multifamily Structured Pass Through Certificates K035 X3, 1.849%, 12/25/2041 | | | | | 212,810 | | | | | | 0.0 | | |
7,871,000 (2)(8) | | | FREMF 2016-K60 D Mortgage Trust, 0.000%, 12/25/2049 | | | | | 5,614,261 | | | | | | 0.2 | | |
1,245,370 (2) | | | FREMF 2019-KBF3 C Mortgage Trust, 5.870%, (US0001M + 4.750)%, 01/25/2029 | | | | | 1,243,453 | | | | | | 0.0 | | |
5,200,000 (2)(8) | | | FREMF 2019-KG01 C Mortgage Trust, 0.000%, 05/25/2029 | | | | | 3,038,658 | | | | | | 0.1 | | |
66,299,945 (2)(4) | | | FREMF 2019-KG01 X2A Mortgage Trust, 0.100%, 04/25/2029 | | | | | 250,955 | | | | | | 0.0 | | |
7,380,000 (2)(4) | | | FREMF 2019-KG01 X2B Mortgage Trust, 0.100%, 05/25/2029 | | | | | 35,311 | | | | | | 0.0 | | |
1,000,000 (2)(3) | | | FRR Re-REMIC Trust 2018-C1 B725, 2.954%, 02/27/2050 | | | | | 955,341 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
3,000,000 (2)(3)(9) | | | FRR Re-REMIC Trust 2018-C1 C725, 0.370%, 02/27/2050 | | | | $ | 2,705,827 | | | | | | 0.1 | | |
2,532,000 (2) | | | GAM RE-REMIC TR 2021-FFR2 BK44, 1.750%, 09/27/2051 | | | | | 2,251,975 | | | | | | 0.1 | | |
2,845,000 (2) | | | GAM RE-REMIC TR 2021-FFR2 BK78, 2.430%, 09/27/2051 | | | | | 2,278,370 | | | | | | 0.1 | | |
2,164,000 (2)(8) | | | GAM RE-REMIC TR 2021-FFR2 C730, 0.000%, 09/27/2051 | | | | | 1,830,163 | | | | | | 0.1 | | |
2,631,000 (2)(8) | | | GAM RE-REMIC TR 2021-FFR2 CK44, 0.000%, 09/27/2051 | | | | | 2,172,507 | | | | | | 0.1 | | |
2,140,000 (2) | | | GAM RE-REMIC TR 2021-FFR2 CK49, 1.050%, 09/27/2051 | | | | | 1,821,187 | | | | | | 0.1 | | |
1,817,000 (2)(8) | | | GAM RE-REMIC TR 2021-FFR2 CK78, 0.000%, 09/27/2051 | | | | | 1,150,455 | | | | | | 0.0 | | |
2,163,000 (2)(8) | | | GAM RE-REMIC TR 2021-FFR2 D730, 0.000%, 09/27/2051 | | | | | 1,784,731 | | | | | | 0.1 | | |
2,140,000 (2)(8) | | | GAM RE-REMIC TR 2021-FFR2 DK49, 0.000%, 09/27/2051 | | | | | 1,691,731 | | | | | | 0.1 | | |
6,158,000 (2) | | | GAM Re-REMIC Trust 2021-FRR1 1B, 0.890%, 11/29/2050 | | | | | 4,786,070 | | | | | | 0.2 | | |
8,097,000 (2) | | | GAM Re-REMIC Trust 2021-FRR1 2B, 1.190%, 11/29/2050 | | | | | 5,775,510 | | | | | | 0.2 | | |
4,451,000 (2)(4) | | | GAM Resecuritization Trust 2022-FRR3 BK47, 2.038%, 01/29/2052 | | | | | 3,670,694 | | | | | | 0.1 | | |
3,030,000 (2)(9) | | | GAM Resecuritization Trust 2022-FRR3 BK61, 0.820%, 01/29/2052 | | | | | 2,378,827 | | | | | | 0.1 | | |
3,298,000 (2)(9) | | | GAM Resecuritization Trust 2022-FRR3 BK89, 1.280%, 01/27/2052 | | | | | 2,260,753 | | | | | | 0.1 | | |
1,723,000 (2)(9) | | | GAM Resecuritization Trust 2022-FRR3 C728, 0.460%, 08/27/2050 | | | | | 1,513,239 | | | | | | 0.1 | | |
1,756,000 (2)(9) | | | GAM Resecuritization Trust 2022-FRR3 CK47, 0.640%, 05/27/2048 | | | | | 1,486,528 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
2,125,000 (2)(9) | | | GAM Resecuritization Trust 2022-FRR3 CK61, 1.080%, 11/27/2049 | | | | $ | 1,579,078 | | | | | | 0.1 | | |
1,483,000 (2)(4) | | | GAM Resecuritization Trust 2022-FRR3 CK71, 1.411%, 01/29/2052 | | | | | 1,115,947 | | | | | | 0.0 | | |
1,728,000 (2)(9) | | | GAM Resecuritization Trust 2022-FRR3 CK89, 1.500%, 01/27/2052 | | | | | 1,109,300 | | | | | | 0.0 | | |
1,724,000 (2)(9) | | | GAM Resecuritization Trust 2022-FRR3 D728, 0.520%, 01/29/2052 | | | | | 1,476,439 | | | | | | 0.1 | | |
2,328,000 (2)(9) | | | GAM Resecuritization Trust 2022-FRR3 DK27, 0.140%, 12/27/2045 | | | | | 2,250,253 | | | | | | 0.1 | | |
1,388,000 (2)(9) | | | GAM Resecuritization Trust 2022-FRR3 DK41, 0.560%, 10/27/2047 | | | | | 1,204,885 | | | | | | 0.0 | | |
1,755,000 (2)(9) | | | GAM Resecuritization Trust 2022-FRR3 DK47, 0.720%, 05/27/2048 | | | | | 1,454,564 | | | | | | 0.1 | | |
580,000 (2)(9) | | | GAM Resecuritization Trust 2022-FRR3 EK27, 0.180%, 12/27/2045 | | | | | 555,358 | | | | | | 0.0 | | |
924,000 (2)(9) | | | GAM Resecuritization Trust 2022-FRR3 EK41, 0.610%, 01/29/2052 | | | | | 771,968 | | | | | | 0.0 | | |
28,218,114 (3)(4) | | | GS Mortgage Securities Trust 2013-GC16 XA, 1.179%, 11/10/2046 | | | | | 274,308 | | | | | | 0.0 | | |
38,597,852 (3)(4) | | | GS Mortgage Securities Trust 2014-GC22 XA, 1.096%, 06/10/2047 | | | | | 466,038 | | | | | | 0.0 | | |
6,930,000 (2)(3) | | | GS Mortgage Securities Trust 2019-GC40 DBD, 3.668%, 07/10/2052 | | | | | 6,377,662 | | | | | | 0.2 | | |
5,310,000 (2)(3) | | | GS Mortgage Securities Trust 2019-GC40 DBE, 3.668%, 07/10/2052 | | | | | 4,807,325 | | | | | | 0.2 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
105,209,757 (3)(4) | | | GS Mortgage Securities Trust 2019-GC42 XA, 0.932%, 09/01/2052 | | | | $ | 4,538,823 | | | | | | 0.2 | | |
4,020,488 (3)(4) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX XA, 0.552%, 06/15/2045 | | | | | 6 | | | | | | 0.0 | | |
38,520,137 (3)(4) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 XA, 0.724%, 12/15/2049 | | | | | 781,198 | | | | | | 0.0 | | |
3,720,000 (2)(3) | | | JPMBB Commercial Mortgage Securities Trust 2013-C17 D, 5.049%, 01/15/2047 | | | | | 3,473,591 | | | | | | 0.1 | | |
1,982,285 (3)(4) | | | JPMBB Commercial Mortgage Securities Trust 2015-C28 XA, 1.095%, 10/15/2048 | | | | | 36,006 | | | | | | 0.0 | | |
292,068 (2)(3)(4) | | | LB-UBS Commercial Mortgage Trust 2006-C7 XCL, 0.637%, 11/15/2038 | | | | | 0 | | | | | | — | | |
1,525,929 (2)(3)(4) | | | LB-UBS Commercial Mortgage Trust 2006-C7 XW, 0.637%, 11/15/2038 | | | | | 2 | | | | | | 0.0 | | |
688,079 (2) | | | Life 2021-BMR F Mortgage Trust, 3.674%, (US0001M + 2.350)%, 03/15/2038 | | | | | 642,859 | | | | | | 0.0 | | |
8,200,000 | | | RFM 2022-WF1, 3.750%, 05/27/2027 | | | | | 8,200,000 | | | | | | 0.3 | | |
2,060,000 (2)(3) | | | UBS-Barclays Commercial Mortgage Trust 2012-C4 D, 4.606%, 12/10/2045 | | | | | 1,942,596 | | | | | | 0.1 | | |
25,874,104 (3)(4) | | | Wells Fargo Commercial Mortgage Trust 2014-LC18 XA, 1.182%, 12/15/2047 | | | | | 483,350 | | | | | | 0.0 | | |
24,936,725 (3)(4) | | | Wells Fargo Commercial Mortgage Trust 2021-C59 E, 1.676%, 04/15/2054 | | | | | 2,380,247 | | | | | | 0.1 | | |
696,126 (2)(3) | | | WFRBS Commercial Mortgage Trust 2011-C5 E, 5.703%, 11/15/2044 | | | | | 694,024 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
2,327,411 (2)(3)(4) | | | WFRBS Commercial Mortgage Trust 2012-C8 XA, 1.491%, 08/15/2045 | | | | $ | 77 | | | | | | 0.0 | | |
9,020,000 (2)(3) | | | WFRBS Commercial Mortgage Trust 2013-C11 F, 4.371%, 03/15/2045 | | | | | 7,974,137 | | | | | | 0.3 | | |
26,326,899 (2)(3)(4) | | | WFRBS Commercial Mortgage Trust 2013-C12 XA, 1.221%, 03/15/2048 | | | | | 113,687 | | | | | | 0.0 | | |
| | | Total Commercial Mortgage-Backed Securities (Cost $148,780,775) | | | | | 141,622,733 | | | | | | 5.3 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
MUTUAL FUNDS: 25.3% | | |||||||||||||||
| | | Affiliated Investment Companies: 25.3% | | ||||||||||||
10,289,334 | | | Voya Emerging Markets Corporate Debt Fund - Class P | | | | | 83,137,817 | | | | | | 3.2 | | |
15,378,418 | | | Voya Emerging Markets Hard Currency Debt Fund - Class P | | | | | 111,801,096 | | | | | | 4.2 | | |
95,766 | | | Voya Floating Rate Fund - Class P | | | | | 798,692 | | | | | | 0.0 | | |
20,973,744 | | | Voya High Yield Bond Fund - Class P | | | | | 139,475,398 | | | | | | 5.3 | | |
16,344,006 | | | Voya Investment Grade Credit Fund - Class P | | | | | 151,835,814 | | | | | | 5.7 | | |
19,797,467 | | | Voya Securitized Credit Fund - Class P | | | | | 183,522,520 | | | | | | 6.9 | | |
| | | Total Mutual Funds (Cost $780,205,426) | | | | | 670,571,337 | | | | | | 25.3 | | |
| | | Value | | | Percentage of Net Assets | | |||||||||
PURCHASED OPTIONS (10): 0.0% | | |||||||||||||||
| | | Total Purchased Options (Cost $1,124,624) | | | | | 564,189 | | | | | | 0.0 | | |
| | | Total Long-Term Investments (Cost $3,168,683,989) | | | | | 2,910,036,650 | | | | | | 109.6 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 4.7% | | |||||||||||||||
| | | Commercial Paper: 0.1% | | ||||||||||||
1,976,000 (11) | | | Liberty Street Funding LLC, 1.550%, 07/01/2022 (Cost $1,975,915) | | | | $ | 1,975,915 | | | | | | 0.1 | | |
| | |||||||||||||||
| | | Floating Rate Notes: 0.6% | | ||||||||||||
600,000 (11) | | | ANZ Bank, 1.660%, 08/18/2022 | | | | | 599,908 | | | | | | 0.0 | | |
750,000 (11) | | | Bank of America N.A., 1.620%, 07/06/2022 | | | | | 749,997 | | | | | | 0.1 | | |
400,000 (11) | | | Bank of Montreal, 1.650%, 07/25/2022 | | | | | 399,989 | | | | | | 0.0 | | |
725,000 (11) | | | Bank of Nova Scotia, 1.650%, 07/12/2022 | | | | | 725,013 | | | | | | 0.1 | | |
525,000 (11) | | | Bayeriche Landesbank of New York, 1.710%, 07/27/2022 | | | | | 525,003 | | | | | | 0.0 | | |
625,000 (11) | | | Commonwealth Bank of Australia, 1.690%, 09/01/2022 | | | | | 624,846 | | | | | | 0.0 | | |
375,000 (11) | | | Cooperatieve Rabobank U.A./New York, 1.640%, 07/11/2022 | | | | | 375,006 | | | | | | 0.0 | | |
725,000 (11) | | | Cooperatieve Rabobank U.A./New York, 1.650%, 08/03/2022 | | | | | 724,960 | | | | | | 0.0 | | |
725,000 (11) | | | Credit Agricole, 1.650%, 08/04/2022 | | | | | 725,005 | | | | | | 0.0 | | |
725,000 (11) | | | Credit Industriel et Commercial, 1.640%, 07/05/2022 | | | | | 725,010 | | | | | | 0.1 | | |
700,000 (11) | | | Credit Industriel et Commercial, 1.650%, 07/07/2022 | | | | | 700,012 | | | | | | 0.0 | | |
325,000 (11) | | | DNB Bank ASA, 1.650%, 07/08/2022 | | | | | 325,006 | | | | | | 0.0 | | |
600,000 (11) | | | Mizuho Bank Ltd., 1.680%, 07/25/2022 | | | | | 599,992 | | | | | | 0.0 | | |
725,000 (11) | | | National Australia Bank Ltd., 1.640%, 08/08/2022 | | | | | 724,937 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Floating Rate Notes (continued) | | ||||||||||||
400,000 (11) | | | National Australia Bank Ltd., 1.660%, 08/15/2022 | | | | $ | 399,956 | | | | | | 0.0 | | |
725,000 (11) | | | National Bank of Canada, 1.670%, 08/09/2022 | | | | | 724,951 | | | | | | 0.0 | | |
725,000 (11) | | | Natixis SA, 1.630%, 07/11/2022 | | | | | 725,010 | | | | | | 0.1 | | |
600,000 (11) | | | Royal Bank of Canada, 1.640%, 07/11/2022 | | | | | 600,009 | | | | | | 0.0 | | |
650,000 (11) | | | Royal Bank of Canada, 1.660%, 08/16/2022 | | | | | 649,912 | | | | | | 0.0 | | |
725,000 (11) | | | Skandinaviska Enskilda Banken AB, 1.650%, 07/20/2022 | | | | | 724,988 | | | | | | 0.0 | | |
725,000 (11) | | | Societe Generale, 1.670%, 08/08/2022 | | | | | 725,073 | | | | | | 0.1 | | |
650,000 (11) | | | Starbird Funding Corp., 1.690%, 08/23/2022 | | | | | 649,885 | | | | | | 0.0 | | |
500,000 (11) | | | Sumitomo Mitsui Trust Bank Ltd., 1.670%, 07/25/2022 | | | | | 499,993 | | | | | | 0.0 | | |
250,000 (11) | | | Sumitomo Mitsui Trust Bank Ltd., 1.670%, 07/28/2022 | | | | | 249,996 | | | | | | 0.0 | | |
725,000 (11) | | | Svenska Handelsbanken AB, 1.640%, 07/11/2022 | | | | | 725,010 | | | | | | 0.0 | | |
275,000 (11) | | | Svenska Handelsbanken AB, 1.670%, 07/29/2022 | | | | | 274,991 | | | | | | 0.0 | | |
325,000 (11) | | | Toronto-Dominion Bank, 1.650%, 07/25/2022 | | | | | 324,993 | | | | | | 0.0 | | |
750,000 (11) | | | Westpac Banking Corp., 1.650%, 08/02/2022 | | | | | 749,964 | | | | | | 0.1 | | |
| | | Total Floating Rate Notes (Cost $16,549,415) | | | | | 16,549,415 | | | | | | 0.6 | | |
| |
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements: 2.3% | | ||||||||||||
1,881,495 (11) | | | Bank of America Inc., Repurchase Agreement dated 06/30/22, 1.45%, due 07/01/22 (Repurchase Amount $1,881,570, collateralized by various U.S. Government Securities, 2.375%, Market Value plus accrued interest $1,919,125, due 05/15/29) | | | | $ | 1,881,495 | | | | | | 0.1 | | |
13,044,062 (11) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $13,044,616, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 9.000%, Market Value plus accrued interest $13,304,943, due 08/01/22-01/20/68) | | | | | 13,044,062 | | | | | | 0.5 | | |
6,893,617 (11) | | | Citadel Securities LLC, Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $6,893,910, collateralized by various U.S. Government Securities, 0.000%-7.250%, Market Value plus accrued interest $7,031,846, due 07/21/22-05/15/52) | | | | | 6,893,617 | | | | | | 0.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
3,749,424 (11) | | | Industrial & Comm. Bank of China, Repurchase Agreement dated 06/30/22, 1.50%, due 07/01/22 (Repurchase Amount $3,749,578, collateralized by various U.S. Government Securities, 0.000%-3.250%, Market Value plus accrued interest $3,824,413, due 12/29/22-06/30/27) | | | | $ | 3,749,424 | | | | | | 0.1 | | |
4,467,681 (11) | | | Mirae Asset Securities USA Inc., Repurchase Agreement dated 06/30/22, 1.59%, due 07/01/22 (Repurchase Amount $4,467,876, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.550%-8.250%, Market Value plus accrued interest $4,557,236, due 08/01/22-02/20/72) | | | | | 4,467,681 | | | | | | 0.2 | | |
22,797,493 (11) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $22,798,461, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 6.875%, Market Value plus accrued interest $23,253,443, due 08/16/22-05/20/52) | | | | | 22,797,493 | | | | | | 0.8 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
8,080,092 (11) | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $8,080,435, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $8,241,706, due 01/15/25-02/15/51) | | | | $ | 8,080,092 | | | | | | 0.3 | | |
| | | Total Repurchase Agreements (Cost $60,913,864) | | | | | 60,913,864 | | | | | | 2.3 | | |
| | |||||||||||||||
| | | Time Deposits: 0.4% | | ||||||||||||
2,400,000 (11) | | | Barclays Bank PLC, 1.590%, 07/01/2022 | | | | | 2,400,000 | | | | | | 0.1 | | |
500,000 (11) | | | DZ Bank AG, 1.550%, 07/01/2022 | | | | | 500,000 | | | | | | 0.0 | | |
2,230,000 (11) | | | Landesbank Baden-Wurttemberg, 1.570%, 07/01/2022 | | | | | 2,230,000 | | | | | | 0.1 | | |
1,800,000 (11) | | | Mizuho Bank Ltd., 1.570%, 07/01/2022 | | | | | 1,800,000 | | | | | | 0.1 | | |
1,160,000 (11) | | | Royal Bank of Canada, 1.570%, 07/01/2022 | | | | | 1,160,000 | | | | | | 0.0 | | |
1,670,000 (11) | | | Skandinaviska Enskilda Banken AB, 1.560%, 07/01/2022 | | | | | 1,670,000 | | | | | | 0.0 | | |
2,040,000 (11) | | | Toronto-Dominion Bank, 1.560%, 07/01/2022 | | | | | 2,040,000 | | | | | | 0.1 | | |
| | | Total Time Deposits (Cost $11,800,000) | | | | | 11,800,000 | | | | | | 0.4 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds: 1.3% | | ||||||||||||
2,436,000 (11)(12) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 1.320% | | | | | 2,436,000 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Mutual Funds (continued) | | ||||||||||||
2,608,000 (11)(12) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 1.380% | | | | $ | 2,608,000 | | | | | | 0.1 | | |
29,497,000 (11)(12) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 1.380% | | | | | 29,497,000 | | | | | | 1.1 | | |
| | | Total Mutual Funds (Cost $34,541,000) | | | | | 34,541,000 | | | | | | 1.3 | | |
| | | Total Short-Term Investments (Cost $125,780,194) | | | | | 125,780,194 | | | | | | 4.7 | | |
| | | Total Investments in Securities (Cost $3,294,464,183) | | | | $ | 3,035,816,844 | | | | | | 114.3 | | |
| | | Liabilities in Excess of Other Assets | | | | | (380,062,156) | | | | | | (14.3) | | |
| | | Net Assets | | | | $ | 2,655,754,688 | | | | | | 100.0 | | |
|
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
| Investment Type Allocation as of June 30, 2022 (as a percentage of net assets) | | |||
| Mutual Funds | | | 25.3% | |
| Corporate Bonds/Notes | | | 24.4% | |
| U.S. Government Agency Obligations | | | 22.6% | |
| Collateralized Mortgage Obligations | | | 14.8% | |
| U.S. Treasury Obligations | | | 10.7% | |
| Asset-Backed Securities | | | 6.4% | |
| Commercial Mortgage-Backed Securities | | | 5.3% | |
| Municipal Bonds | | | 0.1% | |
| Purchased Options | | | 0.0%^ | |
| Liabilities in Excess of Other Assets* | | | (9.6)% | |
| Net Assets | | | 100.0% | |
| ^ Amount is less than 0.005%. | | |||
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| | | 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, 2022 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Mutual Funds | | | | $ | 670,571,337 | | | | | $ | — | | | | | $ | — | | | | | $ | 670,571,337 | | |
Purchased Options | | | | | — | | | | | | 564,189 | | | | | | — | | | | | | 564,189 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 647,288,565 | | | | | | — | | | | | | 647,288,565 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 393,000,384 | | | | | | — | | | | | | 393,000,384 | | |
Municipal Bonds | | | | | — | | | | | | 1,795,031 | | | | | | — | | | | | | 1,795,031 | | |
Asset-Backed Securities | | | | | — | | | | | | 170,378,487 | | | | | | — | | | | | | 170,378,487 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 599,828,992 | | | | | | — | | | | | | 599,828,992 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 138,686,567 | | | | | | 2,936,166 | | | | | | 141,622,733 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 284,986,932 | | | | | | — | | | | | | 284,986,932 | | |
Short-Term Investments | | | | | 34,541,000 | | | | | | 91,239,194 | | | | | | — | | | | | | 125,780,194 | | |
Total Investments, at fair value | | | | $ | 705,112,337 | | | | | $ | 2,327,768,341 | | | | | $ | 2,936,166 | | | | | $ | 3,035,816,844 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | | — | | | | | | 2,076,206 | | | | | | — | | | | | | 2,076,206 | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 1,330,714 | | | | | | — | | | | | | 1,330,714 | | |
Futures | | | | | 414,433 | | | | | | — | | | | | | — | | | | | | 414,433 | | |
Total Assets | | | | $ | 705,526,770 | | | | | $ | 2,331,175,261 | | | | | $ | 2,936,166 | | | | | $ | 3,039,638,197 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | $ | — | | | | | $ | (89,514) | | | | | $ | — | | | | | $ | (89,514) | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | (325,373) | | | | | | — | | | | | | (325,373) | | |
Forward Premium Swaptions | | | | | — | | | | | | (696,212) | | | | | | — | | | | | | (696,212) | | |
Futures | | | | | (4,960,409) | | | | | | — | | | | | | — | | | | | | (4,960,409) | | |
Written Options | | | | | — | | | | | | (614,741) | | | | | | — | | | | | | (614,741) | | |
Total Liabilities | | | | $ | (4,960,409) | | | | | $ | (1,725,840) | | | | | $ | — | | | | | $ | (6,686,249) | | |
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/2021 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/2022 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Corporate Debt Fund – Class P | | | | $ | 99,395,231 | | | | | $ | 1,994,541 | | | | | $ | — | | | | | $ | (18,251,955) | | | | | $ | 83,137,817 | | | | | $ | 1,994,542 | | | | | $ | — | | | | | $ | — | | |
Voya Emerging Markets Hard Currency Debt Fund – Class P | | | | | 140,639,743 | | | | | | 3,129,033 | | | | | | — | | | | | | (31,967,680) | | | | | | 111,801,096 | | | | | | 3,129,034 | | | | | | — | | | | | | — | | |
Voya Emerging Markets Local Currency Debt Fund – Class P | | | | | 54,094,440 | | | | | | 130,471 | | | | | | (71,225,272) | | | | | | 17,000,361 | | | | | | — | | | | | | 297,218 | | | | | | (23,301,872) | | | | | | — | | |
Voya Floating Rate Fund Class P | | | | | 845,247 | | | | | | 18,924 | | | | | | — | | | | | | (65,479) | | | | | | 798,692 | | | | | | 18,925 | | | | | | — | | | | | | — | | |
Voya High Yield Bond Fund – Class P | | | | | 138,305,077 | | | | | | 29,198,793 | | | | | | — | | | | | | (28,028,472) | | | | | | 139,475,398 | | | | | | 4,198,770 | | | | | | — | | | | | | — | | |
Voya Investment Grade Credit Fund – Class P | | | | | 179,068,657 | | | | | | 2,237,650 | | | | | | (158,940) | | | | | | (29,311,553) | | | | | | 151,835,814 | | | | | | 2,237,650 | | | | | | (158,940) | | | | | | — | | |
Voya Securitized Credit Fund – Class P | | | | | 193,421,253 | | | | | | — | | | | | | — | | | | | | (9,898,733) | | | | | | 183,522,520 | | | | | | 3,202,509 | | | | | | — | | | | | | — | | |
| | | | $ | 805,769,648 | | | | | $ | 36,709,412 | | | | | $ | (71,384,212) | | | | | $ | (100,523,511) | | | | | $ | 670,571,337 | | | | | $ | 15,078,648 | | | | | $ | (23,460,812) | | | | | $ | — | | |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | |||
USD 1,706,546 | | | HUF 621,498,481 | | | Barclays Bank PLC | | | 07/29/22 | | | | $ | 70,625 | | |
USD 614,209 | | | TRY 11,065,391 | | | Barclays Bank PLC | | | 07/29/22 | | | | | (38,684) | | |
PHP 4,202,365 | | | USD 76,473 | | | Barclays Bank PLC | | | 08/05/22 | | | | | (224) | | |
USD 4,626,857 | | | THB 158,691,497 | | | Barclays Bank PLC | | | 08/05/22 | | | | | 131,856 | | |
MYR 13,034,344 | | | USD 2,960,265 | | | Barclays Bank PLC | | | 08/05/22 | | | | | (1,474) | | |
USD 2,962,687 | | | MYR 13,034,344 | | | Barclays Bank PLC | | | 08/05/22 | | | | | 3,896 | | |
THB 158,691,497 | | | USD 4,521,383 | | | Barclays Bank PLC | | | 08/05/22 | | | | | (26,382) | | |
HUF 621,498,481 | | | USD 1,623,833 | | | BNP Paribas | | | 07/29/22 | | | | | 12,087 | | |
USD 5,519,147 | | | CNY 36,684,320 | | | BNP Paribas | | | 08/05/22 | | | | | 40,591 | | |
CNY 36,684,320 | | | USD 5,479,993 | | | BNP Paribas | | | 08/05/22 | | | | | (1,436) | | |
CLP 1,551,286,349 | | | USD 1,679,803 | | | BNP Paribas | | | 08/05/22 | | | | | (1,837) | | |
SGD 305,095 | | | USD 221,646 | | | BNP Paribas | | | 08/05/22 | | | | | (2,034) | | |
USD 4,119,865 | | | ZAR 63,520,811 | | | Citibank N.A. | | | 07/29/22 | | | | | 225,774 | | |
USD 3,341 | | | ILS 11,094 | | | Citibank N.A. | | | 07/29/22 | | | | | 161 | | |
ZAR 63,520,811 | | | USD 3,986,131 | | | Goldman Sachs & Co. | | | 07/29/22 | | | | | (92,040) | | |
RON 6,364,323 | | | USD 1,353,378 | | | Goldman Sachs & Co. | | | 07/29/22 | | | | | (9,991) | | |
PLN 19,482,975 | | | USD 4,365,383 | | | Goldman Sachs & Co. | | | 07/29/22 | | | | | (33,961) | | |
USD 1,369,598 | | | RON 6,364,323 | | | Goldman Sachs & Co. | | | 07/29/22 | | | | | 26,211 | | |
CZK 53,820,783 | | | USD 2,289,374 | | | Goldman Sachs & Co. | | | 07/29/22 | | | | | (18,208) | | |
PEN 6,295,766 | | | USD 1,654,544 | | | Goldman Sachs & Co. | | | 08/05/22 | | | | | (16,017) | | |
USD 5,649,069 | | | IDR 81,522,390,850 | | | HSBC Bank USA N.A. | | | 08/05/22 | | | | | 201,091 | | |
TRY 11,065,391 | | | USD 655,600 | | | JPMorgan Chase Bank N.A. | | | 07/29/22 | | | | | (2,707) | | |
IDR 81,522,390,850 | | | USD 5,490,463 | | | JPMorgan Chase Bank N.A. | | | 08/05/22 | | | | | (42,484) | | |
MXN 122,418,537 | | | USD 6,074,387 | | | JPMorgan Chase Bank N.A. | | | 08/05/22 | | | | | (23,286) | | |
USD 4,525,285 | | | PLN 19,482,975 | | | Morgan Stanley Capital Services LLC | | | 07/29/22 | | | | | 193,863 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | |||
USD 2,319,558 | | | CZK 53,820,783 | | | Morgan Stanley Capital Services LLC | | | 07/29/22 | | | | $ | 48,392 | | |
COP 10,683,261,693 | | | USD 2,572,426 | | | Morgan Stanley Capital Services LLC | | | 08/05/22 | | | | | (14,608) | | |
USD 2,788,905 | | | COP 10,683,261,693 | | | Morgan Stanley Capital Services LLC | | | 08/05/22 | | | | | 231,086 | | |
USD 6,196,183 | | | MXN 122,418,537 | | | Morgan Stanley Capital Services LLC | | | 08/05/22 | | | | | 145,081 | | |
| | | | | | | | | | | | | $ | 1,005,341 | | |
|
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury Long Bond | | | | | 339 | | | | | | 09/21/22 | | | | | $ | 46,993,875 | | | | | $ | (708,007) | | |
U.S. Treasury Ultra Long Bond | | | | | 525 | | | | | | 09/21/22 | | | | | | 81,030,469 | | | | | | (1,665,520) | | |
| | | | | | | | | | | | | | | | $ | 128,024,344 | | | | | $ | (2,373,527) | | |
Short Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 10-Year Note | | | | | (413) | | | | | | 09/21/22 | | | | | | (48,953,406) | | | | | | (145,106) | | |
U.S. Treasury 2-Year Note | | | | | (345) | | | | | | 09/30/22 | | | | | | (72,455,391) | | | | | | 414,433 | | |
U.S. Treasury 5-Year Note | | | | | (610) | | | | | | 09/30/22 | | | | | | (68,472,500) | | | | | | (1,693,310) | | |
U.S. Treasury Ultra 10-Year Note | | | | | (282) | | | | | | 09/21/22 | | | | | | (35,919,750) | | | | | | (748,466) | | |
| | | | | | | | | | | | | | | | $ | (225,801,047) | | | | | $ | (2,172,449) | | |
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 12 | | | Buy | | | | | (5.000) | | | | 12/20/24 | | | USD 27,986,640 | | | | $ | (292,135) | | | | | $ | 1,904,302 | | |
| | | | | | | | | | | | | | | | | | | $ | (292,135) | | | | | $ | 1,904,302 | | |
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 | | | 1-day Secured Overnight Financing Rate | | | Annual | | | | | 2.836% | | | | Annual | | | 07/14/32 | | | | | USD 5,408,500 | | | | | $ | 30,004 | | | | | $ | 30,004 | | |
Pay | | | 1-day Secured Overnight Financing Rate | | | Annual | | | | | 2.897 | | | | Annual | | | 07/14/32 | | | | | USD 5,694,000 | | | | | | 62,068 | | | | | | 62,068 | | |
Pay | | | 1-day Secured Overnight Financing Rate | | | Annual | | | | | 2.941 | | | | Annual | | | 07/14/32 | | | | | USD 5,408,500 | | | | | | 79,832 | | | | | | 79,832 | | |
Receive | | | 1-day Secured Overnight Financing Rate | | | Annual | | | | | 2.933 | | | | Annual | | | 07/14/32 | | | | | USD 2,163,400 | | | | | | (30,421) | | | | | | (30,421) | | |
Receive | | | 1-day Secured Overnight Financing Rate | | | Annual | | | | | 2.981 | | | | Annual | | | 07/14/32 | | | | | USD 3,245,100 | | | | | | (59,093) | | | | | | (59,093) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 82,390 | | | | | $ | 82,390 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Description | | | Counterparty | | | Expiration Date | | | Exercise Price | | | Notional Amount | | | Cost | | | Fair Value | | ||||||
AUD/USD & USD/JPY Dual Digital | | | Standard Chartered Bank | | | | | 08/10/22 | | | | 0.6728 & 126.25 | | | | | USD 538,000 | | | | $40,350 | | | $3,892 | |
| | | | | | | | | | | | | | | | | | | | | $40,350 | | | $3,892 | |
Description | | | Counterparty | | | Expiration Date | | | Exercise Price | | | Notional Amount | | | Cost | | | Fair Value | | ||||||||||||
Call JPY vs. Put USD | | | BNP Paribas | | | | | 02/27/25 | | | | | | 107.500 | | | | USD 6,000,500 | | | | $ | 297,625 | | | | | $ | 136,720 | | |
Call USD vs. Put AUD | | | Morgan Stanley Capital Services LLC | | | | | 08/18/22 | | | | | | 0.650 | | | | USD 74,544,000 | | | | | 530,604 | | | | | | 319,374 | | |
Call USD vs. Put AUD | | | Standard Chartered Bank | | | | | 08/18/22 | | | | | | 0.640 | | | | USD 34,940,000 | | | | | 256,045 | | | | | | 104,203 | | |
| | | | | | | | | | | | | | | | | | | | | | $ | 1,084,274 | | | | | $ | 560,297 | | |
Description | | | Counterparty | | | Pay/ Receive Exercise Rate | | | Exercise Rate | | | Floating Rate Index | | | Expiration Date | | | Notional Amount | | | Premiums Received | | | Fair Value | | |||||||||
Call on 10-Year Interest Rate Swap(1) | | | Goldman Sachs International | | | Pay | | | | | 3.070% | | | | 1-day Secured Overnight Financing Rate | | | 07/12/22 | | | USD 5,907,000 | | | | $ | 62,762 | | | | | $ | (147,738) | | |
Call on 10-Year Interest Rate Swap(1) | | | Goldman Sachs International | | | Pay | | | | | 3.070% | | | | 1-day Secured Overnight Financing Rate | | | 07/12/22 | | | USD 17,721,000 | | | | | 187,178 | | | | | | (443,215) | | |
Put on 10-Year Interest Rate Swap(2) | | | BNP Paribas | | | Receive | | | | | 3.070% | | | | 1-day Secured Overnight Financing Rate | | | 07/12/22 | | | USD 17,721,000 | | | | | 187,178 | | | | | | (17,841) | | |
Put on 10-Year Interest Rate Swap(2) | | | Goldman Sachs International | | | Receive | | | | | 3.070% | | | | 1-day Secured Overnight Financing Rate | | | 07/12/22 | | | USD 5,907,000 | | | | | 62,762 | | | | | | (5,947) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | $ | 499,880 | | | | | $ | (614,741) | | |
Description | | | Counterparty | | | Exercise Rate(3) | | | Pay/ Receive Exercise Rate | | | Floating Rate Index | | | Expiration Date | | | Notional Amount | | | Premium receivable/ (payable) at expiration(4) | | | Unrealized Appreciation/ (Depreciation) | | |||||||||
Call on 30-Year Interest Rate Swap (Purchased) | | | Barclays Bank PLC | | | | | 0.000% | | | | Receive | | | 1-day Secured Overnight Financing Rate | | | 06/14/27 | | | USD 12,484,500 | | | | $ | (2,184,787) | | | | | $ | (100,756) | | |
Call on 30-Year Interest Rate Swap (Purchased) | | | Barclays Bank PLC | | | | | 0.000% | | | | Receive | | | 1-day Secured Overnight Financing Rate | | | 05/28/27 | | | USD 20,904,800 | | | | | (3,700,150) | | | | | | (190,805) | | |
Call on 30-Year Interest Rate Swap (Purchased) | | | Nomura International PLC | | | | | 0.000% | | | | Receive | | | 1-day Secured Overnight Financing Rate | | | 05/25/27 | | | USD 6,658,000 | | | | | (1,198,440) | | | | | | (77,792) | | |
Call on 35-Year Interest Rate Swap (Purchased) | | | Barclays Bank PLC | | | | | 0.000% | | | | Receive | | | 1-day Secured Overnight Financing Rate | | | 06/03/27 | | | USD 12,484,500 | | | | | (2,187,909) | | | | | | (99,337) | | |
Put on 30-Year Interest Rate Swap (Purchased) | | | Barclays Bank PLC | | | | | 0.000% | | | | Pay | | | 1-day Secured Overnight Financing Rate | | | 05/25/27 | | | USD 19,473,000 | | | | | (3,505,140) | | | | | | (227,522) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | $ | (12,776,426) | | | | | $ | (696,212) | | |
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Investments in securities at value* | | | | $ | 564,189 | | |
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | | 1,330,714 | | |
Interest rate contracts | | | Variation margin receivable on futures contracts** | | | | | 414,433 | | |
Credit contracts | | | Variation margin receivable on centrally cleared swaps** | | | | | 1,904,302 | | |
Interest rate contracts | | | Variation margin receivable on centrally cleared swaps** | | | | | 171,904 | | |
Total Asset Derivatives | | | | | | | $ | 4,385,542 | | |
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 325,373 | | |
Interest rate contracts | | | Variation margin payable on futures contracts** | | | | | 4,960,409 | | |
Interest rate contracts | | | Variation margin payable on centrally cleared swaps** | | | | | 89,514 | | |
Interest rate contracts | | | Unrealized depreciation on OTC forward premium swaptions | | | | | 696,213 | | |
Interest rate contracts | | | Written options, at fair value | | | | | 614,741 | | |
Total Liability Derivatives | | | | | | | $ | 6,686,250 | | |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 8,720,676 | | | | | $ | — | | | | | $ | 8,720,676 | | |
Equity contracts | | | | | — | | | | | | — | | | | | | 10,236 | | | | | | — | | | | | | (407,128) | | | | | | (396,892) | | |
Foreign exchange contracts | | | | | 549,452 | | | | | | (306,290) | | | | | | — | | | | | | — | | | | | | 1,088,231 | | | | | | 1,331,393 | | |
Interest rate contracts | | | | | — | | | | | | — | | | | | | (29,384,247) | | | | | | (3,318,729) | | | | | | 3,068,797 | | | | | | (29,634,179) | | |
Total | | | | $ | 549,452 | | | | | $ | (306,290) | | | | | $ | (29,374,011) | | | | | $ | 5,401,947 | | | | | $ | 3,749,900 | | | | | $ | (19,979,002) | | |
Voya Intermediate Bond Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 2,115,548 | | | | | | | | | | | $ | 2,115,548 | | |
Equity contracts | | | | | 629,190 | | | | | | — | | | | | | — | | | | | | — | | | | | | (551,748) | | | | | | 77,442 | | |
Foreign exchange contracts | | | | | (560,435) | | | | | | 1,678,579 | | | | | | — | | | | | | — | | | | | | — | | | | | | 1,118,144 | | |
Interest rate contracts | | | | | (696,213) | | | | | | — | | | | | | (7,156,193) | | | | | | 82,390 | | | | | | (114,861) | | | | | | (7,884,877) | | |
Total | | | | $ | (627,458) | | | | | $ | 1,678,579 | | | | | $ | (7,156,193) | | | | | $ | 2,197,938 | | | | | $ | (666,609) | | | | | $ | (4,573,743) | | |
| | | Barclays Bank PLC | | | BNP Paribas | | | Citibank N.A. | | | Goldman Sachs & Co. | | | HSBC Bank USA N.A. | | | JPMorgan Chase Bank N.A. | | | Morgan Stanley Capital Services LLC | | | Nomura International PLC | | | Standard Chartered Bank | | | Totals | | ||||||||||||||||||||||||||||||
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Purchased options | | | | $ | — | | | | | $ | 136,720 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 319,374 | | | | | $ | — | | | | | $ | 108,095 | | | | | $ | 564,189 | | |
Forward foreign currency contracts | | | | | 206,377 | | | | | | 52,678 | | | | | | 225,935 | | | | | | 26,211 | | | | | | 201,091 | | | | | | — | | | | | | 618,422 | | | | | | — | | | | | | — | | | | | | 1,330,714 | | |
Total Assets | | | | $ | 206,377 | | | | | $ | 189,398 | | | | | $ | 225,935 | | | | | $ | 26,211 | | | | | $ | 201,091 | | | | | $ | — | | | | | $ | 937,796 | | | | | $ | — | | | | | $ | 108,095 | | | | | $ | 1,894,903 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 66,764 | | | | | $ | 5,307 | | | | | $ | — | | | | | $ | 170,217 | | | | | $ | — | | | | | $ | 68,477 | | | | | $ | 14,608 | | | | | $ | — | | | | | $ | — | | | | | $ | 325,373 | | |
Forward premium swaptions | | | | | 618,421 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 77,792 | | | | | | — | | | | | | 696,213 | | |
Written options | | | | | — | | | | | | 461,056 | | | | | | — | | | | | | 153,685 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 614,741 | | |
Total Liabilities | | | | $ | 685,185 | | | | | $ | 466,363 | | | | | $ | — | | | | | $ | 323,902 | | | | | $ | — | | | | | $ | 68,477 | | | | | $ | 14,608 | | | | | $ | 77,792 | | | | | $ | — | | | | | $ | 1,636,327 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (478,808) | | | | | $ | (276,965) | | | | | $ | 225,935 | | | | | $ | (297,691) | | | | | $ | 201,091 | | | | | $ | (68,477) | | | | | $ | 923,188 | | | | | $ | (77,792) | | | | | $ | 108,095 | | | | | $ | 258,576 | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | 478,808 | | | | | $ | — | | | | | $ | (225,935) | | | | | $ | 170,000 | | | | | $ | — | | | | | $ | — | | | | | $ | (910,000) | | | | | $ | — | | | | | $ | — | | | | | $ | (487,127) | | |
Net Exposure(1)(2) | | | | $ | — | | | | | $ | (276,965) | | | | | $ | — | | | | | $ | (127,691) | | | | | $ | 201,091 | | | | | $ | (68,477) | | | | | $ | 13,188 | | | | | $ | (77,792) | | | | | $ | 108,095 | | | | | $ | (228,551) | | |
| Gross Unrealized Appreciation | | | | $ | 10,517,518 | | |
| Gross Unrealized Depreciation | | | | | (279,629,393) | | |
| Net Unrealized Depreciation | | | | $ | (269,111,875) | | |
Voya Small Company Portfolio | as of June 30, 2022 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 99.1% | | |||||||||||||||
| | | Communication Services: 3.7% | | ||||||||||||
143,736 (1) | | | Cargurus, Inc. | | | | $ | 3,088,887 | | | | | | 1.0 | | |
90,479 (1) | | | Imax Corp. | | | | | 1,528,190 | | | | | | 0.5 | | |
247,220 (1) | | | Playtika Holding Corp. | | | | | 3,273,193 | | | | | | 1.0 | | |
82,407 (1) | | | Yelp, Inc. | | | | | 2,288,442 | | | | | | 0.7 | | |
23,769 (1) | | | Ziff Davis, Inc. | | | | | 1,771,504 | | | | | | 0.5 | | |
| | | | | | | | 11,950,216 | | | | | | 3.7 | | |
| | | Consumer Discretionary: 6.4% | | ||||||||||||
21,303 | | | Acushnet Holdings Corp. | | | | | 887,909 | | | | | | 0.3 | | |
169,859 | | | International Game Technology PLC | | | | | 3,152,583 | | | | | | 1.0 | | |
183,874 (1) | | | Lindblad Expeditions Holdings, Inc. | | | | | 1,489,379 | | | | | | 0.4 | | |
216,052 (1) | | | Modine Manufacturing Co. | | | | | 2,275,028 | | | | | | 0.7 | | |
81,398 (1) | | | Sonos, Inc. | | | | | 1,468,420 | | | | | | 0.4 | | |
87,676 | | | Steven Madden Ltd. | | | | | 2,824,044 | | | | | | 0.9 | | |
82,967 (1) | | | Taylor Morrison Home Corp. | | | | | 1,938,109 | | | | | | 0.6 | | |
244,193 (1) | | | Tri Pointe Homes, Inc. | | | | | 4,119,536 | | | | | | 1.3 | | |
126,918 | | | Wolverine World Wide, Inc. | | | | | 2,558,667 | | | | | | 0.8 | | |
| | | | | | | | 20,713,675 | | | | | | 6.4 | | |
| | | Energy: 1.7% | | ||||||||||||
88,240 | | | Murphy Oil Corp. | | | | | 2,663,966 | | | | | | 0.8 | | |
140,833 | | | World Fuel Services Corp. | | | | | 2,881,443 | | | | | | 0.9 | | |
| | | | | | | | 5,545,409 | | | | | | 1.7 | | |
| | | Financials: 16.2% | | ||||||||||||
26,011 | | | Argo Group International Holdings Ltd. | | | | | 958,765 | | | | | | 0.3 | | |
176,138 | | | Associated Banc-Corp. | | | | | 3,216,280 | | | | | | 1.0 | | |
27,357 | | | Atlantic Union Bankshares Corp. | | | | | 927,949 | | | | | | 0.3 | | |
127,478 | | | BankUnited, Inc. | | | | | 4,534,392 | | | | | | 1.4 | | |
35,542 | | | Berkshire Hills Bancorp, Inc. | | | | | 880,375 | | | | | | 0.3 | | |
20,406 | | | Capstar Financial Holdings, Inc. | | | | | 400,366 | | | | | | 0.1 | | |
28,590 | | | Cathay General Bancorp. | | | | | 1,119,299 | | | | | | 0.3 | | |
28,366 | | | Community Bank System, Inc. | | | | | 1,795,001 | | | | | | 0.5 | | |
98,103 | | | ConnectOne Bancorp, Inc. | | | | | 2,398,618 | | | | | | 0.7 | | |
88,573 | | | Eastern Bankshares, Inc. | | | | | 1,635,058 | | | | | | 0.5 | | |
72,316 (2) | | | Ellington Financial, Inc. | | | | | 1,060,876 | | | | | | 0.3 | | |
57,180 | | | Essent Group Ltd. | | | | | 2,224,302 | | | | | | 0.7 | | |
56,620 | | | Federated Hermes, Inc. | | | | | 1,799,950 | | | | | | 0.5 | | |
13,342 (2) | | | HCI Group, Inc. | | | | | 904,054 | | | | | | 0.3 | | |
121,760 | | | Home Bancshares, Inc./ Conway AR | | | | | 2,528,955 | | | | | | 0.8 | | |
25,115 | | | International Bancshares Corp. | | | | | 1,006,609 | | | | | | 0.3 | | |
50,229 (2) | | | KKR Real Estate Finance Trust, Inc. | | | | | 876,496 | | | | | | 0.3 | | |
78,371 | | | MFA Financial, Inc. | | | | | 842,488 | | | | | | 0.3 | | |
70,410 (1) | | | NMI Holdings, Inc. | | | | | 1,172,327 | | | | | | 0.4 | | |
26,130 | | | OFG Bancorp | | | | | 663,702 | | | | | | 0.2 | | |
45,408 | | | Origin Bancorp, Inc. | | | | | 1,761,830 | | | | | | 0.5 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
120,863 | | | Pacific Premier Bancorp, Inc. | | | | $ | 3,534,034 | | | | | | 1.1 | | |
23,545 (1) | | | Palomar Holdings, Inc. | | | | | 1,516,298 | | | | | | 0.5 | | |
128,504 | | | Provident Financial Services, Inc. | | | | | 2,860,499 | | | | | | 0.9 | | |
106,494 | | | Radian Group, Inc. | | | | | 2,092,607 | | | | | | 0.6 | | |
277,941 | | | Redwood Trust, Inc. | | | | | 2,142,925 | | | | | | 0.7 | | |
96,085 | | | Simmons First National Corp. | | | | | 2,042,767 | | | | | | 0.6 | | |
16,481 (1) | | | Third Coast Bancshares, Inc. | | | | | 360,934 | | | | | | 0.1 | | |
58,189 | | | United Community Banks, Inc./GA | | | | | 1,756,726 | | | | | | 0.5 | | |
259,778 | | | Valley National Bancorp | | | | | 2,704,289 | | | | | | 0.8 | | |
6,727 | | | Virtus Investment Partners, Inc. | | | | | 1,150,452 | | | | | | 0.4 | | |
| | | | | | | | 52,869,223 | | | | | | 16.2 | | |
| | | Health Care: 17.4% | | ||||||||||||
69,705 (1) | | | Acadia Pharmaceuticals, Inc. | | | | | 982,143 | | | | | | 0.3 | | |
22,536 (1) | | | Addus HomeCare Corp. | | | | | 1,876,798 | | | | | | 0.6 | | |
157,188 (1) | | | Allscripts Healthcare Solutions, Inc. | | | | | 2,331,098 | | | | | | 0.7 | | |
125,201 (1) | | | Amicus Therapeutics, Inc. | | | | | 1,344,659 | | | | | | 0.4 | | |
53,256 (1) | | | Arrowhead Pharmaceuticals, Inc. | | | | | 1,875,144 | | | | | | 0.6 | | |
22,084 (1) | | | AtriCure, Inc. | | | | | 902,352 | | | | | | 0.3 | | |
291,844 (1) | | | BioCryst Pharmaceuticals, Inc. | | | | | 3,087,709 | | | | | | 0.9 | | |
74,334 (1) | | | Castle Biosciences, Inc. | | | | | 1,631,631 | | | | | | 0.5 | | |
724,395 (1) | | | Cerus Corp. | | | | | 3,832,050 | | | | | | 1.2 | | |
133,645 (1) | | | Coherus Biosciences, Inc. | | | | | 967,590 | | | | | | 0.3 | | |
73,662 (1) | | | Corcept Therapeutics, Inc. | | | | | 1,751,682 | | | | | | 0.5 | | |
33,972 (1) | | | Cross Country Healthcare, Inc. | | | | | 707,637 | | | | | | 0.2 | | |
67,519 (1) | | | Denali Therapeutics, Inc. | | | | | 1,987,084 | | | | | | 0.6 | | |
9,251 | | | Ensign Group, Inc. | | | | | 679,671 | | | | | | 0.2 | | |
33,941 (1) | | | Global Blood Therapeutics, Inc. | | | | | 1,084,415 | | | | | | 0.3 | | |
14,219 (1) | | | Haemonetics Corp. | | | | | 926,794 | | | | | | 0.3 | | |
62,477 (1) | | | Health Catalyst, Inc. | | | | | 905,292 | | | | | | 0.3 | | |
31,258 (1) | | | HealthEquity, Inc. | | | | | 1,918,929 | | | | | | 0.6 | | |
13,146 (1) | | | Inari Medical, Inc. | | | | | 893,797 | | | | | | 0.3 | | |
12,669 (1) | | | Integer Holdings Corp. | | | | | 895,192 | | | | | | 0.3 | | |
324,694 (1)(2) | | | MannKind Corp. | | | | | 1,237,084 | | | | | | 0.4 | | |
39,802 (1) | | | Medpace Holdings, Inc. | | | | | 5,957,165 | | | | | | 1.8 | | |
38,793 (1) | | | Merit Medical Systems, Inc. | | | | | 2,105,296 | | | | | | 0.6 | | |
10,427 (1) | | | ModivCare, Inc. | | | | | 881,081 | | | | | | 0.3 | | |
62,225 (1) | | | Neogen Corp. | | | | | 1,499,000 | | | | | | 0.4 | | |
13,738 (1) | | | NuVasive, Inc. | | | | | 675,360 | | | | | | 0.2 | | |
145,956 (1) | | | Phreesia, Inc. | | | | | 3,650,360 | | | | | | 1.1 | | |
18,728 | | | Premier, Inc. | | | | | 668,215 | | | | | | 0.2 | | |
31,154 (1) | | | PTC Therapeutics, Inc. | | | | | 1,248,029 | | | | | | 0.4 | | |
161,787 | | | Select Medical Holdings Corp. | | | | | 3,821,409 | | | | | | 1.2 | | |
16,594 (1) | | | Staar Surgical Co. | | | | | 1,177,012 | | | | | | 0.4 | | |
38,681 (1) | | | Travere Therapeutics, Inc. | | | | | 937,241 | | | | | | 0.3 | | |
Voya Small Company Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
122,433 (1) | | | Veracyte, Inc. | | | | $ | 2,436,417 | | | | | | 0.7 | | |
| | | | | | | | 56,875,336 | | | | | | 17.4 | | |
| | | Industrials: 15.2% | | ||||||||||||
27,918 | | | AAON, Inc. | | | | | 1,528,790 | | | | | | 0.5 | | |
86,331 | | | ABM Industries, Inc. | | | | | 3,748,492 | | | | | | 1.1 | | |
29,935 (1) | | | Air Transport Services Group, Inc. | | | | | 860,033 | | | | | | 0.3 | | |
16,369 | | | Alamo Group, Inc. | | | | | 1,905,843 | | | | | | 0.6 | | |
49,220 | | | Altra Industrial Motion Corp. | | | | | 1,735,005 | | | | | | 0.5 | | |
35,429 | | | Barnes Group, Inc. | | | | | 1,103,259 | | | | | | 0.3 | | |
32,402 | | | Brady Corp. | | | | | 1,530,670 | | | | | | 0.5 | | |
35,549 | | | Curtiss-Wright Corp. | | | | | 4,694,601 | | | | | | 1.4 | | |
38,120 | | | Federal Signal Corp. | | | | | 1,357,072 | | | | | | 0.4 | | |
28,030 | | | Franklin Electric Co., Inc. | | | | | 2,053,478 | | | | | | 0.6 | | |
121,088 | | | Hillenbrand, Inc. | | | | | 4,959,764 | | | | | | 1.5 | | |
9,082 | | | ICF International, Inc. | | | | | 862,790 | | | | | | 0.3 | | |
9,082 | | | Insperity, Inc. | | | | | 906,656 | | | | | | 0.3 | | |
62,786 (1) | | | JELD-WEN Holding, Inc. | | | | | 916,048 | | | | | | 0.3 | | |
7,736 | | | John Bean Technologies Corp. | | | | | 854,209 | | | | | | 0.3 | | |
104,382 | | | Kennametal, Inc. | | | | | 2,424,794 | | | | | | 0.7 | | |
137,121 | | | Mueller Water Products, Inc. | | | | | 1,608,429 | | | | | | 0.5 | | |
68,056 (1) | | | Resideo Technologies, Inc. | | | | | 1,321,647 | | | | | | 0.4 | | |
127,815 | | | Shyft Group, Inc./The | | | | | 2,376,081 | | | | | | 0.7 | | |
18,387 | | | Simpson Manufacturing Co., Inc. | | | | | 1,849,916 | | | | | | 0.6 | | |
21,751 (1) | | | SPX Corp. | | | | | 1,149,323 | | | | | | 0.3 | | |
89,695 | | | Terex Corp. | | | | | 2,454,952 | | | | | | 0.8 | | |
103,934 (1) | | | TPI Composites, Inc. | | | | | 1,299,175 | | | | | | 0.4 | | |
152,368 (1) | | | Upwork, Inc. | | | | | 3,150,970 | | | | | | 1.0 | | |
15,584 | | | Watts Water Technologies, Inc. | | | | | 1,914,339 | | | | | | 0.6 | | |
22,406 | | | Werner Enterprises, Inc. | | | | | 863,527 | | | | | | 0.3 | | |
| | | | | | | | 49,429,863 | | | | | | 15.2 | | |
| | | Information Technology: 20.0% | | ||||||||||||
209,661 (1) | | | ACI Worldwide, Inc. | | | | | 5,428,123 | | | | | | 1.7 | | |
29,823 (1) | | | Altair Engineering, Inc. | | | | | 1,565,707 | | | | | | 0.5 | | |
16,594 (1) | | | Appfolio, Inc. | | | | | 1,504,080 | | | | | | 0.5 | | |
68,728 (1) | | | Avid Technology, Inc. | | | | | 1,783,492 | | | | | | 0.5 | | |
16,930 | | | Badger Meter, Inc. | | | | | 1,369,468 | | | | | | 0.4 | | |
39,017 (1) | | | Blackbaud, Inc. | | | | | 2,265,717 | | | | | | 0.7 | | |
187,647 (1) | | | Box, Inc. | | | | | 4,717,446 | | | | | | 1.4 | | |
73,101 (1) | | | Cohu, Inc. | | | | | 2,028,553 | | | | | | 0.6 | | |
50,229 (1) | | | Commvault Systems, Inc. | | | | | 3,159,404 | | | | | | 1.0 | | |
36,326 | | | CSG Systems International, Inc. | | | | | 2,167,936 | | | | | | 0.7 | | |
50,677 (1) | | | Domo, Inc. | | | | | 1,408,821 | | | | | | 0.4 | | |
58,974 | | | EVERTEC, Inc. | | | | | 2,174,961 | | | | | | 0.7 | | |
55,498 (1) | | | Formfactor, Inc. | | | | | 2,149,438 | | | | | | 0.7 | | |
226,367 (1) | | | Harmonic, Inc. | | | | | 1,962,602 | | | | | | 0.6 | | |
159,320 (1) | | | Knowles Corp. | | | | | 2,761,016 | | | | | | 0.8 | | |
392,413 (1) | | | Momentive Global, Inc. | | | | | 3,453,234 | | | | | | 1.0 | | |
223,676 (1) | | | Nutanix, Inc. | | | | | 3,272,380 | | | | | | 1.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
20,181 (1) | | | Onto Innovation, Inc. | | | | $ | 1,407,423 | | | | | | 0.4 | | |
119,518 (1) | | | Repay Holdings Corp. | | | | | 1,535,806 | | | | | | 0.5 | | |
47,650 (1) | | | Semtech Corp. | | | | | 2,619,320 | | | | | | 0.8 | | |
319,649 (1) | | | Sumo Logic, Inc. | | | | | 2,394,171 | | | | | | 0.7 | | |
140,036 (1)(2) | | | SunPower Corp. | | | | | 2,213,969 | | | | | | 0.7 | | |
30,384 (1) | | | Tenable Holdings, Inc. | | | | | 1,379,737 | | | | | | 0.4 | | |
101,467 (1) | | | Varonis Systems, Inc. | | | | | 2,975,012 | | | | | | 0.9 | | |
56,508 (1) | | | Verra Mobility Corp. | | | | | 887,741 | | | | | | 0.3 | | |
196,543 (1) | | | Viavi Solutions, Inc. | | | | | 2,600,264 | | | | | | 0.8 | | |
318,191 (1) | | | Yext, Inc. | | | | | 1,520,953 | | | | | | 0.5 | | |
286,686 (1) | | | Zuora, Inc. | | | | | 2,565,840 | | | | | | 0.8 | | |
| | | | | | | | 65,272,614 | | | | | | 20.0 | | |
| | | Materials: 5.4% | | ||||||||||||
54,153 | | | Avient Corp. | | | | | 2,170,452 | | | | | | 0.7 | | |
10,651 | | | Balchem Corp. | | | | | 1,381,861 | | | | | | 0.4 | | |
18,994 | | | Commercial Metals Co. | | | | | 628,701 | | | | | | 0.2 | | |
184,546 | | | Glatfelter Corp. | | | | | 1,269,676 | | | | | | 0.4 | | |
36,550 (1) | | | Ingevity Corp. | | | | | 2,307,767 | | | | | | 0.7 | | |
7,435 | | | Innospec, Inc. | | | | | 712,199 | | | | | | 0.2 | | |
38,905 | | | Minerals Technologies, Inc. | | | | | 2,386,433 | | | | | | 0.7 | | |
65,141 | | | Sensient Technologies Corp. | | | | | 5,247,759 | | | | | | 1.6 | | |
34,532 (1) | | | Summit Materials, Inc. | | | | | 804,250 | | | | | | 0.2 | | |
19,621 | | | Worthington Industries, Inc. | | | | | 865,286 | | | | | | 0.3 | | |
| | | | | | | | 17,774,384 | | | | | | 5.4 | | |
| | | Real Estate: 9.9% | | ||||||||||||
32,402 | | | American Assets Trust, Inc. | | | | | 962,339 | | | | | | 0.3 | | |
143,399 (1) | | | Apartment Investment and Management Co. | | | | | 917,754 | | | | | | 0.3 | | |
60,544 | | | Broadstone Net Lease, Inc. | | | | | 1,241,757 | | | | | | 0.4 | | |
52,696 | | | CareTrust REIT, Inc. | | | | | 971,714 | | | | | | 0.3 | | |
192,282 (1) | | | Cushman & Wakefield PLC | | | | | 2,930,378 | | | | | | 0.9 | | |
703,653 (1) | | | DigitalBridge Group, Inc. | | | | | 3,433,827 | | | | | | 1.0 | | |
46,641 | | | Easterly Government Properties, Inc. | | | | | 888,045 | | | | | | 0.3 | | |
76,577 | | | Essential Properties Realty Trust, Inc. | | | | | 1,645,640 | | | | | | 0.5 | | |
37,614 | | | Farmland Partners, Inc. | | | | | 519,073 | | | | | | 0.2 | | |
43,278 (2) | | | Gladstone Land Corp. | | | | | 959,041 | | | | | | 0.3 | | |
73,549 | | | Industrial Logistics Properties Trust | | | | | 1,035,570 | | | | | | 0.3 | | |
40,587 | | | Innovative Industrial Properties, Inc. | | | | | 4,459,294 | | | | | | 1.4 | | |
15,276 | | | PotlatchDeltic Corp. | | | | | 675,046 | | | | | | 0.2 | | |
154,218 | | | Sabra Healthcare REIT, Inc. | | | | | 2,154,425 | | | | | | 0.7 | | |
332,752 | | | Service Properties Trust | | | | | 1,740,293 | | | | | | 0.5 | | |
159,992 | | | STAG Industrial, Inc. | | | | | 4,940,553 | | | | | | 1.5 | | |
49,444 | | | Terreno Realty Corp. | | | | | 2,755,514 | | | | | | 0.8 | | |
| | | | | | | | 32,230,263 | | | | | | 9.9 | | |
| | | Utilities: 3.2% | | ||||||||||||
30,135 | | | ALLETE, Inc. | | | | | 1,771,335 | | | | | | 0.5 | | |
34,428 | | | Avista Corp. | | | | | 1,497,962 | | | | | | 0.5 | | |
9,737 | | | Black Hills Corp. | | | | | 708,562 | | | | | | 0.2 | | |
Voya Small Company Portfolio | as of June 30, 2022 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
37,784 | | | California Water Service Group | | | | $ | 2,098,901 | | | | | | 0.7 | | |
23,979 | | | NorthWestern Corp. | | | | | 1,413,082 | | | | | | 0.4 | | |
59,244 | | | Portland General Electric Co. | | | | | 2,863,263 | | | | | | 0.9 | | |
| | | | | | | | 10,353,105 | | | | | | 3.2 | | |
| | | Total Common Stock (Cost $353,381,918) | | | | | 323,014,088 | | | | | | 99.1 | | |
EXCHANGE-TRADED FUNDS: 0.5% | | |||||||||||||||
9,621 | | | iShares Russell 2000 ETF | | | | | 1,629,413 | | | | | | 0.5 | | |
| | | Total Exchange-Traded Funds (Cost $1,793,424) | | | | | 1,629,413 | | | | | | 0.5 | | |
| | | Total Long-Term Investments (Cost $355,175,342) | | | | | 324,643,501 | | | | | | 99.6 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 2.0% | | |||||||||||||||
| | | Repurchase Agreements: 1.6% | | ||||||||||||
1,221,630 (3) | | | Bank of America Inc., Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $1,221,682, collateralized by various U.S. Government Agency Obligations, 1.000%-8.500%, Market Value plus accrued interest $1,246,063, due 01/20/24-06/20/52) | | | | | 1,221,630 | | | | | | 0.4 | | |
361,897 (3) | | | Citigroup, Inc., Repurchase Agreement dated 06/30/22, 1.50%, due 07/01/22 (Repurchase Amount $361,912, collateralized by various U.S. Government Securities, 1.875%-3.250%, Market Value plus accrued interest $369,135, due 06/30/24-05/15/52) | | | | | 361,897 | | | | | | 0.1 | | |
1,221,630 (3) | | | Daiwa Capital Markets, Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $1,221,682, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $1,246,063, due 07/31/22-07/01/52) | | | | | 1,221,630 | | | | | | 0.4 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
1,221,630 (3) | | | MUFG Securities America Inc., Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $1,221,682, collateralized by various U.S. Government Agency Obligations, 3.000%-5.000%, Market Value plus accrued interest $1,246,063, due 11/01/26-07/01/52) | | | | $ | 1,221,630 | | | | | | 0.4 | | |
1,221,630 (3) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/22, 1.55%, due 07/01/22 (Repurchase Amount $1,221,682, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.875%, Market Value plus accrued interest $1,246,063, due 08/16/22-05/20/52) | | | | | 1,221,630 | | | | | | 0.3 | | |
| | | Total Repurchase Agreements (Cost $5,248,417) | | | | | 5,248,417 | | | | | | 1.6 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds: 0.4% | | ||||||||||||
1,363,000 (4) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 1.380% (Cost $1,363,000) | | | | | 1,363,000 | | | | | | 0.4 | | |
| | | Total Short-Term Investments | | | | | | | | | | | | | |
| | | (Cost $6,611,417) | | | | | 6,611,417 | | | | | | 2.0 | | |
| | | Total Investments in Securities (Cost $361,786,759) | | | | $ | 331,254,918 | | | | | | 101.6 | | |
| | | Liabilities in Excess of Other Assets | | | | | (5,098,612) | | | | | | (1.6) | | |
| | | Net Assets | | | | $ | 326,156,306 | | | | | | 100.0 | | |
Voya Small Company Portfolio | as of June 30, 2022 (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, 2022 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 323,014,088 | | | | | $ | — | | | | | $ | — | | | | | $ | 323,014,088 | | |
Exchange-Traded Funds | | | | | 1,629,413 | | | | | | — | | | | | | — | | | | | | 1,629,413 | | |
Short-Term Investments | | | | | 1,363,000 | | | | | | 5,248,417 | | | | | | — | | | | | | 6,611,417 | | |
Total Investments, at fair value | | | | $ | 326,006,501 | | | | | $ | 5,248,417 | | | | | $ | — | | | | | $ | 331,254,918 | | |
| Cost for federal income tax purposes was $363,723,546. | | | | | | | |
| Net unrealized depreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 6,748,205 | | |
| Gross Unrealized Depreciation | | | | | (39,216,942) | | |
| Net Unrealized Depreciation | | | | $ | (32,468,737) | | |
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.
Schedule is included as part of the report to shareholders filed under Item 1 of this Form.
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 1, 2022
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 1, 2022
By | /s/ Todd Modic | |
Todd Modic | ||
Senior Vice President and Chief Financial Officer |
Date: September 1, 2022