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: January 1, 2021 to June 30, 2021
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 semi-annual report, are not sent by mail, unless you specifically request paper copies of the reports. Instead, the reports will be made available on a website and you will be notified by mail each time a report is posted and provided with a website link to access the report. | | |
| | If you already elected to receive shareholder reports electronically, you need not take any action. You may elect to receive shareholder reports and other communications from your insurance carrier electronically by contacting them directly. | | |
| | You may elect to receive all future reports in paper free of charge. If you received this document in the mail, please follow the instructions provided to elect to continue receiving paper copies of your shareholder reports. You can inform us that you wish to continue receiving paper copies by calling 1-866-345-5954. Your election to receive reports in paper will apply to all the funds in which you invest. | | |
| | This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the funds’ investment objectives, risks, charges, expenses and other information. This information should be read carefully. | | |
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President
Voya Family of Funds
July 22, 2021
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value January 1, 2021 | | | Ending Account Value June 30, 2021 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2021* | | | Beginning Account Value January 1, 2021 | | | Ending Account Value June 30, 2021 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2021* | | ||||||||||||||||||||||||
Voya Balanced Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,095.70 | | | | | | 0.69% | | | | | $ | 3.59 | | | | | $ | 1,000.00 | | | | | $ | 1,021.37 | | | | | | 0.69% | | | | | $ | 3.46 | | |
Class S | | | | | 1,000.00 | | | | | | 1,093.70 | | | | | | 0.94 | | | | | | 4.88 | | | | | | 1,000.00 | | | | | | 1,020.13 | | | | | | 0.94 | | | | | | 4.71 | | |
Voya Global High Dividend Low Volatility Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,123.00 | | | | | | 1.10% | | | | | $ | 5.79 | | | | | $ | 1,000.00 | | | | | $ | 1,019.34 | | | | | | 1.10% | | | | | $ | 5.51 | | |
Class I | | | | | 1,000.00 | | | | | | 1,125.50 | | | | | | 0.60 | | | | | | 3.16 | | | | | | 1,000.00 | | | | | | 1,021.82 | | | | | | 0.60 | | | | | | 3.01 | | |
Class S | | | | | 1,000.00 | | | | | | 1,124.30 | | | | | | 0.85 | | | | | | 4.48 | | | | | | 1,000.00 | | | | | | 1,020.58 | | | | | | 0.85 | | | | | | 4.26 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,123.60 | | | | | | 1.00 | | | | | | 5.27 | | | | | | 1,000.00 | | | | | | 1,019.84 | | | | | | 1.00 | | | | | | 5.01 | | |
Class T | | | | | 1,000.00 | | | | | | 1,122.60 | | | | | | 1.20 | | | | | | 6.32 | | | | | | 1,000.00 | | | | | | 1,018.84 | | | | | | 1.20 | | | | | | 6.01 | | |
Voya Government Money Market Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,000.20 | | | | | | 0.05% | | | | | $ | 0.25 | | | | | $ | 1,000.00 | | | | | $ | 1,024.55 | | | | | | 0.05% | | | | | $ | 0.25 | | |
Class S | | | | | 1,000.00 | | | | | | 1,000.10 | | | | | | 0.05 | | | | | | 0.25 | | | | | | 1,000.00 | | | | | | 1,024.55 | | | | | | 0.05 | | | | | | 0.25 | | |
Voya Growth and Income Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,170.30 | | | | | | 1.07% | | | | | $ | 5.76 | | | | | $ | 1,000.00 | | | | | $ | 1,019.49 | | | | | | 1.07% | | | | | $ | 5.36 | | |
Class I | | | | | 1,000.00 | | | | | | 1,172.90 | | | | | | 0.62 | | | | | | 3.34 | | | | | | 1,000.00 | | | | | | 1,021.72 | | | | | | 0.62 | | | | | | 3.11 | | |
Class S | | | | | 1,000.00 | | | | | | 1,171.90 | | | | | | 0.87 | | | | | | 4.69 | | | | | | 1,000.00 | | | | | | 1,020.48 | | | | | | 0.87 | | | | | | 4.36 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,170.70 | | | | | | 1.02 | | | | | | 5.49 | | | | | | 1,000.00 | | | | | | 1,019.74 | | | | | | 1.02 | | | | | | 5.11 | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value January 1, 2021 | | | Ending Account Value June 30, 2021 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2021* | | | Beginning Account Value January 1, 2021 | | | Ending Account Value June 30, 2021 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2021* | | ||||||||||||||||||||||||
Voya Intermediate Bond Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 989.50 | | | | | | 1.03% | | | | | $ | 5.08 | | | | | $ | 1,000.00 | | | | | $ | 1,019.69 | | | | | | 1.03% | | | | | $ | 5.16 | | |
Class I | | | | | 1,000.00 | | | | | | 992.20 | | | | | | 0.53 | | | | | | 2.62 | | | | | | 1,000.00 | | | | | | 1,022.17 | | | | | | 0.53 | | | | | | 2.66 | | |
Class S | | | | | 1,000.00 | | | | | | 990.80 | | | | | | 0.78 | | | | | | 3.85 | | | | | | 1,000.00 | | | | | | 1,020.93 | | | | | | 0.78 | | | | | | 3.91 | | |
Class S2 | | | | | 1,000.00 | | | | | | 990.00 | | | | | | 0.93 | | | | | | 4.59 | | | | | | 1,000.00 | | | | | | 1,020.18 | | | | | | 0.93 | | | | | | 4.66 | | |
Voya Small Company Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,137.80 | | | | | | 1.40% | | | | | $ | 7.42 | | | | | $ | 1,000.00 | | | | | $ | 1,017.85 | | | | | | 1.40% | | | | | $ | 7.00 | | |
Class I | | | | | 1,000.00 | | | | | | 1,140.60 | | | | | | 0.90 | | | | | | 4.78 | | | | | | 1,000.00 | | | | | | 1,020.33 | | | | | | 0.90 | | | | | | 4.51 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,140.70 | | | | | | 0.88 | | | | | | 4.67 | | | | | | 1,000.00 | | | | | | 1,020.43 | | | | | | 0.88 | | | | | | 4.41 | | |
Class S | | | | | 1,000.00 | | | | | | 1,139.10 | | | | | | 1.15 | | | | | | 6.10 | | | | | | 1,000.00 | | | | | | 1,019.09 | | | | | | 1.15 | | | | | | 5.76 | | |
| | | Voya Balanced Portfolio | | | Voya Global High Dividend Low Volatility Portfolio | | | Voya Government Money Market Portfolio | | |||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 344,372,474 | | | | | $ | 639,220,870 | | | | | $ | — | | |
Investments in affiliates at fair value** | | | | | 40,775,980 | | | | | | — | | | | | | — | | |
Short-term investments at fair value† | | | | | 21,087,903 | | | | | | 9,845,917 | | | | | | — | | |
Short-term investments at amortized cost | | | | | — | | | | | | — | | | | | | 237,979,542 | | |
Repurchase agreements | | | | | — | | | | | | — | | | | | | 304,306,000 | | |
Cash | | | | | 268,183 | | | | | | 142,411 | | | | | | 639 | | |
Cash collateral for futures contracts | | | | | 151,382 | | | | | | — | | | | | | — | | |
Foreign currencies at value‡ | | | | | 20,927 | | | | | | 136,289 | | | | | | — | | |
Receivables: | | | | | | | | | | | | | | | | | | | |
Investment securities sold | | | | | 2,471,845 | | | | | | — | | | | | | 116,484,023 | | |
Investment securities sold on a delayed-delivery or when-issued basis | | | | | 1,463,394 | | | | | | — | | | | | | — | | |
Fund shares sold | | | | | 2,211,713 | | | | | | 220,454 | | | | | | 1,148,186 | | |
Dividends | | | | | 535,957 | | | | | | 1,243,992 | | | | | | 519 | | |
Interest | | | | | 370,511 | | | | | | 40 | | | | | | 9,395 | | |
Foreign tax reclaims | | | | | 145,422 | | | | | | 1,458,061 | | | | | | — | | |
Variation margin on futures contracts | | | | | 9,630 | | | | | | — | | | | | | — | | |
Unrealized appreciation on forward foreign currency contracts | | | | | 15,080 | | | | | | — | | | | | | — | | |
Prepaid expenses | | | | | 103 | | | | | | 169 | | | | | | 155 | | |
Reimbursement due from Investment Adviser | | | | | 17,826 | | | | | | 25,664 | | | | | | 177,910 | | |
Other assets | | | | | 57,539 | | | | | | 62,808 | | | | | | 141,965 | | |
Total assets | | | | | 413,975,869 | | | | | | 652,356,675 | | | | | | 660,248,334 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | |
Payable for investment securities purchased | | | | | 1,219,872 | | | | | | — | | | | | | 157,955,392 | | |
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | 4,933,704 | | | | | | — | | | | | | — | | |
Payable for fund shares redeemed | | | | | 2,633,964 | | | | | | 713,482 | | | | | | 54,116 | | |
Payable upon receipt of securities loaned | | | | | 15,838,444 | | | | | | 8,938,917 | | | | | | — | | |
Unrealized depreciation on forward foreign currency contracts | | | | | 5,097 | | | | | | — | | | | | | — | | |
Payable for investment management fees | | | | | 191,675 | | | | | | 294,908 | | | | | | 126,851 | | |
Payable for distribution and shareholder service fees | | | | | 602 | | | | | | 108,065 | | | | | | 6 | | |
Payable for directors/trustees fees | | | | | 1,908 | | | | | | 3,148 | | | | | | 2,673 | | |
Payable to directors/trustees under the deferred compensation plan (Note 6) | | | | | 57,539 | | | | | | 62,808 | | | | | | 141,965 | | |
Other accrued expenses and liabilities | | | | | 116,783 | | | | | | 139,697 | | | | | | 168,139 | | |
Written options, at fair value^ | | | | | 23,518 | | | | | | — | | | | | | — | | |
Total liabilities | | | | | 25,023,106 | | | | | | 10,261,025 | | | | | | 158,449,142 | | |
NET ASSETS | | | | $ | 388,952,763 | | | | | $ | 642,095,650 | | | | | $ | 501,799,192 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 301,906,574 | | | | | $ | 564,077,362 | | | | | $ | 501,870,977 | | |
Total distributable earnings (loss) | | | | | 87,046,189 | | | | | | 78,018,288 | | | | | | (71,785) | | |
NET ASSETS | | | | $ | 388,952,763 | | | | | $ | 642,095,650 | | | | | $ | 501,799,192 | | |
+ Including securities loaned at value | | | | $ | 15,472,012 | | | | | $ | 8,282,584 | | | | | $ | — | | |
* Cost of investments in securities | | | | $ | 283,277,713 | | | | | $ | 549,845,690 | | | | | $ | — | | |
** Cost of investments in affiliates | | | | $ | 38,554,702 | | | | | $ | — | | | | | $ | — | | |
† Cost of short-term investments | | | | $ | 21,088,055 | | | | | $ | 9,845,917 | | | | | $ | — | | |
‡ Cost of foreign currencies | | | | $ | 22,357 | | | | | $ | 137,156 | | | | | $ | — | | |
^ Premiums received on written options | | | | $ | 27,559 | | | | | $ | — | | | | | $ | — | | |
| | | Voya Balanced Portfolio | | | Voya Global High Dividend Low Volatility Portfolio | | | Voya Government Money Market Portfolio | | |||||||||
Class ADV | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 14,041,091 | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 1,202,442 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 11.68 | | | | | | n/a | | |
Class I | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 386,009,280 | | | | | $ | 140,495,917 | | | | | $ | 501,744,086 | | |
Shares authorized | | | | | 500,000,000 | | | | | | 100,000,000 | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 1.000 | | |
Shares outstanding | | | | | 22,164,261 | | | | | | 12,037,385 | | | | | | 501,624,094 | | |
Net asset value and redemption price per share | | | | $ | 17.42 | | | | | $ | 11.67 | | | | | $ | 1.00 | | |
Class S | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 2,943,483 | | | | | $ | 484,284,304 | | | | | $ | 55,106 | | |
Shares authorized | | | | | 500,000,000 | | | | | | 300,000,000 | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 1.000 | | |
Shares outstanding | | | | | 169,818 | | | | | | 41,320,323 | | | | | | 55,094 | | |
Net asset value and redemption price per share | | | | $ | 17.33 | | | | | $ | 11.72 | | | | | $ | 1.00 | | |
Class S2 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 392,123 | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 33,912 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 11.56 | | | | | | n/a | | |
Class T | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 2,882,215 | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 246,552 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 11.69 | | | | | | n/a | | |
| | | Voya Growth and Income Portfolio | | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | |||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 3,541,144,262 | | | | | $ | 2,573,279,304 | | | | | $ | 480,660,424 | | |
Investments in affiliates at fair value** | | | | | — | | | | | | 806,414,723 | | | | | | — | | |
Short-term investments at fair value† | | | | | 38,173,447 | | | | | | 36,767,381 | | | | | | 14,420,718 | | |
Cash | | | | | 347,159 | | | | | | 1,291,783 | | | | | | — | | |
Cash collateral for futures contracts | | | | | — | | | | | | 3,814,537 | | | | | | — | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | — | | | | | | 3,516,000 | | | | | | — | | |
Cash pledged as collateral for OTC derivatives (Note 2) | | | | | — | | | | | | 320,000 | | | | | | — | | |
Receivables: | | | | | | | | | | | | | | | | | | | |
Investment securities sold | | | | | — | | | | | | 12,552,935 | | | | | | 2,057,288 | | |
Investment securities sold on a delayed-delivery or when-issued basis | | | | | — | | | | | | 51,189,750 | | | | | | — | | |
Fund shares sold | | | | | 11,462 | | | | | | 11,912,462 | | | | | | 86,753 | | |
Dividends | | | | | 4,167,973 | | | | | | 2,863,037 | | | | | | 214,269 | | |
Interest | | | | | 445 | | | | | | 13,934,562 | | | | | | 82 | | |
Foreign tax reclaims | | | | | 231,444 | | | | | | — | | | | | | 3,331 | | |
Variation margin on futures contracts | | | | | — | | | | | | 647,568 | | | | | | — | | |
Unrealized appreciation on forward foreign currency contracts | | | | | — | | | | | | 1,041,084 | | | | | | — | | |
Prepaid expenses | | | | | 891 | | | | | | 971 | | | | | | 126 | | |
Reimbursement due from Investment Adviser | | | | | — | | | | | | 121,399 | | | | | | 37,528 | | |
Other assets | | | | | 288,027 | | | | | | 406,331 | | | | | | 51,970 | | |
Total assets | | | | | 3,584,365,110 | | | | | | 3,520,073,827 | | | | | | 497,532,489 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | |
Payable for investment securities purchased | | | | | — | | | | | | 23,653,145 | | | | | | 9,044,232 | | |
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | — | | | | | | 108,912,604 | | | | | | — | | |
Payable for fund shares redeemed | | | | | 8,132,151 | | | | | | 29,915 | | | | | | 162,384 | | |
Payable upon receipt of securities loaned | | | | | 26,852,447 | | | | | | 12,313,700 | | | | | | 4,028,718 | | |
Unrealized depreciation on forward foreign currency contracts | | | | | — | | | | | | 340,811 | | | | | | — | | |
Variation margin payable on centrally cleared swaps | | | | | — | | | | | | 4,717 | | | | | | — | | |
Payable for investment management fees | | | | | 1,620,031 | | | | | | 1,381,140 | | | | | | 344,101 | | |
Payable for distribution and shareholder service fees | | | | | 466,287 | | | | | | 543,454 | | | | | | 21,625 | | |
Payable to custodian due to bank overdraft | | | | | — | | | | | | — | | | | | | 1,004,330 | | |
Payable for directors/trustees fees | | | | | 17,146 | | | | | | 17,155 | | | | | | 2,422 | | |
Payable to directors/trustees under the deferred compensation plan (Note 6) | | | | | 288,027 | | | | | | 406,331 | | | | | | 51,970 | | |
Other accrued expenses and liabilities | | | | | 425,358 | | | | | | 556,523 | | | | | | 158,774 | | |
Written options, at fair value^ | | | | | — | | | | | | 881,808 | | | | | | — | | |
Total liabilities | | | | | 37,801,447 | | | | | | 149,041,303 | | | | | | 14,818,556 | | |
NET ASSETS | | | | $ | 3,546,563,663 | | | | | $ | 3,371,032,524 | | | | | $ | 482,713,933 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 2,198,603,896 | | | | | $ | 3,322,237,028 | | | | | $ | 354,500,758 | | |
Total distributable earnings | | | | | 1,347,959,767 | | | | | | 48,795,496 | | | | | | 128,213,175 | | |
NET ASSETS | | | | $ | 3,546,563,663 | | | | | $ | 3,371,032,524 | | | | | $ | 482,713,933 | | |
+ Including securities loaned at value | | | | $ | 26,286,780 | | | | | $ | 12,044,608 | | | | | $ | 3,934,931 | | |
* Cost of investments in securities | | | | $ | 2,676,587,070 | | | | | $ | 2,486,168,251 | | | | | $ | 417,701,663 | | |
** Cost of investments in affiliates | | | | $ | — | | | | | $ | 793,908,162 | | | | | $ | — | | |
† Cost of short-term investments | | | | $ | 38,173,447 | | | | | $ | 36,767,337 | | | | | $ | 14,420,718 | | |
^ Premiums received on written options | | | | $ | — | | | | | $ | 1,070,359 | | | | | $ | — | | |
| | | Voya Growth and Income Portfolio | | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | |||||||||
Class ADV | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 970,125,603 | | | | | $ | 294,915,792 | | | | | $ | 8,325,450 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | 100,000,000 | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 29,058,974 | | | | | | 22,940,344 | | | | | | 423,278 | | |
Net asset value and redemption price per share | | | | $ | 33.38 | | | | | $ | 12.86 | | | | | $ | 19.67 | | |
Class I | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 2,058,318,520 | | | | | $ | 1,022,783,657 | | | | | $ | 372,110,545 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | 100,000,000 | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 60,229,529 | | | | | | 78,688,643 | | | | | | 17,646,504 | | |
Net asset value and redemption price per share | | | | $ | 34.17 | | | | | $ | 13.00 | | | | | $ | 21.09 | | |
Class R6 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | | n/a | | | | | $ | 15,396,679 | | |
Shares authorized | | | | | n/a | | | | | | n/a | | | | | | 100,000,000 | | |
Par value | | | | | n/a | | | | | | n/a | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | n/a | | | | | | 729,806 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | | n/a | | | | | $ | 21.10 | | |
Class S | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 517,682,572 | | | | | $ | 2,036,354,987 | | | | | $ | 86,881,259 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | 100,000,000 | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 15,473,196 | | | | | | 157,758,605 | | | | | | 4,256,843 | | |
Net asset value and redemption price per share | | | | $ | 33.46 | | | | | $ | 12.91 | | | | | $ | 20.41 | | |
Class S2 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 436,968 | | | | | $ | 16,978,088 | | | | | | n/a | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | n/a | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | | n/a | | |
Shares outstanding | | | | | 13,278 | | | | | | 1,320,424 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 32.91 | | | | | $ | 12.86 | | | | | | n/a | | |
| | | Voya Balanced Portfolio | | | Voya Global High Dividend Low Volatility Portfolio | | | Voya Government Money Market Portfolio | | |||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | |
Dividends, net of foreign taxes withheld* | | | | $ | 2,113,359 | | | | | $ | 9,952,398 | | | | | $ | 4,635 | | |
Dividends from affiliated underlying funds | | | | | 1,067,940 | | | | | | — | | | | | | — | | |
Interest | | | | | 933,977 | | | | | | 115 | | | | | | 120,467 | | |
Securities lending income, net | | | | | 37,751 | | | | | | 14,028 | | | | | | — | | |
Total investment income | | | | | 4,153,027 | | | | | | 9,966,541 | | | | | | 125,102 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 1,135,432 | | | | | | 1,729,166 | | | | | | 927,387 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | 34,585 | | | | | | — | | |
Class S | | | | | 3,561 | | | | | | 591,526 | | | | | | 64 | | |
Class S2 | | | | | — | | | | | | 746 | | | | | | — | | |
Class T | | | | | — | | | | | | 10,148 | | | | | | — | | |
Transfer agent fees: | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | 3,778 | | | | | | — | | |
Class I | | | | | 164,446 | | | | | | 36,681 | | | | | | 302,491 | | |
Class S | | | | | 1,248 | | | | | | 129,241 | | | | | | 30 | | |
Class S2 | | | | | — | | | | | | 102 | | | | | | — | | |
Class T | | | | | — | | | | | | 739 | | | | | | — | | |
Shareholder reporting expense | | | | | 16,290 | | | | | | 36,500 | | | | | | 25,340 | | |
Registration fees | | | | | — | | | | | | — | | | | | | 1,977 | | |
Professional fees | | | | | 13,394 | | | | | | 22,274 | | | | | | 17,187 | | |
Custody and accounting expense | | | | | 72,038 | | | | | | 53,576 | | | | | | 27,110 | | |
Directors/trustees fees | | | | | 7,632 | | | | | | 12,592 | | | | | | 10,694 | | |
Licensing fee (Note 7) | | | | | 9,857 | | | | | | — | | | | | | — | | |
Shareholder notification costs (Note 6) | | | | | — | | | | | | 14,148 | | | | | | — | | |
Miscellaneous expense | | | | | 8,996 | | | | | | 16,501 | | | | | | 10,918 | | |
Interest expense | | | | | 260 | | | | | | 19 | | | | | | — | | |
Total expenses | | | | | 1,433,154 | | | | | | 2,692,322 | | | | | | 1,323,198 | | |
Waived and reimbursed fees | | | | | (117,597) | | | | | | (175,758) | | | | | | (1,198,096) | | |
Net expenses | | | | | 1,315,557 | | | | | | 2,516,564 | | | | | | 125,102 | | |
Net investment income | | | | | 2,837,470 | | | | | | 7,449,977 | | | | | | — | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 22,446,311 | | | | | | 35,672,861 | | | | | | 78,056 | | |
Sale of affiliated underlying funds | | | | | 7,537 | | | | | | — | | | | | | — | | |
Forward foreign currency contracts | | | | | (38,278) | | | | | | — | | | | | | — | | |
Foreign currency related transactions | | | | | 13 | | | | | | (2,401) | | | | | | — | | |
Futures | | | | | 542,164 | | | | | | — | | | | | | — | | |
Swaps | | | | | (112,635) | | | | | | — | | | | | | — | | |
Written options | | | | | 96,446 | | | | | | — | | | | | | — | | |
Net realized gain | | | | | 22,941,558 | | | | | | 35,670,460 | | | | | | 78,056 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 8,702,707 | | | | | | 30,821,852 | | | | | | — | | |
Affiliated underlying funds | | | | | 154,421 | | | | | | — | | | | | | — | | |
Forward foreign currency contracts | | | | | 46,517 | | | | | | — | | | | | | — | | |
Foreign currency related transactions | | | | | (16,216) | | | | | | (62,648) | | | | | | — | | |
Futures | | | | | (9,397) | | | | | | — | | | | | | — | | |
Written options | | | | | (8,318) | | | | | | — | | | | | | — | | |
Net change in unrealized appreciation (depreciation) | | | | | 8,869,714 | | | | | | 30,759,204 | | | | | | — | | |
Net realized and unrealized gain | | | | | 31,811,272 | | | | | | 66,429,664 | | | | | | 78,056 | | |
Increase in net assets resulting from operations | | | | $ | 34,648,742 | | | | | $ | 73,879,641 | | | | | $ | 78,056 | | |
* Foreign taxes withheld | | | | $ | 60,943 | | | | | $ | 418,929 | | | | | $ | — | | |
| | | Voya Growth and Income Portfolio | | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | |||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | |
Dividends, net of foreign taxes withheld* | | | | $ | 25,434,985 | | | | | $ | 3,250 | | | | | $ | 2,074,935 | | |
Dividends from affiliated underlying funds | | | | | — | | | | | | 15,688,570 | | | | | | — | | |
Interest | | | | | — | | | | | | 37,029,243 | | | | | | 46 | | |
Securities lending income, net | | | | | 32,268 | | | | | | 39,962 | | | | | | 20,477 | | |
Total investment income | | | | | 25,467,253 | | | | | | 52,761,025 | | | | | | 2,095,458 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 10,203,028 | | | | | | 8,506,767 | | | | | | 2,042,422 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 2,348,991 | | | | | | 745,761 | | | | | | 19,957 | | |
Class S | | | | | 626,129 | | | | | | 2,549,978 | | | | | | 108,449 | | |
Class S2 | | | | | 805 | | | | | | 37,884 | | | | | | — | | |
Transfer agent fees: | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 191,937 | | | | | | 73,611 | | | | | | 5,212 | | |
Class I | | | | | 400,399 | | | | | | 257,985 | | | | | | 244,581 | | |
Class R6 | | | | | — | | | | | | — | | | | | | 10 | | |
Class S | | | | | 102,322 | | | | | | 503,393 | | | | | | 56,941 | | |
Class S2 | | | | | 82 | | | | | | 4,674 | | | | | | — | | |
Shareholder reporting expense | | | | | 122,175 | | | | | | 97,100 | | | | | | 19,900 | | |
Professional fees | | | | | 61,540 | | | | | | 65,010 | | | | | | 5,802 | | |
Custody and accounting expense | | | | | 127,473 | | | | | | 179,680 | | | | | | 25,350 | | |
Directors fees | | | | | 68,584 | | | | | | 68,618 | | | | | | 9,691 | | |
Miscellaneous expense | | | | | 41,829 | | | | | | 85,110 | | | | | | 7,116 | | |
Interest expense | | | | | 2,718 | | | | | | — | | | | | | 1,191 | | |
Total expenses | | | | | 14,298,012 | | | | | | 13,175,571 | | | | | | 2,546,622 | | |
Waived and reimbursed fees | | | | | (1,000,145) | | | | | | (777,918) | | | | | | (250,907) | | |
Net expenses | | | | | 13,297,867 | | | | | | 12,397,653 | | | | | | 2,295,715 | | |
Net investment income (loss) | | | | | 12,169,386 | | | | | | 40,363,372 | | | | | | (200,257) | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 497,280,035 | | | | | | (3,957,517) | | | | | | 74,597,398 | | |
Forward foreign currency contracts | | | | | — | | | | | | (2,482,429) | | | | | | — | | |
Foreign currency related transactions | | | | | — | | | | | | 28,192 | | | | | | 50 | | |
Futures | | | | | — | | | | | | (20,386,890) | | | | | | — | | |
Swaps | | | | | — | | | | | | (6,622,187) | | | | | | — | | |
Written options | | | | | — | | | | | | 4,325,004 | | | | | | — | | |
Net realized gain (loss) | | | | | 497,280,035 | | | | | | (29,095,827) | | | | | | 74,597,448 | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 31,127,418 | | | | | | (43,282,836) | | | | | | (12,750,640) | | |
Affiliated underlying funds | | | | | — | | | | | | (8,573,483) | | | | | | — | | |
Forward foreign currency contracts | | | | | — | | | | | | 2,927,974 | | | | | | — | | |
Foreign currency related transactions | | | | | — | | | | | | (727,928) | | | | | | 30 | | |
Futures | | | | | — | | | | | | 5,028,577 | | | | | | — | | |
Swaps | | | | | — | | | | | | (499,969) | | | | | | — | | |
Written options | | | | | — | | | | | | (351,604) | | | | | | — | | |
Net change in unrealized appreciation (depreciation) | | | | | 31,127,418 | | | | | | (45,479,269) | | | | | | (12,750,610) | | |
Net realized and unrealized gain (loss) | | | | | 528,407,453 | | | | | | (74,575,096) | | | | | | 61,846,838 | | |
Increase (decrease) in net assets resulting from operations | | | | $ | 540,576,839 | | | | | $ | (34,211,724) | | | | | $ | 61,646,581 | | |
* Foreign taxes withheld | | | | $ | 68,016 | | | | | $ | — | | | | | $ | 5,761 | | |
| | | Voya Balanced Portfolio | | | Voya Global High Dividend Low Volatility Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2021 (Unaudited) | | | Year Ended December 31, 2020 | | | Six Months Ended June 30, 2021 (Unaudited) | | | Year Ended December 31, 2020 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 2,837,470 | | | | | $ | 6,399,068 | | | | | $ | 7,449,977 | | | | | $ | 12,886,495 | | |
Net realized gain (loss) | | | | | 22,941,558 | | | | | | 5,154,690 | | | | | | 35,670,460 | | | | | | (30,424,009) | | |
Net change in unrealized appreciation (depreciation) | | | | | 8,869,714 | | | | | | 24,343,888 | | | | | | 30,759,204 | | | | | | 1,716,505 | | |
Increase (decrease) in net assets resulting from operations | | | | | 34,648,742 | | | | | | 35,897,646 | | | | | | 73,879,641 | | | | | | (15,821,009) | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | — | | | | | | (78,799) | | | | | | (256,442) | | |
Class I | | | | | (12,106,937) | | | | | | (18,138,058) | | | | | | (928,032) | | | | | | (3,119,971) | | |
Class S | | | | | (86,191) | | | | | | (126,078) | | | | | | (2,973,332) | | | | | | (9,952,937) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (2,274) | | | | | | (6,422) | | |
Class T | | | | | — | | | | | | — | | | | | | (14,627) | | | | | | (44,881) | | |
Return of capital: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | — | | | | | | — | | | | | | (7,056) | | |
Class I | | | | | — | | | | | | — | | | | | | — | | | | | | (68,689) | | |
Class S | | | | | — | | | | | | — | | | | | | — | | | | | | (243,548) | | |
Class S2 | | | | | — | | | | | | — | | | | | | — | | | | | | (168) | | |
Class T | | | | | — | | | | | | — | | | | | | — | | | | | | (1,310) | | |
Total distributions | | | | | (12,193,128) | | | | | | (18,264,136) | | | | | | (3,997,064) | | | | | | (13,701,424) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 1,895,118 | | | | | | 5,535,434 | | | | | | 4,015,267 | | | | | | 18,903,580 | | |
Reinvestment of distributions | | | | | 12,193,128 | | | | | | 18,264,136 | | | | | | 3,997,064 | | | | | | 13,701,424 | | |
| | | | | 14,088,246 | | | | | | 23,799,570 | | | | | | 8,012,331 | | | | | | 32,605,004 | | |
Cost of shares redeemed | | | | | (21,213,408) | | | | | | (41,524,529) | | | | | | (47,194,037) | | | | | | (102,658,244) | | |
Net decrease in net assets resulting from capital share transactions | | | | | (7,125,162) | | | | | | (17,724,959) | | | | | | (39,181,706) | | | | | | (70,053,240) | | |
Net increase (decrease) in net assets | | | | | 15,330,452 | | | | | | (91,449) | | | | | | 30,700,871 | | | | | | (99,575,673) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 373,622,311 | | | | | | 373,713,760 | | | | | | 611,394,779 | | | | | | 710,970,452 | | |
End of year or period | | | | $ | 388,952,763 | | | | | $ | 373,622,311 | | | | | $ | 642,095,650 | | | | | $ | 611,394,779 | | |
| | | Voya Government Money Market Portfolio | | | Voya Growth and Income Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2021 (Unaudited) | | | Year Ended December 31, 2020 | | | Six Months Ended June 30, 2021 (Unaudited) | | | Year Ended December 31, 2020 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | — | | | | | $ | 1,187,700 | | | | | $ | 12,169,386 | | | | | $ | 34,522,135 | | |
Net realized gain | | | | | 78,056 | | | | | | 212,665 | | | | | | 497,280,035 | | | | | | 300,435,837 | | |
Net change in unrealized appreciation (depreciation) | | | | | — | | | | | | — | | | | | | 31,127,418 | | | | | | 130,647,761 | | |
Increase in net assets resulting from operations | | | | | 78,056 | | | | | | 1,400,365 | | | | | | 540,576,839 | | | | | | 465,605,733 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | — | | | | | | (24,833,067) | | | | | | (89,633,973) | | |
Class I | | | | | (76,617) | | | | | | (1,404,625) | | | | | | (51,108,040) | | | | | | (185,709,436) | | |
Class S | | | | | (7) | | | | | | (11) | | | | | | (13,200,400) | | | | | | (48,725,698) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (11,028) | | | | | | (36,297) | | |
Total distributions | | | | | (76,624) | | | | | | (1,404,636) | | | | | | (89,152,535) | | | | | | (324,105,404) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 29,061,705 | | | | | | 285,044,111 | | | | | | 9,118,359 | | | | | | 16,220,803 | | |
Reinvestment of distributions | | | | | 76,624 | | | | | | 1,404,636 | | | | | | 89,108,338 | | | | | | 323,931,465 | | |
| | | | | 29,138,329 | | | | | | 286,448,747 | | | | | | 98,226,697 | | | | | | 340,152,268 | | |
Cost of shares redeemed | | | | | (97,336,043) | | | | | | (185,720,359) | | | | | | (234,900,746) | | | | | | (425,160,048) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (68,197,714) | | | | | | 100,728,388 | | | | | | (136,674,049) | | | | | | (85,007,780) | | |
Net increase (decrease) in net assets | | | | | (68,196,282) | | | | | | 100,724,117 | | | | | | 314,750,255 | | | | | | 56,492,549 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 569,995,474 | | | | | | 469,271,357 | | | | | | 3,231,813,408 | | | | | | 3,175,320,859 | | |
End of year or period | | | | $ | 501,799,192 | | | | | $ | 569,995,474 | | | | | $ | 3,546,563,663 | | | | | $ | 3,231,813,408 | | |
| | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2021 (Unaudited) | | | Year Ended December 31, 2020 | | | Six Months Ended June 30, 2021 (Unaudited) | | | Year Ended December 31, 2020 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income (loss) | | | | $ | 40,363,372 | | | | | $ | 95,405,007 | | | | | $ | (200,257) | | | | | $ | 561,796 | | |
Net realized gain (loss) | | | | | (29,095,827) | | | | | | 86,132,589 | | | | | | 74,597,448 | | | | | | 2,886,158 | | |
Net change in unrealized appreciation (depreciation) | | | | | (45,479,269) | | | | | | 74,500,612 | | | | | | (12,750,610) | | | | | | 25,963,897 | | |
Increase (decrease) in net assets resulting from operations | | | | | (34,211,724) | | | | | | 256,038,208 | | | | | | 61,646,581 | | | | | | 29,411,851 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | (4,443,704) | | | | | | (15,415,594) | | | | | | (34,072) | | | | | | (115,866) | | |
Class I | | | | | (18,187,515) | | | | | | (60,842,817) | | | | | | (1,965,801) | | | | | | (7,399,513) | | |
Class R6 | | | | | — | | | | | | — | | | | | | (82,238) | | | | | | (113,123) | | |
Class S | | | | | (32,949,306) | | | | | | (114,239,492) | | | | | | (342,592) | | | | | | (1,519,485) | | |
Class S2 | | | | | (291,405) | | | | | | (1,162,517) | | | | | | — | | | | | | — | | |
Total distributions | | | | | (55,871,930) | | | | | | (191,660,420) | | | | | | (2,424,703) | | | | | | (9,147,987) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 55,394,447 | | | | | | 289,580,060 | | | | | | 16,984,291 | | | | | | 35,470,151 | | |
Reinvestment of distributions | | | | | 55,868,139 | | | | | | 191,650,804 | | | | | | 2,424,703 | | | | | | 9,147,987 | | |
| | | | | 111,262,586 | | | | | | 481,230,864 | | | | | | 19,408,994 | | | | | | 44,618,138 | | |
Cost of shares redeemed | | | | | (232,115,376) | | | | | | (498,718,864) | | | | | | (41,750,338) | | | | | | (145,853,074) | | |
Net decrease in net assets resulting from capital share transactions | | | | | (120,852,790) | | | | | | (17,488,000) | | | | | | (22,341,344) | | | | | | (101,234,936) | | |
Net increase (decrease) in net assets | | | | | (210,936,444) | | | | | | 46,889,788 | | | | | | 36,880,534 | | | | | | (80,971,072) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 3,581,968,968 | | | | | | 3,535,079,180 | | | | | | 445,833,399 | | | | | | 526,804,471 | | |
End of year or period | | | | $ | 3,371,032,524 | | | | | $ | 3,581,968,968 | | | | | $ | 482,713,933 | | | | | $ | 445,833,399 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Balanced Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 16.43 | | | | | | 0.13• | | | | | | 1.42 | | | | | | 1.55 | | | | | | 0.29 | | | | | | 0.27 | | | | | | — | | | | | | 0.56 | | | | | | — | | | | | | 17.42 | | | | | | 9.57 | | | | | | 0.76 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 1.50 | | | | | | 386,009 | | | | | | 50 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 16.34 | | | | | | 0.11• | | | | | | 1.41 | | | | | | 1.52 | | | | | | 0.26 | | | | | | 0.27 | | | | | | — | | | | | | 0.53 | | | | | | — | | | | | | 17.33 | | | | | | 9.37 | | | | | | 1.01 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 1.25 | | | | | | 2,943 | | | | | | 50 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 10.46 | | | | | | 0.12• | | | | | | 1.16 | | | | | | 1.28 | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 11.68 | | | | | | 12.30 | | | | | | 1.16 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 2.09 | | | | | | 14,041 | | | | | | 37 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 10.44 | | | | | | 0.14• | | | | | | 1.17 | | | | | | 1.31 | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 11.67 | | | | | | 12.55 | | | | | | 0.66 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 2.59 | | | | | | 140,496 | | | | | | 37 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 10.49 | | | | | | 0.13• | | | | | | 1.17 | | | | | | 1.30 | | | | | | 0.07 | | | | | | — | | | | | | — | | | | | | 0.07 | | | | | | — | | | | | | 11.72 | | | | | | 12.43 | | | | | | 0.91 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 2.34 | | | | | | 484,284 | | | | | | 37 | | |
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 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | | |||||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Global High Dividend Low Volatility Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||
06-30-21+ | | | | | 10.35 | | | | | | 0.12• | | | | | | 1.16 | | | | | | 1.28 | | | | | | 0.07 | | | | | | — | | | | | | — | | | | | | 0.07 | | | | | | — | | | | | | 11.56 | | | | | | 12.36 | | | | | | 1.06 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 2.20 | | | | | | 392 | | | | | | 37 | | | | ||
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 | | | | ||
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||
06-30-21+ | | | | | 10.47 | | | | | | 0.11• | | | | | | 1.17 | | | | | | 1.28 | | | | | | 0.06 | | | | | | — | | | | | | — | | | | | | 0.06 | | | | | | — | | | | | | 11.69 | | | | | | 12.26 | | | | | | 1.41 | | | | | | 1.20 | | | | | | 1.20 | | | | | | 1.99 | | | | | | 2,882 | | | | | | 37 | | | | ||
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||
06-30-21+ | | | | | 1.00 | | | | | | 0.00*• | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.50 | | | | | | 0.05 | | | | | | 0.05 | | | | | | 0.00* | | | | | | 501,744 | | | | | | — | | | | ||
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||
06-30-21+ | | | | | 1.00 | | | | | | (0.00)*• | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.01 | | | | | | 0.75 | | | | | | 0.05 | | | | | | 0.05 | | | | | | (0.01) | | | | | | 55 | | | | | | — | | | | ||
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||
06-30-21+ | | | | | 29.29 | | | | | | 0.07• | | | | | | 4.88 | | | | | | 4.95 | | | | | | — | | | | | | 0.86 | | | | | | — | | | | | | 0.86 | | | | | | — | | | | | | 33.38 | | | | | | 17.03 | | | | | | 1.17 | | | | | | 1.07 | | | | | | 1.07 | | | | | | 0.43 | | | | | | 970,126 | | | | | | 41 | | | | ||
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||
06-30-21+ | | | | | 29.90 | | | | | | 0.14• | | | | | | 4.99 | | | | | | 5.13 | | | | | | — | | | | | | 0.86 | | | | | | — | | | | | | 0.86 | | | | | | — | | | | | | 34.17 | | | | | | 17.29 | | | | | | 0.67 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 0.88 | | | | | | 2,058,319 | | | | | | 41 | | | | ||
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 | | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Growth and Income Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 29.32 | | | | | | 0.10• | | | | | | 4.90 | | | | | | 5.00 | | | | | | — | | | | | | 0.86 | | | | | | — | | | | | | 0.86 | | | | | | — | | | | | | 33.46 | | | | | | 17.19 | | | | | | 0.92 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.62 | | | | | | 517,683 | | | | | | 41 | | |
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 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 28.88 | | | | | | 0.08• | | | | | | 4.81 | | | | | | 4.89 | | | | | | — | | | | | | 0.86 | | | | | | — | | | | | | 0.86 | | | | | | — | | | | | | 32.91 | | | | | | 17.07 | | | | | | 1.07 | | | | | | 1.02 | | | | | | 1.02 | | | | | | 0.48 | | | | | | 437 | | | | | | 41 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 13.19 | | | | | | 0.13• | | | | | | (0.27) | | | | | | (0.14) | | | | | | 0.19 | | | | | | 0.00* | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 12.86 | | | | | | (1.05) | | | | | | 1.08 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 2.07 | | | | | | 294,916 | | | | | | 70 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 13.33 | | | | | | 0.17• | | | | | | (0.28) | | | | | | (0.11) | | | | | | 0.22 | | | | | | 0.00* | | | | | | — | | | | | | 0.22 | | | | | | — | | | | | | 13.00 | | | | | | (0.78) | | | | | | 0.58 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 2.57 | | | | | | 1,022,784 | | | | | | 70 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 13.24 | | | | | | 0.15• | | | | | | (0.27) | | | | | | (0.12) | | | | | | 0.21 | | | | | | 0.00* | | | | | | — | | | | | | 0.21 | | | | | | — | | | | | | 12.91 | | | | | | (0.92) | | | | | | 0.83 | | | | | | 0.78 | | | | | | 0.78 | | | | | | 2.32 | | | | | | 2,036,355 | | | | | | 70 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 13.19 | | | | | | 0.14• | | | | | | (0.27) | | | | | | (0.13) | | | | | | 0.20 | | | | | | 0.00* | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 12.86 | | | | | | (1.00) | | | | | | 0.98 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 2.17 | | | | | | 16,978 | | | | | | 70 | | |
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 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Small Company Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 17.36 | | | | | | (0.05)• | | | | | | 2.44 | | | | | | 2.39 | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 19.67 | | | | | | 13.78 | | | | | | 1.51 | | | | | | 1.40 | | | | | | 1.40 | | | | | | (0.53) | | | | | | 8,325 | | | | | | 63 | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 18.59 | | | | | | (0.00)*• | | | | | | 2.61 | | | | | | 2.61 | | | | | | 0.03 | | | | | | 0.08 | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 21.09 | | | | | | 14.06 | | | | | | 1.01 | | | | | | 0.90 | | | | | | 0.90 | | | | | | (0.03) | | | | | | 372,111 | | | | | | 63 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 18.60 | | | | | | (0.00)*• | | | | | | 2.61 | | | | | | 2.61 | | | | | | 0.03 | | | | | | 0.08 | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 21.10 | | | | | | 14.07 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.88 | | | | | | (0.02) | | | | | | 15,397 | | | | | | 63 | | |
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 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-21+ | | | | | 17.99 | | | | | | (0.03)• | | | | | | 2.53 | | | | | | 2.50 | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 20.41 | | | | | | 13.91 | | | | | | 1.26 | | | | | | 1.15 | | | | | | 1.15 | | | | | | (0.28) | | | | | | 86,881 | | | | | | 63 | | |
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 | | | | $ | 2,065 | | | | | $ | 964,300 | | |
Intermediate Bond | | | | | 319,299 | | | | | | 62,304,862 | | |
| | | Purchased | | | Sold | | ||||||
Balanced | | | | $ | 20,272,309 | | | | | $ | 8,783,070 | | |
Intermediate Bond | | | | | 384,268,305 | | | | | | 107,696,438 | | |
| | | Purchases | | | Sales | | ||||||
Balanced | | | | $ | 105,136,029 | | | | | $ | 121,947,778 | | |
Global High Dividend Low Volatility | | | | | 226,924,885 | | | | | | 256,296,391 | | |
Growth and Income | | | | | 1,385,364,844 | | | | | | 1,568,755,234 | | |
Intermediate Bond | | | | | 581,813,660 | | | | | | 544,879,001 | | |
Small Company | | | | | 297,931,884 | | | | | | 322,598,524 | | |
| | | Purchases | | | Sales | | ||||||
Balanced | | | | $ | 86,158,294 | | | | | $ | 83,133,927 | | |
Intermediate Bond | | | | | 1,825,994,571 | | | | | | 1,955,740,402 | | |
Portfolio | | | Fee | |
Balanced | | | 0.60% | |
Global High Dividend Low Volatility | | | 0.56% on the first $500 million; 0.53% on the next $500 million; 0.51% thereafter | |
Government Money Market(1) | | | 0.35% | |
Growth and Income(1) | | | 0.600% on the first $5 billion; 0.550% on the next $5 billion; 0.525% thereafter | |
Intermediate Bond | | | 0.50% on first $4 billion; 0.48% on next $3 billion; 0.46% thereafter | |
Small Company | | | 0.85% | |
| | | June 30, | | | | | | | | |||||||||||||||
| | | 2022 | | | 2023 | | | 2024 | | | Total | | ||||||||||||
Government Money Market | | | | $ | — | | | | | $ | 122,934 | | | | | $ | 231,150 | | | | | $ | 354,084 | | |
Subsidiary | | | Portfolio | | | Percentage | | |||
Voya Institutional Trust Company | | | Government Money Market | | | | | 7.16% | | |
| | | Intermediate Bond | | | | | 11.78 | | |
| | | Small Company | | | | | 16.08 | | |
Voya Retirement Insurance and Annuity Company | | | Balanced | | | | | 87.59 | | |
Subsidiary | | | Portfolio | | | Percentage | | |||
| | | Global High Dividend Low Volatility | | | | | 19.60 | | |
| | | Government Money Market | | | | | 89.43 | | |
| | | Growth and Income | | | | | 53.65 | | |
| | | Intermediate Bond | | | | | 25.59 | | |
| | | Small Company | | | | | 61.20 | | |
Portfolio | | | Amount | | |||
Balanced | | | | $ | 165,489 | | |
Global High Dividend Low Volatility | | | | | 169,939 | | |
Government Money Market | | | | | 302,066 | | |
Growth and Income | | | | | 688,896 | | |
Intermediate Bond | | | | | 836,978 | | |
Small Company | | | | | 306,407 | | |
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 | | | | | 1.40% | | | | | | 0.90% | | | | | | 0.90% | | | | | | 1.15% | | | | | | N/A | | | | | | N/A | | |
Portfolio | | | Class ADV | | | Class I | | | Class S | | | Class S2 | | | Class T | | |||||||||||||||
Global High Dividend Low Volatility | | | | | 1.10% | | | | | | 0.60% | | | | | | 0.85% | | | | | | 1.00% | | | | | | 1.20% | | |
| | | June 30, | | | ||||||||||||||||||||
| | | 2022 | | | 2023 | | | 2024 | | | Total | | ||||||||||||
Balanced | | | | $ | — | | | | | $ | 122,934 | | | | | $ | 231,150 | | | | | $ | 354,084 | | |
Intermediate Bond | | | | | 900 | | | | | | 722,047 | | | | | | 1,578,156 | | | | | | 2,301,103 | | |
Small Company | | | | | — | | | | | | — | | | | | | 1,021 | | | | | | 1,021 | | |
| | | June 30, | | | ||||||||||||||||||||
| | | 2022 | | | 2023 | | | 2024 | | | Total | | ||||||||||||
Small Company | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | — | | | | | $ | 3,281 | | | | | $ | 8,083 | | | | | $ | 11,364 | | |
Class I | | | | | — | | | | | | 190,129 | | | | | | 396,537 | | | | | | 586,666 | | |
Class S | | | | | — | | | | | | 39,677 | | | | | | 91,275 | | | | | | 130,952 | | |
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
Balanced | | | | | 6 | | | | | $ | 1,229,500 | | | | | | 1.27% | | |
Global High Dividend Low Volatility | | | | | 1 | | | | | | 556,000 | | | | | | 1.26 | | |
Growth and Income | | | | | 9 | | | | | $ | 8,562,111 | | | | | | 1.27% | | |
Small Company | | | | | 23 | | | | | | 1,455,783 | | | | | | 1.28 | | |
Year or period ended | | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||
| # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||||
Balanced | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | | | | | 107,497 | | | | | | — | | | | | | 723,234 | | | | | | (1,231,865) | | | | | | (401,134) | | | | | | 1,848,543 | | | | | | — | | | | | | 12,106,937 | | | | | | (21,058,818) | | | | | | (7,103,338) | | |
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) | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2021 | | | | | 2,678 | | | | | | — | | | | | | 5,170 | | | | | | (9,014) | | | | | | (1,166) | | | | | | 46,575 | | | | | | — | | | | | | 86,191 | | | | | | (154,590) | | | | | | (21,824) | | |
12/31/2020 | | | | | 20,580 | | | | | | — | | | | | | 9,573 | | | | | | (19,934) | | | | | | 10,219 | | | | | | 280,671 | | | | | | — | | | | | | 126,078 | | | | | | (304,096) | | | | | | 102,653 | | |
Global High Dividend Low Volatility | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 8,826 | | | | | | — | | | | | | 7,086 | | | | | | (122,253) | | | | | | (106,341) | | | | | | 100,078 | | | | | | — | | | | | | 78,799 | | | | | | (1,360,101) | | | | | | (1,181,224) | | |
12/31/2020 | | | | | 77,076 | | | | | | — | | | | | | 30,013 | | | | | | (244,244) | | | | | | (137,155) | | | | | | 752,065 | | | | | | — | | | | | | 263,498 | | | | | | (2,345,996) | | | | | | (1,330,433) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 212,321 | | | | | | — | | | | | | 83,531 | | | | | | (654,876) | | | | | | (359,024) | | | | | | 2,362,552 | | | | | | — | | | | | | 928,032 | | | | | | (7,245,503) | | | | | | (3,954,919) | | |
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) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 123,452 | | | | | | — | | | | | | 266,428 | | | | | | (3,450,172) | | | | | | (3,060,292) | | | | | | 1,403,521 | | | | | | — | | | | | | 2,973,332 | | | | | | (38,430,029) | | | | | | (34,053,176) | | |
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) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 266 | | | | | | — | | | | | | 207 | | | | | | (770) | | | | | | (297) | | | | | | 2,844 | | | | | | — | | | | | | 2,274 | | | | | | (8,611) | | | | | | (3,493) | | |
12/31/2020 | | | | | 5,033 | | | | | | — | | | | | | 752 | | | | | | (2,502) | | | | | | 3,283 | | | | | | 47,069 | | | | | | — | | | | | | 6,590 | | | | | | (24,262) | | | | | | 29,397 | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 12,930 | | | | | | — | | | | | | 1,313 | | | | | | (13,491) | | | | | | 752 | | | | | | 146,272 | | | | | | — | | | | | | 14,627 | | | | | | (149,793) | | | | | | 11,106 | | |
12/31/2020 | | | | | 29,187 | | | | | | — | | | | | | 5,244 | | | | | | (86,581) | | | | | | (52,150) | | | | | | 270,674 | | | | | | — | | | | | | 46,191 | | | | | | (853,521) | | | | | | (536,656) | | |
Government Money Market | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 29,057,020 | | | | | | — | | | | | | 76,617 | | | | | | (97,335,740) | | | | | | (68,202,103) | | | | | | 29,057,021 | | | | | | — | | | | | | 76,616 | | | | | | (97,335,740) | | | | | | (68,202,103) | | |
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 | | |
Year or period ended | | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||
| # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||||
Government Money Market (continued) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 4,684 | | | | | | — | | | | | | 8 | | | | | | (303) | | | | | | 4,389 | | | | | | 4,684 | | | | | | — | | | | | | 8 | | | | | | (303) | | | | | | 4,389 | | |
12/31/2020 | | | | | 50,935 | | | | | | — | | | | | | 11 | | | | | | (335) | | | | | | 50,611 | | | | | | 51,029 | | | | | | — | | | | | | 11 | | | | | | (335) | | | | | | 50,705 | | |
Growth and Income | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 157,420 | | | | | | — | | | | | | 780,669 | | | | | | (2,713,681) | | | | | | (1,775,592) | | | | | | 5,137,681 | | | | | | — | | | | | | 24,833,067 | | | | | | (86,312,984) | | | | | | (56,342,236) | | |
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) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 49,401 | | | | | | — | | | | | | 1,569,264 | | | | | | (3,127,021) | | | | | | (1,508,356) | | | | | | 1,632,749 | | | | | | — | | | | | | 51,063,843 | | | | | | (101,936,202) | | | | | | (49,239,610) | | |
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) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 73,635 | | | | | | — | | | | | | 414,195 | | | | | | (1,471,062) | | | | | | (983,232) | | | | | | 2,340,642 | | | | | | — | | | | | | 13,200,400 | | | | | | (46,650,614) | | | | | | (31,109,572) | | |
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) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 230 | | | | | | — | | | | | | 352 | | | | | | (29) | | | | | | 553 | | | | | | 7,287 | | | | | | — | | | | | | 11,028 | | | | | | (946) | | | | | | 17,369 | | |
12/31/2020 | | | | | 1,276 | | | | | | — | | | | | | 1,309 | | | | | | (504) | | | | | | 2,081 | | | | | | 35,646 | | | | | | — | | | | | | 36,297 | | | | | | (14,200) | | | | | | 57,743 | | |
Intermediate Bond | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 703,704 | | | | | | — | | | | | | 345,850 | | | | | | (1,818,294) | | | | | | (768,740) | | | | | | 9,071,291 | | | | | | — | | | | | | 4,443,704 | | | | | | (23,379,003) | | | | | | (9,864,008) | | |
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 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 1,696,823 | | | | | | — | | | | | | 1,399,543 | | | | | | (7,555,319) | | | | | | (4,458,953) | | | | | | 22,168,268 | | | | | | — | | | | | | 18,183,724 | | | | | | (98,081,139) | | | | | | (57,729,147) | | |
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 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 1,748,107 | | | | | | — | | | | | | 2,553,840 | | | | | | (8,121,359) | | | | | | (3,819,412) | | | | | | 22,496,656 | | | | | | — | | | | | | 32,949,306 | | | | | | (104,924,000) | | | | | | (49,478,038) | | |
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) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 128,336 | | | | | | — | | | | | | 22,667 | | | | | | (446,680) | | | | | | (295,677) | | | | | | 1,658,232 | | | | | | — | | | | | | 291,405 | | | | | | (5,731,234) | | | | | | (3,781,597) | | |
12/31/2020 | | | | | 601,174 | | | | | | — | | | | | | 88,025 | | | | | | (726,972) | | | | | | (37,773) | | | | | | 7,914,116 | | | | | | — | | | | | | 1,162,517 | | | | | | (9,573,854) | | | | | | (497,221) | | |
Small Company | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 65,484 | | | | | | — | | | | | | 1,793 | | | | | | (38,720) | | | | | | 28,557 | | | | | | 1,268,545 | | | | | | — | | | | | | 34,073 | | | | | | (761,090) | | | | | | 541,528 | | |
12/31/2020 | | | | | 51,983 | | | | | | — | | | | | | 10,173 | | | | | | (121,718) | | | | | | (59,562) | | | | | | 701,057 | | | | | | — | | | | | | 115,866 | | | | | | (1,719,028) | | | | | | (902,105) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 415,432 | | | | | | — | | | | | | 96,552 | | | | | | (1,536,127) | | | | | | (1,024,143) | | | | | | 8,542,868 | | | | | | — | | | | | | 1,965,799 | | | | | | (31,600,319) | | | | | | (21,091,652) | | |
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) | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 251,525 | | | | | | — | | | | | | 4,037 | | | | | | (142,344) | | | | | | 113,218 | | | | | | 5,284,837 | | | | | | — | | | | | | 82,239 | | | | | | (2,789,229) | | | | | | 2,577,847 | | |
12/31/2020 | | | | | 414,831 | | | | | | — | | | | | | 9,295 | | | | | | (139,912) | | | | | | 284,214 | | | | | | 7,085,914 | | | | | | — | | | | | | 113,123 | | | | | | (2,086,431) | | | | | | 5,112,606 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2021 | | | | | 93,258 | | | | | | — | | | | | | 17,382 | | | | | | (330,098) | | | | | | (219,458) | | | | | | 1,888,041 | | | | | | — | | | | | | 342,592 | | | | | | (6,599,700) | | | | | | (4,369,067) | | |
12/31/2020 | | | | | 226,261 | | | | | | — | | | | | | 128,879 | | | | | | (1,098,470) | | | | | | (743,330) | | | | | | 3,236,538 | | | | | | — | | | | | | 1,519,485 | | | | | | (15,645,213) | | | | | | (10,889,190) | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Bank PLC | | | | $ | 11,648 | | | | | $ | (11,648) | | | | | $ | — | | |
Barclays Capital Inc. | | | | | 7,293 | | | | | | (7,293) | | | | | | — | | |
BMO Capital Markets Corp | | | | | 134,528 | | | | | | (134,528) | | | | | | — | | |
BNP Paribas | | | | | 197,877 | | | | | | (197,877) | | | | | | — | | |
BNP Paribas Prime Brokerage International Ltd. | | | | | 47,019 | | | | | | (47,019) | | | | | | — | | |
BNP Paribas Securities Corp. | | | | | 28,312 | | | | | | (28,312) | | | | | | — | | |
BofA Securities Inc. | | | | | 75,862 | | | | | | (75,862) | | | | | | — | | |
Citadel Clearing LLC | | | | | 35,981 | | | | | | (35,981) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 81,030 | | | | | | (81,030) | | | | | | — | | |
Citigroup Global Markets Limited | | | | | 15,051 | | | | | | (15,051) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 3,266,082 | | | | | | (3,266,082) | | | | | | — | | |
HSBC Bank PLC | | | | | 48,088 | | | | | | (48,088) | | | | | | — | | |
Industrial And Commercial Bank Of China | | | | | 14,334 | | | | | | (14,334) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 1,291,558 | | | | | | (1,291,558) | | | | | | — | | |
Jefferies LLC | | | | | 1,839,122 | | | | | | (1,839,122) | | | | | | — | | |
JP Morgan Securities, PLC | | | | | 162,096 | | | | | | (162,096) | | | | | | — | | |
Merrill Lynch International | | | | | 76,684 | | | | | | (76,684) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 206,958 | | | | | | (206,958) | | | | | | — | | |
MUFG Securities Americas Inc. | | | | | 21,585 | | | | | | (21,585) | | | | | | — | | |
National Bank of Canada Financial Inc. | | | | | 112,663 | | | | | | (112,663) | | | | | | — | | |
Natixis Securities America LLC | | | | | 111,256 | | | | | | (111,256) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 189,858 | | | | | | (189,858) | | | | | | — | | |
Societe Generale | | | | | 2,431,768 | | | | | | (2,431,768) | | | | | | — | | |
SunTrust Robinson Humphrey, Inc. | | | | | 46,073 | | | | | | (46,073) | | | | | | — | | |
TD Prime Services LLC | | | | | 1,041,662 | | | | | | (1,041,662) | | | | | | — | | |
UBS AG | | | | | 196,266 | | | | | | (196,266) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 3,781,358 | | | | | | (3,781,358) | | | | | | — | | |
Total | | | | $ | 15,472,012 | | | | | $ | (15,472,012) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 165,605 | | | | | $ | (165,605) | | | | | $ | — | | |
BofA Securities Inc. | | | | | 1,434,988 | | | | | | (1,434,988) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 609,955 | | | | | | (609,955) | | | | | | — | | |
HSBC Bank PLC | | | | | 1,283,699 | | | | | | (1,283,699) | | | | | | — | | |
JP Morgan Securities, PLC | | | | | 1,387,454 | | | | | | (1,387,454) | | | | | | — | | |
Merrill Lynch International | | | | | 1,020,518 | | | | | | (1,020,518) | | | | | | — | | |
State Street Bank and Trust Company | | | | | 701,577 | | | | | | (701,577) | | | | | | — | | |
UBS AG | | | | | 1,678,788 | | | | | | (1,678,788) | | | | | | — | | |
Total | | | | $ | 8,282,584 | | | | | $ | (8,282,584) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
State Street Bank and Trust Company | | | | $ | 26,286,780 | | | | | $ | (26,286,780) | | | | | $ | — | | |
Total | | | | $ | 26,286,780 | | | | | $ | (26,286,780) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BNP Paribas | | | | $ | 2,601,821 | | | | | $ | (2,601,821) | | | | | $ | — | | |
Citigroup Global Markets Inc. | | | | | 160,539 | | | | | | (160,539) | | | | | | | | |
Deutsche Bank Securities Inc. | | | | | 2,260,372 | | | | | | (2,260,372) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 515,824 | | | | | | (515,824) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 437,047 | | | | | | (437,047) | | | | | | — | | |
Mirae Asset Securities (USA) Inc. | | | | | 139,515 | | | | | | (139,515) | | | | | | — | | |
MUFG Securities Americas Inc. | | | | | 2,230,960 | | | | | | (2,230,960) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 220,381 | | | | | | (220,381) | | | | | | — | | |
National Bank Financial Inc. | | | | | 24,509 | | | | | | (24,509) | | | | | | — | | |
Societe Generale | | | | | 3,398,248 | | | | | | (3,398,248) | | | | | | — | | |
SunTrust Robinson Humphrey, Inc. | | | | | 55,392 | | | | | | (55,392) | | | | | | — | | |
Total | | | | $ | 12,044,608 | | | | | $ | (12,044,608) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 375,128 | | | | | $ | (375,128) | | | | | $ | — | | |
BNP Paribas Securities Corp. | | | | | 11,956 | | | | | | (11,956) | | | | | | — | | |
BNP Paribas Prime Brokerage International Ltd. | | | | | 53,161 | | | | | | (53,161) | | | | | | — | | |
BofA Securities Inc. | | | | | 965,662 | | | | | | (965,662) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 226,985 | | | | | | (226,985) | | | | | | — | | |
HSBC Bank PLC | | | | | 685,855 | | | | | | (685,855) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 1,470,868 | | | | | | (1,470,868) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
National Bank of Canada Financial Inc. | | | | $ | 135,720 | | | | | $ | (135,720) | | | | | $ | — | | |
SG Americas Securities, LLC | | | | | 591 | | | | | | (591) | | | | | | — | | |
TD Prime Services LLC | | | | | 9,005 | | | | | | (9,005) | | | | | | — | | |
Total | | | | $ | 3,934,931 | | | | | $ | (3,934,931) | | | | | $ | — | | |
|
| | | 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 | | | | | | — | | | | | | — | | | | | | — | | |
| | | Type | | | Per Share Amount | | | Payable Date | | | Record Date | | |||
Global High Dividend Low Volatility | | |||||||||||||||
Class ADV | | | NII | | | | $ | 0.0602 | | | | July 2, 2021 | | | June 30, 2021 | |
Class I | | | NII | | | | $ | 0.0749 | | | | July 2, 2021 | | | June 30, 2021 | |
Class S | | | NII | | | | $ | 0.0675 | | | | July 2, 2021 | | | June 30, 2021 | |
Class S2 | | | NII | | | | $ | 0.0635 | | | | July 2, 2021 | | | June 30, 2021 | |
Class T | | | NII | | | | $ | 0.0576 | | | | July 2, 2021 | | | June 30, 2021 | |
Government Money Market | | |||||||||||||||
All Classes | | | STCG | | | | $ | 0.0000* | | | | August 2, 2021 | | | July 29, 2021 | |
Intermediate Bond | | |||||||||||||||
Class ADV | | | NII | | | | $ | 0.0324 | | | | August 2, 2021 | | | Daily | |
Class I | | | NII | | | | $ | 0.0383 | | | | August 2, 2021 | | | Daily | |
Class S | | | NII | | | | $ | 0.0353 | | | | August 2, 2021 | | | Daily | |
Class S2 | | | NII | | | | $ | 0.0335 | | | | August 2, 2021 | | | Daily | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMON STOCK: 40.6% | | |||||||||||||||
| | | Communication Services: 3.6% | | ||||||||||||
1,562 (1) | | | Adevinta ASA | | | | $ | 29,964 | | | | | | 0.0 | | |
1,640 (1) | | | Alphabet, Inc. - Class A | | | | | 4,004,536 | | | | | | 1.0 | | |
10,980 (1) | | | Altice USA, Inc. | | | | | 374,857 | | | | | | 0.1 | | |
35 | | | Cable One, Inc. | | | | | 66,948 | | | | | | 0.0 | | |
1,031 (1) | | | Charter Communications, Inc. | | | | | 743,815 | | | | | | 0.2 | | |
12,848 | | | Comcast Corp. - Class A | | | | | 732,593 | | | | | | 0.2 | | |
15,362 | | | Deutsche Telekom AG | | | | | 324,906 | | | | | | 0.1 | | |
3,723 | | | Electronic Arts, Inc. | | | | | 535,479 | | | | | | 0.2 | | |
8,136 (1) | | | Facebook, Inc. - Class A | | | | | 2,828,969 | | | | | | 0.7 | | |
3,078 | | | Fox Corp. - Class A | | | | | 114,286 | | | | | | 0.0 | | |
332 (2) | | | Iliad SA | | | | | 48,644 | | | | | | 0.0 | | |
9,431 (1) | | | Iridium Communications, Inc. | | | | | 377,146 | | | | | | 0.1 | | |
1,000 | | | Konami Holdings Corp. | | | | | 59,890 | | | | | | 0.0 | | |
1,447 (1) | | | Liberty Media Corp. - Liberty SiriusXM C Tracking Stock | | | | | 67,126 | | | | | | 0.0 | | |
321 (1) | | | Liberty Broadband Corp. - Series C | | | | | 55,745 | | | | | | 0.0 | | |
11,413 (1) | | | Liberty Global PLC - Class A | | | | | 309,977 | | | | | | 0.1 | | |
1,692 (1) | | | NetFlix, Inc. | | | | | 893,731 | | | | | | 0.2 | | |
1,665 | | | New York Times Co. | | | | | 72,511 | | | | | | 0.0 | | |
10,213 | | | News Corp - Class A | | | | | 263,189 | | | | | | 0.1 | | |
395 | | | Nexstar Media Group, Inc. | | | | | 58,413 | | | | | | 0.0 | | |
300 | | | Nintendo Co., Ltd. | | | | | 173,602 | | | | | | 0.1 | | |
181 (1) | | | Pinterest, Inc. | | | | | 14,290 | | | | | | 0.0 | | |
615 (1) | | | Playtika Holding Corp. | | | | | 14,662 | | | | | | 0.0 | | |
1,426 | | | Publicis Groupe | | | | | 91,257 | | | | | | 0.0 | | |
296 (1) | | | Roku, Inc. | | | | | 135,938 | | | | | | 0.1 | | |
167 (1) | | | Sea Ltd. ADR | | | | | 45,858 | | | | | | 0.0 | | |
900 | | | SoftBank Group Corp. | | | | | 62,768 | | | | | | 0.0 | | |
41,896 | | | Spark New Zealand Ltd. | | | | | 140,631 | | | | | | 0.1 | | |
4,141 (2) | | | Tele2 AB | | | | | 56,458 | | | | | | 0.0 | | |
17,842 | | | Telstra Corp., Ltd. | | | | | 50,321 | | | | | | 0.0 | | |
910 | | | Verizon Communications, Inc. | | | | | 50,987 | | | | | | 0.0 | | |
5,377 | | | ViacomCBS, Inc. - Class B | | | | | 243,040 | | | | | | 0.1 | | |
2,643 (2) | | | Vivendi SE | | | | | 88,802 | | | | | | 0.0 | | |
146,319 | | | Vodafone Group PLC | | | | | 245,235 | | | | | | 0.1 | | |
1,461 (1) | | | Walt Disney Co. | | | | | 256,800 | | | | | | 0.1 | | |
6,781 | | | WPP PLC | | | | | 91,664 | | | | | | 0.0 | | |
3,396 (1) | | | Yelp, Inc. | | | | | 135,704 | | | | | | 0.0 | | |
| | | | | | | | 13,860,742 | | | | | | 3.6 | | |
| | |||||||||||||||
| | | Consumer Discretionary: 5.2% | | ||||||||||||
178 | | | Adidas AG | | | | | 66,422 | | | | | | 0.0 | | |
912 (1) | | | Adient plc | | | | | 41,222 | | | | | | 0.0 | | |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Discretionary (continued) | | ||||||||||||
1,105 (1) | | | Adtalem Global Education, Inc. | | | | $ | 39,382 | | | | | | 0.0 | | |
1,383 (1) | | | Amazon.com, Inc. | | | | | 4,757,741 | | | | | | 1.2 | | |
1,279 (2) | | | American Eagle Outfitters, Inc. | | | | | 48,001 | | | | | | 0.0 | | |
2,032 | | | Aristocrat Leisure Ltd. | | | | | 65,598 | | | | | | 0.0 | | |
3,410 (1) | | | Autonation, Inc. | | | | | 323,302 | | | | | | 0.1 | | |
5,826 | | | Barratt Developments PLC | | | | | 56,097 | | | | | | 0.0 | | |
1,583 | | | Bayerische Motoren Werke AG | | | | | 167,822 | | | | | | 0.1 | | |
3,172 | | | BorgWarner, Inc. | | | | | 153,969 | | | | | | 0.0 | | |
4,720 (1) | | | Boyd Gaming Corp. | | | | | 290,233 | | | | | | 0.1 | | |
587 | | | Brunswick Corp. | | | | | 58,477 | | | | | | 0.0 | | |
1,755 (1) | | | Carmax, Inc. | | | | | 226,658 | | | | | | 0.1 | | |
391 | | | Carter’s, Inc. | | | | | 40,339 | | | | | | 0.0 | | |
516 (1) | | | Carvana Co. | | | | | 155,739 | | | | | | 0.0 | | |
1,145 | | | Cie Generale des Etablissements Michelin SCA | | | | | 182,736 | | | | | | 0.1 | | |
1,529 (1) | | | CROCS, Inc. | | | | | 178,159 | | | | | | 0.1 | | |
2,281 | | | Daimler AG | | | | | 203,827 | | | | | | 0.1 | | |
7,162 | | | Dana, Inc. | | | | | 170,169 | | | | | | 0.1 | | |
1,557 (1) | | | Deckers Outdoor Corp. | | | | | 597,997 | | | | | | 0.2 | | |
2,030 | | | Dick’s Sporting Goods, Inc. | | | | | 203,386 | | | | | | 0.1 | | |
1,612 | | | Electrolux AB | | | | | 44,672 | | | | | | 0.0 | | |
557 (3) | | | Evolution AB | | | | | 88,107 | | | | | | 0.0 | | |
89 (1) | | | Five Below, Inc. | | | | | 17,201 | | | | | | 0.0 | | |
1,378 | | | Foot Locker, Inc. | | | | | 84,926 | | | | | | 0.0 | | |
1,139 (1) | | | Fox Factory Holding Corp. | | | | | 177,297 | | | | | | 0.1 | | |
490 | | | Garmin Ltd. | | | | | 70,874 | | | | | | 0.0 | | |
10,911 | | | Gentex Corp. | | | | | 361,045 | | | | | | 0.1 | | |
131,800 | | | Genting Singapore Ltd. | | | | | 82,094 | | | | | | 0.0 | | |
2,351 (1) | | | Goodyear Tire & Rubber Co. | | | | | 40,320 | | | | | | 0.0 | | |
2,624 | | | H&R Block, Inc. | | | | | 61,612 | | | | | | 0.0 | | |
209 (1) | | | HelloFresh SE | | | | | 20,317 | | | | | | 0.0 | | |
600 | | | Hikari Tsushin, Inc. | | | | | 105,448 | | | | | | 0.0 | | |
696 (1) | | | Hilton Worldwide Holdings, Inc. | | | | | 83,952 | | | | | | 0.0 | | |
1,755 | | | Home Depot, Inc. | | | | | 559,652 | | | | | | 0.2 | | |
5,200 | | | Honda Motor Co., Ltd. | | | | | 167,249 | | | | | | 0.1 | | |
6,347 | | | Husqvarna AB - B Shares | | | | | 84,353 | | | | | | 0.0 | | |
800 | | | Iida Group Holdings Co. Ltd. | | | | | 20,578 | | | | | | 0.0 | | |
9,208 | | | JD Sports Fashion PLC | | | | | 117,178 | | | | | | 0.0 | | |
2,032 | | | KB Home | | | | | 82,743 | | | | | | 0.0 | | |
97 | | | Kering SA | | | | | 84,993 | | | | | | 0.0 | | |
3,237 | | | Kingfisher PLC | | | | | 16,337 | | | | | | 0.0 | | |
2,039 | | | Kohl’s Corp. | | | | | 112,369 | | | | | | 0.0 | | |
286 | | | Lear Corp. | | | | | 50,130 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Discretionary (continued) | | ||||||||||||
4,559 | | | Lennar Corp. - Class A | | | | $ | 452,937 | | | | | | 0.1 | | |
898 | | | Lithia Motors, Inc. | | | | | 308,589 | | | | | | 0.1 | | |
8,544 (1) | | | LKQ Corp. | | | | | 420,536 | | | | | | 0.1 | | |
581 | | | Lowe’s Cos, Inc. | | | | | 112,697 | | | | | | 0.0 | | |
480 | | | LVMH Moet Hennessy Louis Vuitton SE | | | | | 377,594 | | | | | | 0.1 | | |
221 (1) | | | Marriott Vacations Worldwide Corp. | | | | | 35,205 | | | | | | 0.0 | | |
661 (1) | | | Mattel, Inc. | | | | | 13,286 | | | | | | 0.0 | | |
3,746 | | | McDonald’s Corp. | | | | | 865,289 | | | | | | 0.2 | | |
800 (1) | | | Mercari, Inc. | | | | | 42,291 | | | | | | 0.0 | | |
1,523 | | | Nike, Inc. - Class B | | | | | 235,288 | | | | | | 0.1 | | |
4,800 (1) | | | Nissan Motor Co., Ltd. | | | | | 23,912 | | | | | | 0.0 | | |
700 | | | Nitori Co., Ltd. | | | | | 123,618 | | | | | | 0.1 | | |
37 (1) | | | NVR, Inc. | | | | | 184,012 | | | | | | 0.1 | | |
305 (1) | | | Ollie’s Bargain Outlet Holdings, Inc. | | | | | 25,660 | | | | | | 0.0 | | |
553 (1) | | | O’Reilly Automotive, Inc. | | | | | 313,114 | | | | | | 0.1 | | |
2,600 | | | Panasonic Corp. | | | | | 29,938 | | | | | | 0.0 | | |
450 | | | Pandora A/S | | | | | 60,711 | | | | | | 0.0 | | |
198 (1) | | | Penn National Gaming, Inc. | | | | | 15,145 | | | | | | 0.0 | | |
1,798 | | | Persimmon PLC | | | | | 73,653 | | | | | | 0.0 | | |
99 | | | Polaris, Inc. | | | | | 13,559 | | | | | | 0.0 | | |
758 | | | Prosus NV | | | | | 74,259 | | | | | | 0.0 | | |
2,341 | | | Pulte Group, Inc. | | | | | 127,748 | | | | | | 0.0 | | |
5,300 | | | Rakuten Group, Inc. | | | | | 59,843 | | | | | | 0.0 | | |
160 (1) | | | RH | | | | | 108,640 | | | | | | 0.0 | | |
1,889 (1) | | | Scientific Games Corp. | | | | | 146,284 | | | | | | 0.0 | | |
206 | | | SEB SA | | | | | 37,266 | | | | | | 0.0 | | |
6,700 | | | Sekisui House Ltd. | | | | | 137,583 | | | | | | 0.1 | | |
2,968 | | | Service Corp. International | | | | | 159,055 | | | | | | 0.0 | | |
3,000 | | | Sony Group Corp. | | | | | 290,902 | | | | | | 0.1 | | |
2,100 | | | Stanley Electric Co., Ltd. | | | | | 60,672 | | | | | | 0.0 | | |
2,387 | | | Starbucks Corp. | | | | | 266,890 | | | | | | 0.1 | | |
744 | | | Stellantis NV | | | | | 14,637 | | | | | | 0.0 | | |
7,200 | | | Sumitomo Electric Industries Ltd. | | | | | 106,343 | | | | | | 0.0 | | |
5,925 | | | TABCORP Holdings Ltd. | | | | | 22,989 | | | | | | 0.0 | | |
1,837 | | | Target Corp. | | | | | 444,076 | | | | | | 0.1 | | |
4,816 (1) | | | Taylor Morrison Home Corp. | | | | | 127,239 | | | | | | 0.0 | | |
1,310 | | | Tempur Sealy International, Inc. | | | | | 51,339 | | | | | | 0.0 | | |
2,086 (1) | | | Tesla, Inc. | | | | | 1,417,854 | | | | | | 0.4 | | |
604 | | | Thor Industries, Inc. | | | | | 68,252 | | | | | | 0.0 | | |
479 | | | Toll Brothers, Inc. | | | | | 27,691 | | | | | | 0.0 | | |
167 (1) | | | TopBuild Corp. | | | | | 33,029 | | | | | | 0.0 | | |
1,300 | | | Toyota Motor Corp. | | | | | 113,638 | | | | | | 0.0 | | |
1,461 | | | Travel + Leisure Co. | | | | | 86,856 | | | | | | 0.0 | | |
13,529 (1) | | | Tri Pointe Homes, Inc. | | | | | 289,926 | | | | | | 0.1 | | |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Discretionary (continued) | | ||||||||||||
532 (1) | | | Ulta Beauty, Inc. | | | | $ | 183,950 | | | | | | 0.1 | | |
3,069 | | | Wendy’s Company | | | | | 71,876 | | | | | | 0.0 | | |
6,968 | | | Wesfarmers Ltd. | | | | | 308,913 | | | | | | 0.1 | | |
697 (2) | | | Williams-Sonoma, Inc. | | | | | 111,276 | | | | | | 0.0 | | |
377 | | | Wingstop, Inc. | | | | | 59,427 | | | | | | 0.0 | | |
30,300 | | | Yamada Holdings Co. Ltd. | | | | | 140,111 | | | | | | 0.1 | | |
2,301 (1) | | | YETI Holdings, Inc. | | | | | 211,278 | | | | | | 0.1 | | |
3,967 | | | Yum! Brands, Inc. | | | | | 456,324 | | | | | | 0.1 | | |
| | | | | | | | 20,103,923 | | | | | | 5.2 | | |
| | |||||||||||||||
| | | Consumer Staples: 2.5% | | ||||||||||||
2,200 | | | Ajinomoto Co., Inc. | | | | | 57,155 | | | | | | 0.0 | | |
4,823 (2) | | | Albertsons Cos, Inc. | | | | | 94,820 | | | | | | 0.0 | | |
13,853 | | | Altria Group, Inc. | | | | | 660,511 | | | | | | 0.2 | | |
1,221 (1) | | | BJ’s Wholesale Club Holdings, Inc. | | | | | 58,095 | | | | | | 0.0 | | |
23 (1) | | | Boston Beer Co., Inc. | | | | | 23,478 | | | | | | 0.0 | | |
8,384 | | | British American Tobacco PLC | | | | | 325,513 | | | | | | 0.1 | | |
3,784 | | | Coca-Cola Co. | | | | | 204,752 | | | | | | 0.1 | | |
2,525 | | | Coca-Cola HBC AG | | | | | 91,396 | | | | | | 0.0 | | |
2,145 | | | Costco Wholesale Corp. | | | | | 848,712 | | | | | | 0.2 | | |
1,593 (1) | | | Darling Ingredients, Inc. | | | | | 107,528 | | | | | | 0.0 | | |
327 | | | Diageo PLC | | | | | 15,673 | | | | | | 0.0 | | |
2,380 | | | Energizer Holdings, Inc. | | | | | 102,292 | | | | | | 0.0 | | |
1,866 | | | Estee Lauder Cos., Inc. | | | | | 593,537 | | | | | | 0.2 | | |
2,596 | | | Flowers Foods, Inc. | | | | | 62,823 | | | | | | 0.0 | | |
3,081 (1) | | | Herbalife Nutrition Ltd. | | | | | 162,461 | | | | | | 0.0 | | |
272 | | | Hershey Co. | | | | | 47,377 | | | | | | 0.0 | | |
7,776 | | | Imperial Brands PLC | | | | | 167,672 | | | | | | 0.1 | | |
493 | | | Ingredion, Inc. | | | | | 44,617 | | | | | | 0.0 | | |
10,129 | | | J Sainsbury Plc | | | | | 38,124 | | | | | | 0.0 | | |
6,100 (2) | | | Japan Tobacco, Inc. | | | | | 115,280 | | | | | | 0.0 | | |
7,792 | | | Koninklijke Ahold Delhaize NV | | | | | 232,042 | | | | | | 0.1 | | |
2,600 | | | Lawson, Inc. | | | | | 120,423 | | | | | | 0.0 | | |
631 | | | L’Oreal S.A. | | | | | 281,800 | | | | | | 0.1 | | |
8,902 | | | Mondelez International, Inc. | | | | | 555,841 | | | | | | 0.2 | | |
3,956 (1) | | | Monster Beverage Corp. | | | | | 361,381 | | | | | | 0.1 | | |
3,980 | | | Nestle SA | | | | | 496,095 | | | | | | 0.1 | | |
1,114 | | | Nu Skin Enterprises, Inc. | | | | | 63,108 | | | | | | 0.0 | | |
9,632 | | | Orkla ASA | | | | | 98,161 | | | | | | 0.0 | | |
8,407 | | | PepsiCo, Inc. | | | | | 1,245,665 | | | | | | 0.3 | | |
671 | | | Pernod Ricard SA | | | | | 149,138 | | | | | | 0.0 | | |
9,607 | | | Philip Morris International, Inc. | | | | | 952,150 | | | | | | 0.3 | | |
4,000 (2) | | | Pola Orbis Holdings, Inc. | | | | | 105,472 | | | | | | 0.0 | | |
922 (1) | | | Post Holdings, Inc. | | | | | 100,009 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Staples (continued) | | ||||||||||||
2,071 | | | Procter & Gamble Co. | | | | $ | 279,440 | | | | | | 0.1 | | |
2,521 | | | Reckitt Benckiser Group PLC | | | | | 222,730 | | | | | | 0.1 | | |
202 | | | Sanderson Farms, Inc. | | | | | 37,970 | | | | | | 0.0 | | |
1,462 (1) | | | Sprouts Farmers Market, Inc. | | | | | 36,331 | | | | | | 0.0 | | |
23,030 | | | Swedish Match AB | | | | | 196,403 | | | | | | 0.1 | | |
1,000 | | | Toyo Suisan Kaisha Ltd. | | | | | 38,542 | | | | | | 0.0 | | |
3,145 | | | Treasury Wine Estates Ltd. | | | | | 27,539 | | | | | | 0.0 | | |
530 | | | Tyson Foods, Inc. | | | | | 39,093 | | | | | | 0.0 | | |
4,432 | | | Unilever PLC | | | | | 259,425 | | | | | | 0.1 | | |
600 | | | Welcia Holdings Co. Ltd. | | | | | 19,619 | | | | | | 0.0 | | |
128,500 (3) | | | WH Group Ltd. | | | | | 115,342 | | | | | | 0.0 | | |
| | | | | | | | 9,855,535 | | | | | | 2.5 | | |
| | |||||||||||||||
| | | Energy: 1.2% | | ||||||||||||
7,323 | | | APA Corp. | | | | | 158,396 | | | | | | 0.1 | | |
32,420 | | | BP PLC | | | | | 142,174 | | | | | | 0.1 | | |
2,026 (1) | | | ChampionX Corp. | | | | | 51,967 | | | | | | 0.0 | | |
598 | | | Chevron Corp. | | | | | 62,635 | | | | | | 0.0 | | |
1,255 | | | Cimarex Energy Co. | | | | | 90,925 | | | | | | 0.0 | | |
8,615 | | | ConocoPhillips | | | | | 524,654 | | | | | | 0.1 | | |
50,200 | | | ENEOS Holdings, Inc. | | | | | 210,378 | | | | | | 0.1 | | |
4,602 | | | ENI S.p.A. | | | | | 56,105 | | | | | | 0.0 | | |
1,089 | | | EOG Resources, Inc. | | | | | 90,866 | | | | | | 0.0 | | |
770 (1) | | | EQT Corp. | | | | | 17,140 | | | | | | 0.0 | | |
15,531 | | | Equitrans Midstream Corp. | | | | | 132,169 | | | | | | 0.0 | | |
7,168 | | | Exxon Mobil Corp. | | | | | 452,157 | | | | | | 0.1 | | |
2,804 | | | Galp Energia SGPS SA | | | | | 30,487 | | | | | | 0.0 | | |
18,012 | | | Halliburton Co. | | | | | 416,437 | | | | | | 0.1 | | |
7,321 | | | Marathon Petroleum Corp. | | | | | 442,335 | | | | | | 0.1 | | |
3,013 | | | Phillips 66 | | | | | 258,576 | | | | | | 0.1 | | |
1,692 | | | Pioneer Natural Resources Co. | | | | | 274,984 | | | | | | 0.1 | | |
8,859 (2) | | | Repsol SA | | | | | 111,292 | | | | | | 0.0 | | |
11,773 | | | Royal Dutch Shell PLC - Class A | | | | | 236,023 | | | | | | 0.1 | | |
6,345 | | | Santos Ltd. | | | | | 33,702 | | | | | | 0.0 | | |
9,533 | | | Targa Resources Corp. | | | | | 423,742 | | | | | | 0.1 | | |
6,131 | | | Tenaris S.A. | | | | | 67,075 | | | | | | 0.0 | | |
561 (1) | | | Thungela Resources Ltd. | | | | | 1,544 | | | | | | 0.0 | | |
767 (2) | | | TotalEnergies SE | | | | | 34,747 | | | | | | 0.0 | | |
6,207 | | | World Fuel Services Corp. | | | | | 196,948 | | | | | | 0.1 | | |
| | | | | | | | 4,517,458 | | | | | | 1.2 | | |
| | |||||||||||||||
| | | Financials: 5.3% | | ||||||||||||
9,495 | | | 3i Group PLC | | | | | 154,093 | | | | | | 0.0 | | |
13,800 | | | AIA Group Ltd. | | | | | 171,197 | | | | | | 0.1 | | |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
19 (1) | | | Alleghany Corp. | | | | $ | 12,674 | | | | | | 0.0 | | |
1,907 | | | Allstate Corp. | | | | | 248,749 | | | | | | 0.1 | | |
6,209 | | | Ally Financial, Inc. | | | | | 309,457 | | | | | | 0.1 | | |
1,946 | | | Ameriprise Financial, Inc. | | | | | 484,320 | | | | | | 0.1 | | |
20,357 | | | Annaly Capital Management, Inc. | | | | | 180,770 | | | | | | 0.1 | | |
848 | | | Aon PLC | | | | | 202,468 | | | | | | 0.1 | | |
580 | | | ASX Ltd. | | | | | 33,812 | | | | | | 0.0 | | |
1,084 | | | Australia & New Zealand Banking Group Ltd. | | | | | 22,881 | | | | | | 0.0 | | |
2,229 | | | AXA S.A. | | | | | 56,599 | | | | | | 0.0 | | |
8,102 (1) | | | Bank Leumi Le-Israel BM | | | | | 61,565 | | | | | | 0.0 | | |
5,466 | | | Bank of America Corp. | | | | | 225,363 | | | | | | 0.1 | | |
2,607 | | | Bank OZK | | | | | 109,911 | | | | | | 0.0 | | |
85,726 | | | Barclays PLC | | | | | 203,434 | | | | | | 0.1 | | |
7,873 (1) | | | Berkshire Hathaway, Inc. - Class B | | | | | 2,188,064 | | | | | | 0.6 | | |
1,028 | | | Blackrock, Inc. | | | | | 899,469 | | | | | | 0.2 | | |
4,318 | | | BNP Paribas | | | | | 270,996 | | | | | | 0.1 | | |
23,000 | | | BOC Hong Kong Holdings Ltd. | | | | | 77,954 | | | | | | 0.0 | | |
231 | | | Brown & Brown, Inc. | | | | | 12,275 | | | | | | 0.0 | | |
878 | | | Capital One Financial Corp. | | | | | 135,818 | | | | | | 0.1 | | |
9,294 | | | Citigroup, Inc. | | | | | 657,551 | | | | | | 0.2 | | |
1,396 | | | Citizens Financial Group, Inc. | | | | | 64,035 | | | | | | 0.0 | | |
16,073 | | | CNO Financial Group, Inc. | | | | | 379,644 | | | | | | 0.1 | | |
6,288 | | | CNP Assurances | | | | | 107,169 | | | | | | 0.0 | | |
8,553 (1) | | | Commerzbank AG | | | | | 60,741 | | | | | | 0.0 | | |
628 | | | Commonwealth Bank of Australia | | | | | 47,026 | | | | | | 0.0 | | |
2,987 (1) | | | Deutsche Bank AG | | | | | 38,943 | | | | | | 0.0 | | |
690 | | | Deutsche Boerse AG | | | | | 120,437 | | | | | | 0.0 | | |
36,093 | | | Direct Line Insurance Group PLC | | | | | 142,358 | | | | | | 0.0 | | |
401 | | | East West Bancorp, Inc. | | | | | 28,748 | | | | | | 0.0 | | |
1,671 | | | Essent Group Ltd. | | | | | 75,111 | | | | | | 0.0 | | |
632 | | | Evercore, Inc. | | | | | 88,967 | | | | | | 0.0 | | |
121 | | | Factset Research Systems, Inc. | | | | | 40,609 | | | | | | 0.0 | | |
1,540 | | | Fifth Third Bancorp | | | | | 58,874 | | | | | | 0.0 | | |
6,302 | | | First American Financial Corp. | | | | | 392,930 | | | | | | 0.1 | | |
172 | | | Globe Life, Inc. | | | | | 16,383 | | | | | | 0.0 | | |
2,795 | | | Hancock Whitney Corp. | | | | | 124,210 | | | | | | 0.0 | | |
421 | | | Hannover Rueck SE | | | | | 70,479 | | | | | | 0.0 | | |
3,016 | | | Hanover Insurance Group, Inc. | | | | | 409,090 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
2,700 | | | Hong Kong Exchanges and Clearing Ltd. | | | | $ | 160,730 | | | | | | 0.1 | | |
28,319 | | | HSBC Holdings PLC | | | | | 163,443 | | | | | | 0.1 | | |
10,796 | | | ING Groep NV | | | | | 143,310 | | | | | | 0.0 | | |
1,586 | | | International Bancshares Corp. | | | | | 68,103 | | | | | | 0.0 | | |
66,538 | | | Intesa Sanpaolo SpA | | | | | 184,066 | | | | | | 0.1 | | |
2,537 | | | Janus Henderson Group PLC | | | | | 98,461 | | | | | | 0.0 | | |
866 | | | Jefferies Financial Group, Inc. | | | | | 29,617 | | | | | | 0.0 | | |
13,018 | | | JPMorgan Chase & Co. | | | | | 2,024,820 | | | | | | 0.5 | | |
2,221 | | | Keycorp | | | | | 45,864 | | | | | | 0.0 | | |
3,966 | | | Kinnevik AB | | | | | 158,814 | | | | | | 0.0 | | |
481 | | | London Stock Exchange Group PLC | | | | | 53,155 | | | | | | 0.0 | | |
1,510 | | | LPL Financial Holdings, Inc. | | | | | 203,820 | | | | | | 0.1 | | |
12,508 | | | M&G PLC | | | | | 39,624 | | | | | | 0.0 | | |
2,406 | | | Magellan Financial Group Ltd. | | | | | 97,173 | | | | | | 0.0 | | |
12,418 | | | Medibank Pvt Ltd. | | | | | 29,441 | | | | | | 0.0 | | |
7,354 | | | MGIC Investment Corp. | | | | | 100,014 | | | | | | 0.0 | | |
48,400 | | | Mitsubishi UFJ Financial Group, Inc. | | | | | 260,695 | | | | | | 0.1 | | |
563 | | | MSCI, Inc. - Class A | | | | | 300,124 | | | | | | 0.1 | | |
680 | | | Muenchener Rueckversicherungs-Gesellschaft AG | | | | | 186,361 | | | | | | 0.1 | | |
20,927 | | | Natwest Group PLC | | | | | 58,894 | | | | | | 0.0 | | |
3,888 | | | Navient Corp. | | | | | 75,155 | | | | | | 0.0 | | |
1,265 | | | New Residential Investment Corp. | | | | | 13,396 | | | | | | 0.0 | | |
8,497 | | | New York Community Bancorp., Inc. | | | | | 93,637 | | | | | | 0.0 | | |
22,700 | | | Nomura Holdings, Inc. | | | | | 115,531 | | | | | | 0.0 | | |
13,622 | | | Nordea Bank Abp | | | | | 151,693 | | | | | | 0.0 | | |
18,960 | | | Old Republic International Corp. | | | | | 472,294 | | | | | | 0.1 | | |
7,600 | | | Oversea-Chinese Banking Corp., Ltd. | | | | | 67,729 | | | | | | 0.0 | | |
1,494 | | | PacWest Bancorp | | | | | 61,493 | | | | | | 0.0 | | |
322 | | | Popular, Inc. | | | | | 24,166 | | | | | | 0.0 | | |
10,470 (3) | | | Poste Italiane SpA | | | | | 138,576 | | | | | | 0.0 | | |
698 | | | Primerica, Inc. | | | | | 106,892 | | | | | | 0.0 | | |
1,012 | | | PROG Holdings, Inc. | | | | | 48,708 | | | | | | 0.0 | | |
227 | | | Prosperity Bancshares, Inc. | | | | | 16,299 | | | | | | 0.0 | | |
25,326 | | | Regions Financial Corp. | | | | | 511,079 | | | | | | 0.1 | | |
219 | | | Reinsurance Group of America, Inc. | | | | | 24,966 | | | | | | 0.0 | | |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
382 | | | RLI Corp. | | | | $ | 39,953 | | | | | | 0.0 | | |
2,045 | | | S&P Global, Inc. | | | | | 839,370 | | | | | | 0.2 | | |
1,576 | | | SEI Investments Co. | | | | | 97,665 | | | | | | 0.0 | | |
590 | | | Selective Insurance Group | | | | | 47,879 | | | | | | 0.0 | | |
259 | | | Signature Bank | | | | | 63,623 | | | | | | 0.0 | | |
22,051 | | | Standard Chartered PLC | | | | | 140,725 | | | | | | 0.0 | | |
5,384 | | | Stifel Financial Corp. | | | | | 349,206 | | | | | | 0.1 | | |
7,400 | | | Sumitomo Mitsui Financial Group, Inc. | | | | | 255,093 | | | | | | 0.1 | | |
6,100 | | | Sumitomo Mitsui Trust Holdings, Inc. | | | | | 194,591 | | | | | | 0.1 | | |
160 | | | Swiss Life Holding AG | | | | | 77,833 | | | | | | 0.0 | | |
11,400 | | | Synchrony Financial | | | | | 553,128 | | | | | | 0.2 | | |
3,108 | | | Synovus Financial Corp. | | | | | 136,379 | | | | | | 0.1 | | |
11,300 | | | T&D Holdings, Inc. | | | | | 146,639 | | | | | | 0.0 | | |
2,000 | | | Tokio Marine Holdings, Inc. | | | | | 92,121 | | | | | | 0.0 | | |
1,878 | | | Tradeweb Markets, Inc. | | | | | 158,804 | | | | | | 0.1 | | |
13,764 | | | UBS Group AG | | | | | 210,826 | | | | | | 0.1 | | |
1,114 | | | UMB Financial Corp. | | | | | 103,669 | | | | | | 0.0 | | |
7,169 | | | Umpqua Holdings Corp. | | | | | 132,268 | | | | | | 0.1 | | |
14,453 | | | UniCredit SpA | | | | | 170,873 | | | | | | 0.1 | | |
4,359 | | | Unum Group | | | | | 123,796 | | | | | | 0.0 | | |
1,899 | | | US Bancorp | | | | | 108,186 | | | | | | 0.0 | | |
937 | | | Washington Federal, Inc. | | | | | 29,778 | | | | | | 0.0 | | |
1,570 | | | Webster Financial Corp. | | | | | 83,744 | | | | | | 0.0 | | |
22,715 | | | Wells Fargo & Co. | | | | | 1,028,762 | | | | | | 0.3 | | |
296 | | | Wintrust Financial Corp. | | | | | 22,386 | | | | | | 0.0 | | |
947 | | | Zions Bancorp NA | | | | | 50,058 | | | | | | 0.0 | | |
458 | | | Zurich Insurance Group AG | | | | | 183,963 | | | | | | 0.1 | | |
| | | | | | | | 20,754,635 | | | | | | 5.3 | | |
| | |||||||||||||||
| | | Health Care: 5.2% | | ||||||||||||
63 (1) | | | 10X Genomics, Inc. | | | | | 12,337 | | | | | | 0.0 | | |
4,458 | | | Abbott Laboratories | | | | | 516,816 | | | | | | 0.1 | | |
1,061 | | | AbbVie, Inc. | | | | | 119,511 | | | | | | 0.0 | | |
4,516 | | | Agilent Technologies, Inc. | | | | | 667,510 | | | | | | 0.2 | | |
1,332 (1) | | | Alexion Pharmaceuticals, Inc. | | | | | 244,702 | | | | | | 0.1 | | |
527 (1) | | | Align Technology, Inc. | | | | | 321,997 | | | | | | 0.1 | | |
397 (1) | | | Amedisys, Inc. | | | | | 97,237 | | | | | | 0.0 | | |
2,019 | | | Anthem, Inc. | | | | | 770,854 | | | | | | 0.2 | | |
204 (1) | | | Arrowhead Pharmaceuticals, Inc. | | | | | 16,895 | | | | | | 0.0 | | |
1,401 | | | AstraZeneca PLC | | | | | 168,322 | | | | | | 0.1 | | |
2,351 | | | Bayer AG | | | | | 142,929 | | | | | | 0.0 | | |
746 | | | Becton Dickinson & Co. | | | | | 181,420 | | | | | | 0.1 | | |
352 | | | Bio-Techne Corp. | | | | | 158,491 | | | | | | 0.1 | | |
12,657 | | | Bristol-Myers Squibb Co. | | | | | 845,741 | | | | | | 0.2 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
1,164 (1) | | | Centene Corp. | | | | $ | 84,891 | | | | | | 0.0 | | |
257 (1) | | | Charles River Laboratories International, Inc. | | | | | 95,069 | | | | | | 0.0 | | |
273 | | | Chemed Corp. | | | | | 129,538 | | | | | | 0.1 | | |
2,087 | | | Cigna Corp. | | | | | 494,765 | | | | | | 0.1 | | |
153 | | | Cochlear Ltd. | | | | | 28,866 | | | | | | 0.0 | | |
1,103 | | | CSL Ltd. | | | | | 235,897 | | | | | | 0.1 | | |
1,781 | | | CVS Health Corp. | | | | | 148,607 | | | | | | 0.1 | | |
800 | | | Daiichi Sankyo Co., Ltd. | | | | | 17,258 | | | | | | 0.0 | | |
138 (1) | | | DexCom, Inc. | | | | | 58,926 | | | | | | 0.0 | | |
167 | | | DiaSorin SpA | | | | | 31,599 | | | | | | 0.0 | | |
4,282 (1) | | | Edwards Lifesciences Corp. | | | | | 443,487 | | | | | | 0.1 | | |
1,000 | | | Eisai Co., Ltd. | | | | | 98,277 | | | | | | 0.0 | | |
561 | | | Eli Lilly & Co. | | | | | 128,761 | | | | | | 0.1 | | |
812 (1) | | | Emergent Biosolutions, Inc. | | | | | 51,148 | | | | | | 0.0 | | |
765 (1) | | | Envista Holdings Corp. | | | | | 33,056 | | | | | | 0.0 | | |
4,483 (1) | | | Exelixis, Inc. | | | | | 81,680 | | | | | | 0.0 | | |
1,235 | | | Fisher & Paykel Healthcare Corp. Ltd. | | | | | 26,867 | | | | | | 0.0 | | |
544 | | | Fresenius SE & Co. KGaA | | | | | 28,391 | | | | | | 0.0 | | |
12,476 | | | GlaxoSmithKline PLC | | | | | 245,267 | | | | | | 0.1 | | |
578 (1) | | | Globus Medical, Inc. | | | | | 44,812 | | | | | | 0.0 | | |
1,692 (1) | | | Halozyme Therapeutics, Inc. | | | | | 76,834 | | | | | | 0.0 | | |
377 (1) | | | HealthEquity, Inc. | | | | | 30,341 | | | | | | 0.0 | | |
3,946 | | | Hikma Pharmaceuticals PLC | | | | | 133,540 | | | | | | 0.0 | | |
557 | | | Hill-Rom Holdings, Inc. | | | | | 63,270 | | | | | | 0.0 | | |
1,600 | | | Hoya Corp. | | | | | 211,633 | | | | | | 0.1 | | |
1,002 | | | Humana, Inc. | | | | | 443,605 | | | | | | 0.1 | | |
5,225 (1) | | | Incyte Corp., Ltd. | | | | | 439,579 | | | | | | 0.1 | | |
1,156 | | | Ipsen SA | | | | | 120,290 | | | | | | 0.0 | | |
1,735 (1) | | | Jazz Pharmaceuticals PLC | | | | | 308,205 | | | | | | 0.1 | | |
8,990 | | | Johnson & Johnson | | | | | 1,481,013 | | | | | | 0.4 | | |
4,158 | | | Koninklijke Philips NV | | | | | 206,378 | | | | | | 0.1 | | |
515 (1) | | | LHC Group, Inc. | | | | | 103,134 | | | | | | 0.0 | | |
103 (1) | | | Ligand Pharmaceuticals, Inc. | | | | | 13,513 | | | | | | 0.0 | | |
455 (1) | | | Masimo Corp. | | | | | 110,315 | | | | | | 0.0 | | |
1,291 | | | McKesson Corp. | | | | | 246,891 | | | | | | 0.1 | | |
3,400 | | | Medipal Holdings Corp. | | | | | 65,003 | | | | | | 0.0 | | |
489 (1) | | | Medpace Holdings, Inc. | | | | | 86,372 | | | | | | 0.0 | | |
9,237 | | | Medtronic PLC | | | | | 1,146,589 | | | | | | 0.3 | | |
15,486 | | | Merck & Co., Inc. | | | | | 1,204,346 | | | | | | 0.3 | | |
414 | | | Merck KGaA | | | | | 79,437 | | | | | | 0.0 | | |
11 (1) | | | Mettler Toledo International, Inc. | | | | | 15,239 | | | | | | 0.0 | | |
861 (1) | | | Molina Healthcare, Inc. | | | | | 217,885 | | | | | | 0.1 | | |
172 (1) | | | Natera, Inc. | | | | | 19,527 | | | | | | 0.0 | | |
307 (1) | | | Neurocrine Biosciences, Inc. | | | | | 29,877 | | | | | | 0.0 | | |
500 | | | Nippon Shinyaku Co., Ltd. | | | | | 39,779 | | | | | | 0.0 | | |
2,403 | | | Novartis AG | | | | | 219,218 | | | | | | 0.1 | | |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
612 | | | Novo Nordisk A/S | | | | $ | 51,230 | | | | | | 0.0 | | |
837 (1) | | | NuVasive, Inc. | | | | | 56,732 | | | | | | 0.0 | | |
3,000 | | | Olympus Corp. | | | | | 59,673 | | | | | | 0.0 | | |
5,000 (2) | | | Otsuka Holdings Co. Ltd. | | | | | 207,610 | | | | | | 0.1 | | |
2,412 | | | Patterson Cos., Inc. | | | | | 73,301 | | | | | | 0.0 | | |
128 (1) | | | Penumbra, Inc. | | | | | 35,080 | | | | | | 0.0 | | |
497 (1) | | | PRA Health Sciences, Inc. | | | | | 82,109 | | | | | | 0.0 | | |
883 (1) | | | Progyny, Inc. | | | | | 52,097 | | | | | | 0.0 | | |
1,365 (1) | | | Quidel Corp. | | | | | 174,884 | | | | | | 0.1 | | |
732 (1) | | | Regeneron Pharmaceuticals, Inc. | | | | | 408,851 | | | | | | 0.1 | | |
63 (1) | | | Repligen Corp. | | | | | 12,576 | | | | | | 0.0 | | |
1,398 | | | Roche Holding AG | | | | | 526,820 | | | | | | 0.1 | | |
3,325 | | | Sanofi | | | | | 349,332 | | | | | | 0.1 | | |
2,100 | | | Santen Pharmaceutical Co., Ltd. | | | | | 28,983 | | | | | | 0.0 | | |
63 | | | Sartorius Stedim Biotech | | | | | 29,817 | | | | | | 0.0 | | |
591 | | | Sonova Holding AG - Reg | | | | | 222,603 | | | | | | 0.1 | | |
459 (1) | | | Staar Surgical Co. | | | | | 69,997 | | | | | | 0.0 | | |
81 | | | STERIS Public Ltd. Co. | | | | | 16,710 | | | | | | 0.0 | | |
40 | | | Straumann Holding AG | | | | | 63,802 | | | | | | 0.0 | | |
161 (1) | | | Tandem Diabetes Care, Inc. | | | | | 15,681 | | | | | | 0.0 | | |
665 (1) | | | Tenet Healthcare Corp. | | | | | 44,548 | | | | | | 0.0 | | |
1,967 | | | Thermo Fisher Scientific, Inc. | | | | | 992,292 | | | | | | 0.3 | | |
1,597 | | | UCB S.A. | | | | | 167,256 | | | | | | 0.0 | | |
435 (1) | | | United Therapeutics Corp. | | | | | 78,043 | | | | | | 0.0 | | |
3,913 | | | UnitedHealth Group, Inc. | | | | | 1,566,922 | | | | | | 0.4 | | |
184 (1) | | | Veeva Systems, Inc. | | | | | 57,215 | | | | | | 0.0 | | |
2,199 (1) | | | Vertex Pharmaceuticals, Inc. | | | | | 443,384 | | | | | | 0.1 | | |
2,013 | | | Zoetis, Inc. | | | | | 375,143 | | | | | | 0.1 | | |
| | | | | | | | 20,146,428 | | | | | | 5.2 | | |
| | |||||||||||||||
| | | Industrials: 4.5% | | ||||||||||||
970 | | | ACS Actividades de Construccion y Servicios SA | | | | | 26,004 | | | | | | 0.0 | | |
2,268 | | | Acuity Brands, Inc. | | | | | 424,184 | | | | | | 0.1 | | |
323 | | | Adecco Group AG | | | | | 21,978 | | | | | | 0.0 | | |
108 | | | Advanced Drainage Systems, Inc. | | | | | 12,590 | | | | | | 0.0 | | |
1,579 | | | AGCO Corp. | | | | | 205,870 | | | | | | 0.1 | | |
2,300 | | | Allegion Public Ltd. | | | | | 320,390 | | | | | | 0.1 | | |
7,130 | | | Allison Transmission Holdings, Inc. | | | | | 283,346 | | | | | | 0.1 | | |
3,861 | | | Ametek, Inc. | | | | | 515,444 | | | | | | 0.1 | | |
1,325 | | | AO Smith Corp. | | | | | 95,480 | | | | | | 0.0 | | |
35 | | | AP Moller - Maersk A/S - Class B | | | | | 100,762 | | | | | | 0.0 | | |
1,759 (1) | | | ASGN, Inc. | | | | | 170,500 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
1,501 | | | Ashtead Group PLC | | | | $ | 111,567 | | | | | | 0.0 | | |
1,192 | | | Assa Abloy AB | | | | | 35,936 | | | | | | 0.0 | | |
2,483 | | | Atlas Copco AB - A Shares | | | | | 152,477 | | | | | | 0.1 | | |
55,312 | | | Aurizon Holdings Ltd. | | | | | 154,063 | | | | | | 0.1 | | |
199 (1) | | | Avis Budget Group, Inc. | | | | | 15,500 | | | | | | 0.0 | | |
301 (1) | | | Axon Enterprise, Inc. | | | | | 53,217 | | | | | | 0.0 | | |
4,840 | | | BAE Systems PLC | | | | | 34,974 | | | | | | 0.0 | | |
17,274 | | | Brambles Ltd. | | | | | 148,245 | | | | | | 0.1 | | |
288 | | | Brink’s Co. | | | | | 22,130 | | | | | | 0.0 | | |
781 (1) | | | Builders FirstSource, Inc. | | | | | 33,317 | | | | | | 0.0 | | |
360 (1) | | | CACI International, Inc. | | | | | 91,843 | | | | | | 0.0 | | |
1,364 | | | Carlisle Cos., Inc. | | | | | 261,042 | | | | | | 0.1 | | |
3,250 | | | Cie de Saint-Gobain | | | | | 214,486 | | | | | | 0.1 | | |
11,000 | | | CK Hutchison Holdings Ltd. | | | | | 85,633 | | | | | | 0.0 | | |
435 (1) | | | Clarivate PLC | | | | | 11,976 | | | | | | 0.0 | | |
1,922 (1) | | | Clean Harbors, Inc. | | | | | 179,015 | | | | | | 0.1 | | |
7,237 | | | CNH Industrial NV | | | | | 120,045 | | | | | | 0.0 | | |
324 (1) | | | Colfax Corp. | | | | | 14,842 | | | | | | 0.0 | | |
5,736 (1) | | | Copart, Inc. | | | | | 756,177 | | | | | | 0.2 | | |
4,294 (1)(2) | | | CoStar Group, Inc. | | | | | 355,629 | | | | | | 0.1 | | |
2,902 | | | Crane Co. | | | | | 268,058 | | | | | | 0.1 | | |
415 | | | Curtiss-Wright Corp. | | | | | 49,285 | | | | | | 0.0 | | |
6,700 | | | Dai Nippon Printing Co., Ltd. | | | | | 141,782 | | | | | | 0.0 | | |
2,589 | | | Deere & Co. | | | | | 913,166 | | | | | | 0.2 | | |
4,646 | | | Deutsche Post AG | | | | | 316,414 | | | | | | 0.1 | | |
543 (1) | | | Dycom Industries, Inc. | | | | | 40,470 | | | | | | 0.0 | | |
1,313 | | | Eaton Corp. PLC | | | | | 194,560 | | | | | | 0.1 | | |
139 | | | Eiffage SA | | | | | 14,158 | | | | | | 0.0 | | |
2,059 | | | EMCOR Group, Inc. | | | | | 253,648 | | | | | | 0.1 | | |
2,537 | | | Emerson Electric Co. | | | | | 244,161 | | | | | | 0.1 | | |
1,860 | | | EnerSys | | | | | 181,778 | | | | | | 0.1 | | |
3,770 | | | Epiroc AB | | | | | 85,901 | | | | | | 0.0 | | |
300 | | | Fanuc Ltd. | | | | | 71,939 | | | | | | 0.0 | | |
2,266 | | | FedEx Corp. | | | | | 676,016 | | | | | | 0.2 | | |
969 | | | Ferguson PLC | | | | | 134,814 | | | | | | 0.0 | | |
6,838 | | | Fortive Corp. | | | | | 476,882 | | | | | | 0.1 | | |
2,292 | | | Fortune Brands Home & Security, Inc. | | | | | 228,306 | | | | | | 0.1 | | |
1,127 | | | GEA Group AG | | | | | 45,666 | | | | | | 0.0 | | |
66 | | | Geberit AG - Reg | | | | | 49,577 | | | | | | 0.0 | | |
407 (1) | | | Generac Holdings, Inc. | | | | | 168,966 | | | | | | 0.1 | | |
243 | | | Graco, Inc. | | | | | 18,395 | | | | | | 0.0 | | |
397 | | | Heico Corp. - HEI | | | | | 55,350 | | | | | | 0.0 | | |
1,189 | | | Herman Miller, Inc. | | | | | 56,049 | | | | | | 0.0 | | |
400 | | | Hitachi Ltd. | | | | | 22,923 | | | | | | 0.0 | | |
837 | | | Hubbell, Inc. | | | | | 156,385 | | | | | | 0.0 | | |
1,398 (1) | | | IAA, Inc. | | | | | 76,247 | | | | | | 0.0 | | |
335 | | | Intertek Group PLC | | | | | 25,639 | | | | | | 0.0 | | |
1,400 | | | Itochu Corp. | | | | | 40,397 | | | | | | 0.0 | | |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
3,148 | | | ITT, Inc. | | | | $ | 288,325 | | | | | | 0.1 | | |
2,600 (1) | | | Japan Airlines Co. Ltd. | | | | | 56,299 | | | | | | 0.0 | | |
4,814 | | | Johnson Controls International plc | | | | | 330,385 | | | | | | 0.1 | | |
5,491 | | | KBR, Inc. | | | | | 209,482 | | | | | | 0.1 | | |
5,445 | | | Knight-Swift Transportation Holdings, Inc. | | | | | 247,530 | | | | | | 0.1 | | |
1,940 | | | Legrand S.A. | | | | | 205,607 | | | | | | 0.1 | | |
34 | | | Lennox International, Inc. | | | | | 11,927 | | | | | | 0.0 | | |
4,900 | | | Lixil Corp. | | | | | 126,799 | | | | | | 0.0 | | |
691 | | | Manpowergroup, Inc. | | | | | 82,167 | | | | | | 0.0 | | |
2,639 | | | Masco Corp. | | | | | 155,464 | | | | | | 0.0 | | |
639 (1) | | | Mastec, Inc. | | | | | 67,798 | | | | | | 0.0 | | |
240 (1) | | | Middleby Corp. | | | | | 41,582 | | | | | | 0.0 | | |
2,200 | | | Mitsubishi Corp. | | | | | 60,096 | | | | | | 0.0 | | |
400 (2) | | | Nabtesco Corp. | | | | | 15,091 | | | | | | 0.0 | | |
56 | | | Nordson Corp. | | | | | 12,293 | | | | | | 0.0 | | |
3,214 | | | nVent Electric PLC | | | | | 100,405 | | | | | | 0.0 | | |
558 | | | Old Dominion Freight Line | | | | | 141,620 | | | | | | 0.0 | | |
720 | | | Oshkosh Corp. | | | | | 89,741 | | | | | | 0.0 | | |
3,334 | | | Owens Corning, Inc. | | | | | 326,399 | | | | | | 0.1 | | |
331 | | | Parker Hannifin Corp. | | | | | 101,653 | | | | | | 0.0 | | |
1,149 | | | Pentair PLC | | | | | 77,546 | | | | | | 0.0 | | |
9,534 (1) | | | Qantas Airways Ltd. | | | | | 33,283 | | | | | | 0.0 | | |
2,337 | | | Regal Beloit Corp. | | | | | 312,013 | | | | | | 0.1 | | |
1,304 | | | Rockwell Automation, Inc. | | | | | 372,970 | | | | | | 0.1 | | |
1,100 | | | Roper Technologies, Inc. | | | | | 517,220 | | | | | | 0.1 | | |
4,952 | | | Ryder System, Inc. | | | | | 368,082 | | | | | | 0.1 | | |
7,255 | | | Sandvik AB | | | | | 185,508 | | | | | | 0.1 | | |
2,042 | | | Schneider Electric SE | | | | | 321,909 | | | | | | 0.1 | | |
1,900 | | | Secom Co., Ltd. | | | | | 144,819 | | | | | | 0.0 | | |
1,916 | | | Siemens AG | | | | | 304,219 | | | | | | 0.1 | | |
663 | | | Simpson Manufacturing Co., Inc. | | | | | 73,222 | | | | | | 0.0 | | |
26,300 (1) | | | Singapore Airlines Ltd. | | | | | 94,841 | | | | | | 0.0 | | |
11,000 | | | Singapore Technologies Engineering Ltd. | | | | | 31,740 | | | | | | 0.0 | | |
4,238 | | | SKF AB - B Shares | | | | | 108,019 | | | | | | 0.0 | | |
300 | | | SMC Corp. | | | | | 177,478 | | | | | | 0.1 | | |
1,900 | | | Sohgo Security Services Co., Ltd. | | | | | 86,565 | | | | | | 0.0 | | |
3,500 | | | Sumitomo Corp. | | | | | 46,930 | | | | | | 0.0 | | |
474 (1) | | | Sunrun, Inc. | | | | | 26,440 | | | | | | 0.0 | | |
2,500 | | | Techtronic Industries Co., Ltd. | | | | | 43,567 | | | | | | 0.0 | | |
52 | | | Teleperformance | | | | | 21,117 | | | | | | 0.0 | | |
3,563 | | | Terex Corp. | | | | | 169,670 | | | | | | 0.1 | | |
145 | | | Tetra Tech, Inc. | | | | | 17,696 | | | | | | 0.0 | | |
1,885 | | | Timken Co. | | | | | 151,912 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
127 | | | Toro Co. | | | | $ | 13,955 | | | | | | 0.0 | | |
130 (1) | | | Trex Co., Inc. | | | | | 13,287 | | | | | | 0.0 | | |
2,241 | | | Union Pacific Corp. | | | | | 492,863 | | | | | | 0.1 | | |
211 (1) | | | United Rentals, Inc. | | | | | 67,311 | | | | | | 0.0 | | |
761 (1) | | | Univar Solutions, Inc. | | | | | 18,553 | | | | | | 0.0 | | |
901 | | | Verisk Analytics, Inc. | | | | | 157,423 | | | | | | 0.0 | | |
6,626 (2) | | | Volvo AB - B Shares | | | | | 159,683 | | | | | | 0.1 | | |
633 | | | Wolters Kluwer NV | | | | | 63,625 | | | | | | 0.0 | | |
740 | | | Woodward, Inc. | | | | | 90,931 | | | | | | 0.0 | | |
469 (1) | | | XPO Logistics, Inc. | | | | | 65,608 | | | | | | 0.0 | | |
| | | | | | | | 17,536,262 | | | | | | 4.5 | | |
| | |||||||||||||||
| | | Information Technology: 8.7% | | ||||||||||||
2,069 | | | Accenture PLC | | | | | 609,921 | | | | | | 0.2 | | |
1,369 (1) | | | Adobe, Inc. | | | | | 801,741 | | | | | | 0.2 | | |
2,595 (1) | | | Akamai Technologies, Inc. | | | | | 302,577 | | | | | | 0.1 | | |
369 | | | Alliance Data Systems Corp. | | | | | 38,446 | | | | | | 0.0 | | |
5,415 | | | Amdocs Ltd. | | | | | 418,904 | | | | | | 0.1 | | |
1,745 | | | Amkor Technology, Inc. | | | | | 41,304 | | | | | | 0.0 | | |
40,969 | | | Apple, Inc. | | | | | 5,611,114 | | | | | | 1.4 | | |
5,508 | | | Applied Materials, Inc. | | | | | 784,339 | | | | | | 0.2 | | |
3,538 (1) | | | Arrow Electronics, Inc. | | | | | 402,731 | | | | | | 0.1 | | |
545 | | | ASM International NV | | | | | 179,756 | | | | | | 0.1 | | |
932 | | | ASML Holding NV | | | | | 643,376 | | | | | | 0.2 | | |
201 (1) | | | Avalara, Inc. | | | | | 32,522 | | | | | | 0.0 | | |
11,918 | | | Avnet, Inc. | | | | | 477,673 | | | | | | 0.1 | | |
243 | | | Bechtle AG | | | | | 45,164 | | | | | | 0.0 | | |
971 | | | Brooks Automation, Inc. | | | | | 92,517 | | | | | | 0.0 | | |
1,900 | | | Brother Industries Ltd. | | | | | 37,950 | | | | | | 0.0 | | |
1,538 (1) | | | Cadence Design Systems, Inc. | | | | | 210,429 | | | | | | 0.1 | | |
128 (1) | | | Ceridian HCM Holding, Inc. | | | | | 12,278 | | | | | | 0.0 | | |
1,573 (1) | | | Check Point Software Technologies | | | | | 182,672 | | | | | | 0.1 | | |
1,690 (1) | | | Ciena Corp. | | | | | 96,144 | | | | | | 0.0 | | |
21,665 | | | Cisco Systems, Inc. | | | | | 1,148,245 | | | | | | 0.3 | | |
1,529 | | | Cognex Corp. | | | | | 128,512 | | | | | | 0.0 | | |
5,804 (1) | | | Commvault Systems, Inc. | | | | | 453,699 | | | | | | 0.1 | | |
214 (1) | | | Concentrix Corp. | | | | | 34,411 | | | | | | 0.0 | | |
292 (1) | | | Cree, Inc. | | | | | 28,596 | | | | | | 0.0 | | |
101 | | | Dassault Systemes SE | | | | | 24,512 | | | | | | 0.0 | | |
1,840 (1) | | | Datadog, Inc. | | | | | 191,507 | | | | | | 0.1 | | |
51 (1) | | | DocuSign, Inc. | | | | | 14,258 | | | | | | 0.0 | | |
13,419 (1) | | | Dropbox, Inc. | | | | | 406,730 | | | | | | 0.1 | | |
2,058 (1) | | | DXC Technology Co. | | | | | 80,139 | | | | | | 0.0 | | |
133 (1) | | | Elastic NV | | | | | 19,386 | | | | | | 0.0 | | |
620 (1) | | | EPAM Systems, Inc. | | | | | 316,795 | | | | | | 0.1 | | |
952 (1) | | | F5 Networks, Inc. | | | | | 177,700 | | | | | | 0.1 | | |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
74 (1) | | | Fair Isaac Corp. | | | | $ | 37,198 | | | | | | 0.0 | | |
11,818 | | | Genpact Ltd. | | | | | 536,892 | | | | | | 0.1 | | |
2,090 (1) | | | GoDaddy, Inc. | | | | | 181,746 | | | | | | 0.1 | | |
341 (1) | | | HubSpot, Inc. | | | | | 198,708 | | | | | | 0.1 | | |
862 (1) | | | II-VI, Inc. | | | | | 62,573 | | | | | | 0.0 | | |
644 | | | Infineon Technologies AG | | | | | 25,904 | | | | | | 0.0 | | |
9,962 | | | Intel Corp. | | | | | 559,267 | | | | | | 0.1 | | |
1,400 | | | Itochu Techno-Solutions Corp. | | | | | 43,310 | | | | | | 0.0 | | |
408 (1) | | | j2 Global, Inc. | | | | | 56,120 | | | | | | 0.0 | | |
3,822 | | | Jabil, Inc. | | | | | 222,135 | | | | | | 0.1 | | |
3,199 (1) | | | Jamf Holding Corp. | | | | | 107,390 | | | | | | 0.0 | | |
200 | | | Keyence Corp. | | | | | 100,725 | | | | | | 0.0 | | |
1,233 | | | KLA Corp. | | | | | 399,751 | | | | | | 0.1 | | |
996 | | | Lam Research Corp. | | | | | 648,097 | | | | | | 0.2 | | |
268 (1) | | | Lumentum Holdings, Inc. | | | | | 21,984 | | | | | | 0.0 | | |
90 (1) | | | Manhattan Associates, Inc. | | | | | 13,036 | | | | | | 0.0 | | |
686 | | | Mastercard, Inc. - Class A | | | | | 250,452 | | | | | | 0.1 | | |
482 | | | MAXIMUS, Inc. | | | | | 42,402 | | | | | | 0.0 | | |
24,305 | | | Microsoft Corp. | | | | | 6,584,225 | | | | | | 1.7 | | |
550 | | | MKS Instruments, Inc. | | | | | 97,872 | | | | | | 0.0 | | |
267 | | | Monolithic Power Systems, Inc. | | | | | 99,711 | | | | | | 0.0 | | |
1,100 | | | Murata Manufacturing Co., Ltd. | | | | | 83,792 | | | | | | 0.0 | | |
5,002 | | | National Instruments Corp. | | | | | 211,485 | | | | | | 0.1 | | |
179 (1) | | | nCino, Inc. | | | | | 10,726 | | | | | | 0.0 | | |
903 (1) | | | NCR Corp. | | | | | 41,186 | | | | | | 0.0 | | |
700 | | | NEC Corp. | | | | | 36,018 | | | | | | 0.0 | | |
529 | | | Nemetschek SE | | | | | 40,493 | | | | | | 0.0 | | |
2,085 | | | NetApp, Inc. | | | | | 170,595 | | | | | | 0.0 | | |
178 (1) | | | Nice Ltd. | | | | | 43,936 | | | | | | 0.0 | | |
1,203 | | | Nvidia Corp. | | | | | 962,520 | | | | | | 0.3 | | |
766 (1) | | | Palo Alto Networks, Inc. | | | | | 284,224 | | | | | | 0.1 | | |
276 (1) | | | Paylocity Holding Corp. | | | | | 52,661 | | | | | | 0.0 | | |
3,629 (1) | | | PayPal Holdings, Inc. | | | | | 1,057,781 | | | | | | 0.3 | | |
18,764 (1) | | | Pure Storage, Inc. - Class A | | | | | 366,461 | | | | | | 0.1 | | |
5,543 | | | Qualcomm, Inc. | | | | | 792,261 | | | | | | 0.2 | | |
1,468 (1) | | | Qualys, Inc. | | | | | 147,813 | | | | | | 0.0 | | |
4,000 | | | Ricoh Co., Ltd. | | | | | 45,024 | | | | | | 0.0 | | |
1,600 | | | Rohm Co., Ltd. | | | | | 147,244 | | | | | | 0.1 | | |
9,341 | | | Sage Group PLC/The | | | | | 88,480 | | | | | | 0.0 | | |
1,271 (1) | | | Salesforce.com, Inc. | | | | | 310,467 | | | | | | 0.1 | | |
1,228 | | | SAP SE | | | | | 172,484 | | | | | | 0.1 | | |
1,250 (1) | | | Semtech Corp. | | | | | 86,000 | | | | | | 0.0 | | |
1,021 (1) | | | ServiceNow, Inc. | | | | | 561,091 | | | | | | 0.1 | | |
80 (1) | | | Silicon Laboratories, Inc. | | | | | 12,260 | | | | | | 0.0 | | |
860 (1)(3) | | | Sinch AB | | | | | 14,471 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
422 (1) | | | SolarEdge Technologies, Inc. | | | | $ | 116,628 | | | | | | 0.0 | | |
5,923 | | | STMicroelectronics NV-STM1 | | | | | 215,399 | | | | | | 0.1 | | |
341 (1)(2) | | | Synaptics, Inc. | | | | | 53,053 | | | | | | 0.0 | | |
3,093 | | | SYNNEX Corp. | | | | | 376,604 | | | | | | 0.1 | | |
1,223 (1) | | | Synopsys, Inc. | | | | | 337,291 | | | | | | 0.1 | | |
200 | | | TDK Corp. | | | | | 24,211 | | | | | | 0.0 | | |
422 (1)(3) | | | TeamViewer AG | | | | | 15,849 | | | | | | 0.0 | | |
1,207 | | | Telefonaktiebolaget LM Ericsson | | | | | 15,177 | | | | | | 0.0 | | |
3,115 | | | Teradyne, Inc. | | | | | 417,285 | | | | | | 0.1 | | |
1,583 | | | Texas Instruments, Inc. | | | | | 304,411 | | | | | | 0.1 | | |
5,000 | | | TIS, Inc. | | | | | 127,606 | | | | | | 0.0 | | |
300 | | | Tokyo Electron Ltd. | | | | | 129,715 | | | | | | 0.0 | | |
2,600 | | | Trend Micro, Inc. | | | | | 136,145 | | | | | | 0.1 | | |
528 | | | Universal Display Corp. | | | | | 117,390 | | | | | | 0.0 | | |
6,700 | | | Venture Corp. Ltd. | | | | | 95,850 | | | | | | 0.0 | | |
1,903 | | | Visa, Inc. - Class A | | | | | 444,959 | | | | | | 0.1 | | |
14,757 | | | Vishay Intertechnology, Inc. | | | | | 332,770 | | | | | | 0.1 | | |
1,580 (1)(2) | | | VMware, Inc. | | | | | 252,753 | | | | | | 0.1 | | |
792 | | | Vontier Corp. | | | | | 25,803 | | | | | | 0.0 | | |
884 | | | WiseTech Global Ltd. | | | | | 21,125 | | | | | | 0.0 | | |
57 (1) | | | Wix.com Ltd. | | | | | 16,546 | | | | | | 0.0 | | |
224 (1) | | | Workday, Inc. | | | | | 53,478 | | | | | | 0.0 | | |
410 (1) | | | Xero Ltd. | | | | | 42,173 | | | | | | 0.0 | | |
658 | | | Xilinx, Inc. | | | | | 95,173 | | | | | | 0.0 | | |
136 (1) | | | Zendesk, Inc. | | | | | 19,630 | | | | | | 0.0 | | |
| | | | | | | | 33,862,043 | | | | | | 8.7 | | |
| | |||||||||||||||
| | | Materials: 1.7% | | ||||||||||||
1,096 | | | Air Liquide SA | | | | | 192,183 | | | | | | 0.1 | | |
5,373 | | | Anglo American PLC | | | | | 213,814 | | | | | | 0.1 | | |
2,995 | | | ArcelorMittal SA | | | | | 92,207 | | | | | | 0.0 | | |
699 | | | Arkema SA | | | | | 87,853 | | | | | | 0.0 | | |
1,300 | | | Asahi Kasei Corp. | | | | | 14,289 | | | | | | 0.0 | | |
648 | | | Ashland Global Holdings, Inc. | | | | | 56,700 | | | | | | 0.0 | | |
600 | | | Avient Corp. | | | | | 29,496 | | | | | | 0.0 | | |
14,470 (1) | | | Axalta Coating Systems Ltd. | | | | | 441,190 | | | | | | 0.1 | | |
690 | | | BASF SE | | | | | 54,468 | | | | | | 0.0 | | |
10,009 | | | BHP Group Ltd. | | | | | 364,131 | | | | | | 0.1 | | |
5,632 | | | Cabot Corp. | | | | | 320,630 | | | | | | 0.1 | | |
1,790 | | | Chemours Co. | | | | | 62,292 | | | | | | 0.0 | | |
1,295 (1)(2) | | | Cleveland-Cliffs, Inc. | | | | | 27,920 | | | | | | 0.0 | | |
5,168 (2) | | | Commercial Metals Co. | | | | | 158,761 | | | | | | 0.1 | | |
1,136 | | | Compass Minerals International, Inc. | | | | | 67,319 | | | | | | 0.0 | | |
5,053 | | | CRH PLC | | | | | 255,536 | | | | | | 0.1 | | |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Materials (continued) | | ||||||||||||
3,623 | | | Dow, Inc. | | | | $ | 229,263 | | | | | | 0.1 | | |
687 | | | Eagle Materials, Inc. | | | | | 97,630 | | | | | | 0.0 | | |
607 | | | Eastman Chemical Co. | | | | | 70,867 | | | | | | 0.0 | | |
875 | | | Evonik Industries AG | | | | | 29,377 | | | | | | 0.0 | | |
3,200 | | | FMC Corp. | | | | | 346,240 | | | | | | 0.1 | | |
1,578 | | | HeidelbergCement AG | | | | | 135,481 | | | | | | 0.0 | | |
4,219 | | | Holcim Ltd. | | | | | 253,596 | | | | | | 0.1 | | |
12,766 | | | Huntsman Corp. | | | | | 338,554 | | | | | | 0.1 | | |
1,659 | | | International Paper Co. | | | | | 101,713 | | | | | | 0.0 | | |
473 | | | James Hardie Industries SE | | | | | 16,050 | | | | | | 0.0 | | |
4,500 | | | JFE Holdings, Inc. | | | | | 52,794 | | | | | | 0.0 | | |
5,627 | | | Louisiana-Pacific Corp. | | | | | 339,252 | | | | | | 0.1 | | |
765 | | | Minerals Technologies, Inc. | | | | | 60,183 | | | | | | 0.0 | | |
739 | | | Newcrest Mining Ltd. | | | | | 14,014 | | | | | | 0.0 | | |
51 | | | NewMarket Corp. | | | | | 16,421 | | | | | | 0.0 | | |
2,200 | | | Nissan Chemical Corp. | | | | | 107,536 | | | | | | 0.0 | | |
1,500 | | | Nitto Denko Corp. | | | | | 111,706 | | | | | | 0.0 | | |
1,833 | | | Novozymes A/S | | | | | 138,299 | | | | | | 0.1 | | |
458 | | | Olin Corp. | | | | | 21,187 | | | | | | 0.0 | | |
2,682 | | | PPG Industries, Inc. | | | | | 455,323 | | | | | | 0.1 | | |
2,098 | | | Rio Tinto Ltd. | | | | | 198,902 | | | | | | 0.1 | | |
3,525 | | | Royal Gold, Inc. | | | | | 402,203 | | | | | | 0.1 | | |
1,676 | | | RPM International, Inc. | | | | | 148,628 | | | | | | 0.1 | | |
87 | | | Scotts Miracle-Gro Co. | | | | | 16,697 | | | | | | 0.0 | | |
2,324 | | | Smurfit Kappa PLC | | | | | 126,387 | | | | | | 0.0 | | |
6,795 | | | South32 Ltd. - AUD | | | | | 14,901 | | | | | | 0.0 | | |
1,706 | | | Steel Dynamics, Inc. | | | | | 101,678 | | | | | | 0.0 | | |
17,600 | | | Sumitomo Chemical Co., Ltd. | | | | | 93,542 | | | | | | 0.0 | | |
788 | | | Symrise AG | | | | | 109,813 | | | | | | 0.0 | | |
1,200 (2) | | | United States Steel Corp. | | | | | 28,800 | | | | | | 0.0 | | |
2,359 | | | Yara International ASA | | | | | 124,306 | | | | | | 0.0 | | |
| | | | | | | | 6,740,132 | | | | | | 1.7 | | |
| | |||||||||||||||
| | | Real Estate: 1.5% | | ||||||||||||
2,025 | | | American Campus Communities, Inc. | | | | | 94,608 | | | | | | 0.0 | | |
539 | | | American Homes 4 Rent | | | | | 20,940 | | | | | | 0.0 | | |
3,997 | | | Apartment Income REIT Corp. | | | | | 189,578 | | | | | | 0.1 | | |
10,809 | | | Brixmor Property Group, Inc. | | | | | 247,418 | | | | | | 0.1 | | |
97 | | | Camden Property Trust | | | | | 12,869 | | | | | | 0.0 | | |
8,000 | | | CK Asset Holdings Ltd. | | | | | 55,064 | | | | | | 0.0 | | |
7,784 | | | Corporate Office Properties Trust SBI MD | | | | | 217,874 | | | | | | 0.1 | | |
3,200 | | | Daiwa House Industry Co., Ltd. | | | | | 96,219 | | | | | | 0.0 | | |
777 | | | EastGroup Properties, Inc. | | | | | 127,778 | | | | | | 0.0 | | |
357 | | | Equinix, Inc. | | | | | 286,528 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Real Estate (continued) | | ||||||||||||
292 (1) | | | Fastighets AB Balder | | | | $ | 18,305 | | | | | | 0.0 | | |
5,563 | | | First Industrial Realty Trust, Inc. | | | | | 290,556 | | | | | | 0.1 | | |
11,579 | | | Gaming and Leisure Properties, Inc. | | | | | 536,455 | | | | | | 0.1 | | |
11,979 | | | Goodman Group | | | | | 189,576 | | | | | | 0.1 | | |
7,917 | | | GPT Group | | | | | 28,962 | | | | | | 0.0 | | |
6,153 | | | Highwoods Properties, Inc. | | | | | 277,931 | | | | | | 0.1 | | |
10,500 | | | Hongkong Land Holdings Ltd. - HKHGF | | | | | 50,006 | | | | | | 0.0 | | |
2,803 | | | Hudson Pacific Properties, Inc. | | | | | 77,979 | | | | | | 0.0 | | |
14,875 | | | Invitation Homes, Inc. | | | | | 554,689 | | | | | | 0.1 | | |
501 (1) | | | Jones Lang LaSalle, Inc. | | | | | 97,925 | | | | | | 0.0 | | |
720 | | | Lamar Advertising Co. | | | | | 75,182 | | | | | | 0.0 | | |
1,929 | | | Life Storage, Inc. | | | | | 207,078 | | | | | | 0.1 | | |
36,500 | | | Mapletree Logistics Trust | | | | | 55,798 | | | | | | 0.0 | | |
1,152 | | | Medical Properties Trust, Inc. | | | | | 23,155 | | | | | | 0.0 | | |
5,500 | | | Mitsui Fudosan Co., Ltd. | | | | | 127,180 | | | | | | 0.0 | | |
2,127 | | | National Retail Properties, Inc. | | | | | 99,714 | | | | | | 0.0 | | |
1,083 | | | National Storage Affiliates Trust | | | | | 54,757 | | | | | | 0.0 | | |
4,900 | | | Nomura Real Estate Holdings, Inc. | | | | | 124,111 | | | | | | 0.0 | | |
7,035 | | | Omega Healthcare Investors, Inc. | | | | | 255,300 | | | | | | 0.1 | | |
6,711 | | | PotlatchDeltic Corp. | | | | | 356,690 | | | | | | 0.1 | | |
3,124 | | | Sabra Healthcare REIT, Inc. | | | | | 56,857 | | | | | | 0.0 | | |
7,306 | | | Scentre Group | | | | | 14,950 | | | | | | 0.0 | | |
11,035 | | | Segro PLC | | | | | 167,051 | | | | | | 0.1 | | |
6,251 | | | Spirit Realty Capital, Inc. | | | | | 299,048 | | | | | | 0.1 | | |
1,900 | | | Sumitomo Realty & Development Co., Ltd. | | | | | 67,953 | | | | | | 0.0 | | |
163 | | | Sun Communities, Inc. | | | | | 27,938 | | | | | | 0.0 | | |
2,886 | | | Weingarten Realty Investors | | | | | 92,554 | | | | | | 0.0 | | |
12,709 | | | Weyerhaeuser Co. | | | | | 437,444 | | | | | | 0.1 | | |
| | | | | | | | 6,014,020 | | | | | | 1.5 | | |
| | |||||||||||||||
| | | Utilities: 1.2% | | ||||||||||||
1,536 | | | American Water Works Co., Inc. | | | | | 236,744 | | | | | | 0.1 | | |
4,217 | | | Black Hills Corp. | | | | | 276,762 | | | | | | 0.1 | | |
2,044 | | | Brookfield Renewable Corp. | | | | | 85,725 | | | | | | 0.0 | | |
6,481 | | | Electricite de France SA | | | | | 88,570 | | | | | | 0.0 | | |
5,832 (2) | | | Endesa S.A. | | | | | 141,576 | | | | | | 0.0 | | |
21,676 | | | Enel S.p.A. | | | | | 201,432 | | | | | | 0.1 | | |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
1,018 | | | Engie SA | | | | $ | 13,959 | | | | | | 0.0 | | |
5,064 | | | Entergy Corp. | | | | | 504,881 | | | | | | 0.1 | | |
235 | | | Essential Utilities, Inc. | | | | | 10,739 | | | | | | 0.0 | | |
9,938 | | | Evergy, Inc. | | | | | 600,553 | | | | | | 0.2 | | |
4,716 | | | MDU Resources Group, Inc. | | | | | 147,799 | | | | | | 0.0 | | |
6,995 | | | National Fuel Gas Co. | | | | | 365,489 | | | | | | 0.1 | | |
4,970 | | | NextEra Energy, Inc. | | | | | 364,202 | | | | | | 0.1 | | |
837 | | | NorthWestern Corp. | | | | | 50,404 | | | | | | 0.0 | | |
10,000 | | | Osaka Gas Co., Ltd. | | | | | 186,589 | | | | | | 0.1 | | |
8,500 | | | Power Assets Holdings Ltd. | | | | | 52,156 | | | | | | 0.0 | | |
5,656 | | | Public Service Enterprise Group, Inc. | | | | | 337,889 | | | | | | 0.1 | | |
5,941 | | | RWE AG | | | | | 215,404 | | | | | | 0.1 | | |
424 | | | Sempra Energy | | | | | 56,172 | | | | | | 0.0 | | |
467 | | | Southwest Gas Holdings, Inc. | | | | | 30,911 | | | | | | 0.0 | | |
673 | | | Spire, Inc. | | | | | 48,638 | | | | | | 0.0 | | |
3,100 | | | Tohoku Electric Power Co., Inc. | | | | | 24,305 | | | | | | 0.0 | | |
4,700 | | | Tokyo Gas Co., Ltd. | | | | | 88,650 | | | | | | 0.0 | | |
10,817 | | | UGI Corp. | | | | | 500,935 | | | | | | 0.1 | | |
2,160 | | | United Utilities Group PLC | | | | | 29,154 | | | | | | 0.0 | | |
| | | | | | | | 4,659,638 | | | | | | 1.2 | | |
| | | Total Common Stock (Cost $123,011,889) | | | | | 158,050,816 | | | | | | 40.6 | | |
| | | | | ||||||||||||
EXCHANGE-TRADED FUNDS: 26.0% | | |||||||||||||||
286,072 | | | iShares Core MSCI Emerging Markets ETF | | | | | 19,163,963 | | | | | | 4.9 | | |
1,304 | | | iShares Core S&P Mid-Cap ETF | | | | | 350,424 | | | | | | 0.1 | | |
5,126 | | | iShares MSCI EAFE ETF | | | | | 404,339 | | | | | | 0.1 | | |
153,023 | | | iShares MSCI Eurozone ETF | | | | | 7,551,685 | | | | | | 1.9 | | |
33,035 (2) | | | iShares Russell 2000 ETF | | | | | 7,577,238 | | | | | | 2.0 | | |
154,310 (2) | | | SPDR S&P 500 ETF Trust | | | | | 66,053,939 | | | | | | 17.0 | | |
| | | Total Exchange-Traded Funds (Cost $77,068,888) | | | | | 101,101,588 | | | | | | 26.0 | | |
| | | | | ||||||||||||
MUTUAL FUNDS: 10.5% | | |||||||||||||||
| | | Affiliated Investment Companies: 10.5% | | ||||||||||||
127,776 | | | Voya Emerging Markets Local Currency Debt Fund - Class P | | | | | 856,099 | | | | | | 0.2 | | |
183,427 | | | Voya Floating Rate Fund - Class P | | | | | 1,663,680 | | | | | | 0.4 | | |
4,111,643 | | | Voya High Yield Bond Fund - Class P | | | | | 33,345,426 | | | | | | 8.6 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
MUTUAL FUNDS: (continued) | | |||||||||||||||
| | | Affiliated Investment Companies (continued) | | ||||||||||||
492,062 | | | Voya Short Term Bond Fund - Class R6 | | | | $ | 4,910,775 | | | | | | 1.3 | | |
| | | Total Mutual Funds (Cost $38,554,702) | | | | | 40,775,980 | | | | | | 10.5 | | |
PREFERRED STOCK: 0.1% | | |||||||||||||||
| | | Consumer Discretionary: 0.1% | | ||||||||||||
684 | | | Porsche AG | | | | | 73,428 | | | | | | 0.0 | | |
361 | | | Volkswagen AG | | | | | 90,514 | | | | | | 0.1 | | |
| | | | | | | | 163,942 | | | | | | 0.1 | | |
| | |||||||||||||||
| | | Consumer Staples: 0.0% | | ||||||||||||
1,125 | | | Henkel AG & Co. KGaA | | | | | 118,815 | | | | | | 0.0 | | |
| | |||||||||||||||
| | | Materials: 0.0% | | ||||||||||||
2,544 | | | Fuchs Petrolub AG | | | | | 123,802 | | | | | | 0.0 | | |
| | | Total Preferred Stock (Cost $403,987) | | | | | 406,559 | | | | | | 0.1 | | |
RIGHTS: 0.0% | | |||||||||||||||
| | | Industrials: 0.0% | | ||||||||||||
970 (1)(2) | | | ACS Actividades de Construccion y Servicios SA | | | | | 1,357 | | | | | | 0.0 | | |
| | | Total Rights (Cost $1,471) | | | | | 1,357 | | | | | | 0.0 | | |
|
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: 7.1% | | |||||||||||||||
| | | | Basic Materials: 0.1% | | ||||||||||||
| 10,000 (3) | | | Anglo American Capital PLC, 3.625%, 09/11/2024 | | | | | 10,787 | | | | | | 0.0 | | |
| 12,000 (3) | | | Anglo American Capital PLC, 5.625%, 04/01/2030 | | | | | 14,705 | | | | | | 0.0 | | |
| 55,000 | | | Dow Chemical Co., 4.375%, 11/15/2042 | | | | | 65,725 | | | | | | 0.1 | | |
| 34,000 (2) | | | Dow Chemical Co/The, 2.100%, 11/15/2030 | | | | | 33,614 | | | | | | 0.0 | | |
| 40,000 (3) | | | Georgia-Pacific LLC, 0.950%, 05/15/2026 | | | | | 39,381 | | | | | | 0.0 | | |
| 35,000 (3) | | | Georgia-Pacific LLC, 2.300%, 04/30/2030 | | | | | 35,804 | | | | | | 0.0 | | |
| 42,000 | | | Mosaic Co/The, 5.450%, 11/15/2033 | | | | | 52,735 | | | | | | 0.0 | | |
| 13,000 (3) | | | Newcrest Finance Pty Ltd., 3.250%, 05/13/2030 | | | | | 13,987 | | | | | | 0.0 | | |
| 10,000 (3) | | | Newcrest Finance Pty Ltd., 4.200%, 05/13/2050 | | | | | 11,484 | | | | | | 0.0 | | |
| 18,000 | | | Newmont Corp., 2.250%, 10/01/2030 | | | | | 17,967 | | | | | | 0.0 | | |
| 3,000 | | | Newmont Corp., 3.700%, 03/15/2023 | | | | | 3,133 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Basic Materials (continued) | | ||||||||||||
| 15,000 | | | Nutrien Ltd., 2.950%, 05/13/2030 | | | | $ | 15,842 | | | | | | 0.0 | | |
| 32,000 | | | PPG Industries, Inc., 1.200%, 03/15/2026 | | | | | 31,945 | | | | | | 0.0 | | |
| 21,000 | | | Steel Dynamics, Inc., 1.650%, 10/15/2027 | | | | | 20,978 | | | | | | 0.0 | | |
| 15,000 | | | Steel Dynamics, Inc., 2.400%, 06/15/2025 | | | | | 15,702 | | | | | | 0.0 | | |
| | | | | | | | | 383,789 | | | | | | 0.1 | | |
| | | | Communications: 0.8% | | ||||||||||||
| 79,000 | | | Amazon.com, Inc., 2.100%, 05/12/2031 | | | | | 80,380 | | | | | | 0.0 | | |
| 61,000 | | | Amazon.com, Inc., 2.875%, 05/12/2041 | | | | | 63,014 | | | | | | 0.0 | | |
| 21,000 | | | Amazon.com, Inc., 3.100%, 05/12/2051 | | | | | 22,088 | | | | | | 0.0 | | |
| 44,000 | | | Amazon.com, Inc., 3.250%, 05/12/2061 | | | | | 46,448 | | | | | | 0.0 | | |
| 137,000 | | | AT&T, Inc., 1.650%, 02/01/2028 | | | | | 136,068 | | | | | | 0.1 | | |
| 50,000 | | | AT&T, Inc., 1.700%, 03/25/2026 | | | | | 50,537 | | | | | | 0.0 | | |
| 191,000 | | | AT&T, Inc., 2.750%, 06/01/2031 | | | | | 198,740 | | | | | | 0.1 | | |
| 51,000 | | | AT&T, Inc., 3.100%, 02/01/2043 | | | | | 50,074 | | | | | | 0.0 | | |
| 20,000 | | | AT&T, Inc., 3.500%, 06/01/2041 | | | | | 20,812 | | | | | | 0.0 | | |
| 20,000 (3) | | | AT&T, Inc., 3.550%, 09/15/2055 | | | | | 20,096 | | | | | | 0.0 | | |
| 115,000 (3) | | | AT&T, Inc., 3.650%, 09/15/2059 | | | | | 116,796 | | | | | | 0.1 | | |
| 16,000 | | | AT&T, Inc., 4.500%, 05/15/2035 | | | | | 18,805 | | | | | | 0.0 | | |
| 35,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.850%, 04/01/2061 | | | | | 34,437 | | | | | | 0.0 | | |
| 21,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.900%, 06/01/2052 | | | | | 21,444 | | | | | | 0.0 | | |
| 10,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.800%, 03/01/2050 | | | | | 11,507 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Communications (continued) | | ||||||||||||
| 50,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.464%, 07/23/2022 | | | | $ | 51,771 | | | | | | 0.0 | | |
| 72,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.908%, 07/23/2025 | | | | | 81,616 | | | | | | 0.0 | | |
| 38,000 | | | Comcast Corp., 2.650%, 02/01/2030 | | | | | 40,037 | | | | | | 0.0 | | |
| 60,000 | | | Comcast Corp., 3.900%, 03/01/2038 | | | | | 69,143 | | | | | | 0.0 | | |
| 78,000 | | | Comcast Corp., 3.950%, 10/15/2025 | | | | | 87,446 | | | | | | 0.0 | | |
| 40,000 | | | Comcast Corp., 3.999%, 11/01/2049 | | | | | 47,190 | | | | | | 0.0 | | |
| 25,000 | | | Comcast Corp., 4.600%, 10/15/2038 | | | | | 31,039 | | | | | | 0.0 | | |
| 15,000 | | | Corning, Inc., 5.450%, 11/15/2079 | | | | | 21,048 | | | | | | 0.0 | | |
| 27,000 | | | Discovery Communications LLC, 2.950%, 03/20/2023 | | | | | 28,106 | | | | | | 0.0 | | |
| 110,000 | | | Discovery Communications LLC, 4.000%, 09/15/2055 | | | | | 116,645 | | | | | | 0.1 | | |
| 25,000 | | | Discovery Communications LLC, 5.200%, 09/20/2047 | | | | | 31,123 | | | | | | 0.0 | | |
| 45,000 | | | Discovery Communications LLC, 5.300%, 05/15/2049 | | | | | 57,041 | | | | | | 0.0 | | |
| 40,000 | | | Interpublic Group of Cos, Inc./The, 3.750%, 10/01/2021 | | | | | 40,353 | | | | | | 0.0 | | |
| 9,000 | | | Interpublic Group of Cos., Inc., 4.200%, 04/15/2024 | | | | | 9,797 | | | | | | 0.0 | | |
| 200,000 (3) | | | Tencent Holdings Ltd., 2.985%, 01/19/2023 | | | | | 206,998 | | | | | | 0.1 | | |
| 25,000 | | | Time Warner Cable LLC, 5.875%, 11/15/2040 | | | | | 32,432 | | | | | | 0.0 | | |
| 143,000 | | | T-Mobile USA, Inc., 2.050%, 02/15/2028 | | | | | 145,565 | | | | | | 0.1 | | |
| 14,000 | | | T-Mobile USA, Inc., 3.300%, 02/15/2051 | | | | | 13,994 | | | | | | 0.0 | | |
| 38,000 | | | T-Mobile USA, Inc., 3.600%, 11/15/2060 | | | | | 38,735 | | | | | | 0.0 | | |
| 309,000 | | | T-Mobile USA, Inc., 3.875%, 04/15/2030 | | | | | 346,466 | | | | | | 0.1 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Communications (continued) | | ||||||||||||
| 21,000 | | | VeriSign, Inc., 2.700%, 06/15/2031 | | | | $ | 21,361 | | | | | | 0.0 | | |
| 118,000 | | | Verizon Communications, Inc., 2.650%, 11/20/2040 | | | | | 113,766 | | | | | | 0.1 | | |
| 30,000 | | | Verizon Communications, Inc., 2.875%, 11/20/2050 | | | | | 28,570 | | | | | | 0.0 | | |
| 12,000 | | | Verizon Communications, Inc., 2.987%, 10/30/2056 | | | | | 11,300 | | | | | | 0.0 | | |
| 18,000 | | | Verizon Communications, Inc., 3.400%, 03/22/2041 | | | | | 19,064 | | | | | | 0.0 | | |
| 75,000 | | | Verizon Communications, Inc., 3.550%, 03/22/2051 | | | | | 80,239 | | | | | | 0.0 | | |
| 80,000 | | | Verizon Communications, Inc., 3.700%, 03/22/2061 | | | | | 85,819 | | | | | | 0.0 | | |
| 5,000 | | | Verizon Communications, Inc., 4.000%, 03/22/2050 | | | | | 5,757 | | | | | | 0.0 | | |
| 80,000 | | | Verizon Communications, Inc., 4.812%, 03/15/2039 | | | | | 101,483 | | | | | | 0.0 | | |
| 40,000 | | | ViacomCBS, Inc., 5.500%, 05/15/2033 | | | | | 50,842 | | | | | | 0.0 | | |
| 55,000 | | | Vodafone Group PLC, 4.375%, 02/19/2043 | | | | | 64,342 | | | | | | 0.0 | | |
| 20,000 | | | Vodafone Group PLC, 5.125%, 06/19/2059 | | | | | 26,200 | | | | | | 0.0 | | |
| 8,000 | | | Walt Disney Co/The, 2.000%, 09/01/2029 | | | | | 8,094 | | | | | | 0.0 | | |
| | | | | | | | | 3,004,628 | | | | | | 0.8 | | |
| | | | Consumer, Cyclical: 0.2% | | ||||||||||||
| 29,785 (3) | | | Alaska Airlines 2020-1 Class A Pass Through Trust, 4.800%, 02/15/2029 | | | | | 33,033 | | | | | | 0.0 | | |
| 3,816 | | | American Airlines 2015-2 Class AA Pass Through Trust, 3.600%, 03/22/2029 | | | | | 3,957 | | | | | | 0.0 | | |
| 8,855 | | | American Airlines 2017-1 Class A Pass Through Trust, 4.000%, 08/15/2030 | | | | | 8,964 | | | | | | 0.0 | | |
| 19,266 | | | American Airlines 2017-2 Class A Pass Through Trust, 3.600%, 04/15/2031 | | | | | 19,111 | | | | | | 0.0 | | |
| 4,188 | | | American Airlines 2017-2 Class AA Pass Through Trust, 3.350%, 04/15/2031 | | | | | 4,270 | | | | | | 0.0 | | |
| 11,261 (3) | | | British Airways 2020-1 Class A Pass Through Trust, 4.250%, 05/15/2034 | | | | | 12,162 | | | | | | 0.0 | | |
| 2,502 | | | Continental Airlines 2012-2 Class A Pass Through Trust, 4.000%, 04/29/2026 | | | | | 2,650 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Consumer, Cyclical (continued) | | ||||||||||||
| 11,825 | | | Delta Air Lines 2020-1 Class A Pass Through Trust, 2.500%, 12/10/2029 | | | | $ | 12,016 | | | | | | 0.0 | | |
| 10,000 (3) | | | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.500%, 10/20/2025 | | | | | 10,751 | | | | | | 0.0 | | |
| 37,000 (3) | | | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.750%, 10/20/2028 | | | | | 41,165 | | | | | | 0.0 | | |
| 25,000 | | | General Motors Co., 5.400%, 04/01/2048 | | | | | 31,902 | | | | | | 0.0 | | |
| 17,000 | | | General Motors Co., 6.125%, 10/01/2025 | | | | | 20,136 | | | | | | 0.0 | | |
| 25,000 | | | General Motors Financial Co., Inc., 3.950%, 04/13/2024 | | | | | 26,911 | | | | | | 0.0 | | |
| 25,000 | | | General Motors Financial Co., Inc., 4.350%, 01/17/2027 | | | | | 28,131 | | | | | | 0.0 | | |
| 18,000 | | | General Motors Financial Co., Inc., 5.200%, 03/20/2023 | | | | | 19,387 | | | | | | 0.0 | | |
| 33,000 (3) | | | Harley-Davidson Financial Services, Inc., 3.350%, 06/08/2025 | | | | | 35,330 | | | | | | 0.0 | | |
| 40,000 | | | Hasbro, Inc., 3.000%, 11/19/2024 | | | | | 42,585 | | | | | | 0.0 | | |
| 43,000 (3) | | | Hyundai Capital America, 2.000%, 06/15/2028 | | | | | 42,705 | | | | | | 0.0 | | |
| 30,000 | | | Lowe’s Cos, Inc., 1.700%, 10/15/2030 | | | | | 28,784 | | | | | | 0.0 | | |
| 21,000 (3) | | | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd., 6.500%, 06/20/2027 | | | | | 23,147 | | | | | | 0.0 | | |
| 27,000 | | | Toyota Motor Credit Corp., 2.150%, 02/13/2030 | | | | | 27,727 | | | | | | 0.0 | | |
| 35,163 | | | United Airlines 2012-1 Class A Pass Through Trust, 4.150%, 10/11/2025 | | | | | 37,402 | | | | | | 0.0 | | |
| 8,135 | | | United Airlines 2013-1 Class A Pass Through Trust, 4.300%, 02/15/2027 | | | | | 8,619 | | | | | | 0.0 | | |
| 11,382 | | | United Airlines 2014-1 Class A Pass Through Trust, 4.000%, 10/11/2027 | | | | | 12,025 | | | | | | 0.0 | | |
| 47,288 | | | United Airlines 2016-1 Class AA Pass Through Trust, 3.100%, 01/07/2030 | | | | | 49,960 | | | | | | 0.1 | | |
| 89,648 | | | United Airlines 2016-2 Class AA Pass Through Trust, 2.875%, 04/07/2030 | | | | | 91,780 | | | | | | 0.1 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Consumer, Cyclical (continued) | | ||||||||||||
| 1,903 | | | United Airlines 2020-1 Class A Pass Through Trust, 5.875%, 04/15/2029 | | | | $ | 2,116 | | | | | | 0.0 | | |
| 19,462 | | | US Airways 2012-1 Class A Pass Through Trust, 5.900%, 04/01/2026 | | | | | 20,370 | | | | | | 0.0 | | |
| | | | | | | | | 697,096 | | | | | | 0.2 | | |
| | | | Consumer, Non-cyclical: 1.2% | | ||||||||||||
| 43,000 | | | AbbVie, Inc., 2.600%, 11/21/2024 | | | | | 45,359 | | | | | | 0.0 | | |
| 200,000 | | | AbbVie, Inc., 2.950%, 11/21/2026 | | | | | 215,131 | | | | | | 0.1 | | |
| 12,000 | | | AbbVie, Inc., 4.050%, 11/21/2039 | | | | | 13,957 | | | | | | 0.0 | | |
| 75,000 | | | AbbVie, Inc., 4.300%, 05/14/2036 | | | | | 89,215 | | | | | | 0.1 | | |
| 33,000 | | | AbbVie, Inc., 4.400%, 11/06/2042 | | | | | 40,124 | | | | | | 0.0 | | |
| 71,000 | | | AbbVie, Inc., 4.500%, 05/14/2035 | | | | | 85,630 | | | | | | 0.1 | | |
| 13,000 | | | AbbVie, Inc., 4.550%, 03/15/2035 | | | | | 15,803 | | | | | | 0.0 | | |
| 30,000 | | | AbbVie, Inc., 4.625%, 10/01/2042 | | | | | 37,153 | | | | | | 0.0 | | |
| 42,000 | | | Aetna, Inc., 2.800%, 06/15/2023 | | | | | 43,728 | | | | | | 0.0 | | |
| 70,000 | | | Aetna, Inc., 4.500%, 05/15/2042 | | | | | 84,030 | | | | | | 0.0 | | |
| 23,000 | | | Aetna, Inc., 6.625%, 06/15/2036 | | | | | 33,613 | | | | | | 0.0 | | |
| 19,000 | | | Altria Group, Inc., 2.450%, 02/04/2032 | | | | | 18,396 | | | | | | 0.0 | | |
| 39,000 | | | Altria Group, Inc., 3.700%, 02/04/2051 | | | | | 37,058 | | | | | | 0.0 | | |
| 25,000 | | | Altria Group, Inc., 4.400%, 02/14/2026 | | | | | 28,300 | | | | | | 0.0 | | |
| 56,000 | | | Altria Group, Inc., 4.450%, 05/06/2050 | | | | | 59,846 | | | | | | 0.0 | | |
| 9,000 | | | Altria Group, Inc., 4.800%, 02/14/2029 | | | | | 10,441 | | | | | | 0.0 | | |
| 20,000 | | | Altria Group, Inc., 5.800%, 02/14/2039 | | | | | 24,741 | | | | | | 0.0 | | |
| 97,000 | | | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.700%, 02/01/2036 | | | | | 119,155 | | | | | | 0.1 | | |
| 75,000 | | | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.900%, 02/01/2046 | | | | | 95,098 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| 15,000 | | | Anheuser-Busch InBev Worldwide, Inc., 5.450%, 01/23/2039 | | | | $ | 19,824 | | | | | | 0.0 | | |
| 34,000 | | | Anthem, Inc., 2.875%, 09/15/2029 | | | | | 36,124 | | | | | | 0.0 | | |
| 25,000 | | | Anthem, Inc., 3.500%, 08/15/2024 | | | | | 26,940 | | | | | | 0.0 | | |
| 50,000 | | | Anthem, Inc., 5.100%, 01/15/2044 | | | | | 66,060 | | | | | | 0.0 | | |
| 23,000 | | | Astrazeneca Finance LLC, 1.200%, 05/28/2026 | | | | | 22,949 | | | | | | 0.0 | | |
| 23,000 | | | Astrazeneca Finance LLC, 1.750%, 05/28/2028 | | | | | 23,015 | | | | | | 0.0 | | |
| 26,000 | | | Astrazeneca Finance LLC, 2.250%, 05/28/2031 | | | | | 26,430 | | | | | | 0.0 | | |
| 25,000 | | | AstraZeneca PLC, 1.375%, 08/06/2030 | | | | | 23,678 | | | | | | 0.0 | | |
| 102,000 | | | BAT Capital Corp., 2.259%, 03/25/2028 | | | | | 101,344 | | | | | | 0.1 | | |
| 17,000 | | | BAT Capital Corp., 2.726%, 03/25/2031 | | | | | 16,801 | | | | | | 0.0 | | |
| 17,000 | | | BAT Capital Corp., 3.734%, 09/25/2040 | | | | | 16,644 | | | | | | 0.0 | | |
| 35,000 | | | BAT Capital Corp., 4.390%, 08/15/2037 | | | | | 37,795 | | | | | | 0.0 | | |
| 15,000 | | | Becton Dickinson and Co., 3.363%, 06/06/2024 | | | | | 16,076 | | | | | | 0.0 | | |
| 18,000 | | | Bristol-Myers Squibb Co., 1.450%, 11/13/2030 | | | | | 17,396 | | | | | | 0.0 | | |
| 18,000 | | | Bristol-Myers Squibb Co., 2.550%, 11/13/2050 | | | | | 17,256 | | | | | | 0.0 | | |
| 30,000 | | | Bristol-Myers Squibb Co., 4.125%, 06/15/2039 | | | | | 36,282 | | | | | | 0.0 | | |
| 41,000 | | | Bunge Ltd. Finance Corp., 2.750%, 05/14/2031 | | | | | 41,481 | | | | | | 0.0 | | |
| 48,000 (3) | | | Cargill, Inc., 3.875%, 05/23/2049 | | | | | 56,691 | | | | | | 0.0 | | |
| 19,000 | | | Cigna Corp., 4.800%, 08/15/2038 | | | | | 23,690 | | | | | | 0.0 | | |
| 10,000 | | | Cigna Corp., 4.800%, 07/15/2046 | | | | | 12,733 | | | | | | 0.0 | | |
| 100,000 | | | Cigna Corp., 4.900%, 12/15/2048 | | | | | 129,027 | | | | | | 0.1 | | |
| 40,000 | | | Coca-Cola Co/The, 2.000%, 03/05/2031 | | | | | 40,431 | | | | | | 0.0 | | |
| 72,000 | | | Coca-Cola Co/The, 2.875%, 05/05/2041 | | | | | 74,940 | | | | | | 0.0 | | |
| 30,000 | | | CVS Health Corp., 2.700%, 08/21/2040 | | | | | 29,134 | | | | | | 0.0 | | |
| 5,000 | | | CVS Health Corp., 3.875%, 07/20/2025 | | | | | 5,522 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| 7,000 | | | CVS Health Corp., 4.125%, 04/01/2040 | | | | $ | 8,140 | | | | | | 0.0 | | |
| 5,000 | | | CVS Health Corp., 4.780%, 03/25/2038 | | | | | 6,160 | | | | | | 0.0 | | |
| 135,000 | | | CVS Health Corp., 5.050%, 03/25/2048 | | | | | 175,674 | | | | | | 0.1 | | |
| 45,000 | | | Dentsply Sirona, Inc., 3.250%, 06/01/2030 | | | | | 48,182 | | | | | | 0.0 | | |
| 12,000 | | | Diageo Capital PLC, 2.125%, 04/29/2032 | | | | | 12,062 | | | | | | 0.0 | | |
| 36,000 (3) | | | Element Fleet Management Corp., 3.850%, 06/15/2025 | | | | | 38,777 | | | | | | 0.0 | | |
| 25,000 | | | General Mills, Inc., 4.000%, 04/17/2025 | | | | | 27,722 | | | | | | 0.0 | | |
| 14,000 | | | Gilead Sciences, Inc., 0.750%, 09/29/2023 | | | | | 14,007 | | | | | | 0.0 | | |
| 12,000 | | | Gilead Sciences, Inc., 3.500%, 02/01/2025 | | | | | 13,015 | | | | | | 0.0 | | |
| 13,000 | | | Gilead Sciences, Inc., 4.500%, 02/01/2045 | | | | | 15,932 | | | | | | 0.0 | | |
| 39,000 | | | Global Payments, Inc., 1.200%, 03/01/2026 | | | | | 38,659 | | | | | | 0.0 | | |
| 150,000 | | | Global Payments, Inc., 2.650%, 02/15/2025 | | | | | 158,172 | | | | | | 0.1 | | |
| 75,000 | | | Global Payments, Inc., 3.200%, 08/15/2029 | | | | | 80,386 | | | | | | 0.0 | | |
| 27,000 | | | HCA, Inc., 4.125%, 06/15/2029 | | | | | 30,426 | | | | | | 0.0 | | |
| 200,000 | | | HCA, Inc., 4.500%, 02/15/2027 | | | | | 226,247 | | | | | | 0.1 | | |
| 12,000 | | | HCA, Inc., 5.125%, 06/15/2039 | | | | | 15,030 | | | | | | 0.0 | | |
| 22,000 | | | HCA, Inc., 5.250%, 04/15/2025 | | | | | 25,190 | | | | | | 0.0 | | |
| 9,000 | | | HCA, Inc., 5.250%, 06/15/2049 | | | | | 11,494 | | | | | | 0.0 | | |
| 18,000 (3) | | | Health Care Service Corp. A Mutual Legal Reserve Co., 1.500%, 06/01/2025 | | | | | 18,296 | | | | | | 0.0 | | |
| 51,000 | | | Hormel Foods Corp., 3.050%, 06/03/2051 | | | | | 52,982 | | | | | | 0.0 | | |
| 80,000 | | | Humana, Inc., 3.125%, 08/15/2029 | | | | | 86,225 | | | | | | 0.1 | | |
| 35,000 | | | Humana, Inc., 4.500%, 04/01/2025 | | | | | 39,214 | | | | | | 0.0 | | |
| 30,000 | | | Illumina, Inc., 2.550%, 03/23/2031 | | | | | 30,483 | | | | | | 0.0 | | |
| 15,000 | | | Johnson & Johnson, 0.950%, 09/01/2027 | | | | | 14,734 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| 17,000 | | | Laboratory Corp. of America Holdings, 3.250%, 09/01/2024 | | | | $ | 18,202 | | | | | | 0.0 | | |
| 10,000 | | | Laboratory Corp. of America Holdings, 4.000%, 11/01/2023 | | | | | 10,695 | | | | | | 0.0 | | |
| 25,000 (3) | | | Mars, Inc., 0.875%, 07/16/2026 | | | | | 24,507 | | | | | | 0.0 | | |
| 75,000 (3) | | | Mars, Inc., 2.375%, 07/16/2040 | | | | | 72,396 | | | | | | 0.0 | | |
| 42,000 (3) | | | Mars, Inc., 4.125%, 04/01/2054 | | | | | 52,536 | | | | | | 0.0 | | |
| 32,000 | | | McKesson Corp., 0.900%, 12/03/2025 | | | | | 31,550 | | | | | | 0.0 | | |
| 18,000 | | | Medtronic, Inc., 4.375%, 03/15/2035 | | | | | 22,422 | | | | | | 0.0 | | |
| 35,000 | | | Mylan, Inc., 5.200%, 04/15/2048 | | | | | 43,291 | | | | | | 0.0 | | |
| 21,000 | | | PayPal Holdings, Inc., 2.850%, 10/01/2029 | | | | | 22,676 | | | | | | 0.0 | | |
| 59,000 | | | PerkinElmer, Inc., 3.300%, 09/15/2029 | | | | | 63,950 | | | | | | 0.0 | | |
| 61,000 | | | Regeneron Pharmaceuticals, Inc., 1.750%, 09/15/2030 | | | | | 57,877 | | | | | | 0.0 | | |
| 52,000 | | | Reynolds American, Inc., 5.850%, 08/15/2045 | | | | | 63,771 | | | | | | 0.0 | | |
| 6,000 | | | Reynolds American, Inc., 6.150%, 09/15/2043 | | | | | 7,526 | | | | | | 0.0 | | |
| 11,000 (3) | | | Royalty Pharma PLC, 1.200%, 09/02/2025 | | | | | 10,909 | | | | | | 0.0 | | |
| 14,000 (3) | | | Royalty Pharma PLC, 1.750%, 09/02/2027 | | | | | 13,789 | | | | | | 0.0 | | |
| 68,000 (3) | | | Royalty Pharma PLC, 3.300%, 09/02/2040 | | | | | 68,602 | | | | | | 0.0 | | |
| 28,000 (3) | | | Royalty Pharma PLC, 3.550%, 09/02/2050 | | | | | 27,920 | | | | | | 0.0 | | |
| 28,000 | | | Smith & Nephew PLC, 2.032%, 10/14/2030 | | | | | 27,422 | | | | | | 0.0 | | |
| 14,000 | | | STERIS Irish FinCo UnLtd. Co., 2.700%, 03/15/2031 | | | | | 14,274 | | | | | | 0.0 | | |
| 72,000 | | | STERIS Irish FinCo UnLtd. Co., 3.750%, 03/15/2051 | | | | | 76,600 | | | | | | 0.0 | | |
| 200,000 | | | Takeda Pharmaceutical Co. Ltd., 2.050%, 03/31/2030 | | | | | 198,575 | | | | | | 0.1 | | |
| 20,000 (3) | | | Triton Container International Ltd., 2.050%, 04/15/2026 | | | | | 20,124 | | | | | | 0.0 | | |
| 23,000 (3) | | | Triton Container International Ltd., 3.150%, 06/15/2031 | | | | | 23,154 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| 17,000 | | | UnitedHealth Group, Inc., 1.150%, 05/15/2026 | | | | $ | 17,011 | | | | | | 0.0 | | |
| 47,000 | | | UnitedHealth Group, Inc., 2.300%, 05/15/2031 | | | | | 48,167 | | | | | | 0.0 | | |
| 19,000 | | | UnitedHealth Group, Inc., 3.050%, 05/15/2041 | | | | | 19,921 | | | | | | 0.0 | | |
| 47,000 | | | UnitedHealth Group, Inc., 3.250%, 05/15/2051 | | | | | 50,235 | | | | | | 0.0 | | |
| 19,000 | | | UnitedHealth Group, Inc., 3.500%, 08/15/2039 | | | | | 21,264 | | | | | | 0.0 | | |
| 66,000 (3) | | | Viatris, Inc., 3.850%, 06/22/2040 | | | | | 70,286 | | | | | | 0.0 | | |
| 43,000 (3) | | | Viatris, Inc., 4.000%, 06/22/2050 | | | | | 45,553 | | | | | | 0.0 | | |
| | | | | | | | | 4,447,455 | | | | | | 1.2 | | |
| | | | Energy: 0.8% | | ||||||||||||
| 18,000 (2) | | | BP Capital Markets America, Inc., 1.749%, 08/10/2030 | | | | | 17,585 | | | | | | 0.0 | | |
| 15,000 | | | BP Capital Markets America, Inc., 2.939%, 06/04/2051 | | | | | 14,397 | | | | | | 0.0 | | |
| 48,000 | | | BP Capital Markets America, Inc., 3.216%, 11/28/2023 | | | | | 50,841 | | | | | | 0.0 | | |
| 75,000 | | | BP Capital Markets America, Inc., 3.224%, 04/14/2024 | | | | | 80,001 | | | | | | 0.1 | | |
| 38,000 | | | BP Capital Markets America, Inc., 3.379%, 02/08/2061 | | | | | 38,292 | | | | | | 0.0 | | |
| 28,000 (4) | | | BP Capital Markets PLC, 4.875%, 12/31/2199 | | | | | 30,814 | | | | | | 0.0 | | |
| 8,000 | | | Burlington Resources LLC, 5.950%, 10/15/2036 | | | | | 11,071 | | | | | | 0.0 | | |
| 10,000 | | | Canadian Natural Resources Ltd., 6.750%, 02/01/2039 | | | | | 14,015 | | | | | | 0.0 | | |
| 30,000 | | | Cheniere Corpus Christi Holdings LLC, 3.700%, 11/15/2029 | | | | | 32,798 | | | | | | 0.0 | | |
| 3,000 | | | Chevron USA, Inc., 3.250%, 10/15/2029 | | | | | 3,326 | | | | | | 0.0 | | |
| 28,000 | | | Chevron USA, Inc., 4.950%, 08/15/2047 | | | | | 37,814 | | | | | | 0.0 | | |
| 60,000 | | | Cimarex Energy Co., 3.900%, 05/15/2027 | | | | | 66,207 | | | | | | 0.0 | | |
| 41,000 (3) | | | ConocoPhillips, 2.400%, 02/15/2031 | | | | | 42,004 | | | | | | 0.0 | | |
| 25,000 (3) | | | ConocoPhillips, 3.750%, 10/01/2027 | | | | | 28,122 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Energy (continued) | | ||||||||||||
| 26,000 | | | Diamondback Energy, Inc., 2.875%, 12/01/2024 | | | | $ | 27,479 | | | | | | 0.0 | | |
| 20,000 | | | Diamondback Energy, Inc., 3.125%, 03/24/2031 | | | | | 20,749 | | | | | | 0.0 | | |
| 30,000 | | | Diamondback Energy, Inc., 3.250%, 12/01/2026 | | | | | 32,181 | | | | | | 0.0 | | |
| 55,000 | | | Diamondback Energy, Inc., 3.500%, 12/01/2029 | | | | | 58,928 | | | | | | 0.0 | | |
| 16,000 | | | Diamondback Energy, Inc., 4.400%, 03/24/2051 | | | | | 18,063 | | | | | | 0.0 | | |
| 10,000 | | | Diamondback Energy, Inc., 4.750%, 05/31/2025 | | | | | 11,270 | | | | | | 0.0 | | |
| 200,000 | | | Empresa Nacional del Petroleo, 3.750%, 08/05/2026 | | | | | 209,626 | | | | | | 0.1 | | |
| 38,000 (4) | | | Enbridge, Inc., 5.750%, 07/15/2080 | | | | | 42,465 | | | | | | 0.0 | | |
| 9,000 | | | Energy Transfer L.P., 4.250%, 04/01/2024 | | | | | 9,710 | | | | | | 0.0 | | |
| 5,000 | | | Energy Transfer L.P., 4.900%, 03/15/2035 | | | | | 5,798 | | | | | | 0.0 | | |
| 43,000 | | | Energy Transfer L.P., 5.300%, 04/01/2044 | | | | | 49,737 | | | | | | 0.0 | | |
| 160,000 | | | Energy Transfer L.P., 5.300%, 04/15/2047 | | | | | 187,495 | | | | | | 0.1 | | |
| 60,000 | | | Energy Transfer L.P., 5.800%, 06/15/2038 | | | | | 74,810 | | | | | | 0.0 | | |
| 25,000 | | | Enterprise Products Operating LLC, 3.750%, 02/15/2025 | | | | | 27,285 | | | | | | 0.0 | | |
| 50,000 (4) | | | Enterprise Products Operating LLC, 4.875%, 08/16/2077 | | | | | 49,098 | | | | | | 0.0 | | |
| 11,000 | | | EOG Resources, Inc., 4.950%, 04/15/2050 | | | | | 14,674 | | | | | | 0.0 | | |
| 10,000 | | | Exxon Mobil Corp., 4.227%, 03/19/2040 | | | | | 11,953 | | | | | | 0.0 | | |
| 46,000 (3) | | | Flex Intermediate Holdco LLC, 3.363%, 06/30/2031 | | | | | 46,659 | | | | | | 0.0 | | |
| 2,000 | | | Halliburton Co., 3.500%, 08/01/2023 | | | | | 2,109 | | | | | | 0.0 | | |
| 2,000 | | | Halliburton Co., 3.800%, 11/15/2025 | | | | | 2,212 | | | | | | 0.0 | | |
| 109,000 | | | Hess Corp., 5.600%, 02/15/2041 | | | | | 136,250 | | | | | | 0.1 | | |
| 200,000 (3) | | | KazMunayGas National Co. JSC, 4.750%, 04/24/ 2025 | | | | | 224,506 | | | | | | 0.1 | | |
| 18,000 | | | Kinder Morgan, Inc., 5.550%, 06/01/2045 | | | | | 23,341 | | | | | | 0.0 | | |
| 23,000 | | | Marathon Petroleum Corp., 4.700%, 05/01/2025 | | | | | 25,958 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Energy (continued) | | ||||||||||||
| 35,000 | | | Marathon Petroleum Corp., 4.750%, 09/15/2044 | | | | $ | 41,543 | | | | | | 0.0 | | |
| 25,000 | | | Marathon Petroleum Corp., 5.000%, 09/15/2054 | | | | | 30,098 | | | | | | 0.0 | | |
| 20,000 | | | MPLX L.P., 1.750%, 03/01/2026 | | | | | 20,227 | | | | | | 0.0 | | |
| 14,000 | | | MPLX L.P., 2.650%, 08/15/2030 | | | | | 14,143 | | | | | | 0.0 | | |
| 9,000 | | | MPLX L.P., 4.700%, 04/15/2048 | | | | | 10,483 | | | | | | 0.0 | | |
| 11,000 | | | MPLX L.P., 5.200%, 03/01/2047 | | | | | 13,574 | | | | | | 0.0 | | |
| 21,000 | | | MPLX L.P., 5.200%, 12/01/2047 | | | | | 25,710 | | | | | | 0.0 | | |
| 25,000 | | | MPLX L.P., 5.500%, 02/15/2049 | | | | | 32,431 | | | | | | 0.0 | | |
| 16,000 (3) | | | Northern Natural Gas Co., 3.400%, 10/16/2051 | | | | | 16,464 | | | | | | 0.0 | | |
| 19,000 | | | ONEOK Partners L.P., 6.125%, 02/01/2041 | | | | | 24,527 | | | | | | 0.0 | | |
| 24,000 | | | ONEOK Partners L.P., 6.200%, 09/15/2043 | | | | | 31,686 | | | | | | 0.0 | | |
| 10,000 | | | ONEOK, Inc., 2.200%, 09/15/2025 | | | | | 10,291 | | | | | | 0.0 | | |
| 200,000 (3) | | | Petroleos del Peru SA, 4.750%, 06/19/2032 | | | | | 210,250 | | | | | | 0.1 | | |
| 200,000 | | | Petroleos Mexicanos, 6.500%, 03/13/2027 | | | | | 211,350 | | | | | | 0.1 | | |
| 10,000 | | | Phillips 66, 0.900%, 02/15/2024 | | | | | 10,014 | | | | | | 0.0 | | |
| 41,000 | | | Plains All American Pipeline L.P. / PAA Finance Corp., 3.550%, 12/15/2029 | | | | | 43,216 | | | | | | 0.0 | | |
| 25,000 | | | Plains All American Pipeline L.P. / PAA Finance Corp., 4.500%, 12/15/2026 | | | | | 28,081 | | | | | | 0.0 | | |
| 50,000 | | | Plains All American Pipeline L.P. / PAA Finance Corp., 4.650%, 10/15/2025 | | | | | 55,976 | | | | | | 0.0 | | |
| 73,000 | | | Plains All American Pipeline L.P. / PAA Finance Corp., 4.900%, 02/15/2045 | | | | | 79,512 | | | | | | 0.0 | | |
| 4,000 | | | Plains All American Pipeline L.P. / PAA Finance Corp., 5.150%, 06/01/2042 | | | | | 4,493 | | | | | | 0.0 | | |
| 15,000 | | | Sabine Pass Liquefaction LLC, 4.200%, 03/15/2028 | | | | | 16,950 | | | | | | 0.0 | | |
| 16,000 | | | Sabine Pass Liquefaction LLC, 5.000%, 03/15/2027 | | | | | 18,496 | | | | | | 0.0 | | |
| 46,000 (3) | | | Santos Finance Ltd., 3.649%, 04/29/2031 | | | | | 47,140 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Energy (continued) | | ||||||||||||
| 19,000 (3) | | | Schlumberger Holdings Corp., 3.750%, 05/01/2024 | | | | $ | 20,462 | | | | | | 0.0 | | |
| 125,000 | | | Shell International Finance BV, 3.250%, 05/11/2025 | | | | | 135,730 | | | | | | 0.1 | | |
| 25,000 | | | Shell International Finance BV, 4.125%, 05/11/2035 | | | | | 29,783 | | | | | | 0.0 | | |
| 30,000 | | | TotalEnergies Capital International SA, 2.986%, 06/29/2041 | | | | | 30,606 | | | | | | 0.0 | | |
| 33,000 | | | TotalEnergies Capital International SA, 3.127%, 05/29/2050 | | | | | 33,525 | | | | | | 0.0 | | |
| 9,000 | | | Transcontinental Gas Pipe Line Co. LLC, 3.250%, 05/15/2030 | | | | | 9,753 | | | | | | 0.0 | | |
| 16,000 | | | Valero Energy Corp., 2.850%, 04/15/2025 | | | | | 16,977 | | | | | | 0.0 | | |
| 30,000 | | | Williams Cos, Inc./The, 4.000%, 09/15/2025 | | | | | 33,238 | | | | | | 0.0 | | |
| 19,000 | | | Williams Cos, Inc./The, 5.400%, 03/04/2044 | | | | | 24,132 | | | | | | 0.0 | | |
| 23,000 | | | Williams Partners L.P., 3.600%, 03/15/2022 | | | | | 23,388 | | | | | | 0.0 | | |
| 21,000 | | | Williams Partners L.P., 3.750%, 06/15/2027 | | | | | 23,346 | | | | | | 0.0 | | |
| | | | | | | | | 3,157,238 | | | | | | 0.8 | | |
| | | | Financial: 2.5% | | ||||||||||||
| 43,000 | | | Alexandria Real Estate Equities, Inc., 2.000%, 05/18/2032 | | | | | 41,937 | | | | | | 0.0 | | |
| 23,000 | | | American Homes 4 Rent L.P., 2.375%, 07/08/2031 | | | | | 22,734 | | | | | | 0.0 | | |
| 7,000 | | | American Homes 4 Rent L.P., 2.375%, 07/08/2051 | | | | | 6,857 | | | | | | 0.0 | | |
| 13,000 | | | American International Group, Inc., 3.875%, 01/15/2035 | | | | | 14,753 | | | | | | 0.0 | | |
| 29,000 | | | American International Group, Inc., 3.900%, 04/01/2026 | | | | | 32,376 | | | | | | 0.0 | | |
| 10,000 | | | American International Group, Inc., 4.375%, 01/15/2055 | | | | | 12,166 | | | | | | 0.0 | | |
| 33,000 | | | American International Group, Inc., 4.500%, 07/16/2044 | | | | | 40,112 | | | | | | 0.0 | | |
| 17,000 | | | American International Group, Inc., 4.800%, 07/10/2045 | | | | | 21,321 | | | | | | 0.0 | | |
| 39,000 | | | Arthur J Gallagher & Co., 3.500%, 05/20/2051 | | | | | 40,916 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Financial (continued) | | ||||||||||||
| 49,000 | | | Assurant, Inc., 2.650%, 01/15/2032 | | | | $ | 48,973 | | | | | | 0.0 | | |
| 43,000 | | | Assurant, Inc., 3.700%, 02/22/2030 | | | | | 46,645 | | | | | | 0.0 | | |
| 40,000 (3) | | | Athene Global Funding, 2.800%, 05/26/2023 | | | | | 41,694 | | | | | | 0.0 | | |
| 25,000 (3) | | | Athene Global Funding, 2.950%, 11/12/2026 | | | | | 26,654 | | | | | | 0.0 | | |
| 8,000 (3) | | | Aviation Capital Group LLC, 3.875%, 05/01/2023 | | | | | 8,385 | | | | | | 0.0 | | |
| 6,000 (3) | | | Aviation Capital Group LLC, 4.375%, 01/30/2024 | | | | | 6,439 | | | | | | 0.0 | | |
| 32,000 (3) | | | Aviation Capital Group LLC, 5.500%, 12/15/2024 | | | | | 36,199 | | | | | | 0.0 | | |
| 14,000 (3) | | | Avolon Holdings Funding Ltd., 2.125%, 02/21/2026 | | | | | 13,954 | | | | | | 0.0 | | |
| 41,000 (3) | | | Avolon Holdings Funding Ltd., 2.750%, 02/21/2028 | | | | | 40,592 | | | | | | 0.0 | | |
| 9,000 (3) | | | Avolon Holdings Funding Ltd., 2.875%, 02/15/2025 | | | | | 9,272 | | | | | | 0.0 | | |
| 200,000 | | | Banco Santander SA, 2.746%, 05/28/2025 | | | | | 210,852 | | | | | | 0.1 | | |
| 63,000 (4) | | | Bank of America Corp., 0.981%, 09/25/2025 | | | | | 62,988 | | | | | | 0.0 | | |
| 36,000 (4) | | | Bank of America Corp., 1.197%, 10/24/2026 | | | | | 35,696 | | | | | | 0.0 | | |
| 61,000 (4) | | | Bank of America Corp., 1.734%, 07/22/2027 | | | | | 61,502 | | | | | | 0.0 | | |
| 112,000 (4) | | | Bank of America Corp., 1.898%, 07/23/2031 | | | | | 108,985 | | | | | | 0.0 | | |
| 26,000 (4) | | | Bank of America Corp., 1.922%, 10/24/2031 | | | | | 25,365 | | | | | | 0.0 | | |
| 49,000 (4) | | | Bank of America Corp., 2.087%, 06/14/2029 | | | | | 49,444 | | | | | | 0.0 | | |
| 105,000 (4) | | | Bank of America Corp., 2.496%, 02/13/2031 | | | | | 107,318 | | | | | | 0.0 | | |
| 53,000 (4) | | | Bank of America Corp., 2.676%, 06/19/2041 | | | | | 51,515 | | | | | | 0.0 | | |
| 37,000 (4) | | | Bank of America Corp., 2.687%, 04/22/2032 | | | | | 38,090 | | | | | | 0.0 | | |
| 60,000 (4) | | | Bank of America Corp., 3.593%, 07/21/2028 | | | | | 66,117 | | | | | | 0.0 | | |
| 20,000 | | | Bank of America Corp., 3.950%, 04/21/2025 | | | | | 21,965 | | | | | | 0.0 | | |
| 18,000 (4) | | | Bank of America Corp., 3.970%, 03/05/2029 | | | | | 20,312 | | | | | | 0.0 | | |
| 40,000 (4) | | | Bank of America Corp., 4.078%, 04/23/2040 | | | | | 46,768 | | | | | | 0.0 | | |
| 13,000 (4) | | | Bank of America Corp., 4.083%, 03/20/2051 | | | | | 15,566 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Financial (continued) | | ||||||||||||
| 79,000 | | | Bank of America Corp., 4.125%, 01/22/2024 | | | | $ | 86,045 | | | | | | 0.0 | | |
| 103,000 | | | Bank of America Corp., 4.183%, 11/25/2027 | | | | | 115,459 | | | | | | 0.0 | | |
| 75,000 (4) | | | Bank of America Corp., 4.271%, 07/23/2029 | | | | | 86,228 | | | | | | 0.0 | | |
| 50,000 (4) | | | Bank of Montreal, 3.803%, 12/15/2032 | | | | | 55,184 | | | | | | 0.0 | | |
| 25,000 | | | Bank of Nova Scotia/The, 2.200%, 02/03/2025 | | | | | 26,077 | | | | | | 0.0 | | |
| 21,000 | | | Bank of Nova Scotia/The, 2.700%, 08/03/2026 | | | | | 22,507 | | | | | | 0.0 | | |
| 34,000 (4) | | | Bank of Nova Scotia/The, 4.900%, 12/31/2199 | | | | | 37,400 | | | | | | 0.0 | | |
| 200,000 (4) | | | Barclays PLC, 1.007%, 12/10/2024 | | | | | 200,803 | | | | | | 0.1 | | |
| 17,000 | | | Berkshire Hathaway Finance Corp., 1.450%, 10/15/2030 | | | | | 16,624 | | | | | | 0.0 | | |
| 11,000 | | | Berkshire Hathaway Finance Corp., 2.850%, 10/15/2050 | | | | | 11,003 | | | | | | 0.0 | | |
| 29,000 | | | Berkshire Hathaway Finance Corp., 4.250%, 01/15/2049 | | | | | 36,096 | | | | | | 0.0 | | |
| 200,000 (3)(4) | | | BNP Paribas SA, 1.323%, 01/13/2027 | | | | | 197,723 | | | | | | 0.1 | | |
| 200,000 (3)(4) | | | BNP Paribas SA, 2.219%, 06/09/2026 | | | | | 206,263 | | | | | | 0.1 | | |
| 22,000 | | | Boston Properties L.P., 3.250%, 01/30/2031 | | | | | 23,589 | | | | | | 0.0 | | |
| 206,000 (3) | | | BPCE SA, 5.700%, 10/22/2023 | | | | | 228,176 | | | | | | 0.1 | | |
| 35,000 | | | Canadian Imperial Bank of Commerce, 2.250%, 01/28/2025 | | | | | 36,576 | | | | | | 0.0 | | |
| 15,000 | | | Capital One Financial Corp., 3.650%, 05/11/2027 | | | | | 16,669 | | | | | | 0.0 | | |
| 22,000 | | | Capital One Financial Corp., 3.750%, 03/09/2027 | | | | | 24,470 | | | | | | 0.0 | | |
| 33,000 | | | CBRE Services, Inc., 2.500%, 04/01/2031 | | | | | 33,454 | | | | | | 0.0 | | |
| 30,000 | | | Charles Schwab Corp./ The, 1.650%, 03/11/2031 | | | | | 29,148 | | | | | | 0.0 | | |
| 16,000 | | | Charles Schwab Corp./ The, 2.000%, 03/20/2028 | | | | | 16,427 | | | | | | 0.0 | | |
| 20,000 (4) | | | Charles Schwab Corp./ The, 5.375%, 12/31/2199 | | | | | 22,156 | | | | | | 0.0 | | |
| 28,000 | | | CI Financial Corp., 4.100%, 06/15/2051 | | | | | 29,319 | | | | | | 0.0 | | |
| 21,000 (4) | | | Citigroup, Inc., 1.462%, 06/09/2027 | | | | | 20,934 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Financial (continued) | | ||||||||||||
| 20,000 (4) | | | Citigroup, Inc., 1.678%, 05/15/2024 | | | | $ | 20,428 | | | | | | 0.0 | | |
| 35,000 (4) | | | Citigroup, Inc., 2.561%, 05/01/2032 | | | | | 35,653 | | | | | | 0.0 | | |
| 45,000 | | | Citigroup, Inc., 5.500%, 09/13/2025 | | | | | 52,445 | | | | | | 0.0 | | |
| 9,000 | | | Columbia Property Trust Operating Partnership L.P., 3.650%, 08/15/2026 | | | | | 9,497 | | | | | | 0.0 | | |
| 5,000 | | | Columbia Property Trust Operating Partnership L.P., 4.150%, 04/01/2025 | | | | | 5,391 | | | | | | 0.0 | | |
| 260,000 | | | Cooperatieve Rabobank UA, 4.375%, 08/04/2025 | | | | | 290,524 | | | | | | 0.1 | | |
| 250,000 (3)(4) | | | Credit Suisse Group AG, 2.193%, 06/05/2026 | | | | | 256,111 | | | | | | 0.1 | | |
| 14,000 | | | Crown Castle International Corp., 1.050%, 07/15/2026 | | | | | 13,686 | | | | | | 0.0 | | |
| 200,000 (3)(4) | | | Danske Bank A/S, 1.621%, 09/11/2026 | | | | | 200,388 | | | | | | 0.1 | | |
| 12,000 (3) | | | Empower Finance 2020 L.P., 1.357%, 09/17/2027 | | | | | 11,830 | | | | | | 0.0 | | |
| 17,000 | | | ERP Operating L.P., 2.500%, 02/15/2030 | | | | | 17,618 | | | | | | 0.0 | | |
| 50,000 | | | Essex Portfolio L.P., 3.250%, 05/01/2023 | | | | | 52,187 | | | | | | 0.0 | | |
| 200,000 (3) | | | Federation des Caisses Desjardins du Quebec, 2.050%, 02/10/2025 | | | | | 206,744 | | | | | | 0.1 | | |
| 18,000 | | | GE Capital Funding LLC, 4.400%, 05/15/2030 | | | | | 20,991 | | | | | | 0.0 | | |
| 40,000 (4) | | | Goldman Sachs Group, Inc./The, 1.431%, 03/09/2027 | | | | | 39,904 | | | | | | 0.0 | | |
| 43,000 (4) | | | Goldman Sachs Group, Inc./The, 1.542%, 09/10/2027 | | | | | 42,932 | | | | | | 0.0 | | |
| 35,000 | | | Goldman Sachs Group, Inc., 4.250%, 10/21/2025 | | | | | 39,153 | | | | | | 0.0 | | |
| 46,000 | | | Goldman Sachs Group, Inc., 5.150%, 05/22/2045 | | | | | 61,673 | | | | | | 0.0 | | |
| 17,000 | | | Goldman Sachs Group, Inc., 6.750%, 10/01/2037 | | | | | 24,793 | | | | | | 0.0 | | |
| 30,000 (3) | | | Guardian Life Global Funding, 1.250%, 11/19/2027 | | | | | 29,291 | | | | | | 0.0 | | |
| 16,000 | | | Hartford Financial Services Group, Inc./The, 5.950%, 10/15/2036 | | | | | 21,891 | | | | | | 0.0 | | |
| 200,000 (4) | | | HSBC Holdings PLC, 2.099%, 06/04/2026 | | | | | 205,679 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Financial (continued) | | ||||||||||||
| 200,000 (4) | | | HSBC Holdings PLC, 2.633%, 11/07/2025 | | | | $ | 210,017 | | | | | | 0.1 | | |
| 200,000 (4) | | | HSBC Holdings PLC, 3.262%, 03/13/2023 | | | | | 204,064 | | | | | | 0.1 | | |
| 24,000 | | | Intercontinental Exchange, Inc., 2.650%, 09/15/2040 | | | | | 22,919 | | | | | | 0.0 | | |
| 23,000 | | | Intercontinental Exchange, Inc., 3.000%, 06/15/2050 | | | | | 22,745 | | | | | | 0.0 | | |
| 55,000 (4) | | | JPMorgan Chase & Co., 0.969%, 06/23/2025 | | | | | 55,089 | | | | | | 0.0 | | |
| 27,000 (4) | | | JPMorgan Chase & Co., 1.040%, 02/04/2027 | | | | | 26,571 | | | | | | 0.0 | | |
| 66,000 (4) | | | JPMorgan Chase & Co., 1.953%, 02/04/2032 | | | | | 64,149 | | | | | | 0.0 | | |
| 55,000 (4) | | | JPMorgan Chase & Co., 2.069%, 06/01/2029 | | | | | 55,486 | | | | | | 0.0 | | |
| 33,000 (4) | | | JPMorgan Chase & Co., 2.182%, 06/01/2028 | | | | | 33,815 | | | | | | 0.0 | | |
| 182,000 (4) | | | JPMorgan Chase & Co., 2.522%, 04/22/2031 | | | | | 187,438 | | | | | | 0.1 | | |
| 31,000 (4) | | | JPMorgan Chase & Co., 2.525%, 11/19/2041 | | | | | 29,612 | | | | | | 0.0 | | |
| 101,000 (4) | | | JPMorgan Chase & Co., 2.580%, 04/22/2032 | | | | | 103,729 | | | | | | 0.0 | | |
| 121,000 (4) | | | JPMorgan Chase & Co., 3.157%, 04/22/2042 | | | | | 126,091 | | | | | | 0.1 | | |
| 31,000 (4) | | | JPMorgan Chase & Co., 3.328%, 04/22/2052 | | | | | 33,148 | | | | | | 0.0 | | |
| 70,000 (4) | | | JPMorgan Chase & Co., 3.797%, 07/23/2024 | | | | | 74,603 | | | | | | 0.0 | | |
| 15,000 (4) | | | JPMorgan Chase & Co., 4.493%, 03/24/2031 | | | | | 17,780 | | | | | | 0.0 | | |
| 21,000 | | | Kite Realty Group L.P., 4.000%, 10/01/2026 | | | | | 22,677 | | | | | | 0.0 | | |
| 4,000 (3) | | | Liberty Mutual Group, Inc., 3.951%, 10/15/2050 | | | | | 4,469 | | | | | | 0.0 | | |
| 200,000 (3) | | | LSEGA Financing PLC, 3.200%, 04/06/2041 | | | | | 209,986 | | | | | | 0.1 | | |
| 44,000 | | | Main Street Capital Corp., 3.000%, 07/14/2026 | | | | | 45,254 | | | | | | 0.0 | | |
| 30,000 | | | Main Street Capital Corp., 5.200%, 05/01/2024 | | | | | 32,666 | | | | | | 0.0 | | |
| 200,000 | | | Mizuho Financial Group Cayman 2 Ltd., 4.200%, 07/18/2022 | | | | | 207,390 | | | | | | 0.1 | | |
| 200,000 (4) | | | Mizuho Financial Group, Inc., 2.226%, 05/25/2026 | | | | | 207,118 | | | | | | 0.1 | | |
| 147,000 (4) | | | Morgan Stanley, 1.593%, 05/04/2027 | | | | | 148,104 | | | | | | 0.1 | | |
| 51,000 (4) | | | Morgan Stanley, 1.794%, 02/13/2032 | | | | | 49,048 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Financial (continued) | | ||||||||||||
| 34,000 (4) | | | Morgan Stanley, 2.188%, 04/28/2026 | | | | $ | 35,318 | | | | | | 0.0 | | |
| 32,000 (4) | | | Morgan Stanley, 2.802%, 01/25/2052 | | | | | 31,441 | | | | | | 0.0 | | |
| 75,000 (4) | | | Morgan Stanley, 3.622%, 04/01/2031 | | | | | 83,797 | | | | | | 0.0 | | |
| 112,000 | | | Morgan Stanley, 3.875%, 01/27/2026 | | | | | 125,263 | | | | | | 0.1 | | |
| 100,000 | | | Morgan Stanley, 4.000%, 07/23/2025 | | | | | 111,311 | | | | | | 0.0 | | |
| 40,000 (4) | | | Morgan Stanley, 4.457%, 04/22/2039 | | | | | 49,540 | | | | | | 0.0 | | |
| 250,000 (3)(4) | | | National Australia Bank Ltd., 3.933%, 08/02/2034 | | | | | 271,155 | | | | | | 0.1 | | |
| 200,000 (4) | | | Natwest Group PLC, 3.073%, 05/22/2028 | | | | | 211,195 | | | | | | 0.1 | | |
| 55,000 (3) | | | New York Life Global Funding, 2.875%, 04/10/2024 | | | | | 58,418 | | | | | | 0.0 | | |
| 25,000 | | | Northern Trust Corp., 1.950%, 05/01/2030 | | | | | 25,242 | | | | | | 0.0 | | |
| 43,000 (3) | | | Northwestern Mutual Global Funding, 1.700%, 06/01/2028 | | | | | 43,083 | | | | | | 0.0 | | |
| 28,000 (3) | | | Northwestern Mutual Life Insurance Co/The, 3.625%, 09/30/2059 | | | | | 30,875 | | | | | | 0.0 | | |
| 29,000 | | | Old Republic International Corp., 3.850%, 06/11/2051 | | | | | 30,935 | | | | | | 0.0 | | |
| 150,000 | | | ORIX Corp., 3.250%, 12/04/2024 | | | | | 161,788 | | | | | | 0.1 | | |
| 58,000 | | | Owl Rock Capital Corp., 4.250%, 01/15/2026 | | | | | 62,729 | | | | | | 0.0 | | |
| 38,000 (3) | | | Owl Rock Technology Finance Corp., 4.750%, 12/15/2025 | | | | | 41,824 | | | | | | 0.0 | | |
| 40,000 (3) | | | Pacific Life Global Funding II, 1.375%, 04/14/2026 | | | | | 40,101 | | | | | | 0.0 | | |
| 23,000 | | | Piedmont Operating Partnership L.P., 3.150%, 08/15/2030 | | | | | 23,398 | | | | | | 0.0 | | |
| 30,000 | | | Piedmont Operating Partnership L.P., 4.450%, 03/15/2024 | | | | | 32,361 | | | | | | 0.0 | | |
| 39,000 | | | Public Storage, 0.875%, 02/15/2026 | | | | | 38,699 | | | | | | 0.0 | | |
| 23,000 | | | Regency Centers L.P., 2.950%, 09/15/2029 | | | | | 24,246 | | | | | | 0.0 | | |
| 25,000 | | | Regency Centers L.P., 3.700%, 06/15/2030 | | | | | 27,701 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Financial (continued) | | ||||||||||||
| 20,000 | | | Retail Properties of America, Inc., 4.750%, 09/15/2030 | | | | $ | 22,204 | | | | | | 0.0 | | |
| 40,000 (3) | | | Scentre Group Trust 1 / Scentre Group Trust 2, 3.625%, 01/28/2026 | | | | | 43,762 | | | | | | 0.0 | | |
| 27,000 | | | Simon Property Group L.P., 1.750%, 02/01/2028 | | | | | 26,876 | | | | | | 0.0 | | |
| 200,000 (2)(3)(4) | | | Standard Chartered PLC, 1.456%, 01/14/2027 | | | | | 198,408 | | | | | | 0.1 | | |
| 200,000 (3)(4) | | | Standard Chartered PLC, 3.265%, 02/18/2036 | | | | | 200,828 | | | | | | 0.1 | | |
| 34,000 | | | Sumitomo Mitsui Financial Group, Inc., 2.142%, 09/23/2030 | | | | | 33,216 | | | | | | 0.0 | | |
| 8,000 | | | Sumitomo Mitsui Financial Group, Inc., 3.010%, 10/19/2026 | | | | | 8,643 | | | | | | 0.0 | | |
| 25,000 (3) | | | Teachers Insurance & Annuity Association of America, 3.300%, 05/15/2050 | | | | | 25,849 | | | | | | 0.0 | | |
| 19,000 | | | Travelers Cos, Inc./The, 3.050%, 06/08/2051 | | | | | 20,127 | | | | | | 0.0 | | |
| 35,000 (4) | | | Truist Financial Corp., 1.267%, 03/02/2027 | | | | | 34,979 | | | | | | 0.0 | | |
| 46,000 (2)(4) | | | Truist Financial Corp., 1.887%, 06/07/2029 | | | | | 46,184 | | | | | | 0.0 | | |
| 25,000 (4) | | | Truist Financial Corp., 5.100%, 12/31/2199 | | | | | 28,156 | | | | | | 0.0 | | |
| 30,000 | | | Unum Group, 4.125%, 06/15/2051 | | | | | 30,397 | | | | | | 0.0 | | |
| 7,000 | | | Ventas Realty L.P., 5.700%, 09/30/2043 | | | | | 9,295 | | | | | | 0.0 | | |
| 45,000 | | | VEREIT Operating Partnership L.P., 2.200%, 06/15/2028 | | | | | 45,734 | | | | | | 0.0 | | |
| 36,000 (4) | | | Wells Fargo & Co., 2.393%, 06/02/2028 | | | | | 37,360 | | | | | | 0.0 | | |
| 101,000 (4) | | | Wells Fargo & Co., 2.406%, 10/30/2025 | | | | | 105,721 | | | | | | 0.0 | | |
| 21,000 (4) | | | Wells Fargo & Co., 3.068%, 04/30/2041 | | | | | 21,581 | | | | | | 0.0 | | |
| 120,000 | | | Wells Fargo & Co., 3.750%, 01/24/2024 | | | | | 129,097 | | | | | | 0.1 | | |
| 28,000 | | | Wells Fargo & Co., 4.750%, 12/07/2046 | | | | | 35,506 | | | | | | 0.0 | | |
| 43,000 | | | Westpac Banking Corp., 2.150%, 06/03/2031 | | | | | 43,502 | | | | | | 0.0 | | |
| 15,000 | | | Westpac Banking Corp., 2.350%, 02/19/2025 | | | | | 15,785 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Financial (continued) | | ||||||||||||
| 33,000 | | | Westpac Banking Corp., 2.963%, 11/16/2040 | | | | $ | 32,503 | | | | | | 0.0 | | |
| 20,000 | | | WP Carey, Inc., 2.400%, 02/01/2031 | | | | | 19,935 | | | | | | 0.0 | | |
| 71,000 | | | XLIT Ltd., 4.450%, 03/31/2025 | | | | | 79,736 | | | | | | 0.0 | | |
| 22,000 | | | XLIT Ltd., 5.500%, 03/31/2045 | | | | | 29,936 | | | | | | 0.0 | | |
| | | | | | | | | 9,751,309 | | | | | | 2.5 | | |
| | | | Industrial: 0.2% | | ||||||||||||
| 14,000 | | | Avnet, Inc., 3.000%, 05/15/2031 | | | | | 13,969 | | | | | | 0.0 | | |
| 27,000 (3) | | | Berry Global, Inc., 0.950%, 02/15/2024 | | | | | 27,057 | | | | | | 0.0 | | |
| 40,000 (3) | | | Berry Global, Inc., 1.650%, 01/15/2027 | | | | | 39,704 | | | | | | 0.0 | | |
| 22,000 | | | Boeing Co/The, 3.250%, 02/01/2028 | | | | | 23,348 | | | | | | 0.0 | | |
| 11,000 | | | Boeing Co/The, 3.625%, 02/01/2031 | | | | | 11,843 | | | | | | 0.0 | | |
| 9,000 | | | Boeing Co/The, 3.850%, 11/01/2048 | | | | | 9,267 | | | | | | 0.0 | | |
| 35,000 | | | Boeing Co/The, 4.875%, 05/01/2025 | | | | | 39,234 | | | | | | 0.0 | | |
| 27,000 | | | Boeing Co/The, 5.805%, 05/01/2050 | | | | | 36,419 | | | | | | 0.0 | | |
| 45,000 | | | Burlington Northern Santa Fe LLC, 3.900%, 08/01/2046 | | | | | 52,943 | | | | | | 0.0 | | |
| 18,000 | | | Carrier Global Corp., 2.722%, 02/15/2030 | | | | | 18,677 | | | | | | 0.0 | | |
| 25,000 (3) | | | CCL Industries, Inc., 3.050%, 06/01/2030 | | | | | 26,281 | | | | | | 0.0 | | |
| 51,000 | | | FedEx Corp., 3.900%, 02/01/2035 | | | | | 58,636 | | | | | | 0.0 | | |
| 20,000 | | | GATX Corp., 4.000%, 06/30/2030 | | | | | 22,582 | | | | | | 0.0 | | |
| 14,000 | | | General Electric Co., 3.625%, 05/01/2030 | | | | | 15,625 | | | | | | 0.0 | | |
| 16,000 (3) | | | GXO Logistics, Inc., 1.650%, 07/15/2026 | | | | | 15,939 | | | | | | 0.0 | | |
| 16,000 (3) | | | GXO Logistics, Inc., 2.650%, 07/15/2031 | | | | | 15,891 | | | | | | 0.0 | | |
| 42,000 | | | Norfolk Southern Corp., 3.650%, 08/01/2025 | | | | | 46,121 | | | | | | 0.0 | | |
| 13,000 | | | Norfolk Southern Corp., 4.100%, 05/15/2121 | | | | | 14,298 | | | | | | 0.0 | | |
| 7,000 | | | Northrop Grumman Corp., 2.930%, 01/15/2025 | | | | | 7,466 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Industrial (continued) | | ||||||||||||
| 24,000 (3) | | | Penske Truck Leasing Co. Lp / PTL Finance Corp., 1.200%, 11/15/2025 | | | | $ | 23,789 | | | | | | 0.0 | | |
| 40,000 (3) | | | Penske Truck Leasing Co. Lp / PTL Finance Corp., 1.700%, 06/15/2026 | | | | | 40,302 | | | | | | 0.0 | | |
| 56,000 | | | Raytheon Technologies Corp., 3.200%, 03/15/2024 | | | | | 59,592 | | | | | | 0.0 | | |
| 2,000 | | | Raytheon Technologies Corp., 3.650%, 08/16/2023 | | | | | 2,124 | | | | | | 0.0 | | |
| 4,000 | | | Raytheon Technologies Corp., 4.450%, 11/16/2038 | | | | | 4,854 | | | | | | 0.0 | | |
| 51,000 | | | Raytheon Technologies Corp., 4.500%, 06/01/2042 | | | | | 63,586 | | | | | | 0.1 | | |
| 5,000 | | | Raytheon Technologies Corp., 5.400%, 05/01/2035 | | | | | 6,619 | | | | | | 0.0 | | |
| 6,000 | | | Raytheon Technologies Corp., 6.125%, 07/15/2038 | | | | | 8,572 | | | | | | 0.0 | | |
| 22,000 | | | Republic Services, Inc., 1.450%, 02/15/2031 | | | | | 20,642 | | | | | | 0.0 | | |
| 20,000 | | | Republic Services, Inc., 1.750%, 02/15/2032 | | | | | 19,048 | | | | | | 0.0 | | |
| 99,000 | | | Teledyne Technologies, Inc., 1.600%, 04/01/2026 | | | | | 99,309 | | | | | | 0.1 | | |
| 35,000 | | | Union Pacific Corp., 3.550%, 05/20/2061 | | | | | 37,754 | | | | | | 0.0 | | |
| 17,000 | | | Waste Management, Inc., 1.500%, 03/15/2031 | | | | | 16,103 | | | | | | 0.0 | | |
| 25,000 | | | WRKCo, Inc., 3.000%, 06/15/2033 | | | | | 26,219 | | | | | | 0.0 | | |
| | | | | | | | | 923,813 | | | | | | 0.2 | | |
| | | | Technology: 0.4% | | ||||||||||||
| 10,000 | | | Analog Devices, Inc., 3.500%, 12/05/2026 | | | | | 11,108 | | | | | | 0.0 | | |
| 39,000 | | | Apple, Inc., 1.650%, 02/08/2031 | | | | | 38,431 | | | | | | 0.0 | | |
| 35,000 | | | Apple, Inc., 2.650%, 05/11/2050 | | | | | 34,445 | | | | | | 0.0 | | |
| 65,000 | | | Apple, Inc., 2.650%, 02/08/2051 | | | | | 63,677 | | | | | | 0.0 | | |
| 140,000 | | | Apple, Inc., 2.800%, 02/08/2061 | | | | | 136,757 | | | | | | 0.1 | | |
| 70,000 | | | Apple, Inc., 3.750%, 09/12/2047 | | | | | 82,868 | | | | | | 0.0 | | |
| 35,000 | | | Apple, Inc., 3.750%, 11/13/2047 | | | | | 41,067 | | | | | | 0.0 | | |
| 20,000 | | | Citrix Systems, Inc., 1.250%, 03/01/2026 | | | | | 19,764 | | | | | | 0.0 | | |
| 25,000 | | | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | | | | | 30,027 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Technology (continued) | | ||||||||||||
| 20,000 | | | Fiserv, Inc., 2.750%, 07/01/2024 | | | | $ | 21,107 | | | | | | 0.0 | | |
| 85,000 | | | Fiserv, Inc., 3.500%, 07/01/2029 | | | | | 93,613 | | | | | | 0.0 | | |
| 32,000 (3) | | | HP, Inc., 1.450%, 06/17/2026 | | | | | 31,800 | | | | | | 0.0 | | |
| 45,000 | | | HP, Inc., 4.050%, 09/15/2022 | | | | | 46,980 | | | | | | 0.0 | | |
| 15,000 (3) | | | Infor, Inc., 1.450%, 07/15/2023 | | | | | 15,180 | | | | | | 0.0 | | |
| 15,000 | | | Intel Corp., 3.100%, 02/15/2060 | | | | | 15,373 | | | | | | 0.0 | | |
| 30,000 | | | Intel Corp., 3.250%, 11/15/2049 | | | | | 31,997 | | | | | | 0.0 | | |
| 75,000 | | | Intel Corp., 4.600%, 03/25/2040 | | | | | 95,163 | | | | | | 0.1 | | |
| 20,000 | | | Intel Corp., 4.950%, 03/25/2060 | | | | | 28,309 | | | | | | 0.0 | | |
| 100,000 | | | International Business Machines Corp., 3.300%, 05/15/2026 | | | | | 110,073 | | | | | | 0.1 | | |
| 37,000 | | | Microchip Technology, Inc., 2.670%, 09/01/2023 | | | | | 38,557 | | | | | | 0.0 | | |
| 50,000 | | | Microsoft Corp., 2.400%, 08/08/2026 | | | | | 53,334 | | | | | | 0.0 | | |
| 93,000 | | | Microsoft Corp., 2.921%, 03/17/2052 | | | | | 98,873 | | | | | | 0.1 | | |
| 17,000 | | | NetApp, Inc., 1.875%, 06/22/2025 | | | | | 17,491 | | | | | | 0.0 | | |
| 62,000 | | | NVIDIA Corp., 1.550%, 06/15/2028 | | | | | 61,808 | | | | | | 0.0 | | |
| 60,000 | | | NVIDIA Corp., 2.000%, 06/15/2031 | | | | | 60,143 | | | | | | 0.0 | | |
| 31,000 (3) | | | NXP BV / NXP Funding LLC, 5.350%, 03/01/2026 | | | | | 36,194 | | | | | | 0.0 | | |
| 20,000 (3) | | | NXP BV / NXP Funding LLC / NXP USA, Inc., 3.400%, 05/01/2030 | | | | | 21,860 | | | | | | 0.0 | | |
| 24,000 | | | Oracle Corp., 3.650%, 03/25/2041 | | | | | 25,488 | | | | | | 0.0 | | |
| 6,000 | | | Oracle Corp., 3.850%, 07/15/2036 | | | | | 6,610 | | | | | | 0.0 | | |
| 20,000 | | | Oracle Corp., 3.950%, 03/25/2051 | | | | | 21,856 | | | | | | 0.0 | | |
| 17,000 | | | Roper Technologies, Inc., 1.400%, 09/15/2027 | | | | | 16,736 | | | | | | 0.0 | | |
| 41,000 | | | salesforce.com, Inc., 1.950%, 07/15/2031 | | | | | 41,099 | | | | | | 0.0 | | |
| 31,000 | | | salesforce.com, Inc., 2.700%, 07/15/2041 | | | | | 31,246 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Technology (continued) | | ||||||||||||
| 22,000 | | | salesforce.com, Inc., 2.900%, 07/15/2051 | | | | $ | 22,325 | | | | | | 0.0 | | |
| 35,000 | | | salesforce.com, Inc., 3.050%, 07/15/2061 | | | | | 35,667 | | | | | | 0.0 | | |
| | | | | | | | | 1,537,026 | | | | | | 0.4 | | |
| | | | Utilities: 0.9% | | ||||||||||||
| 52,000 | | | AEP Texas, Inc., 3.450%, 01/15/2050 | | | | | 53,978 | | | | | | 0.0 | | |
| 32,000 (3) | | | AEP Texas, Inc., 3.850%, 10/01/2025 | | | | | 35,057 | | | | | | 0.0 | | |
| 21,000 (3) | | | AES Corp./The, 1.375%, 01/15/2026 | | | | | 20,804 | | | | | | 0.0 | | |
| 16,000 (3) | | | AES Corp./The, 3.950%, 07/15/2030 | | | | | 17,546 | | | | | | 0.0 | | |
| 20,000 | | | Alabama Power Co., 3.450%, 10/01/2049 | | | | | 21,777 | | | | | | 0.0 | | |
| 74,000 (3) | | | Alliant Energy Finance LLC, 3.750%, 06/15/2023 | | | | | 78,433 | | | | | | 0.1 | | |
| 50,000 (3) | | | American Transmission Systems, Inc., 5.000%, 09/01/2044 | | | | | 64,277 | | | | | | 0.1 | | |
| 50,000 (3) | | | American Transmission Systems, Inc., 5.250%, 01/15/2022 | | | | | 51,203 | | | | | | 0.0 | | |
| 23,000 | | | Appalachian Power Co., 2.700%, 04/01/2031 | | | | | 23,803 | | | | | | 0.0 | | |
| 14,000 | | | Appalachian Power Co., 3.700%, 05/01/2050 | | | | | 15,487 | | | | | | 0.0 | | |
| 55,000 | | | Avangrid, Inc., 3.200%, 04/15/2025 | | | | | 59,113 | | | | | | 0.0 | | |
| 30,000 | | | Baltimore Gas and Electric Co., 2.250%, 06/15/2031 | | | | | 30,325 | | | | | | 0.0 | | |
| 20,000 | | | Baltimore Gas and Electric Co., 3.200%, 09/15/2049 | | | | | 21,012 | | | | | | 0.0 | | |
| 26,000 | | | Berkshire Hathaway Energy Co., 1.650%, 05/15/2031 | | | | | 25,009 | | | | | | 0.0 | | |
| 25,000 | | | Black Hills Corp., 2.500%, 06/15/2030 | | | | | 25,491 | | | | | | 0.0 | | |
| 15,000 | | | Black Hills Corp., 3.050%, 10/15/2029 | | | | | 16,000 | | | | | | 0.0 | | |
| 40,000 | | | Black Hills Corp., 4.250%, 11/30/2023 | | | | | 43,005 | | | | | | 0.0 | | |
| 8,000 | | | Black Hills Corp., 4.350%, 05/01/2033 | | | | | 9,329 | | | | | | 0.0 | | |
| 25,000 | | | CenterPoint Energy Houston Electric LLC, 3.550%, 08/01/2042 | | | | | 28,121 | | | | | | 0.0 | | |
| 39,000 (3) | | | Cleveland Electric Illuminating Co/The, 3.500%, 04/01/2028 | | | | | 41,757 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Utilities (continued) | | ||||||||||||
| 26,000 (4) | | | CMS Energy Corp., 3.750%, 12/01/2050 | | | | $ | 26,482 | | | | | | 0.0 | | |
| 53,000 (4) | | | CMS Energy Corp., 4.750%, 06/01/2050 | | | | | 59,194 | | | | | | 0.0 | | |
| 13,000 | | | Commonwealth Edison Co., 3.750%, 08/15/2047 | | | | | 15,089 | | | | | | 0.0 | | |
| 34,000 | | | Consolidated Edison Co. of New York, Inc., 4.000%, 11/15/2057 | | | | | 38,572 | | | | | | 0.0 | | |
| 13,000 | | | Consolidated Edison Co. of New York, Inc., 5.300%, 03/01/2035 | | | | | 16,507 | | | | | | 0.0 | | |
| 35,000 (4) | | | Dominion Energy, Inc., 4.650%, 12/31/2199 | | | | | 37,275 | | | | | | 0.0 | | |
| 12,000 | | | DTE Electric Co., 1.900%, 04/01/2028 | | | | | 12,194 | | | | | | 0.0 | | |
| 13,000 | | | DTE Electric Co., 2.950%, 03/01/2050 | | | | | 13,343 | | | | | | 0.0 | | |
| 12,000 | | | DTE Electric Co., 3.250%, 04/01/2051 | | | | | 13,038 | | | | | | 0.0 | | |
| 47,000 | | | DTE Energy Co., 1.050%, 06/01/2025 | | | | | 47,009 | | | | | | 0.0 | | |
| 12,000 | | | Duke Energy Carolinas LLC, 2.550%, 04/15/2031 | | | | | 12,470 | | | | | | 0.0 | | |
| 15,000 | | | Duke Energy Carolinas LLC, 4.000%, 09/30/2042 | | | | | 17,730 | | | | | | 0.0 | | |
| 15,000 (4) | | | Duke Energy Corp., 4.875%, 12/31/2199 | | | | | 15,975 | | | | | | 0.0 | | |
| 195,000 | | | Duke Energy Indiana LLC, 2.750%, 04/01/2050 | | | | | 189,304 | | | | | | 0.1 | | |
| 25,000 | | | Duke Energy Indiana LLC, 3.250%, 10/01/2049 | | | | | 26,521 | | | | | | 0.0 | | |
| 13,000 | | | Duke Energy Ohio, Inc., 2.125%, 06/01/2030 | | | | | 13,071 | | | | | | 0.0 | | |
| 109,000 | | | Duke Energy Progress LLC, 3.700%, 10/15/2046 | | | | | 123,640 | | | | | | 0.1 | | |
| 45,000 | | | Duke Energy Progress LLC, 4.100%, 05/15/2042 | | | | | 53,015 | | | | | | 0.0 | | |
| 5,000 | | | Duke Energy Progress LLC, 4.200%, 08/15/2045 | | | | | 6,041 | | | | | | 0.0 | | |
| 17,000 (3) | | | Duquesne Light Holdings, Inc., 2.532%, 10/01/2030 | | | | | 16,736 | | | | | | 0.0 | | |
| 24,000 | | | Entergy Arkansas LLC, 2.650%, 06/15/2051 | | | | | 22,814 | | | | | | 0.0 | | |
| 32,000 | | | Entergy Corp., 2.400%, 06/15/2031 | | | | | 31,975 | | | | | | 0.0 | | |
| 13,000 | | | Entergy Corp., 2.800%, 06/15/2030 | | | | | 13,555 | | | | | | 0.0 | | |
| 9,000 | | | Entergy Louisiana LLC, 4.200%, 04/01/2050 | | | | | 11,053 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Utilities (continued) | | ||||||||||||
| 73,000 | | | Entergy Mississippi LLC, 3.100%, 07/01/2023 | | | | $ | 75,964 | | | | | | 0.1 | | |
| 19,000 | | | Entergy Mississippi LLC, 3.500%, 06/01/2051 | | | | | 20,864 | | | | | | 0.0 | | |
| 33,000 | | | Entergy Texas, Inc., 4.000%, 03/30/2029 | | | | | 37,279 | | | | | | 0.0 | | |
| 18,000 | | | Evergy Metro, Inc., 2.250%, 06/01/2030 | | | | | 18,348 | | | | | | 0.0 | | |
| 23,000 | | | Eversource Energy, 3.450%, 01/15/2050 | | | | | 24,289 | | | | | | 0.0 | | |
| 5,000 | | | Exelon Corp., 4.050%, 04/15/2030 | | | | | 5,701 | | | | | | 0.0 | | |
| 10,000 | | | Exelon Corp., 4.700%, 04/15/2050 | | | | | 12,660 | | | | | | 0.0 | | |
| 57,000 | | | FirstEnergy Corp., 3.350%, 07/15/2022 | | | | | 57,958 | | | | | | 0.0 | | |
| 25,000 | | | Georgia Power Co., 2.200%, 09/15/2024 | | | | | 26,034 | | | | | | 0.0 | | |
| 33,000 | | | Georgia Power Co., 5.750%, 04/15/2023 | | | | | 35,756 | | | | | | 0.0 | | |
| 44,000 | | | Indiana Michigan Power Co., 3.250%, 05/01/2051 | | | | | 46,206 | | | | | | 0.0 | | |
| 20,000 | | | Interstate Power and Light Co., 2.300%, 06/01/2030 | | | | | 20,322 | | | | | | 0.0 | | |
| 80,000 | | | Interstate Power and Light Co., 3.250%, 12/01/2024 | | | | | 86,126 | | | | | | 0.1 | | |
| 12,000 | | | IPALCO Enterprises, Inc., 4.250%, 05/01/2030 | | | | | 13,512 | | | | | | 0.0 | | |
| 14,000 (3) | | | Jersey Central Power & Light Co., 2.750%, 03/01/2032 | | | | | 14,243 | | | | | | 0.0 | | |
| 50,000 (3) | | | Jersey Central Power & Light Co., 4.300%, 01/15/2026 | | | | | 55,385 | | | | | | 0.0 | | |
| 50,000 (3) | | | Jersey Central Power & Light Co., 4.700%, 04/01/2024 | | | | | 54,445 | | | | | | 0.0 | | |
| 25,000 | | | Kentucky Utilities Co., 3.300%, 06/01/2050 | | | | | 26,490 | | | | | | 0.0 | | |
| 12,000 (3) | | | Metropolitan Edison Co., 4.000%, 04/15/2025 | | | | | 12,727 | | | | | | 0.0 | | |
| 30,000 | | | Mississippi Power Co., 4.250%, 03/15/2042 | | | | | 35,517 | | | | | | 0.0 | | |
| 20,000 (3) | | | Monongahela Power Co., 3.550%, 05/15/2027 | | | | | 22,075 | | | | | | 0.0 | | |
| 15,000 (3) | | | Narragansett Electric Co/The, 3.395%, 04/09/2030 | | | | | 16,453 | | | | | | 0.0 | | |
| 44,000 | | | National Rural Utilities Cooperative Finance Corp., 2.400%, 03/15/2030 | | | | | 45,454 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Utilities (continued) | �� | ||||||||||||
| 43,000 (4) | | | National Rural Utilities Cooperative Finance Corp., 4.750%, 04/30/2043 | | | | $ | 45,032 | | | | | | 0.0 | | |
| 23,000 | | | NextEra Energy Capital Holdings, Inc., 1.900%, 06/15/2028 | | | | | 23,284 | | | | | | 0.0 | | |
| 29,000 | | | NiSource, Inc., 3.600%, 05/01/2030 | | | | | 32,150 | | | | | | 0.0 | | |
| 20,000 | | | NiSource, Inc., 5.950%, 06/15/2041 | | | | | 28,126 | | | | | | 0.0 | | |
| 20,000 | | | Oglethorpe Power Corp., 3.750%, 08/01/2050 | | | | | 21,203 | | | | | | 0.0 | | |
| 59,000 | | | ONE Gas, Inc., 1.100%, 03/11/2024 | | | | | 59,043 | | | | | | 0.0 | | |
| 13,000 | | | Pacific Gas and Electric Co., 4.250%, 03/15/2046 | | | | | 12,421 | | | | | | 0.0 | | |
| 28,000 | | | Pacific Gas and Electric Co., 4.300%, 03/15/2045 | | | | | 26,982 | | | | | | 0.0 | | |
| 17,000 | | | Pacific Gas and Electric Co., 4.450%, 04/15/2042 | | | | | 16,877 | | | | | | 0.0 | | |
| 10,000 | | | PECO Energy Co., 4.150%, 10/01/2044 | | | | | 12,174 | | | | | | 0.0 | | |
| 200,000 (2) | | | Perusahaan Listrik Negara PT, 4.125%, 05/15/2027 | | | | | 217,150 | | | | | | 0.1 | | |
| 15,000 | | | Piedmont Natural Gas Co., Inc., 3.350%, 06/01/2050 | | | | | 15,502 | | | | | | 0.0 | | |
| 75,000 | | | PPL Electric Utilities Corp., 4.125%, 06/15/2044 | | | | | 89,460 | | | | | | 0.1 | | |
| 17,000 | | | Public Service Enterprise Group, Inc., 1.600%, 08/15/2030 | | | | | 16,133 | | | | | | 0.0 | | |
| 50,000 | | | Sempra Energy, 3.800%, 02/01/2038 | | | | | 55,656 | | | | | | 0.0 | | |
| 24,000 (4) | | | Sempra Energy, 4.875%, 12/31/2199 | | | | | 26,100 | | | | | | 0.0 | | |
| 68,000 | | | Sierra Pacific Power Co., 2.600%, 05/01/2026 | | | | | 72,343 | | | | | | 0.1 | | |
| 41,000 | | | South Jersey Industries, Inc., 5.020%, 04/15/2031 | | | | | 43,464 | | | | | | 0.0 | | |
| 5,000 | | | Southern California Edison Co., 2.400%, 02/01/2022 | | | | | 5,043 | | | | | | 0.0 | | |
| 6,000 | | | Southern California Edison Co., 4.050%, 03/15/2042 | | | | | 6,471 | | | | | | 0.0 | | |
| 40,000 | | | Southern Co. Gas Capital Corp., 5.875%, 03/15/2041 | | | | | 55,275 | | | | | | 0.0 | | |
| 60,000 (4) | | | Southern Co/The, 3.750%, 09/15/2051 | | | | | 60,459 | | | | | | 0.0 | | |
| 35,000 (4) | | | Southern Co/The, 4.000%, 01/15/2051 | | | | | 37,100 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Utilities (continued) | | ||||||||||||
| 36,000 | | | Southwestern Electric Power Co., 1.650%, 03/15/2026 | | | | $ | 36,468 | | | | | | 0.0 | | |
| 14,000 | | | Tampa Electric Co., 4.350%, 05/15/2044 | | | | | 17,032 | | | | | | 0.0 | | |
| 25,000 | | | Tucson Electric Power Co., 1.500%, 08/01/2030 | | | | | 23,783 | | | | | | 0.0 | | |
| 17,000 | | | Union Electric Co., 3.900%, 09/15/2042 | | | | | 19,684 | | | | | | 0.0 | | |
| 28,000 | | | Virginia Electric and Power Co., 3.450%, 09/01/2022 | | | | | 28,788 | | | | | | 0.0 | | |
| 36,000 | | | Washington Gas Light Co., 3.650%, 09/15/2049 | | | | | 40,515 | | | | | | 0.0 | | |
| 31,000 | | | WEC Energy Group, Inc., 1.375%, 10/15/2027 | | | | | 30,312 | | | | | | 0.0 | | |
| 23,000 | | | Wisconsin Electric Power Co., 1.700%, 06/15/2028 | | | | | 23,093 | | | | | | 0.0 | | |
| 26,000 | | | Wisconsin Public Service Corp., 3.671%, 12/01/2042 | | | | | 29,479 | | | | | | 0.0 | | |
| | | | | | | | | 3,504,540 | | | | | | 0.9 | | |
| | | | Total Corporate Bonds/Notes (Cost $26,308,948) | | | | | 27,406,894 | | | | | | 7.1 | | |
| | | | | | ||||||||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: 3.0% | | |||||||||||||||
| 77,416 | | | Alternative Loan Trust 2004-J7 MI, 1.112%, (US0001M + 1.020%), 10/25/2034 | | | | | 76,163 | | | | | | 0.0 | | |
| 58,961 | | | Alternative Loan Trust 2005-10CB 1A1, 0.592%, (US0001M + 0.500%), 05/25/2035 | | | | | 48,196 | | | | | | 0.0 | | |
| 48,926 | | | Alternative Loan Trust 2005-51 3A2A, 1.406%, (12MTA + 1.290%), 11/20/2035 | | | | | 46,109 | | | | | | 0.0 | | |
| 47,792 | | | Alternative Loan Trust 2005-65CB 2A4, 5.500%, 12/25/2035 | | | | | 43,879 | | | | | | 0.0 | | |
| 98,604 | | | Alternative Loan Trust 2005-J2 1A12, 0.492%, (US0001M + 0.400%), 04/25/2035 | | | | | 82,546 | | | | | | 0.0 | | |
| 16,603 | | | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036 | | | | | 11,232 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
| 91,456 | | | Alternative Loan Trust 2006-19CB A12, 0.492%, (US0001M + 0.400%), 08/25/2036 | | | | $ | 48,111 | | | | | | 0.0 | | |
| 66,855 | | | Alternative Loan Trust 2006-HY11 A1, 0.332%, (US0001M + 0.120%), 06/25/2036 | | | | | 64,893 | | | | | | 0.0 | | |
| 26,425 | | | Alternative Loan Trust 2007-23CB A3, 0.592%, (US0001M + 0.500%), 09/25/2037 | | | | | 11,457 | | | | | | 0.0 | | |
| 120,475 | | | Alternative Loan Trust 2007-2CB 2A1, 0.692%, (US0001M + 0.600%), 03/25/2037 | | | | | 59,110 | | | | | | 0.0 | | |
| 30,064 (4) | | | Bear Stearns ALT-A Trust 2005-7 21A1, 2.816%, 09/25/2035 | | | | | 28,053 | | | | | | 0.0 | | |
| 51,574 | | | Bear Stearns Mortgage Funding Trust 2006-AR5 2A1, 0.282%, (US0001M + 0.190%), 01/25/2037 | | | | | 48,126 | | | | | | 0.0 | | |
| 65,361 (4) | | | Citigroup Mortgage Loan Trust 2006-AR2 1A1, 2.775%, 03/25/2036 | | | | | 57,854 | | | | | | 0.0 | | |
| 38,063 (4) | | | Citigroup Mortgage Loan Trust 2007-10 22AA, 3.234%, 09/25/2037 | | | | | 37,678 | | | | | | 0.0 | | |
| 419,875 | | | Fannie Mae 2011-113 CL, 4.000%, 11/25/2041 | | | | | 455,927 | | | | | | 0.1 | | |
| 416,814 | | | Fannie Mae 2011-99 CZ, 4.500%, 10/25/2041 | | | | | 484,870 | | | | | | 0.1 | | |
| 79,365 | | | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 4.092%, (US0001M + 4.000%), 05/25/2025 | | | | | 81,103 | | | | | | 0.0 | | |
| 73,685 | | | Fannie Mae Connecticut Avenue Securities 2017-C02 2M2, 3.742%, (US0001M + 3.650%), 09/25/2029 | | | | | 76,423 | | | | | | 0.0 | | |
| 178,272 | | | Fannie Mae Connecticut Avenue Securities 2017-C03 1M2, 3.092%, (US0001M + 3.000%), 10/25/2029 | | | | | 183,999 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
| 169,688 | | | Fannie Mae Connecticut Avenue Securities 2017-C04 2M2, 2.942%, (US0001M + 2.850%), 11/25/2029 | | | | $ | 174,071 | | | | | | 0.1 | | |
| 61,064 | | | Fannie Mae Connecticut Avenue Securities 2017-CO6 2M2, 2.892%, (US0001M + 2.800%), 02/25/2030 | | | | | 62,502 | | | | | | 0.0 | | |
| 361,160 | | | Fannie Mae Connecticut Avenue Securities 2018-C04 2M2, 2.642%, (US0001M + 2.550%), 12/25/2030 | | | | | 368,016 | | | | | | 0.1 | | |
| 166,434 | | | Fannie Mae Connecticut Avenue Securities 2018-C06 1M2, 2.092%, (US0001M + 2.000%), 03/25/2031 | | | | | 167,875 | | | | | | 0.1 | | |
| 62,705 (3) | | | Fannie Mae Connecticut Avenue Securities 2019-R02 1M2, 2.392%, (US0001M + 2.300%), 08/25/2031 | | | | | 63,182 | | | | | | 0.0 | | |
| 156,812 (3) | | | Fannie Mae Connecticut Avenue Securities Trust 2020-R01 1M2, 2.142%, (US0001M + 2.050%), 01/25/2040 | | | | | 157,623 | | | | | | 0.1 | | |
| 212,180 | | | Fannie Mae REMIC Trust 2009-19 PW, 4.500%, 10/25/2036 | | | | | 237,730 | | | | | | 0.1 | | |
| 199,100 (4) | | | Fannie Mae REMIC Trust 2009-50 HZ, 5.538%, 02/25/2049 | | | | | 228,765 | | | | | | 0.1 | | |
| 139,777 | | | Fannie Mae REMIC Trust 2011-30 ZA, 5.000%, 04/25/2041 | | | | | 148,761 | | | | | | 0.1 | | |
| 143,871 | | | Fannie Mae REMIC Trust 2011-9 AZ, 5.000%, 05/25/2040 | | | | | 160,397 | | | | | | 0.1 | | |
| 294,313 | | | Fannie Mae REMICS 2009-96 DB, 4.000%, 11/25/2029 | | | | | 318,882 | | | | | | 0.1 | | |
| 78,372 | | | Fannie Mae REMICS 2011-10 ZC, 5.000%, 02/25/2041 | | | | | 89,156 | | | | | | 0.0 | | |
| 214,171 | | | Fannie Mae REMICS 2013-16 GD, 3.000%, 03/25/2033 | | | | | 220,753 | | | | | | 0.1 | | |
| 600,000 | | | Fannie Mae REMICS 2018-11 BX, 4.000%, 12/25/2047 | | | | | 646,691 | | | | | | 0.2 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
| 79,853 | | | Fannie Mae REMICS 2018-8 AB, 3.500%, 10/25/2047 | | | | $ | 83,112 | | | | | | 0.0 | | |
| 92,499 (3)(4) | | | Flagstar Mortgage Trust 2018-1 B2, 4.004%, 03/25/2048 | | | | | 96,353 | | | | | | 0.0 | | |
| 92,499 (3)(4) | | | Flagstar Mortgage Trust 2018-1 B3, 4.004%, 03/25/2048 | | | | | 95,622 | | | | | | 0.0 | | �� |
| 306,021 (3)(4) | | | Flagstar Mortgage Trust 2020-2 A4, 3.000%, 08/25/2050 | | | | | 309,078 | | | | | | 0.1 | | |
| 251,390 | | | Freddie Mac 4634 ZM, 5.000%, 11/15/2056 | | | | | 328,817 | | | | | | 0.1 | | |
| 66,531 | | | Freddie Mac REMIC Trust 2114 ZM, 6.000%, 01/15/2029 | | | | | 74,630 | | | | | | 0.0 | | |
| 56,895 | | | Freddie Mac REMIC Trust 2541 NE, 5.500%, 12/15/2032 | | | | | 65,428 | | | | | | 0.0 | | |
| 13,680 | | | Freddie Mac REMIC Trust 2861 Z, 5.500%, 09/15/2034 | | | | | 16,047 | | | | | | 0.0 | | |
| 40,602 | | | Freddie Mac REMIC Trust 2931 ZY, 5.000%, 02/15/2035 | | | | | 46,253 | | | | | | 0.0 | | |
| 128,890 | | | Freddie Mac REMIC Trust 3117 ZA, 5.500%, 02/15/2036 | | | | | 147,977 | | | | | | 0.0 | | |
| 50,630 | | | Freddie Mac REMIC Trust 3351 ZC, 5.500%, 07/15/2037 | | | | | 58,818 | | | | | | 0.0 | | |
| 46,206 (4) | | | Freddie Mac REMIC Trust 3524 LA, 5.332%, 03/15/2033 | | | | | 51,415 | | | | | | 0.0 | | |
| 47,760 | | | Freddie Mac REMIC Trust 3724 CM, 5.500%, 06/15/2037 | | | | | 54,697 | | | | | | 0.0 | | |
| 8,997 | | | Freddie Mac REMIC Trust 4000 PA, 4.500%, 01/15/2042 | | | | | 10,038 | | | | | | 0.0 | | |
| 239,672 | | | Freddie Mac REMIC Trust 4203 BN, 3.000%, 04/15/2033 | | | | | 257,334 | | | | | | 0.1 | | |
| 540,219 | | | Freddie Mac REMIC Trust 4335 ZX, 4.250%, 05/15/2044 | | | | | 607,855 | | | | | | 0.2 | | |
| 540,219 | | | Freddie Mac REMIC Trust 435 XZ, 4.250%, 05/15/2044 | | | | | 613,702 | | | | | | 0.2 | | |
| 253,994 | | | Freddie Mac REMICS 4495 PA, 3.500%, 09/15/2043 | | | | | 265,024 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
| 5,942 | | | Freddie Mac REMICS 4678 AB, 4.000%, 06/15/2044 | | | | $ | 6,023 | | | | | | 0.0 | | |
| 250,000 (3) | | | Freddie Mac STACR REMIC Trust 2020-DNA6 M2, 2.018%, (SOFR30A + 2.000%), 12/25/2050 | | | | | 252,972 | | | | | | 0.1 | | |
| 200,000 (3) | | | Freddie Mac Stacr Remic Trust 2020-HQA2 M2, 3.192%, (US0001M + 3.100%), 03/25/2050 | | | | | 203,371 | | | | | | 0.1 | | |
| 132,482 (3) | | | Freddie Mac STACR REMIC Trust 2020-HQA3 M2, 3.692%, (US0001M + 3.600%), 07/25/2050 | | | | | 134,221 | | | | | | 0.0 | | |
| 143,449 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA3 M2, 2.442%, (US0001M + 2.350%), 04/25/2030 | | | | | 146,830 | | | | | | 0.0 | | |
| 77,646 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-HQA1 M2, 2.392%, (US0001M + 2.300%), 09/25/2030 | | | | | 78,852 | | | | | | 0.0 | | |
| 391,623 | | | Ginnie Mae 2013-8 BE, 1.750%, 11/20/2042 | | | | | 400,797 | | | | | | 0.1 | | |
| 41,375 | | | Ginnie Mae Series 2009-29 PB, 4.750%, 05/20/2039 | | | | | 46,682 | | | | | | 0.0 | | |
| 288,979 | | | Ginnie Mae Series 2010-164 JZ, 4.000%, 12/20/2040 | | | | | 315,945 | | | | | | 0.1 | | |
| 13,641 | | | Ginnie Mae Series 2011-169 BC, 7.000%, 05/16/2032 | | | | | 15,015 | | | | | | 0.0 | | |
| 37,805 (3)(4) | | | GS Mortgage-Backed Securities Corp. Trust 2020-PJ2 A4, 3.500%, 07/25/2050 | | | | | 38,307 | | | | | | 0.0 | | |
| 115,091 (3)(4) | | | GS Mortgage-Backed Securities Corp. Trust 2020-PJ4 A4, 3.000%, 01/25/2051 | | | | | 116,419 | | | | | | 0.0 | | |
| 200,000 (3)(4) | | | GS Mortgage-Backed Securities Trust 2021-PJ6 A12, 2.500%, 11/25/2051 | | | | | 203,380 | | | | | | 0.1 | | |
| 35,161 | | | HomeBanc Mortgage Trust 2004-1 2A, 0.952%, (US0001M + 0.860%), 08/25/2029 | | | | | 34,704 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
| 34,583 | | | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 0.512%, (US0001M + 0.420%), 04/25/2046 | | | | $ | 32,887 | | | | | | 0.0 | | |
| 400,000 (3)(4) | | | JP Morgan Mortgage Trust 2019-LTV3 A5, 3.500%, 03/25/2050 | | | | | 407,775 | | | | | | 0.1 | | |
| 333,740 (3)(4) | | | JP Morgan Mortgage Trust 2020-5 A15, 3.000%, 12/25/2050 | | | | | 337,485 | | | | | | 0.1 | | |
| 37,856 | | | Lehman XS Trust Series 2005-5N 1A2, 0.452%, (US0001M + 0.360%), 11/25/2035 | | | | | 35,667 | | | | | | 0.0 | | |
| 100,000 (3) | | | Mello Warehouse Securitization Trust 2021-1 C, 1.206%, (US0001M + 1.100%), 02/25/2055 | | | | | 100,346 | | | | | | 0.0 | | |
| 47,293 | | | Morgan Stanley Mortgage Loan Trust 2007-13 6A1, 6.000%, 10/25/2037 | | | | | 36,613 | | | | | | 0.0 | | |
| 10,557 | | | Prime Mortgage Trust 2007-1 A4, 5.500%, 03/25/2037 | | | | | 10,080 | | | | | | 0.0 | | |
| 20,217 (4) | | | WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 2.514%, 10/25/2036 | | | | | 19,709 | | | | | | 0.0 | | |
| 55,958 | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 A1C3, 1.112%, (US0001M + 0.510%), 08/25/2045 | | | | | 55,953 | | | | | | 0.0 | | |
| 28,493 | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR13 A1C3, 1.072%, (US0001M + 0.490%), 10/25/2045 | | | | | 28,304 | | | | | | 0.0 | | |
| 25,657 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 3.076%, 08/25/2046 | | | | | 25,542 | | | | | | 0.0 | | |
| 128,549 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 1A1, 3.050%, 12/25/2036 | | | | | 128,946 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
| 33,882 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 2.716%, 04/25/2037 | | | | $ | 32,245 | | | | | | 0.0 | | |
| 69,703 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY7 2A2, 3.035%, 07/25/2037 | | | | | 70,176 | | | | | | 0.0 | | |
| 154,993 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 1.076%, (12MTA + 0.960%), 08/25/2046 | | | | | 104,899 | | | | | | 0.0 | | |
| 15,134 | | | Wells Fargo Alternative Loan 2007-PA2 2A1, 0.522%, (US0001M + 0.430%), 06/25/2037 | | | | | 12,103 | | | | | | 0.0 | | |
| 14,387 (4) | | | Wells Fargo Mortgage Backed Securities 2006-AR4 2A4, 2.827%, 04/25/2036 | | | | | 14,120 | | | | | | 0.0 | | |
| 20,645 (4) | | | Wells Fargo Mortgage Backed Securities 2007-AR7 A1, 2.873%, 12/28/2037 | | | | | 20,592 | | | | | | 0.0 | | |
| 100,000 (3)(4) | | | Wells Fargo Mortgage Backed Securities 2020-2 A5 Trust, 3.000%, 12/25/ 2049 | | | | | 102,412 | | | | | | 0.0 | | |
| | | | Total Collateralized Mortgage Obligations (Cost $11,415,128) | | | | | 11,741,705 | | | | | | 3.0 | | |
| | | | | | ||||||||||||
| U.S. TREASURY OBLIGATIONS: 3.5% | | |||||||||||||||
| | | | U.S. Treasury Bonds: 0.8% | | ||||||||||||
| 1,000 | | | 1.250%, 05/15/2050 | | | | | 817 | | | | | | 0.0 | | |
| 22,000 | | | 1.375%, 11/15/2040 | | | | | 19,771 | | | | | | 0.0 | | |
| 2,200 | | | 1.625%, 11/15/2050 | | | | | 1,976 | | | | | | 0.0 | | |
| 1,098,000 (2) | | | 1.875%, 02/15/2051 | | | | | 1,048,247 | | | | | | 0.3 | | |
| 1,809,000 | | | 2.250%, 05/15/2041 | | | | | 1,882,773 | | | | | | 0.5 | | |
| | | | | | | | | 2,953,584 | | | | | | 0.8 | | |
| | | | U.S. Treasury Notes: 2.7% | | ||||||||||||
| 1,941,400 | | | 0.125%, 06/30/2022 | | | | | 1,941,952 | | | | | | 0.5 | | |
| 565,000 | | | 0.125%, 05/31/2023 | | | | | 563,830 | | | | | | 0.1 | | |
| 646,000 | | | 0.125%, 06/30/2023 | | | | | 644,474 | | | | | | 0.2 | | |
| 1,000 | | | 0.125%, 10/15/2023 | | | | | 996 | | | | | | 0.0 | | |
| 1,623,000 | | | 0.250%, 06/15/2024 | | | | | 1,613,173 | | | | | | 0.4 | | |
| 217,000 | | | 0.875%, 06/30/2026 | | | | | 216,907 | | | | | | 0.0 | | |
| 20,500 (2) | | | 1.125%, 02/15/2031 | | | | | 19,904 | | | | | | 0.0 | | |
| 3,094,000 | | | 1.250%, 06/30/2028 | | | | | 3,099,076 | | | | | | 0.8 | | |
| 2,588,400 (2) | | | 1.625%, 05/15/2031 | | | | | 2,628,439 | | | | | | 0.7 | | |
| | | | | | | | | 10,728,751 | | | | | | 2.7 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| U.S. TREASURY OBLIGATIONS: (continued) | | |||||||||||||||
| | | | U.S. Treasury Notes (continued) | | ||||||||||||
| | | | Total U.S. Treasury Obligations (Cost $13,516,591) | | | | $ | 13,682,335 | | | | | | 3.5 | | |
| U.S. GOVERNMENT AGENCY OBLIGATIONS: 2.1% | | |||||||||||||||
| | | | Federal Home Loan Mortgage Corporation: 0.2%(5) | | ||||||||||||
| 10,554 | | | 2.500%, 05/01/2030 | | | | | 11,117 | | | | | | 0.0 | | |
| 6,308 | | | 2.500%, 05/01/2030 | | | | | 6,624 | | | | | | 0.0 | | |
| 13,381 | | | 2.500%, 06/01/2030 | | | | | 14,095 | | | | | | 0.0 | | |
| 22,556 | | | 3.000%, 03/01/2045 | | | | | 24,051 | | | | | | 0.0 | | |
| 17,601 | | | 3.000%, 03/01/2045 | | | | | 18,662 | | | | | | 0.0 | | |
| 25,225 | | | 3.000%, 04/01/2045 | | | | | 26,853 | | | | | | 0.0 | | |
| 36,129 | | | 3.500%, 03/01/2045 | | | | | 38,800 | | | | | | 0.0 | | |
| 116,076 | | | 4.000%, 12/01/2041 | | | | | 127,152 | | | | | | 0.1 | | |
| 33,718 | | | 4.000%, 12/01/2042 | | | | | 37,114 | | | | | | 0.0 | | |
| 6,007 | | | 4.000%, 09/01/2045 | | | | | 6,504 | | | | | | 0.0 | | |
| 6,090 | | | 4.000%, 09/01/2045 | | | | | 6,606 | | | | | | 0.0 | | |
| 10,399 | | | 4.000%, 09/01/2045 | | | | | 11,325 | | | | | | 0.0 | | |
| 6,164 | | | 4.000%, 09/01/2045 | | | | | 6,735 | | | | | | 0.0 | | |
| 77,342 | | | 4.500%, 08/01/2041 | | | | | 86,568 | | | | | | 0.0 | | |
| 274,272 | | | 4.500%, 09/01/2041 | | | | | 305,680 | | | | | | 0.1 | | |
| 2,798 | | | 5.500%, 07/01/2037 | | | | | 3,232 | | | | | | 0.0 | | |
| 2,149 | | | 6.500%, 12/01/2031 | | | | | 2,451 | | | | | | 0.0 | | |
| | | | | | | | | 733,569 | | | | | | 0.2 | | |
| | | | Federal National Mortgage Association: 0.2%(5) | | ||||||||||||
| 584,522 | | | 4.500%, 09/01/2047 | | | | | 667,221 | | | | | | 0.2 | | |
| | | |||||||||||||||
| | | | Government National Mortgage Association: 0.4% | | ||||||||||||
| 1,011,000 (6) | | | 2.500%, 07/15/2051 | | | | | 1,046,306 | | | | | | 0.3 | | |
| 283,157 | | | 3.000%, 07/20/2050 | | | | | 296,044 | | | | | | 0.1 | | |
| 29,186 | | | 4.000%, 11/20/2040 | | | | | 31,949 | | | | | | 0.0 | | |
| 65,275 | | | 4.000%, 03/20/2046 | | | | | 70,582 | | | | | | 0.0 | | |
| 52,316 | | | 4.500%, 08/20/2041 | | | | | 57,891 | | | | | | 0.0 | | |
| 171,047 | | | 4.500%, 09/15/2047 | | | | | 190,664 | | | | | | 0.0 | | |
| | | | | | | | | 1,693,436 | | | | | | 0.4 | | |
| | | | Uniform Mortgage-Backed Securities: 1.3% | | ||||||||||||
| 1,450,000 (6) | | | 2.000%, 08/15/2051 | | | | | 1,461,328 | | | | | | 0.4 | | |
| 16,338 | | | 2.500%, 05/01/2030 | | | | | 17,185 | | | | | | 0.0 | | |
| 34,179 | | | 2.500%, 06/01/2030 | | | | | 35,895 | | | | | | 0.0 | | |
| 23,748 | | | 2.500%, 06/01/2030 | | | | | 24,940 | | | | | | 0.0 | | |
| 12,952 | | | 2.500%, 07/01/2030 | | | | | 13,598 | | | | | | 0.0 | | |
| 940,000 (6) | | | 2.500%, 07/15/2051 | | | | | 972,313 | | | | | | 0.3 | | |
| 42,962 | | | 3.000%, 09/01/2043 | | | | | 45,494 | | | | | | 0.0 | | |
| 198,926 | | | 3.000%, 04/01/2045 | | | | | 211,804 | | | | | | 0.1 | | |
| 133,410 | | | 3.000%, 07/01/2046 | | | | | 142,571 | | | | | | 0.1 | | |
| 852,927 | | | 3.000%, 04/01/2050 | | | | | 890,689 | | | | | | 0.2 | | |
| 47,847 | | | 3.500%, 10/01/2042 | | | | | 51,576 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
| 422,126 | | | 3.500%, 08/01/2046 | | | | $ | 458,358 | | | | | | 0.1 | | |
| 115,107 | | | 4.000%, 07/01/2042 | | | | | 126,654 | | | | | | 0.0 | | |
| 17,634 | | | 4.000%, 07/01/2042 | | | | | 19,400 | | | | | | 0.0 | | |
| 161,214 | | | 4.000%, 01/01/2045 | | | | | 179,791 | | | | | | 0.1 | | |
| 26,613 | | | 4.000%, 06/01/2045 | | | | | 29,061 | | | | | | 0.0 | | |
| 23,466 | | | 4.500%, 11/01/2040 | | | | | 25,898 | | | | | | 0.0 | | |
| 47,597 | | | 4.500%, 10/01/2041 | | | | | 52,680 | | | | | | 0.0 | | |
| 19,419 | | | 5.000%, 06/01/2033 | | | | | 22,189 | | | | | | 0.0 | | |
| 4,885 | | | 5.000%, 02/01/2036 | | | | | 5,599 | | | | | | 0.0 | | |
| 2,164 | | | 5.000%, 07/01/2036 | | | | | 2,471 | | | | | | 0.0 | | |
| 52,495 | | | 5.000%, 07/01/2037 | | | | | 58,863 | | | | | | 0.0 | | |
| 64,341 | | | 5.000%, 11/01/2040 | | | | | 73,737 | | | | | | 0.0 | | |
| 21,789 | | | 5.000%, 05/01/2041 | | | | | 24,950 | | | | | | 0.0 | | |
| 36,218 | | | 5.000%, 06/01/2041 | | | | | 41,472 | | | | | | 0.0 | | |
| 66,537 | | | 5.000%, 06/01/2041 | | | | | 75,449 | | | | | | 0.0 | | |
| 79,153 | | | 5.500%, 12/01/2036 | | | | | 91,246 | | | | | | 0.0 | | |
| 392 | | | 7.000%, 06/01/2029 | | | | | 393 | | | | | | 0.0 | | |
| 286 | | | 7.000%, 10/01/2029 | | | | | 328 | | | | | | 0.0 | | |
| 1,258 | | | 7.000%, 01/01/2032 | | | | | 1,400 | | | | | | 0.0 | | |
| 395 | | | 7.000%, 05/01/2032 | | | | | 399 | | | | | | 0.0 | | |
| | | | | | | | | 5,157,731 | | | | | | 1.3 | | |
| | | | Total U.S. Government Agency Obligations (Cost $8,094,314) | | | | | 8,251,957 | | | | | | 2.1 | | |
| | | | | | ||||||||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: 2.1% | | |||||||||||||||
| 900,000 (3)(4) | | | BAMLL Commercial Mortgage Securities Trust 2015-200P F, 3.716%, 04/14/2033 | | | | | 924,466 | | | | | | 0.3 | | |
| 3,000,000 (4)(7) | | | BANK 2017-BNK8 XB, 0.221%, 11/15/2050 | | | | | 32,759 | | | | | | 0.0 | | |
| 986,656 (4)(7) | | | BANK 2019-BNK16 XA, 1.119%, 02/15/2052 | | | | | 58,845 | | | | | | 0.0 | | |
| 3,792,191 (4)(7) | | | BANK 2019-BNK21 XA, 0.992%, 10/17/2052 | | | | | 222,436 | | | | | | 0.1 | | |
| 2,180,000 (3)(4)(7) | | | BBCCRE Trust 2015-GTP XA, 0.749%, 08/10/2033 | | | | | 53,212 | | | | | | 0.0 | | |
| 991,830 (4)(7) | | | Benchmark 2019-B9 XA Mortgage Trust, 1.208%, 03/15/2052 | | | | | 67,230 | | | | | | 0.0 | | |
| 343,000 (3) | | | BX Commercial Mortgage Trust 2021-IRON E, 2.423%, (US0001M + 2.350%), 02/15/2038 | | | | | 345,393 | | | | | | 0.1 | | |
| 60,000 (4) | | | CCUBS Commercial Mortgage Trust 2017-C1 C, 4.538%, 11/15/2050 | | | | | 65,609 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
| 803,190 (4)(7) | | | CD 2017-CD4 Mortgage Trust XA, 1.439%, 05/10/2050 | | | | $ | 42,952 | | | | | | 0.0 | | |
| 891,000 (4)(7) | | | Citigroup Commercial Mortgage Trust 2016-P4 XA, 2.108%, 07/10/2049 | | | | | 63,699 | | | | | | 0.0 | | |
| 1,265,105 (4)(7) | | | Citigroup Commercial Mortgage Trust 2017-C4 XA, 1.231%, 10/12/2050 | | | | | 61,544 | | | | | | 0.0 | | |
| 975,957 (4)(7) | | | Citigroup Commercial Mortgage Trust 2017-P8 XA, 1.040%, 09/15/2050 | | | | | 45,518 | | | | | | 0.0 | | |
| 1,298,083 (4)(7) | | | Citigroup Commercial Mortgage Trust 2018-C5 XA, 0.693%, 06/10/2051 | | | | | 50,316 | | | | | | 0.0 | | |
| 1,116,047 (4)(7) | | | Citigroup Commercial Mortgage Trust 2019-GC41 XA, 1.186%, 08/10/2056 | | | | | 74,653 | | | | | | 0.0 | | |
| 60,000 | | | Citigroup Commercial Mortgage Trust 2019-GC43 A4, 3.038%, 11/10/2052 | | | | | 65,020 | | | | | | 0.0 | | |
| 739,239 (4)(7) | | | COMM 2012-CR4 XA, 1.841%, 10/15/2045 | | | | | 12,178 | | | | | | 0.0 | | |
| 2,380,000 (3)(4)(7) | | | COMM 2012-CR4 XB, 0.769%, 10/15/2045 | | | | | 19,184 | | | | | | 0.0 | | |
| 177,000 (4) | | | Comm 2013-CCRE13 C Mortgage Trust, 5.046%, 11/10/2046 | | | | | 190,579 | | | | | | 0.1 | | |
| 20,000 (4) | | | COMM 2016-COR1 C, 4.510%, 10/10/2049 | | | | | 21,663 | | | | | | 0.0 | | |
| 1,461,168 (4)(7) | | | COMM 2016-CR28 XA, 0.781%, 02/10/2049 | | | | | 36,879 | | | | | | 0.0 | | |
| 743,999 (4)(7) | | | COMM 2017-COR2 XA, 1.309%, 09/10/2050 | | | | | 44,578 | | | | | | 0.0 | | |
| 170,000 (4) | | | CSAIL 2018-CX11 A5 Commercial Mortgage Trust, 4.033%, 04/15/2051 | | | | | 192,218 | | | | | | 0.1 | | |
| 130,000 (3)(4) | | | DBWF 2015-LCM D Mortgage Trust, 3.535%, 06/10/2034 | | | | | 119,431 | | | | | | 0.1 | | |
| 110,000 (3)(4) | | | DBJPM 16-C3 Mortgage Trust, 3.631%, 08/10/2049 | | | | | 93,792 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
| 658,896 | | | Freddie Mac Multifamily 2021-ML08-X-US Certificates Sustainability Bonds, 1.846%, 07/25/2037 | | | | $ | 125,613 | | | | | | 0.1 | | |
| 1,648,786 (4)(7) | | | Freddie Mac Multifamily Structured Pass Through Certificates K122 X1, 0.974%, 11/25/2030 | | | | | 117,319 | | | | | | 0.1 | | |
| 799,414 (4)(7) | | | Freddie Mac Multifamily Structured Pass Through Certificates K-1517 X1, 1.447%, 07/25/2035 | | | | | 117,457 | | | | | | 0.1 | | |
| 1,295,927 (4)(7) | | | Freddie Mac Multifamily Structured Pass Through Certificates K-1518 X1, 0.961%, 10/25/2035 | | | | | 120,892 | | | | | | 0.1 | | |
| 848,000 (7) | | | Freddie Mac Multifamily Structured Pass Through Certificates KL06 XFX, 1.364%, 12/25/2029 | | | | | 77,996 | | | | | | 0.0 | | |
| 178,000 (3)(4) | | | Grace Trust 2020-GRCE E, 2.769%, 12/10/2040 | | | | | 170,813 | | | | | | 0.1 | | |
| 900,000 (3) | | | Great Wolf Trust 2019-WOLF E, 2.805%, (US0001M + 2.732%), 12/15/2036 | | | | | 885,477 | | | | | | 0.2 | | |
| 100,000 (3) | | | GS Mortgage Securities Corp. II 2018-RIVR F, 2.173%, (US0001M + 2.100%), 07/15/2035 | | | | | 92,682 | | | | | | 0.0 | | |
| 999,687 (4)(7) | | | GS Mortgage Securities Trust 2014-GC22 XA, 1.105%, 06/10/2047 | | | | | 20,785 | | | | | | 0.0 | | |
| 1,397,942 (4)(7) | | | GS Mortgage Securities Trust 2016-GS4 XA, 0.621%, 11/10/2049 | | | | | 33,340 | | | | | | 0.0 | | |
| 846,892 (4)(7) | | | GS Mortgage Securities Trust 2017-GS6 XA, 1.176%, 05/10/2050 | | | | | 44,948 | | | | | | 0.0 | | |
| 50,000 | | | GS Mortgage Securities Trust 2019-GC38 A4, 3.968%, 02/10/2052 | | | | | 57,187 | | | | | | 0.0 | | |
| 1,221,683 (4)(7) | | | GS Mortgage Securities Trust 2019-GC38 XA, 1.120%, 02/10/2052 | | | | | 76,414 | | | | | | 0.0 | | |
| 2,058,971 (4)(7) | | | GS Mortgage Securities Trust 2019-GC42 XA, 0.934%, 09/01/2052 | | | | | 115,214 | | | | | | 0.0 | | |
| 90,000 | | | GS Mortgage Securities Trust 2019-GSA1 A4, 3.048%, 11/10/2052 | | | | | 97,479 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
| 1,300,212 (4)(7) | | | GS Mortgage Securities Trust 2020-GC47 XA, 1.247%, 05/12/2053 | | | | $ | 117,190 | | | | | | 0.0 | | |
| 408,884 (4)(7) | | | JPMBB Commercial Mortgage Securities Trust 2014-C19 XA, 0.834%, 04/15/2047 | | | | | 5,758 | | | | | | 0.0 | | |
| 870,000 (3) | | | JP Morgan Chase Commercial Mortgage Securities Corp. 2021-MHC E, 2.523%, (US0001M + 2.450%), 04/15/2038 | | | | | 874,332 | | | | | | 0.2 | | |
| 100,000 (3)(4) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 G, 3.873%, 07/15/2046 | | | | | 99,245 | | | | | | 0.0 | | |
| 150,000 (3)(4) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5 B, 5.611%, 08/15/2046 | | | | | 150,289 | | | | | | 0.1 | | |
| 40,000 (3)(4) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13 E, 3.986%, 01/15/2046 | | | | | 39,511 | | | | | | 0.0 | | |
| 99,979 (3) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20 A4A2, 3.538%, 07/15/2047 | | | | | 103,145 | | | | | | 0.0 | | |
| 1,259,460 (4)(7) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 XA, 0.810%, 12/15/2049 | | | | | 30,941 | | | | | | 0.0 | | |
| 100,000 (3)(4) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2020-LOOP E, 3.990%, 12/05/2038 | | | | | 98,372 | | | | | | 0.0 | | |
| 100,000 (3)(4) | | | JPMBB Commercial Mortgage Securities Trust 2013-C17 F, 3.867%, 01/15/2047 | | | | | 79,294 | | | | | | 0.0 | | |
| 242,526 (3)(4)(7) | | | LB-UBS Commercial Mortgage Trust 2006-C7 XW, 0.629%, 11/15/2038 | | | | | 785 | | | | | | 0.0 | | |
| 1,565,701 (4)(7) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 XA, 1.129%, 12/15/2047 | | | | | 43,137 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
| 62,000 | | | Morgan Stanley Capital I Trust 2019-H6 A4, 3.417%, 06/15/2052 | | | | $ | 68,558 | | | | | | 0.0 | | |
| 3,350,865 (4)(7) | | | Morgan Stanley Capital I Trust 2019-L3 XA, 0.764%, 11/15/2052 | | | | | 162,071 | | | | | | 0.1 | | |
| 1,009,860 (4)(7) | | | Morgan Stanley Capital I Trust 2021-L5 XA, 1.425%, 05/15/2054 | | | | | 100,436 | | | | | | 0.0 | | |
| 75,000 | | | Morgan Stanley Capital I, Inc. 2017-HR2 D, 2.730%, 12/15/2050 | | | | | 67,128 | | | | | | 0.0 | | |
| 60,000 | | | UBS Commercial Mortgage Trust 2019-C17 A4, 2.921%, 10/15/2052 | | | | | 63,923 | | | | | | 0.0 | | |
| 40,000 (3)(4) | | | UBS-Barclays Commercial Mortgage Trust 2012-C4 D, 4.616%, 12/10/2045 | | | | | 29,571 | | | | | | 0.0 | | |
| 60,000 (3)(4) | | | UBS-Barclays Commercial Mortgage Trust 2012-C4 E, 4.616%, 12/10/2045 | | | | | 34,620 | | | | | | 0.0 | | |
| 2,098,019 (4)(7) | | | UBS Commercial Mortgage Trust 2018-C9 XA, 1.042%, 03/15/2051 | | | | | 104,023 | | | | | | 0.0 | | |
| 400,000 (3) | | | Wells Fargo Commercial Mortgage Trust 2018-C45 D, 3.000%, 06/15/2051 | | | | | 352,609 | | | | | | 0.1 | | |
| 1,076,941 (4)(7) | | | Wells Fargo Commercial Mortgage Trust 2019-C52 XA, 1.760%, 08/15/2052 | | | | | 110,314 | | | | | | 0.0 | | |
| 500,000 (3)(4) | | | WFRBS Commercial Mortgage Trust 2014-C23 D, 4.146%, 10/15/2057 | | | | | 504,558 | | | | | | 0.1 | | |
| 1,495,300 (3)(4)(7) | | | WFRBS Commercial Mortgage Trust 2012-C8 XA, 1.941%, 08/15/2045 | | | | | 15,313 | | | | | | 0.0 | | |
| | | | Total Commercial Mortgage-Backed Securities (Cost $8,252,560) | | | | | 8,312,893 | | | | | | 2.1 | | |
| ASSET-BACKED SECURITIES: 3.8% | | |||||||||||||||
| | | | Automobile Asset-Backed Securities: 0.2% | | ||||||||||||
| 100,000 | | | Americredit Automobile Receivables Trust 2018-2 D, 4.010%, 07/18/2024 | | | | | 104,808 | | | | | | 0.0 | | |
| 100,000 | | | Americredit Automobile Receivables Trust 2019-1 D, 3.620%, 03/18/2025 | | | | | 105,408 | | | | | | 0.1 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | | Automobile Asset-Backed Securities (continued) | | ||||||||||||
| 100,000 | | | AmeriCredit Automobile Receivables Trust 2020-3 A3, 0.530%, 06/18/2025 | | | | $ | 100,361 | | | | | | 0.0 | | |
| 100,000 | | | Carmax Auto Owner Trust 2018-4 D, 4.150%, 04/15/2025 | | | | | 104,875 | | | | | | 0.0 | | |
| 150,000 | | | Santander Drive Auto Receivables Trust 2018-4 D, 3.980%, 12/15/2025 | | | | | 154,208 | | | | | | 0.1 | | |
| 100,000 | | | Santander Drive Auto Receivables Trust 2019-3 C, 2.490%, 10/15/2025 | | | | | 101,156 | | | | | | 0.0 | | |
| 100,000 | | | Santander Drive Auto Receivables Trust 2019-3 D, 2.680%, 10/15/2025 | | | | | 102,522 | | | | | | 0.0 | | |
| 100,000 | | | Santander Drive Auto Receivables Trust 2020-1 B, 3.030%, 11/15/2024 | | | | | 101,959 | | | | | | 0.0 | | |
| | | | | | | | | 875,297 | | | | | | 0.2 | | |
| | | | Home Equity Asset-Backed Securities: 0.1% | | ||||||||||||
| 224,625 (4) | | | GSAA Home Equity Trust 2006-4 4A3, 3.059%, 03/25/2036 | | | | | 178,019 | | | | | | 0.1 | | |
| 120,138 (4) | | | Renaissance Home Equity Loan Trust 2005-3 AF4, 5.140%, 11/25/2035 | | | | | 129,490 | | | | | | 0.0 | | |
| | | | | | | | | 307,509 | | | | | | 0.1 | | |
| | | | Other Asset-Backed Securities: 3.2% | | ||||||||||||
| 250,000 (3) | | | AMMC CLO 16 Ltd. 2015-16A CR2, 2.136%, (US0003M + 1.950%), 04/14/2029 | | | | | 247,643 | | | | | | 0.0 | | |
| 73,809 (3) | | | Aqua Finance Trust 2020-AA A, 1.900%, 07/17/2046 | | | | | 74,698 | | | | | | 0.0 | | |
| 400,000 (3) | | | ARES XLIV CLO Ltd. 2017-44A A2R, 1.462%, (US0003M + 1.300%), 04/15/2034 | | | | | 400,211 | | | | | | 0.1 | | |
| 300,000 (3) | | | ARES XLVI CLO Ltd. 2017-46A A2, 1.414%, (US0003M + 1.230%), 01/15/2030 | | | | | 299,081 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| 250,000 (3) | | | Benefit Street Partners CLO IV Ltd. 2014-IVA BRRR, 2.338%, (US0003M + 2.150%), 01/20/2032 | | | | $ | 248,752 | | | | | | 0.1 | | |
| 250,000 (3) | | | Benefit Street Partners CLO VIII Ltd. 2015-8A A1BR, 1.388%, (US0003M + 1.200%), 01/20/2031 | | | | | 249,430 | | | | | | 0.1 | | |
| 250,000 (3) | | | BlueMountain CLO Ltd. 2021-28A C, 2.163%, (US0003M + 2.000%), 04/15/2034 | | | | | 248,802 | | | | | | 0.1 | | |
| 100,000 (3) | | | Bojangles Issuer LLC 2020-3A A2, 3.832%, 10/20/2050 | | | | | 104,724 | | | | | | 0.0 | | |
| 250,000 (3) | | | Carlyle US Clo 2017-2A CR Ltd., 1.594%, (US0003M + 1.400%), 07/20/2031 | | | | | 250,006 | | | | | | 0.1 | | |
| 300,000 (3) | | | Cedar Funding IV CLO Ltd.2014-4A ARR, 1.306%, (US0003M + 1.160%), 07/23/2034 | | | | | 300,604 | | | | | | 0.1 | | |
| 16,450 | | | Chase Funding Trust Series 2003-5 2A2, 0.692%, (US0001M + 0.600%), 07/25/2033 | | | | | 15,936 | | | | | | 0.0 | | |
| 250,000 (3) | | | CIFC Funding 2021-IA A1 Ltd., 1.246%, (US0003M + 1.110%), 04/25/2033 | | | | | 249,691 | | | | | | 0.1 | | |
| 250,000 (3) | | | Clear Creek CLO 2015-1A CR, 2.138%, (US0003M + 1.950%), 10/20/2030 | | | | | 249,860 | | | | | | 0.1 | | |
| 91,500 (3) | | | CLI Funding VI LLC 2020-1A A, 2.080%, 09/18/2045 | | | | | 92,419 | | | | | | 0.0 | | |
| 250,000 (3) | | | Deer Creek Clo Ltd. 2017-1A A, 1.368%, (US0003M + 1.180%), 10/20/2030 | | | | | 250,033 | | | | | | 0.1 | | |
| 97,500 (3) | | | Domino’s Pizza Master Issuer LLC 2018-1A A211, 4.328%, 07/25/2048 | | | | | 106,493 | | | | | | 0.0 | | |
| 197,500 (3) | | | Domino’s Pizza Master Issuer LLC 2019-1A A2, 3.668%, 10/25/2049 | | | | | 214,451 | | | | | | 0.0 | | |
| 100,000 (3) | | | Domino’s Pizza Master Issuer LLC 2021-1A A2II, 3.151%, 04/25/2051 | | | | | 105,140 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| 97,750 (3) | | | Driven Brands Funding LLC 2019-1A A2, 4.641%, 04/20/2049 | | | | $ | 105,677 | | | | | | 0.0 | | |
| 250,000 (3) | | | Eaton Vance Clo 2015-1A A2R Ltd., 1.438%, (US0003M + 1.250%), 01/20/2030 | | | | | 249,771 | | | | | | 0.1 | | |
| 250,000 (3) | | | Elmwood CLO IX Ltd. 2021-2A A, 1.276%, (US0003M + 1.130%), 07/20/2034 | | | | | 250,100 | | | | | | 0.1 | | |
| 99,250 (3) | | | Five Guys Holdings, Inc. 2017-1A A2, 4.600%, 07/25/2047 | | | | | 103,846 | | | | | | 0.0 | | |
| 138,950 (3) | | | FREED ABS Trust 2021-2 A, 0.680%, 06/19/2028 | | | | | 139,047 | | | | | | 0.0 | | |
| 21,303 (3) | | | HERO Funding Trust 2015-2A A, 3.990%, 09/20/2040 | | | | | 22,447 | | | | | | 0.0 | | |
| 249,581 (3) | | | J.G. Wentworth XXXIX LLC 2017-2A A, 3.530%, 09/15/2072 | | | | | 274,587 | | | | | | 0.1 | | |
| 250,000 (3) | | | Jay Park CLO Ltd. 2016-1A BR, 2.188%, (US0003M + 2.000%), 10/20/2027 | | | | | 249,688 | | | | | | 0.1 | | |
| 250,000 (3) | | | LCM XXIV Ltd. 24A AR, 1.168%, (US0003M + 0.980%), 03/20/2030 | | | | | 250,023 | | | | | | 0.1 | | |
| 86,212 (3) | | | Loanpal Solar Loan 2020-2GF A Ltd., 2.750%, 07/20/2047 | | | | | 89,834 | | | | | | 0.0 | | |
| 88,051 (3) | | | Loanpal Solar Loan 2021-1 1GS A Ltd., 2.290%, 01/20/2048 | | | | | 89,586 | | | | | | 0.0 | | |
| 140,843 (3) | | | Loanpal Solar Loan 2021-2GS A Ltd., 2.220%, 03/20/2048 | | | | | 142,414 | | | | | | 0.0 | | |
| 250,000 (3) | | | Madison Park Funding XLVIII Ltd. 2021-48A C, 2.142%, (US0003M + 2.000%), 04/19/2033 | | | | | 249,373 | | | | | | 0.1 | | |
| 250,000 (3) | | | Marlette Funding Trust 2019-2A C, 4.110%, 07/16/2029 | | | | | 255,733 | | | | | | 0.1 | | |
| 200,000 (3)(4) | | | Mill City Mortgage Loan Trust 2017-2 M2, 3.250%, 07/25/2059 | | | | | 210,929 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| 50,746 (3) | | | Mosaic Solar Loan Trust 2018-1A A, 4.010%, 06/22/2043 | | | | $ | 54,795 | | | | | | 0.0 | | |
| 74,353 (3) | | | Mosaic Solar Loan Trust 2018-2-GS B, 4.740%, 02/22/2044 | | | | | 79,230 | | | | | | 0.0 | | |
| 83,957 (3) | | | Mosaic Solar Loan Trust 2020-2A A, 1.440%, 08/20/2046 | | | | | 82,759 | | | | | | 0.0 | | |
| 92,509 (3) | | | Mosaic Solar Loan Trust 2021-1A B, 2.050%, 12/20/2046 | | | | | 92,780 | | | | | | 0.0 | | |
| 250,000 (3) | | | Newark BSL CLO 1 Ltd. 2016-1A A1R, 1.281%, (US0003M + 1.100%), 12/21/2029 | | | | | 250,038 | | | | | | 0.1 | | |
| 250,000 (3) | | | Newark BSL CLO 2 Ltd. 2017-1A BR, 1.926%, (US0003M + 1.750%), 07/25/2030 | | | | | 249,096 | | | | | | 0.1 | | |
| 250,000 (3) | | | Oak Hill Credit Partners 2021-8A C, 2.088%, (US0003M + 1.900%), 01/18/2034 | | | | | 249,599 | | | | | | 0.1 | | |
| 450,000 (3) | | | Oaktree CLO Ltd. 2021-1A A1, 1.306%, (US0003M + 1.160%), 07/15/2034 | | | | | 450,906 | | | | | | 0.1 | | |
| 250,000 (3) | | | Octagon Investment Partners 30 Ltd. 2017-1A BR, 2.138%, (US0003M + 1.950%), 03/17/2030 | | | | | 248,985 | | | | | | 0.1 | | |
| 250,000 (3) | | | Octagon Investment Partners 32 Ltd. 2017-1A A2R, 1.384%, (US0003M + 1.200%), 07/15/2029 | | | | | 250,005 | | | | | | 0.1 | | |
| 250,000 (3) | | | Octagon Investment Partners XVII Ltd. 2013-1A A1R2, 1.176%, (US0003M + 1.000%), 01/25/2031 | | | | | 250,073 | | | | | | 0.1 | | |
| 200,000 (3) | | | OHA Loan Funding 2013-1A A1R2 Ltd., 1.263%, (US0003M + 1.090%), 07/23/2031 | | | | | 200,002 | | | | | | 0.0 | | |
| 250,000 (3) | | | Palmer Square CLO 2015-2A A1R2 Ltd., 1.288%, (US0003M + 1.100%), 07/20/2030 | | | | | 249,730 | | | | | | 0.1 | | |
| 250,000 (3) | | | Palmer Square CLO 2021-1A B Ltd., 1.894%, (US0003M + 1.700%), 04/20/2034 | | | | | 249,794 | | | | | | 0.1 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| 400,000 (3) | | | Palmer Square CLO Ltd. 2021-2A A, 1.256%, (US0003M + 1.150%), 07/15/2034 | | | | $ | 400,406 | | | | | | 0.1 | | |
| 400,000 (3) | | | Riserva Clo Ltd. 2016-3A ARR, 1.250%, (US0003M + 1.060%), 01/18/2034 | | | | | 399,959 | | | | | | 0.1 | | |
| 250,000 (3) | | | Rockland Park CLO Ltd. 2021-1A C, 2.046%, (US0003M + 1.900%), 04/20/2034 | | | | | 250,088 | | | | | | 0.1 | | |
| 198,258 (3) | | | Sunnova Sol II Issuer LLC 2020-2A A, 2.730%, 11/01/2055 | | | | | 203,469 | | | | | | 0.0 | | |
| 100,000 (3) | | | Sunnova Sol III Issuer LLC 2021-1 A, 2.580%, 04/28/2056 | | | | | 100,059 | | | | | | 0.0 | | |
| 97,213 (3) | | | Sunnova Sol Issuer LLC 2020-1A A, 3.350%, 02/01/2055 | | | | | 101,877 | | | | | | 0.0 | | |
| 97,500 (3) | | | Taco Bell Funding LLC 2018-1A A2II, 4.940%, 11/25/2048 | | | | | 110,344 | | | | | | 0.0 | | |
| 250,000 (3) | | | THL Credit Wind River 2016-2A A1R CLO Ltd., 1.366%, (US0003M + 1.190%), 11/01/2031 | | | | | 249,999 | | | | | | 0.1 | | |
| 400,000 (3) | | | THL Credit Wind River 2019-1A AR CLO Ltd., 1.306%, (US0003M + 1.160%), 07/20/2034 | | | | | 400,042 | | | | | | 0.1 | | |
| 250,000 (3) | | | Tiaa Clo III Ltd. 2017-2A A, 1.334%, (US0003M + 1.150%), 01/16/2031 | | | | | 248,689 | | | | | | 0.0 | | |
| 97,875 (3) | | | Triton Container Finance VIII LLC 2021-1A A, 1.860%, 03/20/2046 | | | | | 97,528 | | | | | | 0.0 | | |
| 250,000 (3) | | | Wellman Park CLO Ltd. 2021-1A A, 1.246%, (US0003M + 1.100%), 07/15/2034 | | | | | 250,000 | | | | | | 0.1 | | |
| 96,500 (3) | | | Wendy’s Funding LLC 2018-1A A2II, 3.884%, 03/15/2048 | | | | | 103,079 | | | | | | 0.0 | | |
| 100,000 (3) | | | Wendy’s Funding LLC 2021-1A A2II, 2.775%, 06/15/2051 | | | | | 101,344 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| 200,000 (3) | | | ZAXBY’S FUNDING LLC 2021-1A A2, 3.238%, 07/30/2051 | | | | $ | 202,496 | | | | | | 0.0 | | |
| | | | | | | | | 12,568,200 | | | | | | 3.2 | | |
| | | | Student Loan Asset-Backed Securities: 0.3% | | ||||||||||||
| 40,368 (3) | | | Commonbond Student Loan Trust 2017-BGS A1, 2.680%, 09/25/2042 | | | | | 41,176 | | | | | | 0.0 | | |
| 33,745 (3) | | | Commonbond Student Loan Trust 2018-AGS A1, 3.210%, 02/25/2044 | | | | | 35,058 | | | | | | 0.0 | | |
| 75,795 (3) | | | Commonbond Student Loan Trust 2018-BGS B, 3.990%, 09/25/2045 | | | | | 77,766 | | | | | | 0.0 | | |
| 58,310 (3) | | | Commonbond Student Loan Trust 2020-AGS A, 1.980%, 08/25/2050 | | | | | 59,188 | | | | | | 0.0 | | |
| 60,298 (3) | | | Navient Private Education Refi Loan Trust 2019-A A2A, 3.420%, 01/15/2043 | | | | | 61,848 | | | | | | 0.0 | | |
| 58,936 (3) | | | Navient Private Education Refi Loan Trust 2020-DA A, 1.690%, 05/15/2069 | | | | | 59,557 | | | | | | 0.0 | | |
| 54,658 (3) | | | Navient Private Education Refi Loan Trust 2020-FA A, 1.220%, 07/15/2069 | | | | | 55,021 | | | | | | 0.0 | | |
| 100,000 (3) | | | SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/2041 | | | | | 103,951 | | | | | | 0.1 | | |
| 100,000 (3) | | | SMB Private Education Loan Trust 2020-PTA A2A, 1.600%, 09/15/2054 | | | | | 101,110 | | | | | | 0.1 | | |
| 71,887 (3) | | | Sofi Professional Loan Program 2018-C A2FX Trust, 3.590%, 01/25/2048 | | | | | 74,194 | | | | | | 0.0 | | |
| 68,671 (3) | | | Sofi Professional Loan Program 2018-D A2FX Trust, 3.600%, 02/25/2048 | | | | | 70,542 | | | | | | 0.0 | | |
| 95,828 (3) | | | Sofi Professional Loan Program 2019-C A2FX LLC, 2.370%, 11/16/2048 | | | | | 97,874 | | | | | | 0.0 | | |
| 124,687 (3) | | | SoFi Professional Loan Program 2020-C AFX Trust, 1.950%, 02/15/2046 | | | | | 126,589 | | | | | | 0.1 | | |
| | | | | | | | | 963,874 | | | | | | 0.3 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | | Student Loan Asset-Backed Securities (continued) | | ||||||||||||
| | | | Total Asset-Backed Securities (Cost $14,504,455) | | | | $ | 14,714,880 | | | | | | 3.8 | | |
| SOVEREIGN BONDS: 0.2% | | |||||||||||||||
| 145,500 (8) | | | Argentine Republic Government International Bond, 0.125% (Step Rate @ 0.500% on 07/09/2021), 07/09/2030 | | | | | 52,483 | | | | | | 0.0 | | |
| 8,843 | | | Argentine Republic Government International Bond, 1.000%, 07/09/2029 | | | | | 3,371 | | | | | | 0.0 | | |
| 200,000 | | | Brazilian Government International Bond, 4.625%, 01/13/2028 | | | | | 216,483 | | | | | | 0.1 | | |
| 200,000 | | | Colombia Government International Bond, 3.125%, 04/15/2031 | | | | | 196,058 | | | | | | 0.1 | | |
| 100,000 (3) | | | Dominican Republic International Bond, 5.500%, 01/27/2025 | | | | | 110,040 | | | | | | 0.0 | | |
| 80,000 | | | Turkey Government International Bond, 7.375%, 02/05/2025 | | | | | 86,687 | | | | | | 0.0 | | |
| | | | Total Sovereign Bonds (Cost $665,918) | | | | | 665,122 | | | | | | 0.2 | | |
|
| | | | | | Value | | | Percentage of Net Assets | | ||||||
PURCHASED OPTIONS (9): 0.0% | | |||||||||||||||
| | | Total Purchased Options (Cost $33,564) | | | | | 36,368 | | | | | | 0.0 | | |
| | | Total Long-Term Investments (Cost $321,832,415) | | | | | 385,148,454 | | | | | | 99.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| SHORT-TERM INVESTMENTS: 5.4% | | |||||||||||||||
| | | | U.S. Government Agency Obligations: 0.8% | | ||||||||||||
| 1,525,000 (10) | | | Federal Home Loan Bank Discount Notes, 0.030%, 08/04/2021 | | | | | 1,524,957 | | | | | | 0.4 | | |
| 1,600,000 (10) | | | Federal Home Loan Bank Discount Notes, 0.030%, 08/11/2021 | | | | | 1,599,945 | | | | | | 0.4 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | | U.S. Government Agency Obligations (continued) | | ||||||||||||
| | | | Total U.S. Government Agency Obligations (Cost $3,124,955) | | | | $ | 3,124,902 | | | | | | 0.8 | | |
| | | |||||||||||||||
| | | | U.S. Treasury Bills: 0.5% | | ||||||||||||
| 2,125,000 (10) | | | United States Treasury Bill, 0.050%, 12/09/2021 (Cost $2,124,656) | | | | | 2,124,557 | | | | | | 0.5 | | |
| | | |||||||||||||||
| | | | Repurchase Agreements: 3.8% | | ||||||||||||
| 3,686,400 (11) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $3,686,405, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-9.000%, Market Value plus accrued interest $3,760,128, due 07/25/21-05/20/71) | | | | | 3,686,400 | | | | | | 0.9 | | |
| 3,686,400 (11) | | | Industrial & Comm. Bank of China, Repurchase Agreement dated 06/30/21, 0.04%, due 07/01/21 (Repurchase Amount $3,686,404, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%- 9.500%, Market Value plus accrued interest $3,760,128, due 07/07/21-11/01/49) | | | | | 3,686,400 | | | | | | 1.0 | | |
| 1,268,044 (11) | | | JVB Financial Group LLC, Repurchase Agreement dated 06/30/21, 0.09%, due 07/01/21 (Repurchase Amount $1,268,047, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-7.000%, Market Value plus accrued interest $1,293,405, due 08/01/21-06/01/51) | | | | | 1,268,044 | | | | | | 0.3 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | | Repurchase Agreements (continued) | | ||||||||||||
| 1,611,046 (11) | | | Mirae Asset Securities USA Inc., Repurchase Agreement dated 06/30/21, 0.06%, due 07/01/21 (Repurchase Amount $1,611,049, collateralized by various U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $1,643,270, due 05/01/24-04/20/71) | | | | $ | 1,611,046 | | | | | | 0.4 | | |
| 1,915,955 (11) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $1,915,958, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $1,954,274, due 08/01/21-04/15/62) | | | | | 1,915,955 | | | | | | 0.5 | | |
| 2,576,599 (11) | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/21, 0.11%, due 07/01/21 (Repurchase Amount $2,576,607, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $2,628,412, due 07/15/23-02/15/48) | | | | | 2,576,599 | | | | | | 0.7 | | |
| | | | Total Repurchase Agreements (Cost $14,744,444) | | | | | 14,744,444 | | | | | | 3.8 | | |
|
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
| | | Mutual Funds: 0.3% | | ||||||||||||
413,000 (11)(12) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.030% | | | | | 413,000 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
| | | Mutual Funds (continued) | | ||||||||||||
268,000 (11)(12) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.020% | | | | $ | 268,000 | | | | | | 0.1 | | |
413,000 (11)(12) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.030% | | | | | 413,000 | | | | | | 0.1 | | |
| | | Total Mutual Funds (Cost $1,094,000) | | | | | 1,094,000 | | | | | | 0.3 | | |
| | | Total Short-Term Investments (Cost $21,088,055) | | | | | 21,087,903 | | | | | | 5.4 | | |
| | | Total Investments in Securities (Cost $342,920,470) | | | | | 406,236,357 | | | | | | 104.4 | | |
| | | Liabilities in Excess of Other Assets | | | | | (17,283,594) | | | | | | (4.4) | | |
| | | Net Assets | | | | $ | 388,952,763 | | | | | | 100.0 | | |
|
| Investment Type Allocation as of June 30, 2021 (as a percentage of net assets) | | |||
| Common Stock | | | 40.6% | |
| Exchange-Traded Funds | | | 26.0% | |
| Mutual Funds | | | 10.5% | |
| Corporate Bonds/Notes | | | 7.1% | |
| Asset-Backed Securities | | | 3.8% | |
| U.S. Treasury Obligations | | | 3.5% | |
| Collateralized Mortgage Obligations | | | 3.0% | |
| Commercial Mortgage-Backed Securities | | | 2.1% | |
| U.S. Government Agency Obligations | | | 2.1% | |
| Sovereign Bonds | | | 0.2% | |
| Preferred Stock | | | 0.1% | |
| Purchased Options | | | 0.0%^ | |
| Rights | | | 0.0%^ | |
| Assets in Excess of Other Liabilities* | | | 1.0% | |
| Net Assets | | | 100.0% | |
| ^ Amount is less than 0.005%. | | |||
| * Includes short-term investments and exchange-traded funds. | | |||
| Portfolio holdings are subject to change daily. | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | ||||||||||||||||||||
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Communication Services | | | | $ | 12,396,600 | | | | | $ | 1,464,142 | | | | | $ | — | | | | | $ | 13,860,742 | | |
Consumer Discretionary | | | | | 16,431,222 | | | | | | 3,672,701 | | | | | | — | | | | | | 20,103,923 | | |
Consumer Staples | | | | | 6,941,416 | | | | | | 2,914,119 | | | | | | — | | | | | | 9,855,535 | | |
Energy | | | | | 3,595,475 | | | | | | 921,983 | | | | | | — | | | | | | 4,517,458 | | |
Financials | | | | | 15,633,052 | | | | | | 5,121,583 | | | | | | — | | | | | | 20,754,635 | | |
Health Care | | | | | 16,340,351 | | | | | | 3,806,077 | | | | | | — | | | | | | 20,146,428 | | |
Industrials | | | | | 13,179,588 | | | | | | 4,356,674 | | | | | | — | | | | | | 17,536,262 | | |
Information Technology | | | | | 31,266,154 | | | | | | 2,595,889 | | | | | | — | | | | | | 33,862,043 | | |
Materials | | | | | 3,938,947 | | | | | | 2,801,185 | | | | | | — | | | | | | 6,740,132 | | |
Real Estate | | | | | 5,018,845 | | | | | | 995,175 | | | | | | — | | | | | | 6,014,020 | | |
Utilities | | | | | 3,617,843 | | | | | | 1,041,795 | | | | | | — | | | | | | 4,659,638 | | |
Total Common Stock | | | | | 128,359,493 | | | | | | 29,691,323 | | | | | | — | | | | | | 158,050,816 | | |
Exchange-Traded Funds | | | | | 101,101,588 | | | | | | — | | | | | | — | | | | | | 101,101,588 | | |
Mutual Funds | | | | | 40,775,980 | | | | | | — | | | | | | — | | | | | | 40,775,980 | | |
Preferred Stock | | | | | — | | | | | | 406,559 | | | | | | — | | | | | | 406,559 | | |
Rights | | | | | 1,357 | | | | | | — | | | | | | — | | | | | | 1,357 | | |
Purchased Options | | | | | — | | | | | | 36,368 | | | | | | — | | | | | | 36,368 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 27,406,894 | | | | | | — | | | | | | 27,406,894 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 11,741,705 | | | | | | — | | | | | | 11,741,705 | | |
Asset-Backed Securities | | | | | — | | | | | | 14,714,880 | | | | | | — | | | | | | 14,714,880 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 8,251,957 | | | | | | — | | | | | | 8,251,957 | | |
Sovereign Bonds | | | | | — | | | | | | 665,122 | | | | | | — | | | | | | 665,122 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 8,312,893 | | | | | | — | | | | | | 8,312,893 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 13,682,335 | | | | | | — | | | | | | 13,682,335 | | |
Short-Term Investments | | | | | 1,094,000 | | | | | | 19,993,903 | | | | | | — | | | | | | 21,087,903 | | |
Total Investments, at fair value | | | | $ | 271,332,418 | | | | | $ | 134,903,939 | | | | | $ | — | | | | | $ | 406,236,357 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 15,080 | | | | | | — | | | | | | 15,080 | | |
Futures | | | | | 253,055 | | | | | | — | | | | | | — | | | | | | 253,055 | | |
Total Assets | | | | $ | 271,585,473 | | | | | $ | 134,919,019 | | | ��� | | $ | — | | | | | $ | 406,504,492 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts | | | | $ | — | | | | | $ | (5,097) | | | | | $ | — | | | | | $ | (5,097) | | |
Futures | | | | | (159,965) | | | | | | — | | | | | | — | | | | | | (159,965) | | |
Written Options | | | | | — | | | | | | (23,518) | | | | | | — | | | | | | (23,518) | | |
Total Liabilities | | | | $ | (159,965) | | | | | $ | (28,615) | | | | | $ | — | | | | | $ | (188,580) | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/2020 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/2021 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Local Currency Debt Fund - Class P | | | | $ | 895,049 | | | | | $ | 19,884 | | | | | $ | — | | | | | $ | (58,834) | | | | | $ | 856,099 | | | | | $ | 19,884 | | | | | $ | — | | | | | $ | — | | |
Voya Floating Rate Fund - Class P | | | | | 1,611,575 | | | | | | 32,209 | | | | | | — | | | | | | 19,896 | | | | | | 1,663,680 | | | | | | 32,209 | | | | | | — | | | | | | — | | |
Voya High Yield Bond Fund - Class P | | | | | 31,783,502 | | | | | | 1,858,292 | | | | | | (499,263) | | | | | | 202,895 | | | | | | 33,345,426 | | | | | | 968,105 | | | | | | 7,537 | | | | | | — | | |
Voya Short Term Bond Fund - Class R6 | | | | | 4,628,482 | | | | | | 291,829 | | | | | | — | | | | | | (9,536) | | | | | | 4,910,775 | | | | | | 47,742 | | | | | | — | | | | | | — | | |
| | | | $ | 38,918,608 | | | | | $ | 2,202,214 | | | | | $ | (499,263) | | | | | $ | 154,421 | | | | | $ | 40,775,980 | | | | | $ | 1,067,940 | | | | | $ | 7,537 | | | | | $ | — | | |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | |||
USD 90,830 | | | MXN 1,820,970 | | | Barclays Bank PLC | | | 07/23/21 | | | | $ | (278) | | |
USD 38,503 | | | CZK 807,548 | | | BNP Paribas | | | 08/06/21 | | | | | 962 | | |
USD 32,089 | | | HUF 9,282,257 | | | BNP Paribas | | | 08/06/21 | | | | | 782 | | |
USD 43,066 | | | COP 160,078,860 | | | Citibank N.A. | | | 07/23/21 | | | | | 456 | | |
USD 90,444 | | | CNY 581,089 | | | Citibank N.A. | | | 08/06/21 | | | | | 811 | | |
USD 187 | | | ILS 607 | | | Citibank N.A. | | | 08/06/21 | | | | | 1 | | |
USD 12,770 | | | PEN 47,308 | | | Credit Suisse International | | | 07/23/21 | | | | | 460 | | |
USD 12,770 | | | PEN 47,308 | | | Credit Suisse International | | | 07/23/21 | | | | | 460 | | |
USD 70,248 | | | BRL 373,929 | | | Goldman Sachs International | | | 07/23/21 | | | | | (4,761) | | |
USD 77,391 | | | MYR 317,909 | | | Goldman Sachs International | | | 08/06/21 | | | | | 935 | | |
USD 843 | | | PHP 40,551 | | | HSBC Bank USA N.A. | | | 08/06/21 | | | | | 14 | | |
USD 19,546 | | | TRY 167,972 | | | HSBC Bank USA N.A. | | | 08/06/21 | | | | | 611 | | |
CLP 1,515,016 | | | USD 2,120 | | | JPMorgan Chase Bank N.A. | | | 07/23/21 | | | | | (58) | | |
USD 23,758 | | | RON 96,559 | | | JPMorgan Chase Bank N.A. | | | 08/06/21 | | | | | 548 | | |
USD 68,729 | | | ZAR 950,629 | | | Morgan Stanley Capital Services LLC | | | 08/06/21 | | | | | 2,456 | | |
USD 77,451 | | | PLN 288,089 | | | Morgan Stanley Capital Services LLC | | | 08/06/21 | | | | | 1,884 | | |
USD 71,606 | | | RUB 5,209,214 | | | Standard Chartered Bank | | | 08/06/21 | | | | | 794 | | |
USD 76,075 | | | THB 2,370,100 | | | Standard Chartered Bank | | | 08/06/21 | | | | | 2,134 | | |
USD 85,133 | | | IDR 1,219,102,102 | | | Standard Chartered Bank | | | 08/06/21 | | | | | 1,772 | | |
| | | | | | | | | | | | | $ | 9,983 | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 10-Year Note | | | | | 19 | | | | | | 09/21/21 | | | | | $ | 2,517,500 | | | | | $ | 10,618 | | |
U.S. Treasury 2-Year Note | | | | | 20 | | | | | | 09/30/21 | | | | | | 4,406,406 | | | | | | (6,319) | | |
U.S. Treasury 5-Year Note | | | | | 43 | | | | | | 09/30/21 | | | | | | 5,307,477 | | | | | | (14,153) | | |
U.S. Treasury Long Bond | | | | | 14 | | | | | | 09/21/21 | | | | | | 2,250,500 | | | | | | 60,306 | | |
U.S. Treasury Ultra Long Bond | | | | | 23 | | | | | | 09/21/21 | | | | | | 4,431,813 | | | | | | 182,131 | | |
| | | | | | | | | | | | | | | | $ | 18,913,696 | | | | | $ | 232,583 | | |
Short Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury Ultra 10-Year Note | | | | | (64) | | | | | | 09/21/21 | | | | | | (9,421,000) | | | | | | (139,493) | | |
| | | | | | | | | | | | | | | | $ | (9,421,000) | | | | | $ | (139,493) | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Description | | | Counterparty | | | Expiration Date | | | Exercise Price | | | Notional Amount | | | Cost | | | Fair Value | | |||||||||
Put AUD vs. Call USD | | | Standard Chartered Bank | | | | | 09/17/21 | | | | | | 0.733 USD | | | | 4,498,000 | | | | $ | 33,564 | | | | $36,368 | |
| | | | | | | | | | | | | | | | | | | | | | $ | 33,564 | | | | $36,368 | |
Description | | | Counterparty | | | Expiration Date | | | Exercise Price | | | Notional Amount | | | Premiums Received | | | Fair Value | | |||||||||
Put AUD vs. Call USD | | | Standard Chartered Bank | | | | | 07/19/21 | | | | | | 0.751 USD | | | | 2,570,000 | | | | $ | 17,872 | | | | $(22,807) | |
| | | | | | | | | | | | | | | | | | | | | | $ | 17,872 | | | | $(22,807) | |
Description | | | Counterparty | | | Pay/ Receive Exercise Rate | | | Exercise Rate | | | Floating Rate Index | | | Expiration Date | | | Notional Amount | | | Premiums Received | | | Fair Value | | |||||||||||||||
Put on 10-Year Interest Rate Swap(1) | | | Barclays Bank PLC | | | | | Receive | | | | | | 2.720% | | | | 3-month USD-LIBOR | | | | | 09/24/21 | | | | USD 1,111,000 | | | | $ | 9,687 | | | | | $ | (711) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 9,687 | | | | | $ | (711) | | |
CLP – Chilean Peso
COP – Colombian Peso
CNY – Chinese Yuan
CZK – Czech Koruna
HUF – Hungarian Forint
IDR – Indonesian Rupiah
ILS – Israeli New Shekel
MXN – Mexican Peso
MYR – Malaysian Ringgit
PEN – Peruvian Nuevo Sol
PHP – Philippine Peso
PLN – Polish Zloty
RON – Romanian New Leu
RUB – Russian Ruble
THB – Thai Baht
TRY – Turkish Lira
USD – United States Dollar
ZAR – South African Rand
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | |||||||
Foreign exchange contracts | | | Investments in securities at value* | | | | $ | 36,368 | | |
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | | 15,080 | | |
Interest rate contracts | | | Variation margin receivable on futures contracts** | | | | | 253,055 | | |
Total Asset Derivatives | | | | | | | $ | 304,503 | | |
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 5,097 | | |
Interest rate contracts | | | Variation margin payable on futures contracts** | | | | | 159,965 | | |
Interest rate contracts | | | Written Options, at fair value | | | | | 711 | | |
Foreign exchange contracts | | | Written Options, at fair value | | | | | 22,807 | | |
Total Liability Derivatives | | | | | | | $ | 188,580 | | |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | (15,901) | | | | | $ | — | | | | | $ | — | | | | | $ | (30,012) | | | | | $ | — | | | | | $ | (45,913) | | |
Equity contracts | | | | | — | | | | | | — | | | | | | 963,033 | | | | | | — | | | | | | — | | | | | | 963,033 | | |
Foreign exchange contracts | | | | | (58,904) | | | | | | (38,278) | | | | | | — | | | | | | — | | | | | | 35,388 | | | | | | (61,794) | | |
Interest rate contracts | | | | | — | | | | | | — | | | | | | (420,869) | | | | | | (82,623) | | | | | | 61,058 | | | | | | (442,434) | | |
Total | | | | $ | (74,805) | | | | | $ | (38,278) | | | | | $ | 542,164 | | | | | $ | (112,635) | | | | | $ | 96,446 | | | | | $ | 412,892 | | |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Written options | | | Total | | |||||||||||||||
Credit contracts | | | | $ | 5,883 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 5,883 | | |
Equity contracts | | | | | — | | | | | | — | | | | | | (128,586) | | | | | | — | | | | | | (128,586) | | |
Foreign exchange contracts | | | | | 20,267 | | | | | | 46,517 | | | | | | — | | | | | | (17,294) | | | | | | 49,490 | | |
Interest rate contracts | | | | | — | | | | | | — | | | | | | 119,189 | | | | | | 8,976 | | | | | | 128,165 | | |
Total | | | | $ | 26,150 | | | | | $ | 46,517 | | | | | $ | (9,397) | | | | | $ | (8,318) | | | | | $ | 54,952 | | |
Voya Balanced Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| | | Barclays Bank PLC | | | BNP Paribas | | | 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 | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 36,368 | | | | | $ | 36,368 | | |
Forward foreign currency contracts | | | | | — | | | | | | 1,744 | | | | | | 1,268 | | | | | | 920 | | | | | | 935 | | | | | | 625 | | | | | | 548 | | | | | | 4,340 | | | | | | 4,700 | | | | | | 15,080 | | |
Total Assets | | | | $ | — | | | | | $ | 1,744 | | | | | $ | 1,268 | | | | | $ | 920 | | | | | $ | 935 | | | | | $ | 625 | | | | | $ | 548 | | | | | $ | 4,340 | | | | | $ | 41,068 | | | | | $ | 51,448 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 278 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 4,761 | | | | | $ | — | | | | | $ | 58 | | | | | $ | — | | | | | $ | — | | | | | $ | 5,097 | | |
Written options | | | | | 711 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 22,807 | | | | | | 23,518 | | |
Total Liabilities | | | | $ | 989 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 4,761 | | | | | $ | — | | | | | $ | 58 | | | | | $ | — | | | | | $ | 22,807 | | | | | $ | 28,615 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (989) | | | | | $ | 1,744 | | | | | $ | 1,268 | | | | | $ | 920 | | | | | $ | (3,826) | | | | | $ | 625 | | | | | $ | 490 | | | | | $ | 4,340 | | | | | $ | 18,261 | | | | | | 22,833 | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Net Exposure(1) | | | | $ | (989) | | | | | $ | 1,744 | | | | | $ | 1,268 | | | | | $ | 920 | | | | | $ | (3,826) | | | | | $ | 625 | | | | | $ | 490 | | | | | $ | 4,340 | | | | | $ | 18,261 | | | | | $ | 22,833 | | |
| Gross Unrealized Appreciation | | | | $ | 65,488,746 | | |
| Gross Unrealized Depreciation | | | | | (3,400,990) | | |
| Net Unrealized Appreciation | | | | $ | 62,087,756 | | |
Voya Global High Dividend Low | PORTFOLIO OF INVESTMENTS |
Volatility Portfolio | as of June 30, 2021 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 98.3% | | |||||||||||||||
| | | Australia: 3.1% | | ||||||||||||
44,329 | | | ASX Ltd. | | | | $ | 2,584,195 | | | | | | 0.4 | | |
473,867 | | | Aurizon Holdings Ltd. | | | | | 1,319,887 | | | | | | 0.2 | | |
49,439 | | | Australia & New Zealand Banking Group Ltd. | | | | | 1,043,556 | | | | | | 0.2 | | |
111,940 | | | BHP Group Ltd. | | | | | 4,072,418 | | | | | | 0.6 | | |
140,976 | | | Brambles Ltd. | | | | | 1,209,851 | | | | | | 0.2 | | |
94,950 | | | Goodman Group | | | | | 1,502,651 | | | | | | 0.2 | | |
623,266 | | | Medibank Pvt Ltd. | | | | | 1,477,656 | | | | | | 0.2 | | |
46,883 | | | Rio Tinto Ltd. | | | | | 4,444,776 | | | | | | 0.7 | | |
50,749 | | | Wesfarmers Ltd. | | | | | 2,249,862 | | | | | | 0.4 | | |
| | | | | | | | 19,904,852 | | | | | | 3.1 | | |
| | |||||||||||||||
| | | Canada: 4.3% | | ||||||||||||
64,679 | | | BCE, Inc. | | | | | 3,189,599 | | | | | | 0.5 | | |
37,547 | | | Canadian Imperial Bank of Commerce - XTSE | | | | | 4,274,167 | | | | | | 0.7 | | |
23,433 | | | Canadian Natural Resources Ltd. | | | | | 850,666 | | | | | | 0.1 | | |
446 | | | Constellation Software, Inc./Canada | | | | | 675,480 | | | | | | 0.1 | | |
32,065 | | | National Bank Of Canada | | | | | 2,399,702 | | | | | | 0.4 | | |
54,646 (1) | | | Pembina Pipeline Corp. | | | | | 1,736,452 | | | | | | 0.3 | | |
61,588 | | | Quebecor, Inc. | | | | | 1,642,545 | | | | | | 0.2 | | |
49,699 | | | Royal Bank of Canada | | | | | 5,035,251 | | | | | | 0.8 | | |
170,892 | | | TELUS Corp. | | | | | 3,832,525 | | | | | | 0.6 | | |
35,482 | | | Waste Connections, Inc. | | | | | 4,237,615 | | | | | | 0.6 | | |
| | | | | | | | 27,874,002 | | | | | | 4.3 | | |
| | |||||||||||||||
| | | China: 0.5% | | ||||||||||||
1,037,500 | | | BOC Hong Kong Holdings Ltd. | | | | | 3,516,411 | | | | | | 0.5 | | |
| | |||||||||||||||
| | | Denmark: 1.0% | | ||||||||||||
334 | | | AP Moller - Maersk A/S - Class B | | | | | 961,556 | | | | | | 0.2 | | |
35,412 | | | Novozymes A/S | | | | | 2,671,823 | | | | | | 0.4 | | |
104,754 | | | Tryg A/S | | | | | 2,573,048 | | | | | | 0.4 | | |
| | | | | | | | 6,206,427 | | | | | | 1.0 | | |
| | |||||||||||||||
| | | Finland: 1.1% | | ||||||||||||
43,033 | | | Kone Oyj | | | | | 3,512,097 | | | | | | 0.6 | | |
240,427 | | | Nordea Bank Abp | | | | | 2,677,375 | | | | | | 0.4 | | |
20,814 | | | Orion Oyj | | | | | 894,884 | | | | | | 0.1 | | |
| | | | | | | | 7,084,356 | | | | | | 1.1 | | |
| |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | France: 2.2% | | ||||||||||||
14,193 | | | Air Liquide SA | | | | $ | 2,488,738 | | | | | | 0.4 | | |
27,323 | | | Cie de Saint-Gobain | | | | | 1,803,200 | | | | | | 0.3 | | |
2,755 | | | Dassault Systemes SE | | | | | 668,627 | | | | | | 0.1 | | |
7,333 (1) | | | Iliad SA | | | | | 1,074,417 | | | | | | 0.2 | | |
14,613 | | | Legrand S.A. | | | | | 1,548,731 | | | | | | 0.2 | | |
187,806 | | | Orange SA | | | | | 2,143,385 | | | | | | 0.3 | | |
13,573 | | | Schneider Electric SE | | | | | 2,139,704 | | | | | | 0.3 | | |
5,439 | | | SEB SA | | | | | 983,931 | | | | | | 0.2 | | |
29,769 (1) | | | Vivendi SE | | | | | 1,000,210 | | | | | | 0.2 | | |
| | | | | | | | 13,850,943 | | | | | | 2.2 | | |
| | |||||||||||||||
| | | Germany: 2.6% | | ||||||||||||
7,809 | | | Deutsche Boerse AG | | | | | 1,363,029 | | | | | | 0.2 | | |
72,790 | | | Deutsche Post AG | | | | | 4,957,331 | | | | | | 0.8 | | |
215,208 | | | Deutsche Telekom AG | | | | | 4,551,640 | | | | | | 0.7 | | |
58,096 | | | RWE AG | | | | | 2,106,394 | | | | | | 0.3 | | |
5,622 | | | Siemens AG | | | | | 892,652 | | | | | | 0.1 | | |
21,099 | | | Symrise AG | | | | | 2,940,283 | | | | | | 0.5 | | |
| | | | | | | | 16,811,329 | | | | | | 2.6 | | |
| | |||||||||||||||
| | | Hong Kong: 1.4% | | ||||||||||||
191,000 | | | CK Hutchison Holdings Ltd. | | | | | 1,486,899 | | | | | | 0.2 | | |
283,000 | | | CLP Holdings Ltd. | | | | | 2,796,846 | | | | | | 0.5 | | |
43,700 | | | Hong Kong Exchanges and Clearing Ltd. | | | | | 2,601,451 | | | | | | 0.4 | | |
303,500 | | | Power Assets Holdings Ltd. | | | | | 1,862,295 | | | | | | 0.3 | | |
| | | | | | | | 8,747,491 | | | | | | 1.4 | | |
| | |||||||||||||||
| | | Ireland: 1.2% | | ||||||||||||
20,292 | | | CRH PLC | | | | | 1,026,191 | | | | | | 0.1 | | |
41,342 | | | Medtronic PLC | | | | | 5,131,783 | | | | | | 0.8 | | |
31,974 | | | Smurfit Kappa PLC | | | | | 1,738,848 | | | | | | 0.3 | | |
| | | | | | | | 7,896,822 | | | | | | 1.2 | | |
| | |||||||||||||||
| | | Israel: 0.3% | | ||||||||||||
235,784 (2) | | | Bank Leumi Le-Israel BM | | | | | 1,791,657 | | | | | | 0.3 | | |
| | |||||||||||||||
| | | Italy: 1.7% | | ||||||||||||
5,977 | | | DiaSorin SpA | | | | | 1,130,939 | | | | | | 0.2 | | |
81,178 | | | ENI S.p.A. | | | | | 989,683 | | | | | | 0.2 | | |
112,340 (2) | | | FinecoBank Banca Fineco SpA | | | | | 1,960,477 | | | | | | 0.3 | | |
1,127,036 | | | Intesa Sanpaolo SpA | | | | | 3,117,757 | | | | | | 0.5 | | |
Voya Global High Dividend Low | PORTFOLIO OF INVESTMENTS |
Volatility Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Italy (continued) | | ||||||||||||
101,648 (3) | | | Poste Italiane SpA | | | | $ | 1,345,365 | | | | | | 0.2 | | |
279,498 | | | Terna SPA | | | | | 2,084,404 | | | | | | 0.3 | | |
| | | | | | | | 10,628,625 | | | | | | 1.7 | | |
| | |||||||||||||||
| | | Japan: 7.7% | | ||||||||||||
49,000 | | | Dai Nippon Printing Co., Ltd. | | | | | 1,036,911 | | | | | | 0.2 | | |
898,400 | | | ENEOS Holdings, Inc. | | | | | 3,765,017 | | | | | | 0.6 | | |
12,100 | | | Hoya Corp. | | | | | 1,600,471 | | | | | | 0.3 | | |
31,500 | | | Idemitsu Kosan Co., Ltd. | | | | | 761,062 | | | | | | 0.1 | | |
73,800 (1) | | | Japan Tobacco, Inc. | | | | | 1,394,696 | | | | | | 0.2 | | |
25,700 | | | Lawson, Inc. | | | | | 1,190,335 | | | | | | 0.2 | | |
31,200 | | | Lixil Corp. | | | | | 807,374 | | | | | | 0.1 | | |
16,400 (1) | | | McDonald’s Holdings Co. Japan Ltd. | | | | | 722,693 | | | | | | 0.1 | | |
289,300 | | | Mitsubishi UFJ Financial Group, Inc. | | | | | 1,558,245 | | | | | | 0.2 | | |
5,600 | | | Nintendo Co., Ltd. | | | | | 3,240,569 | | | | | | 0.5 | | |
92,500 | | | Nippon Telegraph & Telephone Corp. | | | | | 2,418,430 | | | | | | 0.4 | | |
16,500 | | | Nissan Chemical Corp. | | | | | 806,521 | | | | | | 0.1 | | |
8,200 | | | Nitto Denko Corp. | | | | | 610,658 | | | | | | 0.1 | | |
90,200 | | | Osaka Gas Co., Ltd. | | | | | 1,683,033 | | | | | | 0.3 | | |
9,000 | | | Rohm Co., Ltd. | | | | | 828,250 | | | | | | 0.1 | | |
38,200 | | | Secom Co., Ltd. | | | | | 2,911,626 | | | | | | 0.5 | | |
122,000 | | | Sekisui House Ltd. | | | | | 2,505,242 | | | | | | 0.4 | | |
3,200 | | | SMC Corp. | | | | | 1,893,103 | | | | | | 0.3 | | |
334,000 | | | SoftBank Corp. | | | | | 4,367,047 | | | | | | 0.7 | | |
18,500 | | | Sohgo Security Services Co., Ltd. | | | | | 842,874 | | | | | | 0.1 | | |
122,200 | | | Sumitomo Chemical Co., Ltd. | | | | | 649,477 | | | | | | 0.1 | | |
80,200 | | | Sumitomo Mitsui Financial Group, Inc. | | | | | 2,764,652 | | | | | | 0.4 | | |
97,800 | | | Sumitomo Mitsui Trust Holdings, Inc. | | | | | 3,119,841 | | | | | | 0.5 | | |
115,300 | | | T&D Holdings, Inc. | | | | | 1,496,235 | | | | | | 0.2 | | |
60,900 | | | Tokyo Gas Co., Ltd. | | | | | 1,148,676 | | | | | | 0.2 | | |
50,700 | | | Trend Micro, Inc. | | | | | 2,654,830 | | | | | | 0.4 | | |
10,200 | | | Tsuruha Holdings, Inc. | | | | | 1,187,129 | | | | | | 0.2 | | |
39,500 | | | Welcia Holdings Co. Ltd. | | | | | 1,291,595 | | | | | | 0.2 | | |
| | | | | | | | 49,256,592 | | | | | | 7.7 | | |
| | |||||||||||||||
| | | Netherlands: 0.7% | | ||||||||||||
3,910 | | | ASM International NV | | | | | 1,289,621 | | | | | | 0.2 | | |
79,746 | | | Koninklijke Ahold Delhaize NV | | | | | 2,374,796 | | | | | | 0.4 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Netherlands (continued) | | ||||||||||||
14,186 | | | Koninklijke Philips NV | | | | $ | 704,109 | | | | | | 0.1 | | |
| | | | | | | | 4,368,526 | | | | | | 0.7 | | |
| | |||||||||||||||
| | | New Zealand: 0.1% | | ||||||||||||
228,547 | | | Spark New Zealand Ltd. | | | | | 767,160 | | | | | | 0.1 | | |
| | |||||||||||||||
| | | Norway: 0.1% | | ||||||||||||
17,593 | | | Yara International ASA | | | | | 927,052 | | | | | | 0.1 | | |
| | |||||||||||||||
| | | Singapore: 0.3% | | ||||||||||||
204,600 | | | Singapore Exchange Ltd. | | | | | 1,704,087 | | | | | | 0.3 | | |
| | |||||||||||||||
| | | Spain: 0.4% | | ||||||||||||
108,504 (1) | | | Endesa S.A. | | | | | 2,634,015 | | | | | | 0.4 | | |
| | |||||||||||||||
| | | Sweden: 0.3% | | ||||||||||||
202,349 | | | Swedish Match AB | | | | | 1,725,658 | | | | | | 0.3 | | |
| | |||||||||||||||
| | | Switzerland: 1.4% | | ||||||||||||
877 | | | Geberit AG - Reg | | | | | 658,777 | | | | | | 0.1 | | |
37,647 | | | Holcim Ltd. | | | | | 2,262,890 | | | | | | 0.4 | | |
2,060 | | | Roche Holding AG | | | | | 776,287 | | | | | | 0.1 | | |
3,704 | | | Sonova Holding AG - Reg | | | | | 1,395,129 | | | | | | 0.2 | | |
9,347 | | | Zurich Insurance Group AG | | | | | 3,754,367 | | | | | | 0.6 | | |
| | | | | | | | 8,847,450 | | | | | | 1.4 | | |
| | |||||||||||||||
| | | United Kingdom: 4.4% | | ||||||||||||
125,500 | | | 3i Group PLC | | | | | 2,036,720 | | | | | | 0.3 | | |
82,385 | | | British American Tobacco PLC | | | | | 3,198,641 | | | | | | 0.5 | | |
322,636 | | | Direct Line Insurance Group PLC | | | | | 1,272,544 | | | | | | 0.2 | | |
208,241 | | | GlaxoSmithKline PLC | | | | | 4,093,824 | | | | | | 0.6 | | |
37,350 | | | Hikma Pharmaceuticals PLC | | | | | 1,263,993 | | | | | | 0.2 | | |
105,486 | | | Imperial Brands PLC | | | | | 2,274,564 | | | | | | 0.3 | | |
20,458 | | | Janus Henderson Group PLC | | | | | 793,975 | | | | | | 0.1 | | |
8,424 | | | London Stock Exchange Group PLC | | | | | 930,939 | | | | | | 0.1 | | |
29,814 | | | Reckitt Benckiser Group PLC | | | | | 2,634,070 | | | | | | 0.4 | | |
244,140 | | | Sage Group PLC/The | | | | | 2,312,550 | | | | | | 0.4 | | |
73,067 | | | Segro PLC | | | | | 1,106,107 | | | | | | 0.2 | | |
87,838 | | | Standard Chartered PLC | | | | | 560,564 | | | | | | 0.1 | | |
83,059 | | | United Utilities Group PLC | | | | | 1,121,063 | | | | | | 0.2 | | |
Voya Global High Dividend Low | PORTFOLIO OF INVESTMENTS |
Volatility Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | United Kingdom (continued) | | ||||||||||||
1,876,250 | | | Vodafone Group PLC | | | | $ | 3,144,647 | | | | | | 0.5 | | |
7,704 | | | Willis Towers Watson PLC | | | | | 1,772,074 | | | | | | 0.3 | | |
| | | | | | | | 28,516,275 | | | | | | 4.4 | | |
| | |||||||||||||||
| | | United States: 63.5% | | ||||||||||||
69,419 | | | AbbVie, Inc. | | | | | 7,819,356 | | | | | | 1.2 | | |
35,190 | | | Aflac, Inc. | | | | | 1,888,295 | | | | | | 0.3 | | |
25,554 | | | Agilent Technologies, Inc. | | | | | 3,777,137 | | | | | | 0.6 | | |
4,328 | | | Alexandria Real Estate Equities, Inc. | | | | | 787,436 | | | | | | 0.1 | | |
22,430 | | | Allison Transmission Holdings, Inc. | | | | | 891,368 | | | | | | 0.1 | | |
7,885 | | | Allstate Corp. | | | | | 1,028,519 | | | | | | 0.2 | | |
24,394 | | | Ally Financial, Inc. | | | | | 1,215,797 | | | | | | 0.2 | | |
108,941 | | | Altria Group, Inc. | | | | | 5,194,307 | | | | | | 0.8 | | |
44,956 | | | Amdocs Ltd. | | | | | 3,477,796 | | | | | | 0.5 | | |
33,263 | | | American Homes 4 Rent | | | | | 1,292,268 | | | | | | 0.2 | | |
5,947 | | | American Tower Corp. | | | | | 1,606,523 | | | | | | 0.2 | | |
25,946 | | | American Water Works Co., Inc. | | | | | 3,999,057 | | | | | | 0.6 | | |
5,759 | | | Ameriprise Financial, Inc. | | | | | 1,433,300 | | | | | | 0.2 | | |
4,693 | | | Ametek, Inc. | | | | | 626,515 | | | | | | 0.1 | | |
20,800 | | | Amgen, Inc. | | | | | 5,070,000 | | | | | | 0.8 | | |
342,945 | | | Antero Midstream Corp. | | | | | 3,563,199 | | | | | | 0.6 | | |
4,572 | | | Anthem, Inc. | | | | | 1,745,590 | | | | | | 0.3 | | |
10,172 | | | AO Smith Corp. | | | | | 732,994 | | | | | | 0.1 | | |
16,339 | | | Aptargroup, Inc. | | | | | 2,301,185 | | | | | | 0.4 | | |
28,465 | | | Avnet, Inc. | | | | | 1,140,877 | | | | | | 0.2 | | |
7,362 | | | Bank of Hawaii Corp. | | | | | 620,028 | | | | | | 0.1 | | |
55,325 | | | Bank OZK | | | | | 2,332,502 | | | | | | 0.4 | | |
15,163 | | | Becton Dickinson & Co. | | | | | 3,687,490 | | | | | | 0.6 | | |
6,791 | | | Blackrock, Inc. | | | | | 5,941,921 | | | | | | 0.9 | | |
52,584 | | | Blackstone Group, Inc./The | | | | | 5,108,010 | | | | | | 0.8 | | |
40,025 | | | Booz Allen Hamilton Holding Corp. | | | | | 3,409,329 | | | | | | 0.5 | | |
97,302 | | | Bristol-Myers Squibb Co. | | | | | 6,501,720 | | | | | | 1.0 | | |
14,975 | | | Brookfield Renewable Corp. | | | | | 629,153 | | | | | | 0.1 | | |
5,977 | | | Carlisle Cos., Inc. | | | | | 1,143,878 | | | | | | 0.2 | | |
3,602 | | | Chemed Corp. | | | | | 1,709,149 | | | | | | 0.3 | | |
13,263 | | | Chevron Corp. | | | | | 1,389,167 | | | | | | 0.2 | | |
12,892 | | | Church & Dwight Co., Inc. | | | | | 1,098,656 | | | | | | 0.2 | | |
4,092 | | | Cigna Corp. | | | | | 970,090 | | | | | | 0.1 | | |
159,186 | | | Cisco Systems, Inc. | | | | | 8,436,858 | | | | | | 1.3 | | |
31,314 | | | Citigroup, Inc. | | | | | 2,215,465 | | | | | | 0.3 | | |
59,404 | | | Colgate-Palmolive Co. | | | | | 4,832,515 | | | | | | 0.8 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | United States (continued) | | ||||||||||||
33,853 | | | Commerce Bancshares, Inc. | | | | $ | 2,524,080 | | | | | | 0.4 | | |
41,288 | | | ConocoPhillips | | | | | 2,514,439 | | | | | | 0.4 | | |
27,673 | | | Coresite Realty Corp. | | | | | 3,724,786 | | | | | | 0.6 | | |
61,985 | | | Corporate Office Properties Trust SBI MD | | | | | 1,734,960 | | | | | | 0.3 | | |
3,167 | | | Deere & Co. | | | | | 1,117,033 | | | | | | 0.2 | | |
14,791 | | | Dollar General Corp. | | | | | 3,200,624 | | | | | | 0.5 | | |
18,585 | | | DTE Energy Co. | | | | | 2,408,616 | | | | | | 0.4 | | |
18,473 | | | Duke Energy Corp. | | | | | 1,823,655 | | | | | | 0.3 | | |
23,844 | | | Duke Realty Corp. | | | | | 1,129,013 | | | | | | 0.2 | | |
26,600 | | | Electronic Arts, Inc. | | | | | 3,825,878 | | | | | | 0.6 | | |
7,653 | | | Emerson Electric Co. | | | | | 736,525 | | | | | | 0.1 | | |
31,995 | | | Entergy Corp. | | | | | 3,189,901 | | | | | | 0.5 | | |
3,141 | | | Equinix, Inc. | | | | | 2,520,967 | | | | | | 0.4 | | |
424,127 | | | Equitrans Midstream Corp. | | | | | 3,609,321 | | | | | | 0.6 | | |
5,978 | | | Everest Re Group Ltd. | | | | | 1,506,516 | | | | | | 0.2 | | |
61,214 | | | Evergy, Inc. | | | | | 3,699,162 | | | | | | 0.6 | | |
17,312 | | | Exelon Corp. | | | | | 767,095 | | | | | | 0.1 | | |
7,625 | | | FedEx Corp. | | | | | 2,274,766 | | | | | | 0.4 | | |
32,725 | | | First American Financial Corp. | | | | | 2,040,404 | | | | | | 0.3 | | |
20,608 | | | First Industrial Realty Trust, Inc. | | | | | 1,076,356 | | | | | | 0.2 | | |
119,694 | | | Flowers Foods, Inc. | | | | | 2,896,595 | | | | | | 0.5 | | |
14,550 | | | FMC Corp. | | | | | 1,574,310 | | | | | | 0.2 | | |
42,568 | | | Gaming and Leisure Properties, Inc. | | | | | 1,972,175 | | | | | | 0.3 | | |
14,861 | | | Garmin Ltd. | | | | | 2,149,495 | | | | | | 0.3 | | |
61,214 | | | General Mills, Inc. | | | | | 3,729,769 | | | | | | 0.6 | | |
13,861 | | | Genpact Ltd. | | | | | 629,705 | | | | | | 0.1 | | |
93,079 | | | Gentex Corp. | | | | | 3,079,984 | | | | | | 0.5 | | |
80,227 | | | Gilead Sciences, Inc. | | | | | 5,524,431 | | | | | | 0.9 | | |
90,746 | | | GrafTech International Ltd. | | | | | 1,054,469 | | | | | | 0.2 | | |
17,119 | | | Hanover Insurance Group, Inc. | | | | | 2,322,021 | | | | | | 0.4 | | |
20,632 | | | Hershey Co. | | | | | 3,593,682 | | | | | | 0.6 | | |
13,618 | | | Honeywell International, Inc. | | | | | 2,987,108 | | | | | | 0.5 | | |
1,862 | | | Humana, Inc. | | | | | 824,345 | | | | | | 0.1 | | |
61,673 | | | International Paper Co. | | | | | 3,781,172 | | | | | | 0.6 | | |
8,189 | | | Intuit, Inc. | | | | | 4,014,002 | | | | | | 0.6 | | |
62,252 | | | Invitation Homes, Inc. | | | | | 2,321,377 | | | | | | 0.4 | | |
70,734 | | | Johnson & Johnson | | | | | 11,652,719 | | | | | | 1.8 | | |
43,212 | | | Johnson Controls International plc | | | | | 2,965,640 | | | | | | 0.5 | | |
40,192 | | | JPMorgan Chase & Co. | | | | | 6,251,464 | | | | | | 1.0 | | |
21,766 | | | Kimberly-Clark Corp. | | | | | 2,911,855 | | | | | | 0.5 | | |
142,602 | | | Kinder Morgan, Inc. | | | | | 2,599,634 | | | | | | 0.4 | | |
Voya Global High Dividend Low | PORTFOLIO OF INVESTMENTS |
Volatility Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | United States (continued) | | ||||||||||||
66,711 | | | Knight-Swift Transportation Holdings, Inc. | | | | $ | 3,032,682 | | | | | | 0.5 | | |
18,317 | | | Kroger Co. | | | | | 701,724 | | | | | | 0.1 | | |
50,504 | | | Lazard Ltd. | | | | | 2,285,306 | | | | | | 0.4 | | |
15,715 | | | Leidos Holdings, Inc. | | | | | 1,588,786 | | | | | | 0.2 | | |
17,226 | | | Life Storage, Inc. | | | | | 1,849,211 | | | | | | 0.3 | | |
6,418 | | | LPL Financial Holdings, Inc. | | | | | 866,302 | | | | | | 0.1 | | |
5,537 | | | MarketAxess Holdings, Inc. | | | | | 2,566,898 | | | | | | 0.4 | | |
43,277 | | | Masco Corp. | | | | | 2,549,448 | | | | | | 0.4 | | |
6,068 | | | McDonald’s Corp. | | | | | 1,401,647 | | | | | | 0.2 | | |
18,174 | | | McKesson Corp. | | | | | 3,475,596 | | | | | | 0.5 | | |
100,981 | | | Merck & Co., Inc. | | | | | 7,853,292 | | | | | | 1.2 | | |
14,241 | | | Microsoft Corp. | | | | | 3,857,887 | | | | | | 0.6 | | |
32,023 | | | Mondelez International, Inc. | | | | | 1,999,516 | | | | | | 0.3 | | |
11,336 | | | MSC Industrial Direct Co. | | | | | 1,017,179 | | | | | | 0.2 | | |
7,026 | | | MSCI, Inc. - Class A | | | | | 3,745,420 | | | | | | 0.6 | | |
26,547 | | | Nasdaq, Inc. | | | | | 4,666,963 | | | | | | 0.7 | | |
25,831 | | | National Fuel Gas Co. | | | | | 1,349,670 | | | | | | 0.2 | | |
28,069 | | | National Storage Affiliates Trust | | | | | 1,419,169 | | | | | | 0.2 | | |
3,561 | | | NewMarket Corp. | | | | | 1,146,571 | | | | | | 0.2 | | |
99,818 | | | NiSource, Inc. | | | | | 2,445,541 | | | | | | 0.4 | | |
90,882 | | | Old Republic International Corp. | | | | | 2,263,871 | | | | | | 0.4 | | |
56,583 | | | Omega Healthcare Investors, Inc. | | | | | 2,053,397 | | | | | | 0.3 | | |
25,013 | | | Packaging Corp. of America | | | | | 3,387,260 | | | | | | 0.5 | | |
37,572 | | | PepsiCo, Inc. | | | | | 5,567,043 | | | | | | 0.9 | | |
212,004 | | | Pfizer, Inc. | | | | | 8,302,077 | | | | | | 1.3 | | |
58,058 | | | Philip Morris International, Inc. | | | | | 5,754,128 | | | | | | 0.9 | | |
33,254 | | | Phillips 66 | | | | | 2,853,858 | | | | | | 0.4 | | |
12,966 | | | Pinnacle West Capital Corp. | | | | | 1,062,823 | | | | | | 0.2 | | |
50,449 | | | Procter & Gamble Co. | | | | | 6,807,084 | | | | | | 1.1 | | |
42,351 | | | Progressive Corp. | | | | | 4,159,292 | | | | | | 0.6 | | |
17,019 | | | Prosperity Bancshares, Inc. | | | | | 1,221,964 | | | | | | 0.2 | | |
38,629 | | | Public Service Enterprise Group, Inc. | | | | | 2,307,696 | | | | | | 0.4 | | |
21,115 | | | Qualcomm, Inc. | | | | | 3,017,967 | | | | | | 0.5 | | |
4,857 | | | Regal Beloit Corp. | | | | | 648,458 | | | | | | 0.1 | | |
45,752 | | | Regions Financial Corp. | | | | | 923,275 | | | | | | 0.1 | | |
37,898 | | | Republic Services, Inc. | | | | | 4,169,159 | | | | | | 0.6 | | |
5,537 | | | Rockwell Automation, Inc. | | | | | 1,583,693 | | | | | | 0.2 | | |
8,567 | | | Roper Technologies, Inc. | | | | | 4,028,203 | | | | | | 0.6 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | United States (continued) | | ||||||||||||
30,674 | | | Royal Gold, Inc. | | | | $ | 3,499,903 | | | | | | 0.5 | | |
14,835 | | | Ryder System, Inc. | | | | | 1,102,686 | | | | | | 0.2 | | |
9,652 | | | S&P Global, Inc. | | | | | 3,961,663 | | | | | | 0.6 | | |
59,592 | | | Service Corp. International | | | | | 3,193,535 | | | | | | 0.5 | | |
38,128 | | | Silgan Holdings, Inc. | | | | | 1,582,312 | | | | | | 0.2 | | |
13,610 | | | Stifel Financial Corp. | | | | | 882,745 | | | | | | 0.1 | | |
12,716 | | | Sun Communities, Inc. | | | | | 2,179,522 | | | | | | 0.3 | | |
115,074 | | | Switch, Inc. | | | | | 2,429,212 | | | | | | 0.4 | | |
34,144 | | | Synchrony Financial | | | | | 1,656,667 | | | | | | 0.3 | | |
11,439 | | | SYNNEX Corp. | | | | | 1,392,813 | | | | | | 0.2 | | |
25,314 | | | T. Rowe Price Group, Inc. | | | | | 5,011,413 | | | | | | 0.8 | | |
27,594 | | | Target Corp. | | | | | 6,670,574 | | | | | | 1.0 | | |
34,862 | | | Texas Instruments, Inc. | | | | | 6,703,963 | | | | | | 1.0 | | |
6,921 | | | Thermo Fisher Scientific, Inc. | | | | | 3,491,437 | | | | | | 0.5 | | |
41,624 | | | Tradeweb Markets, Inc. | | | | | 3,519,725 | | | | | | 0.5 | | |
15,256 | | | UMB Financial Corp. | | | | | 1,419,723 | | | | | | 0.2 | | |
120,758 | | | Umpqua Holdings Corp. | | | | | 2,227,985 | | | | | | 0.3 | | |
7,531 | | | United Parcel Service, Inc. - Class B | | | | | 1,566,222 | | | | | | 0.2 | | |
3,536 | | | UnitedHealth Group, Inc. | | | | | 1,415,956 | | | | | | 0.2 | | |
41,443 | | | US Bancorp | | | | | 2,361,008 | | | | | | 0.4 | | |
152,219 | | | Verizon Communications, Inc. | | | | | 8,528,831 | | | | | | 1.3 | | |
36,374 | | | Washington Federal, Inc. | | | | | 1,155,966 | | | | | | 0.2 | | |
32,776 | | | Waste Management, Inc. | | | | | 4,592,245 | | | | | | 0.7 | | |
47,973 | | | Wells Fargo & Co. | | | | | 2,172,697 | | | | | | 0.3 | | |
42,488 | | | Werner Enterprises, Inc. | | | | | 1,891,566 | | | | | | 0.3 | | |
16,774 | | | Weyerhaeuser Co. | | | | | 577,361 | | | | | | 0.1 | | |
171,674 | | | Williams Cos., Inc. | | | | | 4,557,945 | | | | | | 0.7 | | |
27,850 | | | World Fuel Services Corp. | | | | | 883,681 | | | | | | 0.1 | | |
19,023 | | | Zoetis, Inc. | | | | | 3,545,126 | | | | | | 0.6 | | |
| | | | | | | | 407,982,037 | | | | | | 63.5 | | |
| | | Total Common Stock (Cost $541,420,201) | | | | | 631,041,767 | | | | | | 98.3 | | |
EXCHANGE-TRADED FUNDS: 1.3% | | |||||||||||||||
34,911 | | | iShares Russell 1000 Value ETF | | | | | 5,537,583 | | | | | | 0.9 | | |
51,034 | | | iShares MSCI EAFE Value Index ETF | | | | | 2,641,520 | | | | | | 0.4 | | |
| | | Total Exchange-Traded Funds (Cost $8,425,489) | | | | | 8,179,103 | | | | | | 1.3 | | |
| | | Total Long-Term Investments (Cost $549,845,690) | | | | | 639,220,870 | | | | | | 99.6 | | |
|
Voya Global High Dividend Low | PORTFOLIO OF INVESTMENTS |
Volatility Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||||||
SHORT-TERM INVESTMENTS: 1.5% | | |||||||||||||||||||
| | | | | | | Repurchase Agreements: 1.4% | | ||||||||||||
| | | 2,080,500 | (4) | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $2,080,503, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-9.000%, Market Value plus accrued interest $2,122,110, due 07/25/21-05/20/71) | | | | $ | 2,080,500 | | | | | | 0.3 | | | |
| | | 1,379,476 | (4) | | Daiwa Capital Markets, Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $1,379,478, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $1,407,066, due 11/30/21-07/01/51) | | | | | 1,379,476 | | | | | | 0.2 | | | |
| | | 1,317,905 | (4) | | Mirae Asset Securities USA Inc., Repurchase Agreement dated 06/30/21, 0.06%, due 07/01/21 (Repurchase Amount $1,317,907, collateralized by various U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $1,344,265, due 05/01/24-04/20/71) | | | | | 1,317,905 | | | | | | 0.2 | | | |
| | | 2,080,500 | (4) | | Palafox Trading LLC, Repurchase Agreement dated 06/30/21, 0.09%, due 07/01/21 (Repurchase Amount $2,080,505, collateralized by various U.S. Government Securities, 1.125%, Market Value plus accrued interest $2,122,116, due 02/28/27) | | | | | 2,080,500 | | | | | | 0.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||||||
| | | | | | | Repurchase Agreements (continued) | | ||||||||||||
| | | 2,080,536 | (4) | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $2,080,539, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $2,122,147, due 08/01/21-04/15/62) | | | | $ | 2,080,536 | | | | | | 0.4 | | | |
| | | | | | | Total Repurchase Agreements (Cost $8,938,917) | | | | | 8,938,917 | | | | | | 1.4 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||||||
| | | | | | | Mutual Funds: 0.1% | | ||||||||||||
| | | 907,000 | (5) | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.030% (Cost $907,000) | | | | | 907,000 | | | | | | 0.1 | | | |
| | | | | | | Total Short-Term Investments (Cost $9,845,917) | | | | | 9,845,917 | | | | | | 1.5 | | |
| | | | | | | Total Investments in Securities (Cost $559,691,607) | | | | $ | 649,066,787 | | | | | | 101.1 | | |
| | | | | | | Liabilities in Excess of Other Assets | | | | | (6,971,137) | | | | | | (1.1) | | |
| | | | | | | Net Assets | | | | $ | 642,095,650 | | | | | | 100.0 | | |
Voya Global High Dividend Low | PORTFOLIO OF INVESTMENTS |
Volatility Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Sector Diversification | | | Percentage of Net Assets | | |||
Financials | | | | | 22.3% | | |
Health Care | | | | | 14.7 | | |
Industrials | | | | | 12.1 | | |
Consumer Staples | | | | | 9.7 | | |
Information Technology | | | | | 6.8 | | |
Communication Services | | | | | 6.8 | | |
Materials | | | | | 6.5 | | |
Utilities | | | | | 6.1 | | |
Energy | | | | | 4.7 | | |
Real Estate | | | | | 4.5 | | |
Consumer Discretionary | | | | | 4.1 | | |
Exchange-Traded Funds | | | | | 1.3 | | |
Short-Term Investments | | | | | 1.5 | | |
Liabilities in Excess of Other Assets | | | | | (1.1) | | |
Net Assets | | | | | 100.0% | | |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Australia | | | | $ | — | | | | | $ | 19,904,852 | | | | | $ | — | | | | | $ | 19,904,852 | | |
Canada | | | | | 27,874,002 | | | | | | — | | | | | | — | | | | | | 27,874,002 | | |
China | | | | | — | | | | | | 3,516,411 | | | | | | — | | | | | | 3,516,411 | | |
Denmark | | | | | — | | | | | | 6,206,427 | | | | | | — | | | | | | 6,206,427 | | |
Finland | | | | | — | | | | | | 7,084,356 | | | | | | — | | | | | | 7,084,356 | | |
France | | | | | — | | | | | | 13,850,943 | | | | | | — | | | | | | 13,850,943 | | |
Germany | | | | | — | | | | | | 16,811,329 | | | | | | — | | | | | | 16,811,329 | | |
Hong Kong | | | | | — | | | | | | 8,747,491 | | | | | | — | | | | | | 8,747,491 | | |
Ireland | | | | | 5,131,783 | | | | | | 2,765,039 | | | | | | — | | | | | | 7,896,822 | | |
Israel | | | | | — | | | | | | 1,791,657 | | | | | | — | | | | | | 1,791,657 | | |
Italy | | | | | — | | | | | | 10,628,625 | | | | | | — | | | | | | 10,628,625 | | |
Japan | | | | | — | | | | | | 49,256,592 | | | | | | — | | | | | | 49,256,592 | | |
Netherlands | | | | | — | | | | | | 4,368,526 | | | | | | — | | | | | | 4,368,526 | | |
New Zealand | | | | | — | | | | | | 767,160 | | | | | | — | | | | | | 767,160 | | |
Norway | | | | | — | | | | | | 927,052 | | | | | | — | | | | | | 927,052 | | |
Singapore | | | | | — | | | | | | 1,704,087 | | | | | | — | | | | | | 1,704,087 | | |
Spain | | | | | — | | | | | | 2,634,015 | | | | | | — | | | | | | 2,634,015 | | |
Sweden | | | | | — | | | | | | 1,725,658 | | | | | | — | | | | | | 1,725,658 | | |
Switzerland | | | | | — | | | | | | 8,847,450 | | | | | | — | | | | | | 8,847,450 | | |
United Kingdom | | | | | 2,566,049 | | | | | | 25,950,226 | | | | | | — | | | | | | 28,516,275 | | |
United States | | | | | 407,982,037 | | | | | | — | | | | | | — | | | | | | 407,982,037 | | |
Total Common Stock | | | | | 443,553,871 | | | | | | 187,487,896 | | | | | | — | | | | | | 631,041,767 | | |
Voya Global High Dividend Low | PORTFOLIO OF INVESTMENTS |
Volatility Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Exchange-Traded Funds | | | | | 8,179,103 | | | | | | — | | | | | | — | | | | | | 8,179,103 | | |
Short-Term Investments | | | | | 907,000 | | | | | | 8,938,917 | | | | | | — | | | | | | 9,845,917 | | |
Total Investments, at fair value | | | | $ | 452,639,974 | | | | | $ | 196,426,813 | | | | | $ | — | | | | | $ | 649,066,787 | | |
|
| Gross Unrealized Appreciation | | | | $ | 97,064,576 | | |
| Gross Unrealized Depreciation | | | | | (8,165,246) | | |
| Net Unrealized Appreciation | | | | $ | 88,899,330 | | |
Voya Government Money Market Portfolio | as of June 30, 2021 (Unaudited) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. TREASURY REPURCHASE AGREEMENT: 60.6% | | |||||||||||||||
128,000,000 | | | Deutsche Bank Repurchase Agreement dated 6/30/2021, 0.03%, due 7/1/2021, $128,000,107 to be received upon repurchase (Collateralized by $128,583,500, Various U.S. Govt. Agency Obligations, 0.00-1.625%, Market Value plus accrued interest $130,560,693 due 8/31/21-5/31/23), | | | | $ | 128,000,000 | | | | | | 25.5 | | |
176,306,000 | | | Deutsche Bank Repurchase Agreement dated 6/30/2021, 0.03%, due 7/1/2021, $176,306,147 to be received upon repurchase (Collateralized by $179,857,200, US Treasury Bill, 0.00%, Market Value plus accrued interest $179,832,135 due 9/9/2021-11/4/2021), | | | | | 176,306,000 | | | | | | 35.1 | | |
| | | Total U.S. Treasury Repurchase Agreement | | | | | | | | | | | | | |
| | | (Cost $304,306,000) | | | | | 304,306,000 | | | | | | 60.6 | | |
U.S. TREASURY DEBT: 23.3% | | |||||||||||||||
116,500,000 (1) | | | United States Treasury Bill, 0.060%, 12/30/2021 | | | | | 116,467,455 | | | | | | 23.3 | | |
| | | Total U.S. Treasury Debt | | | | | | | | | | | | | |
| | | (Cost $116,467,455) | | | | | 116,467,455 | | | | | | 23.3 | | |
U.S. GOVERNMENT AGENCY DEBT: 24.2% | | |||||||||||||||
33,500,000 | | | Federal Farm Credit Banks Funding Corp., 0.180%, (US0001M + 0.100%), 08/05/2021 | | | | | 33,505,051 | | | | | | 6.7 | | |
6,500,000 | | | Federal Home Loan Bank Discount Notes, 0.020%, 09/21/2021 | | | | | 6,499,778 | | | | | | 1.3 | | |
6,500,000 | | | Federal Home Loan Bank Discount Notes, 0.050%, 09/15/2021 | | | | | 6,499,314 | | | | | | 1.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY DEBT: (continued) | | |||||||||||||||
6,005,000 | | | Federal Home Loan Banks, 0.070%, (US0003M + (0.080)%), 08/24/2021 | | | | $ | 6,005,499 | | | | | | 1.2 | | |
34,000,000 | | | Federal Farm Credit Banks Funding Corp., 0.081%, (US0001M + 0.000%), 08/09/2021 | | | | | 34,002,445 | | | | | | 6.8 | | |
35,000,000 | | | Federal Home Loan Banks, 0.085%, (SOFRRATE + 0.035%), 12/10/2021 | | | | | 35,000,000 | | | | | | 6.9 | | |
| | | Total U.S. Government Agency Debt | | | | | | | | | | | | | |
| | | (Cost $121,512,087) | | | | | 121,512,087 | | | | | | 24.2 | | |
| | | Total Investments in Securities (Cost $542,285,542) | | | | $ | 542,285,542 | | | | | | 108.1 | | |
| | | Liabilities in Excess of Other Assets | | | | | (40,486,350) | | | | | | (8.1) | | |
| | | Net Assets | | | | $ | 501,799,192 | | | | | | 100.0 | | |
|
| Investment Type Allocation as of June 30, 2021 (as a percentage of net assets) | | |||
| U.S. Treasury Repurchase Agreement | | | 60.6% | |
| U.S. Government Agency Debt | | | 24.2 | |
| U.S. Treasury Debt | | | 23.3 | |
| Liabilities in Excess of Other Assets | | | (8.1) | |
| Net Assets | | | 100.0% | |
| Portfolio holdings are subject to change daily. | |
Voya Government Money Market Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Government Agency Debt | | | | $ | — | | | | | $ | 121,512,087 | | | | | $ | — | | | | | $ | 121,512,087 | | |
U.S. Treasury Debt | | | | | — | | | | | | 116,467,455 | | | | | | — | | | | | | 116,467,455 | | |
U.S. Treasury Repurchase Agreement | | | | | — | | | | | | 304,306,000 | | | | | | — | | | | | | 304,306,000 | | |
Total Investments, at fair value | | | | $ | — | | | | | $ | 542,285,542 | | | | | $ | — | | | | | $ | 542,285,542 | | |
Counterparty | | | Government Repurchase Agreement, at fair value | | | Fair Value of Non-Cash Collateral Received Including Accrued Interest(1) | | | Net Amount | | ||||||
Deutsche Bank | | | $304,306,000 | | | | $ | (304,306,000) | | | | | $ | — | | |
Totals | | | $304,306,000 | | | | $ | (304,306,000) | | | | | $ | — | | |
Voya Growth and Income Portfolio | as of June 30, 2021 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 99.8% | | |||||||||||||||
| | | Communication Services: 15.8% | | ||||||||||||
594,397 | | | Activision Blizzard, Inc. | | | | $ | 56,729,250 | | | | | | 1.6 | | |
71,039 (1) | | | Alphabet, Inc. - Class A | | | | | 173,462,320 | | | | | | 4.9 | | |
1,899,072 | | | AT&T, Inc. | | | | | 54,655,292 | | | | | | 1.6 | | |
366,332 (1) | | | Facebook, Inc. Class A | | | | | 127,377,300 | | | | | | 3.6 | | |
1,148,533 | | | Fox Corp. - Class A | | | | | 42,645,030 | | | | | | 1.2 | | |
995,866 | | | Interpublic Group of Cos., Inc. | | | | | 32,355,686 | | | | | | 0.9 | | |
408,412 (1) | | | Walt Disney Co. | | | | | 71,786,577 | | | | | | 2.0 | | |
| | | | | | | | 559,011,455 | | | | | | 15.8 | | |
| | |||||||||||||||
| | | Consumer Discretionary: 7.8% | | ||||||||||||
435,127 (1) | | | Caesars Entertainment, Inc. | | | | | 45,144,426 | | | | | | 1.3 | | |
366,506 (1) | | | Expedia Group, Inc. | | | | | 60,000,697 | | | | | | 1.7 | | |
1,609,096 | | | Gap, Inc. | | | | | 54,146,081 | | | | | | 1.5 | | |
460,272 | | | Nike, Inc. - Class B | | | | | 71,107,421 | | | | | | 2.0 | | |
546,647 (1) | | | Royal Caribbean Cruises Ltd. | | | | | 46,618,056 | | | | | | 1.3 | | |
| | | | | | | | 277,016,681 | | | | | | 7.8 | | |
| | |||||||||||||||
| | | Consumer Staples: 7.5% | | ||||||||||||
1,354,361 | | | Coca-Cola Co. | | | | | 73,284,474 | | | | | | 2.1 | | |
200,258 | | | Constellation Brands, Inc. | | | | | 46,838,344 | | | | | | 1.3 | | |
861,758 | | | Philip Morris International, Inc. | | | | | 85,408,835 | | | | | | 2.4 | | |
434,385 | | | Walmart, Inc. | | | | | 61,256,973 | | | | | | 1.7 | | |
| | | | | | | | 266,788,626 | | | | | | 7.5 | | |
| | |||||||||||||||
| | | Energy: 3.4% | | ||||||||||||
350,461 | | | Chevron Corp. | | | | | 36,707,285 | | | | | | 1.0 | | |
676,846 | | | ConocoPhillips | | | | | 41,219,921 | | | | | | 1.2 | | |
220,456 | | | Diamondback Energy, Inc. | | | | | 20,698,614 | | | | | | 0.6 | | |
292,871 | | | Valero Energy Corp. | | | | | 22,867,368 | | | | | | 0.6 | | |
| | | | | | | | 121,493,188 | | | | | | 3.4 | | |
| | |||||||||||||||
| | | Financials: 12.2% | | ||||||||||||
923,986 (2) | | | Apollo Global Management, Inc. | | | | | 57,471,929 | | | | | | 1.6 | | |
311,294 | | | Assurant, Inc. | | | | | 48,617,897 | | | | | | 1.4 | | |
1,680,205 | | | Bank of America Corp. | | | | | 69,274,852 | | | | | | 1.9 | | |
981,171 | | | Bank of New York Mellon Corp. | | | | | 50,265,391 | | | | | | 1.4 | | |
307,269 | | | Chubb Ltd. | | | | | 48,837,335 | | | | | | 1.4 | | |
849,502 | | | Citigroup, Inc. | | | | | 60,102,267 | | | | | | 1.7 | | |
894,114 | | | Synchrony Financial | | | | | 43,382,411 | | | | | | 1.2 | | |
977,823 | | | US Bancorp | | | | | 55,706,576 | | | | | | 1.6 | | |
| | | | | | | | 433,658,658 | | | | | | 12.2 | | |
| | |||||||||||||||
| | | Health Care: 13.8% | | ||||||||||||
542,116 | | | Alcon, Inc. | | | | | 38,089,070 | | | | | | 1.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
15,540 (1) | | | Biogen, Inc. | | | | $ | 5,381,036 | | | | | | 0.1 | | |
613,965 | | | Bristol-Myers Squibb Co. | | | | | 41,025,141 | | | | | | 1.2 | | |
363,568 | | | Eli Lilly & Co. | | | | | 83,446,127 | | | | | | 2.3 | | |
421,126 | | | Johnson & Johnson | | | | | 69,376,297 | | | | | | 2.0 | | |
126,500 | | | McKesson Corp. | | | | | 24,191,860 | | | | | | 0.7 | | |
570,391 | | | Medtronic PLC | | | | | 70,802,635 | | | | | | 2.0 | | |
77,118 | | | Thermo Fisher Scientific, Inc. | | | | | 38,903,718 | | | | | | 1.1 | | |
169,094 | | | UnitedHealth Group, Inc. | | | | | 67,712,001 | | | | | | 1.9 | | |
310,946 | | | Zimmer Biomet Holdings, Inc. | | | | | 50,006,336 | | | | | | 1.4 | | |
| | | | | | | | 488,934,221 | | | | | | 13.8 | | |
| | |||||||||||||||
| | | Industrials: 7.5% | | ||||||||||||
763,071 (1) | | | Howmet Aerospace, Inc. | | | | | 26,303,057 | | | | | | 0.7 | | |
257,618 | | | L3Harris Technologies, Inc. | | | | | 55,684,131 | | | | | | 1.6 | | |
830,975 | | | nVent Electric PLC | | | | | 25,959,659 | | | | | | 0.7 | | |
156,083 | | | Old Dominion Freight Line | | | | | 39,613,865 | | | | | | 1.1 | | |
812,315 | | | Raytheon Technologies Corp. | | | | | 69,298,593 | | | | | | 2.0 | | |
157,591 (1) | | | United Rentals, Inc. | | | | | 50,273,105 | | | | | | 1.4 | | |
| | | | | | | | 267,132,410 | | | | | | 7.5 | | |
| | |||||||||||||||
| | | Information Technology: 23.9% | | ||||||||||||
271,407 | | | CDW Corp. | | | | | 47,401,232 | | | | | | 1.3 | | |
576,583 | | | Dolby Laboratories, Inc. | | | | | 56,672,343 | | | | | | 1.6 | | |
802,776 (1) | | | Fiserv, Inc. | | | | | 85,808,727 | | | | | | 2.4 | | |
213,467 | | | Intuit, Inc. | | | | | 104,635,119 | | | | | | 3.0 | | |
488,877 | | | Microchip Technology, Inc. | | | | | 73,204,442 | | | | | | 2.1 | | |
1,085,539 | | | Microsoft Corp. | | | | | 294,072,515 | | | | | | 8.3 | | |
480,208 | | | Motorola Solutions, Inc. | | | | | 104,133,105 | | | | | | 2.9 | | |
389,033 | | | NXP Semiconductor NV - NXPI - US | | | | | 80,031,869 | | | | | | 2.3 | | |
| | | | | | | | 845,959,352 | | | | | | 23.9 | | |
| | |||||||||||||||
| | | Materials: 3.3% | | ||||||||||||
94,478 | | | Air Products & Chemicals, Inc. | | | | | 27,179,431 | | | | | | 0.8 | | |
562,651 (1) | | | Alcoa Corp. | | | | | 20,728,063 | | | | | | 0.6 | | |
660,585 | | | CF Industries Holdings, Inc. | | | | | 33,987,098 | | | | | | 0.9 | | |
298,659 | | | Eastman Chemical Co. | | | | | 34,868,438 | | | | | | 1.0 | | |
| | | | | | | | 116,763,030 | | | | | | 3.3 | | |
| | |||||||||||||||
| | | Real Estate: 2.3% | | ||||||||||||
254,035 | | | ProLogis, Inc. | | | | | 30,364,804 | | | | | | 0.9 | | |
244,196 (1) | | | Ryman Hospitality Properties | | | | | 19,281,716 | | | | | | 0.5 | | |
Voya Growth and Income Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Real Estate (continued) | | ||||||||||||
663,349 | | | UDR, Inc. | | | | $ | 32,490,834 | | | | | | 0.9 | | |
| | | | | | | | 82,137,354 | | | | | | 2.3 | | |
| | | Utilities: 2.3% | | ||||||||||||
335,213 | | | Ameren Corp. | | | | | 26,830,449 | | | | | | 0.7 | | |
199,360 | | | Entergy Corp. | | | | | 19,876,192 | | | | | | 0.6 | | |
802,136 | | | Exelon Corp. | | | | | 35,542,646 | | | | | | 1.0 | | |
| | | | | | | | 82,249,287 | | | | | | 2.3 | | |
| | | Total Common Stock (Cost $2,676,587,070) | | | | $ | 3,541,144,262 | | | | | | 99.8 | | |
| | |||||||||||||||
OTHER (3): —% | | |||||||||||||||
| | | Utilities: —% | | ||||||||||||
10,000,000 (4)(5) | | | Southern Energy (Escrow) | | | | | — | | | | | | — | | |
| | | Total Other (Cost $—) | | | | | — | | | | | | — | | |
| | | Total Long-Term Investments (Cost $2,676,587,070) | | | | | 3,541,144,262 | | | | | | 99.8 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 1.1% | | |||||||||||||||
| | | Repurchase Agreements: 0.7% | | ||||||||||||
1,301,446 (6) | | | Bethesda Securities LLC, Repurchase Agreement dated 06/30/21, 0.08%, due 07/01/21 (Repurchase Amount $1,301,449, collateralized by various U.S. Government Agency Obligations, 1.500%-6.500%, Market Value plus accrued interest $1,327,475, due 01/01/25-04/01/51) | | | | | 1,301,446 | | | | | | 0.0 | | |
6,249,900 (6) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $6,249,909, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-9.000%, Market Value plus accrued interest $6,374,898, due 07/25/21-05/20/71) | | | | | 6,249,900 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
3,673,995 (6) | | | Citadel Securities LLC, Repurchase Agreement dated 06/30/21, 0.09%, due 07/01/21 (Repurchase Amount $3,674,004, collateralized by various U.S. Government Securities, 0.000%-8.125%, Market Value plus accrued interest $3,747,484, due 07/01/21- 11/15/50) | | | | $ | 3,673,995 | | | | | | 0.1 | | |
2,130,413 (6) | | | JVB Financial Group LLC, Repurchase Agreement dated 06/30/21, 0.09%, due 07/01/21 (Repurchase Amount $2,130,418, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-7.000%, Market Value plus accrued interest $2,173,021, due 08/01/21-06/01/51) | | | | | 2,130,413 | | | | | | 0.1 | | |
2,706,687 (6) | | | Mirae Asset Securities USA Inc., Repurchase Agreement dated 06/30/21, 0.06%, due 07/01/21 (Repurchase Amount $2,706,691, collateralized by various U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $2,760,825, due 05/01/24-04/20/71) | | | | | 2,706,687 | | | | | | 0.1 | | |
2,688,109 (6) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $2,688,113, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $2,741,871, due 08/01/21-04/15/62) | | | | | 2,688,109 | | | | | | 0.1 | | |
Voya Growth and Income Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
4,341,932 (6) | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/21, 0.11%, due 07/01/21 (Repurchase Amount $4,341,945, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $4,429,244, due 07/15/23-02/15/48) | | | | $ | 4,341,932 | | | | | | 0.1 | | |
1,753,965 (6) | | | Stonex Financial Inc., Repurchase Agreement dated 06/30/21, 0.10%, due 07/01/21 (Repurchase Amount $1,753,970, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.320%-9.000%, Market Value plus accrued interest $1,789,044, due 12/01/21-05/20/71) | | | | | 1,753,965 | | | | | | 0.0 | | |
| | | Total Repurchase Agreements (Cost $24,846,447) | | | | | 24,846,447 | | | | | | 0.7 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds: 0.4% | | ||||||||||||
12,039,000 (6)(7) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.030% | | | | | 12,039,000 | | | | | | 0.4 | | |
718,000 (6)(7) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.020% | | | | | 718,000 | | | | | | 0.0 | | |
570,000 (6)(7) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.030% | | | | | 570,000 | | | | | | 0.0 | | |
| | | Total Mutual Funds (Cost $13,327,000) | | | | | 13,327,000 | | | | | | 0.4 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds (continued) | | ||||||||||||
| | | Total Short-Term Investments (Cost $38,173,447) | | | | $ | 38,173,447 | | | | | | 1.1 | | |
| | | Total Investments in Securities (Cost $2,714,760,517) | | | | $ | 3,579,317,709 | | | | | | 100.9 | | |
| | | Liabilities in Excess of Other Assets | | | | | (32,754,046) | | | | | | (0.9) | | |
| | | Net Assets | | | | $ | 3,546,563,663 | | | | | | 100.0 | | |
|
| Sector Diversification as of June 30, 2021 (as a percentage of net assets) | | |||
| Information Technology | | | 23.9% | |
| Communication Services | | | 15.8% | |
| Health Care | | | 13.8% | |
| Financials | | | 12.2% | |
| Consumer Discretionary | | | 7.8% | |
| Industrials | | | 7.5% | |
| Consumer Staples | | | 7.5% | |
| Energy | | | 3.4% | |
| Materials | | | 3.3% | |
| Utilities | | | 2.3% | |
| Real Estate | | | 2.3% | |
| Assets in Excess of Other Liabilities* | | | 0.2% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Voya Growth and Income Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 3,541,144,262 | | | | | $ | — | | | | | $ | — | | | | | $ | 3,541,144,262 | | |
Other | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Short-Term Investments | | | | | 13,327,000 | | | | | | 24,846,447 | | | | | | — | | | | | | 38,173,447 | | |
Total Investments, at fair value | | | | $ | 3,554,471,262 | | | | | $ | 24,846,447 | | | | | $ | — | | | | | $ | 3,579,317,709 | | |
Security | | | Acquisition Date | | | Acquisition Cost | | | Fair Value | | ||||||
Southern Energy (Escrow) | | | 11/30/2005 | | | | $ | — | | | | | $ | — | | |
| | | | | | | $ | — | | | | | $ | — | | |
| Cost for federal income tax purposes was $2,740,576,105. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 874,170,514 | | |
| Gross Unrealized Depreciation | | | | | (35,428,910) | | |
| Net Unrealized Appreciation | | | | $ | 838,741,604 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: 27.1% | | |||||||||||||||
| | | Basic Materials: 0.5% | | ||||||||||||
445,000 (1) | | | Anglo American Capital PLC, 2.250%, 03/17/2028 | | | | $ | 450,490 | | | | | | 0.0 | | |
1,250,000 (1) | | | Anglo American Capital PLC, 3.625%, 09/11/2024 | | | | | 1,348,403 | | | | | | 0.1 | | |
476,000 (1) | | | Anglo American Capital PLC, 5.625%, 04/01/2030 | | | | | 583,284 | | | | | | 0.0 | | |
1,338,000 | | | Dow Chemical Co/The, 2.100%, 11/15/2030 | | | | | 1,322,800 | | | | | | 0.0 | | |
2,148,000 | | | Dow Chemical Co/The, 4.250%, 10/01/2034 | | | | | 2,489,845 | | | | | | 0.1 | | |
500,000 | | | Dow Chemical Co/The, 4.625%, 10/01/2044 | | | | | 615,289 | | | | | | 0.0 | | |
1,659,000 (1) | | | Georgia-Pacific LLC, 0.950%, 05/15/2026 | | | | | 1,633,336 | | | | | | 0.1 | | |
2,445,000 | | | Mosaic Co/The, 5.450%, 11/15/2033 | | | | | 3,069,912 | | | | | | 0.1 | | |
702,000 (1) | | | Newcrest Finance Pty Ltd., 3.250%, 05/13/2030 | | | | | 755,286 | | | | | | 0.0 | | |
561,000 (1) | | | Newcrest Finance Pty Ltd., 4.200%, 05/13/2050 | | | | | 644,242 | | | | | | 0.0 | | |
747,000 | | | Newmont Corp., 2.250%, 10/01/2030 | | | | | 745,631 | | | | | | 0.0 | | |
345,000 | | | Nutrien Ltd., 2.950%, 05/13/2030 | | | | | 364,364 | | | | | | 0.0 | | |
1,333,000 | | | PPG Industries, Inc., 1.200%, 03/15/2026 | | | | | 1,330,718 | | | | | | 0.1 | | |
1,147,000 | | | Steel Dynamics, Inc., 1.650%, 10/15/2027 | | | | | 1,145,787 | | | | | | 0.0 | | |
250,000 | | | Teck Resources Ltd., 6.125%, 10/01/2035 | | | | | 322,419 | | | | | | 0.0 | | |
| | | | | | | | 16,821,806 | | | | | | 0.5 | | |
| | | Communications: 2.6% | | ||||||||||||
6,026,000 | | | Alibaba Group Holding Ltd., 3.600%, 11/28/2024 | | | | | 6,559,571 | | | | | | 0.2 | | |
725,000 | | | Amazon.com, Inc., 2.100%, 05/12/2031 | | | | | 737,667 | | | | | | 0.0 | | |
2,340,000 | | | Amazon.com, Inc., 2.875%, 05/12/2041 | | | | | 2,417,254 | | | | | | 0.1 | | |
813,000 | | | Amazon.com, Inc., 3.100%, 05/12/2051 | | | | | 855,117 | | | | | | 0.0 | | |
1,664,000 | | | Amazon.com, Inc., 3.250%, 05/12/2061 | | | | | 1,756,581 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
889,000 | | | AT&T, Inc., 1.650%, 02/01/2028 | | | | $ | 882,955 | | | | | | 0.0 | | |
2,080,000 | | | AT&T, Inc., 1.700%, 03/25/2026 | | | | | 2,102,351 | | | | | | 0.1 | | |
2,329,000 | | | AT&T, Inc., 2.250%, 02/01/2032 | | | | | 2,288,364 | | | | | | 0.1 | | |
801,000 (1) | | | AT&T, Inc., 2.550%, 12/01/2033 | | | | | 794,364 | | | | | | 0.0 | | |
1,520,000 | | | AT&T, Inc., 3.100%, 02/01/2043 | | | | | 1,492,392 | | | | | | 0.1 | | |
4,606,000 (1) | | | AT&T, Inc., 3.550%, 09/15/2055 | | | | | 4,628,150 | | | | | | 0.1 | | |
2,948,000 (1) | | | AT&T, Inc., 3.650%, 09/15/2059 | | | | | 2,994,045 | | | | | | 0.1 | | |
616,000 | | | AT&T, Inc., 4.300%, 02/15/2030 | | | | | 712,551 | | | | | | 0.0 | | |
820,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.850%, 04/01/2061 | | | | | 806,820 | | | | | | 0.0 | | |
829,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.900%, 06/01/2052 | | | | | 846,523 | | | | | | 0.0 | | |
750,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.464%, 07/23/2022 | | | | | 776,566 | | | | | | 0.0 | | |
2,500,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.908%, 07/23/2025 | | | | | 2,833,891 | | | | | | 0.1 | | |
1,250,000 | | | Comcast Corp., 2.650%, 02/01/2030 | | | | | 1,316,994 | | | | | | 0.1 | | |
2,279,000 | | | Comcast Corp., 3.999%, 11/01/2049 | | | | | 2,688,668 | | | | | | 0.1 | | |
3,655,000 | | | Comcast Corp., 4.000%, 03/01/2048 | | | | | 4,293,425 | | | | | | 0.1 | | |
1,225,000 | | | Comcast Corp., 4.600%, 10/15/2038 | | | | | 1,520,897 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
765,000 | | | Corning, Inc., 5.450%, 11/15/2079 | | | | $ | 1,073,427 | | | | | | 0.0 | | |
860,000 (1) | | | Deutsche Telekom AG, 3.625%, 01/21/2050 | | | | | 910,434 | | | | | | 0.0 | | |
3,500,000 | | | Discovery Communications LLC, 5.200%, 09/20/2047 | | | | | 4,357,226 | | | | | | 0.1 | | |
1,000,000 | | | Interpublic Group of Cos, Inc./The, 3.750%, 10/01/2021 | | | | | 1,008,815 | | | | | | 0.0 | | |
738,000 (1) | | | NBN Co. Ltd., 1.450%, 05/05/2026 | | | | | 740,169 | | | | | | 0.0 | | |
651,000 (1) | | | NBN Co. Ltd., 2.625%, 05/05/2031 | | | | | 667,685 | | | | | | 0.0 | | |
2,630,000 (1) | | | Tencent Holdings Ltd., 2.985%, 01/19/2023 | | | | | 2,722,029 | | | | | | 0.1 | | |
3,754,000 | | | Time Warner Cable LLC, 5.875%, 11/15/2040 | | | | | 4,870,044 | | | | | | 0.2 | | |
527,000 | | | T-Mobile USA, Inc., 2.050%, 02/15/2028 | | | | | 536,452 | | | | | | 0.0 | | |
735,000 | | | T-Mobile USA, Inc., 3.300%, 02/15/2051 | | | | | 734,706 | | | | | | 0.0 | | |
1,995,000 | | | T-Mobile USA, Inc., 3.600%, 11/15/2060 | | | | | 2,033,603 | | | | | | 0.1 | | |
818,000 | | | T-Mobile USA, Inc., 3.750%, 04/15/2027 | | | | | 905,841 | | | | | | 0.0 | | |
462,000 | | | T-Mobile USA, Inc., 3.875%, 04/15/2030 | | | | | 518,018 | | | | | | 0.0 | | |
3,317,000 | | | T-Mobile USA, Inc., 4.375%, 04/15/2040 | | | | | 3,898,885 | | | | | | 0.1 | | |
806,000 | | | VeriSign, Inc., 2.700%, 06/15/2031 | | | | | 819,847 | | | | | | 0.0 | | |
899,000 | | | Verizon Communications, Inc., 2.650%, 11/20/2040 | | | | | 866,744 | | | | | | 0.0 | | |
1,413,000 | | | Verizon Communications, Inc., 2.875%, 11/20/2050 | | | | | 1,345,633 | | | | | | 0.1 | | |
542,000 | | | Verizon Communications, Inc., 2.987%, 10/30/2056 | | | | | 510,373 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
779,000 | | | Verizon Communications, Inc., 3.400%, 03/22/2041 | | | | $ | 825,068 | | | | | | 0.0 | | |
3,375,000 | | | Verizon Communications, Inc., 3.700%, 03/22/2061 | | | | | 3,620,476 | | | | | | 0.1 | | |
2,000,000 | | | Verizon Communications, Inc., 3.850%, 11/01/2042 | | | | | 2,275,011 | | | | | | 0.1 | | |
240,000 | | | Verizon Communications, Inc., 4.000%, 03/22/2050 | | | | | 276,332 | | | | | | 0.0 | | |
208,000 | | | Verizon Communications, Inc., 4.500%, 08/10/2033 | | | | | 248,857 | | | | | | 0.0 | | |
2,750,000 | | | Verizon Communications, Inc., 4.812%, 03/15/2039 | | | | | 3,488,493 | | | | | | 0.1 | | |
1,950,000 | | | Verizon Communications, Inc., 4.862%, 08/21/2046 | | | | | 2,527,209 | | | | | | 0.1 | | |
1,510,000 | | | ViacomCBS, Inc., 5.500%, 05/15/2033 | | | | | 1,919,288 | | | | | | 0.1 | | |
500,000 | | | Vodafone Group PLC, 4.375%, 02/19/2043 | | | | | 584,923 | | | | | | 0.0 | | |
880,000 | | | Vodafone Group PLC, 5.125%, 06/19/2059 | | | | | 1,152,805 | | | | | | 0.0 | | |
539,000 | | | Walt Disney Co/The, 2.000%, 09/01/2029 | | | | | 545,343 | | | | | | 0.0 | | |
| | | | | | | | 89,288,882 | | | | | | 2.6 | | |
| | | Consumer, Cyclical: 1.1% | | ||||||||||||
747,507 (1) | | | Alaska Airlines 2020-1 Class A Pass Through Trust, 4.800%, 02/15/2029 | | | | | 829,016 | | | | | | 0.0 | | |
41,974 | | | American Airlines 2015-2 Class AA Pass Through Trust, 3.600%, 03/22/2029 | | | | | 43,532 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
2,251,607 | | | American Airlines 2016-2 Class AA Pass Through Trust, 3.200%, 12/15/2029 | | | | $ | 2,302,390 | | | | | | 0.1 | | |
334,880 | | | American Airlines 2017-1 Class A Pass Through Trust, 4.000%, 08/15/2030 | | | | | 338,992 | | | | | | 0.0 | | |
727,903 | | | American Airlines 2017-2 Class A Pass Through Trust, 3.600%, 04/15/2031 | | | | | 722,081 | | | | | | 0.0 | | |
48,583 | | | American Airlines 2017-2 Class AA Pass Through Trust, 3.350%, 04/15/2031 | | | | | 49,533 | | | | | | 0.0 | | |
528,080 (1) | | | British Airways 2020-1 Class A Pass Through Trust, 4.250%, 05/15/2034 | | | | | 570,345 | | | | | | 0.0 | | |
23,766 | | | Continental Airlines 2012-2 Class A Pass Through Trust, 4.000%, 04/29/2026 | | | | | 25,171 | | | | | | 0.0 | | |
1,875,000 (1) | | | Daimler Finance North America LLC, 2.125%, 03/10/2025 | | | | | 1,942,423 | | | | | | 0.1 | | |
648,574 | | | Delta Air Lines 2020-1 Class A Pass Through Trust, 2.500%, 12/10/2029 | | | | | 659,043 | | | | | | 0.0 | | |
515,000 (1) | | | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.500%, 10/20/2025 | | | | | 553,673 | | | | | | 0.0 | | |
793,000 (1) | | | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.750%, 10/20/2028 | | | | | 882,265 | | | | | | 0.0 | | |
1,400,000 | | | General Motors Co., 5.400%, 04/01/2048 | | | | | 1,786,490 | | | | | | 0.1 | | |
935,000 | | | General Motors Co., 6.125%, 10/01/2025 | | | | | 1,107,507 | | | | | | 0.0 | | |
1,000,000 | | | General Motors Financial Co., Inc., 3.950%, 04/13/2024 | | | | | 1,076,425 | | | | | | 0.0 | | |
1,893,000 | | | General Motors Financial Co., Inc., 4.350%, 01/17/2027 | | | | | 2,130,068 | | | | | | 0.1 | | |
1,004,000 | | | General Motors Financial Co., Inc., 5.200%, 03/20/2023 | | | | | 1,081,370 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
873,000 (1) | | | Harley-Davidson Financial Services, Inc., 3.350%, 06/08/2025 | | | | $ | 934,637 | | | | | | 0.0 | | |
1,652,000 | | | Hasbro, Inc., 3.000%, 11/19/2024 | | | | | 1,758,745 | | | | | | 0.1 | | |
1,607,000 (1) | | | Hyundai Capital America, 2.000%, 06/15/2028 | | | | | 1,595,959 | | | | | | 0.1 | | |
1,155,000 | | | Lowe’s Cos, Inc., 1.700%, 10/15/2030 | | | | | 1,108,195 | | | | | | 0.1 | | |
550,000 | | | McDonald’s Corp., 3.500%, 07/01/2027 | | | | | 610,064 | | | | | | 0.0 | | |
222,000 (1) | | | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd., 6.500%, 06/20/2027 | | | | | 244,699 | | | | | | 0.0 | | |
2,225,000 (1) | | | Nissan Motor Co. Ltd., 4.810%, 09/17/2030 | | | | | 2,514,321 | | | | | | 0.1 | | |
2,250,000 | | | Toyota Motor Credit Corp., 2.150%, 02/13/2030 | | | | | 2,310,606 | | | | | | 0.1 | | |
956,663 | | | United Airlines 2012-1 Class A Pass Through Trust, 4.150%, 10/11/2025 | | | | | 1,017,595 | | | | | | 0.0 | | |
135,576 | | | United Airlines 2013-1 Class A Pass Through Trust, 4.300%, 02/15/2027 | | | | | 143,654 | | | | | | 0.0 | | |
583,173 | | | United Airlines 2014-1 Class A Pass Through Trust, 4.000%, 10/11/2027 | | | | | 616,081 | | | | | | 0.0 | | |
1,832,836 | | | United Airlines 2016-1 Class AA Pass Through Trust, 3.100%, 01/07/2030 | | | | | 1,936,376 | | | | | | 0.1 | | |
3,828,791 | | | United Airlines 2016-2 Class AA Pass Through Trust, 2.875%, 04/07/2030 | | | | | 3,919,860 | | | | | | 0.1 | | |
62,809 | | | United Airlines 2020-1 Class A Pass Through Trust, 5.875%, 04/15/2029 | | | | | 69,823 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
824,705 | | | US Airways 2012-1 Class A Pass Through Trust, 5.900%, 04/01/2026 | | | | $ | 863,195 | | | | | | 0.0 | | |
| | | | | | | | 35,744,134 | | | | | | 1.1 | | |
| | | Consumer, Non-cyclical: 4.6% | | ||||||||||||
114,000 | | | Abbott Laboratories, 4.900%, 11/30/2046 | | | | | 156,328 | | | | | | 0.0 | | |
5,000,000 | | | AbbVie, Inc., 2.300%, 11/21/2022 | | | | | 5,133,159 | | | | | | 0.2 | | |
2,554,000 | | | AbbVie, Inc., 2.600%, 11/21/2024 | | | | | 2,694,110 | | | | | | 0.1 | | |
1,970,000 | | | AbbVie, Inc., 2.900%, 11/06/2022 | | | | | 2,035,957 | | | | | | 0.1 | | |
1,441,000 | | | AbbVie, Inc., 2.950%, 11/21/2026 | | | | | 1,550,017 | | | | | | 0.1 | | |
732,000 | | | AbbVie, Inc., 4.050%, 11/21/2039 | | | | | 851,352 | | | | | | 0.0 | | |
2,250,000 | | | AbbVie, Inc., 4.300%, 05/14/2036 | | | | | 2,676,464 | | | | | | 0.1 | | |
1,964,000 | | | AbbVie, Inc., 4.400%, 11/06/2042 | | | | | 2,387,974 | | | | | | 0.1 | | |
1,037,000 | | | AbbVie, Inc., 4.500%, 05/14/2035 | | | | | 1,250,678 | | | | | | 0.0 | | |
522,000 | | | AbbVie, Inc., 4.550%, 03/15/2035 | | | | | 634,566 | | | | | | 0.0 | | |
1,700,000 | | | AbbVie, Inc., 4.625%, 10/01/2042 | | | | | 2,105,362 | | | | | | 0.1 | | |
2,403,000 | | | Aetna, Inc., 4.500%, 05/15/2042 | | | | | 2,884,642 | | | | | | 0.1 | | |
848,000 | | | Altria Group, Inc., 2.450%, 02/04/2032 | | | | | 821,029 | | | | | | 0.0 | | |
1,691,000 | | | Altria Group, Inc., 3.700%, 02/04/2051 | | | | | 1,606,818 | | | | | | 0.1 | | |
301,000 | | | Altria Group, Inc., 4.800%, 02/14/2029 | | | | | 349,188 | | | | | | 0.0 | | |
730,000 | | | Altria Group, Inc., 5.800%, 02/14/2039 | | | | | 903,065 | | | | | | 0.0 | | |
2,000,000 | | | Altria Group, Inc., 5.950%, 02/14/2049 | | | | | 2,563,706 | | | | | | 0.1 | | |
798,000 | | | Amgen, Inc., 3.375%, 02/21/2050 | | | | | 844,136 | | | | | | 0.0 | | |
2,462,000 | | | Anheuser-Busch Cos LLC / Anheuser- Busch InBev Worldwide, Inc., 4.700%, 02/01/2036 | | | | | 3,024,327 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
4,049,000 | | | Anheuser-Busch Cos LLC / Anheuser- Busch InBev Worldwide, Inc., 4.900%, 02/01/2046 | | | | $ | 5,134,000 | | | | | | 0.2 | | |
1,909,000 | | | Anheuser-Busch InBev Finance, Inc., 4.000%, 01/17/2043 | | | | | 2,136,472 | | | | | | 0.1 | | |
1,260,000 | | | Anheuser-Busch InBev Worldwide, Inc., 5.450%, 01/23/2039 | | | | | 1,665,207 | | | | | | 0.1 | | |
1,416,000 | | | Anthem, Inc., 2.875%, 09/15/2029 | | | | | 1,504,443 | | | | | | 0.0 | | |
1,000,000 | | | Anthem, Inc., 3.500%, 08/15/2024 | | | | | 1,077,580 | | | | | | 0.0 | | |
1,800,000 | | | Anthem, Inc., 5.100%, 01/15/2044 | | | | | 2,378,158 | | | | | | 0.1 | | |
869,000 | | | Astrazeneca Finance LLC, 1.200%, 05/28/2026 | | | | | 867,065 | | | | | | 0.0 | | |
862,000 | | | Astrazeneca Finance LLC, 1.750%, 05/28/2028 | | | | | 862,563 | | | | | | 0.0 | | |
965,000 | | | Astrazeneca Finance LLC, 2.250%, 05/28/2031 | | | | | 980,970 | | | | | | 0.0 | | |
924,000 | | | AstraZeneca PLC, 1.375%, 08/06/2030 | | | | | 875,122 | | | | | | 0.0 | | |
3,079,000 | | | BAT Capital Corp., 2.259%, 03/25/2028 | | | | | 3,059,206 | | | | | | 0.1 | | |
866,000 | | | BAT Capital Corp., 2.726%, 03/25/2031 | | | | | 855,864 | | | | | | 0.0 | | |
140,000 | | | BAT Capital Corp., 3.215%, 09/06/2026 | | | | | 148,667 | | | | | | 0.0 | | |
866,000 | | | BAT Capital Corp., 3.734%, 09/25/2040 | | | | | 847,861 | | | | | | 0.0 | | |
750,000 | | | BAT Capital Corp., 4.390%, 08/15/2037 | | | | | 809,891 | | | | | | 0.0 | | |
500,000 | | | Becton Dickinson and Co., 3.363%, 06/06/2024 | | | | | 535,877 | | | | | | 0.0 | | |
863,000 (2) | | | Bristol-Myers Squibb Co., 1.450%, 11/13/2030 | | | | | 834,019 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
863,000 | | | Bristol-Myers Squibb Co., 2.550%, 11/13/2050 | | | | $ | 827,310 | | | | | | 0.0 | | |
1,757,000 | | | Bristol-Myers Squibb Co., 4.125%, 06/15/2039 | | | | | 2,124,901 | | | | | | 0.1 | | |
1,125,000 | | | Bunge Ltd. Finance Corp., 2.750%, 05/14/2031 | | | | | 1,138,190 | | | | | | 0.0 | | |
2,000,000 (1) | | | Cargill, Inc., 3.875%, 05/23/2049 | | | | | 2,362,107 | | | | | | 0.1 | | |
2,195,000 | | | Cigna Corp., 3.250%, 04/15/2025 | | | | | 2,367,464 | | | | | | 0.1 | | |
2,161,000 | | | Cigna Corp., 3.750%, 07/15/2023 | | | | | 2,302,036 | | | | | | 0.1 | | |
3,000,000 | | | Cigna Corp., 4.800%, 08/15/2038 | | | | | 3,740,586 | | | | | | 0.1 | | |
485,000 | | | Cigna Corp., 4.800%, 07/15/2046 | | | | | 617,533 | | | | | | 0.0 | | |
935,000 | | | Cigna Corp., 4.900%, 12/15/2048 | | | | | 1,206,399 | | | | | | 0.0 | | |
1,666,000 | | | Coca-Cola Co/The, 2.000%, 03/05/2031 | | | | | 1,683,943 | | | | | | 0.1 | | |
1,443,000 | | | Coca-Cola Co/The, 2.875%, 05/05/2041 | | | | | 1,501,917 | | | | | | 0.0 | | |
798,000 | | | CVS Health Corp., 2.700%, 08/21/2040 | | | | | 774,968 | | | | | | 0.0 | | |
1,075,000 | | | CVS Health Corp., 3.875%, 07/20/2025 | | | | | 1,187,328 | | | | | | 0.0 | | |
1,886,000 | | | CVS Health Corp., 4.125%, 04/01/2040 | | | | | 2,193,181 | | | | | | 0.1 | | |
3,000,000 | | | CVS Health Corp., 4.780%, 03/25/2038 | | | | | 3,696,243 | | | | | | 0.1 | | |
3,500,000 | | | CVS Health Corp., 5.050%, 03/25/2048 | | | | | 4,554,512 | | | | | | 0.1 | | |
57,682 | | | CVS Pass-Through Trust, 6.943%, 01/10/2030 | | | | | 70,192 | | | | | | 0.0 | | |
650,000 | | | Dentsply Sirona, Inc., 3.250%, 06/01/2030 | | | | | 695,968 | | | | | | 0.0 | | |
345,000 | | | Diageo Capital PLC, 2.125%, 04/29/2032 | | | | | 346,791 | | | | | | 0.0 | | |
1,400,000 (1) | | | Element Fleet Management Corp., 3.850%, 06/15/2025 | | | | | 1,507,998 | | | | | | 0.1 | | |
1,237,000 (1) | | | Fresenius Medical Care US Finance III, Inc., 1.875%, 12/01/2026 | | | | | 1,238,162 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
743,000 | | | Gilead Sciences, Inc., 0.750%, 09/29/2023 | | | | $ | 743,395 | | | | | | 0.0 | | |
557,000 | | | Gilead Sciences, Inc., 3.500%, 02/01/2025 | | | | | 604,095 | | | | | | 0.0 | | |
566,000 | | | Gilead Sciences, Inc., 4.500%, 02/01/2045 | | | | | 693,656 | | | | | | 0.0 | | |
1,676,000 | | | Global Payments, Inc., 1.200%, 03/01/2026 | | | | | 1,661,340 | | | | | | 0.1 | | |
1,000,000 | | | Global Payments, Inc., 2.650%, 02/15/2025 | | | | | 1,054,477 | | | | | | 0.0 | | |
3,000,000 | | | Global Payments, Inc., 3.200%, 08/15/2029 | | | | | 3,215,443 | | | | | | 0.1 | | |
1,166,000 | | | HCA, Inc., 4.125%, 06/15/2029 | | | | | 1,313,956 | | | | | | 0.0 | | |
1,604,000 | | | HCA, Inc., 4.500%, 02/15/2027 | | | | | 1,814,498 | | | | | | 0.1 | | |
407,000 | | | HCA, Inc., 5.125%, 06/15/2039 | | | | | 509,769 | | | | | | 0.0 | | |
772,000 | | | HCA, Inc., 5.250%, 04/15/2025 | | | | | 883,931 | | | | | | 0.0 | | |
500,000 | | | HCA, Inc., 5.250%, 06/15/2049 | | | | | 638,567 | | | | | | 0.0 | | |
1,932,000 | | | Hormel Foods Corp., 3.050%, 06/03/2051 | | | | | 2,007,076 | | | | | | 0.1 | | |
1,815,000 | | | Humana, Inc., 3.125%, 08/15/2029 | | | | | 1,956,239 | | | | | | 0.1 | | |
650,000 | | | Illumina, Inc., 2.550%, 03/23/2031 | | | | | 660,464 | | | | | | 0.0 | | |
2,113,000 (1) | | | Imperial Brands Finance PLC, 3.750%, 07/21/2022 | | | | | 2,168,468 | | | | | | 0.1 | | |
796,000 | | | Johnson & Johnson, 0.950%, 09/01/2027 | | | | | 781,875 | | | | | | 0.0 | | |
969,000 | | | Laboratory Corp. of America Holdings, 3.250%, 09/01/2024 | | | | | 1,037,506 | | | | | | 0.0 | | |
2,500,000 (1) | | | Mars, Inc., 4.125%, 04/01/2054 | | | | | 3,127,143 | | | | | | 0.1 | | |
1,505,000 | | | McKesson Corp., 0.900%, 12/03/2025 | | | | | 1,483,858 | | | | | | 0.0 | | |
1,436,000 | | | Medtronic, Inc., 4.375%, 03/15/2035 | | | | | 1,788,798 | | | | | | 0.1 | | |
1,627,000 | | | Mylan, Inc., 5.200%, 04/15/2048 | | | | | 2,012,390 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
2,891,000 | | | PayPal Holdings, Inc., 2.850%, 10/01/2029 | | | | $ | 3,121,703 | | | | | | 0.1 | | |
2,449,000 | | | PerkinElmer, Inc., 3.300%, 09/15/2029 | | | | | 2,654,460 | | | | | | 0.1 | | |
1,500,000 | | | Philip Morris International, Inc., 3.875%, 08/21/2042 | | | | | 1,662,783 | | | | | | 0.1 | | |
2,449,000 | | | Regeneron Pharmaceuticals, Inc., 1.750%, 09/15/2030 | | | | | 2,323,636 | | | | | | 0.1 | | |
1,250,000 | | | Reynolds American, Inc., 5.850%, 08/15/2045 | | | | | 1,532,963 | | | | | | 0.1 | | |
624,000 | | | Reynolds American, Inc., 6.150%, 09/15/2043 | | | | | 782,710 | | | | | | 0.0 | | |
537,000 (1) | | | Royalty Pharma PLC, 1.200%, 09/02/2025 | | | | | 532,581 | | | | | | 0.0 | | |
796,000 (1) | | | Royalty Pharma PLC, 1.750%, 09/02/2027 | | | | | 784,007 | | | | | | 0.0 | | |
1,673,000 (1) | | | Royalty Pharma PLC, 3.300%, 09/02/2040 | | | | | 1,687,812 | | | | | | 0.1 | | |
687,000 (1) | | | Royalty Pharma PLC, 3.550%, 09/02/2050 | | | | | 685,026 | | | | | | 0.0 | | |
650,000 | | | Smith & Nephew PLC, 2.032%, 10/14/2030 | | | | | 636,589 | | | | | | 0.0 | | |
581,000 | | | STERIS Irish FinCo UnLtd. Co., 2.700%, 03/15/2031 | | | | | 592,367 | | | | | | 0.0 | | |
914,000 | | | STERIS Irish FinCo UnLtd. Co., 3.750%, 03/15/2051 | | | | | 972,398 | | | | | | 0.0 | | |
200,000 | | | Takeda Pharmaceutical Co. Ltd., 3.175%, 07/09/2050 | | | | | 202,572 | | | | | | 0.0 | | |
600,000 | | | Takeda Pharmaceutical Co. Ltd., 3.375%, 07/09/2060 | | | | | 617,370 | | | | | | 0.0 | | |
430,000 | | | Thermo Fisher Scientific, Inc., 4.133%, 03/25/2025 | | | | | 476,987 | | | | | | 0.0 | | |
830,000 (1) | | | Triton Container International Ltd., 2.050%, 04/15/2026 | | | | | 835,161 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
862,000 (1) | | | Triton Container International Ltd., 3.150%, 06/15/2031 | | | | $ | 867,783 | | | | | | 0.0 | | |
648,000 | | | UnitedHealth Group, Inc., 1.150%, 05/15/2026 | | | | | 648,437 | | | | | | 0.0 | | |
1,783,000 | | | UnitedHealth Group, Inc., 2.300%, 05/15/2031 | | | | | 1,827,281 | | | | | | 0.1 | | |
730,000 | | | UnitedHealth Group, Inc., 3.050%, 05/15/2041 | | | | | 765,368 | | | | | | 0.0 | | |
1,783,000 | | | UnitedHealth Group, Inc., 3.250%, 05/15/2051 | | | | | 1,905,706 | | | | | | 0.1 | | |
1,111,000 | | | UnitedHealth Group, Inc., 3.500%, 08/15/2039 | | | | | 1,243,391 | | | | | | 0.0 | | |
1,500,000 (1) | | | Viatris, Inc., 3.850%, 06/22/2040 | | | | | 1,597,416 | | | | | | 0.1 | | |
981,000 (1) | | | Viatris, Inc., 4.000%, 06/22/2050 | | | | | 1,039,237 | | | | | | 0.0 | | |
1,065,000 (1) | | | Viterra Finance BV, 2.000%, 04/21/2026 | | | | | 1,067,368 | | | | | | 0.0 | | |
| | | | | | | | 156,403,628 | | | | | | 4.6 | | |
| | | Energy: 2.7% | | ||||||||||||
450,000 | | | BP Capital Markets America, Inc., 1.749%, 08/10/2030 | | | | | 439,627 | | | | | | 0.0 | | |
357,000 | | | BP Capital Markets America, Inc., 2.772%, 11/10/2050 | | | | | 331,355 | | | | | | 0.0 | | |
4,000,000 | | | BP Capital Markets America, Inc., 3.224%, 04/14/2024 | | | | | 4,266,694 | | | | | | 0.1 | | |
750,000 | | | BP Capital Markets America, Inc., 3.379%, 02/08/2061 | | | | | 755,762 | | | | | | 0.0 | | |
923,000 (3) | | | BP Capital Markets PLC, 4.875%, 12/31/2199 | | | | | 1,015,761 | | | | | | 0.0 | | |
408,000 | | | Burlington Resources LLC, 5.950%, 10/15/2036 | | | | | 564,611 | | | | | | 0.0 | | |
205,000 | | | Canadian Natural Resources Ltd., 6.750%, 02/01/2039 | | | | | 287,315 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
1,665,000 | | | Cheniere Corpus Christi Holdings LLC, 3.700%, 11/15/2029 | | | | $ | 1,820,307 | | | | | | 0.1 | | |
117,000 | | | Chevron USA, Inc., 3.250%, 10/15/2029 | | | | | 129,705 | | | | | | 0.0 | | |
4,243,000 | | | Cimarex Energy Co., 3.900%, 05/15/2027 | | | | | 4,681,945 | | | | | | 0.2 | | |
1,334,000 (1)(2) | | | ConocoPhillips, 2.400%, 02/15/2031 | | | | | 1,366,671 | | | | | | 0.1 | | |
647,000 (1) | | | ConocoPhillips, 3.750%, 10/01/2027 | | | | | 727,787 | | | | | | 0.0 | | |
1,652,000 | | | Diamondback Energy, Inc., 2.875%, 12/01/2024 | | | | | 1,745,996 | | | | | | 0.1 | | |
831,000 | | | Diamondback Energy, Inc., 3.125%, 03/24/2031 | | | | | 862,108 | | | | | | 0.0 | | |
1,160,000 | | | Diamondback Energy, Inc., 3.250%, 12/01/2026 | | | | | 1,244,327 | | | | | | 0.0 | | |
3,000,000 | | | Diamondback Energy, Inc., 3.500%, 12/01/2029 | | | | | 3,214,272 | | | | | | 0.1 | | |
665,000 | | | Diamondback Energy, Inc., 4.400%, 03/24/2051 | | | | | 750,741 | | | | | | 0.0 | | |
979,000 (2)(3) | | | Enbridge, Inc., 5.750%, 07/15/2080 | | | | | 1,094,033 | | | | | | 0.0 | | |
1,067,000 | | | Energy Transfer L.P. / Regency Energy Finance Corp., 4.500%, 11/01/2023 | | | | | 1,145,785 | | | | | | 0.0 | | |
582,000 | | | Energy Transfer L.P., 4.250%, 04/01/2024 | | | | | 627,921 | | | | | | 0.0 | | |
275,000 | | | Energy Transfer L.P., 4.900%, 03/15/2035 | | | | | 318,887 | | | | | | 0.0 | | |
1,625,000 | | | Energy Transfer L.P., 5.300%, 04/01/2044 | | | | | 1,879,597 | | | | | | 0.1 | | |
2,000,000 | | | Energy Transfer L.P., 5.300%, 04/15/2047 | | | | | 2,343,694 | | | | | | 0.1 | | |
845,000 | | | Energy Transfer L.P., 5.350%, 05/15/2045 | | | | | 982,803 | | | | | | 0.0 | | |
490,000 | | | Energy Transfer L.P., 5.800%, 06/15/2038 | | | | | 610,947 | | | | | | 0.0 | | |
1,385,000 | | | Enterprise Products Operating LLC, 3.750%, 02/15/2025 | | | | | 1,511,581 | | | | | | 0.1 | | |
589,000 | | | Enterprise Products Operating LLC, 3.950%, 01/31/2060 | | | | | 658,162 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
283,000 | | | Enterprise Products Operating LLC, 4.200%, 01/31/2050 | | | | $ | 326,975 | | | | | | 0.0 | | |
2,400,000 (3) | | | Enterprise Products Operating LLC, 4.875%, 08/16/2077 | | | | | 2,356,715 | | | | | | 0.1 | | |
826,000 | | | Equinor ASA, 3.125%, 04/06/2030 | | | | | 900,183 | | | | | | 0.0 | | |
1,394,000 | | | Exxon Mobil Corp., 2.726%, 03/01/2023 | | | | | 1,443,825 | | | | | | 0.1 | | |
755,000 | | | Exxon Mobil Corp., 4.227%, 03/19/2040 | | | | | 902,437 | | | | | | 0.0 | | |
1,732,000 (1) | | | Flex Intermediate Holdco LLC, 3.363%, 06/30/2031 | | | | | 1,756,808 | | | | | | 0.1 | | |
79,000 | | | Halliburton Co., 3.500%, 08/01/2023 | | | | | 83,324 | | | | | | 0.0 | | |
66,000 | | | Halliburton Co., 3.800%, 11/15/2025 | | | | | 73,004 | | | | | | 0.0 | | |
2,676,000 | | | Hess Corp., 5.600%, 02/15/2041 | | | | | 3,345,008 | | | | | | 0.1 | | |
1,000,000 | | | Kinder Morgan Energy Partners L.P., 4.250%, 09/01/2024 | | | | | 1,100,074 | | | | | | 0.0 | | |
920,000 | | | Kinder Morgan Energy Partners L.P., 5.400%, 09/01/2044 | | | | | 1,157,105 | | | | | | 0.0 | | |
786,000 | | | Kinder Morgan, Inc., 5.550%, 06/01/2045 | | | | | 1,019,219 | | | | | | 0.0 | | |
647,000 (1) | | | Lundin Energy Finance BV, 2.000%, 07/15/2026 | | | | | 648,796 | | | | | | 0.0 | | |
751,000 | | | Marathon Petroleum Corp., 4.700%, 05/01/2025 | | | | | 847,577 | | | | | | 0.0 | | |
1,336,000 | | | Marathon Petroleum Corp., 4.750%, 09/15/2044 | | | | | 1,585,761 | | | | | | 0.1 | | |
1,000,000 | | | Marathon Petroleum Corp., 5.000%, 09/15/2054 | | | | | 1,203,937 | | | | | | 0.0 | | |
373,000 | | | MPLX L.P., 4.700%, 04/15/2048 | | | | | 434,463 | | | | | | 0.0 | | |
479,000 | | | MPLX L.P., 5.200%, 03/01/2047 | | | | | 591,101 | | | | | | 0.0 | | |
928,000 | | | MPLX L.P., 5.200%, 12/01/2047 | | | | | 1,136,128 | | | | | | 0.0 | | |
570,000 | | | MPLX L.P., 5.500%, 02/15/2049 | | | | | 739,438 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
679,000 (1) | | | Northern Natural Gas Co., 3.400%, 10/16/2051 | | | | $ | 698,712 | | | | | | 0.0 | | |
718,000 | | | ONEOK Partners L.P., 6.125%, 02/01/2041 | | | | | 926,859 | | | | | | 0.0 | | |
908,000 | | | ONEOK Partners L.P., 6.200%, 09/15/2043 | | | | | 1,198,798 | | | | | | 0.0 | | |
770,000 | | | ONEOK, Inc., 2.200%, 09/15/2025 | | | | | 792,424 | | | | | | 0.0 | | |
510,000 | | | Phillips 66, 0.900%, 02/15/2024 | | | | | 510,702 | | | | | | 0.0 | | |
1,380,000 | | | Plains All American Pipeline L.P. / PAA Finance Corp., 3.550%, 12/15/2029 | | | | | 1,454,595 | | | | | | 0.1 | | |
1,180,000 | | | Plains All American Pipeline L.P. / PAA Finance Corp., 4.500%, 12/15/2026 | | | | | 1,325,419 | | | | | | 0.1 | | |
1,779,000 | | | Plains All American Pipeline L.P. / PAA Finance Corp., 4.650%, 10/15/2025 | | | | | 1,991,634 | | | | | | 0.1 | | |
500,000 | | | Plains All American Pipeline L.P. / PAA Finance Corp., 4.900%, 02/15/2045 | | | | | 544,601 | | | | | | 0.0 | | |
900,000 | | | Sabine Pass Liquefaction LLC, 4.200%, 03/15/2028 | | | | | 1,016,986 | | | | | | 0.0 | | |
906,000 | | | Sabine Pass Liquefaction LLC, 5.000%, 03/15/2027 | | | | | 1,047,308 | | | | | | 0.0 | | |
1,866,000 (1) | | | Santos Finance Ltd., 3.649%, 04/29/2031 | | | | | 1,912,241 | | | | | | 0.1 | | |
500,000 (1) | | | Schlumberger Holdings Corp., 3.750%, 05/01/2024 | | | | | 538,462 | | | | | | 0.0 | | |
1,500,000 (1) | | | Schlumberger Investment SA, 2.400%, 08/01/2022 | | | | | 1,524,197 | | | | | | 0.1 | | |
4,500,000 | | | Shell International Finance BV, 3.250%, 05/11/2025 | | | | | 4,886,262 | | | | | | 0.2 | | |
1,320,000 | | | Shell International Finance BV, 4.125%, 05/11/2035 | | | | | 1,572,529 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
616,000 | | | Shell International Finance BV, 4.000%, 05/10/2046 | | | | $ | 722,528 | | | | | | 0.0 | | |
500,000 | | | TotalEnergies Capital International SA, 2.986%, 06/29/2041 | | | | | 510,100 | | | | | | 0.0 | | |
351,000 | | | TotalEnergies Capital International SA, 3.127%, 05/29/2050 | | | | | 356,581 | | | | | | 0.0 | | |
2,000,000 | | | TotalEnergies Capital Canada Ltd., 2.750%, 07/15/2023 | | | | | 2,092,128 | | | | | | 0.1 | | |
257,000 | | | Transcontinental Gas Pipe Line Co. LLC, 3.250%, 05/15/2030 | | | | | 278,494 | | | | | | 0.0 | | |
392,000 | | | Valero Energy Corp., 2.850%, 04/15/2025 | | | | | 415,929 | | | | | | 0.0 | | |
3,804,000 | | | Williams Cos, Inc./The, 4.000%, 09/15/2025 | | | | | 4,214,571 | | | | | | 0.1 | | |
1,017,000 | | | Williams Cos, Inc./The, 5.400%, 03/04/2044 | | | | | 1,291,686 | | | | | | 0.1 | | |
1,128,000 | | | Williams Partners L.P., 3.600%, 03/15/2022 | | | | | 1,147,043 | | | | | | 0.0 | | |
1,836,000 | | | Williams Partners L.P., 3.750%, 06/15/2027 | | | | | 2,041,119 | | | | | | 0.1 | | |
| | | | | | | | 92,042,180 | | | | | | 2.7 | | |
| | | Financial: 9.5% | | ||||||||||||
1,862,000 | | | Alexandria Real Estate Equities, Inc., 2.000%, 05/18/2032 | | | | | 1,815,982 | | | | | | 0.1 | | |
826,000 | | | American Homes 4 Rent L.P., 2.375%, 07/08/2031 | | | | | 816,410 | | | | | | 0.0 | | |
258,000 | | | American Homes 4 Rent L.P., 2.375%, 07/08/2051 | | | | | 252,742 | | | | | | 0.0 | | |
215,000 | | | American International Group, Inc., 3.875%, 01/15/2035 | | | | | 243,984 | | | | | | 0.0 | | |
1,248,000 | | | American International Group, Inc., 3.900%, 04/01/2026 | | | | | 1,393,303 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
245,000 | | | American International Group, Inc., 4.375%, 01/15/2055 | | | | $ | 298,074 | | | | | | 0.0 | | |
1,106,000 | | | American International Group, Inc., 4.500%, 07/16/2044 | | | | | 1,344,349 | | | | | | 0.0 | | |
773,000 | | | American International Group, Inc., 4.800%, 07/10/2045 | | | | | 969,471 | | | | | | 0.0 | | |
875,000 (1) | | | ANZ New Zealand Int’l Ltd./London, 1.250%, 06/22/2026 | | | | | 871,635 | | | | | | 0.0 | | |
1,461,000 | | | Arthur J Gallagher & Co., 3.500%, 05/20/2051 | | | | | 1,532,759 | | | | | | 0.1 | | |
1,847,000 | | | Assurant, Inc., 2.650%, 01/15/2032 | | | | | 1,845,966 | | | | | | 0.1 | | |
1,334,000 | | | Assurant, Inc., 3.700%, 02/22/2030 | | | | | 1,447,087 | | | | | | 0.1 | | |
519,000 (1) | | | Athene Global Funding, 2.950%, 11/12/2026 | | | | | 553,326 | | | | | | 0.0 | | |
452,000 (1) | | | Aviation Capital Group LLC, 3.875%, 05/01/2023 | | | | | 473,733 | | | | | | 0.0 | | |
808,000 (1) | | | Aviation Capital Group LLC, 4.375%, 01/30/2024 | | | | | 867,061 | | | | | | 0.0 | | |
863,000 (1) | | | Aviation Capital Group LLC, 5.500%, 12/15/2024 | | | | | 976,253 | | | | | | 0.0 | | |
599,000 (1) | | | Avolon Holdings Funding Ltd., 2.125%, 02/21/2026 | | | | | 597,028 | | | | | | 0.0 | | |
1,804,000 (1) | | | Avolon Holdings Funding Ltd., 2.750%, 02/21/2028 | | | | | 1,786,047 | | | | | | 0.1 | | |
391,000 (1) | | | Avolon Holdings Funding Ltd., 2.875%, 02/15/2025 | | | | | 402,836 | | | | | | 0.0 | | |
800,000 | | | Banco Santander SA, 1.849%, 03/25/2026 | | | | | 808,945 | | | | | | 0.0 | | |
1,000,000 | | | Banco Santander SA, 2.746%, 05/28/2025 | | | | | 1,054,262 | | | | | | 0.0 | | |
800,000 | | | Banco Santander SA, 2.958%, 03/25/2031 | | | | | 824,877 | | | | | | 0.0 | | |
2,000,000 | | | Banco Santander SA, 3.125%, 02/23/2023 | | | | | 2,083,830 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
3,375,000 (3) | | | Bank of America Corp., 0.981%, 09/25/2025 | | | | $ | 3,374,381 | | | | | | 0.1 | | |
1,955,000 (3) | | | Bank of America Corp., 1.197%, 10/24/2026 | | | | | 1,938,495 | | | | | | 0.1 | | |
2,576,000 (3) | | | Bank of America Corp., 1.734%, 07/22/2027 | | | | | 2,597,209 | | | | | | 0.1 | | |
384,000 (3) | | | Bank of America Corp., 1.898%, 07/23/2031 | | | | | 373,663 | | | | | | 0.0 | | |
1,396,000 (3) | | | Bank of America Corp., 1.922%, 10/24/2031 | | | | | 1,361,879 | | | | | | 0.0 | | |
225,000 (3) | | | Bank of America Corp., 2.015%, 02/13/2026 | | | | | 232,084 | | | | | | 0.0 | | |
1,852,000 (3) | | | Bank of America Corp., 2.087%, 06/14/2029 | | | | | 1,868,792 | | | | | | 0.1 | | |
220,000 (3) | | | Bank of America Corp., 2.496%, 02/13/2031 | | | | | 224,857 | | | | | | 0.0 | | |
1,980,000 (3) | | | Bank of America Corp., 2.676%, 06/19/2041 | | | | | 1,924,531 | | | | | | 0.1 | | |
1,508,000 (3) | | | Bank of America Corp., 2.687%, 04/22/2032 | | | | | 1,552,437 | | | | | | 0.1 | | |
1,000,000 (3) | | | Bank of America Corp., 3.194%, 07/23/2030 | | | | | 1,077,953 | | | | | | 0.0 | | |
1,000,000 (3) | | | Bank of America Corp., 3.593%, 07/21/2028 | | | | | 1,101,950 | | | | | | 0.0 | | |
1,645,000 | | | Bank of America Corp., 3.950%, 04/21/2025 | | | | | 1,806,599 | | | | | | 0.1 | | |
435,000 (3) | | | Bank of America Corp., 3.970%, 03/05/2029 | | | | | 490,880 | | | | | | 0.0 | | |
1,355,000 (3) | | | Bank of America Corp., 4.078%, 04/23/2040 | | | | | 1,584,250 | | | | | | 0.1 | | |
323,000 (3) | | | Bank of America Corp., 4.083%, 03/20/2051 | | | | | 386,744 | | | | | | 0.0 | | |
3,641,000 | | | Bank of America Corp., 4.183%, 11/25/2027 | | | | | 4,081,437 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
4,336,000 | | | Bank of America Corp., 4.250%, 10/22/2026 | | | | $ | 4,899,181 | | | | | | 0.2 | | |
1,000,000 (3) | | | Bank of America Corp., 4.271%, 07/23/2029 | | | | | 1,149,702 | | | | | | 0.0 | | |
1,545,000 | | | Bank of Nova Scotia/The, 2.200%, 02/03/2025 | | | | | 1,611,552 | | | | | | 0.1 | | |
1,773,000 (1) | | | Banque Federative du Credit Mutuel SA, 0.650%, 02/27/2024 | | | | | 1,769,082 | | | | | | 0.1 | | |
1,535,000 (1) | | | Banque Federative du Credit Mutuel SA, 2.375%, 11/21/2024 | | | | | 1,604,583 | | | | | | 0.1 | | |
932,000 (3) | | | Barclays PLC, 3.564%, 09/23/2035 | | | | | 972,160 | | | | | | 0.0 | | |
2,438,000 (3) | | | Barclays PLC, 3.932%, 05/07/2025 | | | | | 2,633,254 | | | | | | 0.1 | | |
1,325,000 (3) | | | Barclays PLC, 4.610%, 02/15/2023 | | | | | 1,359,067 | | | | | | 0.0 | | |
926,000 | | | Berkshire Hathaway Finance Corp., 1.450%, 10/15/2030 | | | | | 905,510 | | | | | | 0.0 | | |
608,000 | | | Berkshire Hathaway Finance Corp., 2.850%, 10/15/2050 | | | | | 608,166 | | | | | | 0.0 | | |
1,255,000 | | | Berkshire Hathaway Finance Corp., 4.250%, 01/15/2049 | | | | | 1,562,087 | | | | | | 0.1 | | |
1,843,000 (1)(3) | | | BNP Paribas SA, 1.323%, 01/13/2027 | | | | | 1,822,016 | | | | | | 0.1 | | |
455,000 (1)(3) | | | BNP Paribas SA, 2.588%, 08/12/2035 | | | | | 444,957 | | | | | | 0.0 | | |
4,115,000 (1)(3) | | | BNP Paribas SA, 2.819%, 11/19/2025 | | | | | 4,331,032 | | | | | | 0.1 | | |
1,294,000 (1)(3) | | | BNP Paribas SA, 2.871%, 04/19/2032 | | | | | 1,329,817 | | | | | | 0.0 | | |
1,327,000 (1)(3) | | | BPCE SA, 2.277%, 01/20/2032 | | | | | 1,303,461 | | | | | | 0.0 | | |
3,960,000 (1) | | | BPCE SA, 2.700%, 10/01/2029 | | | | | 4,140,812 | | | | | | 0.1 | | |
955,000 (1) | | | BPCE SA, 5.700%, 10/22/2023 | | | | | 1,057,807 | | | | | | 0.0 | | |
359,000 | | | Camden Property Trust, 2.800%, 05/15/2030 | | | | | 381,050 | | | | | | 0.0 | | |
910,000 | | | Canadian Imperial Bank of Commerce, 2.250%, 01/28/2025 | | | | | 950,973 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
424,000 | | | Canadian Imperial Bank of Commerce, 3.100%, 04/02/2024 | | | | $ | 450,801 | | | | | | 0.0 | | |
850,000 | | | Capital One Financial Corp., 3.650%, 05/11/2027 | | | | | 944,559 | | | | | | 0.0 | | |
1,379,000 | | | CBRE Services, Inc., 2.500%, 04/01/2031 | | | | | 1,397,976 | | | | | | 0.1 | | |
665,000 | | | Charles Schwab Corp./The, 2.000%, 03/20/2028 | | | | | 682,735 | | | | | | 0.0 | | |
1,358,000 (3) | | | Charles Schwab Corp./The, 5.375%, 12/31/2199 | | | | | 1,504,392 | | | | | | 0.1 | | |
1,035,000 | | | CI Financial Corp., 4.100%, 06/15/2051 | | | | | 1,083,751 | | | | | | 0.0 | | |
806,000 (3) | | | Citigroup, Inc., 1.462%, 06/09/2027 | | | | | 803,482 | | | | | | 0.0 | | |
1,118,000 (3) | | | Citigroup, Inc., 1.678%, 05/15/2024 | | | | | 1,141,899 | | | | | | 0.0 | | |
1,486,000 (3) | | | Citigroup, Inc., 2.561%, 05/01/2032 | | | | | 1,513,725 | | | | | | 0.1 | | |
5,000,000 (3) | | | Citigroup, Inc., 2.876%, 07/24/2023 | | | | | 5,129,346 | | | | | | 0.2 | | |
4,000,000 | | | Citigroup, Inc., 5.500%, 09/13/2025 | | | | | 4,661,772 | | | | | | 0.1 | | |
2,000,000 (1) | | | Citizens Financial Group, Inc., 4.150%, 09/28/2022 | | | | | 2,080,420 | | | | | | 0.1 | | |
525,000 | | | Columbia Property Trust Operating Partnership L.P., 3.650%, 08/15/2026 | | | | | 553,963 | | | | | | 0.0 | | |
280,000 | | | Columbia Property Trust Operating Partnership L.P., 4.150%, 04/01/2025 | | | | | 301,896 | | | | | | 0.0 | | |
1,013,000 (1) | | | Commonwealth Bank of Australia, 2.688%, 03/11/2031 | | | | | 1,013,760 | | | | | | 0.0 | | |
745,000 (1) | | | Commonwealth Bank of Australia, 3.743%, 09/12/2039 | | | | | 822,846 | | | | | | 0.0 | | |
1,358,000 (1)(3) | | | Cooperatieve Rabobank UA, 1.004%, 09/24/2026 | | | | | 1,341,843 | | | | | | 0.0 | | |
752,000 | | | Cooperatieve Rabobank UA, 3.950%, 11/09/2022 | | | | | 787,446 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
5,500,000 | | | Cooperatieve Rabobank UA, 4.375%, 08/04/2025 | | | | $ | 6,145,700 | | | | | | 0.2 | | |
1,235,000 (1)(3) | | | Credit Agricole SA/London, 1.907%, 06/16/2026 | | | | | 1,259,792 | | | | | | 0.0 | | |
6,000,000 (1) | | | Credit Suisse AG, 6.500%, 08/08/2023 | | | | | 6,642,300 | | | | | | 0.2 | | |
3,000,000 (1)(3) | | | Credit Suisse Group AG, 2.997%, 12/14/2023 | | | | | 3,098,920 | | | | | | 0.1 | | |
750,000 | | | Credit Suisse Group Funding Guernsey Ltd., 3.800%, 09/15/2022 | | | | | 780,635 | | | | | | 0.0 | | |
589,000 | | | Crown Castle International Corp., 1.050%, 07/15/2026 | | | | | 575,804 | | | | | | 0.0 | | |
1,870,000 (1)(3) | | | Danske Bank A/S, 1.621%, 09/11/2026 | | | | | 1,873,626 | | | | | | 0.1 | | |
600,000 (1) | | | Danske Bank A/S, 5.000%, 01/12/2022 | | | | | 613,970 | | | | | | 0.0 | | |
813,000 (1)(3) | | | Depository Trust & Clearing Corp./The, 3.375%, 12/31/2199 | | | | | 827,736 | | | | | | 0.0 | | |
1,770,000 (3) | | | Discover Bank, 4.682%, 08/09/2028 | | | | | 1,881,448 | | | | | | 0.1 | | |
609,000 (1) | | | Empower Finance 2020 L.P., 1.357%, 09/17/2027 | | | | | 600,381 | | | | | | 0.0 | | |
500,000 | | | ERP Operating L.P., 2.500%, 02/15/2030 | | | | | 518,178 | | | | | | 0.0 | | |
1,925,000 (1) | | | Federation des Caisses Desjardins du Quebec, 2.050%, 02/10/2025 | | | | | 1,989,907 | | | | | | 0.1 | | |
525,000 | | | GE Capital International Funding Co. Unlimited Co., 4.418%, 11/15/2035 | | | | | 630,127 | | | | | | 0.0 | | |
1,668,000 (3) | | | Goldman Sachs Group, Inc./The, 1.431%, 03/09/2027 | | | | | 1,664,015 | | | | | | 0.1 | | |
1,608,000 (3) | | | Goldman Sachs Group, Inc./The, 1.542%, 09/10/2027 | | | | | 1,605,466 | | | | | | 0.1 | | |
2,500,000 | | | Goldman Sachs Group, Inc., 4.250%, 10/21/2025 | | | | | 2,796,659 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
1,000,000 | | | Goldman Sachs Group, Inc., 5.150%, 05/22/2045 | | | | $ | 1,340,727 | | | | | | 0.0 | | |
449,000 | | | Goldman Sachs Group, Inc., 6.750%, 10/01/2037 | | | | | 654,831 | | | | | | 0.0 | | |
1,265,000 (1) | | | Guardian Life Global Funding, 1.250%, 11/19/2027 | | | | | 1,235,110 | | | | | | 0.0 | | |
733,000 | | | Hartford Financial Services Group, Inc./The, 5.950%, 10/15/2036 | | | | | 1,002,886 | | | | | | 0.0 | | |
1,355,000 (3) | | | HSBC Holdings PLC, 1.589%, 05/24/2027 | | | | | 1,358,631 | | | | | | 0.0 | | |
985,000 (3) | | | HSBC Holdings PLC, 2.013%, 09/22/2028 | | | | | 988,960 | | | | | | 0.0 | | |
1,331,000 (3) | | | HSBC Holdings PLC, 2.633%, 11/07/2025 | | | | | 1,397,663 | | | | | | 0.0 | | |
1,497,000 (3) | | | HSBC Holdings PLC, 3.973%, 05/22/2030 | | | | | 1,676,916 | | | | | | 0.1 | | |
3,307,000 (3) | | | HSBC Holdings PLC, 4.041%, 03/13/2028 | | | | | 3,669,776 | | | | | | 0.1 | | |
1,250,000 | | | HSBC Holdings PLC, 4.300%, 03/08/2026 | | | | | 1,410,943 | | | | | | 0.1 | | |
1,673,000 (3) | | | HSBC Holdings PLC, 4.700%, 12/31/2199 | | | | | 1,739,920 | | | | | | 0.1 | | |
365,000 | | | HSBC Holdings PLC, 4.950%, 03/31/2030 | | | | | 440,936 | | | | | | 0.0 | | |
3,439,000 | | | ING Groep NV, 3.550%, 04/09/2024 | | | | | 3,706,448 | | | | | | 0.1 | | |
1,059,000 | | | Intercontinental Exchange, Inc., 2.650%, 09/15/2040 | | | | | 1,011,301 | | | | | | 0.0 | | |
396,000 | | | Intercontinental Exchange, Inc., 3.000%, 06/15/2050 | | | | | 391,605 | | | | | | 0.0 | | |
2,030,000 (3) | | | JPMorgan Chase & Co., 0.969%, 06/23/2025 | | | | | 2,033,291 | | | | | | 0.1 | | |
1,184,000 (3) | | | JPMorgan Chase & Co., 1.040%, 02/04/2027 | | | | | 1,165,177 | | | | | | 0.0 | | |
1,621,000 (3) | | | JPMorgan Chase & Co., 1.953%, 02/04/2032 | | | | | 1,575,550 | | | | | | 0.1 | | |
2,071,000 (3) | | | JPMorgan Chase & Co., 2.069%, 06/01/2029 | | | | | 2,089,291 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
381,000 (3) | | | JPMorgan Chase & Co., 2.182%, 06/01/2028 | | | | $ | 390,408 | | | | | | 0.0 | | |
615,000 (3) | | | JPMorgan Chase & Co., 2.522%, 04/22/2031 | | | | | 633,375 | | | | | | 0.0 | | |
949,000 (3) | | | JPMorgan Chase & Co., 2.525%, 11/19/2041 | | | | | 906,506 | | | | | | 0.0 | | |
3,267,000 (3) | | | JPMorgan Chase & Co., 2.580%, 04/22/2032 | | | | | 3,355,285 | | | | | | 0.1 | | |
283,000 (3) | | | JPMorgan Chase & Co., 3.109%, 04/22/2051 | | | | | 292,512 | | | | | | 0.0 | | |
2,326,000 (3) | | | JPMorgan Chase & Co., 3.157%, 04/22/2042 | | | | | 2,423,871 | | | | | | 0.1 | | |
1,273,000 (3) | | | JPMorgan Chase & Co., 3.328%, 04/22/2052 | | | | | 1,361,221 | | | | | | 0.0 | | |
3,320,000 | | | JPMorgan Chase & Co., 3.875%, 09/10/2024 | | | | | 3,620,659 | | | | | | 0.1 | | |
947,000 (3) | | | JPMorgan Chase & Co., 3.964%, 11/15/2048 | | | | | 1,113,456 | | | | | | 0.0 | | |
945,000 (3) | | | JPMorgan Chase & Co., 4.493%, 03/24/2031 | | | | | 1,120,144 | | | | | | 0.0 | | |
891,000 | | | Kite Realty Group L.P., 4.000%, 10/01/2026 | | | | | 962,171 | | | | | | 0.0 | | |
834,000 (1) | | | Liberty Mutual Group, Inc., 3.951%, 10/15/2050 | | | | | 931,752 | | | | | | 0.0 | | |
1,125,000 (3) | | | Lloyds Banking Group PLC, 2.438%, 02/05/2026 | | | | | 1,173,746 | | | | | | 0.0 | | |
2,177,000 (3) | | | Lloyds Banking Group PLC, 2.907%, 11/07/2023 | | | | | 2,245,280 | | | | | | 0.1 | | |
1,404,000 (1) | | | LSEGA Financing PLC, 2.500%, 04/06/2031 | | | | | 1,440,236 | | | | | | 0.1 | | |
1,445,000 (1) | | | LSEGA Financing PLC, 3.200%, 04/06/2041 | | | | | 1,517,148 | | | | | | 0.1 | | |
1,917,000 | | | Main Street Capital Corp., 3.000%, 07/14/2026 | | | | | 1,971,617 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
684,000 (2) | | | Main Street Capital Corp., 5.200%, 05/01/2024 | | | | $ | 744,779 | | | | | | 0.0 | | |
750,000 | | | Mitsubishi UFJ Financial Group, Inc., 2.193%, 02/25/2025 | | | | | 780,843 | | | | | | 0.0 | | |
350,000 | | | Mitsubishi UFJ Financial Group, Inc., 2.757%, 09/13/2026 | | | | | 372,955 | | | | | | 0.0 | | |
5,870,000 | | | Mizuho Financial Group Cayman 2 Ltd., 4.200%, 07/18/2022 | | | | | 6,086,891 | | | | | | 0.2 | | |
315,000 (1) | | | Mizuho Financial Group, Inc., 3.477%, 04/12/2026 | | | | | 344,595 | | | | | | 0.0 | | |
1,919,000 (3) | | | Morgan Stanley, 1.593%, 05/04/2027 | | | | | 1,933,417 | | | | | | 0.1 | | |
2,074,000 (3) | | | Morgan Stanley, 1.794%, 02/13/2032 | | | | | 1,994,610 | | | | | | 0.1 | | |
1,074,000 (3) | | | Morgan Stanley, 2.188%, 04/28/2026 | | | | | 1,115,642 | | | | | | 0.0 | | |
1,093,000 (3) | | | Morgan Stanley, 2.802%, 01/25/2052 | | | | | 1,073,892 | | | | | | 0.0 | | |
1,035,000 (3) | | | Morgan Stanley, 3.622%, 04/01/2031 | | | | | 1,156,395 | | | | | | 0.0 | | |
538,000 | | | Morgan Stanley, 3.875%, 01/27/2026 | | | | | 601,711 | | | | | | 0.0 | | |
1,080,000 | | | Morgan Stanley, 3.950%, 04/23/2027 | | | | | 1,207,501 | | | | | | 0.0 | | |
4,000,000 | | | Morgan Stanley, 4.000%, 07/23/2025 | | | | | 4,452,440 | | | | | | 0.1 | | |
1,000,000 | | | Morgan Stanley, 5.500%, 07/28/2021 | | | | | 1,003,852 | | | | | | 0.0 | | |
1,341,000 (1) | | | National Australia Bank Ltd., 2.332%, 08/21/2030 | | | | | 1,303,307 | | | | | | 0.0 | | |
1,575,000 (1)(3) | | | National Australia Bank Ltd., 3.933%, 08/02/2034 | | | | | 1,708,277 | | | | | | 0.1 | | |
1,004,000 (1)(3) | | | Nationwide Building Society, 3.960%, 07/18/2030 | | | | | 1,128,007 | | | | | | 0.0 | | |
890,000 (3) | | | Natwest Group PLC, 3.032%, 11/28/2035 | | | | | 892,537 | | | | | | 0.0 | | |
336,000 (3) | | | Natwest Group PLC, 3.073%, 05/22/2028 | | | | | 354,808 | | | | | | 0.0 | | |
3,858,000 | | | Natwest Group PLC, 3.875%, 09/12/2023 | | | | | 4,122,449 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
398,000 (3) | | | Natwest Group PLC, 4.269%, 03/22/2025 | | | | $ | 431,937 | | | | | | 0.0 | | |
1,766,000 (3) | | | Natwest Group PLC, 4.519%, 06/25/2024 | | | | | 1,896,834 | | | | | | 0.1 | | |
1,576,000 (1) | | | New York Life Global Funding, 2.875%, 04/10/2024 | | | | | 1,673,953 | | | | | | 0.1 | | |
2,661,000 (1)(2)(3) | | | Nordea Bank ABP, 6.125%, 12/31/2199 | | | | | 2,933,952 | | | | | | 0.1 | | |
1,611,000 (1) | | | Northwestern Mutual Global Funding, 1.700%, 06/01/2028 | | | | | 1,614,112 | | | | | | 0.1 | | |
174,000 (1) | | | Northwestern Mutual Life Insurance Co/The, 3.625%, 09/30/2059 | | | | | 191,865 | | | | | | 0.0 | | |
1,079,000 | | | Old Republic International Corp., 3.850%, 06/11/2051 | | | | | 1,150,991 | | | | | | 0.0 | | |
5,000,000 | | | ORIX Corp., 3.250%, 12/04/2024 | | | | | 5,392,922 | | | | | | 0.2 | | |
1,990,000 | | | Owl Rock Capital Corp., 4.250%, 01/15/2026 | | | | | 2,152,252 | | | | | | 0.1 | | |
1,986,000 (1) | | | Owl Rock Technology Finance Corp., 4.750%, 12/15/2025 | | | | | 2,185,828 | | | | | | 0.1 | | |
1,665,000 (1) | | | Pacific Life Global Funding II, 1.375%, 04/14/2026 | | | | | 1,669,218 | | | | | | 0.1 | | |
584,000 | | | Piedmont Operating Partnership L.P., 3.150%, 08/15/2030 | | | | | 594,102 | | | | | | 0.0 | | |
1,130,000 | | | Piedmont Operating Partnership L.P., 4.450%, 03/15/2024 | | | | | 1,218,920 | | | | | | 0.0 | | |
1,714,000 (2) | | | Public Storage, 0.875%, 02/15/2026 | | | | | 1,700,789 | | | | | | 0.1 | | |
691,000 | | | Regency Centers L.P., 3.700%, 06/15/2030 | | | | | 765,645 | | | | | | 0.0 | | |
797,000 | | | Retail Properties of America, Inc., 4.750%, 09/15/2030 | | | | | 884,848 | | | | | | 0.0 | | |
760,000 (1) | | | Scentre Group Trust 1 / Scentre Group Trust 2, 3.625%, 01/28/2026 | | | | | 831,469 | | | | | | 0.0 | | |
600,000 | | | Simon Property Group L.P., 1.750%, 02/01/2028 | | | | | 597,251 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
1,360,000 (1) | | | Skandinaviska Enskilda Banken AB, 0.850%, 09/02/2025 | | | | $ | 1,346,958 | | | | | | 0.0 | | |
2,131,000 (1)(3) | | | Societe Generale SA, 1.792%, 06/09/2027 | | | | | 2,128,321 | | | | | | 0.1 | | |
1,070,000 (1)(2)(3) | | | Standard Chartered PLC, 1.456%, 01/14/2027 | | | | | 1,061,485 | | | | | | 0.0 | | |
1,801,000 (1)(3) | | | Standard Chartered PLC, 3.265%, 02/18/2036 | | | | | 1,808,457 | | | | | | 0.1 | | |
1,740,000 | | | Sumitomo Mitsui Financial Group, Inc., 2.142%, 09/23/2030 | | | | | 1,699,859 | | | | | | 0.1 | | |
1,000,000 | | | Sumitomo Mitsui Financial Group, Inc., 2.442%, 10/19/2021 | | | | | 1,006,778 | | | | | | 0.0 | | |
1,430,000 | | | Sumitomo Mitsui Financial Group, Inc., 2.448%, 09/27/2024 | | | | | 1,501,036 | | | | | | 0.1 | | |
1,234,000 (1) | | | Sumitomo Mitsui Trust Bank Ltd., 1.050%, 09/12/2025 | | | | | 1,227,505 | | | | | | 0.0 | | |
1,137,000 (1)(3) | | | Svenska Handelsbanken AB, 1.418%, 06/11/2027 | | | | | 1,133,944 | | | | | | 0.0 | | |
692,000 | | | Travelers Cos, Inc./The, 3.050%, 06/08/2051 | | | | | 733,064 | | | | | | 0.0 | | |
1,501,000 (3) | | | Truist Financial Corp., 1.267%, 03/02/2027 | | | | | 1,500,081 | | | | | | 0.1 | | |
1,727,000 (3) | | | Truist Financial Corp., 1.887%, 06/07/2029 | | | | | 1,733,914 | | | | | | 0.1 | | |
700,000 (3) | | | Truist Financial Corp., 5.100%, 12/31/2199 | | | | | 788,375 | | | | | | 0.0 | | |
3,500,000 | | | UBS AG/Stamford CT, 7.625%, 08/17/2022 | | | | | 3,766,096 | | | | | | 0.1 | | |
2,470,000 | | | UBS AG, 5.125%, 05/15/2024 | | | | | 2,728,362 | | | | | | 0.1 | | |
791,000 (1)(3) | | | UBS Group AG, 1.008%, 07/30/2024 | | | | | 797,026 | | | | | | 0.0 | | |
750,000 (1)(3) | | | UBS Group AG, 1.364%, 01/30/2027 | | | | | 745,311 | | | | | | 0.0 | | |
1,913,000 (1)(3) | | | UBS Group AG, 2.095%, 02/11/2032 | | | | | 1,875,802 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
1,112,000 | | | Unum Group, 4.125%, 06/15/2051 | | | | $ | 1,126,702 | | | | | | 0.0 | | |
300,000 (1) | | | USAA Capital Corp., 2.125%, 05/01/2030 | | | | | 303,753 | | | | | | 0.0 | | |
163,000 | | | Ventas Realty L.P., 5.700%, 09/30/2043 | | | | | 216,452 | | | | | | 0.0 | | |
2,118,000 | | | VEREIT Operating Partnership L.P., 2.200%, 06/15/2028 | | | | | 2,152,566 | | | | | | 0.1 | | |
2,100,000 (3) | | | Wells Fargo & Co., 2.406%, 10/30/2025 | | | | | 2,198,166 | | | | | | 0.1 | | |
752,000 (3) | | | Wells Fargo & Co., 3.068%, 04/30/2041 | | | | | 772,788 | | | | | | 0.0 | | |
4,000,000 | | | Wells Fargo & Co., 3.750%, 01/24/2024 | | | | | 4,303,236 | | | | | | 0.1 | | |
3,000,000 | | | Wells Fargo & Co., 4.125%, 08/15/2023 | | | | | 3,227,414 | | | | | | 0.1 | | |
739,000 | | | Wells Fargo & Co., 4.750%, 12/07/2046 | | | | | 937,093 | | | | | | 0.0 | | |
465,000 (3) | | | Wells Fargo & Co., 5.013%, 04/04/2051 | | | | | 638,278 | | | | | | 0.0 | | |
2,195,000 (3) | | | Wells Fargo Bank NA, 2.082%, 09/09/2022 | | | | | 2,202,408 | | | | | | 0.1 | | |
6,600,000 | | | Wells Fargo Bank NA, 3.625%, 10/22/2021 | | | | | 6,649,939 | | | | | | 0.2 | | |
1,610,000 | | | Westpac Banking Corp., 2.150%, 06/03/2031 | | | | | 1,628,796 | | | | | | 0.1 | | |
1,035,000 | | | Westpac Banking Corp., 2.350%, 02/19/2025 | | | | | 1,089,158 | | | | | | 0.0 | | |
1,553,000 | | | Westpac Banking Corp., 2.963%, 11/16/2040 | | | | | 1,529,623 | | | | | | 0.1 | | |
1,079,000 | | | WP Carey, Inc., 2.400%, 02/01/2031 | | | | | 1,075,480 | | | | | | 0.0 | | |
2,244,000 | | | XLIT Ltd., 4.450%, 03/31/2025 | | | | | 2,520,094 | | | | | | 0.1 | | |
1,668,000 | | | XLIT Ltd., 5.500%, 03/31/2045 | | | | | 2,269,672 | | | | | | 0.1 | | |
| | | | | | | | 320,834,783 | | | | | | 9.5 | | |
| | | Industrial: 1.2% | | ||||||||||||
527,000 | | | Avnet, Inc., 3.000%, 05/15/2031 | | | | | 525,817 | | | | | | 0.0 | | |
1,201,000 (1) | | | Berry Global, Inc., 0.950%, 02/15/2024 | | | | | 1,203,546 | | | | | | 0.0 | | |
1,472,000 (1) | | | Berry Global, Inc., 1.650%, 01/15/2027 | | | | | 1,461,093 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Industrial (continued) | | ||||||||||||
1,213,000 | | | Boeing Co/The, 3.250%, 02/01/2028 | | | | $ | 1,287,310 | | | | | | 0.0 | | |
611,000 | | | Boeing Co/The, 3.625%, 02/01/2031 | | | | | 657,801 | | | | | | 0.0 | | |
220,000 | | | Boeing Co/The, 3.850%, 11/01/2048 | | | | | 226,522 | | | | | | 0.0 | | |
768,000 | | | Boeing Co/The, 4.875%, 05/01/2025 | | | | | 860,918 | | | | | | 0.0 | | |
531,000 | | | Boeing Co/The, 5.805%, 05/01/2050 | | | | | 716,235 | | | | | | 0.0 | | |
1,290,000 | | | Burlington Northern Santa Fe LLC, 3.900%, 08/01/2046 | | | | | 1,517,687 | | | | | | 0.1 | | |
1,081,000 | | | Carrier Global Corp., 2.722%, 02/15/2030 | | | | | 1,121,679 | | | | | | 0.0 | | |
1,750,000 | | | CSX Corp., 4.650%, 03/01/2068 | | | | | 2,295,681 | | | | | | 0.1 | | |
646,000 | | | FedEx Corp., 3.900%, 02/01/2035 | | | | | 742,718 | | | | | | 0.0 | | |
874,000 | | | FedEx Corp., 4.250%, 05/15/2030 | | | | | 1,018,498 | | | | | | 0.0 | | |
1,250,000 | | | FedEx Corp., 4.400%, 01/15/2047 | | | | | 1,497,618 | | | | | | 0.1 | | |
1,450,000 | | | General Dynamics Corp., 3.500%, 04/01/2027 | | | | | 1,610,334 | | | | | | 0.1 | | |
602,000 (1) | | | GXO Logistics, Inc., 1.650%, 07/15/2026 | | | | | 599,718 | | | | | | 0.0 | | |
602,000 (1) | | | GXO Logistics, Inc., 2.650%, 07/15/2031 | | | | | 597,918 | | | | | | 0.0 | | |
2,171,000 | | | Norfolk Southern Corp., 3.650%, 08/01/2025 | | | | | 2,383,992 | | | | | | 0.1 | | |
503,000 | | | Norfolk Southern Corp., 4.100%, 05/15/2121 | | | | | 553,226 | | | | | | 0.0 | | |
278,000 | | | Northrop Grumman Corp., 2.930%, 01/15/2025 | | | | | 296,524 | | | | | | 0.0 | | |
1,295,000 (1) | | | Penske Truck Leasing Co. Lp / PTL Finance Corp., 1.200%, 11/15/2025 | | | | | 1,283,613 | | | | | | 0.0 | | |
1,661,000 (1) | | | Penske Truck Leasing Co. Lp / PTL Finance Corp., 1.700%, 06/15/2026 | | | | | 1,673,537 | | | | | | 0.1 | | |
2,365,000 | | | Raytheon Technologies Corp., 3.200%, 03/15/2024 | | | | | 2,516,698 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Industrial (continued) | | ||||||||||||
118,000 | | | Raytheon Technologies Corp., 3.650%, 08/16/2023 | | | | $ | 125,308 | | | | | | 0.0 | | |
274,000 | | | Raytheon Technologies Corp., 4.450%, 11/16/2038 | | | | | 332,506 | | | | | | 0.0 | | |
2,066,000 | | | Raytheon Technologies Corp., 4.500%, 06/01/2042 | | | | | 2,575,876 | | | | | | 0.1 | | |
272,000 | | | Raytheon Technologies Corp., 5.400%, 05/01/2035 | | | | | 360,081 | | | | | | 0.0 | | |
257,000 | | | Raytheon Technologies Corp., 6.125%, 07/15/2038 | | | | | 367,149 | | | | | | 0.0 | | |
500,000 | | | Republic Services, Inc., 1.750%, 02/15/2032 | | | | | 476,194 | | | | | | 0.0 | | |
4,161,000 (2) | | | Teledyne Technologies, Inc., 1.600%, 04/01/2026 | | | | | 4,174,000 | | | | | | 0.1 | | |
2,250,000 (1) | | | TTX Co., 3.600%, 01/15/2025 | | | | | 2,459,083 | | | | | | 0.1 | | |
1,326,000 | | | Union Pacific Corp., 3.550%, 05/20/2061 | | | | | 1,430,347 | | | | | | 0.1 | | |
300,000 | | | Waste Management, Inc., 1.500%, 03/15/2031 | | | | | 284,175 | | | | | | 0.0 | | |
| | | | | | | | 39,233,402 | | | | | | 1.2 | | |
| | | Technology: 1.7% | | ||||||||||||
246,000 | | | Analog Devices, Inc., 3.500%, 12/05/2026 | | | | | 273,251 | | | | | | 0.0 | | |
1,691,000 (2) | | | Apple, Inc., 1.650%, 02/08/2031 | | | | | 1,666,328 | | | | | | 0.1 | | |
1,695,000 | | | Apple, Inc., 2.650%, 02/08/2051 | | | | | 1,660,509 | | | | | | 0.1 | | |
2,647,000 | | | Apple, Inc., 2.800%, 02/08/2061 | | | | | 2,585,683 | | | | | | 0.1 | | |
2,765,000 | | | Apple, Inc., 3.750%, 09/12/2047 | | | | | 3,273,267 | | | | | | 0.1 | | |
1,165,000 | | | Apple, Inc., 3.750%, 11/13/2047 | | | | | 1,366,935 | | | | | | 0.1 | | |
2,000,000 | | | Apple, Inc., 3.850%, 05/04/2043 | | | | | 2,381,383 | | | | | | 0.1 | | |
844,000 | | | Citrix Systems, Inc., 1.250%, 03/01/2026 | | | | | 834,061 | | | | | | 0.0 | | |
1,000,000 | | | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | | | | | 1,201,069 | | | | | | 0.0 | | |
1,170,000 | | | Fiserv, Inc., 2.750%, 07/01/2024 | | | | | 1,234,741 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Technology (continued) | | ||||||||||||
3,203,000 | | | Fiserv, Inc., 3.500%, 07/01/2029 | | | | $ | 3,527,563 | | | | | | 0.1 | | |
1,196,000 (1) | | | HP, Inc., 1.450%, 06/17/2026 | | | | | 1,188,542 | | | | | | 0.0 | | |
1,840,000 | | | HP, Inc., 4.050%, 09/15/2022 | | | | | 1,920,956 | | | | | | 0.1 | | |
760,000 | | | Intel Corp., 3.100%, 02/15/2060 | | | | | 778,896 | | | | | | 0.0 | | |
3,201,000 | | | Intel Corp., 3.250%, 11/15/2049 | | | | | 3,414,107 | | | | | | 0.1 | | |
890,000 | | | Intel Corp., 4.950%, 03/25/2060 | | | | | 1,259,734 | | | | | | 0.0 | | |
4,132,000 | | | International Business Machines Corp., 3.300%, 05/15/2026 | | | | | 4,548,234 | | | | | | 0.1 | | |
1,716,000 | | | International Business Machines Corp., 3.500%, 05/15/2029 | | | | | 1,921,968 | | | | | | 0.1 | | |
900,000 | | | Microchip Technology, Inc., 2.670%, 09/01/2023 | | | | | 937,862 | | | | | | 0.0 | | |
4,000,000 | | | Microsoft Corp., 2.921%, 03/17/2052 | | | | | 4,252,607 | | | | | | 0.1 | | |
450,000 | | | NetApp, Inc., 1.875%, 06/22/2025 | | | | | 462,999 | | | | | | 0.0 | | |
2,289,000 | | | NVIDIA Corp., 1.550%, 06/15/2028 | | | | | 2,281,915 | | | | | | 0.1 | | |
2,248,000 | | | NVIDIA Corp., 2.000%, 06/15/2031 | | | | | 2,253,363 | | | | | | 0.1 | | |
255,000 (1) | | | NXP BV / NXP Funding LLC / NXP USA, Inc., 3.400%, 05/01/2030 | | | | | 278,721 | | | | | | 0.0 | | |
998,000 | | | Oracle Corp., 3.650%, 03/25/2041 | | | | | 1,059,897 | | | | | | 0.0 | | |
209,000 | | | Oracle Corp., 3.850%, 07/15/2036 | | | | | 230,239 | | | | | | 0.0 | | |
828,000 | | | Oracle Corp., 3.950%, 03/25/2051 | | | | | 904,840 | | | | | | 0.0 | | |
2,500,000 | | | Oracle Corp., 4.000%, 11/15/2047 | | | | | 2,731,790 | | | | | | 0.1 | | |
1,539,000 | | | salesforce.com, Inc., 1.950%, 07/15/2031 | | | | | 1,542,698 | | | | | | 0.1 | | |
1,173,000 | | | salesforce.com, Inc., 2.700%, 07/15/2041 | | | | | 1,182,305 | | | | | | 0.0 | | |
802,000 | | | salesforce.com, Inc., 2.900%, 07/15/2051 | | | | | 813,837 | | | | | | 0.0 | | |
1,313,000 | | | salesforce.com, Inc., 3.050%, 07/15/2061 | | | | | 1,338,034 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Technology (continued) | | ||||||||||||
1,000,000 (1) | | | TSMC Global Ltd., 0.750%, 09/28/2025 | | | | $ | 979,056 | | | | | | 0.0 | | |
1,060,000 (1) | | | TSMC Global Ltd., 1.000%, 09/28/2027 | | | | | 1,021,211 | | | | | | 0.0 | | |
| | | | | | | | 57,308,601 | | | | | | 1.7 | | |
| | | Utilities: 3.2% | | ||||||||||||
1,198,000 (1) | | | AEP Texas, Inc., 3.850%, 10/01/2025 | | | | | 1,312,459 | | | | | | 0.0 | | |
1,068,000 (1) | | | AES Corp./The, 1.375%, 01/15/2026 | | | | | 1,058,031 | | | | | | 0.0 | | |
1,576,000 (1) | | | AES Corp./The, 3.950%, 07/15/2030 | | | | | 1,728,305 | | | | | | 0.1 | | |
2,500,000 (1) | | | American Transmission Systems, Inc., 5.000%, 09/01/2044 | | | | | 3,213,853 | | | | | | 0.1 | | |
3,219,000 (1) | | | American Transmission Systems, Inc., 5.250%, 01/15/2022 | | | | | 3,296,466 | | | | | | 0.1 | | |
947,000 | | | Appalachian Power Co., 2.700%, 04/01/2031 | | | | | 980,048 | | | | | | 0.0 | | |
200,000 | | | Appalachian Power Co., 3.700%, 05/01/2050 | | | | | 221,239 | | | | | | 0.0 | | |
323,000 | | | Avangrid, Inc., 3.200%, 04/15/2025 | | | | | 347,155 | | | | | | 0.0 | | |
1,120,000 | | | Baltimore Gas and Electric Co., 2.250%, 06/15/2031 | | | | | 1,132,123 | | | | | | 0.0 | | |
1,470,000 | | | Baltimore Gas and Electric Co., 3.350%, 07/01/2023 | | | | | 1,544,715 | | | | | | 0.1 | | |
1,413,000 (2) | | | Berkshire Hathaway Energy Co., 1.650%, 05/15/2031 | | | | | 1,359,142 | | | | | | 0.1 | | |
705,000 | | | Black Hills Corp., 2.500%, 06/15/2030 | | | | | 718,835 | | | | | | 0.0 | | |
1,045,000 | | | Black Hills Corp., 3.050%, 10/15/2029 | | | | | 1,114,692 | | | | | | 0.0 | | |
1,800,000 | | | Black Hills Corp., 4.250%, 11/30/2023 | | | | | 1,935,221 | | | | | | 0.1 | | |
487,000 | | | Black Hills Corp., 4.350%, 05/01/2033 | | | | | 567,886 | | | | | | 0.0 | | |
750,000 | | | CenterPoint Energy Houston Electric LLC, 3.550%, 08/01/2042 | | | | | 843,633 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
1,216,000 (3) | | | CMS Energy Corp., 3.750%, 12/01/2050 | | | | $ | 1,238,557 | | | | | | 0.0 | | |
600,000 (3) | | | CMS Energy Corp., 4.750%, 06/01/2050 | | | | | 670,125 | | | | | | 0.0 | | |
631,000 | | | Commonwealth Edison Co., 3.750%, 08/15/2047 | | | | | 732,377 | | | | | | 0.0 | | |
500,000 | | | Consolidated Edison Co. of New York, Inc., 4.000%, 11/15/2057 | | | | | 567,238 | | | | | | 0.0 | | |
491,000 | | | Consolidated Edison Co. of New York, Inc., 5.300%, 03/01/2035 | | | | | 623,450 | | | | | | 0.0 | | |
2,155,000 (3) | | | Dominion Energy, Inc., 4.650%, 12/31/2199 | | | | | 2,295,075 | | | | | | 0.1 | | |
499,000 | | | DTE Electric Co., 1.900%, 04/01/2028 | | | | | 507,064 | | | | | | 0.0 | | |
499,000 | | | DTE Electric Co., 3.250%, 04/01/2051 | | | | | 542,157 | | | | | | 0.0 | | |
1,069,000 | | | DTE Energy Co., 1.050%, 06/01/2025 | | | | | 1,069,215 | | | | | | 0.0 | | |
498,000 | | | Duke Energy Carolinas LLC, 2.550%, 04/15/2031 | | | | | 517,509 | | | | | | 0.0 | | |
1,000,000 | | | Duke Energy Carolinas LLC, 3.200%, 08/15/2049 | | | | | 1,050,614 | | | | | | 0.0 | | |
1,940,000 | | | Duke Energy Carolinas LLC, 3.700%, 12/01/2047 | | | | | 2,190,743 | | | | | | 0.1 | | |
945,000 | | | Duke Energy Carolinas LLC, 4.000%, 09/30/2042 | | | | | 1,116,963 | | | | | | 0.0 | | |
1,055,000 (3) | | | Duke Energy Corp., 4.875%, 12/31/2199 | | | | | 1,123,575 | | | | | | 0.0 | | |
1,485,000 | | | Duke Energy Indiana LLC, 3.250%, 10/01/2049 | | | | | 1,575,374 | | | | | | 0.1 | | |
533,000 | | | Duke Energy Progress LLC, 3.700%, 10/15/2046 | | | | | 604,587 | | | | | | 0.0 | | |
1,510,000 | | | Duke Energy Progress LLC, 4.200%, 08/15/2045 | | | | | 1,824,370 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
868,000 (1) | | | Duquesne Light Holdings, Inc., 2.532%, 10/01/2030 | | | | $ | 854,503 | | | | | | 0.0 | | |
1,241,000 | | | Entergy Arkansas LLC, 2.650%, 06/15/2051 | | | | | 1,179,698 | | | | | | 0.0 | | |
1,626,000 | | | Entergy Corp., 0.900%, 09/15/2025 | | | | | 1,605,770 | | | | | | 0.1 | | |
1,333,000 | | | Entergy Corp., 2.400%, 06/15/2031 | | | | | 1,331,972 | | | | | | 0.0 | | |
747,000 | | | Entergy Corp., 2.800%, 06/15/2030 | | | | | 778,882 | | | | | | 0.0 | | |
816,000 | | | Entergy Mississippi LLC, 3.500%, 06/01/2051 | | | | | 896,072 | | | | | | 0.0 | | |
1,944,000 | | | Evergy Kansas Central, Inc., 3.250%, 09/01/2049 | | | | | 2,063,511 | | | | | | 0.1 | | |
1,233,000 | | | Eversource Energy, 3.450%, 01/15/2050 | | | | | 1,302,087 | | | | | | 0.0 | | |
270,000 | | | Exelon Corp., 4.050%, 04/15/2030 | | | | | 307,835 | | | | | | 0.0 | | |
410,000 | | | Exelon Corp., 4.700%, 04/15/2050 | | | | | 519,067 | | | | | | 0.0 | | |
2,558,000 | | | FirstEnergy Corp., 3.350%, 07/15/2022 | | | | | 2,600,986 | | | | | | 0.1 | | |
2,203,000 | | | FirstEnergy Corp., 4.750%, 03/15/2023 | | | | | 2,326,202 | | | | | | 0.1 | | |
1,505,000 | | | Georgia Power Co., 2.200%, 09/15/2024 | | | | | 1,567,244 | | | | | | 0.1 | | |
1,310,000 | | | Georgia Power Co., 5.750%, 04/15/2023 | | | | | 1,419,422 | | | | | | 0.1 | | |
656,000 | | | Idaho Power Co., 4.200%, 03/01/2048 | | | | | 800,221 | | | | | | 0.0 | | |
1,799,000 | | | Indiana Michigan Power Co., 3.250%, 05/01/2051 | | | | | 1,889,197 | | | | | | 0.1 | | |
3,640,000 | | | Interstate Power and Light Co., 3.250%, 12/01/2024 | | | | | 3,918,731 | | | | | | 0.1 | | |
517,000 (1) | | | Jersey Central Power & Light Co., 2.750%, 03/01/2032 | | | | | 525,987 | | | | | | 0.0 | | |
2,802,000 (1) | | | Jersey Central Power & Light Co., 4.300%, 01/15/2026 | | | | | 3,103,757 | | | | | | 0.1 | | |
411,000 (1) | | | Metropolitan Edison Co., 4.000%, 04/15/2025 | | | | | 435,887 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
2,745,000 | | | Mississippi Power Co., 4.250%, 03/15/2042 | | | | $ | 3,249,794 | | | | | | 0.1 | | |
266,000 | | | Mississippi Power Co., 4.750%, 10/15/2041 | | | | | 309,280 | | | | | | 0.0 | | |
830,000 (1) | | | Monongahela Power Co., 3.550%, 05/15/2027 | | | | | 916,132 | | | | | | 0.0 | | |
231,000 (1) | | | Narragansett Electric Co/The, 3.395%, 04/09/2030 | | | | | 253,374 | | | | | | 0.0 | | |
1,830,000 | | | National Rural Utilities Cooperative Finance Corp., 2.400%, 03/15/2030 | | | | | 1,890,462 | | | | | | 0.1 | | |
1,507,000 (3) | | | National Rural Utilities Cooperative Finance Corp., 4.750%, 04/30/2043 | | | | | 1,578,211 | | | | | | 0.1 | | |
863,000 | | | NextEra Energy Capital Holdings, Inc., 1.900%, 06/15/2028 | | | | | 873,655 | | | | | | 0.0 | | |
462,000 | | | NiSource, Inc., 3.600%, 05/01/2030 | | | | | 512,177 | | | | | | 0.0 | | |
764,000 | | | NiSource, Inc., 5.950%, 06/15/2041 | | | | | 1,074,410 | | | | | | 0.0 | | |
842,000 | | | Oglethorpe Power Corp., 3.750%, 08/01/2050 | | | | | 892,653 | | | | | | 0.0 | | |
2,495,000 | | | ONE Gas, Inc., 1.100%, 03/11/2024 | | | | | 2,496,812 | | | | | | 0.1 | | |
436,000 | | | Pacific Gas and Electric Co., 4.250%, 03/15/2046 | | | | | 416,588 | | | | | | 0.0 | | |
629,000 | | | Pacific Gas and Electric Co., 4.300%, 03/15/2045 | | | | | 606,121 | | | | | | 0.0 | | |
583,000 | | | Pacific Gas and Electric Co., 4.450%, 04/15/2042 | | | | | 578,774 | | | | | | 0.0 | | |
465,000 | | | PECO Energy Co., 4.150%, 10/01/2044 | | | | | 566,081 | | | | | | 0.0 | | |
349,000 | | | Piedmont Natural Gas Co., Inc., 3.350%, 06/01/2050 | | | | | 360,684 | | | | | | 0.0 | | |
1,315,000 (3) | | | Sempra Energy, 4.875%, 12/31/2199 | | | | | 1,430,062 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
2,643,000 | | | Sierra Pacific Power Co., 2.600%, 05/01/2026 | | | | $ | 2,811,813 | | | | | | 0.1 | | |
1,724,000 | | | South Jersey Industries, Inc., 5.020%, 04/15/2031 | | | | | 1,827,605 | | | | | | 0.1 | | |
280,000 | | | Southern California Edison Co., 2.400%, 02/01/2022 | | | | | 282,405 | | | | | | 0.0 | | |
1,750,000 | | | Southern Co. Gas Capital Corp., 4.400%, 05/30/2047 | | | | | 2,065,314 | | | | | | 0.1 | | |
1,775,000 | | | Southern Co. Gas Capital Corp., 5.875%, 03/15/2041 | | | | | 2,452,828 | | | | | | 0.1 | | |
2,295,000 (3) | | | Southern Co/The, 3.750%, 09/15/2051 | | | | | 2,312,557 | | | | | | 0.1 | | |
1,280,000 (3) | | | Southern Co/The, 4.000%, 01/15/2051 | | | | | 1,356,800 | | | | | | 0.1 | | |
1,499,000 | | | Southwestern Electric Power Co., 1.650%, 03/15/2026 | | | | | 1,518,470 | | | | | | 0.1 | | |
580,000 | | | Tampa Electric Co., 4.350%, 05/15/2044 | | | | | 705,614 | | | | | | 0.0 | | |
998,000 | | | Union Electric Co., 3.900%, 09/15/2042 | | | | | 1,155,587 | | | | | | 0.0 | | |
790,000 | | | Washington Gas Light Co., 3.650%, 09/15/2049 | | | | | 889,089 | | | | | | 0.0 | | |
1,683,000 | | | WEC Energy Group, Inc., 1.375%, 10/15/2027 | | | | | 1,645,631 | | | | | | 0.1 | | |
861,000 | | | Wisconsin Electric Power Co., 1.700%, 06/15/2028 | | | | | 864,473 | | | | | | 0.0 | | |
| | | | | | | | 106,943,283 | | | | | | 3.2 | | |
| | | Total Corporate Bonds/Notes | | | | | | | | | | | | | |
| | | (Cost $864,295,325) | | | | | 914,620,699 | | | | | | 27.1 | | |
COLLATERALIZED MORTGAGE OBLIGATIONS: 15.7% | | |||||||||||||||
2,466,034 (1)(3) | | | Agate Bay Mortgage Trust 2015-6 B2, 3.626%, 09/25/2045 | | | | | 2,532,508 | | | | | | 0.1 | | |
3,690,807 | | | Alternative Loan Trust 2005-10CB 1A1, 0.592%, (US0001M + 0.500%), 05/25/2035 | | | | | 3,016,938 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
3,122,008 | | | Alternative Loan Trust 2005-51 3A2A, 1.406%, (12MTA + 1.290%), 11/20/2035 | | | | $ | 2,942,255 | | | | | | 0.1 | | |
1,286,558 | | | Alternative Loan Trust 2005-65CB 2A4, 5.500%, 12/25/2035 | | | | | 1,181,222 | | | | | | 0.0 | | |
1,613,252 | | | Alternative Loan Trust 2005-6CB 1A3, 5.250%, 04/25/2035 | | | | | 1,564,879 | | | | | | 0.1 | | |
329,338 (4) | | | Alternative Loan Trust 2005-J3 2A2, 4.909%, (-1.000*US0001M + 5.000%), 05/25/2035 | | | | | 43,357 | | | | | | 0.0 | | |
1,213,077 | | | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036 | | | | | 820,646 | | | | | | 0.0 | | |
2,307,523 | | | Alternative Loan Trust 2006-HY11 A1, 0.332%, (US0001M + 0.120%), 06/25/2036 | | | | | 2,239,808 | | | | | | 0.1 | | |
1,742,538 | | | Alternative Loan Trust 2007-23CB A3, 0.592%, (US0001M + 0.500%), 09/25/2037 | | | | | 755,549 | | | | | | 0.0 | | |
105,144 | | | Banc of America Funding 2007 8 Trust 4A1, 6.000%, 08/25/2037 | | | | | 101,105 | | | | | | 0.0 | | |
604,150 (3) | | | Bear Stearns ALT-A Trust 2005-10 22A1, 2.725%, 01/25/2036 | | | | | 597,968 | | | | | | 0.0 | | |
293,492 (3) | | | Bear Stearns ALT-A Trust 2005-4 23A1, 2.624%, 05/25/2035 | | | | | 300,823 | | | | | | 0.0 | | |
1,018,891 (3) | | | Bear Stearns ALT-A Trust 2006-6 31A1, 3.115%, 11/25/2036 | | | | | 780,908 | | | | | | 0.0 | | |
1,042,765 (3) | | | Bear Stearns ALT-A Trust 2006-6 32A1, 3.089%, 11/25/2036 | | | | | 701,137 | | | | | | 0.0 | | |
5,592 (3) | | | Bear Stearns ARM Trust 2005-12 13A1, 3.259%, 02/25/2036 | | | | | 5,368 | | | | | | 0.0 | | |
2,269,268 | | | Bear Stearns Mortgage Funding Trust 2006-AR5 2A1, 0.282%, (US0001M + 0.190%), 01/25/2037 | | | | | 2,117,582 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
106,841 (3) | | | Bear Stearns Structured Products, Inc. Trust 2007-R6 1A1, 3.227%, 01/26/2036 | | | | $ | 90,513 | | | | | | 0.0 | | |
1,898,538 (1) | | | Bellemeade Re 2020-4 M2A Ltd., 2.692%, (US0001M + 2.600%), 06/25/2030 | | | | | 1,900,492 | | | | | | 0.1 | | |
271,118 (3) | | | Chase Mortgage Finance Trust Series 2005-A1 1A1, 2.877%, 12/25/2035 | | | | | 262,226 | | | | | | 0.0 | | |
1,651,627 (3) | | | CHL Mortgage Pass-Through Trust 2004-22 A3, 2.800%, 11/25/2034 | | | | | 1,671,718 | | | | | | 0.1 | | |
26,290 (3) | | | CHL Mortgage Pass-Through Trust 2004-HYB9 1A1, 2.665%, 02/20/2035 | | | | | 26,650 | | | | | | 0.0 | | |
15,994 | | | CHL Mortgage Pass-Through Trust 2005-2 2A3, 0.772%, (US0001M + 0.680%), 03/25/2035 | | | | | 15,006 | | | | | | 0.0 | | |
1,471,107 (1)(3) | | | CIM Trust 2020-J1 B3, 3.470%, 07/25/2050 | | | | | 1,501,817 | | | | | | 0.1 | | |
72,232 | | | Citicorp Mortgage Securities Trust Series 2006-4 2A1, 5.500%, 08/25/2036 | | | | | 74,571 | | | | | | 0.0 | | |
584,209 | | | Citicorp Mortgage Securities Trust Series 2007-1 1A1, 6.000%, 01/25/2037 | | | | | 585,202 | | | | | | 0.0 | | |
982,193 (3) | | | Citigroup Mortgage Loan Trust 2007-10 22AA, 3.234%, 09/25/2037 | | | | | 972,278 | | | | | | 0.0 | | |
1,021,638 (1)(3) | | | Citigroup Mortgage Loan Trust 2015-A B2, 4.500%, 06/25/2058 | | | | | 1,074,814 | | | | | | 0.0 | | |
30,649 (3) | | | Citigroup Mortgage Loan Trust, Inc. 2005-3 2A2A, 2.996%, 08/25/2035 | | | | | 31,762 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,523,330 | | | Citigroup Mortgage Loan Trust, Inc. 2005-8 3A1, 5.500%, 09/25/2035 | | | | $ | 1,511,935 | | | | | | 0.1 | | |
250,311 | | | CitiMortgage Alternative Loan Trust Series 2007-A2 1A5, 6.000%, 02/25/2037 | | | | | 253,472 | | | | | | 0.0 | | |
1,745,227 (1) | | | Connecticut Avenue Securities Trust 2020-R02 2M2, 2.092%, (US0001M + 2.000%), 01/25/2040 | | | | | 1,754,713 | | | | | | 0.1 | | |
853,483 | | | Countrywide Alternative Loan Trust 2005-53T2 2A6, 0.592%, (US0001M + 0.500%), 11/25/2035 | | | | | 471,457 | | | | | | 0.0 | | |
3,394,258 | | | Countrywide Asset-Backed Certificates 2005-IM1 M1, 0.812%, (US0001M + 0.720%), 11/25/2035 | | | | | 3,355,782 | | | | | | 0.1 | | |
143,961 (3) | | | DSLA Mortgage Loan Trust 2004-AR3 2A1, 2.506%, 07/19/2044 | | | | | 142,025 | | | | | | 0.0 | | |
800,000 (1) | | | Fannie Mae Connecticut Avenue Securities Trust 2020-SBT1 1M2, 3.742%, (US0001M + 3.650%), 02/25/2040 | | | | | 827,496 | | | | | | 0.0 | | |
1,000,000 | | | Fannie Mae 2011-128 KB, 4.500%, 12/25/2041 | | | | | 1,162,427 | | | | | | 0.0 | | |
12,933,639 | | | Fannie Mae 2011-99 CZ, 4.500%, 10/25/2041 | | | | | 15,045,397 | | | | | | 0.5 | | |
1,244,671 | | | Fannie Mae 2012-110 CA, 3.000%, 10/25/2042 | | | | | 1,320,970 | | | | | | 0.0 | | |
21,166,651 (4) | | | Fannie Mae 2016-82 SD, 5.959%, (-1.000*US0001M + 6.050%), 11/25/2046 | | | | | 4,404,077 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,370,633 | | | Fannie Mae 2016-88 EA, 3.500%, 01/25/2045 | | | | $ | 2,468,435 | | | | | | 0.1 | | |
6,123,522 | | | Fannie Mae Connecticut Avenue Securities 16-C06 1M2, 4.342%, (US0001M + 4.250%), 04/25/2029 | | | | | 6,371,971 | | | | | | 0.2 | | |
1,723,274 | | | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 4.092%, (US0001M + 4.000%), 05/25/2025 | | | | | 1,761,020 | | | | | | 0.1 | | |
50,550 | | | Fannie Mae Connecticut Avenue Securities 2015-C02 2M2, 4.092%, (US0001M + 4.000%), 05/25/2025 | | | | | 51,200 | | | | | | 0.0 | | |
3,876,689 | | | Fannie Mae Connecticut Avenue Securities 2015-C04 2M2, 5.642%, (US0001M + 5.550%), 04/25/2028 | | | | | 4,109,066 | ��� | | | | | 0.1 | | |
218,340 | | | Fannie Mae Connecticut Avenue Securities 2016-C07 2M2, 4.442%, (US0001M + 4.350%), 05/25/2029 | | | | | 229,094 | | | | | | 0.0 | | |
3,287,645 | | | Fannie Mae Connecticut Avenue Securities 2017-C01 1M2, 3.642%, (US0001M + 3.550%), 07/25/2029 | | | | | 3,416,398 | | | | | | 0.1 | | |
4,900,043 | | | Fannie Mae Connecticut Avenue Securities 2017-C02 2M2, 3.742%, (US0001M + 3.650%), 09/25/2029 | | | | | 5,082,110 | | | | | | 0.2 | | |
4,996,449 | | | Fannie Mae Connecticut Avenue Securities 2017-C04 2M2, 2.942%, (US0001M + 2.850%), 11/25/2029 | | | | | 5,125,509 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
4,456,101 | | | Fannie Mae Connecticut Avenue Securities 2017-C06 1M2, 2.742%, (US0001M + 2.650%), 02/25/2030 | | | | $ | 4,531,889 | | | | | | 0.1 | | |
5,235,204 | | | Fannie Mae Connecticut Avenue Securities 2017-C07 2M2, 2.592%, (US0001M + 2.500%), 05/25/2030 | | | | | 5,304,344 | | | | | | 0.2 | | |
2,931,090 | | | Fannie Mae Connecticut Avenue Securities 2017-CO6 2M2, 2.892%, (US0001M + 2.800%), 02/25/2030 | | | | | 3,000,109 | | | | | | 0.1 | | |
2,325,917 | | | Fannie Mae Connecticut Avenue Securities 2018-C03 1M2, 2.242%, (US0001M + 2.150%), 10/25/2030 | | | | | 2,356,727 | | | | | | 0.1 | | |
4,418,007 | | | Fannie Mae Connecticut Avenue Securities 2018-C05 1M2, 2.442%, (US0001M + 2.350%), 01/25/2031 | | | | | 4,475,880 | | | | | | 0.1 | | |
3,162,237 | | | Fannie Mae Connecticut Avenue Securities 2018-C06 1M2, 2.092%, (US0001M + 2.000%), 03/25/2031 | | | | | 3,189,627 | | | | | | 0.1 | | |
2,447,413 | | | Fannie Mae Connecticut Avenue Securities 2018-C06 2M2, 2.192%, (US0001M + 2.100%), 03/25/2031 | | | | | 2,478,391 | | | | | | 0.1 | | |
886,836 (1) | | | Fannie Mae Connecticut Avenue Securities Trust 2019-R01 2M2, 2.542%, (US0001M + 2.450%), 07/25/2031 | | | | | 892,408 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,411,308 (1) | | | Fannie Mae Connecticut Avenue Securities Trust 2020-R01 1M2, 2.142%, (US0001M + 2.050%), 01/25/2040 | | | | $ | 1,418,603 | | | | | | 0.1 | | |
500,000 (1) | | | Fannie Mae Connecticut Avenue Securities Trust 2020-SBT1 2M2, 3.742%, (US0001M + 3.650%), 02/25/2040 | | | | | 518,954 | | | | | | 0.0 | | |
1,567,421 | | | Fannie Mae Connecticut Avenue Securities, 5.792%, (US0001M + 5.700%), 04/25/2028 | | | | | 1,662,910 | | | | | | 0.1 | | |
352,602 (4) | | | Fannie Mae Interest Strip Series 418 10, 4.000%, 08/25/2043 | | | | | 50,421 | | | | | | 0.0 | | |
321,003 (4) | | | Fannie Mae Interest Strip Series 418 15, 3.500%, 08/25/2043 | | | | | 44,101 | | | | | | 0.0 | | |
4,443 | | | Fannie Mae REMIC Trust 1994-77 FB, 1.592%, (US0001M + 1.500%), 04/25/2024 | | | | | 4,498 | | | | | | 0.0 | | |
246,802 | | | Fannie Mae REMIC Trust 1999-33 Z, 6.000%, 07/25/2029 | | | | | 276,424 | | | | | | 0.0 | | |
18,704 | | | Fannie Mae REMIC Trust 2002-21 FC, 0.992%, (US0001M + 0.900%), 04/25/2032 | | | | | 18,935 | | | | | | 0.0 | | |
618,917 (4) | | | Fannie Mae REMIC Trust 2003-74 IO, 6.000%, 08/25/2033 | | | | | 129,514 | | | | | | 0.0 | | |
43,712 | | | Fannie Mae REMIC Trust 2004-11 A, 0.212%, (US0001M + 0.120%), 03/25/2034 | | | | | 43,564 | | | | | | 0.0 | | |
336,350 | | | Fannie Mae REMIC Trust 2005-120 ZU, 5.500%, 01/25/2036 | | | | | 389,786 | | | | | | 0.0 | | |
197,925 | | | Fannie Mae REMIC Trust 2005-74 DK, 23.634%, (-4.000*US0001M + 24.000%), 07/25/2035 | | | | | 302,099 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
3,499,269 (4) | | | Fannie Mae REMIC Trust 2005-92 SC, 6.589%, (-1.000*US0001M + 6.680%), 10/25/2035 | | | | $ | 726,224 | | | | | | 0.0 | | |
219,793 | | | Fannie Mae REMIC Trust 2006-103 EZ, 6.250%, 10/25/2036 | | | | | 257,149 | | | | | | 0.0 | | |
693,621 | | | Fannie Mae REMIC Trust 2006-104 ES, 32.993%, (-5.000*US0001M + 33.450%), 11/25/2036 | | | | | 1,348,874 | | | | | | 0.0 | | |
3,986,448 (4) | | | Fannie Mae REMIC Trust 2006-12 SD, 6.659%, (-1.000*US0001M + 6.750%), 10/25/2035 | | | | | 694,129 | | | | | | 0.0 | | |
2,088,569 (4) | | | Fannie Mae REMIC Trust 2006-123 UI, 6.649%, (-1.000*US0001M + 6.740%), 01/25/2037 | | | | | 466,718 | | | | | | 0.0 | | |
419,876 (4) | | | Fannie Mae REMIC Trust 2006-72 HS, 6.609%, (-1.000*US0001M + 6.700%), 08/25/2026 | | | | | 49,337 | | | | | | 0.0 | | |
169,323 | | | Fannie Mae REMIC Trust 2007-73 A1, 0.152%, (US0001M + 0.060%), 07/25/2037 | | | | | 166,405 | | | | | | 0.0 | | |
338,048 | | | Fannie Mae REMIC Trust 2008-20 SP, 15.271%, (-2.500*US0001M + 15.500%), 03/25/2038 | | | | | 463,406 | | | | | | 0.0 | | |
1,639,446 | | | Fannie Mae REMIC Trust 2009-19 PW, 4.500%, 10/25/2036 | | | | | 1,836,856 | | | | | | 0.1 | | |
5,863,540 (4) | | | Fannie Mae REMIC Trust 2010-102 SB, 6.509%, (-1.000*US0001M + 6.600%), 09/25/2040 | | | | | 1,419,841 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,846,127 (4) | | | Fannie Mae REMIC Trust 2010-116 SE, 6.509%, (-1.000*US0001M + 6.600%), 10/25/2040 | | | | $ | 383,622 | | | | | | 0.0 | | |
5,083,390 (4) | | | Fannie Mae REMIC Trust 2010-123 SL, 5.979%, (-1.000*US0001M + 6.070%), 11/25/2040 | | | | | 891,867 | | | | | | 0.0 | | |
2,775,420 (4) | | | Fannie Mae REMIC Trust 2010-55 AS, 6.329%, (-1.000*US0001M + 6.420%), 06/25/2040 | | | | | 575,574 | | | | | | 0.0 | | |
6,392,340 | | | Fannie Mae REMIC Trust 2010-59 PC, 5.000%, 06/25/2040 | | | | | 7,284,706 | | | | | | 0.2 | | |
799,638 | | | Fannie Mae REMIC Trust 2010-60 HJ, 5.500%, 05/25/2040 | | | | | 890,116 | | | | | | 0.0 | | |
2,637,323 (4) | | | Fannie Mae REMIC Trust 2011-3 AI, 5.000%, 01/25/2041 | | | | | 291,125 | | | | | | 0.0 | | |
470,145 (4) | | | Fannie Mae REMIC Trust 2012-10 US, 6.359%, (-1.000*US0001M + 6.450%), 02/25/2042 | | | �� | | 93,120 | | | | | | 0.0 | | |
533,640 | | | Fannie Mae REMIC Trust 2012-103 DA, 3.500%, 10/25/2041 | | | | | 543,053 | | | | | | 0.0 | | |
6,887,933 (4) | | | Fannie Mae REMIC Trust 2012-113 SG, 6.009%, (-1.000*US0001M + 6.100%), 10/25/2042 | | | | | 1,407,407 | | | | | | 0.0 | | |
4,788,855 (4) | | | Fannie Mae REMIC Trust 2012-122 SB, 6.059%, (-1.000*US0001M + 6.150%), 11/25/2042 | | | | | 1,025,754 | | | | | | 0.0 | | |
2,200,942 (4) | | | Fannie Mae REMIC Trust 2012-128 DI, 3.000%, 10/25/2032 | | | | | 173,617 | | | | | | 0.0 | | |
1,338,239 | | | Fannie Mae REMIC Trust 2012-131 BS, 5.289%, (-1.200*US0001M + 5.400%), 12/25/2042 | | | | | 1,346,277 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
6,796,474 (4) | | | Fannie Mae REMIC Trust 2012-137 SN, 6.009%, (-1.000*US0001M + 6.100%), 12/25/2042 | | | | $ | 1,276,635 | | | | | | 0.0 | | |
2,041,561 (4) | | | Fannie Mae REMIC Trust 2012-15 SP, 6.529%, (-1.000*US0001M + 6.620%), 06/25/2040 | | | | | 107,523 | | | | | | 0.0 | | |
1,626,630 (4) | | | Fannie Mae REMIC Trust 2012-58 PI, 5.000%, 04/25/2042 | | | | | 230,685 | | | | | | 0.0 | | |
102,879 | | | Fannie Mae REMIC Trust 2013-44 ZG, 3.500%, 03/25/2042 | | | | | 108,459 | | | | | | 0.0 | | |
6,621,123 (4) | | | Fannie Mae REMIC Trust 2013-60 DS, 6.109%, (-1.000*US0001M + 6.200%), 06/25/2033 | | | | | 1,103,038 | | | | | | 0.0 | | |
6,703,505 (4) | | | Fannie Mae REMIC Trust 2013-9 DS, 6.059%, (-1.000*US0001M + 6.150%), 02/25/2043 | | | | | 1,601,192 | | | | | | 0.1 | | |
16,551,976 (4) | | | Fannie Mae REMIC Trust 2013-9 SA, 6.059%, (-1.000*US0001M + 6.150%), 03/25/2042 | | | | | 2,682,334 | | | | | | 0.1 | | |
684,955 (4) | | | Fannie Mae REMIC Trust 2014-81 JI, 4.000%, 09/25/2041 | | | | | 10,344 | | | | | | 0.0 | | |
16,689,762 (4) | | | Fannie Mae REMIC Trust 2015-9 IO, 5.500%, 03/25/2045 | | | | | 3,775,004 | | | | | | 0.1 | | |
2,909,923 (4) | | | Fannie Mae REMICS 2005-66 SY, 6.609%, (-1.000*US0001M + 6.700%), 07/25/2035 | | | | | 619,241 | | | | | | 0.0 | | |
5,055,499 (4) | | | Fannie Mae REMICS 2006-120 QD, 4.609%, (-1.000*US0001M + 4.700%), 10/25/2036 | | | | | 562,005 | | | | | | 0.0 | | |
2,126,617 (4) | | | Fannie Mae REMICS 2006-59 XS, 7.109%, (-1.000*US0001M + 7.200%), 07/25/2036 | | | | | 474,623 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,499,606 (4) | | | Fannie Mae REMICS 2007-53 SX, 6.009%, (-1.000*US0001M + 6.100%), 06/25/2037 | | | | $ | 543,687 | | | | | | 0.0 | | |
3,829,462 (4) | | | Fannie Mae REMICS 2010-112 PI, 6.000%, 10/25/2040 | | | | | 905,647 | | | | | | 0.0 | | |
13,493,852 (4) | | | Fannie Mae REMICS 2010-139 SA, 5.939%, (-1.000*US0001M + 6.030%), 12/25/2040 | | | | | 2,752,114 | | | | | | 0.1 | | |
794,912 | | | Fannie Mae REMICS 2011-10 ZC, 5.000%, 02/25/2041 | | | | | 904,292 | | | | | | 0.0 | | |
79,616 | | | Fannie Mae REMICS 2011-127 UY, 3.500%, 12/25/2041 | | | | | 84,000 | | | | | | 0.0 | | |
3,008,464 (4) | | | Fannie Mae REMICS 2011-149 ES, 5.909%, (-1.000*US0001M + 6.000%), 07/25/2041 | | | | | 342,774 | | | | | | 0.0 | | |
11,646,300 (4) | | | Fannie Mae REMICS 2012-19 S, 5.859%, (-1.000*US0001M + 5.950%), 03/25/2042 | | | | | 2,242,826 | | | | | | 0.1 | | |
22,910,489 (4) | | | Fannie Mae REMICS 2016-2 IO, 5.500%, 02/25/2046 | | | | | 4,205,486 | | | | | | 0.1 | | |
8,311,851 (4) | | | Fannie Mae REMICS 2016-62 SC, 5.909%, (-1.000*US0001M + 6.000%), 09/25/2046 | | | | | 1,829,096 | | | | | | 0.1 | | |
34,749,397 (4) | | | Fannie Mae REMICS 2016-88 CS, 5.959%, (-1.000*US0001M + 6.050%), 12/25/2046 | | | | | 6,994,915 | | | | | | 0.2 | | |
9,597,792 (4) | | | Fannie Mae REMICS 2016-93 SL, 6.559%, (-1.000*US0001M + 6.650%), 12/25/2046 | | | | | 1,837,254 | | | | | | 0.1 | | |
2,008,781 | | | Fannie Mae REMICS 2016-97 PA, 3.000%, 12/25/2044 | | | | | 2,079,097 | | | | | | 0.1 | | |
11,053,931 (4) | | | Fannie Mae REMICS 2017-23 IO, 6.000%, 04/25/2047 | | | | | 2,550,162 | | | | | | 0.1 | | |
1,689,173 | | | Fannie Mae REMICS 2017-54 D, 3.000%, 07/25/2047 | | | | | 1,782,270 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
6,000,000 | | | Fannie Mae REMICS 2018-11 BX, 4.000%, 12/25/2047 | | | | $ | 6,466,906 | | | | | | 0.2 | | |
313,986 | | | Fannie Mae REMICS 2018-27 EA, 3.000%, 05/25/2048 | | | | | 330,517 | | | | | | 0.0 | | |
5,294,907 (4) | | | Fannie Mae REMICS 2018-43 SE, 6.159%, (-1.000*US0001M + 6.250%), 09/25/2038 | | | | | 1,034,396 | | | | | | 0.0 | | |
1,011,808 | | | Fannie Mae REMICS 2018-64 ET, 3.000%, 09/25/2048 | | | | | 1,059,668 | | | | | | 0.0 | | |
24,891,304 (4) | | | Fannie Mae REMICS 2019-17 SB, 6.009%, (-1.000*US0001M + 6.100%), 09/25/2038 | | | | | 4,396,237 | | | | | | 0.1 | | |
9,334,778 (4) | | | Fannie Mae REMICS 2019-18 SA, 5.959%, (-1.000*US0001M + 6.050%), 05/25/2049 | | | | | 1,849,853 | | | | | | 0.1 | | |
7,985,236 (4) | | | Fannie Mae REMICS 2019-25 PS, 5.959%, (-1.000*US0001M + 6.050%), 06/25/2049 | | | | | 1,575,415 | | | | | | 0.1 | | |
31,216,904 (4) | | | Fannie Mae REMICS 2021-8 TI, 4.000%, 03/25/2051 | | | | | 4,198,043 | | | | | | 0.1 | | |
152,949 (3) | | | First Horizon Alternative Mortgage Securities Trust 2005-AA1 1A1, 2.933%, 03/25/2035 | | | | | 118,744 | | | | | | 0.0 | | |
200,189 (3) | | | First Horizon Asset Securities, Inc. 2005-AR6 4A1, 2.686%, 02/25/2036 | | | | | 188,102 | | | | | | 0.0 | | |
24,501 (3) | | | First Horizon Mortgage Pass-Through Trust 2005-AR3 2A1, 2.861%, 08/25/2035 | | | | | 19,442 | | | | | | 0.0 | | |
1,387,480 (1)(3) | | | Flagstar Mortgage Trust 2018-1 B1, 4.004%, 03/25/2048 | | | | | 1,409,376 | | | | | | 0.1 | | |
1,479,979 (1)(3) | | | Flagstar Mortgage Trust 2018-1 B2, 4.004%, 03/25/2048 | | | | | 1,541,652 | | | | | | 0.1 | | |
1,942,472 (1)(3) | | | Flagstar Mortgage Trust 2018-1 B3, 4.004%, 03/25/2048 | | | | | 2,008,066 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,681,562 (1)(3) | | | Flagstar Mortgage Trust 2018-2 B2, 4.114%, 04/25/2048 | | | | $ | 1,703,655 | | | | | | 0.1 | | |
3,901,201 (4) | | | Freddie Mac 2815 GS, 5.927%, (-1.000*US0001M + 6.000%), 03/15/2034 | | | | | 732,745 | | | | | | 0.0 | | |
58 | | | Freddie Mac REMIC Trust 1125 Z, 8.250%, 08/15/2021 | | | | | 58 | | | | | | 0.0 | | |
163,082 | | | Freddie Mac REMIC Trust 2110 PG, 6.000%, 01/15/2029 | | | | | 184,151 | | | | | | 0.0 | | |
156,940 | | | Freddie Mac REMIC Trust 2114 ZM, 6.000%, 01/15/2029 | | | | | 176,044 | | | | | | 0.0 | | |
74,629 | | | Freddie Mac REMIC Trust 2411 FJ, 0.423%, (US0001M + 0.350%), 12/15/2029 | | | | | 74,754 | | | | | | 0.0 | | |
95,998 | | | Freddie Mac REMIC Trust 2460 ZM, 6.000%, 06/15/2032 | | | | | 108,578 | | | | | | 0.0 | | |
95,648 | | | Freddie Mac REMIC Trust 2528 KM, 5.500%, 11/15/2022 | | | | | 97,769 | | | | | | 0.0 | | |
230,511 | | | Freddie Mac REMIC Trust 2541 NE, 5.500%, 12/15/2032 | | | | | 265,082 | | | | | | 0.0 | | |
150,269 | | | Freddie Mac REMIC Trust 2576 KZ, 5.500%, 02/15/2033 | | | | | 174,667 | | | | | | 0.0 | | |
242,451 (4) | | | Freddie Mac REMIC Trust 2594 IY, 6.000%, 04/15/2033 | | | | | 49,100 | | | | | | 0.0 | | |
277,244 | | | Freddie Mac REMIC Trust 2861 Z, 5.500%, 09/15/2034 | | | | | 325,199 | | | | | | 0.0 | | |
816,387 | | | Freddie Mac REMIC Trust 2867 MZ, 5.000%, 10/15/2034 | | | | | 936,990 | | | | | | 0.0 | | |
606,078 | | | Freddie Mac REMIC Trust 2930 ZL, 5.000%, 02/15/2035 | | | | | 687,832 | | | | | | 0.0 | | |
694,985 | | | Freddie Mac REMIC Trust 2931 ZY, 5.000%, 02/15/2035 | | | | | 791,712 | | | | | | 0.0 | | |
4,542,474 (4) | | | Freddie Mac REMIC Trust 3045 DI, 6.657%, (-1.000*US0001M + 6.730%), 10/15/2035 | | | | | 936,414 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,327,765 (4) | | | Freddie Mac REMIC Trust 3064 SP, 6.527%, (-1.000*US0001M + 6.600%), 03/15/2035 | | | | $ | 69,709 | | | | | | 0.0 | | |
290,601 | | | Freddie Mac REMIC Trust 3065 DC, 19.641%, (-3.000*US0001M + 19.860%), 03/15/2035 | | | | | 400,947 | | | | | | 0.0 | | |
499,615 (4) | | | Freddie Mac REMIC Trust 3102 IS, 24.299%, (-3.667*US0001M + 24.567%), 01/15/2036 | | | | | 294,293 | | | | | | 0.0 | | |
2,364,240 | | | Freddie Mac REMIC Trust 3117 ZA, 5.500%, 02/15/2036 | | | | | 2,714,357 | | | | | | 0.1 | | |
1,354,788 (4) | | | Freddie Mac REMIC Trust 3170 SA, 6.527%, (-1.000*US0001M + 6.600%), 09/15/2033 | | | | | 273,446 | | | | | | 0.0 | | |
715,249 (4) | | | Freddie Mac REMIC Trust 3171 PS, 6.412%, (-1.000*US0001M + 6.485%), 06/15/2036 | | | | | 120,437 | | | | | | 0.0 | | |
1,097,916 | | | Freddie Mac REMIC Trust 3351 ZC, 5.500%, 07/15/2037 | | | | | 1,275,482 | | | | | | 0.0 | | |
277,235 (3) | | | Freddie Mac REMIC Trust 3524 LA, 5.332%, 03/15/2033 | | | | | 308,490 | | | | | | 0.0 | | |
66,185 | | | Freddie Mac REMIC Trust 3556 NT, 3.173%, (US0001M + 3.100%), 03/15/2038 | | | | | 67,317 | | | | | | 0.0 | | |
5,177,887 (4) | | | Freddie Mac REMIC Trust 3589 SB, 6.127%, (-1.000*US0001M + 6.200%), 10/15/2039 | | | | | 1,059,407 | | | | | | 0.0 | | |
771,619 (4) | | | Freddie Mac REMIC Trust 3632 IP, 5.000%, 02/15/2040 | | | | | 102,004 | | | | | | 0.0 | | |
5,104,965 | | | Freddie Mac REMIC Trust 3639 ZN, 5.500%, 12/15/2034 | | | | | 5,907,397 | | | | | | 0.2 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,790,281 | | | Freddie Mac REMIC Trust 3662 ZB, 5.500%, 08/15/2036 | | | | $ | 2,086,345 | | | | | | 0.1 | | |
894,744 | | | Freddie Mac REMIC Trust 3724 CM, 5.500%, 06/15/2037 | | | | | 1,024,705 | | | | | | 0.0 | | |
165,970 (4) | | | Freddie Mac REMIC Trust 3752 WS, 6.527%, (-1.000*US0001M + 6.600%), 12/15/2039 | | | | | 1,972 | | | | | | 0.0 | | |
269,536 (4) | | | Freddie Mac REMIC Trust 3820 BI, 4.000%, 11/15/2038 | | | | | 352 | | | | | | 0.0 | | |
1,002,126 | | | Freddie Mac REMIC Trust 3829 VZ, 4.000%, 03/15/2041 | | | | | 1,084,408 | | | | | | 0.0 | | |
4,001,666 (4) | | | Freddie Mac REMIC Trust 3856 KS, 6.477%, (-1.000*US0001M + 6.550%), 05/15/2041 | | | | | 743,017 | | | | | | 0.0 | | |
1,459,459 | | | Freddie Mac REMIC Trust 3898 KD, 4.500%, 07/15/2041 | | | | | 1,635,712 | | | | | | 0.1 | | |
995,734 (4) | | | Freddie Mac REMIC Trust 3925 SD, 5.977%, (-1.000*US0001M + 6.050%), 07/15/2040 | | | | | 104,940 | | | | | | 0.0 | | |
4,458,113 (4) | | | Freddie Mac REMIC Trust 3925 SL, 5.977%, (-1.000*US0001M + 6.050%), 01/15/2041 | | | | | 399,442 | | | | | | 0.0 | | |
9,784,655 (4) | | | Freddie Mac REMIC Trust 3951 SN, 6.477%, (-1.000*US0001M + 6.550%), 11/15/2041 | | | | | 2,068,185 | | | | | | 0.1 | | |
399,491 (4) | | | Freddie Mac REMIC Trust 3984 NS, 6.527%, (-1.000*US0001M + 6.600%), 01/15/2040 | | | | | 2,257 | | | | | | 0.0 | | |
620,780 | | | Freddie Mac REMIC Trust 4000 PA, 4.500%, 01/15/2042 | | | | | 692,615 | | | | | | 0.0 | | |
1,399,194 | | | Freddie Mac REMIC Trust 4020 BY, 6.500%, 03/15/2042 | | | | | 1,702,840 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
576,165 (4) | | | Freddie Mac REMIC Trust 4027 QI, 4.500%, 12/15/2040 | | | | $ | 20,043 | | | | | | 0.0 | | |
2,216,133 (4) | | | Freddie Mac REMIC Trust 4094 YS, 6.627%, (-1.000*US0001M + 6.700%), 04/15/2040 | | | | | 158,977 | | | | | | 0.0 | | |
5,797,729 (4) | | | Freddie Mac REMIC Trust 4102 MS, 6.527%, (-1.000*US0001M + 6.600%), 09/15/2042 | | | | | 1,287,444 | | | | | | 0.0 | | |
631,719 (4) | | | Freddie Mac REMIC Trust 4194 GI, 4.000%, 04/15/2043 | | | | | 91,001 | | | | | | 0.0 | | |
4,142,008 | | | Freddie Mac REMIC Trust 4203 BN, 3.000%, 04/15/2033 | | | | | 4,447,244 | | | | | | 0.1 | | |
28,953,458 | | | Freddie Mac REMIC Trust 4246 ZX, 4.500%, 04/15/2041 | | | | | 32,158,487 | | | | | | 1.0 | | |
6,613,304 (4) | | | Freddie Mac REMIC Trust 4313 SD, 6.077%, (-1.000*US0001M + 6.150%), 03/15/2044 | | | | | 1,245,551 | | | | | | 0.0 | | |
10,186,482 (4) | | | Freddie Mac REMIC Trust 4313 SE, 6.077%, (-1.000*US0001M + 6.150%), 03/15/2044 | | | | | 2,020,327 | | | | | | 0.1 | | |
1,036,318 (4) | | | Freddie Mac REMIC Trust 4323 IP, 4.500%, 08/15/2042 | | | | | 49,748 | | | | | | 0.0 | | |
1,074,351 (4) | | | Freddie Mac REMIC Trust 4332 PI, 5.000%, 12/15/2043 | | | | | 173,751 | | | | | | 0.0 | | |
7,791,373 | | | Freddie Mac REMIC Trust 4335 ZX, 4.250%, 05/15/2044 | | | | | 8,766,873 | | | | | | 0.3 | | |
3,640,085 (4) | | | Freddie Mac REMIC Trust 4346 ST, 6.127%, (-1.000*US0001M + 6.200%), 07/15/2039 | | | | | 458,891 | | | | | | 0.0 | | |
12,039,243 | | | Freddie Mac REMIC Trust 435 XZ, 4.250%, 05/15/2044 | | | | | 13,676,879 | | | | | | 0.4 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
3,146,187 (4) | | | Freddie Mac REMIC Trust 4386 LS, 6.027%, (-1.000*US0001M + 6.100%), 09/15/2044 | | | | $ | 573,626 | | | | | | 0.0 | | |
7,041,250 (4) | | | Freddie Mac REMICS 3284 CI, 6.047%, (-1.000*US0001M + 6.120%), 03/15/2037 | | | | | 1,413,650 | | | | | | 0.1 | | |
3,077,484 (4) | | | Freddie Mac REMICS 3311 IC, 6.337%, (-1.000*US0001M + 6.410%), 05/15/2037 | | | | | 601,514 | | | | | | 0.0 | | |
6,618,245 (4) | | | Freddie Mac REMICS 3510 IC, 6.007%, (-1.000*US0001M + 6.080%), 08/15/2037 | | | | | 1,298,956 | | | | | | 0.0 | | |
3,272,461 (4) | | | Freddie Mac REMICS 3575 ST, 6.527%, (-1.000*US0001M + 6.600%), 04/15/2039 | | | | | 633,635 | | | | | | 0.0 | | |
9,672,030 (4) | | | Freddie Mac REMICS 3702 SB, 4.427%, (-1.000*US0001M + 4.500%), 08/15/2040 | | | | | 1,377,811 | | | | | | 0.0 | | |
3,711,649 (4) | | | Freddie Mac REMICS 4465 MI, 5.000%, 03/15/2041 | | | | | 836,083 | | | | | | 0.0 | | |
10,104,396 (4) | | | Freddie Mac REMICS 4675 KS, 5.927%, (-1.000*US0001M + 6.000%), 04/15/2047 | | | | | 2,016,998 | | | | | | 0.1 | | |
91,395 | | | Freddie Mac REMICS 4678 AB, 4.000%, 06/15/2044 | | | | | 92,645 | | | | | | 0.0 | | |
15,019,383 | | | Freddie Mac REMICS 4771 HZ, 3.500%, 03/15/2048 | | | | | 16,339,985 | | | | | | 0.5 | | |
1,524,169 | | | Freddie Mac REMICS 4787 PY, 4.000%, 05/15/2048 | | | | | 1,630,846 | | | | | | 0.1 | | |
25,068,061 (4) | | | Freddie Mac REMICS 4901 BS, 6.009%, (-1.000*US0001M + 6.100%), 07/25/2049 | | | | | 4,791,131 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
25,685,755 (4) | | | Freddie Mac REMICS 5118 LI, 3.000%, 06/25/2041 | | | | $ | 2,838,638 | | | | | | 0.1 | | |
8,882,153 | | | Freddie Mac Series 4348 ZX, 4.250%, 06/15/2044 | | | | | 9,898,473 | | | | | | 0.3 | | |
1,134,762 (1) | | | Freddie Mac STACR 2019-HQA3 M2, 1.942%, (US0001M + 1.850%), 09/25/2049 | | | | | 1,140,247 | | | | | | 0.0 | | |
3,900,000 (1) | | | Freddie Mac Stacr Trust 2018-HQA2 M2, 2.392%, (US0001M + 2.300%), 10/25/2048 | | | | | 3,939,774 | | | | | | 0.1 | | |
6,417,151 (4) | | | Freddie Mac Strips Series 311 S1, 5.877%, (-1.000*US0001M + 5.950%), 08/15/2043 | | | | | 1,092,584 | | | | | | 0.0 | | |
376,489 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2014-DN3 M3, 4.092%, (US0001M + 4.000%), 08/25/2024 | | | | | 384,403 | | | | | | 0.0 | | |
1,113,152 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA2 M3, 3.992%, (US0001M + 3.900%), 12/25/2027 | | | | | 1,132,405 | | | | | | 0.0 | | |
500,000 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-HQA3 M3, 3.942%, (US0001M + 3.850%), 03/25/2029 | | | | | 518,575 | | | | | | 0.0 | | |
836,454 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA1 M2, 3.642%, (US0001M + 3.550%), 08/25/2029 | | | | | 866,297 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
682,992 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA2 M2, 2.742%, (US0001M + 2.650%), 12/25/2029 | | | | $ | 695,749 | | | | | | 0.0 | | |
6,885,552 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA3 M2, 2.442%, (US0001M + 2.350%), 04/25/2030 | | | | | 7,047,828 | | | | | | 0.2 | | |
5,105,758 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-DNA1 M2, 1.892%, (US0001M + 1.800%), 07/25/2030 | | | | | 5,141,844 | | | | | | 0.2 | | |
1,009,401 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2018-HQA1 M2, 2.392%, (US0001M + 2.300%), 09/25/2030 | | | | | 1,025,070 | | | | | | 0.0 | | |
300,206 | | | Freddie Mac Structured Pass Through Certificates T-54 2A, 6.500%, 02/25/2043 | | | | | 357,353 | | | | | | 0.0 | | |
318,764 | | | Freddie Mac Structured Pass Through Certificates T-62 1A1, 1.316%, (12MTA + 1.200%), 10/25/2044 | | | | | 327,594 | | | | | | 0.0 | | |
22,794 | | | Freddie Mac-Ginnie Mae Series 27 FC, 1.875%, (PRIME + (1.375)%), 03/25/2024 | | | | | 23,010 | | | | | | 0.0 | | |
505,310 (3)(4) | | | Freddie Mac Strips 347 118, 4.500%, 02/15/2044 | | | | | 88,425 | | | | | | 0.0 | | |
12,157,366 (3)(4) | | | Freddie Mac Strips 347 C29, 3.000%, 01/15/2044 | | | | | 1,312,163 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
11,167,893 (3)(4) | | | Freddie Mac Strips 347 C30, 3.500%, 02/15/2044 | | | | $ | 1,373,749 | | | | | | 0.0 | | |
4,315,926 (3)(4) | | | Freddie Mac Strips 347 C31, 4.000%, 02/15/2044 | | | | | 693,107 | | | | | | 0.0 | | |
12,263,556 (4) | | | Freddie Mac Strips 351 C1, 2.500%, 02/15/2031 | | | | | 797,994 | | | | | | 0.0 | | |
8,646,366 (4) | | | Freddie Mac Strips 351 C11, 3.500%, 02/15/2031 | | | | | 760,468 | | | | | | 0.0 | | |
11,137,055 (4) | | | Freddie Mac Strips 351 C12, 4.000%, 02/15/2031 | | | | | 1,158,967 | | | | | | 0.0 | | |
7,601,624 (4) | | | Freddie Mac Strips 351 C13, 3.000%, 02/15/2031 | | | | | 584,377 | | | | | | 0.0 | | |
12,656,040 (4) | | | Freddie Mac Strips 351 C2, 3.000%, 02/15/2031 | | | | | 989,949 | | | | | | 0.0 | | |
10,590,225 (4) | | | Freddie Mac Strips 351 C7, 3.000%, 02/15/2031 | | | | | 832,231 | | | | | | 0.0 | | |
11,002,430 (4) | | | Freddie Mac Strips 351 C8, 3.500%, 02/15/2031 | | | | | 999,203 | | | | | | 0.0 | | |
682,160 (1)(5) | | | GCAT 2020-NQM2 A2 Trust, 2.272% (Step Rate @ 3.272% on 07/25/2024), 04/25/2065 | | | | | 690,544 | | | | | | 0.0 | | |
8,604,278 (4) | | | Ginnie Mae 2007-35 KY, 6.375%, (-1.000*US0001M + 6.450%), 06/16/2037 | | | | | 1,741,926 | | | | | | 0.1 | | |
676,217 | | | Ginnie Mae 2013-26 GU, 1.500%, 04/20/2042 | | | | | 692,651 | | | | | | 0.0 | | |
589,671 | | | Ginnie Mae 2013-26 JC, 2.000%, 01/20/2043 | | | | | 600,193 | | | | | | 0.0 | | |
257,882 | | | Ginnie Mae 2013-69 KA, 1.250%, 08/20/2042 | | | | | 256,426 | | | | | | 0.0 | | |
210,139 | | | Ginnie Mae 2013-8 BE, 1.750%, 11/20/2042 | | | | | 215,062 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
14,689,392 (4) | | | Ginnie Mae 2021-87 ID, 2.500%, 05/20/2051 | | | | $ | 1,861,945 | | | | | | 0.1 | | |
619,474 (4) | | | Ginnie Mae Series 2005-7 AH, 6.695%, (-1.000*US0001M + 6.770%), 02/16/2035 | | | | | 115,631 | | | | | | 0.0 | | |
300,800 | | | Ginnie Mae Series 2007-8 SP, 21.746%, (-3.242*US0001M + 22.048%), 03/20/2037 | | | | | 484,668 | | | | | | 0.0 | | |
1,766,841 (4) | | | Ginnie Mae Series 2008-35 SN, 6.307%, (-1.000*US0001M + 6.400%), 04/20/2038 | | | | | 294,675 | | | | | | 0.0 | | |
921,652 (4) | | | Ginnie Mae Series 2008-40 PS, 6.425%, (-1.000*US0001M + 6.500%), 05/16/2038 | | | | | 170,981 | | | | | | 0.0 | | |
7,221,845 (4) | | | Ginnie Mae Series 2009-106 SU, 6.107%, (-1.000*US0001M + 6.200%), 05/20/2037 | | | | | 1,366,010 | | | | | | 0.0 | | |
2,396,182 (4) | | | Ginnie Mae Series 2009-25 KS, 6.107%, (-1.000*US0001M + 6.200%), 04/20/2039 | | | | | 485,845 | | | | | | 0.0 | | |
1,164,327 | | | Ginnie Mae Series 2009-29 PB, 4.750%, 05/20/2039 | | | | | 1,313,660 | | | | | | 0.0 | | |
1,346,554 | | | Ginnie Mae Series 2009-31 ZL, 4.500%, 05/20/2039 | | | | | 1,508,273 | | | | | | 0.1 | | |
12,265,394 | | | Ginnie Mae Series 2009-33 ZB, 6.000%, 05/20/2039 | | | | | 13,255,425 | | | | | | 0.4 | | |
1,577,697 (4) | | | Ginnie Mae Series 2010-106 IP, 5.000%, 03/20/2040 | | | | | 157,972 | | | | | | 0.0 | | |
1,551,011 (4) | | | Ginnie Mae Series 2010-116 NS, 6.575%, (-1.000*US0001M + 6.650%), 09/16/2040 | | | | | 273,853 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
4,525,050 (4) | | | Ginnie Mae Series 2010-116 SK, 6.527%, (-1.000*US0001M + 6.620%), 08/20/2040 | | | | $ | 876,235 | | | | | | 0.0 | | |
6,099,331 (4) | | | Ginnie Mae Series 2010-149 HS, 6.025%, (-1.000*US0001M + 6.100%), 05/16/2040 | | | | | 631,339 | | | | | | 0.0 | | |
2,251,769 (4) | | | Ginnie Mae Series 2010-4 SP, 6.425%, (-1.000*US0001M + 6.500%), 01/16/2039 | | | | | 240,340 | | | | | | 0.0 | | |
2,355,606 | | | Ginnie Mae Series 2010-59 ZA, 4.500%, 05/20/2040 | | | | | 2,644,740 | | | | | | 0.1 | | |
971,163 (4) | | | Ginnie Mae Series 2010-6 IA, 5.000%, 11/20/2039 | | | | | 79,565 | | | | | | 0.0 | | |
1,594,596 (4) | | | Ginnie Mae Series 2010-68 MS, 5.757%, (-1.000*US0001M + 5.850%), 06/20/2040 | | | | | 297,025 | | | | | | 0.0 | | |
3,619,447 (4) | | | Ginnie Mae Series 2010-9 JI, 5.000%, 01/20/2040 | | | | | 748,919 | | | | | | 0.0 | | |
1,790,706 (4) | | | Ginnie Mae Series 2011-116 BI, 4.000%, 08/16/2026 | | | | | 98,469 | | | | | | 0.0 | | |
336,838 (4) | | | Ginnie Mae Series 2011-140 CI, 5.000%, 10/20/2040 | | | | | 14,566 | | | | | | 0.0 | | |
34,870 | | | Ginnie Mae Series 2011-169 BC, 7.000%, 05/16/2032 | | | | | 38,382 | | | | | | 0.0 | | |
3,670,347 (4) | | | Ginnie Mae Series 2011-80 KS, 6.577%, (-1.000*US0001M + 6.670%), 06/20/2041 | | | | | 807,839 | | | | | | 0.0 | | |
240,092 (4) | | | Ginnie Mae Series 2012-40 NI, 4.500%, 05/20/2040 | | | | | 11,085 | | | | | | 0.0 | | |
8,628,946 (4) | | | Ginnie Mae Series 2013-167 PI, 5.500%, 11/20/2043 | | | | | 1,480,787 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
7,169,700 (4) | | | Ginnie Mae Series 2013-184 JI, 5.500%, 12/16/2043 | | | | $ | 1,501,604 | | | | | | 0.1 | | |
7,103,743 | | | Ginnie Mae Series 2014-3 EP, 2.750%, 02/16/2043 | | | | | 7,481,614 | | | | | | 0.2 | | |
6,428,003 (4) | | | Ginnie Mae Series 2014-3 SU, 5.957%, (-1.000*US0001M + 6.050%), 07/20/2039 | | | | | 1,157,062 | | | | | | 0.0 | | |
8,062,730 (4) | | | Ginnie Mae Series 2014-55 MS, 6.125%, (-1.000*US0001M + 6.200%), 04/16/2044 | | | | | 1,636,576 | | | | | | 0.1 | | |
7,233,046 (4) | | | Ginnie Mae Series 2014-56 SP, 6.125%, (-1.000*US0001M + 6.200%), 12/16/2039 | | | | | 1,037,309 | | | | | | 0.0 | | |
7,322,939 (4) | | | Ginnie Mae Series 2014-58 CS, 5.525%, (-1.000*US0001M + 5.600%), 04/16/2044 | | | | | 1,240,538 | | | | | | 0.0 | | |
9,522,633 (4) | | | Ginnie Mae Series 2014-79 BI, 6.000%, 05/16/2044 | | | | | 2,054,443 | | | | | | 0.1 | | |
3,610,075 (4) | | | Ginnie Mae Series 2014-99 S, 5.507%, (-1.000*US0001M + 5.600%), 06/20/2044 | | | | | 702,919 | | | | | | 0.0 | | |
2,150,730 | | | Ginnie Mae Series 2018-112 AL, 3.500%, 08/20/2048 | | | | | 2,299,728 | | | | | | 0.1 | | |
2,417,122 | | | Ginnie Mae Series 2018-126 A, 3.500%, 09/20/2048 | | | | | 2,578,838 | | | | | | 0.1 | | |
38,318,344 (4) | | | Ginnie Mae Series 2019-145 LS, 2.737%, (-1.000*US0001M + 2.830%), 11/20/2049 | | | | | 2,606,237 | | | | | | 0.1 | | |
686,541 (1)(3) | | | GS Mortgage- Backed Securities Corp. Trust 2019-PJ2 A1, 4.000%, 11/25/ 2049 | | | | | 690,551 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,134,157 (1)(3) | | | GS Mortgage- Backed Securities Corp. Trust 2020-PJ2 A4, 3.500%, 07/25/2050 | | | | $ | 1,149,211 | | | | | | 0.0 | | |
978,272 (1)(3) | | | GS Mortgage- Backed Securities Corp. Trust 2020-PJ4 A4, 3.000%, 01/25/2051 | | | | | 989,558 | | | | | | 0.0 | | |
1,902 | | | GSR Mortgage Loan Trust 2003-2F 3A1, 6.000%, 03/25/2032 | | | | | 2,018 | | | | | | 0.0 | | |
45,637 | | | HarborView Mortgage Loan Trust 2005-2 2A1A, 0.533%, (US0001M + 0.440%), 05/19/2035 | | | | | 44,063 | | | | | | 0.0 | | |
172,716 | | | HomeBanc Mortgage Trust 2004-1 2A, 0.952%, (US0001M + 0.860%), 08/25/2029 | | | | | 170,472 | | | | | | 0.0 | | |
2,506,628 | | | IndyMac INDX Mortgage Loan Trust 2006-AR2 1A1B, 0.512%, (US0001M + 0.420%), 04/25/2046 | | | | | 2,383,663 | | | | | | 0.1 | | |
2,048,308 | | | IndyMac INDX Mortgage Loan Trust 2006-AR2 2A1, 0.512%, (US0001M + 0.420%), 02/25/2046 | | | | | 1,651,251 | | | | | | 0.1 | | |
5,355 (3) | | | JP Morgan Mortgage Trust 2005-A1 6T1, 2.453%, 02/25/2035 | | | | | 5,447 | | | | | | 0.0 | | |
71,967 (3) | | | JP Morgan Mortgage Trust 2007-A1 5A5, 2.577%, 07/25/2035 | | | | | 73,733 | | | | | | 0.0 | | |
886,051 (1)(3) | | | JP Morgan Mortgage Trust 2017-3 1A13, 3.500%, 08/25/2047 | | | | | 900,484 | | | | | | 0.0 | | |
4,286,250 (1)(3) | | | JP Morgan Mortgage Trust 2017-4 B1, 3.928%, 11/25/2048 | | | | | 4,437,719 | | | | | | 0.1 | | |
1,572,936 (1)(3) | | | JP Morgan Mortgage Trust 2017-4 B2, 3.928%, 11/25/2048 | | | | | 1,624,683 | | | | | | 0.1 | | |
1,019,562 (1)(3) | | | JP Morgan Mortgage Trust 2017-6 B3, 3.803%, 12/25/2048 | | | | | 1,051,686 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,572,099 (1)(3) | | | JP Morgan Mortgage Trust 2018-1 B1, 3.717%, 06/25/2048 | | | | $ | 1,614,391 | | | | | | 0.1 | | |
1,572,099 (1)(3) | | | JP Morgan Mortgage Trust 2018-1 B2, 3.717%, 06/25/2048 | | | | | 1,610,341 | | | | | | 0.1 | | |
1,942,005 (1)(3) | | | JP Morgan Mortgage Trust 2018-1 B3, 3.717%, 06/25/2048 | | | | | 2,004,086 | | | | | | 0.1 | | |
1,394,326 (1)(3) | | | JP Morgan Mortgage Trust 2018-3 B1, 3.761%, 09/25/2048 | | | | | 1,445,951 | | | | | | 0.1 | | |
1,256,908 (1)(3) | | | JP Morgan Mortgage Trust 2018-4 B1, 3.755%, 10/25/2048 | | | | | 1,299,078 | | | | | | 0.0 | | |
102,185 (1)(3) | | | JP Morgan Mortgage Trust 2019-3 A3, 4.000%, 09/25/2049 | | | | | 104,055 | | | | | | 0.0 | | |
2,404,718 (1)(3) | | | JP Morgan Mortgage Trust 2019-7 B2A, 3.172%, 02/25/2050 | | | | | 2,424,482 | | | | | | 0.1 | | |
1,934,380 (1)(3) | | | JP Morgan Mortgage Trust 2019-8 B3A, 3.485%, 03/25/2050 | | | | | 1,992,434 | | | | | | 0.1 | | |
2,434,410 (1)(3) | | | JP Morgan Mortgage Trust 2019-HYB1 B1, 3.822%, 10/25/2049 | | | | | 2,565,505 | | | | | | 0.1 | | |
289,984 (1)(3) | | | JP Morgan Mortgage Trust 2019-LTV2 A18, 4.000%, 12/25/2049 | | | | | 292,803 | | | | | | 0.0 | | |
1,961,766 (1)(3) | | | JP Morgan Mortgage Trust 2020-5 B1, 3.675%, 12/25/2050 | | | | | 2,055,455 | | | | | | 0.1 | | |
865,621 (1)(3) | | | JP Morgan Mortgage Trust 2020-7 A15, 3.000%, 01/25/2051 | | | | | 874,875 | | | | | | 0.0 | | |
2,329,553 (1)(3) | | | JP Morgan Mortgage Trust 2020-8 B1, 3.569%, 03/25/2051 | | | | | 2,427,312 | | | | | | 0.1 | | |
1,424,490 (1)(3) | | | JP Morgan Mortgage Trust 2020-8 B2, 3.569%, 03/25/2051 | | | | | 1,478,663 | | | | | | 0.1 | | |
1,890,794 (1)(3) | | | JP Morgan Mortgage Trust 2020-8 B3, 3.569%, 03/25/2051 | | | | | 1,950,938 | | | | | | 0.1 | | |
705,481 (1)(3) | | | JP Morgan Mortgage Trust 2020-LTV2 A15, 3.000%, 11/25/2050 | | | | | 712,262 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,299,183,145 (1)(4)(6) | | | L Street Securities 2017-PM1 XIO, 0.000%, 10/25/2048 | | | | $ | 893,233 | | | | | | 0.0 | | |
7,070,150 (4) | | | Lehman Mortgage Trust 2006-9 2A5, 6.529%, (-1.000*US0001M + 6.620%), 01/25/2037 | | | | | 1,597,042 | | | | | | 0.1 | | |
2,679,376 | | | Lehman XS Trust Series 2005-5N 1A2, 0.452%, (US0001M + 0.360%), 11/25/2035 | | | | | 2,524,410 | | | | | | 0.1 | | |
700,000 (1) | | | Mello Warehouse Securitization Trust 2021-1 C, 1.206%, (US0001M + 1.100%), 02/25/2055 | | | | | 702,424 | | | | | | 0.0 | | |
60,329 (3) | | | Merrill Lynch Mortgage Investors Trust MLMI Series 2003-A3 1A, 2.024%, 05/25/2033 | | | | | 61,950 | | | | | | 0.0 | | |
3,732 | | | Merrill Lynch Mortgage Investors Trust Series 2005-A6 2A3, 0.852%, (US0001M + 0.380%), 08/25/2035 | | | | | 3,739 | | | | | | 0.0 | | |
22,278 | | | Merrill Lynch Mortgage Investors Trust Series MLCC 2005-3 5A, 0.592%, (US0001M + 0.250%), 11/25/2035 | | | | | 22,172 | | | | | | 0.0 | | |
2,000,000 | | | Morgan Stanley Mortgage Loan Trust 2005-5AR 1B1, 1.892%, (US0001M + 1.800%), 09/25/2035 | | | | | 2,002,742 | | | | | | 0.1 | | |
1,402,237 | | | Morgan Stanley Mortgage Loan Trust 2007-13 6A1, 6.000%, 10/25/2037 | | | | | 1,085,570 | | | | | | 0.0 | | |
1,488,914 (1)(3) | | | New Residential Mortgage Loan Trust 2017-3A B2, 4.750%, 04/25/2057 | | | | | 1,595,205 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
16,262 (1)(3) | | | Nomura Asset Acceptance Corp. Alternative Loan Trust Series 2001-R1A A, 7.000%, 02/19/2030 | | | | $ | 16,657 | | | | | | 0.0 | | |
448,669 | | | Prime Mortgage Trust 2007-1 A4, 5.500%, 03/25/2037 | | | | | 428,405 | | | | | | 0.0 | | |
728,928 (1)(3) | | | PSMC 2020-3 A1 Trust, 3.000%, 11/25/2050 | | | | | 741,475 | | | | | | 0.0 | | |
384,663 (1) | | | RBSSP Resecuritization Trust 2011-3 2A1, 0.342%, (US0001M + 0.250%), 02/26/2037 | | | | | 386,311 | | | | | | 0.0 | | |
1,358 | | | RFMSI Series Trust 2003-S9 A1, 6.500%, 03/25/2032 | | | | | 1,412 | | | | | | 0.0 | | |
2,000,848 | | | Seasoned Credit Risk Transfer Trust 2017-4 M45T, 4.500%, 06/25/2057 | | | | | 2,224,620 | | | | | | 0.1 | | |
47,559 | | | Sequoia Mortgage Trust 2003-4 2A1, 0.793%, (US0001M + 0.350%), 07/20/2033 | | | | | 47,574 | | | | | | 0.0 | | |
23,252 (3) | | | Sequoia Mortgage Trust 2005-4 2A1, 2.647%, 04/20/2035 | | | | | 24,520 | | | | | | 0.0 | | |
748,412 (1)(3) | | | Sequoia Mortgage Trust 2014-3 B3, 3.985%, 10/25/2044 | | | | | 765,080 | | | | | | 0.0 | | |
798,749 (1)(3) | | | Sequoia Mortgage Trust 2014-4 B3, 3.878%, 11/25/2044 | | | | | 820,161 | | | | | | 0.0 | | |
805,903 (1)(3) | | | Sequoia Mortgage Trust 2015-2 B3, 3.768%, 05/25/2045 | | | | | 824,512 | | | | | | 0.0 | | |
906,469 (1)(3) | | | Sequoia Mortgage Trust 2015-3 B3, 3.718%, 07/25/2045 | | | | | 934,920 | | | | | | 0.0 | | |
2,772,414 (1)(3) | | | Sequoia Mortgage Trust 2017-CH2 A13, 4.000%, 12/25/2047 | | | | | 2,820,891 | | | | | | 0.1 | | |
379,971 (1)(3) | | | Sequoia Mortgage Trust 2018-CH1 A19, 4.000%, 02/25/2048 | | | | | 385,369 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
4,671,013 (1)(3) | | | Sequoia Mortgage Trust 2018-CH1 B1B, 4.487%, 02/25/2048 | | | | $ | 4,845,158 | | | | | | 0.2 | | |
361,755 (1)(3) | | | Sequoia Mortgage Trust 2020-1 A19, 3.500%, 02/25/2050 | | | | | 369,700 | | | | | | 0.0 | | |
2,049,872 (1)(3) | | | Sequoia Mortgage Trust 2020-3 B3, 3.359%, 04/25/2050 | | | | | 2,021,567 | | | | | | 0.1 | | |
698,000 (1)(3) | | | Starwood Mortgage Residential Trust 2020-1, 2.878%, 02/25/2050 | | | | | 709,004 | | | | | | 0.0 | | |
42,516 (3) | | | Structured Adjustable Rate Mortgage Loan Trust 2005-17 3A1, 2.925%, 08/25/2035 | | | | | 41,112 | | | | | | 0.0 | | |
808,146 (3) | | | Structured Adjustable Rate Mortgage Loan Trust 2005-7 4A, 2.702%, 04/25/2035 | | | | | 773,541 | | | | | | 0.0 | | |
171,619 | | | Structured Asset Mortgage Investments II Trust 2005-AR5 A2, 0.593%, (US0001M + 0.250%), 07/19/2035 | | | | | 166,557 | | | | | | 0.0 | | |
75,786 | | | Structured Asset Mortgage Investments II Trust 2005-AR5 A3, 0.593%, (US0001M + 0.250%), 07/19/2035 | | | | | 76,907 | | | | | | 0.0 | | |
228,287 (3) | | | Thornburg Mortgage Securities Trust 2006-5 A1, 2.756%, 10/25/2046 | | | | | 230,932 | | | | | | 0.0 | | |
5,644 | | | WaMu Mortgage Pass Through Certificates Series 2002-AR2 A, 1.593%, (COF 11 + 1.250%), 02/27/2034 | | | | | 5,771 | | | | | | 0.0 | | |
16,154 | | | WaMu Mortgage Pass Through Certificates Series 2002-AR9 1A, 1.516%, (12MTA + 1.400%), 08/25/2042 | | | | | 15,920 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
25,350 | | | WaMu Mortgage Pass Through Certificates Series 2005-AR1 A1A, 0.732%, (US0001M + 0.640%), 01/25/2045 | | | | $ | 25,234 | | | | | | 0.0 | | |
527,661 (3) | | | WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 2.514%, 10/25/2036 | | | | | 514,404 | | | | | | 0.0 | | |
271,376 | | | WaMu Mortgage Pass Through Certificates Series 2006-AR7 3A, 1.843%, (COF 11 + 1.500%), 07/25/2046 | | | | | 265,865 | | | | | | 0.0 | | |
47,320,460 (3)(4) | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 X, 1.765%, 08/25/2045 | | | | | 2,000,245 | | | | | | 0.1 | | |
1,275,059 | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR13 A1C3, 1.072%, (US0001M + 0.490%), 10/25/2045 | | | | | 1,266,614 | | | | | | 0.0 | | |
547,576 (3) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 3.066%, 10/25/2036 | | | | | 550,552 | | | | | | 0.0 | | |
1,078,408 (3) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 2A1, 2.492%, 12/25/2036 | | | | | 1,030,344 | | | | | | 0.0 | | |
1,815,594 (3) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 3.076%, 08/25/2046 | | | | | 1,807,463 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
2,569,901 (3) | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 2.716%, 04/25/2037 | | | | $ | 2,445,740 | | | | | | 0.1 | | |
1,723,745 (3) | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY7 2A2, 3.035%, 07/25/2037 | | | | | 1,735,459 | | | | | | 0.1 | | |
2,054,376 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 A1, 5.750%, 01/25/2036 | | | | | 1,971,333 | | | | | | 0.1 | | |
184,130 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 1A2, 5.500%, 10/25/2035 | | | | | 184,570 | | | | | | 0.0 | | |
1,507,008 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR10 Trust, 0.192%, (US0001M + 0.100%), 12/25/2036 | | | | | 998,311 | | | | | | 0.0 | | |
1,092,388 | | | Wells Fargo Alternative Loan 2007-PA2 2A1, 0.522%, (US0001M + 0.430%), 06/25/2037 | | | | | 873,581 | | | | | | 0.0 | | |
90,470 (3) | | | Wells Fargo Mortgage Backed Securities 2005-AR7 1A1, 3.130%, 05/25/2035 | | | | | 89,685 | | | | | | 0.0 | | |
254,629 (3) | | | Wells Fargo Mortgage Backed Securities 2006-AR4 2A4, 2.827%, 04/25/2036 | | | | | 249,894 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,476,057 (1)(3) | | | Wells Fargo Mortgage Backed Securities 2020-1 B2 Trust, 3.398%, 12/25/2049 | | | | $ | 1,511,731 | | | | | | 0.1 | | |
790,351 (1)(3) | | | WinWater Mortgage Loan Trust 2015-5 B4, 3.760%, 08/20/2045 | | | | | 790,573 | | | | | | 0.0 | | |
| | | Total Collateralized Mortgage Obligations | | | | | | | | | | | | | |
| | | (Cost $517,022,156) | | | | | 527,823,766 | | | | | | 15.7 | | |
MUNICIPAL BONDS: 0.1% | | |||||||||||||||
| | | California: 0.1% | | ||||||||||||
500,000 | | | California State University, 6.434%, 11/01/2030 | | | | | 667,222 | | | | | | 0.1 | | |
200,000 | | | Los Angeles County Public Works Financing Authority, 7.488%, 08/01/2033 | | | | | 277,515 | | | | | | 0.0 | | |
300,000 | | | Los Angeles County Public Works Financing Authority, 7.618%, 08/01/2040 | | | | | 488,632 | | | | | | 0.0 | | |
200,000 | | | Regents of the University of California Medical Center Pooled Revenue, 6.398%, 05/15/2031 | | | | | 261,143 | | | | | | 0.0 | | |
300,000 | | | Regents of the University of California Medical Center Pooled Revenue, 6.548%, 05/15/2048 | | | | | 468,922 | | | | | | 0.0 | | |
| | | Total Municipal Bonds | | | | | | | | | | | | | |
| | | (Cost $1,500,000) | | | | | 2,163,434 | | | | | | 0.1 | | |
U.S. TREASURY OBLIGATIONS: 6.4% | | |||||||||||||||
| | | U.S. Treasury Bonds: 3.1% | | ||||||||||||
17,000 | | | 1.250%, 05/15/2050 | | | | | 13,886 | | | | | | 0.0 | | |
920,000 | | | 1.375%, 11/15/2040 | | | | | 826,778 | | | | | | 0.0 | | |
77,000 | | | 1.625%, 11/15/2050 | | | | | 69,180 | | | | | | 0.0 | | |
45,049,000 (2) | | | 1.875%, 02/15/2051 | | | | | 43,007,717 | | | | | | 1.3 | | |
59,448,000 | | | 2.250%, 05/15/2041 | | | | | 61,872,364 | | | | | | 1.8 | | |
| | | | | | | | 105,789,925 | | | | | | 3.1 | | |
| | | U.S. Treasury Notes: 3.3% | | ||||||||||||
38,252,000 | | | 0.125%, 06/30/2023 | | | | | 38,161,600 | | | | | | 1.1 | | |
25,000 | | | 0.125%, 10/15/2023 | | | | | 24,898 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. TREASURY OBLIGATIONS: (continued) | | |||||||||||||||
| | | U.S. Treasury Notes (continued) | | ||||||||||||
35,318,000 | | | 0.250%, 06/15/2024 | | | | $ | 35,104,160 | | | | | | 1.1 | | |
1,322,000 | | | 0.875%, 06/30/2026 | | | | | 1,321,432 | | | | | | 0.0 | | |
773,500 (2) | | | 1.125%, 02/15/2031 | | | | | 751,020 | | | | | | 0.0 | | |
29,948,000 | | | 1.250%, 06/30/2028 | | | | | 29,997,133 | | | | | | 0.9 | | |
6,326,000 (2) | | | 1.625%, 05/15/2031 | | | | | 6,423,855 | | | | | | 0.2 | | |
| | | | | | | | 111,784,098 | | | | | | 3.3 | | |
| | | Total U.S. Treasury Obligations (Cost $213,055,736) | | | | | 217,574,023 | | | | | | 6.4 | | |
U.S. GOVERNMENT AGENCY OBLIGATIONS: 10.7% | | |||||||||||||||
| | | Federal Home Loan Mortgage Corporation: 2.9%(7) | | ||||||||||||
50,361 | | | 1.974%, (US0012M + 1.345%), 09/01/2035 | | | | | 52,737 | | | | | | 0.0 | | |
395,860 | | | 2.144%, (US0012M + 1.721%), 06/01/2035 | | | | | 419,593 | | | | | | 0.0 | | |
3,037 | | | 2.375%, (H15T1Y + 2.250%), 04/01/2032 | | | | | 3,064 | | | | | | 0.0 | | |
12,683 | | | 2.375%, (H15T1Y + 2.250%), 11/01/2035 | | | | | 13,326 | | | | | | 0.0 | | |
1,944 | | | 2.375%, (H15T1Y + 2.250%), 03/01/2036 | | | | | 2,083 | | | | | | 0.0 | | |
854 | | | 2.389%, (H15T1Y + 2.210%), 06/01/2024 | | | | | 854 | | | | | | 0.0 | | |
5,760 | | | 2.404%, (H15T1Y + 2.250%), 11/01/2031 | | | | | 5,807 | | | | | | 0.0 | | |
502,237 | | | 2.500%, 05/01/2030 | | | | | 527,413 | | | | | | 0.0 | | |
967,455 | | | 2.500%, 05/01/2030 | | | | | 1,019,077 | | | | | | 0.0 | | |
1,139,334 | | | 2.500%, 06/01/2030 | | | | | 1,200,118 | | | | | | 0.1 | | |
122,213 | | | 2.657%, (H15T1Y + 2.462%), 01/01/2029 | | | | | 122,538 | | | | | | 0.0 | | |
3,541,683 | | | 3.000%, 03/01/2045 | | | | | 3,776,431 | | | | | | 0.1 | | |
2,760,609 | | | 3.000%, 03/01/2045 | | | | | 2,926,959 | | | | | | 0.1 | | |
2,771,173 | | | 3.000%, 04/01/2045 | | | | | 2,949,973 | | | | | | 0.1 | | |
2,886,961 | | | 3.000%, 04/01/2045 | | | | | 3,078,300 | | | | | | 0.1 | | |
5,513,738 | | | 3.000%, 10/01/2046 | | | | | 5,842,810 | | | | | | 0.2 | | |
6,713,168 | | | 3.000%, 10/01/2046 | | | | | 7,187,274 | | | | | | 0.2 | | |
7,572,791 | | | 3.000%, 03/01/2048 | | | | | 8,019,961 | | | | | | 0.3 | | |
1,027,459 | | | 3.500%, 08/01/2042 | | | | | 1,107,570 | | | | | | 0.0 | | |
2,591,633 | | | 3.500%, 03/01/2045 | | | | | 2,783,176 | | | | | | 0.1 | | |
518,690 | | | 3.500%, 04/01/2045 | | | | | 552,262 | | | | | | 0.0 | | |
273,500 | | | 3.500%, 05/01/2045 | | | | | 288,629 | | | | | | 0.0 | | |
1,131,036 | | | 3.500%, 05/01/2045 | | | | | 1,224,442 | | | | | | 0.1 | | |
638,576 | | | 3.500%, 06/01/2045 | | | | | 689,478 | | | | | | 0.0 | | |
532,546 | | | 3.500%, 07/01/2045 | | | | | 567,052 | | | | | | 0.0 | | |
715,873 | | | 3.500%, 07/01/2045 | | | | | 772,452 | | | | | | 0.0 | | |
688,824 | | | 3.500%, 08/01/2045 | | | | | 735,562 | | | | | | 0.0 | | |
566,592 | | | 3.500%, 08/01/2045 | | | | | 609,121 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Federal Home Loan Mortgage Corporation (continued) | | ||||||||||||
435,073 | | | 3.500%, 08/01/2045 | | | | $ | 461,239 | | | | | | 0.0 | | |
737,669 | | | 3.500%, 08/01/2045 | | | | | 797,688 | | | | | | 0.0 | | |
1,074,527 | | | 3.500%, 08/01/2045 | | | | | 1,163,118 | | | | | | 0.0 | | |
271,555 | | | 3.500%, 09/01/2045 | | | | | 286,307 | | | | | | 0.0 | | |
701,706 | | | 3.500%, 09/01/2045 | | | | | 750,085 | | | | | | 0.0 | | |
1,668,001 | | | 3.500%, 09/01/2045 | | | | | 1,783,449 | | | | | | 0.1 | | |
1,300,314 | | | 3.500%, 11/01/2045 | | | | | 1,405,635 | | | | | | 0.1 | | |
5,328,336 | | | 3.500%, 12/01/2046 | | | | | 5,747,993 | | | | | | 0.2 | | |
14,211,662 | | | 3.500%, 03/01/2048 | | | | | 15,402,274 | | | | | | 0.5 | | |
1,059,539 | | | 4.000%, 10/01/2041 | | | | | 1,160,716 | | | | | | 0.0 | | |
1,362,929 | | | 4.000%, 12/01/2041 | | | | | 1,492,974 | | | | | | 0.1 | | |
251,209 | | | 4.000%, 07/01/2045 | | | | | 273,886 | | | | | | 0.0 | | |
136,349 | | | 4.000%, 09/01/2045 | | | | | 147,635 | | | | | | 0.0 | | |
1,580,487 | | | 4.000%, 09/01/2045 | | | | | 1,714,637 | | | | | | 0.1 | | |
3,319,236 | | | 4.000%, 09/01/2045 | | | | | 3,614,944 | | | | | | 0.1 | | |
2,006,012 | | | 4.000%, 09/01/2045 | | | | | 2,191,696 | | | | | | 0.1 | | |
1,326,904 | | | 4.000%, 05/01/2047 | | | | | 1,428,738 | | | | | | 0.1 | | |
440,531 | | | 4.000%, 11/01/2047 | | | | | 471,369 | | | | | | 0.0 | | |
400,624 | | | 4.000%, 03/01/2048 | | | | | 428,183 | | | | | | 0.0 | | |
1,239,430 | | | 4.000%, 06/01/2048 | | | | | 1,376,037 | | | | | | 0.1 | | |
5,558 | | | 4.500%, 06/01/2039 | | | | | 6,185 | | | | | | 0.0 | | |
16,777 | | | 4.500%, 09/01/2040 | | | | | 18,669 | | | | | | 0.0 | | |
54,742 | | | 4.500%, 03/01/2041 | | | | | 60,399 | | | | | | 0.0 | | |
304,925 | | | 4.500%, 08/01/2041 | | | | | 341,298 | | | | | | 0.0 | | |
480,883 | | | 4.500%, 08/01/2041 | | | | | 531,163 | | | | | | 0.0 | | |
168,559 | | | 4.500%, 09/01/2041 | | | | | 188,326 | | | | | | 0.0 | | |
226,732 | | | 4.500%, 09/01/2041 | | | | | 252,695 | | | | | | 0.0 | | |
1,065,953 | | | 4.500%, 09/01/2041 | | | | | 1,195,401 | | | | | | 0.0 | | |
427,587 | | | 4.500%, 09/01/2041 | | | | | 477,420 | | | | | | 0.0 | | |
21,961 | | | 5.000%, 05/01/2028 | | | | | 24,090 | | | | | | 0.0 | | |
90,359 | | | 5.000%, 05/01/2035 | | | | | 101,828 | | | | | | 0.0 | | |
249,308 | | | 5.000%, 01/01/2041 | | | | | 281,962 | | | | | | 0.0 | | |
192,270 | | | 5.000%, 04/01/2041 | | | | | 217,439 | | | | | | 0.0 | | |
496 | | | 5.500%, 11/01/2021 | | | | | 552 | | | | | | 0.0 | | |
11,655 | | | 5.500%, 03/01/2023 | | | | | 12,982 | | | | | | 0.0 | | |
3,283 | | | 5.500%, 05/01/2023 | | | | | 3,657 | | | | | | 0.0 | | |
9,435 | | | 5.500%, 03/01/2034 | | | | | 10,912 | | | | | | 0.0 | | |
3,063 | | | 5.500%, 05/01/2036 | | | | | 3,509 | | | | | | 0.0 | | |
63,739 | | | 5.500%, 06/01/2036 | | | | | 73,935 | | | | | | 0.0 | | |
7,164 | | | 5.500%, 12/01/2036 | | | | | 8,317 | | | | | | 0.0 | | |
37,413 | | | 5.500%, 03/01/2037 | | | | | 43,495 | | | | | | 0.0 | | |
10,626 | | | 5.500%, 04/01/2037 | | | | | 12,300 | | | | | | 0.0 | | |
54,801 | | | 5.500%, 05/01/2037 | | | | | 63,775 | | | | | | 0.0 | | |
96,390 | | | 5.500%, 07/01/2037 | | | | | 111,356 | | | | | | 0.0 | | |
16,474 | | | 5.500%, 09/01/2037 | | | | | 18,390 | | | | | | 0.0 | | |
10,260 | | | 5.500%, 10/01/2037 | | | | | 11,954 | | | | | | 0.0 | | |
35,526 | | | 5.500%, 11/01/2037 | | | | | 41,375 | | | | | | 0.0 | | |
28,777 | | | 5.500%, 12/01/2037 | | | | | 33,528 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Federal Home Loan Mortgage Corporation (continued) | | ||||||||||||
99,986 | | | 5.500%, 12/01/2037 | | | | $ | 116,452 | | | | | | 0.0 | | |
9,247 | | | 5.500%, 01/01/2038 | | | | | 10,770 | | | | | | 0.0 | | |
7,624 | | | 5.500%, 01/01/2038 | | | | | 8,877 | | | | | | 0.0 | | |
96,766 | | | 5.500%, 02/01/2038 | | | | | 112,742 | | | | | | 0.0 | | |
72,394 | | | 5.500%, 02/01/2038 | | | | | 84,284 | | | | | | 0.0 | | |
64,314 | | | 5.500%, 03/01/2038 | | | | | 74,907 | | | | | | 0.0 | | |
86,049 | | | 5.500%, 04/01/2038 | | | | | 100,217 | | | | | | 0.0 | | |
7,517 | | | 5.500%, 05/01/2038 | | | | | 8,758 | | | | | | 0.0 | | |
49,726 | | | 5.500%, 05/01/2038 | | | | | 56,543 | | | | | | 0.0 | | |
51,576 | | | 5.500%, 06/01/2038 | | | | | 59,957 | | | | | | 0.0 | | |
190,038 | | | 5.500%, 06/01/2038 | | | | | 221,415 | | | | | | 0.0 | | |
174,906 | | | 5.500%, 07/01/2038 | | | | | 203,705 | | | | | | 0.0 | | |
34,531 | | | 5.500%, 08/01/2038 | | | | | 40,198 | | | | | | 0.0 | | |
8,496 | | | 5.500%, 08/01/2038 | | | | | 9,773 | | | | | | 0.0 | | |
39,278 | | | 5.500%, 09/01/2038 | | | | | 45,720 | | | | | | 0.0 | | |
39,116 | | | 5.500%, 10/01/2038 | | | | | 45,561 | | | | | | 0.0 | | |
34,401 | | | 5.500%, 10/01/2038 | | | | | 40,069 | | | | | | 0.0 | | |
119,887 | | | 5.500%, 11/01/2038 | | | | | 139,603 | | | | | | 0.0 | | |
3,668 | | | 5.500%, 11/01/2038 | | | | | 4,272 | | | | | | 0.0 | | |
13,581 | | | 5.500%, 12/01/2038 | | | | | 15,731 | | | | | | 0.0 | | |
9,267 | | | 5.500%, 12/01/2038 | | | | | 10,798 | | | | | | 0.0 | | |
31,985 | | | 5.500%, 01/01/2039 | | | | | 37,234 | | | | | | 0.0 | | |
64,514 | | | 5.500%, 03/01/2039 | | | | | 75,089 | | | | | | 0.0 | | |
25,517 | | | 5.500%, 07/01/2039 | | | | | 29,666 | | | | | | 0.0 | | |
16,723 | | | 5.500%, 12/01/2039 | | | | | 19,467 | | | | | | 0.0 | | |
107,356 | | | 5.500%, 03/01/2040 | | | | | 125,035 | | | | | | 0.0 | | |
76,019 | | | 5.500%, 08/01/2040 | | | | | 88,437 | | | | | | 0.0 | | |
37,641 | | | 5.500%, 08/01/2040 | | | | | 43,791 | | | | | | 0.0 | | |
37,757 | | | 5.500%, 08/01/2040 | | | | | 42,142 | | | | | | 0.0 | | |
375,083 | | | 6.000%, 09/01/2027 | | | | | 420,723 | | | | | | 0.0 | | |
5,230 | | | 6.000%, 02/01/2029 | | | | | 5,869 | | | | | | 0.0 | | |
7,290 | | | 6.000%, 05/01/2035 | | | | | 8,479 | | | | | | 0.0 | | |
287,019 | | | 6.000%, 03/01/2037 | | | | | 341,030 | | | | | | 0.0 | | |
2,911 | | | 6.000%, 05/01/2037 | | | | | 3,459 | | | | | | 0.0 | | |
32,510 | | | 6.000%, 07/01/2037 | | | | | 38,595 | | | | | | 0.0 | | |
11,630 | | | 6.000%, 08/01/2037 | | | | | 13,683 | | | | | | 0.0 | | |
42,852 | | | 6.000%, 08/01/2037 | | | | | 50,916 | | | | | | 0.0 | | |
237,545 | | | 6.000%, 09/01/2037 | | | | | 281,889 | | | | | | 0.0 | | |
654 | | | 6.000%, 10/01/2037 | | | | | 777 | | | | | | 0.0 | | |
8,914 | | | 6.000%, 11/01/2037 | | | | | 10,505 | | | | | | 0.0 | | |
1,993 | | | 6.000%, 12/01/2037 | | | | | 2,251 | | | | | | 0.0 | | |
6,589 | | | 6.000%, 12/01/2037 | | | | | 7,805 | | | | | | 0.0 | | |
292,788 | | | 6.000%, 01/01/2038 | | | | | 346,989 | | | | | | 0.0 | | |
1,283 | | | 6.000%, 04/01/2038 | | | | | 1,517 | | | | | | 0.0 | | |
7,641 | | | 6.000%, 06/01/2038 | | | | | 8,753 | | | | | | 0.0 | | |
772 | | | 6.000%, 07/01/2038 | | | | | 908 | | | | | | 0.0 | | |
28,966 | | | 6.000%, 08/01/2038 | | | | | 33,530 | | | | | | 0.0 | | |
56,991 | | | 6.000%, 11/01/2038 | | | | | 67,139 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Federal Home Loan Mortgage Corporation (continued) | | ||||||||||||
12,477 | | | 6.000%, 05/01/2039 | | | | $ | 14,398 | | | | | | 0.0 | | |
10,449 | | | 6.000%, 08/01/2039 | | | | | 12,144 | | | | | | 0.0 | | |
1,730 | | | 6.000%, 09/01/2039 | | | | | 1,944 | | | | | | 0.0 | | |
736,049 | | | 6.500%, 09/01/2034 | | | | | 843,213 | | | | | | 0.0 | | |
| | | | | | | | 97,111,306 | | | | | | 2.9 | | |
| | | Federal National Mortgage Association: 0.0%(7) | | ||||||||||||
49,529 | | | 1.328%, (12MTA + 1.200%), 08/01/2042 | | | | | 50,997 | | | | | | 0.0 | | |
31,559 | | | 1.328%, (12MTA + 1.200%), 08/01/2042 | | | | | 32,426 | | | | | | 0.0 | | |
21,829 | | | 1.328%, (12MTA + 1.200%), 10/01/2044 | | | | | 22,488 | | | | | | 0.0 | | |
30,393 | | | 1.328%, (12MTA + 1.200%), 10/01/2044 | | | | | 31,054 | | | | | | 0.0 | | |
72,019 | | | 1.589%, (US0001M + 1.422%), 02/01/2033 | | | | | 72,928 | | | | | | 0.0 | | |
63,899 | | | 1.623%, (US0006M + 1.373%), 09/01/2035 | | | | | 64,522 | | | | | | 0.0 | | |
74,214 | | | 1.869%, (US0012M + 1.480%), 04/01/2035 | | | | | 74,919 | | | | | | 0.0 | | |
115,014 | | | 2.011%, (US0012M + 1.610%), 02/01/2034 | | | | | 119,038 | | | | | | 0.0 | | |
20,933 | | | 2.050%, (US0012M + 1.675%), 02/01/2035 | | | | | 20,949 | | | | | | 0.0 | | |
16,150 | | | 2.096%, (US0012M + 1.444%), 08/01/2035 | | | | | 16,338 | | | | | | 0.0 | | |
352,616 | | | 2.098%, (H15T1Y + 1.711%), 08/01/2035 | | | | | 356,326 | | | | | | 0.0 | | |
55,575 | | | 2.128%, (US0012M + 1.486%), 07/01/2035 | | | | | 56,254 | | | | | | 0.0 | | |
143,869 | | | 2.158%, (US0012M + 1.661%), 10/01/2035 | | | | | 144,717 | | | | | | 0.0 | | |
177,232 | | | 2.310%, (US0012M + 1.810%), 09/01/2034 | | | | | 187,892 | | | | | | 0.0 | | |
97,502 | | | 2.326%, (H15T1Y + 2.175%), 10/01/2035 | | | | | 98,303 | | | | | | 0.0 | | |
8,011 | | | 2.335%, (H15T1Y + 2.210%), 04/01/2032 | | | | | 8,011 | | | | | | 0.0 | | |
1,890 | | | 2.374%, (H15T1Y + 2.215%), 09/01/2031 | | | | | 1,896 | | | | | | 0.0 | | |
2,832 | | | 3.250%, (COF 11 + 1.251%), 05/01/2036 | | | | | 2,946 | | | ��� | | | 0.0 | | |
28,832 | | | 4.051%, (COF 11 + 1.926%), 12/01/2036 | | | | | 30,792 | | | | | | 0.0 | | |
| | | | | | | | 1,392,796 | | | | | | 0.0 | | |
| | | Government National Mortgage Association: 1.7% | | ||||||||||||
28,861,000 (8) | | | 2.000%, 08/01/2051 | | | | | 29,342,393 | | | | | | 0.9 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Government National Mortgage Association (continued) | | ||||||||||||
555,389 | | | 3.000%, 06/20/2050 | | | | $ | 580,006 | | | | | | 0.0 | | |
3,790,000 (8) | | | 3.000%, 07/15/2051 | | | | | 3,954,702 | | | | | | 0.1 | | |
3,306,640 | | | 3.500%, 07/20/2046 | | | | | 3,515,275 | | | | | | 0.1 | | |
536,188 | | | 3.500%, 07/20/2047 | | | | | 568,411 | | | | | | 0.0 | | |
7,672,305 | | | 3.500%, 12/20/2047 | | | | | 8,180,183 | | | | | | 0.3 | | |
4,111,309 | | | 3.500%, 01/20/2048 | | | | | 4,384,845 | | | | | | 0.2 | | |
563,229 | | | 4.000%, 11/20/2040 | | | | | 616,553 | | | | | | 0.0 | | |
1,164,786 | | | 4.000%, 03/20/2046 | | | | | 1,259,479 | | | | | | 0.1 | | |
853,613 | | | 4.500%, 08/20/2041 | | | | | 944,587 | | | | | | 0.0 | | |
460,831 | | | 4.500%, 01/20/2047 | | | | | 504,961 | | | | | | 0.0 | | |
6,405 | | | 5.000%, 11/15/2035 | | | | | 7,396 | | | | | | 0.0 | | |
1,885 | | | 5.000%, 11/15/2035 | | | | | 2,125 | | | | | | 0.0 | | |
16,553 | | | 5.000%, 11/15/2035 | | | | | 18,953 | | | | | | 0.0 | | |
5,281 | | | 5.000%, 11/15/2035 | | | | | 5,962 | | | | | | 0.0 | | |
35,525 | | | 5.000%, 06/15/2037 | | | | | 40,091 | | | | | | 0.0 | | |
118,253 | | | 5.000%, 03/15/2038 | | | | | 136,921 | | | | | | 0.0 | | |
35,417 | | | 5.000%, 03/15/2038 | | | | | 41,007 | | | | | | 0.0 | | |
5,441 | | | 5.000%, 06/15/2038 | | | | | 6,195 | | | | | | 0.0 | | |
367 | | | 5.000%, 07/15/2038 | | | | | 415 | | | | | | 0.0 | | |
2,695 | | | 5.000%, 09/15/2038 | | | | | 3,120 | | | | | | 0.0 | | |
12,756 | | | 5.000%, 11/15/2038 | | | | | 14,737 | | | | | | 0.0 | | |
37,115 | | | 5.000%, 11/15/2038 | | | | | 42,986 | | | | | | 0.0 | | |
63,640 | | | 5.000%, 12/15/2038 | | | | | 73,496 | | | | | | 0.0 | | |
7,917 | | | 5.000%, 12/15/2038 | | | | | 8,935 | | | | | | 0.0 | | |
811,623 | | | 5.000%, 12/15/2038 | | | | | 939,763 | | | | | | 0.0 | | |
59,343 | | | 5.000%, 01/15/2039 | | | | | 68,713 | | | | | | 0.0 | | |
95,695 | | | 5.000%, 01/15/2039 | | | | | 110,781 | | | | | | 0.0 | | |
683,021 | | | 5.000%, 01/15/2039 | | | | | 785,301 | | | | | | 0.0 | | |
90,421 | | | 5.000%, 02/15/2039 | | | | | 104,433 | | | | | | 0.0 | | |
66,511 | | | 5.000%, 02/15/2039 | | | | | 77,012 | | | | | | 0.0 | | |
27,879 | | | 5.000%, 02/15/2039 | | | | | 31,995 | | | | | | 0.0 | | |
72,035 | | | 5.000%, 03/15/2039 | | | | | 83,451 | | | | | | 0.0 | | |
129,890 | | | 5.000%, 03/15/2039 | | | | | 150,529 | | | | | | 0.0 | | |
1,749 | | | 5.000%, 03/15/2039 | | | | | 2,025 | | | | | | 0.0 | | |
69,097 | | | 5.000%, 03/15/2039 | | | | | 79,806 | | | | | | 0.0 | | |
79,972 | | | 5.000%, 04/15/2039 | | | | | 92,483 | | | | | | 0.0 | | |
124,403 | | | 5.000%, 05/15/2039 | | | | | 144,097 | | | | | | 0.0 | | |
44,855 | | | 5.000%, 05/15/2039 | | | | | 51,807 | | | | | | 0.0 | | |
414 | | | 5.000%, 05/15/2039 | | | | | 467 | | | | | | 0.0 | | |
60,700 | | | 5.000%, 07/15/2039 | | | | | 70,306 | | | | | | 0.0 | | |
54,782 | | | 5.000%, 09/15/2039 | | | | | 63,353 | | | | | | 0.0 | | |
9,394 | | | 5.000%, 11/15/2039 | | | | | 10,883 | | | | | | 0.0 | | |
1,605 | | | 5.000%, 04/15/2040 | | | | | 1,858 | | | | | | 0.0 | | |
12,014 | | | 5.000%, 06/15/2040 | | | | | 13,876 | | | | | | 0.0 | | |
22,849 | | | 5.000%, 09/15/2040 | | | | | 26,456 | | | | | | 0.0 | | |
17,037 | | | 5.000%, 09/15/2040 | | | | | 19,210 | | | | | | 0.0 | | |
59,168 | | | 5.000%, 10/15/2040 | | | | | 68,545 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Government National Mortgage Association (continued) | | ||||||||||||
48,082 | | | 5.000%, 05/15/2042 | | | | $ | 54,268 | | | | | | 0.0 | | |
288,958 | | | 5.000%, 02/20/2043 | | | | | 326,585 | | | | | | 0.0 | | |
8,064 (3) | | | 5.500%, 03/20/2060 | | | | | 8,865 | | | | | | 0.0 | | |
| | | | | | | | 57,640,602 | | | | | | 1.7 | | |
| | | Uniform Mortgage-Backed Securities: 6.1% | | ||||||||||||
21,652,000 (8) | | | 2.000%, 08/15/2051 | | | | | 21,821,156 | | | | | | 0.7 | | |
1,470,698 | | | 2.500%, 05/01/2030 | | | | | 1,546,958 | | | | | | 0.1 | | |
3,222,111 | | | 2.500%, 06/01/2030 | | | | | 3,383,882 | | | | | | 0.1 | | |
2,310,314 | | | 2.500%, 06/01/2030 | | | | | 2,426,294 | | | | | | 0.1 | | |
1,350,213 | | | 2.500%, 07/01/2030 | | | | | 1,417,598 | | | | | | 0.1 | | |
3,113,347 | | | 3.000%, 08/01/2030 | | | | | 3,296,845 | | | | | | 0.1 | | |
1,624,197 | | | 3.000%, 09/01/2030 | | | | | 1,717,981 | | | | | | 0.1 | | |
1,009,236 | | | 3.000%, 08/01/2043 | | | | | 1,080,726 | | | | | | 0.1 | | |
1,906,924 | | | 3.000%, 09/01/2043 | | | | | 2,019,304 | | | | | | 0.1 | | |
6,640,614 | | | 3.000%, 04/01/2045 | | | | | 7,070,516 | | | | | | 0.2 | | |
4,338,092 | | | 3.000%, 08/01/2046 | | | | | 4,622,039 | | | | | | 0.2 | | |
436,239 | | | 3.000%, 09/01/2046 | | | | | 459,366 | | | | | | 0.0 | | |
6,074,642 | | | 3.000%, 01/01/2047 | | | | | 6,370,765 | | | | | | 0.2 | | |
661,010 | | | 3.500%, 12/01/2041 | | | | | 712,526 | | | | | | 0.0 | | |
527,577 | | | 3.500%, 08/01/2042 | | | | | 570,200 | | | | | | 0.0 | | |
138,570 | | | 3.500%, 08/01/2042 | | | | | 149,337 | | | | | | 0.0 | | |
484,430 | | | 3.500%, 10/01/2042 | | | | | 523,683 | | | | | | 0.0 | | |
723,513 | | | 3.500%, 10/01/2042 | | | | | 779,912 | | | | | | 0.0 | | |
297,200 | | | 3.500%, 03/01/2043 | | | | | 322,138 | | | | | | 0.0 | | |
2,410,082 | | | 3.500%, 01/01/2046 | | | | | 2,593,349 | | | | | | 0.1 | | |
4,261,351 | | | 3.500%, 02/01/2046 | | | | | 4,627,225 | | | | | | 0.2 | | |
3,419,583 | | | 3.500%, 08/01/2046 | | | | | 3,713,217 | | | | | | 0.1 | | |
18,663,289 | | | 3.500%, 08/01/2046 | | | | | 20,265,189 | | | | | | 0.6 | | |
3,574,137 | | | 3.500%, 09/01/2047 | | | | | 3,785,989 | | | | | | 0.1 | | |
9,035,883 | | | 3.500%, 07/01/2048 | | | | | 9,786,960 | | | | | | 0.3 | | |
2,700,000 (8) | | | 3.500%, 07/15/2051 | | | | | 2,842,225 | | | | | | 0.1 | | |
22 | | | 4.000%, 07/01/2021 | | | | | 22 | | | | | | 0.0 | | |
1,712,344 | | | 4.000%, 09/01/2026 | | | | | 1,820,055 | | | | | | 0.1 | | |
3,652 | | | 4.000%, 05/01/2029 | | | | | 3,890 | | | | | | 0.0 | | |
27,541 | | | 4.000%, 11/01/2030 | | | | | 29,616 | | | | | | 0.0 | | |
15,075 | | | 4.000%, 02/01/2031 | | | | | 16,212 | | | | | | 0.0 | | |
8,678 | | | 4.000%, 10/01/2031 | | | | | 9,458 | | | | | | 0.0 | | |
5,634,293 | | | 4.000%, 12/01/2039 | | | | | 6,164,329 | | | | | | 0.2 | | |
1,035,902 | | | 4.000%, 07/01/2042 | | | | | 1,139,657 | | | | | | 0.1 | | |
2,718,809 | | | 4.000%, 07/01/2042 | | | | | 2,991,557 | | | | | | 0.1 | | |
277,014 | | | 4.000%, 07/01/2042 | | | | | 304,806 | | | | | | 0.0 | | |
168,090 | | | 4.000%, 08/01/2042 | | | | | 179,167 | | | | | | 0.0 | | |
924,595 | | | 4.000%, 08/01/2042 | | | | | 1,017,018 | | | | | | 0.1 | | |
2,046,492 | | | 4.000%, 08/01/2043 | | | | | 2,251,718 | | | | | | 0.1 | | |
2,982,512 | | | 4.000%, 09/01/2043 | | | | | 3,284,127 | | | | | | 0.1 | | |
228,681 | | | 4.000%, 10/01/2043 | | | | | 249,142 | | | | | | 0.0 | | |
105,910 | | | 4.000%, 10/01/2043 | | | | | 115,438 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
5,314,646 | | | 4.000%, 01/01/2045 | | | | $ | 5,927,065 | | | | | | 0.2 | | |
530,120 | | | 4.000%, 06/01/2045 | | | | | 578,877 | | | | | | 0.0 | | |
1,047,046 | | | 4.000%, 07/01/2045 | | | | | 1,156,815 | | | | | | 0.1 | | |
2,586,407 | | | 4.000%, 07/01/2045 | | | | | 2,857,521 | | | | | | 0.1 | | |
4,517,854 | | | 4.000%, 02/01/2046 | | | | | 4,943,351 | | | | | | 0.2 | | |
1,024,856 | | | 4.000%, 06/01/2047 | | | | | 1,097,702 | | | | | | 0.1 | | |
277,425 | | | 4.000%, 03/01/2048 | | | | | 296,394 | | | | | | 0.0 | | |
763,888 | | | 4.000%, 03/01/2048 | | | | | 816,316 | | | | | | 0.0 | | |
5,014,904 | | | 4.000%, 09/01/2048 | | | | | 5,403,754 | | | | | | 0.2 | | |
28,800 | | | 4.500%, 10/01/2025 | | | | | 30,951 | | | | | | 0.0 | | |
546,187 | | | 4.500%, 07/01/2026 | | | | | 576,661 | | | | | | 0.0 | | |
415,870 | | | 4.500%, 04/01/2029 | | | | | 447,625 | | | | | | 0.0 | | |
75,923 | | | 4.500%, 06/01/2029 | | | | | 81,700 | | | | | | 0.0 | | |
6,203 | | | 4.500%, 06/01/2029 | | | | | 6,676 | | | | | | 0.0 | | |
77,029 | | | 4.500%, 07/01/2029 | | | | | 82,909 | | | | | | 0.0 | | |
1,850 | | | 4.500%, 10/01/2029 | | | | | 2,009 | | | | | | 0.0 | | |
10,023 | | | 4.500%, 06/01/2030 | | | | | 10,879 | | | | | | 0.0 | | |
327,431 | | | 4.500%, 10/01/2030 | | | | | 356,446 | | | | | | 0.0 | | |
77,099 | | | 4.500%, 02/01/2031 | | | | | 83,937 | | | | | | 0.0 | | |
56,538 | | | 4.500%, 05/01/2031 | | | | | 61,699 | | | | | | 0.0 | | |
41,097 | | | 4.500%, 10/01/2033 | | | | | 45,249 | | | | | | 0.0 | | |
19,820 | | | 4.500%, 01/01/2034 | | | | | 21,678 | | | | | | 0.0 | | |
4,683 | | | 4.500%, 07/01/2034 | | | | | 5,153 | | | | | | 0.0 | | |
20,303 | | | 4.500%, 09/01/2035 | | | | | 22,338 | | | | | | 0.0 | | |
4,166 | | | 4.500%, 09/01/2035 | | | | | 4,609 | | | | | | 0.0 | | |
36,597 | | | 4.500%, 11/01/2035 | | | | | 40,253 | | | | | | 0.0 | | |
132,550 | | | 4.500%, 02/01/2036 | | | | | 142,700 | | | | | | 0.0 | | |
82,979 | | | 4.500%, 01/01/2037 | | | | | 92,348 | | | | | | 0.0 | | |
37,911 | | | 4.500%, 09/01/2037 | | | | | 41,737 | | | | | | 0.0 | | |
1,937 | | | 4.500%, 02/01/2038 | | | | | 2,105 | | | | | | 0.0 | | |
26,847 | | | 4.500%, 01/01/2039 | | | | | 29,957 | | | | | | 0.0 | | |
31,970 | | | 4.500%, 02/01/2039 | | | | | 35,685 | | | | | | 0.0 | | |
2,060 | | | 4.500%, 02/01/2039 | | | | | 2,219 | | | | | | 0.0 | | |
41,444 | | | 4.500%, 04/01/2039 | | | | | 45,735 | | | | | | 0.0 | | |
15,341 | | | 4.500%, 04/01/2039 | | | | | 17,117 | | | | | | 0.0 | | |
74,945 | | | 4.500%, 04/01/2039 | | | | | 83,604 | | | | | | 0.0 | | |
871,387 | | | 4.500%, 05/01/2039 | | | | | 969,234 | | | | | | 0.0 | | |
70,786 | | | 4.500%, 05/01/2039 | | | | | 78,697 | | | | | | 0.0 | | |
13,929 | | | 4.500%, 05/01/2039 | | | | | 15,545 | | | | | | 0.0 | | |
4,576 | | | 4.500%, 05/01/2039 | | | | | 5,108 | | | | | | 0.0 | | |
384 | | | 4.500%, 05/01/2039 | | | | | 428 | | | | | | 0.0 | | |
84,386 | | | 4.500%, 05/01/2039 | | | | | 94,138 | | | | | | 0.0 | | |
75,052 | | | 4.500%, 05/01/2039 | | | | | 82,859 | | | | | | 0.0 | | |
111,123 | | | 4.500%, 06/01/2039 | | | | | 123,983 | | | | | | 0.0 | | |
4,727 | | | 4.500%, 06/01/2039 | | | | | 5,276 | | | | | | 0.0 | | |
17,521 | | | 4.500%, 07/01/2039 | | | | | 19,553 | | | | | | 0.0 | | |
32,738 | | | 4.500%, 07/01/2039 | | | | | 35,912 | | | | | | 0.0 | | |
59,435 | | | 4.500%, 07/01/2039 | | | | | 66,339 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
56,852 | | | 4.500%, 08/01/2039 | | | | $ | 63,201 | | | | | | 0.0 | | |
67,961 | | | 4.500%, 08/01/2039 | | | | | 75,047 | | | | | | 0.0 | | |
221,425 | | | 4.500%, 08/01/2039 | | | | | 246,168 | | | | | | 0.0 | | |
118,157 | | | 4.500%, 08/01/2039 | | | | | 131,370 | | | | | | 0.0 | | |
190,620 | | | 4.500%, 09/01/2039 | | | | | 212,706 | | | | | | 0.0 | | |
177,652 | | | 4.500%, 10/01/2039 | | | | | 197,884 | | | | | | 0.0 | | |
11,241 | | | 4.500%, 11/01/2039 | | | | | 12,499 | | | | | | 0.0 | | |
77,508 | | | 4.500%, 11/01/2039 | | | | | 85,424 | | | | | | 0.0 | | |
7,283 | | | 4.500%, 12/01/2039 | | | | | 7,847 | | | | | | 0.0 | | |
4,430 | | | 4.500%, 12/01/2039 | | | | | 4,892 | | | | | | 0.0 | | |
3,589 | | | 4.500%, 01/01/2040 | | | | | 3,888 | | | | | | 0.0 | | |
398,926 | | | 4.500%, 01/01/2040 | | | | | 440,317 | | | | | | 0.0 | | |
182,340 | | | 4.500%, 02/01/2040 | | | | | 202,729 | | | | | | 0.0 | | |
89,229 | | | 4.500%, 02/01/2040 | | | | | 99,564 | | | | | | 0.0 | | |
56,800 | | | 4.500%, 04/01/2040 | | | | | 63,148 | | | | | | 0.0 | | |
641,000 | | | 4.500%, 04/01/2040 | | | | | 707,706 | | | | | | 0.0 | | |
209,200 | | | 4.500%, 05/01/2040 | | | | | 228,520 | | | | | | 0.0 | | |
36,290 | | | 4.500%, 05/01/2040 | | | | | 39,313 | | | | | | 0.0 | | |
38,623 | | | 4.500%, 06/01/2040 | | | | | 42,940 | | | | | | 0.0 | | |
276,707 | | | 4.500%, 06/01/2040 | | | | | 307,599 | | | | | | 0.0 | | |
126,621 | | | 4.500%, 06/01/2040 | | | | | 139,832 | | | | | | 0.0 | | |
3,769 | | | 4.500%, 06/01/2040 | | | | | 4,204 | | | | | | 0.0 | | |
69,871 | | | 4.500%, 06/01/2040 | | | | | 77,157 | | | | | | 0.0 | | |
30,036 | | | 4.500%, 07/01/2040 | | | | | 33,162 | | | | | | 0.0 | | |
88,729 | | | 4.500%, 07/01/2040 | | | | | 98,671 | | | | | | 0.0 | | |
131,975 | | | 4.500%, 07/01/2040 | | | | | 147,269 | | | | | | 0.0 | | |
113,081 | | | 4.500%, 08/01/2040 | | | | | 124,810 | | | | | | 0.0 | | |
44,029 | | | 4.500%, 08/01/2040 | | | | | 48,896 | | | | | | 0.0 | | |
2,291 | | | 4.500%, 08/01/2040 | | | | | 2,547 | | | | | | 0.0 | | |
21,608 | | | 4.500%, 08/01/2040 | | | | | 24,029 | | | | | | 0.0 | | |
79,266 | | | 4.500%, 08/01/2040 | | | | | 87,515 | | | | | | 0.0 | | |
96,984 | | | 4.500%, 08/01/2040 | | | | | 107,824 | | | | | | 0.0 | | |
7,015 | | | 4.500%, 08/01/2040 | | | | | 7,679 | | | | | | 0.0 | | |
13,206 | | | 4.500%, 09/01/2040 | | | | | 14,206 | | | | | | 0.0 | | |
20,493 | | | 4.500%, 09/01/2040 | | | | | 22,862 | | | | | | 0.0 | | |
18,217 | | | 4.500%, 09/01/2040 | | | | | 20,117 | | | | | | 0.0 | | |
104,238 | | | 4.500%, 09/01/2040 | | | | | 112,449 | | | | | | 0.0 | | |
209,593 | | | 4.500%, 09/01/2040 | | | | | 233,814 | | | | | | 0.0 | | |
28,900 | | | 4.500%, 09/01/2040 | | | | | 31,849 | | | | | | 0.0 | | |
24,999 | | | 4.500%, 09/01/2040 | | | | | 27,892 | | | | | | 0.0 | | |
33,455 | | | 4.500%, 10/01/2040 | | | | | 36,944 | | | | | | 0.0 | | |
152,891 | | | 4.500%, 10/01/2040 | | | | | 170,629 | | | | | | 0.0 | | |
181,830 | | | 4.500%, 10/01/2040 | | | | | 202,834 | | | | | | 0.0 | | |
74,428 | | | 4.500%, 10/01/2040 | | | | | 82,029 | | | | | | 0.0 | | |
49,435 | | | 4.500%, 10/01/2040 | | | | | 54,580 | | | | | | 0.0 | | |
495,331 | | | 4.500%, 11/01/2040 | | | | | 540,145 | | | | | | 0.0 | | |
978,619 | | | 4.500%, 11/01/2040 | | | | | 1,092,197 | | | | | | 0.1 | | |
452,059 | | | 4.500%, 11/01/2040 | | | | | 498,917 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
57,468 | | | 4.500%, 11/01/2040 | | | | $ | 63,467 | | | | | | 0.0 | | |
74,073 | | | 4.500%, 11/01/2040 | | | | | 82,627 | | | | | | 0.0 | | |
2,985 | | | 4.500%, 12/01/2040 | | | | | 3,295 | | | | | | 0.0 | | |
104,470 | | | 4.500%, 12/01/2040 | | | | | 116,582 | | | | | | 0.0 | | |
31,607 | | | 4.500%, 12/01/2040 | | | | | 34,901 | | | | | | 0.0 | | |
90,849 | | | 4.500%, 12/01/2040 | | | | | 100,398 | | | | | | 0.0 | | |
190,640 | | | 4.500%, 12/01/2040 | | | | | 212,008 | | | | | | 0.0 | | |
26,294 | | | 4.500%, 12/01/2040 | | | | | 29,036 | | | | | | 0.0 | | |
13,187 | | | 4.500%, 12/01/2040 | | | | | 14,368 | | | | | | 0.0 | | |
40,981 | | | 4.500%, 12/01/2040 | | | | | 45,243 | | | | | | 0.0 | | |
46,805 | | | 4.500%, 12/01/2040 | | | | | 52,226 | | | | | | 0.0 | | |
164,838 | | | 4.500%, 01/01/2041 | | | | | 183,929 | | | | | | 0.0 | | |
37,040 | | | 4.500%, 01/01/2041 | | | | | 40,880 | | | | | | 0.0 | | |
22,954 | | | 4.500%, 01/01/2041 | | | | | 25,304 | | | | | | 0.0 | | |
527,319 | | | 4.500%, 01/01/2041 | | | | | 587,336 | | | | | | 0.0 | | |
223,007 | | | 4.500%, 01/01/2041 | | | | | 245,803 | | | | | | 0.0 | | |
88,291 | | | 4.500%, 02/01/2041 | | | | | 97,516 | | | | | | 0.0 | | |
60,544 | | | 4.500%, 02/01/2041 | | | | | 66,781 | | | | | | 0.0 | | |
26,660 | | | 4.500%, 02/01/2041 | | | | | 29,443 | | | | | | 0.0 | | |
87,884 | | | 4.500%, 02/01/2041 | | | | | 96,996 | | | | | | 0.0 | | |
77,257 | | | 4.500%, 02/01/2041 | | | | | 84,363 | | | | | | 0.0 | | |
79,238 | | | 4.500%, 03/01/2041 | | | | | 87,487 | | | | | | 0.0 | | |
78,679 | | | 4.500%, 03/01/2041 | | | | | 84,976 | | | | | | 0.0 | | |
219,954 | | | 4.500%, 03/01/2041 | | | | | 243,802 | | | | | | 0.0 | | |
23,174 | | | 4.500%, 03/01/2041 | | | | | 25,066 | | | | | | 0.0 | | |
25,752 | | | 4.500%, 03/01/2041 | | | | | 28,734 | | | | | | 0.0 | | |
58,291 | | | 4.500%, 03/01/2041 | | | | | 64,253 | | | | | | 0.0 | | |
4,882 | | | 4.500%, 03/01/2041 | | | | | 5,386 | | | | | | 0.0 | | |
42,811 | | | 4.500%, 03/01/2041 | | | | | 47,178 | | | | | | 0.0 | | |
28,158 | | | 4.500%, 03/01/2041 | | | | | 31,418 | | | | | | 0.0 | | |
75,910 | | | 4.500%, 04/01/2041 | | | | | 81,749 | | | | | | 0.0 | | |
239,610 | | | 4.500%, 04/01/2041 | | | | | 264,610 | | | | | | 0.0 | | |
17,741 | | | 4.500%, 04/01/2041 | | | | | 19,094 | | | | | | 0.0 | | |
41,407 | | | 4.500%, 04/01/2041 | | | | | 46,140 | | | | | | 0.0 | | |
450,784 | | | 4.500%, 04/01/2041 | | | | | 505,990 | | | | | | 0.0 | | |
50,707 | | | 4.500%, 04/01/2041 | | | | | 54,602 | | | | | | 0.0 | | |
6,668 | | | 4.500%, 04/01/2041 | | | | | 7,428 | | | | | | 0.0 | | |
11,756 | | | 4.500%, 05/01/2041 | | | | | 12,656 | | | | | | 0.0 | | |
476,925 | | | 4.500%, 05/01/2041 | | | | | 525,820 | | | | | | 0.0 | | |
28,887 | | | 4.500%, 05/01/2041 | | | | | 32,131 | | | | | | 0.0 | | |
7,834 | | | 4.500%, 05/01/2041 | | | | | 8,742 | | | | | | 0.0 | | |
324,163 | | | 4.500%, 05/01/2041 | | | | | 357,242 | | | | | | 0.0 | | |
376,679 | | | 4.500%, 05/01/2041 | | | | | 418,807 | | | | | | 0.0 | | |
3,669 | | | 4.500%, 05/01/2041 | | | | | 4,096 | | | | | | 0.0 | | |
209,926 | | | 4.500%, 05/01/2041 | | | | | 234,568 | | | | | | 0.0 | | |
21,936 | | | 4.500%, 05/01/2041 | | | | | 24,476 | | | | | | 0.0 | | |
226,583 | | | 4.500%, 06/01/2041 | | | | | 250,186 | | | | | | 0.0 | | |
49,935 | | | 4.500%, 06/01/2041 | | | | | 54,150 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
15,615 | | | 4.500%, 06/01/2041 | | | | $ | 17,424 | | | | | | 0.0 | | |
185,544 | | | 4.500%, 07/01/2041 | | | | | 207,307 | | | | | | 0.0 | | |
18,245 | | | 4.500%, 07/01/2041 | | | | | 19,640 | | | | | | 0.0 | | |
2,657 | | | 4.500%, 07/01/2041 | | | | | 2,967 | | | | | | 0.0 | | |
14,251 | | | 4.500%, 07/01/2041 | | | | | 15,740 | | | | | | 0.0 | | |
82,620 | | | 4.500%, 07/01/2041 | | | | | 92,197 | | | | | | 0.0 | | |
36,657 | | | 4.500%, 07/01/2041 | | | | | 40,905 | | | | | | 0.0 | | |
53,714 | | | 4.500%, 07/01/2041 | | | | | 59,784 | | | | | | 0.0 | | |
4,899 | | | 4.500%, 07/01/2041 | | | | | 5,457 | | | | | | 0.0 | | |
121,748 | | | 4.500%, 08/01/2041 | | | | | 134,543 | | | | | | 0.0 | | |
57,956 | | | 4.500%, 08/01/2041 | | | | | 63,506 | | | | | | 0.0 | | |
132,559 | | | 4.500%, 08/01/2041 | | | | | 142,745 | | | | | | 0.0 | | |
19,813 | | | 4.500%, 08/01/2041 | | | | | 21,881 | | | | | | 0.0 | | |
146,598 | | | 4.500%, 08/01/2041 | | | | | 163,553 | | | | | | 0.0 | | |
22,025 | | | 4.500%, 08/01/2041 | | | | | 23,718 | | | | | | 0.0 | | |
163,079 | | | 4.500%, 08/01/2041 | | | | | 176,112 | | | | | | 0.0 | | |
169,610 | | | 4.500%, 08/01/2041 | | | | | 186,843 | | | | | | 0.0 | | |
72,602 | | | 4.500%, 09/01/2041 | | | | | 79,677 | | | | | | 0.0 | | |
16,409 | | | 4.500%, 09/01/2041 | | | | | 18,120 | | | | | | 0.0 | | |
551,556 | | | 4.500%, 09/01/2041 | | | | | 609,121 | | | | | | 0.0 | | |
5,439 | | | 4.500%, 09/01/2041 | | | | | 6,049 | | | | | | 0.0 | | |
140,428 | | | 4.500%, 10/01/2041 | | | | | 153,745 | | | | | | 0.0 | | |
1,210,440 | | | 4.500%, 10/01/2041 | | | | | 1,357,209 | | | | | | 0.1 | | |
723,021 | | | 4.500%, 10/01/2041 | | | | | 800,239 | | | | | | 0.0 | | |
279,358 | | | 4.500%, 10/01/2041 | | | | | 311,769 | | | | | | 0.0 | | |
24,431 | | | 4.500%, 10/01/2041 | | | | | 27,237 | | | | | | 0.0 | | |
43,466 | | | 4.500%, 10/01/2041 | | | | | 48,049 | | | | | | 0.0 | | |
271,342 | | | 4.500%, 10/01/2041 | | | | | 299,842 | | | | | | 0.0 | | |
45,412 | | | 4.500%, 10/01/2041 | | | | | 48,906 | | | | | | 0.0 | | |
4,781 | | | 4.500%, 11/01/2041 | | | | | 5,280 | | | | | | 0.0 | | |
325,002 | | | 4.500%, 11/01/2041 | | | | | 363,147 | | | | | | 0.0 | | |
815,276 | | | 4.500%, 12/01/2041 | | | | | 911,711 | | | | | | 0.0 | | |
192,445 | | | 4.500%, 12/01/2041 | | | | | 212,422 | | | | | | 0.0 | | |
13,344 | | | 4.500%, 01/01/2042 | | | | | 14,880 | | | | | | 0.0 | | |
30,395 | | | 4.500%, 01/01/2042 | | | | | 33,590 | | | | | | 0.0 | | |
14,735 | | | 4.500%, 01/01/2042 | | | | | 15,857 | | | | | | 0.0 | | |
68,243 | | | 4.500%, 03/01/2042 | | | | | 76,011 | | | | | | 0.0 | | |
4,358 | | | 4.500%, 03/01/2042 | | | | | 4,690 | | | | | | 0.0 | | |
28,237 | | | 4.500%, 04/01/2042 | | | | | 30,385 | | | | | | 0.0 | | |
11,899 | | | 4.500%, 06/01/2042 | | | | | 13,007 | | | | | | 0.0 | | |
7,436 | | | 4.500%, 08/01/2042 | | | | | 8,294 | | | | | | 0.0 | | |
4,257 | | | 4.500%, 09/01/2042 | | | | | 4,582 | | | | | | 0.0 | | |
6,688 | | | 4.500%, 01/01/2043 | | | | | 7,199 | | | | | | 0.0 | | |
8,355 | | | 4.500%, 12/01/2043 | | | | | 9,290 | | | | | | 0.0 | | |
222,239 | | | 4.500%, 04/01/2047 | | | | | 241,480 | | | | | | 0.0 | | |
53,851 | | | 4.500%, 05/01/2047 | | | | | 57,915 | | | | | | 0.0 | | |
46,070 | | | 4.500%, 05/01/2047 | | | | | 49,629 | | | | | | 0.0 | | |
171,720 | | | 4.500%, 06/01/2047 | | | | | 186,468 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
263,297 | | | 4.500%, 06/01/2047 | | | | $ | 285,830 | | | | | | 0.0 | | |
435,532 | | | 4.500%, 07/01/2047 | | | | | 472,674 | | | | | | 0.0 | | |
70,217 | | | 4.500%, 07/01/2047 | | | | | 75,609 | | | | | | 0.0 | | |
121,002 | | | 4.500%, 08/01/2047 | | | | | 131,524 | | | | | | 0.0 | | |
290 | | | 5.000%, 04/01/2023 | | | | | 317 | | | | | | 0.0 | | |
523 | | | 5.000%, 12/01/2023 | | | | | 572 | | | | | | 0.0 | | |
38,430 | | | 5.000%, 04/01/2026 | | | | | 42,081 | | | | | | 0.0 | | |
52,950 | | | 5.000%, 05/01/2026 | | | | | 57,982 | | | | | | 0.0 | | |
37,094 | | | 5.000%, 08/01/2027 | | | | | 40,618 | | | | | | 0.0 | | |
14,191 | | | 5.000%, 04/01/2028 | | | | | 15,556 | | | | | | 0.0 | | |
86,029 | | | 5.000%, 05/01/2033 | | | | | 94,384 | | | | | | 0.0 | | |
210,026 | | | 5.000%, 06/01/2033 | | | | | 239,979 | | | | | | 0.0 | | |
24,658 | | | 5.000%, 08/01/2033 | | | | | 28,203 | | | | | | 0.0 | | |
261,002 | | | 5.000%, 09/01/2033 | | | | | 292,254 | | | | | | 0.0 | | |
62,523 | | | 5.000%, 02/01/2034 | | | | | 69,947 | | | | | | 0.0 | | |
129,261 | | | 5.000%, 03/01/2034 | | | | | 147,303 | | | | | | 0.0 | | |
34,244 | | | 5.000%, 06/01/2034 | | | | | 39,202 | | | | | | 0.0 | | |
8,784 | | | 5.000%, 11/01/2034 | | | | | 10,061 | | | | | | 0.0 | | |
303,564 | | | 5.000%, 02/01/2035 | | | | | 346,804 | | | | | | 0.0 | | |
302,037 | | | 5.000%, 03/01/2035 | | | | | 345,415 | | | | | | 0.0 | | |
8,597 | | | 5.000%, 05/01/2035 | | | | | 9,832 | | | | | | 0.0 | | |
1,095,199 | | | 5.000%, 07/01/2035 | | | | | 1,251,211 | | | | | | 0.1 | | |
46,349 | | | 5.000%, 08/01/2035 | | | | | 50,813 | | | | | | 0.0 | | |
5,358 | | | 5.000%, 09/01/2035 | | | | | 6,106 | | | | | | 0.0 | | |
116,836 | | | 5.000%, 09/01/2035 | | | | | 133,939 | | | | | | 0.0 | | |
139,730 | | | 5.000%, 10/01/2035 | | | | | 160,105 | | | | | | 0.0 | | |
2,896 | | | 5.000%, 10/01/2035 | | | | | 3,317 | | | | | | 0.0 | | |
69,717 | | | 5.000%, 12/01/2035 | | | | | 79,875 | | | | | | 0.0 | | |
162,268 | | | 5.000%, 02/01/2036 | | | | | 185,982 | | | | | | 0.0 | | |
51,302 | | | 5.000%, 03/01/2036 | | | | | 58,756 | | | | | | 0.0 | | |
57,364 | | | 5.000%, 04/01/2036 | | | | | 64,554 | | | | | | 0.0 | | |
41,985 | | | 5.000%, 05/01/2036 | | | | | 48,105 | | | | | | 0.0 | | |
393,919 | | | 5.000%, 07/01/2036 | | | | | 449,759 | | | | | | 0.0 | | |
1,380,954 | | | 5.000%, 12/01/2036 | | | | | 1,580,893 | | | | | | 0.1 | | |
1,446,115 | | | 5.000%, 07/01/2037 | | | | | 1,621,527 | | | | | | 0.1 | | |
55,833 | | | 5.000%, 04/01/2038 | | | | | 61,981 | | | | | | 0.0 | | |
34,847 | | | 5.000%, 04/01/2039 | | | | | 38,803 | | | | | | 0.0 | | |
28,245 | | | 5.000%, 07/01/2039 | | | | | 32,335 | | | | | | 0.0 | | |
331,109 | | | 5.000%, 11/01/2040 | | | | | 379,460 | | | | | | 0.0 | | |
22,070 | | | 5.000%, 04/01/2041 | | | | | 24,340 | | | | | | 0.0 | | |
193,200 | | | 5.000%, 05/01/2041 | | | | | 221,227 | | | | | | 0.0 | | |
579,686 | | | 5.000%, 06/01/2041 | | | | | 663,772 | | | | | | 0.0 | | |
1,081,475 | | | 5.000%, 06/01/2041 | | | | | 1,226,318 | | | | | | 0.1 | | |
900 | | | 5.500%, 06/01/2022 | | | | | 911 | | | | | | 0.0 | | |
187 | | | 5.500%, 11/01/2022 | | | | | 188 | | | | | | 0.0 | | |
2,440 | | | 5.500%, 11/01/2022 | | | | | 2,486 | | | | | | 0.0 | | |
326 | | | 5.500%, 11/01/2022 | | | | | 329 | | | | | | 0.0 | | |
46 | | | 5.500%, 12/01/2022 | | | | | 47 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
31,505 | | | 5.500%, 06/01/2023 | | | | $ | 35,080 | | | | | | 0.0 | | |
813 | | | 5.500%, 07/01/2023 | | | | | 820 | | | | | | 0.0 | | |
6,323 | | | 5.500%, 07/01/2023 | | | | | 6,519 | | | | | | 0.0 | | |
4,072 | | | 5.500%, 09/01/2023 | | | | | 4,212 | | | | | | 0.0 | | |
1,087 | | | 5.500%, 01/01/2025 | | | | | 1,100 | | | | | | 0.0 | | |
202 | | | 5.500%, 08/01/2025 | | | | | 207 | | | | | | 0.0 | | |
5,494 | | | 5.500%, 07/01/2026 | | | | | 6,117 | | | | | | 0.0 | | |
4,589 | | | 5.500%, 12/01/2027 | | | | | 5,121 | | | | | | 0.0 | | |
13,273 | | | 5.500%, 04/01/2028 | | | | | 14,780 | | | | | | 0.0 | | |
5,264 | | | 5.500%, 08/01/2028 | | | | | 5,876 | | | | | | 0.0 | | |
6,709 | | | 5.500%, 01/01/2029 | | | | | 7,490 | | | | | | 0.0 | | |
64,154 | | | 5.500%, 10/01/2029 | | | | | 71,599 | | | | | | 0.0 | | |
64,104 | | | 5.500%, 04/01/2033 | | | | | 73,215 | | | | | | 0.0 | | |
59,932 | | | 5.500%, 10/01/2033 | | | | | 66,770 | | | | | | 0.0 | | |
18,646 | | | 5.500%, 10/01/2033 | | | | | 20,886 | | | | | | 0.0 | | |
6,190 | | | 5.500%, 11/01/2033 | | | | | 6,944 | | | | | | 0.0 | | |
926 | | | 5.500%, 11/01/2033 | | | | | 1,048 | | | | | | 0.0 | | |
7,135 | | | 5.500%, 11/01/2033 | | | | | 8,232 | | | | | | 0.0 | | |
3,990 | | | 5.500%, 11/01/2033 | | | | | 4,487 | | | | | | 0.0 | | |
1,214 | | | 5.500%, 12/01/2033 | | | | | 1,402 | | | | | | 0.0 | | |
76,651 | | | 5.500%, 12/01/2033 | | | | | 87,281 | | | | | | 0.0 | | |
245,912 | | | 5.500%, 12/01/2033 | | | | | 284,986 | | | | | | 0.0 | | |
13,709 | | | 5.500%, 12/01/2033 | | | | | 15,704 | | | | | | 0.0 | | |
41,256 | | | 5.500%, 12/01/2033 | | | | | 47,816 | | | | | | 0.0 | | |
10,925 | | | 5.500%, 01/01/2034 | | | | | 12,548 | | | | | | 0.0 | | |
7,958 | | | 5.500%, 01/01/2034 | | | | | 8,874 | | | | | | 0.0 | | |
659 | | | 5.500%, 01/01/2034 | | | | | 749 | | | | | | 0.0 | | |
17,609 | | | 5.500%, 01/01/2034 | | | | | 19,656 | | | | | | 0.0 | | |
81,791 | | | 5.500%, 01/01/2034 | | | | | 93,541 | | | | | | 0.0 | | |
6,275 | | | 5.500%, 06/01/2034 | | | | | 7,225 | | | | | | 0.0 | | |
43,496 | | | 5.500%, 11/01/2034 | | | | | 50,391 | | | | | | 0.0 | | |
5,321 | | | 5.500%, 11/01/2034 | | | | | 5,931 | | | | | | 0.0 | | |
929 | | | 5.500%, 12/01/2034 | | | | | 1,077 | | | | | | 0.0 | | |
30,858 | | | 5.500%, 01/01/2035 | | | | | 34,838 | | | | | | 0.0 | | |
12,386 | | | 5.500%, 01/01/2035 | | | | | 14,351 | | | | | | 0.0 | | |
31,145 | | | 5.500%, 01/01/2035 | | | | | 35,786 | | | | | | 0.0 | | |
1,261,396 | | | 5.500%, 02/01/2035 | | | | | 1,462,182 | | | | | | 0.1 | | |
9,716 | | | 5.500%, 02/01/2035 | | | | | 10,901 | | | | | | 0.0 | | |
6,433 | | | 5.500%, 03/01/2035 | | | | | 7,171 | | | | | | 0.0 | | |
7,757 | | | 5.500%, 06/01/2035 | | | | | 8,651 | | | | | | 0.0 | | |
7,209 | | | 5.500%, 07/01/2035 | | | | | 8,234 | | | | | | 0.0 | | |
842,958 | | | 5.500%, 08/01/2035 | | | | | 976,428 | | | | | | 0.0 | | |
4,135 | | | 5.500%, 10/01/2035 | | | | | 4,788 | | | | | | 0.0 | | |
46,691 | | | 5.500%, 11/01/2035 | | | | | 54,028 | | | | | | 0.0 | | |
440 | | | 5.500%, 11/01/2035 | | | | | 497 | | | | | | 0.0 | | |
708 | | | 5.500%, 12/01/2035 | | | | | 821 | | | | | | 0.0 | | |
743 | | | 5.500%, 12/01/2035 | | | | | 860 | | | | | | 0.0 | | |
120,966 | | | 5.500%, 12/01/2035 | | | | | 138,472 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
10,893 | | | 5.500%, 12/01/2035 | | | | $ | 12,618 | | | | | | 0.0 | | |
71,111 | | | 5.500%, 01/01/2036 | | | | | 82,454 | | | | | | 0.0 | | |
10,347 | | | 5.500%, 01/01/2036 | | | | | 11,977 | | | | | | 0.0 | | |
441 | | | 5.500%, 02/01/2036 | | | | | 492 | | | | | | 0.0 | | |
10,771 | | | 5.500%, 04/01/2036 | | | | | 12,488 | | | | | | 0.0 | | |
846,230 | | | 5.500%, 07/01/2036 | | | | | 981,146 | | | | | | 0.0 | | |
487 | | | 5.500%, 08/01/2036 | | | | | 564 | | | | | | 0.0 | | |
72,734 | | | 5.500%, 09/01/2036 | | | | | 84,241 | | | | | | 0.0 | | |
42,946 | | | 5.500%, 09/01/2036 | | | | | 49,774 | | | | | | 0.0 | | |
102,993 | | | 5.500%, 12/01/2036 | | | | | 119,499 | | | | | | 0.0 | | |
129,894 | | | 5.500%, 12/01/2036 | | | | | 150,809 | | | | | | 0.0 | | |
1,415 | | | 5.500%, 12/01/2036 | | | | | 1,645 | | | | | | 0.0 | | |
1,041 | | | 5.500%, 12/01/2036 | | | | | 1,207 | | | | | | 0.0 | | |
14,992 | | | 5.500%, 01/01/2037 | | | | | 17,418 | | | | | | 0.0 | | |
65,075 | | | 5.500%, 01/01/2037 | | | | | 75,585 | | | | | | 0.0 | | |
93,808 | | | 5.500%, 02/01/2037 | | | | | 108,938 | | | | | | 0.0 | | |
254,781 | | | 5.500%, 03/01/2037 | | | | | 290,408 | | | | | | 0.0 | | |
10,352 | | | 5.500%, 04/01/2037 | | | | | 12,025 | | | | | | 0.0 | | |
22,563 | | | 5.500%, 05/01/2037 | | | | | 26,249 | | | | | | 0.0 | | |
1,450 | | | 5.500%, 05/01/2037 | | | | | 1,658 | | | | | | 0.0 | | |
621 | | | 5.500%, 05/01/2037 | | | | | 722 | | | | | | 0.0 | | |
14,059 | | | 5.500%, 05/01/2037 | | | | | 16,341 | | | | | | 0.0 | | |
25,922 | | | 5.500%, 06/01/2037 | | | | | 30,137 | | | | | | 0.0 | | |
61,561 | | | 5.500%, 06/01/2037 | | | | | 71,511 | | | | | | 0.0 | | |
20,783 | | | 5.500%, 07/01/2037 | | | | | 24,063 | | | | | | 0.0 | | |
26,708 | | | 5.500%, 08/01/2037 | | | | | 31,051 | | | | | | 0.0 | | |
13,584 | | | 5.500%, 08/01/2037 | | | | | 15,750 | | | | | | 0.0 | | |
34,945 | | | 5.500%, 08/01/2037 | | | | | 40,519 | | | | | | 0.0 | | |
93,783 | | | 5.500%, 09/01/2037 | | | | | 109,022 | | | | | | 0.0 | | |
651 | | | 5.500%, 11/01/2037 | | | | | 758 | | | | | | 0.0 | | |
341,383 | | | 5.500%, 01/01/2038 | | | | | 397,270 | | | | | | 0.0 | | |
577 | | | 5.500%, 02/01/2038 | | | | | 671 | | | | | | 0.0 | | |
1,204 | | | 5.500%, 02/01/2038 | | | | | 1,400 | | | | | | 0.0 | | |
5,592 | | | 5.500%, 03/01/2038 | | | | | 6,347 | | | | | | 0.0 | | |
273,873 | | | 5.500%, 03/01/2038 | | | | | 318,868 | | | | | | 0.0 | | |
71,167 | | | 5.500%, 04/01/2038 | | | | | 82,837 | | | | | | 0.0 | | |
13,004 | | | 5.500%, 04/01/2038 | | | | | 14,672 | | | | | | 0.0 | | |
588 | | | 5.500%, 04/01/2038 | | | | | 684 | | | | | | 0.0 | | |
163,796 | | | 5.500%, 05/01/2038 | | | | | 190,472 | | | | | | 0.0 | | |
2,617 | | | 5.500%, 05/01/2038 | | | | | 3,048 | | | | | | 0.0 | | |
6,250 | | | 5.500%, 05/01/2038 | | | | | 7,266 | | | | | | 0.0 | | |
79,530 | | | 5.500%, 06/01/2038 | | | | | 92,582 | | | | | | 0.0 | | |
25,535 | | | 5.500%, 06/01/2038 | | | | | 29,571 | | | | | | 0.0 | | |
1,586,326 | | | 5.500%, 06/01/2038 | | | | | 1,845,068 | | | | | | 0.1 | | |
36,589 | | | 5.500%, 07/01/2038 | | | | | 42,603 | | | | | | 0.0 | | |
470 | | | 5.500%, 07/01/2038 | | | | | 547 | | | | | | 0.0 | | |
56,952 | | | 5.500%, 07/01/2038 | | | | | 65,804 | | | | | | 0.0 | | |
43,583 | | | 5.500%, 07/01/2038 | | | | | 50,754 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
21,439 | | | 5.500%, 08/01/2038 | | | | $ | 24,908 | | | | | | 0.0 | | |
9,990 | | | 5.500%, 08/01/2038 | | | | | 11,583 | | | | | | 0.0 | | |
79,477 | | | 5.500%, 08/01/2038 | | | | | 92,441 | | | | | | 0.0 | | |
174,005 | | | 5.500%, 11/01/2038 | | | | | 202,640 | | | | | | 0.0 | | |
45,163 | | | 5.500%, 11/01/2038 | | | | | 52,130 | | | | | | 0.0 | | |
153 | | | 5.500%, 12/01/2038 | | | | | 176 | | | | | | 0.0 | | |
27,025 | | | 5.500%, 12/01/2038 | | | | | 31,473 | | | | | | 0.0 | | |
330,396 | | | 5.500%, 01/01/2039 | | | | | 384,759 | | | | | | 0.0 | | |
47,545 | | | 5.500%, 01/01/2039 | | | | | 55,270 | | | | | | 0.0 | | |
93,887 | | | 5.500%, 01/01/2039 | | | | | 109,019 | | | | | | 0.0 | | |
17,388 | | | 5.500%, 03/01/2039 | | | | | 20,249 | | | | | | 0.0 | | |
161,993 | | | 5.500%, 06/01/2039 | | | | | 188,579 | | | | | | 0.0 | | |
268,775 | | | 5.500%, 06/01/2039 | | | | | 312,331 | | | | | | 0.0 | | |
16,095 | | | 5.500%, 05/01/2040 | | | | | 17,943 | | | | | | 0.0 | | |
15,984 | | | 5.500%, 07/01/2041 | | | | | 18,587 | | | | | | 0.0 | | |
327,893 | | | 5.500%, 09/01/2041 | | | | | 379,634 | | | | | | 0.0 | | |
287 | | | 6.000%, 09/01/2021 | | | | | 321 | | | | | | 0.0 | | |
1,430 | | | 6.000%, 04/01/2022 | | | | | 1,602 | | | | | | 0.0 | | |
3,844 | | | 6.000%, 06/01/2022 | | | | | 4,307 | | | | | | 0.0 | | |
967 | | | 6.000%, 01/01/2023 | | | | | 1,083 | | | | | | 0.0 | | |
185 | | | 6.000%, 03/01/2024 | | | | | 208 | | | | | | 0.0 | | |
71,156 | | | 6.000%, 11/01/2028 | | | | | 79,769 | | | | | | 0.0 | | |
334 | | | 6.000%, 04/01/2031 | | | | | 387 | | | | | | 0.0 | | |
264 | | | 6.000%, 01/01/2032 | | | | | 296 | | | | | | 0.0 | | |
691 | | | 6.000%, 11/01/2032 | | | | | 820 | | | | | | 0.0 | | |
547 | | | 6.000%, 11/01/2032 | | | | | 615 | | | | | | 0.0 | | |
37,583 | | | 6.000%, 01/01/2033 | | | | | 44,218 | | | | | | 0.0 | | |
2,522 | | | 6.000%, 09/01/2033 | | | | | 2,866 | | | | | | 0.0 | | |
368 | | | 6.000%, 01/01/2034 | | | | | 417 | | | | | | 0.0 | | |
66,093 | | | 6.000%, 06/01/2035 | | | | | 75,802 | | | | | | 0.0 | | |
11,067 | | | 6.000%, 07/01/2035 | | | | | 13,135 | | | | | | 0.0 | | |
4,822 | | | 6.000%, 07/01/2035 | | | | | 5,412 | | | | | | 0.0 | | |
4,444 | | | 6.000%, 07/01/2035 | | | | | 5,264 | | | | | | 0.0 | | |
6,010 | | | 6.000%, 07/01/2035 | | | | | 6,779 | | | | | | 0.0 | | |
386 | | | 6.000%, 10/01/2035 | | | | | 433 | | | | | | 0.0 | | |
2,581 | | | 6.000%, 10/01/2035 | | | | | 2,901 | | | | | | 0.0 | | |
53,301 | | | 6.000%, 11/01/2035 | | | | | 62,148 | | | | | | 0.0 | | |
210,545 | | | 6.000%, 12/01/2035 | | | | | 237,517 | | | | | | 0.0 | | |
44,558 | | | 6.000%, 12/01/2035 | | | | | 52,914 | | | | | | 0.0 | | |
2,330 | | | 6.000%, 12/01/2035 | | | | | 2,615 | | | | | | 0.0 | | |
7,574 | | | 6.000%, 01/01/2036 | | | | | 8,665 | | | | | | 0.0 | | |
234 | | | 6.000%, 02/01/2036 | | | | | 262 | | | | | | 0.0 | | |
33,713 | | | 6.000%, 02/01/2036 | | | | | 40,010 | | | | | | 0.0 | | |
33,590 | | | 6.000%, 02/01/2036 | | | | | 39,867 | | | | | | 0.0 | | |
15,991 | | | 6.000%, 02/01/2036 | | | | | 18,073 | | | | | | 0.0 | | |
22,811 | | | 6.000%, 03/01/2036 | | | | | 26,897 | | | | | | 0.0 | | |
29,674 | | | 6.000%, 03/01/2036 | | | | | 34,414 | | | | | | 0.0 | | |
15,409 | | | 6.000%, 04/01/2036 | | | | | 18,273 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
32,530 | | | 6.000%, 04/01/2036 | | | | $ | 38,574 | | | | | | 0.0 | | |
11,530 | | | 6.000%, 05/01/2036 | | | | | 13,250 | | | | | | 0.0 | | |
11,670 | | | 6.000%, 05/01/2036 | | | | | 13,124 | | | | | | 0.0 | | |
2,403 | | | 6.000%, 06/01/2036 | | | | | 2,791 | | | | | | 0.0 | | |
358 | | | 6.000%, 06/01/2036 | | | | | 414 | | | | | | 0.0 | | |
1,279 | | | 6.000%, 07/01/2036 | | | | | 1,443 | | | | | | 0.0 | | |
3,977 | | | 6.000%, 07/01/2036 | | | | | 4,496 | | | | | | 0.0 | | |
15,532 | | | 6.000%, 07/01/2036 | | | | | 17,476 | | | | | | 0.0 | | |
71,928 | | | 6.000%, 07/01/2036 | | | | | 85,418 | | | | | | 0.0 | | |
3,718 | | | 6.000%, 08/01/2036 | | | | | 4,409 | | | | | | 0.0 | | |
3,521 | | | 6.000%, 08/01/2036 | | | | | 4,070 | | | | | | 0.0 | | |
23,134 | | | 6.000%, 08/01/2036 | | | | | 27,002 | | | | | | 0.0 | | |
362,458 | | | 6.000%, 08/01/2036 | | | | | 430,222 | | | | | | 0.0 | | |
186,933 | | | 6.000%, 08/01/2036 | | | | | 215,317 | | | | | | 0.0 | | |
18,192 | | | 6.000%, 08/01/2036 | | | | | 21,588 | | | | | | 0.0 | | |
12,987 | | | 6.000%, 09/01/2036 | | | | | 14,911 | | | | | | 0.0 | | |
59,111 | | | 6.000%, 09/01/2036 | | | | | 66,305 | | | | | | 0.0 | | |
26,809 | | | 6.000%, 09/01/2036 | | | | | 31,785 | | | | | | 0.0 | | |
13,454 | | | 6.000%, 09/01/2036 | | | | | 15,698 | | | | | | 0.0 | | |
40,288 | | | 6.000%, 09/01/2036 | | | | | 46,985 | | | | | | 0.0 | | |
259 | | | 6.000%, 09/01/2036 | | | | | 298 | | | | | | 0.0 | | |
12,934 | | | 6.000%, 09/01/2036 | | | | | 15,361 | | | | | | 0.0 | | |
2,379 | | | 6.000%, 10/01/2036 | | | | | 2,670 | | | | | | 0.0 | | |
11,951 | | | 6.000%, 10/01/2036 | | | | | 14,175 | | | | | | 0.0 | | |
33,236 | | | 6.000%, 10/01/2036 | | | | | 39,428 | | | | | | 0.0 | | |
38,379 | | | 6.000%, 10/01/2036 | | | | | 45,513 | | | | | | 0.0 | | |
13,571 | | | 6.000%, 10/01/2036 | | | | | 15,338 | | | | | | 0.0 | | |
32,504 | | | 6.000%, 10/01/2036 | | | | | 38,547 | | | | | | 0.0 | | |
47,682 | | | 6.000%, 11/01/2036 | | | | | 53,880 | | | | | | 0.0 | | |
26,913 | | | 6.000%, 11/01/2036 | | | | | 31,932 | | | | | | 0.0 | | |
9,526 | | | 6.000%, 11/01/2036 | | | | | 10,903 | | | | | | 0.0 | | |
15,835 | | | 6.000%, 11/01/2036 | | | | | 17,754 | | | | | | 0.0 | | |
38,360 | | | 6.000%, 12/01/2036 | | | | | 45,557 | | | | | | 0.0 | | |
3,361 | | | 6.000%, 12/01/2036 | | | | | 3,992 | | | | | | 0.0 | | |
99,490 | | | 6.000%, 12/01/2036 | | | | | 112,191 | | | | | | 0.0 | | |
21,658 | | | 6.000%, 12/01/2036 | | | | | 24,340 | | | | | | 0.0 | | |
4,222 | | | 6.000%, 12/01/2036 | | | | | 4,787 | | | | | | 0.0 | | |
1,449 | | | 6.000%, 12/01/2036 | | | | | 1,682 | | | | | | 0.0 | | |
43,358 | | | 6.000%, 12/01/2036 | | | | | 48,665 | | | | | | 0.0 | | |
7,856 | | | 6.000%, 01/01/2037 | | | | | 9,314 | | | | | | 0.0 | | |
573 | | | 6.000%, 01/01/2037 | | | | | 677 | | | | | | 0.0 | | |
11,161 | | | 6.000%, 01/01/2037 | | | | | 12,524 | | | | | | 0.0 | | |
1,006 | | | 6.000%, 01/01/2037 | | | | | 1,192 | | | | | | 0.0 | | |
90,053 | | | 6.000%, 02/01/2037 | | | | | 106,832 | | | | | | 0.0 | | |
8,054 | | | 6.000%, 02/01/2037 | | | | | 9,102 | | | | | | 0.0 | | |
14,053 | | | 6.000%, 02/01/2037 | | | | | 16,689 | | | | | | 0.0 | | |
1,366 | | | 6.000%, 02/01/2037 | | | | | 1,541 | | | | | | 0.0 | | |
18,759 | | | 6.000%, 03/01/2037 | | | | | 21,900 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
157,924 | | | 6.000%, 03/01/2037 | | | | $ | 186,856 | | | | | | 0.0 | | |
6,724 | | | 6.000%, 03/01/2037 | | | | | 7,843 | | | | | | 0.0 | | |
708 | | | 6.000%, 03/01/2037 | | | | | 839 | | | | | | 0.0 | | |
13,791 | | | 6.000%, 03/01/2037 | | | | | 15,723 | | | | | | 0.0 | | |
16,421 | | | 6.000%, 03/01/2037 | | | | | 19,484 | | | | | | 0.0 | | |
109,553 | | | 6.000%, 04/01/2037 | | | | | 127,666 | | | | | | 0.0 | | |
44,749 | | | 6.000%, 04/01/2037 | | | | | 53,128 | | | | | | 0.0 | | |
7,066 | | | 6.000%, 04/01/2037 | | | | | 8,346 | | | | | | 0.0 | | |
14,426 | | | 6.000%, 04/01/2037 | | | | | 17,134 | | | | | | 0.0 | | |
21,382 | | | 6.000%, 04/01/2037 | | | | | 25,085 | | | | | | 0.0 | | |
30,432 | | | 6.000%, 04/01/2037 | | | | | 34,212 | | | | | | 0.0 | | |
30,885 | | | 6.000%, 04/01/2037 | | | | | 35,382 | | | | | | 0.0 | | |
774 | | | 6.000%, 04/01/2037 | | | | | 868 | | | | | | 0.0 | | |
327 | | | 6.000%, 04/01/2037 | | | | | 366 | | | | | | 0.0 | | |
1,871 | | | 6.000%, 04/01/2037 | | | | | 2,218 | | | | | | 0.0 | | |
2,413 | | | 6.000%, 04/01/2037 | | | | | 2,723 | | | | | | 0.0 | | |
674 | | | 6.000%, 04/01/2037 | | | | | 756 | | | | | | 0.0 | | |
29,435 | | | 6.000%, 04/01/2037 | | | | | 33,065 | | | | | | 0.0 | | |
34,321 | | | 6.000%, 04/01/2037 | | | | | 40,760 | | | | | | 0.0 | | |
2,340 | | | 6.000%, 05/01/2037 | | | | | 2,680 | | | | | | 0.0 | | |
13,657 | | | 6.000%, 05/01/2037 | | | | | 15,322 | | | | | | 0.0 | | |
5,849 | | | 6.000%, 05/01/2037 | | | | | 6,570 | | | | | | 0.0 | | |
5,622 | | | 6.000%, 05/01/2037 | | | | | 6,563 | | | | | | 0.0 | | |
15,140 | | | 6.000%, 05/01/2037 | | | | | 17,981 | | | | | | 0.0 | | |
16,239 | | | 6.000%, 05/01/2037 | | | | | 18,319 | | | | | | 0.0 | | |
1,045 | | | 6.000%, 05/01/2037 | | | | | 1,172 | | | | | | 0.0 | | |
11,227 | | | 6.000%, 05/01/2037 | | | | | 12,598 | | | | | | 0.0 | | |
1,149 | | | 6.000%, 05/01/2037 | | | | | 1,290 | | | | | | 0.0 | | |
25,917 | | | 6.000%, 05/01/2037 | | | | | 30,578 | | | | | | 0.0 | | |
42,120 | | | 6.000%, 05/01/2037 | | | | | 47,628 | | | | | | 0.0 | | |
21,887 | | | 6.000%, 05/01/2037 | | | | | 24,724 | | | | | | 0.0 | | |
86,323 | | | 6.000%, 05/01/2037 | | | | | 102,515 | | | | | | 0.0 | | |
2,608 | | | 6.000%, 06/01/2037 | | | | | 2,931 | | | | | | 0.0 | | |
5,221 | | | 6.000%, 06/01/2037 | | | | | 6,162 | | | | | | 0.0 | | |
5,745 | | | 6.000%, 06/01/2037 | | | | | 6,711 | | | | | | 0.0 | | |
5,283 | | | 6.000%, 06/01/2037 | | | | | 5,926 | | | | | | 0.0 | | |
25,052 | | | 6.000%, 06/01/2037 | | | | | 28,105 | | | | | | 0.0 | | |
3,863 | | | 6.000%, 06/01/2037 | | | | | 4,342 | | | | | | 0.0 | | |
60,979 | | | 6.000%, 06/01/2037 | | | | | 72,373 | | | | | | 0.0 | | |
19,527 | | | 6.000%, 07/01/2037 | | | | | 22,274 | | | | | | 0.0 | | |
89,158 | | | 6.000%, 07/01/2037 | | | | | 100,154 | | | | | | 0.0 | | |
6,083 | | | 6.000%, 07/01/2037 | | | | | 7,222 | | | | | | 0.0 | | |
7,070 | | | 6.000%, 07/01/2037 | | | | | 7,927 | | | | | | 0.0 | | |
3,085 | | | 6.000%, 07/01/2037 | | | | | 3,601 | | | | | | 0.0 | | |
11,908 | | | 6.000%, 07/01/2037 | | | | | 13,601 | | | | | | 0.0 | | |
8,377 | | | 6.000%, 07/01/2037 | | | | | 9,853 | | | | | | 0.0 | | |
54,797 | | | 6.000%, 07/01/2037 | | | | | 64,998 | | | | | | 0.0 | | |
13,878 | | | 6.000%, 07/01/2037 | | | | | 15,603 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
32,759 | | | 6.000%, 07/01/2037 | | | | $ | 36,809 | | | | | | 0.0 | | |
20,000 | | | 6.000%, 08/01/2037 | | | | | 23,686 | | | | | | 0.0 | | |
4,852 | | | 6.000%, 08/01/2037 | | | | | 5,733 | | | | | | 0.0 | | |
46,431 | | | 6.000%, 08/01/2037 | | | | | 54,539 | | | | | | 0.0 | | |
6,326 | | | 6.000%, 08/01/2037 | | | | | 7,105 | | | | | | 0.0 | | |
39,334 | | | 6.000%, 08/01/2037 | | | | | 44,138 | | | | | | 0.0 | | |
7,984 | | | 6.000%, 08/01/2037 | | | | | 8,957 | | | | | | 0.0 | | |
9,097 | | | 6.000%, 08/01/2037 | | | | | 10,205 | | | | | | 0.0 | | |
17,745 | | | 6.000%, 08/01/2037 | | | | | 19,912 | | | | | | 0.0 | | |
2,662 | | | 6.000%, 09/01/2037 | | | | | 3,159 | | | | | | 0.0 | | |
249,574 | | | 6.000%, 09/01/2037 | | | | | 296,410 | | | | | | 0.0 | | |
8,101 | | | 6.000%, 09/01/2037 | | | | | 9,106 | | | | | | 0.0 | | |
16,060 | | | 6.000%, 09/01/2037 | | | | | 19,073 | | | | | | 0.0 | | |
65,487 | | | 6.000%, 09/01/2037 | | | | | 75,851 | | | | | | 0.0 | | |
1,406 | | | 6.000%, 09/01/2037 | | | | | 1,664 | | | | | | 0.0 | | |
1,184 | | | 6.000%, 10/01/2037 | | | | | 1,364 | | | | | | 0.0 | | |
30,792 | | | 6.000%, 10/01/2037 | | | | | 36,500 | | | | | | 0.0 | | |
51,289 | | | 6.000%, 11/01/2037 | | | | | 60,720 | | | | | | 0.0 | | |
33,013 | | | 6.000%, 11/01/2037 | | | | | 38,856 | | | | | | 0.0 | | |
868 | | | 6.000%, 11/01/2037 | | | | | 1,027 | | | | | | 0.0 | | |
1,091 | | | 6.000%, 12/01/2037 | | | | | 1,291 | | | | | | 0.0 | | |
72,219 | | | 6.000%, 12/01/2037 | | | | | 83,697 | | | | | | 0.0 | | |
19,568 | | | 6.000%, 12/01/2037 | | | | | 22,642 | | | | | | 0.0 | | |
59,571 | | | 6.000%, 12/01/2037 | | | | | 70,719 | | | | | | 0.0 | | |
19,763 | | | 6.000%, 02/01/2038 | | | | | 23,026 | | | | | | 0.0 | | |
73,670 | | | 6.000%, 02/01/2038 | | | | | 85,767 | | | | | | 0.0 | | |
127,546 | | | 6.000%, 02/01/2038 | | | | | 151,236 | | | | | | 0.0 | | |
1,197 | | | 6.000%, 03/01/2038 | | | | | 1,421 | | | | | | 0.0 | | |
4,007 | | | 6.000%, 03/01/2038 | | | | | 4,498 | | | | | | 0.0 | | |
23,889 | | | 6.000%, 03/01/2038 | | | | | 28,170 | | | | | | 0.0 | | |
59,663 | | | 6.000%, 05/01/2038 | | | | | 70,322 | | | | | | 0.0 | | |
3,402 | | | 6.000%, 05/01/2038 | | | | | 4,037 | | | | | | 0.0 | | |
1,071 | | | 6.000%, 06/01/2038 | | | | | 1,202 | | | | | | 0.0 | | |
11,275 | | | 6.000%, 06/01/2038 | | | | | 13,379 | | | | | | 0.0 | | |
42,720 | | | 6.000%, 07/01/2038 | | | | | 50,394 | | | | | | 0.0 | | |
111,640 | | | 6.000%, 07/01/2038 | | | | | 130,895 | | | | | | 0.0 | | |
1,061 | | | 6.000%, 08/01/2038 | | | | | 1,254 | | | | | | 0.0 | | |
15,023 | | | 6.000%, 09/01/2038 | | | | | 16,960 | | | | | | 0.0 | | |
26,489 | | | 6.000%, 09/01/2038 | | | | | 31,443 | | | | | | 0.0 | | |
3,418 | | | 6.000%, 09/01/2038 | | | | | 3,853 | | | | | | 0.0 | | |
6,135 | | | 6.000%, 09/01/2038 | | | | | 7,287 | | | | | | 0.0 | | |
1,508 | | | 6.000%, 10/01/2038 | | | | | 1,765 | | | | | | 0.0 | | |
12,233 | | | 6.000%, 10/01/2038 | | | | | 13,726 | | | | | | 0.0 | | |
26,440 | | | 6.000%, 10/01/2038 | | | | | 30,773 | | | | | | 0.0 | | |
71,531 | | | 6.000%, 10/01/2038 | | | | | 80,297 | | | | | | 0.0 | | |
14,425 | | | 6.000%, 10/01/2038 | | | | | 16,916 | | | | | | 0.0 | | |
11,833 | | | 6.000%, 10/01/2038 | | | | | 14,006 | | | | | | 0.0 | | |
377 | | | 6.000%, 10/01/2038 | | | | | 423 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
1,165 | | | 6.000%, 11/01/2038 | | | | $ | 1,309 | | | | | | 0.0 | | |
492 | | | 6.000%, 11/01/2038 | | | | | 571 | | | | | | 0.0 | | |
120,714 | | | 6.000%, 11/01/2038 | | | | | 137,752 | | | | | | 0.0 | | |
68,230 | | | 6.000%, 12/01/2038 | | | | | 81,034 | | | | | | 0.0 | | |
1,905 | | | 6.000%, 12/01/2038 | | | | | 2,174 | | | | | | 0.0 | | |
13,189 | | | 6.000%, 12/01/2038 | | | | | 14,905 | | | | | | 0.0 | | |
18,045 | | | 6.000%, 10/01/2039 | | | | | 21,351 | | | | | | 0.0 | | |
1,366 | | | 6.000%, 10/01/2039 | | | | | 1,621 | | | | | | 0.0 | | |
404,382 | | | 6.000%, 02/01/2040 | | | | | 478,014 | | | | | | 0.0 | | |
17,419 | | | 6.000%, 04/01/2040 | | | | | 20,636 | | | | | | 0.0 | | |
113,076 | | | 6.000%, 09/01/2040 | | | | | 127,328 | | | | | | 0.0 | | |
177,639 | | | 6.000%, 10/01/2040 | | | | | 210,447 | | | | | | 0.0 | | |
262,293 | | | 6.000%, 05/01/2041 | | | | | 310,116 | | | | | | 0.0 | | |
3,939 | | | 6.500%, 04/01/2027 | | | | | 4,413 | | | | | | 0.0 | | |
860 | | | 6.500%, 02/01/2028 | | | | | 963 | | | | | | 0.0 | | |
17 | | | 6.500%, 06/01/2029 | | | | | 19 | | | | | | 0.0 | | |
6,408 | | | 6.500%, 01/01/2032 | | | | | 7,200 | | | | | | 0.0 | | |
7,363 | | | 6.500%, 04/01/2032 | | | | | 8,487 | | | | | | 0.0 | | |
12,684 | | | 6.500%, 10/01/2032 | | | | | 14,210 | | | | | | 0.0 | | |
9,056 | | | 6.500%, 10/01/2032 | | | | | 10,152 | | | | | | 0.0 | | |
5,285 | | | 6.500%, 03/01/2038 | | | | | 6,379 | | | | | | 0.0 | | |
636 | | | 7.000%, 08/01/2025 | | | | | 680 | | | | | | 0.0 | | |
552 | | | 7.000%, 02/01/2026 | | | | | 554 | | | | | | 0.0 | | |
5,529 | | | 7.000%, 03/01/2026 | | | | | 5,961 | | | | | | 0.0 | | |
7,203 | | | 7.000%, 03/01/2026 | | | | | 7,303 | | | | | | 0.0 | | |
1,672 | | | 7.000%, 03/01/2026 | | | | | 1,678 | | | | | | 0.0 | | |
578 | | | 7.000%, 12/01/2027 | | | | | 586 | | | | | | 0.0 | | |
244,038 | | | 7.000%, 03/01/2038 | | | | | 293,260 | | | | | | 0.0 | | |
494,015 | | | 7.000%, 04/01/2038 | | | | | 609,523 | | | | | | 0.0 | | |
9,483 | | | 7.500%, 09/01/2031 | | | | | 11,209 | | | | | | 0.0 | | |
| | | | | | | | 204,952,480 | | | | | | 6.1 | | |
| | | Total U.S. Government Agency Obligations (Cost $343,343,447) | | | | | 361,097,184 | | | | | | 10.7 | | |
ASSET-BACKED SECURITIES: 10.6% | | |||||||||||||||
| | | Automobile Asset-Backed Securities: 0.3% | | ||||||||||||
1,800,000 | | | Americredit Automobile Receivables Trust 2019-1 D, 3.620%, 03/18/2025 | | | | | 1,897,344 | | | | | | 0.1 | | |
1,650,000 | | | AmeriCredit Automobile Receivables Trust 2020-1 D, 1.800%, 12/18/2025 | | | | | 1,685,704 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Automobile Asset-Backed Securities (continued) | | ||||||||||||
1,300,000 | | | AmeriCredit Automobile Receivables Trust 2020-3 A3, 0.530%, 06/18/2025 | | | | $ | 1,304,686 | | | | | | 0.0 | | |
955,133 (1) | | | OSCAR US Funding Trust VII LLC 2017-2A A4, 2.760%, 12/10/2024 | | | | | 964,854 | | | | | | 0.0 | | |
700,000 | | | Santander Drive Auto Receivables Trust 2019-3 C, 2.490%, 10/15/2025 | | | | | 708,090 | | | | | | 0.0 | | |
1,900,000 | | | Santander Drive Auto Receivables Trust 2019-3 D, 2.680%, 10/15/2025 | | | | | 1,947,922 | | | | | | 0.1 | | |
2,650,000 | | | Santander Drive Auto Receivables Trust 2020-1 B, 3.030%, 11/15/2024 | | | | | 2,701,917 | | | | | | 0.1 | | |
| | | | | | | | 11,210,517 | | | | | | 0.3 | | |
| | | Home Equity Asset-Backed Securities: 0.2% | | ||||||||||||
1,282,475 (1)(3) | | | ACE Securities Corp. Mortgage Loan Trust Series 2007-D1 A2, 6.336%, 02/25/2038 | | | | | 1,227,610 | | | | | | 0.0 | | |
397,256 | | | Home Equity Asset Trust 2005-2 M5, 1.187%, (US0001M + 1.095%), 07/25/2035 | | | | | 398,076 | | | | | | 0.0 | | |
1,575,216 | | | Morgan Stanley ABS Capital I, Inc. Trust 2005-NC2 M4, 1.007%, (US0001M + 0.915%), 03/25/2035 | | | | | 1,576,565 | | | | | | 0.1 | | |
322,274 | | | New Century Home Equity Loan Trust 2005-2 M3, 0.827%, (US0001M + 0.735%), 06/25/2035 | | | | | 322,330 | | | | | | 0.0 | | |
50,613 | | | Renaissance Home Equity Loan Trust 2003-2 A, 0.972%, (US0001M + 0.880%), 08/25/2033 | | | | | 49,975 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Home Equity Asset-Backed Securities (continued) | | ||||||||||||
1,561,798 (3) | | | Renaissance Home Equity Loan Trust 2005-3 AF4, 5.140%, 11/25/2035 | | | | $ | 1,683,369 | | | | | | 0.1 | | |
55,027 | | | Securitized Asset Backed Receivables LLC Trust 2006-WM4 A2A, 0.172%, (US0001M + 0.080%), 11/25/2036 | | | | | 21,190 | | | | | | 0.0 | | |
| | | | | | | | 5,279,115 | | | | | | 0.2 | | |
| | | Other Asset-Backed Securities: 9.4% | | ||||||||||||
2,000,000 (1) | | | AGL CLO 12 Ltd. 2021-12A C, 1.980%, (US0003M + 1.850%), 07/20/2034 | | | | | 2,000,066 | | | | | | 0.1 | | |
8,750,000 (1) | | | Allegany Park CLO Ltd. 2019-1A A, 1.518%, (US0003M + 1.330%), 01/20/2033 | | | | | 8,764,315 | | | | | | 0.3 | | |
2,444,683 (1)(3)(4)(6)(9) | | | American Homes 4 Rent 2015-SFR1 XS, 3.230%, 04/17/2052 | | | | | — | | | | | | — | | |
650,000 (1) | | | AMMC CLO 16 Ltd. 2015-16A CR2, 2.136%, (US0003M + 1.950%), 04/14/2029 | | | | | 643,872 | | | | | | 0.0 | | |
9,500,000 (1) | | | Apidos CLO XXXII 2019-32A A1, 1.508%, (US0003M + 1.320%), 01/20/2033 | | | | | 9,508,541 | | | | | | 0.3 | | |
4,500,000 (1) | | | Apidos CLO XXXIII 2020-33A A, 1.876%, (US0003M + 1.700%), 07/24/2031 | | | | | 4,501,800 | | | | | | 0.1 | | |
8,000,000 (1) | | | ARES XLVI CLO Ltd. 2017-46A A2, 1.414%, (US0003M + 1.230%), 01/15/2030 | | | | | 7,975,488 | | | | | | 0.2 | | |
3,470,000 (1) | | | Babson CLO Ltd. 2017-1A A2, 1.540%, (US0003M + 1.350%), 07/18/2029 | | | | | 3,469,344 | | | | | | 0.1 | | |
4,393,000 (1) | | | Babson CLO Ltd. 2018-3A A2, 1.488%, (US0003M + 1.300%), 07/20/2029 | | | | | 4,392,987 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
750,430 (3) | | | Bear Stearns Asset Backed Securities Trust 2006-SD4 1A1, 3.054%, 10/25/2036 | | | | $ | 750,668 | | | | | | 0.0 | | |
3,200,000 (1) | | | Beechwood Park CLO Ltd. 2019-1A A1, 1.520%, (US0003M + 1.330%), 01/17/2033 | | | | | 3,206,608 | | | | | | 0.1 | | |
2,250,000 (1) | | | Benefit Street Partners CLO IV Ltd. 2014-IVA BRRR, 2.338%, (US0003M + 2.150%), 01/20/2032 | | | | | 2,238,773 | | | | | | 0.1 | | |
5,000,000 (1) | | | Benefit Street Partners CLO XIX Ltd. 2019-19A A, 1.534%, (US0003M + 1.350%), 01/15/2033 | | | | | 5,005,570 | | | | | | 0.2 | | |
1,450,000 (1) | | | BlueMountain CLO Ltd. 2021-28A C, 2.163%, (US0003M + 2.000%), 04/15/2034 | | | | | 1,443,050 | | | | | | 0.0 | | |
5,000,000 (1) | | | BlueMountain CLO XXXI Ltd. 2021-31A C, 2.146%, (US0003M + 2.000%), 04/19/2034 | | | | | 4,999,945 | | | | | | 0.2 | | |
6,300,000 (1) | | | BlueMountain Fuji US Clo I Ltd. 2017-1A CR, 2.438%, (US0003M + 2.250%), 07/20/2029 | | | | | 6,284,174 | | | | | | 0.2 | | |
2,350,000 (1) | | | Bojangles Issuer LLC 2020-3A A2, 3.832%, 10/20/2050 | | | | | 2,461,018 | | | | | | 0.1 | | |
3,490,000 (1) | | | Broad River Bsl Funding Clo Ltd. 2020-1A AR, 1.248%, (US0003M + 1.170%), 07/20/2034 | | | | | 3,497,179 | | | | | | 0.1 | | |
3,000,000 (1) | | | Broad River Bsl Funding Clo Ltd. 2020-1A CR, 2.078%, (US0003M + 2.000%), 07/20/2034 | | | | | 3,000,294 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
4,000,000 (1) | | | Carbone CLO Ltd. 2017-1A A1, 1.328%, (US0003M + 1.140%), 01/20/2031 | | | | $ | 4,001,428 | | | | | | 0.1 | | |
5,500,000 (1) | | | Carlyle Global Market Strategies CLO 2016-1 Ltd. 2016-1A BR2, 2.210%, (US0003M + 2.050%), 04/20/2034 | | | | | 5,504,895 | | | | | | 0.2 | | |
2,400,000 (1) | | | Carlyle Global Market Strategies CLO Ltd. 2014-1A A2R2, 1.320%, (US0003M + 1.130%), 04/17/2031 | | | | | 2,400,158 | | | | | | 0.1 | | |
3,250,000 (1) | | | Cedar Funding IV CLO Ltd. 2014-4A CRR, 2.146%, (US0003M + 2.000%), 07/23/2034 | | | | | 3,250,000 | | | | | | 0.1 | | |
48,015 | | | Chase Funding Trust Series 2002-4 2A1, 0.832%, (US0001M + 0.740%), 10/25/2032 | | | | | 47,752 | | | | | | 0.0 | | |
106,708 | | | Chase Funding Trust Series 2003-5 2A2, 0.692%, (US0001M + 0.600%), 07/25/2033 | | | | | 103,372 | | | | | | 0.0 | | |
3,000,000 (1) | | | CIFC Funding 2017-2A CR Ltd., 1.978%, (US0003M + 1.850%), 04/20/2030 | | | | | 3,000,078 | | | | | | 0.1 | | |
4,000,000 (1) | | | CIFC Funding 2019-6A A1 Ltd., 1.514%, (US0003M + 1.330%), 01/16/2033 | | | | | 4,004,008 | | | | | | 0.1 | | |
5,220,870 | | | Credit-Based Asset Servicing & Securitization LLC 2006-CB8 A2C, 0.392%, (US0001M + 0.150%), 10/25/2036 | | | | | 4,820,218 | | | | | | 0.1 | | |
933,375 (1) | | | DB Master Finance LLC 2019-1A A23, 4.352%, 05/20/2049 | | | | | 1,034,406 | | | | | | 0.0 | | |
491,250 (1) | | | DB Master Finance LLC 2019-1A A2II, 4.021%, 05/20/2049 | | | | | 520,494 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
12,160,000 (1) | | | Dewolf Park Clo Ltd. 2017-1A A, 1.394%, (US0003M + 1.210%), 10/15/2030 | | | | $ | 12,159,976 | | | | | | 0.4 | | |
1,400,000 (1) | | | Domino’s Pizza Master Issuer LLC 2021-1A A2II, 3.151%, 04/25/2051 | | | | | 1,471,957 | | | | | | 0.0 | | |
1,368,500 (1) | | | Driven Brands Funding LLC 2019-1A A2, 4.641%, 04/20/2049 | | | | | 1,479,480 | | | | | | 0.0 | | |
1,200,000 (1) | | | Dryden 55 CLO Ltd. 2018-55A A1, 1.204%, (US0003M + 1.020%), 04/15/2031 | | | | | 1,198,859 | | | | | | 0.0 | | |
7,460,000 (1) | | | Dryden XXVIII Senior Loan Fund 2013-28A A1LR, 1.356%, (US0003M + 1.200%), 08/15/2030 | | | | | 7,461,529 | | | | | | 0.2 | | |
5,000,000 (1) | | | Dryden Senior Loan Fund 2017-47A CR, 2.196%, (US0003M + 2.050%), 04/15/2028 | | | | | 5,000,085 | | | | | | 0.2 | | |
3,662,325 (1) | | | Five Guys Holdings, Inc. 2017-1A A2, 4.600%, 07/25/2047 | | | | | 3,831,920 | | | | | | 0.1 | | |
2,100,000 (1) | | | Gilbert Park CLO Ltd. 2017-1A A, 1.374%, (US0003M + 1.190%), 10/15/2030 | | | | | 2,100,021 | | | | | | 0.1 | | |
113,507 | | | GSAMP Trust 2007-FM1 A2A, 0.162%, (US0001M + 0.070%), 12/25/2036 | | | | | 69,857 | | | | | | 0.0 | | |
1,510,363 (1) | | | HERO Funding Trust 2015-2A A, 3.990%, 09/20/2040 | | | | | 1,591,459 | | | | | | 0.0 | | |
2,000,000 (1) | | | Jay Park CLO Ltd. 2016-1A BR, 2.188%, (US0003M + 2.000%), 10/20/2027 | | | | | 1,997,504 | | | | | | 0.1 | | |
4,300,000 (1)(8) | | | KKR CLO 21 A Ltd., 1.184%, (US0003M + 1.000%), 04/15/2031 | | | | | 4,287,435 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
10,000,000 (1) | | | LCM 26A A2 Ltd., 1.438%, (US0003M + 1.250%), 01/20/2031 | | | | $ | 9,999,970 | | | | | | 0.3 | | |
2,450,000 (1) | | | LCM 30A CR Ltd., 2.146%, (US0003M + 2.000%), 04/20/2031 | | | | | 2,450,392 | | | | | | 0.1 | | |
6,308,000 (1) | | | LCM XIV L.P. 14A AR, 1.228%, (US0003M + 1.040%), 07/20/2031 | | | | | 6,310,662 | | | | | | 0.2 | | |
58,753 | | | Long Beach Mortgage Loan Trust 2004-4 1A1, 0.652%, (US0001M + 0.560%), 10/25/2034 | | | | | 57,316 | | | | | | 0.0 | | |
2,090,000 (1) | | | Madison Park Funding XLVIII Ltd. 2021-48A C, 2.142%, (US0003M + 2.000%), 04/19/2033 | | | | | 2,084,756 | | | | | | 0.1 | | |
4,600,000 (1) | | | Magnetite CLO Ltd. 2020-26A A, 1.934%, (US0003M + 1.750%), 07/15/2030 | | | | | 4,603,151 | | | | | | 0.1 | | |
1,750,000 (1) | | | Marlette Funding Trust 2019-2A C, 4.110%, 07/16/2029 | | | | | 1,790,132 | | | | | | 0.1 | | |
1,902,988 (1) | | | Mosaic Solar Loan Trust 2018-1A A, 4.010%, 06/22/2043 | | | | | 2,054,824 | | | | | | 0.1 | | |
1,115,287 (1) | | | Mosaic Solar Loan Trust 2018-2-GS B, 4.740%, 02/22/2044 | | | | | 1,188,450 | | | | | | 0.0 | | |
2,266,846 (1) | | | Mosaic Solar Loans 2017-2A A LLC, 3.820%, 06/22/2043 | | | | | 2,411,816 | | | | | | 0.1 | | |
2,000,000 (1) | | | Neuberger Berman Loan Advisers CLO 33 Ltd. 2019-33A C, 2.634%, (US0003M + 2.450%), 10/16/2032 | | | | | 2,002,418 | | | | | | 0.1 | | |
3,700,000 (1) | | | Newark BSL CLO 2 Ltd. 2017-1A BR, 1.926%, (US0003M + 1.750%), 07/25/2030 | | | | | 3,686,628 | | | | | | 0.1 | | |
1,500,000 (1) | | | Oak Hill Credit Partners 2021-8A C, 2.088%, (US0003M + 1.900%), 01/18/2034 | | | | | 1,497,597 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
9,880,000 (1) | | | Oaktree CLO 2020-1A AR Ltd., 1.495%, (US0003M + 1.150%), 07/15/2034 | | | | $ | 9,900,323 | | | | | | 0.3 | | |
4,000,000 (1) | | | OCP CLO 2020-19 A A1 Ltd., 1.938%, (US0003M + 1.750%), 07/20/2031 | | | | | 4,001,452 | | | | | | 0.1 | | |
5,050,000 (1) | | | OCP CLO 2021-21A C Ltd., 2.046%, (US0003M + 1.900%), 07/20/2034 | | | | | 5,050,975 | | | | | | 0.2 | | |
3,950,000 (1) | | | Octagon Investment Partners 30 Ltd. 2017-1A BR, 2.138%, (US0003M + 1.950%), 03/17/2030 | | | | | 3,933,971 | | | | | | 0.1 | | |
4,000,000 (1) | | | Octagon Investment Partners XV Ltd. 2013-1A A2R, 1.540%, (US0003M + 1.350%), 07/19/2030 | | | | | 3,997,456 | | | | | | 0.1 | | |
4,250,000 (1) | | | Octagon Investment Partners XVII Ltd. 2013-1A A1R2, 1.176%, (US0003M + 1.000%), 01/25/2031 | | | | | 4,251,237 | | | | | | 0.1 | | |
1,800,000 (1) | | | OHA Credit Funding 9 Ltd. 2021-9A C, 2.046%, (US0003M + 1.900%), 07/19/2035 | | | | | 1,801,798 | | | | | | 0.1 | | |
8,000,000 (1) | | | OHA Loan Funding 2015-1A A1R2 Ltd., 1.496%, (US0003M + 1.340%), 11/15/2032 | | | | | 8,016,184 | | | | | | 0.2 | | |
4,000,000 (1) | | | Palmer Square CLO 2013-2A BR3 Ltd., 2.005%, (US0003M + 1.850%), 10/17/2031 | | | | | 4,000,092 | | | | | | 0.1 | | |
5,515,000 (1) | | | Palmer Square CLO 2015-2A A1R2 Ltd., 1.288%, (US0003M + 1.100%), 07/20/2030 | | | | | 5,509,055 | | | | | | 0.2 | | |
7,000,000 (1) | | | Palmer Square CLO Ltd. 2021-2A C, 1.906%, (US0003M + 1.800%), 07/15/2034 | | | | | 7,007,021 | | | | | | 0.2 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
536,607 | | | Park Place Securities, Inc. Asset-Backed Pass-Through Ctfs Ser 2005-WHQ1 M4, 1.172%, (US0001M + 1.080%), 03/25/2035 | | | | $ | 538,019 | | | | | | 0.0 | | |
763,794 (3) | | | Popular ABS Mortgage Pass-Through Trust 2005-D A5, 3.635%, 01/25/2036 | | | | | 772,275 | | | | | | 0.0 | | |
2,450,000 (1) | | | Rockland Park CLO Ltd. 2021-1A C, 2.046%, (US0003M + 1.900%), 04/20/2034 | | | | | 2,450,858 | | | | | | 0.1 | | |
158,893 | | | Small Business Administration Participation Certificates 2007-20L 1, 5.290%, 12/01/2027 | | | | | 169,395 | | | | | | 0.0 | | |
4,375,000 (1) | | | Sofi Consumer Loan Program 2018-1 C Trust, 3.970%, 02/25/2027 | | | | | 4,474,528 | | | | | | 0.1 | | |
1,500,000 (1) | | | Sofi Consumer Loan Program 2018-2 C Trust, 4.250%, 04/26/2027 | | | | | 1,546,182 | | | | | | 0.0 | | |
3,200,000 (1) | | | Sofi Consumer Loan Program 2018-3 C Trust, 4.670%, 08/25/2027 | | | | | 3,317,565 | | | | | | 0.1 | | |
1,000,000 (1) | | | SoFi Consumer Loan Program 2019-2 D Trust, 4.200%, 04/25/2028 | | | | | 1,035,910 | | | | | | 0.0 | | |
1,533,208 (1) | | | Sonic Capital LLC 2020-1A A2I, 3.845%, 01/20/2050 | | | | | 1,625,256 | | | | | | 0.0 | | |
2,600,000 (1) | | | Sound Point CLO XXIX Ltd. 2021-1A C1, 2.440%, (US0003M + 2.300%), 04/25/2034 | | | | | 2,601,334 | | | | | | 0.1 | | |
2,060,000 (1) | | | Sound Point CLO XXV Ltd. 2019-4A A1A, 1.584%, (US0003M + 1.400%), 01/15/2033 | | | | | 2,062,064 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
2,800,000 (1) | | | Sound Point CLO XXVI Ltd. 2021-1A C1R, 2.346%, (US0003M + 2.200%), 07/20/2034 | | | | $ | 2,800,000 | | | | | | 0.1 | | |
1,887,586 (1) | | | Sunrun Athena Issuer 2018-1 A LLC, 5.310%, 04/30/2049 | | | | | 2,112,699 | | | | | | 0.1 | | |
8,200,000 (1) | | | Symphony CLO XXV Ltd. 2021-25A C, 2.235%, (US0003M + 2.050%), 04/19/2034 | | | | | 8,201,525 | | | | | | 0.2 | | |
1,755,000 (1) | | | Taco Bell Funding LLC 2018-1A A2II, 4.940%, 11/25/2048 | | | | | 1,986,197 | | | | | | 0.1 | | |
900,000 (1) | | | TCW CLO 2018-1A A1B2 Ltd., 1.876%, (US0003M + 1.700%), 04/25/2031 | | | | | 900,376 | | | | | | 0.0 | | |
6,000,000 (1) | | | TCW CLO 2020-1A CRR Ltd., 2.196%, (US0003M + 2.050%), 04/20/2034 | | | | | 6,002,382 | | | | | | 0.2 | | |
5,500,000 (1) | | | TES LLC 2017-1A B, 7.740%, 10/20/2047 | | | | | 5,449,337 | | | | | | 0.2 | | |
2,327,636 (1) | | | THL Credit Wind River 2013-2A AR CLO Ltd., 1.420%, (US0003M + 1.230%), 10/18/2030 | | | | | 2,328,062 | | | | | | 0.1 | | |
9,500,000 (1) | | | THL Credit Wind River 2016-2A A1R CLO Ltd., 1.366%, (US0003M + 1.190%), 11/01/2031 | | | | | 9,499,972 | | | | | | 0.3 | | |
7,000,000 (1) | | | THL Credit Wind River 2017-3A CR Clo Ltd., 2.646%, (US0003M + 2.500%), 04/15/2035 | | | | | 7,018,599 | | | | | | 0.2 | | |
1,370,250 (1) | | | Triton Container Finance VIII LLC 2021-1A A, 1.860%, 03/20/2046 | | | | | 1,365,398 | | | | | | 0.0 | | |
3,950,000 (1) | | | Wellman Park CLO Ltd. 2021-1A A, 1.246%, (US0003M + 1.100%), 07/15/2034 | | | | | 3,949,992 | | | | | | 0.1 | | |
| | | | | | | | 315,296,184 | | | | | | 9.4 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Student Loan Asset-Backed Securities: 0.7% | | ||||||||||||
702,084 (1) | | | Commonbond Student Loan Trust 2017-BGS B, 3.260%, 09/25/2042 | | | | $ | 718,790 | | | | | | 0.0 | | |
506,174 (1) | | | Commonbond Student Loan Trust 2018-AGS A1, 3.210%, 02/25/2044 | | | | | 525,871 | | | | | | 0.0 | | |
909,542 (1) | | | Commonbond Student Loan Trust 2018-BGS B, 3.990%, 09/25/2045 | | | | | 933,187 | | | | | | 0.0 | | |
187,527 (1) | | | Earnest Student Loan Program, LLC 2016-C B, 4.460%, 01/26/2037 | | | | | 187,527 | | | | | | 0.0 | | |
750,000 (1) | | | Navient Private Education Loan Trust 2014-AA A3, 1.673%, (US0001M + 1.600%), 10/15/2031 | | | | | 763,389 | | | | | | 0.0 | | |
2,000,000 (1) | | | Navient Private Education Refi Loan Trust 2018-A B, 3.680%, 02/18/2042 | | | | | 2,046,821 | | | | | | 0.1 | | |
1,688,353 (1) | | | Navient Private Education Refi Loan Trust 2019-A A2A, 3.420%, 01/15/2043 | | | | | 1,731,753 | | | | | | 0.1 | | |
1,550,000 (1) | | | SMB Private Education Loan Trust 2014-A C, 4.500%, 09/15/2045 | | | | | 1,499,727 | | | | | | 0.0 | | |
1,500,000 (1) | | | SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/2041 | | | | | 1,559,267 | | | | | | 0.0 | | |
2,500,000 (1)(3) | | | SoFi Professional Loan Program 2017-C B, 3.560%, 07/25/2040 | | | | | 2,587,912 | | | | | | 0.1 | | |
2,100,000 (1) | | | SoFi Professional Loan Program 2017-F BFX LLC, 3.620%, 01/25/2041 | | | | | 2,192,795 | | | | | | 0.1 | | |
2,200,000 (1) | | | Sofi Professional Loan Program 2018-A B LLC, 3.610%, 02/25/2042 | | | | | 2,297,528 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Student Loan Asset-Backed Securities (continued) | | ||||||||||||
5,000,000 (1) | | | Sofi Professional Loan Program 2018-B BFX Trust, 3.830%, 08/25/2047 | | | | $ | 5,214,830 | | | | | | 0.2 | | |
1,437,730 (1) | | | Sofi Professional Loan Program 2018-C A2FX Trust, 3.590%, 01/25/2048 | | | | | 1,483,879 | | | | | | 0.0 | | |
1,000,000 (1) | | | Sofi Professional Loan Program 2018-D BFX Trust, 4.140%, 02/25/2048 | | | | | 1,045,544 | | | | | | 0.0 | | |
| | | | | | | | 24,788,820 | | | | | | 0.7 | | |
| | | Total Asset-Backed Securities (Cost $352,617,364) | | | | | 356,574,636 | | | | | | 10.6 | | |
COMMERCIAL MORTGAGE-BACKED SECURITIES: 5.7% | | |||||||||||||||
3,500,000 (1) | | | Alen 2021-ACEN E Mortgage Trust, 4.073%, (US0001M + 4.000%), 04/15/2034 | | | | | 3,543,479 | | | | | | 0.1 | | |
12,632,937 (3)(4) | | | BANK 2019-BNK16 XA, 1.119%, 02/15/2052 | | | | | 753,441 | | | | | | 0.0 | | |
2,600,000 (1) | | | BANK 2019-BNK18 D, 3.000%, 05/15/2062 | | | | | 2,444,234 | | | | | | 0.1 | | |
50,886,942 (3)(4) | | | BANK 2019-BNK19 XA, 1.092%, 08/15/2061 | | | | | 3,399,426 | | | | | | 0.1 | | |
22,800,000 (1)(3)(4) | | | BBCCRE Trust 2015-GTP XA, 0.749%, 08/10/2033 | | | | | 556,532 | | | | | | 0.0 | | |
27,713,854 (3)(4) | | | Benchmark 2019-B12 XA Mortgage Trust, 1.202%, 08/15/2052 | | | | | 1,729,297 | | | | | | 0.1 | | |
19,573,771 (3)(4) | | | Benchmark 2019-B9 XA Mortgage Trust, 1.208%, 03/15/2052 | | | | | 1,326,779 | | | | | | 0.0 | | |
3,160,000 (1) | | | Benchmark 2020-B18 AGNE Mortgage Trust, 3.759%, 07/15/2053 | | | | | 3,242,909 | | | | | | 0.1 | | |
2,258,000 (1) | | | Benchmark 2020-B18 AGNF Mortgage Trust, 4.139%, 07/15/2053 | | | | | 2,296,646 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
3,537,000 (1)(10) | | | BMD2 Re-Remic Trust 2019-FRR1 3AB, 0.000%, 05/25/2052 | | | | $ | 2,683,356 | | | | | | 0.1 | | |
1,348,000 (1)(3) | | | BMD2 Re-Remic Trust 2019-FRR1 6B10, 2.525%, 05/25/2052 | | | | | 1,231,799 | | | | | | 0.0 | | |
4,000,000 (1) | | | BX Commercial Mortgage Trust 2021-IRON E, 2.423%, (US0001M + 2.350%), 02/15/2038 | | | | | 4,027,910 | | | | | | 0.1 | | |
2,280,000 (1)(3) | | | BX Trust 2019-OC11 E, 4.076%, 12/09/2041 | | | | | 2,387,941 | | | | | | 0.1 | | |
5,500,000 (1) | | | BX Trust 2020-BXLP C, 1.900%, (US0001M + 1.800%), 06/15/2038 | | | | | 5,518,640 | | | | | | 0.2 | | |
18,153,217 (3)(4) | | | CD 2016-CD1 Mortgage Trust XA, 1.527%, 08/10/2049 | | | | | 1,043,529 | | | | | | 0.0 | | |
4,120,000 (1)(3) | | | Citigroup Commercial Mortgage Trust 2016-C2 E, 4.582%, 08/10/2049 | | | | | 3,207,606 | | | | | | 0.1 | | |
35,134,456 (3)(4) | | | Citigroup Commercial Mortgage Trust 2017-P8 XA, 1.040%, 09/15/2050 | | | | | 1,638,632 | | | | | | 0.0 | | |
51,766,301 (3)(4) | | | Citigroup Commercial Mortgage Trust 2018-C5 XA, 0.693%, 06/10/2051 | | | | | 2,006,565 | | | | | | 0.1 | | |
2,101,000 (1)(3) | | | Citigroup COmmercial Mortgage Trust 2018-C6 D, 5.235%, 11/10/2051 | | | | | 2,289,772 | | | | | | 0.1 | | |
13,582,702 (3)(4) | | | COMM 2012-CR2 XA, 1.776%, 08/15/2045 | | | | | 131,591 | | | | | | 0.0 | | |
24,279,125 (3)(4) | | | COMM 2012-CR3 XA, 1.997%, 10/15/2045 | | | | | 308,801 | | | | | | 0.0 | | |
65,166,000 (1)(3)(4) | | | COMM 2012-CR4 XB, 0.769%, 10/15/2045 | | | | | 525,277 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
19,345,692 (3)(4) | | | COMM 2012-CR5 XA, 1.651%, 12/10/2045 | | | | $ | 312,667 | | | | | | 0.0 | | |
25,371,134 (1)(3)(4) | | | COMM 2012-LC4 XA, 2.278%, 12/10/2044 | | | | | 227,597 | | | | | | 0.0 | | |
1,910,000 (1)(3) | | | COMM 2013-CR10 E Mortgage Trust, 5.064%, 08/10/2046 | | | | | 1,885,176 | | | | | | 0.1 | | |
910,000 (3) | | | COMM 2016-COR1 C, 4.510%, 10/10/2049 | | | | | 985,677 | | | | | | 0.0 | | |
75,325,801 (3)(4) | | | COMM 2016-CR28 XA, 0.781%, 02/10/2049 | | | | | 1,901,193 | | | | | | 0.1 | | |
3,906,000 (1)(3) | | | COMM 2020-CBM F Mortgage Trust, 3.754%, 02/10/2037 | | | | | 3,681,423 | | | | | | 0.1 | | |
5,080,000 (3) | | | CSAIL 2018-CX11 A5 Commercial Mortgage Trust, 4.033%, 04/15/2051 | | | | | 5,743,929 | | | | | | 0.2 | | |
5,800,000 | | | CSAIL Commercial Mortgage Trust 2021-C20 A3, 2.805%, 03/15/2054 | | | | | 6,151,603 | | | | | | 0.2 | | |
4,520,000 (1) | | | CSWF 2021-SOP2 D, 2.390%, (US0001M + 2.317%), 06/15/2034 | | | | | 4,518,642 | | | | | | 0.1 | | |
4,831,698 (1) | | | DBUBS 2011-LC2A F Mortgage Trust, 3.742%, (US0001M + 3.650%), 07/10/2044 | | | | | 3,913,675 | | | | | | 0.1 | | |
2,000,000 (1) | | | Extended Stay America Trust 2021-ESH E, 2.925%, (US0001M + 2.850%), 07/15/2038 | | | | | 2,014,993 | | | | | | 0.1 | | |
2,650,000 (1) | | | Extended Stay America Trust 2021-ESH F, 3.775%, (US0001M + 3.700%), 07/15/2038 | | | | | 2,669,868 | | | | | | 0.1 | | |
10,581,218 | | | Freddie Mac Multifamily 2021-ML08-X-US Certificates Sustainability Bonds, 1.846%, 07/25/2037 | | | | | 2,017,218 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
36,470,000 (3)(4) | | | Freddie Mac Multifamily Structured Pass Through Certificates K020 X3, 1.937%, 05/25/2040 | | | | $ | 582,765 | | | | | | 0.0 | | |
42,327,934 (3)(4) | | | Freddie Mac Multifamily Structured Pass Through Certificates K023 X1, 1.336%, 08/25/2022 | | | | | 485,281 | | | | | | 0.0 | | |
22,000,000 (3)(4) | | | Freddie Mac Multifamily Structured Pass Through Certificates K028 X3, 1.719%, 06/25/2041 | | | | | 651,035 | | | | | | 0.0 | | |
27,650,000 (3)(4) | | | Freddie Mac Multifamily Structured Pass Through Certificates K029 X3, 1.647%, 05/25/2041 | | | | | 783,402 | | | | | | 0.0 | | |
10,700,000 (3)(4) | | | Freddie Mac Multifamily Structured Pass Through Certificates K035 X3, 1.849%, 12/25/2041 | | | | | 397,120 | | | | | | 0.0 | | |
1,500,000 (1) | | | FREMF 2019-KBF3 C Mortgage Trust, 4.836%, (US0001M + 4.750%), 01/25/2029 | | | | | 1,515,475 | | | | | | 0.0 | | |
5,200,000 (1)(10) | | | FREMF 2019-KG01 C Mortgage Trust, 0.000%, 05/25/2029 | | | | | 3,154,053 | | | | | | 0.1 | | |
66,383,943 (1)(4) | | | FREMF 2019-KG01 X2A Mortgage Trust, 0.100%, 04/25/2029 | | | | | 308,845 | | | | | | 0.0 | | |
7,380,000 (1)(4) | | | FREMF 2019-KG01 X2B Mortgage Trust, 0.100%, 05/25/2029 | | | | | 43,672 | | | | | | 0.0 | | |
507,135,064 (1)(4) | | | FREMF Mortgage Trust 2012-K17 X2A, 0.100%, 12/25/2044 | | | | | 57,509 | | | | | | 0.0 | | |
1,000,000 (1)(3) | | | FRR Re-REMIC Trust 2018-C1 B725, 3.012%, 02/27/2050 | | | | | 1,006,052 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
3,000,000 (1)(3)(6) | | | FRR Re-REMIC Trust 2018-C1 C725, 0.353%, 02/27/2050 | | | | $ | 2,734,210 | | | | | | 0.1 | | |
6,158,000 (1)(6) | | | GAM Re-REMIC Trust 2021-FRR1 1B, 4.270%, 07/28/2027 | | | | | 4,751,932 | | | | | | 0.1 | | |
8,097,000 (1)(6) | | | GAM Re-REMIC Trust 2021-FRR1 2B, 4.320%, 12/29/2027 | | | | | 6,117,925 | | | | | | 0.2 | | |
3,070,000 (1) | | | GS Mortgage Securities Trust 2013-GC16 G, 3.500%, 11/10/2046 | | | | | 1,690,224 | | | | | | 0.1 | | |
29,062,975 (3)(4) | | | GS Mortgage Securities Trust 2013-GC16 XA, 1.193%, 11/10/2046 | | | | | 577,760 | | | | | | 0.0 | | |
39,588,982 (3)(4) | | | GS Mortgage Securities Trust 2014-GC22 XA, 1.105%, 06/10/2047 | | | | | 823,095 | | | | | | 0.0 | | |
6,930,000 (1)(3) | | | GS Mortgage Securities Trust 2019-GC40 DBD, 3.668%, 07/10/2052 | | | | | 7,069,174 | | | | | | 0.2 | | |
5,310,000 (1)(3) | | | GS Mortgage Securities Trust 2019-GC40 DBE, 3.668%, 07/10/2052 | | | | | 5,309,442 | | | | | | 0.2 | | |
105,489,400 (3)(4) | | | GS Mortgage Securities Trust 2019-GC42 XA, 0.934%, 09/01/2052 | | | | | 5,902,860 | | | | | | 0.2 | | |
2,049,721 (3)(4) | | | JPMBB Commercial Mortgage Securities Trust 2015-C28 XA, 1.106%, 10/15/2048 | | | | | 57,913 | | | | | | 0.0 | | |
100,000 (1) | | | JP Morgan Chase Commercial Mortgage Securities Corp. 2021-MHC E, 2.523%, (US0001M + 2.450%), 04/15/2038 | | | | | 100,498 | | | | | | 0.0 | | |
18,909,375 (3)(4) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX XA, 1.543%, 06/15/2045 | | | | | 73,779 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
42,820,734 (3)(4) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 XA, 0.810%, 12/15/2049 | | | | $ | 1,051,977 | | | | | | 0.0 | | |
3,720,000 (1)(3) | | | JPMBB Commercial Mortgage Securities Trust 2013-C17 D, 5.048%, 01/15/2047 | | | | | 3,744,576 | | | | | | 0.1 | | |
1,000,000 (1) | | | KNDL 2019-KNSQ F Mortgage Trust, 2.073%, (US0001M + 2.000%), 05/15/2036 | | | | | 967,971 | | | | | | 0.0 | | |
982,390 (1)(3)(4) | | | LB-UBS Commercial Mortgage Trust 2006-C7 XCL, 0.629%, 11/15/2038 | | | | | 3,179 | | | | | | 0.0 | | |
5,132,565 (1)(3)(4) | | | LB-UBS Commercial Mortgage Trust 2006-C7 XW, 0.629%, 11/15/2038 | | | | | 16,609 | | | | | | 0.0 | | |
2,300,000 (1) | | | Life 2021-BMR F Mortgage Trust, 2.423%, (US0001M + 2.350%), 03/15/2038 | | | | | 2,312,947 | | | | | | 0.1 | | |
4,447,000 (1)(3) | | | LSTAR Commercial Mortgage Trust 2015-3 E, 3.367%, 04/20/2048 | | | | | 4,238,361 | | | | | | 0.1 | | |
3,151,000 (1) | | | MF1 Multifamily Housing Mortgage Loan Trust 2021-FL5 D, 2.625%, (US0001M + 2.500%), 07/15/2036 | | | | | 3,151,993 | | | | | | 0.1 | | |
4,250,000 (1) | | | MHC Commercial Mortgage Trust 2021-MHC D, 1.674%, (US0001M + 1.601%), 04/15/2038 | | | | | 4,264,124 | | | | | | 0.1 | | |
1,706,000 (1)(3) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15 D, 5.063%, 04/15/2047 | | | | | 1,775,006 | | | | | | 0.1 | | |
3,943,000 | | | Morgan Stanley Capital I Trust 2019-H6 A4, 3.417%, 06/15/2052 | | | | | 4,360,079 | | | | | | 0.1 | | |
1,900,000 | | | Morgan Stanley Capital I, Inc. 2017-HR2 D, 2.730%, 12/15/2050 | | | | | 1,700,562 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
940,000 (1) | | | One Bryant Park Trust 2019-OBP A, 2.516%, 09/15/2054 | | | | $ | 975,797 | | | | | | 0.0 | | |
2,820,000 | | | UBS Commercial Mortgage Trust 2019-C17 A4, 2.921%, 10/15/2052 | | | | | 3,004,391 | | | | | | 0.1 | | |
2,060,000 (1)(3) | | | UBS-Barclays Commercial Mortgage Trust 2012-C4 D, 4.616%, 12/10/2045 | | | | | 1,522,917 | | | | | | 0.0 | | |
3,520,000 (1)(3) | | | UBS-Barclays Commercial Mortgage Trust 2012-C4 E, 4.616%, 12/10/2045 | | | | | 2,031,057 | | | | | | 0.1 | | |
26,675,969 (3)(4) | | | Wells Fargo Commercial Mortgage Trust 2014-LC18 XA, 1.184%, 12/15/2047 | | | | | 762,055 | | | | | | 0.0 | | |
25,106,147 (3)(4) | | | Wells Fargo Commercial Mortgage Trust 2021-C59 E, 1.689%, 04/15/2054 | | | | | 2,992,309 | | | | | | 0.1 | | |
1,630,000 (1)(3) | | | WFRBS Commercial Mortgage Trust 2011-C5 E, 5.901%, 11/15/2044 | | | | | 1,610,932 | | | | | | 0.0 | | |
6,583,000 (1) | | | WFRBS Commercial Mortgage Trust 2013-C12 E, 3.500%, 03/15/2048 | | | | | 5,799,867 | | | | | | 0.2 | | |
33,942,943 (1)(3)(4) | | | WFRBS Commercial Mortgage Trust 2013-C12 XA, 1.257%, 03/15/2048 | | | | | 492,095 | | | | | | 0.0 | | |
2,500,000 (3) | | | WFRBS Commercial Mortgage Trust 2014-C21 C, 4.234%, 08/15/2047 | | | | | 2,578,513 | | | | | | 0.1 | | |
18,718,802 (1)(3)(4) | | | WFRBS Commercial Mortgage Trust 2012-C8 XA, 1.941%, 08/15/2045 | | | | | 191,697 | | | | | | 0.0 | | |
9,020,000 (1)(3) | | | WFRBS Commercial Mortgage Trust 2013-C11 F, 4.383%, 03/15/2045 | | | | | 7,032,587 | | | | | | 0.2 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
8,510,000 (3) | | | WFRBS Commercial Mortgage Trust 2014-LC14 C, 4.344%, 03/15/2047 | | | | $ | 8,973,238 | | | | | | 0.3 | | |
| | | Total Commercial Mortgage-Backed Securities (Cost $193,080,122) | | | | | 192,066,683 | | | | | | 5.7 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
MUTUAL FUNDS: 23.9% | | |||||||||||||||
| | | Affiliated Investment Companies: 23.9% | | ||||||||||||
9,624,245 | | | Voya Emerging Markets Corporate Debt Fund - Class P | | | | | 99,995,907 | | | | | | 3.0 | | |
14,633,086 | | | Voya Emerging Markets Hard Currency Debt Fund - Class P | | | | | 142,672,590 | | | | | | 4.2 | | |
8,589,572 | | | Voya Emerging Markets Local Currency Debt Fund - Class P | | | | | 57,550,131 | | | | | | 1.7 | | |
91,635 | | | Voya Floating Rate Fund - Class P | | | | | 831,132 | | | | | | 0.0 | | |
16,743,162 | | | Voya High Yield Bond Fund - Class P | | | | | 135,787,040 | | | | | | 4.0 | | |
15,714,422 | | | Voya Investment Grade Credit Fund - Class P | | | | | 178,515,839 | | | | | | 5.3 | | |
19,456,424 | | | Voya Securitized Credit Fund - Class P | | | | | 191,062,084 | | | | | | 5.7 | | |
| | | Total Mutual Funds (Cost $793,908,162) | | | | | 806,414,723 | | | | | | 23.9 | | |
| | | Value | | | Percentage of Net Assets | | |||||||||
| | |||||||||||||||
PURCHASED OPTIONS (11): 0.0% | | |||||||||||||||
| | | Total Purchased Options (Cost $1,254,101) | | | | | 1,358,879 | | | | | | 0.0 | | |
| | | Total Long-Term Investments (Cost $3,280,076,413) | | | | $ | 3,379,694,027 | | | | | | 100.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 1.1% | | |||||||||||||||
| | | Commercial Paper: 0.5% | | ||||||||||||
5,000,000 | | | Dominion Resources, Inc., 0.140%, 07/19/2021 | | | | $ | 4,999,622 | | | | | | 0.2 | | |
4,000,000 | | | Entergy Corp., 0.200%, 07/14/2021 | | | | | 3,999,689 | | | | | | 0.1 | | |
6,200,000 | | | Sherwin-Williams Co., 0.190%, 07/20/2021 | | | | | 6,199,370 | | | | | | 0.2 | | |
| | | Total Commercial Paper (Cost $15,198,637) | | | | | 15,198,681 | | | | | | 0.5 | | |
| | |||||||||||||||
| | | Repurchase Agreements: 0.3% | | ||||||||||||
2,866,000 (12) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $2,866,004, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-9.000%, Market Value plus accrued interest $2,923,320, due 07/25/21-05/20/71) | | | | | 2,866,000 | | | | | | 0.1 | | |
1,289,945 (12) | | | JVB Financial Group LLC, Repurchase Agreement dated 06/30/21, 0.09%, due 07/01/21 (Repurchase Amount $1,289,948, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.125%-7.000%, Market Value plus accrued interest $1,315,744, due 08/01/21-06/01/51) | | | | | 1,289,945 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
1,638,870 (12) | | | Mirae Asset Securities USA Inc., Repurchase Agreement dated 06/30/21, 0.06%, due 07/01/21 (Repurchase Amount $1,638,873, collateralized by various U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $1,671,650, due 05/01/24-04/20/71) | | | | $ | 1,638,870 | | | | | | 0.0 | | |
2,866,000 (12) | | | Palafox Trading LLC, Repurchase Agreement dated 06/30/21, 0.09%, due 07/01/21 (Repurchase Amount $2,866,007, collateralized by various U.S. Government Securities, 1.125%, Market Value plus accrued interest $2,923,328, due 02/28/27) | | | | | 2,866,000 | | | | | | 0.1 | | |
2,757,885 (12) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $2,757,889, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $2,813,043, due 08/01/21-04/15/62) | | | | | 2,757,885 | | | | | | 0.1 | | |
| | | Total Repurchase Agreements (Cost $11,418,700) | | | | | 11,418,700 | | | | | | 0.3 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds: 0.3% | | ||||||||||||
9,613,000 (12)(13) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.030% | | | | $ | 9,613,000 | | | | | | 0.3 | | |
179,000 (12)(13) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.020% | | | | | 179,000 | | | | | | 0.0 | | |
358,000 (12)(13) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.030% | | | | | 358,000 | | | | | | 0.0 | | |
| | | Total Mutual Funds (Cost $10,150,000) | | | | | 10,150,000 | | | | | | 0.3 | | |
| | | Total Short-Term Investments (Cost $36,767,337) | | | | | 36,767,381 | | | | | | 1.1 | | ��� |
| | | Total Investments in Securities (Cost $3,316,843,750) | | | | $ | 3,416,461,408 | | | | | | 101.3 | | |
| | | Liabilities in Excess of Other Assets | | | | | (45,428,884) | | | | | | (1.3) | | |
| | | Net Assets | | | | $ | 3,371,032,524 | | | | | | 100.0 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Investment Type Allocation as of June 30, 2021 (as a percentage of net assets) | | |||
| Corporate Bonds/Notes | | | 27.1% | |
| Mutual Funds | | | 23.9% | |
| Collateralized Mortgage Obligations | | | 15.7% | |
| U.S. Government Agency Obligations | | | 10.7% | |
| Asset-Backed Securities | | | 10.6% | |
| U.S. Treasury Obligations | | | 6.4% | |
| Commercial Mortgage-Backed Securities | | | 5.7% | |
| Municipal Bonds | | | 0.1% | |
| Purchased Options | | | 0.0%^ | |
| Liabilities in Excess of Other Assets* | | | (0.2)% | |
| Net Assets | | | 100.0% | |
| ^ Amount is less than 0.005%. | | |||
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | |||||
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | |||||
Mutual Funds | | | | $ | 806,414,723 | | | | | $ | — | | | | | $ | — | | | | | $ | 806,414,723 | | |
Purchased Options | | | | | — | | | | | | 1,358,879 | | | | | | — | | | | | | 1,358,879 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 914,620,699 | | | | | | — | | | | | | 914,620,699 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 527,823,766 | | | | | | — | | | | | | 527,823,766 | | |
Municipal Bonds | | | | | — | | | | | | 2,163,434 | | | | | | — | | | | | | 2,163,434 | | |
Asset-Backed Securities | | | | | — | | | | | | 356,574,636 | | | | | | — | | | | | | 356,574,636 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 192,066,683 | | | | | | — | | | | | | 192,066,683 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 361,097,184 | | | | | | — | | | | | | 361,097,184 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 217,574,023 | | | | | | — | | | | | | 217,574,023 | | |
Short-Term Investments | | | | | 10,150,000 | | | | | | 26,617,381 | | | | | | — | | | | | | 36,767,381 | | |
Total Investments, at fair value | | | | $ | 816,564,723 | | | | | $ | 2,599,896,685 | | | | | $ | — | | | | | $ | 3,416,461,408 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | |||||
Forward Foreign Currency Contracts | | | | | — | | | | | | 1,041,084 | | | | | | — | | | | | | 1,041,084 | | |
Futures | | | | | 7,344,867 | | | | | | — | | | | | | — | | | | | | 7,344,867 | | |
Total Assets | | | | $ | 823,909,590 | | | | | $ | 2,600,937,769 | | | | | $ | — | | | | | $ | 3,424,847,359 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | |||||
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | |||||
Centrally Cleared Swaps | | | | $ | — | | | | | $ | (1,626,705) | | | | | $ | — | | | | | $ | (1,626,705) | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | (340,811) | | | | | | — | | | | | | (340,811) | | |
Futures | | | | | (3,827,691) | | | | | | — | | | | | | — | | | | | | (3,827,691) | | |
Written Options | | | | | — | | | | | | (881,808) | | | | | | — | | | | | | (881,808) | | |
Total Liabilities | | | | $ | (3,827,691) | | | | | $ | (2,849,324) | | | | | $ | — | | | | | $ | (6,677,015) | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Issuer | | | Beginning Fair Value at 12/31/2020 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/2021 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Corporate Debt Fund – Class P | | | | $ | 98,587,276 | | | | | $ | 2,250,718 | | | | | $ | — | | | | | $ | (842,087) | | | | | $ | 99,995,907 | | | | | $ | 2,250,718 | | | | | $ | — | | | | | $ | — | | |
Voya Emerging Markets Hard Currency Debt Fund – Class P | | | | | 143,867,617 | | | | | | 3,633,596 | | | | | | — | | | | | | (4,828,623) | | | | | | 142,672,590 | | | | | | 3,633,596 | | | | | | — | | | | | | — | | |
Voya Emerging Markets Local Currency Debt Fund – Class P | | | | | 60,168,510 | | | | | | 918,694 | | | | | | — | | | | | | (3,537,073) | | | | | | 57,550,131 | | | | | | 918,694 | | | | | | — | | | | | | — | | |
Voya Floating Rate Fund – Class P | | | | | 805,101 | | | | | | 16,091 | | | | | | — | | | | | | 9,940 | | | | | | 831,132 | | | | | | 16,091 | | | | | | — | | | | | | — | | |
Voya High Yield Bond Fund – Class P | | | | | 130,980,813 | | | | | | 3,654,339 | | | | | | — | | | | | | 1,151,888 | | | | | | 135,787,040 | | | | | | 3,654,339 | | | | | | — | | | | | | — | | |
Voya Investment Grade Credit Fund – Class P | | | | | 179,924,268 | | | | | | 2,738,505 | | | | | | — | | | | | | (4,146,934) | | | | | | 178,515,839 | | | | | | 2,738,505 | | | | | | — | | | | | | — | | |
Voya Securitized Credit Fund – Class P | | | | | 184,966,051 | | | | | | 2,476,627 | | | | | | — | | | | | | 3,619,406 | | | | | | 191,062,084 | | | | | | 2,476,627 | | | | | | — | | | | | | — | | |
| | | | $ | 799,299,636 | | | | | $ | 15,688,570 | | | | | $ | — | | | | | $ | (8,573,483) | | | | | $ | 806,414,723 | | | | | $ | 15,688,570 | | | | | $ | — | | | | | $ | — | | |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | |||
USD 6,106,218 | | | MXN 122,418,537 | | | Barclays Bank PLC | | | 07/23/21 | | | | $ | (18,700) | | |
USD 2,566,107 | | | CZK 53,820,783 | | | BNP Paribas | | | 08/06/21 | | | | | 64,102 | | |
USD 2,148,527 | | | HUF 621,498,481 | | | BNP Paribas | | | 08/06/21 | | | | | 52,375 | | |
USD 2,874,101 | | | COP 10,683,261,693 | | | Citibank N.A. | | | 07/23/21 | | | | | 30,419 | | |
USD 5,709,750 | | | CNY 36,684,320 | | | Citibank N.A. | | | 08/06/21 | | | | | 51,205 | | |
USD 3,421 | | | ILS 11,094 | | | Citibank N.A. | | | 08/06/21 | | | | | 17 | | |
USD 849,723 | | | PEN 3,147,883 | | | Credit Suisse International | | | 07/23/21 | | | | | 30,607 | | |
USD 849,723 | | | PEN 3,147,883 | | | Credit Suisse International | | | 07/23/21 | | | | | 30,607 | | |
USD 4,706,827 | | | BRL 25,054,440 | | | Goldman Sachs International | | | 07/23/21 | | | | | (318,974) | | |
USD 3,173,067 | | | MYR 13,034,344 | | | Goldman Sachs International | | | 08/06/21 | | | | | 38,341 | | |
USD 87,324 | | | PHP 4,202,365 | | | HSBC Bank USA N.A. | | | 08/06/21 | | | | | 1,511 | | |
USD 1,287,641 | | | TRY 11,065,391 | | | HSBC Bank USA N.A. | | | 08/06/21 | | | | | 40,228 | | |
USD 2,170,542 | | | CLP 1,551,286,349 | | | JPMorgan Chase Bank N.A. | | | 07/23/21 | | | | | 59,302 | | |
USD 1,565,912 | | | RON 6,364,323 | | | JPMorgan Chase Bank N.A. | | | 08/06/21 | | | | | 36,105 | | |
USD 4,592,486 | | | ZAR 63,520,811 | | | Morgan Stanley Capital Services LLC | | | 08/06/21 | | | | | 164,134 | | |
USD 5,237,854 | | | PLN 19,482,975 | | | Morgan Stanley Capital Services LLC | | | 08/06/21 | | | | | 127,394 | | |
USD 4,813,451 | | | RUB 350,169,974 | | | Standard Chartered Bank | | | 08/06/21 | | | | | 53,387 | | |
USD 5,093,645 | | | THB 158,691,497 | | | Standard Chartered Bank | | | 08/06/21 | | | | | 142,865 | | |
USD 5,692,904 | | | IDR 81,522,390,850 | | | Standard Chartered Bank | | | 08/06/21 | | | | | 118,485 | | |
SGD 305,095 | | | USD 230,024 | | | Standard Chartered Bank | | | 08/06/21 | | | | | (3,137) | | |
| | | | | | | | | | | | | $ | 700,273 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | |||||
U.S. Treasury 10-Year Note | | | | | 547 | | | | | | 09/21/21 | | | | | $ | 72,477,500 | | | | | $ | 328,534 | | |
U.S. Treasury 2-Year Note | | | | | 197 | | | | | | 09/30/21 | | | | | | 43,403,101 | | | | | | (76,525) | | |
U.S. Treasury 5-Year Note | | | | | 686 | | | | | | 09/30/21 | | | | | | 84,672,766 | | | | | | (229,764) | | |
U.S. Treasury Long Bond | | | | | 556 | | | | | | 09/21/21 | | | | | | 89,377,000 | | | | | | 2,375,824 | | |
U.S. Treasury Ultra Long Bond | | | | | 575 | | | | | | 09/21/21 | | | | | | 110,795,313 | | | | | | 4,640,509 | | |
| | | | | | | | | | | | | | | | $ | 400,725,680 | | | | | $ | 7,038,578 | | |
Short Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury Ultra 10-Year Note | | | | | (1,748) | | | | | | 09/21/21 | | | | | | (257,311,063) | | | | | | (3,521,402) | | |
| | | | | | | | | | | | | | | | $ | (257,311,063) | | | | | $ | (3,521,402) | | |
Reference Entity/Obligation | | | Buy/Sell Protection | | | (Pay)/ Receive Financing Rate (%)(2) | | | Termination Date | | | Notional Amount(3) | | | Fair Value(4) | | | Unrealized Appreciation/ (Depreciation) | | |||||||||
CDX North American High Yield Index, Series 33, Version 12 | | | Buy | | | | | (5.000) | | | | 12/20/24 | | | USD 81,704,670 | | | | $ | (8,039,022) | | | | | $ | (1,626,705) | | |
| | | | | | | | | | | | | | | | | | | $ | (8,039,022) | | | | | $ | (1,626,705) | | |
Description | | | Counterparty | | | Expiration Date | | | Exercise Price | | | Notional Amount | | | Cost | | | Fair Value | | ||||||
Put AUD vs. Call USD | | | Standard Chartered Bank | | | | | 09/17/21 | | | | 0.733 USD | | | | | 168,065,000 | | | | $1,254,101 | | | $1,358,879 | |
| | | | | | | | | | | | | | | | | | | | | $1,254,101 | | | $1,358,879 | |
Description | | | Counterparty | | | Expiration Date | | | Exercise Price | | | Notional Amount | | | Premiums Received | | | Fair Value | | |||||||||
Put AUD vs. Call USD | | | Standard Chartered Bank | | | | | 07/19/21 | | | | 0.751 USD | | | 96,037,000 | | | | $ | 667,841 | | | | | $ | (852,262) | | |
| | | | | | | | | | | | | | | | | | | $ | 667,841 | | | | | $ | (852,262) | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Description | | | Counterparty | �� | | Pay/ Receive Exercise Rate | | | Exercise Rate | | | Floating Rate Index | | | Expiration Date | | | Notional Amount | | | Premiums Received | | | Fair Value | | ||||||||||||
Put on 10-Year Interest Rate Swap(1) | | | Barclays Bank PLC | | | | | Receive | | | | | | 2.720% | | | | 3-month USD-LIBOR | | | 09/24/21 | | | USD 46,165,000 | | | | $ | 402,518 | | | | | $ | (29,546) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 402,518 | | | | | $ | (29,546) | | |
CLP – Chilean Peso
COP – Colombian Peso
CNY – Chinese Yuan
CZK – Czech Koruna
HUF – Hungarian Forint
IDR – Indonesian Rupiah
ILS – Israeli New Shekel
MXN – Mexican Peso
MYR – Malaysian Ringgit
PEN – Peruvian Nuevo Sol
PHP – Philippine Peso
PLN – Polish Zloty
RON – Romanian New Leu
RUB – Russian Ruble
SGD – Singapore Dollar
THB – Thai Baht
TRY – Turkish Lira
USD – United States Dollar
ZAR – South African Rand
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | |||||
Foreign exchange contracts | | | Investments in securities at value* | | | | $ | 1,358,879 | | |
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | | 1,041,084 | | |
Interest rate contracts | | | Variation margin receivable on futures contracts** | | | | | 7,344,867 | | |
Total Asset Derivatives | | | | | | | $ | 9,744,830 | | |
Liability Derivatives | | | | | | |||||
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 340,811 | | |
Interest rate contracts | | | Variation margin payable on futures contracts** | | | | | 3,827,691 | | |
Credit contracts | | | Variation margin payable on centrally cleared swaps** | | | | | 1,626,705 | | |
Interest rate contracts | | | Written options, at fair value | | | | | 29,546 | | |
Foreign exchange contracts | | | Written options, at fair value | | | | | 852,262 | | |
Total Liability Derivatives | | | | | | | $ | 6,677,015 | | |
Voya Intermediate Bond Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | (717,969) | | | | | $ | — | | | | | $ | — | | | | | $ | (3,071,081) | | | | | $ | — | | | | | $ | (3,789,050) | | |
Foreign exchange contracts | | | | | (2,527,718) | | | | | | (2,482,429) | | | | | | — | | | | | | — | | | | | | 1,688,114 | | | | | | (3,322,033) | | |
Interest rate contracts | | | | | — | | | | | | — | | | | | | (20,386,890) | | | | | | (3,551,106) | | | | | | 2,636,890 | | | | | | (21,301,106) | | |
Total | | | | $ | (3,245,687) | | | | | $ | (2,482,429) | | | | | $ | (20,386,890) | | | | | $ | (6,622,187) | | | | | $ | 4,325,004 | | | | | $ | (28,412,189) | | |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | (102,186) | | | | | $ | — | | | | | $ | — | | | | | $ | (499,969) | | | | | | | | | | | $ | (602,155) | | |
Foreign exchange contracts | | | | | 867,951 | | | | | | 2,927,974 | | | | | | — | | | | | | — | | | | | | (724,576) | | | | | | 3,071,349 | | |
Interest rate contracts | | | | | — | | | | | | — | | | | | | 5,028,577 | | | | | | — | | | | | | 372,972 | | | | | | 5,401,549 | | |
Total | | | | $ | 765,765 | | | | | $ | 2,927,974 | | | | | $ | 5,028,577 | | | | | $ | (499,969) | | | | | $ | (351,604) | | | | | $ | 7,870,743 | | |
| | | Barclays Bank PLC | | | BNP Paribas | | | 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 | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 1,358,879 | | | | | $ | 1,358,879 | | |
Forward foreign currency contracts | | | | | — | | | | | | 116,477 | | | | | | 81,641 | | | | | | 61,214 | | | | | | 38,341 | | | | | | 41,739 | | | | | | 95,407 | | | | | | 291,528 | | | | | | 314,737 | | | | | | 1,041,084 | | |
Total Assets | | | | $ | — | | | | | $ | 116,477 | | | | | $ | 81,641 | | | | | $ | 61,214 | | | | | $ | 38,341 | | | | | $ | 41,739 | | | | | $ | 95,407 | | | | | $ | 291,528 | | | | | $ | 1,673,616 | | | | | $ | 2,399,963 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |||||
Forward foreign currency contracts | | | | $ | 18,700 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 318,974 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 3,137 | | | | | $ | 340,811 | | |
Written options | | | | | 29,546 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 852,262 | | | | | | 881,808 | | |
Total Liabilities | | | | $ | 48,246 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 318,974 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 855,399 | | | | | $ | 1,222,619 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (48,246) | | | | | $ | 116,477 | | | | | $ | 81,641 | | | | | $ | 61,214 | | | | | $ | (280,633) | | | | | $ | 41,739 | | | | | $ | 95,407 | | | | | $ | 291,528 | | | | | $ | 818,217 | | | | | | 1,177,344 | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 220,000 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 220,000 | | |
Net Exposure(1)(2) | | | | $ | (48,246) | | | | | $ | 116,477 | | | | | $ | 81,641 | | | | | $ | 61,214 | | | | | $ | (60,633) | | | | | $ | 41,739 | | | | | $ | 95,407 | | | | | $ | 291,528 | | | | | $ | 818,217 | | | | | $ | 1,397,344 | | |
| Gross Unrealized Appreciation | | | | $ | 143,292,786 | | |
| Gross Unrealized Depreciation | | | | | (40,388,738) | | |
| Net Unrealized Appreciation | | | | $ | 102,904,048 | | |
Voya Small Company Portfolio | as of June 30, 2021 (Unaudited) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 99.6% | | |||||||||||||||
| | | Communication Services: 1.0% | | ||||||||||||
232,391 (1) | | | Imax Corp. | | | | $ | 4,996,406 | | | | | | 1.0 | | |
| | | | | ||||||||||||
| | | Consumer Discretionary: 15.5% | | ||||||||||||
102,056 (1) | | | Academy Sports & Outdoors, Inc. | | | | | 4,208,789 | | | | | | 0.9 | | |
111,623 (1) | | | Bloomin Brands, Inc. | | | | | 3,029,448 | | | | | | 0.6 | | |
88,559 (1) | | | Boyd Gaming Corp. | | | | | 5,445,493 | | | | | | 1.1 | | |
26,980 (1) | | | Bright Horizons Family Solutions, Inc. | | | | | 3,969,028 | | | | | | 0.8 | | |
49,508 (1) | | | Capri Holdings Ltd. | | | | | 2,831,362 | | | | | | 0.6 | | |
18,438 (1) | | | CROCS, Inc. | | | | | 2,148,396 | | | | | | 0.4 | | |
158,905 | | | Dana, Inc. | | | | | 3,775,583 | | | | | | 0.8 | | |
11,562 (1) | | | Deckers Outdoor Corp. | | | | | 4,440,617 | | | | | | 0.9 | | |
78,434 (1) | | | Golden Entertainment, Inc. | | | | | 3,513,843 | | | | | | 0.7 | | |
197,807 (1) | | | Goodyear Tire & Rubber Co. | | | | | 3,392,390 | | | | | | 0.7 | | |
47,719 | | | Kontoor Brands, Inc. | | | | | 2,691,829 | | | | | | 0.6 | | |
60,641 | | | La-Z-Boy, Inc. | | | | | 2,246,143 | | | | | | 0.5 | | |
27,980 | | | LCI Industries | | | | | 3,677,132 | | | | | | 0.8 | | |
187,379 (1) | | | Leslie’s, Inc. | | | | | 5,151,049 | | | | | | 1.1 | | |
75,246 (1)(2) | | | Lindblad Expeditions Holdings, Inc. | | | | | 1,204,688 | | | | | | 0.3 | | |
16,012 | | | Lithia Motors, Inc. | | | | | 5,502,364 | | | | | | 1.1 | | |
36,640 (1) | | | Malibu Boats, Inc. | | | | | 2,686,811 | | | | | | 0.6 | | |
28,371 (1) | | | Marriott Vacations Worldwide Corp. | | | | | 4,519,500 | | | | | | 0.9 | | |
248,946 (1) | | | Modine Manufacturing Co. | | | | | 4,130,014 | | | | | | 0.9 | | |
46,357 (1) | | | Six Flags Entertainment Corp. | | | | | 2,006,331 | | | | | | 0.4 | | |
59,055 | | | Winnebago Industries | | | | | 4,013,378 | | | | | | 0.8 | | |
| | | | | | | | 74,584,188 | | | | | | 15.5 | | |
| | | | | ||||||||||||
| | | Consumer Staples: 1.7% | | ||||||||||||
140,739 (1) | | | elf Beauty, Inc. | | | | | 3,819,657 | | | | | | 0.8 | | |
91,227 (1) | | | Performance Food Group Co. | | | | | 4,423,597 | | | | | | 0.9 | | |
| | | | | | | | 8,243,254 | | | | | | 1.7 | | |
| | | | | ||||||||||||
| | | Energy: 2.8% | | ||||||||||||
176,965 | | | APA Corp. | | | | | 3,827,753 | | | | | | 0.8 | | |
15,683 | | | DHT Holdings, Inc. | | | | | 101,783 | | | | | | 0.0 | | |
77,679 (1)(2) | | | Dril-Quip, Inc. | | | | | 2,627,880 | | | | | | 0.6 | | |
291,116 | | | Marathon Oil Corp. | | | | | 3,965,000 | | | | | | 0.8 | | |
44,939 (1) | | | Renewable Energy Group, Inc. | | | | | 2,801,497 | | | | | | 0.6 | | |
| | | | | | | | 13,323,913 | | | | | | 2.8 | | |
| | | | | ||||||||||||
| | | Financials: 17.4% | | ||||||||||||
107,395 | | | Atlantic Union Bankshares Corp. | | | | | 3,889,847 | | | | | | 0.8 | | |
80,251 | | | BankUnited, Inc. | | | | | 3,425,915 | | | | | | 0.7 | | |
150,004 | | | Cadence BanCorp | | | | | 3,132,084 | | | | | | 0.7 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
80,496 | | | Columbia Banking System, Inc. | | | | $ | 3,103,926 | | | | | | 0.6 | | |
108,486 | | | ConnectOne Bancorp, Inc. | | | | | 2,839,079 | | | | | | 0.6 | | |
52,502 | | | Cowen, Inc. | | | | | 2,155,207 | | | | | | 0.5 | | |
208,742 | | | Eastern Bankshares, Inc. | | | | | 4,293,823 | | | | | | 0.9 | | |
15,400 | | | First Foundation, Inc. | | | | | 346,654 | | | | | | 0.1 | | |
128,078 | | | First Horizon Corp. | | | | | 2,213,188 | | | | | | 0.5 | | |
97,538 (1) | | | Focus Financial Partners, Inc. | | | | | 4,730,593 | | | | | | 1.0 | | |
65,215 (1) | | | Green Dot Corp. | | | | | 3,055,323 | | | | | | 0.6 | | |
115,581 | | | Home Bancshares, Inc./ Conway AR | | | | | 2,852,539 | | | | | | 0.6 | | |
102,992 | | | New York Community Bancorp., Inc. | | | | | 1,134,972 | | | | | | 0.2 | | |
138,583 | | | OFG Bancorp | | | | | 3,065,456 | | | | | | 0.6 | | |
47,789 | | | Origin Bancorp, Inc. | | | | | 2,029,121 | | | | | | 0.4 | | |
94,522 | | | Pacific Premier Bancorp, Inc. | | | | | 3,997,335 | | | | | | 0.8 | | |
19,875 (1) | | | Palomar Holdings, Inc. | | | | | 1,499,768 | | | | | | 0.3 | | |
42,370 | | | Pinnacle Financial Partners, Inc. | | | | | 3,740,847 | | | | | | 0.8 | | |
66,021 | | | PJT Partners, Inc. | | | | | 4,712,579 | | | | | | 1.0 | | |
27,582 | | | Primerica, Inc. | | | | | 4,223,908 | | | | | | 0.9 | | |
80,494 | | | PROG Holdings, Inc. | | | | | 3,874,176 | | | | | | 0.8 | | |
171,616 | | | Provident Financial Services, Inc. | | | | | 3,928,290 | | | | | | 0.8 | | |
10,213 | | | Signature Bank | | | | | 2,508,823 | | | | | | 0.5 | | |
44,725 | | | South State Corp. | | | | | 3,656,716 | | | | | | 0.8 | | |
47,454 | | | Stifel Financial Corp. | | | | | 3,077,866 | | | | | | 0.6 | | |
134,493 (1) | | | Trean Insurance Group, Inc. | | | | | 2,028,154 | | | | | | 0.4 | | |
47,859 | | | Western Alliance Bancorp. | | | | | 4,443,708 | | | | | | 0.9 | | |
| | | | | | | | 83,959,897 | | | | | | 17.4 | | |
| | | | | ||||||||||||
| | | Health Care: 14.1% | | ||||||||||||
34,426 (1) | | | Addus HomeCare Corp. | | | | | 3,003,324 | | | | | | 0.6 | | |
71,764 (1) | | | Akouos, Inc. | | | | | 900,638 | | | | | | 0.2 | | |
115,118 (1) | | | Amicus Therapeutics, Inc. | | | | | 1,109,738 | | | | | | 0.2 | | |
33,191 (1) | | | AMN Healthcare Services, Inc. | | | | | 3,218,863 | | | | | | 0.7 | | |
26,071 (1) | | | Arena Pharmaceuticals, Inc. | | | | | 1,778,042 | | | | | | 0.4 | | |
36,319 (1) | | | Arrowhead Pharmaceuticals, Inc. | | | | | 3,007,940 | | | | | | 0.6 | | |
28,021 (1) | | | Biohaven Pharmaceutical Holding Co. Ltd. | | | | | 2,720,279 | | | | | | 0.6 | | |
14,224 (1) | | | Blueprint Medicines Corp. | | | | | 1,251,143 | | | | | | 0.3 | | |
60,182 | | | Encompass Health Corp. | | | | | 4,696,001 | | | | | | 1.0 | | |
49,156 | | | Ensign Group, Inc. | | | | | 4,260,351 | | | | | | 0.9 | | |
119,914 (1)(2) | | | Epizyme, Inc. | | | | | 996,485 | | | | | | 0.2 | | |
30,159 (1) | | | Fate Therapeutics, Inc. | | | | | 2,617,500 | | | | | | 0.5 | | |
45,394 (1) | | | Haemonetics Corp. | | | | | 3,025,056 | | | | | | 0.6 | | |
59,093 (1) | | | Insmed, Inc. | | | | | 1,681,787 | | | | | | 0.3 | | |
52,495 (1) | | | Integer Holdings Corp. | | | | | 4,945,029 | | | | | | 1.0 | | |
Voya Small Company Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
33,798 (1) | | | ModivCare, Inc. | | | | $ | 5,748,026 | | | | | | 1.2 | | |
33,519 (1) | | | Natera, Inc. | | | | | 3,805,412 | | | | | | 0.8 | | |
97,223 (1)(2) | | | Ontrak, Inc. | | | | | 3,157,803 | | | | | | 0.7 | | |
49,183 (1) | | | Progyny, Inc. | | | | | 2,901,797 | | | | | | 0.6 | | |
46,481 (1) | | | Rocket Pharmaceuticals, Inc. | | | | | 2,058,644 | | | | | | 0.4 | | |
107,874 | | | Select Medical Holdings Corp. | | | | | 4,558,755 | | | | | | 0.9 | | |
139,187 (1) | | | Sotera Health Co. | | | | | 3,372,501 | | | | | | 0.7 | | |
37,558 (1) | | | Syneos Health, Inc. | | | | | 3,361,065 | | | | | | 0.7 | | |
| | | | | | | | 68,176,179 | | | | | | 14.1 | | |
| | | | | ||||||||||||
| | | Industrials: 15.9% | | ||||||||||||
130,946 (1) | | | ACV Auctions, Inc. | | | | | 3,356,146 | | | | | | 0.7 | | |
129,354 (1) | | | Air Transport Services Group, Inc. | | | | | 3,004,893 | | | | | | 0.6 | | |
24,045 | | | Alamo Group, Inc. | | | | | 3,671,190 | | | | | | 0.8 | | |
62,737 | | | Altra Industrial Motion Corp. | | | | | 4,079,160 | | | | | | 0.8 | | |
31,939 (1) | | | ASGN, Inc. | | | | | 3,095,847 | | | | | | 0.6 | | |
33,816 | | | Barrett Business Services, Inc. | | | | | 2,455,380 | | | | | | 0.5 | | |
88,149 (1) | | | Builders FirstSource, Inc. | | | | | 3,760,436 | | | | | | 0.8 | | |
52,483 (1) | | | Casella Waste Systems, Inc. | | | | | 3,328,997 | | | | | | 0.7 | | |
36,428 | | | Curtiss-Wright Corp. | | | | | 4,326,189 | | | | | | 0.9 | | |
50,125 | | | EMCOR Group, Inc. | | | | | 6,174,899 | | | | | | 1.3 | | |
36,062 | | | EnerSys | | | | | 3,524,339 | | | | | | 0.7 | | |
71,338 | | | Heidrick & Struggles International, Inc. | | | | | 3,178,108 | | | | | | 0.7 | | |
105,412 | | | Hillenbrand, Inc. | | | | | 4,646,561 | | | | | | 1.0 | | |
39,919 (1) | | | Huron Consulting Group, Inc. | | | | | 1,962,019 | | | | | | 0.4 | | |
35,202 | | | ICF International, Inc. | | | | | 3,092,848 | | | | | | 0.6 | | |
35,329 | | | John Bean Technologies Corp. | | | | | 5,038,622 | | | | | | 1.0 | | |
23,853 | | | Regal Beloit Corp. | | | | | 3,184,614 | | | | | | 0.7 | | |
75,774 (1) | | | Shoals Technologies Group, Inc. | | | | | 2,689,977 | | | | | | 0.6 | | |
16,216 (1) | | | Skywest, Inc. | | | | | 698,423 | | | | | | 0.1 | | |
38,764 (1) | | | SP Plus Corp. | | | | | 1,185,791 | | | | | | 0.2 | | |
96,662 (1) | | | Sun Country Airlines Holdings, Inc. | | | | | 3,577,461 | | | | | | 0.7 | | |
40,335 | | | Werner Enterprises, Inc. | | | | | 1,795,714 | | | | | | 0.4 | | |
115,467 (1) | | | WillScot Mobile Mini Holdings Corp. | | | | | 3,218,065 | | | | | | 0.7 | | |
15,203 | | | Woodward, Inc. | | | | | 1,868,145 | | | | | | 0.4 | | |
| | | | | | | | 76,913,824 | | | | | | 15.9 | | |
| | | | | ||||||||||||
| | | Information Technology: 16.8% | | ||||||||||||
189,444 | | | Absolute Software Corp. | | | | | 2,743,149 | | | | | | 0.6 | | |
117,777 (1) | | | ACI Worldwide, Inc. | | | | | 4,374,238 | | | | | | 0.9 | | |
161,583 (1) | | | Avaya Holdings Corp. | | | | | 4,346,583 | | | | | | 0.9 | | |
33,939 | | | Badger Meter, Inc. | | | | | 3,330,095 | | | | | | 0.7 | | |
73,873 (1) | | | Box, Inc. | | | | | 1,887,455 | | | | | | 0.4 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
21,853 | | | CMC Materials, Inc. | | | | $ | 3,294,121 | | | | | | 0.7 | | |
39,241 (1) | | | Commvault Systems, Inc. | | | | | 3,067,469 | | | | | | 0.6 | | |
24,282 (1) | | | Concentrix Corp. | | | | | 3,904,546 | | | | | | 0.8 | | |
269,184 (1) | | | Diebold Nixdorf, Inc. | | | | | 3,456,323 | | | | | | 0.7 | | |
65,471 (1) | | | Envestnet, Inc. | | | | | 4,966,630 | | | | | | 1.0 | | |
23,344 (1) | | | Euronet Worldwide, Inc. | | | | | 3,159,610 | | | | | | 0.7 | | |
92,554 | | | EVERTEC, Inc. | | | | | 4,039,982 | | | | | | 0.8 | | |
306,676 (1) | | | Harmonic, Inc. | | | | | 2,612,880 | | | | | | 0.5 | | |
70,696 (1) | | | Intapp, Inc. | | | | | 1,979,488 | | | | | | 0.4 | | |
35,649 (1) | | | Itron, Inc. | | | | | 3,564,187 | | | | | | 0.7 | | |
24,599 (1) | | | j2 Global, Inc. | | | | | 3,383,592 | | | | | | 0.7 | | |
176,355 (1) | | | Knowles Corp. | | | | | 3,481,248 | | | | | | 0.7 | | |
49,334 (1) | | | Onto Innovation, Inc. | | | | | 3,603,355 | | | | | | 0.7 | | |
41,434 (1) | | | Q2 Holdings, Inc. | | | | | 4,250,300 | | | | | | 0.9 | | |
78,287 (1)(2) | | | SMART Global Holdings, Inc. | | | | | 3,732,724 | | | | | | 0.8 | | |
12,425 (1)(2) | | | SunPower Corp. | | | | | 363,058 | | | | | | 0.1 | | |
74,688 (1) | | | Ultra Clean Holdings, Inc. | | | | | 4,012,239 | | | | | | 0.8 | | |
233,115 (1) | | | Viavi Solutions, Inc. | | | | | 4,116,811 | | | | | | 0.9 | | |
251,394 (1) | | | Vonage Holdings Corp. | | | | | 3,622,588 | | | | | | 0.8 | | |
| | | | | | | | 81,292,671 | | | | | | 16.8 | | |
| | | | | ||||||||||||
| | | Materials: 6.4% | | ||||||||||||
99,890 | | | Avient Corp. | | | | | 4,910,592 | | | | | | 1.0 | | |
149,159 (1)(2) | | | Cleveland-Cliffs, Inc. | | | | | 3,215,868 | | | | | | 0.7 | | |
111,472 | | | Commercial Metals Co. | | | | | 3,424,420 | | | | | | 0.7 | | |
165,365 | | | Glatfelter Corp. | | | | | 2,310,149 | | | | | | 0.5 | | |
53,796 (1) | | | Ingevity Corp. | | | | | 4,376,843 | | | | | | 0.9 | | |
24,754 | | | Minerals Technologies, Inc. | | | | | 1,947,397 | | | | | | 0.4 | | |
59,067 | | | Sealed Air Corp. | | | | | 3,499,720 | | | | | | 0.7 | | |
44,386 | | | Sensient Technologies Corp. | | | | | 3,842,052 | | | | | | 0.8 | | |
93,751 (1) | | | Summit Materials, Inc. | | | | | 3,267,222 | | | | | | 0.7 | | |
| | | | | | | | 30,794,263 | | | | | | 6.4 | | |
| | | | | ||||||||||||
| | | Real Estate: 6.4% | | ||||||||||||
127,970 | | | Acadia Realty Trust | | | | | 2,810,221 | | | | | | 0.6 | | |
131,102 | | | American Assets Trust, Inc. | | | | | 4,888,794 | | | | | | 1.0 | | |
194,074 (1) | | | Chatham Lodging Trust | | | | | 2,497,732 | | | | | | 0.5 | | |
113,592 | | | CubeSmart | | | | | 5,261,582 | | | | | | 1.1 | | |
217,663 (1) | | | Cushman & Wakefield PLC | | | | | 3,802,573 | | | | | | 0.8 | | |
128,516 | | | Easterly Government Properties, Inc. | | | | | 2,709,117 | | | | | | 0.6 | | |
68,628 (1) | | | EPR Properties | | | | | 3,615,323 | | | | | | 0.7 | | |
30,780 (1) | | | Ryman Hospitality Properties | | | | | 2,430,389 | | | | | | 0.5 | | |
151,203 (1) | | | Xenia Hotels & Resorts, Inc. | | | | | 2,832,032 | | | | | | 0.6 | | |
| | | | | | | | 30,847,763 | | | | | | 6.4 | | |
| | | | | ||||||||||||
| | | Utilities: 1.6% | | ||||||||||||
52,266 | | | Black Hills Corp. | | | | | 3,430,217 | | | | | | 0.7 | | |
28,844 | | | NorthWestern Corp. | | | | | 1,736,986 | | | | | | 0.4 | | |
Voya Small Company Portfolio | as of June 30, 2021 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
51,234 | | | Portland General Electric Co. | | | | $ | 2,360,863 | | | | | | 0.5 | | |
| | | | | | | | 7,528,066 | | | | | | 1.6 | | |
| | | | | ||||||||||||
| | | Total Common Stock (Cost $417,701,663) | | | | | 480,660,424 | | | | | | 99.6 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 3.0% | | |||||||||||||||
| | | Repurchase Agreements: 0.8% | | ||||||||||||
1,000,000 (3) | | | Citigroup, Inc., Repurchase Agreement dated 06/30/21, 0.06%, due 07/01/21 (Repurchase Amount $1,000,002, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $1,020,000, due 07/01/21-01/15/59) | | | | | 1,000,000 | | | | | | 0.2 | | |
1,000,000 (3) | | | Daiwa Capital Markets, Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $1,000,001, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $1,020,000, due 11/30/21-07/01/51) | | | | | 1,000,000 | | | | | | 0.2 | | |
28,718 (3) | | | HSBC Securities USA, Repurchase Agreement dated 06/30/21, 0.04%, due 07/01/21 (Repurchase Amount $28,718, collateralized by various U.S. Government Securities, 0.000%-8.000%, Market Value plus accrued interest $29,292, due 11/15/21- 02/15/48) | | | | | 28,718 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
1,000,000 (3) | | | MUFG Securities America Inc., Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $1,000,001, collateralized by various U.S. Government Agency Obligations, 1.985%-4.000%, Market Value plus accrued interest $1,020,000, due 08/01/35-06/01/51) | | | | $ | 1,000,000 | | | | | | 0.2 | | |
1,000,000 (3) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/21, 0.05%, due 07/01/21 (Repurchase Amount $1,000,001, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $1,020,000, due 08/01/21-04/15/62) | | | | | 1,000,000 | | | | | | 0.2 | | |
| | | Total Repurchase Agreements (Cost $4,028,718) | | | | | 4,028,718 | | | | | | 0.8 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds: 2.2% | | ||||||||||||
10,392,000 (4) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.030% (Cost $10,392,000) | | | | | 10,392,000 | | | | | | 2.2 | | |
| | | Total Short-Term Investments (Cost $14,420,718) | | | | | 14,420,718 | | | | | | 3.0 | | |
| | | Total Investments in Securities (Cost $432,122,381) | | | | $ | 495,081,142 | | | | | | 102.6 | | |
| | | Liabilities in Excess of Other Assets | | | | | (12,367,209) | | | | | | (2.6) | | |
| | | Net Assets | | | | $ | 482,713,933 | | | | | | 100.0 | | |
Voya Small Company Portfolio | as of June 30, 2021 (Unaudited) (continued) |
| Sector Diversification as of June 30, 2021 (as a percentage of net assets) | | |||
| Financials | | | 17.4% | |
| Information Technology | | | 16.8% | |
| Industrials | | | 15.9% | |
| Consumer Discretionary | | | 15.5% | |
| Health Care | | | 14.1% | |
| Real Estate | | | 6.4% | |
| Materials | | | 6.4% | |
| Energy | | | 2.8% | |
| Consumer Staples | | | 1.7% | |
| Utilities | | | 1.6% | |
| Communication Services | | | 1.0% | |
| Assets in Excess of Other Liabilities* | | | 0.4% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2021 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 480,660,424 | | | | | $ | — | | | | | $ | — | | | | | $ | 480,660,424 | | |
Short-Term Investments | | | | | 10,392,000 | | | | | | 4,028,718 | | | | | | — | | | | | | 14,420,718 | | |
Total Investments, at fair value | | | | $ | 491,052,424 | | | | | $ | 4,028,718 | | | | | $ | — | | | | | $ | 495,081,142 | | |
| Cost for federal income tax purposes was $441,233,955. | | | | | | | |
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 76,591,914 | | |
| Gross Unrealized Depreciation | | | | | (22,744,687) | | |
| Net Unrealized Appreciation | | | | $ | 53,847,227 | | |
Voya Investments, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
Voya Investments Distributor, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
BNY Mellon Investment Servicing (U.S.) Inc.
301 Bellevue Parkway
Wilmington, Delaware 19809
The Bank of New York Mellon
225 Liberty Street
New York, New York 10286
Ropes & Gray LLP
Prudential Tower
800 Boylston Street
Boston, Massachusetts 02199
Item 2. Code of Ethics.
Not required for semi-annual filing.
Item 3. Audit Committee Financial Expert.
Not required for semi-annual filing.
Item 4. Principal Accountant Fees and Services.
Not required for semi-annual filing.
Item 5. Audit Committee of Listed Registrants.
Not required for semi-annual filing.
Item 6. Schedule of Investments.
Schedule is included as part of the report to shareholders filed under Item 1 of this Form.
Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.
Not applicable.
Item 8. Portfolio Managers of Closed-End Management Investment Companies.
Not applicable.
Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.
Not applicable.
Item 10. Submission of Matters to a Vote of Security Holders.
Not applicable.
Item 11. Controls and Procedures.
(a) | Based on our evaluation conducted within 90 days of the filing date, hereof, the design and operation of the registrant’s disclosure controls and procedures are effective to ensure that material information relating to the registrant is made known to the certifying officers by others within the appropriate entities, particularly during the period in which Forms N-CSR are being prepared, and the registrant’s disclosure controls and procedures allow timely preparation and review of the information for the registrant’s Form N-CSR and the officer certifications of such Form N-CSR. |
(b) | There were no significant changes in the registrant’s internal controls that occurred during the second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting. |
Item 12. Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.
Not applicable.
Item 13. Exhibits.
(a)(1) | The Code of Ethics is not required for the semi-annual filing. |
(a)(3) | Not required for semi-annual filing. |
(b) | The officer certifications required by Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto as EX-99.906CERT. |
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
(Registrant): Voya Government Money Market Portfolio
By | /s/ Michael Bell | |
Michael Bell | ||
Chief Executive Officer |
Date: September 2, 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: September 2, 2021
By | /s/ Todd Modic | |
Todd Modic | ||
Senior Vice President and Chief Financial Officer |
Date: September 2, 2021