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: 811-02565
Voya Government Money Market Portfolio
(Exact name of registrant as specified in charter)
7337 East Doubletree Ranch Road, Suite 100, Scottsdale, AZ | 85258 |
(Address of principal executive offices) | (Zip code) |
CT Corporation System, 101 Federal Street, Boston, MA 02110
(Name and address of agent for service)
Registrant’s telephone number, including area code: 1-800-992-0180
Date of fiscal year end: December 31
Date of reporting period: December 31, 2020
Item 1. Reports to Stockholders.
The following is a copy of the report transmitted to stockholders pursuant to Rule 30e-1 under the Act (17 CFR 270.30e-1):
| | 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 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 1-800-283-3427. Your election to receive reports in paper will apply to all the funds in which you invest. | | |
| | This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the funds’ investment objectives, risks, charges, expenses and other information. This information should be read carefully. | | |
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President
Voya Family of Funds
January 22, 2021
| | Index | | | | Description | | |
| | Bloomberg Barclays U.S. Aggregate Bond Index | | | | An index of publicly issued investment grade U.S. government, mortgage-backed, asset-backed and corporate debt securities. | | |
| | iMoneyNet Government Institutional Index | | | | The average return for a category of money market funds that includes all government institutional funds: Treasury Institutional, Treasury and Repo Institutional and Government and Agencies Institutional. | | |
| | MSCI Europe, Australasia and Far East® (“MSCI EAFE”) Index | | | | An index that measures the performance of securities listed on exchanges in Europe, Australasia and the Far East. It includes the reinvestment of dividends net of withholding taxes, but does not reflect fees, brokerage commissions or other expenses of investing. | | |
| | MSCI World IndexSM | | | | An index that measures the performance of over 1,600 securities listed on exchanges in the U.S., Europe, Canada, Australia, New Zealand and the Far East. | | |
| | MSCI World Value IndexSM | | | | The index captures large and mid cap securities exhibiting overall value style characteristics across 23 Developed Markets countries. | | |
| | Russell 2000® Index | | | | An index that measures the performance of securities of small U.S. companies. | | |
| | Russell 3000® Index | | | | An index that measures the performance of the largest 3000 U.S. companies representing approximately 98% of the investable U.S. equity market. | | |
| | S&P 500® Index* | | | | An index that measures the performance of securities of approximately 500 large-capitalization companies whose securities are traded on major U.S. stock markets. | | |
| | S&P Target Risk® Growth Index | | | | Seeks to measure the performance of an asset allocation strategy targeted to a growth focused risk profile. | | |
Portfolio Managers’ Report | Voya Balanced Portfolio |
| Investment Type Allocation as of December 31, 2020 (as a percentage of net assets) | | |||
| | | | | |
| Common Stock | | | 39.5% | |
| Exchange-Traded Funds | | | 29.0% | |
| Mutual Funds | | | 10.4% | |
| Corporate Bonds/Notes | | | 6.6% | |
| Collateralized Mortgage Obligations | | | 3.5% | |
| U.S. Treasury Obligations | | | 3.0% | |
| Asset-Backed Securities | | | 2.7% | |
| U.S. Government Agency Obligations | | | 2.1% | |
| Commercial Mortgage-Backed Securities | | | 1.7% | |
| Sovereign Bonds | | | 0.2% | |
| Preferred Stock | | | 0.0% | |
| Purchased Options | | | 0.0% | |
| Rights | | | 0.0% | |
| Assets in Excess of Other Liabilities* | | | 1.3% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments and exchange-traded funds. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2020* (as a percentage of net assets) | | |||
| | | | | |
| SPDR S&P 500 ETF Trust | | | 18.0% | |
| Voya High Yield Bond Fund - Class P | | | 8.5% | |
| iShares Core MSCI Emerging Markets ETF | | | 4.1% | |
| Vanguard Value ETF | | | 4.0% | |
| iShares 20+ Year Treasury Bond ETF | | | 1.9% | |
| Apple, Inc. | | | 1.7% | |
| Microsoft Corp. | | | 1.5% | |
| Amazon.com, Inc. | | | 1.3% | |
| Voya Short Term Bond Fund - Class R6 | | | 1.2% | |
| iShares Russell 2000 ETF | | | 1.0% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Voya Balanced Portfolio | Portfolio Managers’ Report |
Portfolio Managers’ Report | Voya Balanced Portfolio |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2020 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | |||||||||
| | Class I | | | | | 10.85% | | | | | | 8.76% | | | | | | 7.57% | | | |
| | Class S | | | | | 10.57% | | | | | | 8.49% | | | | | | 7.31% | | | |
| | S&P Target Risk® Growth Index | | | | | 11.83% | | | | | | 9.25% | | | | | | 7.94% | | | |
| | Bloomberg Barclays U.S. Aggregate Bond Index | | | | | 7.51% | | | | | | 4.44% | | | | | | 3.84% | | | |
| | MSCI EAFE® Index | | | | | 7.82% | | | | | | 7.45% | | | | | | 5.51% | | | |
| | Russell 3000® Index | | | | | 20.89% | | | | | | 15.43% | | | | | | 13.79% | | | |
| | | | |
Voya Global High Dividend Low Volatility Portfolio | Portfolio Managers’ Report |
| Geographic Diversification as of December 31, 2020 (as a percentage of net assets) | | |||
| | | | | |
| United States | | | 61.7% | |
| Japan | | | 8.6% | |
| United Kingdom | | | 5.0% | |
| Canada | | | 3.9% | |
| Australia | | | 3.2% | |
| Italy | | | 2.5% | |
| Switzerland | | | 2.1% | |
| Denmark | | | 1.7% | |
| Hong Kong | | | 1.6% | |
| Ireland | | | 1.4% | |
| Countries between 0.1% – 1.3%^ | | | 6.1% | |
| Assets in Excess of Other Liabilities* | | | 2.2% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments and exchange-traded funds. | | |||
| ^ Includes 12 countries, which each represents 0.1% – 1.3% of net assets. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2020 (as a percentage of net assets) | | |||
| | | | | |
| Johnson & Johnson | | | 1.4% | |
| Verizon Communications, Inc. | | | 1.3% | |
| AbbVie, Inc. | | | 1.2% | |
| Procter & Gamble Co. | | | 1.2% | |
| PepsiCo, Inc. | | | 1.1% | |
| Cisco Systems, Inc. | | | 1.0% | |
| Honeywell International, Inc. | | | 1.0% | |
| Pfizer, Inc. | | | 1.0% | |
| Texas Instruments, Inc. | | | 1.0% | |
| Merck & Co., Inc. | | | 1.0% | |
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Global High Dividend Low Volatility Portfolio |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2020 | | | ||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | Since Inception of Classes S2 and T March 5, 2015 | | | ||||||||||||
| | Class ADV | | | | | -1.27% | | | | | | 7.10% | | | | | | 5.98% | | | | | | — | | | |
| | Class I(1) | | | | | -0.83% | | | | | | 7.61% | | | | | | 6.40% | | | | | | — | | | |
| | Class S | | | | | -1.09% | | | | | | 7.34% | | | | | | 6.24% | | | | | | — | | | |
| | Class S2 | | | | | -1.25% | | | | | | 7.19% | | | | | | — | | | | | | 4.82% | | | |
| | Class T | | | | | -1.48% | | | | | | 6.96% | | | | | | — | | | | | | 4.63% | | | |
| | MSCI World Value IndexSM | | | | | -1.16% | | | | | | 7.15% | | | | | | 6.76% | | | | | | 4.92% | | | |
| | MSCI World IndexSM | | | | | 15.90% | | | | | | 12.19% | | | | | | 9.87% | | | | | | 9.58% | | | |
| | | | |
Voya Government Money Market Portfolio | Portfolio Managers’ Report |
| Investment Type Allocation as of December 31, 2020 (as a percentage of net assets) | | |||
| | | | | |
| U.S. Treasury Debt | | | 57.9% | |
| U.S. Government Agency Debt | | | 27.1% | |
| U.S. Treasury Repurchase Agreement | | | 13.4% | |
| Assets in Excess of Other Liabilities | | | 1.6% | |
| Net Assets | | | 100.0% | |
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Growth and Income Portfolio |
| Sector Diversification as of December 31, 2020 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 25.2% | |
| Health Care | | | 14.1% | |
| Communication Services | | | 13.1% | |
| Financials | | | 10.7% | |
| Consumer Discretionary | | | 10.3% | |
| Industrials | | | 8.2% | |
| Consumer Staples | | | 7.1% | |
| Materials | | | 2.8% | |
| Utilities | | | 2.8% | |
| Real Estate | | | 2.3% | |
| Energy | | | 2.3% | |
| Assets in Excess of Other Liabilities* | | | 1.1% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2020 (as a percentage of net assets) | | |||
| | | | | |
| Microsoft Corp. | | | 5.9% | |
| Alphabet, Inc. - Class A | | | 5.7% | |
| Fiserv, Inc. | | | 3.0% | |
| Intuit, Inc. | | | 2.6% | |
| Walt Disney Co. | | | 2.4% | |
| Broadcom, Inc. | | | 2.3% | |
| Amazon.com, Inc. | | | 2.3% | |
| Medtronic PLC | | | 2.2% | |
| Comcast Corp. - Class A | | | 2.1% | |
| Johnson & Johnson | | | 2.1% | |
| Portfolio holdings are subject to change daily. | |
Voya Growth and Income Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2020 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | |||||||||
| | Class ADV | | | | | 16.74% | | | | | | 13.27% | | | | | | 11.62% | | | |
| | Class I | | | | | 17.26% | | | | | | 13.79% | | | | | | 12.12% | | | |
| | Class S | | | | | 16.93% | | | | | | 13.49% | | | | | | 11.84% | | | |
| | Class S2 | | | | | 16.81% | | | | | | 13.33% | | | | | | 11.69% | | | |
| | S&P 500® Index | | | | | 18.40% | | | | | | 15.22% | | | | | | 13.88% | | | |
| | | | |
Portfolio Managers’ Report | Voya Intermediate Bond Portfolio |
| Investment Type Allocation as of December 31, 2020 (as a percentage of net assets) | | |||
| | | | | |
| Corporate Bonds/Notes | | | 25.8% | |
| Mutual Funds | | | 22.3% | |
| Collateralized Mortgage Obligations | | | 18.8% | |
| U.S. Government Agency Obligations | | | 12.1% | |
| Asset-Backed Securities | | | 9.3% | |
| Commercial Mortgage-Backed Securities | | | 5.9% | |
| U.S. Treasury Obligations | | | 5.0% | |
| Municipal Bonds | | | 0.0% | |
| Purchased Options | | | 0.0% | |
| Other | | | 0.0% | |
| Assets in Excess of Other Liabilities* | | | 0.8% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2020 (as a percentage of net assets) | | |||
| | | | | |
| Voya Securitized Credit Fund - Class P | | | 5.2% | |
| Voya Investment Grade Credit Fund - Class P | | | 5.0% | |
| Voya Emerging Markets Hard Currency Debt Fund - Class P | | | 4.0% | |
| Voya High Yield Bond Fund - Class P | | | 3.7% | |
| Voya Emerging Markets Corporate Debt Fund - Class P | | | 2.7% | |
| Voya Emerging Markets Local Currency Debt Fund - Class P | | | 1.7% | |
| United States Treasury Note, 0.125%, 12/15/23 | | | 1.3% | |
| United States Treasury Bond, 1.375%, 11/15/40 | | | 1.1% | |
| Ginnie Mae, 2.500%, 02/01/51 | | | 1.0% | |
| United States Treasury Note, 0.125%, 12/31/22 | | | 1.0% | |
| Portfolio holdings are subject to change daily. | |
Voya Intermediate Bond Portfolio | Portfolio Managers’ Report |
Portfolio Managers’ Report | Voya Intermediate Bond Portfolio |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2020 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | |||||||||
| | Class ADV | | | | | 7.32% | | | | | | 4.74% | | | | | | 4.48% | | | |
| | Class I | | | | | 7.81% | | | | | | 5.24% | | | | | | 4.99% | | | |
| | Class S | | | | | 7.57% | | | | | | 4.99% | | | | | | 4.73% | | | |
| | Class S2 | | | | | 7.42% | | | | | | 4.83% | | | | | | 4.58% | | | |
| | Bloomberg Barclays U.S. Aggregate Bond Index | | | | | 7.51% | | | | | | 4.44% | | | | | | 3.84% | | | |
| | | | |
Voya Small Company Portfolio | Portfolio Managers’ Report |
| Sector Diversification as of December 31, 2020 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 18.9% | |
| Consumer Discretionary | | | 17.7% | |
| Health Care | | | 16.5% | |
| Industrials | | | 15.6% | |
| Information Technology | | | 14.8% | |
| Real Estate | | | 4.4% | |
| Materials | | | 4.2% | |
| Utilities | | | 2.4% | |
| Consumer Staples | | | 1.8% | |
| Communication Services | | | 1.6% | |
| Energy | | | 1.6% | |
| Assets in Excess of Other Liabilities* | | | 0.5% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2020* (as a percentage of net assets) | | |||
| | | | | |
| j2 Global, Inc. | | | 1.3% | |
| Werner Enterprises, Inc. | | | 1.3% | |
| Caesars Entertainment, Inc. | | | 1.2% | |
| Stifel Financial Corp. | | | 1.2% | |
| Builders FirstSource, Inc. | | | 1.1% | |
| Marriott Vacations Worldwide Corp. | | | 1.1% | |
| Cantel Medical Corp. | | | 1.1% | |
| EMCOR Group, Inc. | | | 1.1% | |
| Onto Innovation, Inc. | | | 1.1% | |
| Envestnet, Inc. | | | 1.1% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Small Company Portfolio |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2020 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | |||||||||
| | Class ADV | | | | | 11.73% | | | | | | 10.01% | | | | | | 9.84% | | | |
| | Class I | | | | | 12.28% | | | | | | 10.56% | | | | | | 10.39% | | | |
| | Class R6(1) | | | | | 12.34% | | | | | | 10.56% | | | | | | 10.39% | | | |
| | Class S | | | | | 12.04% | | | | | | 10.29% | | | | | | 10.12% | | | |
| | Russell 2000® Index | | | | | 19.96% | | | | | | 13.26% | | | | | | 11.20% | | | |
| | | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value July 1, 2020 | | | Ending Account Value December 31, 2020 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2020* | | | Beginning Account Value July 1, 2020 | | | Ending Account Value December 31, 2020 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2020* | | ||||||||||||||||||||||||
Voya Balanced Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,167.70 | | | | | | 0.69% | | | | | $ | 3.76 | | | | | $ | 1,000.00 | | | | | $ | 1,021.67 | | | | | | 0.69% | | | | | $ | 3.51 | | |
Class S | | | | | 1,000.00 | | | | | | 1,166.30 | | | | | | 0.94 | | | | | | 5.12 | | | | | | 1,000.00 | | | | | | 1,020.41 | | | | | | 0.94 | | | | | | 4.77 | | |
Voya Global High Dividend Low Volatility Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,142.00 | | | | | | 1.10% | | | | | $ | 5.92 | | | | | $ | 1,000.00 | | | | | $ | 1,019.61 | | | | | | 1.10% | | | | | $ | 5.58 | | |
Class I | | | | | 1,000.00 | | | | | | 1,145.40 | | | | | | 0.60 | | | | | | 3.24 | | | | | | 1,000.00 | | | | | | 1,022.12 | | | | | | 0.60 | | | | | | 3.05 | | |
Class S | | | | | 1,000.00 | | | | | | 1,143.70 | | | | | | 0.85 | | | | | | 4.58 | | | | | | 1,000.00 | | | | | | 1,020.86 | | | | | | 0.85 | | | | | | 4.32 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,142.20 | | | | | | 1.00 | | | | | | 5.38 | | | | | | 1,000.00 | | | | | | 1,020.11 | | | | | | 1.00 | | | | | | 5.08 | | |
Class T | | | | | 1,000.00 | | | | | | 1,141.00 | | | | | | 1.20 | | | | | | 6.46 | | | | | | 1,000.00 | | | | | | 1,019.10 | | | | | | 1.20 | | | | | | 6.09 | | |
Voya Government Money Market Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,000.10 | | | | | | 0.17% | | | | | $ | 0.85 | | | | | $ | 1,000.00 | | | | | $ | 1,024.28 | | | | | | 0.17% | | | | | $ | 0.87 | | |
Class S | | | | | 1,000.00 | | | | | | 1,000.10 | | | | | | 0.17 | | | | | | 0.85 | | | | | | 1,000.00 | | | | | | 1,024.28 | | | | | | 0.17 | | | | | | 0.87 | | |
Voya Growth and Income Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,236.20 | | | | | | 1.07% | | | | | $ | 6.01 | | | | | $ | 1,000.00 | | | | | $ | 1,019.76 | | | | | | 1.07% | | | | | $ | 5.43 | | |
Class I | | | | | 1,000.00 | | | | | | 1,238.90 | | | | | | 0.62 | | | | | | 3.49 | | | | | | 1,000.00 | | | | | | 1,022.02 | | | | | | 0.62 | | | | | | 3.15 | | |
Class S | | | | | 1,000.00 | | | | | | 1,237.60 | | | | | | 0.87 | | | | | | 4.89 | | | | | | 1,000.00 | | | | | | 1,020.76 | | | | | | 0.87 | | | | | | 4.42 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,236.80 | | | | | | 1.02 | | | | | | 5.74 | | | | | | 1,000.00 | | | | | | 1,020.01 | | | | | | 1.02 | | | | | | 5.18 | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value July 1, 2020 | | | Ending Account Value December 31, 2020 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2020* | | | Beginning Account Value July 1, 2020 | | | Ending Account Value December 31, 2020 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2020* | | ||||||||||||||||||||||||
Voya Intermediate Bond Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,031.20 | | | | | | 1.03% | | | | | $ | 5.26 | | | | | $ | 1,000.00 | | | | | $ | 1,019.96 | | | | | | 1.03% | | | | | $ | 5.23 | | |
Class I | | | | | 1,000.00 | | | | | | 1,033.60 | | | | | | 0.53 | | | | | | 2.71 | | | | | | 1,000.00 | | | | | | 1,022.47 | | | | | | 0.53 | | | | | | 2.69 | | |
Class S | | | | | 1,000.00 | | | | | | 1,032.40 | | | | | | 0.78 | | | | | | 3.98 | | | | | | 1,000.00 | | | | | | 1,021.22 | | | | | | 0.78 | | | | | | 3.96 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,031.70 | | | | | | 0.93 | | | | | | 4.75 | | | | | | 1,000.00 | | | | | | 1,020.46 | | | | | | 0.93 | | | | | | 4.72 | | |
Voya Small Company Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,346.80 | | | | | | 1.40% | | | | | $ | 8.26 | | | | | $ | 1,000.00 | | | | | $ | 1,018.10 | | | | | | 1.40% | | | | | $ | 7.10 | | |
Class I | | | | | 1,000.00 | | | | | | 1,350.00 | | | | | | 0.90 | | | | | | 5.32 | | | | | | 1,000.00 | | | | | | 1,020.61 | | | | | | 0.90 | | | | | | 4.57 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,349.80 | | | | | | 0.89 | | | | | | 5.26 | | | | | | 1,000.00 | | | | | | 1,020.66 | | | | | | 0.89 | | | | | | 4.52 | | |
Class S | | | | | 1,000.00 | | | | | | 1,348.60 | | | | | | 1.15 | | | | | | 6.79 | | | | | | 1,000.00 | | | | | | 1,019.36 | | | | | | 1.15 | | | | | | 5.84 | | |
February 24, 2021
| | | Voya Balanced Portfolio | | | Voya Global High Dividend Low Volatility Portfolio | | | Voya Government Money Market Portfolio | | |||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 329,712,317 | | | | | $ | 602,429,654 | | | | | $ | — | | |
Investments in affiliates at fair value** | | | | | 38,918,608 | | | | | | — | | | | | | — | | |
Short-term investments at fair value† | | | | | 21,471,061 | | | | | | 7,073,902 | | | | | | — | | |
Short-term investments at amortized cost | | | | | — | | | | | | — | | | | | | 484,712,497 | | |
Repurchase agreements | | | | | — | | | | | | — | | | | | | 76,315,000 | | |
Cash | | | | | 359,523 | | | | | | 93,612 | | | | | | 752 | | |
Cash collateral for futures contracts | | | | | 538,855 | | | | | | — | | | | | | — | | |
Foreign currencies at value‡ | | | | | 13,004 | | | | | | 79,984 | | | | | | — | | |
Receivables: | | | | | | | | | | | | | | | | | | | |
Investment securities sold | | | | | 1,061,724 | | | | | | — | | | | | | 8,999,191 | | |
Investment securities sold on a delayed-delivery or when-issued basis | | | | | 3,195,651 | | | | | | — | | | | | | — | | |
Fund shares sold | | | | | 161,175 | | | | | | 6,697,327 | | | | | | 176,620 | | |
Dividends | | | | | 430,016 | | | | | | 1,063,161 | | | | | | — | | |
Interest | | | | | 338,013 | | | | | | — | | | | | | 25,314 | | |
Foreign tax reclaims | | | | | 130,891 | | | | | | 1,300,054 | | | | | | — | | |
Unrealized appreciation on forward foreign currency contracts | | | | | 957 | | | | | | — | | | | | | — | | |
Prepaid expenses | | | | | 1,550 | | | | | | 2,809 | | | | | | 2,308 | | |
Reimbursement due from Investment Adviser | | | | | 15,999 | | | | | | 28,636 | | | | | | 184,356 | | |
Other assets | | | | | 53,356 | | | | | | 57,173 | | | | | | 131,795 | | |
Total assets | | | | | 396,402,700 | | | | | | 618,826,312 | | | | | | 570,547,833 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | |
Payable for investment securities purchased | | | | | 1,337,088 | | | | | | 97,288 | | | | | | — | | |
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | 5,649,341 | | | | | | — | | | | | | — | | |
Payable for fund shares redeemed | | | | | 346 | | | | | | 34,983 | | | | | | — | | |
Payable upon receipt of securities loaned | | | | | 15,321,205 | | | | | | 6,668,901 | | | | | | — | | |
Unrealized depreciation on forward foreign currency contracts | | | | | 37,491 | | | | | | — | | | | | | — | | |
Payable for investment management fees | | | | | 187,869 | | | | | | 282,283 | | | | | | 159,426 | | |
Payable for distribution and shareholder service fees | | | | | 586 | | | | | | 103,634 | | | | | | 6 | | |
Payable for directors/trustees fees | | | | | 1,743 | | | | | | 2,980 | | | | | | 2,897 | | |
Payable to directors/trustees under the deferred compensation plan (Note 6) | �� | | | | 53,356 | | | | | | 57,173 | | | | | | 131,795 | | |
Other accrued expenses and liabilities | | | | | 188,971 | | | | | | 184,291 | | | | | | 258,235 | | |
Written options, at fair value^ | | | | | 2,393 | | | | | | — | | | | | | — | | |
Total liabilities | | | | | 22,780,389 | | | | | | 7,431,533 | | | | | | 552,359 | | |
NET ASSETS | | | | $ | 373,622,311 | | | | | $ | 611,394,779 | | | | | $ | 569,995,474 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 309,031,736 | | | | | $ | 603,259,068 | | | | | $ | 570,068,691 | | |
Total distributable earnings (loss) | | | | | 64,590,575 | | | | | | 8,135,711 | | | | | | (73,217) | | |
NET ASSETS | | | | $ | 373,622,311 | | | | | $ | 611,394,779 | | | | | $ | 569,995,474 | | |
+ Including securities loaned at value | | | | $ | 14,981,190 | | | | | $ | 6,349,839 | | | | | $ | — | | |
* Cost of investments in securities | | | | $ | 277,320,594 | | | | | $ | 543,876,325 | | | | | $ | — | | |
** Cost of investments in affiliates | | | | $ | 36,851,751 | | | | | $ | — | | | | | $ | — | | |
† Cost of short-term investments | | | | $ | 21,470,880 | | | | | $ | 7,073,902 | | | | | $ | — | | |
‡ Cost of foreign currencies | | | | $ | 14,571 | | | | | $ | 80,092 | | | | | $ | — | | |
^ Premiums received on written options | | | | $ | 14,752 | | | | | $ | — | | | | | $ | — | | |
| | | Voya Balanced Portfolio | | | Voya Global High Dividend Low Volatility Portfolio | | | Voya Government Money Market Portfolio | | |||||||||
Class ADV | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 13,683,520 | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 1,308,782 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 10.46 | | | | | | n/a | | |
Class I | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 370,828,145 | | | | | $ | 129,379,141 | | | | | $ | 569,944,854 | | |
Shares authorized | | | | | 500,000,000 | | | | | | 100,000,000 | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 1.000 | | |
Shares outstanding | | | | | 22,565,395 | | | | | | 12,396,409 | | | | | | 569,826,198 | | |
Net asset value and redemption price per share | | | | $ | 16.43 | | | | | $ | 10.44 | | | | | $ | 1.00 | | |
Class S | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 2,794,166 | | | | | $ | 465,404,615 | | | | | $ | 50,620 | | |
Shares authorized | | | | | 500,000,000 | | | | | | 300,000,000 | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 1.000 | | |
Shares outstanding | | | | | 170,985 | | | | | | 44,380,615 | | | | | | 50,611 | | |
Net asset value and redemption price per share | | | | $ | 16.34 | | | | | $ | 10.49 | | | | | $ | 1.00 | | |
Class S2 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 354,109 | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 34,210 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 10.35 | | | | | | n/a | | |
Class T | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 2,573,394 | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 245,800 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 10.47 | | | | | | n/a | | |
| | | Voya Growth and Income Portfolio | | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | |||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 3,196,230,258 | | | | | $ | 2,754,688,246 | | | | | $ | 443,580,585 | | |
Investments in affiliates at fair value** | | | | | — | | | | | | 799,299,636 | | | | | | — | | |
Short-term investments at fair value† | | | | | 92,569,280 | | | | | | 37,952,399 | | | | | | 31,663,347 | | |
Cash | | | | | 1,025,725 | | | | | | 122,182 | | | | | | 32,298 | | |
Cash collateral for futures contracts | | | | | — | | | | | | 7,104,892 | | | | | | — | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | — | | | | | | 4,816,000 | | | | | | — | | |
Cash pledged as collateral for OTC derivatives (Note 2) | | | | | — | | | | | | 1,820,000 | | | | | | — | | |
Receivables: | | | | | | | | | | | | | | | | | | | |
Investment securities sold | | | | | — | | | | | | 4,295,648 | | | | | | 693,988 | | |
Investment securities sold on a delayed-delivery or when-issued basis | | | | | — | | | | | | 39,599,634 | | | | | | — | | |
Fund shares sold | | | | | 19,110 | | | | | | 34,510,917 | | | | | | 79,159 | | |
Dividends | | | | | 4,469,665 | | | | | | 134 | | | | | | 434,683 | | |
Interest | | | | | 716 | | | | | | 14,397,728 | | | | | | — | | |
Foreign tax reclaims | | | | | 228,536 | | | | | | — | | | | | | 877 | | |
Unrealized appreciation on forward foreign currency contracts | | | | | — | | | | | | 70,172 | | | | | | — | | |
Prepaid expenses | | | | | 12,823 | | | | | | 15,937 | | | | | | 1,981 | | |
Reimbursement due from Investment Adviser | | | | | — | | | | | | 134,336 | | | | | | 23,634 | | |
Other assets | | | | | 264,876 | | | | | | 373,240 | | | | | | 47,842 | | |
Total assets | | | | | 3,294,820,989 | | | | | | 3,699,201,101 | | | | | | 476,558,394 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | |
Income distribution payable | | | | | — | | | | | | 652 | | | | | | — | | |
Payable for investment securities purchased | | | | | — | | | | | | 1,679,565 | | | | | | 14,624,866 | | |
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | — | | | | | | 97,380,944 | | | | | | — | | |
Payable for fund shares redeemed | | | | | 3,848,425 | | | | | | 1,646,150 | | | | | | 778,971 | | |
Payable upon receipt of securities loaned | | | | | 56,373,200 | | | | | | 10,433,390 | | | | | | 14,750,338 | | |
Unrealized depreciation on forward foreign currency contracts | | | | | — | | | | | | 2,297,873 | | | | | | — | | |
Variation margin payable on centrally cleared swaps | | | | | — | | | | | | 138,682 | | | | | | — | | |
Cash received as collateral for delayed-delivery or when-issued securities (Note 2) | | | | | — | | | | | | 270,000 | | | | | | — | | |
Payable for investment management fees | | | | | 1,504,634 | | | | | | 1,501,399 | | | | | | 315,453 | | |
Payable for distribution and shareholder service fees | | | | | 443,375 | | | | | | 584,454 | | | | | | 19,606 | | |
Payable for directors/trustees fees | | | | | 14,557 | | | | | | 17,624 | | | | | | 2,002 | | |
Payable to directors/trustees under the deferred compensation plan (Note 6) | | | | | 264,876 | | | | | | 373,240 | | | | | | 47,842 | | |
Other accrued expenses and liabilities | | | | | 558,514 | | | | | | 803,560 | | | | | | 185,917 | | |
Written options, at fair value^ | | | | | — | | | | | | 104,600 | | | | | | — | | |
Total liabilities | | | | | 63,007,581 | | | | | | 117,232,133 | | | | | | 30,724,995 | | |
NET ASSETS | | | | $ | 3,231,813,408 | | | | | $ | 3,581,968,968 | | | | | $ | 445,833,399 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 2,335,277,945 | | | | | $ | 3,443,089,818 | | | | | $ | 376,842,102 | | |
Total distributable earnings | | | | | 896,535,463 | | | | | | 138,879,150 | | | | | | 68,991,297 | | |
NET ASSETS | | | | $ | 3,231,813,408 | | | | | $ | 3,581,968,968 | | | | | $ | 445,833,399 | | |
+ Including securities loaned at value | | | | $ | 55,126,553 | | | | | $ | 10,067,577 | | | | | $ | 14,391,924 | | |
* Cost of investments in securities | | | | $ | 2,362,800,484 | | | | | $ | 2,624,294,312 | | | | | $ | 367,871,184 | | |
** Cost of investments in affiliates | | | | $ | — | | | | | $ | 778,219,592 | | | | | $ | — | | |
† Cost of short-term investments | | | | $ | 92,569,280 | | | | | $ | 37,952,399 | | | | | $ | 31,663,347 | | |
^ Premiums received on written options | | | | $ | — | | | | | $ | 644,755 | | | | | $ | — | | |
| | | Voya Growth and Income Portfolio | | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | |||||||||
Class ADV | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 903,118,122 | | | | | $ | 312,654,242 | | | | | $ | 6,851,253 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | 100,000,000 | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 30,834,566 | | | | | | 23,709,084 | | | | | | 394,720 | | |
Net asset value and redemption price per share | | | | $ | 29.29 | | | | | $ | 13.19 | | | | | $ | 17.36 | | |
Class I | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 1,845,795,638 | | | | | $ | 1,108,593,029 | | | | | $ | 347,004,423 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | 100,000,000 | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 61,737,885 | | | | | | 83,147,596 | | | | | | 18,670,647 | | |
Net asset value and redemption price per share | | | | $ | 29.90 | | | | | $ | 13.33 | | | | | $ | 18.59 | | |
Class R6 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | | n/a | | | | | $ | 11,465,827 | | |
Shares authorized | | | | | n/a | | | | | | n/a | | | | | | 100,000,000 | | |
Par value | | | | | n/a | | | | | | n/a | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | n/a | | | | | | 616,588 | | |
Net asset value and redemption price per share | | | �� | | n/a | | | | | | n/a | | | | | $ | 18.60 | | |
Class S | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 482,532,209 | | | | | $ | 2,139,405,973 | | | | | $ | 80,511,896 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | 100,000,000 | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 16,456,429 | | | | | | 161,578,018 | | | | | | 4,476,302 | | |
Net asset value and redemption price per share | | | | $ | 29.32 | | | | | $ | 13.24 | | | | | $ | 17.99 | | |
Class S2 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 367,439 | | | | | $ | 21,315,724 | | | | | | n/a | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | n/a | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | | n/a | | |
Shares outstanding | | | | | 12,725 | | | | | | 1,616,101 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 28.88 | | | | | $ | 13.19 | | | | | | 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* | | | | $ | 4,505,010 | | | | | $ | 17,642,244 | | | | | $ | 97,184 | | |
Dividends from affiliated underlying funds | | | | | 2,408,144 | | | | | | — | | | | | | — | | |
Interest | | | | | 1,858,663 | | | | | | — | | | | | | 2,093,356 | | |
Securities lending income, net | | | | | 49,384 | | | | | | 50,903 | | | | | | — | | |
Total investment income | | | | | 8,821,201 | | | | | | 17,693,147 | | | | | | 2,190,540 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 2,091,007 | | | | | | 3,308,145 | | | | | | 2,028,942 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | 65,507 | | | | | | — | | |
Class S | | | | | 6,308 | | | | | | 1,132,646 | | | | | | 76 | | |
Class S2 | | | | | — | | | | | | 1,238 | | | | | | — | | |
Class T | | | | | — | | | | | | 18,723 | | | | | | — | | |
Transfer agent fees (Note 6): | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | 7,184 | | | | | | — | | |
Class I | | | | | 303,895 | | | | | | 69,640 | | | | | | 754,682 | | |
Class S | | | | | 2,217 | | | | | | 248,531 | | | | | | 38 | | |
Class S2 | | | | | — | | | | | | 169 | | | | | | — | | |
Class T | | | | | — | | | | | | 1,369 | | | | | | — | | |
Shareholder reporting expense | | | | | 34,980 | | | | | | 76,645 | | | | | | 46,098 | | |
Registration fees | | | | | 49 | | | | | | — | | | | | | — | | |
Professional fees | | | | | 27,140 | | | | | | 45,858 | | | | | | 30,832 | | |
Custody and accounting expense | | | | | 134,404 | | | | | | 90,424 | | | | | | 52,486 | | |
Directors/trustees fees | | | | | 13,940 | | | | | | 23,836 | | | | | | 23,177 | | |
Licensing fee (Note 7) | | | | | 23,899 | | | | | | — | | | | | | — | | |
Miscellaneous expense | | | | | 19,609 | | | | | | 41,713 | | | | | | 20,787 | | |
Interest expense | | | | | 1,172 | | | | | | 176 | | | | | | 650 | | |
Total expenses | | | | | 2,658,620 | | | | | | 5,131,804 | | | | | | 2,957,768 | | |
Waived and reimbursed fees | | | | | (236,487) | | | | | | (325,130) | | | | | | (1,954,928) | | |
Brokerage commission recapture | | | | | — | | | | | | (22) | | | | | | — | | |
Net expenses | | | | | 2,422,133 | | | | | | 4,806,652 | | | | | | 1,002,840 | | |
Net investment income | | | | | 6,399,068 | | | | | | 12,886,495 | | | | | | 1,187,700 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 6,435,337 | | | | | | (30,386,849) | | | | | | 212,665 | | |
Sale of affiliated underlying funds | | | | | (3,667,719) | | | | | | — | | | | | | — | | |
Forward foreign currency contracts | | | | | 26,007 | | | | | | — | | | | | | — | | |
Foreign currency related transactions | | | | | (2,422) | | | | | | (37,160) | | | | | | — | | |
Futures | | | | | 2,169,678 | | | | | | — | | | | | | — | | |
Swaps | | | | | 172,073 | | | | | | — | | | | | | — | | |
Written options | | | | | 21,736 | | | | | | — | | | | | | — | | |
Net realized gain (loss) | | | | | 5,154,690 | | | | | | (30,424,009) | | | | | | 212,665 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 22,137,298 | | | | | | 1,628,974 | | | | | | — | | |
Affiliated underlying funds | | | | | 1,715,330 | | | | | | — | | | | | | — | | |
Forward foreign currency contracts | | | | | (26,257) | | | | | | — | | | | | | — | | |
Foreign currency related transactions | | | | | 19,921 | | | | | | 87,531 | | | | | | — | | |
Futures | | | | | 522,396 | | | | | | — | | | | | | — | | |
Swaps | | | | | (37,159) | | | | | | — | | | | | | — | | |
Written options | | | | | 12,359 | | | | | | — | | | | | | — | | |
Net change in unrealized appreciation (depreciation) | | | | | 24,343,888 | | | | | | 1,716,505 | | | | | | — | | |
Net realized and unrealized gain (loss) | | | | | 29,498,578 | | | | | | (28,707,504) | | | | | | 212,665 | | |
Increase (decrease) in net assets resulting from operations | | | | $ | 35,897,646 | | | | | $ | (15,821,009) | | | | | $ | 1,400,365 | | |
* Foreign taxes withheld | | | | $ | 72,505 | | | | | $ | 709,318 | | | | | $ | — | | |
| | | Voya Growth and Income Portfolio | | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | |||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | |
Dividends, net of foreign taxes withheld* | | | | $ | 57,370,423 | | | | | $ | 38,227 | | | | | $ | 4,349,216 | | |
Dividends from affiliated underlying funds | | | | | — | | | | | | 30,461,139 | | | | | | — | | |
Interest | | | | | 2,365 | | | | | | 90,439,824 | | | | | | — | | |
Securities lending income, net | | | | | 147,180 | | | | | | 191,969 | | | | | | 31,378 | | |
Total investment income | | | | | 57,519,968 | | | | | | 121,131,159 | | | | | | 4,380,594 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 17,467,618 | | | | | | 17,623,490 | | | | | | 3,401,802 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 4,088,188 | | | | | | 1,474,981 | | | | | | 29,122 | | |
Class S | | | | | 1,095,185 | | | | | | 5,340,696 | | | | | | 173,522 | | |
Class S2 | | | | | 1,185 | | | | | | 90,528 | | | | | | — | | |
Transfer agent fees (Note 6): | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 335,248 | | | | | | 145,335 | | | | | | 8,013 | | |
Class I | | | | | 678,713 | | | | | | 527,923 | | | | | | 435,997 | | |
Class R6 | | | | | — | | | | | | — | | | | | | 39 | | |
Class S | | | | | 179,617 | | | | | | 1,053,661 | | | | | | 95,285 | | |
Class S2 | | | | | 121 | | | | | | 11,153 | | | | | | — | | |
Shareholder reporting expense | | | | | 243,860 | | | | | | 219,600 | | | | | | 43,580 | | |
Professional fees | | | | | 129,274 | | | | | | 144,570 | | | | | | 16,911 | | |
Custody and accounting expense | | | | | 238,234 | | | | | | 290,400 | | | | | | 48,450 | | |
Directors/trustees fees | | | | | 116,451 | | | | | | 140,988 | | | | | | 16,009 | | |
Miscellaneous expense | | | | | 142,594 | | | | | | 183,492 | | | | | | 27,358 | | |
Interest expense | | | | | 424 | | | | | | 1,620 | | | | | | 1,806 | | |
Total expenses | | | | | 24,716,712 | | | | | | 27,248,437 | | | | | | 4,297,894 | | |
Waived and reimbursed fees | | | | | (1,718,879) | | | | | | (1,522,285) | | | | | | (479,096) | | |
Net expenses | | | | | 22,997,833 | | | | | | 25,726,152 | | | | | | 3,818,798 | | |
Net investment income | | | | | 34,522,135 | | | | | | 95,405,007 | | | | | | 561,796 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 300,435,837 | | | | | | 28,713,091 | | | | | | 2,886,066 | | |
Sale of affiliated underlying funds | | | | | — | | | | | | (3,378,056) | | | | | | — | | |
Capital gain distributions from affiliated underlying funds | | | | | — | | | | | | 7,504,108 | | | | | | — | | |
Forward foreign currency contracts | | | | | — | | | | | | 2,090,473 | | | | | | — | | |
Foreign currency related transactions | | | | | — | | | | | | (520,949) | | | | | | 92 | | |
Futures | | | | | — | | | | | | 34,524,933 | | | | | | — | | |
Swaps | | | | | — | | | | | | 16,075,877 | | | | | | — | | |
Written options | | | | | — | | | | | | 1,123,112 | | | | | | — | | |
Net realized gain | | | | | 300,435,837 | | | | | | 86,132,589 | | | | | | 2,886,158 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 130,647,761 | | | | | | 50,019,477 | | | | | | 25,963,887 | | |
Affiliated underlying funds | | | | | — | | | | | | 20,133,754 | | | | | | — | | |
Forward foreign currency contracts | | | | | — | | | | | | (1,542,771) | | | | | | — | | |
Foreign currency related transactions | | | | | — | | | | | | 736,489 | | | | | | 10 | | |
Futures | | | | | — | | | | | | 5,050,757 | | | | | | — | | |
Swaps | | | | | — | | | | | | (437,249) | | | | | | — | | |
Written options | | | | | — | | | | | | 540,155 | | | | | | — | | |
Net change in unrealized appreciation (depreciation) | | | | | 130,647,761 | | | | | | 74,500,612 | | | | | | 25,963,897 | | |
Net realized and unrealized gain | | | | | 431,083,598 | | | | | | 160,633,201 | | | | | | 28,850,055 | | |
Increase in net assets resulting from operations | | | | $ | 465,605,733 | | | | | $ | 256,038,208 | | | | | $ | 29,411,851 | | |
* Foreign taxes withheld | | | | $ | 332,966 | | | | | $ | — | | | | | $ | 6,528 | | |
| | | Voya Balanced Portfolio | | | Voya Global High Dividend Low Volatility Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2020 | | | Year Ended December 31, 2019 | | | Year Ended December 31, 2020 | | | Year Ended December 31, 2019 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 6,399,068 | | | | | $ | 8,211,036 | | | | | $ | 12,886,495 | | | | | $ | 16,797,517 | | |
Net realized gain (loss) | | | | | 5,154,690 | | | | | | 8,827,638 | | | | | | (30,424,009) | | | | | | (1,946,473) | | |
Net change in unrealized appreciation (depreciation) | | | | | 24,343,888 | | | | | | 46,868,609 | | | | | | 1,716,505 | | | | | | 110,133,970 | | |
Increase (decrease) in net assets resulting from operations | | | | | 35,897,646 | | | | | | 63,907,283 | | | | | | (15,821,009) | | | | | | 124,985,014 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | — | | | | | | (256,442) | | | | | | (1,142,858) | | |
Class I | | | | | (18,138,058) | | | | | | (23,387,273) | | | | | | (3,119,971) | | | | | | (10,887,339) | | |
Class S | | | | | (126,078) | | | | | | (177,792) | | | | | | (9,952,937) | | | | | | (30,582,123) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (6,422) | | | | | | (22,028) | | |
Class T | | | | | — | | | | | | — | | | | | | (44,881) | | | | | | (2,178,172) | | |
Return of capital: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | — | | | | | | (7,056) | | | | | | — | | |
Class I | | | | | — | | | | | | — | | | | | | (68,689) | | | | | | — | | |
Class S | | | | | — | | | | | | — | | | | | | (243,548) | | | | | | — | | |
Class S2 | | | | | — | | | | | | — | | | | | | (168) | | | | | | — | | |
Class T | | | | | — | | | | | | — | | | | | | (1,310) | | | | | | — | | |
Total distributions | | | | | (18,264,136) | | | | | | (23,565,065) | | | | | | (13,701,424) | | | | | | (44,812,520) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 5,535,434 | | | | | | 5,604,962 | | | | | | 18,903,580 | | | | | | 35,321,065 | | |
Proceeds from shares issued in merger (Note 16) | | | | | — | | | | | | — | | | | | | — | | | | | | 120,666,328 | | |
Reinvestment of distributions | | | | | 18,264,136 | | | | | | 23,565,065 | | | | | | 13,701,424 | | | | | | 44,812,520 | | |
| | | | | 23,799,570 | | | | | | 29,170,027 | | | | | | 32,605,004 | | | | | | 200,799,913 | | |
Cost of shares redeemed | | | | | (41,524,529) | | | | | | (46,279,105) | | | | | | (102,658,244) | | | | | | (125,172,096) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (17,724,959) | | | | | | (17,109,078) | | | | | | (70,053,240) | | | | | | 75,627,817 | | |
Net increase (decrease) in net assets | | | | | (91,449) | | | | | | 23,233,140 | | | | | | (99,575,673) | | | | | | 155,800,311 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 373,713,760 | | | | | | 350,480,620 | | | | | | 710,970,452 | | | | | | 555,170,141 | | |
End of year or period | | | | $ | 373,622,311 | | | | | $ | 373,713,760 | | | | | $ | 611,394,779 | | | | | $ | 710,970,452 | | |
| | | Voya Government Money Market Portfolio | | | Voya Growth and Income Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2020 | | | Year Ended December 31, 2019 | | | Year Ended December 31, 2020 | | | Year Ended December 31, 2019 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 1,187,700 | | | | | $ | 8,609,780 | | | | | $ | 34,522,135 | | | | | $ | 44,915,132 | | |
Net realized gain | | | | | 212,665 | | | | | | 336,785 | | | | | | 300,435,837 | | | | | | 259,507,222 | | |
Net change in unrealized appreciation (depreciation) | | | | | — | | | | | | — | | | | | | 130,647,761 | | | | | | 467,354,641 | | |
Increase in net assets resulting from operations | | | | | 1,400,365 | | | | | | 8,946,565 | | | | | | 465,605,733 | | | | | | 771,776,995 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | — | | | | | | (89,633,973) | | | | | | (98,849,016) | | |
Class I | | | | | (1,404,625) | | | | ��� | | (8,951,042) | | | | | | (185,709,436) | | | | | | (200,436,132) | | |
Class S | | | | | (11) | | | | | | — | | | | | | (48,725,698) | | | | | | (54,032,226) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (36,297) | | | | | | (36,281) | | |
Total distributions | | | | | (1,404,636) | | | | | | (8,951,042) | | | | | | (324,105,404) | | | | | | (353,353,655) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 285,044,111 | | | | | | 85,202,977 | | | | | | 16,220,803 | | | | | | 7,667,948 | | |
Reinvestment of distributions | | | | | 1,404,636 | | | | | | 8,951,042 | | | | | | 323,931,465 | | | | | | 353,133,065 | | |
| | | | | 286,448,747 | | | | | | 94,154,019 | | | | | | 340,152,268 | | | | | | 360,801,013 | | |
Cost of shares redeemed | | | | | (185,720,359) | | | | | | (88,069,498) | | | | | | (425,160,048) | | | | | | (483,242,750) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | 100,728,388 | | | | | | 6,084,521 | | | | | | (85,007,780) | | | | | | (122,441,737) | | |
Net increase in net assets | | | | | 100,724,117 | | | | | | 6,080,044 | | | | | | 56,492,549 | | | | | | 295,981,603 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 469,271,357 | | | | | | 463,191,313 | | | | | | 3,175,320,859 | | | | | | 2,879,339,256 | | |
End of year or period | | | | $ | 569,995,474 | | | | | $ | 469,271,357 | | | | | $ | 3,231,813,408 | | | | | $ | 3,175,320,859 | | |
| | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2020 | | | Year Ended December 31, 2019 | | | Year Ended December 31, 2020 | | | Year Ended December 31, 2019 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 95,405,007 | | | | | $ | 113,302,014 | | | | | $ | 561,796 | | | | | $ | 2,134,465 | | |
Net realized gain | | | | | 86,132,589 | | | | | | 65,999,684 | | | | | | 2,886,158 | | | | | | 7,924,479 | | |
Net change in unrealized appreciation (depreciation) | | | | | 74,500,612 | | | | | | 146,567,084 | | | | | | 25,963,897 | | | | | | 117,688,693 | | |
Increase in net assets resulting from operations | | | | | 256,038,208 | | | | | | 325,868,782 | | | | | | 29,411,851 | | | | | | 127,747,637 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | (15,415,594) | | | | | | (8,383,955) | | | | | | (115,866) | | | | | | (1,001,250) | | |
Class I | | | | | (60,842,817) | | | | | | (35,371,437) | | | | | | (7,399,513) | | | | | | (60,093,482) | | |
Class R6 | | | | | — | | | | | | — | | | | | | (113,123) | | | | | | (889,586) | | |
Class S | | | | | (114,239,492) | | | | | | (73,267,399) | | | | | | (1,519,485) | | | | | | (12,637,157) | | |
Class S2 | | | | | (1,162,517) | | | | | | (651,433) | | | | | | — | | | | | | — | | |
Total distributions | | | | | (191,660,420) | | | | | | (117,674,224) | | | | | | (9,147,987) | | | | | | (74,621,475) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 289,580,060 | | | | | | 144,881,394 | | | | | | 35,470,151 | | | | | | 27,464,775 | | |
Reinvestment of distributions | | | | | 191,650,804 | | | | | | 117,666,869 | | | | | | 9,147,987 | | | | | | 74,621,475 | | |
| | | | | 481,230,864 | | | | | | 262,548,263 | | | | | | 44,618,138 | | | | | | 102,086,250 | | |
Cost of shares redeemed | | | | | (498,718,864) | | | | | | (464,637,605) | | | | | | (145,853,074) | | | | | | (156,108,012) | | |
Net decrease in net assets resulting from capital share transactions | | | | | (17,488,000) | | | | | | (202,089,342) | | | | | | (101,234,936) | | | | | | (54,021,762) | | |
Net increase (decrease) in net assets | | | | | 46,889,788 | | | | | | 6,105,216 | | | | | | (80,971,072) | | | | | | (895,600) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 3,535,079,180 | | | | | | 3,528,973,964 | | | | | | 526,804,471 | | | | | | 527,700,071 | | |
End of year or period | | | | $ | 3,581,968,968 | | | | | $ | 3,535,079,180 | | | | | $ | 445,833,399 | | | | | $ | 526,804,471 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | $(000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Balanced Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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 | | |
12-31-16 | | | | | 14.10 | | | | | | 0.30• | | | | | | 0.78 | | | | | | 1.08 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 14.93 | | | | | | 7.82 | | | | | | 0.67 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 2.09 | | | | | | 417,376 | | | | | | 184 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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 | | |
12-31-16 | | | | | 14.01 | | | | | | 0.26• | | | | | | 0.79 | | | | | | 1.05 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 14.85 | | | | | | 7.62 | | | | | | 0.92 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 1.84 | | | | | | 3,738 | | | | | | 184 | | |
Voya Global High Dividend Low Volatility Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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 | | |
12-31-16 | | | | | 8.85 | | | | | | 0.16• | | | | | | 0.31 | | | | | | 0.47 | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 9.12 | | | | | | 5.53 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 1.87 | | | | | | 19,883 | | | | | | 101 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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 | | |
12-31-16 | | | | | 8.94 | | | | | | 0.21• | | | | | | 0.31 | | | | | | 0.52 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 9.21 | | | | | | 6.00 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 2.36 | | | | | | 150,824 | | | | | | 101 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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 | | |
12-31-16 | | | | | 8.93 | | | | | | 0.19• | | | | | | 0.31 | | | | | | 0.50 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 9.20 | | | | | | 5.76 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 2.11 | | | | | | 485,551 | | | | | | 101 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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 | | |
12-31-16 | | | | | 8.80 | | | | | | 0.18 | | | | | | 0.30 | | | | | | 0.48 | | | | | | 0.21 | | | | | | — | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 9.07 | | | | | | 5.64 | | | | | | 1.03 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 1.98 | | | | | | 278 | | | | | | 101 | | |
| | | | | | | | | 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 T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | �� | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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 | | |
12-31-16 | | | | | 8.80 | | | | | | 0.16• | | | | | | 0.30 | | | | | | 0.46 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 9.07 | | | | | | 5.41 | | | | | | 1.35 | | | | | | 1.20 | | | | | | 1.20 | | | | | | 1.79 | | | | | | 41,291 | | | | | | 101 | | |
Voya Government Money Market Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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 | | | | | | — | | |
12-31-16 | | | | | 1.00 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.18 | | | | | | 0.39 | | | | | | 0.34 | | | | | | 0.34 | | | | | | 0.08 | | | | | | 504,575 | | | | | | — | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-20 | | | | | 1.00 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.04 | | | | | | 0.76 | | | | | | 0.17 | | | | | | 0.17 | | | | | | 0.00* | | | | | | 51 | | | | | | — | | |
06-30-18(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 | | | | | | — | | |
12-31-16 | | | | | 1.00 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00 | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.10 | | | | | | 0.64 | | | | | | 0.38 | | | | | | 0.38 | | | | | | 0.00* | | | | | | 82 | | | | | | — | | |
Voya Growth and Income Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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 | | |
12-31-16 | | | | | 27.81 | | | | | | 0.40• | | | | | | 2.10 | | | | | | 2.50 | | | | | | 0.43 | | | | | | 2.37 | | | | | | — | | | | | | 2.80 | | | | | | — | | | | | | 27.51 | | | | | | 9.25 | | | | | | 1.13 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 1.44 | | | | | | 1,064,550 | | | | | | 98 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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 | | |
12-31-16 | | | | | 28.13 | | | | | | 0.54• | | | | | | 2.14 | | | | | | 2.68 | | | | | | 0.57 | | | | | | 2.37 | | | | | | — | | | | | | 2.94 | | | | | | — | | | | | | 27.87 | | | | | | 9.77 | | | | | | 0.63 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.89 | | | | | | 1,778,873 | | | | | | 98 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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 | | |
12-31-16 | | | | | 27.83 | | | | | | 0.46• | | | | | | 2.10 | | | | | | 2.56 | | | | | | 0.49 | | | | | | 2.37 | | | | | | — | | | | | | 2.86 | | | | | | — | | | | | | 27.53 | | | | | | 9.45 | | | | | | 0.88 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 1.64 | | | | | | 607,941 | | | | | | 98 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | $(000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Growth and Income Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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 | | |
12-31-16 | | | | | 27.60 | | | | | | 0.42 | | | | | | 2.08 | | | | | | 2.50 | | | | | | 0.46 | | | | | | 2.37 | | | | | | — | | | | | | 2.83 | | | | | | — | | | | | | 27.27 | | | | | | 9.30 | | | | | | 1.06 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 1.50 | | | | | | 370 | | | | | | 98 | | |
Voya Intermediate Bond Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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 | | |
12-31-16 | | | | | 12.40 | | | | | | 0.33 | | | | | | 0.16 | | | | | | 0.49 | | | | | | 0.36 | | | | | | — | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 12.53 | | | | | | 3.92 | | | | | | 1.03 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 2.58 | | | | | | 311,448 | | | | | | 296 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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 | | |
12-31-16 | | | | | 12.52 | | | | | | 0.40• | | | | | | 0.14 | | | | | | 0.54 | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 12.66 | | | | | | 4.33 | | | | | | 0.53 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 3.08 | | | | | | 1,174,851 | | | | | | 296 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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 | | |
12-31-16 | | | | | 12.44 | | | | | | 0.36• | | | | | | 0.16 | | | | | | 0.52 | | | | | | 0.38 | | | | | | — | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 12.58 | | | | | | 4.16 | | | | | | 0.78 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 2.83 | | | | | | 2,887,280 | | | | | | 296 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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 | | |
12-31-16 | | | | | 12.40 | | | | | | 0.34• | | | | | | 0.16 | | | | | | 0.50 | | | | | | 0.37 | | | | | | — | | | | | | — | | | | | | 0.37 | | | | | | — | | | | | | 12.53 | | | | | | 3.99 | | | | | | 0.96 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 2.68 | | | | | | 24,796 | | | | | | 296 | | |
Voya Small Company Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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 | | |
12-31-16 | | | | | 18.99 | | | | | | (0.02) | | | | | | 4.13 | | | | | | 4.11 | | | | | | — | | | | | | 1.90 | | | | | | — | | | | | | 1.90 | | | | | | — | | | | | | 21.20 | | | | | | 23.84 | | | | | | 1.38 | | | | | | 1.33 | | | | | | 1.33 | | | | | | (0.09) | | | | | | 6,463 | | | | | | 71 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | $(000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Small Company Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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 | | |
12-31-16 | | | | | 19.73 | | | | | | 0.09 | | | | | | 4.29 | | | | | | 4.38 | | | | | | 0.09 | | | | | | 1.90 | | | | | | — | | | | | | 1.99 | | | | | | — | | | | | | 22.12 | | | | | | 24.49 | | | | | | 0.88 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.41 | | | | | | 545,125 | | | | | | 71 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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 | | |
12-31-16 | | | | | 19.74 | | | | | | 0.10• | | | | | | 4.28 | | | | | | 4.38 | | | | | | 0.09 | | | | | | 1.90 | | | | | | — | | | | | | 1.99 | | | | | | — | | | | | | 22.13 | | | | | | 24.49 | | | | | | 0.88 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.50 | | | | | | 2,694 | | | | | | 71 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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 | | |
12-31-16 | | | | | 19.33 | | | | | | 0.03 | | | | | | 4.21 | | | | | | 4.24 | | | | | | 0.04 | | | | | | 1.90 | | | | | | — | | | | | | 1.94 | | | | | | — | | | | | | 21.63 | | | | | | 24.16 | | | | | | 1.13 | | | | | | 1.08 | | | | | | 1.08 | | | | | | 0.16 | | | | | | 136,845 | | | | | | 71 | | |
| | | Purchased | | | Sold | | ||||||
Balanced | | | | $ | 143,192 | | | | | $ | 1,095,383 | | |
Intermediate Bond | | | | | 6,859,306 | | | | | | 66,587,198 | | |
| | | Purchased | | | Sold | | ||||||
Balanced | | | | $ | 32,912,909 | | | | | $ | 17,764,215 | | |
Intermediate Bond | | | | | 601,766,367 | | | | | | 160,452,960 | | |
| | | Purchases | | | Sales | | ||||||
Balanced | | | | $ | 218,303,716 | | | | | $ | 237,675,657 | | |
Global High Dividend Low Volatility | | | | | 429,472,513 | | | | | | 504,626,403 | | |
Growth and Income | | | | | 2,649,215,150 | | | | | | 3,040,842,525 | | |
Intermediate Bond | | | | | 874,392,343 | | | | | | 726,327,035 | | |
Small Company | | | | | 532,579,350 | | | | | | 632,502,595 | | |
| | | Purchases | | | Sales | | ||||||
Balanced | | | | $ | 108,446,062 | | | | | $ | 105,524,510 | | |
Intermediate Bond | | | | | 2,589,587,528 | | | | | | 2,789,644,620 | | |
Portfolio | | | Fee | |
Balanced | | | 0.60% | |
Global High Dividend Low Volatility | | | 0.56% on the first $500 million; 0.53% on the next $500 million; 0.51% thereafter | |
Government Money Market(1) | | | 0.35% | |
Growth and Income(1) | | | 0.600% on the first $5 billion; 0.550% on the next $5 billion; 0.525% thereafter | |
Intermediate Bond | | | 0.50% on first $4 billion; 0.48% on next $3 billion; 0.46% thereafter | |
Small Company | | | 0.85% | |
| | | December 31, | | | ||||||||||||||||||||
| | | 2021 | | | 2022 | | | 2023 | | | Total | | ||||||||||||
Government Money Market | | | | $ | — | | | | | $ | — | | | | | $ | 1,693,989 | | | | | $ | 1,693,989 | | |
Subsidiary | | | Portfolio | | | Percentage | | |||
Voya Institutional Trust Company | | | Government Money Market | | | | | 5.25% | | |
| | | Intermediate Bond | | | | | 11.59 | | |
| | | Small Company | | | | | 15.77 | | |
Voya Retirement Insurance and Annuity Company | | | Balanced | | | | | 87.59 | | |
| | | Global High Dividend Low Volatility | | | | | 19.20 | | |
| | | Government Money Market | | | | | 91.95 | | |
| | | Growth and Income | | | | | 52.81 | | |
| | | Intermediate Bond | | | | | 26.74 | | |
| | | Small Company | | | | | 61.99 | | |
Portfolio | | | Amount | | |||
Balanced | | | | $ | 305,570 | | |
Global High Dividend Low Volatility | | | | | 325,716 | | |
Government Money Market | | | | | 753,823 | | |
Growth and Income | | | | | 1,184,203 | | |
Intermediate Bond | | | | | 1,732,584 | | |
Small Company | | | | | 538,338 | | |
Portfolio | | | Class ADV | | | Class I | | | Class R6 | | | Class S | | | Class S2 | | | Class T | | ||||||||||||||||||
Balanced | | | | | N/A | | | | | | 0.69% | | | | | | N/A | | | | | | 0.94% | | | | | | N/A | | | | | | N/A | | |
Global High Dividend Low Volatility | | | | | 1.34% | | | | | | 0.84% | | | | | | N/A | | | | | | 1.09% | | | | | | 1.24% | | | | | | 1.44% | | |
Growth and Income | | | | | 1.30% | | | | | | 0.70% | | | | | | N/A | | | | | | 0.95% | | | | | | 1.10% | | | | | | N/A | | |
Intermediate Bond | | | | | 1.03% | | | | | | 0.53% | | | | | | N/A | | | | | | 0.78% | | | | | | 0.93% | | | | | | N/A | | |
Small Company(1) | | | | | 1.40% | | | | | | 0.90% | | | | | | 0.90% | | | | | | 1.15% | | | | | | N/A | | | | | | N/A | | |
Portfolio | | | Class ADV | | | Class I | | | Class S | | | Class S2 | | | Class T | | |||||||||||||||
Global High Dividend Low Volatility | | | | | 1.10% | | | | | | 0.60% | | | | | | 0.85% | | | | | | 1.00% | | | | | | 1.20% | | |
| | | December 31, | | | ||||||||||||||||||||
| | | 2021 | | | 2022 | | | 2023 | | | Total | | ||||||||||||
Balanced | | | | $ | — | | | | | $ | — | | | | | $ | 236,487 | | | | | $ | 236,487 | | |
Intermediate Bond | | | | | 900 | | | | | | — | | | | | | 1,522,285 | | | | | | 1,523,185 | | |
| | | December 31, | | | | | | | | |||||||||||||||
| | | 2021 | | | 2022 | | | 2023 | | | Total | | ||||||||||||
Small Company | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | — | | | | | $ | — | | | | | $ | 7,102 | | | | | $ | 7,102 | | |
Class I | | | | | — | | | | | | — | | | | | | 387,425 | | | | | | 387,425 | | |
Class S | | | | | — | | | | | | — | | | | | | 84,569 | | | | | | 84,569 | | |
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
Balanced | | | | | 12 | | | | | $ | 828,167 | | | | | | 1.10% | | |
Global High Dividend Low Volatility | | | | | 6 | | | | | | 872,167 | | | | | | 1.21 | | |
Growth and Income | | | | | 3 | | | | | | 2,782,000 | | | | | | 1.83 | | |
Intermediate Bond | | | | | 2 | | | | | | 5,732,500 | | | | | | 2.11 | | |
Small Company | | | | | 21 | | | | | | 1,947,476 | | | | | | 1.59 | | |
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Balanced | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 360,697 | | | | | | — | | | | | | 1,372,016 | | | | | | (2,792,001) | | | | | | (1,059,288) | | | | | | 5,254,763 | | | | | | — | | | | | | 18,138,058 | | | | | | (41,220,433) | | | | | | (17,827,612) | | |
12/31/2019 | | | | | 351,587 | | | | | | — | | | | | | 1,642,365 | | | | | | (3,035,576) | | | | | | (1,041,624) | | | | | | 5,333,224 | | | | | | — | | | | | | 23,387,273 | | | | | | (45,351,053) | | | | | | (16,630,556) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 20,580 | | | | | | — | | | | | | 9,573 | | | | | | (19,934) | | | | | | 10,219 | | | | | | 280,671 | | | | | | — | | | | | | 126,078 | | | | | | (304,096) | | | | | | 102,653 | | |
12/31/2019 | | | | | 18,032 | | | | | | — | | | | | | 12,538 | | | | | | (61,920) | | | | | | (31,350) | | | | | | 271,738 | | | | | | — | | | | | | 177,792 | | | | | | (928,052) | | | | | | (478,522) | | |
Global High Dividend Low Volatility | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 77,076 | | | | | | — | | | | | | 30,013 | | | | | | (244,244) | | | | | | (137,155) | | | | | | 752,065 | | | | | | — | | | | | | 263,498 | | | | | | (2,345,996) | | | | | | (1,330,433) | | |
12/31/2019 | | | | | 21,425 | | | | | | 634 | | | | | | 113,136 | | | | | | (270,243) | | | | | | (135,048) | | | | | | 225,545 | | | | | | 6,255 | | | | | | 1,142,858 | | | | | | (2,797,995) | | | | | | (1,423,337) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 588,767 | | | | | | — | | | | | | 360,415 | | | | | | (2,364,608) | | | | | | (1,415,426) | | | | | | 5,540,929 | | | | | | — | | | | | | 3,188,660 | | | | | | (22,573,731) | | | | | | (13,844,142) | | |
12/31/2019 | | | | | 203,757 | | | | | | 423,746 | | | | | | 1,075,357 | | | | | | (1,659,519) | | | | | | 43,341 | | | | | | 2,112,427 | | | | | | 4,181,994 | | | | | | 10,887,339 | | | | | | (17,217,879) | | | | | | (36,119) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 1,269,817 | | | | | | — | | | | | | 1,152,590 | | | | | | (7,942,696) | | | | | | (5,520,289) | | | | | | 12,292,843 | | | | | | — | | | | | | 10,196,485 | | | | | | (76,860,734) | | | | | | (54,371,406) | | |
12/31/2019 | | | | | 3,166,638 | | | | | | 11,756,148 | | | | | | 3,008,997 | | | | | | (6,879,858) | | | | | | 11,051,925 | | | | | | 31,546,713 | | | | | | 116,478,079 | | | | | | 30,582,123 | | | | | | (71,776,716) | | | | | | 106,830,199 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 5,033 | | | | | | — | | | | | | 752 | | | | | | (2,502) | | | | | | 3,283 | | | | | | 47,069 | | | | | | — | | | | | | 6,590 | | | | | | (24,262) | | | | | | 29,397 | | |
12/31/2019 | | | | | 3,476 | | | | | | — | | | | | | 2,199 | | | | | | (3,322) | | | | | | 2,353 | | | | | | 35,649 | | | | | | — | | | | | | 22,028 | | | | | | (34,559) | | | | | | 23,118 | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 29,187 | | | | | | — | | | | | | 5,244 | | | | | | (86,581) | | | | | | (52,150) | | | | | | 270,674 | | | | | | — | | | | | | 46,191 | | | | | | (853,521) | | | | | | (536,656) | | |
12/31/2019 | | | | | 135,758 | | | | | | — | | | | | | 217,134 | | | | | | (3,372,958) | | | | | | (3,020,066) | | | | | | 1,400,731 | | | | | | — | | | | | | 2,178,172 | | | | | | (33,344,947) | | | | | | (29,766,044) | | |
Government Money Market | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 284,993,081 | | | | | | — | | | | | | 1,404,627 | | | | | | (185,720,025) | | | | | | 100,677,683 | | | | | | 284,993,082 | | | | | | — | | | | | | 1,404,625 | | | | | | (185,720,024) | | | | | | 100,677,683 | | |
12/31/2019 | | | | | 85,202,979 | | | | | | — | | | | | | 8,951,041 | | | | | | (88,069,498) | | | | | | 6,084,522 | | | | | | 85,202,977 | | | | | | — | | | | | | 8,951,042 | | | | | | (88,069,498) | | | | | | 6,084,521 | | |
Class S(1) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 50,935 | | | | | | — | | | | | | 11 | | | | | | (335) | | | | | | 50,611 | | | | | | 51,029 | | | | | | — | | | | | | 11 | | | | | | (335) | | | | | | 50,705 | | |
12/31/2019 | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Growth and Income | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 381,685 | | | | | | — | | | | | | 3,200,778 | | | | | | (4,837,747) | | | | | | (1,255,284) | | | | | | 10,173,687 | | | | | | — | | | | | | 89,633,973 | | | | | | (131,329,069) | | | | | | (31,521,409) | | |
12/31/2019 | | | | | 53,190 | | | | | | — | | | | | | 3,607,663 | | | | | | (5,347,857) | | | | | | (1,687,004) | | | | | | 1,450,453 | | | | | | — | | | | | | 98,849,015 | | | | | | (148,158,336) | | | | | | (47,858,868) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 131,725 | | | | | | — | | | | | | 6,481,755 | | | | | | (8,128,307) | | | | | | (1,514,827) | | | | | | 3,542,024 | | | | | | — | | | | | | 185,535,497 | | | | | | (224,852,134) | | | | | | (35,774,613) | | |
12/31/2019 | | | | | 161,995 | | | | | | — | | | | | | 7,170,224 | | | | | | (8,663,056) | | | | | | (1,330,837) | | | | | | 4,600,380 | | | | | | — | | | | | | 200,215,543 | | | | | | (242,375,120) | | | | | | (37,559,197) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 96,683 | | | | | | — | | | | | | 1,737,030 | | | | | | (2,535,098) | | | | | | (701,385) | | | | | | 2,469,446 | | | | | | — | | | | | | 48,725,698 | | | | | | (68,964,645) | | | | | | (17,769,501) | | |
12/31/2019 | | | | | 58,840 | | | | | | — | | | | | | 1,969,256 | | | | | | (3,348,004) | | | | | | (1,319,908) | | | | | | 1,596,551 | | | | | | — | | | | | | 54,032,225 | | | | | | (92,475,107) | | | | | | (36,846,331) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 1,276 | | | | | | — | | | | | | 1,309 | | | | | | (504) | | | | | | 2,081 | | | | | | 35,646 | | | | | | — | | | | | | 36,297 | | | | | | (14,200) | | | | | | 57,743 | | |
12/31/2019 | | | | | 767 | | | | | | — | | | | | | 1,344 | | | | | | (8,337) | | | | | | (6,226) | | | | | | 20,564 | | | | | | — | | | | | | 36,282 | | | | | | (234,187) | | | | | | (177,341) | | |
Intermediate Bond | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 3,515,325 | | | | | | — | | | | | | 1,167,978 | | | | | | (3,483,158) | | | | | | 1,200,145 | | | | | | 46,668,825 | | | | | | — | | | | | | 15,415,594 | | | | | | (44,766,871) | | | | | | 17,317,548 | | |
12/31/2019 | | | | | 1,892,902 | | | | | | — | | | | | | 656,004 | | | | | | (1,774,527) | | | | | | 774,379 | | | | | | 24,162,338 | | | | | | — | | | | | | 8,383,955 | | | | | | (22,547,484) | | | | | | 9,998,809 | | |
| | | 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 | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Intermediate Bond (continued) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 9,821,445 | | | | | | — | | | | | | 4,557,628 | | | | | | (9,507,807) | | | | | | 4,871,266 | | | | | | 130,462,764 | | | | | | — | | | | | | 60,833,201 | | | | | | (125,955,725) | | | | | | 65,340,240 | | |
12/31/2019 | | | | | 5,649,168 | | | | | | — | | | | | | 2,738,213 | | | | | | (10,104,842) | | | | | | (1,717,461) | | | | | | 72,678,565 | | | | | | — | | | | | | 35,364,083 | | | | | | (129,263,245) | | | | | | (21,220,597) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 7,846,255 | | | | | | — | | | | | | 8,618,670 | | | | | | (24,172,230) | | | | | | (7,707,305) | | | | | | 104,534,355 | | | | | | — | | | | | | 114,239,492 | | | | | | (318,422,414) | | | | | | (99,648,567) | | |
12/31/2019 | | | | | 3,411,206 | | | | | | — | | | | | | 5,713,372 | | | | | | (23,924,489) | | | | | | (14,799,911) | | | | | | 43,821,723 | | | | | | — | | | | | | 73,267,398 | | | | | | (306,088,309) | | | | | | (188,999,188) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 601,174 | | | | | | — | | | | | | 88,025 | | | | | | (726,972) | | | | | | (37,773) | | | | | | 7,914,116 | | | | | | — | | | | | | 1,162,517 | | | | | | (9,573,854) | | | | | | (497,221) | | |
12/31/2019 | | | | | 329,802 | | | | | | — | | | | | | 51,005 | | | | | | (532,795) | | | | | | (151,988) | | | | | | 4,218,768 | | | | | | — | | | | | | 651,433 | | | | | | (6,738,567) | | | | | | (1,868,366) | | |
Small Company | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 51,983 | | | | | | — | | | | | | 10,173 | | | | | | (121,718) | | | | | | (59,562) | | | | | | 701,057 | | | | | | — | | | | | | 115,866 | | | | | | (1,719,028) | | | | | | (902,105) | | |
12/31/2019 | | | | | 60,519 | | | | | | — | | | | | | 69,580 | | | | | | (102,697) | | | | | | 27,402 | | | | | | 932,918 | | | | | | — | | | | | | 1,001,250 | | | | | | (1,592,828) | | | | | | 341,340 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 1,920,657 | | | | | | — | | | | | | 608,513 | | | | | | (8,972,526) | | | | | | (6,443,356) | | | | | | 24,446,642 | | | | | | — | | | | | | 7,399,513 | | | | | | (126,402,402) | | | | | | (94,556,247) | | |
12/31/2019 | | | | | 1,363,664 | | | | | | — | | | | | | 3,912,336 | | | | | | (7,789,581) | | | | | | (2,513,581) | | | | | | 22,932,371 | | | | | | — | | | | | | 60,093,482 | | | | | | (135,241,464) | | | | | | (52,215,611) | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 414,831 | | | | | | — | | | | | | 9,295 | | | | | | (139,912) | | | | | | 284,214 | | | | | | 7,085,914 | | | | | | — | | | | | | 113,123 | | | | | | (2,086,431) | | | | | | 5,112,606 | | |
12/31/2019 | | | | | 35,249 | | | | | | — | | | | | | 57,878 | | | | | | (148,954) | | | | | | (55,827) | | | | | | 599,447 | | | | | | — | | | | | | 889,586 | | | | | | (2,490,506) | | | | | | (1,001,473) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2020 | | | | | 226,261 | | | | | | — | | | | | | 128,879 | | | | | | (1,098,470) | | | | | | (743,330) | | | | | | 3,236,538 | | | | | | — | | | | | | 1,519,485 | | | | | | (15,645,213) | | | | | | (10,889,190) | | |
12/31/2019 | | | | | 173,730 | | | | | | — | | | | | | 848,701 | | | | | | (1,047,423) | | | | | | (24,992) | | | | | | 3,000,039 | | | | | | — | | | | | | 12,637,157 | | | | | | (16,783,214) | | | | | | (1,146,018) | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | | |||||||||||
Barclays Bank PLC | | | | $ | 1,863,294 | | | | | $ | (1,863,294) | | | | | $ | — | | | | | |
BMO Capital Markets Corp | | | | | 25,183 | | | | | | (25,183) | | | | | | — | | | | | |
BofA Securities Inc. | | | | | 6,363 | | | | | | (6,363) | | | | | | — | | | | | |
Citigroup Global Markets Inc. | | | | | 5,055 | | | | | | (5,055) | | | | | | — | | | | | |
Credit Suisse AG | | | | | 47,731 | | | | | | (47,731) | | | | | | — | | | | | |
Goldman Sachs & Co. LLC | | | | | 57,840 | | | | | | (57,840) | | | | | | — | | | | | |
Industrial And Commercial Bank Of China | | | | | 5,874,764 | | | | | | (5,874,764) | | | | | | — | | | | | |
J.P. Morgan Securities LLC | | | | | 1,924,716 | | | | | | (1,924,716) | | | | | | — | | | | | |
Jefferies LLC | | | | | 112,492 | | | | | | (112,492) | | | | | | — | | | | | |
Mizuho Securities USA LLC | | | | | 26,915 | | | | | | (26,915) | | | | | | — | | | | | |
Morgan Stanley & Co. LLC | | | | | 1,010,106 | | | | | | (1,010,106) | | | | | | — | | | | | |
National Bank of Canada Financial Inc. | | | | | 18,924 | | | | | | (18,924) | | | | | | — | | | | | |
National Financial Services LLC | | | | | 2,615,716 | | | | | | (2,615,716) | | | | | | — | | | | | |
Natixis Securities America LLC | | | | | 66,270 | | | | | | (66,270) | | | | | | — | | | | | |
Nomura Securities International, Inc. | | | | | 14,909 | | | | | | (14,909) | | | | | | — | | | | | |
RBC Capital Markets, LLC | | | | | 1,167,507 | | | | | | (1,167,507) | | | | | | — | | | | | |
State Street Bank and Trust Company | | | | | 89,254 | | | | | | (89,254) | | | | | | — | | | | | |
Wells Fargo Securities LLC | | | | | 54,151 | | | | | | (54,151) | | | | | | — | | | | | |
Total | | | | $ | 14,981,190 | | | | | $ | (14,981,190) | | | | | $ | — | | | | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | | |||||||||||
Citigroup Global Markets Inc. | | | | $ | 2,054,620 | | | | | $ | (2,054,620) | | | | | $ | — | | | | | |
Goldman Sachs & Co. LLC | | | | | 1,617,338 | | | | | | (1,617,338) | | | | | | — | | | | | |
Scotia Capital (USA) Inc. | | | | | 2,136,111 | | | | | | (2,136,111) | | | | | | — | | | | | |
State Street Bank and Trust Company | | | | | 541,770 | | | | | | (541,770) | | | | | | — | | | | | |
Total | | | | $ | 6,349,839 | | | | | $ | (6,349,839) | | | | | $ | — | | | | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | | |||||||||||
BofA Securities Inc. | | | | $ | 20,707,131 | | | | | $ | (20,707,131) | | | | | $ | — | | | | | |
Goldman Sachs & Co. LLC | | | | | 6,117,783 | | | | | | (6,117,783) | | | | | | — | | | | | |
State Street Bank and Trust Company | | | | | 27,096,855 | | | | | | (27,096,855) | | | | | | — | | | | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | | |||||||||||
Wells Fargo Bank NA | | | | | 1,204,784 | | | | | | (1,204,784) | | | | | | — | | | | | |
Total | | | | $ | 55,126,553 | | | | | $ | (55,126,553) | | | | | $ | — | | | | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | | | | |||||||||
BNP Paribas | | | | $ | 41,760 | | | | | $ | (41,760) | | | | | $ | — | | | | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 3,967,699 | | | | | | (3,967,699) | | | | | | — | | | | | |
CIBC World Markets Inc. | | | | | 1,253,891 | | | | | | (1,253,891) | | | | | | — | | | | | |
Daiwa Capital Markets America Inc. | | | | | 608,186 | | | | | | (608,186) | | | | | | — | | | | | |
Morgan Stanley & Co. LLC | | | | | 218,381 | | | | | | (218,381) | | | | | | — | | | | | |
National Bank Financial Inc. | | | | | 112,712 | | | | | | (112,712) | | | | | | — | | | | | |
RBC Capital Markets, LLC | | | | | 428,674 | | | | | | (428,674) | | | | | | — | | | | | |
Scotia Capital (USA) Inc. | | | | | 599,910 | | | | | | (599,910) | | | | | | — | | | | | |
SunTrust Robinson Humphrey, Inc. | | | | | 1,392,074 | | | | | | (1,392,074) | | | | | | — | | | | | |
UBS Securities LLC | | | | | 1,444,290 | | | | | | (1,444,290) | | | | | | — | | | | | |
Total | | | | $ | 10,067,577 | | | | | $ | (10,067,577) | | | | | $ | — | | | | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | | | | |||||||||
Barclays Capital Inc. | | | | $ | 55,464 | | | | | $ | (55,464) | | | | | $ | — | | | | | |
BofA Securities Inc. | | | | | 841,349 | | | | | | (841,349) | | | | | | — | | | | | |
CIBC World Markets Corporation | | | | | 2,355,332 | | | | | | (2,355,332) | | | | | | — | | | | | |
Citadel Securities LLC | | | | | 45,228 | | | | | | (45,228) | | | | | | — | | | | | |
Citigroup Global Markets Inc. | | | | | 324,221 | | | | | | (324,221) | | | | | | — | | | | | |
Deutsche Bank Securities Inc. | | | | | 1,107,469 | | | | | | (1,107,469) | | | | | | — | | | | | |
Goldman Sachs & Co. LLC | | | | | 1,543,945 | | | | | | (1,543,945) | | | | | | — | | | | | |
J.P. Morgan Securities LLC | | | | | 1,667,452 | | | | | | (1,667,452) | | | | | | — | | | | | |
Jefferies LLC | | | | | 64,835 | | | | | | (64,835) | | | | | | — | | | | | |
Morgan Stanley & Co. LLC | | | | | 1,325,286 | | | | | | (1,325,286) | | | | | | — | | | | | |
National Bank of Canada Financial Inc. | | | | | 1,234,567 | | | | | | (1,234,567) | | | | | | — | | | | | |
National Financial Services LLC | | | | | 1,782,596 | | | | | | (1,782,596) | | | | | | — | | | | | |
Nomura Securities International, Inc. | | | | | 3,000 | | | | | | (3,000) | | | | | | — | | | | | |
SG Americas Securities, LLC | | | | | 1,935,926 | | | | | | (1,935,926) | | | | | | — | | | | | |
Wells Fargo Securities LLC | | | | | 105,254 | | | | | | (105,254) | | | | | | — | | | | | |
Total | | | | $ | 14,391,924 | | | | | $ | (14,391,924) | | | | | $ | — | | | | | |
| | | Paid-in Capital | | | Distributable Earnings | | ||||||
Government Money Market | | | | $ | (66,383) | | | | | $ | 66,383 | | |
Intermediate Bond | | | | | 287,961 | | | | | | (287,961) | | |
| | | Year Ended December 31, 2020 | | | Year Ended December 31, 2019 | | ||||||||||||||||||||||||
| | | Ordinary Income | | | Long-term Capital Gain | | | Return Of Capital | | | Ordinary Income | | | Long-term Capital Gain | | |||||||||||||||
Balanced | | | | $ | 13,587,908 | | | | | $ | 4,676,228 | | | | | $ | — | | | | | $ | 8,811,831 | | | | | $ | 14,753,234 | | |
Global High Dividend Low Volatility | | | | | 13,380,653 | | | | | | — | | | | | | 320,771 | | | | | | 16,108,952 | | | | | | 28,703,568 | | |
Government Money Market | | | | | 1,404,636 | | | | | | — | | | | | | — | | | | | | 8,951,042 | | | | | | — | | |
Growth and Income | | | | | 34,554,841 | | | | | | 289,550,563 | | | | | | — | | | | | | 44,737,928 | | | | | | 308,615,727 | | |
Intermediate Bond | | | | | 161,769,148 | | | | | | 29,891,272 | | | | | | — | | | | | | 117,674,224 | | | | | | — | | |
Small Company | | | | | 4,343,405 | | | | | | 4,804,582 | | | | | | — | | | | | | 17,627,644 | | | | | | 56,993,831 | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Late Year Ordinary Losses Deferred | | | Unrealized Appreciation/ (Depreciation) | | | Capital Loss Carryforwards | | | | | | |||||||||||||||||||||||||||||||||||
| Amount | | | Character | | | Expiration | | | | | | |||||||||||||||||||||||||||||||||||||||||||
Balanced | | | | $ | 9,654,626 | | | | | $ | 2,536,015 | | | | | $ | — | | | | | $ | 53,217,389 | | | | | $ | — | | | | | | — | | | | | | — | | | | | | | ||||||||
Global High Dividend Low Volatility | | | | | — | | | | | | — | | | | | | — | | | | | | 58,140,126 | | | | | �� | (24,259,378) | | | | | | Short-term | | | | | | None | | | | | | | ||||||||
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | (25,706,795) | | | | | | Long-term | | | | | | None | | | | | | | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (49,966,173) | | | | | | | | | | | | | | | | | | | | | | | | | | |
Government Money Market | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | | ||||||||
Growth and Income | | | | | — | | | | | | 89,150,638 | | | | | | — | | | | | | 807,614,186 | | | | | | — | | | | | | — | | | | | | — | | | | | | | ||||||||
Intermediate Bond | | | | | — | | | | | | 91,902 | | | | | | (9,385,706) | | | | | | 148,383,317 | | | | | | — | | | | | | — | | | | | | — | | | | | | | ||||||||
Small Company | | | | | 2,423,773 | | | | | | — | | | | | | — | | | | | | 66,597,837 | | | | | | — | | | | | | — | | | | | | — | | | | | | |
| Net investment income | | | | $ | 19,504,276 | | |
| Net realized and unrealized loss on investments | | | | $ | 105,448,232 | | |
| Net decrease in net assets resulting from operations | | | | $ | 124,952,508 | | |
| Total Net Assets of Acquired Portfolio (000s) | | | Total Net Assets of Acquiring Portfolio (000s) | | | Acquired Portfolio’ Capital Losss Carryforwards (000s) | | | Acquired Portfolio’s Unrealized Depreciation (000s) | | | Portfolios’ Conversion Ratio | | ||||||
| $120,666 | | | $556,430 | | | | $ | 17,820 | | | | $(1,879) | | | | | 0.7298 | | |
| | | Type | | | Per Share Amount | | | Payable Date | | | Record Date | | |||
Government Money Market | | |||||||||||||||
Class I | | | STCG | | | | $ | 0.0000* | | | | February 1, 2021 | | | January 28, 2021 | |
Class S | | | STCG | | | | $ | 0.0000* | | | | February 1, 2021 | | | January 28, 2021 | |
Intermediate Bond | | |||||||||||||||
Class ADV | | | NII | | | | $ | 0.0332 | | | | February 1, 2021 | | | Daily | |
Class I | | | NII | | | | $ | 0.0393 | | | | February 1, 2021 | | | Daily | |
Class S | | | NII | | | | $ | 0.0362 | | | | February 1, 2021 | | | Daily | |
Class S2 | | | NII | | | | $ | 0.0344 | | | | February 1, 2021 | | | Daily | |
Voya Balanced Portfolio | as of December 31, 2020 |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 39.5% | | |||||||||||||||
| | | Communication Services: 3.5% | | ||||||||||||
1,941 (1) | | | Alphabet, Inc. - Class A | | | | $ | 3,401,874 | | | | | | 0.9 | | |
12,481 | | | Comcast Corp. - Class A | | | | | 654,004 | | | | | | 0.2 | | |
9,290 (1) | | | Facebook, Inc. - Class A | | | | | 2,537,656 | | | | | | 0.7 | | |
1,430 (1) | | | NetFlix, Inc. | | | | | 773,244 | | | | | | 0.2 | | |
713 (2) | | | Scout24 AG | | | | | 58,262 | | | | | | 0.0 | | |
14,849 | | | Verizon Communications, Inc. | | | | | 872,379 | | | | | | 0.2 | | |
328,350 (3)(4) | | | Other Securities | | | | | 4,628,606 | | | | | | 1.3 | | |
| | | | | | | | 12,926,025 | | | | | | 3.5 | | |
| | | Consumer Discretionary: 5.0% | | ||||||||||||
1,454 (1) | | | Amazon.com, Inc. | | | | | 4,735,576 | | | | | | 1.3 | | |
870 (2) | | | Evolution Gaming Group AB | | | | | 87,465 | | | | | | 0.0 | | |
3,883 | | | Home Depot, Inc. | | | | | 1,031,403 | | | | | | 0.3 | | |
491 (1)(2) | | | Just Eat Takeaway.com NV | | | | | 55,361 | | | | | | 0.0 | | |
2,342 (1) | | | Tesla, Inc. | | | | | 1,652,679 | | | | | | 0.4 | | |
209 (1)(2) | | | Zalando SE | | | | | 23,247 | | | | | | 0.0 | | |
481,057 (3)(4) | | | Other Securities | | | | | 11,067,049 | | | | | | 3.0 | | |
| | | | | | | | 18,652,780 | | | | | | 5.0 | | |
| | | Consumer Staples: 2.8% | | ||||||||||||
7,486 | | | PepsiCo, Inc. | | | | | 1,110,174 | | | | | | 0.3 | | |
9,740 | | | Philip Morris International, Inc. | | | | | 806,374 | | | | | | 0.2 | | |
139,000 (2) | | | WH Group Ltd. | | | | | 116,559 | | | | | | 0.1 | | |
167,097 (3)(4) | | | Other Securities | | | | | 8,236,659 | | | | | | 2.2 | | |
| | | | | | | | 10,269,766 | | | | | | 2.8 | | |
| | | Energy: 0.9% | | ||||||||||||
227,290 (4) | | | Other Securities | | | | | 3,519,641 | | | | | | 0.9 | | |
| | |||||||||||||||
| | | Financials: 4.8% | | ||||||||||||
4,777 (1)(2) | | | ABN AMRO Bank NV | | | | | 46,809 | | | | | | 0.0 | | |
3,748 (1) | | | Berkshire Hathaway, Inc. – Class B | | | | | 869,049 | | | | | | 0.2 | | |
12,973 | | | Citigroup, Inc. | | | | | 799,915 | | | | | | 0.2 | | |
14,618 | | | JPMorgan Chase & Co. | | | | | 1,857,509 | | | | | | 0.5 | | |
11,297 (2) | | | Poste Italiane SpA | | | | | 115,554 | | | | | | 0.0 | | |
2,371 | | | S&P Global, Inc. | | | | | 779,419 | | | | | | 0.2 | | |
22,453 | | | Wells Fargo & Co. | | | | | 677,631 | | | | | | 0.2 | | |
751,001 (4) | | | Other Securities | | | | | 12,969,669 | | | | | | 3.5 | | |
| | | | | | | | 18,115,555 | | | | | | 4.8 | | |
| | | Health Care: 5.2% | | ||||||||||||
2,400 | | | AbbVie, Inc. | | | | | 257,160 | | | | | | 0.1 | | |
12,671 | | | Bristol-Myers Squibb Co. | | | | | 785,982 | | | | | | 0.2 | | |
2,343 | | | Cigna Corp. | | | | | 487,766 | | | | | | 0.1 | | |
7,150 (1) | | | Edwards Lifesciences Corp. | | | | | 652,294 | | | | | | 0.2 | | |
8,484 | | | Johnson & Johnson | | | | | 1,335,212 | | | | | | 0.4 | | |
9,758 | | | Medtronic PLC | | | | | 1,143,052 | | | | | | 0.3 | | |
11,321 | | | Merck & Co., Inc. | | | | | 926,058 | | | | | | 0.2 | | |
1,928 | | | Thermo Fisher Scientific, Inc. | | | | | 898,024 | | | | | | 0.2 | | |
3,976 | | | UnitedHealth Group, Inc. | | | | | 1,394,304 | | | | | | 0.4 | | |
122,714 (3)(4) | | | Other Securities | | | | | 11,505,110 | | | | | | 3.1 | | |
| | | | | | | | 19,384,962 | | | | | | 5.2 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials: 4.2% | | ||||||||||||
3,139 | | | Honeywell International, Inc. | | | | | 667,665 | | | | | | 0.2 | | |
353,027 (3)(4) | | | Other Securities | | | | $ | 15,187,323 | | | | | | 4.0 | | |
| | | | | | | | 15,854,988 | | | | | | 4.2 | | |
| | | Information Technology: 8.9% | | ||||||||||||
1,537 (1) | | | Adobe, Inc. | | | | | 768,684 | | | | | | 0.2 | | |
46,495 | | | Apple, Inc. | | | | | 6,169,422 | | | | | | 1.7 | | |
7,670 | | | Applied Materials, Inc. | | | | | 661,921 | | | | | | 0.2 | | |
20,163 | | | Cisco Systems, Inc. | | | | | 902,294 | | | | | | 0.3 | | |
2,102 | | | Intuit, Inc. | | | | | 798,445 | | | | | | 0.2 | | |
25,346 | | | Microsoft Corp. | | | | | 5,637,457 | | | | | | 1.5 | | |
1,752 | | | Nvidia Corp. | | | | | 914,894 | | | | | | 0.3 | | |
5,409 (1) | | | PayPal Holdings, Inc. | | | | | 1,266,788 | | | | | | 0.3 | | |
5,659 | | | Qualcomm, Inc. | | | | | 862,092 | | | | | | 0.2 | | |
772 (1)(2) | | | TeamViewer AG | | | | | 41,470 | | | | | | 0.0 | | |
214,599 (3)(4) | | | Other Securities | | | | | 15,094,304 | | | | | | 4.0 | | |
| | | | | | | | 33,117,771 | | | | | | 8.9 | | |
| | | Materials: 1.6% | | ||||||||||||
141,218 (4) | | | Other Securities | | | | | 6,003,100 | | | | | | 1.6 | | |
| | |||||||||||||||
| | | Real Estate: 1.3% | | ||||||||||||
169,496 (4) | | | Other Securities | | | | | 4,891,851 | | | | | | 1.3 | | |
| | |||||||||||||||
| | | Utilities: 1.3% | | ||||||||||||
5,530 | | | Entergy Corp. | | | | | 552,115 | | | | | | 0.1 | | |
164,862 | | | Other Securities | | | | | 4,321,388 | | | | | | 1.2 | | |
| | | | | | | | 4,873,503 | | | | | | 1.3 | | |
| | | Total Common Stock (Cost $117,796,487) | | | | | 147,609,942 | | | | | | 39.5 | | |
EXCHANGE-TRADED FUNDS: 29.0% | | |||||||||||||||
45,473 | | | iShares 20+ Year Treasury Bond ETF | | | | | 7,172,456 | | | | | | 1.9 | | |
243,549 | | | iShares Core MSCI Emerging Markets ETF | | | | | 15,109,780 | | | | | | 4.1 | | |
1,219 | | | iShares MSCI EAFE ETF | | | | | 88,938 | | | | | | 0.0 | | |
18,969 (5) | | | iShares Russell 2000 ETF | | | | | 3,719,062 | | | | | | 1.0 | | |
179,849 | | | SPDR S&P 500 ETF Trust | | | | | 67,241,944 | | | | | | 18.0 | | |
124,536 (5) | | | Vanguard Value ETF | | | | | 14,814,803 | | | | | | 4.0 | | |
| | | Total Exchange-Traded Funds (Cost $88,218,712) | | | | | 108,146,983 | | | | | | 29.0 | | |
MUTUAL FUNDS: 10.4% | | |||||||||||||||
| | | Affiliated Investment Companies: 10.4% | | ||||||||||||
124,833 | | | Voya Emerging Markets Local Currency Debt Fund - Class P | | | | | 895,049 | | | | | | 0.3 | | |
179,863 | | | Voya Floating Rate Fund - Class P | | | | | 1,611,575 | | | | | | 0.4 | | |
3,943,363 | | | Voya High Yield Bond Fund - Class P | | | | | 31,783,502 | | | | | | 8.5 | | |
462,848 | | | Voya Short Term Bond Fund - Class R6 | | | | | 4,628,482 | | | | | | 1.2 | | |
Voya Balanced Portfolio | as of December 31, 2020 (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
MUTUAL FUNDS: (continued) | | |||||||||||||||
| | | Affiliated Investment Companies (continued) | | ||||||||||||
| | | Total Mutual Funds (Cost $36,851,751) | | | | | S38,918,608 | | | | | | 10.4 | | |
PREFERRED STOCK:0.0% | | |||||||||||||||
| | | Consumer Discretionary: 0.0% | | ||||||||||||
214 | | | Other Securities | | | | | 39,993 | | | | | | 0.0 | | |
| | | Total Preferred Stock (Cost $32,979) | | | | | 39,993 | | | | | | 0.0 | | |
RIGHTS: 0.0% | | |||||||||||||||
| | | Energy: 0.0% | | ||||||||||||
14,812 (4) | | | Other Securities | | | | | 5,079 | | | | | | 0.0 | | |
| | | Total Rights (Cost $5,231) | | | | | 5,079 | | | | | | 0.0 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: 6.6% | | |||||||||||||||
| | | Basic Materials: 0.1% | | ||||||||||||
10,000 (2) | | | Anglo American Capital PLC, 3.625%, 09/11/2024 | | | | | 10,888 | | | | | | 0.0 | | |
12,000 (2) | | | Anglo American Capital PLC, 5.625%, 04/01/2030 | | | | | 15,303 | | | | | | 0.0 | | |
35,000 (2) | | | Georgia-Pacific LLC, 2.300%, 04/30/2030 | | | | | 37,446 | | | | | | 0.0 | | |
13,000 (2) | | | Newcrest Finance Pty Ltd., 3.250%, 05/13/2030 | | | | | 14,380 | | | | | | 0.0 | | |
10,000 (2) | | | Newcrest Finance Pty Ltd., 4.200%, 05/13/2050 | | | | | 12,257 | | | | | | 0.0 | | |
255,000 | | | Other Securities | | | | | 290,391 | | | | | | 0.1 | | |
| | | | | | | | 380,665 | | | | | | 0.1 | | |
| | | Communications: 0.8% | | ||||||||||||
165,000 (2) | | | AT&T, Inc., 3.650%, 09/15/2059 | | | | | 165,823 | | | | | | 0.1 | | |
120,000 (2) | | | NBCUniversal Enterprise, Inc., 5.250%, 12/31/2199 | | | | | 122,550 | | | | | | 0.0 | | |
200,000 (2) | | | Tencent Holdings Ltd., 2.985%, 01/19/2023 | | | | | 208,239 | | | | | | 0.1 | | |
18,000 (2) | | | T-Mobile USA, Inc., 2.050%, 02/15/2028 | | | | | 18,746 | | | | | | 0.0 | | |
33,000 (2) | | | T-Mobile USA, Inc., 3.300%, 02/15/2051 | | | | | 34,013 | | | | | | 0.0 | | |
21,000 (2) | | | T-Mobile USA, Inc., 3.600%, 11/15/2060 | | | | | 22,330 | | | | | | 0.0 | | |
309,000 (2) | | | T-Mobile USA, Inc., 3.875%, 04/15/2030 | | | | | 358,211 | | | | | | 0.1 | | |
12,000 (2) | | | Verizon Communications, Inc., 2.987%, 10/30/2056 | | | | | 12,080 | | | | | | 0.0 | | |
290,000 | | | Verizon Communications, Inc., 2.650%-4.812%, 03/15/2039-11/20/2060 | | | | | 317,611 | | | | | | 0.1 | | |
1,419,000 | | | Other Securities | | | | | 1,588,199 | | | | | | 0.4 | | |
| | | | | | | | 2,847,802 | | | | | | 0.8 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical: 0.2% | | ||||||||||||
31,000 (2) | | | Alaska Airlines 2020-1 Class A Pass Through Trust, 4.800%, 02/15/2029 | | | | $ | 34,243 | | | | | | 0.0 | | |
90,000 (2) | | | BMW US Capital LLC, 3.450%, 04/12/2023 | | | | | 95,964 | | | | | | 0.0 | | |
19,000 (2) | | | British Airways 2020-1 Class A Pass Through Trust, 4.250%, 05/15/2034 | | | | | 20,350 | | | | | | 0.0 | | |
10,000 (2) | | | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.500%, 10/20/2025 | | | | | 10,692 | | | | | | 0.0 | | |
11,000 (2) | | | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.750%, 10/20/2028 | | | | | 12,016 | | | | | | 0.0 | | |
33,000 (2) | | | Harley-Davidson Financial Services, Inc., 3.350%, 06/08/2025 | | | | | 35,767 | | | | | | 0.0 | | |
498,081 | | | Other Securities | | | | | 540,231 | | | | | | 0.2 | | |
| | | | | | | | 749,263 | | | | | | 0.2 | | |
| | | Consumer, Non-cyclical: 1.0% | | ||||||||||||
414,000 | | | AbbVie, Inc., 2.600%-4.625%, 11/21/2024-11/06/2042 | | | | | 481,717 | | | | | | 0.1 | | |
19,000 (2) | | | Alcon Finance Corp., 2.600%, 05/27/2030 | | | | | 20,260 | | | | | | 0.0 | | |
48,000 (2) | | | Cargill, Inc., 3.875%, 05/23/2049 | | | | | 58,772 | | | | | | 0.0 | | |
129,000 | | | Cigna Corp., 4.800%-4.900%, 08/15/2038-12/15/2048 | | | | | 175,482 | | | | | | 0.1 | | |
18,000 (2) | | | Health Care Service Corp. A Mutual Legal Reserve Co., 1.500%, 06/01/2025 | | | | | 18,483 | | | | | | 0.0 | | |
8,000 (2) | | | Health Care Service Corp. A Mutual Legal Reserve Co., 3.200%, 06/01/2050 | | | | | 8,663 | | | | | | 0.0 | | |
25,000 (2)(5) | | | Mars, Inc., 0.875%, 07/16/2026 | | | | | 25,108 | | | | | | 0.0 | | |
75,000 (2) | | | Mars, Inc., 2.375%, 07/16/2040 | | | | | 76,875 | | | | | | 0.1 | | |
42,000 (2) | | | Mars, Inc., 4.125%, 04/01/2054 | | | | | 55,599 | | | | | | 0.0 | | |
19,000 | | | Philip Morris International, Inc., 4.375%, 11/15/2041 | | | | | 23,751 | | | | | | 0.0 | | |
11,000 (2) | | | Royalty Pharma PLC, 1.200%, 09/02/2025 | | | | | 11,178 | | | | | | 0.0 | | |
14,000 (2) | | | Royalty Pharma PLC, 1.750%, 09/02/2027 | | | | | 14,417 | | | | | | 0.0 | | |
25,000 (2) | | | Royalty Pharma PLC, 3.300%, 09/02/2040 | | | | | 26,325 | | | | | | 0.0 | | |
13,000 | | | S&P Global, Inc., 2.300%, 08/15/2060 | | | | | 12,373 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
66,000 (2) | | | Viatris, Inc., 3.850%, 06/22/2040 | | | | | S74,495 | | | | | | 0.0 | | |
20,000 (2) | | | Viatris, Inc., 4.000%, 06/22/2050 | | | | | 22,915 | | | | | | 0.0 | | |
2,298,000 | | | Other Securities | | | | | 2,673,588 | | | | | | 0.7 | | |
| | | | | | | | 3,780,001 | | | | | | 1.0 | | |
| | | Energy: 0.6% | | ||||||||||||
200,000 (2) | | | KazMunayGas National Co. JSC, 4.750%, 04/24/2025 | | | | | 228,500 | | | | | | 0.0 | | |
200,000 (2) | | | Petroleos del Peru SA, 4.750%, 06/19/2032 | | | | | 229,916 | | | | | | 0.1 | | |
19,000 (2) | | | Schlumberger Holdings Corp., 4.000%, 12/21/2025 | | | | | 21,614 | | | | | | 0.0 | | |
1,729,000 | | | Other Securities | | | | | 1,893,624 | | | | | | 0.5 | | |
| | | | | | | | 2,373,654 | | | | | | 0.6 | | |
| | | Financial: 2.5% | | ||||||||||||
200,000 (2) | | | ABN AMRO Bank NV, 4.750%, 07/28/2025 | | | | | 230,625 | | | | | | 0.1 | | |
78,000 (2) | | | Athene Global Funding, 2.550%, 11/19/2030 | | | | | 78,115 | | | | | | 0.0 | | |
40,000 (2) | | | Athene Global Funding, 2.800%, 05/26/2023 | | | | | 41,773 | | | | | | 0.0 | | |
25,000 (2) | | | Athene Global Funding, 2.950%, 11/12/2026 | | | | | 26,843 | | | | | | 0.0 | | |
8,000 (2) | | | Aviation Capital Group LLC, 3.875%, 05/01/2023 | | | | | 8,341 | | | | | | 0.0 | | |
6,000 (2) | | | Aviation Capital Group LLC, 4.375%, 01/30/2024 | | | | | 6,337 | | | | | | 0.0 | | |
36,000 (2) | | | Aviation Capital Group LLC, 5.500%, 12/15/2024 | | | | | 39,882 | | | | | | 0.0 | | |
900,000 (6) | | | Bank of America Corp., 0.981%-5.125%, 01/22/2024-12/31/2199 | | | | | 980,116 | | | | | | 0.3 | | |
80,000 (2) | | | Barclays Bank PLC, 10.179%, 06/12/2021 | | | | | 83,211 | | | | | | 0.0 | | |
200,000 (2)(6) | | | BNP Paribas SA, 2.219%, 06/09/2026 | | | | | 209,416 | | | | | | 0.0 | | |
206,000 (2) | | | BPCE SA, 5.700%, 10/22/2023 | | | | | 233,296 | | | | | | 0.1 | | |
80,000 (6) | | | Citigroup, Inc., 1.678%-5.500%, 05/15/2024-06/03/2031 | | | | | 90,742 | | | | | | 0.0 | | |
250,000 (2)(6) | | | Credit Suisse Group AG, 2.193%, 06/05/2026 | | | | | 261,485 | | | | | | 0.1 | | |
26,000 (2)(6) | | | Credit Suisse Group AG, 4.194%, 04/01/2031 | | | | | 30,602 | | | | | | 0.0 | | |
200,000 (2)(6) | | | Danske Bank A/S, 1.621%, 09/11/2026 | | | | | 201,085 | | | | | | 0.0 | | |
12,000 (2) | | | Empower Finance 2020 L.P., 1.357%, 09/17/2027 | | | | | 12,096 | | | | | | 0.0 | | |
34,000 (2) | | | Fairfax US, Inc., 4.875%, 08/13/2024 | | | | | 37,314 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
200,000 (2) | | | Federation des Caisses Desjardins du Quebec, 2.050%, 02/10/2025 | | | | $ | 210,339 | | | | | | 0.1 | | |
18,000 (2) | | | GE Capital Funding LLC, 4.400%, 05/15/2030 | | | | | 21,224 | | | | | | 0.0 | | |
560,000 (6) | | | JPMorgan Chase & Co., 2.182%-5.000%, 07/23/2024-12/31/2199 | | | | | 599,492 | | | | | | 0.2 | | |
21,000 (2) | | | KKR Group Finance Co. VII LLC, 3.625%, 02/25/2050 | | | | | 23,440 | | | | | | 0.0 | | |
13,000 (2) | | | Liberty Mutual Group, Inc., 3.951%, 10/15/2050 | | | | | 15,597 | | | | | | 0.0 | | |
566,000 (6) | | | Morgan Stanley, 1.794%-4.457%, 07/23/2025-04/22/2039 | | | | | 646,256 | | | | | | 0.2 | | |
55,000 (2) | | | New York Life Global Funding, 2.875%, 04/10/2024 | | | | | 59,168 | | | | | | 0.0 | | |
28,000 (2) | | | Northwestern Mutual Life Insurance Co/The, 3.625%, 09/30/2059 | | | | | 32,571 | | | | | | 0.0 | | |
38,000 (2) | | | Owl Rock Technology Finance Corp., 4.750%, 12/15/2025 | | | | | 39,759 | | | | | | 0.0 | | |
70,000 | | | Royal Bank of Canada, 0.898%, (US0003M + 0.660%), 10/05/2023 | | | | | 70,736 | | | | | | 0.0 | | |
40,000 (2) | | | Scentre Group Trust 1 / Scentre Group Trust 2, 3.625%, 01/28/2026 | | | | | 44,033 | | | | | | 0.0 | | |
200,000 (2)(6) | | | Standard Chartered PLC, 3.265%, 02/18/2036 | | | | | 209,455 | | | | | | 0.1 | | |
25,000 (2) | | | Teachers Insurance & Annuity Association of America, 3.300%, 05/15/2050 | | | | | 27,244 | | | | | | 0.0 | | |
306,000 (6) | | | Wells Fargo & Co., 1.654%-4.750%, 01/24/2024-12/07/2046 | | | | | 333,797 | | | | | | 0.1 | | |
4,235,000 | | | Other Securities | | | | | 4,588,945 | | | | | | 1.2 | | |
| | | | | | | | 9,493,335 | | | | | | 2.5 | | |
| | | Industrial: 0.3% | | ||||||||||||
37,000 (2) | | | CCL Industries, Inc., 3.050%, 06/01/2030 | | | | | 40,410 | | | | | | 0.0 | | |
24,000 (2) | | | Penske Truck Leasing Co. Lp / PTL Finance Corp., 1.200%, 11/15/2025 | | | | | 24,222 | | | | | | 0.0 | | |
829,000 | | | Other Securities | | | | | 944,486 | | | | | | 0.3 | | |
| | | | | | | | 1,009,118 | | | | | | 0.3 | | |
| | | Technology: 0.3% | | ||||||||||||
195,000 | | | Apple, Inc., 2.550%-3.750%, 09/12/2047-08/20/2060 | | | | $ | 232,594 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Technology (continued) | | ||||||||||||
25,000 (2) | | | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | | | | | 30,539 | | | | | | 0.0 | | |
15,000 (2) | | | Infor, Inc., 1.450%, 07/15/2023 | | | | | 15,251 | | | | | | 0.0 | | |
18,000 (2) | | | Infor, Inc., 1.750%, 07/15/2025 | | | | | 18,714 | | | | | | 0.0 | | |
22,000 (2) | | | Leidos, Inc., 2.300%, 02/15/2031 | | | | | 22,442 | | | | | | 0.0 | | |
37,000 (2) | | | Microchip Technology, Inc., 2.670%, 09/01/2023 | | | | | 38,719 | | | | | | 0.0 | | |
31,000 (2) | | | NXP BV / NXP Funding LLC, 5.350%, 03/01/2026 | | | | | 37,388 | | | | | | 0.0 | | |
20,000 (2) | | | NXP BV / NXP Funding LLC / NXP USA, Inc., 3.400%, 05/01/2030 | | | | | 22,713 | | | | | | 0.0 | | |
613,000 | | | Other Securities | | | | | 707,712 | | | | | | 0.2 | | |
| | | | | | | | 1,126,072 | | | | | | 0.3 | | |
| | | Utilities: 0.8% | | ||||||||||||
13,000 (2) | | | AES Corp./The, 1.375%, 01/15/2026 | | | | | 13,125 | | | | | | 0.0 | | |
16,000 (2) | | | AES Corp./The, 3.950%, 07/15/2030 | | | | | 18,117 | | | | | | 0.0 | | |
74,000 (2) | | | Alliant Energy Finance LLC, 3.750%, 06/15/2023 | | | | | 79,335 | | | | | | 0.0 | | |
50,000 (2) | | | American Transmission Systems, Inc., 5.000%, 09/01/2044 | | | | | 61,322 | | | | | | 0.0 | | |
50,000 (2) | | | American Transmission Systems, Inc., 5.250%, 01/15/2022 | | | | | 52,125 | | | | | | 0.0 | | |
26,000 (2) | | | Berkshire Hathaway Energy Co., 1.650%, 05/15/2031 | | | | | 26,029 | | | | | | 0.0 | | |
39,000 (2) | | | Cleveland Electric Illuminating Co/The, 3.500%, 04/01/2028 | | | | | 41,515 | | | | | | 0.0 | | |
17,000 (2) | | | Duquesne Light Holdings, Inc., 2.532%, 10/01/2030 | | | | | 17,612 | | | | | | 0.0 | | |
24,000 | | | Entergy Arkansas LLC, 2.650%, 06/15/2051 | | | | | 24,617 | | | | | | 0.0 | | |
13,000 | | | Entergy Corp., 2.800%, 06/15/2030 | | | | | 14,055 | | | | | | 0.0 | | |
9,000 | | | Entergy Louisiana LLC, 4.200%, 04/01/2050 | | | | | 11,620 | | | | | | 0.0 | | |
73,000 | | | Entergy Mississippi LLC, 3.100%, 07/01/2023 | | | | | 77,657 | | | | | | 0.1 | | |
33,000 | | | Entergy Texas, Inc., 4.000%, 03/30/2029 | | | | | 38,548 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
12,000 (2) | | | IPALCO Enterprises, Inc., 4.250%, 05/01/2030 | | | | $ | 13,899 | | | | | | 0.0 | | |
50,000 (2) | | | Jersey Central Power & Light Co., 4.300%, 01/15/2026 | | | | | 55,973 | | | | | | 0.0 | | |
50,000 (2) | | | Jersey Central Power & Light Co., 4.700%, 04/01/2024 | | | | | 54,730 | | | | | | 0.0 | | |
12,000 (2) | | | Metropolitan Edison Co., 4.000%, 04/15/2025 | | | | | 13,106 | | | | | | 0.0 | | |
15,000 (2) | | | Narragansett Electric Co/The, 3.395%, 04/09/2030 | | | | | 17,023 | | | | | | 0.0 | | |
18,000 (2) | | | NRG Energy, Inc., 2.000%, 12/02/2025 | | | | | 18,665 | | | | | | 0.0 | | |
15,000 (2) | | | NRG Energy, Inc., 2.450%, 12/02/2027 | | | | | 15,796 | | | | | | 0.0 | | |
20,000 (2) | | | Oglethorpe Power Corp., 3.750%, 08/01/2050 | | | | | 21,552 | | | | | | 0.0 | | |
2,089,000 (3) | | | Other Securities | | | | | 2,372,635 | | | | | | 0.7 | | |
| | | | | | | | 3,059,056 | | | | | | 0.8 | | |
| | | Total Corporate Bonds/Notes (Cost $23,065,413) | | | | | 24,818,966 | | | | | | 6.6 | | |
COLLATERALIZED MORTGAGE OBLIGATIONS: 3.5% | | |||||||||||||||
90,011 | | | Alternative Loan Trust 2004-J7 MI, 1.168%, (US0001M + 1.020%), 10/25/2034 | | | | | 87,228 | | | | | | 0.0 | | |
65,438 | | | Alternative Loan Trust 2005-10CB 1A1, 0.648%, (US0001M + 0.500%), 05/25/2035 | | | | | 51,510 | | | | | | 0.0 | | |
52,396 | | | Alternative Loan Trust 2005-51 3A2A, 1.899%, (12MTA + 1.290%), 11/20/2035 | | | | | 48,784 | | | | | | 0.0 | | |
107,436 | | | Alternative Loan Trust 2005-J2 1A12, 0.548%, (US0001M + 0.400%), 04/25/2035 | | | | | 87,614 | | | | | | 0.1 | | |
100,230 | | | Alternative Loan Trust 2006-19CB A12, 0.548%, (US0001M + 0.400%), 08/25/2036 | | | | | 52,041 | | | | | | 0.0 | | |
75,060 | | | Alternative Loan Trust 2006-HY11 A1, 0.388%, (US0001M + 0.120%), 06/25/2036 | | | | | 72,709 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
28,129 | | | Alternative Loan Trust 2007-23CB A3, 0.648%, (US0001M + 0.500%), 09/25/2037 | | | | $ | 12,380 | | | | | | 0.0 | | |
134,691 | | | Alternative Loan Trust 2007-2CB 2A1, 0.748%, (US0001M + 0.600%), 03/25/2037 | | | | | 62,895 | | | | | | 0.0 | | |
56,991 | | | Bear Stearns Mortgage Funding Trust 2006-AR5 2A1, 0.338%, (US0001M + 0.190%), 01/25/2037 | | | | | 51,596 | | | | | | 0.0 | | |
72,274 (6) | | | Citigroup Mortgage Loan Trust 2006-AR2 1A1, 3.490%, 03/25/2036 | | | | | 63,970 | | | | | | 0.0 | | |
42,695 (6) | | | Citigroup Mortgage Loan Trust 2007-10 22AA, 3.361%, 09/25/2037 | | | | | 41,553 | | | | | | 0.0 | | |
200,000 (2)(6) | | | Deephaven Residential Mortgage Trust 2018-1A M1, 3.939%, 12/25/2057 | | | | | 203,697 | | | | | | 0.1 | | |
200,000 (2)(6) | | | Deephaven Residential Mortgage Trust 2019-1A M1, 4.402%, 08/25/2058 | | | | | 201,314 | | | | | | 0.0 | | |
504,002 | | | Fannie Mae 2011-113 CL, 4.000%, 11/25/2041 | | | | | 548,515 | | | | | | 0.2 | | |
407,558 | | | Fannie Mae 2011-99 CZ, 4.500%, 10/25/2041 | | | | | 487,581 | | | | | | 0.1 | | |
106,074 | | | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 4.148%, (US0001M + 4.000%), 05/25/2025 | | | | | 108,389 | | | | | | 0.0 | | |
75,082 | | | Fannie Mae Connecticut Avenue Securities 2017-C02 2M2, 3.798%, (US0001M + 3.650%), 09/25/2029 | | | | | 77,114 | | | | | | 0.0 | | |
181,920 | | | Fannie Mae Connecticut Avenue Securities 2017-C03 1M2, 3.148%, (US0001M + 3.000%), 10/25/2029 | | | | | 184,725 | | | | | | 0.1 | | |
172,633 | | | Fannie Mae Connecticut Avenue Securities 2017-C04 2M2, 2.998%, (US0001M + 2.850%), 11/25/2029 | | | | | 174,520 | | | | | | 0.0 | | |
62,063 | | | Fannie Mae Connecticut Avenue Securities 2017-CO6 2M2, 2.948%, (US0001M + 2.800%), 02/25/2030 | | | | | 62,810 | | | | | | 0.0 | | |
169,176 | | | Fannie Mae Connecticut Avenue Securities 2018-C06 1M2, 2.148%, (US0001M + 2.000%), 03/25/2031 | | | | | 168,748 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
107,356 (2) | | | Fannie Mae Connecticut Avenue Securities 2019-R02 1M2, 2.448%, (US0001M + 2.300%), 08/25/2031 | | | | $ | 107,639 | | | | | | 0.0 | | |
154,893 (2) | | | Fannie Mae Connecticut Avenue Securities Trust 2019-R06 2M2, 2.248%, (US0001M + 2.100%), 09/25/2039 | | | | | 155,234 | | | | | | 0.0 | | |
200,000 (2) | | | Fannie Mae Connecticut Avenue Securities Trust 2020-R01 1M2, 2.198%, (US0001M + 2.050%), 01/25/2040 | | | | | 199,991 | | | | | | 0.1 | | |
239,049 | | | Fannie Mae REMIC Trust 2009-19 PW, 4.500%, 10/25/2036 | | | | | 269,483 | | | | | | 0.1 | | |
215,378 (6) | | | Fannie Mae REMIC Trust 2009-50 HZ, 5.541%, 02/25/2049 | | | | | 246,612 | | | | | | 0.1 | | |
160,628 | | | Fannie Mae REMIC Trust 2011-30 ZA, 5.000%, 04/25/2041 | | | | | 174,969 | | | | | | 0.1 | | |
192,597 | | | Fannie Mae REMIC Trust 2011-9 AZ, 5.000%, 05/25/2040 | | | | | 214,831 | | | | | | 0.1 | | |
368,745 | | | Fannie Mae REMICS 2009-96 DB, 4.000%, 11/25/2029 | | | | | 397,191 | | | | | | 0.1 | | |
95,740 | | | Fannie Mae REMICS 2011-10 ZC, 5.000%, 02/25/2041 | | | | | 108,679 | | | | | | 0.0 | | |
377,151 | | | Fannie Mae REMICS 2013-16 GD, 3.000%, 03/25/2033 | | | | | 389,914 | | | | | | 0.1 | | |
108,943 | | | Fannie Mae REMICS 2018-8 AB, 3.500%, 10/25/2047 | | | | | 114,911 | | | | | | 0.0 | | |
93,710 (2)(6) | | | Flagstar Mortgage Trust 2018-1 B2, 4.013%, 03/25/2048 | | | | | 98,765 | | | | | | 0.0 | | |
93,710 (2)(6) | | | Flagstar Mortgage Trust 2018-1 B3, 4.013%, 03/25/2048 | | | | | 96,862 | | | | | | 0.0 | | |
508,380 (2)(6) | | | Flagstar Mortgage Trust 2020-2 A4, 3.000%, 12/25/2049 | | | | | 518,084 | | | | | | 0.2 | | |
245,196 | | | Freddie Mac 4634 ZM, 5.000%, 11/15/2056 | | | | | 332,768 | | | | | | 0.1 | | |
76,805 | | | Freddie Mac REMIC Trust 2114 ZM, 6.000%, 01/15/2029 | | | | | 86,182 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
62,888 | | | Freddie Mac REMIC Trust 2541 NE, 5.500%, 12/15/2032 | | | | $ | 72,723 | | | | | | 0.0 | | |
17,104 | | | Freddie Mac REMIC Trust 2861 Z, 5.500%, 09/15/2034 | | | | | 20,197 | | | | | | 0.0 | | |
46,870 | | | Freddie Mac REMIC Trust 2931 ZY, 5.000%, 02/15/2035 | | | | | 53,589 | | | | | | 0.0 | | |
141,381 | | | Freddie Mac REMIC Trust 3117 ZA, 5.500%, 02/15/2036 | | | | | 163,394 | | | | | | 0.0 | | |
56,439 | | | Freddie Mac REMIC Trust 3351 ZC, 5.500%, 07/15/2037 | | | | | 66,022 | | | | | | 0.0 | | |
52,023 (6) | | | Freddie Mac REMIC Trust 3524 LA, 5.148%, 03/15/2033 | | | | | 59,105 | | | | | | 0.0 | | |
54,818 | | | Freddie Mac REMIC Trust 3724 CM, 5.500%, 06/15/2037 | | | | | 62,548 | | | | | | 0.0 | | |
11,059 | | | Freddie Mac REMIC Trust 4000 PA, 4.500%, 01/15/2042 | | | | | 12,397 | | | | | | 0.0 | | |
254,224 | | | Freddie Mac REMIC Trust 4203 BN, 3.000%, 04/15/2033 | | | | | 276,849 | | | | | | 0.1 | | |
528,880 | | | Freddie Mac REMIC Trust 4335 ZX, 4.250%, 05/15/2044 | | | | | 614,845 | | | | | | 0.2 | | |
528,880 | | | Freddie Mac REMIC Trust 435 XZ, 4.250%, 05/15/2044 | | | | | 619,695 | | | | | | 0.2 | | |
333,855 | | | Freddie Mac REMICS 4495 PA, 3.500%, 09/15/2043 | | | | | 349,633 | | | | | | 0.1 | | |
14,676 | | | Freddie Mac REMICS 4678 AB, 4.000%, 06/15/2044 | | | | | 14,999 | | | | | | 0.0 | | |
308,557 | | | Freddie Mac REMICS 4791 MT, 3.500%, 05/15/2044 | | | | | 309,375 | | | | | | 0.1 | | |
250,000 (2) | | | Freddie Mac STACR REMIC Trust 2020-DNA6 M2, 2.077%, (SOFR30A + 2.000%), 12/25/2050 | | | | | 251,233 | | | | | | 0.1 | | |
200,000 (2) | | | Freddie Mac Stacr Remic Trust 2020-HQA2 M2, 3.248%, (US0001M + 3.100%), 03/25/2050 | | | | | 202,672 | | | | | | 0.1 | | |
200,000 (2) | | | Freddie Mac STACR REMIC Trust 2020-HQA3 M2, 3.748%, (US0001M + 3.600%), 07/25/2050 | | | | | 202,384 | | | | | | 0.1 | | |
93,290 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA3 M3, 4.848%, (US0001M + 4.700%), 04/25/2028 | | | | | 97,513 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
238,587 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-DNA1 M3, 5.700%, (US0001M + 5.550%), 07/25/2028 | | | | $ | 249,978 | | | | | | 0.1 | | |
145,909 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA3 M2, 2.498%, (US0001M + 2.350%), 04/25/2030 | | | | | 148,657 | | | | | | 0.0 | | |
78,924 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-HQA1 M2, 2.448%, (US0001M + 2.300%), 09/25/2030 | | | | | 78,984 | | | | | | 0.0 | | |
564,649 | | | Ginnie Mae 2013-8 BE, 1.750%, 11/20/2042 | | | | | 578,441 | | | | | | 0.2 | | |
47,895 | | | Ginnie Mae Series 2009-29 PB, 4.750%, 05/20/2039 | | | | | 54,275 | | | | | | 0.0 | | |
357,508 | | | Ginnie Mae Series 2010-164 JZ, 4.000%, 12/20/2040 | | | | | 392,087 | | | | | | 0.1 | | |
16,221 | | | Ginnie Mae Series 2011-169 BC, 7.000%, 05/16/2032 | | | | | 17,945 | | | | | | 0.0 | | |
70,566 (2)(6) | | | GS Mortgage-Backed Securities Corp. Trust 2020-PJ2 A4, 3.500%, 07/25/2050 | | | | | 72,074 | | | | | | 0.0 | | |
173,976 (2)(6) | | | GS Mortgage-Backed Securities Corp. Trust 2020-PJ4 A4, 3.000%, 01/25/2051 | | | | | 178,244 | | | | | | 0.1 | | |
40,817 | | | HomeBanc Mortgage Trust 2004-1 2A, 1.008%, (US0001M + 0.860%), 08/25/2029 | | | | | 39,674 | | | | | | 0.0 | | |
37,578 | | | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 0.568%, (US0001M + 0.420%), 04/25/2046 | | | | | 34,867 | | | | | | 0.0 | | |
400,000 (2)(6) | | | JP Morgan Mortgage Trust 2019-LTV3 A5, 3.500%, 03/25/2050 | | | | | 418,653 | | | | | | 0.1 | | |
37,856 | | | Lehman XS Trust Series 2005-5N 1A2, 0.508%, (US0001M + 0.360%), 11/25/2035 | | | | | 34,621 | | | | | | 0.0 | | |
50,133 | | | Morgan Stanley Mortgage Loan Trust 2007-13 6A1, 6.000%, 10/25/2037 | | | | | 39,009 | | | | | | 0.0 | | |
62,707 | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 A1C3, 1.168%, (US0001M + 0.510%), 08/25/2045 | | | | | 63,231 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
34,020 | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR13 A1C3, 1.128%, (US0001M + 0.490%), 10/25/2045 | | | | $ | 33,211 | | | | | | 0.0 | | |
165,030 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 1.569%, (12MTA + 0.960%), 08/25/2046 | | | | | 110,510 | | | | | | 0.1 | | |
18,069 | | | Wells Fargo Alternative Loan 2007-PA2 2A1, 0.578%, (US0001M + 0.430%), 06/25/2037 | | | | | 14,578 | | | | | | 0.0 | | |
17,117 (6) | | | Wells Fargo Mortgage Backed Securities 2006-AR4 2A4, 4.019%, 04/25/2036 | | | | | 16,261 | | | | | | 0.0 | | |
24,549 (6) | | | Wells Fargo Mortgage Backed Securities 2007-AR7 A1, 2.910%, 12/28/2037 | | | | | 22,988 | | | | | | 0.0 | | |
100,000 (2)(6) | | | Wells Fargo Mortgage Backed Securities 2020-2 A5 Trust, 3.000%, 12/25/2049 | | | | | 104,083 | | | | | | 0.1 | | |
435,113 | | | Other Securities | | | | | 415,934 | | | | | | 0.1 | | |
| | | Total Collateralized Mortgage Obligations (Cost $12,489,799) | | | | | 12,929,286 | | | | | | 3.5 | | |
U.S. TREASURY OBLIGATIONS: 3.0% | | |||||||||||||||
| | | U.S. Treasury Bonds: 0.5% | | ||||||||||||
1,000 | | | 1.250%,05/15/2050 | | | | | 906 | | | | | | 0.0 | | |
1,048,000 | | | 1.375%,11/15/2040 | | | | | 1,034,654 | | | | | | 0.3 | | |
1,033,000 | | | 1.375%,08/15/2050 | | | | | 965,532 | | | | | | 0.2 | | |
| | | | | | | | 2,001,092 | | | | | | 0.5 | | |
| | | U.S. Treasury Notes: 2.5% | | ||||||||||||
855,000 | | | 0.125%,12/31/2022 | | | | | 855,067 | | | | | | 0.2 | | |
2,265,000 | | | 0.125%,12/15/2023 | | | | | 2,262,257 | | | | | | 0.6 | | |
2,196,000 | | | 0.625%,11/30/2027 | | | | | 2,194,971 | | | | | | 0.6 | | |
3,185,000 | | | 1.500%,11/30/2021 | | | | | 3,225,103 | | | | | | 0.9 | | |
654,000 | | | 0.125%-0.875%, 10/15/2023-11/15/2030 | | | | | 653,900 | | | | | | 0.2 | | |
| | | | | | | | 9,191,298 | | | | | | 2.5 | | |
| | | Total U.S. Treasury Obligations (Cost $11,190,668) | | | | | 11,192,390 | | | | | | 3.0 | | |
U.S. GOVERNMENT AGENCY OBLIGATIONS: 2.1% | | |||||||||||||||
| | | Federal Home Loan Mortgage Corporation: 0.2%(7) | | ||||||||||||
815,633 | | | 2.500%-6.500%, 05/01/2030-09/01/2045 | | | | | 896,711 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Federal National Mortgage Association: 0.2% | | ||||||||||||
648,751 | | | 4.500%,09/01/2047 | | | | $ | 745,988 | | | | | | 0.2 | | |
| | | | | ||||||||||||
| | | Government National Mortgage Association: 0.4% | | ||||||||||||
1,011,000 (8) | | | 2.500%,02/01/2051 | | | | | 1,068,067 | | | | | | 0.3 | | |
412,895 | | | 4.000%-4.500%, 11/20/2040-09/15/2047 | | | | | 456,634 | | | | | | 0.1 | | |
| | | | | | | | 1,524,701 | | | | | | 0.4 | | |
| | | Uniform Mortgage-Backed Securities: 1.3% | | ||||||||||||
1,386,000 (8) | | | 1.500%,02/01/2051 | | | | | 1,398,559 | | | | | | 0.4 | | |
1,121,286 | | | 3.000%,04/01/2050 | | | | | 1,176,044 | | | | | | 0.3 | | |
1,996,489 | | | 2.500%-7.000%, 06/01/2029-08/01/2046 | | | | | 2,209,114 | | | | | | 0.6 | | |
| | | | | | | | 4,783,717 | | | | | | 1.3 | | |
| | | Total U.S. Government Agency Obligations (Cost $7,725,789) | | | | | 7,951,117 | | | | | | 2.1 | | |
ASSET-BACKED SECURITIES: 2.7% | | |||||||||||||||
| | | Automobile Asset-Backed Securities: 0.3% | | ||||||||||||
100,000 (2) | | | Tesla Auto Lease Trust 2018-B C, 4.360%, 10/20/2021 | | | | | 101,925 | | | | | | 0.0 | | |
100,000 (2) | | | Toyota Auto Loan Extended Note Trust 2020-1A A, 1.350%, 05/25/2033 | | | | | 103,113 | | | | | | 0.0 | | |
850,000 | | | Other Securities | | | | | 883,476 | | | | | | 0.3 | | |
| | | | | | | | 1,088,514 | | | | | | 0.3 | | |
| | | Home Equity Asset-Backed Securities: 0.1% | | ||||||||||||
144,171 (6)(9) | | | Renaissance Home Equity Loan Trust 2005-3 AF4, 5.140%, 11/25/2035 | | | | | 151,972 | | | | | | 0.0 | | |
246,931 | | | Other Securities | | | | | 195,870 | | | | | | 0.1 | | |
| | | | | | | | 347,842 | | | | | | 0.1 | | |
| | | Other Asset-Backed Securities: 2.0% | | ||||||||||||
91,800 (2) | | | Aqua Finance Trust 2020-AA A, 1.900%, 07/17/2046 | | | | | 92,318 | | | | | | 0.0 | | |
300,000 (2) | | | ARES XLVI CLO Ltd. 2017-46A A2, 1.467%, (US0003M + 1.230%), 01/15/2030 | | | | | 296,980 | | | | | | 0.1 | | |
250,000 (2) | | | Benefit Street Partners CLO VIII Ltd. 2015-8A A1BR, 1.418%, (US0003M + 1.200%), 01/20/2031 | | | | | 247,543 | | | | | | 0.1 | | |
250,000 (2) | | | BlueMountain CLO 2015-1A BR, 2.724%, (US0003M + 2.500%), 04/13/2027 | | | | | 250,007 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities: (continued) | | ||||||||||||
100,000 (2) | | | Bojangles Issuer LLC 2020-3A A2, 3.832%, 10/20/2050 | | | | $ | 102,728 | | | | | | 0.0 | | |
16,450 | | | Chase Funding Trust Series 2003-5 2A2, 0.748%, (US0001M + 0.600%), 07/25/2033 | | | | | 15,834 | | | | | | 0.0 | | |
250,000 (2) | | | Clear Creek CLO 2015-1A CR, 2.168%, (US0003M + 1.950%), 10/20/2030 | | | | | 245,647 | | | | | | 0.1 | | |
250,000 (2) | | | Deer Creek Clo Ltd. 2017-1A A, 1.398%, (US0003M + 1.180%), 10/20/2030 | | | | | 249,589 | | | | | | 0.1 | | |
97,750 (2) | | | Domino’s Pizza Master Issuer LLC 2018-1A A211, 4.328%, 07/25/2048 | | | | | 106,610 | | | | | | 0.0 | | |
98,250 (2) | | | Driven Brands Funding LLC 2019-1A A2, 4.641%, 04/20/2049 | | | | | 105,012 | | | | | | 0.0 | | |
250,000 (2) | | | Dryden Senior Loan Fund 2017-47A A2, 1.587%, (US0003M + 1.350%), 04/15/2028 | | | | | 249,472 | | | | | | 0.1 | | |
250,000 (2) | | | Eaton Vance Clo 2015-1A A2R Ltd., 1.468%, (US0003M + 1.250%), 01/20/2030 | | | | | 247,684 | | | | | | 0.1 | | |
99,250 (2) | | | Five Guys Holdings, Inc. 2017-1A A2, 4.600%, 07/25/2047 | | | | | 103,576 | | | | | | 0.0 | | |
24,207 (2) | | | HERO Funding Trust 2015-2A A, 3.990%, 09/20/2040 | | | | | 25,669 | | | | | | 0.0 | | |
170,917 (2) | | | Invitation Homes 2017-SFR2 A Trust, 1.003%, (US0001M + 0.850%), 12/17/2036 | | | | | 171,025 | | | | | | 0.0 | | |
258,200 (2) | | | J.G. Wentworth XXXIX LLC 2017-2A A, 3.530%, 09/15/2072 | | | | | 290,356 | | | | | | 0.1 | | |
250,000 (2) | | | Jay Park CLO Ltd. 2016-1A BR, 2.218%, (US0003M + 2.000%), 10/20/2027 | | | | | 250,007 | | | | | | 0.1 | | |
250,000 (2) | | | LCM XXIV Ltd. 24A A, 1.528%, (US0003M + 1.310%), 03/20/2030 | | | | | 250,009 | | | | | | 0.1 | | |
93,634 (2) | | | Loanpal Solar Loan 2020-2GF A Ltd., 2.750%, 07/20/2047 | | | | | 97,342 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities: (continued) | | ||||||||||||
100,000 (2) | | | Loanpal Solar Loan 2021-1 1GS A Ltd., 2.290%, 01/20/2048 | | | | $ | 101,031 | | | | | | 0.0 | | |
250,000 (2) | | | Marlette Funding Trust 2019-2A C, 4.110%, 07/16/2029 | | | | | 256,232 | | | | | | 0.1 | | |
200,000 (2)(6) | | | Mill City Mortgage Loan Trust 2017-2 M2, 3.250%, 07/25/2059 | | | | | 214,044 | | | | | | 0.1 | | |
57,009 (2) | | | Mosaic Solar Loan Trust 2018-1A A, 4.010%, 06/22/2043 | | | | | 61,710 | | | | | | 0.0 | | |
83,718 (2) | | | Mosaic Solar Loan Trust 2018-2-GS B, 4.740%, 02/22/2044 | | | | | 86,884 | | | | | | 0.0 | | |
97,761 (2) | | | Mosaic Solar Loan Trust 2020-2A A, 1.440%, 08/20/2046 | | | | | 97,231 | | | | | | 0.1 | | |
250,000 (2) | | | Newark BSL CLO 1 Ltd. 2016-1A A1R, 1.317%, (US0003M + 1.100%), 12/21/2029 | | | | | 249,459 | | | | | | 0.1 | | |
500,000 (2) | | | OCP CLO 2020-18A A Ltd., 2.018%, (US0003M + 1.800%), 04/20/2030 | | | | | 501,034 | | | | | | 0.1 | | |
250,000 (2) | | | Octagon Investment Partners XIV Ltd. 2012-1A A1BR, 1.612%, (US0003M + 1.375%), 07/15/2029 | | | | | 249,136 | | | | | | 0.1 | | |
250,000 (2) | | | Octagon Investment Partners XVII Ltd. 2013-1A A1R2, 1.215%, (US0003M + 1.000%), 01/25/2031 | | | | | 248,003 | | | | | | 0.0 | | |
200,000 (2) | | | OHA Loan Funding 2013-1A A1R2 Ltd., 1.299%, (US0003M + 1.090%), 07/23/2031 | | | | | 199,924 | | | | | | 0.0 | | |
250,000 (2) | | | Palmer Square CLO 2015-2A A1R2 Ltd., 1.318%, (US0003M + 1.100%), 07/20/2030 | | | | | 249,299 | | | | | | 0.1 | | |
200,000 (2) | | | Sunnova Sol II Issuer LLC 2020-2A A, 2.730%, 11/01/2055 | | | | | 201,633 | | | | | | 0.0 | | |
98,409 (2) | | | Sunnova Sol Issuer LLC 2020-1A A, 3.350%, 02/01/2055 | | | | | 104,535 | | | | | | 0.0 | | |
98,000 (2) | | | Taco Bell Funding LLC 2018-1A A2II, 4.940%, 11/25/2048 | | | | | 108,478 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities: (continued) | | ||||||||||||
250,000 (2) | | | THL Credit Wind River 2016-2A A1R CLO Ltd., 1.404%, (US0003M + 1.190%), 11/01/2031 | | | | $ | 249,593 | | | | | | 0.0 | | |
250,000 (2) | | | THL Credit Wind River 2017-2A A CLO Ltd., 1.448%, (US0003M + 1.230%), 07/20/2030 | | | | | 249,999 | | | | | | 0.1 | | |
250,000 (2) | | | Tiaa Clo III Ltd. 2017-2A A, 1.380%, (US0003M + 1.150%), 01/16/2031 | | | | | 248,092 | | | | | | 0.1 | | |
97,000 (2) | | | Wendys Funding LLC 2018-1A A2I, 3.573%, 03/15/2048 | | | | | 100,113 | | | | | | 0.0 | | |
97,000 (2) | | | Wendy’s Funding LLC 2018-1A A2II, 3.884%, 03/15/2048 | | | | | 103,047 | | | | | | 0.1 | | |
100,000 | | | Other Securities | | | | | 103,164 | | | | | | 0.0 | | |
| | | | | | | | 7,380,049 | | | | | | 2.0 | | |
| | | Student Loan Asset-Backed Securities: 0.3% | | ||||||||||||
51,714 (2) | | | Commonbond Student Loan Trust 2017-BGS A1, 2.680%, 09/25/2042 | | | | | 53,068 | | | | | | 0.0 | | |
43,231 (2) | | | Commonbond Student Loan Trust 2018-AGS A1, 3.210%, 02/25/2044 | | | | | 44,901 | | | | | | 0.0 | | |
99,472 (2) | | | Commonbond Student Loan Trust 2018-BGS B, 3.990%, 09/25/2045 | | | | | 102,770 | | | | | | 0.1 | | |
78,028 (2) | | | Commonbond Student Loan Trust 2020-AGS A, 1.980%, 08/25/2050 | | | | | 79,988 | | | | | | 0.0 | | |
96,554 (2) | | | Sofi Professional Loan Program 2018-D A2FX Trust, 3.600%, 02/25/2048 | | | | | 100,952 | | | | | | 0.0 | | |
95,828 (2) | | | Sofi Professional Loan Program 2019-C A2FX LLC, 2.370%, 11/16/2048 | | | | | 99,683 | | | | | | 0.0 | | |
165,934 (2) | | | SoFi Professional Loan Program 2020-C AFX Trust, 1.950%, 02/15/2046 | | | | | 169,629 | | | | | | 0.1 | | |
7,209 (2) | | | DRB Prime Student Loan Trust 2015-B A2, 3.170%, 07/25/2031 | | | | | 7,239 | | | | | | 0.0 | | |
15,307 (2) | | | DRB Prime Student Loan Trust 2015-D A2, 3.200%, 01/25/2040 | | | | | 15,439 | | | | | | 0.0 | | |
81,851 (2) | | | Navient Private Education Refi Loan Trust 2019-A A2A, 3.420%, 01/15/2043 | | | | | 85,657 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Student Loan Asset-Backed Securities (continued) | | ||||||||||||
79,604 (2) | | | Navient Private Education Refi Loan Trust 2020-DA A, 1.690%, 05/15/2069 | | | | $ | 81,186 | | | | | | 0.0 | | |
75,149 (2) | | | Navient Private Education Refi Loan Trust 2020-FA A, 1.220%, 07/15/2069 | | | | | 75,956 | | | | | | 0.0 | | |
100,000 (2) | | | SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/2041 | | | | | 104,373 | | | | | | 0.0 | | |
100,000 (2) | | | SMB Private Education Loan Trust 2020-PTA A2A, 1.600%, 09/15/2054 | | | | | 101,258 | | | | | | 0.0 | | |
100,000 (2) | | | Sofi Professional Loan Program 2018-C A2FX Trust, 3.590%, 01/25/2048 | | | | | 103,860 | | | | | | 0.0 | | |
| | | | | | | | 1,225,959 | | | | | | 0.3 | | |
| | | Total Asset-Backed Securities (Cost $9,814,788) | | | | | 10,042,364 | | | | | | 2.7 | | |
COMMERCIAL MORTGAGE-BACKED SECURITIES: 1.7% | | |||||||||||||||
80,000 (2)(6) | | | BAMLL Re-REMIC Trust 2016-FRR16 B, 0.860%, 05/27/2021 | | | | | 78,808 | | | | | | 0.0 | | |
3,000,000 (6)(10) | | | BANK 2017-BNK8 XB, 0.175%, 11/15/2050 | | | | | 34,533 | | | | | | 0.0 | | |
990,003 (6)(10) | | | BANK 2019-BNK16 XA, 0.962%, 02/15/2052 | | | | | 62,834 | | | | | | 0.0 | | |
3,800,557 (6)(10) | | | BANK 2019-BNK21 XA, 0.873%, 10/15/2052 | | | | | 239,361 | | | | | | 0.1 | | |
2,180,000 (2)(6)(10) | | | BBCCRE Trust 2015-GTP XA, 0.597%, 08/10/2033 | | | | | 58,619 | | | | | | 0.0 | | |
4,640,319 (6)(10) | | | Benchmark 2018-B2 XA Mortgage Trust, 0.417%, 02/15/2051 | | | | | 100,309 | | | | | | 0.1 | | |
994,239 (6)(10) | | | Benchmark 2019-B9 XA Mortgage Trust, 1.044%, 03/15/2052 | | | | | 72,145 | | | | | | 0.0 | | |
189,860 (2) | | | BX Commercial Mortgage Trust 2019-XL J, 2.809%, (US0001M + 2.650%), 10/15/2036 | | | | | 187,329 | | | | | | 0.1 | | |
100,000 (2) | | | BX Trust 2019-CALM E, 2.159%, (US0001M + 2.000%), 11/25/2028 | | | | | 95,900 | | | | | | 0.0 | | |
808,320 (6)(10) | | | CD 2017-CD4 Mortgage Trust XA, 1.293%, 05/10/2050 | | | | | 44,897 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
100,000 (6) | | | Citigroup Commercial Mortgage Trust 2013-GC17 C, 5.109%, 11/10/2046 | | | | $ | 101,639 | | | | | | 0.1 | | |
958,030 (6)(10) | | | Citigroup Commercial Mortgage Trust 2016-P4 XA, 1.958%, 07/10/2049 | | | | | 72,971 | | | | | | 0.0 | | |
1,271,543 (6)(10) | | | Citigroup Commercial Mortgage Trust 2017-C4 XA, 1.097%, 10/12/2050 | | | | | 63,055 | | | | | | 0.0 | | |
80,000 (6) | | | Citigroup Commercial Mortgage Trust 2017-P8 C, 4.267%, 09/15/2050 | | | | | 84,758 | | | | | | 0.1 | | |
980,585 (6)(10) | | | Citigroup Commercial Mortgage Trust 2017-P8 XA, 0.905%, 09/15/2050 | | | | | 48,664 | | | | | | 0.0 | | |
1,468,293 (6)(10) | | | Citigroup Commercial Mortgage Trust 2018-C5 XA, 0.595%, 06/10/2051 | | | | | 63,257 | | | | | | 0.0 | | |
1,117,170 (6)(10) | | | Citigroup Commercial Mortgage Trust 2019-GC41 XA, 1.059%, 08/10/2056 | | | | | 78,068 | | | | | | 0.0 | | |
60,000 | | | Citigroup Commercial Mortgage Trust 2019-GC43 A4, 3.038%, 11/10/2052 | | | | | 67,694 | | | | | | 0.0 | | |
741,609 (6)(10) | | | COMM 2012-CR4 XA, 1.686%, 10/15/2045 | | | | | 15,910 | | | | | | 0.0 | | |
2,380,000 (2)(6)(10) | | | COMM 2012-CR4 XB, 0.612%, 10/15/2045 | | | | | 25,024 | | | | | | 0.0 | | |
1,494,744 (6)(10) | | | COMM 2016-CR28 XA, 0.694%, 02/10/2049 | | | | | 39,223 | | | | | | 0.0 | | |
747,546 (6)(10) | | | COMM 2017-COR2 XA, 1.164%, 09/10/2050 | | | | | 46,516 | | | | | | 0.1 | | |
110,000 (2) | | | Credit Suisse Mortgage Capital Certificates 2019-ICE4 C, 1.589%, (US0001M + 1.430%), 05/15/2036 | | | | | 110,119 | | | | | | 0.0 | | |
110,000 (2)(6) | | | DBJPM 16-C3 Mortgage Trust, 3.490%, 08/10/2049 | | | | | 85,898 | | | | | | 0.0 | | |
130,000 (2)(6) | | | DBWF 2015-LCM D Mortgage Trust, 3.421%, 06/10/2034 | | | | | 108,916 | | | | | | 0.0 | | |
1,650,000 (6)(10) | | | Freddie Mac Multifamily Structured Pass Through Certificates K122 X1, 0.884%, 11/25/2030 | | | | | 124,489 | | | | | | 0.0 | | |
799,872 (6)(10) | | | Freddie Mac Multifamily Structured Pass Through Certificates K-1517 X1, 1.334%, 07/25/2035 | | | | | 119,855 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
1,300,000 (6)(10) | | | Freddie Mac Multifamily Structured Pass Through Certificates K-1518 X1, 0.874%, 10/25/2035 | | | | $ | 118,626 | | | | | | 0.0 | | |
848,000 (10) | | | Freddie Mac Multifamily Structured Pass Through Certificates KL06 XFX, 1.364%, 12/25/2029 | | | | | 81,479 | | | | | | 0.0 | | |
178,000 (2)(6) | | | Grace Trust 2020-GRCE E, 2.680%, 12/10/2040 | | | | | 167,963 | | | | | | 0.1 | | |
100,000 (2) | | | GS Mortgage Securities Corp. II 2018-RIVR F, 2.259%, (US0001M + 2.100%), 07/15/2035 | | | | | 84,495 | | | | | | 0.0 | | |
1,143,349 (6)(10) | | | GS Mortgage Securities Trust 2014-GC22 XA, 0.980%, 06/10/2047 | | | | | 23,906 | | | | | | 0.0 | | |
1,649,174 (6)(10) | | | GS Mortgage Securities Trust 2016-GS4 XA, 0.505%, 11/10/2049 | | | | | 40,030 | | | | | | 0.0 | | |
849,383 (6)(10) | | | GS Mortgage Securities Trust 2017-GS6 XA, 1.035%, 05/10/2050 | | | | | 48,017 | | | | | | 0.0 | | |
50,000 | | | GS Mortgage Securities Trust 2019-GC38 A4, 3.968%, 02/10/2052 | | | | | 59,465 | | | | | | 0.0 | | |
1,223,876 (6)(10) | | | GS Mortgage Securities Trust 2019-GC38 XA, 0.961%, 02/10/2052 | | | | | 79,351 | | | | | | 0.0 | | |
2,061,632 (6)(10) | | | GS Mortgage Securities Trust 2019-GC42 XA, 0.811%, 09/01/2052 | | | | | 119,462 | | | | | | 0.1 | | |
90,000 | | | GS Mortgage Securities Trust 2019-GSA1 A4, 3.048%, 11/10/2052 | | | | | 101,270 | | | | | | 0.0 | | |
1,300,648 (6)(10) | | | GS Mortgage Securities Trust 2020-GC47 XA, 1.132%, 05/12/2053 | | | | | 117,295 | | | | | | 0.1 | | |
100,000 (2)(6) | | | JPMBB Commercial Mortgage Securities Trust 2013-C17 F, 3.867%, 01/15/2047 | | | | | 74,427 | | | | | | 0.0 | | |
488,514 (6)(10) | | | JPMBB Commercial Mortgage Securities Trust 2014-C19 XA, 0.741%, 04/15/2047 | | | | | 8,134 | | | | | | 0.0 | | |
100,000 (2)(6) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 G, 3.873%, 07/15/2046 | | | | | 95,137 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
150,000 (2)(6) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5 B, 5.424%, 08/15/2046 | | | | $ | 151,303 | | | | | | 0.1 | | |
40,000 (2)(6) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 E, 3.986%, 01/15/2046 | | | | | 38,801 | | | | | | 0.0 | | |
290,000 (2)(6) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16 D, 5.027%, 12/15/2046 | | | | | 287,505 | | | | | | 0.1 | | |
100,000 (2)(6) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20 A4A2, 3.538%, 07/15/2047 | | | | | 105,399 | | | | | | 0.0 | | |
1,268,212 (6)(10) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 XA, 0.680%, 12/15/2049 | | | | | 34,027 | | | | | | 0.0 | | |
100,000 (2)(6) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2020-LOOP E, 3.862%, 12/05/2038 | | | | | 91,484 | | | | | | 0.0 | | |
417,023 (2)(6)(10) | | | LB-UBS Commercial Mortgage Trust 2006-C7 XW, 0.705%, 11/15/2038 | | | | | 903 | | | | | | 0.0 | | |
1,623,219 (6)(10) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 XA, 1.001%, 12/15/2047 | | | | | 48,569 | | | | | | 0.0 | | |
62,000 | | | Morgan Stanley Capital I Trust 2019-H6 A4, 3.417%, 06/15/2052 | | | | | 70,483 | | | | | | 0.0 | | |
4,552,040 (6)(10) | | | Morgan Stanley Capital I Trust 2019-L3 XA, 0.643%, 11/15/2029 | | | | | 225,647 | | | | | | 0.1 | | |
75,000 | | | Morgan Stanley Capital I, Inc. 2017-HR2 D, 2.730%, 12/15/2050 | | | | | 65,371 | | | | | | 0.0 | | |
50,000(2) | | | MRCD 2019-PARK E Mortgage Trust, 2.718%, 12/15/2036 | | | | | 49,335 | | | | | | 0.0 | | |
40,000 (2)(6) | | | UBS-Barclays Commercial Mortgage Trust 2012-C4 D, 4.470%, 12/10/2045 | | | | | 23,339 | | | | | | 0.0 | | |
60,000 (2)(6) | | | UBS-Barclays Commercial Mortgage Trust 2012-C4 E, 4.470%, 12/10/2045 | | | | | 29,840 | | | | | | 0.0 | | |
3,092,805 (6)(10) | | | UBS Commercial Mortgage Trust 2018-C9 XA, 0.884%, 03/15/2051 | | | | | 158,820 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
80,000 | | | Wells Fargo Commercial Mortgage Trust 2018-C44 A5, 4.212%, 05/15/2051 | | | | $ | 94,650 | | | | | | 0.0 | | |
400,000 (2) | | | Wells Fargo Commercial Mortgage Trust 2018-C45 D, 3.000%, 06/15/2051 | | | | | 329,862 | | | | | | 0.1 | | |
1,080,629 (6)(10) | | | Wells Fargo Commercial Mortgage Trust 2019-C52 XA, 1.618%, 08/15/2052 | | | | | 115,926 | | | | | | 0.1 | | |
1,521,483 (2)(6)(10) | | | WFRBS Commercial Mortgage Trust 2012-C8 XA, 1.788%, 08/15/2045 | | | | | 28,769 | | | | | | 0.0 | | |
757,000 | | | Other Securities | | | | | 857,857 | | | | | | 0.2 | | |
| | | Total Commercial Mortgage-Backed Securities (Cost $6,277,457) | | | | | 6,257,738 | | | | | | 1.7 | | |
SOVEREIGN BONDS: 0.2% | | |||||||||||||||
145,500 (9) | | | Argentine Republic Government International Bond, 0.125% (Step Rate @ 0.500% on 07/09/2021), 07/09/2030 | | | | | 59,218 | | | | | | 0.0 | | |
100,000 (2) | | | Dominican Republic International Bond, 5.500%, 01/27/2025 | | | | | 112,875 | | | | | | 0.0 | | |
488,843 | | | Other Securities | | | | | 530,328 | | | | | | 0.2 | | |
| | | Total Sovereign Bonds (Cost $663,887) | | | | | 702,421 | | | | | | 0.2 | | |
|
| | | | | | Value | | | Percentage of Net Assets | | ||||||
PURCHASED OPTIONS(11): 0.0% | | |||||||||||||||
| | | Total Purchased Options (Cost $39,384) | | | | | 16,038 | | | | | | 0.0 | | |
| | | Total Long-Term Investments (Cost $314,172,345) | | | | | 368,630,925 | | | | | | 98.7 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| SHORT-TERM INVESTMENTS: 5.7% | | |||||||||||||||
| | | | U.S. Treasury Bills: 1.6% | | ||||||||||||
| 5,875,000 (5)(12) | | | United States Treasury Bill, 0.030%, 01/26/2021 | | | | | 5,874,865 | | | | | | 1.5 | | |
| 275,000 (12) | | | United States Treasury Bill, 0.030%, 02/09/2021 | | | | | 274,991 | | | | | | 0.1 | | |
| | | | Total U.S. Treasury Bills (Cost $6,149,675) | | | | | 6,149,856 | | | | | | 1.6 | | |
Voya Balanced Portfolio | as of December 31, 2020 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | | Repurchase Agreements: 3.8% | | ||||||||||||
| 2,449,384 (13) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $2,449,403, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $2,498,372, due 01/25/21-10/15/62) | | | | $ | 2,449,384 | | | | | | 0.7 | | |
| 2,391,571 (13) | | | Citadel Securities LLC, Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $2,391,605, collateralized by various U.S. Government Securities, 0.000%-7.875%, Market Value plus accrued interest $2,439,440, due 01/31/21-05/15/49) | | | | | 2,391,571 | | | | | | 0.6 | | |
| 1,065,594 (13) | | | JVB Financial Group LLC, Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $1,065,609, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-7.000%, Market Value plus accrued interest $1,086,906, due 07/01/22-12/01/50) | | | | | 1,065,594 | | | | | | 0.3 | | |
| 1,094,294 (13) | | | Mirae Asset Securities USA Inc., Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $1,094,310, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.125%, Market Value plus accrued interest $1,116,196, due 02/18/21-01/15/62) | | | | | 1,094,294 | | | | | | 0.3 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | | Repurchase Agreements (continued) | | ||||||||||||
| 1,174,429 (13) | | | Palafox Trading LLC, Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $1,174,446, collateralized by various U.S. Government Securities, 0.250%-1.125%, Market Value plus accrued interest $1,198,351, due 02/28/25-05/31/25) | | | | $ | 1,174,429 | | | | | | 0.3 | | |
| 3,520,843 (13) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/20, 0.08%, due 01/04/21 (Repurchase Amount $3,520,874, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.000%, Market Value plus accrued interest $3,591,260, due 01/05/21-12/20/50) | | | | | 3,520,843 | | | | | | 0.9 | | |
| 2,431,090 (13) | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/20, 0.16%, due 01/04/21 (Repurchase Amount $2,431,133, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $2,485,892, due 07/15/22-02/15/47) | | | | | 2,431,090 | | | | | | 0.7 | | |
| | | | Total Repurchase Agreements (Cost $14,127,205) | | | | | 14,127,205 | | | | | | 3.8 | | |
|
Voya Balanced Portfolio | as of December 31, 2020 (continued) |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Mutual Funds (13): 0.3% | | ||||||||||||
398,000 (13)(14) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.000% | | | | | 398,000 | | | | | | 0.1 | | |
398,000 (13)(14) | | | Goldman Sachs Financial Square Government Fund – Institutional Shares, 0.020% | | | | $ | 398,000 | | | | | | 0.1 | | |
398,000 (13)(14) | | | Morgan Stanley Institutional Liquidity Funds − Government Portfolio (Institutional Share Class), 0.030% | | | | | 398,000 | | | | | | 0.1 | | |
| | | Total Mutual Funds (Cost $1,194,000) | | | | | 1,194,000 | | | | | | 0.3 | | |
| | | Total Short-Term Investments (Cost $21,470,880) | | | | | 21,471,061 | | | | | | 5.7 | | |
| | | Total Investments in Securities (Cost $335,643,225) | | | | $ | 390,101,986 | | | | | | 104.4 | | |
| | Liabilities in Excess of Other Assets | | | | | (16,479,675) | | | | | | (4.4) | | | |
| | | Net Assets | | | | $ | 373,622,311 | | | | | | 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 December 31, 2020 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Communication Services | | | | $ | 11,235,962 | | | | | $ | 1,690,063 | | | | | $ | — | | | | | $ | 12,926,025 | | |
Consumer Discretionary | | | | | 15,037,585 | | | | | | 3,615,195 | | | | | | — | | | | | | 18,652,780 | | |
Consumer Staples | | | | | 7,157,516 | | | | | | 3,112,250 | | | | | | — | | | | | | 10,269,766 | | |
Energy | | | | | 2,568,241 | | | | | | 951,400 | | | | | | — | | | | | | 3,519,641 | | |
Financials | | | | | 13,224,218 | | | | | | 4,891,337 | | | | | | — | | | | | | 18,115,555 | | |
Health Care | | | | | 15,720,733 | | | | | | 3,664,229 | | | | | | — | | | | | | 19,384,962 | | |
Industrials | | | | | 11,690,568 | | | | | | 4,164,420 | | | | | | — | | | | | | 15,854,988 | | |
Information Technology | | | | | 30,818,962 | | | | | | 2,298,809 | | | | | | — | | | | | | 33,117,771 | | |
Voya Balanced Portfolio | as of December 31, 2020 (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 December 31, 2020 | | ||||||||||||
Materials | | | | | 3,400,614 | | | | | | 2,602,486 | | | | | | — | | | | | | 6,003,100 | | |
Real Estate | | | | | 4,050,605 | | | | | | 841,246 | | | | | | — | | | | | | 4,891,851 | | |
Utilities | | | | | 3,641,302 | | | | | | 1,232,201 | | | | | | — | | | | | | 4,873,503 | | |
Total Common Stock | | | | | 118,546,306 | | | | | | 29,063,636 | | | | | | — | | | | | | 147,609,942 | | |
Exchange-Traded Funds | | | | | 108,146,983 | | | | | | — | | | | | | — | | | | | | 108,146,983 | | |
Mutual Funds | | | | | 38,918,608 | | | | | | — | | | | | | — | | | | | | 38,918,608 | | |
Preferred Stock | | | | | — | | | | | | 39,993 | | | | | | — | | | | | | 39,993 | | |
Rights | | | | | 5,079 | | | | | | — | | | | | | — | | | | | | 5,079 | | |
Purchased Options | | | | | — | | | | | | 16,038 | | | | | | — | | | | | | 16,038 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 24,818,966 | | | | | | — | | | | | | 24,818,966 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 12,929,286 | | | | | | — | | | | | | 12,929,286 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 7,951,117 | | | | | | — | | | | | | 7,951,117 | | |
Asset-Backed Securities | | | | | — | | | | | | 10,042,364 | | | | | | — | | | | | | 10,042,364 | | |
Sovereign Bonds | | | | | — | | | | | | 702,421 | | | | | | — | | | | | | 702,421 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 6,257,738 | | | | | | — | | | | | | 6,257,738 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 11,192,390 | | | | | | — | | | | | | 11,192,390 | | |
Short-Term Investments | | | | | 1,194,000 | | | | | | 20,277,061 | | | | | | — | | | | | | 21,471,061 | | |
Total Investments, at fair value | | | | $ | 266,810,976 | | | | | $ | 123,291,010 | | | | | $ | — | | | | | $ | 390,101,986 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 957 | | | | | | — | | | | | | 957 | | |
Futures | | | | | 263,656 | | | | | | — | | | | | | — | | | | | | 263,656 | | |
Total Assets | | | | $ | 267,074,632 | | | | | $ | 123,291,967 | | | | | $ | — | | | | | $ | 390,366,599 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | $ | — | | | | | $ | (37,491) | | | | | $ | — | | | | | $ | (37,491) | | |
Futures | | | | | (161,169) | | | | | | — | | | | | | — | | | | | | (161,169) | | |
Written Options | | | | | — | | | | | | (2,393) | | | | | | — | | | | | | (2,393) | | |
Total Liabilities | | | | $ | (161,169) | | | | | $ | (39,884) | | | | | $ | — | | | | | $ | (201,053) | | |
|
Issuer | | | Beginning Fair Value at 12/31/2019 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 12/31/2020 | | | Investment Income | | | Realized Gains/(Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Local Currency Debt Fund - Class P | | | | $ | 887,452 | | | | | $ | 38,631 | | | | | $ | — | | | | | $ | (31,034) | | | | | $ | 895,049 | | | | | $ | 38,631 | | | | | $ | — | | | | | $ | — | | |
Voya Floating Rate Fund - Class P | | | | | 11,211,748 | | | | | | 2,181,227 | | | | | | (12,133,031) | | | | | | 351,631 | | | | | | 1,611,575 | | | | | | 205,408 | | | | | | (1,693,972) | | | | | | — | | |
Voya High Yield Bond Fund - Class P | | | | | 14,931,064 | | | | | | 17,100,113 | | | | | | (2,075,426) | | | | | | 1,827,751 | | | | | | 31,783,502 | | | | | | 1,500,841 | | | | | | (62,816) | | | | | | — | | |
Voya Short Term Bond Fund - Class R6 | | | | | 7,449,420 | | | | | | 1,601,555 | | | | | | (4,450,705) | | | | | | 28,212 | | | | | | 4,628,482 | | | | | | 110,435 | | | | | | (112,537) | | | | | | — | | |
Voya Small Company Fund - Class R6 | | | | | 9,373,972 | | | | | | 1,164,792 | | | | | | (10,178,584) | | | | | | (360,180) | | | | | | — | | | | | | — | | | | �� | | (1,814,994) | | | | | | — | | |
Voya Strategic Income Opportunities Fund - Class P | | | | | 11,187,744 | | | | | | 7,028,762 | | | | | | (18,115,456) | | | | | | (101,050) | | | | | | — | | | | | | 552,829 | | | | | | 16,600 | | | | | | — | | |
| | | | $ | 55,041,400 | | | | | $ | 29,115,080 | | | | | $ | (46,953,202) | | | | | $ | 1,715,330 | | | | | $ | 38,918,608 | | | | | $ | 2,408,144 | | | | | $ | (3,667,719) | | | | | $ | — | | |
Voya Balanced Portfolio | as of December 31, 2020 (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | |||
USD 75,834 | | | THB 2,370,100 | | | Barclays Bank PLC | | | 01/08/21 | | | | $ | (3,275) | | |
USD 76,527 | | | MYR 317,910 | | | Barclays Bank PLC | | | 01/08/21 | | | | | (2,558) | | |
USD 20,552 | | | TRY 167,972 | | | Barclays Bank PLC | | | 01/08/21 | | | | | (2,015) | | |
USD 5,788 | | | RON 24,140 | | | Citibank N.A. | | | 01/08/21 | | | | | (270) | | |
USD 5,788 | | | RON 24,140 | | | Citibank N.A. | | | 01/08/21 | | | | | (270) | | |
USD 5,788 | | | RON 24,140 | | | Citibank N.A. | | | 01/08/21 | | | | | (270) | | |
USD 5,788 | | | RON 24,140 | | | Citibank N.A. | | | 01/08/21 | | | | | (270) | | |
USD 66,072 | | | RUB 5,209,214 | | | Citibank N.A. | | | 01/15/21 | | | | | (4,263) | | |
USD 6,581 | | | PEN 23,654 | | | Citibank N.A. | | | 02/05/21 | | | | | 45 | | |
USD 6,581 | | | PEN 23,654 | | | Citibank N.A. | | | 02/05/21 | | | | | 45 | | |
USD 6,581 | | | PEN 23,654 | | | Citibank N.A. | | | 02/05/21 | | | | | 45 | | |
USD 6,581 | | | PEN 23,654 | | | Citibank N.A. | | | 02/05/21 | | | | | 45 | | |
USD 30,004 | | | HUF 9,282,257 | | | Credit Suisse International | | | 01/08/21 | | | | | (1,266) | | |
USD 34,848 | | | CZK 807,548 | | | Goldman Sachs International | | | 01/08/21 | | | | | (2,751) | | |
USD 91,271 | | | MXN 1,820,970 | | | Goldman Sachs International | | | 02/05/21 | | | | | 102 | | |
USD 75,092 | | | PLN 288,089 | | | HSBC Bank USA N.A. | | | 01/08/21 | | | | | (2,028) | | |
USD 828 | | | PHP 40,551 | | | HSBC Bank USA N.A. | | | 01/08/21 | | | | | (16) | | |
USD 20,520 | | | IDR 304,775,526 | | | HSBC Bank USA N.A. | | | 01/08/21 | | | | | (1,196) | | |
USD 20,525 | | | IDR 304,775,525 | | | HSBC Bank USA N.A. | | | 01/08/21 | | | | | (1,190) | | |
USD 214,553 | | | EUR 179,252 | | | HSBC Bank USA N.A. | | | 02/05/21 | | | | | (4,602) | | |
USD 72,533 | | | BRL 373,929 | | | HSBC Bank USA N.A. | | | 02/05/21 | | | | | 575 | | |
USD 180 | | | ILS 607 | | | Morgan Stanley Capital Services LLC | | | 01/08/21 | | | | | (9) | | |
USD 56,622 | | | ZAR 950,629 | | | Morgan Stanley Capital Services LLC | | | 01/08/21 | | | | | (8,032) | | |
USD 20,517 | | | IDR 304,775,525 | | | Standard Chartered Bank | | | 01/08/21 | | | | | (1,198) | | |
USD 20,522 | | | IDR 304,775,525 | | | Standard Chartered Bank | | | 01/08/21 | | | | | (1,193) | | |
USD 46,049 | | | COP 160,078,860 | | | Standard Chartered Bank | | | 02/05/21 | | | | | (819) | | |
CLP 1,515,016 | | | USD 2,032 | | | Standard Chartered Bank | | | 02/05/21 | | | | | 100 | | |
| | | | | | | | | | | | | $ | (36,534) | | |
Voya Balanced Portfolio | as of December 31, 2020 (continued) |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
E-mini Russell 2000® Index | | | | | 82 | | | | | | 03/19/21 | | | | | $ | 8,096,680 | | | | | $ | 249,133 | | |
U.S. Treasury 2-Year Note | | | | | 31 | | | | | | 03/31/21 | | | | | | 6,850,273 | | | | | | 5,192 | | |
U.S. Treasury 5-Year Note | | | | | 31 | | | | | | 03/31/21 | | | | | | 3,911,086 | | | | | | 9,331 | | |
U.S. Treasury Long Bond | | | | | 9 | | | | | | 03/22/21 | | | | | | 1,558,687 | | | | | | (2,839) | | |
U.S. Treasury Ultra Long Bond | | | | | 19 | | | | | | 03/22/21 | | | | | | 4,057,688 | | | | | | (32,125) | | |
| | | | | | | | | | | | | | | | $ | 24,474,414 | | | | | $ | 228,692 | | |
Short Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P 500® E-Mini | | | | | (22) | | | | | | 03/19/21 | | | | | | (4,123,680) | | | | | | (120,547) | | |
U.S. Treasury 10-Year Note | | | | | (42) | | | | | | 03/22/21 | | | | | | (5,799,281) | | | | | | (4,173) | | |
U.S. Treasury Ultra 10-Year Note | | | | | (8) | | | | | | 03/22/21 | | | | | | (1,250,875) | | | | | | (1,485) | | |
| | | | | | | | | | | | | | | | $ | (11,173,836) | | | | | $ | (126,205) | | |
Description | | | Counterparty | | | Reference Entity(1) | | | Fixed Rate | | | Pay/ Receive Financing Rate | | | Strike Price | | | Expiration Date | | | Notional Amount | | | Cost | | | Fair Value | | |||||||||||||||
Put on 5-Year Credit Default Swap | | | JPMorgan Chase Bank N.A. | | | CDX North American High Yield Index, Series 35, Version 1 | | | | | 5.000% | | | | Pay | | | | | 103.500% | | | | 02/17/21 | | | | | USD700,000 | | | | | $ | 8,050 | | | | | $ | 2,167 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 8,050 | | | | | $ | 2,167 | | |
Description | | | Counterparty | | | Expiration Date | | | Exercise Price | | | Notional Amount | | | Cost | | | Fair Value | | |||||||||
Call USD vs. Put AUD | | | Morgan Stanley Capital Services LLC | | | 03/15/21 | | | 0.728 | | | | | USD3,724,000 | | | | | $ | 31,334 | | | | | $ | 13,871 | | |
| | | | | | | | | | | | | | | | | | | $ | 31,334 | | | | | $ | 13,871 | | |
Description | | | Counterparty | | | Expiration Date | | | Exercise Price | | | Notional Amount | | | Premiums Received | | | Fair Value | | |||||||||
Call USD vs. Put AUD | | | Standard Chartered Bank | | | 01/15/21 | | | 0.745 | | | | | USD2,314,000 | | | | | $ | 14,752 | | | | | $ | (2,393) | | |
| | | | | | | | | | | | | | | | | | | $ | 14,752 | | | | | $ | (2,393) | | |
CLP – Chilean Peso
COP – Colombian Peso
CZK – Czech Koruna
EUR – EU Euro
HUF – Hungarian Forint
IDR – Indonesian Rupiah
ILS – Israeli New Shekel
MXN – Mexican Peso
MYR – Malaysian Ringgit
PEN – Peruvian Nuevo Sol
PHP – Philippine Peso
PLN – Polish Zloty
RON – Romanian New Leu
RUB – Russian Ruble
Voya Balanced Portfolio | as of December 31, 2020 (continued) |
TRY – Turkish Lira
USD – United States Dollar
ZAR – South African Rand
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Credit contracts | | | Investments in securities at value* | | | | $ | 2,167 | | |
Foreign exchange contracts | | | Investments in securities at value* | | | | | 13,871 | | |
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | | 957 | | |
Equity contracts | | | Net Assets — Unrealized appreciation** | | | | | 249,133 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation** | | | | | 14,523 | | |
Total Asset Derivatives | | | | | | | $ | 280,651 | | |
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 37,491 | | |
Equity contracts | | | Net Assets — Unrealized depreciation** | | | | | 120,547 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation** | | | | | 40,622 | | |
Foreign exchange contracts | | | Written Options, at fair value | | | | | 2,393 | | |
Total Liability Derivatives | | | | | | | $ | 201,053 | | |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | (11,625) | | | | | $ | — | | | | | $ | — | | | | | $ | 237,191 | | | | | $ | 2,261 | | | | | $ | 227,827 | | |
Equity contracts | | | | | (11,197) | | | | | | — | | | | | | 774,962 | | | | | | — | | | | | | — | | | | | | 763,765 | | |
Foreign exchange contracts | | | | | (86,744) | | | | | | 26,007 | | | | | | — | | | | | | (10,151) | | | | | | 28,028 | | | | | | (42,860) | | |
Interest rate contracts | | | | | 21,555 | | | | | | — | | | | | | 1,394,716 | | | | | | (54,967) | | | | | | (8,553) | | | | | | 1,352,751 | | |
Total | | | | $ | (88,011) | | | | | $ | 26,007 | | | | | $ | 2,169,678 | | | | | $ | 172,073 | | | | | $ | 21,736 | | | | | $ | 2,301,483 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | (5,883) | | | | | $ | — | | | | | $ | — | | | | | $ | (10,384) | | | | | $ | — | | | | | $ | (16,267) | | |
Equity contracts | | | | | — | | | | | | — | | | | | | 286,195 | | | | | | — | | | | | | — | | | | | | 286,195 | | |
Foreign exchange contracts | | | | | (17,463) | | | | | | (26,257) | | | | | | — | | | | | | (781) | | | | | | 12,359 | | | | | | (32,142) | | |
Interest rate contracts | | | | | 10,956 | | | | | | — | | | | | | 236,201 | | | | | | (25,994) | | | | | | — | | | | | | 221,163 | | |
Total | | | | $ | (12,390) | | | | | $ | (26,257) | | | | | $ | 522,396 | | | | | $ | (37,159) | | | | | $ | 12,359 | | | | | $ | 458,949 | | |
Voya Balanced Portfolio | as of December 31, 2020 (continued) |
| | | Barclays Bank PLC | | | Citibank N.A. | | | Credit Suisse International | | | Goldman Sachs International | | | HSBC Bank USA N.A. | | | JPMorgan Chase Bank N.A. | | | Morgan Stanley Capital Services LLC | | | Standard Chartered Bank | | | Totals | | |||||||||||||||||||||||||||
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Purchased options | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 2,167 | | | | | $ | 13,871 | | | | | $ | — | | | | | $ | 16,038 | | |
Forward foreign currency contracts | | | | | — | | | | | | 180 | | | | | | — | | | | | | 102 | | | | | | 575 | | | | | | — | | | | | | — | | | | | | 100 | | | | | | 957 | | |
Total Assets | | | | $ | — | | | | | $ | 180 | | | | | $ | — | | | | | $ | 102 | | | | | $ | 575 | | | | | $ | 2,167 | | | | | $ | 13,871 | | | | | $ | 100 | | | | | $ | 16,995 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 7,848 | | | | | $ | 5,343 | | | | | $ | 1,266 | | | | | $ | 2,751 | | | | | $ | 9,032 | | | | | $ | — | | | | | $ | 8,041 | | | | | $ | 3,210 | | | | | $ | 37,491 | | |
Written options | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 2,393 | | | | | | 2,393 | | |
Total Liabilities | | | | $ | 7,848 | | | | | $ | 5,343 | | | | | $ | 1,266 | | | | | $ | 2,751 | | | | | $ | 9,032 | | | | | $ | — | | | | | $ | 8,041 | | | | | $ | 5,603 | | | | | $ | 39,884 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (7,848) | | | | | $ | (5,163) | | | | | $ | (1,266) | | | | | $ | (2,649) | | | | | $ | (8,457) | | | | | $ | 2,167 | | | | | $ | 5,830 | | | | | $ | (5,503) | | | | | | (22,889) | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Net Exposure(1) | | | | $ | (7,848) | | | | | $ | (5,163) | | | | | $ | (1,266) | | | | | $ | (2,649) | | | | | $ | (8,457) | | | | | $ | 2,167 | | | | | $ | 5,830 | | | | | $ | (5,503) | | | | | $ | (22,889) | | |
| Gross Unrealized Appreciation | | | | $ | 58,059,220 | | |
| Gross Unrealized Depreciation | | | | | (4,841,831) | | |
| Net Unrealized Appreciation | | | | $ | 53,217,389 | | |
Voya Global High Dividend | SUMMARY PORTFOLIO OF INVESTMENTS |
Low Volatility Portfolio | as of December 31, 2020 |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 97.8% | | |||||||||||||||
| | | Australia: 3.2% | | ||||||||||||
117,722 | | | BHP Group Ltd. | | | | $ | 3,846,518 | | | | | | 0.6 | | |
215,890 | | | Fortescue Metals Group Ltd. | | | | | 3,899,495 | | | | | | 0.6 | | |
65,928 | | | Rio Tinto Ltd. | | | | | 5,797,814 | | | | | | 1.0 | | |
1,303,275 | | | Other Securities | | | | | 5,955,586 | | | | | | 1.0 | | |
| | | | | | | | 19,499,413 | | | | | | 3.2 | | |
| | | Belgium : 0.4% | | ||||||||||||
23,533 | | | Other Securities | | | | | 2,430,882 | | | | | | 0.4 | | |
| | | | | ||||||||||||
| | | Canada: 3.9% | | ||||||||||||
86,296 | | | BCE, Inc. | | | | | 3,690,071 | | | | | | 0.6 | | |
37,315 | | | Waste Connections, Inc. | | | | | 3,827,400 | | | | | | 0.6 | | |
365,947 (1)(2)(3) | | | Other Securities | | | | | 16,480,913 | | | | | | 2.7 | | |
| | | | | | | | 23,998,384 | | | | | | 3.9 | | |
| | | China: 0.3% | | ||||||||||||
699,000 | | | Other Securities | | | | | 2,118,827 | | | | | | 0.3 | | |
| | | | | ||||||||||||
| | | Denmark: 1.7% | | ||||||||||||
96,034 | | | Other Securities | | | | | 10,090,548 | | | | | | 1.7 | | |
| | | | | ||||||||||||
| | | Finland: 0.8% | | ||||||||||||
45,255 | | | Kone Oyj | | | | | 3,687,362 | | | | | | 0.6 | | |
21,889 | | | Other Securities | | | | | 1,005,464 | | | | | | 0.2 | | |
| | | | | | | | 4,692,826 | | | | | | 0.8 | | |
| | | France: 1.3% | | ||||||||||||
259,306 (2) | | | Other Securities | | | | | 7,729,954 | | | | | | 1.3 | | |
| | | | | ||||||||||||
| | | Germany: 1.1% | | ||||||||||||
90,744 | | | Deutsche Post AG | | | | | 4,495,047 | | | | | | 0.7 | | |
37,394 | | | Other Securities | | | | | 2,117,141 | | | | | | 0.4 | | |
| | | | | | | | 6,612,188 | | | | | | 1.1 | | |
| | | Hong Kong: 1.6% | | ||||||||||||
1,111,400 | | | Other Securities | | | | | 9,793,951 | | | | | | 1.6 | | |
| | | | | ||||||||||||
| | | Ireland: 1.4% | | ||||||||||||
50,199 | | | Medtronic PLC | | | | | 5,880,311 | | | | | | 1.0 | | |
54,965 | | | Other Securities | | | | | 2,470,113 | | | | | | 0.4 | | |
| | | | | | | | 8,350,424 | | | | | | 1.4 | | |
| | | Israel: 0.2% | | ||||||||||||
247,967 | | | Other Securities | | | | | 1,463,689 | | | | | | 0.2 | | |
| | | | | ||||||||||||
| | | Italy: 2.5% | | ||||||||||||
234,287 | | | Assicurazioni Generali S.p.A. | | | | | 4,101,965 | | | | | | 0.7 | | |
106,898 (4) | | | Poste Italiane SpA | | | | | 1,093,428 | | | | | | 0.2 | | |
2,201,157 (2) | | | Other Securities | | | | | 9,865,384 | | | | | | 1.6 | | |
| | | | | | | | 15,060,777 | | | | | | 2.5 | | |
| | | Japan: 8.6% | | ||||||||||||
40,200 | | | Secom Co., Ltd. | | | | | 3,708,519 | | | | | | 0.6 | | |
321,800 | | | SoftBank Corp. | | | | | 4,039,232 | | | | | | 0.6 | | |
61,300 | | | Sumitomo Mitsui Financial Group, Inc. | | | | | 1,900,187 | | | | | | 0.3 | | |
93,200 | | | Sumitomo Mitsui Trust Holdings, Inc. | | | | | 2,875,660 | | | | | | 0.5 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Japan (continued) | | ||||||||||||
2,082,600 (1)(2) | | | Other Securities | | | | $ | 40,165,798 | | | | | | 6.6 | | |
| | | | | | | | 52,689,396 | | | | | | 8.6 | | |
| | | Netherlands: 0.5% | | ||||||||||||
388,438 | | | Other Securities | | | | | 3,291,535 | | | | | | 0.5 | | |
| | | | | ||||||||||||
| | | New Zealand: 0.1% | | ||||||||||||
240,355 | | | Other Securities | | | | | 814,136 | | | | | | 0.1 | | |
| | | | | ||||||||||||
| | | Norway: 0.1% | | ||||||||||||
86,788 | | | Other Securities | | | | | 881,110 | | | | | | 0.1 | | |
| | | | | ||||||||||||
| | | Singapore: 0.2% | | ||||||||||||
215,100 | | | Other Securities | | | | | 1,510,862 | | | | | | 0.2 | | |
| | | | | ||||||||||||
| | | Spain: 0.9% | | ||||||||||||
217,250 | | | Other Securities | | | | | 5,181,477 | | | | | | 0.9 | | |
| | | | | ||||||||||||
| | | Sweden: 0.2% | | ||||||||||||
15,292 | | | Other Securities | | | | | 1,190,035 | | | | | | 0.2 | | |
| | | | | ||||||||||||
| | | Switzerland: 2.1% | | ||||||||||||
9,830 | | | Zurich Insurance Group AG | | | | | 4,142,571 | | | | | | 0.7 | | |
70,445 | | | Other Securities | | | | | 8,404,337 | | | | | | 1.4 | | |
| | | | | | | | 12,546,908 | | | | | | 2.1 | | |
| | | United Kingdom: 5.0% | | ||||||||||||
218,999 | | | GlaxoSmithKline PLC | | | | | 4,007,244 | | | | | | 0.7 | | |
75,487 | | | Unilever PLC | | | | | 4,570,792 | | | | | | 0.7 | | |
2,370,882 (2) | | | Other Securities | | | | | 21,814,835 | | | | | | 3.6 | | |
| | | | | | | | 30,392,871 | | | | | | 5.0 | | |
| | | United States: 61.7% | | ||||||||||||
69,134 | | | AbbVie, Inc. | | | | | 7,407,708 | | | | | | 1.2 | | |
14,727 | | | Air Products & Chemicals, Inc. | | | | | 4,023,711 | | | | | | 0.7 | | |
34,036 | | | Allstate Corp. | | | | | 3,741,577 | | | | | | 0.6 | | |
114,568 | | | Altria Group, Inc. | | | | | 4,697,288 | | | | | | 0.8 | | |
21,873 | | | Amgen, Inc. | | | | | 5,029,040 | | | | | | 0.8 | | |
178,815 | | | AT&T, Inc. | | | | | 5,142,719 | | | | | | 0.8 | | |
6,718 | | | Blackrock, Inc. | | | | | 4,847,306 | | | | | | 0.8 | | |
42,092 | | | Booz Allen Hamilton Holding Corp. | | | | | 3,669,581 | | | | | | 0.6 | | |
84,487 | | | Bristol-Myers Squibb Co. | | | | | 5,240,729 | | | | | | 0.9 | | |
141,310 | | | Cisco Systems, Inc. | | | | | 6,323,622 | | | | | | 1.0 | | |
77,915 | | | eBay, Inc. | | | | | 3,915,229 | | | | | | 0.6 | | |
64,374 | | | General Mills, Inc. | | | | | 3,785,191 | | | | | | 0.6 | | |
68,757 | | | Gilead Sciences, Inc. | | | | | 4,005,783 | | | | | | 0.7 | | |
29,641 | | | Honeywell International, Inc. | | | | | 6,304,641 | | | | | | 1.0 | | |
55,744 | | | Johnson & Johnson | | | | | 8,772,991 | | | | | | 1.4 | | |
42,267 | | | JPMorgan Chase & Co. | | | | | 5,370,868 | | | | | | 0.9 | | |
28,857 | | | Kimberly-Clark Corp. | | | | | 3,890,789 | | | | | | 0.6 | | |
33,871 | | | Leidos Holdings, Inc. | | | | | 3,560,519 | | | | | | 0.6 | | |
19,836 | | | McDonald’s Corp. | | | | | 4,256,409 | | | | | | 0.7 | | |
73,314 | | | Merck & Co., Inc. | | | | | 5,997,085 | | | | | | 1.0 | | |
27,917 | | | Nasdaq, Inc. | | | | | 3,705,703 | | | | | | 0.6 | | |
Voya Global High Dividend | SUMMARY PORTFOLIO OF INVESTMENTS |
Low Volatility Portfolio | as of December 31, 2020 (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | United States (continued) | | ||||||||||||
26,304 | | | Packaging Corp. of America | | | | $ | 3,627,585 | | | | | | 0.6 | | |
43,781 | | | PepsiCo, Inc. | | | | | 6,492,722 | | | | | | 1.1 | | |
165,172 | | | Pfizer, Inc. | | | | | 6,079,981 | | | | | | 1.0 | | |
57,592 | | | Philip Morris International, Inc. | | | | | 4,768,042 | | | | | | 0.8 | | |
53,055 | | | Procter & Gamble Co. | | | | | 7,382,073 | | | | | | 1.2 | | |
44,538 | | | Progressive Corp. | | | | | 4,403,917 | | | | | | 0.7 | | |
39,855 | | | Republic Services, Inc. | | | | | 3,838,036 | | | | | | 0.6 | | |
9,010 | | | Roper Technologies, Inc. | | | | | 3,884,121 | | | | | | 0.6 | | |
26,620 | | | T. Rowe Price Group, Inc. | | | | | 4,030,002 | | | | | | 0.7 | | |
29,018 | | | Target Corp. | | | | | 5,122,548 | | | | | | 0.8 | | |
36,663 | | | Texas Instruments, Inc. | | | | | 6,017,498 | | | | | | 1.0 | | |
133,837 | | | Verizon Communications, Inc. | | | | | 7,862,924 | | | | | | 1.3 | | |
34,468 | | | Waste Management, Inc. | | | | | 4,064,811 | | | | | | 0.7 | | |
180,543 | | | Williams Cos., Inc. | | | | | 3,619,887 | | | | | | 0.6 | | |
27,174 | | | Xilinx, Inc. | | | | | 3,852,458 | | | | | | 0.6 | | |
4,132,404 (2) | | | Other Securities | | | | | 198,675,887 | | | | | | 32.5 | | |
| | | | | | | | 377,410,981 | | | | | | 61.7 | | |
| | | Total Common Stock (Cost $539,294,886) | | | | | 597,751,174 | | | | | | 97.8 | | |
EXCHANGE-TRADED FUNDS: 0.7% | | |||||||||||||||
29,495 | | | Other Securities | | | | | 4,678,480 | | ��� | | | | 0.7 | | |
| | | Total Exchange-Traded Funds (Cost $4,581,439) | | | | | 4,678,480 | | | | | | 0.7 | | |
| | | Total Long-Term Investments (Cost $543,876,325) | | | | | 602,429,654 | | | | | | 98.5 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 1.2% | | |||||||||||||||
| | | Repurchase Agreements: 1.1% | | ||||||||||||
1,396,592 (5) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $1,396,603, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $1,424,524, due 01/25/21-10/15/62) | | | | | 1,396,592 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
1,552,200 (5) | | | Citadel Securities LLC, Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $1,552,222, collateralized by various U.S. Government Securities, 0.000%-7.875%, Market Value plus accrued interest $1,583,268, due 01/31/21-05/15/49) | | | | $ | 1,552,200 | | | | | | 0.3 | | |
1,552,191 (5) | | | Citigroup, Inc., Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $1,552,203, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.000%, Market Value plus accrued interest $1,583,235, due 09/15/21-01/01/51) | | | | | 1,552,191 | | | | | | 0.2 | | |
615,727 (5) | | | Deutsche Bank Securities Inc., Repurchase Agreement dated 12/31/20, 0.06%, due 01/04/21 (Repurchase Amount $615,731, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $628,042, due 01/15/21-01/01/51) | | | | | 615,727 | | | | | | 0.1 | | |
1,552,191 (5) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/20, 0.08%, due 01/04/21 (Repurchase Amount $1,552,205, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.000%, Market Value plus accrued interest $1,583,235, due 01/05/21-12/20/50) | | | | | 1,552,191 | | | | | | 0.3 | | |
| | | Total Repurchase Agreements (Cost $6,668,901) | | | | | 6,668,901 | | | | | | 1.1 | | |
|
Voya Global High Dividend | SUMMARY PORTFOLIO OF INVESTMENTS |
Low Volatility Portfolio | as of December 31, 2020 (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Mutual Funds: 0.1% | | ||||||||||||
405,001 (6) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.000% (Cost $405,001) | | | | $ | 405,001 | | | | | | 0.1 | | |
| | | Total Short-Term Investments (Cost $7,073,902) | | | | | 7,073,902 | | | | | | 1.2 | | |
| | | Total Investments in Securities (Cost $550,950,227) | | | | $ | 609,503,556 | | | | | | 99.7 | | |
| | | Assets in Excess of Other Liabilities | | | | | 1,891,223 | | | | | | 0.3 | | |
| | | Net Assets | | | | $ | 611,394,779 | | | | | | 100.0 | | |
Sector Diversification | | | Percentage of Net Assets | | |||
Financials | | | | | 18.8% | | |
Health Care | | | | | 14.1 | | |
Industrials | | | | | 13.0 | | |
Consumer Staples | | | | | 11.3 | | |
Information Technology | | | | | 9.6 | | |
Communication Services | | | | | 6.9 | | |
Materials | | | | | 6.4 | | |
Utilities | | | | | 6.3 | | |
Consumer Discretionary | | | | | 4.8 | | |
Energy | | | | | 3.7 | | |
Real Estate | | | | | 2.9 | | |
Exchange-Traded Funds | | | | | 0.7 | | |
Short-Term Investments | | | | | 1.2 | | |
Assets in Excess of Other Liabilities | | | | | 0.3 | | |
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 December 31, 2020 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Australia | | | | $ | — | | | | | $ | 19,499,413 | | | | | $ | — | | | | | $ | 19,499,413 | | |
Belgium | | | | | — | | | | | | 2,430,882 | | | | | | — | | | | | | 2,430,882 | | |
Canada | | | | | 23,855,775 | | | | | | — | | | | | | 142,609 | | | | | | 23,998,384 | | |
China | | | | | — | | | | | | 2,118,827 | | | | | | — | | | | | | 2,118,827 | | |
Denmark | | | | | — | | | | | | 10,090,548 | | | | | | — | | | | | | 10,090,548 | | |
Finland | | | | | — | | | | | | 4,692,826 | | | | | | — | | | | | | 4,692,826 | | |
France | | | | | — | | | | | | 7,729,954 | | | | | | — | | | | | | 7,729,954 | | |
Germany | | | | | — | | | | | | 6,612,188 | | | | | | — | | | | | | 6,612,188 | | |
Hong Kong | | | | | — | | | | | | 9,793,951 | | | | | | — | | | | | | 9,793,951 | | |
Ireland | | | | | 7,442,955 | | | | | | 907,469 | | | | | | — | | | | | | 8,350,424 | | |
Israel | | | | | — | | | | | | 1,463,689 | | | | | | — | | | | | | 1,463,689 | | |
Italy | | | | | — | | | | | | 15,060,777 | | | | | | — | | | | | | 15,060,777 | | |
Japan | | | | | — | | | | | | 52,689,396 | | | | | | — | | | | | | 52,689,396 | | |
Netherlands | | | | | — | | | | | | 3,291,535 | | | | | | — | | | | | | 3,291,535 | | |
New Zealand | | | | | — | | | | | | 814,136 | | | | | | — | | | | | | 814,136 | | |
Norway | | | | | — | | | | | | 881,110 | | | | | | — | | | | | | 881,110 | | |
Singapore | | | | | — | | | | | | 1,510,862 | | | | | | — | | | | | | 1,510,862 | | |
Spain | | | | | — | | | | | | 5,181,477 | | | | | | — | | | | | | 5,181,477 | | |
Sweden | | | | | — | | | | | | 1,190,035 | | | | | | — | | | | | | 1,190,035 | | |
Voya Global High Dividend | SUMMARY PORTFOLIO OF INVESTMENTS |
Low Volatility Portfolio | as of December 31, 2020 (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 December 31, 2020 | | ||||||||||||
Switzerland | | | | | — | | | | | | 12,546,908 | | | | | | — | | | | | | 12,546,908 | | |
United Kingdom | | | | | 6,277,511 | | | | | | 24,115,360 | | | | | | — | | | | | | 30,392,871 | | |
United States | | | | | 377,410,981 | | | | | | — | | | | | | — | | | | | | 377,410,981 | | |
Total Common Stock | | | | | 414,987,222 | | | | | | 182,621,343 | | | | | | 142,609 | | | | | | 597,751,174 | | |
Exchange-Traded Funds | | | | | 4,678,480 | | | | | | — | | | | | | — | | | | | | 4,678,480 | | |
Short-Term Investments | | | | | 405,001 | | | | | | 6,668,901 | | | | | | — | | | | | | 7,073,902 | | |
Total Investments, at fair value | | | | $ | 420,070,703 | | | | | $ | 189,290,244 | | | | | $ | 142,609 | | | | | $ | 609,503,556 | | |
|
| Gross Unrealized Appreciation | | | | $ | 72,460,242 | | |
| Gross Unrealized Depreciation | | | | | (14,320,116) | | |
| Net Unrealized Appreciation | | | | $ | 58,140,126 | | |
Voya Government Money Market Portfolio | as of December 31, 2020 |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY DEBT: 27.1% | | |||||||||||||||
16,750,000 | | | Fannie Mae, 0.130%, (SOFRRATE + 0.040%), 01/29/2021 | | | | $ | 16,749,608 | | | | | | 2.9 | | |
70,000,000 | | | Fannie Mae, 0.210%, (SOFRRATE + 0.120%), 03/16/2021 | | | | | 70,000,000 | | | | | | 12.3 | | |
9,000,000 | | | Fannie Mae, 0.370%, (SOFRRATE + 0.280%), 04/26/2021 | | | | | 9,000,000 | | | | | | 1.6 | | |
9,000,000 | | | Federal Farm Credit Banks, 0.153%, (US0001M + 0.005%), 06/25/2021 | | | | | 9,000,000 | | | | | | 1.6 | | |
5,000,000 | | | Federal Farm Credit Banks, 0.210%, (FEDL01 + 0.120%), 04/23/2021 | | | | | 4,997,981 | | | | | | 0.9 | | |
35,000,000 | | | Federal Home Loan Banks, 0.125%, (SOFRRATE + 0.035%), 12/10/2021 | | | | | 35,000,000 | | | | | | 6.1 | | |
10,000,000 | | | Federal Home Loan Banks, 0.170%, (SOFRRATE + 0.080%), 03/04/2021 | | | | | 10,000,000 | | | | | | 1.7 | | |
| | | Total U.S. Government Agency Debt | | | | | | | | | | | | | |
| | | (Cost $154,747,589) | | | | | 154,747,589 | | | | | | 27.1 | | |
U.S. TREASURY DEBT: 57.9% | | |||||||||||||||
17,000,000 (1) | | | United States Cash Management Bill, 0.080%, 03/23/2021 | | | | | 16,996,902 | | | | | | 3.0 | | |
84,000,000 (1) | | | United States Cash Management Bill, 0.080%, 03/30/2021 | | | | | 83,983,080 | | | | | | 14.7 | | |
27,000,000 (1) | | | United States Treasury Bill, 0.070%, 01/12/2021 | | | | | 26,999,406 | | | | | | 4.7 | | |
17,000,000 (1) | | | United States Treasury Bill, 0.070%, 01/21/2021 | | | | | 16,999,292 | | | | | | 3.0 | | |
134,000,000 (1) | | | United States Treasury Bill, 0.070%, 01/28/2021 | | | | | 133,992,347 | | | | | | 23.5 | | |
34,000,000 (1) | | | United States Treasury Bill, 0.070%, 02/09/2021 | | | | | 33,997,311 | | | | | | 6.0 | | |
17,000,000 (1) | | | United States Treasury Bill, 0.090%, 03/25/2021 | | | | | 16,996,570 | | | | | | 3.0 | | |
| | | Total U.S. Treasury Debt | | | | | | | | | | | | | |
| | | (Cost $329,964,908) | | | | | 329,964,908 | | | | | | 57.9 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | | | | |||||||||||||||
U.S. TREASURY REPURCHASE AGREEMENT: 13.4% | | | | | |||||||||||||||||||||
Repurchase Agreement: 13.4% | | | | | | | | | | | |||||||||||||||
30,000,000 | | | Deutsche Bank Repurchase Agreement dated 12/31/2020, 0.07%, due 1/4/2021, $30,000,233 to be received upon repurchase (Collateralized by $30,292,000, U.S. Treasury Note, 2.125%, Market Value plus accrued interest $30,600,062 due 5/31/2021) | | | | $ | 30,000,000 | | | | | | 5.3 | | | | | | ||||||
46,315,000 | | | Deutsche Bank Repurchase Agreement dated 12/31/2020, 0.070%, due 1/4/2021, $46,315,360 to be received upon repurchase (Collateralized by $47,244,700 Bill, 0.000%, Market Value plus accrued interest $47,241,393 due 2/4/2021) | | | | | 46,315,000 | | | | | | 8.1 | | | | | | ||||||
| | | Total U.S. Treasury Repurchase Agreement | | | | | | | | | | | | | | | | | ||||||
| | | (Cost $76,315,000) | | | | | 76,315,000 | | | | | | 13.4 | | | | | | ||||||
| | | Total Investments in Securities (Cost $561,027,497) | | | | $ | 561,027,497 | | | | | | 98.4 | | | | | | ||||||
| | | Assets in Excess of Other Liabilities | | | | | 8,967,977 | | | | | | 1.6 | | | | | | ||||||
| | | Net Assets | | | | $ | 569,995,474 | | | | | | 100.0 | | | | | | ||||||
|
Voya Government Money Market Portfolio | as of December 31, 2020 (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 December 31, 2020 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Government Agency Debt | | | | $ | — | | | | | $ | 154,747,589 | | | | | $ | — | | | | | $ | 154,747,589 | | |
U.S. Treasury Debt | | | | | — | | | | | | 329,964,908 | | | | | | — | | | | | | 329,964,908 | | |
U.S. Treasury Repurchase Agreement | | | | | — | | | | | | 76,315,000 | | | | | | — | | | | | | 76,315,000 | | |
Total Investments, at fair value | | | | $ | — | | | | | $ | 561,027,497 | | | | | $ | — | | | | | $ | 561,027,497 | | |
Counterparty | | | Government Repurchase Agreement, at fair value | | | Fair Value of Non-Cash Collateral Received Including Accrued Interest (1) | | | Net Amount | | |||||||||
Deutsche Bank | | | | $ | 76,315,000 | | | | | $ | (76,315,000) | | | | | $ | — | | |
Totals | | | | $ | 76,315,000 | | | | | $ | (76,315,000) | | | | | $ | — | | |
Voya Growth and Income Portfolio | as of December 31, 2020 |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 98.9% | | |||||||||||||||
| | | Communication Services: 13.1% | | ||||||||||||
620,856 | | | Activision Blizzard, Inc. | | | | $ | 57,646,480 | | | | | | 1.8 | | |
104,852 (1) | | | Alphabet, Inc. - Class A | | | | | 183,767,809 | | | | | | 5.7 | | |
1,297,845 | | | Comcast Corp. - Class A | | | | | 68,007,078 | | | | | | 2.1 | | |
1,609,425 | | | Interpublic Group of Cos., Inc. | | | | | 37,853,676 | | | | | | 1.1 | | |
426,592 (1) | | | Walt Disney Co. | | | | | 77,289,938 | | | | | | 2.4 | | |
| | | | | | | | 424,564,981 | | | | | | 13.1 | | |
| | | Consumer Discretionary: 10.3% | | ||||||||||||
22,663 (1) | | | Amazon.com, Inc. | | | | | 73,811,805 | | | | | | 2.3 | | |
260,863 | | | Darden Restaurants, Inc. | | | | | 31,074,000 | | | | | | 1.0 | | |
283,568 | | | Expedia Group, Inc. | | | | | 37,544,403 | | | | | | 1.2 | | |
564,301 | | | Hasbro, Inc. | | | | | 52,784,716 | | | | | | 1.6 | | |
782,593 | | | Las Vegas Sands Corp. | | | | | 46,642,543 | | | | | | 1.4 | | |
451,105 | | | Nike, Inc. - Class B | | | | | 63,817,824 | | | | | | 2.0 | | |
353,088 | | | Other Securities | | | | | 26,372,143 | | | | | | 0.8 | | |
| | | | | | | | 332,047,434 | | | | | | 10.3 | | |
| | | Consumer Staples: 7.1% | | ||||||||||||
1,146,609 | | | Coca-Cola Co. | | | | | 62,880,037 | | | | | | 1.9 | | |
235,753 | | | Constellation Brands, Inc. | | | | | 51,641,695 | | | | | | 1.6 | | |
732,864 | | | Philip Morris International, Inc. | | | | | 60,673,811 | | | | | | 1.9 | | |
382,240 | | | Walmart, Inc. | | | | | 55,099,896 | | | | | | 1.7 | | |
| | | | | | | | 230,295,439 | | | | | | 7.1 | | |
| | | Energy: 2.3% | | ||||||||||||
368,515 | | | Chevron Corp. | | | | | 31,121,092 | | | | | | 1.0 | | |
732,190 | | | Other Securities | | | | | 42,275,554 | | | | | | 1.3 | | |
| | | | | | | | 73,396,646 | | | | | | 2.3 | | |
| | | Financials: 10.7% | | ||||||||||||
1,119,524 | | | American International Group, Inc. | | | | | 42,385,179 | | | | | | 1.3 | | |
755,997 (2) | | | Apollo Global Management, Inc. | | | | | 37,028,733 | | | | | | 1.1 | | |
650,077 | | | Citigroup, Inc. | | | | | 40,083,748 | | | | | | 1.2 | | |
177,390 | | | Goldman Sachs Group, Inc. | | | | | 46,779,517 | | | | | | 1.5 | | |
824,495 | | | Hartford Financial Services Group, Inc. | | | | | 40,383,765 | | | | | | 1.3 | | |
487,924 | | | Intercontinental Exchange, Inc. | | | | | 56,252,758 | | | | | | 1.7 | | |
966,858 | | | Truist Financial Corp. | | | | | 46,341,504 | | | | | | 1.4 | | |
794,789 | | | US Bancorp | | | | | 37,029,219 | | | | | | 1.2 | | |
| | | | | | | | 346,284,423 | | | | | | 10.7 | | |
| | | Health Care: 14.1% | | ||||||||||||
566,248 (1)(2) | | | Alcon, Inc. | | | | | 37,361,043 | | | | | | 1.1 | | |
919,769 | | | Bristol-Myers Squibb Co. | | | | | 57,053,271 | | | | | | 1.8 | | |
241,519 | | | Eli Lilly & Co. | | | | | 40,778,068 | | | | | | 1.3 | | |
422,878 | | | Johnson & Johnson | | | | | 66,552,540 | | | | | | 2.1 | | |
595,782 | | | Medtronic PLC | | | | | 69,789,903 | | | | | | 2.2 | | |
128,875 | | | Thermo Fisher Scientific, Inc. | | | | | 60,027,397 | | | | | | 1.8 | | |
146,282 | | | UnitedHealth Group, Inc. | | | | | 51,298,172 | | | | | | 1.6 | | |
266,176 | | | Zimmer Biomet Holdings, Inc. | | | | | 41,015,060 | | | | | | 1.3 | | |
140,353 (3) | | | Other Securities | | | | | 29,814,041 | | | | | | 0.9 | | |
| | | | | | | | 453,689,495 | | | | | | 14.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials: 8.2% | | ||||||||||||
185,265 | | | L3Harris Technologies, Inc. | | | | $ | 35,018,790 | | | | | | 1.1 | | |
235,397 | | | Norfolk Southern Corp. | | | | | 55,932,681 | | | | | | 1.7 | | |
161,549 | | | Old Dominion Freight Line | | | | | 31,531,134 | | | | | | 1.0 | | |
696,796 | | | Raytheon Technologies Corp. | | | | | 49,827,882 | | | | | | 1.5 | | |
164,607 (1) | | | United Rentals, Inc. | | | | | 38,174,010 | | | | | | 1.2 | | |
473,906 | | | Other Securities | | | | | 54,326,645 | | | | | | 1.7 | | |
| | | | | | | | 264,811,142 | | | | | | 8.2 | | |
| | | Information Technology: 25.2% | | ||||||||||||
114,949 (1) | | | Adobe, Inc. | | | | | 57,488,294 | | | | | | 1.8 | | |
376,790 | | | Apple, Inc. | | | | | 49,996,265 | | | | | | 1.5 | | |
172,215 | | | Broadcom, Inc. | | | | | 75,404,338 | | | | | | 2.3 | | |
838,512 (1) | | | Fiserv, Inc. | | | | | 95,472,976 | | | | | | 3.0 | | |
2,490,727 | | | HP, Inc. | | | | | 61,246,977 | | | | | | 1.9 | | |
222,969 | | | Intuit, Inc. | | | | | 84,694,775 | | | | | | 2.6 | | |
227,205 | | | Microchip Technology, Inc. | | | | | 31,379,282 | | | | | | 1.0 | | |
858,122 | | | Microsoft Corp. | | | | | 190,863,495 | | | �� | | | 5.9 | | |
304,618 | | | MKS Instruments, Inc. | | | | | 45,829,778 | | | | | | 1.4 | | |
380,563 | | | Motorola Solutions, Inc. | | | | | 64,718,544 | | | | | | 2.0 | | |
362,140 | | | NXP Semiconductor NV - NXPI - US | | | | | 57,583,881 | | | | | | 1.8 | | |
| | | | | | | | 814,678,605 | | | | | | 25.2 | | |
| | | Materials: 2.8% | | ||||||||||||
374,168 | | | Eastman Chemical Co. | | | | | 37,521,567 | | | | | | 1.2 | | |
788,675 | | | Other Securities | | | | | 53,671,994 | | | | | | 1.6 | | |
| | | | | | | | 91,193,561 | | | | | | 2.8 | | |
| | | Real Estate: 2.3% | | ||||||||||||
442,013 | | | ProLogis, Inc. | | | | | 44,051,015 | | | | | | 1.4 | | |
819,597 | | | Other Securities | | | | | 30,972,571 | | | | | | 0.9 | | |
| | | | | | | | 75,023,586 | | | | | | 2.3 | | |
| | | Utilities: 2.8% | | ||||||||||||
321,573 | | | Entergy Corp. | | | | | 32,105,848 | | | | | | 1.0 | | |
408,323 | | | NextEra Energy, Inc. | | | | | 31,502,120 | | | | | | 1.0 | | |
630,909 | | | Other Securities | | | | | 26,636,978 | | | | | | 0.8 | | |
| | | | | | | | 90,244,946 | | | | | | 2.8 | | |
| | | Total Common Stock (Cost $2,362,800,484) | | | | | 3,196,230,258 | | | | | | 98.9 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
OTHER(4): —% | | |||||||||||||||
| | | | | | Utilities: —% | | |||||||||
| | 10,000,000 | (5)(6) | | Southern Energy (Escrow) | | | | | — | | | | — | | |
| | | | | | Total Other (Cost $—) | | | | | — | | | | — | |
| | | | | | Total Long-Term Investments (Cost $2,362,800,484) | | | | | 3,196,230,258 | | | | 98 .9 | |
Voya Growth and Income Portfolio | as of December 31, 2020 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
| SHORT-TERM INVESTMENTS: 2.9% | | |||||||||||||||
| | | | | | | Repurchase Agreements: 1.6% | | |||||||||
| | | 2,934,666 | (7) | | Amherst Pierpoint Securities LLC, Repurchase Agreement dated 12/31/20, 0.10%, due 01/04/21 (Repurchase Amount $2,934,698, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-4.628%, Market Value plus accrued interest $2,993,359, due 02/03/21-11/20/70) | | | | $ | 2,934,666 | | | | 0 .1 | | |
| | | 1,844,650 | (7) | | Bethesda Securities LLC, Repurchase Agreement dated 12/31/20, 0.10%, due 01/04/21 (Repurchase Amount $1,844,670, collateralized by various U.S. Government Agency Obligations, 2.500%-5.500%, Market Value plus accrued interest $1,881,543, due 07/01/24-10/01/50) | | | | | 1,844,650 | | | | 0 .0 | | |
| | | 2,445,614 | (7) | | BNP Paribas S.A., Repurchase Agreement dated 12/31/20, 0.24%, due 01/04/21 (Repurchase Amount $2,445,678, collateralized by various U.S. Government Securities, 0.750%-8.750%, Market Value plus accrued interest $2,567,895, due 03/01/21-11/20/40) | | | | | 2,445,614 | | | | 0 .1 | | |
| | | 8,708,840 | (7) | | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $8,708,907, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $8,883,017, due 01/25/21-10/15/62) | | | | | 8,708,840 | | | | 0 .3 | |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
| SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | | | | | Repurchase Agreements (continued) | | |||||||||
| | | 2,980,643 | (7) | | CF Secured LLC, Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $2,980,666, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%- 4.750%, Market Value plus accrued interest $3,040,256, due 01/14/21-01/20/69) | | | | $ | 2,980,643 | | | | 0 .1 | | |
| | | 5,464,371 | (7) | | Citadel Securities LLC, Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $5,464,449, collateralized by various U.S. Government Securities, 0.000%-7.875%, Market Value plus accrued interest $5,573,743, due 01/31/21-05/15/49) | | | | | 5,464,371 | | | | 0 .2 | | |
| | | 8,090,299 | (7) | | Citigroup, Inc., Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $8,090,361, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-4.000%, Market Value plus accrued interest $8,252,105, due 09/15/21-01/01/51) | | | | | 8,090,299 | | | | 0 .2 | | |
| | | 1,202,439 | (7) | | Industrial & Comm. Bank of China, Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $1,202,448, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $1,226,488, due 01/04/21-12/01/50) | | | | | 1,202,439 | | | | 0 .0 | |
Voya Growth and Income Portfolio | as of December 31, 2020 (continued) |
| Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
| SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | | | | | Repurchase Agreements (continued) | | |||||||||
| | | 3,405,146 | (7) | | JVB Financial Group LLC, Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $3,405,195, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-7.000%, Market Value plus accrued interest $3,473,249, due 07/01/22-12/01/50) | | | | $ | 3,405,146 | | | | 0 .1 | | |
| | | 3,890,772 | (7) | | Mirae Asset Securities USA Inc., Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $3,890,827, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.125%, Market Value plus accrued interest $3,968,645, due 02/18/21-01/15/62) | | | | | 3,890,772 | | | | 0 .1 | | |
| | | 3,063,976 | (7) | | Palafox Trading LLC, Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $3,064,020, collateralized by various U.S. Government Securities, 0.250%-1.125%, Market Value plus accrued interest $3,126,387, due 02/28/25-05/31/25) | | | | | 3,063,976 | | | | 0 .1 | | |
| | | 8,643,784 | (7) | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/20, 0.16%, due 01/04/21 (Repurchase Amount $8,643,936, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $8,838,635, due 07/15/22-02/15/47) | | | | | 8,643,784 | | | | 0 .3 | | |
| | | | | | | Total Repurchase Agreements (Cost $52,675,200) | | | | | 52,675,200 | | | | 1 .6 | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Mutual Funds(7): 1.3% | | ||||||||||||
37,260,080 (7)(8) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.000% | | | | $ | 37,260,080 | | | | | | 1.2 | | |
1,064,000 (7)(8) | | | Goldman Sachs Financial Square Government Fund – Institutional Shares, 0.020% | | | | | 1,064,000 | | | | | | 0.0 | | |
1,570,000 (7)(8) | | | Morgan Stanley Institutional Liquidity Funds – Government Portfolio (Institutional Share Class), 0.030% | | | | | 1,570,000 | | | | | | 0.1 | | |
| | | Total Mutual Funds (Cost $39,894,080) | | | | | 39,894,080 | | | | | | 1.3 | | |
| | | Total Short-Term Investments (Cost $92,569,280) | | | | | 92,569,280 | | | | | | 2.9 | | |
| | | Total Investments in Securities (Cost $2,455,369,764) | | | | $ | 3,288,799,538 | | | | | | 101.8 | | |
| | | Liabilities in Excess of Other Assets | | | | | (56,986,130) | | | | | | (1.8) | | |
| | | Net Assets | | | | $ | 3,231,813,408 | | | | | | 100.0 | | |
Voya Growth and Income Portfolio | as of December 31, 2020 (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 December 31, 2020 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 3,196,230,258 | | | | | $ | — | | | | | $ | — | | | | | $ | 3,196,230,258 | | |
Other | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Short-Term Investments | | | | | 39,894,080 | | | | | | 52,675,200 | | | | | | — | | | | | | 92,569,280 | | |
Total Investments, at fair value | | | | $ | 3,236,124,338 | | | | | $ | 52,675,200 | | | | | $ | — | | | | | $ | 3,288,799,538 | | |
Security | | | | | | Acquisition Date | | | Acquisition Cost | | | Fair Value | | |||||||||
Southern Energy (Escrow) | | | | | | | | 11/30/2005 | | | | | $ | — | | | | | $ | — | | |
| | | | | | | | | | | | | $ | — | | | | | $ | — | | |
| Gross Unrealized Appreciation | | | | $ | 846,004,379 | | |
| Gross Unrealized Depreciation | | | | | (38,390,193) | | |
| Net Unrealized Appreciation | | | | $ | 807,614,186 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: 25.8% | | |||||||||||||||
| | | Basic Materials: 0.6% | | ||||||||||||
1,250,000 (1) | | | Anglo American Capital PLC, 3.625%, 09/11/2024 | | | | $ | 1,361,020 | | | | | | 0.1 | | |
1,073,000 (1) | | | Anglo American Capital PLC, 4.125%, 04/15/2021 | | | | | 1,081,631 | | | | | | 0.0 | | |
476,000 (1) | | | Anglo American Capital PLC, 5.625%, 04/01/2030 | | | | | 607,012 | | | | | | 0.0 | | |
702,000 (1) | | | Newcrest Finance Pty Ltd., 3.250%, 05/13/2030 | | | | | 776,532 | | | | | | 0.0 | | |
561,000 (1) | | | Newcrest Finance Pty Ltd., 4.200%, 05/13/ 2050 | | | | | 687,607 | | | | | | 0.0 | | |
13,861,000 | | | Other Securities | | | | | 16,073,621 | | | | | | 0.5 | | |
| | | | | | | | 20,587,423 | | | | | | 0.6 | | |
| | | Communications: 2.7% | | ||||||||||||
801,000 (1) | | | AT&T, Inc., 2.550%, 12/01/2033 | | | | | 825,434 | | | | | | 0.0 | | |
3,701,000 (1) | | | AT&T, Inc., 3.550%, 09/15/2055 | | | | | 3,688,627 | | | | | | 0.1 | | |
4,703,000 (1) | | | AT&T, Inc., 3.650%, 09/15/2059 | | | | | 4,726,452 | | | | | | 0.2 | | |
5,354,000 | | | AT&T, Inc., 1.650%-4.300%, 02/01/2028-02/01/2043 | | | | | 5,552,144 | | | | | | 0.1 | | |
9,754,000 | | | Comcast Corp., 2.650%-4.600%, 02/01/2030-11/01/2049 | | | | | 12,147,054 | | | | | | 0.3 | | |
860,000 (1) | | | Deutsche Telekom AG, 3.625%, 01/21/2050 | | | | | 991,289 | | | | | | 0.0 | | |
4,885,000 (1) | | | NBCUniversal Enterprise, Inc., 5.250%, 12/31/2199 | | | | | 4,988,806 | | | | | | 0.2 | | |
2,630,000 (1) | | | Tencent Holdings Ltd., 2.985%, 01/19/2023 | | | | | 2,738,343 | | | | | | 0.1 | | |
527,000 (1) | | | T-Mobile USA, Inc., 2.050%, 02/15/2028 | | | | | 548,823 | | | | | | 0.0 | | |
1,738,000 (1) | | | T-Mobile USA, Inc., 3.300%, 02/15/2051 | | | | | 1,791,365 | | | | | | 0.1 | | |
1,120,000 (1) | | | T-Mobile USA, Inc., 3.600%, 11/15/2060 | | | | | 1,190,913 | | | | | | 0.1 | | |
818,000 (1) | | | T-Mobile USA, Inc., 3.750%, 04/15/2027 | | | | | 932,357 | | | | | | 0.0 | | |
462,000 (1) | | | T-Mobile USA, Inc., 3.875%, 04/15/2030 | | | | | 535,578 | | | | | | 0.0 | | |
817,000 (1) | | | T-Mobile USA, Inc., 4.375%, 04/15/2040 | | | | | 997,859 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
2,500,000 (1) | | | T-Mobile USA, Inc., 4.500%, 04/15/2050 | | | | $ | 3,088,150 | | | | | | 0.1 | | |
542,000 (1) | | | Verizon Communications, Inc., 2.987%, 10/30/2056 | | | | | 545,632 | | | | | | 0.0 | | |
12,413,000 | | | Verizon Communications, Inc., 2.650%-4.862%, 08/10/2033-11/20/2060 | | | | | 14,467,246 | | | | | | 0.4 | | |
31,097,000 | | | Other Securities | | | | | 37,062,482 | | | | | | 1.0 | | |
| | | | | | | | 96,818,554 | | | | | | 2.7 | | |
| | | Consumer, Cyclical: 1.2% | | ||||||||||||
778,000 (1) | | | Alaska Airlines 2020-1 Class A Pass Through Trust, 4.800%, 02/15/2029 | | | | | 859,387 | | | | | | 0.0 | | |
3,500,000 (1) | | | BMW US Capital LLC, 3.450%, 04/12/2023 | | | | | 3,731,953 | | | | | | 0.1 | | |
891,000 (1) | | | British Airways 2020-1 Class A Pass Through Trust, 4.250%, 05/15/2034 | | | | | 954,322 | | | | | | 0.0 | | |
1,875,000 (1) | | | Daimler Finance North America LLC, 2.125%, 03/10/2025 | | | | | 1,971,583 | | | | | | 0.1 | | |
515,000 (1) | | | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.500%, 10/20/2025 | | | | | 550,640 | | | | | | 0.0 | | |
515,000 (1) | | | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.750%, 10/20/2028 | | | | | 562,547 | | | | | | 0.0 | | |
873,000 (1)(2) | | | Harley-Davidson Financial Services, Inc., 3.350%, 06/08/2025 | | | | | 946,209 | | | | | | 0.0 | | |
1,688,000 (1) | | | Nissan Motor Co. Ltd., 3.522%, 09/17/2025 | | | | | 1,811,175 | | | | | | 0.1 | | |
877,000 (1) | | | Nissan Motor Co. Ltd., 4.345%, 09/17/2027 | | | | | 969,395 | | | | | | 0.0 | | |
446,000 (1) | | | Nissan Motor Co. Ltd., 4.810%, 09/17/2030 | | | | | 503,329 | | | | | | 0.0 | | |
28,219,025 | | | Other Securities | | | | | 30,110,717 | | | | | | 0.9 | | |
| | | | | | | | 42,971,257 | | | | | | 1.2 | | |
| | | Consumer, Non-cyclical: 4.5% | | ||||||||||||
17,148,000 | | | AbbVie, Inc., 2.300%-4.625%, 11/06/2022-11/06/2042 | | | | | 19,324,456 | | | | | | 0.5 | | |
520,000 (1) | | | Alcon Finance Corp., 2.600%, 05/27/2030 | | | | | 554,494 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
6,511,000 | | | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.700%-4.900%, 02/01/2036-02/01/2046 | | | | $ | 8,412,311 | | | | | | 0.2 | | |
3,169,000 | | | Anheuser-Busch InBev Worldwide, Inc., 4.350%-5.450%, 01/23/2039-06/01/2040 | | | | | 4,048,744 | | | | | | 0.1 | | |
2,000,000 (1) | | | Cargill, Inc., 3.875%, 05/23/2049 | | | | | 2,448,827 | | | | | | 0.1 | | |
10,596,000 | | | Cigna Corp., 3.250%-4.900%, 07/15/2023-12/15/2048 | | | | | 12,553,472 | | | | | | 0.3 | | |
59,680 | | | CVS Pass-Through Trust, 6.943%, 01/10/2030 | | | | | 71,379 | | | | | | 0.0 | | |
10,259,000 | | | CVS Health Corp., 2.700%-5.050%, 07/20/2025-03/25/2048 | | | | | 12,816,309 | | | | | | 0.4 | | |
466,000 (1) | | | Health Care Service Corp. A Mutual Legal Reserve Co., 3.200%, 06/01/2050 | | | | | 504,578 | | | | | | 0.0 | | |
2,113,000 (1) | | | Imperial Brands Finance PLC, 3.750%, 07/21/2022 | | | | | 2,204,110 | | | | | | 0.1 | | |
2,500,000 (1) | | | Mars, Inc., 4.125%, 04/01/2054 | | | | | 3,309,468 | | | | | | 0.1 | | |
537,000 (1) | | | Royalty Pharma PLC, 1.200%, 09/02/2025 | | | | | 545,702 | | | | | | 0.0 | | |
796,000 (1) | | | Royalty Pharma PLC, 1.750%, 09/02/2027 | | | | | 819,712 | | | | | | 0.0 | | |
805,000 (1) | | | Royalty Pharma PLC, 3.300%, 09/02/2040 | | | | | 847,666 | | | | | | 0.1 | | |
1,500,000 (1) | | | Viatris, Inc., 3.850%, 06/22/2040 | | | | | 1,693,068 | | | | | | 0.0 | | |
80,041,000 (3) | | | Other Securities | | | | | 91,504,659 | | | | | | 2.6 | | |
| | | | | | | | 161,658,955 | | | | | | 4.5 | | |
| | | Energy: 2.2% | | ||||||||||||
5,514,000 | | | BP Capital Markets America, Inc., 1.749%-3.224%, 04/14/2024-06/04/2051 | | | | | 5,854,363 | | | | | | 0.2 | | |
2,833,000 (4) | | | BP Capital Markets PLC, 4.742%-4.875%, 03/11/2021-12/31/2199 | | | | | 2,957,639 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
498,000 (1) | | | Schlumberger Holdings Corp., 4.000%, 12/21/ 2025 | | | | $ | 566,504 | | | | | | 0.0 | | |
1,500,000 (1) | | | Schlumberger Investment SA, 2.400%, 08/01/2022 | | | | | 1,538,322 | | | | | | 0.0 | | |
60,503,000 (3) | | | Other Securities | | | | | 67,123,191 | | | | | | 1.9 | | |
| | | | | | | | 78,040,019 | | | | | | 2.2 | | |
| | | Financial: 9.2% | | ||||||||||||
1,840,000 (1) | | | ANZ New Zealand Int’l Ltd./London, 3.400%, 03/19/2024 | | | | | 1,999,309 | | | | | | 0.1 | | |
3,657,000 (1) | | | Athene Global Funding, 2.550%, 11/19/2030 | | | | | 3,662,403 | | | | | | 0.1 | | |
519,000 (1) | | | Athene Global Funding, 2.950%, 11/12/2026 | | | | | 557,263 | | | | | | 0.0 | | |
452,000 (1) | | | Aviation Capital Group LLC, 3.875%, 05/01/2023 | | | | | 471,249 | | | | | | 0.0 | | |
808,000 (1) | | | Aviation Capital Group LLC, 4.375%, 01/30/2024 | | | | | 853,342 | | | | | | 0.0 | | |
982,000 (1) | | | Aviation Capital Group LLC, 5.500%, 12/15/2024 | | | | | 1,087,910 | | | | | | 0.1 | | |
30,136,000 (4) | | | Bank of America Corp., 0.981%-5.125%, 05/17/2022-12/31/2199 | | | | | 32,941,597 | | | | | | 0.9 | | |
1,773,000 (1) | | | Banque Federative du Credit Mutuel SA, 0.650%, 02/27/2024 | | | | | 1,778,555 | | | | | | 0.1 | | |
1,535,000 (1) | | | Banque Federative du Credit Mutuel SA, 2.375%, 11/21/2024 | | | | | 1,627,978 | | | | | | 0.0 | | |
1,000,000 (1) | | | Barclays Bank PLC, 10.179%, 06/12/2021 | | | | | 1,040,135 | | | | | | 0.0 | | |
455,000 (1)(4) | | | BNP Paribas SA, 2.588%, 08/12/2035 | | | | | 465,685 | | | | | | 0.0 | | |
4,115,000 (1)(4) | | | BNP Paribas SA, 2.819%, 11/19/2025 | | | | | 4,397,973 | | | | | | 0.1 | | |
1,715,000 (1)(4) | | | BNP Paribas SA, 3.052%, 01/13/2031 | | | | | 1,872,695 | | | | | | 0.1 | | |
3,960,000 (1) | | | BPCE SA, 2.700%, 10/01/2029 | | | | | 4,258,666 | | | | | | 0.1 | | |
955,000 (1) | | | BPCE SA, 5.700%, 10/22/2023 | | | | | 1,081,540 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
12,118,000 (4) | | | Citigroup, Inc., 1.678%-5.500%, 07/24/2023-06/03/2031 | | | | $ | 13,291,709 | | | | | | 0.4 | | |
2,000,000 (1) | | | Citizens Financial Group, Inc., 4.150%, 09/28/2022 | | | | | 2,112,585 | | | | | | 0.1 | | |
745,000 (1) | | | Commonwealth Bank of Australia, 3.743%, 09/12/2039 | | | | | 876,897 | | | | | | 0.0 | | |
1,358,000 (1)(4) | | | Cooperatieve Rabobank UA, 1.004%, 09/24/2026 | | | | | 1,368,657 | | | | | | 0.0 | | |
6,252,000 | | | Cooperatieve Rabobank UA, 3.950%-4.375%, 11/09/2022-08/04/2025 | | | | | 7,079,234 | | | | | | 0.2 | | |
1,235,000 (1)(4) | | | Credit Agricole SA/ London, 1.907%, 06/16/2026 | | | | | 1,282,054 | | | | | | 0.0 | | |
6,000,000 (1) | | | Credit Suisse AG, 6.500%, 08/08/2023 | | | | | 6,771,852 | | | | | | 0.2 | | |
3,000,000 (1)(4) | | | Credit Suisse Group AG, 2.997%, 12/14/2023 | | | | | 3,138,723 | | | | | | 0.1 | | |
1,292,000 (1)(4) | | | Credit Suisse Group AG, 4.194%, 04/01/2031 | | | | | 1,520,675 | | | | | | 0.0 | | |
3,053,000 | | | Credit Suisse Group Funding Guernsey Ltd., 3.450%-3.800%, 04/16/2021-09/15/2022 | | | | | 3,116,543 | | | | | | 0.1 | | |
1,870,000 (1)(4) | | | Danske Bank A/S, 1.621%, 09/11/2026 | | | | | 1,880,147 | | | | | | 0.1 | | |
4,500,000 (1) | | | Danske Bank A/S, 2.800%, 03/10/2021 | | | | | 4,519,564 | | | | | | 0.1 | | |
600,000 (1) | | | Danske Bank A/S, 5.000%, 01/12/2022 | | | | | 626,551 | | | | | | 0.0 | | |
609,000 (1) | | | Empower Finance 2020 L.P., 1.357%, 09/17/2027 | | | | | 613,880 | | | | | | 0.0 | | |
1,925,000 (1) | | | Federation des Caisses Desjardins du Quebec, 2.050%, 02/10/2025 | | | | | 2,024,515 | | | | | | 0.1 | | |
10,517,000 (4) | | | HSBC Holdings PLC, 1.589%-4.950%, 11/07/2025-08/18/2031 | | | | | 11,652,768 | | | | | | 0.3 | | |
16,650,000 (4) | | | JPMorgan Chase & Co., 2.182%-5.000%, 04/01/2023-12/31/2199 | | | | | 18,012,339 | | | | | | 0.5 | | |
702,000 (1) | | | KKR Group Finance Co. VII LLC, 3.625%, 02/25/2050 | | | | | 783,550 | | | | | | 0.0 | | |
1,841,000 (1) | | | Liberty Mutual Group, Inc., 3.951%, 10/15/2050 | | | | | 2,208,772 | | | | | | 0.1 | | |
5,870,000 | | | Mizuho Financial Group Cayman 2 Ltd., 4.200%, 07/18/2022 | | | | | 6,174,672 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
2,810,000 (1) | | | Mizuho Financial Group, Inc., 2.632%, 04/12/2021 | | | | $ | 2,827,809 | | | | | | 0.1 | | |
315,000 (1) | | | Mizuho Financial Group, Inc., 3.477%, 04/12/2026 | | | | | 353,205 | | | | | | 0.0 | | |
13,166,000 (4) | | | Morgan Stanley, 1.794%-5.500%, 07/28/2021-02/13/2032 | | | | | 14,578,624 | | | | | | 0.4 | | |
1,341,000 (1) | | | National Australia Bank Ltd., 2.332%, 08/21/2030 | | | | | 1,365,450 | | | | | | 0.0 | | |
1,575,000 (1)(4) | | | National Australia Bank Ltd., 3.933%, 08/02/2034 | | | | | 1,771,147 | | | | | | 0.1 | | |
894,000 (1) | | | Nationwide Building Society, 2.000%, 01/27/2023 | | | | | 923,002 | | | | | | 0.0 | | |
1,004,000 (1)(4) | | | Nationwide Building Society, 3.960%, 07/18/2030 | | | | | 1,170,432 | | | | | | 0.1 | | |
1,576,000 (1) | | | New York Life Global Funding, 2.875%, 04/10/2024 | | | | | 1,695,426 | | | | | | 0.0 | | |
2,661,000 (1)(2)(4) | | | Nordea Bank ABP, 6.125%, 12/31/2199 | | | | | 2,907,342 | | | | | | 0.1 | | |
174,000 (1) | | | Northwestern Mutual Life Insurance Co/The, 3.625%, 09/30/2059 | | | | | 202,403 | | | | | | 0.0 | | |
1,986,000 (1) | | | Owl Rock Technology Finance Corp., 4.750%, 12/15/2025 | | | | | 2,077,930 | | | | | | 0.1 | | |
2,000,000 | | | Royal Bank of Canada, 0.898%, (US0003M + 0.660)%, 10/05/2023 | | | | | 2,021,031 | | | | | | 0.1 | | |
760,000 (1) | | | Scentre Group Trust 1 / Scentre Group Trust 2, 3.625%, 01/28/2026 | | | | | 836,635 | | | | | | 0.0 | | |
964,000 (1)(4) | | | Scentre Group Trust 2, 5.125%, 09/24/2080 | | | | | 1,018,106 | | | | | | 0.0 | | |
1,360,000 (1) | | | Skandinaviska Enskilda Banken AB, 0.850%, 09/02/2025 | | | | | 1,365,066 | | | | | | 0.0 | | |
1,801,000 (1)(4) | | | Standard Chartered PLC, 3.265%, 02/18/2036 | | | | | 1,886,146 | | | | | | 0.1 | | |
1,234,000 (1) | | | Sumitomo Mitsui Trust Bank Ltd., 1.050%, 09/12/2025 | | | | | 1,243,370 | | | | | | 0.0 | | |
3,500,000 | | | UBS AG/Stamford CT, 7.625%, 08/17/2022 | | | | | 3,874,934 | | | | | | 0.1 | | |
2,470,000 | | | UBS AG, 5.125%, 05/15/2024 | | | | | 2,728,733 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
791,000 (1)(4) | | | UBS Group AG, 1.008%, 07/30/2024 | | | | $ | 799,101 | | | | | | 0.0 | | |
750,000 (1)(4) | | | UBS Group AG, 1.364%, 01/30/2027 | | | | | 758,774 | | | | | | 0.0 | | |
300,000 (1) | | | USAA Capital Corp., 2.125%, 05/01/2030 | | | | | 315,665 | | | | | | 0.0 | | |
11,056,000 (4) | | | Wells Fargo & Co., 2.406%-5.013%, 08/15/2023-04/04/2051 | | | | | 12,317,565 | | | | | | 0.3 | | |
8,795,000 (4) | | | Wells Fargo Bank NA, 2.082%-3.625%, 10/22/2021-09/09/2022 | | | | | 8,977,666 | | | | | | 0.3 | | |
1104,085,000 (3) | | | Other Securities | | | | | 114,950,963 | | | | | | 3.2 | | |
| | | | | | | | 330,118,512 | | | | | | 9.2 | | |
| | | Industrial: 1.3% | | ||||||||||||
264,000 (1) | | | BAE Systems PLC, 3.400%, 04/15/2030 | | | | | 299,393 | | | | | | 0.0 | | |
1,295,000 (1) | | | Penske Truck Leasing Co. Lp / PTL Finance Corp., 1.200%, 11/15/ 2025 | | | | | 1,306,997 | | | | | | 0.0 | | |
2,250,000 (1) | | | TTX Co., 3.600%, 01/15/2025 | | | | | 2,507,250 | | | | | | 0.1 | | |
37,824,000 (3) | | | Other Securities | | | | | 43,756,110 | | | | | | 1.2 | | |
| | | | | | | | 47,869,750 | | | | | | 1.3 | | |
| | | Technology: 1.4% | | ||||||||||||
9,076,000 | | | Apple, Inc., 2.550%-3.850%, 05/04/2043-08/20/2060 | | | | | 11,216,587 | | | | | | 0.3 | | |
1,000,000 (1) | | | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | | | | | 1,221,562 | | | | | | 0.0 | | |
1,210,000 (1) | | | Leidos, Inc., 2.300%, 02/15/2031 | | | | | 1,234,289 | | | | | | 0.0 | | |
900,000 (1) | | | Microchip Technology, Inc., 2.670%, 09/01/2023 | | | | | 941,819 | | | | | | 0.0 | | |
6,400,000 | | | Microsoft Corp., 3.700%, 08/08/2046 | | | | | 8,117,674 | | | | | | 0.2 | | |
5,750,000 | | | Microsoft Corp., 2.400%-2.525%, 08/08/2026-06/01/2050 | | | | | 6,128,131 | | | | | | 0.2 | | |
255,000 (1) | | | NXP BV / NXP Funding LLC / NXP USA, Inc., 3.400%, 05/01/2030 | | | | | 289,593 | | | | | | 0.0 | | |
1,000,000 (1) | | | TSMC Global Ltd., 0.750%, 09/28/2025 | | | | | 996,591 | | | | | | 0.0 | | |
1,060,000 (1) | | | TSMC Global Ltd., 1.000%, 09/28/2027 | | | | | 1,050,651 | | | | | | 0.1 | | |
17,425,000 (3) | | | Other Securities | | | | | 19,696,864 | | | | | | 0.6 | | |
| | | | | | | | 50,893,761 | | | | | | 1.4 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities: 2.7% | | ||||||||||||
622,000 (1) | | | AES Corp./The, 1.375%, 01/15/2026 | | | | $ | 628,005 | | | | | | 0.0 | | |
1,576,000 (1) | | | AES Corp./The, 3.950%, 07/15/2030 | | | | | 1,784,481 | | | | | | 0.1 | | |
2,500,000 (1) | | | American Transmission Systems, Inc., 5.000%, 09/01/2044 | | | | | 3,066,124 | | | | | | 0.1 | | |
3,219,000 (1) | | | American Transmission Systems, Inc., 5.250%, 01/15/2022 | | | | | 3,355,795 | | | | | | 0.1 | | |
1,413,000 (1) | | | Berkshire Hathaway Energy Co., 1.650%, 05/15/2031 | | | | | 1,414,591 | | | | | | 0.0 | | |
1,055,000 (4) | | | Duke Energy Corp., 4.875%, 12/31/2199 | | | | | 1,145,023 | | | | | | 0.0 | | |
1,485,000 | | | Duke Energy Indiana LLC, 3.250%, 10/01/2049 | | | | | 1,681,938 | | | | | | 0.1 | | |
3,885,000 | | | Duke Energy Carolinas LLC, 3.200%-4.000%, 09/30/2042-08/15/2049 | | | | | 4,650,375 | | | | | | 0.1 | | |
2,043,000 | | | Duke Energy Progress LLC, 3.700%-4.200%, 08/15/2045-10/15/2046 | | | | | 2,565,266 | | | | | | 0.1 | | |
868,000 (1) | | | Duquesne Light Holdings, Inc., 2.532%, 10/01/2030 | | | | | 899,231 | | | | | | 0.0 | | |
2,802,000 (1) | | | Jersey Central Power & Light Co., 4.300%, 01/15/2026 | | | | | 3,136,740 | | | | | | 0.1 | | |
411,000 (1) | | | Metropolitan Edison Co., 4.000%, 04/15/2025 | | | | | 448,868 | | | | | | 0.0 | | |
231,000 (1) | | | Narragansett Electric Co/The, 3.395%, 04/09/2030 | | | | | 262,155 | | | | | | 0.0 | | |
845,000 (1) | | | NRG Energy, Inc., 2.000%, 12/02/2025 | | | | | 876,212 | | | | | | 0.1 | | |
704,000 (1) | | | NRG Energy, Inc., 2.450%, 12/02/2027 | | | | | 741,374 | | | | | | 0.0 | | |
842,000 (1) | | | Oglethorpe Power Corp., 3.750%, 08/01/2050 | | | | | 907,325 | | | | | | 0.0 | | |
59,883,000 (3) | | | Other Securities | | | | | 67,335,549 | | | | | | 1.9 | | |
| | | | | | | | 94,899,052 | | | | | | 2.7 | | |
| | | Total Corporate Bonds/Notes (Cost $843,353,739) | | | | | 923,857,283 | | | | | | 25.8 | | |
|
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 18.8% | | |||||||||||||||
3,092,237 (1)(4) | | | Agate Bay Mortgage Trust 2015-6 B2, 3.607%, 09/25/2045 | | | | $ | 3,212,288 | | | | | | 0.1 | | |
4,096,296 | | | Alternative Loan Trust 2005-10CB 1A1, 0.648%, (US0001M + 0.500)%, 05/25/2035 | | | | | 3,224,440 | | | | | | 0.1 | | |
3,343,430 | | | Alternative Loan Trust 2005-51 3A2A, 1.899%, (12MTA + 1.290)%, 11/20/2035 | | | | | 3,112,928 | | | | | | 0.1 | | |
1,439,368 | | | Alternative Loan Trust 2005-65CB 2A4, 5.500%, 12/25/2035 | | | | | 1,334,629 | | | | | | 0.0 | | |
1,826,539 | | | Alternative Loan Trust 2005-6CB 1A3, 5.250%, 04/25/2035 | | | | | 1,790,777 | | | | | | 0.1 | | |
389,499 (5) | | | Alternative Loan Trust 2005-J3 2A2, 4.852%, (-1.000*US0001M + 5.000)%, 05/25/2035 | | | | | 55,614 | | | | | | 0.0 | | |
1,280,094 | | | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036 | | | | | 893,349 | | | | | | 0.0 | | |
2,590,714 | | | Alternative Loan Trust 2006-HY11 A1, 0.388%, (US0001M + 0.120)%, 06/25/2036 | | | | | 2,509,567 | | | | | | 0.1 | | |
1,854,923 | | | Alternative Loan Trust 2007-23CB A3, 0.648%, (US0001M + 0.500)%, 09/25/2037 | | | | | 816,390 | | | | | | 0.0 | | |
113,122 | | | Banc of America Funding 2007 8 Trust 4A1, 6.000%, 08/25/2037 | | | | | 108,874 | | | | | | 0.0 | | |
2,507,606 | | | Bear Stearns Mortgage Funding Trust 2006-AR5 2A1, 0.338%, (US0001M + 0.190)%, 01/25/2037 | | | | | 2,270,242 | | | | | | 0.1 | | |
2,500,000 (1) | | | Bellemeade Re 2020-4 M2A Ltd., 2.750%, (US0001M + 2.600)%, 06/25/2030 | | | | | 2,501,672 | | | | | | 0.1 | | |
17,189 | | | CHL Mortgage Pass-Through Trust 2005-2 2A3, 0.828%, (US0001M + 0.680)%, 03/25/2035 | | | | | 15,736 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,487,015 (1)(4) | | | CIM Trust 2020-J1 B3, 3.485%, 07/25/2050 | | | | $ | 1,447,580 | | | | | | 0.0 | | |
1,101,724 (4) | | | Citigroup Mortgage Loan Trust 2007-10 22AA, 3.361%, 09/25/2037 | | | | | 1,072,273 | | | | | | 0.0 | | |
1,109,216 (1)(4) | | | Citigroup Mortgage Loan Trust 2015-A B2, 4.500%, 06/25/2058 | | | | | 1,174,550 | | | | | | 0.0 | | |
43,603 (4) | | | Citigroup Mortgage Loan Trust, Inc. 2005-3 2A2A, 3.125%, 08/25/2035 | | | | | 44,082 | | | | | | 0.0 | | |
1,880,150 | | | Citigroup Mortgage Loan Trust, Inc. 2005-8 3A1, 5.500%, 09/25/2035 | | | | | 1,888,487 | | | | | | 0.1 | | |
2,000,000 (1) | | | Connecticut Avenue Securities Trust 2020-R02 2M2, 2.148%, (US0001M + 2.000)%, 01/25/2040 | | | | | 1,996,732 | | | | | | 0.1 | | |
889,366 | | | Countrywide Alternative Loan Trust 2005-53T2 2A6, 0.648%, (US0001M + 0.500)%, 11/25/2035 | | | | | 411,183 | | | | | | 0.0 | | |
3,832,643 | | | Countrywide Asset-Backed Certificates 2005-IM1 M1, 0.868%, (US0001M + 0.720)%, 11/25/2035 | | | | | 3,772,797 | | | | | | 0.1 | | |
2,000,000 (1)(4) | | | Deephaven Residential Mortgage Trust 2018-2A M1, 4.375%, 04/25/2058 | | | | | 2,046,889 | | | | | | 0.1 | | |
800,000 (1) | | | Fannie Mae Connecticut Avenue Securities Trust 2020-SBT1 1M2, 3.798%, (US0001M + 3.650)%, 02/25/2040 | | | | | 808,953 | | | | | | 0.0 | | |
1,000,000 | | | Fannie Mae 2011-128 KB, 4.500%, 12/25/2041 | | | | | 1,197,821 | | | | | | 0.0 | | |
12,646,413 | | | Fannie Mae 2011-99 CZ, 4.500%, 10/25/2041 | | | | | 15,129,516 | | | | | | 0.4 | | |
1,554,221 | | | Fannie Mae 2012-110 CA, 3.000%, 10/25/2042 | | | | | 1,660,215 | | | | | | 0.1 | | |
23,595,445 (5) | | | Fannie Mae 2016-82 SD, 5.902%, (-1.000*US0001M + 6.050)%, 11/25/2046 | | | | | 5,337,863 | | | | | | 0.2 | | |
3,854,513 | | | Fannie Mae 2016-88 EA, 3.500%, 01/25/2045 | | | | | 4,028,778 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
6,251,661 | | | Fannie Mae Connecticut Avenue Securities 16-C06 1M2, 4.398%, (US0001M + 4.250)%, 04/25/2029 | | | | $ | 6,571,626 | | | | | | 0.2 | | |
2,303,218 | | | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 4.148%, (US0001M + 4.000)%, 05/25/2025 | | | | | 2,353,493 | | | | | | 0.1 | | |
99,473 | | | Fannie Mae Connecticut Avenue Securities 2015-C02 2M2, 4.148%, (US0001M + 4.000)%, 05/25/2025 | | | | | 101,411 | | | | | | 0.0 | | |
3,966,586 | | | Fannie Mae Connecticut Avenue Securities 2015-C04 2M2, 5.698%, (US0001M + 5.550)%, 04/25/2028 | | | | | 4,188,317 | | | | | | 0.1 | | |
5,322,858 | | | Fannie Mae Connecticut Avenue Securities 2016-C04 1M2, 4.398%, (US0001M + 4.250)%, 01/25/2029 | | | | | 5,561,826 | | | | | | 0.2 | | |
6,024,398 | | | Fannie Mae Connecticut Avenue Securities 2016-C05 2M2, 4.598%, (US0001M + 4.450)%, 01/25/2029 | | | | | 6,296,322 | | | | | | 0.2 | | |
222,863 | | | Fannie Mae Connecticut Avenue Securities 2016-C07 2M2, 4.498%, (US0001M + 4.350)%, 05/25/2029 | | | | | 233,128 | | | | | | 0.0 | | |
3,360,097 | | | Fannie Mae Connecticut Avenue Securities 2017-C01 1M2, 3.698%, (US0001M + 3.550)%, 07/25/2029 | | | | | 3,471,274 | | | | | | 0.1 | | |
4,992,947 | | | Fannie Mae Connecticut Avenue Securities 2017-C02 2M2, 3.798%, (US0001M + 3.650)%, 09/25/2029 | | | | | 5,128,056 | | | | | | 0.1 | | |
1,364,402 | | | Fannie Mae Connecticut Avenue Securities 2017-C03 1M2, 3.148%, (US0001M + 3.000)%, 10/25/2029 | | | | | 1,385,440 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
5,083,190 | | | Fannie Mae Connecticut Avenue Securities 2017-C04 2M2, 2.998%, (US0001M + 2.850)%, 11/25/2029 | | | | $ | 5,138,741 | | | | | | 0.1 | | |
9,006,993 | | | Fannie Mae Connecticut Avenue Securities 2017-C05 1M2, 2.348%, (US0001M + 2.200)%, 01/25/2030 | | | | | 9,033,078 | | | | | | 0.3 | | |
4,541,181 | | | Fannie Mae Connecticut Avenue Securities 2017-C06 1M2, 2.798%, (US0001M + 2.650)%, 02/25/2030 | | | | | 4,572,018 | | | | | | 0.1 | | |
5,316,709 | | | Fannie Mae Connecticut Avenue Securities 2017-C07 2M2, 2.648%, (US0001M + 2.500)%, 05/25/2030 | | | | | 5,336,769 | | | | | | 0.2 | | |
2,979,039 | | | Fannie Mae Connecticut Avenue Securities 2017-CO6 2M2, 2.948%, (US0001M + 2.800)%, 02/25/2030 | | | | | 3,014,900 | | | | | | 0.1 | | |
9,072,827 | | | Fannie Mae Connecticut Avenue Securities 2018-C02 2M2, 2.348%, (US0001M + 2.200)%, 08/25/2030 | | | | | 9,055,534 | | | | | | 0.3 | | |
2,366,248 | | | Fannie Mae Connecticut Avenue Securities 2018-C03 1M2, 2.298%, (US0001M + 2.150)%, 10/25/2030 | | | | | 2,371,551 | | | | | | 0.1 | | |
4,909,889 | | | Fannie Mae Connecticut Avenue Securities 2018-C04 2M2, 2.698%, (US0001M + 2.550)%, 12/25/2030 | | | | | 4,944,949 | | | | | | 0.1 | | |
4,487,356 | | | Fannie Mae Connecticut Avenue Securities 2018-C05 1M2, 2.498%, (US0001M + 2.350)%, 01/25/2031 | | | | | 4,512,759 | | | | | | 0.1 | | |
3,214,342 | | | Fannie Mae Connecticut Avenue Securities 2018-C06 1M2, 2.148%, (US0001M + 2.000)%, 03/25/2031 | | | | | 3,206,212 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,484,407 | | | Fannie Mae Connecticut Avenue Securities 2018-C06 2M2, 2.248%, (US0001M + 2.100)%, 03/25/2031 | | | | $ | 2,463,899 | | | | | | 0.1 | | |
10,205,701 | | | Fannie Mae Connecticut Avenue Securities 2018-CO1 1M2, 2.398%, (US0001M + 2.250)%, 07/25/2030 | | | | | 10,197,369 | | | | | | 0.3 | | |
1,878,729 (1) | | | Fannie Mae Connecticut Avenue Securities 2019-R02 1M2, 2.448%, (US0001M + 2.300)%, 08/25/2031 | | | | | 1,883,680 | | | | | | 0.1 | | |
2,428,547 (1) | | | Fannie Mae Connecticut Avenue Securities 2019-R04 2M2, 2.248%, (US0001M + 2.100)%, 06/25/2039 | | | | | 2,431,878 | | | | | | 0.1 | | |
1,396,502 (1) | | | Fannie Mae Connecticut Avenue Securities 2019-RO3 1M2, 2.298%, (US0001M + 2.150)%, 09/25/2031 | | | | | 1,400,199 | | | | | | 0.0 | | |
3,699,361 (1) | | | Fannie Mae Connecticut Avenue Securities Trust 2018-R07 1M2, 2.548%, (US0001M + 2.400)%, 04/25/2031 | | | | | 3,711,146 | | | | | | 0.1 | | |
1,245,343 (1) | | | Fannie Mae Connecticut Avenue Securities Trust 2019-R01 2M2, 2.598%, (US0001M + 2.450)%, 07/25/2031 | | | | | 1,249,703 | | | | | | 0.0 | | |
3,678,707 (1) | | | Fannie Mae Connecticut Avenue Securities Trust 2019-R06 2M2, 2.248%, (US0001M + 2.100)%, 09/25/2039 | | | | | 3,686,811 | | | | | | 0.1 | | |
1,800,000 (1) | | | Fannie Mae Connecticut Avenue Securities Trust 2020-R01 1M2, 2.198%, (US0001M + 2.050)%, 01/25/2040 | | | | | 1,799,920 | | | | | | 0.1 | | |
500,000 (1) | | | Fannie Mae Connecticut Avenue Securities Trust 2020-SBT1 2M2, 3.798%, (US0001M + 3.650)%, 02/25/2040 | | | | | 506,297 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,595,311 | | | Fannie Mae Connecticut Avenue Securities, 5.848%, (US0001M + 5.700)%, 04/25/2028 | | | | $ | 1,709,611 | | | | | | 0.1 | | |
415,734 (5) | | | Fannie Mae Interest Strip Series 418 10, 4.000%, 08/25/2043 | | | | | 66,682 | | | | | | 0.0 | | |
368,026 (5) | | | Fannie Mae Interest Strip Series 418 15, 3.500%, 08/25/2043 | | | | | 56,831 | | | | | | 0.0 | | |
5,878 | | | Fannie Mae REMIC Trust 1994-77 FB, 1.648%, (US0001M + 1.500)%, 04/25/2024 | | | | | 5,940 | | | | | | 0.0 | | |
286,641 | | | Fannie Mae REMIC Trust 1999-33 Z, 6.000%, 07/25/2029 | | | | | 322,252 | | | | | | 0.0 | | |
22,662 | | | Fannie Mae REMIC Trust 2002-21 FC, 1.048%, (US0001M + 0.900)%, 04/25/2032 | | | | | 22,924 | | | | | | 0.0 | | |
734,060 (5) | | | Fannie Mae REMIC Trust 2003-74 IO, 6.000%, 08/25/2033 | | | | | 150,439 | | | | | | 0.0 | | |
55,467 | | | Fannie Mae REMIC Trust 2004-11 A, 0.268%, (US0001M + 0.120)%, 03/25/2034 | | | | | 55,279 | | | | | | 0.0 | | |
382,108 | | | Fannie Mae REMIC Trust 2005-120 ZU, 5.500%, 01/25/2036 | | | | | 445,602 | | | | | | 0.0 | | |
200,855 | | | Fannie Mae REMIC Trust 2005-74 DK, 23.408%, (-4.000*US0001M + 24.000)%, 07/25/2035 | | | | | 328,496 | | | | | | 0.0 | | |
4,014,475 (5) | | | Fannie Mae REMIC Trust 2005-92 SC, 6.532%, (-1.000*US0001M + 6.680)%, 10/25/2035 | | | | | 891,497 | | | | | | 0.0 | | |
254,514 | | | Fannie Mae REMIC Trust 2006-103 EZ, 6.250%, 10/25/2036 | | | | | 296,935 | | | | | | 0.0 | | |
782,945 | | | Fannie Mae REMIC Trust 2006-104 ES, 32.710%, (-5.000*US0001M + 33.450)%, 11/25/2036 | | | | | 1,571,903 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
4,536,552 (5) | | | Fannie Mae REMIC Trust 2006-12 SD, 6.602%, (-1.000*US0001M + 6.750)%, 10/25/2035 | | | | $ | 940,150 | | | | | | 0.0 | | |
2,233,884 (5) | | | Fannie Mae REMIC Trust 2006-123 UI, 6.592%, (-1.000*US0001M + 6.740)%, 01/25/2037 | | | | | 564,053 | | | | | | 0.0 | | |
495,124 (5) | | | Fannie Mae REMIC Trust 2006-72 HS, 6.552%, (-1.000*US0001M + 6.700)%, 08/25/2026 | | | | | 64,249 | | | | | | 0.0 | | |
140,659 | | | Fannie Mae REMIC Trust 2007-73 A1, 0.191%, (US0001M + 0.060)%, 07/25/2037 | | | | | 138,378 | | | | | | 0.0 | | |
405,770 | | | Fannie Mae REMIC Trust 2008-20 SP, 15.130%, (-2.500*US0001M + 15.500)%, 03/25/2038 | | | | | 568,629 | | | | | | 0.0 | | |
1,847,051 | | | Fannie Mae REMIC Trust 2009-19 PW, 4.500%, 10/25/2036 | | | | | 2,082,202 | | | | | | 0.1 | | |
6,780,160 (5) | | | Fannie Mae REMIC Trust 2010-102 SB, 6.452%, (-1.000*US0001M + 6.600)%, 09/25/2040 | | | | | 1,707,168 | | | | | | 0.1 | | |
2,139,757 (5) | | | Fannie Mae REMIC Trust 2010-116 SE, 6.452%, (-1.000*US0001M + 6.600)%, 10/25/2040 | | | | | 461,958 | | | | | | 0.0 | | |
5,986,741 (5) | | | Fannie Mae REMIC Trust 2010-123 SL, 5.922%, (-1.000*US0001M + 6.070)%, 11/25/2040 | | | | | 1,206,213 | | | | | | 0.0 | | |
1,379,675 | | | Fannie Mae REMIC Trust 2010-130 CX, 4.500%, 09/25/2039 | | | | | 1,397,642 | | | | | | 0.0 | | |
3,238,932 (5) | | | Fannie Mae REMIC Trust 2010-55 AS, 6.272%, (-1.000*US0001M + 6.420)%, 06/25/2040 | | | | | 703,419 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
8,048,357 | | | Fannie Mae REMIC Trust 2010-59 PC, 5.000%, 06/25/2040 | | | | $ | 9,153,213 | | | | | | 0.3 | | |
952,888 | | | Fannie Mae REMIC Trust 2010-60 HJ, 5.500%, 05/25/2040 | | | | | 1,064,842 | | | | | | 0.0 | | |
3,203,170 (5) | | | Fannie Mae REMIC Trust 2011-3 AI, 5.000%, 01/25/2041 | | | | | 393,778 | | | | | | 0.0 | | |
721,256 (5) | | | Fannie Mae REMIC Trust 2012-10 US, 6.302%, (-1.000*US0001M + 6.450)%, 02/25/2042 | | | | | 99,392 | | | | | | 0.0 | | |
643,105 | | | Fannie Mae REMIC Trust 2012-103 DA, 3.500%, 10/25/2041 | | | | | 669,656 | | | | | | 0.0 | | |
8,230,831 (5) | | | Fannie Mae REMIC Trust 2012-113 SG, 5.952%, (-1.000*US0001M + 6.100)%, 10/25/2042 | | | | | 1,627,876 | | | | | | 0.1 | | |
5,916,611 (5) | | | Fannie Mae REMIC Trust 2012-122 SB, 6.002%, (-1.000*US0001M + 6.150)%, 11/25/2042 | | | | | 1,138,392 | | | | | | 0.0 | | |
2,532,679 (5) | | | Fannie Mae REMIC Trust 2012-128 DI, 3.000%, 10/25/2032 | | | | | 200,755 | | | | | | 0.0 | | |
2,920,417 | | | Fannie Mae REMIC Trust 2012-131 BS, 5.214%, (-1.200*US0001M + 5.400)%, 12/25/2042 | | | | | 2,950,760 | | | | | | 0.1 | | |
8,899,929 (5) | | | Fannie Mae REMIC Trust 2012-137 SN, 5.952%, (-1.000*US0001M + 6.100)%, 12/25/2042 | | | | | 1,788,443 | | | | | | 0.1 | | |
3,032,220 (5) | | | Fannie Mae REMIC Trust 2012-15 SP, 6.472%, (-1.000*US0001M + 6.620)%, 06/25/2040 | | | | | 212,600 | | | | | | 0.0 | | |
2,128,356 (5) | | | Fannie Mae REMIC Trust 2012-58 PI, 5.000%, 04/25/2042 | | | | | 294,647 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
318,006 | | | Fannie Mae REMIC Trust 2013-44 ZG, 3.500%, 03/25/2042 | | | | $ | 337,483 | | | | | | 0.0 | | |
7,891,172 (5) | | | Fannie Mae REMIC Trust 2013-60 DS, 6.052%, (-1.000*US0001M + 6.200)%, 06/25/2033 | | | | | 1,473,571 | | | | | | 0.0 | | |
7,337,438 (5) | | | Fannie Mae REMIC Trust 2013-9 DS, 6.002%, (-1.000*US0001M + 6.150)%, 02/25/2043 | | | | | 2,005,162 | | | | | | 0.1 | | |
18,868,153 (5) | | | Fannie Mae REMIC Trust 2013-9 SA, 6.002%, (-1.000*US0001M + 6.150)%, 03/25/2042 | | | | | 3,362,980 | | | | | | 0.1 | | |
1,339,074 (5) | | | Fannie Mae REMIC Trust 2014-81 JI, 4.000%, 09/25/2041 | | | | | 32,730 | | | | | | 0.0 | | |
19,097,579 (5) | | | Fannie Mae REMIC Trust 2015-9 IO, 5.500%, 03/25/2045 | | | | | 4,145,173 | | | | | | 0.1 | | |
3,208,080 (5) | | | Fannie Mae REMICS 2005-66 SY, 6.552%, (-1.000*US0001M + 6.700)%, 07/25/2035 | | | | | 748,158 | | | | | | 0.0 | | |
5,629,220 (5) | | | Fannie Mae REMICS 2006-120 QD, 4.552%, (-1.000*US0001M + 4.700)%, 10/25/2036 | | | | | 703,427 | | | | | | 0.0 | | |
2,660,651 (5) | | | Fannie Mae REMICS 2006-59 XS, 7.052%, (-1.000*US0001M + 7.200)%, 07/25/2036 | | | | | 604,189 | | | | | | 0.0 | | |
2,836,602 (5) | | | Fannie Mae REMICS 2007-53 SX, 5.952%, (-1.000*US0001M + 6.100)%, 06/25/2037 | | | | | 667,177 | | | | | | 0.0 | | |
4,257,242 (5) | | | Fannie Mae REMICS 2010-112 PI, 6.000%, 10/25/2040 | | | | | 925,647 | | | | | | 0.0 | | |
15,379,273 (5) | | | Fannie Mae REMICS 2010-139 SA, 5.882%, (-1.000*US0001M + 6.030)%, 12/25/2040 | | | | | 3,419,432 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
971,073 | | | Fannie Mae REMICS 2011-10 ZC, 5.000%, 02/25/2041 | | | | $ | 1,102,316 | | | | | | 0.0 | | |
99,282 | | | Fannie Mae REMICS 2011-127 UY, 3.500%, 12/25/2041 | | | | | 105,865 | | | | | | 0.0 | | |
3,590,593 (5) | | | Fannie Mae REMICS 2011-149 ES, 5.852%, (-1.000*US0001M + 6.000)%, 07/25/2041 | | | | | 439,306 | | | | | | 0.0 | | |
457,073 | | | Fannie Mae REMICS 2012-150 CS, 5.778%, (-1.500*US0001M + 6.000)%, 01/25/2043 | | | | | 458,618 | | | | | | 0.0 | | |
9,267,775 (5) | | | Fannie Mae REMICS 2016-62 SC, 5.852%, (-1.000*US0001M + 6.000)%, 09/25/2046 | | | | | 2,309,253 | | | | | | 0.1 | | |
38,883,247 (5) | | | Fannie Mae REMICS 2016-88 CS, 5.902%, (-1.000*US0001M + 6.050)%, 12/25/2046 | | | | | 8,459,291 | | | | | | 0.2 | | |
10,834,982 (5) | | | Fannie Mae REMICS 2016-93 SL, 6.502%, (-1.000*US0001M + 6.650)%, 12/25/2046 | | | | | 2,231,704 | | | | | | 0.1 | | |
2,643,264 | | | Fannie Mae REMICS 2016-97 PA, 3.000%, 12/25/2044 | | | | | 2,742,414 | | | | | | 0.1 | | |
13,018,328 (5) | | | Fannie Mae REMICS 2017-23 IO, 6.000%, 04/25/2047 | | | | | 3,021,329 | | | | | | 0.1 | | |
1,889,843 | | | Fannie Mae REMICS 2017-54 D, 3.000%, 07/25/2047 | | | | | 2,007,722 | | | | | | 0.1 | | |
364,470 | | | Fannie Mae REMICS 2018-27 EA, 3.000%, 05/25/2048 | | | | | 389,139 | | | | | | 0.0 | | |
6,096,486 (5) | | | Fannie Mae REMICS 2018-43 SE, 6.102%, (-1.000*US0001M + 6.250)%, 09/25/2038 | | | | | 1,337,973 | | | | | | 0.0 | | |
1,374,450 | | | Fannie Mae REMICS 2018-64 ET, 3.000%, 09/25/2048 | | | | | 1,447,549 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
10,647,308 (5) | | | Fannie Mae REMICS 2019-18 SA, 5.902%, (-1.000*US0001M + 6.050)%, 05/25/2049 | | | | $ | 2,240,915 | | | | | | 0.1 | | |
8,617,205 (5) | | | Fannie Mae REMICS 2019-25 PS, 5.902%, (-1.000*US0001M + 6.050)%, 06/25/2049 | | | | | 2,075,906 | | | | | | 0.1 | | |
1,405,643 (1)(4) | | | Flagstar Mortgage Trust 2018-1 B1, 4.013%, 03/25/2048 | | | | | 1,475,526 | | | | | | 0.0 | | |
1,499,353 (1)(4) | | | Flagstar Mortgage Trust 2018-1 B2, 4.013%, 03/25/2048 | | | | | 1,580,240 | | | | | | 0.0 | | |
1,967,900 (1)(4) | | | Flagstar Mortgage Trust 2018-1 B3, 4.013%, 03/25/2048 | | | | | 2,034,091 | | | | | | 0.1 | | |
1,701,515 (1)(4) | | | Flagstar Mortgage Trust 2018-2 B2, 4.049%, 04/25/2048 | | | | | 1,813,898 | | | | | | 0.1 | | |
1,460,143 (1)(4) | | | Flagstar Mortgage Trust 2018-3INV A3, 4.000%, 05/25/2048 | | | | | 1,510,089 | | | | | | 0.0 | | |
4,293,943 (5) | | | Freddie Mac 2815 GS, 5.841%, (-1.000*US0001M + 6.000)%, 03/15/2034 | | | | | 891,137 | | | | | | 0.0 | | |
1,174 | | | Freddie Mac REMIC Trust 1125 Z, 8.250%, 08/15/2021 | | | | | 1,192 | | | | | | 0.0 | | |
192,383 | | | Freddie Mac REMIC Trust 2110 PG, 6.000%, 01/15/2029 | | | | | 218,195 | | | | | | 0.0 | | |
181,175 | | | Freddie Mac REMIC Trust 2114 ZM, 6.000%, 01/15/2029 | | | | | 203,294 | | | | | | 0.0 | | |
87,071 | | | Freddie Mac REMIC Trust 2411 FJ, 0.509%, (US0001M + 0.350)%, 12/15/2029 | | | | | 87,044 | | | | | | 0.0 | | |
119,454 | | | Freddie Mac REMIC Trust 2460 ZM, 6.000%, 06/15/2032 | | | | | 135,274 | | | | | | 0.0 | | |
153,497 | | | Freddie Mac REMIC Trust 2528 KM, 5.500%, 11/15/2022 | | | | | 158,033 | | | | | | 0.0 | | |
254,792 | | | Freddie Mac REMIC Trust 2541 NE, 5.500%, 12/15/2032 | | | | | 294,637 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
160,692 | | | Freddie Mac REMIC Trust 2576 KZ, 5.500%, 02/15/2033 | | | | $ | 187,553 | | | | | | 0.0 | | |
286,589 (5) | | | Freddie Mac REMIC Trust 2594 IY, 6.000%, 04/15/2033 | | | | | 58,752 | | | | | | 0.0 | | |
346,638 | | | Freddie Mac REMIC Trust 2861 Z, 5.500%, 09/15/2034 | | | | | 409,313 | | | | | | 0.0 | | |
962,151 | | | Freddie Mac REMIC Trust 2867 MZ, 5.000%, 10/15/2034 | | | | | 1,111,108 | | | | | | 0.0 | | |
681,557 | | | Freddie Mac REMIC Trust 2930 ZL, 5.000%, 02/15/2035 | | | | | 778,299 | | | | | | 0.0 | | |
802,280 | | | Freddie Mac REMIC Trust 2931 ZY, 5.000%, 02/15/2035 | | | | | 917,284 | | | | | | 0.0 | | |
5,017,932 (5) | | | Freddie Mac REMIC Trust 3045 DI, 6.571%, (-1.000*US0001M + 6.730)%, 10/15/2035 | | | | | 1,148,395 | | | | | | 0.0 | | |
1,749,923 (5) | | | Freddie Mac REMIC Trust 3064 SP, 6.441%, (-1.000*US0001M + 6.600)%, 03/15/2035 | | | | | 108,689 | | | | | | 0.0 | | |
322,673 | | | Freddie Mac REMIC Trust 3065 DC, 19.384%, (-3.000*US0001M + 19.860)%, 03/15/2035 | | | | | 460,205 | | | | | | 0.0 | | |
617,877 (5) | | | Freddie Mac REMIC Trust 3102 IS, 23.985%, (-3.667*US0001M + 24.567)%, 01/15/2036 | | | | | 386,606 | | | | | | 0.0 | | |
2,593,355 | | | Freddie Mac REMIC Trust 3117 ZA, 5.500%, 02/15/2036 | | | | | 2,997,154 | | | | | | 0.1 | | |
1,484,152 (5) | | | Freddie Mac REMIC Trust 3170 SA, 6.441%, (-1.000*US0001M + 6.600)%, 09/15/2033 | | | | | 333,941 | | | | | | 0.0 | | |
820,968 (5) | | | Freddie Mac REMIC Trust 3171 PS, 6.326%, (-1.000*US0001M + 6.485)%, 06/15/2036 | | | | | 174,544 | | | | | | 0.0 | | |
1,223,893 | | | Freddie Mac REMIC Trust 3351 ZC, 5.500%, 07/15/2037 | | | | | 1,431,715 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
312,137 (4) | | | Freddie Mac REMIC Trust 3524 LA, 5.148%, 03/15/2033 | | | | $ | 354,630 | | | | | | 0.0 | | |
83,991 | | | Freddie Mac REMIC Trust 3556 NT, 3.259%, (US0001M + 3.100)%, 03/15/2038 | | | | | 85,431 | | | | | | 0.0 | | |
5,721,515 (5) | | | Freddie Mac REMIC Trust 3589 SB, 6.041%, (-1.000*US0001M + 6.200)%, 10/15/2039 | | | | | 1,276,260 | | | | | | 0.0 | | |
916,084 (5) | | | Freddie Mac REMIC Trust 3632 IP, 5.000%, 02/15/2040 | | | | | 122,552 | | | | | | 0.0 | | |
5,844,516 | | | Freddie Mac REMIC Trust 3639 ZN, 5.500%, 12/15/2034 | | | | | 6,809,828 | | | | | | 0.2 | | |
2,049,921 | | | Freddie Mac REMIC Trust 3662 ZB, 5.500%, 08/15/2036 | | | | | 2,407,478 | | | | | | 0.1 | | |
1,026,976 | | | Freddie Mac REMIC Trust 3724 CM, 5.500%, 06/15/2037 | | | | | 1,171,775 | | | | | | 0.0 | | |
386,660 (5) | | | Freddie Mac REMIC Trust 3752 WS, 6.441%, (-1.000*US0001M + 6.600)%, 12/15/2039 | | | | | 11,024 | | | | | | 0.0 | | |
1,784,662 (5) | | | Freddie Mac REMIC Trust 3820 BI, 4.000%, 11/15/2038 | | | | | 29,291 | | | | | | 0.0 | | |
1,302,660 | | | Freddie Mac REMIC Trust 3829 VZ, 4.000%, 03/15/2041 | | | | | 1,462,659 | | | | | | 0.0 | | |
4,763,598 (5) | | | Freddie Mac REMIC Trust 3856 KS, 6.391%, (-1.000*US0001M + 6.550)%, 05/15/2041 | | | | | 916,478 | | | | | | 0.0 | | |
1,523,000 | | | Freddie Mac REMIC Trust 3898 KD, 4.500%, 07/15/2041 | | | | | 1,747,904 | | | | | | 0.1 | | |
1,355,419 (5) | | | Freddie Mac REMIC Trust 3925 SD, 5.891%, (-1.000*US0001M + 6.050)%, 07/15/2040 | | | | | 138,042 | | | | | | 0.0 | | |
6,549,945 (5) | | | Freddie Mac REMIC Trust 3925 SL, 5.891%, (-1.000*US0001M + 6.050)%, 01/15/2041 | | | | | 647,193 | | | | | | 0.0 | | |
656,300 (5) | | | Freddie Mac REMIC Trust 3936 GS, 6.541%, (-1.000*US0001M + 6.700)%, 11/15/2025 | | | | | 10,626 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
11,229,606 (5) | | | Freddie Mac REMIC Trust 3951 SN, 6.391%, (-1.000*US0001M + 6.550)%, 11/15/2041 | | | | $ | 2,604,339 | | | | | | 0.1 | | |
1,435,470 (5) | | | Freddie Mac REMIC Trust 3984 NS, 6.441%, (-1.000*US0001M + 6.600)%, 01/15/2040 | | | | | 39,472 | | | | | | 0.0 | | |
763,042 | | | Freddie Mac REMIC Trust 4000 PA, 4.500%, 01/15/2042 | | | | | 855,379 | | | | | | 0.0 | | |
1,640,581 | | | Freddie Mac REMIC Trust 4020 BY, 6.500%, 03/15/2042 | | | | | 2,008,723 | | | | | | 0.1 | | |
1,021,558 (5) | | | Freddie Mac REMIC Trust 4027 QI, 4.500%, 12/15/2040 | | | | | 47,270 | | | | | | 0.0 | | |
2,797,155 (5) | | | Freddie Mac REMIC Trust 4094 YS, 6.541%, (-1.000*US0001M + 6.700)%, 04/15/2040 | | | | | 257,749 | | | | | | 0.0 | | |
7,809,934 (5) | | | Freddie Mac REMIC Trust 4102 MS, 6.441%, (-1.000*US0001M + 6.600)%, 09/15/2042 | | | | | 1,565,736 | | | | | | 0.1 | | |
727,551 (5) | | | Freddie Mac REMIC Trust 4194 GI, 4.000%, 04/15/2043 | | | | | 108,186 | | | | | | 0.0 | | |
4,393,485 | | | Freddie Mac REMIC Trust 4203 BN, 3.000%, 04/15/2033 | | | | | 4,784,492 | | | | | | 0.1 | | |
28,310,471 | | | Freddie Mac REMIC Trust 4246 ZX, 4.500%, 04/15/2041 | | | | | 32,309,801 | | | | | | 0.9 | | |
7,633,669 (5) | | | Freddie Mac REMIC Trust 4313 SD, 5.991%, (-1.000*US0001M + 6.150)%, 03/15/2044 | | | | | 1,628,940 | | | | | | 0.1 | | |
11,728,036 (5) | | | Freddie Mac REMIC Trust 4313 SE, 5.991%, (-1.000*US0001M + 6.150)%, 03/15/2044 | | | | | 2,462,723 | | | | | | 0.1 | | |
1,565,677 (5) | | | Freddie Mac REMIC Trust 4323 IP, 4.500%, 08/15/2042 | | | | | 93,709 | | | | | | 0.0 | | |
1,257,937 (5) | | | Freddie Mac REMIC Trust 4332 PI, 5.000%, 12/15/2043 | | | | | 195,828 | | | | | | 0.0 | | |
7,627,839 | | | Freddie Mac REMIC Trust 4335 ZX, 4.250%, 05/15/2044 | | | | | 8,867,687 | | | | | | 0.3 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
4,404,079 (5) | | | Freddie Mac REMIC Trust 4346 ST, 6.041%, (-1.000*US0001M + 6.200)%, 07/15/2039 | | | | $ | 573,777 | | | | | | 0.0 | | |
11,786,551 | | | Freddie Mac REMIC Trust 435 XZ, 4.250%, 05/15/2044 | | | | | 13,810,454 | | | | | | 0.4 | | |
4,091,148 (5) | | | Freddie Mac REMIC Trust 4386 LS, 5.941%, (-1.000*US0001M + 6.100)%, 09/15/2044 | | | | | 784,086 | | | | | | 0.0 | | |
7,869,525 (5) | | | Freddie Mac REMICS 3284 CI, 5.961%, (-1.000*US0001M + 6.120)%, 03/15/2037 | | | | | 1,795,629 | | | | | | 0.1 | | |
3,408,240 (5) | | | Freddie Mac REMICS 3311 IC, 6.251%, (-1.000*US0001M + 6.410)%, 05/15/2037 | | | | | 721,303 | | | | | | 0.0 | | |
7,198,155 (5) | | | Freddie Mac REMICS 3510 IC, 5.921%, (-1.000*US0001M + 6.080)%, 08/15/2037 | | | | | 1,613,700 | | | | | | 0.1 | | |
3,636,785 (5) | | | Freddie Mac REMICS 3575 ST, 6.441%, (-1.000*US0001M + 6.600)%, 04/15/2039 | | | | | 765,956 | | | | | | 0.0 | | |
10,562,173 (5) | | | Freddie Mac REMICS 3702 SB, 4.341%, (-1.000*US0001M + 4.500)%, 08/15/2040 | | | | | 1,693,384 | | | | | | 0.1 | | |
4,391,127 (5) | | | Freddie Mac REMICS 4465 MI, 5.000%, 03/15/2041 | | | | | 836,201 | | | | | | 0.0 | | |
12,131,766 (5) | | | Freddie Mac REMICS 4675 KS, 5.841%, (-1.000*US0001M + 6.000)%, 04/15/2047 | | | | | 2,771,479 | | | | | | 0.1 | | |
225,730 | | | Freddie Mac REMICS 4678 AB, 4.000%, 06/15/2044 | | | | | 230,690 | | | | | | 0.0 | | |
14,759,206 | | | Freddie Mac REMICS 4771 HZ, 3.500%, 03/15/2048 | | | | | 16,387,707 | | | | | | 0.5 | | |
2,357,349 | | | Freddie Mac REMICS 4787 PY, 4.000%, 05/15/2048 | | | | | 2,507,134 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
29,364,647 (5) | | | Freddie Mac REMICS 4901 BS, 5.952%, (-1.000*US0001M + 6.100)%, 07/25/2049 | | | | $ | 6,045,033 | | | | | | 0.2 | | |
8,695,725 | | | Freddie Mac Series 4348 ZX, 4.250%, 06/15/2044 | | | | | 9,928,209 | | | | | | 0.3 | | |
1,134,762 (1) | | | Freddie Mac STACR 2019-HQA3 M2, 1.998%, (US0001M + 1.850)%, 09/27/2049 | | | | | 1,124,611 | | | | | | 0.0 | | |
5,000,000 (1) | | | Freddie Mac STACR Remic Trust 2020-DNA2 M2, 1.998%, (US0001M + 1.850)%, 02/25/2050 | | | | | 4,996,545 | | | | | | 0.1 | | |
7,100,000 (1) | | | Freddie Mac STACR REMIC Trust 2020-HQA3 M2, 3.748%, (US0001M + 3.600)%, 07/25/2050 | | | | | 7,184,628 | | | | | | 0.2 | | |
3,600,000 (1) | | | Freddie Mac STACR Trust 2018-DNA2 M2, 2.298%, (US0001M + 2.150)%, 12/25/2030 | | | | | 3,580,747 | | | | | | 0.1 | | |
3,900,000 (1) | | | Freddie Mac Stacr Trust 2018-HQA2 M2, 2.448%, (US0001M + 2.300)%, 10/25/2048 | | | | | 3,878,917 | | | | | | 0.1 | | |
8,067,243 (5) | | | Freddie Mac Strips Series 311 S1, 5.791%, (-1.000*US0001M + 5.950)%, 08/15/2043 | | | | | 1,331,334 | | | | | | 0.0 | | |
555,365 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN3 M3, 4.148%, (US0001M + 4.000)%, 08/25/2024 | | | | | 568,714 | | | | | | 0.0 | | |
1,167,829 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA2 M3, 4.048%, (US0001M + 3.900)%, 12/25/2027 | | | | | 1,188,363 | | | | | | 0.0 | | |
2,892,001 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA3 M3, 4.848%, (US0001M + 4.700)%, 04/25/2028 | | | | | 3,022,887 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
89,342 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-HQ1 M3, 3.948%, (US0001M + 3.800)%, 03/25/2025 | | | | $ | 89,490 | | | | | | 0.0 | | |
1,511,052 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-DNA1 M3, 5.700%, (US0001M + 5.550)%, 07/25/2028 | | | | | 1,583,193 | | | | | | 0.1 | | |
500,000 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-HQA3 M3, 3.998%, (US0001M + 3.850)%, 03/25/2029 | | | | | 520,451 | | | | | | 0.0 | | |
11,050,000 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA3 M2, 2.648%, (US0001M + 2.500)%, 03/25/2030 | | | | | 11,251,071 | | | | | | 0.3 | | |
851,782 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA1 M2, 3.698%, (US0001M + 3.550)%, 08/25/2029 | | | | | 878,130 | | | | | | 0.0 | | |
6,448,186 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA2 M2, 2.798%, (US0001M + 2.650)%, 12/25/2029 | | | | | 6,522,397 | | | | | | 0.2 | | |
7,003,630 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA3 M2, 2.498%, (US0001M + 2.350)%, 04/25/2030 | | | | | 7,135,529 | | | | | | 0.2 | | |
5,190,833 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-DNA1 M2, 1.948%, (US0001M + 1.800)%, 07/25/2030 | | | | | 5,164,076 | | | | | | 0.2 | | |
1,026,010 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-HQA1 M2, 2.448%, (US0001M + 2.300)%, 09/25/2030 | | | | | 1,026,792 | | | | | | 0.0 | | |
1,800,000 (1) | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2020-HQA5 M2, 2.682%, (SOFR30A + 2.600)%, 11/25/2050 | | | | | 1,822,294 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
277,711 | | | Freddie Mac Structured Pass Through Certificates T-54 2A, 6.500%, 02/25/2043 | | | | $ | 338,719 | | | | | | 0.0 | | |
358,149 | | | Freddie Mac Structured Pass Through Certificates T-62 1A1, 1.809%, (12MTA + 1.200)%, 10/25/2044 | | | | | 365,260 | | | | | | 0.0 | | |
30,548 | | | Freddie Mac-Ginnie Mae Series 27 FC, 1.875%, (PRIME + (1.375))%, 03/25/2024 | | | | | 30,874 | | | | | | 0.0 | | |
648,345 (1)(4) | | | Galton Funding Mortgage Trust 2017-2 A21, 4.000%, 06/25/ 2059 | | | | | 667,712 | | | | | | 0.0 | | |
931,562 (1)(6) | | | GCAT 2020-NQM2 A2 Trust, 2.272% (Step Rate @ 3.272% on 07/25/2024), 04/25/2065 | | | | | 944,813 | | | | | | 0.0 | | |
9,648,661 (5) | | | Ginnie Mae 2007-35 KY, 6.297%, (-1.000*US0001M + 6.450)%, 06/16/2037 | | | | | 2,157,281 | | | | | | 0.1 | | |
759,000 | | | Ginnie Mae 2013-26 GU, 1.500%, 04/20/2042 | | | | | 777,921 | | | | | | 0.0 | | |
694,819 | | | Ginnie Mae 2013-26 JC, 2.000%, 01/20/2043 | | | | | 716,905 | | | | | | 0.0 | | |
297,855 | | | Ginnie Mae 2013-69 KA, 1.250%, 08/20/2042 | | | | | 295,221 | | | | | | 0.0 | | |
302,982 | | | Ginnie Mae 2013-8 BE, 1.750%, 11/20/2042 | | | | | 310,383 | | | | | | 0.0 | | |
701,318 (5) | | | Ginnie Mae Series 2005-7 AH, 6.617%, (-1.000*US0001M + 6.770)%, 02/16/2035 | | | | | 146,480 | | | | | | 0.0 | | |
341,445 | | | Ginnie Mae Series 2007-8 SP, 21.557%, (-3.242*US0001M + 22.049)%, 03/20/2037 | | | | | 570,012 | | | | | | 0.0 | | |
1,999,789 (5) | | | Ginnie Mae Series 2008-35 SN, 6.248%, (-1.000*US0001M + 6.400)%, 04/20/2038 | | | | | 364,953 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,038,997 (5) | | | Ginnie Mae Series 2008-40 PS, 6.347%, (-1.000*US0001M + 6.500)%, 05/16/2038 | | | | $ | 215,235 | | | | | | 0.0 | | |
8,168,782 (5) | | | Ginnie Mae Series 2009-106 SU, 6.048%, (-1.000*US0001M + 6.200)%, 05/20/2037 | | | | | 1,708,297 | | | | | | 0.1 | | |
2,669,076 (5) | | | Ginnie Mae Series 2009-25 KS, 6.048%, (-1.000*US0001M + 6.200)%, 04/20/2039 | | | | | 602,415 | | | | | | 0.0 | | |
1,347,812 | | | Ginnie Mae Series 2009-29 PB, 4.750%, 05/20/2039 | | | | | 1,527,353 | | | | | | 0.0 | | |
1,644,719 | | | Ginnie Mae Series 2009-31 ZL, 4.500%, 05/20/2039 | | | | | 1,849,729 | | | | | | 0.1 | | |
193,680 (5) | | | Ginnie Mae Series 2009-33 SN, 6.148%, (-1.000*US0001M + 6.300)%, 05/20/2039 | | | | | 2,058 | | | | | | 0.0 | | |
12,637,891 | | | Ginnie Mae Series 2009-33 ZB, 6.000%, 05/20/2039 | | | | | 13,953,610 | | | | | | 0.4 | | |
85,604 (5) | | | Ginnie Mae Series 2009-43 HS, 6.048%, (-1.000*US0001M + 6.200)%, 06/20/2038 | | | | | 448 | | | | | | 0.0 | | |
1,841,106 (5) | | | Ginnie Mae Series 2010-106 IP, 5.000%, 03/20/2040 | | | | | 201,735 | | | | | | 0.0 | | |
1,748,139 (5) | | | Ginnie Mae Series 2010-116 NS, 6.497%, (-1.000*US0001M + 6.650)%, 09/16/2040 | | | | | 344,338 | | | | | | 0.0 | | |
5,007,048 (5) | | | Ginnie Mae Series 2010-116 SK, 6.468%, (-1.000*US0001M + 6.620)%, 08/20/2040 | | | | | 1,088,930 | | | | | | 0.0 | | |
7,217,526 (5) | | | Ginnie Mae Series 2010-149 HS, 5.947%, (-1.000*US0001M + 6.100)%, 05/16/2040 | | | | | 851,625 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,644,988 (5) | | | Ginnie Mae Series 2010-4 SP, 6.347%, (-1.000*US0001M + 6.500)%, 01/16/2039 | | | | $ | 317,277 | | | | | | 0.0 | | |
2,854,977 | | | Ginnie Mae Series 2010-59 ZA, 4.500%, 05/20/2040 | | | | | 3,219,158 | | | | | | 0.1 | | |
1,324,499 (5) | | | Ginnie Mae Series 2010-6 IA, 5.000%, 11/20/2039 | | | | | 111,489 | | | | | | 0.0 | | |
1,881,986 (5) | | | Ginnie Mae Series 2010-68 MS, 5.698%, (-1.000*US0001M + 5.850)%, 06/20/2040 | | | | | 360,184 | | | | | | 0.0 | | |
4,096,597 (5) | | | Ginnie Mae Series 2010-9 JI, 5.000%, 01/20/2040 | | | | | 863,123 | | | | | | 0.0 | | |
2,216,828 (5) | | | Ginnie Mae Series 2011-116 BI, 4.000%, 08/16/2026 | | | | | 139,521 | | | | | | 0.0 | | |
516,076 (5) | | | Ginnie Mae Series 2011-140 CI, 5.000%, 10/20/2040 | | | | | 31,636 | | | | | | 0.0 | | |
41,466 | | | Ginnie Mae Series 2011-169 BC, 7.000%, 05/16/2032 | | | | | 45,872 | | | | | | 0.0 | | |
4,135,940 (5) | | | Ginnie Mae Series 2011-80 KS, 6.518%, (-1.000*US0001M + 6.670)%, 06/20/2041 | | | | | 1,109,527 | | | | | | 0.0 | | |
455,555 (5) | | | Ginnie Mae Series 2012-40 NI, 4.500%, 05/20/2040 | | | | | 22,362 | | | | | | 0.0 | | |
10,136,512 (5) | | | Ginnie Mae Series 2013-167 PI, 5.500%, 11/20/2043 | | | | | 1,822,361 | | | | | | 0.1 | | |
8,246,590 (5) | | | Ginnie Mae Series 2013-184 JI, 5.500%, 12/16/2043 | | | | | 1,743,306 | | | | | | 0.1 | | |
8,392,819 | | | Ginnie Mae Series 2014-3 EP, 2.750%, 02/16/2043 | | | | | 8,870,561 | | | | | | 0.3 | | |
7,416,411 (5) | | | Ginnie Mae Series 2014-3 SU, 5.898%, (-1.000*US0001M + 6.050)%, 07/20/2039 | | | | | 1,641,722 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,413,961 | | | Ginnie Mae Series 2014-43 Z, 4.000%, 03/20/2044 | | | | $ | 1,717,962 | | | | | | 0.1 | | |
9,153,744 (5) | | | Ginnie Mae Series 2014-55 MS, 6.047%, (-1.000*US0001M + 6.200)%, 04/16/2044 | | | | | 1,973,237 | | | | | | 0.1 | | |
9,062,669 (5) | | | Ginnie Mae Series 2014-56 SP, 6.047%, (-1.000*US0001M + 6.200)%, 12/16/2039 | | | | | 1,384,303 | | | | | | 0.0 | | |
8,280,614 (5) | | | Ginnie Mae Series 2014-58 CS, 5.447%, (-1.000*US0001M + 5.600)%, 04/16/2044 | | | | | 1,571,944 | | | | | | 0.0 | | |
10,609,185 (5) | | | Ginnie Mae Series 2014-79 BI, 6.000%, 05/16/2044 | | | | | 2,414,736 | | | | | | 0.1 | | |
4,209,175 (5) | | | Ginnie Mae Series 2014-99 S, 5.448%, (-1.000*US0001M + 5.600)%, 06/20/2044 | | | | | 882,402 | | | | | | 0.0 | | |
2,717,244 | | | Ginnie Mae Series 2018-112 AL, 3.500%, 08/20/2048 | | | | | 2,896,523 | | | | | | 0.1 | | |
3,177,567 | | | Ginnie Mae Series 2018-126 A, 3.500%, 09/20/2048 | | | | | 3,380,195 | | | | | | 0.1 | | |
46,195,433 (5) | | | Ginnie Mae Series 2019-145 LS, 2.678%, (-1.000*US0001M + 2.830)%, 11/20/2049 | | | | | 3,381,778 | | | | | | 0.1 | | |
1,388,882 (1)(4) | | | GS Mortgage-Backed Securities Corp. Trust 2019-PJ2 A1, 4.000%, 11/25/2049 | | | | | 1,408,817 | | | | | | 0.0 | | |
2,116,989 (1)(4) | | | GS Mortgage-Backed Securities Corp. Trust 2020-PJ2 A4, 3.500%, 07/25/2050 | | | | | 2,162,221 | | | | | | 0.1 | | |
1,478,797 (1)(4) | | | GS Mortgage-Backed Securities Corp. Trust 2020-PJ4 A4, 3.000%, 01/25/2051 | | | | | 1,515,076 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
52,513 | | | HarborView Mortgage Loan Trust 2005-2 2A1A, 0.592%, (US0001M + 0.440)%, 05/19/2035 | | | | $ | 49,698 | | | | | | 0.0 | | |
200,503 | | | HomeBanc Mortgage Trust 2004-1 2A, 1.008%, (US0001M + 0.860)%, 08/25/2029 | | | | | 194,885 | | | | | | 0.0 | | |
3,000,000 | | | HomeBanc Mortgage Trust 2005-4 M1, 0.853%, (US0001M + 0.470)%, 10/25/2035 | | | | | 3,039,217 | | | | | | 0.1 | | |
2,723,728 | | | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 0.568%, (US0001M + 0.420)%, 04/25/2046 | | | | | 2,527,206 | | | | | | 0.1 | | |
2,225,681 | | | IndyMac INDX Mortgage Loan Trust 2006-AR2 2A1, 0.568%, (US0001M + 0.420)%, 02/25/2046 | | | | | 1,797,197 | | | | | | 0.0 | | |
7,966 (4) | | | JP Morgan Mortgage Trust 2005-A1 6T1, 3.344%, 02/25/2035 | | | | | 7,615 | | | | | | 0.0 | | |
85,083 (4) | | | JP Morgan Mortgage Trust 2007-A1 5A5, 3.059%, 07/25/2035 | | | | | 84,622 | | | | | | 0.0 | | |
1,497,108 (1)(4) | | | JP Morgan Mortgage Trust 2017-3 1A13, 3.500%, 08/25/2047 | | | | | 1,529,522 | | | | | | 0.0 | | |
4,337,185 (1)(4) | | | JP Morgan Mortgage Trust 2017-4 B1, 3.928%, 11/25/2048 | | | | | 4,578,204 | | | | | | 0.1 | | |
1,591,628 (1)(4) | | | JP Morgan Mortgage Trust 2017-4 B2, 3.928%, 11/25/2048 | | | | | 1,665,738 | | | | | | 0.1 | | |
1,032,009 (1)(4) | | | JP Morgan Mortgage Trust 2017-6 B3, 3.817%, 12/25/2048 | | | | | 1,065,725 | | | | | | 0.0 | | |
1,592,241 (1)(4) | | | JP Morgan Mortgage Trust 2018-1 B1, 3.721%, 06/25/2048 | | | | | 1,681,625 | | | | | | 0.1 | | |
1,592,241 (1)(4) | | | JP Morgan Mortgage Trust 2018-1 B2, 3.721%, 06/25/2048 | | | | | 1,655,700 | | | | | | 0.1 | | |
1,966,887 (1)(4) | | | JP Morgan Mortgage Trust 2018-1 B3, 3.721%, 06/25/2048 | | | | | 2,014,559 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,411,840 (1)(4) | | | JP Morgan Mortgage Trust 2018-3 B1, 3.753%, 09/25/2048 | | | | $ | 1,482,324 | | | | | | 0.0 | | |
1,272,574 (1)(4) | | | JP Morgan Mortgage Trust 2018-4 B1, 3.750%, 10/25/2048 | | | | | 1,335,689 | | | | | | 0.0 | | |
219,096 (1)(4) | | | JP Morgan Mortgage Trust 2019-3 A3, 4.000%, 09/25/2049 | | | | | 226,010 | | | | | | 0.0 | | |
533,464 (1)(4) | | | JP Morgan Mortgage Trust 2019-6 A3, 3.500%, 12/25/2049 | | | | | 547,438 | | | | | | 0.0 | | |
2,432,793 (1)(4) | | | JP Morgan Mortgage Trust 2019-7 B2A, 3.190%, 02/25/2050 | | | | | 2,451,153 | | | | | | 0.1 | | |
1,954,491 (1)(4) | | | JP Morgan Mortgage Trust 2019-8 B3A, 3.444%, 03/25/2050 | | | | | 2,002,407 | | | | | | 0.1 | | |
2,452,237 (1)(4) | | | JP Morgan Mortgage Trust 2019-HYB1 B1, 3.889%, 10/25/2049 | | | | | 2,582,494 | | | | | | 0.1 | | |
687,994 (1)(4) | | | JP Morgan Mortgage Trust 2019-LTV2 A18, 4.000%, 12/25/2049 | | | | | 709,472 | | | | | | 0.0 | | |
1,615,618 (1)(4) | | | JP Morgan Mortgage Trust 2020-5 A15, 3.000%, 12/25/2050 | | | | | 1,649,912 | | | | | | 0.0 | | |
1,982,899 (1)(4) | | | JP Morgan Mortgage Trust 2020-5 B1, 3.725%, 12/25/2050 | | | | | 2,104,915 | | | | | | 0.1 | | |
1,358,962 (1)(4) | | | JP Morgan Mortgage Trust 2020-7 A15, 3.000%, 01/25/2051 | | | | | 1,395,921 | | | | | | 0.0 | | |
2,358,461 (1)(4) | | | JP Morgan Mortgage Trust 2020-8 B1, 3.620%, 03/25/2051 | | | | | 2,516,776 | | | | | | 0.1 | | |
1,442,167 (1)(4) | | | JP Morgan Mortgage Trust 2020-8 B2, 3.620%, 03/25/2051 | | | | | 1,527,304 | | | | | | 0.0 | | |
1,914,257 (1)(4) | | | JP Morgan Mortgage Trust 2020-8 B3, 3.620%, 03/25/2051 | | | | | 1,941,676 | | | | | | 0.1 | | |
1,259,759 (1)(4) | | | JP Morgan Mortgage Trust 2020-LTV2 A15, 3.000%, 11/25/2050 | | | | | 1,290,538 | | | | | | 0.0 | | |
4,620,853,436 (1)(5) | | | L Street Securities 2017-PM1 XIO, 0.000%, 10/25/2048 | | | | | 1,376,090 | | | | | | 0.0 | | |
7,268,761 (5) | | | Lehman Mortgage Trust 2006-9 2A5, 6.472%, (-1.000*US0001M + 6.620)%, 01/25/2037 | | | | | 1,772,075 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,679,376 | | | Lehman XS Trust Series 2005-5N 1A2, 0.508%, (US0001M + 0.360)%, 11/25/2035 | | | | $ | 2,450,389 | | | | | | 0.1 | | |
187,041 | | | Merrill Lynch Mortgage Investors Trust Series 2005-A6 2A3, 0.908%, (US0001M + 0.380)%, 08/25/2035 | | | | | 187,755 | | | | | | 0.0 | | |
25,732 | | | Merrill Lynch Mortgage Investors Trust Series MLCC 2005-3 5A, 0.648%, (US0001M + 0.250)%, 11/25/2035 | | | | | 24,969 | | | | | | 0.0 | | |
2,000,000 | | | Morgan Stanley Mortgage Loan Trust 2005-5AR 1B1, 1.948%, (US0001M + 1.800)%, 09/25/2035 | | | | | 1,963,330 | | | | | | 0.1 | | |
1,486,455 | | | Morgan Stanley Mortgage Loan Trust 2007-13 6A1, 6.000%, 10/25/2037 | | | | | 1,156,626 | | | | | | 0.0 | | |
1,537,377 (1)(4) | | | New Residential Mortgage Loan Trust 2017-3A B2, 4.750%, 04/25/2057 | | | | | 1,664,984 | | | | | | 0.1 | | |
17,235 (1)(4) | | | Nomura Asset Acceptance Corp. Alternative Loan Trust Series 2001-R1A A, 7.000%, 02/19/2030 | | | | | 17,670 | | | | | | 0.0 | | |
1,343,617 (1)(4) | | | OBX 2020-EXP3 1A9 Trust, 3.000%, 01/25/2060 | | | | | 1,382,672 | | | | | | 0.0 | | |
1,100,217 (1)(4) | | | PSMC 2020-3 A1 Trust, 3.000%, 11/25/2050 | | | | | 1,132,757 | | | | | | 0.0 | | |
601,236 (1) | | | RBSSP Resecuritization Trust 2011-3 2A1, 0.400%, (US0001M + 0.250)%, 02/26/2037 | | | | | 601,671 | | | | | | 0.0 | | |
49,413 | | | Sequoia Mortgage Trust 2003-4 2A1, 0.852%, (US0001M + 0.350)%, 07/20/2033 | | | | | 48,237 | | | | | | 0.0 | | |
24,152 (4) | | | Sequoia Mortgage Trust 2005-4 2A1, 2.789%, 04/20/2035 | | | | | 24,874 | | | | | | 0.0 | | |
1,043,600 (1)(4) | | | Sequoia Mortgage Trust 2014-3 B3, 3.930%, 10/25/2044 | | | | | 1,078,802 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,000,323 (1)(4) | | | Sequoia Mortgage Trust 2014-4 B3, 3.873%, 11/25/2044 | | | | $ | 1,013,000 | | | | | | 0.0 | | |
968,523 (1)(4) | | | Sequoia Mortgage Trust 2015-2 B3, 3.728%, 05/25/2045 | | | | | 1,024,767 | | | | | | 0.0 | | |
1,069,196 (1)(4) | | | Sequoia Mortgage Trust 2015-3 B3, 3.711%, 07/25/2045 | | | | | 1,102,965 | | | | | | 0.0 | | |
2,900,000 (1)(4) | | | Sequoia Mortgage Trust 2017-CH2 A13, 4.000%, 12/25/2047 | | | | | 3,022,970 | | | | | | 0.1 | | |
671,400 (1)(4) | | | Sequoia Mortgage Trust 2018-CH1 A19, 4.000%, 02/25/2048 | | | | | 690,357 | | | | | | 0.0 | | |
4,723,655 (1)(4) | | | Sequoia Mortgage Trust 2018-CH1 B1B, 4.461%, 02/25/2048 | | | | | 5,095,901 | | | | | | 0.2 | | |
631,435 (1)(4) | | | Sequoia Mortgage Trust 2019-3 A2, 3.500%, 09/25/2049 | | | | | 646,926 | | | | | | 0.0 | | |
1,248,660 (1)(4) | | | Sequoia Mortgage Trust 2019-CH2 A1, 4.500%, 08/25/2049 | | | | | 1,284,255 | | | | | | 0.0 | | |
565,186 (1)(4) | | | Sequoia Mortgage Trust 2020-1 A19, 3.500%, 02/25/2050 | | | | | 577,466 | | | | | | 0.0 | | |
1,500,000 (1)(4) | | | Sequoia Mortgage Trust 2020-1 A7, 3.500%, 02/25/2050 | | | | | 1,564,377 | | | | | | 0.1 | | |
2,057,528 (1)(4) | | | Sequoia Mortgage Trust 2020-3 B3, 3.402%, 04/25/2050 | | | | | 2,015,676 | | | | | | 0.1 | | |
698,000 (1)(4) | | | Starwood Mortgage Residential Trust 2020-1, 2.878%, 02/25/2050 | | | | | 698,675 | | | | | | 0.0 | | |
196,055 | | | Structured Asset Mortgage Investments II Trust 2005-AR5 A2, 0.652%, (US0001M + 0.250)%, 07/19/2035 | | | | | 188,134 | | | | | | 0.0 | | |
84,021 | | | Structured Asset Mortgage Investments II Trust 2005-AR5 A3, 0.652%, (US0001M + 0.250)%, 07/19/2035 | | | | | 83,342 | | | | | | 0.0 | | |
1,475,878 (1)(6) | | | Verus Securitization Trust 2019-3 A2, 2.938% (Step Rate @ 3.938% on 07/25/2023), 07/25/2059 | | | | | 1,507,292 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
6,696 | | | WaMu Mortgage Pass Through Certificates Series 2002-AR2 A, 1.753%, (COF 11 + 1.250)%, 02/27/2034 | | | | $ | 6,728 | | | | | | 0.0 | | |
19,290 | | | WaMu Mortgage Pass Through Certificates Series 2002-AR9 1A, 2.009%, (12MTA + 1.400)%, 08/25/2042 | | | | | 18,619 | | | | | | 0.0 | | |
28,185 | | | WaMu Mortgage Pass Through Certificates Series 2005-AR1 A1A, 0.788%, (US0001M + 0.640)%, 01/25/2045 | | | | | 28,140 | | | | | | 0.0 | | |
682,495 (4) | | | WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 2.532%, 10/25/2036 | | | | | 657,052 | | | | | | 0.0 | | |
303,958 | | | WaMu Mortgage Pass Through Certificates Series 2006-AR7 3A, 2.003%, (COF 11 + 1.500)%, 07/25/2046 | | | | | 288,762 | | | | | | 0.0 | | |
51,154,630 (4)(5) | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 X, 2.008%, 08/25/2045 | | | | | 2,295,886 | | | | | | 0.1 | | |
1,522,377 | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR13 A1C3, 1.128%, (US0001M + 0.490)%, 10/25/2045 | | | | | 1,486,167 | | | | | | 0.0 | | |
627,030 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 3.037%, 10/25/2036 | | | | | 616,688 | | | | | | 0.0 | | |
1,180,261 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 2A1, 2.490%, 12/25/2036 | | | | | 1,130,973 | | | | | | 0.0 | | |
2,080,234 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 3.095%, 08/25/2046 | | | | | 2,000,765 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,802,054 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 3.208%, 04/25/2037 | | | | $ | 2,579,089 | | | | | | 0.1 | | |
1,888,889 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY7 2A2, 3.097%, 07/25/2037 | | | | | 1,830,010 | | | | | | 0.1 | | |
1,697,042 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR10 Trust, 0.248%, (US0001M + 0.100)%, 12/25/2036 | | | | | 1,147,216 | | | | | | 0.0 | | |
3,897,459 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 1.569%, (12MTA + 0.960)%, 08/25/2046 | | | | | 2,609,877 | | | | | | 0.1 | | |
1,304,263 | | | Wells Fargo Alternative Loan 2007-PA2 2A1, 0.578%, (US0001M + 0.430)%, 06/25/2037 | | | | | 1,052,290 | | | | | | 0.0 | | |
122,383 (4) | | | Wells Fargo Mortgage Backed Securities 2005-AR7 1A1, 4.073%, 05/25/2035 | | | | | 121,144 | | | | | | 0.0 | | |
302,938 (4) | | | Wells Fargo Mortgage Backed Securities 2006-AR4 2A4, 4.019%, 04/25/2036 | | | | | 287,792 | | | | | | 0.0 | | |
1,481,684 (1)(4) | | | Wells Fargo Mortgage Backed Securities 2020-1 B2 Trust, 3.426%, 12/25/2049 | | | | | 1,519,768 | | | | | | 0.1 | | |
953,616 (1)(4) | | | WinWater Mortgage Loan Trust 2015-5 B4, 3.765%, 08/20/2045 | | | | | 993,659 | | | | | | 0.0 | | |
13,974,176 | | | Other Securities | | | | | 13,295,205 | | | | | | 0.4 | | |
| | | Total Collateralized Mortgage Obligations (Cost $645,713,035) | | | | | 673,122,066 | | | | | | 18.8 | | |
MUNICIPAL BONDS: 0.0% | | |||||||||||||||
| | | California: 0.0% | | ||||||||||||
1,500,000 | | | Other Securities | | | | | 2,231,003 | | | | | | 0.0 | | |
| | | Total Municipal Bonds (Cost $1,500,000) | | | | $ | 2,231,003 | | | | | | 0.0 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. TREASURY OBLIGATIONS: 5.0% | | |||||||||||||||
| | | U.S. Treasury Bonds: 1.7% | | ||||||||||||
17,000 | | | 1.250%,05/15/2050 | | | | | 15,392 | | | | | | 0.0 | | |
40,142,000 | | | 1.375%,11/15/2040 | | | | | 39,630,817 | | | | | | 1.1 | | |
21,957,000 | | | 1.375%,08/15/2050 | | | | | 20,522,933 | | | | | | 0.6 | | |
| | | | | | | | 60,169,142 | | | | | | 1.7 | | |
| | | | | ||||||||||||
| | | U.S. Treasury Notes: 3.3% | | ||||||||||||
34,395,000 | | | 0.125%,12/31/2022 | | | | | 34,397,687 | | | | | | 1.0 | | |
47,695,000 | | | 0.125%,12/15/2023 | | | | | 47,637,244 | | | | | | 1.3 | | |
19,793,000 | | | 0.375%,12/31/2025 | | | | | 19,804,598 | | | | | | 0.5 | | |
12,742,000 | | | 0.625%,11/30/2027 | | | | | 12,736,027 | | | | | | 0.4 | | |
3,437,900 | | | 0.125%-0.875%, 10/15/2023-11/15/2030 | | | | | 3,425,084 | | | | | | 0.1 | | |
| | | | | | | | 118,000,640 | | | | | | 3.3 | | |
| | | Total U.S. Treasury Obligations (Cost $178,466,877) | | | | | 178,169,782 | | | | | | 5.0 | | |
U.S. GOVERNMENT AGENCY OBLIGATIONS: 12.1 | | |||||||||||||||
| | | Federal Home Loan Mortgage Corporation: 3.4%(7) | | ||||||||||||
56,952 | | | 2.008%, (US0012M + 1.345)%,09/01/2035 | | | | | 58,936 | | | | | | 0.0 | | |
15,997 | | | 2.383%, (H15T1Y + 2.250)%,11/01/2035 | | | | | 16,876 | | | | | | 0.0 | | |
6,029 | | | 2.404%, (H15T1Y + 2.250)%,11/01/2031 | | | | | 6,069 | | | | | | 0.0 | | |
1,462 | | | 2.564%, (H15T1Y + 2.210)%,06/01/2024 | | | | | 1,462 | | | | | | 0.0 | | |
132,682 | | | 2.657%, (H15T1Y + 2.462)%,01/01/2029 | | | | | 132,922 | | | | | | 0.0 | | |
468,418 | | | 2.838%, (US0012M + 1.721)%,06/01/2035 | | | | | 491,999 | | | | | | 0.0 | | |
7,845,552 | | | 3.000%,10/01/2046 | | | | | 8,494,814 | | | | | | 0.3 | | |
8,836,988 | | | 3.000%,03/01/2048 | | | | | 9,465,227 | | | | | | 0.3 | | |
17,249,579 | | | 3.500%,03/01/2048 | | | | | 18,852,891 | | | | | | 0.5 | | |
4,332 | | | 3.750%, (H15T1Y + 2.250)%,04/01/2032 | | | | | 4,356 | | | | | | 0.0 | | |
2,798 | | | 3.750%, (H15T1Y + 2.250)%,03/01/2036 | | | | | 2,966 | | | | | | 0.0 | | |
75,976,141 | | | 2.500%-6.500%, 11/01/2021-06/01/2048 | | | | | 82,877,282 | | | | | | 2.3 | | |
| | | | | | | | 120,405,800 | | | | | | 3.4 | | |
| | | Federal National Mortgage Association: 0.0%(7) | | ||||||||||||
1,552,441 | | | 1.588%-4.079%, 09/01/2031-10/01/2044 | | | | $ | 1,579,273 | | | | | | 0.0 | | |
| | | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Government National Mortgage Association: 2.3% | | ||||||||||||
16,261,000 (8) | | | 2.000%,01/01/2051 | | | | | 17,003,522 | | | | | | 0.5 | | |
33,754,000 (8) | | | 2.500%,02/01/2051 | | | | | 35,659,272 | | | | | | 1.0 | | |
9,565,787 | | | 3.500%,12/20/2047 | | | | | 10,306,009 | | | | | | 0.3 | | |
18,009,060 (4)(8) | | | 3.000%-5.500%, 11/15/2035-03/20/2060 | | | | | 19,715,263 | | | | | | 0.5 | | |
| | | | | | | | 82,684,066 | | | | | | 2.3 | | |
| | | Uniform Mortgage-Backed Securities: 6.4% | | ||||||||||||
8,082,246 | | | 3.000%,04/01/2045 | | | | | 8,769,780 | | | | | | 0.3 | | |
8,120,341 | | | 3.000%,01/01/2047 | | | | | 8,502,837 | | | | | | 0.2 | | |
22,440,582 | | | 3.500%,08/01/2046 | | | | | 24,538,706 | | | | | | 0.7 | | |
10,867,832 | | | 3.500%,07/01/2048 | | | | | 11,874,488 | | | | | | 0.3 | | |
7,012,649 | | | 4.000%,12/01/2039 | | | | | 7,716,486 | | | | | | 0.2 | | |
151,697,735 (8) | | | 1.500%-7.500%, 02/01/2021-02/01/2051 | | | | | 167,415,400 | | | | | | 4.7 | | |
| | | | | | | | 228,817,697 | | | | | | 6.4 | | |
| | | Total U.S. Government Agency Obligations (Cost $408,949,738) | | | | | 433,486,836 | | | | | | 12.1 | | |
ASSET-BACKED SECURITIES: 9.3% | | |||||||||||||||
| | | Automobile Asset-Backed Securities: 0.4% | | ||||||||||||
1,573,408 (1) | | | OSCAR US Funding Trust VII LLC 2017-2A A4, 2.760%, 12/10/2024 | | | | | 1,596,667 | | | | | | 0.0 | | |
1,250,000 (1) | | | Tesla Auto Lease Trust 2018-B C, 4.360%, 10/20/2021 | | | | | 1,274,062 | | | | | | 0.0 | | |
12,300,000 | | | Other Securities | | | | | 12,699,686 | | | | | | 0.4 | | |
| | | | | | | | 15,570,415 | | | | | | 0.4 | | |
| | | Home Equity Asset-Backed Securities: 0.2% | | ||||||||||||
1,305,210 (1)(4)(6) | | | ACE Securities Corp. Mortgage Loan Trust Series 2007-D1 A2, 6.336%, 02/25/2038 | | | | | 1,297,102 | | | | | | 0.0 | | |
719,019 | | | Home Equity Asset Trust 2005-2 M5, 1.243%, (US0001M + 1.095)%, 07/25/2035 | | | | | 720,781 | | | | | | 0.0 | | |
2,057,351 | | | Morgan Stanley ABS Capital I, Inc. Trust 2005-NC2 M4, 1.063%, (US0001M + 0.915)%, 03/25/2035 | | | | | 2,057,079 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Home Equity Asset-Backed Securities: (continued) | | ||||||||||||
426,160 | | | New Century Home Equity Loan Trust 2005-2 M3, 0.883%, (US0001M + 0.735)%, 06/25/2035 | | | | $ | 425,722 | | | | | | 0.0 | | |
50,613 | | | Renaissance Home Equity Loan Trust 2003-2 A, 1.028%, (US0001M + 0.880)%, 08/25/2033 | | | | | 49,017 | | | | | | 0.0 | | |
1,874,218 (4)(6) | | | Renaissance Home Equity Loan Trust 2005-3 AF4, 5.140%, 11/25/2035 | | | | | 1,975,631 | | | | | | 0.1 | | |
56,308 | | | Securitized Asset Backed Receivables LLC Trust 2006-WM4 A2A, 0.228%, (US0001M + 0.080)%, 11/25/2036 | | | | | 22,707 | | | | | | 0.0 | | |
| | | | | | | | 6,548,039 | | | | | | 0.2 | | |
| | | Other Asset-Backed Securities: 7.9% | | ||||||||||||
1,322,452 (1) | | | Ajax Mortgage Loan Trust 2018-A A, 3.850%, 04/25/2058 | | | | | 1,319,935 | | | | | | 0.0 | | |
1,556,508 (1)(4) | | | Ajax Mortgage Loan Trust 2018-C A, 4.360%, 09/25/2065 | | | | | 1,581,596 | | | | | | 0.1 | | |
8,750,000 (1) | | | Allegany Park CLO Ltd. 2019-1A A, 1.548%, (US0003M + 1.330)%, 01/20/2033 | | | | | 8,762,959 | | | | | | 0.2 | | |
2,459,862 (1)(4)(5)(9) | | | American Homes 4 Rent 2015-SFR1 XS, 3.232%, 04/17/2052 | | | | | — | | | | — | | |||
9,500,000 (1) | | | Apidos CLO XXXII 2019-32A A1, 1.538%, (US0003M + 1.320)%, 01/20/2033 | | | | | 9,515,077 | | | | | | 0.3 | | |
4,500,000 (1) | | | Apidos CLO XXXIII 2020-33A A, 1.973%, (US0003M + 1.700)%, 07/24/2031 | | | | | 4,513,855 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities: (continued) | | ||||||||||||
8,000,000 (1) | | | ARES XLVI CLO Ltd. 2017-46A A2, 1.467%, (US0003M + 1.230)%, 01/15/2030 | | | | | 7,919,456 | | | | | | 0.2 | | |
3,470,000 (1) | | | Babson CLO Ltd. 2017-1A A2, 1.568%, (US0003M + 1.350)%, 07/18/2029 | | | | | 3,465,402 | | | | | | 0.1 | | |
4,393,000 (1) | | | Babson CLO Ltd. 2018-3A A2, 1.518%, (US0003M + 1.300)%, 07/20/2029 | | | | $ | 4,375,955 | | | | | | 0.1 | | |
1,600,000 (1) | | | Bain Capital Credit CLO 2017-1A A2, 1.568%, (US0003M + 1.350)%, 07/20/2030 | | | | | 1,596,443 | | | | | | 0.0 | | |
3,200,000 (1) | | | Beechwood Park CLO Ltd. 2019-1A A1, 1.548%, (US0003M + 1.330)%, 01/17/2033 | | | | | 3,204,714 | | | | | | 0.1 | | |
9,015,200 (1) | | | Benefit Street Partners CLO II Ltd. 2013-IIA A1R, 1.487%, (US0003M + 1.250)%, 07/15/2029 | | | | | 9,015,326 | | | | | | 0.3 | | |
5,000,000 (1) | | | Benefit Street Partners CLO XIX Ltd. 2019-19A A, 1.587%, (US0003M + 1.350)%, 01/15/2033 | | | | | 5,009,480 | | | | | | 0.1 | | |
5,070,000 (1) | | | BlueMountain CLO 2015-1A BR, 2.724%, (US0003M + 2.500)%, 04/13/2027 | | | | | 5,070,152 | | | | | | 0.1 | | |
2,350,000 (1) | | | Bojangles Issuer LLC 2020-3A A2, 3.832%, 10/20/2050 | | | | | 2,414,100 | | | | | | 0.1 | | |
3,490,000 (1) | | | Broad River BSL Funding CLO 2020-1A A, 2.068%, (US0003M + 1.850)%, 04/20/2029 | | | | | 3,496,362 | | | | | | 0.1 | | |
4,000,000 (1) | | | Carbone CLO Ltd. 2017-1A A1, 1.358%, (US0003M + 1.140)%, 01/20/2031 | | | | | 3,999,988 | | | | | | 0.1 | | |
2,400,000 (1) | | | Carlyle Global Market Strategies CLO Ltd. 2014-1A A2R2, 1.348%, (US0003M + 1.130)%, 04/17/2031 | | | | | 2,362,958 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities: (continued) | | ||||||||||||
840,000 (1) | | | Cedar Funding II CLO Ltd. 2013-1A A1R, 1.460%, (US0003M + 1.230)%, 06/09/2030 | | | | | 840,029 | | | | | | 0.0 | | |
51,613 | | | Chase Funding Trust Series 2002-4 2A1, 0.888%, (US0001M + 0.740)%, 10/25/2032 | | | | | 51,317 | | | | | | 0.0 | | |
106,708 | | | Chase Funding Trust Series 2003-5 2A2, 0.748%, (US0001M + 0.600)%, 07/25/2033 | | | | $ | 102,708 | | | | | | 0.0 | | |
3,750,000 (1) | | | CIFC Funding 2013-2A A1LR, 1.428%, (US0003M + 1.210)%, 10/18/2030 | | | | | 3,745,324 | | | | | | 0.1 | | |
3,453,000 (1) | | | CIFC Funding 2017-2A A Ltd., 1.458%, (US0003M + 1.240)%, 04/20/2030 | | | | | 3,453,124 | | | | | | 0.1 | | |
3,000,000 (1) | | | CIFC Funding 2017-2A C, 2.568%, (US0003M + 2.350)%, 04/20/2030 | | | | | 2,991,960 | | | | | | 0.1 | | |
4,000,000 (1) | | | CIFC Funding 2019-6A A1 Ltd., 1.560%, (US0003M + 1.330)%, 01/16/2033 | | | | | 4,007,160 | | | | | | 0.1 | | |
2,766,000 (1) | | | Cole Park CLO Ltd. 2015-1A CR, 2.218%, (US0003M + 2.000)%, 10/20/2028 | | | | | 2,766,216 | | | | | | 0.1 | | |
5,631,995 | | | Credit-Based Asset Servicing & Securitization LLC 2006-CB8 A2C, 0.298%, (US0001M + 0.150)%, 10/25/2036 | | | | | 5,114,609 | | | | | | 0.1 | | |
938,125 (1) | | | DB Master Finance LLC 2019-1A A23, 4.352%, 05/20/2049 | | | | | 1,018,316 | | | | | | 0.0 | | |
493,750 (1) | | | DB Master Finance LLC 2019-1A A2II, 4.021%, 05/20/2049 | | | | | 522,692 | | | | | | 0.0 | | |
12,160,000 (1) | | | Dewolf Park Clo Ltd. 2017-1A A, 1.447%, (US0003M + 1.210)%, 10/15/2030 | | | | | 12,160,024 | | | | | | 0.3 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities: (continued) | | ||||||||||||
1,375,500 (1) | | | Driven Brands Funding LLC 2019-1A A2, 4.641%, 04/20/2049 | | | | | 1,470,172 | | | | | | 0.0 | | |
1,200,000 (1) | | | Dryden 55 CLO Ltd. 2018-55A A1, 1.257%, (US0003M + 1.020)%, 04/15/2031 | | | | | 1,195,273 | | | | | | 0.0 | | |
8,610,000 (1) | | | Dryden Senior Loan Fund 2017-47A A2, 1.587%, (US0003M + 1.350)%, 04/15/2028 | | | | $ | 8,591,807 | | | | | | 0.3 | | |
7,460,000 (1) | | | Dryden XXVIII Senior Loan Fund 2013-28A A1LR, 1.421%, (US0003M + 1.200)%, 08/15/2030 | | | | | 7,460,754 | | | | | | 0.2 | | |
3,662,325 (1) | | | Five Guys Holdings, Inc. 2017-1A A2, 4.600%, 07/25/2047 | | | | | 3,821,947 | | | | | | 0.1 | | |
4,250,000 (1) | | | Galaxy XIX CLO Ltd. 2015-19A A1R, 1.435%, (US0003M + 1.220)%, 07/24/2030 | | | | | 4,249,987 | | | | | | 0.1 | | |
2,100,000 (1) | | | Gilbert Park CLO Ltd. 2017-1A A, 1.427%, (US0003M + 1.190)%, 10/15/2030 | | | | | 2,100,021 | | | | | | 0.1 | | |
116,607 | | | GSAMP Trust 2007-FM1 A2A, 0.218%, (US0001M + 0.070)%, 12/25/2036 | | | | | 71,060 | | | | | | 0.0 | | |
1,716,298 (1) | | | HERO Funding Trust 2015-2A A, 3.990%, 09/20/2040 | | | | | 1,819,965 | | | | | | 0.1 | | |
2,000,000 (1) | | | Jay Park CLO Ltd. 2016-1A BR, 2.218%, (US0003M + 2.000)%, 10/20/2027 | | | | | 2,000,054 | | | | | | 0.1 | | |
4,300,000 (1)(8) | | | KKR CLO 21 A Ltd., 1.237%, (US0003M + 1.000)%, 04/15/2031 | | | | | 4,268,318 | | | | | | 0.1 | | |
10,000,000 (1) | | | LCM 26A A2 Ltd., 1.468%, (US0003M + 1.250)%, 01/20/2031 | | | | | 9,915,290 | | | | | | 0.3 | | |
6,308,000 (1) | | | LCM XIV L.P. 14A AR, 1.258%, (US0003M + 1.040)%, 07/20/2031 | | | | | 6,263,169 | | | | | | 0.2 | | |
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, 0.708%, (US0001M + 0.560)%, 10/25/2034 | | | | | 56,622 | | | | | | 0.0 | | |
2,120,000 (1) | | | Madison Park Funding XV Ltd. 2014-15A B1R, 2.417%, (US0003M + 2.200)%, 01/27/2026 | | | | | 2,120,238 | | | | | | 0.1 | | |
5,150,000 (1) | | | Madison Park Funding XXXV Ltd. 2019-35A A2A, 1.868%, (US0003M + 1.650)%, 04/20/2031 | | | | $ | 5,153,584 | | | | | | 0.1 | | |
4,600,000 (1) | | | Magnetite CLO Ltd. 2020-26A A, 1.987%, (US0003M + 1.750)%, 07/15/2030 | | | | | 4,614,936 | | | | | | 0.1 | | |
335,581 (1) | | | Marlette Funding Trust 2018-1A C, 3.690%, 03/15/2028 | | | | | 336,241 | | | | | | 0.0 | | |
1,750,000 (1) | | | Marlette Funding Trust 2019-2A C, 4.110%, 07/16/2029 | | | | | 1,793,621 | | | | | | 0.1 | | |
2,137,834 (1) | | | Mosaic Solar Loan Trust 2018-1A A, 4.010%, 06/22/2043 | | | | | 2,314,137 | | | | | | 0.1 | | |
1,255,765 (1) | | | Mosaic Solar Loan Trust 2018-2-GS B, 4.740%, 02/22/2044 | | | | | 1,303,258 | | | | | | 0.0 | | |
2,568,947 (1) | | | Mosaic Solar Loans 2017-2A A LLC, 3.820%, 06/22/2043 | | | | | 2,772,186 | | | | | | 0.1 | | |
2,000,000 (1) | | | Neuberger Berman Loan Advisers CLO 33 Ltd. 2019-33A C, 2.680%, (US0003M + 2.450)%, 10/16/2032 | | | | | 2,004,776 | | | | | | 0.1 | | |
5,100,000 (1) | | | Oaktree CLO 2020-1A A Ltd., 2.345%, (US0003M + 2.000)%, 07/15/2029 | | | | | 5,122,328 | | | | | | 0.1 | | |
3,500,000 (1) | | | OCP CLO 2020-18A A Ltd., 2.018%, (US0003M + 1.800)%, 04/20/2030 | | | | | 3,507,234 | | | | | | 0.1 | | |
4,000,000 (1) | | | OCP CLO 2020-19 A A1 Ltd., 2.070%, (US0003M + 1.750)%, 07/20/2031 | | | | | 4,013,736 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities: (continued) | | ||||||||||||
4,510,000 (1) | | | Octagon Investment Partners 30 Ltd. 2017-1A A1, 1.538%, (US0003M + 1.320)%, 03/17/2030 | | | | | 4,510,212 | | | | | | 0.1 | | |
3,000,000 (1) | | | Octagon Investment Partners Ltd. 2017-1A A2, 1.587%, (US0003M + 1.350)%, 07/15/2029 | | | | | 2,991,849 | | | | | | 0.1 | | |
2,250,000 (1) | | | Octagon Investment Partners XIV Ltd. 2012-1A A1BR, 1.612%, (US0003M + 1.375)%, 07/15/2029 | | | | $ | 2,242,224 | | | | | | 0.1 | | |
4,000,000 (1) | | | Octagon Investment Partners XV Ltd. 2013-1A A2R, 1.568%, (US0003M + 1.350)%, 07/19/2030 | | | | | 3,981,876 | | | | | | 0.1 | | |
4,250,000 (1) | | | Octagon Investment Partners XVII Ltd. 2013-1A A1R2, 1.215%, (US0003M + 1.000)%, 01/25/2031 | | | | | 4,216,047 | | | | | | 0.1 | | |
8,000,000 (1) | | | OHA Loan Funding 2015-1A A1R2 Ltd., 1.561%, (US0003M + 1.340)%, 11/15/2032 | | | | | 8,009,112 | | | | | | 0.2 | | |
5,515,000 (1) | | | Palmer Square CLO 2015-2A A1R2 Ltd., 1.318%, (US0003M + 1.100)%, 07/20/2030 | | | | | 5,499,542 | | | | | | 0.1 | | |
3,000,000 (1) | | | Palmer Square CLO 2018-1A A1 Ltd., 1.248%, (US0003M + 1.030)%, 04/18/2031 | | | | | 2,985,777 | | | | | | 0.1 | | |
2,000,000 (1) | | | Palmer Square Loan Funding 2018-1A C Ltd., 2.087%, (US0003M + 1.850)%, 04/15/2026 | | | | | 1,940,636 | | | | | | 0.1 | | |
900,000 (1)(8) | | | Palmer Square Loan Funding 2018-2A C Ltd., 2.187%, (US0003M + 1.950)%, 07/15/2026 | | | | | 887,900 | | | | | | 0.0 | | |
1,033,571 | | | Park Place Securities, Inc. Asset-Backed Pass-Through Ctfs Ser 2005-WHQ1 M4, 1.228%, (US0001M + 1.080)%, 03/25/2035 | | | | | 1,037,425 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities: (continued) | | ||||||||||||
881,868 (4)(6) | | | Popular ABS Mortgage Pass-Through Trust 2005-D A5, 3.626%, 01/25/2036 | | | | | 895,706 | | | | | | 0.0 | | |
4,375,000 (1) | | | Sofi Consumer Loan Program 2018-1 C Trust, 3.970%, 02/25/2027 | | | | | 4,499,942 | | | | | | 0.1 | | |
1,500,000 (1) | | | Sofi Consumer Loan Program 2018-2 C Trust, 4.250%, 04/26/2027 | | | | $ | 1,540,886 | | | | | | 0.1 | | |
3,200,000 (1) | | | Sofi Consumer Loan Program 2018-3 C Trust, 4.670%, 08/25/2027 | | | | | 3,308,524 | | | | | | 0.1 | | |
1,000,000 (1) | | | SoFi Consumer Loan Program 2019-2 D Trust, 4.200%, 04/25/2028 | | | | | 1,038,984 | | | | | | 0.0 | | |
1,537,083 (1) | | | Sonic Capital LLC 2020-1A A2I, 3.845%, 01/20/2050 | | | | | 1,648,546 | | | | | | 0.1 | | |
2,060,000 (1) | | | Sound Point CLO XXV Ltd. 2019-4A A1A, 1.637%, (US0003M + 1.400)%, 01/15/2033 | | | | | 2,063,469 | | | | | | 0.1 | | |
1,903,486 (1) | | | Sunrun Athena Issuer 2018-1 A LLC, 5.310%, 04/30/2049 | | | | | 2,149,372 | | | | | | 0.1 | | |
1,764,000 (1) | | | Taco Bell Funding LLC 2018-1A A2II, 4.940%, 11/25/2048 | | | | | 1,952,612 | | | | | | 0.1 | | |
900,000 (1) | | | TCW CLO 2018-1A A1B2 Ltd., 1.915%, (US0003M + 1.700)%, 04/25/2031 | | | | | 900,347 | | | | | | 0.0 | | |
5,500,000 (1) | | | TES LLC 2017-1A B, 7.740%, 10/20/2047 | | | | | 5,255,363 | | | | | | 0.2 | | |
2,327,636 (1) | | | THL Credit Wind River 2013-2A AR CLO Ltd., 1.448%, (US0003M + 1.230)%, 10/18/2030 | | | | | 2,326,865 | | | | | | 0.1 | | |
9,500,000 (1) | | | THL Credit Wind River 2016-2A A1R CLO Ltd., 1.404%, (US0003M + 1.190)%, 11/01/2031 | | | | | 9,484,506 | | | | | | 0.2 | | |
1,500,000 (1)(4) | | | Towd Point Mortgage Trust 2017-3 M1, 3.500%, 07/25/2057 | | | | | 1,618,800 | | | | | | 0.0 | | |
1,649,000 (1) | | | Wendys Funding LLC 2018-1A A2I, 3.573%, 03/15/2048 | | | | | 1,701,916 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities: (continued) | | ||||||||||||
1,084,777 | | | Other Securities | | | | | 1,095,133 | | | | | | 0.0 | | |
| | | | | | | | 282,521,522 | | | | | | 7.9 | | |
| | | Student Loan Asset-Backed Securities: 0.8% | | ||||||||||||
899,092 (1) | | | Commonbond Student Loan Trust 2017-BGS B, 3.260%, 09/25/2042 | | | | $ | 924,803 | | | | | | 0.0 | | |
648,464 (1) | | | Commonbond Student Loan Trust 2018-AGS A1, 3.210%, 02/25/2044 | | | | | 673,520 | | | | | | 0.0 | | |
1,193,664 (1) | | | Commonbond Student Loan Trust 2018-BGS B, 3.990%, 09/25/2045 | | | | | 1,233,238 | | | | | | 0.1 | | |
559,857 (1) | | | DRB Prime Student Loan Trust 2015-B A2, 3.170%, 07/25/2031 | | | | | 562,193 | | | | | | 0.0 | | |
750,041 (1) | | | DRB Prime Student Loan Trust 2015-D A2, 3.200%, 01/25/2040 | | | | | 756,520 | | | | | | 0.0 | | |
218,554 (1) | | | Earnest Student Loan Program, LLC 2016-C B, 4.460%, 01/26/2037 | | | | | 220,234 | | | | | | 0.0 | | |
750,000 (1) | | | Navient Private Education Loan Trust 2014-AA A3, 1.759%, (US0001M + 1.600)%, 10/15/2031 | | | | | 760,366 | | | | | | 0.0 | | |
2,000,000 (1) | | | Navient Private Education Refi Loan Trust 2018-A B, 3.680%, 02/18/2042 | | | | | 2,042,901 | | | | | | 0.1 | | |
2,291,815 (1) | | | Navient Private Education Refi Loan Trust 2019-A A2A, 3.420%, 01/15/2043 | | | | | 2,398,411 | | | | | | 0.1 | | |
1,550,000 (1) | | | SMB Private Education Loan Trust 2014-A C, 4.500%, 09/15/2045 | | | | | 1,445,041 | | | | | | 0.0 | | |
1,500,000 (1) | | | SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/2041 | | | | | 1,565,589 | | | | | | 0.1 | | |
88,196 (1) | | | SoFi Professional Loan Program 2015-C A2, 2.510%, 08/25/2033 | | | | | 88,573 | | | | | | 0.0 | | |
2,500,000 (1)(4) | | | SoFi Professional Loan Program 2017-C B, 3.560%, 07/25/2040 | | | | | 2,588,500 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Student Loan Asset-Backed Securities: (continued) | | ||||||||||||
2,100,000 (1) | | | SoFi Professional Loan Program 2017-F BFX LLC, 3.620%, 01/25/2041 | | | | | 2,201,733 | | | | | | 0.1 | | |
2,200,000 (1) | | | Sofi Professional Loan Program 2018-A B LLC, 3.610%, 02/25/2042 | | | | | 2,292,517 | | | | | | 0.1 | | |
5,000,000 (1) | | | Sofi Professional Loan Program 2018-B BFX Trust, 3.830%, 08/25/2047 | | | | $ | 5,294,616 | | | | | | 0.1 | | |
2,000,000 (1) | | | Sofi Professional Loan Program 2018-C A2FX Trust, 3.590%, 1/25/2048 | | | | | 2,077,208 | | | | | | 0.0 | | |
1,000,000 (1) | | | Sofi Professional Loan Program 2018-D BFX Trust, 4.140%, 02/25/2048 | | | | | 1,076,870 | | | | | | 0.0 | | |
| | | | | | | | 28,202,833 | | | | | | 0.8 | | |
| | | Total Asset-Backed Securities (Cost $328,534,670) | | | | | 332,842,809 | | | | | | 9.3 | | |
COMMERCIAL MORTGAGE-BACKED SECURITIES: 5.9% | | |||||||||||||||
12,675,795 (4)(5) | | | BANK 2019-BNK16 XA, 0.962%, 02/15/2052 | | | | | 804,508 | | | | | | 0.0 | | |
2,600,000 (1) | | | BANK 2019-BNK18 D, 3.000%, 05/15/2062 | | | | | 2,431,488 | | | | | | 0.1 | | |
3,360,000 (4) | | | Bank 2019-BNK19 C, 4.034%, 08/15/2061 | | | | | 3,588,445 | | | | | | 0.1 | | |
51,012,601 (4)(5) | | | Bank 2019-BNK19 XA, 0.960%, 08/15/2061 | | | | | 3,483,533 | | | | | | 0.1 | | |
22,800,000 (1)(4)(5) | | | BBCCRE Trust 2015-GTP XA, 0.597%, 08/10/2033 | | | | | 613,083 | | | | | | 0.0 | | |
27,755,701 (4)(5) | | | Benchmark 2019-B12 XA Mortgage Trust, 1.066%, 08/15/2052 | | | | | 1,792,319 | | | | | | 0.1 | | |
19,621,295 (4)(5) | | | Benchmark 2019-B9 XA Mortgage Trust, 1.044%, 03/15/2052 | | | | | 1,423,778 | | | | | | 0.0 | | |
3,160,000 (1) | | | Benchmark 2020-B18 AGNE Mortgage Trust, 3.759%, 08/15/2053 | | | | | 3,236,416 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
1,603,000 (1) | | | BHP Trust 2019-BXHP D, 1.930%, (US0001M + 1.771)%, 08/15/2036 | | | | | 1,545,006 | | | | | | 0.0 | | |
5,681,547 (1) | | | BX Commercial Mortgage Trust 2019-XL G, 2.459%, (US0001M + 2.300)%, 10/15/2036 | | | | | 5,655,285 | | | | | | 0.2 | | |
5,287,589 (1) | | | BX Commercial Mortgage Trust 2019-XL J, 2.809%, (US0001M + 2.650)%, 10/15/2036 | | | | | 5,217,125 | | | | | | 0.1 | | |
4,187,168 (1) | | | BX Commercial Mortgage Trust 2020-BXLP G, 2.659%, (US0001M + 2.500)%, 12/15/2029 | | | | $ | 4,111,084 | | | | | | 0.1 | | |
2,000,000 (1) | | | BX Commercial Mortgage Trust 2020-FOX F, 4.409%, (US0001M + 4.250)%, 11/15/2032 | | | | | 2,021,198 | | | | | | 0.1 | | |
2,507,452 (1) | | | BX Trust 2019-MMP E, 2.059%, (US0001M + 1.900)%, 08/15/2036 | | | | | 2,439,601 | | | | | | 0.1 | | |
2,280,000 (1)(4) | | | BX Trust 2019-OC11 E, 4.076%, 12/09/2041 | | | | | 2,324,329 | | | | | | 0.0 | | |
19,775,372 (4)(5) | | | CD 2016-CD1 Mortgage Trust XA, 1.388%, 08/10/2049 | | | | | 1,099,398 | | | | | | 0.0 | | |
3,951,241 (1)(4) | | | CFCRE Commercial Mortgage Trust 2011-C1 E, 6.043%, 04/15/2044 | | | | | 3,827,938 | | | | | | 0.1 | | |
4,120,000 (1) | | | Citigroup Commercial Mortgage Trust 2016-C2 E, 4.594%, 08/10/2049 | | | | | 2,687,737 | | | | | | 0.1 | | |
35,301,039 (4)(5) | | | Citigroup Commercial Mortgage Trust 2017-P8 XA, 0.905%, 09/15/2050 | | | | | 1,751,899 | | | | | | 0.0 | | |
58,554,148 (4)(5) | | | Citigroup Commercial Mortgage Trust 2018-C5 XA, 0.595%, 06/10/2051 | | | | | 2,522,618 | | | | | | 0.1 | | |
2,101,000 (1)(4) | | | Citigroup COmmercial Mortgage Trust 2018-C6 D, 5.066%, 11/10/2051 | | | | | 2,053,869 | | | | | | 0.1 | | |
13,789,907 (4)(5) | | | COMM 2012-CR2 XA, 1.622%, 08/15/2045 | | | | | 251,207 | | | | | | 0.0 | | |
24,576,438 (4)(5) | | | COMM 2012-CR3 XA, 1.846%, 10/15/2045 | | | | | 543,014 | | | | | | 0.0 | | |
65,166,000 (1)(4)(5) | | | COMM 2012-CR4 XB, 0.612%, 10/15/2045 | | | | | 685,181 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
19,673,951 (4)(5) | | | COMM 2012-CR5 XA, 1.514%, 12/10/2045 | | | | | 455,662 | | | | | | 0.0 | | |
27,279,076 (1)(4)(5) | | | COMM 2012-LC4 XA, 2.097%, 12/10/2044 | | | | | 370,633 | | | | | | 0.0 | | |
1,910,000 (1)(4) | | | COMM 2013-CR10 E Mortgage Trust, 4.789%, 08/10/2046 | | | | | 1,709,490 | | | | | | 0.1 | | |
1,640,000 (4) | | | COMM 2015-CCRE26 D Mortgage Trust, 3.480%, 10/10/2048 | | | | | 1,506,449 | | | | | | 0.0 | | |
910,000 (4) | | | COMM 2016-COR1 C, 4.381%, 10/10/2049 | | | | | 970,784 | | | | | | 0.0 | | |
77,056,731 (4)(5) | | | COMM 2016-CR28 XA, 0.694%, 02/10/2049 | | | | $ | 2,022,023 | | | | | | 0.1 | | |
5,920,000 | | | COMM 2018-COR3 A3 Mortgage Trust, 4.228%, 05/10/2051 | | | | | 7,056,116 | | | | | | 0.2 | | |
3,906,000 (1)(4) | | | COMM 2020-CBM F Mortgage Trust, 3.633%, 11/13/2039 | | | | | 3,338,881 | | | | | | 0.1 | | |
3,247,076 (1)(4) | | | DBUBS 2011-LC2 E Mortgage Trust, 5.487%, 07/10/2044 | | | | | 2,719,604 | | | | | | 0.1 | | |
5,150,000 (1) | | | DBUBS 2011-LC2A F Mortgage Trust, 3.805%, (US0001M + 3.650)%, 07/10/2044 | | | | | 3,867,613 | | | | | | 0.1 | | |
36,470,000 (4)(5) | | | Freddie Mac Multifamily Structured Pass Through Certificates K020 X3, 1.871%, 05/25/2040 | | | | | 894,959 | | | | | | 0.0 | | |
42,995,974 (4)(5) | | | Freddie Mac Multifamily Structured Pass Through Certificates K023 X1, 1.221%, 08/25/2022 | | | | | 715,891 | | | | | | 0.0 | | |
22,000,000 (4)(5) | | | Freddie Mac Multifamily Structured Pass Through Certificates K028 X3, 1.662%, 06/25/2041 | | | | | 756,323 | | | | | | 0.0 | | |
27,650,000 (4)(5) | | | Freddie Mac Multifamily Structured Pass Through Certificates K029 X3, 1.592%, 05/25/2041 | | | | | 989,931 | | | | | | 0.1 | | |
10,700,000 (4)(5) | | | Freddie Mac Multifamily Structured Pass Through Certificates K035 X3, 1.789%, 12/25/2041 | | | | | 474,480 | | | | | | 0.0 | | |
518,928,575 (1)(5) | | | FREMF Mortgage Trust 2012-K17 X2A, 0.100%, 12/25/2044 | | | | | 304,040 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
2,920,000 (1) | | | GS Mortgage Securities Corp. II 2018-RIVR E, 1.709%, (US0001M + 1.550)%, 07/15/2035 | | | | | 2,554,447 | | | | | | 0.1 | | |
225,041 (1)(4) | | | GS Mortgage Securities Trust 2010-C2 G, 4.548%, 12/10/2043 | | | | | 218,298 | | | | | | 0.0 | | |
3,070,000 (1) | | | GS Mortgage Securities Trust 2013-GC16 G, 3.500%, 11/10/2046 | | | | | 1,536,525 | | | | | | 0.1 | | |
29,446,260 (4)(5) | | | GS Mortgage Securities Trust 2013-GC16 XA, 1.023%, 11/10/2046 | | | | | 711,413 | | | | | | 0.0 | | |
45,278,212 (4)(5) | | | GS Mortgage Securities Trust 2014-GC22 XA, 0.980%, 06/10/2047 | | | | $ | 946,699 | | | | | | 0.0 | | |
6,930,000 (1)(4) | | | GS Mortgage Securities Trust 2019-GC40 DBD, 3.550%, 07/10/2052 | | | | | 6,569,219 | | | | | | 0.2 | | |
5,310,000 (1)(4) | | | GS Mortgage Securities Trust 2019-GC40 DBE, 3.550%, 07/10/2052 | | | | | 4,839,435 | | | | | | 0.1 | | |
105,625,731 (4)(5) | | | GS Mortgage Securities Trust 2019-GC42 XA, 0.811%, 09/01/2052 | | | | | 6,120,504 | | | | | | 0.2 | | |
3,720,000 (1)(4) | | | JPMBB Commercial Mortgage Securities Trust 2013-C17 D, 4.888%, 01/15/2047 | | | | | 3,592,800 | | | | | | 0.1 | | |
2,070,314 (4)(5) | | | JPMBB Commercial Mortgage Securities Trust 2015-C28 XA, 0.970%, 10/15/2048 | | | | | 65,470 | | | | | | 0.0 | | |
6,560,000 | | | JPMCC Commercial Mortgage Securities Trust 2019-COR4 A5, 4.029%, 03/10/2052 | | | | | 7,797,004 | | | | | | 0.2 | | |
5,610,000 (1)(4) | | | JPMCC Re-REMIC Trust 2015-FRR2 AK36, 2.164%, 12/27/2046 | | | | | 5,570,292 | | | | | | 0.2 | | |
28,334,115 (4)(5) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX XA, 1.483%, 06/15/2045 | | | | | 231,039 | | | | | | 0.0 | | |
43,118,321 (4)(5) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 XA, 0.680%, 12/15/2049 | | | | | 1,156,891 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
1,000,000 (1) | | | KNDL 2019-KNSQ F Mortgage Trust, 2.159%, (US0001M + 2.000)%, 05/15/2036 | | | | | 954,419 | | | | | | 0.0 | | |
1,689,220 (1)(4)(5) | | | LB-UBS Commercial Mortgage Trust 2006-C7 XCL, 0.705%, 11/15/2038 | | | | | 5,009 | | | | | | 0.0 | | |
8,825,446 (1)(4)(5) | | | LB-UBS Commercial Mortgage Trust 2006-C7 XW, 0.705%, 11/15/2038 | | | | | 19,112 | | | | | | 0.0 | | |
4,447,000 (1)(4) | | | LSTAR Commercial Mortgage Trust 2015-3 E, 3.185%, 04/20/2048 | | | | $ | 3,889,917 | | | | | | 0.1 | | |
2,630,000 (1)(4) | | | Manhattan West 2020-1MW E, 2.335%, 09/10/2039 | | | | | 2,550,541 | | | | | | 0.1 | | |
1,706,000 (1)(4) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 D, 4.906%, 04/15/2047 | | | | | 1,693,617 | | | | | | 0.1 | | |
1,525,000 (1)(4) | | | Morgan Stanley Capital I Trust 2011-C1 D, 5.563%, 09/15/2047 | | | | | 1,525,889 | | | | | | 0.0 | | |
3,890,000 (1)(4) | | | Morgan Stanley Capital I Trust 2016-BNK2 E, 3.902%, 11/15/2049 | | | | | 2,408,702 | | | | | | 0.1 | | |
3,943,000 | | | Morgan Stanley Capital I Trust 2019-H6 A4, 3.417%, 06/15/2052 | | | | | 4,482,504 | | | | | | 0.1 | | |
1,900,000 | | | Morgan Stanley Capital I, Inc. 2017-HR2 D, 2.730%, 12/15/2050 | | | | | 1,656,055 | | | | | | 0.0 | | |
2,920,000 (1) | | | MRCD 2019-PARK E Mortgage Trust, 2.718%, 12/15/2036 | | | | | 2,881,194 | | | | | | 0.1 | | |
3,556,000 (1) | | | MRCD 2019-PARK F Mortgage Trust, 2.718%, 12/15/2036 | | | | | 3,426,705 | | | | | | 0.1 | | |
2,440,000 (1) | | | One Bryant Park Trust 2019-OBP A, 2.516%, 09/13/2049 | | | | | 2,622,556 | | | | | | 0.1 | | |
2,820,000 | | | UBS Commercial Mortgage Trust 2019-C17 A4, 2.921%, 09/15/2052 | | | | | 3,105,843 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
2,060,000 (1)(4) | | | UBS-Barclays Commercial Mortgage Trust 2012-C4 D, 4.470%, 12/10/2045 | | | | | 1,201,970 | | | | | | 0.0 | | |
3,520,000 (1)(4) | | | UBS-Barclays Commercial Mortgage Trust 2012-C4 E, 4.470%, 12/10/2045 | | | | | 1,750,579 | | | | | | 0.1 | | |
27,613,759 (4)(5) | | | Wells Fargo Commercial Mortgage Trust 2014-LC18 XA, 1.042%, 12/15/2047 | | | | | 886,385 | | | | | | 0.0 | | |
4,580,000 | | | Wells Fargo Commercial Mortgage Trust 2018-C44 A5, 4.212%, 05/15/2051 | | | | $ | 5,418,699 | | | | | | 0.2 | | |
9,412,500 | | | Wells Fargo Commercial Mortgage Trust 2019-C54 A4, 3.146%, 12/15/2052 | | | | | 10,660,110 | | | | | | 0.3 | | |
1,630,000 (1)(4) | | | WFRBS Commercial Mortgage Trust 2011-C5 E, 5.656%, 11/15/2044 | | | | | 1,552,920 | | | | | | 0.0 | | |
19,046,574 (1)(4)(5) | | | WFRBS Commercial Mortgage Trust 2012-C8 XA, 1.788%, 08/15/2045 | | | | | 360,138 | | | | | | 0.0 | | |
9,020,000 (1)(4) | | | WFRBS Commercial Mortgage Trust 2013-C11 F, 4.256%, 03/15/2045 | | | | | 6,384,817 | | | | | | 0.2 | | |
6,583,000 (1) | | | WFRBS Commercial Mortgage Trust 2013-C12 E, 3.500%, 03/15/2048 | | | | | 5,386,034 | | | | | | 0.2 | | |
43,262,809 (1)(4)(5) | | | WFRBS Commercial Mortgage Trust 2013-C12 XA, 1.187%, 03/15/2048 | | | | | 853,272 | | | | | | 0.0 | | |
8,510,000 (4) | | | WFRBS Commercial Mortgage Trust 2014-LC14 C, 4.344%, 03/15/2047 | | | | | 8,689,041 | | | | | | 0.2 | | |
8,530,000 | | | Other Securities | | | | | 9,731,073 | | | | | | 0.3 | | |
| | | Total Commercial Mortgage-Backed Securities (Cost $216,027,190) | | | | | 210,270,075 | | | | | | 5.9 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
MUTUAL FUNDS: 22.3% | | |||||||||||||||
| | | Affiliated Investment Companies: 22.3% | | ||||||||||||
9,407,183 | | | Voya Emerging Markets Corporate Debt Fund - Class P | | | | | 98,587,276 | | | | | | 2.7 | | |
14,258,436 | | | Voya Emerging Markets Hard Currency Debt Fund - Class P | | | | $ | 143,867,617 | | | | | | 4.0 | | |
8,391,703 | | | Voya Emerging Markets Local Currency Debt Fund - Class P | | | | | 60,168,510 | | | | | | 1.7 | | |
89,855 | | | Voya Floating Rate Fund - Class P | | | | | 805,101 | | | | | | 0.0 | | |
16,250,721 | | | Voya High Yield Bond Fund - Class P | | | | | 130,980,813 | | | | | | 3.7 | | |
15,470,702 | | | Voya Investment Grade Credit Fund - Class P | | | | | 179,924,268 | | | | | | 5.0 | | |
19,127,823 | | | Voya Securitized Credit Fund - Class P | | | | | 184,966,051 | | | | | | 5.2 | | |
| | | Total Mutual Funds (Cost $778,219,592) | | | | | 799,299,636 | | | | | | 22.3 | | |
OTHER(10): — % | | |||||||||||||||
| | | Consumer, Cyclical: —% | | ||||||||||||
252,000 (9)(11) | | | General Motors Co. Escrow | | | | | — | | | | — | | |||
| | | Total Other (Cost $—) | | | | | — | | | | — | |
| | | Value | | | Percentage of Net Assets | | | | | | | | |||||||||
PURCHASED OPTIONS(12): 0.0% | | | | |||||||||||||||||||
| | | Total Purchased Options (Cost $1,749,063) | | | | | 708,392 | | | | | | 0.0 | | | | | ||||
| | | Total Long-Term Investments (Cost $3,402,513,904) | | | | | 3,553,987,882 | | | | | | 99.2 | | | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | | | |||||||||||||
SHORT-TERM INVESTMENTS: 1.1% | | | | |||||||||||||||||||
| | | Repurchase Agreements: 0.3% | | | | | | | | ||||||||||||
2,130,915 (13) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $2,130,931, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $2,173,533, due 01/25/21-10/15/62) | | | | $ | 2,130,915 | | | | | | 0.0 | | | | | ||||
2,392,969 (13) | | | Citadel Securities LLC, Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $2,393,003, collateralized by various U.S. Government Securities, 0.000%-7.875%, Market Value plus accrued interest $2,440,866, due 01/31/21-05/15/49) | | | | | 2,392,969 | | | | | | 0.1 | | | | | ||||
2,171,648 (13) | | | Citigroup, Inc., Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $2,171,665, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.000%, Market Value plus accrued interest $2,215,081, due 09/15/21-01/01/51) | | | | | 2,171,648 | | | | | | 0.1 | | | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements: (continued) | | ||||||||||||
1,051,478 (13) | | | JVB Financial Group LLC, Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $1,051,493, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-7.000%, Market Value plus accrued interest $1,072,508, due 07/01/22-12/01/50) | | | | $ | 1,051,478 | | | | | | 0.0 | | |
2,428,380 (13) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/20, 0.08%, due 01/04/21 (Repurchase Amount $2,428,401, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.000%, Market Value plus accrued interest $2,476,948, due 01/05/21-12/20/50) | | | | | 2,428,380 | | | | | | 0.1 | | |
| | | Total Repurchase Agreements (Cost $10,175,390) | | | | | 10,175,390 | | | | | | 0.3 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||
SHORT-TERM INVESTMENTS: (continued) | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds: 0.8% | | ||||||||||||
27,519,009 (14) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.000% | | | | | 27,519,009 | | | | | | 0.8 | | |
258,000 (13)(14) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.020% | | | | $ | 258,000 | | | | | | 0.0 | | |
| | | Total Mutual Funds (Cost $27,777,009) | | | | | 27,777,009 | | | | | | 0.8 | | |
| | | Total Short-Term Investments (Cost $37,952,399) | | | | | 37,952,399 | | | | | | 1.1 | | |
| | | Total Investments in Securities (Cost $3,440,466,303) | | | | $ | 3,591,940,281 | | | | | | 100.3 | | |
| | | Liabilities in Excess of Other Assets | | | | | (9,971,313) | | | | | | (0.3) | | |
| | | Net Assets | | | | $ | 3,581,968,968 | | | | | | 100.0 | | |
|
| Reference Rate Abbreviations: | | |||
| 12MTA | | | 12-month Treasury Average | |
| COF 11 | | | 11th District Costs of Funds | |
| H15T1Y | | | U.S. Treasury 1-Year Constant Maturity | |
| PRIME | | | Federal Reserve Bank Prime Loan Rate | |
| US0001M | | | 1-month LIBOR | |
| US0003M | | | 3-month LIBOR | |
| US0006M | | | 6-month LIBOR | |
| US0012M | | | 12-month LIBOR | |
| SOFR30A | | | 30-Day Secured Overnight Financing Rate | |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2020 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Mutual Funds | | | | $ | 799,299,636 | | | | | $ | — | | | | | $ | — | | | | | $ | 799,299,636 | | |
Purchased Options | | | | | — | | | | | | 708,392 | | | | | | — | | | | | | 708,392 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 923,857,283 | | | | | | — | | | | | | 923,857,283 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (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 December 31, 2020 | | ||||||||||||
Collateralized Mortgage Obligations | | | | | — | | | | | | 673,122,066 | | | | | | — | | | | | | 673,122,066 | | |
Municipal Bonds | | | | | — | | | | | | 2,231,003 | | | | | | — | | | | | | 2,231,003 | | |
Asset-Backed Securities | | | | | — | | | | | | 332,842,809 | | | | | | — | | | | | | 332,842,809 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 433,486,836 | | | | | | — | | | | | | 433,486,836 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | ��� | | | 210,270,075 | | | | | | — | | | | | | 210,270,075 | | |
Other | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
U.S. Treasury Obligations | | | | | — | | | | | | 178,169,782 | | | | | | — | | | | | | 178,169,782 | | |
Short-Term Investments | | | | | 27,777,009 | | | | | | 10,175,390 | | | | | | — | | | | | | 37,952,399 | | |
Total Investments, at fair value | | | | $ | 827,076,645 | | | | | $ | 2,764,863,636 | | | | | $ | — | | | | | $ | 3,591,940,281 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 70,172 | | | | | | — | | | | | | 70,172 | | |
Futures | | | | | 232,860 | | | | | | — | | | | | | — | | | | | | 232,860 | | |
Total Assets | | | | $ | 827,309,505 | | | | | $ | 2,764,933,808 | | | | | $ | — | | | | | $ | 3,592,243,313 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | $ | — | | | | | $ | (1,126,736) | | | | | $ | — | | | | | $ | (1,126,736) | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | (2,297,873) | | | | | | — | | | | | | (2,297,873) | | |
Futures | | | | | (1,744,261) | | | | | | — | | | | | | — | | | | | | (1,744,261) | | |
Written Options | | | | | — | | | | | | (104,600) | | | | | | — | | | | | | (104,600) | | |
Total Liabilities | | | | $ | (1,744,261) | | | | | $ | (3,529,209) | | | | | $ | — | | | | | $ | (5,273,470) | | |
|
Issuer | | | Beginning Fair Value at 12/31/2019 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 12/31/2020 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Corporate Debt Fund - Class P | | | | $ | 90,999,434 | | | | | $ | 4,167,155 | | | | | $ | — | | | | | $ | 3,420,688 | | | | | $ | 98,587,276 | | | | | $ | 4,167,102 | | | | | $ | — | | | | | $ | — | | |
Voya Emerging Markets Hard Currency Debt Fund - Class P | | | | | 133,085,105 | | | | | | 6,794,377 | | | | | | — | | | | | | 3,988,135 | | | | | | 143,867,617 | | | | | | 6,794,299 | | | | | | — | | | | | | — | | |
Voya Emerging Markets Local Currency Debt Fund - Class P | | | | | 59,657,773 | | | | | | 540,396 | | | | | | — | | | | | | (29,659) | | | | | | 60,168,510 | | | | | | 540,367 | | | | | | — | | | | | | — | | |
Voya Floating Rate Fund - Class P | | | | | 25,742,250 | | | | | | 822,767 | | | | | | (27,378,057) | | | | | | 1,618,141 | | | | | | 805,101 | | | | | | 822,767 | | | | | | (3,378,056) | | | | | | — | | |
Voya High Yield Bond Fund - Class P | | | | | 68,111,429 | | | | | | 59,455,639 | | | | | | — | | | | | | 3,413,745 | | | | | | 130,980,813 | | | | | | 5,705,594 | | | | | | — | | | | | | — | | |
Voya Investment Grade Credit Fund - Class P | | | | | 159,271,027 | | | | | | 13,429,522 | | | | | | — | | | | | | 7,223,719 | | | | | | 179,924,268 | | | | | | 5,925,355 | | | | | | — | | | | | | 7,504,108 | | |
Voya Securitized Credit Fund - Class P | | | | | 117,961,329 | | | | | | 66,505,737 | | | | | | — | | | | | | 498,985 | | | | | | 184,966,051 | | | | | | 6,505,655 | | | | | | — | | | | | | — | | |
| | | | $ | 654,828,347 | | | | | $ | 151,715,593 | | | | | $ | (27,378,057) | | | | | $ | 20,133,754 | | | | | $ | 799,299,636 | | | | | $ | 30,461,139 | | | | | $ | (3,378,056) | | | | | $ | 7,504,108 | | |
Security | | | Acquisition Date | | | Acquisition Cost | | | Fair Value | | |||||||||
General Motors Co. Escrow | | | | | 11/24/2020 | | | | | $ | — | | | | | $ | — | | |
| | | | | | | | | | $ | — | | | | | $ | — | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | |||
USD 3,137,630 | | | MYR 13,034,344 | | | Barclays Bank PLC | | | 01/08/21 | | | | $ | (104,888) | | |
USD 5,077,527 | | | THB 158,691,497 | | | Barclays Bank PLC | | | 01/08/21 | | | | | (219,264) | | |
USD 1,353,858 | | | TRY 11,065,391 | | | Barclays Bank PLC | | | 01/08/21 | | | | | (132,746) | | |
USD 381,511 | | | RON 1,591,081 | | | Citibank N.A. | | | 01/08/21 | | | | | (17,790) | | |
USD 381,501 | | | RON 1,591,081 | | | Citibank N.A. | | | 01/08/21 | | | | | (17,799) | | |
USD 381,492 | | | RON 1,591,081 | | | Citibank N.A. | | | 01/08/21 | | | | | (17,808) | | |
USD 381,492 | | | RON 1,591,081 | | | Citibank N.A. | | | 01/08/21 | | | | | (17,808) | | |
USD 4,441,442 | | | RUB 350,169,974 | | | Citibank N.A. | | | 01/15/21 | | | | | (286,572) | | |
USD 437,912 | | | PEN 1,573,941 | | | Citibank N.A. | | | 02/05/21 | | | | | 2,990 | | |
USD 437,912 | | | PEN 1,573,941 | | | Citibank N.A. | | | 02/05/21 | | | | | 2,990 | | |
USD 437,912 | | | PEN 1,573,941 | | | Citibank N.A. | | | 02/05/21 | | | | | 2,990 | | |
USD 437,912 | | | PEN 1,573,941 | | | Citibank N.A. | | | 02/05/21 | | | | | 2,991 | | |
USD 2,008,910 | | | HUF 621,498,481 | | | Credit Suisse International | | | 01/08/21 | | | | | (84,739) | | |
USD 2,322,547 | | | CZK 53,820,783 | | | Goldman Sachs International | | | 01/08/21 | | | | | (183,363) | | |
USD 6,135,904 | | | MXN 122,418,537 | | | Goldman Sachs International | | | 02/05/21 | | | | | 6,842 | | |
USD 1,372,523 | | | IDR 20,380,597,713 | | | HSBC Bank USA N.A. | | | 01/08/21 | | | | | (79,574) | | |
USD 1,372,154 | | | IDR 20,380,597,712 | | | HSBC Bank USA N.A. | | | 01/08/21 | | | | | (79,944) | | |
USD 85,826 | | | PHP 4,202,365 | | | HSBC Bank USA N.A. | | | 01/08/21 | | | | | (1,662) | | |
USD 5,078,356 | | | PLN 19,482,975 | | | HSBC Bank USA N.A. | | | 01/08/21 | | | | | (137,120) | | |
USD 4,859,938 | | | BRL 25,054,440 | | | HSBC Bank USA N.A. | | | 02/05/21 | | | | | 38,544 | | |
USD 3,783,434 | | | ZAR 63,520,811 | | | Morgan Stanley Capital Services LLC | | | 01/08/21 | | | | | (536,702) | | |
USD 3,289 | | | ILS 11,094 | | | Morgan Stanley Capital Services LLC | | | 01/08/21 | | | | | (163) | | |
USD 9,106,558 | | | EUR 7,583,750 | | | Morgan Stanley Capital Services LLC | | | 02/05/21 | | | | | (165,369) | | |
USD 1,371,969 | | | IDR 20,380,597,713 | | | Standard Chartered Bank | | | 01/08/21 | | | | | (80,128) | | |
USD 1,372,338 | | | IDR 20,380,597,713 | | | Standard Chartered Bank | | | 01/08/21 | | | | | (79,759) | | |
SGD 305,095 | | | USD 224,722 | | | Standard Chartered Bank | | | 01/08/21 | | | | | 6,132 | | |
USD 3,073,170 | | | COP 10,683,261,693 | | | Standard Chartered Bank | | | 02/05/21 | | | | | (54,675) | | |
CLP 101,833,918 | | | USD 136,614 | | | Standard Chartered Bank | | | 02/05/21 | | | | | 6,693 | | |
| | | | | | | | | | | | | $ | (2,227,701) | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 2-Year Note | | | | | 818 | | | | | | 03/31/21 | | | | | $ | 180,758,828 | | | | | $ | 100,265 | | |
U.S. Treasury 5-Year Note | | | | | 415 | | | | | | 03/31/21 | | | | | | 52,358,086 | | | | | | 131,766 | | |
U.S. Treasury Long Bond | | | | | 257 | | | | | | 03/22/21 | | | | | | 44,509,187 | | | | | | (340,540) | | |
U.S. Treasury Ultra 10-Year Note | | | | | 5 | | | | | | 03/22/21 | | | | | | 781,797 | | | | | | 274 | | |
U.S. Treasury Ultra Long Bond | | | | | 598 | | | | | | 03/22/21 | | | | | | 127,710,375 | | | | | | (1,403,721) | | |
| | | | | | | | | | | | | | | | $ | 406,118,273 | | | | | $ | (1,511,956) | | |
Short Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 10-Year Note | | | | | (236) | | | | | | 03/22/21 | | | | | | (32,586,438) | | | | | | 555 | | |
| | | | | | | | | | | | | | | | $ | (32,586,438) | | | | | $ | 555 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (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 High Yield Index, Series 33, Version 12 | | | Buy | | | | | (5.000) | | | | 12/20/24 | | | | | USD81,704,670 | | | | | $ | (7,539,053) | | | | | $ | (1,126,736) | | |
| | | | | | | | | | | | | | | | | | | | | | $ | (7,539,053) | | | | | $ | (1,126,736) | | |
Description | | | Counterparty | | | Reference Entity(1) | | | Fixed Rate | | | Pay/ Receive Financing Rate | | | Strike Price | | | Expiration Date | | | Notional Amount | | | Cost | | | Fair Value | | |||||||||
Put on 5-Year Credit Default Swap | | | JPMorgan Chase Bank N.A. | | | CDX North American High Yield Index, Series 35, Version 1 | | | 5.000% | | | Pay | | | | | 103.500% | | | | 02/17/21 | | | USD 33,016,000 | | | | $ | 379,684 | | | | | $ | 102,186 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 379,684 | | | | | $ | 102,186 | | |
Description | | | Counterparty | | | Expiration Date | | | Exercise Price | | | Notional Amount | | | Cost | | | Fair Value | | |||||||||||||||
Call USD vs. Put AUD | | | Morgan Stanley Capital Services LLC | | | | | 03/15/21 | | | | | | 0.728 | | | | | | USD162,750,000 | | | | | $ | 1,369,379 | | | | | $ | 606,206 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | $ | 1,369,379 | | | | | $ | 606,206 | | |
Description | | | Counterparty | | | Expiration Date | | | Exercise Price | | | Notional Amount | | | Premiums Received | | | Fair Value | | |||||||||||||||
Call USD vs. Put AUD | | | Standard Chartered Bank | | | | | 01/15/21 | | | | | | 0.745USD | | | | | | 101,138,000 | | | | | $ | 644,755 | | | | | $ | (104,600) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | $ | 644,755 | | | | | $ | (104,600) | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Credit contracts | | | Investments in securities at value* | | | | $ | 102,186 | | |
Foreign exchange contracts | | | Investments in securities at value* | | | | | 606,206 | | |
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | | 70,172 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation** | | | | | 232,860 | | |
Total Asset Derivatives | | | | | | | $ | 1,011,424 | | |
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 2,297,873 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation** | | | | | 1,744,261 | | |
Credit contracts | | | Net Assets — Unrealized depreciation*** | | | | | 1,126,736 | | |
Foreign exchange contracts | | | Written options, at fair value | | | | | 104,600 | | |
Total Liability Derivatives | | | | | | | $ | 5,273,470 | | |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | (637,514) | | | | | $ | — | | | | | $ | — | | | | | $ | 18,183,850 | | | | | $ | 126,420 | | | | | $ | 17,672,756 | | |
Equity contracts | | | | | (1,284,316) | | | | | | — | | | | | | (341,747) | | | | | | — | | | | | | — | | | | | | (1,626,063) | | |
Foreign exchange contracts | | | | | (4,658,363) | | | | | | 2,090,473 | | | | | | — | | | | | | (546,638) | | | | | | 1,492,503 | | | | | | (1,622,025) | | |
Interest rate contracts | | | | | 1,527,377 | | | | | | — | | | | | | 34,866,680 | | | | | | (1,561,335) | | | | | | (495,811) | | | | | | 34,336,911 | | |
Total | | | | $ | (5,052,816) | | | | | $ | 2,090,473 | | | | | $ | 34,524,933 | | | | | $ | 16,075,877 | | | | | $ | 1,123,112 | | | | | $ | 48,761,579 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2020 (continued) |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | (277,498) | | | | | $ | — | | | | | $ | — | | | | | $ | 732,205 | | | | | | | | | | | $ | 454,707 | | |
Equity contracts | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | | | | | | | — | | |
Foreign exchange contracts | | | | | (763,173) | | | | | | (1,542,771) | | | | | | — | | | | | | (44,415) | | | | | | 540,155 | | | | | | (1,810,204) | | |
Interest rate contracts | | | | | 398,663 | | | | | | — | | | | | | 5,050,757 | | | | | | (1,125,039) | | | | | | | | | | | | 4,324,381 | | |
Total | | | | $ | (642,008) | | | | | $ | (1,542,771) | | | | | $ | 5,050,757 | | | | | $ | (437,249) | | | | | $ | 540,155 | | | | | $ | 2,968,884 | | |
| | | Barclays Bank PLC | | | Citibank N.A. | | | Credit Suisse International | | | Goldman Sachs International | | | HSBC Bank USA N.A. | | | JPMorgan Chase Bank N.A. | | | Morgan Stanley Capital Services LLC | | | Standard Chartered Bank | | | Totals | | |||||||||||||||||||||||||||
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Purchased options | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 102,186 | | | | | $ | 606,206 | | | | | $ | — | | | | | $ | 708,392 | | |
Forward foreign currency contracts | | | | | — | | | | | | 11,961 | | | | | | — | | | | | | 6,842 | | | | | | 38,544 | | | | | | — | | | | | | — | | | | | | 12,825 | | | | | | 70,172 | | |
Total Assets | | | | $ | — | | | | | $ | 11,961 | | | | | $ | — | | | | | $ | 6,842 | | | | | $ | 38,544 | | | | | $ | 102,186 | | | | | $ | 606,206 | | | | | $ | 12,825 | | | | | $ | 778,564 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 456,898 | | | | | $ | 357,777 | | | | | $ | 84,739 | | | | | $ | 183,363 | | | | | $ | 298,300 | | | | | $ | — | | | | | $ | 702,234 | | | | | $ | 214,562 | | | | | $ | 2,297,873 | | |
Written options | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 104,600 | | | | | | 104,600 | | |
Total Liabilities | | | | $ | 456,898 | | | | | $ | 357,777 | | | | | $ | 84,739 | | | | | $ | 183,363 | | | | | $ | 298,300 | | | | | $ | — | | | | | $ | 702,234 | | | | | $ | 319,162 | | | | | $ | 2,402,473 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (456,898) | | | | | $ | (345,816) | | | | | $ | (84,739) | | | | | $ | (176,521) | | | | | $ | (259,756) | | | | | $ | 102,186 | | | | | $ | (96,028) | | | | | $ | (306,337) | | | | | | (1,623,909) | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | 410,000 | | | | | $ | 345,816 | | | | | $ | — | | | | | $ | — | | | | | $ | 259,756 | | | | | $ | — | | | | | $ | — | | | | | $ | 306,337 | | | | | $ | 1,321,909 | | |
Net Exposure(1)(2) | | | | $ | (46,898) | | | | | $ | — | | | | | $ | (84,739) | | | | | $ | (176,521) | | | | | $ | — | | | | | $ | 102,186 | | | | | $ | (96,028) | | | | | $ | — | | | | | $ | (302,000) | | |
| Gross Unrealized Appreciation | | | | $ | 188,675,002 | | |
| Gross Unrealized Depreciation | | | | | (40,291,685) | | |
| Net Unrealized Appreciation | | | | $ | 148,383,317 | | |
Voya Small Company Portfolio | as of December 31, 2020 |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMON STOCK: 99.5% | | |||||||||||||||
| | | Communication Services: 1.6% | | ||||||||||||
454,502 (1) | | | Other Securities | | | | $ | 7,211,009 | | | | | | 1.6 | | |
| | | | | ||||||||||||
| | | Consumer Discretionary: 17.7% | | ||||||||||||
71,174 (2) | | | Caesars Entertainment, Inc. | | | | | 5,286,093 | | | | | | 1.2 | | |
178,123 | | | Dana, Inc. | | | | | 3,476,961 | | | | | | 0.8 | | |
94,260 | | | Kohl’s Corp. | | | | | 3,835,439 | | | | | | 0.8 | | |
35,441 | | | Marriott Vacations Worldwide Corp. | | | | | 4,863,214 | | | | | | 1.1 | | |
42,156 | | | Strategic Education, Inc. | | | | | 4,018,732 | | | | | | 0.9 | | |
1,552,601 (1)(3) | | | Other Securities | | | | | 57,374,673 | | | | | | 12.9 | | |
| | | | | | | | 78,855,112 | | | | | | 17.7 | | |
| | | Consumer Staples: 1.8% | | ||||||||||||
249,975 (2) | | | Hostess Brands, Inc. | | | | | 3,659,634 | | | | | | 0.8 | | |
89,841 (2) | | | Performance Food Group Co. | | | | | 4,277,330 | | | | | | 1.0 | | |
| | | | | | | | 7,936,964 | | | | | | 1.8 | | |
| | | Energy: 1.6% | | ||||||||||||
386,079 (1) | | | Other Securities | | | | | 6,918,403 | | | | | | 1.6 | | |
| | | | | ||||||||||||
| | | Financials: 18.9% | | ||||||||||||
105,428 | | | Atlantic Union Bankshares Corp. | | | | | 3,472,798 | | | | | | 0.8 | | |
224,452 | | | Cadence BanCorp | | | | | 3,685,502 | | | | | | 0.8 | | |
131,096 | | | Columbia Banking System, Inc. | | | | | 4,706,346 | | | | | | 1.0 | | |
220,157 (2) | | | Eastern Bankshares, Inc. | | | | | 3,590,761 | | | | | | 0.8 | | |
100,998 | | | Essent Group Ltd. | | | | | 4,363,114 | | | | | | 1.0 | | |
288,661 | | | First Horizon Corp. | | | | | 3,683,314 | | | | | | 0.8 | | |
232,224 | | | First Midwest Bancorp., Inc. | | | | | 3,697,006 | | | | | | 0.8 | | |
112,228 | | | Pacific Premier Bancorp, Inc. | | | | | 3,516,103 | | | | | | 0.8 | | |
26,390 | | | Primerica, Inc. | | | | | 3,534,413 | | | | | | 0.8 | | |
50,816 | | | Prosperity Bancshares, Inc. | | | | | 3,524,598 | | | | | | 0.8 | | |
28,145 | | | Signature Bank | | | | | 3,807,737 | | | | | | 0.8 | | |
104,450 (2) | | | StepStone Group, Inc. | | | | | 4,157,110 | | | | | | 0.9 | | |
103,731 | | | Stifel Financial Corp. | | | | | 5,234,266 | | | | | | 1.2 | | |
619,569 | | | Two Harbors Investment Corp. | | | | | 3,946,655 | | | | | | 0.9 | | |
86,044 | | | WSFS Financial Corp. | | | | | 3,861,655 | | | | | | 0.9 | | |
1,196,721 (1) | | | Other Securities | | | | | 25,679,927 | | | | | | 5.8 | | |
| | | | | | | | 84,461,305 | | | | | | 18.9 | | |
| | | Health Care: 16.5% | | ||||||||||||
61,376 | | | Cantel Medical Corp. | | | | | 4,840,111 | | | | | | 1.1 | | |
56,492 | | | Encompass Health Corp. | | | | | 4,671,323 | | | | | | 1.0 | | |
33,451 (2) | | | Haemonetics Corp. | | | | | 3,972,306 | | | | | | 0.9 | | |
48,614 (2) | | | Integer Holdings Corp. | | | | | 3,946,971 | | | | | | 0.9 | | |
57,976 (2) | | | Magellan Health, Inc. | | | | | 4,802,732 | | | | | | 1.1 | | |
1,299,267 (1)(3) | | | Other Securities | | | | | 51,265,637 | | | | | | 11.5 | | |
| | | | | | | | 73,499,080 | | | | | | 16.5 | | |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials: 15.6% | | ||||||||||||
134,669 (2) | | | Air Transport Services Group, Inc. | | | | $ | 4,220,526 | | | | | | 1.0 | | |
25,848 | | | Alamo Group, Inc. | | | | | 3,565,731 | | | | | | 0.8 | | |
66,167 | | | Altra Industrial Motion Corp. | | | | | 3,667,637 | | | | | | 0.8 | | |
124,823 (2) | | | Builders FirstSource, Inc. | | | | | 5,094,027 | | | | | | 1.1 | | |
46,282 | | | Crane Co. | | | | | 3,594,260 | | | | | | 0.8 | | |
52,866 | | | EMCOR Group, Inc. | | | | | 4,835,124 | | | | | | 1.1 | | |
304,087 | | | Steelcase, Inc. | | | | | 4,120,379 | | | | | | 0.9 | | |
150,676 | | | Werner Enterprises, Inc. | | | | | 5,909,513 | | | | | | 1.3 | | |
870,864 (1)(3) | | | Other Securities | | | | | 34,673,393 | | | | | | 7.8 | | |
| | | | | | | | 69,680,590 | | | | | | 15.6 | | |
| | | Information Technology: 14.8% | | ||||||||||||
104,313 (2) | | | ACI Worldwide, Inc. | | | | | 4,008,749 | | | | | | 0.9 | | |
84,516 (2) | | | Commvault Systems, Inc. | | | | | 4,679,651 | | | | | | 1.0 | | |
94,821 | | | CSG Systems International, Inc. | | | | | 4,273,582 | | | | | | 1.0 | | |
58,451 (2) | | | Envestnet, Inc. | | | | | 4,809,933 | | | | | | 1.1 | | |
60,804 (2) | | | j2 Global, Inc. | | | | | 5,939,943 | | | | | | 1.3 | | |
101,385 (2) | | | Onto Innovation, Inc. | | | | | 4,820,857 | | | | | | 1.1 | | |
46,619 (2) | | | Plexus Corp. | | | | | 3,646,072 | | | | | | 0.8 | | |
30,258 (2) | | | Q2 Holdings, Inc. | | | | | 3,828,545 | | | | | | 0.9 | | |
45,069 (2) | | | RealPage, Inc. | | | | | 3,931,819 | | | | | | 0.9 | | |
28,889 (2) | | | Silicon Laboratories, Inc. | | | | | 3,678,725 | | | | | | 0.8 | | |
245,948 (2) | | | Viavi Solutions, Inc. | | | | | 3,683,071 | | | | | | 0.8 | | |
669,313 (1)(3) | | | Other Securities | | | | | 18,866,805 | | | | | | 4.2 | | |
| | | | | | | | 66,167,752 | | | | | | 14.8 | | |
| | | Materials: 4.2% | | ||||||||||||
97,650 | | | Avient Corp. | | | | | 3,933,342 | | | | | | 0.9 | | |
46,814 | | | Sensient Technologies Corp. | | | | | 3,453,469 | | | | | | 0.8 | | |
407,030 (1) | | | Other Securities | | | | | 11,327,631 | | | | | | 2.5 | | |
| | | | | | | | 18,714,442 | | | | | | 4.2 | | |
| | | Real Estate: 4.4% | | ||||||||||||
174,394 | | | Easterly Government Properties, Inc. | | | | | 3,950,024 | | | | | | 0.9 | | |
676,106 (1)(3) | | | Other Securities | | | | | 15,726,990 | | | | | | 3.5 | | |
| | | | | | | | 19,677,014 | | | | | | 4.4 | | |
| | | Utilities: 2.4% | | ||||||||||||
80,713 | | | Portland General Electric Co. | | | | | 3,452,095 | | | | | | 0.8 | | |
104,764 | | | Other Securities | | | | | 7,006,819 | | | | | | 1.6 | | |
| | | | | | | | 10,458,914 | | | | | | 2.4 | | |
| | | Total Common Stock (Cost $367,871,184) | | | | | 443,580,585 | | | | | | 99.5 | | |
|
Voya Small Company Portfolio | as of December 31, 2020 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| SHORT-TERM INVESTMENTS: 7.1% | | |||||||||||||||
| | | | Repurchase Agreements: 3.3% | | ||||||||||||
| 2,557,424 (4) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/31/20, 0.07%, due 01/04/21 (Repurchase Amount $2,557,444, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $2,608,572, due 01/25/21-10/15/62) | | | | $ | 2,557,424 | | | | | | 0.6 | | |
| 2,505,675 (4) | | | Citadel Securities LLC, Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $2,505,711, collateralized by various U.S. Government Securities, 0.000%-7.875%, Market Value plus accrued interest $2,555,827, due 01/31/21-05/15/49) | | | | | 2,505,675 | | | | | | 0.6 | | |
| 1,460,617 (4) | | | Deutsche Bank Securities Inc., Repurchase Agreement dated 12/31/20, 0.06%, due 01/04/21 (Repurchase Amount $1,460,627, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $1,489,829, due 01/15/21-01/01/51) | | | | | 1,460,617 | | | | | | 0.3 | | |
| 1,112,592 (4) | | | JVB Financial Group LLC, Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $1,112,608, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-7.000%, Market Value plus accrued interest $1,134,844, due 07/01/22-12/01/50) | | | | | 1,112,592 | | | | | | 0.2 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | | Repurchase Agreements (continued) | | ||||||||||||
| 1,142,558 (4) | | | Mirae Asset Securities USA Inc., Repurchase Agreement dated 12/31/20, 0.13%, due 01/04/21 (Repurchase Amount $1,142,574, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.125%, Market Value plus accrued interest $1,165,426, due 02/18/21-01/15/62) | | | | $ | 1,142,558 | | | | | | 0.2 | | |
| 3,433,153 (4) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 12/31/20, 0.08%, due 01/04/21 (Repurchase Amount $3,433,183, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.000%, Market Value plus accrued interest $3,501,816, due 01/05/21-12/20/50) | | | | | 3,433,153 | | | | | | 0.8 | | |
| 2,538,319 (4) | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/31/20, 0.16%, due 01/04/21 (Repurchase Amount $2,538,364, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $2,595,539, due 07/15/22-02/15/47) | | | | | 2,538,319 | | | | | | 0.6 | | |
| | | | Total Repurchase Agreements (Cost $14,750,338) | | | | | 14,750,338 | | | | | | 3.3 | | |
|
Voya Small Company Portfolio | as of December 31, 2020 (continued) |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Mutual Funds: 3.8% | | ||||||||||||
16,913,009 (5) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.000% (Cost $16,913,009) | | | | $ | 16,913,009 | | | | | | 3.8 | | |
| | | Total Short-Term Investments (Cost $31,663,347) | | | | | 31,663,347 | | | | | | 7.1 | | |
| | | Total Investments in Securities (Cost $399,534,531) | | | | $ | 475,243,932 | | | | | | 106.6 | | |
| | | Liabilities in Excess of Other Assets | | | | | (29,410,533) | | | | | | (6.6) | | |
| | | Net Assets | | | | $ | 445,833,399 | | | | | | 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 December 31, 2020 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 443,580,585 | | | | | $ | — | | | | | $ | — | | | | | $ | 443,580,585 | | |
Short-Term Investments | | | | | 16,913,009 | | | | | | 14,750,338 | | | | | | — | | | | | | 31,663,347 | | |
Total Investments, at fair value | | | | $ | 460,493,594 | | | | | $ | 14,750,338 | | | | | $ | — | | | | | $ | 475,243,932 | | |
| Gross Unrealized Appreciation | | | | $ | 82,482,318 | | |
| Gross Unrealized Depreciation | | | | | (15,884,481) | | |
| Net Unrealized Appreciation | | | | $ | 66,597,837 | | |
Portfolio Name | | | Type | | | Per Share Amount | | | | |||||||
Voya Balanced Portfolio | | | | |||||||||||||
Class I | | | NII | | | | $ | 0.3638 | | | | | ||||
Class S | | | NII | | | | $ | 0.3230 | | | | | ||||
All Classes | | | STCG | | | | $ | 0.2252 | | | | | ||||
All Classes | | | LTCG | | | | $ | 0.2026 | | | | | ||||
Voya Global High Dividend Low Volatility Portfolio | | | | |||||||||||||
Class ADV | | | NII | | | | $ | 0.1893 | | | | | ||||
Class I | | | NII | | | | $ | 0.2388 | | | | | ||||
Class S | | | NII | | | | $ | 0.2138 | | | | | ||||
Class S2 | | | NII | | | | $ | 0.2007 | | | | | ||||
Class T | | | NII | | | | $ | 0.1782 | | | | | ||||
All Classes | | | ROC | | | | $ | 0.0053 | | | | | ||||
Voya Government Money Market Portfolio | | | | |||||||||||||
Class I | | | NII | | | | $ | 0.0025 | | | | | ||||
Class S | | | NII | | | | $ | — | | | | | ||||
All Classes | | | STCG | | | | $ | 0.0004 | | | | | ||||
Voya Growth and Income Portfolio | | | | | | | | |||||||||
Class ADV | | | NII | | | | $ | 0.2636 | | | | | ||||
Class I | | | NII | | | | $ | 0.3925 | | | | |
Portfolio Name | | | Type | | | Per Share Amount | | |||
Voya Growth and Income Portfolio (continued) | | |||||||||
Class S | | | NII | | | | $ | 0.3206 | | |
Class S2 | | | NII | | | | $ | 0.2934 | | |
All Classes | | | LTCG | | | | $ | 2.8590 | | |
Voya Intermediate Bond Portfolio | | | ||||||||
Class ADV | | | NII | | | | $ | 0.3832 | | |
Class I | | | NII | | | | $ | 0.4543 | | |
Class S | | | NII | | | | $ | 0.4180 | | |
Class S2 | | | NII | | | | $ | 0.3964 | | |
All Classes | | | STCG | | | | $ | 0.1868 | | |
All Classes | | | LTCG | | | | $ | 0.1143 | | |
Voya Small Company Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.0076 | | |
Class I | | | NII | | | | $ | 0.0890 | | |
Class R6 | | | NII | | | | $ | 0.0890 | | |
Class S | | | NII | | | | $ | 0.0450 | | |
All Classes | | | STCG | | | | $ | 0.0844 | | |
All Classes | | | LTCG | | | �� | $ | 0.1813 | | |
| Voya Balanced Portfolio | | | | | 16.17% | | |
| Voya Global High Dividend Low Volatility Portfolio | | | | | 73.54% | | |
| Voya Growth and Income Portfolio | | | | | 100.00% | | |
| Voya Small Company Portfolio | | | | | 100.00% | | |
| Voya Balanced Portfolio | | | | $ | 4,676,228 | | |
| Voya Growth and Income Portfolio | | | | $ | 289,550,563 | | |
| Voya Intermediate Bond Portfolio | | | | $ | 29,891,272 | | |
| Voya Small Company Portfolio | | | | $ | 4,804,582 | | |
Name, Address and Age | | | Position(s) Held with the Company/ Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | | | Number of funds in Fund Complex Overseen by Director/ Trustee(2) | | | Other Board Positions Held by Director/Trustee | |
Independent Directors/Trustees: | | |||||||||||||||
Colleen D. Baldwin 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 60 | | | Director/ Trustee Chairperson | | | May 2013 – Present January 2020 –Present | | | President, Glantuam Partners, LLC, a business consulting firm (January 2009 – Present). | | | 133 | | | Dentaquest (February 2014 – Present); RSR Partners, Inc. (2016 – Present). | |
John V. Boyer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 67 | | | Director/Trustee | | | May 2013 – Present | | | Retired. Formerly, President and Chief Executive Officer, Bechtler Arts Foundation, an arts and education foundation (January 2008 – December 2019). | | | 133 | | | None. | |
Patricia W. Chadwick 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 72 | | | Director/Trustee | | | May 2013 – Present | | | Consultant and President, Ravengate Partners LLC, a consulting firm that provides advice regarding financial markets and the global economy (January 2000 – Present). | | | 133 | | | Wisconsin Energy Corporation (June 2006 – Present); The Royce Funds (22 funds) (December 2009 – Present); and AMICA Mutual Insurance Company (1992 – Present). | |
Martin J. Gavin 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, AZ 85258 Age: 70 | | | Director/Trustee | | | August 2015 – Present | | | Retired. Formerly, President and Chief Executive Officer, Connecticut Children’s Medical Center (May 2006 – November 2015). | | | 133 | | | None. | |
Joseph E. Obermeyer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 63 | | | Director/Trustee | | | January 2003 – Present | | | President, Obermeyer & Associates, Inc., a provider of financial and economic consulting services (November 1999 – Present). | | | 133 | | | None. | |
Sheryl K. Pressler 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 70 | | | Director/Trustee | | | May 2013 – Present | | | Consultant (May 2001 – Present). | | | 133 | | | None. | |
Christopher P. Sullivan 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 67 | | | Director/Trustee | | | October 2015 – Present | | | Retired. | | | 133 | | | None. | |
Name, Address and Age | | | Position(s) Held with the Company/ Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | | | Number of funds in Fund Complex Overseen by Director/ Trustee(2) | | | Other Board Positions Held by Director/Trustee | |
Director/Trustee who is an “interested person”: | | |||||||||||||||
Dina Santoro 230 Park Avenue New York, New York 10169 Age: 47 | | | Director/Trustee | | | July 2018 – Present | | | President, Voya Investments, LLC and Voya Capital, LLC (March 2018 – Present); Senior Vice President, Voya Investments Distributor, LLC (April 2018 – Present); Senior Managing Director, Head of Product and Marketing Strategy, Voya Investment Management (September 2017 – Present). Formerly, Managing Director, Quantitative Management Associates, LLC (January 2004 – August 2017). | | | 133 | | | Voya Investments, LLC, Voya Capital, LLC, and Voya Funds Services, LLC (March 2018 – Present); Voya Investments Distributor, LLC (April 2018 – Present). | |
Name, Address and Age | | | Position(s) Held With the Company/ Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | |
Michael Bell One Orange Way Windsor, Connecticut 06095 Age: 52 | | | Chief Executive Officer | | | March 2018 – Present | | | Chief Executive Officer and Director, Voya Investments, LLC, Voya Capital, LLC, and Voya Funds Services, LLC (March 2018 – Present); Senior Vice President and Chief Financial Officer, Voya Investments Distributor, LLC (September 2019 – Present); Chief Financial Officer, Voya Investment Management (September 2014 – Present). Formerly, Senior Vice President, Chief Financial Officer and Treasurer, Voya Investments, LLC (November 2015 – March 2018). | |
Dina Santoro 230 Park Avenue New York, New York 10169 Age: 47 | | | President | | | March 2018 – Present | | | President and Director, Voya Investments, LLC and Voya Capital, LLC (March 2018-Present); Director, Voya Funds Services, LLC (March 2018-Present); Director and Senior Vice President, Voya Investments Distributor, LLC (April 2018 – Present); Senior Managing Director, Head of Product and Marketing Strategy, Voya Investment Management (September 2017 – Present). Formerly, Managing Director, Quantitative Management Associates, LLC (January 2004 – August 2017). | |
Jonathan Nash 230 Park Avenue New York, New York 10169 Age: 53 | | | Executive Vice President Chief Investment Risk Officer | | | March 2020 – Present March 2020 – Present | | | Senior Vice President, Investment Risk Management, Voya Investment Management (March 2017 – Present); Formerly, Consultant, DA Capital LLC (January 2016 — March 2017); Managing Director, Enterprise Risk, American International Group (AIG) (September 2014 – March 2015). | |
James M. Fink 5780 Powers Ferry Road NW Atlanta, Georgia 30327 Age: 62 | | | Executive Vice President | | | March 2018 – Present | | | Managing Director, Voya Investments, LLC, Voya Capital, LLC, and Voya Funds Services, LLC (March 2018 – Present); Senior Vice President, Voya Investments Distributor, LLC (April 2018 – Present); Chief Administrative Officer, Voya Investment Management (September 2017 – Present). Formerly, Managing Director, Operations, Voya Investment Management (March 1999 – September 2017). | |
Kevin M. Gleason 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 54 | | | Chief Compliance Officer | | | February 2012 – Present | | | Senior Vice President, Voya Investment Management and Chief Compliance Officer, Voya Family of Funds (February 2012 – Present). | |
Todd Modic 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 53 | | | Senior Vice President, Chief/Principal Financial Officer and Assistant Secretary | | | March 2005 – Present | | | President, Voya Funds Services, LLC (March 2018 – Present) and Senior Vice President, Voya Investments, LLC (April 2005 – Present). | |
Kimberly A. Anderson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 56 | | | Senior Vice President | | | December 2003 – Present | | | Senior Vice President, Voya Investments, LLC (September 2003 – Present). | |
Micheline S. Faver 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 43 | | | Senior Vice President | | | September 2020 – Present | | | Vice President, Head of Fund Compliance and Chief Compliance Officer, Voya Investments, LLC (June 2016 – Present). Formerly, Vice President, Mutual Fund Compliance (March 2014 – June 2016). | |
Robert Terris 5780 Powers Ferry Road NW Atlanta, Georgia 30327 Age: 50 | | | Senior Vice President | | | June 2006 – Present | | | Senior Vice President, Voya Investments Distributor, LLC (April 2018 – Present); Senior Vice President, Head of Investment Services, Voya Investments, LLC (April 2018 – Present) and Voya Funds Services, LLC (March 2006 – Present). Formerly, Senior Vice President, Head of Division Operations, Voya Investments, LLC (October 2015 – April 2018). | |
Name, Address and Age | | | Position(s) Held With the Company/ Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | |
Fred Bedoya 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 48 | | | Vice President And Treasurer | | | September 2012 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (July 2012 – Present). | |
Maria M. Anderson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 62 | | | Vice President | | | September 2004 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (September 2004 – Present). | |
Sara M. Donaldson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 61 | | | Vice President | | | September 2014 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present). | |
Robyn L. Ichilov 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 53 | | | Vice President | | | March 2002 – Present | | | Vice President, Voya Funds Services, LLC (November 1995 – Present) and Voya Investments, LLC (August 1997 – Present). | |
Jason Kadavy 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 44 | | | Vice President | | | September 2012 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present) and Voya Funds Services, LLC (July 2007 – Present). | |
Andrew K. Schlueter 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 44 | | | Vice President | | | March 2018 – Present | | | Vice President, Voya Investments Distributor, LLC (April 2018 – Present); Vice President, Voya Investments, LLC and Voya Funds Services, LLC (March 2018 – Present); Vice President, Head of Mutual Fund Operations, Voya Investment Management (February 2018 – Present). Formerly, Vice President, Voya Investment Management (March 2014 – February 2018). | |
Craig Wheeler 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 51 | | | Vice President | | | May 2013 – Present | | | Vice President – Director of Tax, Voya Investments, LLC (October 2015 – Present). | |
Monia Piacenti One Orange Way Windsor, Connecticut 06095 Age: 44 | | | Anti-Money Laundering Officer | | | June 2018 – Present | | | Anti-Money Laundering Officer, Voya Investments Distributor, LLC, Voya Investment Management and Voya Investment Management Trust Co. (June 2018 – Present); Compliance Consultant, Voya Financial, Inc. (January 2019 – Present). Formerly, Senior Compliance Officer, Voya Investment Management (December 2009 – December 2018). | |
Joanne F. Osberg 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 39 | | | Secretary | | | September 2020 – Present | | | Vice President and Senior Counsel, Voya Investment Management – Mutual Fund Legal Department (September 2020 – Present). Formerly, Vice President, Counsel II, Voya Investment Management – Mutual Fund Legal Department (January 2013 – September 2020). | |
Paul A. Caldarelli 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 69 | | | Assistant Secretary | | | August 2010 – Present | | | Vice President and Senior Counsel, Voya Investment Management – Mutual Fund Legal Department (March 2010 – Present). | |
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
Ernst & Young LLP
200 Clarendon Street
Boston, Massachusetts 02116
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.
As of the end of the period covered by this report, Registrant had adopted a code of ethics, as defined in Item 2 of Form N-CSR, that applies to the Registrant’s principal executive officer and principal financial officer. There were no amendments to the Code during the period covered by the report. The Registrant did not grant any waivers, including implicit waivers, from any provisions of the Code during the period covered by this report. The code of ethics is filed herewith pursuant to Item 10(a)(1), Ex-99.CODE ETH.
Item 3. Audit Committee Financial Expert.
The Board of Trustees has determined that Colleen D. Baldwin, Martin J. Gavin, and Joseph E. Obermeyer are audit committee financial experts, as defined in Item 3 of Form N-CSR. Ms. Baldwin, Mr. Gavin, and Mr. Obermeyer are “independent” for purposes of Item 3 of Form N-CSR.
Item 4. Principal Accountant Fees and Services.
Below are the amount of fees that Ernst & Young LLP (“EY”), the Funds’ current Independent Registered Public Accounting Firm, billed to the Funds during the Funds’ fiscal year ended December 31, 2020 and the amount of fees that KPMG LLP (“KPMG”), the Funds’ prior Independent Registered Public Accounting Firm, billed to the Funds during the Funds’ fiscal year ended December 31, 2019.
(a) | Audit Fees(1): The aggregate fees billed for each of the last two fiscal years for professional services rendered by EY and KPMG, the principal accountant for each respective audit of the registrant’s annual financial statements or services that are normally provided by the accountant in connection with statutory and regulatory filings or engagements for those fiscal years were $9,471 for the year ended December 31, 2020 and $8,770 for the year ended December 31, 2019. |
(b) | Audit-Related Fees: The aggregate fees billed in each of the last two fiscal years for assurance and related services by EY and KPMG that are reasonably related to the performance of each respective audit of the registrant’s financial statements and are not reported under paragraph (a) of this Item were $0 for the year ended December 31, 2020 and $0 for the year ended December 31, 2019. |
(c) | Tax Fees(2): The aggregate fees billed in each of the last two fiscal years for professional services rendered by EY and KPMG, for tax compliance, tax advice, and tax planning were $1,325 for the year ended December 31, 2020 and $8,125 for the year ended December 31, 2019. Such services included review of excise distribution calculations (if applicable), preparation of the Funds’ federal, state, and excise tax returns, tax services related to mergers and routine consulting. |
(d) | All Other Fees(3): The aggregate fees billed in each of the last two fiscal years for products and services provided by EY and KPMG, other than the services reported in paragraphs (a) through (c) of this Item were $0 for the year ended December 31, 2020 and $165 for the year ended December 31, 2019. |
(1) For the year ended December 31, 2020, KPMG billed $0 for Audit Fees.
(2) For the year ended December 31, 2020, KPMG billed $717 for Tax Fees.
(3) For the year ended December 31, 2020, KPMG billed $0 for All Other Fees.
(e)(1) | Audit Committee Pre-Approval Policies and Procedures |
Appendix A
AUDIT AND NON-AUDIT SERVICES
PRE-APPROVAL POLICY
I. Statement of Principles
Under the Sarbanes-Oxley Act of 2002 (the “Act”), the Audit Committee of the Board of Directors or Trustees (the “Committee”) of the Voya funds (each a “Fund,” collectively, the “Funds”) set out on Exhibit A to this Audit and Non-Audit Services Pre-Approval Policy (“Policy”) is responsible for the oversight of the work of the Funds’ independent auditors. As part of its responsibilities, the Committee must pre-approve the audit and non-audit services performed by the auditors in order to assure that the provision of these services does not impair the auditors’ independence from the Funds. The Committee has adopted, and the Board has ratified, this Policy, which sets out the procedures and conditions under which the services of the independent auditors may be pre-approved.
Under Securities and Exchange Commission (“SEC”) rules promulgated in accordance with the Act, the Funds may establish two different approaches to pre-approving audit and non-audit services. The Committee may approve services without consideration of specific case-by-case services (“general pre-approval”) or it may pre-approve specific services (“specific pre-approval”). The Committee believes that the combination of these approaches contemplated in this Policy results in an effective and efficient method for pre-approving audit and non-audit services to be performed by the Funds’ independent auditors. Under this Policy, services that are not of a type that may receive general pre-approval require specific pre-approval by the Committee. Any proposed services that exceed pre-approved cost levels or budgeted amounts will also require the Committee’s specific pre-approval.
For both types of approval, the Committee considers whether the subject services are consistent with the SEC’s rules on auditor independence and that such services are compatible with maintaining the auditors independence. The Committee also considers whether a particular audit firm is in the best position to provide effective and efficient services to the Funds. Reasons that the auditors are in the best position include the auditors’ familiarity with the Funds’ business, personnel, culture, accounting systems, risk profile, and other factors, and whether the services will enhance the Funds’ ability to manage and control risk or improve audit quality. Such factors will be considered as a whole, with no one factor being determinative.
The appendices attached to this Policy describe the audit, audit-related, tax-related, and other services that have the Committee’s general pre-approval. For any service that has been approved through general pre-approval, the general pre-approval will remain in place for a period 12 months from the date of pre-approval, unless the Committee determines that a different period is appropriate. The Committee will annually review and pre-approve the services that may be provided by the independent auditors without specific pre-approval. The Committee will revise the list of services subject to general pre-approval as appropriate. This Policy does not serve as a delegation to Fund management of the Committee’s duty to pre-approve services performed by the Funds’ independent auditors.
II. Audit Services
The annual audit services engagement terms and fees are subject to the Committee’s specific pre-approval. Audit services are those services that are normally provided by auditors in connection with statutory and regulatory filings or engagements or those that generally only independent auditors can reasonably provide. They include the Funds’ annual financial statement audit and procedures that the independent auditors must perform in order to form an opinion on the Funds’ financial statements (e.g., information systems and procedural reviews and testing). The Committee will monitor the audit services engagement and approve any changes in terms, conditions or fees deemed by the Committee to be necessary or appropriate.
The Committee may grant general pre-approval to other audit services, such as statutory audits and services associated with SEC registration statements, periodic reports and other documents filed with the SEC or issued in connection with securities offerings.
The Committee has pre-approved the audit services listed on Appendix A. The Committee must specifically approve all audit services not listed on Appendix A.
III. Audit-related Services
Audit-related services are assurance and related services that are reasonably related to the performance of the audit or the review of the Funds’ financial statements or are traditionally performed by the independent auditors. The Committee believes that the provision of audit-related services will not impair the independent auditors’ independence, and therefore may grant pre-approval to audit-related services. Audit-related services include accounting consultations related to accounting, financial reporting or disclosure matters not classified as “audit services;” assistance with understanding and implementing new accounting and financial reporting guidance from rulemaking authorities; agreed-upon or expanded audit procedures relating to accounting and/or billing records required to respond to or comply with financial, accounting or regulatory reporting matters; and assistance with internal control reporting requirements under Form N-SAR or Form N-CSR.
The Committee has pre-approved the audit-related services listed on Appendix B. The Committee must specifically approve all audit-related services not listed on Appendix B.
IV. Tax Services
The Committee believes the independent auditors can provide tax services to the Funds, including tax compliance, tax planning, and tax advice, without compromising the auditors’ independence. Therefore, the Committee may grant general pre-approval with respect to tax services historically provided by the Funds’ independent auditors that do not, in the Committee’s view, impair auditor independence and that are consistent with the SEC’s rules on auditor independence.
The Committee will not grant pre-approval if the independent auditors initially recommends a transaction the sole business purpose of which is tax avoidance and the tax treatment of which may not be supported in the Internal Revenue Code and related regulations. The Committee may consult outside counsel to determine that tax planning and reporting positions are consistent with this Policy.
The Committee has pre-approved the tax-related services listed on Appendix C. The Committee must specifically approve all tax-related services not listed on Appendix C.
V. Other Services
The Committee believes it may grant approval of non-audit services that are permissible services for independent auditors to a Fund. The Committee has determined to grant general pre-approval to other services that it believes are routine and recurring, do not impair auditor independence, and are consistent with SEC rules on auditor independence.
The Committee has pre-approved the non-audit services listed on Appendix D. The Committee must specifically approve all non-audit services not listed on Appendix D.
A list of the SEC’s prohibited non-audit services is attached to this Policy as Appendix E. The SEC’s rules and relevant guidance should be consulted to determine the precise definitions of these impermissible services and the applicability of exceptions to certain of the SEC’s prohibitions.
VI. Pre-approval of Fee levels and Budgeted Amounts
The Committee will annually establish pre-approval fee levels or budgeted amounts for audit, audit-related, tax and non-audit services to be provided to the Funds by the independent auditors. Any proposed services exceeding these levels or amounts require the Committee’s specific pre-approval. The Committee considers fees for audit and non-audit services when deciding whether to pre-approve services. The Committee may determine, for a pre-approval period of 12 months, the appropriate ratio between the total amount of fees for the Fund’s audit, audit-related, and tax services (including fees for services provided to Fund affiliates that are subject to pre-approval), and the total amount of fees for certain permissible non-audit services for the Fund classified as other services (including any such services provided to Fund affiliates that are subject to pre-approval).
VII. Procedures
Requests or applications for services to be provided by the independent auditors will be submitted to management. If management determines that the services do not fall within those services generally pre-approved by the Committee and set out in the appendices to these procedures, management will submit the services to the Committee or its delagee. Any such submission will include a detailed description of the services to be rendered. Notwithstanding this paragraph, the Committee will, on a quarterly basis, receive from the independent auditors a list of services provided for the previous calendar quarter on a cumulative basis by the auditors during the Pre-Approval Period.
VIII. Delegation
The Committee may delegate pre-approval authority to one or more of the Committee’s members. Any member or members to whom such pre-approval authority is delegated must report any pre-approval decisions, including any pre-approved services, to the Committee at its next scheduled meeting. The Committee will identify any member to whom pre-approval authority is delegated in writing. The member will retain such authority for a period of 12 months from the date of pre-approval unless the Committee determines that a different period is appropriate. The period of delegated authority may be terminated by the Committee or at the option of the member.
IX. Additional Requirements
The Committee will take any measures the Committee deems necessary or appropriate to oversee the work of the independent auditors and to assure the auditors’ independence from the Funds. This may include reviewing a formal written statement from the independent auditors delineating all relationships between the auditors and the Funds, consistent with Independence Standards Board No. 1, and discussing with the auditors their methods and procedures for ensuring independence.
Last Approved: November 21, 2019
Appendix A
Pre-Approved Audit Services for the Pre-Approval Period January 1, 2020 through December 31, 2020
Service | ||
The Fund(s) | Fee Range | |
Statutory audits or financial audits (including tax services associated with audit services) | √ | As presented to Audit Committee1 |
Services associated with SEC registration statements, periodic reports and other documents filed with the SEC or other documents issued in connection with securities offerings (e.g., consents), and assistance in responding to SEC comment letters. | √ | Not to exceed $9,750 per filing |
Consultations by Fund management with respect to accounting or disclosure treatment of transactions or events and/or the actual or potential effect of final or proposed rules, standards or interpretations by the SEC, Financial Accounting Standards Board, or other regulatory or standard setting bodies. | √ | Not to exceed $8,000 during the Pre-Approval Period |
Seed capital audit and related review and issuance of consent on the N-2 registration statement | √ | Not to exceed $14,750 per audit |
Audit of summary portfolio of investments | √ | Not to exceed $750 per fund |
1 | For new Funds launched during the Pre-Approval Period, the fee ranges pre-approved will be the same as those for existing Funds, pro-rated in accordance with inception dates as provided in the auditors’ Proposal or any Engagement Letter covering the period at issue. Fees in the Engagement Letter will be controlling. |
Appendix B
Pre-Approved Audit-Related Services for the Pre-Approval Period January 1, 2020 through December 31, 2020
Service | |||
The Fund(s) | Fund Affiliates | Fee Range | |
Services related to Fund mergers (Excludes tax services - See Appendix C for tax services associated with Fund mergers) | √ | √ | Not to exceed $10,000 per merger |
Consultations by Fund management with respect to accounting or disclosure treatment of transactions or events and/or the actual or potential effect of final or proposed rules, standards or interpretations by the SEC, Financial Accounting Standards Board, or other regulatory or standard setting bodies. [Note: Under SEC rules some consultations may be “audit” services and others may be “audit-related” services.] | √ | Not to exceed $5,000 per occurrence during the Pre-Approval Period | |
Review of the Funds’ semi-annual and quarterly financial statements | √ | Not to exceed $2,700 per set of financial statements per fund | |
Reports to regulatory or government agencies related to the annual engagement | √ | Up to $5,000 per occurrence during the Pre-Approval Period | |
Regulatory compliance assistance | √ | √ | Not to exceed $5,000 per quarter |
Training courses | √ | Not to exceed $5,000 per course | |
For Prime Rate Trust, agreed upon procedures for quarterly reports to rating agencies | √ | Not to exceed $9,450 per quarter |
Appendix C
Pre-Approved Tax Services for the Pre-Approval Period January 1, 2020 through December 31, 2020
Service | |||
The Fund(s) | Fund Affiliates | Fee Range | |
Preparation of federal and state income tax returns and federal excise tax returns for the Funds including assistance and review with excise tax distributions | √ | As presented to Audit Committee2 | |
Review of IRC Sections 851(b) and 817(h) diversification testing on a real-time basis | √ | As presented to Audit Committee2 | |
Tax assistance and advice regarding statutory, regulatory or administrative developments | √ | √ | Not to exceed $5,000 for the Funds or for the Funds’ investment adviser during the Pre-Approval Period |
2 | For new Funds launched during the Pre-Approval Period, the fee ranges pre-approved will be the same as those for existing Funds, pro-rated in accordance with inception dates as provided in the auditors’ Proposal or any Engagement Letter covering the period at issue. Fees in the Engagement Letter will be controlling. |
Appendix C, continued
Pre-Approved Tax Services for the Pre-Approval Period January 1, 2020 through December 31, 2020
Service | |||
The Fund(s) | Fund Affiliates | Fee Range | |
Tax and technology training sessions | √ | Not to exceed $5,000 per course during the Pre-Approval Period | |
Tax services associated with Fund mergers | √ | √ | Not to exceed $4,000 per fund per merger during the Pre-Approval Period |
Other tax-related assistance and consultation, including, without limitation, assistance in evaluating derivative financial instruments and international tax issues, qualification and distribution issues, year-end reporting for 1099’s, tax compliance services in foreign jurisdictions and similar routine tax consultations as requested. | √ | Not to exceed $300,000 during the Pre-Approval Period |
Appendix D
Pre-Approved Other Services for the Pre-Approval Period January 1, 2020 through December 31, 2020
Service | |||
The Fund(s) | Fund Affiliates | Fee Range | |
Agreed-upon procedures for Class B share 12b-1 programs | √ | Not to exceed $60,000 during the Pre-Approval Period | |
Security counts performed pursuant to Rule 17f-2 of the 1940 Act (i.e., counts for Funds holding securities with affiliated sub-custodians)
Cost to be borne 50% by the Funds and 50% by Voya Investments, LLC.
| √
| √
| Not to exceed $5,700 per Fund during the Pre-Approval Period |
Agreed upon procedures for 15 (c) FACT Books | √ | Not to exceed $50,000 during the Pre-Approval Period |
Appendix E
Prohibited Non-Audit Services
Dated: January 1, 2020 to December 31, 2020
· | Bookkeeping or other services related to the accounting records or financial statements of the Funds |
· | Financial information systems design and implementation |
· | Appraisal or valuation services, fairness opinions, or contribution-in-kind reports |
· | Actuarial services |
· | Internal audit outsourcing services |
· | Management functions |
· | Human resources |
· | Broker-dealer, investment adviser, or investment banking services |
· | Legal services |
· | Expert services unrelated to the audit |
· | Any other service that the Public Company Accounting Oversight Board determines, by regulation, is impermissible |
EXHIBIT A
VOYA ASIA PACIFIC HIGH DIVIDEND EQUITY INCOME FUND
VOYA BALANCED PORTFOLIO, INC.
VOYA EMERGING MARKETS HIGH DIVIDEND EQUITY FUND
VOYA EQUITY TRUST
VOYA FUNDS TRUST
VOYA GLOBAL ADVANTAGE AND PREMIUM OPPORTUNITY FUND
VOYA GLOBAL EQUITY DIVIDEND AND PREMIUM OPPORTUNITY FUND
VOYA INFRASTRUCTURE, INDUSTRIALS, AND MATERIALS FUND
VOYA INTERMEDIATE BOND PORTFOLIO
VOYA INTERNATIONAL HIGH DIVIDEND EQUITY INCOME FUND
VOYA INVESTORS TRUST
VOYA GOVERNMENT MONEY MARKET PORTFOLIO
VOYA MUTUAL FUNDS
VOYA PARTNERS, INC.
VOYA NATURAL RESOURCES EQUITY INCOME FUND
VOYA SENIOR INCOME FUND
VOYA SEPARATE PORTFOLIOS TRUST
VOYA STRATEGIC ALLOCATIONS PORTFOLIOS, INC.
VOYA VARIABLE FUNDS
VOYA VARIABLE INSURANCE TRUST
VOYA VARIABLE PORTFOLIOS INC,
VOYA VARIABLE PRODUCTS TRUST
(e)(2) | Percentage of services referred to in 4(b) – (4)(d) that were approved by the audit committee |
100% of the services were approved by the audit committee.
(f) | Percentage of hours expended attributable to work performed by other than full time employees of EY if greater than 50% |
Not applicable.
(g) | Non-Audit Fees: The following table presents (i) the aggregate non-audit fees (i.e., fees for audit-related, tax, and other services) billed to each Registrant by the independent registered public accounting firm for each Registrant’s fiscal years ended December 31, 2020 and December 31, 2019; and (ii) the aggregate non-audit fees billed to the investment adviser, or any of its affiliates that provide ongoing services to the registrant, by the independent registered public accounting firm for the same time periods. |
Registrant/Investment Adviser | 2020 (1) | 2019 | |||||||
Voya Government Money Market Portfolio | $ | 1,325 | $ | 8,290 | |||||
Voya Investments, LLC (2) | $ | 14,804,511 | $ | 107,750 |
(1) For the year ended December 31, 2020, KPMG billed the Registrant $717 for Non-Audit Fees.
(2) Each Registrant’s investment adviser and any of its affiliates, which are subsidiaries of Voya Financial, Inc.
(h) | Principal Accountants Independence: The Registrant’s Audit committee has considered whether the provision of non-audit services that were rendered to the registrant’s investment adviser and any entity controlling, controlled by, or under common control with the investment adviser that provides ongoing services to the registrant that were not pre-approved pursuant to Rule 2-01(c)(7)(ii) of Regulation S-X is compatible with maintaining EY’s independence. |
Item 5. Audit Committee of Listed Registrants.
Not applicable.
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 pursuant to Item 2 of Form N-CSR is filed and attached hereto as EX-99.CODE ETH. |
(a)(3) | Not applicable. |
(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 Government Money Market Portfolio
By | /s/ Michael Bell | |
Michael Bell | ||
Chief Executive Officer |
Date: March 10, 2021
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: March 10, 2021
By | /s/ Todd Modic | |
Todd Modic | ||
Senior Vice President and Chief Financial Officer |
Date: March 10, 2021