UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form N-CSR
CERTIFIED SHAREHOLDER REPORT OF
REGISTERED MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number: 811-02565
Voya Government Money Market Portfolio
(Exact name of registrant as specified in charter)
7337 East Doubletree Ranch Road, Suite 100, Scottsdale, AZ | 85258 | |
(Address of principal executive offices) | (Zip code) |
CT Corporation System, 101 Federal Street, Boston, MA 02110
(Name and address of agent for service)
Registrant’s telephone number, including area code: 1-800-992-0180
Date of fiscal year end: December 31
Date of reporting period: December 31, 2022
Item 1. Reports to Stockholders.
(a) | The following is a copy of the report transmitted to stockholders pursuant to Rule 30e-1 under the Act (17 CFR 270.30e-1): |
| | As permitted by regulations adopted by the U.S. Securities and Exchange Commission, paper copies of each portfolio’s annual and semi-annual shareholder reports, like this annual report, are not sent by mail, unless you specifically request paper copies of the reports. Instead, the reports will be made available on a website and you will be notified by mail each time a report is posted and provided with a website link to access the report. | | |
| | If you already elected to receive shareholder reports electronically, you need not take any action. You may elect to receive shareholder reports and other communications from your insurance carrier electronically by contacting them directly. | | |
| | You may elect to receive all future reports in paper free of charge. If you received this document in the mail, please follow the instructions provided to elect to continue receiving paper copies of your shareholder reports. You can inform us that you wish to continue receiving paper copies by calling 1-866-345-5954. 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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| | Index | | | | Description | | |
| | Bloomberg U.S. Aggregate Bond Index (“Bloomberg U.S. Aggregate Bond”) | | | | An index of publicly issued investment grade U.S. government, mortgage-backed, asset-backed and corporate debt securities. | | |
| | iMoneyNet Government Institutional Index | | | | The average return for a category of money market funds that includes all government institutional funds: Treasury Institutional, Treasury and Repo Institutional and Government and Agencies Institutional. | | |
| | MSCI Europe, Australasia and Far East® (“MSCI EAFE®”) Index | | | | An index that measures the performance of securities listed on exchanges in Europe, Australasia and the Far East. It includes the reinvestment of dividends net of withholding taxes, but does not reflect fees, brokerage commissions or other expenses of investing. | | |
| | MSCI World Value IndexSM (“MSCI World Value”) | | | | The index captures large and mid cap securities exhibiting overall value style characteristics across 23 Developed Markets countries. | | |
| | Russell 2000® Index | | | | An index that measures the performance of securities of small U.S. companies. | | |
| | Russell 3000® Index | | | | An index that measures the performance of the largest 3000 U.S. companies representing approximately 98% of the investable U.S. equity market. | | |
| | S&P 500® Index* | | | | An index that measures the performance of securities of approximately 500 large-capitalization companies whose securities are traded on major U.S. stock markets. | | |
| | S&P Target Risk® Growth Index | | | | Seeks to measure the performance of an asset allocation strategy targeted to a growth focused risk profile. | | |
Voya Balanced Portfolio | Portfolio Managers’ Report |
| Investment Type Allocation as of December 31, 2022 (as a percentage of net assets) | | |||
| | | | | |
| Common Stock | | | 40.6% | |
| Exchange-Traded Funds | | | 23.7% | |
| Mutual Funds | | | 8.0% | |
| Corporate Bonds/Notes | | | 7.5% | |
| U.S. Government Agency Obligations | | | 7.2% | |
| Collateralized Mortgage Obligations | | | 3.6% | |
| Asset-Backed Securities | | | 3.1% | |
| U.S. Treasury Obligations | | | 3.0% | |
| Commercial Mortgage-Backed Securities | | | 1.6% | |
| Sovereign Bonds | | | 0.1% | |
| Preferred Stock | | | 0.0% | |
| Purchased Options | | | 0.0% | |
| Assets in Excess of Other Liabilities* | | | 1.6% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2022 (as a percentage of net assets) | | |||
| | | | | |
| iShares Core S&P 500 ETF | | | 19.1% | |
| Voya Short Term Bond Fund - Class R6 | | | 3.8% | |
| Voya Small Company Fund - Class R6 | | | 2.0% | |
| iShares 20+ Year Treasury Bond ETF | | | 1.9% | |
| Apple, Inc. | | | 1.7% | |
| iShares Core U.S. Aggregate Bond ETF | | | 1.5% | |
| Microsoft Corp. | | | 1.5% | |
| Voya High Yield Bond Fund - Class P | | | 1.2% | |
| Schwab U.S. TIPS ETF | | | 1.0% | |
| Voya Small Cap Growth Fund - Class R6 | | | 1.0% | |
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Balanced Portfolio |
Voya Balanced Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2022 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | |||||||||
| | Class I | | | | | -17.24% | | | | | | 3.37% | | | | | | 5.91% | | | |
| | Class S | | | | | -17.47% | | | | | | 3.11% | | | | | | 5.64% | | | |
| | S&P Target Risk® Growth Index | | | | | -15.27% | | | | | | 3.48% | | | | | | 6.02% | | | |
| | Bloomberg U.S. Aggregate Bond | | | | | -13.01% | | | | | | 0.02% | | | | | | 1.06% | | | |
| | MSCI EAFE® | | | | | -14.45% | | | | | | 1.54% | | | | | | 4.67% | | | |
| | Russell 3000® Index | | | | | -19.21% | | | | | | 8.79% | | | | | | 12.13% | | | |
| | | | |
Portfolio Managers’ Report | Voya Global High Dividend Low Volatility Portfolio |
| Geographic Diversification as of December 31, 2022 (as a percentage of net assets) | | |||
| | | | | |
| United States | | | 67.2% | |
| Japan | | | 7.4% | |
| United Kingdom | | | 4.8% | |
| Australia | | | 3.1% | |
| France | | | 3.0% | |
| Canada | | | 2.6% | |
| Switzerland | | | 2.4% | |
| Hong Kong | | | 1.9% | |
| Spain | | | 1.3% | |
| Netherlands | | | 1.3% | |
| Countries between 0.1% – 1.1%^ | | | 4.0% | |
| Assets in Excess of Other Liabilities* | | | 1.0% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments and exchange-traded funds. | | |||
| ^ Includes 10 countries, which each represents 0.1% – 1.1% of net assets. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2022 (as a percentage of net assets) | | |||
| | | | | |
| Johnson & Johnson | | | 2.2% | |
| AbbVie, Inc. | | | 1.7% | |
| Merck & Co., Inc. | | | 1.6% | |
| PepsiCo, Inc. | | | 1.3% | |
| Cisco Systems, Inc. | | | 1.3% | |
| Verizon Communications, Inc. | | | 1.2% | |
| Bristol-Myers Squibb Co. | | | 1.1% | |
| Philip Morris International, Inc. | | | 1.1% | |
| Pfizer, Inc. | | | 1.1% | |
| Amgen, Inc. | | | 1.1% | |
| Portfolio holdings are subject to change daily. | |
Voya Global High Dividend Low Volatility Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2022 | | | ||||||||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | Since Inception of Classes S2 and T March 5, 2015 | | | ||||||||||||
| | Class ADV | | | | | -5.38% | | | | | | 4.30% | | | | | | 6.34% | | | | | | — | | | |
| | Class I(1) | | | | | -4.90% | | | | | | 4.80% | | | | | | 6.80% | | | | | | — | | | |
| | Class S | | | | | -5.11% | | | | | | 4.54% | | | | | | 6.60% | | | | | | — | | | |
| | Class S2 | | | | | -5.33% | | | | | | 4.38% | | | | | | — | | | | | | 5.32% | | | |
| | Class T | | | | | -5.54% | | | | | | 4.17% | | | | | | — | | | | | | 5.12% | | | |
| | MSCI World Value | | | | | -6.52% | | | | | | 4.12% | | | | | | 7.24% | | | | | | 5.39% | | | |
| | | | |
Portfolio Managers’ Report | Voya Government Money Market Portfolio |
| Investment Type Allocation as of December 31, 2022 (as a percentage of net assets) | | |||
| | | | | |
| U.S. Government Agency Debt | | | 50.9% | |
| U.S. Treasury Debt | | | 24.8% | |
| U.S. Treasury Repurchase Agreement | | | 20.3% | |
| Investment Companies | | | 1.4% | |
| Assets in Excess of Other Liabilities | | | 2.6% | |
| Net Assets | | | 100.0% | |
| Portfolio holdings are subject to change daily. | |
Voya Growth and Income Portfolio | Portfolio Managers’ Report |
| Sector Diversification as of December 31, 2022 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 26.1% | |
| Health Care | | | 15.3% | |
| Financials | | | 12.5% | |
| Consumer Discretionary | | | 9.0% | |
| Communication Services | | | 7.7% | |
| Industrials | | | 7.7% | |
| Consumer Staples | | | 5.8% | |
| Energy | | | 5.5% | |
| Materials | | | 3.9% | |
| Utilities | | | 3.3% | |
| Real Estate | | | 3.0% | |
| Assets in Excess of Other Liabilities* | | | 0.2% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2022 (as a percentage of net assets) | | |||
| | | | | |
| Microsoft Corp. | | | 7.2% | |
| Apple, Inc. | | | 7.1% | |
| Amazon.com, Inc. | | | 3.7% | |
| JPMorgan Chase & Co. | | | 3.5% | |
| AT&T, Inc. | | | 2.7% | |
| Philip Morris International, Inc. | | | 2.5% | |
| Broadcom, Inc. | | | 2.5% | |
| Thermo Fisher Scientific, Inc. | | | 2.3% | |
| Boston Scientific Corp. | | | 2.2% | |
| Howmet Aerospace, Inc. | | | 2.2% | |
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Growth and Income Portfolio |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2022 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | |||||||||
| | Class ADV | | | | | -15.08% | | | | | | 9.21% | | | | | | 11.08% | | | |
| | Class I | | | | | -14.71% | | | | | | 9.70% | | | | | | 11.59% | | | |
| | Class S | | | | | -14.96% | | | | | | 9.42% | | | | | | 11.30% | | | |
| | Class S2 | | | | | -15.08% | | | | | | 9.26% | | | | | | 11.14% | | | |
| | S&P 500® Index | | | | | -18.11% | | | | | | 9.42% | | | | | | 12.56% | | | |
| | | | |
Voya Intermediate Bond Portfolio | Portfolio Managers’ Report |
| Investment Type Allocation as of December 31, 2022 (as a percentage of net assets) | | |||
| | | | | |
| U.S. Government Agency Obligations | | | 28.0% | |
| Mutual Funds | | | 22.6% | |
| Corporate Bonds/Notes | | | 20.0% | |
| U.S. Treasury Obligations | | | 14.7% | |
| Collateralized Mortgage Obligations | | | 14.1% | |
| Asset-Backed Securities | | | 6.6% | |
| Commercial Mortgage-Backed Securities | | | 3.7% | |
| Municipal Bonds | | | 0.1% | |
| Purchased Options | | | 0.0% | |
| Liabilities in Excess of Other Assets* | | | (9.8)% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2022* (as a percentage of net assets) | | |||
| | | | | |
| Voya Investment Grade Credit Fund - Class P | | | 6.2% | |
| Voya Securitized Credit Fund - Class P | | | 5.1% | |
| Voya Emerging Markets Hard Currency Debt Fund - Class P | | | 4.8% | |
| Voya VACS Series EMCD Fund | | | 3.6% | |
| Voya High Yield Bond Fund - Class P | | | 2.9% | |
| Uniform Mortgage-Backed Securities, 4.000%, 01/15/53 | | | 2.8% | |
| Uniform Mortgage-Backed Securities, 2.500%, 01/15/53 | | | 2.8% | |
| United States Treasury Note, 3.875%, 12/31/29 | | | 2.1% | |
| United States Treasury Note, 3.875%, 12/31/27 | | | 2.1% | |
| Uniform Mortgage-Backed Securities, 3.000%, 01/15/53 | | | 1.8% | |
| * Excludes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Portfolio Managers’ Report | Voya Intermediate Bond Portfolio |
Voya Intermediate Bond Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2022 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | |||||||||
| | Class ADV | | | | | -14.90% | | | | | | -0.54% | | | | | | 1.10% | | | |
| | Class I | | | | | -14.44% | | | | | | -0.02% | | | | | | 1.61% | | | |
| | Class S | | | | | -14.68% | | | | | | -0.27% | | | | | | 1.36% | | | |
| | Class S2 | | | | | -14.88% | | | | | | -0.44% | | | | | | 1.20% | | | |
| | Bloomberg U.S. Aggregate Bond | | | | | -13.01% | | | | | | 0.02% | | | | | | 1.06% | | | |
| | | | |
Portfolio Managers’ Report | Voya Small Company Portfolio |
| Sector Diversification as of December 31, 2022 (as a percentage of net assets) | | |||
| | | | | |
| Industrials | | | 18.9% | |
| Information Technology | | | 17.7% | |
| Financials | | | 17.1% | |
| Health Care | | | 15.7% | |
| Consumer Discretionary | | | 7.7% | |
| Materials | | | 7.3% | |
| Real Estate | | | 6.3% | |
| Energy | | | 4.6% | |
| Communication Services | | | 2.6% | |
| Utilities | | | 1.7% | |
| Exchange-Traded Funds | | | 0.3% | |
| Assets in Excess of Other Liabilities* | | | 0.1% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
| Top Ten Holdings as of December 31, 2022 (as a percentage of net assets) | | |||
| | | | | |
| Hillenbrand, Inc. | | | 2.1% | |
| Sensient Technologies Corp. | | | 1.8% | |
| Shyft Group, Inc./The | | | 1.7% | |
| World Fuel Services Corp. | | | 1.6% | |
| Element Solutions, Inc. | | | 1.6% | |
| Dropbox, Inc. | | | 1.6% | |
| Old Republic International Corp. | | | 1.6% | |
| Pacific Premier Bancorp, Inc. | | | 1.5% | |
| ACI Worldwide, Inc. | | | 1.3% | |
| Watts Water Technologies, Inc. | | | 1.3% | |
| Portfolio holdings are subject to change daily. | |
Voya Small Company Portfolio | Portfolio Managers’ Report |
| | | |
| | Average Annual Total Returns for the Periods Ended December 31, 2022 | | | ||||||||||||||||||
| | | | | 1 Year | | | 5 Year | | | 10 Year | | | |||||||||
| | Class ADV | | | | | -17.04% | | | | | | 2.17% | | | | | | 8.15% | | | |
| | Class I | | | | | -16.68% | | | | | | 2.66% | | | | | | 8.69% | | | |
| | Class R6(1) | | | | | -16.62% | | | | | | 2.68% | | | | | | 8.70% | | | |
| | Class S | | | | | -16.86% | | | | | | 2.41% | | | | | | 8.42% | | | |
| | Russell 2000® Index | | | | | -20.44% | | | | | | 4.13% | | | | | | 9.01% | | | |
| | | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value July 1, 2022 | | | Ending Account Value December 31, 2022 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2022* | | | Beginning Account Value July 1, 2022 | | | Ending Account Value December 31, 2022 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2022* | | ||||||||||||||||||||||||
Voya Balanced Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,001.50 | | | | | | 0.69% | | | | | $ | 3.48 | | | | | $ | 1,000.00 | | | | | $ | 1,021.73 | | | | | | 0.69% | | | | | $ | 3.52 | | |
Class S | | | | | 1,000.00 | | | | | | 1,000.00 | | | | | | 0.94 | | | | | | 4.74 | | | | | | 1,000.00 | | | | | | 1,020.47 | | | | | | 0.94 | | | | | | 4.79 | | |
Voya Global High Dividend Low Volatility Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,050.20 | | | | | | 1.10% | | | | | $ | 5.68 | | | | | $ | 1,000.00 | | | | | $ | 1,019.66 | | | | | | 1.10% | | | | | $ | 5.60 | | |
Class I | | | | | 1,000.00 | | | | | | 1,052.40 | | | | | | 0.60 | | | | | | 3.10 | | | | | | 1,000.00 | | | | | | 1,022.18 | | | | | | 0.60 | | | | | | 3.06 | | |
Class S | | | | | 1,000.00 | | | | | | 1,051.00 | | | | | | 0.85 | | | | | | 4.39 | | | | | | 1,000.00 | | | | | | 1,020.92 | | | | | | 0.85 | | | | | | 4.33 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,049.50 | | | | | | 1.00 | | | | | | 5.17 | | | | | | 1,000.00 | | | | | | 1,020.16 | | | | | | 1.00 | | | | | | 5.09 | | |
Class T | | | | | 1,000.00 | | | | | | 1,048.40 | | | | | | 1.20 | | | | | | 6.20 | | | | | | 1,000.00 | | | | | | 1,019.16 | | | | | | 1.20 | | | | | | 6.11 | | |
Voya Government Money Market Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | $ | 1,000.00 | | | | | $ | 1,013.10 | | | | | | 0.35% | | | | | $ | 1.78 | | | | | $ | 1,000.00 | | | | | $ | 1,023.44 | | | | | | 0.35% | | | | | $ | 1.79 | | |
Class S | | | | | 1,000.00 | | | | | | 1,012.50 | | | | | | 0.35 | | | | | | 1.78 | | | | | | 1,000.00 | | | | | | 1,023.44 | | | | | | 0.35 | | | | | | 1.79 | | |
Voya Growth and Income Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,009.50 | | | | | | 1.11% | | | | | $ | 5.62 | | | | | $ | 1,000.00 | | | | | $ | 1,019.61 | | | | | | 1.11% | | | | | $ | 5.65 | | |
Class I | | | | | 1,000.00 | | | | | | 1,011.40 | | | | | | 0.66 | | | | | | 3.35 | | | | | | 1,000.00 | | | | | | 1,021.88 | | | | | | 0.66 | | | | | | 3.36 | | |
Class S | | | | | 1,000.00 | | | | | | 1,010.00 | | | | | | 0.91 | | | | | | 4.61 | | | | | | 1,000.00 | | | | | | 1,020.62 | | | | | | 0.91 | | | | | | 4.63 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,009.10 | | | | | | 1.06 | | | | | | 5.37 | | | | | | 1,000.00 | | | | | | 1,019.86 | | | | | | 1.06 | | | | | | 5.40 | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value July 1, 2022 | | | Ending Account Value December 31, 2022 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2022* | | | Beginning Account Value July 1, 2022 | | | Ending Account Value December 31, 2022 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended December 31, 2022* | | ||||||||||||||||||||||||
Voya Intermediate Bond Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 970.90 | | | | | | 1.03% | | | | | $ | 5.12 | | | | | $ | 1,000.00 | | | | | $ | 1,020.01 | | | | | | 1.03% | | | | | $ | 5.24 | | |
Class I | | | | | 1,000.00 | | | | | | 972.90 | | | | | | 0.53 | | | | | | 2.64 | | | | | | 1,000.00 | | | | | | 1,022.53 | | | | | | 0.53 | | | | | | 2.70 | | |
Class S | | | | | 1,000.00 | | | | | | 972.30 | | | | | | 0.78 | | | | | | 3.88 | | | | | | 1,000.00 | | | | | | 1,021.27 | | | | | | 0.78 | | | | | | 3.97 | | |
Class S2 | | | | | 1,000.00 | | | | | | 970.50 | | | | | | 0.93 | | | | | | 4.62 | | | | | | 1,000.00 | | | | | | 1,020.52 | | | | | | 0.93 | | | | | | 4.74 | | |
Voya Small Company Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,019.40 | | | | | | 1.38% | | | | | $ | 7.02 | | | | | $ | 1,000.00 | | | | | $ | 1,018.25 | | | | | | 1.38% | | | | | $ | 7.02 | | |
Class I | | | | | 1,000.00 | | | | | | 1,021.50 | | | | | | 0.88 | | | | | | 4.48 | | | | | | 1,000.00 | | | | | | 1,020.77 | | | | | | 0.88 | | | | | | 4.48 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,022.20 | | | | | | 0.83 | | | | | | 4.23 | | | | | | 1,000.00 | | | | | | 1,021.02 | | | | | | 0.83 | | | | | | 4.23 | | |
Class S | | | | | 1,000.00 | | | | | | 1,020.90 | | | | | | 1.13 | | | | | | 5.76 | | | | | | 1,000.00 | | | | | | 1,019.51 | | | | | | 1.13 | | | | | | 5.75 | | |
February 28, 2023
| | | Voya Balanced Portfolio | | | Voya Global High Dividend Low Volatility Portfolio | | | Voya Government Money Market Portfolio | | |||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 263,716,568 | | | | | $ | 529,345,158 | | | | | $ | — | | |
Investments in affiliates at fair value** | | | | | 23,470,758 | | | | | | — | | | | | | — | | |
Short-term investments at fair value† | | | | | 11,742,800 | | | | | | 7,538,938 | | | | | | — | | |
Short-term investments at amortized cost | | | | | — | | | | | | — | | | | | | 403,398,946 | | |
Repurchase agreements | | | | | — | | | | | | — | | | | | | 105,978,000 | | |
Cash | | | | | 1,543,092 | | | | | | 129,503 | | | | | | 13,359 | | |
Cash collateral for futures contracts | | | | | 733,680 | | | | | | — | | | | | | — | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | 600,000 | | | | | | — | | | | | | — | | |
Foreign currencies at value‡ | | | | | 17,378 | | | | | | 89,342 | | | | | | — | | |
Receivables: | | | | | | | | | | | | | | | | | | | |
Investment securities sold | | | | | 467,733 | | | | | | — | | | | | | 11,874,177 | | |
Investment securities sold on a delayed-delivery or when-issued basis | | | | | 544,875 | | | | | | — | | | | | | — | | |
Fund shares sold | | | | | 62,042 | | | | | | 75,233 | | | | | | 1,050,769 | | |
Dividends | | | | | 132,245 | | | | | | 1,248,347 | | | | | | 3,402 | | |
Interest | | | | | 448,562 | | | | | | — | | | | | | 1,158,017 | | |
Foreign tax reclaims | | | | | 116,089 | | | | | | 1,201,128 | | | | | | — | | |
Variation margin on futures contracts | | | | | 931 | | | | | | — | | | | | | — | | |
Prepaid expenses | | | | | 1,607 | | | | | | 2,691 | | | | | | 2,278 | | |
Reimbursement due from Investment Adviser | | | | | 25,085 | | | | | | 64,640 | | | | | | — | | |
Other assets | | | | | 42,779 | | | | | | 46,890 | | | | | | 104,447 | | |
Total assets | | | | | 303,666,224 | | | | | | 539,741,870 | | | | | | 523,583,395 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | |
Payable for investment securities purchased | | | | | 2,201,690 | | | | | | — | | | | | | — | | |
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | 5,710,429 | | | | | | — | | | | | | — | | |
Payable for fund shares redeemed | | | | | 58,697 | | | | | | 181,844 | | | | | | 61,552 | | |
Payable upon receipt of securities loaned | | | | | 3,043,301 | | | | | | 6,379,938 | | | | | | — | | |
Unrealized depreciation on forward premium swaptions | | | | | 7,069 | | | | | | — | | | | | | — | | |
Variation margin payable on centrally cleared swaps | | | | | 5,615 | | | | | | — | | | | | | — | | |
Payable for investment management fees | | | | | 152,220 | | | | | | 254,943 | | | | | | 135,504 | | |
Payable for distribution and shareholder service fees | | | | | 427 | | | | | | 90,535 | | | | | | 6 | | |
Payable to directors/ trustees under the deferred compensation plan (Note 6) | | | | | 42,779 | | | | | | 46,890 | | | | | | 104,447 | | |
Payable for directors/ trustees fees | | | | | 813 | | | | | | 1,399 | | | | | | 1,254 | | |
Other accrued expenses and liabilities | | | | | 51,910 | | | | | | 94,753 | | | | | | 103,382 | | |
Written options, at fair value^ | | | | | 433,100 | | | | | | — | | | | | | — | | |
Total liabilities | | | | | 11,708,050 | | | | | | 7,050,302 | | | | | | 406,145 | | |
NET ASSETS | | | | $ | 291,958,174 | | | | | $ | 532,691,568 | | | | | $ | 523,177,250 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 294,439,121 | | | | | $ | 487,253,212 | | | | | $ | 523,305,860 | | |
Total distributable earnings (loss) | | | | | (2,480,947) | | | | | | 45,438,356 | | | | | | (128,610) | | |
NET ASSETS | | | | $ | 291,958,174 | | | | | $ | 532,691,568 | | | | | $ | 523,177,250 | | |
+ Including securities loaned at value | | | | $ | 2,954,084 | | | | | $ | 6,047,526 | | | | | $ | — | | |
* Cost of investments in securities | | | | $ | 270,198,165 | | | | | $ | 500,437,930 | | | | | $ | — | | |
** Cost of investments in affiliates | | | | $ | 25,008,970 | | | | | $ | — | | | | | $ | — | | |
† Cost of short-term investments | | | | $ | 11,744,378 | | | | | $ | 7,538,938 | | | | | $ | — | | |
‡ Cost of foreign currencies | | | | $ | 18,866 | | | | | $ | 88,454 | | | | | $ | — | | |
^ Premiums received on written options | | | | $ | 436,995 | | | | | $ | — | | | | | $ | — | | |
| | | Voya Balanced Portfolio | | | Voya Global High Dividend Low Volatility Portfolio | | | Voya Government Money Market Portfolio | | |||||||||
Class ADV | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 11,235,482 | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 1,020,523 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 11.01 | | | | | | n/a | | |
Class I | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 289,995,135 | | | | | $ | 125,985,134 | | | | | $ | 523,129,896 | | |
Shares authorized | | | | | 500,000,000 | | | | | | 100,000,000 | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 1.000 | | |
Shares outstanding | | | | | 22,222,500 | | | | | | 11,465,647 | | | | | | 523,158,459 | | |
Net asset value and redemption price per share | | | | $ | 13.05 | | | | | $ | 10.99 | | | | | $ | 1.00 | | |
Class S | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 1,963,039 | | | | | $ | 392,545,258 | | | | | $ | 47,354 | | |
Shares authorized | | | | | 500,000,000 | | | | | | 300,000,000 | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 1.000 | | |
Shares outstanding | | | | | 151,312 | | | | | | 35,537,852 | | | | | | 47,357 | | |
Net asset value and redemption price per share | | | | $ | 12.97 | | | | | $ | 11.05 | | | | | $ | 1.00 | | |
Class S2 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 222,535 | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 20,431 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 10.89 | | | | | | n/a | | |
Class T | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 2,703,159 | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | 100,000,000 | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 245,208 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 11.02 | | | | | | n/a | | |
| | | Voya Growth and Income Portfolio | | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | |||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 1,748,520,884 | | | | | $ | 2,109,628,009 | | | | | $ | 301,634,968 | | |
Investments in affiliates at fair value** | | | | | — | | | | | | 546,686,729 | | | | | | — | | |
Short-term investments at fair value† | | | | | 27,274,993 | | | | | | 211,846,319 | | | | | | 3,850,679 | | |
Cash | | | | | 706,026 | | | | | | 6,719,336 | | | | | | 72,137 | | |
Cash collateral for futures contracts | | | | | — | | | | | | 1,940,387 | | | | | | — | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | — | | | | | | 12,101,000 | | | | | | — | | |
Cash pledged as collateral for OTC derivatives (Note 2) | | | | | — | | | | | | 13,840,000 | | | | | | — | | |
Cash pledged as collateral for delayed-delivery or when-issued securities (Note 2) | | | | | — | | | | | | 3,145,000 | | | | | | — | | |
Due from broker | | | | | — | | | | | | 3,469,090 | | | | | | — | | |
Receivables: | | | | | | | | | | | | | | | | | | | |
Investment securities sold | | | | | — | | | | | | 52,780,165 | | | | | | — | | |
Investment securities sold on a delayed-delivery or when-issued basis | | | | | — | | | | | | 5,245,625 | | | | | | — | | |
Fund shares sold | | | | | 27,449 | | | | | | 1,425,389 | | | | | | 15,596 | | |
Dividends | | | | | 1,796,892 | | | | | | 615,806 | | | | | | 321,110 | | |
Interest | | | | | 379 | | | | | | 12,016,569 | | | | | | 104 | | |
Foreign tax reclaims | | | | | 232,211 | | | | | | — | | | | | | 4,996 | | |
Variation margin on futures contracts | | | | | — | | | | | | 88,570 | | | | | | — | | |
Prepaid expenses | | | | | 11,060 | | | | | | 13,743 | | | | | | 1,917 | | |
Reimbursement due from Investment Adviser | | | | | 44,007 | | | | | | 94,740 | | | | | | 26,400 | | |
Other assets | | | | | 221,303 | | | | | | 307,305 | | | | | | 39,898 | | |
Total assets | | | | | 1,778,835,204 | | | | | | 2,981,963,782 | | | | | | 305,967,805 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | |
Payable for investment securities purchased | | | | | — | | | | | | 136,175,976 | | | | | | — | | |
Payable for investment securities purchased on a delayed-delivery or when-issued basis | | | | | — | | | | | | 306,433,313 | | | | | | — | | |
Payable for fund shares redeemed | | | | | 1,183,903 | | | | | | 513,338 | | | | | | 260,696 | | |
Payable upon receipt of securities loaned | | | | | 24,959,993 | | | | | | 98,843,830 | | | | | | 3,474,679 | | |
Unrealized depreciation on forward premium swaptions | | | | | — | | | | | | 199,829 | | | | | | — | | |
Variation margin payable on centrally cleared swaps | | | | | — | | | | | | 144,546 | | | | | | — | | |
Cash received as collateral for OTC derivatives (Note 2) | | | | | — | | | | | | 100,000 | | | | | | — | | |
Cash received as collateral for delayed-delivery or when-issued securities (Note 2) | | | | | — | | | | | | 4,037,151 | | | | | | — | | |
Payable for investment management fees | | | | | 915,645 | | | | | | 1,045,246 | | | | | | 194,863 | | |
Payable for distribution and shareholder service fees | | | | | 36,099 | | | | | | 410,530 | | | | | | 15,908 | | |
Payable to directors/ trustees under the deferred compensation plan (Note 6) | | | | | 221,303 | | | | | | 307,305 | | | | | | 39,898 | | |
Payable for directors/ trustees fees | | | | | 4,882 | | | | | | 6,797 | | | | | | 891 | | |
Other accrued expenses and liabilities | | | | | 167,051 | | | | | | 251,768 | | | | | | 21,792 | | |
Written options, at fair value^ | | | | | — | | | | | | 12,592,591 | | | | | | — | | |
Total liabilities | | | | | 27,488,876 | | | | | | 561,062,220 | | | | | | 4,008,727 | | |
NET ASSETS | | | | $ | 1,751,346,328 | | | | | $ | 2,420,901,562 | | | | | $ | 301,959,078 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 1,600,484,433 | | | | | $ | 2,929,534,424 | | | | | $ | 339,804,616 | | |
Total distributable earnings (loss) | | | | | 150,861,895 | | | | | | (508,632,862) | | | | | | (37,845,538) | | |
NET ASSETS | | | | $ | 1,751,346,328 | | | | | $ | 2,420,901,562 | | | | | $ | 301,959,078 | | |
+ Including securities loaned at value | | | | $ | 24,290,576 | | | | | $ | 96,714,230 | | | | | $ | 3,353,202 | | |
* Cost of investments in securities | | | | $ | 1,590,452,732 | | | | | $ | 2,292,501,884 | | | | | $ | 309,910,603 | | |
** Cost of investments in affiliates | | | | $ | — | | | | | $ | 649,259,091 | | | | | $ | — | | |
† Cost of short-term investments | | | | $ | 27,274,993 | | | | | $ | 211,849,688 | | | | | $ | 3,850,679 | | |
^ Premiums received on written options | | | | $ | — | | | | | $ | 12,705,706 | | | | | $ | — | | |
| | | Voya Growth and Income Portfolio | | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | |||||||||
Class ADV | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 73,783,972 | | | | | $ | 203,733,066 | | | | | $ | 7,492,899 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | 100,000,000 | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 4,552,858 | | | | | | 19,378,274 | | | | | | 648,349 | | |
Net asset value and redemption price per share | | | | $ | 16.21 | | | | | $ | 10.51 | | | | | $ | 11.56 | | |
Class I | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 1,644,920,799 | | | | | $ | 727,981,473 | | | | | $ | 226,998,578 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | 100,000,000 | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 97,464,820 | | | | | | 68,486,684 | | | | | | 17,663,988 | | |
Net asset value and redemption price per share | | | | $ | 16.88 | | | | | $ | 10.63 | | | | | $ | 12.85 | | |
Class R6 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | | n/a | | | | | $ | 8,465,100 | | |
Shares authorized | | | | | n/a | | | | | | n/a | | | | | | 100,000,000 | | |
Par value | | | | | n/a | | | | | | n/a | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | n/a | | | | | | 657,649 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | | n/a | | | | | $ | 12.87 | | |
Class S | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 32,228,725 | | | | | $ | 1,481,568,921 | | | | | $ | 59,002,501 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | 100,000,000 | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 1,985,684 | | | | | | 140,353,248 | | | | | | 4,824,618 | | |
Net asset value and redemption price per share | | | | $ | 16.23 | | | | | $ | 10.56 | | | | | $ | 12.23 | | |
Class S2 | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 412,832 | | | | | $ | 7,618,102 | | | | | | n/a | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | n/a | | |
Par value | | | | $ | 1.000 | | | | | $ | 1.000 | | | | | | n/a | | |
Shares outstanding | | | | | 26,230 | | | | | | 724,501 | | | | | | n/a | | |
Net asset value and redemption price per share | | | | $ | 15.74 | | | | | $ | 10.51 | | | | | | n/a | | |
| | | Voya Balanced Portfolio | | | Voya Global High Dividend Low Volatility Portfolio | | | Voya Government Money Market Portfolio | | |||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | |
Dividends, net of foreign taxes withheld* | | | | $ | 4,099,162 | | | | | $ | 18,539,743 | | | | | $ | 106,162 | | |
Dividends from affiliated underlying funds | | | | | 583,052 | | | | | | — | | | | | | — | | |
Interest, net of foreign taxes withheld* | | | | | 2,862,050 | | | | | | — | | | | | | 8,824,533 | | |
Securities lending income, net | | | | | 102,231 | | | | | | 78,751 | | | | | | — | | |
Total investment income | | | | | 7,646,495 | | | | | | 18,618,494 | | | | | | 8,930,695 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 1,950,708 | | | | | | 3,116,297 | | | | | | 1,755,408 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | 59,692 | | | | | | — | | |
Class S | | | | | 5,758 | | | | | | 1,038,168 | | | | | | 130 | | |
Class S2 | | | | | — | | | | | | 929 | | | | | | — | | |
Class T | | | | | — | | | | | | 19,891 | | | | | | — | | |
Transfer agent fees: | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | 6,931 | | | | | | — | | |
Class I | | | | | 277,043 | | | | | | 75,406 | | | | | | 617,375 | | |
Class S | | | | | 1,972 | | | | | | 241,224 | | | | | | 65 | | |
Class S2 | | | | | — | | | | | | 135 | | | | | | — | | |
Class T | | | | | — | | | | | | 1,543 | | | | | | — | | |
Shareholder reporting expense | | | | | 27,740 | | | | | | 56,680 | | | | | | 28,185 | | |
Professional fees | | | | | 14,775 | | | | | | 21,865 | | | | | | 33,225 | | |
Custody and accounting expense | | | | | 119,945 | | | | | | 100,873 | | | | | | 42,775 | | |
Directors/ trustees fees | | | | | 8,128 | | | | | | 13,993 | | | | | | 12,536 | | |
Licensing fee (Note 7) | | | | | 22,207 | | | | | | — | | | | | | — | | |
Miscellaneous expense | | | | | 16,018 | | | | | | 27,025 | | | | | | 19,563 | | |
Interest expense | | | | | 447 | | | | | | 1,214 | | | | | | — | | |
Total expenses | | | | | 2,444,741 | | | | | | 4,781,866 | | | | | | 2,509,262 | | |
Waived and reimbursed fees | | | | | (188,000) | | | | | | (328,624) | | | | | | (725,189) | | |
Net expenses | | | | | 2,256,741 | | | | | | 4,453,242 | | | | | | 1,784,073 | | |
Net investment income | | | | | 5,389,754 | | | | | | 14,165,252 | | | | | | 7,146,622 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 2,081,161 | | | | | | 17,499,305 | | | | | | (128,610) | | |
Sale of affiliated underlying funds | | | | | 547,705 | | | | | | — | | | | | | — | | |
Capital gain distributions from affiliated underlying funds | | | | | 49,730 | | | | | | — | | | | | | — | | |
Forward foreign currency contracts | | | | | 18,168 | | | | | | — | | | | | | — | | |
Foreign currency related transactions | | | | | (18,263) | | | | | | (106,474) | | | | | | — | | |
Futures | | | | | (1,763,062) | | | | | | — | | | | | | — | | |
Swaps | | | | | 21,504 | | | | | | — | | | | | | — | | |
Written options | | | | | 173,658 | | | | | | — | | | | | | — | | |
Net realized gain (loss) | | | | | 1,110,601 | | | | | | 17,392,831 | | | | | | (128,610) | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | |
Investments | | | | | (68,542,224) | | | | | | (65,205,630) | | | | | | — | | |
Affiliated underlying funds | | | | | (3,284,426) | | | | | | — | | | | | | — | | |
Forward foreign currency contracts | | | | | 10,898 | | | | | | — | | | | | | — | | |
Foreign currency related transactions | | | | | (2,762) | | | | | | (73,692) | | | | | | — | | |
Futures | | | | | (12,055) | | | | | | — | | | | | | — | | |
Swaps | | | | | (93,911) | | | | | | — | | | | | | — | | |
Written options | | | | | (11,201) | | | | | | — | | | | | | — | | |
Net change in unrealized appreciation (depreciation) | | | | | (71,935,681) | | | | | | (65,279,322) | | | | | | — | | |
Net realized and unrealized loss | | | | | (70,825,080) | | | | | | (47,886,491) | | | | | | (128,610) | | |
Increase (decrease) in net assets resulting from operations | | | | $ | (65,435,326) | | | | | $ | (33,721,239) | | | | | $ | 7,018,012 | | |
* Foreign taxes withheld | | | | $ | 87,190 | | | | | $ | 758,439 | | | | | $ | — | | |
| | | Voya Growth and Income Portfolio | | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | |||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | |
Dividends, net of foreign taxes withheld* | | | | $ | 34,012,527 | | | | | $ | 132,048 | | | | | $ | 4,611,710 | | |
Dividends from affiliated underlying funds | | | | | — | | | | | | 29,780,189 | | | | | | — | | |
Interest | | | | | 3,047 | | | | | | 66,291,799 | | | | | | 1,911 | | |
Securities lending income, net | | | | | 90,221 | | | | | | 317,440 | | | | | | 31,652 | | |
Total investment income | | | | | 34,105,795 | | | | | | 96,521,476 | | | | | | 4,645,273 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 11,714,651 | | | | | | 13,594,385 | | | | | | 2,839,965 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 413,286 | | | | | | 1,162,364 | | | | | | 38,244 | | |
Class S | | | | | 90,631 | | | | | | 4,146,856 | | | | | | 164,391 | | |
Class S2 | | | | | 1,716 | | | | | | 43,062 | | | | | | — | | |
Transfer agent fees: | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 46,197 | | | | | | 114,750 | | | | | | 9,472 | | |
Class I | | | | | 1,025,001 | | | | | | 403,226 | | | | | | 341,062 | | |
Class R6 | | | | | — | | | | | | — | | | | | | 15 | | |
Class S | | | | | 20,244 | | | | | | 818,768 | | | | | | 81,058 | | |
Class S2 | | | | | 240 | | | | | | 5,315 | | | | | | — | | |
Shareholder reporting expense | | | | | 87,450 | | | | | | 92,530 | | | | | | 21,900 | | |
Registration fees | | | | | 7,197 | | | | | | — | | | | | | — | | |
Professional fees | | | | | 110,755 | | | | | | 129,175 | | | | | | 16,146 | | |
Custody and accounting expense | | | | | 199,430 | | | | | | 319,495 | | | | | | 52,275 | | |
Directors/ trustees fees | | | | | 48,811 | | | | | | 67,972 | | | | | | 8,912 | | |
Miscellaneous expense | | | | | 86,541 | | | | | | 97,107 | | | | | | 15,496 | | |
Interest expense | | | | | 46 | | | | | | 537 | | | | | | 8,011 | | |
Total expenses | | | | | 13,852,196 | | | | | | 20,995,542 | | | | | | 3,596,947 | | |
Waived and reimbursed fees | | | | | (530,270) | | | | | | (1,169,688) | | | | | | (253,776) | | |
Net expenses | | | | | 13,321,926 | | | | | | 19,825,854 | | | | | | 3,343,171 | | |
Net investment income | | | | | 20,783,869 | | | | | | 76,695,622 | | | | | | 1,302,102 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 201,867,652 | | | | | | (138,832,171) | | | | | | (28,856,002) | | |
Sale of affiliated underlying funds | | | | | — | | | | | | (37,341,758) | | | | | | — | | |
Capital gain distributions from affiliated underlying funds | | | | | — | | | | | | 1,138,817 | | | | | | — | | |
Forward foreign currency contracts | | | | | — | | | | | | 1,356,243 | | | | | | — | | |
Foreign currency related transactions | | | | | (23) | | | | | | (42,970) | | | | | | — | | |
Futures | | | | | — | | | | | | (44,548,871) | | | | | | — | | |
Swaps | | | | | — | | | | | | 6,290,924 | | | | | | — | | |
Written options | | | | | — | | | | | | 4,846,092 | | | | | | — | | |
Net realized gain (loss) | | | | | 201,867,629 | | | | | | (207,133,694) | | | | | | (28,856,002) | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | |
Investments | | | | | (548,775,324) | | | | | | (226,799,906) | | | | | | (45,707,875) | | |
Affiliated underlying funds | | | | | — | | | | | | (93,461,783) | | | | | | — | | |
Forward foreign currency contracts | | | | | — | | | | | | 673,238 | | | | | | — | | |
Foreign currency related transactions | | | | | 47 | | | | | | (232) | | | | | | (359) | | |
Futures | | | | | — | | | | | | (2,645,344) | | | | | | — | | |
Swaps | | | | | — | | | | | | (2,903,684) | | | | | | — | | |
Written options | | | | | — | | | | | | (438,633) | | | | | | — | | |
Net change in unrealized appreciation (depreciation) | | | | | (548,775,277) | | | | | | (325,576,344) | | | | | | (45,708,234) | | |
Net realized and unrealized loss | | | | | (346,907,648) | | | | | | (532,710,038) | | | | | | (74,564,236) | | |
Decrease in net assets resulting from operations | | | | $ | (326,123,779) | | | | | $ | (456,014,416) | | | | | $ | (73,262,134) | | |
* Foreign taxes withheld | | | | $ | 25,233 | | | | | $ | — | | | | | $ | 8,479 | | |
| | | Voya Balanced Portfolio | | | Voya Global High Dividend Low Volatility Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2022 | | | Year Ended December 31, 2021 | | | Year Ended December 31, 2022 | | | Year Ended December 31, 2021 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 5,389,754 | | | | | $ | 5,441,352 | | | | | $ | 14,165,252 | | | | | $ | 13,585,031 | | |
Net realized gain | | | | | 1,110,601 | | | | | | 41,888,430 | | | | | | 17,392,831 | | | | | | 69,632,081 | | |
Net change in unrealized appreciation (depreciation) | | | | | (71,935,681) | | | | | | 9,293,959 | | | | | | (65,279,322) | | | | | | 35,471,670 | | |
Increase (decrease) in net assets resulting from operations | | | | | (65,435,326) | | | | | | 56,623,741 | | | | | | (33,721,239) | | | | | | 118,688,782 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | — | | | | | | (667,337) | | | | | | (285,119) | | |
Class I | | | | | (45,747,982) | | | | | | (12,106,938) | | | | | | (7,870,245) | | | | | | (3,556,936) | | |
Class S | | | | | (318,826) | | | | | | (86,191) | | | | | | (24,164,362) | | | | | | (10,900,387) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (13,783) | | | | | | (7,066) | | |
Class T | | | | | — | | | | | | — | | | | | | (144,852) | | | | | | (54,811) | | |
Total distributions | | | | | (46,066,808) | | | | | | (12,193,129) | | | | | | (32,860,579) | | | | | | (14,804,319) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 2,963,207 | | | | | | 4,492,780 | | | | | | 8,589,904 | | | | | | 6,376,131 | | |
Reinvestment of distributions | | | | | 46,066,808 | | | | | | 12,193,129 | | | | | | 32,860,579 | | | | | | 14,804,319 | | |
| | | | | 49,030,015 | | | | | | 16,685,909 | | | | | | 41,450,483 | | | | | | 21,180,450 | | |
Cost of shares redeemed | | | | | (34,031,403) | | | | | | (46,277,136) | | | | | | (78,631,312) | | | | | | (100,005,477) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | 14,998,612 | | | | | | (29,591,227) | | | | | | (37,180,829) | | | | | | (78,825,027) | | |
Net increase (decrease) in net assets | | | | | (96,503,522) | | | | | | 14,839,385 | | | | | | (103,762,647) | | | | | | 25,059,436 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 388,461,696 | | | | | | 373,622,311 | | | | | | 636,454,215 | | | | | | 611,394,779 | | |
End of year or period | | | | $ | 291,958,174 | | | | | $ | 388,461,696 | | | | | $ | 532,691,568 | | | | | $ | 636,454,215 | | |
| | | Voya Government Money Market Portfolio | | | Voya Growth and Income Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2022 | | | Year Ended December 31, 2021 | | | Year Ended December 31, 2022 | | | Year Ended December 31, 2021 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 7,146,622 | | | | | $ | — | | | | | $ | 20,783,869 | | | | | $ | 22,836,362 | | |
Net realized gain (loss) | | | | | (128,610) | | | | | | 417,484 | | | | | | 201,867,629 | | | | | | 916,377,469 | | |
Net change in unrealized appreciation (depreciation) | | | | | — | | | | | | — | | | | | | (548,775,277) | | | | | | (126,586,298) | | |
Increase (decrease) in net assets resulting from operations | | | | | 7,018,012 | | | | | | 417,484 | | | | | | (326,123,779) | | | | | | 812,627,533 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | — | | | | | | (11,552,104) | | | | | | (62,613,808) | | |
Class I | | | | | (7,145,983) | | | | | | (435,973) | | | | | | (254,695,900) | | | | | | (868,148,958) | | |
Class S | | | | | (632) | | | | | | (47) | | | | | | (5,105,764) | | | | | | (29,792,606) | | |
Class S2 | | | | | — | | | | | | — | | | | | | (65,074) | | | | | | (203,108) | | |
Total distributions | | | | | (7,146,615) | | | | | | (436,020) | | | | | | (271,418,842) | | | | | | (960,758,480) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 129,987,093 | | | | | | 68,486,663 | | | | | | 11,156,359 | | | | | | 15,175,175 | | |
Reinvestment of distributions | | | | | 7,143,997 | | | | | | 436,020 | | | | | | 271,031,994 | | | | | | 959,988,028 | | |
| | | | | 137,131,090 | | | | | | 68,922,683 | | | | | | 282,188,353 | | | | | | 975,163,203 | | |
Cost of shares redeemed | | | | | (99,682,300) | | | | | | (153,042,558) | | | | | | (211,343,355) | | | | | | (1,780,801,713) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | 37,448,790 | | | | | | (84,119,875) | | | | | | 70,844,998 | | | | | | (805,638,510) | | |
Net increase (decrease) in net assets | | | | | 37,320,187 | | | | | | (84,138,411) | | | | | | (526,697,623) | | | | | | (953,769,457) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 485,857,063 | | | | | | 569,995,474 | | | | | | 2,278,043,951 | | | | | | 3,231,813,408 | | |
End of year or period | | | | $ | 523,177,250 | | | | | $ | 485,857,063 | | | | | $ | 1,751,346,328 | | | | | $ | 2,278,043,951 | | |
| | | Voya Intermediate Bond Portfolio | | | Voya Small Company Portfolio | | ||||||||||||||||||
| | | Year Ended December 31, 2022 | | | Year Ended December 31, 2021 | | | Year Ended December 31, 2022 | | | Year Ended December 31, 2021 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income (loss) | | | | $ | 76,695,622 | | | | | $ | 77,924,697 | | | | | $ | 1,302,102 | | | | | $ | (372,047) | | |
Net realized gain (loss) | | | | | (207,133,694) | | | | | | (5,450,459) | | | | | | (28,856,002) | | | | | | 102,106,764 | | |
Net change in unrealized appreciation (depreciation) | | | | | (325,576,344) | | | | | | (110,986,338) | | | | | | (45,708,234) | | | | | | (38,277,181) | | |
Increase (decrease) in net assets resulting from operations | | | | | (456,014,416) | | | | | | (38,512,100) | | | | | | (73,262,134) | | | | | | 63,457,536 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | (5,940,318) | | | | | | (5,686,785) | | | | | | (2,087,689) | | | | | | (34,073) | | |
Class I | | | | | (25,058,778) | | | | | | (25,046,665) | | | | | | (72,381,833) | | | | | | (1,965,800) | | |
Class R6 | | | | | — | | | | | | — | | | | | | (2,351,076) | | | | | | (82,239) | | |
Class S | | | | | (46,794,345) | | | | | | (44,109,528) | | | | | | (17,786,935) | | | | | | (342,592) | | |
Class S2 | | | | | (275,856) | | | | | | (363,231) | | | | | | — | | | | | | — | | |
Return of capital: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (1,774,823) | | | | | | — | | | | | | — | | |
Class I | | | | | — | | | | | | (6,113,408) | | | | | | — | | | | | | — | | |
Class S | | | | | — | | | | | | (12,119,576) | | | | | | — | | | | | | — | | |
Class S2 | | | | | — | | | | | | (106,570) | | | | | | — | | | | | | — | | |
Total distributions | | | | | (78,069,297) | | | | | | (95,320,586) | | | | | | (94,607,533) | | | | | | (2,424,704) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 66,605,167 | | | | | | 116,408,495 | | | | | | 9,445,343 | | | | | | 23,480,953 | | |
Reinvestment of distributions | | | | | 78,064,594 | | | | | | 95,313,861 | | | | | | 94,607,533 | | | | | | 2,424,704 | | |
| | | | | 144,669,761 | | | | | | 211,722,356 | | | | | | 104,052,876 | | | | | | 25,905,657 | | |
Cost of shares redeemed | | | | | (422,234,910) | | | | | | (427,308,214) | | | | | | (82,795,189) | | | | | | (84,200,830) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (277,565,149) | | | | | | (215,585,858) | | | | | | 21,257,687 | | | | | | (58,295,173) | | |
Net increase (decrease) in net assets | | | | | (811,648,862) | | | | | | (349,418,544) | | | | | | (146,611,980) | | | | | | 2,737,659 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 3,232,550,424 | | | | | | 3,581,968,968 | | | | | | 448,571,058 | | | | | | 445,833,399 | | |
End of year or period | | | | $ | 2,420,901,562 | | | | | $ | 3,232,550,424 | | | | | $ | 301,959,078 | | | | | $ | 448,571,058 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Balanced Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-22 | | | | | 18.43 | | | | | | 0.24• | | | | | | (3.36) | | | | | | (3.12) | | | | | | 0.28 | | | | | | 1.98 | | | | | | — | | | | | | 2.26 | | | | | | — | | | | | | 13.05 | | | | | | (17.24) | | | | | | 0.75 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 1.66 | | | | | | 289,995 | | | | | | 147 | | |
12-31-21 | | | | | 16.43 | | | | | | 0.25• | | | | | | 2.31 | | | | | | 2.56 | | | | | | 0.29 | | | | | | 0.27 | | | | | | — | | | | | | 0.56 | | | | | | — | | | | | | 18.43 | | | | | | 15.92 | | | | | | 0.74 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 1.42 | | | | | | 385,538 | | | | | | 101 | | |
12-31-20 | | | | | 15.71 | | | | | | 0.29 | | | | | | 1.22 | | | | | | 1.51 | | | | | | 0.36 | | | | | | 0.43 | | | | | | — | | | | | | 0.79 | | | | | | — | | | | | | 16.43 | | | | | | 10.85 | | | | | | 0.76 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 1.83 | | | | | | 370,828 | | | | | | 96 | | |
12-31-19 | | | | | 14.10 | | | | | | 0.33• | | | | | | 2.26 | | | | | | 2.59 | | | | | | 0.37 | | | | | | 0.61 | | | | | | — | | | | | | 0.98 | | | | | | — | | | | | | 15.71 | | | | | | 19.11 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 0.69 | | | | | | 2.23 | | | | | | 371,202 | | | | | | 113 | | |
12-31-18 | | | | | 16.69 | | | | | | 0.34• | | | | | | (1.37) | | | | | | (1.03) | | | | | | 0.36 | | | | | | 1.20 | | | | | | — | | | | | | 1.56 | | | | | | — | | | | | | 14.10 | | | | | | (6.83) | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 2.20 | | | | | | 347,788 | | | | | | 184 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-22 | | | | | 18.32 | | | | | | 0.20• | | | | | | (3.34) | | | | | | (3.14) | | | | | | 0.23 | | | | | | 1.98 | | | | | | — | | | | | | 2.21 | | | | | | — | | | | | | 12.97 | | | | | | (17.47) | | | | | | 1.00 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 1.40 | | | | | | 1,963 | | | | | | 147 | | |
12-31-21 | | | | | 16.34 | | | | | | 0.20• | | | | | | 2.31 | | | | | | 2.51 | | | | | | 0.26 | | | | | | 0.27 | | | | | | — | | | | | | 0.53 | | | | | | — | | | | | | 18.32 | | | | | | 15.62 | | | | | | 0.99 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 1.16 | | | | | | 2,924 | | | | | | 101 | | |
12-31-20 | | | | | 15.62 | | | | | | 0.23• | | | | | | 1.24 | | | | | | 1.47 | | | | | | 0.32 | | | | | | 0.43 | | | | | | — | | | | | | 0.75 | | | | | | — | | | | | | 16.34 | | | | | | 10.57 | | | | | | 1.01 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 1.59 | | | | | | 2,794 | | | | | | 96 | | |
12-31-19 | | | | | 14.02 | | | | | | 0.29• | | | | | | 2.25 | | | | | | 2.54 | | | | | | 0.33 | | | | | | 0.61 | | | | | | — | | | | | | 0.94 | | | | | | — | | | | | | 15.62 | | | | | | 18.80 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 0.94 | | | | | | 1.98 | | | | | | 2,511 | | | | | | 113 | | |
12-31-18 | | | | | 16.59 | | | | | | 0.30• | | | | | | (1.36) | | | | | | (1.06) | | | | | | 0.31 | | | | | | 1.20 | | | | | | — | | | | | | 1.51 | | | | | | — | | | | | | 14.02 | | | | | | (7.03) | | | | | | 0.92 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 1.94 | | | | | | 2,693 | | | | | | 184 | | |
Voya Global High Dividend Low Volatility Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-22 | | | | | 12.32 | | | | | | 0.25• | | | | | | (0.93) | | | | | | (0.68) | | | | | | 0.24 | | | | | | 0.39 | | | | | | — | | | | | | 0.63 | | | | | | — | | | | | | 11.01 | | | | | | (5.38) | | | | | | 1.15 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 2.23 | | | | | | 11,235 | | | | | | 68 | | |
12-31-21 | | | | | 10.46 | | | | | | 0.21• | | | | | | 1.89 | | | | | | 2.10 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 12.32 | | | | | | 20.23 | | | | | | 1.16 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 1.85 | | | | | | 13,886 | | | | | | 71 | | |
12-31-20 | | | | | 10.83 | | | | | | 0.18 | | | | | | (0.35) | | | | | | (0.17) | | | | | | 0.19 | | | | | | — | | | | | | 0.01 | | | | | | 0.20 | | | | | | — | | | | | | 10.46 | | | | | | (1.27) | | | | | | 1.16 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 1.86 | | | | | | 13,684 | | | | | | 72 | | |
12-31-19 | | | | | 9.63 | | | | | | 0.25 | | | | | | 1.71 | | | | | | 1.96 | | | | | | 0.24 | | | | | | 0.52 | | | | | | — | | | | | | 0.76 | | | | | | — | | | | | | 10.83 | | | | | | 21.06 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 2.43 | | | | | | 15,665 | | | | | | 63 | | |
12-31-18 | | | | | 11.02 | | | | | | 0.23• | | | | | | (1.21) | | | | | | (0.98) | | | | | | 0.40 | | | | | | 0.01 | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 9.63 | | | | | | (9.26)(a) | | | | | | 1.12 | | | | | | 1.11 | | | | | | 1.11 | | | | | | 2.12 | | | | | | 15,225 | | | | | | 147 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-22 | | | | | 12.30 | | | | | | 0.30• | | | | | | (0.92) | | | | | | (0.62) | | | | | | 0.30 | | | | | | 0.39 | | | | | | — | | | | | | 0.69 | | | | | | — | | | | | | 10.99 | | | | | | (4.90) | | | | | | 0.65 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 2.73 | | | | | | 125,985 | | | | | | 68 | | |
12-31-21 | | | | | 10.44 | | | | | | 0.27• | | | | | | 1.89 | | | | | | 2.16 | | | | | | 0.30 | | | | | | — | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 12.30 | | | | | | 20.87 | | | | | | 0.66 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 2.35 | | | | | | 144,785 | | | | | | 71 | | |
12-31-20 | | | | | 10.82 | | | | | | 0.23 | | | | | | (0.36) | | | | | | (0.13) | | | | | | 0.24 | | | | | | — | | | | | | 0.01 | | | | | | 0.25 | | | | | | — | | | | | | 10.44 | | | | | | (0.83) | | | | | | 0.66 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 2.36 | | | | | | 129,379 | | | | | | 72 | | |
12-31-19 | | | | | 9.62 | | | | | | 0.30 | | | | | | 1.71 | | | | | | 2.01 | | | | | | 0.29 | | | | | | 0.52 | | | | | | — | | | | | | 0.81 | | | | | | — | | | | | | 10.82 | | | | | | 21.68 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 2.92 | | | | | | 149,439 | | | | | | 63 | | |
12-31-18 | | | | | 11.13 | | | | | | 0.29• | | | | | | (1.22) | | | | | | (0.93) | | | | | | 0.57 | | | | | | 0.01 | | | | | | — | | | | | | 0.58 | | | | | | — | | | | | | 9.62 | | | | | | (8.85)(a) | | | | | | 0.62 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 2.63 | | | | | | 132,480 | | | | | | 147 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-22 | | | | | 12.36 | | | | | | 0.28• | | | | | | (0.93) | | | | | | (0.65) | | | | | | 0.27 | | | | | | 0.39 | | | | | | — | | | | | | 0.66 | | | | | | — | | | | | | 11.05 | | | | | | (5.11) | | | | | | 0.90 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 2.48 | | | | | | 392,545 | | | | | | 68 | | |
12-31-21 | | | | | 10.49 | | | | | | 0.24• | | | | | | 1.90 | | | | | | 2.14 | | | | | | 0.27 | | | | | | — | | | | | | — | | | | | | 0.27 | | | | | | — | | | | | | 12.36 | | | | | | 20.56 | | | | | | 0.91 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 2.10 | | | | | | 474,598 | | | | | | 71 | | |
12-31-20 | | | | | 10.87 | | | | | | 0.21 | | | | | | (0.37) | | | | | | (0.16) | | | | | | 0.21 | | | | | | — | | | | | | 0.01 | | | | | | 0.22 | | | | | | — | | | | | | 10.49 | | | | | | (1.09) | | | | | | 0.91 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 2.11 | | | | | | 465,405 | | | | | | 72 | | |
12-31-19 | | | | | 9.66 | | | | | | 0.27 | | | | | | 1.73 | | | | | | 2.00 | | | | | | 0.27 | | | | | | 0.52 | | | | | | — | | | | | | 0.79 | | | | | | — | | | | | | 10.87 | | | | | | 21.41 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 2.62 | | | | | | 542,303 | | | | | | 63 | | |
12-31-18 | | | | | 11.12 | | | | | | 0.26• | | | | | | (1.23) | | | | | | (0.97) | | | | | | 0.48 | | | | | | 0.01 | | | | | | — | | | | | | 0.49 | | | | | | — | | | | | | 9.66 | | | | | | (9.11)(a) | | | | | | 0.87 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 2.37 | | | | | | 375,359 | | | | | | 147 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-22 | | | | | 12.20 | | | | | | 0.26• | | | | | | (0.93) | | | | | | (0.67) | | | | | | 0.25 | | | | | | 0.39 | | | | | | — | | | | | | 0.64 | | | | | | — | | | | | | 10.89 | | | | | | (5.33) | | | | | | 1.05 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 2.34 | | | | | | 223 | | | | | | 68 | | |
12-31-21 | | | | | 10.35 | | | | | | 0.22• | | | | | | 1.88 | | | | | | 2.10 | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 12.20 | | | | | | 20.46 | | | | | | 1.06 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 1.92 | | | | | | 265 | | | | | | 71 | | |
12-31-20 | | | | | 10.73 | | | | | | 0.19 | | | | | | (0.36) | | | | | | (0.17) | | | | | | 0.20 | | | | | | — | | | | | | 0.01 | | | | | | 0.21 | | | | | | — | | | | | | 10.35 | | | | | | (1.25) | | | | | | 1.06 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 1.95 | | | | | | 354 | | | | | | 72 | | |
12-31-19 | | | | | 9.54 | | | | | | 0.26• | | | | | | 1.70 | | | | | | 1.96 | | | | | | 0.25 | | | | | | 0.52 | | | | | | — | | | | | | 0.77 | | | | | | — | | | | | | 10.73 | | | | | | 21.26 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 2.59 | | | | | | 332 | | | | | | 63 | | |
12-31-18 | | | | | 10.95 | | | | | | 0.23• | | | | | | (1.20) | | | | | | (0.97) | | | | | | 0.43 | | | | | | 0.01 | | | | | | — | | | | | | 0.44 | | | | | | — | | | | | | 9.54 | | | | | | (9.27)(a) | | | | | | 1.02 | | | | | | 1.01 | | | | | | 1.01 | | | | | | 2.17 | | | | | | 273 | | | | | | 147 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Global High Dividend Low Volatility Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-22 | | | | | 12.34 | | | | | | 0.24• | | | | | | (0.94) | | | | | | (0.70) | | | | | | 0.23 | | | | | | 0.39 | | | | | | — | | | | | | 0.62 | | | | | | — | | | | | | 11.02 | | | | | | (5.54) | | | | | | 1.40 | | | | | | 1.20 | | | | | | 1.20 | | | | | | 2.14 | | | | | | 2,703 | | | | | | 68 | | |
12-31-21 | | | | | 10.47 | | | | | | 0.20• | | | | | | 1.90 | | | | | | 2.10 | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 12.34 | | | | | | 20.19 | | | | | | 1.41 | | | | | | 1.20 | | | | | | 1.20 | | | | | | 1.75 | | | | | | 2,920 | | | | | | 71 | | |
12-31-20 | | | | | 10.85 | | | | | | 0.18 | | | | | | (0.37) | | | | | | (0.19) | | | | | | 0.18 | | | | | | — | | | | | | 0.01 | | | | | | 0.19 | | | | | | — | | | | | | 10.47 | | | | | | (1.48) | | | | | | 1.41 | | | | | | 1.20 | | | | | | 1.20 | | | | | | 1.74 | | | | | | 2,573 | | | | | | 72 | | |
12-31-19 | | | | | 9.59 | | | | | | 0.26• | | | | | | 1.69 | | | | | | 1.95 | | | | | | 0.17 | | | | | | 0.52 | | | | | | — | | | | | | 0.69 | | | | | | — | | | | | | 10.85 | | | | | | 21.05 | | | | | | 1.35 | | | | | | 1.20 | | | | | | 1.20 | | | | | | 2.56 | | | | | | 3,232 | | | | | | 63 | | |
12-31-18 | | | | | 10.96 | | | | | | 0.22• | | | | | | (1.21) | | | | | | (0.99) | | | | | | 0.37 | | | | | | 0.01 | | | | | | — | | | | | | 0.38 | | | | | | — | | | | | | 9.59 | | | | | | (9.41)(a) | | | | | | 1.37 | | | | | | 1.21 | | | | | | 1.21 | | | | | | 2.03 | | | | | | 31,833 | | | | | | 147 | | |
Voya Government Money Market Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-22 | | | | | 1.00 | | | | | | 0.01• | | | | | | 0.00* | | | | | | 0.01 | | | | | | 0.01 | | | | | | — | | | | | | — | | | | | | 0.01 | | | | | | — | | | | | | 1.00 | | | | | | 1.39 | | | | | | 0.50 | | | | | | 0.35 | | | | | | 0.35 | | | | | | 1.43 | | | | | | 523,130 | | | | | | — | | |
12-31-21 | | | | | 1.00 | | | | | | —• | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.09 | | | | | | 0.50 | | | | | | 0.05 | | | | | | 0.05 | | | | | | 0.00 | | | | | | 485,800 | | | | | | — | | |
12-31-20 | | | | | 1.00 | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.29 | | | | | | 0.51 | | | | | | 0.17 | | | | | | 0.17 | | | | | | 0.20 | | | | | | 569,945 | | | | | | — | | |
12-31-19 | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.00* | | | | | | 0.02 | | | | | | 0.02 | | | | | | 0.00* | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 1.00 | | | | | | 1.96 | | | | | | 0.39 | | | | | | 0.34 | | | | | | 0.34 | | | | | | 1.86 | | | | | | 469,271 | | | | | | — | | |
12-31-18 | | | | | 1.00 | | | | | | 0.02 | | | | | | 0.00* | | | | | | 0.02 | | | | | | 0.02 | | | | | | 0.00* | | | | | | — | | | | | | 0.02 | | | | | | — | | | | | | 1.00 | | | | | | 1.56 | | | | | | 0.39 | | | | | | 0.34 | | | | | | 0.34 | | | | | | 1.54 | | | | | | 463,191 | | | | | | — | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-22 | | | | | 1.00 | | | | | | 0.01• | | | | | | 0.00* | | | | | | 0.01 | | | | | | 0.01 | | | | | | — | | | | | | — | | | | | | 0.01 | | | | | | — | | | | | | 1.00 | | | | | | 1.31 | | | | | | 0.75 | | | | | | 0.35 | | | | | | 0.35 | | | | | | 1.28 | | | | | | 47 | | | | | | — | | |
12-31-21 | | | | | 1.00 | | | | | | —• | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.09 | | | | | | 0.75 | | | | | | 0.05 | | | | | | 0.05 | | | | | | 0.00 | | | | | | 57 | | | | | | — | | |
12-31-20 | | | | | 1.00 | | | | | | — | | | | | | 0.00* | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 0.00* | | | | | | — | | | | | | 1.00 | | | | | | 0.04 | | | | | | 0.76 | | | | | | 0.17 | | | | | | 0.17 | | | | | | 0.00 | | | | | | 51 | | | | | | — | | |
06-30-18(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 | | | | | | — | | |
Voya Growth and Income Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-22 | | | | | 22.50 | | | | | | 0.13• | | | | | | (3.55) | | | | | | (3.42) | | | | | | 0.14 | | | | | | 2.73 | | | | | | — | | | | | | 2.87 | | | | | | — | | | | | | 16.21 | | | | | | (15.08) | | | | | | 1.18 | | | | | | 1.11 | | | | | | 1.11 | | | | | | 0.64 | | | | | | 73,784 | | | | | | 56 | | |
12-31-21 | | | | | 29.29 | | | | | | 0.13• | | | | | | 8.14 | | | | | | 8.27 | | | | | | 0.19 | | | | | | 14.87 | | | | | | — | | | | | | 15.06 | | | | | | — | | | | | | 22.50 | | | | | �� | 28.41 | | | | | | 1.16 | | | | | | 1.06 | | | | | | 1.06 | | | | | | 0.39 | | | | | | 97,015 | | | | | | 65 | | |
12-31-20 | | | | | 27.93 | | | | | | 0.26 | | | | | | 4.22 | | | | | | 4.48 | | | | | | 0.26 | | | | | | 2.86 | | | | | | — | | | | | | 3.12 | | | | | | — | | | | | | 29.29 | | | | | | 16.74 | | | | | | 1.17 | | | | | | 1.07 | | | | | | 1.07 | | | | | | 0.90 | | | | | | 903,118 | | | | | | 92 | | |
12-31-19 | | | | | 24.42 | | | | | | 0.35 | | | | | | 6.42 | | | | | | 6.77 | | | | | | 0.35 | | | | | | 2.91 | | | | | | — | | | | | | 3.26 | | | | | | — | | | | | | 27.93 | | | | | | 28.29 | | | | | | 1.13 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 1.17 | | | | | | 896,424 | | | | | | 69 | | |
12-31-18 | | | | | 28.94 | | | | | | 0.37• | | | | | | (1.75) | | | | | | (1.38) | | | | | | 0.39 | | | | | | 2.75 | | | | | | — | | | | | | 3.14 | | | | | | — | | | | | | 24.42 | | | | | | (4.88) | | | | | | 1.13 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 1.29 | | | | | | 824,943 | | | | | | 84 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-22 | | | | | 23.30 | | | | | | 0.22• | | | | | | (3.68) | | | | | | (3.46) | | | | | | 0.23 | | | | | | 2.73 | | | | | | — | | | | | | 2.96 | | | | | | — | | | | | | 16.88 | | | | | | (14.71) | | | | | | 0.68 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 1.09 | | | | | | 1,644,921 | | | | | | 56 | | |
12-31-21 | | | | | 29.90 | | | | | | 0.29• | | | | | | 8.33 | | | | | | 8.62 | | | | | | 0.35 | | | | | | 14.87 | | | | | | — | | | | | | 15.22 | | | | | | — | | | | | | 23.30 | | | | | | 29.00 | | | | | | 0.66 | | | | | | 0.61 | | | | | | 0.61 | | | | | | 0.85 | | | | | | 2,137,930 | | | | | | 65 | | |
12-31-20 | | | | | 28.44 | | | | | | 0.39 | | | | | | 4.32 | | | | | | 4.71 | | | | | | 0.39 | | | | | | 2.86 | | | | | | — | | | | | | 3.25 | | | | | | — | | | | | | 29.90 | | | | | | 17.26 | | | | | | 0.67 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 1.35 | | | | | | 1,845,796 | | | | | | 92 | | |
12-31-19 | | | | | 24.81 | | | | | | 0.48 | | | | | | 6.54 | | | | | | 7.02 | | | | | | 0.48 | | | | | | 2.91 | | | | | | — | | | | | | 3.39 | | | | | | — | | | | | | 28.44 | | | | | | 28.88 | | | | | | 0.63 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.62 | | | | | | 1,798,927 | | | | | | 69 | | |
12-31-18 | | | | | 29.37 | | | | | | 0.51• | | | | | | (1.79) | | | | | | (1.28) | | | | | | 0.53 | | | | | | 2.75 | | | | | | — | | | | | | 3.28 | | | | | | — | | | | | | 24.81 | | | | | | (4.46) | | | | | | 0.63 | | | | | | 0.58 | | | | | | 0.58 | | | | | | 1.74 | | | | | | 1,602,432 | | | | | | 84 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-22 | | | | | 22.54 | | | | | | 0.17• | | | | | | (3.57) | | | | | | (3.40) | | | | | | 0.18 | | | | | | 2.73 | | | | | | — | | | | | | 2.91 | | | | | | — | | | | | | 16.23 | | | | | | (14.96) | | | | | | 0.93 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 0.84 | | | | | | 32,229 | | | | | | 56 | | |
12-31-21 | | | | | 29.32 | | | | | | 0.20• | | | | | | 8.16 | | | | | | 8.36 | | | | | | 0.27 | | | | | | 14.87 | | | | | | — | | | | | | 15.14 | | | | | | — | | | | | | 22.54 | | | | | | 28.72 | | | | | | 0.91 | | | | | | 0.86 | | | | | | 0.86 | | | | | | 0.59 | | | | | | 42,612 | | | | | | 65 | | |
12-31-20 | | | | | 27.96 | | | | | | 0.32 | | | | | | 4.22 | | | | | | 4.54 | | | | | | 0.32 | | | | | | 2.86 | | | | | | — | | | | | | 3.18 | | | | | | — | | | | | | 29.32 | | | | | | 16.93 | | | | | | 0.92 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 1.10 | | | | | | 482,532 | | | | | | 92 | | |
12-31-19 | | | | | 24.44 | | | | | | 0.41 | | | | | | 6.42 | | | | | | 6.83 | | | | | | 0.40 | | | | | | 2.91 | | | | | | — | | | | | | 3.31 | | | | | | — | | | | | | 27.96 | | | | | | 28.55 | | | | | | 0.88 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 1.37 | | | | | | 479,676 | | | | | | 69 | | |
12-31-18 | | | | | 28.97 | | | | | | 0.43• | | | | | | (1.76) | | | | | | (1.33) | | | | | | 0.45 | | | | | | 2.75 | | | | | | — | | | | | | 3.20 | | | | | | — | | | | | | 24.44 | | | | | | (4.69) | | | | | | 0.88 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 1.49 | | | | | | 451,557 | | | | | | 84 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Growth and Income Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-22 | | | | | 21.97 | | | | | | 0.13• | | | | | | (3.47) | | | | | | (3.34) | | | | | | 0.16 | | | | | | 2.73 | | | | | | — | | | | | | 2.89 | | | | | | — | | | | | | 15.74 | | | | | | (15.08) | | | | | | 1.08 | | | | | | 1.06 | | | | | | 1.06 | | | | | | 0.69 | | | | | | 413 | | | | | | 56 | | |
12-31-21 | | | | | 28.88 | | | | | | 0.15• | | | | | | 8.03 | | | | | | 8.18 | | | | | | 0.22 | | | | | | 14.87 | | | | | | — | | | | | | 15.09 | | | | | | — | | | | | | 21.97 | | | | | | 28.52 | | | | | | 1.06 | | | | | | 1.01 | | | | | | 1.01 | | | | | | 0.46 | | | | | | 488 | | | | | | 65 | | |
12-31-20 | | | | | 27.59 | | | | | | 0.25• | | | | | | 4.19 | | | | | | 4.44 | | | | | | 0.29 | | | | | | 2.86 | | | | | | — | | | | | | 3.15 | | | | | | — | | | | | | 28.88 | | | | | | 16.81 | | | | | | 1.07 | | | | | | 1.02 | | | | | | 1.02 | | | | | | 0.95 | | | | | | 367 | | | | | | 92 | | |
12-31-19 | | | | | 24.13 | | | | | | 0.47 | | | | | | 6.22 | | | | | | 6.69 | | | | | | 0.32 | | | | | | 2.91 | | | | | | — | | | | | | 3.23 | | | | | | — | | | | | | 27.59 | | | | | | 28.33 | | | | | | 1.03 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 1.23 | | | | | | 294 | | | | | | 69 | | |
12-31-18 | | | | | 28.65 | | | | | | 0.38• | | | | | | (1.73) | | | | | | (1.35) | | | | | | 0.42 | | | | | | 2.75 | | | | | | — | | | | | | 3.17 | | | | | | — | | | | | | 24.13 | | | | | | (4.82) | | | | | | 1.03 | | | | | | 0.98 | | | | | | 0.98 | | | | | | 1.34 | | | | | | 407 | | | | | | 84 | | |
Voya Intermediate Bond Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-22 | | | | | 12.68 | | | | | | 0.28• | | | | | | (2.16) | | | | | | (1.88) | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 10.51 | | | | | | (14.90) | | | | | | 1.08 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 2.51 | | | | | | 203,733 | | | | | | 246 | | |
12-31-21 | | | | | 13.19 | | | | | | 0.26• | | | | | | (0.44) | | | | | | (0.18) | | | | | | 0.25 | | | | | | 0.00* | | | | | | 0.08 | | | | | | 0.33 | | | | | | — | | | | | | 12.68 | | | | | | (1.42) | | | | | | 1.07 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 2.01 | | | | | | 284,547 | | | | | | 139 | | |
12-31-20 | | | | | 12.94 | | | | | | 0.32 | | | | | | 0.61 | | | | | | 0.93 | | | | | | 0.38 | | | | | | 0.30 | | | | | | — | | | | | | 0.68 | | | | | | — | | | | | | 13.19 | | | | | | 7.32 | | | | | | 1.08 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 2.40 | | | | | | 312,654 | | | | | | 99 | | |
12-31-19 | | | | | 12.20 | | | | | | 0.37 | | | | | | 0.76 | | | | | | 1.13 | | | | | | 0.37 | | | | | | 0.02 | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 12.94 | | | | | | 9.29 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 2.88 | | | | | | 291,207 | | | | | | 149 | | |
12-31-18 | | | | | 12.73 | | | | | | 0.36 | | | | | | (0.50) | | | | | | (0.14) | | | | | | 0.39 | | | | | | — | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 12.20 | | | | | | (1.08) | | | | | | 1.03 | | | | | | 1.03 | | | | | | 1.03 | | | | | | 2.95 | | | | | | 265,204 | | | | | | 193 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-22 | | | | | 12.82 | | | | | | 0.34• | | | | | | (2.18) | | | | | | (1.84) | | | | | | 0.35 | | | | | | — | | | | | | — | | | | | | 0.35 | | | | | | — | | | | | | 10.63 | | | | | | (14.44) | | | | | | 0.58 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 3.02 | | | | | | 727,981 | | | | | | 246 | | |
12-31-21 | | | | | 13.33 | | | | | | 0.33• | | | | | | (0.45) | | | | | | (0.12) | | | | | | 0.31 | | | | | | 0.00* | | | | | | 0.08 | | | | | | 0.39 | | | | | | — | | | | | | 12.82 | | | | | | (0.88) | | | | | | 0.57 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 2.51 | | | | | | 976,144 | | | | | | 139 | | |
12-31-20 | | | | | 13.08 | | | | | | 0.39 | | | | | | 0.61 | | | | | | 1.00 | | | | | | 0.45 | | | | | | 0.30 | | | | | | — | | | | | | 0.75 | | | | | | — | | | | | | 13.33 | | | | | | 7.81 | | | | | | 0.58 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 2.89 | | | | | | 1,108,593 | | | | | | 99 | | |
12-31-19 | | | | | 12.33 | | | | | | 0.44 | | | | | | 0.77 | | | | | | 1.21 | | | | | | 0.44 | | | | | | 0.02 | | | | | | — | | | | | | 0.46 | | | | | | — | | | | | | 13.08 | | | | | | 9.85 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 3.38 | | | | | | 1,023,645 | | | | | | 149 | | |
12-31-18 | | | | | 12.86 | | | | | | 0.43 | | | | | | (0.50) | | | | | | (0.07) | | | | | | 0.46 | | | | | | — | | | | | | — | | | | | | 0.46 | | | | | | — | | | | | | 12.33 | | | | | | (0.54) | | | | | | 0.53 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 3.45 | | | | | | 986,608 | | | | | | 193 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-22 | | | | | 12.74 | | | | | | 0.31• | | | | | | (2.17) | | | | | | (1.86) | | | | | | 0.32 | | | | | | — | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 10.56 | | | | | | (14.68) | | | | | | 0.83 | | | | | | 0.78 | | | | | | 0.78 | | | | | | 2.77 | | | | | | 1,481,569 | | | | | | 246 | | |
12-31-21 | | | | | 13.24 | | | | | | 0.29• | | | | | | (0.43) | | | | | | (0.14) | | | | | | 0.28 | | | | | | 0.00* | | | | | | 0.08 | | | | | | 0.36 | | | | | | — | | | | | | 12.74 | | | | | | (1.07) | | | | | | 0.82 | | | | | | 0.78 | | | | | | 0.78 | | | | | | 2.26 | | | | | | 1,956,289 | | | | | | 139 | | |
12-31-20 | | | | | 12.99 | | | | | | 0.35 | | | | | | 0.62 | | | | | | 0.97 | | | | | | 0.42 | | | | | | 0.30 | | | | | | — | | | | | | 0.72 | | | | | | — | | | | | | 13.24 | | | | | | 7.57 | | | | | | 0.83 | | | | | | 0.78 | | | | | | 0.78 | | | | | | 2.65 | | | | | | 2,139,406 | | | | | | 99 | | |
12-31-19 | | | | | 12.25 | | | | | | 0.40 | | | | | | 0.76 | | | | | | 1.16 | | | | | | 0.40 | | | | | | 0.02 | | | | | | — | | | | | | 0.42 | | | | | | — | | | | | | 12.99 | | | | | | 9.54 | | | | | | 0.78 | | | | | | 0.78 | | | | | | 0.78 | | | | | | 3.13 | | | | | | 2,198,827 | | | | | | 149 | | |
12-31-18 | | | | | 12.78 | | | | | | 0.40 | | | | | | (0.51) | | | | | | (0.11) | | | | | | 0.42 | | | | | | — | | | | | | — | | | | | | 0.42 | | | | | | — | | | | | | 12.25 | | | | | | (0.82) | | | | | | 0.78 | | | | | | 0.78 | | | | | | 0.78 | | | | | | 3.20 | | | | | | 2,255,122 | | | | | | 193 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-22 | | | | | 12.69 | | | | | | 0.29• | | | | | | (2.17) | | | | | | (1.88) | | | | | | 0.30 | | | | | | — | | | | | | — | | | | | | 0.30 | | | | | | — | | | | | | 10.51 | | | | | | (14.88) | | | | | | 0.98 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 2.56 | | | | | | 7,618 | | | | | | 246 | | |
12-31-21 | | | | | 13.19 | | | | | | 0.27• | | | | | | (0.43) | | | | | | (0.16) | | | | | | 0.26 | | | | | | 0.00* | | | | | | 0.08 | | | | | | 0.34 | | | | | | — | | | | | | 12.69 | | | | | | (1.24) | | | | | | 0.97 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 2.11 | | | | | | 15,571 | | | | | | 139 | | |
12-31-20 | | | | | 12.94 | | | | | | 0.33 | | | | | | 0.62 | | | | | | 0.95 | | | | | | 0.40 | | | | | | 0.30 | | | | | | — | | | | | | 0.70 | | | | | | — | | | | | | 13.19 | | | | | | 7.42 | | | | | | 0.98 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 2.50 | | | | | | 21,316 | | | | | | 99 | | |
12-31-19 | | | | | 12.20 | | | | | | 0.38 | | | | | | 0.76 | | | | | | 1.14 | | | | | | 0.38 | | | | | | 0.02 | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 12.94 | | | | | | 9.40 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 2.99 | | | | | | 21,401 | | | | | | 149 | | |
12-31-18 | | | | | 12.73 | | | | | | 0.38 | | | | | | (0.51) | | | | | | (0.13) | | | | | | 0.40 | | | | | | — | | | | | | — | | | | | | 0.40 | | | | | | — | | | | | | 12.20 | | | | | | (0.98) | | | | | | 0.93 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 3.05 | | | | | | 22,040 | | | | | | 193 | | |
Voya Small Company Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-22 | | | | | 19.74 | | | | | | (0.01)• | | | | | | (3.40) | | | | | | (3.41) | | | | | | — | | | | | | 4.77 | | | | | | — | | | | | | 4.77 | | | | | | — | | | | | | 11.56 | | | | | | (17.04) | | | | | | 1.46 | | | | | | 1.38 | | | | | | 1.38 | | | | | | (0.05) | | | | | | 7,493 | | | | | | 209 | | |
12-31-21 | | | | | 17.36 | | | | | | (0.10)• | | | | | | 2.56 | | | | | | 2.46 | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 19.74 | | | | | | 14.19 | | | | | | 1.49 | | | | | | 1.40 | | | | | | 1.40 | | | | | | (0.52) | | | | | | 8,826 | | | | | | 129 | | |
12-31-20 | | | | | 15.91 | | | | | | (0.04) | | | | | | 1.77 | | | | | | 1.73 | | | | | | 0.01 | | | | | | 0.27 | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 17.36 | | | | | | 11.73 | | | | | | 1.52 | | | | | | 1.40 | | | | | | 1.40 | | | | | | (0.31) | | | | | | 6,851 | | | | | | 134 | | |
12-31-19 | | | | | 14.86 | | | | | | (0.01) | | | | | | 3.55 | | | | | | 3.54 | | | | | | 0.00* | | | | | | 2.49 | | | | | | — | | | | | | 2.49 | | | | | | — | | | | | | 15.91 | | | | | | 25.56 | | | | | | 1.39 | | | | | | 1.39 | | | | | | 1.39 | | | | | | (0.06) | | | | | | 7,227 | | | | | | 125 | | |
12-31-18 | | | | | 20.95 | | | | | | (0.04) | | | | | | (2.76) | | | | | | (2.80) | | | | | | 0.02 | | | | | | 3.27 | | | | | | — | | | | | | 3.29 | | | | | | — | | | | | | 14.86 | | | | | | (16.22) | | | | | | 1.39 | | | | | | 1.39 | | | | | | 1.39 | | | | | | (0.18) | | | | | | 6,342 | | | | | | 96 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | | | | | | | | | | | | | | | | | | | | | | Ratios to average net assets | | | Supplemental Data | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expenses net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Small Company Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-22 | | | | | 21.22 | | | | | | 0.06• | | | | | | (3.66) | | | | | | (3.60) | | | | | | — | | | | | | 4.77 | | | | | | — | | | | | | 4.77 | | | | | | — | | | | | | 12.85 | | | | | | (16.68) | | | | | | 0.96 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.42 | | | | | | 226,999 | | | | | | 209 | | |
12-31-21 | | | | | 18.59 | | | | | | (0.01)• | | | | | | 2.75 | | | | | | 2.74 | | | | | | 0.03 | | | | | | 0.08 | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 21.22 | | | | | | 14.76 | | | | | | 0.99 | | | | | | 0.90 | | | | | | 0.90 | | | | | | (0.03) | | | | | | 344,506 | | | | | | 129 | | |
12-31-20 | | | | | 17.04 | | | | | | 0.05 | | | | | | 1.86 | | | | | | 1.91 | | | | | | 0.09 | | | | | | 0.27 | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 18.59 | | | | | | 12.28 | | | | | | 1.02 | | | | | | 0.90 | | | | | | 0.90 | | | | | | 0.19 | | | | | | 347,004 | | | | | | 134 | | |
12-31-19 | | | | | 15.75 | | | | | | 0.07• | | | | | | 3.78 | | | | | | 3.85 | | | | | | 0.07 | | | | | | 2.49 | | | | | | — | | | | | | 2.56 | | | | | | — | | | | | | 17.04 | | | | | | 26.21 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.44 | | | | | | 427,877 | | | | | | 125 | | |
12-31-18 | | | | | 22.01 | | | | | | 0.06• | | | | | | (2.94) | | | | | | (2.88) | | | | | | 0.11 | | | | | | 3.27 | | | | | | — | | | | | | 3.38 | | | | | | — | | | | | | 15.75 | | | | | | (15.84) | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.31 | | | | | | 435,019 | | | | | | 96 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-22 | | | | | 21.23 | | | | | | 0.07• | | | | | | (3.66) | | | | | | (3.59) | | | | | | — | | | | | | 4.77 | | | | | | — | | | | | | 4.77 | | | | | | — | | | | | | 12.87 | | | | | | (16.62) | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.83 | | | | | | 0.45 | | | | | | 8,465 | | | | | | 209 | | |
12-31-21 | | | | | 18.60 | | | | | | (0.00)*• | | | | | | 2.74 | | | | | | 2.74 | | | | | | 0.03 | | | | | | 0.08 | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 21.23 | | | | | | 14.77 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 0.87 | | | | | | (0.00)* | | | | | | 14,790 | | | | | | 129 | | |
12-31-20 | | | | | 17.04 | | | | | | 0.03 | | | | | | 1.89 | | | | | | 1.92 | | | | | | 0.09 | | | | | | 0.27 | | | | | | — | | | | | | 0.36 | | | | | | — | | | | | | 18.60 | | | | | | 12.34 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.25 | | | | | | 11,466 | | | | | | 134 | | |
12-31-19 | | | | | 15.75 | | | | | | 0.09• | | | | | | 3.76 | | | | | | 3.85 | | | | | | 0.07 | | | | | | 2.49 | | | | | | — | | | | | | 2.56 | | | | | | — | | | | | | 17.04 | | | | | | 26.20 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.44 | | | | | | 5,665 | | | | | | 125 | | |
12-31-18 | | | | | 22.01 | | | | | | 0.06 | | | | | | (2.94) | | | | | | (2.88) | | | | | | 0.11 | | | | | | 3.27 | | | | | | — | | | | | | 3.38 | | | | | | — | | | | | | 15.75 | | | | | | (15.85) | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.33 | | | | | | 6,115 | | | | | | 96 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12-31-22 | | | | | 20.51 | | | | | | 0.03• | | | | | | (3.54) | | | | | | (3.51) | | | | | | — | | | | | | 4.77 | | | | | | — | | | | | | 4.77 | | | | | | — | | | | | | 12.23 | | | | | | (16.86) | | | | | | 1.21 | | | | | | 1.13 | | | | | | 1.13 | | | | | | 0.18 | | | | | | 59,003 | | | | | | 209 | | |
12-31-21 | | | | | 17.99 | | | | | | (0.06)• | | | | | | 2.66 | | | | | | 2.60 | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 20.51 | | | | | | 14.47 | | | | | | 1.24 | | | | | | 1.15 | | | | | | 1.15 | | | | | | (0.28) | | | | | | 80,449 | | | | | | 129 | | |
12-31-20 | | | | | 16.48 | | | | | | (0.00)* | | | | | | 1.83 | | | | | | 1.83 | | | | | | 0.05 | | | | | | 0.27 | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 17.99 | | | | | | 12.04 | | | | | | 1.27 | | | | | | 1.15 | | | | | | 1.15 | | | | | | (0.06) | | | | | | 80,512 | | | | | | 134 | | |
12-31-19 | | | | | 15.30 | | | | | | 0.03 | | | | | | 3.66 | | | | | | 3.69 | | | | | | 0.02 | | | | | | 2.49 | | | | | | — | | | | | | 2.51 | | | | | | — | | | | | | 16.48 | | | | | | 25.86 | | | | | | 1.14 | | | | | | 1.14 | | | | | | 1.14 | | | | | | 0.20 | | | | | | 86,035 | | | | | | 125 | | |
12-31-18 | | | | | 21.46 | | | | | | 0.02 | | | | | | (2.86) | | | | | | (2.84) | | | | | | 0.05 | | | | | | 3.27 | | | | | | — | | | | | | 3.32 | | | | | | — | | | | | | 15.30 | | | | | | (16.05) | | | | | | 1.14 | | | | | | 1.14 | | | | | | 1.14 | | | | | | 0.06 | | | | | | 80,225 | | | | | | 96 | | |
| | | Purchased | | | Sold | | ||||||
Balanced | | | | $ | 170,024 | | | | | $ | 757,789 | | |
Intermediate Bond | | | | | 15,150,487 | | | | | | 49,681,466 | | |
| | | Purchased | | | Sold | | ||||||
Balanced | | | | $ | 22,681,375 | | | | | $ | 12,280,838 | | |
Intermediate Bond | | | | | 166,501,708 | | | | | | 156,528,266 | | |
| | | Purchases | | | Sales | | ||||||
Balanced | | | | $ | 263,320,138 | | | | | $ | 303,429,274 | | |
Global High Dividend Low Volatility | | | | | 379,054,555 | | | | | | 438,981,206 | | |
Growth and Income | | | | | 1,093,767,991 | | | | | | 1,240,119,415 | | |
Intermediate Bond | | | | | 669,763,163 | | | | | | 1,260,770,653 | | |
Small Company | | | | | 741,156,153 | | | | | | 807,067,717 | | |
| | | Purchases | | | Sales | | ||||||
Balanced | | | | $ | 278,919,801 | | | | | $ | 268,258,851 | | |
Intermediate Bond | | | | | 6,500,506,908 | | | | | | 5,981,563,106 | | |
Portfolio | | | Fee | |
Balanced | | | 0.60% | |
Global High Dividend Low Volatility | | | 0.56% on the first $500 million; 0.53% on the next $500 million; 0.51% thereafter | |
Government Money Market(1) | | | 0.35% | |
Growth and Income(2) | | | 0.600% on the first $5 billion; 0.550% on the next $5 billion; 0.525% thereafter | |
Intermediate Bond | | | 0.50% on first $4 billion; 0.48% on next $3 billion; 0.46% thereafter | |
Small Company(3) | | | 0.75% | |
| | | December 31, | | | ||||||||||||||||||||
| | | 2023 | | | 2024 | | | 2025 | | | Total | | ||||||||||||
Government Money Market | | | | $ | 1,693,989 | | | | | $ | 2,068,744 | | | | | $ | 499,407 | | | | | $ | 4,262,140 | | |
Subsidiary | | | Portfolio | | | Percentage | | |||
Voya Institutional Trust Company | | | Government Money Market | | | | | 9.09% | | |
| | | Intermediate Bond | | | | | 11.02 | | |
| | | Small Company | | | | | 5.68 | | |
Voya Retirement Insurance and Annuity Company | | | Balanced | | | | | 87.38 | | |
| | | Global High Dividend Low Volatility | | | | | 21.59 | | |
| | | Government Money Market | | | | | 87.41 | | |
| | | Growth and Income | | | | | 87.86 | | |
| | | Intermediate Bond | | | | | 24.83 | | |
| | | Small Company | | | | | 69.01 | | |
Portfolio | | | Amount | | |||
Balanced | | | | $ | 278,623 | | |
Global High Dividend Low Volatility | | | | | 324,102 | | |
Government Money Market | | | | | 616,544 | | |
Growth and Income | | | | | 1,085,880 | | |
Intermediate Bond | | | | | 1,337,546 | | |
Small Company | | | | | 431,036 | | |
Portfolio | | | Class ADV | | | Class I | | | Class R6 | | | Class S | | | Class S2 | | | Class T | | ||||||||||||||||||
Balanced | | | | | N/A | | | | | | 0.69% | | | | | | N/A | | | | | | 0.94% | | | | | | N/A | | | | | | N/A | | |
Global High Dividend Low Volatility | | | | | 1.34% | | | | | | 0.84% | | | | | | N/A | | | | | | 1.09% | | | | | | 1.24% | | | | | | 1.44% | | |
Growth and Income(1) | | | | | 1.27% | | | | | | 0.67% | | | | | | N/A | | | | | | 0.92% | | | | | | 1.07% | | | | | | N/A | | |
Intermediate Bond | | | | | 1.03% | | | | | | 0.53% | | | | | | N/A | | | | | | 0.78% | | | | | | 0.93% | | | | | | N/A | | |
Small Company(2) | | | | | 1.36% | | | | | | 0.86% | | | | | | 0.86% | | | | | | 1.11% | | | | | | N/A | | | | | | N/A | | |
Portfolio | | | Class ADV | | | Class I | | | Class S | | | Class S2 | | | Class T | | |||||||||||||||
Global High Dividend Low Volatility | | | | | 1.10% | | | | | | 0.60% | | | | | | 0.85% | | | | | | 1.00% | | | | | | 1.20% | | |
| | | December 31, | | | ||||||||||||||||||||
| | | 2023 | | | 2024 | | | 2025 | | | Total | | ||||||||||||
Balanced | | | | $ | 236,487 | | | | | $ | 197,485 | | | | | $ | 188,000 | | | | | $ | 621,972 | | |
Growth and Income | | | | | — | | | | | | — | | | | | | 170,094 | | | | | | 170,094 | | |
Intermediate Bond | | | | | 1,522,285 | | | | | | 1,337,760 | | | | | | 1,169,688 | | | | | | 4,029,733 | | |
Small Company | | | | | — | | | | | | 1,250 | | | | | | — | | | | | | 1,250 | | |
| | | December 31, | | | ||||||||||||||||||||
| | | 2023 | | | 2024 | | | 2025 | | | Total | | ||||||||||||
Small Company | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 7,102 | | | | | $ | 7,165 | | | | | $ | 5,488 | | | | | $ | 19,755 | | |
Class I | | | | | 387,425 | | | | | | 316,996 | | | | | | 201,196 | | | | | | 905,617 | | |
Class S | | | | | 84,569 | | | | | | 74,415 | | | | | | 47,092 | | | | | | 206,076 | | |
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
Balanced | | | | | 5 | | | | | $ | 926,600 | | | | | | 3.47% | | |
Global High Dividend Low Volatility | | | | | 12 | | | | | | 1,916,500 | | | | | | 1.90 | | |
Growth and Income | | | | | 1 | | | | | | 1,258,000 | | | | | | 1.33 | | |
Intermediate Bond | | | | | 5 | | | | | | 1,244,200 | | | | | | 3.11 | | |
Small Company | | | | | 14 | | | | | | 8,174,357 | | | | | | 2.52 | | |
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Balanced | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2022 | | | | | 185,296 | | | | | | — | | | | | | 3,421,689 | | | | | | (2,301,808) | | | | | | 1,305,177 | | | | | | 2,819,534 | | | | | | — | | | | | | 45,747,982 | | | | | | (33,400,115) | | | | | | 15,167,401 | | |
12/31/2021 | | | | | 251,590 | | | | | | — | | | | | | 723,234 | | | | | | (2,622,896) | | | | | | (1,648,072) | | | | | | 4,434,846 | | | | | | — | | | | | | 12,106,938 | | | | | | (45,927,989) | | | | | | (29,386,205) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2022 | | | | | 11,412 | | | | | | — | | | | | | 23,954 | | | | | | (43,657) | | | | | | (8,291) | | | | | | 143,673 | | | | | | — | | | | | | 318,826 | | | | | | (631,288) | | | | | | (168,789) | | |
12/31/2021 | | | | | 3,312 | | | | | | — | | | | | | 5,170 | | | | | | (19,863) | | | | | | (11,381) | | | | | | 57,934 | | | | | | — | | | | | | 86,191 | | | | | | (349,147) | | | | | | (205,022) | | |
Global High Dividend Low Volatility | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2022 | | | | | 16,956 | | | | | | — | | | | | | 61,257 | | | | | | (184,355) | | | | | | (106,142) | | | | | | 180,693 | | | | | | — | | | | | | 667,337 | | | | | | (2,066,643) | | | | | | (1,218,613) | | |
12/31/2021 | | | | | 16,754 | | | | | | — | | | | | | 24,622 | | | | | | (223,495) | | | | | | (182,119) | | | | | | 195,744 | | | | | | — | | | | | | 285,119 | | | | | | (2,572,804) | | | | | | (2,091,941) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2022 | | | | | 326,273 | | | | | | — | | | | | | 724,228 | | | | | | (1,352,821) | | | | | | (302,320) | | | | | | 3,678,858 | | | | | | — | | | | | | 7,870,245 | | | | | | (15,192,450) | | | | | | (3,643,347) | | |
12/31/2021 | | | | | 280,377 | | | | | | — | | | | | | 306,993 | | | | | | (1,215,811) | | | | | | (628,441) | | | | | | 3,176,484 | | | | | | — | | | | | | 3,556,936 | | | | | | (13,931,507) | | | | | | (7,198,087) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2022 | | | | | 376,938 | | | | | | — | | | | | | 2,210,963 | | | | | | (5,437,256) | | | | | | (2,849,355) | | | | | | 4,181,996 | | | | | | — | | | | | | 24,164,362 | | | | | | (60,741,884) | | | | | | (32,395,526) | | |
12/31/2021 | | | | | 238,061 | | | | | | — | | | | | | 937,385 | | | | | | (7,168,854) | | | | | | (5,993,408) | | | | | | 2,770,779 | | | | | | — | | | | | | 10,900,387 | | | | | | (82,950,586) | | | | | | (69,279,420) | | |
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Global High Dividend Low Volatility (continued) | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2022 | | | | | 1,764 | | | | | | — | | | | | | 1,278 | | | | | | (4,318) | | | | | | (1,276) | | | | | | 19,793 | | | | | | — | | | | | | 13,783 | | | | | | (46,053) | | | | | | (12,477) | | |
12/31/2021 | | | | | 1,079 | | | | | | — | | | | | | 618 | | | | | | (14,200) | | | | | | (12,503) | | | | | | 12,540 | | | | | | — | | | | | | 7,066 | | | | | | (166,995) | | | | | | (147,389) | | |
Class T | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2022 | | | | | 48,107 | | | | | | — | | | | | | 13,286 | | | | | | (52,828) | | | | | | 8,565 | | | | | | 528,564 | | | | | | — | | | | | | 144,852 | | | | | | (584,282) | | | | | | 89,134 | | |
12/31/2021 | | | | | 19,271 | | | | | | — | | | | | | 4,722 | | | | | | (33,150) | | | | | | (9,157) | | | | | | 220,584 | | | | | | — | | | | | | 54,811 | | | | | | (383,585) | | | | | | (108,190) | | |
Government Money Market | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2022 | | | | | 129,987,093 | | | | | | — | | | | | | 7,143,365 | | | | | | (99,672,054) | | | | | | 37,458,404 | | | | | | 129,987,093 | | | | | | — | | | | | | 7,143,365 | | | | | | (99,672,054) | | | | | | 37,458,404 | | |
12/31/2021 | | | | | 68,479,424 | | | | | | — | | | | | | 435,973 | | | | | | (153,041,539) | | | | | | (84,126,142) | | | | | | 68,479,424 | | | | | | — | | | | | | 435,973 | | | | | | (153,041,539) | | | | | | (84,126,142) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2022 | | | | | — | | | | | | — | | | | | | 632 | | | | | | (10,246) | | | | | | (9,614) | | | | | | — | | | | | | — | | | | | | 632 | | | | | | (10,246) | | | | | | (9,614) | | |
12/31/2021 | | | | | 7,239 | | | | | | — | | | | | | 47 | | | | | | (1,019) | | | | | | 6,267 | | | | | | 7,239 | | | | | | — | | | | | | 47 | | | | | | (1,019) | | | | | | 6,267 | | |
Growth and Income | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2022 | | | | | 89,714 | | | | | | — | | | | | | 701,147 | | | | | | (549,183) | | | | | | 241,678 | | | | | | 1,744,478 | | | | | | — | | | | | | 11,552,104 | | | | | | (10,786,680) | | | | | | 2,509,902 | | |
12/31/2021 | | | | | 201,602 | | | | | | — | | | | | | 2,450,905 | | | | | | (29,175,892) | | | | | | (26,523,385) | | | | | | 6,656,242 | | | | | | — | | | | | | 62,613,808 | | | | | | (1,008,319,631) | | | | | | (939,049,581) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2022 | | | | | 356,954 | | | | | | — | | | | | | 14,845,877 | | | | | | (9,488,760) | | | | | | 5,714,071 | | | | | | 7,346,879 | | | | | | — | | | | | | 254,309,052 | | | | | | (194,304,240) | | | | | | 67,351,691 | | |
12/31/2021 | | | | | 131,594 | | | | | | — | | | | | | 36,424,715 | | | | | | (6,543,445) | | | | | | 30,012,864 | | | | | | 4,333,088 | | | | | | — | | | | | | 867,378,507 | | | | | | (223,795,000) | | | | | | 647,916,595 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2022 | | | | | 101,772 | | | | | | — | | | | | | 309,290 | | | | | | (316,213) | | | | | | 94,849 | | | | | | 2,046,477 | | | | | | — | | | | | | 5,105,764 | | | | | | (6,231,336) | | | | | | 920,905 | | |
12/31/2021 | | | | | 127,402 | | | | | | — | | | | | | 1,146,743 | | | | | | (15,839,739) | | | | | | (14,565,594) | | | | | | 4,170,902 | | | | | | — | | | | | | 29,792,605 | | | | | | (548,686,094) | | | | | | (514,722,587) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2022 | | | | | 974 | | | | | | — | | | | | | 4,075 | | | | | | (1,018) | | | | | | 4,031 | | | | | | 18,525 | | | | | | — | | | | | | 65,074 | | | | | | (21,099) | | | | | | 62,500 | | |
12/31/2021 | | | | | 453 | | | | | | — | | | | | | 9,051 | | | | | | (30) | | | | | | 9,474 | | | | | | 14,943 | | | | | | — | | | | | | 203,108 | | | | | | (988) | | | | | | 217,063 | | |
Intermediate Bond | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2022 | | | | | 388,133 | | | | | | — | | | | | | 537,652 | | | | | | (3,981,195) | | | | | | (3,055,410) | | | | | | 4,351,777 | | | | | | — | | | | | | 5,940,318 | | | | | | (45,010,028) | | | | | | (34,717,933) | | |
12/31/2021 | | | | | 1,537,166 | | | | | | — | | | | | | 581,404 | | | | | | (3,393,970) | | | | | | (1,275,400) | | | | | | 19,730,878 | | | | | | — | | | | | | 7,461,608 | | | | | | (43,581,477) | | | | | | (16,388,991) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2022 | | | | | 1,874,834 | | | | | | — | | | | | | 2,239,599 | | | | | | (11,745,805) | | | | | | (7,631,372) | | | | | | 21,338,764 | | | | | | — | | | | | | 25,054,075 | | | | | | (134,010,620) | | | | | | (87,617,781) | | |
12/31/2021 | | | | | 3,127,259 | | | | | | — | | | | | | 2,400,903 | | | | | | (12,557,702) | | | | | | (7,029,540) | | | | | | 40,676,185 | | | | | | — | | | | | | 31,153,347 | | | | | | (162,906,269) | | | | | | (91,076,737) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2022 | | | | | 3,420,335 | | | | | | — | | | | | | 4,217,193 | | | | | | (20,892,595) | | | | | | (13,255,067) | | | | | | 39,204,519 | | | | | | — | | | | | | 46,794,345 | | | | | | (235,570,847) | | | | | | (149,571,983) | | |
12/31/2021 | | | | | 4,180,405 | | | | | | — | | | | | | 4,363,433 | | | | | | (16,513,541) | | | | | | (7,969,703) | | | | | | 53,558,043 | | | | | | — | | | | | | 56,229,105 | | | | | | (212,930,197) | | | | | | (103,143,049) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2022 | | | | | 147,912 | | | | | | — | | | | | | 24,758 | | | | | | (675,555) | | | | | | (502,885) | | | | | | 1,710,107 | | | | | | — | | | | | | 275,856 | | | | | | (7,643,415) | | | | | | (5,657,452) | | |
12/31/2021 | | | | | 189,378 | | | | | | — | | | | | | 36,584 | | | | | | (614,677) | | | | | | (388,715) | | | | | | 2,443,389 | | | | | | — | | | | | | 469,801 | | | | | | (7,890,271) | | | | | | (4,977,081) | | |
Small Company | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2022 | | | | | 93,588 | | | | | | — | | | | | | 182,331 | | | | | | (74,703) | | | | | | 201,216 | | | | | | 1,345,402 | | | | | | — | | | | | | 2,087,689 | | | | | | (1,182,348) | | | | | | 2,250,743 | | |
12/31/2021 | | | | | 105,445 | | | | | | — | | | | | | 1,793 | | | | | | (54,825) | | | | | | 52,413 | | | | | | 2,045,707 | | | | | | — | | | | | | 34,073 | | | | | | (1,072,678) | | | | | | 1,007,102 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2022 | | | | | 314,217 | | | | | | — | | | | | | 5,703,848 | | | | | | (4,592,673) | | | | | | 1,425,392 | | | | | | 4,937,868 | | | | | | — | | | | | | 72,381,833 | | | | | | (65,801,276) | | | | | | 11,518,425 | | |
12/31/2021 | | | | | 624,497 | | | | | | — | | | | | | 96,552 | | | | | | (3,153,101) | | | | | | (2,432,052) | | | | | | 12,875,539 | | | | | | — | | | | | | 1,965,800 | | | | | | (64,937,072) | | | | | | (50,095,733) | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2022 | | | | | 72,530 | | | | | | — | | | | | | 184,978 | | | | | | (296,548) | | | | | | (39,040) | | | | | | 966,409 | | | | | | — | | | | | | 2,351,076 | | | | | | (5,246,690) | | | | | | (1,929,205) | | |
12/31/2021 | | | | | 292,892 | | | | | | — | | | | | | 4,037 | | | | | | (216,828) | | | | | | 80,101 | | | | | | 6,151,114 | | | | | | — | | | | | | 82,239 | | | | | | (4,335,350) | | | | | | 1,898,003 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
12/31/2022 | | | | | 155,377 | | | | | | — | | | | | | 1,469,995 | | | | | | (723,542) | | | | | | 901,830 | | | | | | 2,195,664 | | | | | | — | | | | | | 17,786,935 | | | | | | (10,564,875) | | | | | | 9,417,724 | | |
12/31/2021 | | | | | 119,177 | | | | | | — | | | | | | 17,382 | | | | | | (690,071) | | | | | | (553,512) | | | | | | 2,408,593 | | | | | | — | | | | | | 342,592 | | | | | | (13,855,730) | | | | | | (11,104,545) | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Bank PLC | | | | $ | 5,319 | | | | | $ | (5,319) | | | | | $ | — | | |
Barclays Capital Inc. | | | | | 126,328 | | | | | | (126,328) | | | | | | — | | |
BMO Capital Markets Corp | | | | | 15,546 | | | | | | (15,546) | | | | | | — | | |
BNP Paribas | | | | | 4,889 | | | | | | (4,889) | | | | | | — | | |
BofA Securities Inc | | | | | 1,748,337 | | | | | | (1,748,337) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 25,807 | | | | | | (25,807) | | | | | | — | | |
Citigroup Global Markets Limited | | | | | 146,328 | | | | | | (146,328) | | | | | | — | | |
Daiwa Capital Markets America Inc. | | | | | 33,833 | | | | | | (33,833) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 51,156 | | | | | | (51,156) | | | | | | — | | |
Goldman Sachs International | | | | | 45,350 | | | | | | (45,350) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 51,610 | | | | | | (51,610) | | | | | | — | | |
HSBC Bank PLC | | | | | 40,258 | | | | | | (40,258) | | | | | | — | | |
HSBC Securities (USA) Inc. | | | | | 18,199 | | | | | | (18,199) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 30,846 | | | | | | (30,846) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 10,862 | | | | | | (10,862) | | | | | | — | | |
National Bank of Canada Financial INC | | | | | 41,063 | | | | | | (41,063) | | | | | | — | | |
National Financial Services LLC | | | | | 10,934 | | | | | | (10,934) | | | | | | — | | |
NatWest Markets Securities Inc. | | | | | 61,143 | | | | | | (61,143) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 80,432 | | | | | | (80,432) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 36,092 | | | | | | (36,092) | | | | | | — | | |
RBC Dominion Securities Inc | | | | | 36,331 | | | | | | (36,331) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Scotia Capital (USA) INC | | | | $ | 17,523 | | | | | $ | (17,523) | | | | | $ | — | | |
Societe Generale | | | | | 156,374 | | | | | | (156,374) | | | | | | — | | |
TD Securities (USA) Inc. | | | | | 46,344 | | | | | | (46,344) | | | | | | — | | |
Truist Securities INC | | | | | 12,766 | | | | | | (12,766) | | | | | | — | | |
UBS AG | | | | | 62,546 | | | | | | (62,546) | | | | | | — | | |
UBS Securities LLC. | | | | | 20,672 | | | | | | (20,672) | | | | | | — | | |
US Bancorp Investments | | | | | 17,196 | | | | | | (17,196) | | | | | | — | | |
Total | | | | $ | 2,954,084 | | | | | $ | (2,954,084) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BMO Capital Markets Corp | | | | $ | 1,199,213 | | | | | $ | (1,199,213) | | | | | $ | — | | |
Citigroup Global Markets Inc. | | | | | 190,227 | | | | | | (190,227) | | | | | | — | | |
Citigroup Global Markets Limited | | | | | 3,592,934 | | | | | | (3,592,934) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 436,811 | | | | | | (436,811) | | | | | | — | | |
State Street Bank and Trust Company | | | | | 278,085 | | | | | | (278,085) | | | | | | — | | |
TD Prime Services LLC | | | | | 350,256 | | | | | | (350,256) | | | | | | — | | |
Total | | | | $ | 6,047,526 | | | | | $ | (6,047,526) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BofA Securities Inc | | | | $ | 6,922,287 | | | | | $ | (6,922,287) | | | | | $ | — | | |
Citadel Clearing LLC | | | | | 8,992,117 | | | | | | (8,992,117) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 186,543 | | | | | | (186,543) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 13,416 | | | | | | (13,416) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 8,122,197 | | | | | | (8,122,197) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 54,016 | | | | | | (54,016) | | | | | | — | | |
Total | | | | $ | 24,290,576 | | | | | $ | (24,290,576) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Bank PLC | | | | $ | 1,343,452 | | | | | $ | (1,343,452) | | | | | $ | — | | |
BNP Paribas | | | | | 928,666 | | | | | | (928,666) | | | | | | — | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 364,080 | | | | | | (364,080) | | | | | | — | | |
BofA Securities Inc | | | | | 48,564,175 | | | | | | (48,564,175) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Citigroup Global Markets Inc. | | | | $ | 35,146,607 | | | | | $ | (35,146,607) | | | | | $ | — | | |
Daiwa Capital Markets America Inc. | | | | | 536,455 | | | | | | (536,455) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 346,796 | | | | | | (346,796) | | | | | | — | | |
Goldman, Sachs & Co. LLC | | | | | 157,888 | | | | | | (157,888) | | | | | | — | | |
Industrial And Commercial Bank Of China | | | | | 334,944 | | | | | | (334,944) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 1,720,997 | | | | | | (1,720,997) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 797,803 | | | | | | (797,803) | | | | | | — | | |
TD Prime Services LLC | | | | | 6,055,013 | | | | | | (6,055,013) | | | | | | — | | |
UBS Securities LLC. | | | | | 417,354 | | | | | | (417,354) | | | | | | — | | |
Total | | | | $ | 96,714,230 | | | | | $ | (96,714,230) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Citadel Securities LLC | | | | $ | 106,677 | | | | | $ | (106,677) | | | | | $ | — | | |
J.P. Morgan Securities LLC | | | | | 906,923 | | | | | | (906,923) | | | | | | — | | |
National Bank of Canada Financial Inc | | | | | 723,940 | | | | | | (723,940) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 696,324 | | | | | | (696,324) | | | | | | — | | |
Scotia Capital (USA) INC | | | | | 40,898 | | | | | | (40,898) | | | | | | — | | |
TD Prime Services LLC | | | | | 878,440 | | | | | | (878,440) | | | | | | — | | |
Total | | | | $ | 3,353,202 | | | | | $ | (3,353,202) | | | | | $ | — | | |
| | | Paid-in Capital | | | Distributable Earnings | | ||||||
Government Money Market | | | | $ | (66,385) | | | | | $ | 66,385 | | |
Intermediate Bond | | | | | (290,010) | | | | | | 290,010 | | |
| | | Year Ended December 31, 2022 | | | Year Ended December 31, 2021 | | ||||||||||||||||||||||||
| | | Ordinary Income | | | Long-term Capital Gain | | | Ordinary Income | | | Long-term Capital Gain | | | Return of Capital | | |||||||||||||||
Balanced | | | | $ | 15,899,870 | | | | | $ | 30,166,938 | | | | | $ | 9,669,879 | | | | | $ | 2,523,250 | | | | | $ | — | | |
Global High Dividend Low Volatility | | | | | 23,880,547 | | | | | | 8,980,032 | | | | | | 14,804,319 | | | | | | — | | | | | | — | | |
Government Money Market | | | | | 7,146,615 | | | | | | — | | | | | | 436,020 | | | | | | — | | | | | | — | | |
Growth and Income | | | | | 39,602,466 | | | | | | 231,816,376 | | | | | | 246,652,811 | | | | | | 714,105,669 | | | | | | — | | |
Intermediate Bond | | | | | 78,069,297 | | | | | | — | | | | | | 75,114,307 | | | | | | 91,902 | | | | | | 20,114,377 | | |
Small Company | | | | | 55,293,825 | | | | | | 39,313,708 | | | | | | 2,424,704 | | | | | | — | | | | | | — | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Unrealized Appreciation/ (Depreciation) | | | Capital Loss Carryforwards | | | Total Distributable Earnings/(Loss) | | |||||||||||||||||||||||||||
| Amount | | | Character | | | Expiration | | |||||||||||||||||||||||||||||||||||
Balanced | | | | $ | 5,347,809 | | | | | $ | 1,229,251 | | | | | $ | (9,058,007) | | | | | | — | | | | | | — | | | | | | — | | | | | $ | (2,480,947) | | |
Global High Dividend Low Volatility | | | | | — | | | | | | 17,174,337 | | | | | | 28,264,019 | | | | | | — | | | | | | — | | | | | | — | | | | | | 45,438,356 | | |
Government Money Market | | | | | — | | | | | | — | | | | | | — | | | | | | (128,579) | | | | | | Short-term | | | | | | None | | | | | | (128,610) | | |
| | | | | | | | | | | | | | | | | | | | | | | (31) | | | | | | Long-term | | | | | | None | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | $ | (128,610) | | | | | | | | | | | | | | | | | | | | |
Growth and Income | | | | | — | | | | | | 1,590,052 | | | | | | 149,271,843 | | | | | | — | | | | | | — | | | | | | — | | | | | | 150,861,895 | | |
Intermediate Bond | | | | | 1,168,842 | | | | | | — | | | | | | (297,209,775) | | | | | | (75,223,112) | | | | | | Short-term | | | | | | None | | | | | | (508,632,862) | | |
| | | | | | | | | | | | | | | | | | | | | | | (137,368,817) | | | | | | Long-term | | | | | | None | | | | | | | | |
| | | | | | | | | | | | | | | | | | | | | | $ | (212,591,929) | | | | | | | | | | | | | | | | | | | | |
Small Company | | | | | 1,217,709 | | | | | | — | | | | | | (29,973,256) | | | | | | (9,089,991) | | | | | | Short-term | | | | | | None | | | | | | (37,845,538) | | |
| | | | | | Per Share Amount | | | Payable Date | | | Record Date | | |||
Government Money Market | | |||||||||||||||
Class I | | | | | | | $ | 0.0034 | | | | February 1, 2023 | | | Daily | |
Class S | | | | | | | $ | 0.0030 | | | | February 1, 2023 | | | Daily | |
| | | | | | Per Share Amount | | | Payable Date | | | Record Date | | |||
Intermediate Bond | | |||||||||||||||
Class ADV | | | | | | | $ | 0.0239 | | | | February 1, 2023 | | | Daily | |
Class I | | | | | | | $ | 0.0286 | | | | February 1, 2023 | | | Daily | |
Class S | | | | | | | $ | 0.0262 | | | | February 1, 2023 | | | Daily | |
Class S2 | | | | | | | $ | 0.0248 | | | | February 1, 2023 | | | Daily | |
Voya Balanced Portfolio | as of December 31, 2022 |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 40.6% | | |||||||||||||||
| | | Communication Services: 2.3% | | ||||||||||||
1,367 (1) | | | Adevinta ASA | | | | $ | 9,052 | | | | | | 0.0 | | |
29,299 (1) | | | Alphabet, Inc. - Class A | | | | | 2,585,051 | | | | | | 0.9 | | |
18,503 | | | AT&T, Inc. | | | | | 340,640 | | | | | | 0.1 | | |
2,058 (2) | | | Auto Trader Group PLC | | | | | 12,816 | | | | | | 0.0 | | |
22,294 | | | Bezeq Israeli Telecommunication Corp., Ltd. | | | | | 38,246 | | | | | | 0.0 | | |
1,064 (1) | | | Charter Communications, Inc. | | | | | 360,802 | | | | | | 0.1 | | |
8,256 | | | Comcast Corp. - Class A | | | | | 288,712 | | | | | | 0.1 | | |
2,291 | | | Electronic Arts, Inc. | | | | | 279,914 | | | | | | 0.1 | | |
5,696 (1) | | | Frontier Communications Parent, Inc. | | | | | 145,134 | | | | | | 0.1 | | |
8,217 (1) | | | Iridium Communications, Inc. | | | | | 422,354 | | | | | | 0.1 | | |
4,900 | | | KDDI Corp. | | | | | 148,602 | | | | | | 0.1 | | |
9,378 | | | Koninklijke KPN NV | | | | | 29,027 | | | | | | 0.0 | | |
4,808 (1) | | | Live Nation Entertainment, Inc. | | | | | 335,310 | | | | | | 0.1 | | |
2,788 (1) | | | Meta Platforms, Inc. | | | | | 335,508 | | | | | | 0.1 | | |
1,713 (1) | | | NetFlix, Inc. | | | | | 505,130 | | | | | | 0.2 | | |
1,145 | | | Nexstar Media Group, Inc. | | | | | 200,409 | | | | | | 0.1 | | |
1,029 | | | Publicis Groupe | | | | | 65,735 | | | | | | 0.1 | | |
1,208 (2) | | | Scout24 SE | | | | | 60,803 | | | | | | 0.0 | | |
5,500 | | | Singapore Telecommunications Ltd. | | | | | 10,545 | | | | | | 0.0 | | |
2,800 | | | SoftBank Group Corp. | | | | | 118,420 | | | | | | 0.1 | | |
605 (1) | | | Spotify Technology SA | | | | | 47,765 | | | | | | 0.0 | | |
1,248 | | | TEGNA, Inc. | | | | | 26,445 | | | | | | 0.0 | | |
262,171 (1) | | | Telecom Italia S.p.A. - TIT | | | | | 60,759 | | | | | | 0.0 | | |
23,527 (3) | | | Telia Co. AB | | | | | 60,118 | | | | | | 0.0 | | |
10,999 | | | Telstra Group Ltd. | | | | | 29,746 | | | | | | 0.0 | | |
395 (1) | | | TripAdvisor, Inc. | | | | | 7,102 | | | | | | 0.0 | | |
6,461 | | | Vivendi SE | | | | | 61,721 | | | | | | 0.0 | | |
3,198 | | | WPP PLC | | | | | 31,596 | | | | | | 0.0 | | |
110 (1) | | | Ziff Davis, Inc. | | | | | 8,701 | | | | | | 0.0 | | |
2,586 (1) | | | ZoomInfo Technologies, Inc. | | | | | 77,865 | | | | | | 0.0 | | |
| | | | | | | | 6,704,028 | | | | | | 2.3 | | |
| | | Consumer Discretionary: 4.1% | | ||||||||||||
1,963 (1) | | | Airbnb, Inc. | | | | | 167,836 | | | | | | 0.1 | | |
18,826 (1) | | | Amazon.com, Inc. | | | | | 1,581,384 | | | | | | 0.5 | | |
4,437 | | | Aristocrat Leisure Ltd. | | | | | 91,428 | | | | | | 0.0 | | |
2,028 (1) | | | Autonation, Inc. | | | | | 217,604 | | | | | | 0.1 | | |
190 (1) | | | Autozone, Inc. | | | | | 468,574 | | | | | | 0.2 | | |
1,571 | | | BorgWarner, Inc. | | | | | 63,233 | | | | | | 0.0 | | |
2,647 | | | Boyd Gaming Corp. | | | | | 144,341 | | | | | | 0.1 | | |
719 | | | Brunswick Corp. | | | | | 51,826 | | | | | | 0.0 | | |
1,129 | | | Burberry Group PLC | | | | | 27,449 | | | | | | 0.0 | | |
1,689 (1) | | | Carmax, Inc. | | | | | 102,843 | | | | | | 0.0 | | |
1,175 | | | Cie Financiere Richemont SA | | | | | 152,351 | | | | | | 0.1 | | |
604 (1) | | | CROCS, Inc. | | | | | 65,492 | | | | | | 0.0 | | |
2,695 | | | Dana, Inc. | | | | | 40,775 | | | | | | 0.0 | | |
160 (1) | | | Deckers Outdoor Corp. | | | | | 63,866 | | | | | | 0.0 | | |
1,715 | | | Dick’s Sporting Goods, Inc. | | | | | 206,297 | | | | | | 0.1 | | |
3,028 (3) | | | Electrolux AB | | | | | 40,911 | | | | | | 0.0 | | |
1,555 | | | Entain PLC | | | | | 24,764 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Discretionary (continued) | | ||||||||||||
338 (2) | | | Evolution AB | | | | $ | 32,923 | | | | | | 0.0 | | |
80 (1) | | | Five Below, Inc. | | | | | 14,150 | | | | | | 0.0 | | |
18,046 | | | Ford Motor Co. | | | | | 209,875 | | | | | | 0.1 | | |
538 (1)(3) | | | GameStop Corp. | | | | | 9,931 | | | | | | 0.0 | | |
12,623 | | | General Motors Co. | | | | | 424,638 | | | | | | 0.2 | | |
4,247 | | | Gentex Corp. | | | | | 115,816 | | | | | | 0.0 | | |
3,377 | | | Genuine Parts Co. | | | | | 585,943 | | | | | | 0.2 | | |
1,961 (1) | | | Goodyear Tire & Rubber Co. | | | | | 19,904 | | | | | | 0.0 | | |
145 | | | H&R Block, Inc. | | | | | 5,294 | | | | | | 0.0 | | |
1,192 | | | Harley-Davidson, Inc. | | | | | 49,587 | | | | | | 0.0 | | |
1,405 | | | Hilton Worldwide Holdings, Inc. | | | | | 177,536 | | | | | | 0.1 | | |
1,025 | | | Home Depot, Inc. | | | | | 323,757 | | | | | | 0.1 | | |
7,000 | | | Honda Motor Co., Ltd. | | | | | 159,663 | | | | | | 0.1 | | |
6,299 | | | Industria de Diseno Textil SA | | | | | 167,307 | | | | | | 0.1 | | |
538 (1)(2) | | | Just Eat Takeaway.com NV | | | | | 11,451 | | | | | | 0.0 | | |
2,128 (2) | | | La Francaise des Jeux SAEM | | | | | 85,627 | | | | | | 0.0 | | |
465 | | | Lear Corp. | | | | | 57,669 | | | | | | 0.0 | | |
1,040 | | | Leggett & Platt, Inc. | | | | | 33,519 | | | | | | 0.0 | | |
67 | | | Lithia Motors, Inc. | | | | | 13,718 | | | | | | 0.0 | | |
9,712 | | | LKQ Corp. | | | | | 518,718 | | | | | | 0.2 | | |
338 | | | Lowe’s Cos, Inc. | | | | | 67,343 | | | | | | 0.0 | | |
485 (1) | | | Lululemon Athletica, Inc. | | | | | 155,384 | | | | | | 0.1 | | |
191 | | | LVMH Moet Hennessy Louis Vuitton SE | | | | | 138,989 | | | | | | 0.1 | | |
1,780 | | | Macy’s, Inc. | | | | | 36,757 | | | | | | 0.0 | | |
1,237 | | | Marriott Vacations Worldwide Corp. | | | | | 166,488 | | | | | | 0.1 | | |
2,920 (1) | | | Mattel, Inc. | | | | | 52,093 | | | | | | 0.0 | | |
2,900 | | | Mazda Motor Corp. | | | | | 21,739 | | | | | | 0.0 | | |
2,288 | | | McDonald’s Corp. | | | | | 602,957 | | | | | | 0.2 | | |
6,443 | | | MGM Resorts International | | | | | 216,034 | | | | | | 0.1 | | |
1,444 | | | Moncler SpA | | | | | 76,729 | | | | | | 0.0 | | |
6,607 | | | Nike, Inc. - Class B | | | | | 773,085 | | | | | | 0.3 | | |
491 (3) | | | Nordstrom, Inc. | | | | | 7,925 | | | | | | 0.0 | | |
139 (1) | | | Ollie’s Bargain Outlet Holdings, Inc. | | | | | 6,511 | | | | | | 0.0 | | |
300 | | | Open House Group Co. Ltd. | | | | | 10,923 | | | | | | 0.0 | | |
5,300 | | | Panasonic Holdings Corp. | | | | | 44,356 | | | | | | 0.0 | | |
1,685 | | | Pandora A/S | | | | | 119,098 | | | | | | 0.1 | | |
7,268 (1) | | | Penn Entertainment, Inc. | | | | | 215,860 | | | | | | 0.1 | | |
68 | | | Penske Auto Group, Inc. | | | | | 7,815 | | | | | | 0.0 | | |
631 | | | PVH Corp. | | | | | 44,542 | | | | | | 0.0 | | |
1,079 | | | Ross Stores, Inc. | | | | | 125,240 | | | | | | 0.1 | | |
809 (1) | | | Scientific Games Corp. | | | | | 47,407 | | | | | | 0.0 | | |
5,000 | | | Sekisui Chemical Co., Ltd. | | | | | 69,692 | | | | | | 0.0 | | |
3,400 | | | Sekisui House Ltd. | | | | | 60,279 | | | | | | 0.0 | | |
1,012 | | | Service Corp. International | | | | | 69,970 | | | | | | 0.0 | | |
100 (3) | | | Shimano, Inc. | | | | | 15,802 | | | | | | 0.0 | | |
200 | | | Sony Group Corp. | | | | | 15,244 | | | | | | 0.0 | | |
2,504 | | | Stellantis NV (STLAM) | | | | | 35,583 | | | | | | 0.0 | | |
5,000 | | | Subaru Corp. | | | | | 75,700 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2022 (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Discretionary (continued) | | ||||||||||||
2,092 (1) | | | Taylor Morrison Home Corp. | | | | $ | 63,492 | | | | | | 0.0 | | |
36,743 | | | Taylor Wimpey PLC | | | | | 44,999 | | | | | | 0.0 | | |
731 | | | Tempur Sealy International, Inc. | | | | | 25,095 | | | | | | 0.0 | | |
7,818 (1) | | | Tesla, Inc. | | | | | 963,021 | | | | | | 0.3 | | |
312 (3) | | | Thor Industries, Inc. | | | | | 23,553 | | | | | | 0.0 | | |
183 (1) | | | TopBuild Corp. | | | | | 28,638 | | | | | | 0.0 | | |
5,200 | | | Toyota Motor Corp. | | | | | 70,941 | | | | | | 0.0 | | |
5,286 | | | Travel + Leisure Co. | | | | | 192,410 | | | | | | 0.1 | | |
24,061 (1) | | | Under Armour, Inc. - Class A | | | | | 244,460 | | | | | | 0.1 | | |
600 | | | USS Co., Ltd. | | | | | 9,520 | | | | | | 0.0 | | |
272 (1) | | | Victoria’s Secret & Co. | | | | | 9,732 | | | | | | 0.0 | | |
17,462 | | | Wendy’s Company | | | | | 395,165 | | | | | | 0.1 | | |
368 | | | Williams-Sonoma, Inc. | | | | | 42,291 | | | | | | 0.0 | | |
89 | | | Wingstop, Inc. | | | | | 12,248 | | | | | | 0.0 | | |
427 | | | Wyndham Hotels & Resorts, Inc. | | | | | 30,449 | | | | | | 0.0 | | |
837 (1) | | | YETI Holdings, Inc. | | | | | 34,576 | | | | | | 0.0 | | |
400 | | | ZOZO, Inc. | | | | | 9,878 | | | | | | 0.0 | | |
| | | | | | | | 12,008,013 | | | | | | 4.1 | | |
| | | Consumer Staples: 2.9% | | ||||||||||||
1,088 | | | Archer-Daniels-Midland Co. | | | | | 101,021 | | | | | | 0.0 | | |
342 | | | Beiersdorf AG | | | | | 39,081 | | | | | | 0.0 | | |
1,343 (1) | | | BellRing Brands, Inc. | | | | | 34,434 | | | | | | 0.0 | | |
547 (1) | | | BJ’s Wholesale Club Holdings, Inc. | | | | | 36,189 | | | | | | 0.0 | | |
102 (1) | | | Boston Beer Co., Inc. | | | | | 33,611 | | | | | | 0.0 | | |
5,594 | | | British American Tobacco PLC | | | | | 221,289 | | | | | | 0.1 | | |
72 | | | Carlsberg A/S | | | | | 9,550 | | | | | | 0.0 | | |
771 | | | Carrefour S.A. | | | | | 12,895 | | | | | | 0.0 | | |
41 | | | Casey’s General Stores, Inc. | | | | | 9,198 | | | | | | 0.0 | | |
325 (1) | | | Celsius Holdings, Inc. | | | | | 33,813 | | | | | | 0.0 | | |
20,806 | | | Coca-Cola Co. | | | | | 1,323,470 | | | | | | 0.5 | | |
66 | | | Coca-Cola Consolidated, Inc. | | | | | 33,816 | | | | | | 0.0 | | |
374 | | | Coca-Cola European Partners PLC - USD | | | | | 20,690 | | | | | | 0.0 | | |
2,670 | | | Coca-Cola HBC AG | | | | | 63,116 | | | | | | 0.0 | | |
2,401 | | | Coles Group Ltd. | | | | | 27,217 | | | | | | 0.0 | | |
1,883 | | | Colgate-Palmolive Co. | | | | | 148,362 | | | | | | 0.1 | | |
1,650 | | | Costco Wholesale Corp. | | | | | 753,225 | | | | | | 0.3 | | |
1,023 | | | Danone | | | | | 53,918 | | | | | | 0.0 | | |
849 (1) | | | Darling Ingredients, Inc. | | | | | 53,139 | | | | | | 0.0 | | |
4,386 | | | Davide Campari-Milano NV | | | | | 44,528 | | | | | | 0.0 | | |
225 | | | Diageo PLC | | | | | 9,849 | | | | | | 0.0 | | |
1,158 | | | Estee Lauder Cos., Inc. | | | | | 287,311 | | | | | | 0.1 | | |
2,755 | | | Flowers Foods, Inc. | | | | | 79,179 | | | | | | 0.0 | | |
20,347 (1) | | | Haleon PLC | | | | | 80,506 | | | | | | 0.0 | | |
1,557 | | | Heineken Holding NV | | | | | 120,247 | | | | | | 0.1 | | |
1,063 (1) | | | HelloFresh SE | | | | | 23,200 | | | | | | 0.0 | | |
8,119 | | | J Sainsbury Plc | | | | | 21,295 | | | | | | 0.0 | | |
7,400 (3) | | | Japan Tobacco, Inc. | | | | | 149,186 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Staples (continued) | | ||||||||||||
900 | | | Kobayashi Pharmaceutical Co., Ltd. | | | | $ | 61,688 | | | | | | 0.0 | | |
2,971 | | | Kroger Co. | | | | | 132,447 | | | | | | 0.1 | | |
426 | | | L’Oreal S.A. | | | | | 152,549 | | | | | | 0.1 | | |
7,435 | | | Mondelez International, Inc. | | | | | 495,543 | | | | | | 0.2 | | |
2,735 (1) | | | Monster Beverage Corp. | | | | | 277,685 | | | | | | 0.1 | | |
3,020 | | | Mowi ASA | | | | | 51,462 | | | | | | 0.0 | | |
2,492 | | | Nestle SA | | | | | 287,849 | | | | | | 0.1 | | |
7,426 | | | PepsiCo, Inc. | | | | | 1,341,581 | | | | | | 0.5 | | |
931 (1) | | | Performance Food Group Co. | | | | | 54,361 | | | | | | 0.0 | | |
484 | | | Pernod Ricard SA | | | | | 95,213 | | | | | | 0.1 | | |
4,459 | | | Philip Morris International, Inc. | | | | | 451,295 | | | | | | 0.2 | | |
260 (1) | | | Post Holdings, Inc. | | | | | 23,468 | | | | | | 0.0 | | |
2,679 | | | Procter & Gamble Co. | | | | | 406,029 | | | | | | 0.1 | | |
233 | | | Remy Cointreau SA | | | | | 39,287 | | | | | | 0.0 | | |
1,800 | | | Suntory Beverage & Food Ltd. | | | | | 61,294 | | | | | | 0.0 | | |
9,084 | | | Tesco PLC | | | | | 24,480 | | | | | | 0.0 | | |
6,567 | | | Treasury Wine Estates Ltd. | | | | | 60,669 | | | | | | 0.0 | | |
6,564 | | | Tyson Foods, Inc. | | | | | 408,609 | | | | | | 0.1 | | |
446 | | | Unilever PLC | | | | | 22,379 | | | | | | 0.0 | | |
435 | | | Unilever PLC - ULVRL | | | | | 21,962 | | | | | | 0.0 | | |
2,193 (1) | | | US Foods Holding Corp. | | | | | 74,606 | | | | | | 0.0 | | |
101,500 (2) | | | WH Group Ltd. | | | | | 59,199 | | | | | | 0.0 | | |
400 | | | Yakult Honsha Co., Ltd. | | | | | 26,039 | | | | | | 0.0 | | |
| | | | | | | | 8,453,029 | | | | | | 2.9 | | |
| | | Energy: 2.0% | | ||||||||||||
2,710 | | | Aker BP ASA | | | | | 84,235 | | | | | | 0.0 | | |
3,961 | | | Ampol Ltd. | | | | | 76,140 | | | | | | 0.0 | | |
1,629 (1) | | | Antero Resources Corp. | | | | | 50,483 | | | | | | 0.0 | | |
15,959 | | | Baker Hughes Co. | | | | | 471,269 | | | | | | 0.2 | | |
38,743 | | | BP PLC | | | | | 223,546 | | | | | | 0.1 | | |
461 | | | ChampionX Corp. | | | | | 13,364 | | | | | | 0.0 | | |
2,833 | | | Cheniere Energy, Inc. | | | | | 424,837 | | | | | | 0.2 | | |
1,867 | | | Chevron Corp. | | | | | 335,108 | | | | | | 0.1 | | |
2,462 (1)(3) | | | CNX Resources Corp. | | | | | 41,460 | | | | | | 0.0 | | |
3,183 | | | Diamondback Energy, Inc. | | | | | 435,371 | | | | | | 0.2 | | |
5,025 | | | EOG Resources, Inc. | | | | | 650,838 | | | | | | 0.2 | | |
4,296 | | | EQT Corp. | | | | | 145,334 | | | | | | 0.1 | | |
851 | | | Equinor ASA | | | | | 30,585 | | | | | | 0.0 | | |
16,079 | | | Equitrans Midstream Corp. | | | | | 107,729 | | | | | | 0.0 | | |
7,048 | | | Exxon Mobil Corp. | | | | | 777,395 | | | | | | 0.3 | | |
494 | | | HF Sinclair Corp. | | | | | 25,634 | | | | | | 0.0 | | |
5,120 | | | Marathon Petroleum Corp. | | | | | 595,917 | | | | | | 0.2 | | |
792 | | | Matador Resources Co. | | | | | 45,334 | | | | | | 0.0 | | |
508 | | | OMV AG | | | | | 26,132 | | | | | | 0.0 | | |
544 | | | PBF Energy, Inc. | | | | | 22,184 | | | | | | 0.0 | | |
2,777 | | | Phillips 66 | | | | | 289,030 | | | | | | 0.1 | | |
234 | | | Pioneer Natural Resources Co. | | | | | 53,443 | | | | | | 0.0 | | |
1,660 | | | Range Resources Corp. | | | | | 41,533 | | | | | | 0.0 | | |
7,573 | | | Repsol SA | | | | | 120,539 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of December 31, 2022 (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
890 | | | Schlumberger Ltd. | | | | $ | 47,579 | | | | | | 0.0 | | |
6,732 | | | Shell PLC | | | | | 189,782 | | | | | | 0.1 | | |
15,766 (1) | | | Southwestern Energy Co. | | | | | 92,231 | | | | | | 0.0 | | |
4,748 | | | Targa Resources Corp. | | | | | 348,978 | | | | | | 0.1 | | |
1,597 (3) | | | TotalEnergies SE | | | | | 100,248 | | | | | | 0.0 | | |
| | | | | | | | 5,866,258 | | | | | | 2.0 | | |
| | | Financials: 5.5% | | ||||||||||||
8,477 | | | 3i Group PLC | | | | | 136,712 | | | | | | 0.1 | | |
6,157 | | | Abrdn PLC | | | | | 13,991 | | | | | | 0.0 | | |
320 | | | Affiliated Managers Group, Inc. | | | | | 50,698 | | | | | | 0.0 | | |
3,600 | | | AIA Group Ltd. | | | | | 39,756 | | | | | | 0.0 | | |
609 | | | American Financial Group, Inc. | | | | | 83,604 | | | | | | 0.0 | | |
4,861 | | | American International Group, Inc. | | | | | 307,410 | | | | | | 0.1 | | |
1,722 | | | Ameriprise Financial, Inc. | | | | | 536,179 | | | | | | 0.2 | | |
3,800 (3) | | | Annaly Capital Management, Inc. | | | | | 80,104 | | | | | | 0.0 | | |
2,487 | | | Aon PLC | | | | | 746,448 | | | | | | 0.3 | | |
786 | | | Ares Management Corp. | | | | | 53,794 | | | | | | 0.0 | | |
2,219 | | | ASX Ltd. | | | | | 102,199 | | | | | | 0.0 | | |
6,553 | | | AXA S.A. | | | | | 182,537 | | | | | | 0.1 | | |
10,711 | | | Banco Bilbao Vizcaya Argentaria SA | | | | | 64,515 | | | | | | 0.0 | | |
17,619 | | | Bank of America Corp. | | | | | 583,541 | | | | | | 0.2 | | |
1,168 | | | Bank OZK | | | | | 46,790 | | | | | | 0.0 | | |
73,040 | | | Barclays PLC | | | | | 138,982 | | | | | | 0.1 | | |
2,856 (1) | | | Berkshire Hathaway, Inc. - Class B | | | | | 882,218 | | | | | | 0.3 | | |
3,446 | | | BNP Paribas | | | | | 196,212 | | | | | | 0.1 | | |
3,624 | | | Capital One Financial Corp. | | | | | 336,887 | | | | | | 0.1 | | |
8,853 | | | Charles Schwab Corp. | | | | | 737,101 | | | | | | 0.3 | | |
10,516 | | | Citigroup, Inc. | | | | | 475,639 | | | | | | 0.2 | | |
6,297 | | | Citizens Financial Group, Inc. | | | | | 247,913 | | | | | | 0.1 | | |
1,912 | | | CNO Financial Group, Inc. | | | | | 43,689 | | | | | | 0.0 | | |
1,265 | | | Commerce Bancshares, Inc. | | | | | 86,109 | | | | | | 0.0 | | |
5,212 (1) | | | Commerzbank AG | | | | | 48,730 | | | | | | 0.0 | | |
268 | | | Commonwealth Bank of Australia | | | | | 18,614 | | | | | | 0.0 | | |
427 | | | Cullen/Frost Bankers, Inc. | | | | | 57,090 | | | | | | 0.0 | | |
1,800 | | | Dai-ichi Life Holdings, Inc. | | | | | 40,650 | | | | | | 0.0 | | |
10,525 | | | Deutsche Bank AG | | | | | 118,317 | | | | | | 0.0 | | |
50 | | | Deutsche Boerse AG | | | | | 8,609 | | | | | | 0.0 | | |
1,292 | | | East West Bancorp, Inc. | | | | | 85,143 | | | | | | 0.0 | | |
1,255 | | | Erste Group Bank AG | | | | | 40,154 | | | | | | 0.0 | | |
602 | | | Essent Group Ltd. | | | | | 23,406 | | | | | | 0.0 | | |
1,542 | | | Evercore, Inc. | | | | | 168,201 | | | | | | 0.1 | | |
18 | | | Everest Re Group Ltd. | | | | | 5,963 | | | | | | 0.0 | | |
4,816 | | | FinecoBank Banca Fineco SpA | | | | | 79,975 | | | | | | 0.0 | | |
1,079 | | | First American Financial Corp. | | | | | 56,475 | | | | | | 0.0 | | |
1,024 | | | FNB Corp. | | | | | 13,363 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
1,506 | | | Gjensidige Forsikring ASA | | | | $ | 29,539 | | | | | | 0.0 | | |
5,391 | | | Hancock Whitney Corp. | | | | | 260,870 | | | | | | 0.1 | | |
7,626 | | | Hartford Financial Services Group, Inc. | | | | | 578,280 | | | | | | 0.2 | | |
5,654 | | | HSBC Holdings PLC | | | | | 35,041 | | | | | | 0.0 | | |
1,225 | | | International Bancshares Corp. | | | | | 56,056 | | | | | | 0.0 | | |
3,555 | | | Jefferies Financial Group, Inc. | | | | | 121,865 | | | | | | 0.1 | | |
3,710 | | | JPMorgan Chase & Co. | | | | | 497,511 | | | | | | 0.2 | | |
111 | | | Kemper Corp. | | | | | 5,461 | | | | | | 0.0 | | |
5,063 | | | Lazard Ltd. | | | | | 175,534 | | | | | | 0.1 | | |
10,676 | | | Loews Corp. | | | | | 622,731 | | | | | | 0.2 | | |
262 | | | LPL Financial Holdings, Inc. | | | | | 56,637 | | | | | | 0.0 | | |
5,231 | | | Marsh & McLennan Cos., Inc. | | | | | 865,626 | | | | | | 0.3 | | |
11,623 | | | Medibank Pvt Ltd. | | | | | 23,188 | | | | | | 0.0 | | |
928 | | | Metlife, Inc. | | | | | 67,159 | | | | | | 0.0 | | |
3,174 | | | MGIC Investment Corp. | | | | | 41,262 | | | | | | 0.0 | | |
31,600 | | | Mitsubishi UFJ Financial Group, Inc. | | | | | 212,144 | | | | | | 0.1 | | |
5,843 | | | Morgan Stanley | | | | | 496,772 | | | | | | 0.2 | | |
43,960 | | | NatWest Group PLC | | | | | 140,199 | | | | | | 0.1 | | |
1,429 | | | Navient Corp. | | | | | 23,507 | | | | | | 0.0 | | |
2,715 | | | NN Group NV | | | | | 111,022 | | | | | | 0.0 | | |
8,679 | | | Nordea Bank Abp | | | | | 92,969 | | | | | | 0.0 | | |
1,950 | | | Old Republic International Corp. | | | | | 47,093 | | | | | | 0.0 | | |
9,000 | | | ORIX Corp. | | | | | 144,060 | | | | | | 0.1 | | |
13,200 | | | Oversea-Chinese Banking Corp., Ltd. | | | | | 120,068 | | | | | | 0.0 | | |
589 | | | Pinnacle Financial Partners, Inc. | | | | | 43,233 | | | | | | 0.0 | | |
2,539 | | | Popular, Inc. | | | | | 168,386 | | | | | | 0.1 | | |
5,627 (2) | | | Poste Italiane SpA | | | | | 54,899 | | | | | | 0.0 | | |
56 | | | Primerica, Inc. | | | | | 7,942 | | | | | | 0.0 | | |
843 | | | Prosperity Bancshares, Inc. | | | | | 61,269 | | | | | | 0.0 | | |
600 | | | Reinsurance Group of America, Inc. | | | | | 85,254 | | | | | | 0.0 | | |
2,470 | | | Rithm Capital Corp. | | | | | 20,180 | | | | | | 0.0 | | |
6,200 | | | Singapore Exchange Ltd. | | | | | 41,459 | | | | | | 0.0 | | |
4,452 | | | Societe Generale | | | | | 111,672 | | | | | | 0.0 | | |
2,800 | | | Sompo Holdings, Inc. | | | | | 123,881 | | | | | | 0.0 | | |
13,418 | | | Standard Chartered PLC | | | | | 100,079 | | | | | | 0.0 | | |
16,402 | | | Starwood Property Trust, Inc. | | | | | 300,649 | | | | | | 0.1 | | |
868 | | | Stifel Financial Corp. | | | | | 50,665 | | | | | | 0.0 | | |
5,200 | | | Sumitomo Mitsui Financial Group, Inc. | | | | | 209,208 | | | | | | 0.1 | | |
4,500 | | | Sumitomo Mitsui Trust Holdings, Inc. | | | | | 157,030 | | | | | | 0.1 | | |
3,750 | | | Swedbank AB | | | | | 63,784 | | | | | | 0.0 | | |
545 | | | Synovus Financial Corp. | | | | | 20,465 | | | | | | 0.0 | | |
8,900 | | | Tokio Marine Holdings, Inc. | | | | | 190,125 | | | | | | 0.1 | | |
1,644 | | | UBS Group AG | | | | | 30,556 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2022 (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
4,293 | | | UMB Financial Corp. | | | | $ | 358,551 | | | | | | 0.1 | | |
6,866 | | | Unum Group | | | | | 281,712 | | | | | | 0.1 | | |
8,976 | | | US Bancorp | | | | | 391,443 | | | | | | 0.2 | | |
1,709 | | | Washington Federal, Inc. | | | | | 57,337 | | | | | | 0.0 | | |
125 | | | Webster Financial Corp. | | | | | 5,918 | | | | | | 0.0 | | |
22,322 | | | Wells Fargo & Co. | | | | | 921,675 | | | | | | 0.3 | | |
867 | | | Willis Towers Watson PLC | | | | | 212,051 | | | | | | 0.1 | | |
1,797 | | | Wintrust Financial Corp. | | | | | 151,882 | | | | | | 0.1 | | |
253 | | | Zions Bancorp NA | | | | | 12,437 | | | | | | 0.0 | | |
398 | | | Zurich Insurance Group AG | | | | | 190,275 | | | | | | 0.1 | | |
| | | | | | | | 16,186,329 | | | | | | 5.5 | | |
| | | Health Care: 6.2% | | ||||||||||||
6,137 | | | Abbott Laboratories | | | | | 673,781 | | | | | | 0.2 | | |
1,616 | | | AbbVie, Inc. | | | | | 261,162 | | | | | | 0.1 | | |
4,171 | | | Agilent Technologies, Inc. | | | | | 624,190 | | | | | | 0.2 | | |
149 (1) | | | Amedisys, Inc. | | | | | 12,447 | | | | | | 0.0 | | |
77 | | | AmerisourceBergen Corp. | | | | | 12,760 | | | | | | 0.0 | | |
600 | | | Astellas Pharma, Inc. | | | | | 9,123 | | | | | | 0.0 | | |
1,089 | | | AstraZeneca PLC | | | | | 147,363 | | | | | | 0.1 | | |
156 (1) | | | Biogen, Inc. | | | | | 43,200 | | | | | | 0.0 | | |
13,137 | | | Bristol-Myers Squibb Co. | | | | | 945,207 | | | | | | 0.3 | | |
245 | | | Bruker Corp. | | | | | 16,746 | | | | | | 0.0 | | |
4,513 (1) | | | Centene Corp. | | | | | 370,111 | | | | | | 0.1 | | |
1,616 | | | Cigna Corp. | | | | | 535,445 | | | | | | 0.2 | | |
46 | | | CSL Ltd. | | | | | 8,970 | | | | | | 0.0 | | |
6,390 | | | CVS Health Corp. | | | | | 595,484 | | | | | | 0.2 | | |
1,100 | | | Daiichi Sankyo Co., Ltd. | | | | | 35,405 | | | | | | 0.0 | | |
897 | | | Danaher Corp. | | | | | 238,082 | | | | | | 0.1 | | |
1,268 (1) | | | DexCom, Inc. | | | | | 143,588 | | | | | | 0.1 | | |
1,858 (1)(3) | | | Doximity, Inc. | | | | | 62,354 | | | | | | 0.0 | | |
2,777 (1) | | | Edwards Lifesciences Corp. | | | | | 207,192 | | | | | | 0.1 | | |
1,009 | | | Elevance Health, Inc. | | | | | 517,587 | | | | | | 0.2 | | |
953 | | | Eli Lilly & Co. | | | | | 348,646 | | | | | | 0.1 | | |
883 (1) | | | Envista Holdings Corp. | | | | | 29,731 | | | | | | 0.0 | | |
6,180 (1) | | | Exelixis, Inc. | | | | | 99,127 | | | | | | 0.0 | | |
2,349 | | | Getinge AB | | | | | 48,837 | | | | | | 0.0 | | |
5,921 | | | Gilead Sciences, Inc. | | | | | 508,318 | | | | | | 0.2 | | |
923 (1) | | | Globus Medical, Inc. | | | | | 68,551 | | | | | | 0.0 | | |
7,234 | | | GSK PLC | | | | | 125,028 | | | | | | 0.1 | | |
1,028 (1) | | | Halozyme Therapeutics, Inc. | | | | | 58,493 | | | | | | 0.0 | | |
401 (1) | | | HealthEquity, Inc. | | | | | 24,718 | | | | | | 0.0 | | |
4,545 | | | Hikma Pharmaceuticals PLC | | | | | 84,701 | | | | | | 0.0 | | |
3,146 (1) | | | Hologic, Inc. | | | | | 235,352 | | | | | | 0.1 | | |
1,300 | | | Hoya Corp. | | | | | 124,512 | | | | | | 0.1 | | |
321 | | | Humana, Inc. | | | | | 164,413 | | | | | | 0.1 | | |
445 (1) | | | Inari Medical, Inc. | | | | | 28,284 | | | | | | 0.0 | | |
833 | | | Ipsen SA | | | | | 89,598 | | | | | | 0.0 | | |
495 (1) | | | Jazz Pharmaceuticals PLC | | | | | 78,858 | | | | | | 0.0 | | |
10,670 | | | Johnson & Johnson | | | | | 1,884,855 | | | | | | 0.7 | | |
52 | | | Laboratory Corp. of America Holdings | | | | | 12,245 | | | | | | 0.0 | | |
606 (1) | | | Lantheus Holdings, Inc. | | | | | 30,882 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
311 (1) | | | LivaNova PLC | | | | $ | 17,273 | | | | | | 0.0 | | |
52 (1) | | | Masimo Corp. | | | | | 7,693 | | | | | | 0.0 | | |
1,059 | | | McKesson Corp. | | | | | 397,252 | | | | | | 0.1 | | |
285 (1) | | | Medpace Holdings, Inc. | | | | | 60,537 | | | | | | 0.0 | | |
4,908 | | | Medtronic PLC | | | | | 381,450 | | | | | | 0.1 | | |
4,318 | | | Merck & Co., Inc. | | | | | 479,082 | | | | | | 0.2 | | |
154 (1) | | | Mettler Toledo International, Inc. | | | | | 222,599 | | | | | | 0.1 | | |
146 (1) | | | Molina Healthcare, Inc. | | | | | 48,212 | | | | | | 0.0 | | |
2,500 (1) | | | Neurocrine Biosciences, Inc. | | | | | 298,600 | | | | | | 0.1 | | |
1,461 | | | Novartis AG | | | | | 132,217 | | | | | | 0.1 | | |
2,202 | | | Novo Nordisk A/S | | | | | 299,066 | | | | | | 0.1 | | |
3,400 | | | Olympus Corp. | | | | | 59,968 | | | | | | 0.0 | | |
322 (1) | | | Omnicell, Inc. | | | | | 16,235 | | | | | | 0.0 | | |
5,000 | | | Ono Pharmaceutical Co., Ltd. | | | | | 116,868 | | | | | | 0.0 | | |
866 (1) | | | Option Care Health, Inc. | | | | | 26,058 | | | | | | 0.0 | | |
1,400 | | | Otsuka Holdings Co. Ltd. | | | | | 45,658 | | | | | | 0.0 | | |
1,618 | | | Patterson Cos., Inc. | | | | | 45,353 | | | | | | 0.0 | | |
214 | | | Perrigo Co. PLC | | | | | 7,295 | | | | | | 0.0 | | |
20,011 | | | Pfizer, Inc. | | | | | 1,025,364 | | | | | | 0.4 | | |
1,233 (1) | | | Progyny, Inc. | | | | | 38,408 | | | | | | 0.0 | | |
2,465 (1) | | | QIAGEN NV | | | | | 123,916 | | | | | | 0.1 | | |
358 (1) | | | QuidelOrtho Corp. | | | | | 30,670 | | | | | | 0.0 | | |
698 (1) | | | Regeneron Pharmaceuticals, Inc. | | | | | 503,600 | | | | | | 0.2 | | |
44 (1) | | | Repligen Corp. | | | | | 7,450 | | | | | | 0.0 | | |
1,305 | | | Roche Holding AG-GENUSSCHEIN | | | | | 410,080 | | | | | | 0.1 | | |
1,508 | | | Sanofi | | | | | 145,411 | | | | | | 0.1 | | |
54 | | | Sartorius Stedim Biotech | | | | | 17,548 | | | | | | 0.0 | | |
590 (1) | | | Seagen, Inc. | | | | | 75,821 | | | | | | 0.0 | | |
606 (1) | | | Shockwave Medical, Inc. | | | | | 124,600 | | | | | | 0.1 | | |
6,080 | | | Sonic Healthcare Ltd. | | | | | 123,734 | | | | | | 0.1 | | |
425 | | | Sonova Holding AG - Reg | | | | | 100,937 | | | | | | 0.0 | | |
526 (1) | | | Staar Surgical Co. | | | | | 25,532 | | | | | | 0.0 | | |
767 (1) | | | Swedish Orphan Biovitrum AB | | | | | 15,875 | | | | | | 0.0 | | |
335 (1) | | | Syneos Health, Inc. | | | | | 12,288 | | | | | | 0.0 | | |
3,700 | | | Takeda Pharmaceutical Co., Ltd. | | | | | 115,613 | | | | | | 0.0 | | |
833 (1) | | | Tandem Diabetes Care, Inc. | | | | | 37,443 | | | | | | 0.0 | | |
1,114 | | | Thermo Fisher Scientific, Inc. | | | | | 613,469 | | | | | | 0.2 | | |
813 | | | UCB S.A. | | | | | 64,059 | | | | | | 0.0 | | |
230 (1) | | | United Therapeutics Corp. | | | | | 63,961 | | | | | | 0.0 | | |
2,625 | | | UnitedHealth Group, Inc. | | | | | 1,391,722 | | | | | | 0.5 | | |
1,303 (1) | | | Veeva Systems, Inc. | | | | | 210,278 | | | | | | 0.1 | | |
1,864 (1) | | | Vertex Pharmaceuticals, Inc. | | | | | 538,286 | | | | | | 0.2 | | |
| | | | | | | | 17,982,827 | | | | | | 6.2 | | |
| | | Industrials: 4.1% | | ||||||||||||
537 | | | 3M Co. | | | | | 64,397 | | | | | | 0.0 | | |
3,826 | | | ACS Actividades de Construccion y Servicios SA | | | | | 109,475 | | | | | | 0.1 | | |
1,629 | | | Acuity Brands, Inc. | | | | | 269,779 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of December 31, 2022 (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
7,014 | | | AECOM | | | | $ | 595,699 | | | | | | 0.2 | | |
340 | | | AGCO Corp. | | | | | 47,155 | | | | | | 0.0 | | |
2,009 | | | Alfa Laval AB | | | | | 58,115 | | | | | | 0.0 | | |
35 | | | AP Moller - Maersk A/S - Class B | | | | | 78,351 | | | | | | 0.0 | | |
473 (1) | | | ASGN, Inc. | | | | | 38,540 | | | | | | 0.0 | | |
7,461 | | | Atlas Copco AB - A Shares | | | | | 88,401 | | | | | | 0.0 | | |
32,006 | | | Aurizon Holdings Ltd. | | | | | 81,085 | | | | | | 0.0 | | |
223 (1) | | | Avis Budget Group, Inc. | | | | | 36,556 | | | | | | 0.0 | | |
112 (1) | | | Axon Enterprise, Inc. | | | | | 18,584 | | | | | | 0.0 | | |
3,009 | | | BAE Systems PLC | | | | | 31,078 | | | | | | 0.0 | | |
729 | | | Brenntag SE | | | | | 46,492 | | | | | | 0.0 | | |
1,269 (1) | | | Builders FirstSource, Inc. | | | | | 82,333 | | | | | | 0.0 | | |
35 (1) | | | CACI International, Inc. | | | | | 10,521 | | | | | | 0.0 | | |
106 | | | Carlisle Cos., Inc. | | | | | 24,979 | | | | | | 0.0 | | |
258 | | | Caterpillar, Inc. | | | | | 61,806 | | | | | | 0.0 | | |
74 (1) | | | Chart Industries, Inc. | | | | | 8,527 | | | | | | 0.0 | | |
3,133 | | | Cie de Saint-Gobain | | | | | 153,268 | | | | | | 0.1 | | |
4,500 | | | CK Hutchison Holdings Ltd. | | | | | 26,959 | | | | | | 0.0 | | |
449 (1) | | | Clean Harbors, Inc. | | | | | 51,240 | | | | | | 0.0 | | |
5,013 | | | CNH Industrial NV | | | | | 80,418 | | | | | | 0.0 | | |
2,937 (1) | | | Copa Holdings S.A.- Class A | | | | | 244,270 | | | | | | 0.1 | | |
10,184 (1) | | | Copart, Inc. | | | | | 620,104 | | | | | | 0.2 | | |
106 (1) | | | CoStar Group, Inc. | | | | | 8,192 | | | | | | 0.0 | | |
7,091 | | | CSX Corp. | | | | | 219,679 | | | | | | 0.1 | | |
34 | | | Curtiss-Wright Corp. | | | | | 5,678 | | | | | | 0.0 | | |
1,693 | | | DCC PLC | | | | | 83,249 | | | | | | 0.0 | | |
3,965 | | | Deutsche Post AG | | | | | 148,396 | | | | | | 0.1 | | |
832 | | | Donaldson Co., Inc. | | | | | 48,980 | | | | | | 0.0 | | |
373 (1) | | | Driven Brands Holdings, Inc. | | | | | 10,187 | | | | | | 0.0 | | |
1,202 | | | Dun & Bradstreet Holdings, Inc. | | | | | 14,736 | | | | | | 0.0 | | |
628 | | | Eiffage SA | | | | | 61,773 | | | | | | 0.0 | | |
6,778 | | | Emerson Electric Co. | | | | | 651,095 | | | | | | 0.2 | | |
2,383 | | | Experian PLC | | | | | 80,709 | | | | | | 0.0 | | |
1,054 | | | Flowserve Corp. | | | | | 32,337 | | | | | | 0.0 | | |
1,431 (1) | | | Fluor Corp. | | | | | 49,598 | | | | | | 0.0 | | |
10,102 | | | Fortive Corp. | | | | | 649,053 | | | | | | 0.2 | | |
176 (1) | | | FTI Consulting, Inc. | | | | | 27,949 | | | | | | 0.0 | | |
1,264 (1) | | | Gates Industrial Corp. PLC | | | | | 14,422 | | | | | | 0.0 | | |
2,266 | | | GEA Group AG | | | | | 92,152 | | | | | | 0.0 | | |
8,382 | | | General Electric Co. | | | | | 702,328 | | | | | | 0.3 | | |
818 | | | Graco, Inc. | | | | | 55,019 | | | | | | 0.0 | | |
653 (1) | | | Hayward Holdings, Inc. | | | | | 6,138 | | | | | | 0.0 | | |
354 | | | Hubbell, Inc. | | | | | 83,077 | | | | | | 0.0 | | |
5,951 | | | Ingersoll Rand, Inc. | | | | | 310,940 | | | | | | 0.1 | | |
369 | | | Insperity, Inc. | | | | | 41,918 | | | | | | 0.0 | | |
2,200 | | | Jardine Matheson Holdings Ltd. | | | | | 111,980 | | | | | | 0.1 | | |
3,909 (1) | | | JetBlue Airways Corp. | | | | | 25,330 | | | | | | 0.0 | | |
6,534 | | | Johnson Controls International plc | | | | | 418,176 | | | | | | 0.2 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
214 | | | KBR, Inc. | | | | $ | 11,299 | | | | | | 0.0 | | |
10,700 | | | Keppel Corp., Ltd. | | | | | 58,028 | | | | | | 0.0 | | |
584 | | | Knight-Swift Transportation Holdings, Inc. | | | | | 30,607 | | | | | | 0.0 | | |
882 | | | Legrand S.A. | | | | | 70,720 | | | | | | 0.0 | | |
4,900 | | | Lixil Corp. | | | | | 73,873 | | | | | | 0.0 | | |
70 | | | Manpowergroup, Inc. | | | | | 5,825 | | | | | | 0.0 | | |
572 (1) | | | Mastec, Inc. | | | | | 48,809 | | | | | | 0.0 | | |
140 (1) | | | Middleby Corp. | | | | | 18,746 | | | | | | 0.0 | | |
5,300 | | | Mitsubishi Electric Corp. | | | | | 52,517 | | | | | | 0.0 | | |
2,000 | | | NGK Insulators Ltd. | | | | | 25,355 | | | | | | 0.0 | | |
1,000 | | | Nihon M&A Center Holdings, Inc. | | | | | 12,305 | | | | | | 0.0 | | |
1,876 | | | nVent Electric PLC | | | | | 72,170 | | | | | | 0.0 | | |
1,076 | | | Owens Corning, Inc. | | | | | 91,783 | | | | | | 0.0 | | |
1,821 | | | Parker Hannifin Corp. | | | | | 529,911 | | | | | | 0.2 | | |
4,325 | | | Pentair PLC | | | | | 194,538 | | | | | | 0.1 | | |
2,500 | | | Recruit Holdings Co. Ltd. | | | | | 78,255 | | | | | | 0.0 | | |
2,568 | | | Regal Rexnord Corp. | | | | | 308,109 | | | | | | 0.1 | | |
1,441 | | | Robert Half International, Inc. | | | | | 106,389 | | | | | | 0.1 | | |
28 | | | Rockwell Automation, Inc. | | | | | 7,212 | | | | | | 0.0 | | |
347 (1) | | | RXO, Inc. | | | | | 5,968 | | | | | | 0.0 | | |
446 | | | Ryder System, Inc. | | | | | 37,272 | | | | | | 0.0 | | |
541 (1) | | | Saia, Inc. | | | | | 113,437 | | | | | | 0.1 | | |
2,300 | | | Secom Co., Ltd. | | | | | 131,233 | | | | | | 0.1 | | |
2,148 | | | Sensata Technologies Holding PLC | | | | | 86,736 | | | | | | 0.0 | | |
1,818 | | | Siemens AG | | | | | 250,613 | | | | | | 0.1 | | |
27,800 (3) | | | Singapore Airlines Ltd. | | | | | 114,783 | | | | | | 0.1 | | |
28,000 | | | SITC International Holdings Co. Ltd. | | | | | 62,060 | | | | | | 0.0 | | |
1,747 | | | SKF AB - B Shares | | | | | 26,683 | | | | | | 0.0 | | |
5,709 | | | Smiths Group PLC | | | | | 109,568 | | | | | | 0.1 | | |
4,389 (1) | | | Southwest Airlines Co. | | | | | 147,778 | | | | | | 0.1 | | |
279 (1) | | | SunPower Corp. | | | | | 5,030 | | | | | | 0.0 | | |
240 (1) | | | Sunrun, Inc. | | | | | 5,765 | | | | | | 0.0 | | |
1,039 | | | Terex Corp. | | | | | 44,386 | | | | | | 0.0 | | |
85 | | | Tetra Tech, Inc. | | | | | 12,341 | | | | | | 0.0 | | |
1,670 | | | Textron, Inc. | | | | | 118,236 | | | | | | 0.1 | | |
1,085 | | | Timken Co. | | | | | 76,677 | | | | | | 0.0 | | |
122 | | | Toro Co. | | | | | 13,810 | | | | | | 0.0 | | |
600 | | | Toyota Industries Corp. | | | | | 32,595 | | | | | | 0.0 | | |
485 | | | Trane Technologies PLC | | | | | 81,524 | | | | | | 0.0 | | |
290 (1) | | | Trex Co., Inc. | | | | | 12,276 | | | | | | 0.0 | | |
6,753 | | | U-Haul Holding Co. | | | | | 406,463 | | | | | | 0.2 | | |
1,261 (1) | | | United Rentals, Inc. | | | | | 448,185 | | | | | | 0.2 | | |
1,985 (1) | | | Univar Solutions, Inc. | | | | | 63,123 | | | | | | 0.0 | | |
7,252 | | | Volvo AB - B Shares | | | | | 130,997 | | | | | | 0.1 | | |
57 | | | Watsco, Inc. | | | | | 14,216 | | | | | | 0.0 | | |
793 | | | Watts Water Technologies, Inc. | | | | | 115,960 | | | | | | 0.1 | | |
3,976 | | | Westinghouse Air Brake Technologies Corp. | | | | | 396,844 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of December 31, 2022 (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials (continued) | | ||||||||||||
221 (1) | | | WillScot Mobile Mini Holdings Corp. | | | | $ | 9,983 | | | | | | 0.0 | | |
524 | | | Wolters Kluwer NV | | | | | 54,829 | | | | | | 0.0 | | |
581 | | | Woodward, Inc. | | | | | 56,130 | | | | | | 0.0 | | |
399 | | | WW Grainger, Inc. | | | | | 221,944 | | | | | | 0.1 | | |
516 (3) | | | ZIM Integrated Shipping Services Ltd. | | | | | 8,870 | | | | | | 0.0 | | |
| | | | | | | | 12,093,989 | | | | | | 4.1 | | |
| | | Information Technology: 9.3% | | ||||||||||||
2,714 | | | Accenture PLC | | | | | 724,204 | | | | | | 0.3 | | |
1,742 (1) | | | ACI Worldwide, Inc. | | | | | 40,066 | | | | | | 0.0 | | |
2,086 (1) | | | Adobe, Inc. | | | | | 702,002 | | | | | | 0.3 | | |
34 (1)(2) | | | Adyen NV | | | | | 47,200 | | | | | | 0.0 | | |
7,849 (1) | | | Allegro MicroSystems, Inc. | | | | | 235,627 | | | | | | 0.1 | | |
6,486 | | | Amdocs Ltd. | | | | | 589,577 | | | | | | 0.2 | | |
38,853 | | | Apple, Inc. | | | | | 5,048,170 | | | | | | 1.7 | | |
5,474 | | | Applied Materials, Inc. | | | | | 533,058 | | | | | | 0.2 | | |
625 (1) | | | Arrow Electronics, Inc. | | | | | 65,356 | | | | | | 0.0 | | |
269 | | | ASM International NV | | | | | 68,254 | | | | | | 0.0 | | |
501 | | | ASML Holding NV | | | | | 273,170 | | | | | | 0.1 | | |
78 (1) | | | Aspen Technology, Inc. | | | | | 16,021 | | | | | | 0.0 | | |
790 (1) | | | Autodesk, Inc. | | | | | 147,627 | | | | | | 0.1 | | |
2,407 | | | Automatic Data Processing, Inc. | | | | | 574,936 | | | | | | 0.2 | | |
1,381 | | | Avnet, Inc. | | | | | 57,422 | | | | | | 0.0 | | |
81 | | | Broadcom, Inc. | | | | | 45,290 | | | | | | 0.0 | | |
720 (1) | | | Cadence Design Systems, Inc. | | | | | 115,661 | | | | | | 0.0 | | |
1,342 (1) | | | Calix, Inc. | | | | | 91,833 | | | | | | 0.0 | | |
712 | | | Capgemini SE | | | | | 119,029 | | | | | | 0.1 | | |
1,014 (1) | | | Check Point Software Technologies | | | | | 127,926 | | | | | | 0.1 | | |
117 (1) | | | Ciena Corp. | | | | | 5,965 | | | | | | 0.0 | | |
224 (1) | | | Cirrus Logic, Inc. | | | | | 16,684 | | | | | | 0.0 | | |
21,736 | | | Cisco Systems, Inc. | | | | | 1,035,503 | | | | | | 0.4 | | |
882 | | | Cognex Corp. | | | | | 41,551 | | | | | | 0.0 | | |
7,188 | | | Cognizant Technology Solutions Corp. | | | | | 411,082 | | | | | | 0.2 | | |
841 (1) | | | Coherent Corp. | | | | | 29,519 | | | | | | 0.0 | | |
124 (1) | | | Commvault Systems, Inc. | | | | | 7,792 | | | | | | 0.0 | | |
1,064 | | | Computershare Ltd. | | | | | 18,744 | | | | | | 0.0 | | |
131 | | | Concentrix Corp. | | | | | 17,444 | | | | | | 0.0 | | |
257 (1) | | | CyberArk Software Ltd. | | | | | 33,320 | | | | | | 0.0 | | |
503 | | | Dassault Systemes SE | | | | | 18,088 | | | | | | 0.0 | | |
13,938 (1) | | | Dropbox, Inc. | | | | | 311,932 | | | | | | 0.1 | | |
1,121 (1) | | | Dynatrace, Inc. | | | | | 42,934 | | | | | | 0.0 | | |
823 | | | Edenred | | | | | 44,792 | | | | | | 0.0 | | |
135 (1) | | | EPAM Systems, Inc. | | | | | 44,245 | | | | | | 0.0 | | |
68 (1) | | | Euronet Worldwide, Inc. | | | | | 6,418 | | | | | | 0.0 | | |
208 (1) | | | ExlService Holdings, Inc. | | | | | 35,241 | | | | | | 0.0 | | |
2,496 (1) | | | F5, Inc. | | | | | 358,201 | | | | | | 0.1 | | |
97 (1) | | | Fair Isaac Corp. | | | | | 58,062 | | | | | | 0.0 | | |
7,047 | | | Genpact Ltd. | | | | | 326,417 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
3,242 | | | Halma PLC | | | | $ | 77,208 | | | | | | 0.1 | | |
400 | | | Hirose Electric Co., Ltd. | | | | | 50,169 | | | | | | 0.0 | | |
361 (1) | | | HubSpot, Inc. | | | | | 104,376 | | | | | | 0.0 | | |
83 | | | Jabil, Inc. | | | | | 5,661 | | | | | | 0.0 | | |
2,009 | | | Jack Henry & Associates, Inc. | | | | | 352,700 | | | | | | 0.1 | | |
6,925 | | | Juniper Networks, Inc. | | | | | 221,323 | | | | | | 0.1 | | |
3,287 (1) | | | Keysight Technologies, Inc. | | | | | 562,307 | | | | | | 0.2 | | |
1,193 | | | KLA Corp. | | | | | 449,797 | | | | | | 0.2 | | |
577 | | | Lam Research Corp. | | | | | 242,513 | | | | | | 0.1 | | |
1,216 (1) | | | Lattice Semiconductor Corp. | | | | | 78,894 | | | | | | 0.0 | | |
498 (1) | | | Lumentum Holdings, Inc. | | | | | 25,981 | | | | | | 0.0 | | |
448 (1) | | | MACOM Technology Solutions Holdings, Inc. | | | | | 28,215 | | | | | | 0.0 | | |
1,693 | | | Mastercard, Inc. - Class A | | | | | 588,707 | | | | | | 0.2 | | |
733 | | | MAXIMUS, Inc. | | | | | 53,751 | | | | | | 0.0 | | |
18,442 | | | Microsoft Corp. | | | | | 4,422,760 | | | | | | 1.5 | | |
317 | | | MKS Instruments, Inc. | | | | | 26,859 | | | | | | 0.0 | | |
695 | | | Monolithic Power Systems, Inc. | | | | | 245,759 | | | | | | 0.1 | | |
1,324 | | | National Instruments Corp. | | | | | 48,856 | | | | | | 0.0 | | |
300 | | | NEC Corp. | | | | | 10,521 | | | | | | 0.0 | | |
1,440 | | | NetApp, Inc. | | | | | 86,486 | | | | | | 0.0 | | |
6,506 | | | Nokia OYJ - Finland | | | | | 30,225 | | | | | | 0.0 | | |
8,579 | | | Nvidia Corp. | | | | | 1,253,735 | | | | | | 0.4 | | |
9,449 (1) | | | Palantir Technologies, Inc. | | | | | 60,663 | | | | | | 0.0 | | |
2,006 (1) | | | Palo Alto Networks, Inc. | | | | | 279,917 | | | | | | 0.1 | | |
1,048 (1) | | | Paycom Software, Inc. | | | | | 325,205 | | | | | | 0.1 | | |
300 (1) | | | Paylocity Holding Corp. | | | | | 58,278 | | | | | | 0.0 | | |
2,557 (1) | | | PayPal Holdings, Inc. | | | | | 182,110 | | | | | | 0.1 | | |
11,923 (1) | | | Pure Storage, Inc. - Class A | | | | | 319,059 | | | | | | 0.1 | | |
3,762 | | | Qualcomm, Inc. | | | | | 413,594 | | | | | | 0.2 | | |
2,425 (1) | | | Qualys, Inc. | | | | | 272,158 | | | | | | 0.1 | | |
4,500 (1) | | | Renesas Electronics Corp. | | | | | 39,772 | | | | | | 0.0 | | |
1,400 | | | Rohm Co., Ltd. | | | | | 100,365 | | | | | | 0.1 | | |
4,604 (1) | | | Salesforce, Inc. | | | | | 610,444 | | | | | | 0.2 | | |
105 | | | SAP SE | | | | | 10,840 | | | | | | 0.0 | | |
1,244 (1) | | | ServiceNow, Inc. | | | | | 483,008 | | | | | | 0.2 | | |
2,600 | | | Shimadzu Corp. | | | | | 73,606 | | | | | | 0.0 | | |
142 (1) | | | Silicon Laboratories, Inc. | | | | | 19,265 | | | | | | 0.0 | | |
251 (1) | | | SolarEdge Technologies, Inc. | | | | | 71,101 | | | | | | 0.0 | | |
141 (1) | | | Synaptics, Inc. | | | | | 13,418 | | | | | | 0.0 | | |
10,416 | | | Telefonaktiebolaget LM Ericsson | | | | | 61,032 | | | | | | 0.0 | | |
2,425 | | | Teradyne, Inc. | | | | | 211,824 | | | | | | 0.1 | | |
13,537 | | | The Sage Group PLC | | | | | 121,897 | | | | | | 0.1 | | |
2,940 | | | Universal Display Corp. | | | | | 317,638 | | | | | | 0.1 | | |
5,400 | | | Venture Corp. Ltd. | | | | | 68,829 | | | | | | 0.0 | | |
5,127 | | | Visa, Inc. - Class A | | | | | 1,065,186 | | | | | | 0.4 | | |
1,481 | | | WiseTech Global Ltd. | | | | | 50,935 | | | | | | 0.0 | | |
431 (1) | | | Wix.com Ltd. | | | | | 33,114 | | | | | | 0.0 | | |
209 (1) | | | Wolfspeed, Inc. | | | | | 14,429 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2022 (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
1,586 (1) | | | Workday, Inc. | | | | $ | 265,385 | | | | | | 0.1 | | |
874 (1) | | | Xero Ltd. | | | | | 41,676 | | | | | | 0.0 | | |
900 | | | Yokogawa Electric Corp. | | | | | 14,284 | | | | | | 0.0 | | |
| | | | | | | | 27,052,198 | | | | | | 9.3 | | |
| | | Materials: 1.6% | | ||||||||||||
127 | | | Air Liquide SA | | | | | 18,026 | | | | | | 0.0 | | |
800 | | | Air Products & Chemicals, Inc. | | | | | 246,608 | | | | | | 0.1 | | |
1,061 | | | Alcoa Corp. | | | | | 48,244 | | | | | | 0.0 | | |
3,000 | | | Anglo American PLC | | | | | 117,480 | | | | | | 0.1 | | |
127 | | | Aptargroup, Inc. | | | | | 13,967 | | | | | | 0.0 | | |
832 | | | ArcelorMittal SA | | | | | 21,950 | | | | | | 0.0 | | |
504 | | | Arkema SA | | | | | 45,332 | | | | | | 0.0 | | |
549 | | | Ashland, Inc. | | | | | 59,034 | | | | | | 0.0 | | |
1,335 | | | Avient Corp. | | | | | 45,070 | | | | | | 0.0 | | |
1,952 | | | BASF SE | | | | | 96,113 | | | | | | 0.0 | | |
182 | | | Berry Global Group, Inc. | | | | | 10,998 | | | | | | 0.0 | | |
7,484 | | | BHP Group Ltd. Australian | | | | | 231,832 | | | | | | 0.1 | | |
4,506 | | | BlueScope Steel Ltd. | | | | | 51,356 | | | | | | 0.0 | | |
1,114 (1) | | | Cleveland-Cliffs, Inc. | | | | | 17,946 | | | | | | 0.0 | | |
3,810 | | | CRH PLC | | | | | 151,524 | | | | | | 0.1 | | |
2,784 | | | Dow, Inc. | | | | | 140,286 | | | | | | 0.1 | | |
401 | | | Eagle Materials, Inc. | | | | | 53,273 | | | | | | 0.0 | | |
1,959 | | | Ecolab, Inc. | | | | | 285,152 | | | | | | 0.1 | | |
2,292 | | | FMC Corp. | | | | | 286,042 | | | | | | 0.1 | | |
2,343 | | | Freeport-McMoRan, Inc. | | | | | 89,034 | | | | | | 0.0 | | |
10 | | | Givaudan | | | | | 30,629 | | | | | | 0.0 | | |
1,814 | | | HeidelbergCement AG | | | | | 102,790 | | | | | | 0.1 | | |
2,503 | | | Holcim AG | | | | | 129,564 | | | | | | 0.1 | | |
6,398 | | | IGO Ltd. | | | | | 58,525 | | | | | | 0.0 | | |
1,749 (1) | | | Ingevity Corp. | | | | | 123,200 | | | | | | 0.1 | | |
1,143 | | | Linde PLC | | | | | 372,824 | | | | | | 0.1 | | |
864 | | | Louisiana-Pacific Corp. | | | | | 51,149 | | | | | | 0.0 | | |
205 (1) | | | MP Materials Corp. | | | | | 4,977 | | | | | | 0.0 | | |
1,000 | | | Nippon Sanso Holdings Corp. | | | | | 14,485 | | | | | | 0.0 | | |
1,600 | | | Nissan Chemical Corp. | | | | | 69,772 | | | | | | 0.0 | | |
1,700 | | | Nitto Denko Corp. | | | | | 97,911 | | | | | | 0.0 | | |
838 | | | Nucor Corp. | | | | | 110,457 | | | | | | 0.1 | | |
812 | | | Reliance Steel & Aluminum Co. | | | | | 164,381 | | | | | | 0.1 | | |
2,672 | | | Rio Tinto Ltd. | | | | | 210,889 | | | | | | 0.1 | | |
257 | | | Royal Gold, Inc. | | | | | 28,969 | | | | | | 0.0 | | |
873 | | | RPM International, Inc. | | | | | 85,074 | | | | | | 0.0 | | |
479 | | | Sealed Air Corp. | | | | | 23,892 | | | | | | 0.0 | | |
307 | | | Sherwin-Williams Co. | | | | | 72,860 | | | | | | 0.0 | | |
403 | | | Sika AG | | | | | 96,882 | | | | | | 0.0 | | |
1,903 | | | Smurfit Kappa PLC | | | | | 70,526 | | | | | | 0.0 | | |
7,358 | | | South32 Ltd. - AUD | | | | | 20,173 | | | | | | 0.0 | | |
441 | | | Steel Dynamics, Inc. | | | | | 43,086 | | | | | | 0.0 | | |
22,100 | | | Sumitomo Chemical Co., Ltd. | | | | | 79,242 | | | | | | 0.0 | | |
268 | | | Symrise AG | | | | | 29,106 | | | | | | 0.0 | | |
2,112 | | | United States Steel Corp. | | | | | 52,906 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Materials (continued) | | ||||||||||||
247 | | | Valvoline, Inc. | | | | $ | 8,064 | | | | | | 0.0 | | |
11,243 | | | WestRock Co. | | | | | 395,304 | | | | | | 0.2 | | |
| | | | | | | | 4,576,904 | | | | | | 1.6 | | |
| | | Real Estate: 1.3% | | ||||||||||||
9,306 | | | British Land Co. PLC | | | | | 44,183 | | | | | | 0.0 | | |
734 | | | Brixmor Property Group, Inc. | | | | | 16,640 | | | | | | 0.0 | | |
4,575 (1) | | | CBRE Group, Inc. | | | | | 352,092 | | | | | | 0.1 | | |
5,500 | | | CK Asset Holdings Ltd. | | | | | 33,732 | | | | | | 0.0 | | |
510 | | | Cousins Properties, Inc. | | | | | 12,898 | | | | | | 0.0 | | |
1,038 | | | Crown Castle, Inc. | | | | | 140,794 | | | | | | 0.1 | | |
2,247 | | | CubeSmart | | | | | 90,442 | | | | | | 0.0 | | |
4,400 | | | Daiwa House Industry Co., Ltd. | | | | | 101,360 | | | | | | 0.1 | | |
13,941 | | | Dexus | | | | | 73,191 | | | | | | 0.0 | | |
2,039 | | | Digital Realty Trust, Inc. | | | | | 204,451 | | | | | | 0.1 | | |
48 | | | EastGroup Properties, Inc. | | | | | 7,107 | | | | | | 0.0 | | |
1,557 | | | First Industrial Realty Trust, Inc. | | | | | 75,141 | | | | | | 0.0 | | |
117 | | | Gecina S.A. | | | | | 11,920 | | | | | | 0.0 | | |
10,705 | | | Highwoods Properties, Inc. | | | | | 299,526 | | | | | | 0.1 | | |
6,622 | | | Host Hotels & Resorts, Inc. | | | | | 106,283 | | | | | | 0.0 | | |
1,175 | | | Independence Realty Trust, Inc. | | | | | 19,810 | | | | | | 0.0 | | |
4,752 | | | Iron Mountain, Inc. | | | | | 236,887 | | | | | | 0.1 | | |
441 (1) | | | Jones Lang LaSalle, Inc. | | | | | 70,282 | | | | | | 0.0 | | |
8,619 | | | Kilroy Realty Corp. | | | | | 333,297 | | | | | | 0.1 | | |
1,529 | | | Kite Realty Group Trust | | | | | 32,185 | | | | | | 0.0 | | |
1,716 | | | Lamar Advertising Co. | | | | | 161,990 | | | | | | 0.1 | | |
432 | | | Life Storage, Inc. | | | | | 42,552 | | | | | | 0.0 | | |
1,030 | | | Mid-America Apartment Communities, Inc. | | | | | 161,700 | | | | | | 0.1 | | |
1,700 | | | Mitsubishi Estate Co., Ltd. | | | | | 22,021 | | | | | | 0.0 | | |
1,100 | | | Mitsui Fudosan Co., Ltd. | | | | | 20,105 | | | | | | 0.0 | | |
1,984 | | | National Retail Properties, Inc. | | | | | 90,788 | | | | | | 0.0 | | |
863 | | | National Storage Affiliates Trust | | | | | 31,172 | | | | | | 0.0 | | |
5,000 | | | Nomura Real Estate Holdings, Inc. | | | | | 106,914 | | | | | | 0.1 | | |
4,243 | | | Physicians Realty Trust | | | | | 61,396 | | | | | | 0.0 | | |
6,164 | | | ProLogis, Inc. | | | | | 694,868 | | | | | | 0.3 | | |
110 | | | Rexford Industrial Realty, Inc. | | | | | 6,010 | | | | | | 0.0 | | |
9,374 | | | Segro PLC | | | | | 86,356 | | | | | | 0.0 | | |
140 | | | Spirit Realty Capital, Inc. | | | | | 5,590 | | | | | | 0.0 | | |
| | | | | | | | 3,753,683 | | | | | | 1.3 | | |
| | | Utilities: 1.3% | | ||||||||||||
3,636 | | | Atmos Energy Corp. | | | | | 407,487 | | | | | | 0.1 | | |
760 | | | Black Hills Corp. | | | | | 53,459 | | | | | | 0.0 | | |
1,050 | | | Consolidated Edison, Inc. | | | | | 100,076 | | | | | | 0.0 | | |
1,281 | | | DTE Energy Co. | | | | | 150,556 | | | | | | 0.1 | | |
8,054 | | | E.ON AG | | | | | 80,073 | | | | | | 0.0 | | |
3,899 | | | Edison International | | | | | 248,054 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of December 31, 2022 (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
1,921 | | | EDP - Energias de Portugal SA | | | | $ | 9,576 | | | | | | 0.0 | | |
23,145 | | | Enel S.p.A. | | | | | 124,477 | | | | | | 0.1 | | |
3,577 | | | Engie SA | | | | | 51,173 | | | | | | 0.0 | | |
158 | | | Essential Utilities, Inc. | | | | | 7,541 | | | | | | 0.0 | | |
7,174 | | | National Fuel Gas Co. | | | | | 454,114 | | | | | | 0.2 | | |
3,577 | | | NextEra Energy, Inc. | | | | | 299,037 | | | | | | 0.1 | | |
12,153 | | | NiSource, Inc. | | | | | 333,235 | | | | | | 0.1 | | |
751 | | | OGE Energy Corp. | | | | | 29,702 | | | | | | 0.0 | | |
3,566 | | | ONE Gas, Inc. | | | | | 270,018 | | | | | | 0.1 | | |
4,138 | | | Origin Energy Ltd. | | | | | 21,658 | | | | | | 0.0 | | |
20,000 | | | Power Assets Holdings Ltd. | | | | | 109,309 | | | | | | 0.0 | | |
2,356 | | | PPL Corp. | | | | | 68,842 | | | | | | 0.0 | | |
2,534 | | | Red Electrica Corp. SA | | | | | 44,061 | | | | | | 0.0 | | |
4,663 | | | Sempra Energy | | | | | 720,620 | | | | | | 0.3 | | |
24,037 | | | Snam SpA | | | | | 116,551 | | | | | | 0.1 | | |
578 | | | Southwest Gas Holdings, Inc. | | | | | 35,767 | | | | | | 0.0 | | |
932 | | | SSE PLC | | | | | 19,168 | | | | | | 0.0 | | |
5,300 | | | Tokyo Gas Co., Ltd. | | | | | 103,773 | | | | | | 0.0 | | |
677 | | | UGI Corp. | | | | | 25,096 | | | | | | 0.0 | | |
3,321 | | | Vistra Corp. | | | | | 77,047 | | | | | | 0.0 | | |
| | | | | | | | 3,960,470 | | | | | | 1.3 | | |
| | | Total Common Stock (Cost $114,509,607) | | | | | 118,637,728 | | | | | | 40.6 | | |
EXCHANGE-TRADED FUNDS: 23.7% | | |||||||||||||||
56,288 | | | iShares 20+ Year Treasury Bond ETF | | | | | 5,604,033 | | | | | | 1.9 | | |
145,349 | | | iShares Core S&P 500 ETF | | | | | 55,844,539 | | | | | | 19.1 | | |
466 | | | iShares Core S&P Mid-Cap ETF | | | | | 112,721 | | | | | | 0.1 | | |
45,775 | | | iShares Core U.S. Aggregate Bond ETF | | | | | 4,439,717 | | | | | | 1.5 | | |
1,209 | | | iShares MSCI EAFE ETF | | | | | 79,359 | | | | | | 0.0 | | |
56,346 | | | Schwab U.S. TIPS ETF | | | | | 2,918,159 | | | | | | 1.0 | | |
490 | | | SPDR S&P 500 ETF Trust | | | | | 187,391 | | | | | | 0.1 | | |
| | | Total Exchange-Traded Funds (Cost $72,173,672) | | | | | 69,185,919 | | | | | | 23.7 | | |
MUTUAL FUNDS: 8.0% | | |||||||||||||||
| | | Affiliated Investment Companies: 8.0% | | ||||||||||||
553,496 | | | Voya High Yield Bond Fund - Class P | | | | | 3,636,470 | | | | | | 1.2 | | |
1,203,921 | | | Voya Short Term Bond Fund - Class R6 | | | | | 11,088,112 | | | | | | 3.8 | | |
87,717 (1) | | | Voya Small Cap Growth Fund - Class R6 | | | | | 2,888,514 | | | | | | 1.0 | | |
457,988 | | | Voya Small Company Fund - Class R6 | | | | | 5,857,662 | | | | | | 2.0 | | |
| | | Total Mutual Funds (Cost $25,008,970) | | | | | 23,470,758 | | | | | | 8.0 | | |
PREFERRED STOCK: 0.0% | | |||||||||||||||
| | | Consumer Discretionary: 0.0% | | ||||||||||||
874 | | | Porsche AG | | | | | 47,664 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
PREFERRED STOCK (continued) | | |||||||||||||||
| | | Consumer Discretionary (continued) | | ||||||||||||
637 | | | Volkswagen AG | | | | $ | 79,020 | | | | | | 0.0 | | |
| | | Total Preferred Stock (Cost $209,324) | | | | | 126,684 | | | | | | 0.0 | | |
|
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: 7.5% | | |||||||||||||||
| | | | Basic Materials: 0.1% | | ||||||||||||
| 10,000 (2) | | | Anglo American Capital PLC, 3.625%, 09/11/2024 | | | | | 9,682 | | | | | | 0.0 | | |
| 12,000 (2) | | | Anglo American Capital PLC, 5.625%, 04/01/2030 | | | | | 11,942 | | | | | | 0.0 | | |
| 55,000 | | | Dow Chemical Co., 4.375%, 11/15/2042 | | | | | 45,778 | | | | | | 0.1 | | |
| 17,000 (3) | | | Dow Chemical Co/The, 6.300%, 03/15/2033 | | | | | 17,939 | | | | | | 0.0 | | |
| 18,000 | | | Dow Chemical Co/The, 6.900%, 05/15/2053 | | | | | 19,652 | | | | | | 0.0 | | |
| 31,000 | | | Mosaic Co/The, 5.450%, 11/15/2033 | | | | | 30,248 | | | | | | 0.0 | | |
| 7,000 | | | Rio Tinto Finance USA Ltd., 2.750%, 11/02/2051 | | | | | 4,664 | | | | | | 0.0 | | |
| 21,000 | | | Steel Dynamics, Inc., 1.650%, 10/15/2027 | | | | | 17,632 | | | | | | 0.0 | | |
| 15,000 | | | Steel Dynamics, Inc., 2.400%, 06/15/2025 | | | | | 14,079 | | | | | | 0.0 | | |
| 19,000 | | | Teck Resources Ltd., 5.400%, 02/01/2043 | | | | | 16,957 | | | | | | 0.0 | | |
| | | | | | | | | 188,573 | | | | | | 0.1 | | |
| | | | Communications: 0.7% | | ||||||||||||
| 56,000 | | | Amazon.com, Inc., 2.100%, 05/12/2031 | | | | | 45,875 | | | | | | 0.0 | | |
| 131,000 | | | Amazon.com, Inc., 2.875%, 05/12/2041 | | | | | 98,272 | | | | | | 0.1 | | |
| 40,000 (3) | | | Amazon.com, Inc., 3.600%, 04/13/2032 | | | | | 36,723 | | | | | | 0.0 | | |
| 19,000 | | | Amazon.com, Inc., 3.950%, 04/13/2052 | | | | | 15,831 | | | | | | 0.0 | | |
| 31,000 | | | Amazon.com, Inc., 4.100%, 04/13/2062 | | | | | 25,770 | | | | | | 0.0 | | |
| 37,000 | | | Amazon.com, Inc., 4.550%, 12/01/2027 | | | | | 36,945 | | | | | | 0.0 | | |
| 49,000 | | | Amazon.com, Inc., 4.700%, 12/01/2032 | | | | | 48,661 | | | | | | 0.0 | | |
| 42,000 | | | AT&T, Inc., 2.550%, 12/01/2033 | | | | | 32,401 | | | | | | 0.0 | | |
| 120,000 | | | AT&T, Inc., 3.500%, 06/01/2041 | | | | | 89,956 | | | | | | 0.1 | | |
| 8,000 | | | AT&T, Inc., 3.550%, 09/15/2055 | | | | | 5,374 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2022 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Communications (continued) | | ||||||||||||
| 73,000 | | | AT&T, Inc., 3.650%, 09/15/2059 | | | | $ | 49,198 | | | | | | 0.0 | | |
| 10,000 | | | AT&T, Inc., 4.500%, 05/15/2035 | | | | | 9,126 | | | | | | 0.0 | | |
| 21,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 2.250%, 01/15/2029 | | | | | 16,941 | | | | | | 0.0 | | |
| 25,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.850%, 04/01/2061 | | | | | 14,547 | | | | | | 0.0 | | |
| 14,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.900%, 06/01/2052 | | | | | 8,841 | | | | | | 0.0 | | |
| 6,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 4.800%, 03/01/2050 | | | | | 4,379 | | | | | | 0.0 | | |
| 35,000 | | | Comcast Corp., 2.650%, 02/01/2030 | | | | | 30,359 | | | | | | 0.0 | | |
| 32,000 | | | Comcast Corp., 2.887%, 11/01/2051 | | | | | 20,696 | | | | | | 0.0 | | |
| 87,000 | | | Comcast Corp., 3.900%, 03/01/2038 | | | | | 75,318 | | | | | | 0.0 | | |
| 78,000 | | | Comcast Corp., 3.950%, 10/15/2025 | | | | | 76,469 | | | | | | 0.1 | | |
| 40,000 | | | Comcast Corp., 3.999%, 11/01/2049 | | | | | 31,761 | | | | | | 0.0 | | |
| 20,000 | | | Comcast Corp., 5.350%, 11/15/2027 | | | | | 20,461 | | | | | | 0.0 | | |
| 33,000 | | | Comcast Corp., 5.500%, 11/15/2032 | | | | | 34,516 | | | | | | 0.0 | | |
| 13,000 | | | Corning, Inc., 5.450%, 11/15/2079 | | | | | 11,293 | | | | | | 0.0 | | |
| 56,000 | | | Discovery Communications LLC, 4.000%, 09/15/2055 | | | | | 33,846 | | | | | | 0.0 | | |
| 73,000 | | | Fox Corp., 3.500%, 04/08/2030 | | | | | 64,847 | | | | | | 0.0 | | |
| 9,000 | | | Interpublic Group of Cos., Inc., 4.200%, 04/15/2024 | | | | | 8,837 | | | | | | 0.0 | | |
| 26,000 | | | Meta Platforms, Inc., 3.500%, 08/15/2027 | | | | | 24,276 | | | | | | 0.0 | | |
| 70,000 | | | Meta Platforms, Inc., 3.850%, 08/15/2032 | | | | | 61,796 | | | | | | 0.0 | | |
| 45,000 | | | Meta Platforms, Inc., 4.450%, 08/15/2052 | | | | | 35,993 | | | | | | 0.0 | | |
| 71,000 | | | Meta Platforms, Inc., 4.650%, 08/15/2062 | | | | | 57,343 | | | | | | 0.0 | | |
| 200,000 (2) | | | NBN Co. Ltd., 1.625%, 01/08/2027 | | | | | 172,907 | | | | | | 0.1 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Communications (continued) | | ||||||||||||
| 22,000 | | | Paramount Global, 4.375%, 03/15/2043 | | | | $ | 15,223 | | | | | | 0.0 | | |
| 49,000 (3) | | | Paramount Global, 4.950%, 05/19/2050 | | | | | 35,834 | | | | | | 0.0 | | |
| 5,000 | | | Paramount Global, 5.250%, 04/01/2044 | | | | | 3,860 | | | | | | 0.0 | | |
| 19,000 | | | Paramount Global, 5.850%, 09/01/2043 | | | | | 15,850 | | | | | | 0.0 | | |
| 15,000 (2) | | | Rogers Communications, Inc., 3.800%, 03/15/2032 | | | | | 12,985 | | | | | | 0.0 | | |
| 12,000 (2) | | | Rogers Communications, Inc., 4.550%, 03/15/2052 | | | | | 9,359 | | | | | | 0.0 | | |
| 28,000 | | | Time Warner Cable LLC, 5.500%, 09/01/2041 | | | | | 23,342 | | | | | | 0.0 | | |
| 25,000 | | | Time Warner Cable LLC, 5.875%, 11/15/2040 | | | | | 21,876 | | | | | | 0.0 | | |
| 143,000 | | | T-Mobile USA, Inc., 2.050%, 02/15/2028 | | | | | 123,056 | | | | | | 0.1 | | |
| 20,000 | | | T-Mobile USA, Inc., 2.625%, 02/15/2029 | | | | | 16,958 | | | | | | 0.0 | | |
| 17,000 | | | T-Mobile USA, Inc., 3.500%, 04/15/2031 | | | | | 14,717 | | | | | | 0.0 | | |
| 284,000 | | | T-Mobile USA, Inc., 3.875%, 04/15/2030 | | | | | 257,918 | | | | | | 0.1 | | |
| 2,000 | | | T-Mobile USA, Inc., 4.500%, 04/15/2050 | | | | | 1,654 | | | | | | 0.0 | | |
| 97,000 | | | Verizon Communications, Inc., 2.355%, 03/15/2032 | | | | | 77,149 | | | | | | 0.1 | | |
| 10,000 | | | Verizon Communications, Inc., 2.987%, 10/30/2056 | | | | | 6,145 | | | | | | 0.0 | | |
| 18,000 | | | Verizon Communications, Inc., 3.400%, 03/22/2041 | | | | | 13,605 | | | | | | 0.0 | | |
| 38,000 | | | Verizon Communications, Inc., 3.700%, 03/22/2061 | | | | | 26,693 | | | | | | 0.0 | | |
| 5,000 | | | Verizon Communications, Inc., 4.400%, 11/01/2034 | | | | | 4,609 | | | | | | 0.0 | | |
| 4,000 | | | Verizon Communications, Inc., 4.750%, 11/01/2041 | | | | | 3,665 | | | | | | 0.0 | | |
| 80,000 | | | Verizon Communications, Inc., 4.812%, 03/15/2039 | | | | | 73,613 | | | | | | 0.0 | | |
| 31,000 | | | Vodafone Group PLC, 4.375%, 02/19/2043 | | | | | 24,945 | | | | | | 0.0 | | |
| 13,000 | | | Vodafone Group PLC, 5.125%, 06/19/2059 | | | | | 11,184 | | | | | | 0.0 | | |
| | | | | | | | | 2,093,798 | | | | | | 0.7 | | |
| | | | Consumer, Cyclical: 0.3% | | ||||||||||||
| 1,686 (2) | | | Alaska Airlines 2020-1 Class A Pass Through Trust, 4.800%, 02/15/2029 | | | | | 1,608 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2022 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Consumer, Cyclical (continued) | | ||||||||||||
| 3,460 | | | American Airlines 2015-2 Class AA Pass Through Trust, 3.600%, 03/22/2029 | | | | $ | 3,111 | | | | | | 0.0 | | |
| 2,143 | | | American Airlines 2016-1 Class AA Pass Through Trust, 3.575%, 07/15/2029 | | | | | 1,917 | | | | | | 0.0 | | |
| 1,439 | | | American Airlines 2016-2 Class AA Pass Through Trust, 3.200%, 12/15/2029 | | | | | 1,251 | | | | | | 0.0 | | |
| 8,321 | | | American Airlines 2017-2 Class AA Pass Through Trust, 3.350%, 04/15/2031 | | | | | 7,203 | | | | | | 0.0 | | |
| 10,063 | | | Delta Air Lines 2020-1 Class A Pass Through Trust, 2.500%, 12/10/2029 | | | | | 8,560 | | | | | | 0.0 | | |
| 8,000 (2) | | | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.750%, 10/20/2028 | | | | | 7,532 | | | | | | 0.0 | | |
| 17,000 (3) | | | General Motors Co., 6.125%, 10/01/2025 | | | | | 17,319 | | | | | | 0.0 | | |
| 95,000 | | | General Motors Financial Co., Inc., 2.350%, 02/26/2027 | | | | | 83,098 | | | | | | 0.1 | | |
| 25,000 | | | General Motors Financial Co., Inc., 3.950%, 04/13/2024 | | | | | 24,520 | | | | | | 0.0 | | |
| 25,000 | | | General Motors Financial Co., Inc., 4.350%, 01/17/2027 | | | | | 23,791 | | | | | | 0.0 | | |
| 56,000 | | | General Motors Financial Co., Inc., 5.000%, 04/09/2027 | | | | | 54,331 | | | | | | 0.0 | | |
| 21,000 | | | Hasbro, Inc., 3.000%, 11/19/2024 | | | | | 20,191 | | | | | | 0.0 | | |
| 19,000 | | | Hasbro, Inc., 3.550%, 11/19/2026 | | | | | 17,843 | | | | | | 0.0 | | |
| 37,000 | | | Home Depot, Inc./The, 4.500%, 09/15/2032 | | | | | 36,244 | | | | | | 0.0 | | |
| 49,000 | | | Home Depot, Inc./The, 4.950%, 09/15/2052 | | | | | 47,332 | | | | | | 0.0 | | |
| 32,000 | | | Lowe’s Cos, Inc., 4.250%, 04/01/2052 | | | | | 25,530 | | | | | | 0.0 | | |
| 19,000 | | | Lowe’s Cos, Inc., 4.450%, 04/01/2062 | | | | | 14,869 | | | | | | 0.0 | | |
| 24,299 (2) | | | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd., 6.500%, 06/20/2027 | | | | | 24,212 | | | | | | 0.0 | | |
| 20,000 | | | Target Corp., 2.950%, 01/15/2052 | | | | | 13,814 | | | | | | 0.0 | | |
| 39,000 | | | Target Corp., 4.500%, 09/15/2032 | | | | | 37,974 | | | | | | 0.0 | | |
| 16,000 | | | Toyota Motor Credit Corp., 1.900%, 01/13/2027 | | | | | 14,300 | | | | | | 0.0 | | |
| 21,000 (3) | | | Toyota Motor Credit Corp., 4.450%, 06/29/2029 | | | | | 20,608 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Consumer, Cyclical (continued) | | ||||||||||||
| 53,000 | | | Toyota Motor Credit Corp., 4.550%, 09/20/2027 | | | | $ | 52,361 | | | | | | 0.0 | | |
| 12,778 | | | United Airlines 2012-1 Class A Pass Through Trust, 4.150%, 10/11/2025 | | | | | 12,384 | | | | | | 0.0 | | |
| 10,007 | | | United Airlines 2014-1 Class A Pass Through Trust, 4.000%, 10/11/2027 | | | | | 9,312 | | | | | | 0.0 | | |
| 12,507 | | | United Airlines 2016-2 Class A Pass Through Trust, 3.100%, 04/07/2030 | | | | | 10,130 | | | | | | 0.0 | | |
| 83,869 | | | United Airlines 2016-2 Class AA Pass Through Trust, 2.875%, 04/07/2030 | | | | | 71,499 | | | | | | 0.0 | | |
| 14,941 | | | United Airlines 2019-2 Class A Pass Through Trust, 2.900%, 11/01/2029 | | | | | 12,023 | | | | | | 0.0 | | |
| 110,654 | | | United Airlines 2020-1 Class A Pass Through Trust, 5.875%, 04/15/2029 | | | | | 109,252 | | | | | | 0.1 | | |
| 51,470 | | | US Airways 2012-1 Class A Pass Through Trust, 5.900%, 04/01/2026 | | | | | 49,831 | | | | | | 0.0 | | |
| 27,000 | | | Walmart, Inc., 4.500%, 09/09/2052 | | | | | 25,854 | | | | | | 0.0 | | |
| 96,000 (2) | | | Warnermedia Holdings, Inc., 3.755%, 03/15/2027 | | | | | 86,587 | | | | | | 0.1 | | |
| 17,000 (2) | | | Warnermedia Holdings, Inc., 5.050%, 03/15/2042 | | | | | 13,067 | | | | | | 0.0 | | |
| 14,000 (2) | | | Warnermedia Holdings, Inc., 5.141%, 03/15/2052 | | | | | 10,232 | | | | | | 0.0 | | |
| | | | | | | | | 969,690 | | | | | | 0.3 | | |
| | | | Consumer, Non-cyclical: 1.2% | | ||||||||||||
| 28,000 | | | AbbVie, Inc., 2.600%, 11/21/2024 | | | | | 26,807 | | | | | | 0.0 | | |
| 12,000 | | | AbbVie, Inc., 4.050%, 11/21/2039 | | | | | 10,322 | | | | | | 0.0 | | |
| 54,000 | | | AbbVie, Inc., 4.300%, 05/14/2036 | | | | | 48,826 | | | | | | 0.0 | | |
| 33,000 | | | AbbVie, Inc., 4.400%, 11/06/2042 | | | | | 28,776 | | | | | | 0.0 | | |
| 53,000 | | | AbbVie, Inc., 4.500%, 05/14/2035 | | | | | 49,284 | | | | | | 0.0 | | |
| 7,000 | | | AbbVie, Inc., 4.550%, 03/15/2035 | | | | | 6,571 | | | | | | 0.0 | | |
| 30,000 | | | AbbVie, Inc., 4.625%, 10/01/2042 | | | | | 26,784 | | | | | | 0.0 | | |
| 42,000 | | | Aetna, Inc., 2.800%, 06/15/2023 | | | | | 41,565 | | | | | | 0.0 | | |
| 70,000 | | | Aetna, Inc., 4.500%, 05/15/2042 | | | | | 60,729 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of December 31, 2022 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| 16,000 | | | Aetna, Inc., 6.625%, 06/15/2036 | | | | $ | 17,071 | | | | | | 0.0 | | |
| 17,000 (2)(3) | | | Alcon Finance Corp., 5.375%, 12/06/2032 | | | | | 17,140 | | | | | | 0.0 | | |
| 32,000 | | | Altria Group, Inc., 2.450%, 02/04/2032 | | | | | 24,219 | | | | | | 0.0 | | |
| 69,000 | | | Altria Group, Inc., 3.700%, 02/04/2051 | | | | | 43,475 | | | | | | 0.0 | | |
| 9,000 | | | Altria Group, Inc., 4.800%, 02/14/2029 | | | | | 8,655 | | | | | | 0.0 | | |
| 20,000 | | | Altria Group, Inc., 5.800%, 02/14/2039 | | | | | 18,519 | | | | | | 0.0 | | |
| 72,000 | | | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.700%, 02/01/2036 | | | | | 68,272 | | | | | | 0.1 | | |
| 175,000 | | | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.900%, 02/01/2046 | | | | | 159,970 | | | | | | 0.1 | | |
| 15,000 | | | Anheuser-Busch InBev Worldwide, Inc., 5.450%, 01/23/2039 | | | | | 15,034 | | | | | | 0.0 | | |
| 78,000 | | | BAT Capital Corp., 2.259%, 03/25/2028 | | | | | 64,863 | | | | | | 0.1 | | |
| 11,000 | | | BAT Capital Corp., 2.726%, 03/25/2031 | | | | | 8,608 | | | | | | 0.0 | | |
| 17,000 | | | BAT Capital Corp., 3.734%, 09/25/2040 | | | | | 11,599 | | | | | | 0.0 | | |
| 25,000 | | | BAT Capital Corp., 4.390%, 08/15/2037 | | | | | 19,519 | | | | | | 0.0 | | |
| 61,000 | | | BAT International Finance PLC, 4.448%, 03/16/2028 | | | | | 56,603 | | | | | | 0.0 | | |
| 40,000 | | | Baxter International, Inc., 2.272%, 12/01/2028 | | | | | 34,188 | | | | | | 0.0 | | |
| 92,000 | | | Bristol-Myers Squibb Co., 3.700%, 03/15/2052 | | | | | 72,045 | | | | | | 0.1 | | |
| 30,000 | | | Bristol-Myers Squibb Co., 4.125%, 06/15/2039 | | | | | 26,822 | | | | | | 0.0 | | |
| 25,000 (2) | | | Cargill, Inc., 2.125%, 04/23/2030 | | | | | 20,641 | | | | | | 0.0 | | |
| 42,000 (2) | | | Cargill, Inc., 2.125%, 11/10/2031 | | | | | 33,264 | | | | | | 0.0 | | |
| 22,000 (2) | | | Cargill, Inc., 3.125%, 05/25/2051 | | | | | 15,260 | | | | | | 0.0 | | |
| 22,000 (2) | | | Cargill, Inc., 4.375%, 04/22/2052 | | | | | 19,193 | | | | | | 0.0 | | |
| 13,000 (2) | | | Cargill, Inc., 5.125%, 10/11/2032 | | | | | 13,064 | | | | | | 0.0 | | |
| 64,000 | | | Centene Corp., 3.000%, 10/15/2030 | | | | | 52,608 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| 44,000 | | | Cigna Corp., 3.400%, 03/15/2050 | | | | $ | 31,388 | | | | | | 0.0 | | |
| 150,000 | | | Cigna Corp., 4.375%, 10/15/2028 | | | | | 144,969 | | | | | | 0.1 | | |
| 64,000 | | | Cigna Corp., 4.800%, 08/15/2038 | | | | | 59,660 | | | | | | 0.0 | | |
| 42,000 | | | Cigna Corp., 4.900%, 12/15/2048 | | | | | 38,064 | | | | | | 0.0 | | |
| 52,000 (2) | | | CSL Finance PLC, 4.250%, 04/27/2032 | | | | | 49,113 | | | | | | 0.0 | | |
| 23,000 (2) | | | CSL Finance PLC, 4.625%, 04/27/2042 | | | | | 20,608 | | | | | | 0.0 | | |
| 40,000 (2) | | | CSL Finance PLC, 4.750%, 04/27/2052 | | | | | 36,357 | | | | | | 0.0 | | |
| 17,000 (2) | | | CSL Finance PLC, 4.950%, 04/27/2062 | | | | | 15,137 | | | | | | 0.0 | | |
| 30,000 | | | CVS Health Corp., 2.700%, 08/21/2040 | | | | | 20,838 | | | | | | 0.0 | | |
| 5,000 | | | CVS Health Corp., 3.875%, 07/20/2025 | | | | | 4,884 | | | | | | 0.0 | | |
| 7,000 | | | CVS Health Corp., 4.125%, 04/01/2040 | | | | | 5,853 | | | | | | 0.0 | | |
| 5,000 | | | CVS Health Corp., 4.780%, 03/25/2038 | | | | | 4,575 | | | | | | 0.0 | | |
| 45,000 | | | CVS Health Corp., 5.050%, 03/25/2048 | | | | | 40,619 | | | | | | 0.0 | | |
| 9,000 | | | CVS Health Corp., 5.125%, 07/20/2045 | | | | | 8,247 | | | | | | 0.0 | | |
| 101,000 | | | Global Payments, Inc., 2.650%, 02/15/2025 | | | | | 95,105 | | | | | | 0.1 | | |
| 54,000 | | | Global Payments, Inc., 3.200%, 08/15/2029 | | | | | 46,014 | | | | | | 0.0 | | |
| 18,000 | | | Global Payments, Inc., 5.950%, 08/15/2052 | | | | | 16,364 | | | | | | 0.0 | | |
| 16,000 | | | HCA, Inc., 2.375%, 07/15/2031 | | | | | 12,494 | | | | | | 0.0 | | |
| 27,000 (2) | | | HCA, Inc., 3.125%, 03/15/2027 | | | | | 24,587 | | | | | | 0.0 | | |
| 15,000 | | | HCA, Inc., 3.500%, 09/01/2030 | | | | | 12,972 | | | | | | 0.0 | | |
| 177,000 | | | HCA, Inc., 4.125%, 06/15/2029 | | | | | 161,955 | | | | | | 0.1 | | |
| 38,000 (2) | | | HCA, Inc., 4.375%, 03/15/2042 | | | | | 30,423 | | | | | | 0.0 | | |
| 200,000 | | | HCA, Inc., 4.500%, 02/15/2027 | | | | | 193,053 | | | | | | 0.1 | | |
| 22,000 | | | HCA, Inc., 5.250%, 04/15/2025 | | | | | 21,891 | | | | | | 0.0 | | |
| 18,000 (2) | | | Health Care Service Corp. A Mutual Legal Reserve Co., 1.500%, 06/01/2025 | | | | | 16,554 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2022 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| 180,000 | | | Humana, Inc., 1.350%, 02/03/2027 | | | | $ | 155,880 | | | | | | 0.1 | | |
| 8,000 | | | Humana, Inc., 3.125%, 08/15/2029 | | | | | 7,029 | | | | | | 0.0 | | |
| 35,000 | | | Humana, Inc., 4.500%, 04/01/2025 | | | | | 34,606 | | | | | | 0.0 | | |
| 16,000 | | | Humana, Inc., 5.750%, 03/01/2028 | | | | | 16,366 | | | | | | 0.0 | | |
| 28,000 | | | Johnson & Johnson, 3.625%, 03/03/2037 | | | | | 24,987 | | | | | | 0.0 | | |
| 75,000 (2) | | | Mars, Inc., 2.375%, 07/16/2040 | | | | | 51,101 | | | | | | 0.0 | | |
| 30,000 (2) | | | Mars, Inc., 3.875%, 04/01/2039 | | | | | 25,584 | | | | | | 0.0 | | |
| 15,000 | | | Merck & Co., Inc., 2.750%, 12/10/2051 | | | | | 10,095 | | | | | | 0.0 | | |
| 25,000 | | | Mylan, Inc., 5.200%, 04/15/2048 | | | | | 18,712 | | | | | | 0.0 | | |
| 12,000 | | | PayPal Holdings, Inc., 2.300%, 06/01/2030 | | | | | 9,885 | | | | | | 0.0 | | |
| 54,000 (3) | | | PayPal Holdings, Inc., 4.400%, 06/01/2032 | | | | | 50,986 | | | | | | 0.0 | | |
| 109,000 | | | PayPal Holdings, Inc., 5.250%, 06/01/2062 | | | | | 99,657 | | | | | | 0.1 | | |
| 22,000 | | | Reynolds American, Inc., 5.700%, 08/15/2035 | | | | | 19,931 | | | | | | 0.0 | | |
| 22,000 | | | Reynolds American, Inc., 5.850%, 08/15/2045 | | | | | 18,830 | | | | | | 0.0 | | |
| 6,000 | | | Reynolds American, Inc., 6.150%, 09/15/2043 | | | | | 5,376 | | | | | | 0.0 | | |
| 11,000 | | | Royalty Pharma PLC, 1.200%, 09/02/2025 | | | | | 9,855 | | | | | | 0.0 | | |
| 14,000 | | | Royalty Pharma PLC, 1.750%, 09/02/2027 | | | | | 11,871 | | | | | | 0.0 | | |
| 17,000 (3) | | | S&P Global, Inc., 1.250%, 08/15/2030 | | | | | 13,113 | | | | | | 0.0 | | |
| 54,000 (2) | | | S&P Global, Inc., 2.700%, 03/01/2029 | | | | | 47,642 | | | | | | 0.0 | | |
| 65,000 (2) | | | S&P Global, Inc., 2.900%, 03/01/2032 | | | | | 55,623 | | | | | | 0.0 | | |
| 60,000 (2) | | | S&P Global, Inc., 3.700%, 03/01/2052 | | | | | 46,610 | | | | | | 0.0 | | |
| 18,000 (3) | | | Thermo Fisher Scientific, Inc., 4.800%, 11/21/2027 | | | | | 18,090 | | | | | | 0.0 | | |
| 120,000 (2) | | | Triton Container International Ltd., 2.050%, 04/15/2026 | | | | | 104,345 | | | | | | 0.1 | | |
| 16,000 (2) | | | Triton Container International Ltd., 3.150%, 06/15/2031 | | | | | 12,471 | | | | | | 0.0 | | |
| 15,000 | | | UnitedHealth Group, Inc., 2.750%, 05/15/2040 | | | | | 10,941 | | | | | | 0.0 | | |
| 4,000 | | | UnitedHealth Group, Inc., 3.050%, 05/15/2041 | | | | | 3,022 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Consumer, Non-cyclical (continued) | | ||||||||||||
| 19,000 | | | UnitedHealth Group, Inc., 3.500%, 08/15/2039 | | | | $ | 15,606 | | | | | | 0.0 | | |
| 19,000 | | | UnitedHealth Group, Inc., 3.750%, 10/15/2047 | | | | | 15,202 | | | | | | 0.0 | | |
| 16,000 | | | UnitedHealth Group, Inc., 4.750%, 05/15/2052 | | | | | 14,862 | | | | | | 0.0 | | |
| 54,000 | | | UnitedHealth Group, Inc., 5.300%, 02/15/2030 | | | | | 55,778 | | | | | | 0.0 | | |
| 40,000 | | | UnitedHealth Group, Inc., 5.350%, 02/15/2033 | | | | | 41,399 | | | | | | 0.0 | | |
| 30,000 | | | UnitedHealth Group, Inc., 5.875%, 02/15/2053 | | | | | 32,590 | | | | | | 0.0 | | |
| 29,000 | | | UnitedHealth Group, Inc., 6.050%, 02/15/2063 | | | | | 31,678 | | | | | | 0.0 | | |
| 23,000 | | | Utah Acquisition Sub, Inc., 5.250%, 06/15/2046 | | | | | 17,477 | | | | | | 0.0 | | |
| 70,000 | | | Viatris, Inc., 2.700%, 06/22/2030 | | | | | 54,877 | | | | | | 0.0 | | |
| 80,000 | | | Viatris, Inc., 3.850%, 06/22/2040 | | | | | 53,893 | | | | | | 0.0 | | |
| 11,000 | | | Viatris, Inc., 4.000%, 06/22/2050 | | | | | 6,815 | | | | | | 0.0 | | |
| | | | | | | | | 3,454,805 | | | | | | 1.2 | | |
| | | | Energy: 0.7% | | ||||||||||||
| 18,000 | | | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor, Inc., 2.061%, 12/15/2026 | | | | | 16,158 | | | | | | 0.0 | | |
| 17,000 | | | BP Capital Markets America, Inc., 1.749%, 08/10/2030 | | | | | 13,592 | | | | | | 0.0 | | |
| 15,000 | | | BP Capital Markets America, Inc., 2.939%, 06/04/2051 | | | | | 9,945 | | | | | | 0.0 | | |
| 26,000 (4) | | | BP Capital Markets PLC, 4.875%, 12/31/2199 | | | | | 22,831 | | | | | | 0.0 | | |
| 10,000 | | | Canadian Natural Resources Ltd., 6.750%, 02/01/2039 | | | | | 10,386 | | | | | | 0.0 | | |
| 21,000 | | | Cenovus Energy, Inc., 5.400%, 06/15/2047 | | | | | 18,884 | | | | | | 0.0 | | |
| 134,000 | | | Coterra Energy, Inc., 3.900%, 05/15/2027 | | | | | 125,324 | | | | | | 0.1 | | |
| 5,000 | | | Diamondback Energy, Inc., 3.500%, 12/01/2029 | | | | | 4,398 | | | | | | 0.0 | | |
| 46,000 | | | Diamondback Energy, Inc., 6.250%, 03/15/2033 | | | | | 46,832 | | | | | | 0.0 | | |
| 42,000 | | | Diamondback Energy, Inc., 6.250%, 03/15/2053 | | | | | 40,812 | | | | | | 0.0 | | |
| 200,000 | | | Empresa Nacional del Petroleo, 3.750%, 08/05/2026 | | | | | 187,964 | | | | | | 0.1 | | |
| 38,000 (4) | | | Enbridge, Inc., 5.750%, 07/15/2080 | | | | | 34,455 | | | | | | 0.0 | | |
| 34,000 (4) | | | Enbridge, Inc., 7.375%, 01/15/2083 | | | | | 33,131 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2022 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Energy (continued) | | ||||||||||||
| 34,000 (4) | | | Enbridge, Inc., 7.625%, 01/15/2083 | | | | $ | 33,715 | | | | | | 0.0 | | |
| 9,000 | | | Energy Transfer L.P., 4.250%, 04/01/2024 | | | | | 8,842 | | | | | | 0.0 | | |
| 3,000 | | | Energy Transfer L.P., 4.900%, 03/15/2035 | | | | | 2,682 | | | | | | 0.0 | | |
| 43,000 | | | Energy Transfer L.P., 5.300%, 04/01/2044 | | | | | 36,484 | | | | | | 0.0 | | |
| 112,000 | | | Energy Transfer L.P., 5.300%, 04/15/2047 | | | | | 93,732 | | | | | | 0.1 | | |
| 99,000 | | | Energy Transfer L.P., 5.750%, 02/15/2033 | | | | | 97,048 | | | | | | 0.1 | | |
| 55,000 | | | Energy Transfer L.P., 5.800%, 06/15/2038 | | | | | 50,560 | | | | | | 0.0 | | |
| 25,000 (3) | | | Enterprise Products Operating LLC, 3.750%, 02/15/2025 | | | | | 24,328 | | | | | | 0.0 | | |
| 26,000 (4) | | | Enterprise Products Operating LLC, 7.630%, 08/16/2077 | | | | | 23,567 | | | | | | 0.0 | | |
| 69,000 | | | Kinder Morgan, Inc., 3.600%, 02/15/2051 | | | | | 47,827 | | | | | | 0.0 | | |
| 18,000 | | | Kinder Morgan, Inc., 5.550%, 06/01/2045 | | | | | 16,497 | | | | | | 0.0 | | |
| 17,000 | | | Marathon Petroleum Corp., 4.750%, 09/15/2044 | | | | | 14,270 | | | | | | 0.0 | | |
| 17,000 | | | Marathon Petroleum Corp., 5.000%, 09/15/2054 | | | | | 14,274 | | | | | | 0.0 | | |
| 23,000 | | | Marathon Petroleum Corp., 5.125%, 12/15/2026 | | | | | 22,891 | | | | | | 0.0 | | |
| 20,000 | | | MPLX L.P., 1.750%, 03/01/2026 | | | | | 17,850 | | | | | | 0.0 | | |
| 49,000 | | | MPLX L.P., 2.650%, 08/15/2030 | | | | | 39,820 | | | | | | 0.0 | | |
| 55,000 | | | MPLX L.P., 4.000%, 03/15/2028 | | | | | 51,254 | | | | | | 0.0 | | |
| 5,000 | | | MPLX L.P., 4.700%, 04/15/2048 | | | | | 3,968 | | | | | | 0.0 | | |
| 7,000 | | | MPLX L.P., 5.200%, 03/01/2047 | | | | | 5,973 | | | | | | 0.0 | | |
| 14,000 | | | MPLX L.P., 5.200%, 12/01/2047 | | | | | 11,974 | | | | | | 0.0 | | |
| 17,000 | | | MPLX L.P., 5.500%, 02/15/2049 | | | | | 15,022 | | | | | | 0.0 | | |
| 16,000 (2) | | | Northern Natural Gas Co., 3.400%, 10/16/2051 | | | | | 10,861 | | | | | | 0.0 | | |
| 9,000 | | | ONEOK Partners L.P., 6.125%, 02/01/2041 | | | | | 8,528 | | | | | | 0.0 | | |
| 24,000 | | | ONEOK Partners L.P., 6.200%, 09/15/2043 | | | | | 22,894 | | | | | | 0.0 | | |
| 8,000 | | | ONEOK, Inc., 3.100%, 03/15/2030 | | | | | 6,722 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Energy (continued) | | ||||||||||||
| 10,000 | | | ONEOK, Inc., 5.850%, 01/15/2026 | | | | $ | 10,131 | | | | | | 0.0 | | |
| 200,000 (2) | | | Petroleos del Peru SA, 4.750%, 06/19/2032 | | | | | 154,940 | | | | | | 0.1 | | |
| 235,000 | | | Petroleos Mexicanos, 6.700%, 02/16/2032 | | | | | 184,993 | | | | | | 0.1 | | |
| 10,000 | | | Phillips 66, 0.900%, 02/15/2024 | | | | | 9,562 | | | | | | 0.0 | | |
| 16,000 | | | Plains All American Pipeline L.P. / PAA Finance Corp., 3.550%, 12/15/2029 | | | | | 13,908 | | | | | | 0.0 | | |
| 17,000 | | | Plains All American Pipeline L.P. / PAA Finance Corp., 3.800%, 09/15/2030 | | | | | 14,814 | | | | | | 0.0 | | |
| 50,000 | | | Plains All American Pipeline L.P. / PAA Finance Corp., 4.650%, 10/15/2025 | | | | | 48,979 | | | | | | 0.0 | | |
| 73,000 | | | Plains All American Pipeline L.P. / PAA Finance Corp., 4.900%, 02/15/2045 | | | | | 56,837 | | | | | | 0.0 | | |
| 17,000 | | | Sabine Pass Liquefaction LLC, 4.200%, 03/15/2028 | | | | | 16,010 | | | | | | 0.0 | | |
| 16,000 | | | Sabine Pass Liquefaction LLC, 5.000%, 03/15/2027 | | | | | 15,713 | | | | | | 0.0 | | |
| 92,000 (2) | | | Santos Finance Ltd., 3.649%, 04/29/2031 | | | | | 73,213 | | | | | | 0.1 | | |
| 63,000 (3) | | | Shell International Finance BV, 3.875%, 11/13/2028 | | | | | 60,800 | | | | | | 0.0 | | |
| 32,000 | | | Shell International Finance BV, 4.125%, 05/11/2035 | | | | | 29,786 | | | | | | 0.0 | | |
| 13,000 | | | Targa Resources Corp., 6.250%, 07/01/2052 | | | | | 12,335 | | | | | | 0.0 | | |
| 41,000 | | | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 4.875%, 02/01/2031 | | | | | 37,076 | | | | | | 0.0 | | |
| 30,000 | | | Williams Cos, Inc./The, 4.000%, 09/15/2025 | | | | | 29,191 | | | | | | 0.0 | | |
| 19,000 | | | Williams Cos, Inc./The, 5.400%, 03/04/2044 | | | | | 17,314 | | | | | | 0.0 | | |
| | | | | | | | | 2,031,897 | | | | | | 0.7 | | |
| | | | Financial: 2.5% | | ||||||||||||
| 2,000 | | | Alleghany Corp., 3.250%, 08/15/2051 | | | | | 1,417 | | | | | | 0.0 | | |
| 18,000 | | | Alleghany Corp., 3.625%, 05/15/2030 | | | | | 16,738 | | | | | | 0.0 | | |
| 2,000 | | | Alleghany Corp., 4.900%, 09/15/2044 | | | | | 1,843 | | | | | | 0.0 | | |
| 43,000 (4) | | | American Express Co., 4.420%, 08/03/2033 | | | | | 40,749 | | | | | | 0.0 | | |
| 163,000 | | | American Homes 4 Rent L.P., 2.375%, 07/15/2031 | | | | | 126,151 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of December 31, 2022 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Financial (continued) | | ||||||||||||
| 27,000 | | | American Homes 4 Rent L.P., 3.625%, 04/15/2032 | | | | $ | 22,784 | | | | | | 0.0 | | |
| 17,000 | | | American Homes 4 Rent L.P., 4.300%, 04/15/2052 | | | | | 12,535 | | | | | | 0.0 | | |
| 4,000 | | | American International Group, Inc., 3.900%, 04/01/2026 | | | | | 3,880 | | | | | | 0.0 | | |
| 27,000 (2) | | | Antares Holdings L.P., 2.750%, 01/15/2027 | | | | | 21,663 | | | | | | 0.0 | | |
| 40,000 | | | Assurant, Inc., 3.700%, 02/22/2030 | | | | | 33,962 | | | | | | 0.0 | | |
| 22,000 | | | Athene Holding Ltd., 6.650%, 02/01/2033 | | | | | 21,821 | | | | | | 0.0 | | |
| 26,000 | | | AvalonBay Communities, Inc., 5.000%, 02/15/2033 | | | | | 25,666 | | | | | | 0.0 | | |
| 21,000 (2) | | | Aviation Capital Group LLC, 1.950%, 09/20/2026 | | | | | 17,816 | | | | | | 0.0 | | |
| 4,000 (2) | | | Aviation Capital Group LLC, 3.500%, 11/01/2027 | | | | | 3,500 | | | | | | 0.0 | | |
| 8,000 (2)(3) | | | Aviation Capital Group LLC, 3.875%, 05/01/2023 | | | | | 7,936 | | | | | | 0.0 | | |
| 32,000 (2) | | | Aviation Capital Group LLC, 5.500%, 12/15/2024 | | | | | 31,458 | | | | | | 0.0 | | |
| 25,000 (2) | | | Avolon Holdings Funding Ltd., 2.528%, 11/18/2027 | | | | | 20,019 | | | | | | 0.0 | | |
| 16,000 (2) | | | Avolon Holdings Funding Ltd., 2.750%, 02/21/2028 | | | | | 12,868 | | | | | | 0.0 | | |
| 34,000 (2) | | | Avolon Holdings Funding Ltd., 4.250%, 04/15/2026 | | | | | 30,861 | | | | | | 0.0 | | |
| 200,000 | | | Banco Santander SA, 2.746%, 05/28/2025 | | | | | 187,356 | | | | | | 0.1 | | |
| 79,000 (4) | | | Bank of America Corp., 0.976%, 04/22/2025 | | | | | 74,106 | | | | | | 0.0 | | |
| 36,000 (4) | | | Bank of America Corp., 1.197%, 10/24/2026 | | | | | 32,041 | | | | | | 0.0 | | |
| 63,000 (4) | | | Bank of America Corp., 1.530%, 12/06/2025 | | | | | 58,150 | | | | | | 0.0 | | |
| 248,000 (4) | | | Bank of America Corp., 1.734%, 07/22/2027 | | | | | 217,582 | | | | | | 0.1 | | |
| 20,000 (4) | | | Bank of America Corp., 1.843%, 02/04/2025 | | | | | 19,184 | | | | | | 0.0 | | |
| 40,000 (4) | | | Bank of America Corp., 2.087%, 06/14/2029 | | | | | 33,730 | | | | | | 0.0 | | |
| 42,000 (4) | | | Bank of America Corp., 2.572%, 10/20/2032 | | | | | 32,999 | | | | | | 0.0 | | |
| 22,000 (4) | | | Bank of America Corp., 2.676%, 06/19/2041 | | | | | 14,879 | | | | | | 0.0 | | |
| 333,000 (4) | | | Bank of America Corp., 2.687%, 04/22/2032 | | | | | 267,327 | | | | | | 0.1 | | |
| 80,000 (4) | | | Bank of America Corp., 3.593%, 07/21/2028 | | | | | 73,773 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Financial (continued) | | ||||||||||||
| 37,000 (4) | | | Bank of America Corp., 3.846%, 03/08/2037 | | | | $ | 30,733 | | | | | | 0.0 | | |
| 18,000 (4) | | | Bank of America Corp., 3.970%, 03/05/2029 | | | | | 16,641 | | | | | | 0.0 | | |
| 7,000 (4) | | | Bank of America Corp., 4.083%, 03/20/2051 | | | | | 5,512 | | | | | | 0.0 | | |
| 69,000 (4) | | | Bank of America Corp., 4.271%, 07/23/2029 | | | | | 64,473 | | | | | | 0.0 | | |
| 56,000 (4) | | | Bank of America Corp., 4.571%, 04/27/2033 | | | | | 51,382 | | | | | | 0.0 | | |
| 114,000 (4) | | | Bank of America Corp., 5.015%, 07/22/2033 | | | | | 108,567 | | | | | | 0.1 | | |
| 27,000 (4) | | | Bank of America Corp., 6.204%, 11/10/2028 | | | | | 27,925 | | | | | | 0.0 | | |
| 36,000 (4) | | | Bank of Montreal, 3.803%, 12/15/2032 | | | | | 31,757 | | | | | | 0.0 | | |
| 56,000 (4) | | | Bank of New York Mellon Corp./The, 5.834%, 10/25/2033 | | | | | 58,230 | | | | | | 0.0 | | |
| 128,000 (4) | | | Bank of Nova Scotia/The, 4.588%, 05/04/2037 | | | | | 109,562 | | | | | | 0.1 | | |
| 21,000 (2) | | | Blackstone Holdings Finance Co. LLC, 1.625%, 08/05/2028 | | | | | 17,131 | | | | | | 0.0 | | |
| 19,000 (2) | | | Blackstone Holdings Finance Co. LLC, 2.000%, 01/30/2032 | | | | | 14,004 | | | | | | 0.0 | | |
| 41,000 (2) | | | Blackstone Holdings Finance Co. LLC, 2.850%, 08/05/2051 | | | | | 23,974 | | | | | | 0.0 | | |
| 30,000 (2) | | | Blackstone Holdings Finance Co. LLC, 3.200%, 01/30/2052 | | | | | 19,266 | | | | | | 0.0 | | |
| 60,000 (2) | | | Blackstone Holdings Finance Co. LLC, 6.200%, 04/22/2033 | | | | | 60,668 | | | | | | 0.0 | | |
| 20,000 | | | Blackstone Private Credit Fund, 4.000%, 01/15/2029 | | | | | 16,536 | | | | | | 0.0 | | |
| 206,000 (2) | | | BPCE SA, 5.700%, 10/22/2023 | | | | | 204,513 | | | | | | 0.1 | | |
| 29,000 (4) | | | Capital One Financial Corp., 1.878%, 11/02/2027 | | | | | 25,294 | | | | | | 0.0 | | |
| 29,000 (4) | | | Capital One Financial Corp., 3.273%, 03/01/2030 | | | | | 24,850 | | | | | | 0.0 | | |
| 24,000 | | | CBRE Services, Inc., 2.500%, 04/01/2031 | | | | | 18,974 | | | | | | 0.0 | | |
| 77,000 | | | Chubb INA Holdings, Inc., 1.375%, 09/15/2030 | | | | | 59,948 | | | | | | 0.0 | | |
| 19,000 | | | CI Financial Corp., 4.100%, 06/15/2051 | | | | | 11,259 | | | | | | 0.0 | | |
| 221,000 (4) | | | Citigroup, Inc., 1.462%, 06/09/2027 | | | | | 191,958 | | | | | | 0.1 | | |
| 74,000 (2) | | | Corebridge Financial, Inc., 3.850%, 04/05/2029 | | | | | 67,553 | | | | | | 0.0 | | |
| 46,000 (2) | | | Corebridge Financial, Inc., 3.900%, 04/05/2032 | | | | | 40,301 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2022 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Financial (continued) | | ||||||||||||
| 102,000 (2)(4) | | | Corebridge Financial, Inc., 6.875%, 12/15/2052 | | | | $ | 94,726 | | | | | | 0.1 | | |
| 250,000 (2)(4) | | | Credit Suisse Group AG, 2.193%, 06/05/2026 | | | | | 213,725 | | | | | | 0.1 | | |
| 30,000 | | | CubeSmart L.P., 2.250%, 12/15/2028 | | | | | 24,781 | | | | | | 0.0 | | |
| 50,000 | | | Essex Portfolio L.P., 3.250%, 05/01/2023 | | | | | 49,627 | | | | | | 0.0 | | |
| 11,000 | | | Goldman Sachs Group, Inc., 6.750%, 10/01/2037 | | | | | 11,784 | | | | | | 0.0 | | |
| 7,000 | | | Hartford Financial Services Group, Inc./The, 5.950%, 10/15/2036 | | | | | 7,002 | | | | | | 0.0 | | |
| 74,000 (2) | | | Hartford Financial Services Group, Inc./The, 6.731%, (US0003M + 2.125%), 02/12/2067 | | | | | 62,133 | | | | | | 0.0 | | |
| 400,000 (4) | | | HSBC Holdings PLC, 2.099%, 06/04/2026 | | | | | 364,348 | | | | | | 0.1 | | |
| 400,000 (4) | | | HSBC Holdings PLC, 2.633%, 11/07/2025 | | | | | 375,929 | | | | | | 0.1 | | |
| 84,000 (2) | | | Intact Financial Corp., 5.459%, 09/22/2032 | | | | | 83,135 | | | | | | 0.0 | | |
| 24,000 | | | Intercontinental Exchange, Inc., 2.650%, 09/15/2040 | | | | | 16,736 | | | | | | 0.0 | | |
| 170,000 | | | Intercontinental Exchange, Inc., 4.600%, 03/15/2033 | | | | | 163,070 | | | | | | 0.1 | | |
| 70,000 | | | Invitation Homes Operating Partnership L.P., 2.300%, 11/15/2028 | | | | | 58,011 | | | | | | 0.0 | | |
| 55,000 (4) | | | JPMorgan Chase & Co., 0.969%, 06/23/2025 | | | | | 51,300 | | | | | | 0.0 | | |
| 137,000 (4) | | | JPMorgan Chase & Co., 1.040%, 02/04/2027 | | | | | 119,319 | | | | | | 0.1 | | |
| 46,000 (4) | | | JPMorgan Chase & Co., 1.470%, 09/22/2027 | | | | | 39,884 | | | | | | 0.0 | | |
| 41,000 (4) | | | JPMorgan Chase & Co., 1.578%, 04/22/2027 | | | | | 36,072 | | | | | | 0.0 | | |
| 39,000 (4) | | | JPMorgan Chase & Co., 2.069%, 06/01/2029 | | | | | 32,640 | | | | | | 0.0 | | |
| 33,000 (4) | | | JPMorgan Chase & Co., 2.182%, 06/01/2028 | | | | | 28,904 | | | | | | 0.0 | | |
| 168,000 (4) | | | JPMorgan Chase & Co., 2.545%, 11/08/2032 | | | | | 133,216 | | | | | | 0.1 | | |
| 16,000 (4) | | | JPMorgan Chase & Co., 2.595%, 02/24/2026 | | | | | 15,055 | | | | | | 0.0 | | |
| 57,000 (4) | | | JPMorgan Chase & Co., 2.947%, 02/24/2028 | | | | | 51,644 | | | | | | 0.0 | | |
| 70,000 (4) | | | JPMorgan Chase & Co., 3.797%, 07/23/2024 | | | | | 69,320 | | | | | | 0.0 | | |
| 18,000 (4) | | | JPMorgan Chase & Co., 4.912%, 07/25/2033 | | | | | 17,192 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Financial (continued) | | ||||||||||||
| 130,000 (4) | | | JPMorgan Chase & Co., 5.717%, 09/14/2033 | | | | $ | 127,276 | | | | | | 0.1 | | |
| 11,000 | | | Kite Realty Group L.P., 4.000%, 10/01/2026 | | | | | 10,143 | | | | | | 0.0 | | |
| 19,000 (2) | | | Liberty Mutual Group, Inc., 5.500%, 06/15/2052 | | | | | 17,145 | | | | | | 0.0 | | |
| 56,000 | | | Main Street Capital Corp., 3.000%, 07/14/2026 | | | | | 48,326 | | | | | | 0.0 | | |
| 30,000 | | | Main Street Capital Corp., 5.200%, 05/01/2024 | | | | | 29,586 | | | | | | 0.0 | | |
| 35,000 (3)(4) | | | Morgan Stanley, 0.791%, 01/22/2025 | | | | | 33,126 | | | | | | 0.0 | | |
| 54,000 (4) | | | Morgan Stanley, 1.512%, 07/20/2027 | | | | | 46,926 | | | | | | 0.0 | | |
| 103,000 (4) | | | Morgan Stanley, 1.593%, 05/04/2027 | | | | | 90,475 | | | | | | 0.1 | | |
| 234,000 (4) | | | Morgan Stanley, 2.188%, 04/28/2026 | | | | | 217,649 | | | | | | 0.1 | | |
| 56,000 (4) | | | Morgan Stanley, 2.239%, 07/21/2032 | | | | | 43,097 | | | | | | 0.0 | | |
| 18,000 (4) | | | Morgan Stanley, 2.475%, 01/21/2028 | | | | | 16,019 | | | | | | 0.0 | | |
| 29,000 (4) | | | Morgan Stanley, 2.720%, 07/22/2025 | | | | | 27,742 | | | | | | 0.0 | | |
| 32,000 (4) | | | Morgan Stanley, 2.802%, 01/25/2052 | | | | | 19,839 | | | | | | 0.0 | | |
| 18,000 (4) | | | Morgan Stanley, 3.591%, 07/22/2028 | | | | | 16,539 | | | | | | 0.0 | | |
| 45,000 (4) | | | Morgan Stanley, 3.737%, 04/24/2024 | | | | | 44,762 | | | | | | 0.0 | | |
| 112,000 | | | Morgan Stanley, 3.875%, 01/27/2026 | | | | | 108,547 | | | | | | 0.1 | | |
| 100,000 | | | Morgan Stanley, 4.000%, 07/23/2025 | | | | | 97,747 | | | | | | 0.1 | | |
| 40,000 (4) | | | Morgan Stanley, 4.457%, 04/22/2039 | | | | | 35,272 | | | | | | 0.0 | | |
| 107,000 (4) | | | Morgan Stanley, 5.297%, 04/20/2037 | | | | | 98,128 | | | | | | 0.1 | | |
| 29,000 (4) | | | Morgan Stanley, 6.296%, 10/18/2028 | | | | | 29,988 | | | | | | 0.0 | | |
| 214,000 (4) | | | Morgan Stanley, 6.342%, 10/18/2033 | | | | | 224,915 | | | | | | 0.1 | | |
| 97,000 | | | Northern Trust Corp., 6.125%, 11/02/2032 | | | | | 102,591 | | | | | | 0.1 | | |
| 43,000 (2) | | | Northwestern Mutual Global Funding, 1.700%, 06/01/2028 | | | | | 36,414 | | | | | | 0.0 | | |
| 36,000 | | | Old Republic International Corp., 3.850%, 06/11/2051 | | | | | 24,842 | | | | | | 0.0 | | |
| 150,000 | | | ORIX Corp., 3.250%, 12/04/2024 | | | | | 144,570 | | | | | | 0.1 | | |
| 101,000 (4) | | | PartnerRe Finance B LLC, 4.500%, 10/01/2050 | | | | | 87,533 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2022 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Financial (continued) | | ||||||||||||
| 15,000 | | | Piedmont Operating Partnership L.P., 2.750%, 04/01/2032 | | | | $ | 10,536 | | | | | | 0.0 | | |
| 30,000 | | | Piedmont Operating Partnership L.P., 4.450%, 03/15/2024 | | | | | 29,488 | | | | | | 0.0 | | |
| 19,000 | | | Prologis L.P., 2.250%, 01/15/2032 | | | | | 15,110 | | | | | | 0.0 | | |
| 15,000 | | | Public Storage, 1.950%, 11/09/2028 | | | | | 12,824 | | | | | | 0.0 | | |
| 8,000 | | | Realty Income Corp., 3.950%, 08/15/2027 | | | | | 7,640 | | | | | | 0.0 | | |
| 27,000 | | | Realty Income Corp., 4.875%, 06/01/2026 | | | | | 26,886 | | | | | | 0.0 | | |
| 17,000 | | | Sabra Health Care L.P., 3.200%, 12/01/2031 | | | | | 12,688 | | | | | | 0.0 | | |
| 11,000 | | | Simon Property Group L.P., 1.750%, 02/01/2028 | | | | | 9,380 | | | | | | 0.0 | | |
| 13,000 | | | Simon Property Group L.P., 2.450%, 09/13/2029 | | | | | 10,881 | | | | | | 0.0 | | |
| 40,000 | | | Sun Communities Operating L.P., 4.200%, 04/15/2032 | | | | | 35,339 | | | | | | 0.0 | | |
| 11,000 (4) | | | Truist Financial Corp., 1.267%, 03/02/2027 | | | | | 9,758 | | | | | | 0.0 | | |
| 200,000 (2)(4) | | | UBS Group AG, 2.095%, 02/11/2032 | | | | | 151,030 | | | | | | 0.1 | | |
| 55,000 (4) | | | US Bancorp, 5.850%, 10/21/2033 | | | | | 57,275 | | | | | | 0.0 | | |
| 7,000 | | | Ventas Realty L.P., 5.700%, 09/30/2043 | | | | | 6,409 | | | | | | 0.0 | | |
| 29,000 | | | Visa, Inc., 4.150%, 12/14/2035 | | | | | 27,504 | | | | | | 0.0 | | |
| 8,000 | | | Visa, Inc., 4.300%, 12/14/2045 | | | | | 7,346 | | | | | | 0.0 | | |
| 18,000 (4) | | | Wells Fargo & Co., 2.164%, 02/11/2026 | | | | | 16,794 | | | | | | 0.0 | | |
| 36,000 (4) | | | Wells Fargo & Co., 2.393%, 06/02/2028 | | | | | 31,827 | | | | | | 0.0 | | |
| 81,000 (4) | | | Wells Fargo & Co., 2.406%, 10/30/2025 | | | | | 76,656 | | | | | | 0.0 | | |
| 14,000 (4) | | | Wells Fargo & Co., 3.068%, 04/30/2041 | | | | | 10,038 | | | | | | 0.0 | | |
| 24,000 | | | XLIT Ltd., 5.500%, 03/31/2045 | | | | | 22,792 | | | | | | 0.0 | | |
| | | | | | | | | 7,252,756 | | | | | | 2.5 | | |
| | | | Industrial: 0.3% | | ||||||||||||
| 31,000 | | | Avnet, Inc., 5.500%, 06/01/2032 | | | | | 28,713 | | | | | | 0.0 | | |
| 27,000 | | | Berry Global, Inc., 0.950%, 02/15/2024 | | | | | 25,592 | | | | | | 0.0 | | |
| 40,000 | | | Berry Global, Inc., 1.650%, 01/15/2027 | | | | | 34,265 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Industrial (continued) | | ||||||||||||
| 22,000 | | | Boeing Co/The, 3.250%, 02/01/2028 | | | | $ | 20,017 | | | | | | 0.0 | | |
| 36,000 | | | Boeing Co/The, 3.250%, 02/01/2035 | | | | | 27,486 | | | | | | 0.0 | | |
| 5,000 (3) | | | Boeing Co/The, 3.625%, 02/01/2031 | | | | | 4,393 | | | | | | 0.0 | | |
| 5,000 | | | Boeing Co/The, 3.850%, 11/01/2048 | | | | | 3,454 | | | | | | 0.0 | | |
| 35,000 | | | Boeing Co/The, 4.875%, 05/01/2025 | | | | | 34,764 | | | | | | 0.0 | | |
| 34,000 | | | Boeing Co/The, 5.150%, 05/01/2030 | | | | | 33,255 | | | | | | 0.0 | | |
| 19,000 | | | Boeing Co/The, 5.805%, 05/01/2050 | | | | | 17,713 | | | | | | 0.0 | | |
| 45,000 | | | Burlington Northern Santa Fe LLC, 3.900%, 08/01/2046 | | | | | 36,766 | | | | | | 0.0 | | |
| 75,000 | | | Burlington Northern Santa Fe LLC, 4.450%, 01/15/2053 | | | | | 67,057 | | | | | | 0.1 | | |
| 38,000 | | | CSX Corp., 4.500%, 11/15/2052 | | | | | 33,200 | | | | | | 0.0 | | |
| 37,000 | | | FedEx Corp., 3.900%, 02/01/2035 | | | | | 31,578 | | | | | | 0.0 | | |
| 18,000 | | | GE Capital Funding LLC, 4.400%, 05/15/2030 | | | | | 16,587 | | | | | | 0.0 | | |
| 26,000 | | | John Deere Capital Corp., 3.350%, 04/18/2029 | | | | | 24,082 | | | | | | 0.0 | | |
| 25,000 | | | John Deere Capital Corp., 4.350%, 09/15/2032 | | | | | 24,365 | | | | | | 0.0 | | |
| 34,000 | | | Lockheed Martin Corp., 5.700%, 11/15/2054 | | | | | 35,847 | | | | | | 0.0 | | |
| 16,000 | | | Lockheed Martin Corp., 5.900%, 11/15/2063 | | | | | 17,293 | | | | | | 0.0 | | |
| 200,000 (2) | | | Misc Capital Two Labuan Ltd., 3.750%, 04/06/2027 | | | | | 181,492 | | | | | | 0.1 | | |
| 11,000 | | | Norfolk Southern Corp., 4.100%, 05/15/2121 | | | | | 7,661 | | | | | | 0.0 | | |
| 24,000 (2) | | | Penske Truck Leasing Co. Lp / PTL Finance Corp., 1.200%, 11/15/2025 | | | | | 21,141 | | | | | | 0.0 | | |
| 40,000 (2) | | | Penske Truck Leasing Co. Lp / PTL Finance Corp., 1.700%, 06/15/2026 | | | | | 35,039 | | | | | | 0.0 | | |
| 2,000 | | | Raytheon Technologies Corp., 3.650%, 08/16/2023 | | | | | 1,983 | | | | | | 0.0 | | |
| 34,000 | | | Raytheon Technologies Corp., 4.450%, 11/16/2038 | | | | | 31,025 | | | | | | 0.0 | | |
| 51,000 | | | Raytheon Technologies Corp., 4.500%, 06/01/2042 | | | | | 46,104 | | | | | | 0.0 | | |
| 30,000 (2) | | | Sealed Air Corp., 1.573%, 10/15/2026 | | | | | 25,944 | | | | | | 0.0 | | |
| 76,000 | | | Union Pacific Corp., 3.500%, 02/14/2053 | | | | | 57,462 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of December 31, 2022 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Industrial (continued) | | ||||||||||||
| 21,000 | | | Union Pacific Corp., 5.150%, 01/20/2063 | | | | $ | 20,314 | | | | | | 0.0 | | |
| 29,000 | | | Waste Connections, Inc., 4.200%, 01/15/2033 | | | | | 27,024 | | | | | | 0.0 | | |
| | | | | | | | | 971,616 | | | | | | 0.3 | | |
| | | | Technology: 0.6% | | ||||||||||||
| 88,000 (3) | | | Advanced Micro Devices, Inc., 3.924%, 06/01/2032 | | | | | 82,027 | | | | | | 0.1 | | |
| 50,000 | | | Advanced Micro Devices, Inc., 4.393%, 06/01/2052 | | | | | 44,205 | | | | | | 0.0 | | |
| 115,000 | | | Apple, Inc., 2.650%, 02/08/2051 | | | | | 76,393 | | | | | | 0.1 | | |
| 19,000 | | | Apple, Inc., 2.850%, 08/05/2061 | | | | | 12,316 | | | | | | 0.0 | | |
| 21,000 (3) | | | Apple, Inc., 3.350%, 08/08/2032 | | | | | 19,127 | | | | | | 0.0 | | |
| 70,000 | | | Apple, Inc., 3.750%, 09/12/2047 | | | | | 58,505 | | | | | | 0.0 | | |
| 121,000 | | | Apple, Inc., 3.950%, 08/08/2052 | | | | | 103,514 | | | | | | 0.1 | | |
| 18,000 | | | Apple, Inc., 4.100%, 08/08/2062 | | | | | 15,073 | | | | | | 0.0 | | |
| 37,000 (2) | | | Broadcom, Inc., 4.926%, 05/15/2037 | | | | | 32,410 | | | | | | 0.0 | | |
| 25,000 | | | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | | | | | 25,535 | | | | | | 0.0 | | |
| 20,000 | | | Fiserv, Inc., 2.750%, 07/01/2024 | | | | | 19,332 | | | | | | 0.0 | | |
| 80,000 (3) | | | HP, Inc., 2.650%, 06/17/2031 | | | | | 62,516 | | | | | | 0.0 | | |
| 12,000 | | | HP, Inc., 4.000%, 04/15/2029 | | | | | 10,978 | | | | | | 0.0 | | |
| 27,000 (3) | | | HP, Inc., 4.750%, 01/15/2028 | | | | | 26,244 | | | | | | 0.0 | | |
| 18,000 | | | Intel Corp., 3.100%, 02/15/2060 | | | | | 11,176 | | | | | | 0.0 | | |
| 13,000 | | | Intel Corp., 3.250%, 11/15/2049 | | | | | 8,905 | | | | | | 0.0 | | |
| 75,000 | | | Intel Corp., 4.600%, 03/25/2040 | | | | | 68,561 | | | | | | 0.0 | | |
| 22,000 | | | Intel Corp., 5.050%, 08/05/2062 | | | | | 19,427 | | | | | | 0.0 | | |
| 38,000 | | | International Business Machines Corp., 4.400%, 07/27/2032 | | | | | 36,371 | | | | | | 0.0 | | |
| 37,000 | | | International Business Machines Corp., 4.900%, 07/27/2052 | | | | | 33,836 | | | | | | 0.0 | | |
| 64,000 | | | KLA Corp., 4.950%, 07/15/2052 | | | | | 59,812 | | | | | | 0.0 | | |
| 32,000 | | | KLA Corp., 5.250%, 07/15/2062 | | | | | 30,938 | | | | | | 0.0 | | |
| 21,000 | | | Kyndryl Holdings, Inc., 2.050%, 10/15/2026 | | | | | 17,159 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Technology (continued) | | ||||||||||||
| 54,000 | | | Kyndryl Holdings, Inc., 2.700%, 10/15/2028 | | | | $ | 40,611 | | | | | | 0.0 | | |
| 18,000 | | | Kyndryl Holdings, Inc., 3.150%, 10/15/2031 | | | | | 12,032 | | | | | | 0.0 | | |
| 37,000 | | | Microchip Technology, Inc., 2.670%, 09/01/2023 | | | | | 36,320 | | | | | | 0.0 | | |
| 79,000 | | | Microsoft Corp., 2.921%, 03/17/2052 | | | | | 56,301 | | | | | | 0.0 | | |
| 31,000 | | | NXP BV / NXP Funding LLC, 5.350%, 03/01/2026 | | | | | 30,861 | | | | | | 0.0 | | |
| 13,000 | | | NXP BV / NXP Funding LLC / NXP USA, Inc., 3.250%, 11/30/2051 | | | | | 8,150 | | | | | | 0.0 | | |
| 14,000 | | | NXP BV / NXP Funding LLC / NXP USA, Inc., 3.400%, 05/01/2030 | | | | | 12,130 | | | | | | 0.0 | | |
| 100,000 | | | NXP BV / NXP Funding LLC / NXP USA, Inc., 4.300%, 06/18/2029 | | | | | 93,445 | | | | | | 0.1 | | |
| 70,000 | | | Oracle Corp., 2.300%, 03/25/2028 | | | | | 60,754 | | | | | | 0.0 | | |
| 5,000 | | | Oracle Corp., 3.600%, 04/01/2050 | | | | | 3,387 | | | | | | 0.0 | | |
| 74,000 | | | Oracle Corp., 3.650%, 03/25/2041 | | | | | 54,905 | | | | | | 0.0 | | |
| 27,000 | | | Oracle Corp., 3.800%, 11/15/2037 | | | | | 21,474 | | | | | | 0.0 | | |
| 6,000 | | | Oracle Corp., 3.850%, 07/15/2036 | | | | | 4,927 | | | | | | 0.0 | | |
| 15,000 | | | Oracle Corp., 3.950%, 03/25/2051 | | | | | 10,752 | | | | | | 0.0 | | |
| 110,000 | | | Oracle Corp., 4.300%, 07/08/2034 | | | | | 96,971 | | | | | | 0.1 | | |
| 34,000 | | | Oracle Corp., 6.150%, 11/09/2029 | | | | | 35,371 | | | | | | 0.0 | | |
| 22,000 | | | Oracle Corp., 6.900%, 11/09/2052 | | | | | 23,665 | | | | | | 0.0 | | |
| 8,000 (3) | | | QUALCOMM, Inc., 5.400%, 05/20/2033 | | | | | 8,356 | | | | | | 0.0 | | |
| 63,000 | | | QUALCOMM, Inc., 6.000%, 05/20/2053 | | | | | 67,311 | | | | | | 0.0 | | |
| 17,000 | | | Roper Technologies, Inc., 1.400%, 09/15/2027 | | | | | 14,408 | | | | | | 0.0 | | |
| 81,000 | | | Salesforce, Inc., 2.700%, 07/15/2041 | | | | | 58,138 | | | | | | 0.0 | | |
| 24,000 | | | Texas Instruments, Inc., 3.650%, 08/16/2032 | | | | | 22,325 | | | | | | 0.0 | | |
| 31,000 | | | Texas Instruments, Inc., 4.100%, 08/16/2052 | | | | | 27,708 | | | | | | 0.0 | | |
| 81,000 | | | VMware, Inc., 1.400%, 08/15/2026 | | | | | 70,715 | | | | | | 0.1 | | |
| | | | | | | | | 1,745,377 | | | | | | 0.6 | | |
Voya Balanced Portfolio | as of December 31, 2022 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Utilities: 1.1% | | ||||||||||||
| 32,000 (2) | | | AEP Texas, Inc., 3.850%, 10/01/2025 | | | | $ | 30,769 | | | | | | 0.0 | | |
| 21,000 | | | AES Corp./The, 1.375%, 01/15/2026 | | | | | 18,670 | | | | | | 0.0 | | |
| 10,000 (2) | | | AES Corp./The, 3.950%, 07/15/2030 | | | | | 8,866 | | | | | | 0.0 | | |
| 20,000 | | | Alabama Power Co., 3.450%, 10/01/2049 | | | | | 14,502 | | | | | | 0.0 | | |
| 74,000 (2) | | | Alliant Energy Finance LLC, 3.750%, 06/15/2023 | | | | | 73,501 | | | | | | 0.1 | | |
| 26,000 (4) | | | American Electric Power Co., Inc., 3.875%, 02/15/2062 | | | | | 20,287 | | | | | | 0.0 | | |
| 25,000 (2) | | | American Transmission Systems, Inc., 2.650%, 01/15/2032 | | | | | 20,583 | | | | | | 0.0 | | |
| 28,000 (2) | | | American Transmission Systems, Inc., 5.000%, 09/01/2044 | | | | | 25,572 | | | | | | 0.0 | | |
| 14,000 | | | Appalachian Power Co., 3.700%, 05/01/2050 | | | | | 10,262 | | | | | | 0.0 | | |
| 55,000 | | | Avangrid, Inc., 3.200%, 04/15/2025 | | | | | 52,607 | | | | | | 0.0 | | |
| 28,000 | | | Baltimore Gas and Electric Co., 2.250%, 06/15/2031 | | | | | 22,753 | | | | | | 0.0 | | |
| 9,000 | | | Black Hills Corp., 3.050%, 10/15/2029 | | | | | 7,655 | | | | | | 0.0 | | |
| 40,000 | | | Black Hills Corp., 4.250%, 11/30/2023 | | | | | 39,789 | | | | | | 0.0 | | |
| 4,000 | | | Black Hills Corp., 4.350%, 05/01/2033 | | | | | 3,531 | | | | | | 0.0 | | |
| 25,000 | | | CenterPoint Energy Houston Electric LLC, 3.550%, 08/01/2042 | | | | | 19,839 | | | | | | 0.0 | | |
| 39,000 (2) | | | Cleveland Electric Illuminating Co/The, 3.500%, 04/01/2028 | | | | | 35,605 | | | | | | 0.0 | | |
| 12,000 (4) | | | CMS Energy Corp., 3.750%, 12/01/2050 | | | | | 9,067 | | | | | | 0.0 | | |
| 68,000 (4) | | | CMS Energy Corp., 4.750%, 06/01/2050 | | | | | 58,987 | | | | | | 0.0 | | |
| 12,000 | | | Consolidated Edison Co. of New York, Inc., 5.300%, 03/01/2035 | | | | | 11,830 | | | | | | 0.0 | | |
| 53,000 (4) | | | Dominion Energy, Inc., 4.350%, 12/31/2199 | | | | | 44,782 | | | | | | 0.0 | | |
| 25,000 (4) | | | Dominion Energy, Inc., 4.650%, 12/31/2199 | | | | | 22,000 | | | | | | 0.0 | | |
| 50,000 | | | Dominion Energy, Inc., 5.375%, 11/15/2032 | | | | | 49,716 | | | | | | 0.0 | | |
| 10,000 | | | Duke Energy Carolinas LLC, 2.550%, 04/15/2031 | | | | | 8,373 | | | | | | 0.0 | | |
| 6,000 | | | Duke Energy Carolinas LLC, 3.750%, 06/01/2045 | | | | | 4,684 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Utilities (continued) | | ||||||||||||
| 81,000 | | | Duke Energy Carolinas LLC, 4.000%, 09/30/2042 | | | | $ | 67,373 | | | | | | 0.1 | | |
| 4,000 (4) | | | Duke Energy Corp., 4.875%, 12/31/2199 | | | | | 3,660 | | | | | | 0.0 | | |
| 42,000 | | | Duke Energy Florida LLC, 2.400%, 12/15/2031 | | | | | 34,409 | | | | | | 0.0 | | |
| 8,000 | | | Duke Energy Florida LLC, 4.200%, 07/15/2048 | | | | | 6,746 | | | | | | 0.0 | | |
| 20,000 | | | Duke Energy Florida LLC, 5.950%, 11/15/2052 | | | | | 21,413 | | | | | | 0.0 | | |
| 195,000 | | | Duke Energy Indiana LLC, 2.750%, 04/01/2050 | | | | | 123,268 | | | | | | 0.1 | | |
| 11,000 | | | Duke Energy Ohio, Inc., 2.125%, 06/01/2030 | | | | | 9,004 | | | | | | 0.0 | | |
| 109,000 | | | Duke Energy Progress LLC, 3.700%, 10/15/2046 | | | | | 83,049 | | | | | | 0.1 | | |
| 40,000 | | | Duke Energy Progress LLC, 4.100%, 05/15/2042 | | | | | 33,753 | | | | | | 0.0 | | |
| 2,000 | | | Duke Energy Progress LLC, 4.200%, 08/15/2045 | | | | | 1,683 | | | | | | 0.0 | | |
| 11,000 (2) | | | Duquesne Light Holdings, Inc., 2.532%, 10/01/2030 | | | | | 8,741 | | | | | | 0.0 | | |
| 78,000 | | | Entergy Arkansas LLC, 2.650%, 06/15/2051 | | | | | 47,370 | | | | | | 0.0 | | |
| 9,000 | | | Entergy Arkansas LLC, 3.350%, 06/15/2052 | | | | | 6,295 | | | | | | 0.0 | | |
| 25,000 | | | Entergy Arkansas LLC, 4.200%, 04/01/2049 | | | | | 20,587 | | | | | | 0.0 | | |
| 24,000 | | | Entergy Corp., 2.400%, 06/15/2031 | | | | | 19,122 | | | | | | 0.0 | | |
| 7,000 | | | Entergy Corp., 2.800%, 06/15/2030 | | | | | 5,929 | | | | | | 0.0 | | |
| 100,000 | | | Entergy Louisiana LLC, 2.900%, 03/15/2051 | | | | | 64,433 | | | | | | 0.1 | | |
| 9,000 | | | Entergy Louisiana LLC, 4.200%, 04/01/2050 | | | | | 7,357 | | | | | | 0.0 | | |
| 33,000 | | | Entergy Texas, Inc., 4.000%, 03/30/2029 | | | | | 31,204 | | | | | | 0.0 | | |
| 16,000 | | | Evergy Metro, Inc., 2.250%, 06/01/2030 | | | | | 13,203 | | | | | | 0.0 | | |
| 25,000 | | | Eversource Energy, 1.400%, 08/15/2026 | | | | | 21,970 | | | | | | 0.0 | | |
| 57,000 | | | Eversource Energy, 2.900%, 03/01/2027 | | | | | 52,564 | | | | | | 0.0 | | |
| 25,000 | | | Georgia Power Co., 2.200%, 09/15/2024 | | | | | 23,857 | | | | | | 0.0 | | |
| 33,000 | | | Georgia Power Co., 5.750%, 04/15/2023 | | | | | 33,110 | | | | | | 0.0 | | |
| 80,000 | | | Interstate Power and Light Co., 3.250%, 12/01/2024 | | | | | 77,229 | | | | | | 0.1 | | |
| 6,000 | | | IPALCO Enterprises, Inc., 4.250%, 05/01/2030 | | | | | 5,344 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2022 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Utilities (continued) | | ||||||||||||
| 8,000 (2) | | | Jersey Central Power & Light Co., 2.750%, 03/01/2032 | | | | $ | 6,481 | | | | | | 0.0 | | |
| 50,000 (2) | | | Jersey Central Power & Light Co., 4.300%, 01/15/2026 | | | | | 48,349 | | | | | | 0.0 | | |
| 50,000 (2) | | | Jersey Central Power & Light Co., 4.700%, 04/01/2024 | | | | | 49,324 | | | | | | 0.0 | | |
| 12,000 (2) | | | Metropolitan Edison Co., 4.000%, 04/15/2025 | | | | | 11,494 | | | | | | 0.0 | | |
| 5,000 | | | MidAmerican Energy Co., 4.400%, 10/15/2044 | | | | | 4,441 | | | | | | 0.0 | | |
| 30,000 | | | Mississippi Power Co., 4.250%, 03/15/2042 | | | | | 24,460 | | | | | | 0.0 | | |
| 20,000 (2) | | | Monongahela Power Co., 3.550%, 05/15/2027 | | | | | 18,828 | | | | | | 0.0 | | |
| 13,000 (2) | | | Narragansett Electric Co/The, 3.395%, 04/09/2030 | | | | | 11,646 | | | | | | 0.0 | | |
| 41,000 | | | National Rural Utilities Cooperative Finance Corp., 2.400%, 03/15/2030 | | | | | 34,232 | | | | | | 0.0 | | |
| 31,000 | | | National Rural Utilities Cooperative Finance Corp., 2.750%, 04/15/2032 | | | | | 25,585 | | | | | | 0.0 | | |
| 38,000 | | | National Rural Utilities Cooperative Finance Corp., 4.150%, 12/15/2032 | | | | | 35,207 | | | | | | 0.0 | | |
| 43,000 (4) | | | National Rural Utilities Cooperative Finance Corp., 4.750%, 04/30/2043 | | | | | 39,885 | | | | | | 0.0 | | |
| 17,000 (3) | | | National Rural Utilities Cooperative Finance Corp., 5.800%, 01/15/2033 | | | | | 17,797 | | | | | | 0.0 | | |
| 175,000 | | | NextEra Energy Capital Holdings, Inc., 1.875%, 01/15/2027 | | | | | 155,131 | | | | | | 0.1 | | |
| 123,000 | | | NextEra Energy Capital Holdings, Inc., 1.900%, 06/15/2028 | | | | | 105,234 | | | | | | 0.1 | | |
| 18,000 | | | NextEra Energy Capital Holdings, Inc., 2.440%, 01/15/2032 | | | | | 14,572 | | | | | | 0.0 | | |
| 45,000 (4) | | | NextEra Energy Capital Holdings, Inc., 3.800%, 03/15/2082 | | | | | 36,725 | | | | | | 0.0 | | |
| 38,000 | | | NextEra Energy Capital Holdings, Inc., 4.255%, 09/01/2024 | | | | | 37,509 | | | | | | 0.0 | | |
| 100,000 | | | NiSource, Inc., 0.950%, 08/15/2025 | | | | | 90,244 | | | | | | 0.1 | | |
| 20,000 | | | NiSource, Inc., 5.950%, 06/15/2041 | | | | | 20,322 | | | | | | 0.0 | | |
| 16,000 | | | NSTAR Electric Co., 1.950%, 08/15/2031 | | | | | 12,766 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | | Utilities (continued) | | ||||||||||||
| 17,000 | | | Oglethorpe Power Corp., 3.750%, 08/01/2050 | | | | $ | 12,270 | | | | | | 0.0 | | |
| 39,000 (2) | | | Oncor Electric Delivery Co. LLC, 4.550%, 09/15/2032 | | | | | 38,305 | | | | | | 0.0 | | |
| 26,000 | | | ONE Gas, Inc., 1.100%, 03/11/2024 | | | | | 24,943 | | | | | | 0.0 | | |
| 13,000 | | | Pacific Gas and Electric Co., 4.250%, 03/15/2046 | | | | | 9,092 | | | | | | 0.0 | | |
| 28,000 | | | Pacific Gas and Electric Co., 4.300%, 03/15/2045 | | | | | 19,956 | | | | | | 0.0 | | |
| 17,000 | | | Pacific Gas and Electric Co., 4.450%, 04/15/2042 | | | | | 12,715 | | | | | | 0.0 | | |
| 61,000 | | | PacifiCorp, 5.350%, 12/01/2053 | | | | | 60,750 | | | | | | 0.0 | | |
| 5,000 | | | PECO Energy Co., 3.700%, 09/15/2047 | | | | | 3,933 | | | | | | 0.0 | | |
| 6,000 | | | PECO Energy Co., 4.150%, 10/01/2044 | | | | | 5,128 | | | | | | 0.0 | | |
| 200,000 | | | Perusahaan Listrik Negara PT, 4.125%, 05/15/2027 | | | | | 192,459 | | | | | | 0.1 | | |
| 75,000 | | | PPL Electric Utilities Corp., 4.125%, 06/15/2044 | | | | | 63,011 | | | | | | 0.1 | | |
| 11,000 | | | Public Service Enterprise Group, Inc., 1.600%, 08/15/2030 | | | | | 8,554 | | | | | | 0.0 | | |
| 59,000 | | | Public Service Enterprise Group, Inc., 2.450%, 11/15/2031 | | | | | 47,303 | | | | | | 0.0 | | |
| 42,000 | | | Sempra Energy, 3.800%, 02/01/2038 | | | | | 34,599 | | | | | | 0.0 | | |
| 65,000 (4) | | | Sempra Energy, 4.125%, 04/01/2052 | | | | | 50,651 | | | | | | 0.0 | | |
| 24,000 (3)(4) | | | Sempra Energy, 4.875%, 12/31/2199 | | | | | 22,252 | | | | | | 0.0 | | |
| 49,000 | | | South Jersey Industries, Inc., 5.020%, 04/15/2031 | | | | | 38,193 | | | | | | 0.0 | | |
| 6,000 | | | Southern California Edison Co., 4.050%, 03/15/2042 | | | | | 4,799 | | | | | | 0.0 | | |
| 39,000 (4) | | | Southern Co/The, 3.750%, 09/15/2051 | | | | | 31,588 | | | | | | 0.0 | | |
| 35,000 (4) | | | Southern Co/The, 4.000%, 01/15/2051 | | | | | 31,938 | | | | | | 0.0 | | |
| 38,000 | | | Southern Co/The, 5.113%, 08/01/2027 | | | | | 37,923 | | | | | | 0.0 | | |
| 9,000 | | | Southwest Gas Corp., 4.050%, 03/15/2032 | | | | | 7,927 | | | | | | 0.0 | | |
| 36,000 | | | Southwestern Electric Power Co., 1.650%, 03/15/2026 | | | | | 32,239 | | | | | | 0.0 | | |
| 14,000 | | | Tampa Electric Co., 4.350%, 05/15/2044 | | | | | 11,675 | | | | | | 0.0 | | |
| 23,000 | | | Tucson Electric Power Co., 1.500%, 08/01/2030 | | | | | 17,652 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2022 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| �� | | | Utilities (continued) | | ||||||||||||
| 17,000 | | | Union Electric Co., 3.900%, 09/15/2042 | | | | $ | 13,996 | | | | | | 0.0 | | |
| 45,000 (2) | | | Vistra Operations Co. LLC, 5.125%, 05/13/2025 | | | | | 44,249 | | | | | | 0.0 | | |
| 36,000 | | | Washington Gas Light Co., 3.650%, 09/15/2049 | | | | | 26,304 | | | | | | 0.0 | | |
| 31,000 | | | WEC Energy Group, Inc., 1.375%, 10/15/2027 | | | | | 26,346 | | | | | | 0.0 | | |
| 26,000 | | | WEC Energy Group, Inc., 2.200%, 12/15/2028 | | | | | 22,060 | | | | | | 0.0 | | |
| 10,000 | | | WEC Energy Group, Inc., 5.000%, 09/27/2025 | | | | | 10,008 | | | | | | 0.0 | | |
| 14,000 | | | WEC Energy Group, Inc., 5.150%, 10/01/2027 | | | | | 14,175 | | | | | | 0.0 | | |
| 23,000 | | | Wisconsin Electric Power Co., 1.700%, 06/15/2028 | | | | | 19,629 | | | | | | 0.0 | | |
| 26,000 | | | Wisconsin Public Service Corp., 3.671%, 12/01/2042 | | | | | 19,800 | | | | | | 0.0 | | |
| | | | | | | | | 3,253,557 | | | | | | 1.1 | | |
| | | | Total Corporate Bonds/Notes (Cost $25,042,016) | | | | | 21,962,069 | | | | | | 7.5 | | |
| COLLATERALIZED MORTGAGE OBLIGATIONS: 3.6% | | |||||||||||||||
| 50,225 | | | Alternative Loan Trust 2004-J7 MI, 4.179%, (US0001M + 1.020%), 10/25/2034 | | | | | 50,014 | | | | | | 0.0 | | |
| 37,655 | | | Alternative Loan Trust 2005-65CB 2A4, 5.500%, 12/25/2035 | | | | | 26,733 | | | | | | 0.0 | | |
| 74,822 | | | Alternative Loan Trust 2005-J2 1A12, 4.789%, (US0001M + 0.400%), 04/25/2035 | | | | | 58,630 | | | | | | 0.0 | | |
| 15,275 | | | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036 | | | | | 7,782 | | | | | | 0.0 | | |
| 76,522 | | | Alternative Loan Trust 2006-19CB A12, 4.789%, (US0001M + 0.400%), 08/25/2036 | | | | | 38,978 | | | | | | 0.0 | | |
| 23,307 | | | Alternative Loan Trust 2007-23CB A3, 4.889%, (US0001M + 0.500%), 09/25/2037 | | | | | 10,568 | | | | | | 0.0 | | |
| 100,437 | | | Alternative Loan Trust 2007-2CB 2A1, 4.989%, (US0001M + 0.600%), 03/25/2037 | | | | | 47,409 | | | | | | 0.0 | | |
| 600,000 (2) | | | Arroyo Mortgage Trust 2022-1 A3, 3.650%, 12/25/2056 | | | | | 458,319 | | | | | | 0.2 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
| 22,358 (4) | | | Bear Stearns ALT-A Trust 2005-7 21A1, 3.899%, 09/25/2035 | | | | $ | 18,201 | | | | | | 0.0 | | |
| 38,668 | | | Bear Stearns Mortgage Funding Trust 2006-AR5 2A1, 4.579%, (US0001M + 0.190%), 01/25/2037 | | | | | 32,903 | | | | | | 0.0 | | |
| 500,000 (2) | | | Bellemeade Re 2022-1 M1C Ltd., 7.628%, (SOFR30A + 3.700%), 01/26/2032 | | | | | 419,192 | | | | | | 0.2 | | |
| 52,452 (4) | | | Citigroup Mortgage Loan Trust 2006-AR2 1A1, 3.412%, 03/25/2036 | | | | | 40,908 | | | | | | 0.0 | | |
| 26,597 (4) | | | Citigroup Mortgage Loan Trust 2007-10 22AA, 3.871%, 09/25/2037 | | | | | 22,882 | | | | | | 0.0 | | |
| 100,000 (2) | | | Connecticut Avenue Securities Trust 2020-R02 2B1, 7.389%, (US0001M + 3.000%), 01/25/2040 | | | | | 90,158 | | | | | | 0.0 | | |
| 200,000 (2) | | | Connecticut Avenue Securities Trust 2021-R01 1M2, 5.478%, (SOFR30A + 1.550%), 10/25/2041 | | | | | 195,049 | | | | | | 0.1 | | |
| 100,000 (2) | | | Connecticut Avenue Securities Trust 2022-R02 2B1, 8.428%, (SOFR30A + 4.500%), 01/25/2042 | | | | | 94,946 | | | | | | 0.0 | | |
| 249,348 | | | Fannie Mae 2011-113 CL, 4.000%, 11/25/2041 | | | | | 234,327 | | | | | | 0.1 | | |
| 399,883 | | | Fannie Mae 2011-99 CZ, 4.500%, 10/25/2041 | | | | | 391,304 | | | | | | 0.1 | | |
| 39,853 | | | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 8.389%, (US0001M + 4.000%), 05/25/2025 | | | | | 40,084 | | | | | | 0.0 | | |
| 6,697 (2) | | | Fannie Mae Connecticut Avenue Securities 2019-R02 1M2, 6.689%, (US0001M + 2.300%), 08/25/2031 | | | | | 6,689 | | | | | | 0.0 | | |
| 58,062 (2) | | | Fannie Mae Connecticut Avenue Securities Trust 2020-R01 1M2, 6.439%, (US0001M + 2.050%), 01/25/2040 | | | | | 57,698 | | | | | | 0.0 | | |
| 154,355 | | | Fannie Mae REMIC Trust 2009-19 PW, 4.500%, 10/25/2036 | | | | | 150,853 | | | | | | 0.1 | | |
| 140,182 (4) | | | Fannie Mae REMIC Trust 2009-50 HZ, 5.536%, 02/25/2049 | | | | | 140,308 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of December 31, 2022 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
| 118,392 | | | Fannie Mae REMIC Trust 2011-30 ZA, 5.000%, 04/25/2041 | | | | $ | 116,357 | | | | | | 0.1 | | |
| 87,564 | | | Fannie Mae REMIC Trust 2011-9 AZ, 5.000%, 05/25/2040 | | | | | 84,300 | | | | | | 0.0 | | |
| 179,482 | | | Fannie Mae REMICS 2009-96 DB, 4.000%, 11/25/2029 | | | | | 174,938 | | | | | | 0.1 | | |
| 53,763 | | | Fannie Mae REMICS 2011-10 ZC, 5.000%, 02/25/2041 | | | | | 53,509 | | | | | | 0.0 | | |
| 36,048 | | | Fannie Mae REMICS 2011-84 Z, 5.250%, 09/25/2041 | | | | | 35,612 | | | | | | 0.0 | | |
| 67,704 | | | Fannie Mae REMICS 2013-16 GD, 3.000%, 03/25/2033 | | | | | 65,766 | | | | | | 0.0 | | |
| 385,475 | | | Fannie Mae REMICS 2018-11 BX, 4.000%, 12/25/2047 | | | | | 362,348 | | | | | | 0.1 | | |
| 41,116 | | | Fannie Mae REMICS 2018-8 AB, 3.500%, 10/25/2047 | | | | | 37,931 | | | | | | 0.0 | | |
| 88,696 (2)(4) | | | Flagstar Mortgage Trust 2018-1 B3, 3.950%, 03/25/2048 | | | | | 74,712 | | | | | | 0.0 | | |
| 270,927 | | | Freddie Mac 4634 ZM, 5.000%, 11/15/2056 | | | | | 265,518 | | | | | | 0.1 | | |
| 41,646 | | | Freddie Mac REMIC Trust 2114 ZM, 6.000%, 01/15/2029 | | | | | 42,125 | | | | | | 0.0 | | |
| 38,388 | | | Freddie Mac REMIC Trust 2541 NE, 5.500%, 12/15/2032 | | | | | 38,991 | | | | | | 0.0 | | |
| 9,688 | | | Freddie Mac REMIC Trust 2861 Z, 5.500%, 09/15/2034 | | | | | 9,781 | | | | | | 0.0 | | |
| 30,059 | | | Freddie Mac REMIC Trust 2931 ZY, 5.000%, 02/15/2035 | | | | | 30,147 | | | | | | 0.0 | | |
| 91,243 | | | Freddie Mac REMIC Trust 3117 ZA, 5.500%, 02/15/2036 | | | | | 91,381 | | | | | | 0.0 | | |
| 35,768 | | | Freddie Mac REMIC Trust 3351 ZC, 5.500%, 07/15/2037 | | | | | 35,725 | | | | | | 0.0 | | |
| 32,234 (4) | | | Freddie Mac REMIC Trust 3524 LA, 5.079%, 03/15/2033 | | | | | 30,935 | | | | | | 0.0 | | |
| 34,104 | | | Freddie Mac REMIC Trust 3724 CM, 5.500%, 06/15/2037 | | | | | 34,052 | | | | | | 0.0 | | |
| 6,025 | | | Freddie Mac REMIC Trust 4000 PA, 4.500%, 01/15/2042 | | | | | 5,897 | | | | | | 0.0 | | |
| 211,582 | | | Freddie Mac REMIC Trust 4203 BN, 3.000%, 04/15/2033 | | | | | 196,665 | | | | | | 0.1 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
| 575,714 | | | Freddie Mac REMIC Trust 4335 ZX, 4.250%, 05/15/2044 | | | | $ | 547,123 | | | | | | 0.2 | | |
| 575,714 | | | Freddie Mac REMIC Trust 435 XZ, 4.250%, 05/15/2044 | | | | | 544,642 | | | | | | 0.2 | | |
| 1,082,181 | | | Freddie Mac REMICS 4136 ZG, 3.000%, 11/15/2042 | | | | | 963,108 | | | | | | 0.3 | | |
| 530,137 | | | Freddie Mac REMICS 4372 Z, 3.000%, 08/15/2044 | | | | | 466,986 | | | | | | 0.2 | | |
| 143,152 | | | Freddie Mac REMICS 4495 PA, 3.500%, 09/15/2043 | | | | | 138,157 | | | | | | 0.1 | | |
| 217,737 (2) | | | Freddie Mac STACR REMIC Trust 2020-DNA6 M2, 5.928%, (SOFR30A + 2.000%), 12/25/2050 | | | | | 216,353 | | | | | | 0.1 | | |
| 83,161 (2) | | | Freddie Mac Stacr Remic Trust 2020-HQA2 M2, 7.489%, (US0001M + 3.100%), 03/25/2050 | | | | | 84,374 | | | | | | 0.0 | | |
| 202,773 (2) | | | Freddie Mac STACR REMIC Trust 2021-DNA5 M2, 5.578%, (SOFR30A + 1.650%), 01/25/2034 | | | | | 200,077 | | | | | | 0.1 | | |
| 600,000 (2) | | | Freddie Mac STACR REMIC Trust 2021-HQA4 B1, 7.678%, (SOFR30A + 3.750%), 12/25/2041 | | | | | 516,165 | | | | | | 0.2 | | |
| 100,000 (2) | | | Freddie Mac STACR REMIC Trust 2022-DNA1 B1, 7.328%, (SOFR30A + 3.400%), 01/25/2042 | | | | | 89,114 | | | | | | 0.0 | | |
| 242,593 | | | Ginnie Mae 2013-8 BE, 1.750%, 11/20/2042 | | | | | 210,174 | | | | | | 0.1 | | |
| 1,143,360 | | | Ginnie Mae 2019-15 CZ, 3.500%, 02/20/2049 | | | | | 1,005,619 | | | | | | 0.4 | | |
| 29,194 | | | Ginnie Mae Series 2009-29 PB, 4.750%, 05/20/2039 | | | | | 29,224 | | | | | | 0.0 | | |
| 197,777 | | | Ginnie Mae Series 2010-164 JZ, 4.000%, 12/20/2040 | | | | | 189,813 | | | | | | 0.1 | | |
| 7,319 | | | Ginnie Mae Series 2011-169 BC, 7.000%, 05/16/2032 | | | | | 7,488 | | | | | | 0.0 | | |
| 22,447 | | | HomeBanc Mortgage Trust 2004-1 2A, 5.249%, (US0001M + 0.860%), 08/25/2029 | | | | | 21,246 | | | | | | 0.0 | | |
| 44,846 (2)(4) | | | JP Morgan Mortgage Trust 2019-LTV3 A5, 3.500%, 03/25/2050 | | | | | 43,506 | | | | | | 0.0 | | |
| 149,969 (2)(4) | | | JP Morgan Mortgage Trust 2020-5 A15, 3.000%, 12/25/2050 | | | | | 124,515 | | | | | | 0.1 | | |
| 44,937 | | | Morgan Stanley Mortgage Loan Trust 2007-13 6A1, 6.000%, 10/25/2037 | | | | | 26,440 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2022 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
| 300,000 (2) | | | Mortgage Insurance-Linked Notes 2021-3 M1B, 6.828%, (SOFR30A + 2.900%), 02/25/2034 | | | | $ | 281,924 | | | | | | 0.1 | | |
| 8,548 | | | Prime Mortgage Trust 2007-1 A4, 5.500%, 03/25/2037 | | | | | 7,048 | | | | | | 0.0 | | |
| 15,053 (4) | | | WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 3.191%, 10/25/2036 | | | | | 13,434 | | | | | | 0.0 | | |
| 36,154 | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 A1C3, 5.409%, (US0001M + 0.510%), 08/25/2045 | | | | | 33,999 | | | | | | 0.0 | | |
| 19,087 | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR13 A1C3, 5.369%, (US0001M + 0.490%), 10/25/2045 | | | | | 17,569 | | | | | | 0.0 | | |
| 20,840 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 3.682%, 08/25/2046 | | | | | 18,350 | | | | | | 0.0 | | |
| 99,546 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 1A1, 3.372%, 12/25/2036 | | | | | 88,208 | | | | | | 0.0 | | |
| 53,536 (4) | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY7 2A2, 3.368%, 07/25/2037 | | | | | 44,794 | | | | | | 0.0 | | |
| 125,033 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 2A, 3.008%, (12MTA + 0.960%), 08/25/2046 | | | | | 77,229 | | | | | | 0.0 | | |
| 10,909 | | | Wells Fargo Alternative Loan 2007-PA2 2A1, 4.819%, (US0001M + 0.430%), 06/25/2037 | | | | | 8,839 | | | | | | 0.0 | | |
| 9,087 (4) | | | Wells Fargo Mortgage Backed Securities 2006-AR4 2A4, 2.879%, 04/25/2036 | | | | | 8,484 | | | | | | 0.0 | | |
| 13,978 (4) | | | Wells Fargo Mortgage Backed Securities 2007-AR7 A1, 4.332%, 12/28/2037 | | | | | 12,166 | | | | | | 0.0 | | |
| | | | Total Collateralized Mortgage Obligations (Cost $11,784,305) | | | | | 10,456,793 | | | | | | 3.6 | | |
|
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| U.S. TREASURY OBLIGATIONS: 3.0% | | |||||||||||||||
| | | | U.S. Treasury Bonds: 1.1% | | ||||||||||||
| 1,000 | | | 1.250%, 05/15/2050 | | | | $ | 538 | | | | | | 0.0 | | |
| 22,000 | | | 1.375%, 11/15/2040 | | | | | 14,314 | | | | | | 0.0 | | |
| 2,200 | | | 1.625%, 11/15/2050 | | | | | 1,310 | | | | | | 0.0 | | |
| 1,631,200 | | | 3.000%, 08/15/2052 | | | | | 1,344,466 | | | | | | 0.5 | | |
| 117,400 | | | 3.250%, 05/15/2042 | | | | | 102,982 | | | | | | 0.0 | | |
| 1,674,000 (3) | | | 4.000%, 11/15/2042 | | | | | 1,639,474 | | | | | | 0.6 | | |
| | | | | | | | | 3,103,084 | | | | | | 1.1 | | |
| | | | U.S. Treasury Notes: 1.9% | | ||||||||||||
| 1,000 | | | 0.125%, 10/15/2023 | | | | | 965 | | | | | | 0.0 | | |
| 260,500 | | | 0.500%, 11/30/2023 | | | | | 250,640 | | | | | | 0.1 | | |
| 20,500 | | | 1.125%, 02/15/2031 | | | | | 16,713 | | | | | | 0.0 | | |
| 137,800 | | | 1.250%, 11/30/2026 | | | | | 123,670 | | | | | | 0.0 | | |
| 219,300 | | | 1.250%, 09/30/2028 | | | | | 188,367 | | | | | | 0.1 | | |
| 45,400 | | | 2.750%, 08/15/2032 | | | | | 41,349 | | | | | | 0.0 | | |
| 156,400 (3) | | | 3.875%, 11/30/2027 | | | | | 155,569 | | | | | | 0.0 | | |
| 585,300 | | | 3.875%, 12/31/2027 | | | | | 582,008 | | | | | | 0.2 | | |
| 190,000 | | | 3.875%, 11/30/2029 | | | | | 188,768 | | | | | | 0.1 | | |
| 462,000 | | | 3.875%, 12/31/2029 | | | | | 459,798 | | | | | | 0.2 | | |
| 1,921,000 | | | 4.000%, 12/15/2025 | | | | | 1,908,994 | | | | | | 0.7 | | |
| 1,000,800 | | | 4.125%, 11/15/2032 | | | | | 1,021,520 | | | | | | 0.3 | | |
| 585,000 | | | 4.250%, 12/31/2024 | | | | | 583,012 | | | | | | 0.2 | | |
| | | | | | | | | 5,521,373 | | | | | | 1.9 | | |
| | | | Total U.S. Treasury Obligations (Cost $8,778,628) | | | | | 8,624,457 | | | | | | 3.0 | | |
| U.S. GOVERNMENT AGENCY OBLIGATIONS: 7.2% | | |||||||||||||||
| | | | Federal Home Loan Mortgage Corporation: 0.2%(5) | | ||||||||||||
| 6,518 | | | 2.500%, 05/01/2030 | | | | | 6,112 | | | | | | 0.0 | | |
| 4,029 | | | 2.500%, 05/01/2030 | | | | | 3,779 | | | | | | 0.0 | | |
| 8,542 | | | 2.500%, 06/01/2030 | | | | | 8,010 | | | | | | 0.0 | | |
| 16,142 | | | 3.000%, 03/01/2045 | | | | | 14,663 | | | | | | 0.0 | | |
| 12,061 | | | 3.000%, 03/01/2045 | | | | | 10,888 | | | | | | 0.0 | | |
| 18,408 | | | 3.000%, 04/01/2045 | | | | | 16,610 | | | | | | 0.0 | | |
| 28,225 | | | 3.500%, 03/01/2045 | | | | | 26,301 | | | | | | 0.0 | | |
| 77,737 | | | 4.000%, 12/01/2041 | | | | | 74,810 | | | | | | 0.1 | | |
| 27,776 | | | 4.000%, 12/01/2042 | | | | | 26,690 | | | | | | 0.0 | | |
| 3,411 | | | 4.000%, 09/01/2045 | | | | | 3,274 | | | | | | 0.0 | | |
| 3,790 | | | 4.000%, 09/01/2045 | | | | | 3,638 | | | | | | 0.0 | | |
| 4,827 | | | 4.000%, 09/01/2045 | | | | | 4,634 | | | | | | 0.0 | | |
| 3,916 | | | 4.000%, 09/01/2045 | | | | | 3,759 | | | | | | 0.0 | | |
| 40,486 | | | 4.500%, 08/01/2041 | | | | | 39,665 | | | | | | 0.0 | | |
| 180,052 | | | 4.500%, 09/01/2041 | | | | | 178,860 | | | | | | 0.1 | | |
| 2,005 | | | 5.500%, 07/01/2037 | | | | | 2,083 | | | | | | 0.0 | | |
| 1,614 | | | 6.500%, 12/01/2031 | | | | | 1,666 | | | | | | 0.0 | | |
| | | | | | | | | 425,442 | | | | | | 0.2 | | |
Voya Balanced Portfolio | as of December 31, 2022 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | | Federal National Mortgage Association: 0.1%(5) | | ||||||||||||
| 348,852 | | | 4.500%, 09/01/2047 | | | | $ | 353,645 | | | | | | 0.1 | | |
| | | | | | ||||||||||||
| | | | Government National Mortgage Association: 1.7% | | ||||||||||||
| 1,184,455 | | | 2.500%, 05/20/2051 | | | | | 1,031,093 | | | | | | 0.4 | | |
| 628,934 | | | 3.000%, 11/20/2051 | | | | | 563,042 | | | | | | 0.2 | | |
| 1,944,473 | | | 3.500%, 05/20/2050 | | | | | 1,805,937 | | | | | | 0.6 | | |
| 19,768 | | | 4.000%, 11/20/2040 | | | | | 19,119 | | | | | | 0.0 | | |
| 40,013 | | | 4.000%, 03/20/2046 | | | | | 38,511 | | | | | | 0.0 | | |
| 1,559,000 (6) | | | 4.000%, 01/15/2053 | | | | | 1,475,453 | | | | | | 0.5 | | |
| 36,971 | | | 4.500%, 08/20/2041 | | | | | 36,933 | | | | | | 0.0 | | |
| 67,759 | | | 4.500%, 09/15/2047 | | | | | 66,784 | | | | | | 0.0 | | |
| | | | | | | | | 5,036,872 | | | | | | 1.7 | | |
| | | | Uniform Mortgage-Backed Securities: 5.2% | | ||||||||||||
| 269,289 | | | 2.000%, 05/01/2051 | | | | | 220,056 | | | | | | 0.1 | | |
| 277,144 | | | 2.000%, 10/01/2051 | | | | | 226,327 | | | | | | 0.1 | | |
| 945,410 | | | 2.000%, 02/01/2052 | | | | | 775,951 | | | | | | 0.3 | | |
| 1,016,835 | | | 2.000%, 03/01/2052 | | | | | 829,679 | | | | | | 0.3 | | |
| 11,144 | | | 2.500%, 05/01/2030 | | | | | 10,461 | | | | | | 0.0 | | |
| 21,487 | | | 2.500%, 06/01/2030 | | | | | 20,171 | | | | | | 0.0 | | |
| 15,674 | | | 2.500%, 06/01/2030 | | | | | 14,713 | | | | | | 0.0 | | |
| 8,769 | | | 2.500%, 07/01/2030 | | | | | 8,232 | | | | | | 0.0 | | |
| 1,304,970 | | | 2.500%, 02/01/2051 | | | | | 1,107,416 | | | | | | 0.4 | | |
| 547,620 | | | 2.500%, 06/01/2051 | | | | | 464,534 | | | | | | 0.2 | | |
| 971,414 | | | 2.500%, 11/01/2051 | | | | | 828,474 | | | | | | 0.3 | | |
| 317,177 | | | 2.500%, 01/01/2052 | | | | | 270,729 | | | | | | 0.1 | | |
| 473,369 | | | 2.500%, 02/01/2052 | | | | | 403,574 | | | | | | 0.1 | | |
| 573,020 | | | 2.500%, 02/01/2052 | | | | | 488,535 | | | | | | 0.2 | | |
| 902,204 | | | 2.500%, 02/01/2052 | | | | | 771,436 | | | | | | 0.3 | | |
| 816,133 | | | 2.500%, 02/01/2052 | | | | | 697,945 | | | | | | 0.2 | | |
| 358,213 | | | 2.500%, 03/01/2052 | | | | | 306,064 | | | | | | 0.1 | | |
| 30,954 | | | 3.000%, 09/01/2043 | | | | | 28,200 | | | | | | 0.0 | | |
| 151,183 | | | 3.000%, 04/01/2045 | | | | | 136,523 | | | | | | 0.1 | | |
| 102,041 | | | 3.000%, 07/01/2046 | | | | | 91,593 | | | | | | 0.0 | | |
| 541,002 | | | 3.000%, 04/01/2050 | | | | | 478,235 | | | | | | 0.2 | | |
| 1,034,026 | | | 3.000%, 02/01/2052 | | | | | 916,555 | | | | | | 0.3 | | |
| 956,682 | | | 3.000%, 04/01/2052 | | | | | 845,075 | | | | | | 0.3 | | |
| 767,895 | | | 3.000%, 05/01/2052 | | | | | 677,826 | | | | | | 0.2 | | |
| 34,995 | | | 3.500%, 10/01/2042 | | | | | 32,779 | | | | | | 0.0 | | |
| 310,843 | | | 3.500%, 08/01/2046 | | | | | 288,949 | | | | | | 0.1 | | |
| 1,501,000 (6) | | | 3.500%, 01/15/2053 | | | | | 1,363,831 | | | | | | 0.5 | | |
| 8,079 | | | 4.000%, 07/01/2042 | | | | | 7,766 | | | | | | 0.0 | | |
| 76,974 | | | 4.000%, 07/01/2042 | | | | | 73,992 | | | | | | 0.0 | | |
| 123,035 | | | 4.000%, 01/01/2045 | | | | | 120,284 | | | | | | 0.0 | | |
| 20,006 | | | 4.000%, 06/01/2045 | | | | | 19,181 | | | | | | 0.0 | | |
| 1,341,000 (6) | | | 4.000%, 01/15/2053 | | | | | 1,257,821 | | | | | | 0.4 | | |
| 15,519 | | | 4.500%, 11/01/2040 | | | | | 15,399 | | | | | | 0.0 | | |
| 31,287 | | | 4.500%, 10/01/2041 | | | | | 31,045 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
| 1,010,000 (6) | | | 4.500%, 01/15/2053 | | | | $ | 972,194 | | | | | | 0.3 | | |
| 190,392 | | | 5.000%, 05/01/2042 | | | | | 194,606 | | | | | | 0.1 | | |
| 54,640 | | | 5.500%, 12/01/2036 | | | | | 56,258 | | | | | | 0.0 | | |
| 164 | | | 7.000%, 10/01/2029 | | | | | 168 | | | | | | 0.0 | | |
| 901 | | | 7.000%, 01/01/2032 | | | | | 906 | | | | | | 0.0 | | |
| | | | | | | | | 15,053,483 | | | | | | 5.2 | | |
| | | | Total U.S. Government Agency Obligations (Cost $22,198,570) | | | | | 20,869,442 | | | | | | 7.2 | | |
| ASSET-BACKED SECURITIES: 3.1% | | |||||||||||||||
| | | | Automobile Asset-Backed Securities: 0.2% | | ||||||||||||
| 98,817 | | | Americredit Automobile Receivables Trust 2018-2 D, 4.010%, 07/18/2024 | | | | | 98,652 | | | | | | 0.1 | | |
| 100,000 | | | Americredit Automobile Receivables Trust 2019-1 D, 3.620%, 03/18/2025 | | | | | 98,403 | | | | | | 0.0 | | |
| 150,000 | | | Drive Auto Receivables Trust 2021-2 C, 0.870%, 10/15/2027 | | | | | 144,386 | | | | | | 0.1 | | |
| 100,000 (2) | | | Ford Credit Auto Owner Trust 2022-REV1 C, 4.670%, 11/15/2034 | | | | | 96,062 | | | | | | 0.0 | | |
| 100,000 (2) | | | GLS Auto Receivables Issuer Trust 2021-4 C, 1.940%, 10/15/2027 | | | | | 92,688 | | | | | | 0.0 | | |
| 100,000 | | | GM Financial Automobile Leasing Trust 2022-2 C, 4.330%, 05/20/2026 | | | | | 97,666 | | | | | | 0.0 | | |
| | | | | | | | | 627,857 | | | | | | 0.2 | | |
| | | | Home Equity Asset-Backed Securities: 0.0% | | ||||||||||||
| 63,020 (4) | | | Renaissance Home Equity Loan Trust 2005-3 AF4, 5.140%, 11/25/2035 | | | | | 61,908 | | | | | | 0.0 | | |
| | | | | | ||||||||||||
| | | | Other Asset-Backed Securities: 2.7% | | ||||||||||||
| 250,000 (2) | | | AMMC CLO 16 Ltd. 2015-16A CR2, 5.961%, (US0003M + 1.950%), 04/14/2029 | | | | | 243,888 | | | | | | 0.1 | | |
| 33,512 (2) | | | Aqua Finance Trust 2020-AA A, 1.900%, 07/17/2046 | | | | | 31,623 | | | | | | 0.0 | | |
| 300,000 (2) | | | Arbor Realty Commercial Real Estate Notes 2021-FL4 D Ltd., 7.218%, (US0001M + 2.900%), 11/15/2036 | | | | | 278,502 | | | | | | 0.1 | | |
| 400,000 (2) | | | ARES XLIV CLO Ltd. 2017-44A A2R, 5.379%, (US0003M + 1.300%), 04/15/2034 | | | | | 380,938 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of December 31, 2022 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| 88,333 (2) | | | Beacon Container Finance II LLC 2021-1A A, 2.250%, 10/22/2046 | | | | $ | 75,015 | | | | | | 0.0 | | |
| 250,000 (2) | | | Benefit Street Partners CLO IV Ltd. 2014-IVA BRRR, 6.393%, (US0003M + 2.150%), 01/20/2032 | | | | | 236,873 | | | | | | 0.1 | | |
| 500,000 (2) | | | Benefit Street Partners Clo XXII Ltd. 2020-22A AR, 5.313%, (TSFR3M + 1.350%), 04/20/2035 | | | | | 482,768 | | | | | | 0.2 | | |
| 500,000 (2) | | | BlueMountain CLO 2014-2A A2R2 Ltd., 5.643%, (US0003M + 1.400%), 10/20/2030 | | | | | 481,055 | | | | | | 0.2 | | |
| 250,000 (2) | | | BlueMountain CLO Ltd. 2021-28A C, 6.079%, (US0003M + 2.000%), 04/15/2034 | | | | | 232,193 | | | | | | 0.1 | | |
| 455,000 (2) | | | BlueMountain CLO XXX Ltd. 2020-30A CR, 6.014%, (TSFR3M + 2.150%), 04/15/2035 | | | | | 422,930 | | | | | | 0.2 | | |
| 99,250 (2) | | | Bojangles Issuer LLC 2020-3A A2, 3.832%, 10/20/2050 | | | | | 89,322 | | | | | | 0.0 | | |
| 250,000 (2) | | | Carlyle US Clo 2017-2A CR Ltd., 5.643%, (US0003M + 1.400%), 07/20/2031 | | | | | 244,000 | | | | | | 0.1 | | |
| 16,450 | | | Chase Funding Trust Series 2003-5 2A2, 4.989%, (US0001M + 0.600%), 07/25/2033 | | | | | 15,545 | | | | | | 0.0 | | |
| 76,625 (2) | | | CLI Funding VI LLC 2020-1A A, 2.080%, 09/18/2045 | | | | | 66,468 | | | | | | 0.0 | | |
| 91,813 (2) | | | CLI Funding VIII LLC 2022-1A A1, 2.720%, 01/18/2047 | | | | | 78,174 | | | | | | 0.0 | | |
| 96,000 (2) | | | Domino’s Pizza Master Issuer LLC 2018-1A A211, 4.328%, 07/25/2048 | | | | | 89,098 | | | | | | 0.0 | | |
| 194,500 (2) | | | Domino’s Pizza Master Issuer LLC 2019-1A A2, 3.668%, 10/25/2049 | | | | | 168,628 | | | | | | 0.1 | | |
| 98,500 (2) | | | Domino’s Pizza Master Issuer LLC 2021-1A A2II, 3.151%, 04/25/2051 | | | | | 79,040 | | | | | | 0.0 | | |
| 96,250 (2) | | | Driven Brands Funding LLC 2019-1A A2, 4.641%, 04/20/2049 | | | | | 88,293 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| 250,000 (2) | | | Eaton Vance Clo 2015-1A A2R Ltd., 5.493%, (US0003M + 1.250%), 01/20/2030 | | | | $ | 237,731 | | | | | | 0.1 | | |
| 98,750 (2) | | | Five Guys Holdings, Inc. 2017-1A A2, 4.600%, 07/25/2047 | | | | | 92,740 | | | | | | 0.1 | | |
| 13,189 (2) | | | HERO Funding Trust 2015-2A A, 3.990%, 09/20/2040 | | | | | 12,505 | | | | | | 0.0 | | |
| 228,952 (2) | | | J.G. Wentworth XXXIX LLC 2017-2A A, 3.530%, 09/15/2072 | | | | | 191,330 | | | | | | 0.1 | | |
| 243,199 (2) | | | LCM XXIV Ltd. 24A AR, 5.223%, (US0003M + 0.980%), 03/20/2030 | | | | | 239,554 | | | | | | 0.1 | | |
| 68,132 (2) | | | Loanpal Solar Loan 2020-2GF A Ltd., 2.750%, 07/20/2047 | | | | | 56,620 | | | | | | 0.0 | | |
| 68,771 (2) | | | Loanpal Solar Loan 2021-1 1GS A Ltd., 2.290%, 01/20/2048 | | | | | 52,484 | | | | | | 0.0 | | |
| 114,508 (2) | | | Loanpal Solar Loan 2021-2GS A Ltd., 2.220%, 03/20/2048 | | | | | 84,056 | | | | | | 0.0 | | |
| 250,000 (2) | | | Madison Park Funding XLVIII Ltd. 2021-48A C, 6.227%, (US0003M + 2.000%), 04/19/2033 | | | | | 238,743 | | | | | | 0.1 | | |
| 80,210 (2) | | | Marlette Funding Trust 2019-2A C, 4.110%, 07/16/2029 | | | | | 79,618 | | | | | | 0.0 | | |
| 200,000 (2)(4) | | | Mill City Mortgage Loan Trust 2017-2 M2, 3.250%, 07/25/2059 | | | | | 182,680 | | | | | | 0.1 | | |
| 35,813 (2) | | | Mosaic Solar Loan Trust 2018-1A A, 4.010%, 06/22/2043 | | | | | 33,099 | | | | | | 0.0 | | |
| 52,304 (2) | | | Mosaic Solar Loan Trust 2018-2-GS B, 4.740%, 02/22/2044 | | | | | 48,441 | | | | | | 0.0 | | |
| 57,692 (2) | | | Mosaic Solar Loan Trust 2020-2A A, 1.440%, 08/20/2046 | | | | | 48,235 | | | | | | 0.0 | | |
| 65,330 (2) | | | Mosaic Solar Loan Trust 2021-1A B, 2.050%, 12/20/2046 | | | | | 49,458 | | | | | | 0.0 | | |
| 250,000 (2) | | | Oak Hill Credit Partners 2021-8A C, 6.094%, (US0003M + 1.900%), 01/18/2034 | | | | | 235,930 | | | | | | 0.1 | | |
Voya Balanced Portfolio | as of December 31, 2022 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| 250,000 (2) | | | Octagon Investment Partners 32 Ltd. 2017-1A A2R, 5.279%, (US0003M + 1.200%), 07/15/2029 | | | | $ | 240,587 | | | | | | 0.1 | | |
| 200,000 (2) | | | OHA Loan Funding 2013-1A A1R2 Ltd., 5.415%, (US0003M + 1.090%), 07/23/2031 | | | | | 197,953 | | | | | | 0.1 | | |
| 70,541 (2) | | | Pagaya AI Debt Trust 2022-1 A, 2.030%, 10/15/2029 | | | | | 67,754 | | | | | | 0.0 | | |
| 250,000 (2) | | | Palmer Square CLO 2021-1A B Ltd., 5.943%, (US0003M + 1.700%), 04/20/2034 | | | | | 233,226 | | | | | | 0.1 | | |
| 250,000 (2) | | | Rockland Park CLO Ltd. 2021-1A C, 6.143%, (US0003M + 1.900%), 04/20/2034 | | | | | 234,222 | | | | | | 0.1 | | |
| 189,822 (2) | | | Sunnova Sol II Issuer LLC 2020-2A A, 2.730%, 11/01/2055 | | | | | 149,467 | | | | | | 0.1 | | |
| 91,665 (2) | | | Sunnova Sol III Issuer LLC 2021-1 A, 2.580%, 04/28/2056 | | | | | 70,034 | | | | | | 0.0 | | |
| 90,834 (2) | | | Sunnova Sol Issuer LLC 2020-1A A, 3.350%, 02/01/2055 | | | | | 75,694 | | | | | | 0.0 | | |
| 189,000 (2) | | | Taco Bell Funding LLC 2016-1A A23, 4.970%, 05/25/2046 | | | | | 181,985 | | | | | | 0.1 | | |
| 96,000 (2) | | | Taco Bell Funding LLC 2018-1A A2II, 4.940%, 11/25/2048 | | | | | 90,105 | | | | | | 0.0 | | |
| 99,000 (2) | | | Taco Bell Funding LLC 2021-1A A23, 2.542%, 08/25/2051 | | | | | 75,538 | | | | | | 0.0 | | |
| 89,333 (2) | | | Textainer Marine Containers Ltd. 2021-3A A, 1.940%, 08/20/2046 | | | | | 73,147 | | | | | | 0.0 | | |
| 85,125 (2) | | | Triton Container Finance VIII LLC 2021-1A A, 1.860%, 03/20/2046 | | | | | 71,142 | | | | | | 0.0 | | |
| 57,189 (2) | | | Upstart Securitization Trust 2021-4 A, 0.840%, 09/20/2031 | | | | | 55,373 | | | | | | 0.0 | | |
| 95,000 (2) | | | Wendy’s Funding LLC 2018-1A A2II, 3.884%, 03/15/2048 | | | | | 85,917 | | | | | | 0.0 | | |
| 98,500 (2) | | | Wendy’s Funding LLC 2021-1A A2II, 2.775%, 06/15/2051 | | | | | 77,056 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | | Other Asset-Backed Securities (continued) | | ||||||||||||
| 197,500 (2) | | | Zaxby’s Funding LLC 2021-1A A2, 3.238%, 07/30/2051 | | | | $ | 159,747 | | | | | | 0.1 | | |
| | | | | | | | | 7,806,524 | | | | | | 2.7 | | |
| | | | Student Loan Asset-Backed Securities: 0.2% | | ||||||||||||
| 26,428 (2) | | | Commonbond Student Loan Trust 2017-BGS A1, 2.680%, 09/25/2042 | | | | | 24,342 | | | | | | 0.0 | | |
| 21,084 (2) | | | Commonbond Student Loan Trust 2018-AGS A1, 3.210%, 02/25/2044 | | | | | 19,549 | | | | | | 0.0 | | |
| 44,923 (2) | | | Commonbond Student Loan Trust 2018-BGS B, 3.990%, 09/25/2045 | | | | | 42,144 | | | | | | 0.0 | | |
| 35,520 (2) | | | Commonbond Student Loan Trust 2020-AGS A, 1.980%, 08/25/2050 | | | | | 30,283 | | | | | | 0.0 | | |
| 27,568 (2) | | | Navient Private Education Refi Loan Trust 2019-A A2A, 3.420%, 01/15/2043 | | | | | 26,358 | | | | | | 0.0 | | |
| 32,616 (2) | | | Navient Private Education Refi Loan Trust 2020-DA A, 1.690%, 05/15/2069 | | | | | 29,343 | | | | | | 0.0 | | |
| 100,000 (2) | | | SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/2041 | | | | | 91,728 | | | | | | 0.1 | | |
| 65,013 (2) | | | SMB Private Education Loan Trust 2020-PTA A2A, 1.600%, 09/15/2054 | | | | | 57,807 | | | | | | 0.0 | | |
| 33,073 (2) | | | Sofi Professional Loan Program 2018-C A2FX Trust, 3.590%, 01/25/2048 | | | | | 31,954 | | | | | | 0.0 | | |
| 31,653 (2) | | | Sofi Professional Loan Program 2018-D A2FX Trust, 3.600%, 02/25/2048 | | | | | 30,431 | | | | | | 0.0 | | |
| 70,533 (2) | | | SoFi Professional Loan Program 2020-C AFX Trust, 1.950%, 02/15/2046 | | | | | 63,235 | | | | | | 0.1 | | |
| | | | | | | | | 447,174 | | | | | | 0.2 | | |
| | | | Total Asset-Backed Securities (Cost $9,691,085) | | | | | 8,943,463 | | | | | | 3.1 | | |
| COMMERCIAL MORTGAGE-BACKED SECURITIES: 1.6% | | |||||||||||||||
| 500,000 (2)(4) | | | Arbor Multifamily Mortgage Securities Trust 2021-MF2 E, 2.000%, 06/15/2054 | | | | | 271,762 | | | | | | 0.1 | | |
| 500,000 (2) | | | AREIT 2021-CRE5 D Trust, 6.989%, (US0001M + 2.650%), 11/17/2038 | | | | | 465,607 | | | | | | 0.2 | | |
Voya Balanced Portfolio | as of December 31, 2022 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
| 100,000 (2)(4) | | | BAMLL Commercial Mortgage Securities Trust 2015-200P F, 3.596%, 04/14/2033 | | | | $ | 81,644 | | | | | | 0.0 | | |
| 3,000,000 (4)(7) | | | BANK 2017-BNK8 XB, 0.184%, 11/15/2050 | | | | | 24,221 | | | | | | 0.0 | | |
| 958,905 (4)(7) | | | BANK 2019-BNK16 XA, 0.941%, 02/15/2052 | | | | | 40,279 | | | | | | 0.0 | | |
| 3,620,090 (4)(7) | | | BANK 2019-BNK21 XA, 0.845%, 10/17/2052 | | | | | 150,770 | | | | | | 0.1 | | |
| 2,180,000 (2)(4)(7) | | | BBCCRE Trust 2015-GTP XA, 0.597%, 08/10/2033 | | | | | 31,068 | | | | | | 0.0 | | |
| 982,365 (4)(7) | | | Benchmark 2019-B9 XA Mortgage Trust, 1.031%, 03/15/2052 | | | | | 46,357 | | | | | | 0.0 | | |
| 343,000 (2) | | | BX Commercial Mortgage Trust 2021-IRON E, 6.668%, (US0001M + 2.350%), 02/15/2038 | | | | | 320,712 | | | | | | 0.1 | | |
| 655,327 (4)(7) | | | CD 2017-CD4 Mortgage Trust XA, 1.226%, 05/10/2050 | | | | | 26,196 | | | | | | 0.0 | | |
| 857,065 (4)(7) | | | Citigroup Commercial Mortgage Trust 2016-P4 XA, 1.895%, 07/10/2049 | | | | | 41,344 | | | | | | 0.0 | | |
| 1,116,424 (4)(7) | | | Citigroup Commercial Mortgage Trust 2017-C4 XA, 1.040%, 10/12/2050 | | | | | 40,949 | | | | | | 0.0 | | |
| 953,036 (4)(7) | | | Citigroup Commercial Mortgage Trust 2017-P8 XA, 0.875%, 09/15/2050 | | | | | 29,858 | | | | | | 0.0 | | |
| 1,179,618 (4)(7) | | | Citigroup Commercial Mortgage Trust 2018-C5 XA, 0.673%, 06/10/2051 | | | | | 35,489 | | | | | | 0.0 | | |
| 1,102,725 (4)(7) | | | Citigroup Commercial Mortgage Trust 2019-GC41 XA, 1.041%, 08/10/2056 | | | | | 50,255 | | | | | | 0.0 | | |
| 60,000 | | | Citigroup Commercial Mortgage Trust 2019-GC43 A4, 3.038%, 11/10/2052 | | | | | 52,362 | | | | | | 0.0 | | |
| 181,324 (4)(7) | | | COMM 2012-CR4 XA, 1.258%, 10/15/2045 | | | | | 373 | | | | | | 0.0 | | |
| 2,380,000 (2)(4)(7) | | | COMM 2012-CR4 XB, 0.423%, 10/15/2045 | | | | | 7,448 | | | | | | 0.0 | | |
| 177,000 (4) | | | Comm 2013-CCRE13 C Mortgage Trust, 4.876%, 11/10/2046 | | | | | 166,803 | | | | | | 0.1 | | |
| 1,301,559 (4)(7) | | | COMM 2016-CR28 XA, 0.631%, 02/10/2049 | | | | | 21,302 | | | | | | 0.0 | | |
| 690,582 (4)(7) | | | COMM 2017-COR2 XA, 1.156%, 09/10/2050 | | | | | 27,437 | | | | | | 0.0 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
| 110,000 (2)(4) | | | DBJPM 16-C3 Mortgage Trust, 3.473%, 08/10/2049 | | | | $ | 79,557 | | | | | | 0.0 | | |
| 130,000 (2)(4) | | | DBWF 2015-LCM D Mortgage Trust, 3.421%, 06/10/2034 | | | | | 100,200 | | | | | | 0.1 | | |
| 647,269 | | | Freddie Mac Multifamily 2021-ML08-X-US Certificates Sustainability Bonds, 1.846%, 07/25/2037 | | | | | 89,345 | | | | | | 0.1 | | |
| 1,644,507 (4)(7) | | | Freddie Mac Multifamily Structured Pass Through Certificates K122 X1, 0.882%, 11/25/2030 | | | | | 85,642 | | | | | | 0.1 | | |
| 782,899 (4)(7) | | | Freddie Mac Multifamily Structured Pass Through Certificates K-1517 X1, 1.324%, 07/25/2035 | | | | | 81,778 | | | | | | 0.0 | | |
| 1,285,137 (4)(7) | | | Freddie Mac Multifamily Structured Pass Through Certificates K-1518 X1, 0.868%, 10/25/2035 | | | | | 94,005 | | | | | | 0.1 | | |
| 848,000 (4)(7) | | | Freddie Mac Multifamily Structured Pass Through Certificates KL06 XFX, 1.364%, 12/25/2029 | | | | | 60,108 | | | | | | 0.0 | | |
| 300,000 (2) | | | GAM Re-REMIC Trust 2021-FRR1 1B, 1.500%, 11/29/2050 | | | | | 197,168 | | | | | | 0.1 | | |
| 300,000 (2) | | | GAM Re-REMIC Trust 2021-FRR1 2B, 1.660%, 11/29/2050 | | | | | 189,053 | | | | | | 0.1 | | |
| 100,000 (2) | | | GS Mortgage Securities Corp. II 2018-RIVR F, 6.418%, (US0001M + 2.100%), 07/15/2035 | | | | | 73,515 | | | | | | 0.0 | | |
| 964,755 (4)(7) | | | GS Mortgage Securities Trust 2014-GC22 XA, 0.937%, 06/10/2047 | | | | | 7,911 | | | | | | 0.0 | | |
| 1,344,276 (4)(7) | | | GS Mortgage Securities Trust 2016-GS4 XA, 0.567%, 11/10/2049 | | | | | 22,781 | | | | | | 0.0 | | |
| 824,875 (4)(7) | | | GS Mortgage Securities Trust 2017-GS6 XA, 1.013%, 05/10/2050 | | | | | 29,073 | | | | | | 0.0 | | |
| 1,214,788 (4)(7) | | | GS Mortgage Securities Trust 2019-GC38 XA, 0.952%, 02/10/2052 | | | | | 52,063 | | | | | | 0.0 | | |
| 2,050,215 (4)(7) | | | GS Mortgage Securities Trust 2019-GC42 XA, 0.805%, 09/01/2052 | | | | | 79,489 | | | | | | 0.0 | | |
Voya Balanced Portfolio | as of December 31, 2022 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
| 90,000 | | | GS Mortgage Securities Trust 2019-GSA1 A4, 3.048%, 11/10/2052 | | | | $ | 78,440 | | | | | | 0.0 | | |
| 1,298,561 (4)(7) | | | GS Mortgage Securities Trust 2020-GC47 XA, 1.129%, 05/12/2053 | | | | | 79,646 | | | | | | 0.0 | | |
| 1,111,745 (4)(7) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 XA, 0.587%, 12/15/2049 | | | | | 19,184 | | | | | | 0.0 | | |
| 100,000 (2)(4) | | | JPMBB Commercial Mortgage Securities Trust 2013-C17 F, 3.867%, 01/15/2047 | | | | | 81,332 | | | | | | 0.0 | | |
| 373,980 (4)(7) | | | JPMBB Commercial Mortgage Securities Trust 2014-C19 XA, 0.620%, 04/15/2047 | | | | | 2,115 | | | | | | 0.0 | | |
| 1,453,003 (4)(7) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 XA, 0.954%, 12/15/2047 | | | | | 18,519 | | | | | | 0.0 | | |
| 62,000 | | | Morgan Stanley Capital I Trust 2019-H6 A4, 3.417%, 06/15/2052 | | | | | 55,694 | | | | | | 0.0 | | |
| 3,337,279 (4)(7) | | | Morgan Stanley Capital I Trust 2019-L3 XA, 0.637%, 11/15/2052 | | | | | 112,296 | | | | | | 0.1 | | |
| 1,006,717 (4)(7) | | | Morgan Stanley Capital I Trust 2021-L5 XA, 1.296%, 05/15/2054 | | | | | 69,943 | | | | | | 0.0 | | |
| 1,961,313 (4)(7) | | | UBS Commercial Mortgage Trust 2018-C9 XA, 0.928%, 03/15/2051 | | | | | 75,504 | | | | | | 0.0 | | |
| 60,000 | | | UBS Commercial Mortgage Trust 2019-C17 A4, 2.921%, 10/15/2052 | | | | | 51,790 | | | | | | 0.0 | | |
| 400,000 (2) | | | Wells Fargo Commercial Mortgage Trust 2018-C45 D, 3.000%, 06/15/2051 | | | | | 266,661 | | | | | | 0.1 | | |
| 1,018,595 (4)(7) | | | Wells Fargo Commercial Mortgage Trust 2019-C52 XA, 1.604%, 08/15/2052 | | | | | 72,672 | | | | | | 0.0 | | |
| 500,000 (2)(4) | | | WFRBS Commercial Mortgage Trust 2014-C23 D, 4.004%, 10/15/2057 | | | | | 437,542 | | | | | | 0.2 | | |
| | | | Total Commercial Mortgage-Backed Securities (Cost $5,388,077) | | | | | 4,595,262 | | | | | | 1.6 | | |
|
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| SOVEREIGN BONDS: 0.1% | | |||||||||||||||
| 200,000 | | | Colombia Government International Bond, 3.125%, 04/15/2031 | | | | $ | 149,143 | | | | | | 0.0 | | |
| 200,000 | | | Mexico Government International Bond, 3.500%, 02/12/2034 | | | | | 160,553 | | | | | | 0.1 | | |
| | | | Total Sovereign Bonds (Cost $398,408) | | | | | 309,696 | | | | | | 0.1 | | |
|
| | | | | | Value | | | Percentage of Net Assets | | ||||||
PURCHASED OPTIONS(8): 0.0% | | |||||||||||||||
| | | Total Purchased Options (Cost $24,473) | | | | | 5,055 | | | | | | 0.0 | | |
| | | Total Long-Term Investments (Cost $295,207,135) | | | | | 287,187,326 | | | | | | 98.4 | | |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| SHORT-TERM INVESTMENTS: 4.0% | | |||||||||||||||
| | | | Commercial Paper: 2.8% | | ||||||||||||
| 2,000,000 | | | American Electric Power Co., Inc., 4.960%, 02/01/2023 | | | | | 1,991,339 | | | | | | 0.7 | | |
| 1,000,000 | | | Concord Minutemen Capital Co., 5.880%, 01/03/2023 | | | | | 999,517 | | | | | | 0.3 | | |
| 900,000 | | | Enbridge (US) Inc., 6.020%, 01/04/2023 | | | | | 899,407 | | | | | | 0.3 | | |
| 750,000 | | | HP, Inc., 5.770%, 01/04/2023 | | | | | 749,526 | | | | | | 0.3 | | |
| 2,000,000 | | | Medtronic, Inc., 5.390%, 01/05/2023 | | | | | 1,998,524 | | | | | | 0.7 | | |
| 1,600,000 | | | Waste Management, Inc., 5.550%, 02/13/2023 | | | | | 1,590,510 | | | | | | 0.5 | | |
| | | | Total Commercial Paper (Cost $8,230,518) | | | | | 8,228,823 | | | | | | 2.8 | | |
| | | | | | ||||||||||||
| | | | U.S. Treasury Bills: 0.2% | | ||||||||||||
| 150,000 (9) | | | United States Treasury Bill, 4.150%, 02/28/2023 | | | | | 149,001 | | | | | | 0.1 | | |
| 325,000 (9) | | | United States Treasury Bill, 4.240%, 03/30/2023 | | | | | 321,675 | | | | | | 0.1 | | |
| | | | Total U.S. Treasury Bills (Cost $470,559) | | | | | 470,676 | | | | | | 0.2 | | |
| | | | | |
Voya Balanced Portfolio | as of December 31, 2022 (continued) |
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | | Repurchase Agreements: 1.0% | | ||||||||||||
| 43,301 (10) | | | Citibank N.A., Repurchase Agreement dated 12/30/22, 4.25%, due 01/03/23 (Repurchase Amount $43,321, collateralized by various U.S. Government Securities, 0.000%-6.250%, Market Value plus accrued interest $44,167, due 06/01/23-02/15/52) | | | | $ | 43,301 | | | | | | 0.0 | | |
| 1,000,000 (10) | | | MUFG Securities America Inc., Repurchase Agreement dated 12/30/22, 4.30%, due 01/03/23 (Repurchase Amount $1,000,471, collateralized by various U.S. Government Agency Obligations, 2.000%-5.500%, Market Value plus accrued interest $1,020,000, due 08/01/24-01/01/53) | | | | | 1,000,000 | | | | | | 0.3 | | |
| 1,000,000 (10) | | | National Bank Financial, Repurchase Agreement dated 12/30/22, 4.34%, due 01/03/23 (Repurchase Amount $1,000,476, collateralized by various U.S. Government Securities, 0.000%-4.435%, Market Value plus accrued interest $1,020,000, due 01/03/23-09/09/49) | | | | | 1,000,000 | | | | | | 0.4 | | |
| 1,000,000 (10) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 12/30/22, 4.30%, due 01/03/23 (Repurchase Amount $1,000,471, collateralized by various U.S. Government Agency Obligations, 2.000%-6.000%, Market Value plus accrued interest $1,020,000, due 09/01/24-10/20/52) | | | | | 1,000,000 | | | | | | 0.3 | | |
| | | | Total Repurchase Agreements (Cost $3,043,301) | | | | | 3,043,301 | | | | | | 1.0 | | |
|
| Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
| SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | | Repurchase Agreements (continued) | | ||||||||||||
| | | | Total Short-Term Investments (Cost $11,744,378) | | | | $ | 11,742,800 | | | | | | 4.0 | | |
| | | | Total Investments in Securities (Cost $306,951,513) | | | | $ | 298,930,126 | | | | | | 102.4 | | |
| | | | Liabilities in Excess of Other Assets | | | | | (6,971,952) | | | | | | (2.4) | | |
| | | | Net Assets | | | | $ | 291,958,174 | | | | | | 100.0 | | |
|
Voya Balanced Portfolio | as of December 31, 2022 (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2022 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Communication Services | | | | $ | 5,966,842 | | | | | $ | 737,186 | | | | | $ | — | | | | | $ | 6,704,028 | | |
Consumer Discretionary | | | | | 10,394,667 | | | | | | 1,613,346 | | | | | | — | | | | | | 12,008,013 | | |
Consumer Staples | | | | | 6,613,082 | | | | | | 1,839,947 | | | | | | — | | | | | | 8,453,029 | | |
Energy | | | | | 5,015,051 | | | | | | 851,207 | | | | | | — | | | | | | 5,866,258 | | |
Financials | | | | | 12,775,178 | | | | | | 3,411,151 | | | | | | — | | | | | | 16,186,329 | | |
Health Care | | | | | 15,538,340 | | | | | | 2,444,487 | | | | | | — | | | | | | 17,982,827 | | |
Industrials | | | | | 9,589,654 | | | | | | 2,504,335 | | | | | | — | | | | | | 12,093,989 | | |
Information Technology | | | | | 25,711,562 | | | | | | 1,340,636 | | | | | | — | | | | | | 27,052,198 | | |
Materials | | | | | 2,832,797 | | | | | | 1,744,107 | | | | | | — | | | | | | 4,576,904 | | |
Real Estate | | | | | 3,253,901 | | | | | | 499,782 | | | | | | — | | | | | | 3,753,683 | | |
Utilities | | | | | 3,280,651 | | | | | | 679,819 | | | | | | — | | | | | | 3,960,470 | | |
Total Common Stock | | | | | 100,971,725 | | | | | | 17,666,003 | | | | | | — | | | | | | 118,637,728 | | |
Exchange-Traded Funds | | | | | 69,185,919 | | | | | | — | | | | | | — | | | | | | 69,185,919 | | |
Mutual Funds | | | | | 23,470,758 | | | | | | — | | | | | | — | | | | | | 23,470,758 | | |
Preferred Stock | | | | | — | | | | | | 126,684 | | | | | | — | | | | | | 126,684 | | |
Purchased Options | | | | | — | | | | | | 5,055 | | | | | | — | | | | | | 5,055 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 21,962,069 | | | | | | — | | | | | | 21,962,069 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 10,456,793 | | | | | | — | | | | | | 10,456,793 | | |
Asset-Backed Securities | | | | | — | | | | | | 8,943,463 | | | | | | — | | | | | | 8,943,463 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 20,869,442 | | | | | | — | | | | | | 20,869,442 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 4,595,262 | | | | | | — | | | | | | 4,595,262 | | |
Sovereign Bonds | | | | | — | | | | | | 309,696 | | | | | | — | | | | | | 309,696 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 8,624,457 | | | | | | — | | | | | | 8,624,457 | | |
Short-Term Investments | | | | | — | | | | | | 11,742,800 | | | | | | — | | | | | | 11,742,800 | | |
Total Investments, at fair value | | | | $ | 193,628,402 | | | | | $ | 105,301,724 | | | | | $ | — | | | | | $ | 298,930,126 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | | — | | | | | | 41,276 | | | | | | — | | | | | | 41,276 | | |
Futures | | | | | 410,768 | | | | | | — | | | | | | — | | | | | | 410,768 | | |
Total Assets | | | | $ | 194,039,170 | | | | | $ | 105,343,000 | | | | | $ | — | | | | | $ | 299,382,170 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | $ | — | | | | | $ | (135,187) | | | | | $ | — | | | | | $ | (135,187) | | |
Forward Premium Swaptions | | | | | — | | | | | | (7,069) | | | | | | — | | | | | | (7,069) | | |
Futures | | | | | (376,084) | | | | | | — | | | | | | — | | | | | | (376,084) | | |
Written Options | | | | | — | | | | | | (433,100) | | | | | | — | | | | | | (433,100) | | |
Total Liabilities | | | | $ | (376,084) | | | | | $ | (575,356) | | | | | $ | — | | | | | $ | (951,440) | | |
Voya Balanced Portfolio | as of December 31, 2022 (continued) |
Issuer | | | Beginning Fair Value at 12/31/2021 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 12/31/2022 | | | Investment Income | | | Realized Gains/(Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Local Currency Debt Fund - Class P | | | | $ | 804,693 | | | | | $ | 15,052 | | | | | $ | (1,016,825) | | | | | $ | 197,080 | | | | | $ | — | | | | | $ | 17,906 | | | | | $ | (303,931) | | | | | $ | — | | |
Voya Floating Rate Fund - Class P | | | | | 1,691,934 | | | | | | 73,040 | | | | | | (1,745,042) | | | | | | (19,932) | | | | | | — | | | | | | 83,419 | | | | | | (134,537) | | | | | | — | | |
Voya High Yield Bond Fund - Class P | | | | | 32,911,489 | | | | | | 2,391,760 | | | | | | (29,171,534) | | | | | | (2,495,245) | | | | | | 3,636,470 | | | | | | 357,812 | | | | | | 1,025,942 | | | | | | 49,730 | | |
Voya Short Term Bond Fund - Class R6 | | | | | 4,762,230 | | | | | | 7,494,909 | | | | | | (860,974) | | | | | | (308,053) | | | | | | 11,088,112 | | | | | | 96,337 | | | | | | (31,104) | | | | | | — | | |
Voya Small Cap Growth Fund - Class R6 | | | | | — | | | | | | 3,147,697 | | | | | | (58,311) | | | | | | (200,872) | | | | | | 2,888,514 | | | | | | — | | | | | | (3,079) | | | | | | — | | |
Voya Small Company Fund - Class R6 | | | | | — | | | | | | 6,490,652 | | | | | | (175,586) | | | | | | (457,404) | | | | | | 5,857,662 | | | | | | 27,578 | | | | | | (5,586) | | | | | | — | | |
| | | | $ | 40,170,346 | | | | | $ | 19,613,110 | | | | | $ | (33,028,272) | | | | | $ | (3,284,426) | | | | | $ | 23,470,758 | | | | | $ | 583,052 | | | | | $ | 547,705 | | | | | $ | 49,730 | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
E-mini Russell 2000® Index | | | | | 65 | | | | | | 03/17/23 | | | | | $ | 5,755,425 | | | | | $ | (206,030) | | |
U.S. Treasury 10-Year Note | | | | | 14 | | | | | | 03/22/23 | | | | | | 1,572,156 | | | | | | (25,938) | | |
U.S. Treasury 2-Year Note | | | | | 31 | | | | | | 03/31/23 | | | | | | 6,357,422 | | | | | | 1,865 | | |
U.S. Treasury 5-Year Note | | | | | 42 | | | | | | 03/31/23 | | | | | | 4,533,047 | | | | | | (18,980) | | |
U.S. Treasury Ultra Long Bond | | | | | 45 | | | | | | 03/22/23 | | | | | | 6,044,062 | | | | | | (125,136) | | |
| | | | | | | | | | | | | | | | $ | 24,262,112 | | | | | $ | (374,219) | | |
Short Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
MSCI EAFE Index | | | | | (33) | | | | | | 03/17/23 | | | | | | (3,216,510) | | | | | | 116,592 | | |
S&P 500® E-Mini | | | | | (31) | | | | | | 03/17/23 | | | | | | (5,984,550) | | | | | | 253,414 | | |
U.S. Treasury Ultra 10-Year Note | | | | | (22) | | | | | | 03/22/23 | | | | | | (2,602,188) | | | | | | 38,897 | | |
| | | | | | | | | | | | | | | | $ | (11,803,248) | | | | | $ | 408,903 | | |
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 39, Version 1 | | | | | Buy | | | | | | (5.000) | | | | | | 12/20/27 | | | | USD 2,460,000 | | | | $ | (14,327) | | | | | $ | (43,878) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | $ | (14,327) | | | | | $ | (43,878) | | |
Voya Balanced Portfolio | as of December 31, 2022 (continued) |
Pay/Receive Floating Rate | | | Floating Rate Index | | | Floating Rate Index Payment Frequency | | | Fixed Rate | | | Fixed Rate Payment Frequency | | | Maturity Date | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||||||||
Pay | | | 1-day Secured Overnight Financing Rate | | | | | Annual | | | | | | 3.067% | | | | | | Annual | | | | | | 05/10/33 | | | | USD 303,882 | | | | $ | (10,958) | | | | | $ | (10,958) | | |
Pay | | | 1-day Secured Overnight Financing Rate | | | | | Annual | | | | | | 3.076 | | | | | | Annual | | | | | | 05/10/33 | | | | USD 217,059 | | | | | (7,675) | �� | | | | | (7,675) | | |
Pay | | | 1-day Secured Overnight Financing Rate | | | | | Annual | | | | | | 3.094 | | | | | | Annual | | | | | | 05/10/33 | | | | USD 260,000 | | | | | (8,798) | | | | | | (8,798) | | |
Pay | | | 1-day Secured Overnight Financing Rate | | | | | Annual | | | | | | 3.114 | | | | | | Annual | | | | | | 05/10/33 | | | | USD 195,000 | | | | | (6,282) | | | | | | (6,282) | | |
Pay | | | 1-day Secured Overnight Financing Rate | | | | | Annual | | | | | | 3.154 | | | | | | Annual | | | | | | 05/10/33 | | | | USD 260,000 | | | | | (7,522) | | | | | | (7,522) | | |
Pay | | | 1-day Secured Overnight Financing Rate | | | | | Annual | | | | | | 3.289 | | | | | | Annual | | | | | | 05/10/33 | | | | USD 477,319 | | | | | (8,501) | | | | | | (8,501) | | |
Pay | | | 1-day Secured Overnight Financing Rate | | | | | Annual | | | | | | 3.345 | | | | | | Annual | | | | | | 05/10/33 | | | | USD 280,000 | | | | | (3,692) | | | | | | (3,692) | | |
Pay | | | 1-day Secured Overnight Financing Rate | | | | | Annual | | | | | | 3.473 | | | | | | Annual | | | | | | 05/10/33 | | | | USD 434,289 | | | | | (1,162) | | | | | | (1,162) | | |
Pay | | | 1-day Secured Overnight Financing Rate | | | | | Annual | | | | | | 3.475 | | | | | | Annual | | | | | | 05/10/33 | | | | USD 434,284 | | | | | (1,063) | | | | | | (1,063) | | |
Pay | | | 1-day Secured Overnight Financing Rate | | | | | Annual | | | | | | 3.483 | | | | | | Annual | | | | | | 05/10/33 | | | | USD 651,427 | | | | | (1,218) | | | | | | (1,218) | | |
Pay | | | 1-day Secured Overnight Financing Rate | | | | | Annual | | | | | | 3.105 | | | | | | Annual | | | | | | 05/11/33 | | | | USD 434,000 | | | | | (14,284) | | | | | | (14,284) | | |
Pay | | | 1-day Secured Overnight Financing Rate | | | | | Annual | | | | | | 3.129 | | | | | | Annual | | | | | | 05/11/33 | | | | USD 216,998 | | | | | (6,700) | | | | | | (6,700) | | |
Pay | | | 1-day Secured Overnight Financing Rate | | | | | Annual | | | | | | 3.172 | | | | | | Annual | | | | | | 05/11/33 | | | | USD 216,999 | | | | | (5,941) | | | | | | (5,941) | | |
Pay | | | 1-day Secured Overnight Financing Rate | | | | | Annual | | | | | | 3.212 | | | | | | Annual | | | | | | 05/11/33 | | | | USD 260,000 | | | | | (6,262) | | | | | | (6,262) | | |
Pay | | | 1-day Secured Overnight Financing Rate | | | | | Annual | | | | | | 3.456 | | | | | | Annual | | | | | | 05/17/33 | | | | USD 330,000 | | | | | (1,250) | | | | | | (1,250) | | |
Receive | | | 1-day Secured Overnight Financing Rate | | | | | Annual | | | | | | 3.209 | | | | | | Annual | | | | | | 05/10/33 | | | | USD 521,000 | | | | | 12,712 | | | | | | 12,712 | | |
Receive | | | 1-day Secured Overnight Financing Rate | | | | | Annual | | | | | | 3.226 | | | | | | Annual | | | | | | 05/10/33 | | | | USD 538,000 | | | | | 12,362 | | | | | | 12,362 | | |
Receive | | | 1-day Secured Overnight Financing Rate | | | | | Annual | | | | | | 3.269 | | | | | | Annual | | | | | | 05/10/33 | | | | USD 326,000 | | | | | 6,342 | | | | | | 6,342 | | |
Receive | | | 1-day Secured Overnight Financing Rate | | | | | Annual | | | | | | 3.297 | | | | | | Annual | | | | | | 05/10/33 | | | | USD 211,000 | | | | | 3,608 | | | | | | 3,608 | | |
Receive | | | 1-day Secured Overnight Financing Rate | | | | | Annual | | | | | | 3.372 | | | | | | Annual | | | | | | 05/10/33 | | | | USD 347,000 | | | | | 3,802 | | | | | | 3,802 | | |
Receive | | | 1-day Secured Overnight Financing Rate | | | | | Annual | | | | | | 3.443 | | | | | | Annual | | | | | | 05/17/33 | | | | USD 265,000 | | | | | 1,274 | | | | | | 1,274 | | |
Receive | | | 1-day Secured Overnight Financing Rate | | | | | Annual | | | | | | 3.465 | | | | | | Annual | | | | | | 05/17/33 | | | | USD 391,000 | | | | | 1,176 | | | | | | 1,176 | | |
Receive | | | 1-day Secured Overnight Financing Rate | | | | | Annual | | | | | | 3.515 | | | | | | Annual | | | | | | 05/17/33 | | | | USD 289,000 | | | | | — | | | | | | — | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (50,032) | | | | | $ | (50,032) | | |
Description | | | Counterparty | | | Expiration Date | | | Exercise Price | | | Notional Amount | | | Cost | | | Fair Value | | |||||||||
Call JPY vs. Put USD | | | BNP Paribas | | | 02/27/25 | | | | | 107.500 | | | | USD 210,000 | | | | $ | 10,416 | | | | | $ | 4,295 | | |
Call USD vs. Put CNH | | | Bank of America N.A. | | | 02/07/23 | | | | | 7.500 | | | | USD 989,000 | | | | | 4,599 | | | | | | 222 | | |
Call USD vs. Put CNH | | | Morgan Stanley Capital Services LLC | | | 02/09/23 | | | | | 7.470 | | | | USD 1,868,000 | | | | | 9,458 | | | | | | 538 | | |
| | | | | | | | | | | | | | | | | | | $ | 24,473 | | | | | $ | 5,055 | | |
Voya Balanced Portfolio | as of December 31, 2022 (continued) |
Description | | | Counterparty | | | Pay/ Receive Exercise Rate | | | Exercise Rate | | | Floating Rate Index | | | Expiration Date | | | Notional Amount | | | Premiums Received | | | Fair Value | | ||||||||||||
Call on 10-Year Interest Rate Swap(1) | | | Bank of America N.A. | | | Pay | | | | | 3.880% | | | | 1-day Secured Overnight Financing Rate | | | | | 05/09/23 | | | | USD 1,737,000 | | | | $ | 51,046 | | | | | $ | (75,155) | | |
Call on 10-Year Interest Rate Swap(1) | | | Barclays Bank PLC | | | Pay | | | | | 3.790% | | | | 1-day Secured Overnight Financing Rate | | | | | 05/10/23 | | | | USD 1,737,000 | | | | | 50,113 | | | | | | (66,653) | | |
Call on 10-Year Interest Rate Swap(1) | | | Deutsche Bank AG | | | Pay | | | | | 3.820% | | | | 1-day Secured Overnight Financing Rate | | | | | 05/09/23 | | | | USD 868,000 | | | | | 24,912 | | | | | | (34,626) | | |
Call on 10-Year Interest Rate Swap(1) | | | Goldman Sachs International | | | Pay | | | | | 2.940% | | | | 1-day Secured Overnight Financing Rate | | | | | 12/15/23 | | | | USD 434,000 | | | | | 16,232 | | | | | | (9,715) | | |
Call on 10-Year Interest Rate Swap(1) | | | JPMorgan Chase Bank N.A. | | | Pay | | | | | 2.995% | | | | 1-day Secured Overnight Financing Rate | | | | | 06/07/23 | | | | USD 868,000 | | | | | 26,604 | | | | | | (10,589) | | |
Call on 10-Year Interest Rate Swap(1) | | | Morgan Stanley Capital Services LLC | | | Pay | | | | | 3.815% | | | | 1-day Secured Overnight Financing Rate | | | | | 05/09/23 | | | | USD 1,737,000 | | | | | 49,591 | | | | | | (68,814) | | |
Put on 10-Year Interest Rate Swap(2) | | | Bank of America N.A. | | | Receive | | | | | 3.880% | | | | 1-day Secured Overnight Financing Rate | | | | | 05/09/23 | | | | USD 1,737,000 | | | | | 51,046 | | | | | | (24,873) | | |
Put on 10-Year Interest Rate Swap(2) | | | Barclays Bank PLC | | | Receive | | | | | 3.790% | | | | 1-day Secured Overnight Financing Rate | | | | | 05/10/23 | | | | USD 1,737,000 | | | | | 50,112 | | | | | | (29,083) | | |
Put on 10-Year Interest Rate Swap(2) | | | Deutsche Bank AG | | | Receive | | | | | 3.820% | | | | 1-day Secured Overnight Financing Rate | | | | | 05/09/23 | | | | USD 868,000 | | | | | 24,912 | | | | | | (13,758) | | |
Put on 10-Year Interest Rate Swap(2) | | | Goldman Sachs International | | | Receive | | | | | 2.940% | | | | 1-day Secured Overnight Financing Rate | | | | | 12/15/23 | | | | USD 434,000 | | | | | 16,232 | | | | | | (26,258) | | |
Put on 10-Year Interest Rate Swap(2) | | | JPMorgan Chase Bank N.A. | | | Receive | | | | | 2.995% | | | | 1-day Secured Overnight Financing Rate | | | | | 06/07/23 | | | | USD 868,000 | | | | | 26,604 | | | | | | (45,812) | | |
Put on 10-Year Interest Rate Swap(2) | | | Morgan Stanley Capital Services LLC | | | Receive | | | | | 3.815% | | | | 1-day Secured Overnight Financing Rate | | | | | 05/09/23 | | | | USD 1,737,000 | | | | | 49,591 | | | | | | (27,764) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 436,995 | | | | | $ | (433,100) | | |
Description | | | Counterparty | | | Exercise Rate(3) | | | Pay/ Receive Exercise Rate | | | Floating Rate Index | | | Expiration Date | | | Notional Amount | | | Premium receivable/ (payable) at expiration(4) | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Call on 30-Year Interest Rate Swap | | | Barclays Bank PLC | | | | | 0.000% | | | | Receive | | | 1-day Secured Overnight Financing Rate | | | | | 06/14/27 | | | | USD 439,500 | | | | $ | (76,913) | | | | | $ | (415) | | |
Call on 30-Year Interest Rate Swap | | | Barclays Bank PLC | | | | | 0.000% | | | | Receive | | | 1-day Secured Overnight Financing Rate | | | | | 05/28/27 | | | | USD 740,000 | | | | | (130,980) | | | | | | (1,732) | | |
Call on 35-Year Interest Rate Swap | | | Barclays Bank PLC | | | | | 0.000% | | | | Receive | | | 1-day Secured Overnight Financing Rate | | | | | 06/03/27 | | | | USD 439,500 | | | | | (77,022) | | | | | | (460) | | |
Put on 30-Year Interest Rate Swap | | | Barclays Bank PLC | | | | | 0.000% | | | | Pay | | | 1-day Secured Overnight Financing Rate | | | | | 05/25/27 | | | | USD 925,000 | | | | | (166,500) | | | | | | (4,462) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (451,415) | | | | | $ | (7,069) | | |
Voya Balanced Portfolio | as of December 31, 2022 (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* | | | | $ | 5,055 | | |
Equity contracts | | | Variation margin receivable on futures contracts** | | | | | 370,006 | | |
Interest rate contracts | | | Variation margin receivable on futures contracts** | | | | | 40,762 | | |
Interest rate contracts | | | Variation margin receivable on centrally cleared swaps** | | | | | 41,276 | | |
Total Asset Derivatives | | | | | | | $ | 457,099 | | |
Liability Derivatives | | | | | | | | | | |
Equity contracts | | | Variation margin payable on futures contracts** | | | | $ | 206,030 | | |
Interest rate contracts | | | Variation margin payable on futures contracts** | | | | | 170,054 | | |
Credit contracts | | | Variation margin payable on centrally cleared swaps** | | | | | 43,878 | | |
Interest rate contracts | | | Variation margin payable on centrally cleared swaps** | | | | | 91,309 | | |
Interest rate contracts | | | Unrealized depreciation on OTC forward premium swaptions | | | | | 7,069 | | |
Interest rate contracts | | | Written Options, at fair value | | | | | 433,100 | | |
Total Liability Derivatives | | | | | | | $ | 951,440 | | |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 133,474 | | | | | $ | — | | | | | $ | 133,474 | | |
Equity contracts | | | | | — | | | | | | — | | | | | | 607,798 | | | | | | — | | | | | | — | | | | | | 607,798 | | |
Foreign exchange contracts | | | | | (26,445) | | | | | | 18,168 | | | | | | — | | | | | | — | | | | | | 68,214 | | | | | | 59,937 | | |
Interest rate contracts | | | | | 6,057 | | | | | | — | | | | | | (2,370,860) | | | | | | (111,970) | | | | | | 105,444 | | | | | | (2,371,329) | | |
Total | | | | $ | (20,388) | | | | | $ | 18,168 | | | | | $ | (1,763,062) | | | | | $ | 21,504 | | | | | $ | 173,658 | | | | | $ | (1,570,120) | | |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | (43,878) | | | | | $ | — | | | | | $ | (43,878) | | |
Equity contracts | | | | | — | | | | | | — | | | | | | 163,976 | | | | | | — | | | | | | — | | | | | | 163,976 | | |
Foreign exchange contracts | | | | | (19,418) | | | | | | 10,898 | | | | | | — | | | | | | — | | | | | | — | | | | | | (8,520) | | |
Interest rate contracts | | | | | 10,281 | | | | | | — | | | | | | (176,031) | | | | | | (50,033) | | | | | | (11,201) | | | | | | (226,984) | | |
Total | | | | $ | (9,137) | | | | | $ | 10,898 | | | | | $ | (12,055) | | | | | $ | (93,911) | | | | | $ | (11,201) | | | | | $ | (115,406) | | |
Voya Balanced Portfolio | as of December 31, 2022 (continued) |
| | | Bank of America N.A. | | | Barclays Bank PLC | | | BNP Paribas | | | Deutsche Bank AG | | | Goldman Sachs & Co. | | | JPMorgan Chase Bank N.A. | | | Morgan Stanley Capital Services LLC | | | Totals | | ||||||||||||||||||||||||
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Purchased options | | | | $ | 222 | | | | | $ | — | | | | | $ | 4,295 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 538 | | | | | $ | 5,055 | | |
Total Assets | | | | $ | 222 | | | | | $ | — | | | | | $ | 4,295 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 538 | | | | | $ | 5,055 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward premium swaptions | | | | $ | — | | | | | $ | 7,069 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 7,069 | | |
Written options | | | | | 100,028 | | | | | | 95,735 | | | | | | — | | | | | | 48,384 | | | | | | 35,973 | | | | | | 56,401 | | | | | | 96,579 | | | | | | 433,100 | | |
Total Liabilities | | | | $ | 100,028 | | | | | $ | 102,804 | | | | | $ | — | | | | | $ | 48,384 | | | | | $ | 35,973 | | | | | $ | 56,401 | | | | | $ | 96,579 | | | | | $ | 440,169 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (99,806) | | | | | $ | (102,804) | | | | | $ | 4,295 | | | | | $ | (48,384) | | | | | $ | (35,973) | | | | | $ | (56,401) | | | | | $ | (96,041) | | | | | | (435,114) | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Net Exposure(1) | | | | $ | (99,806) | | | | | $ | (102,804) | | | | | $ | 4,295 | | | | | $ | (48,384) | | | | | $ | (35,973) | | | | | $ | (56,401) | | | | | $ | (96,041) | | | | | $ | (435,114) | | |
| Gross Unrealized Appreciation | | | | $ | 12,553,636 | | |
| Gross Unrealized Depreciation | | | | | (21,611,643) | | |
| Net Unrealized Depreciation | | | | $ | (9,058,007) | | |
Voya Global High Dividend | PORTFOLIO OF INVESTMENTS |
Low Volatility Portfolio | as of December 31, 2022 |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 99.0% | | |||||||||||||||
| | | Australia: 3.1% | | ||||||||||||
66,774 | | | Ampol Ltd. | | | | $ | 1,283,562 | | | | | | 0.2 | | |
167,766 | | | ANZ Group Holdings Ltd. | | | | | 2,702,532 | | | | | | 0.5 | | |
18,318 | | | ASX Ltd. | | | | | 843,659 | | | | | | 0.2 | | |
504,117 | | | Aurizon Holdings Ltd. | | | | | 1,277,152 | | | | | | 0.2 | | |
175,234 | | | Brambles Ltd. | | | | | 1,437,027 | | | | | | 0.3 | | |
79,252 | | | Computershare Ltd. | | | | | 1,396,108 | | | | | | 0.3 | | |
166,141 (1) | | | Lottery Corp. Ltd./The | | | | | 506,412 | | | | | | 0.1 | | |
681,646 | | | Medibank Pvt Ltd. | | | | | 1,359,912 | | | | | | 0.3 | | |
8,060 | | | Rio Tinto Ltd. | | | | | 636,141 | | | | | | 0.1 | | |
150,505 | | | Santos Ltd. | | | | | 740,214 | | | | | | 0.1 | | |
33,883 | | | Sonic Healthcare Ltd. | | | | | 689,555 | | | | | | 0.1 | | |
72,487 | | | Suncorp Group Ltd. | | | | | 590,684 | | | | | | 0.1 | | |
300,810 | | | Telstra Group Ltd. | | | | | 813,525 | | | | | | 0.2 | | |
268,484 | | | Transurban Group - Stapled Security | | | | | 2,362,088 | | | | | | 0.4 | | |
| | | | | | | | 16,638,571 | | | | | | 3.1 | | |
| | | Belgium: 0.1% | | ||||||||||||
7,265 | | | UCB S.A. | | | | | 572,433 | | | | | | 0.1 | | |
| | | | | ||||||||||||
| | | Canada: 2.6% | | ||||||||||||
55,780 (2) | | | BCE, Inc. | | | | | 2,450,777 | | | | | | 0.5 | | |
64,762 | | | Canadian Imperial Bank of Commerce - XTSE | | | | | 2,619,656 | | | | | | 0.5 | | |
27,207 | | | Canadian Utilities Ltd. | | | | | 736,438 | | | | | | 0.1 | | |
15,778 | | | iA Financial Corp., Inc. | | | | | 923,724 | | | | | | 0.2 | | |
26,224 | | | Royal Bank of Canada | | | | | 2,465,521 | | | | | | 0.5 | | |
17,260 | | | Sun Life Financial, Inc. | | | | | 801,175 | | | | | | 0.1 | | |
54,556 | | | Suncor Energy, Inc. | | | | | 1,730,561 | | | | | | 0.3 | | |
22,425 (2) | | | TC Energy Corp. | | | | | 894,019 | | | | | | 0.2 | | |
57,070 | | | TELUS Corp. | | | | | 1,101,358 | | | | | | 0.2 | | |
| | | | | | | | 13,723,229 | | | | | | 2.6 | | |
| | | China: 0.2% | | ||||||||||||
260,000 | | | BOC Hong Kong Holdings Ltd. | | | | | 882,647 | | | | | | 0.2 | | |
| | | | | ||||||||||||
| | | Denmark: 0.4% | | ||||||||||||
995 | | | AP Moller - Maersk A/S - Class B | | | | | 2,227,412 | | | | | | 0.4 | | |
| | | | | ||||||||||||
| | | Finland: 0.3% | | ||||||||||||
163,173 | | | Nokia OYJ - Finland | | | | | 758,050 | | | | | | 0.2 | | |
11,366 | | | Orion Oyj | | | | | 623,117 | | | | | | 0.1 | | |
| | | | | | | | 1,381,167 | | | | | | 0.3 | | |
| | | France: 3.0% | | ||||||||||||
15,735 | | | Air Liquide SA | | | | | 2,233,346 | | | | | | 0.4 | | |
98,502 | | | AXA S.A. | | | | | 2,743,816 | | | | | | 0.5 | | |
23,635 | | | BNP Paribas | | | | | 1,345,753 | | | | | | 0.3 | | |
30,651 | | | Bouygues SA | | | | | 919,274 | | | | | | 0.2 | | |
3,926 | | | Dassault Aviation SA | | | | | 665,820 | | | | | | 0.1 | | |
27,512 | | | Edenred | | | | | 1,497,346 | | | | | | 0.3 | | |
7,406 | | | Eiffage SA | | | | | 728,482 | | | | | | 0.1 | | |
5,336 | | | Ipsen SA | | | | | 573,942 | | | | | | 0.1 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | France (continued) | | ||||||||||||
19,845 (3) | | | La Francaise des Jeux SAEM | | | | $ | 798,531 | | | | | | 0.2 | | |
278,010 | | | Orange SA | | | | | 2,758,439 | | | | | | 0.5 | | |
14,222 | | | Thales S.A. | | | | | 1,817,122 | | | | | | 0.3 | | |
| | | | | | | | 16,081,871 | | | | | | 3.0 | | |
| | | Germany: 0. 7% | | ||||||||||||
30,761 | | | GEA Group AG | | | | | 1,250,970 | | | | | | 0.2 | | |
15,749 (3) | | | Scout24 SE | | | | | 792,702 | | | | | | 0.2 | | |
17,040 | | | Symrise AG | | | | | 1,850,623 | | | | | | 0.3 | | |
| | | | | | | | 3,894,295 | | | | | | 0.7 | | |
| | | Hong Kong: 1.9% | | ||||||||||||
258,500 | | | CK Asset Holdings Ltd. | | | | | 1,585,426 | | | | | | 0.3 | | |
205,000 | | | CK Hutchison Holdings Ltd. | | | | | 1,228,125 | | | | | | 0.2 | | |
534,000 | | | HKT Trust & HKT Ltd. - Stapled Security | | | | | 653,682 | | | | | | 0.1 | | |
29,700 | | | Jardine Matheson Holdings Ltd. | | | | | 1,511,730 | | | | | | 0.3 | | |
174,700 | | | Link REIT | | | | | 1,278,339 | | | | | | 0.2 | | |
295,000 | | | MTR Corp. | | | | | 1,560,211 | | | | | | 0.3 | | |
238,500 | | | Power Assets Holdings Ltd. | | | | | 1,303,515 | | | | | | 0.3 | | |
537,000 | | | SITC International Holdings Co. Ltd. | | | | | 1,190,228 | | | | | | 0.2 | | |
| | | | | | | | 10,311,256 | | | | | | 1.9 | | |
| | | Ireland: 0.6% | | ||||||||||||
17,503 | | | CRH PLC | | | | | 696,095 | | | | | | 0.2 | | |
24,699 | | | DCC PLC | | | | | 1,214,504 | | | | | | 0.2 | | |
14,187 | | | Medtronic PLC | | | | | 1,102,613 | | | | | | 0.2 | | |
| | | | | | | | 3,013,212 | | | | | | 0.6 | | |
| | | Israel: 0.4% | | ||||||||||||
260,581 | | | Bank Leumi Le-Israel BM | | | | | 2,170,329 | | | | | | 0.4 | | |
| | | | | ||||||||||||
| | | Italy: 1.1% | | ||||||||||||
242,950 | | | ENI S.p.A. | | | | | 3,454,607 | | | | | | 0.6 | | |
152,044 (3) | | | Poste Italiane SpA | | | | | 1,483,408 | | | | | | 0.3 | | |
166,181 | | | Snam SpA | | | | | 805,782 | | | | | | 0.2 | | |
| | | | | | | | 5,743,797 | | | | | | 1.1 | | |
| | | Japan: 7.4% | | ||||||||||||
5,500 | | | Hirose Electric Co., Ltd. | | | | | 689,818 | | | | | | 0.1 | | |
30,800 | | | Honda Motor Co., Ltd. | | | | | 702,517 | | | | | | 0.1 | | |
435,300 | | | Japan Post Holdings Co. Ltd. | | | | | 3,662,596 | | | | | | 0.7 | | |
181,700 (2) | | | Japan Tobacco, Inc. | | | | | 3,663,115 | | | | | | 0.7 | | |
39,800 (2) | | | McDonald’s Holdings Co. Japan Ltd. | | | | | 1,512,654 | | | | | | 0.3 | | |
97,800 | | | Mitsubishi UFJ Financial Group, Inc. | | | | | 656,572 | | | | | | 0.1 | | |
179,200 | | | Mizuho Financial Group, Inc. | | | | | 2,524,622 | | | | | | 0.5 | | |
35,900 | | | Nintendo Co., Ltd. | | | | | 1,509,472 | | | | | | 0.3 | | |
45,500 | | | Nomura Real Estate Holdings, Inc. | | | | | 972,917 | | | | | | 0.2 | | |
28,600 | | | Ono Pharmaceutical Co., Ltd. | | | | | 668,485 | | | | | | 0.1 | | |
59,700 | | | ORIX Corp. | | | | | 955,597 | | | | | | 0.2 | | |
6,900 | | | Rohm Co., Ltd. | | | | | 494,657 | | | | | | 0.1 | | |
42,900 | | | Secom Co., Ltd. | | | | | 2,447,782 | | | | | | 0.5 | | |
Voya Global High Dividend | PORTFOLIO OF INVESTMENTS |
Low Volatility Portfolio | as of December 31, 2022 (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Japan (continued) | | ||||||||||||
58,100 | | | Sekisui Chemical Co., Ltd. | | | | $ | 809,815 | | | | | | 0.1 | | |
143,600 | | | Sekisui House Ltd. | | | | | 2,545,893 | | | | | | 0.5 | | |
31,900 | | | Sompo Holdings, Inc. | | | | | 1,411,355 | | | | | | 0.3 | | |
175,400 | | | Sumitomo Chemical Co., Ltd. | | | | | 628,919 | | | | | | 0.1 | | |
109,000 | | | Sumitomo Mitsui Financial Group, Inc. | | | | | 4,385,336 | | | | | | 0.8 | | |
69,500 | | | Sumitomo Mitsui Trust Holdings, Inc. | | | | | 2,425,240 | | | | | | 0.4 | | |
116,900 | | | Takeda Pharmaceutical Co., Ltd. | | | | | 3,652,739 | | | | | | 0.7 | | |
129,300 | | | Tokio Marine Holdings, Inc. | | | | | 2,762,158 | | | | | | 0.5 | | |
28,300 | | | Tokyo Gas Co., Ltd. | | | | | 554,108 | | | | | | 0.1 | | |
| | | | | | | | 39,636,367 | | | | | | 7.4 | | |
| | | Netherlands: 1.3% | | ||||||||||||
170,256 | | | Koninklijke KPN NV | | | | | 526,984 | | | | | | 0.1 | | |
73,738 | | | NN Group NV | | | | | 3,015,298 | | | | | | 0.6 | | |
31,005 | | | Wolters Kluwer NV | | | | | 3,244,206 | | | | | | 0.6 | | |
| | | | | | | | 6,786,488 | | | | | | 1.3 | | |
| | | New Zealand: 0.1% | | ||||||||||||
197,069 | | | Spark New Zealand Ltd. | | | | | 674,720 | | | | | | 0.1 | | |
| | | | | ||||||||||||
| | | Singapore: 0.1% | | ||||||||||||
131,400 | | | Singapore Airlines Ltd. | | | | | 542,534 | | | | | | 0.1 | | |
| | | | | ||||||||||||
| | | Spain: 1.3% | | ||||||||||||
45,509 | | | ACS Actividades de Construccion y Servicios SA | | | | | 1,302,171 | | | | | | 0.2 | | |
20,945 | | | Industria de Diseno Textil SA | | | | | 556,319 | | | | | | 0.1 | | |
81,697 | | | Red Electrica Corp. SA | | | | | 1,420,556 | | | | | | 0.3 | | |
224,939 | | | Repsol SA | | | | | 3,580,346 | | | | | | 0.7 | | |
| | | | | | | | 6,859,392 | | | | | | 1.3 | | |
| | | Switzerland: 2.4% | | ||||||||||||
32,470 | | | Holcim AG | | | | | 1,680,754 | | | | | | 0.3 | | |
23,517 | | | Novartis AG | | | | | 2,128,229 | | | | | | 0.4 | | |
5,314 | | | Roche Holding AG-GENUSSCHEIN | | | | | 1,669,858 | | | | | | 0.3 | | |
4,937 | | | Swisscom AG | | | | | 2,704,544 | | | | | | 0.5 | | |
10,019 | | | Zurich Insurance Group AG | | | | | 4,789,857 | | | | | | 0.9 | | |
| | | | | | | | 12,973,242 | | | | | | 2.4 | | |
| | | United Kingdom: 4.8% | | ||||||||||||
108,229 | | | 3i Group PLC | | | | | 1,745,455 | | | | | | 0.3 | | |
290,958 | | | Amcor PLC | | | | | 3,465,310 | | | | | | 0.7 | | |
329,855 | | | BAE Systems PLC | | | | | 3,406,892 | | | | | | 0.7 | | |
402,598 | | | BP PLC | | | | | 2,322,978 | | | | | | 0.4 | | |
96,790 | | | British American Tobacco PLC | | | | | 3,828,852 | | | | | | 0.7 | | |
171,368 | | | GSK PLC | | | | | 2,961,808 | | | | | | 0.6 | | |
133,809 | | | Imperial Brands PLC | | | | | 3,333,351 | | | | | | 0.6 | | |
391,750 | | | NatWest Group PLC | | | | | 1,249,387 | | | | | | 0.2 | | |
49,909 | | | Smiths Group PLC | | | | | 957,862 | | | | | | 0.2 | | |
241,377 | | | The Sage Group PLC | | | | | 2,173,539 | | | | | | 0.4 | | |
| | | | | | | | 25,445,434 | | | | | | 4.8 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | United States: 67.2% | | ||||||||||||
34,538 | | | 3M Co. | | | | $ | 4,141,797 | | | | | | 0.8 | | |
54,518 | | | AbbVie, Inc. | | | | | 8,810,654 | | | | | | 1.7 | | |
20,793 | | | AECOM | | | | | 1,765,950 | | | | | | 0.3 | | |
13,699 | | | Air Products & Chemicals, Inc. | | | | | 4,222,854 | | | | | | 0.8 | | |
12,516 | | | Allison Transmission Holdings, Inc. | | | | | 520,666 | | | | | | 0.1 | | |
6,612 | | | Allstate Corp. | | | | | 896,587 | | | | | | 0.2 | | |
99,130 | | | Altria Group, Inc. | | | | | 4,531,232 | | | | | | 0.8 | | |
38,773 | | | Amdocs Ltd. | | | | | 3,524,466 | | | | | | 0.7 | | |
30,941 | | | American Electric Power Co., Inc. | | | | | 2,937,848 | | | | | | 0.5 | | |
21,477 | | | Amgen, Inc. | | | | | 5,640,719 | | | | | | 1.1 | | |
141,075 | | | Antero Midstream Corp. | | | | | 1,522,199 | | | | | | 0.3 | | |
2,076 | | | Aon PLC | | | | | 623,091 | | | | | | 0.1 | | |
9,185 | | | Aptargroup, Inc. | | | | | 1,010,166 | | | | | | 0.2 | | |
16,687 | | | Assurant, Inc. | | | | | 2,086,876 | | | | | | 0.4 | | |
306,151 | | | AT&T, Inc. | | | | | 5,636,240 | | | | | | 1.1 | | |
24,550 | | | Avnet, Inc. | | | | | 1,020,789 | | | | | | 0.2 | | |
36,517 | | | Axis Capital Holdings Ltd. | | | | | 1,978,126 | | | | | | 0.4 | | |
47,713 | | | Bank OZK | | | | | 1,911,383 | | | | | | 0.4 | | |
7,527 | | | Booz Allen Hamilton Holding Corp. | | | | | 786,722 | | | | | | 0.1 | | |
83,914 | | | Bristol-Myers Squibb Co. | | | | | 6,037,612 | | | | | | 1.1 | | |
42,480 | | | Cardinal Health, Inc. | | | | | 3,265,438 | | | | | | 0.6 | | |
10,174 | | | Cheniere Energy, Inc. | | | | | 1,525,693 | | | | | | 0.3 | | |
12,730 | | | Chevron Corp. | | | | | 2,284,908 | | | | | | 0.4 | | |
9,006 | | | Cigna Corp. | | | | | 2,984,048 | | | | | | 0.6 | | |
145,602 | | | Cisco Systems, Inc. | | | | | 6,936,479 | | | | | | 1.3 | | |
25,095 | | | Citizens Financial Group, Inc. | | | | | 987,990 | | | | | | 0.2 | | |
18,270 | | | Coca-Cola Co. | | | | | 1,162,155 | | | | | | 0.2 | | |
51,231 | | | Colgate-Palmolive Co. | | | | | 4,036,491 | | | | | | 0.8 | | |
34,066 | | | Commerce Bancshares, Inc. | | | | | 2,318,873 | | | | | | 0.4 | | |
30,924 | | | Consolidated Edison, Inc. | | | | | 2,947,366 | | | | | | 0.6 | | |
21,403 | | | Cullen/Frost Bankers, Inc. | | | | | 2,861,581 | | | | | | 0.5 | | |
26,365 | | | CVS Health Corp. | | | | | 2,456,954 | | | | | | 0.5 | | |
23,155 | | | Digital Realty Trust, Inc. | | | | | 2,321,752 | | | | | | 0.4 | | |
72,066 | | | Dow, Inc. | | | | | 3,631,406 | | | | | | 0.7 | | |
56,610 | | | DT Midstream, Inc. | | | | | 3,128,269 | | | | | | 0.6 | | |
26,209 | | | DTE Energy Co. | | | | | 3,080,344 | | | | | | 0.6 | | |
44,058 | | | Duke Energy Corp. | | | | | 4,537,533 | | | | | | 0.9 | | |
25,492 | | | Edison International | | | | | 1,621,801 | | | | | | 0.3 | | |
22,942 | | | Electronic Arts, Inc. | | | | | 2,803,054 | | | | | | 0.5 | | |
3,945 | | | Elevance Health, Inc. | | | | | 2,023,667 | | | | | | 0.4 | | |
44,382 | | | Emerson Electric Co. | | | | | 4,263,335 | | | | | | 0.8 | | |
8,075 | | | Erie Indemnity Co. | | | | | 2,008,414 | | | | | | 0.4 | | |
8,560 | | | Everest Re Group Ltd. | | | | | 2,835,671 | | | | | | 0.5 | | |
47,734 | | | Evergy, Inc. | | | | | 3,003,901 | | | | | | 0.6 | | |
14,598 | | | Eversource Energy | | | | | 1,223,896 | | | | | | 0.2 | | |
40,445 | | | First Hawaiian, Inc. | | | | | 1,053,188 | | | | | | 0.2 | | |
119,172 | | | Flowers Foods, Inc. | | | | | 3,425,003 | | | | | | 0.6 | | |
6,723 | | | FMC Corp. | | | | | 839,030 | | | | | | 0.2 | | |
Voya Global High Dividend | PORTFOLIO OF INVESTMENTS |
Low Volatility Portfolio | as of December 31, 2022 (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | United States (continued) | | ||||||||||||
170,754 | | | FNB Corp. | | | | $ | 2,228,340 | | | | | | 0.4 | | |
13,969 | | | Fortive Corp. | | | | | 897,508 | | | | | | 0.2 | | |
47,174 | | | Gaming and Leisure Properties, Inc. | | | | | 2,457,294 | | | | | | 0.5 | | |
5,116 | | | General Dynamics Corp. | | | | | 1,269,331 | | | | | | 0.2 | | |
48,466 | | | General Mills, Inc. | | | | | 4,063,874 | | | | | | 0.8 | | |
40,184 | | | Genpact Ltd. | | | | | 1,861,323 | | | | | | 0.3 | | |
80,272 | | | Gentex Corp. | | | | | 2,189,017 | | | | | | 0.4 | | |
20,576 | | | Genuine Parts Co. | | | | | 3,570,142 | | | | | | 0.7 | | |
58,632 | | | Gilead Sciences, Inc. | | | | | 5,033,557 | | | | | | 0.9 | | |
70,607 | | | H&R Block, Inc. | | | | | 2,577,862 | | | | | | 0.5 | | |
10,871 | | | Hancock Whitney Corp. | | | | | 526,048 | | | | | | 0.1 | | |
14,764 | | | Hanover Insurance Group, Inc. | | | | | 1,995,059 | | | | | | 0.4 | | |
46,705 | | | Hartford Financial Services Group, Inc. | | | | | 3,541,640 | | | | | | 0.7 | | |
20,658 | | | International Bancshares Corp. | | | | | 945,310 | | | | | | 0.2 | | |
9,849 | | | International Business Machines Corp. | | | | | 1,387,626 | | | | | | 0.3 | | |
52,719 | | | Iron Mountain, Inc. | | | | | 2,628,042 | | | | | | 0.5 | | |
13,122 | | | Jack Henry & Associates, Inc. | | | | | 2,303,698 | | | | | | 0.4 | | |
66,862 | | | Johnson & Johnson | | | | | 11,811,172 | | | | | | 2.2 | | |
8,138 | | | Johnson Controls International plc | | | | | 520,832 | | | | | | 0.1 | | |
105,944 | | | Juniper Networks, Inc. | | | | | 3,385,970 | | | | | | 0.6 | | |
27,206 | | | Kellogg Co. | | | | | 1,938,155 | | | | | | 0.4 | | |
60,660 | | | Keurig Dr Pepper, Inc. | | | | | 2,163,136 | | | | | | 0.4 | | |
43,788 | | | Kilroy Realty Corp. | | | | | 1,693,282 | | | | | | 0.3 | | |
23,605 | | | Kimberly-Clark Corp. | | | | | 3,204,379 | | | | | | 0.6 | | |
194,431 | | | Kinder Morgan, Inc. | | | | | 3,515,312 | | | | | | 0.7 | | |
7,659 | | | Lamar Advertising Co. | | | | | 723,010 | | | | | | 0.1 | | |
29,893 | | | Leidos Holdings, Inc. | | | | | 3,144,445 | | | | | | 0.6 | | |
14,858 | | | Life Storage, Inc. | | | | | 1,463,513 | | | | | | 0.3 | | |
15,279 | | | LKQ Corp. | | | | | 816,051 | | | | | | 0.2 | | |
3,958 | | | Lockheed Martin Corp. | | | | | 1,925,527 | | | | | | 0.4 | | |
31,570 | | | Loews Corp. | | | | | 1,841,478 | | | | | | 0.3 | | |
39,054 | | | Marathon Petroleum Corp. | | | | | 4,545,495 | | | | | | 0.9 | | |
20,526 | | | Marsh & McLennan Cos., Inc. | | | | | 3,396,642 | | | | | | 0.6 | | |
31,315 | | | MAXIMUS, Inc. | | | | | 2,296,329 | | | ��� | | | 0.4 | | |
20,024 | | | McDonald’s Corp. | | | | | 5,276,925 | | | | | | 1.0 | | |
7,778 | | | McKesson Corp. | | | | | 2,917,683 | | | | | | 0.5 | | |
44,018 | | | MDU Resources Group, Inc. | | | | | 1,335,506 | | | | | | 0.2 | | |
78,400 | | | Merck & Co., Inc. | | | | | 8,698,480 | | | | | | 1.6 | | |
51,947 | | | Metlife, Inc. | | | | | 3,759,404 | | | | | | 0.7 | | |
55,224 | | | MGIC Investment Corp. | | | | | 717,912 | | | | | | 0.1 | | |
4,644 | | | Mid-America Apartment Communities, Inc. | | | | | 729,062 | | | | | | 0.1 | | |
27,619 | | | Mondelez International, Inc. | | | | | 1,840,806 | | | | | | 0.3 | | |
16,394 | | | Morgan Stanley | | | | | 1,393,818 | | | | | | 0.3 | | |
16,252 | | | MSC Industrial Direct Co. | | | | | 1,327,788 | | | | | | 0.2 | | |
36,260 | | | National Fuel Gas Co. | | | | | 2,295,258 | | | | | | 0.4 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | United States (continued) | | ||||||||||||
68,463 | | | National Retail Properties, Inc. | | | | $ | 3,132,867 | | | | | | 0.6 | | |
29,649 | | | NetApp, Inc. | | | | | 1,780,719 | | | | | | 0.3 | | |
86,085 | | | NiSource, Inc. | | | | | 2,360,451 | | | | | | 0.4 | | |
130,522 | | | Old Republic International Corp. | | | | | 3,152,106 | | | | | | 0.6 | | |
16,950 | | | ONE Gas, Inc. | | | | | 1,283,454 | | | | | | 0.2 | | |
31,609 | | | Oneok, Inc. | | | | | 2,076,711 | | | | | | 0.4 | | |
21,139 | | | Packaging Corp. of America | | | | | 2,703,889 | | | | | | 0.5 | | |
78,948 | | | Patterson Cos., Inc. | | | | | 2,212,912 | | | | | | 0.4 | | |
38,983 | | | PepsiCo, Inc. | | | | | 7,042,669 | | | | | | 1.3 | | |
113,303 | | | Pfizer, Inc. | | | | | 5,805,646 | | | | | | 1.1 | | |
59,505 | | | Philip Morris International, Inc. | | | | | 6,022,501 | | | | | | 1.1 | | |
43,584 | | | Phillips 66 | | | | | 4,536,223 | | | | | | 0.8 | | |
25,242 | | | Popular, Inc. | | | | | 1,674,049 | | | | | | 0.3 | | |
113,670 | | | PPL Corp. | | | | | 3,321,437 | | | | | | 0.6 | | |
42,978 | | | Premier, Inc. | | | | | 1,503,370 | | | | | | 0.3 | | |
8,785 | | | Procter & Gamble Co. | | | | | 1,331,455 | | | | | | 0.2 | | |
41,123 | | | Prosperity Bancshares, Inc. | | | | | 2,988,820 | | | | | | 0.6 | | |
38,083 | | | Reynolds Consumer Products, Inc. | | | | | 1,141,728 | | | | | | 0.2 | | |
10,328 | | | Ryder System, Inc. | | | | | 863,111 | | | | | | 0.2 | | |
16,223 | | | Sempra Energy | | | | | 2,507,102 | | | | | | 0.5 | | |
41,768 | | | Service Corp. International | | | | | 2,887,840 | | | | | | 0.5 | | |
16,653 | | | Silgan Holdings, Inc. | | | | | 863,292 | | | | | | 0.2 | | |
11,978 | | | Snap-On, Inc. | | | | | 2,736,853 | | | | | | 0.5 | | |
38,954 | | | Sonoco Products Co. | | | | | 2,364,897 | | | | | | 0.4 | | |
35,574 | | | Spirit Realty Capital, Inc. | | | | | 1,420,470 | | | | | | 0.3 | | |
20,807 | | | Targa Resources Corp. | | | | | 1,529,315 | | | | | | 0.3 | | |
21,745 | | | Texas Instruments, Inc. | | | | | 3,592,709 | | | | | | 0.7 | | |
21,689 | | | Travelers Cos, Inc. | | | | | 4,066,471 | | | | | | 0.8 | | |
8,955 | | | U-Haul Holding Co. - Non-Voting | | | | | 492,346 | | | | | | 0.1 | | |
13,159 | | | UMB Financial Corp. | | | | | 1,099,040 | | | | | | 0.2 | | |
13,233 | | | United Parcel Service, Inc. - Class B | | | | | 2,300,425 | | | | | | 0.4 | | |
3,050 | | | UnitedHealth Group, Inc. | | | | | 1,617,049 | | | | | | 0.3 | | |
73,175 | | | Unum Group | | | | | 3,002,370 | | | | | | 0.6 | | |
84,473 | | | US Bancorp | | | | | 3,683,868 | | | | | | 0.7 | | |
11,842 | | | Valero Energy Corp. | | | | | 1,502,276 | | | | | | 0.3 | | |
162,693 | | | Verizon Communications, Inc. | | | | | 6,410,104 | | | | | | 1.2 | | |
31,371 | | | Washington Federal, Inc. | | | | | 1,052,497 | | | | | | 0.2 | | |
24,196 | | | Wells Fargo & Co. | | | | | 999,053 | | | | | | 0.2 | | |
36,606 | | | Wendy’s Company | | | | | 828,394 | | | | | | 0.2 | | |
26,190 | | | WestRock Co. | | | | | 920,840 | | | | | | 0.2 | | |
114,618 | | | Williams Cos., Inc. | | | | | 3,770,932 | | | | | | 0.7 | | |
| | | | | | | | 357,909,519 | | | | | | 67.2 | | |
| | | Total Common Stock (Cost $498,578,706) | | | | | 527,467,915 | | | | | | 99.0 | | |
|
Voya Global High Dividend | PORTFOLIO OF INVESTMENTS |
Low Volatility Portfolio | as of December 31, 2022 (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
EXCHANGE-TRADED FUNDS: 0.4% | | |||||||||||||||
13,505 | | | iShares MSCI EAFE Value Index ETF | | | | $ | 619,609 | | | | | | 0.1 | | |
8,293 | | | iShares Russell 1000 Value ETF | | | | | 1,257,634 | | | | | | 0.3 | | |
| | | Total Exchange-Traded Funds (Cost $1,859,224) | | | | | 1,877,243 | | | | | | 0.4 | | |
| | | Total Long-Term Investments (Cost $500,437,930) | | | | | 529,345,158 | | | | | | 99.4 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 1.4% | | |||||||||||||||
| | | Repurchase Agreements: 1.2% | | ||||||||||||
1,485,182 (4) | | | Bank of America Inc., Repurchase Agreement dated 12/30/22, 4.30%, due 01/03/23 (Repurchase Amount $1,485,882, collateralized by various U.S. Government Agency Obligations, 1.500%-6.500%, Market Value plus accrued interest $1,514,886, due 05/01/37-05/01/58) | | | | | 1,485,182 | | | | | | 0.3 | | |
439,210 (4) | | | Citigroup, Inc., Repurchase Agreement dated 12/30/22, 4.25%, due 01/03/23 (Repurchase Amount $439,415, collateralized by various U.S. Government Securities, 0.000%-4.500%, Market Value plus accrued interest $447,994, due 04/11/23-10/31/29) | | | | | 439,210 | | | | | | 0.1 | | |
1,485,182 (4) | | | Daiwa Capital Markets, Repurchase Agreement dated 12/30/22, 4.30%, due 01/03/23 (Repurchase Amount $1,485,882, collateralized by various U.S. Government Agency Obligations, 1.500%-6.000%, Market Value plus accrued interest $1,514,886, due 08/01/23-01/01/53) | | | | | 1,485,182 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
1,485,182 (4) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 12/30/22, 4.30%, due 01/03/23 (Repurchase Amount $1,485,882, collateralized by various U.S. Government Agency Obligations, 2.000%-6.000%, Market Value plus accrued interest $1,514,886, due 09/01/24-10/20/52) | | | | $ | 1,485,182 | | | | | | 0.3 | | |
1,485,182 (4) | | | Truist Securities Inc., Repurchase Agreement dated 12/30/22, 4.32%, due 01/03/23 (Repurchase Amount $1,485,885, collateralized by various U.S. Government/U.S. Government Agency Obligations, 1.500%-6.500%, Market Value plus accrued interest $1,514,896, due 05/31/24-12/01/52) | | | | | 1,485,182 | | | | | | 0.3 | | |
| | | Total Repurchase Agreements (Cost $6,379,938) | | | | | 6,379,938 | | | | | | 1.2 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds: 0.2% | | ||||||||||||
1,159,000 (5) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 4.150% (Cost $1,159,000) | | | | | 1,159,000 | | | | | | 0.2 | | |
| | | Total Short-Term Investments (Cost $7,538,938) | | | | | 7,538,938 | | | | | | 1.4 | | |
| | | Total Investments in Securities (Cost $507,976,868) | | | | $ | 536,884,096 | | | | | | 100.8 | | |
| | | Liabilities in Excess of Other Assets | | | | | (4,192,528) | | | | | | (0.8) | | |
| | | Net Assets | | | | $ | 532,691,568 | | | | | | 100.0 | | |
Voya Global High Dividend | PORTFOLIO OF INVESTMENTS |
Low Volatility Portfolio | as of December 31, 2022 (continued) |
Sector Diversification | | | Percentage of Net Assets | | |||
Financials | | | | | 21.1% | | |
Health Care | | | | | 16.0 | | |
Industrials | | | | | 11.2 | | |
Consumer Staples | | | | | 9.9 | | |
Energy | | | | | 8.3 | | |
Sector Diversification | | | Percentage of Net Assets | | |||
Utilities | | | | | 6.7 | | |
Information Technology | | | | | 6.6 | | |
Communication Services | | | | | 5.4 | | |
Materials | | | | | 5.2 | | |
Consumer Discretionary | | | | | 4.8 | | |
Real Estate | | | | | 3.8 | | |
Exchange-Traded Funds | | | | | 0.4 | | |
Short-Term Investments | | | | | 1.4 | | |
Liabilities in Excess of Other Assets | | | | | (0.8) | | |
Net Assets | | | | | 100.0% | | |
| | | |||||
Portfolio holdings are subject to change daily. | |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2022 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Australia | | | | $ | 2,702,532 | | | | | $ | 13,936,039 | | | | | $ | — | | | | | $ | 16,638,571 | | |
Belgium | | | | | — | | | | | | 572,433 | | | | | | — | | | | | | 572,433 | | |
Canada | | | | | 13,723,229 | | | | | | — | | | | | | — | | | | | | 13,723,229 | | |
China | | | | | — | | | | | | 882,647 | | | | | | — | | | | | | 882,647 | | |
Denmark | | | | | — | | | | | | 2,227,412 | | | | | | — | | | | | | 2,227,412 | | |
Finland | | | | | — | | | | | | 1,381,167 | | | | | | — | | | | | | 1,381,167 | | |
France | | | | | — | | | | | | 16,081,871 | | | | | | — | | | | | | 16,081,871 | | |
Germany | | | | | — | | | | | | 3,894,295 | | | | | | — | | | | | | 3,894,295 | | |
Hong Kong | | | | | 1,511,730 | | | | | | 8,799,526 | | | | | | — | | | | | | 10,311,256 | | |
Ireland | | | | | 1,102,613 | | | | | | 1,910,599 | | | | | | — | | | | | | 3,013,212 | | |
Israel | | | | | — | | | | | | 2,170,329 | | | | | | — | | | | | | 2,170,329 | | |
Italy | | | | | — | | | | | | 5,743,797 | | | | | | — | | | | | | 5,743,797 | | |
Japan | | | | | — | | | | | | 39,636,367 | | | | | | — | | | | | | 39,636,367 | | |
Netherlands | | | | | — | | | | | | 6,786,488 | | | | | | — | | | | | | 6,786,488 | | |
New Zealand | | | | | — | | | | | | 674,720 | | | | | | — | | | | | | 674,720 | | |
Singapore | | | | | — | | | | | | 542,534 | | | | | | — | | | | | | 542,534 | | |
Spain | | | | | — | | | | | | 6,859,392 | | | | | | — | | | | | | 6,859,392 | | |
Switzerland | | | | | — | | | | | | 12,973,242 | | | | | | — | | | | | | 12,973,242 | | |
United Kingdom | | | | | 3,465,310 | | | | | | 21,980,124 | | | | | | — | | | | | | 25,445,434 | | |
United States | | | | | 357,909,519 | | | | | | — | | | | | | — | | | | | | 357,909,519 | | |
Total Common Stock | | | | | 380,414,933 | | | | | | 147,052,982 | | | | | | — | | | | | | 527,467,915 | | |
Exchange-Traded Funds | | | | | 1,877,243 | | | | | | — | | | | | | — | | | | | | 1,877,243 | | |
Short-Term Investments | | | | | 1,159,000 | | | | | | 6,379,938 | | | | | | — | | | | | | 7,538,938 | | |
Total Investments, at fair value | | | | $ | 383,451,176 | | | | | $ | 153,432,920 | | | | | $ | — | | | | | $ | 536,884,096 | | |
Voya Global High Dividend | PORTFOLIO OF INVESTMENTS |
Low Volatility Portfolio | as of December 31, 2022 (continued) |
| Gross Unrealized Appreciation | | | | $ | 50,444,534 | | |
| Gross Unrealized Depreciation | | | | | (22,180,515) | | |
| Net Unrealized Appreciation | | | | $ | 28,264,019 | | |
Voya Government Money Market Portfolio | as of December 31, 2022 |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY DEBT: 50.9% | | |||||||||||||||
9,000,000 | | | Federal Farm Credit Banks Funding Corp., 4.710%, (FEDL01 + 0.380%), 05/11/2023 | | | | $ | 9,010,898 | | | | | | 1.7 | | |
44,000,000 | | | Federal Home Loan Bank Discount Notes, 4.230%, 03/10/2023 | | | | | 43,634,273 | | | | | | 8.3 | | |
71,000,000 | | | Federal Home Loan Bank Discount Notes, 4.290%, 02/08/2023 | | | | | 70,684,969 | | | | | | 13.5 | | |
15,000,000 | | | Federal Home Loan Bank Discount Notes, 4.492%, 03/03/2023 | | | | | 14,888,675 | | | | | | 2.9 | | |
15,000,000 | | | Federal Home Loan Bank Discount Notes, 4.499%, 03/23/2023 | | | | | 14,852,513 | | | | | | 2.8 | | |
6,000,000 | | | Federal Home Loan Bank Discount Notes, 4.521%, 03/08/2023 | | | | | 5,951,490 | | | | | | 1.1 | | |
64,000,000 | | | Federal Home Loan Bank Discount Notes, 4.540%, 03/15/2023 | | | | | 63,425,389 | | | | | | 12.1 | | |
1,600,000 | | | Federal Home Loan Banks, 4.320%, (SOFRRATE + 0.020%), 01/03/2023 | | | | | 1,599,998 | | | | | | 0.3 | | |
6,000,000 | | | Federal Home Loan Banks, 4.320%, (SOFRRATE + 0.020%), 01/11/2023 | | | | | 5,999,965 | | | | | | 1.2 | | |
29,000,000 | | | Federal Home Loan Banks, 4.320%, (SOFRRATE + 0.020%), 03/24/2023 | | | | | 29,000,000 | | | | | | 5.6 | | |
7,250,000 | | | Federal Home Loan Banks, 4.330%, (SOFRRATE + 0.030%), 04/14/2023 | | | | | 7,250,000 | | | | | | 1.4 | | |
| | | Total U.S. Government Agency Debt (Cost $266,298,170) | | | | | 266,298,170 | | | | | | 50.9 | | |
U.S. TREASURY DEBT: 24.8% | | |||||||||||||||
129,500,000 | | | United States Treasury Floating Rate Note, 4.432%, (USBMMY3M + 0.034%), 04/30/2023 | | | | | 129,600,776 | | | | | | 24.8 | | |
| | | Total U.S. Treasury Debt (Cost $129,600,776) | | | | | 129,600,776 | | | | | | 24.8 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. TREASURY REPURCHASE AGREEMENT: 20.3% | | |||||||||||||||
105,978,000 | | | Deutsche Bank Repurchase Agreement dated 12/30/22, 4.250%, due 01/03/23, $106,028,045 to be received upon repurchase (Collateralized by $127,476,038, U.S. Treasury Interest, 0.000%, Market Value plus accrued interest $109,157,340 due 8/15/24-2/15/35), 4.250%, 01/03/2023 | | | | $ | 105,978,000 | | | | | | 20.3 | | |
| | | Total U.S. Treasury Repurchase Agreement (Cost $105,978,000) | | | | | 105,978,000 | | | | | | 20.3 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
INVESTMENT COMPANIES: 1.4% | | |||||||||||||||
7,500,000 (1) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 4.143%, 10/03/22 | | | | | 7,500,000 | | | | | | 1.4 | | |
| | | Total Investment Companies (Cost $7,500,000) | | | | | 7,500,000 | | | | | | 1.4 | | |
| | | Total Investments in Securities (Cost $509,376,946) | | | | $ | 509,376,946 | | | | | | 97.4 | | |
| | | Assets in Excess of Other Liabilities | | | | | 13,800,304 | | | | | | 2.6 | | |
| | | Net Assets | | | | $ | 523,177,250 | | | | | | 100.0 | | |
Voya Government Money Market Portfolio | as of December 31, 2022 (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2022 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Government Agency Debt | | | | $ | — | | | | | $ | 266,298,170 | | | | | $ | — | | | | | $ | 266,298,170 | | |
Investment Companies | | | | | 7,500,000 | | | | | | — | | | | | | — | | | | | | 7,500,000 | | |
U.S. Treasury Debt | | | | | — | | | | | | 129,600,776 | | | | | | — | | | | | | 129,600,776 | | |
U.S. Treasury Repurchase Agreement | | | | | — | | | | | | 105,978,000 | | | | | | — | | | | | | 105,978,000 | | |
Total Investments, at fair value | | | | $ | 7,500,000 | | | | | $ | 501,876,946 | | | | | $ | — | | | | | $ | 509,376,946 | | |
Counterparty | | | Government Repurchase Agreement, at fair value | | | Fair Value of Non-Cash Collateral Received Including Accrued Interest(1) | | | Net Amount | | |||||||||
Deutsche Bank | | | | $ | 105,978,000 | | | | | $ | (105,978,000) | | | | | $ | — | | |
Totals | | | | $ | 105,978,000 | | | | | $ | (105,978,000) | | | | | $ | — | | |
Voya Growth and Income Portfolio | as of December 31, 2022 |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 99.8% | | |||||||||||||||
| | | Communication Services: 7.7% | | ||||||||||||
220,032 | | | Activision Blizzard, Inc. | | | | $ | 16,843,450 | | | | | | 1.0 | | |
2,595,193 | | | AT&T, Inc. | | | | | 47,777,503 | | | | | | 2.7 | | |
910,231 (1) | | | Paramount Global - Class B | | | | | 15,364,699 | | | | | | 0.9 | | |
974,762 (2) | | | Pinterest, Inc. | | | | | 23,667,221 | | | | | | 1.3 | | |
355,788 (2) | | | Walt Disney Co. | | | | | 30,910,862 | | | | | | 1.8 | | |
| | | | | | | | 134,563,735 | | | | | | 7.7 | | |
| | | Consumer Discretionary: 9.0% | | ||||||||||||
774,964 (2) | | | Amazon.com, Inc. | | | | | 65,096,976 | | | | | | 3.7 | | |
250,723 (2) | | | Aptiv PLC | | | | | 23,349,833 | | | | | | 1.3 | | |
503,012 (2) | | | Caesars Entertainment, Inc. | | | | | 20,925,300 | | | | | | 1.2 | | |
221,172 (2) | | | Expedia Group, Inc. | | | | | 19,374,667 | | | | | | 1.1 | | |
281,424 (1) | | | Ralph Lauren Corp. | | | | | 29,738,074 | | | | | | 1.7 | | |
| | | | | | | | 158,484,850 | | | | | | 9.0 | | |
| | | Consumer Staples: 5.8% | | ||||||||||||
510,604 | | | Coca-Cola Co. | | | | | 32,479,520 | | | | | | 1.8 | | |
640,538 | | | Kraft Heinz Co. | | | | | 26,076,302 | | | | | | 1.5 | | |
431,847 | | | Philip Morris International, Inc. | | | | | 43,707,235 | | | | | | 2.5 | | |
| | | | | | | | 102,263,057 | | | | | | 5.8 | | |
| | | Energy: 5.5% | | ||||||||||||
781,909 | | | BP PLC ADR | | | | | 27,312,081 | | | | | | 1.6 | | |
261,026 | | | ConocoPhillips | | | | | 30,801,068 | | | | | | 1.7 | | |
124,308 | | | Diamondback Energy, Inc. | | | | | 17,002,848 | | | | | | 1.0 | | |
165,140 | | | Valero Energy Corp. | | | | | 20,949,661 | | | | | | 1.2 | | |
| | | | | | | | 96,065,658 | | | | | | 5.5 | | |
| | | Financials: 12.5% | | ||||||||||||
326,029 | | | Apollo Global Management, Inc. | | | | | 20,797,390 | | | | | | 1.2 | | |
103,449 | | | Arthur J. Gallagher & Co. | | | | | 19,504,274 | | | | | | 1.1 | | |
564,682 | | | Bank of New York Mellon Corp. | | | | | 25,704,325 | | | | | | 1.5 | | |
61,180 | | | Everest Re Group Ltd. | | | | | 20,267,098 | | | | | | 1.1 | | |
68,479 | | | Goldman Sachs Group, Inc. | | | | | 23,514,319 | | | | | | 1.3 | | |
452,729 | | | JPMorgan Chase & Co. | | | | | 60,710,959 | | | | | | 3.5 | | |
308,329 | | | Nasdaq, Inc. | | | | | 18,915,984 | | | | | | 1.1 | | |
686,224 | | | Truist Financial Corp. | | | | | 29,528,219 | | | | | | 1.7 | | |
| | | | | | | | 218,942,568 | | | | | | 12.5 | | |
| | | Health Care: 15.3% | | ||||||||||||
356,259 (1) | | | Alcon, Inc. | | | | | 24,421,554 | | | | | | 1.4 | | |
849,628 (2) | | | Boston Scientific Corp. | | | | | 39,312,288 | | | | | | 2.2 | | |
445,062 | | | Bristol-Myers Squibb Co. | | | | | 32,022,211 | | | | | | 1.8 | | |
81,214 | | | Eli Lilly & Co. | | | | | 29,711,330 | | | | | | 1.7 | | |
68,039 | | | Humana, Inc. | | | | | 34,848,895 | | | | | | 2.0 | | |
79,407 | | | McKesson Corp. | | | | | 29,787,154 | | | | | | 1.7 | | |
124,025 | | | Quest Diagnostics, Inc. | | | | | 19,402,471 | | | | | | 1.1 | | |
72,931 | | | Thermo Fisher Scientific, Inc. | | | | | 40,162,372 | | | | | | 2.3 | | |
66,322 (2) | | | Vertex Pharmaceuticals, Inc. | | | | | 19,152,467 | | | | | | 1.1 | | |
| | | | | | | | 268,820,742 | | | | | | 15.3 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Industrials: 7.7% | | ||||||||||||
350,483 | | | Emerson Electric Co. | | | | $ | 33,667,397 | | | | | | 1.9 | | |
948,015 | | | Howmet Aerospace, Inc. | | | | | 37,361,271 | | | | | | 2.2 | | |
813,439 | | | nVent Electric PLC | | | | | 31,292,998 | | | | | | 1.8 | | |
89,537 (2) | | | United Rentals, Inc. | | | | | 31,823,241 | | | | | | 1.8 | | |
| | | | | | | | 134,144,907 | | | | | | 7.7 | | |
| | | Information Technology: 26.1% | | ||||||||||||
157,522 | | | Analog Devices, Inc. | | | | | 25,838,334 | | | | | | 1.5 | | |
953,852 | | | Apple, Inc. | | | | | 123,933,990 | | | | | | 7.1 | | |
77,735 | | | Broadcom, Inc. | | | | | 43,463,971 | | | | | | 2.5 | | |
380,192 | | | Dolby Laboratories, Inc. | | | | | 26,818,744 | | | | | | 1.5 | | |
524,686 | | | Microsoft Corp. | | | | | 125,830,196 | | | | | | 7.2 | | |
118,843 | | | Motorola Solutions, Inc. | | | | | 30,627,030 | | | | | | 1.7 | | |
152,335 (2) | | | Palo Alto Networks, Inc. | | | | | 21,256,826 | | | | | | 1.2 | | |
52,652 (2) | | | Paycom Software, Inc. | | | | | 16,338,442 | | | | | | 0.9 | | |
56,546 | | | Roper Technologies, Inc. | | | | | 24,432,961 | | | | | | 1.4 | | |
48,838 (2) | | | ServiceNow, Inc. | | | | | 18,962,330 | | | | | | 1.1 | | |
| | | | | | | | 457,502,824 | | | | | | 26.1 | | |
| | | Materials: 3.9% | | ||||||||||||
75,830 | | | Air Products & Chemicals, Inc. | | | | | 23,375,356 | | | | | | 1.3 | | |
289,131 | | | Alcoa Corp. | | | | | 13,146,786 | | | | | | 0.8 | | |
139,854 | | | CF Industries Holdings, Inc. | | | | | 11,915,561 | | | | | | 0.7 | | |
242,463 | | | Eastman Chemical Co. | | | | | 19,746,187 | | | | | | 1.1 | | |
| | | | | | | | 68,183,890 | | | | | | 3.9 | | |
| | | Real Estate: 3.0% | | ||||||||||||
206,145 | | | ProLogis, Inc. | | | | | 23,238,726 | | | | | | 1.3 | | |
137,693 | | | Ryman Hospitality Properties | | | | | 11,260,534 | | | | | | 0.7 | | |
268,362 | | | Welltower, Inc. | | | | | 17,591,129 | | | | | | 1.0 | | |
| | | | | | | | 52,090,389 | | | | | | 3.0 | | |
| | | Utilities: 3.3% | | ||||||||||||
137,100 | | | Entergy Corp. | | | | | 15,423,750 | | | | | | 0.9 | | |
274,872 | | | NextEra Energy, Inc. | | | | | 22,979,299 | | | | | | 1.3 | | |
311,004 | | | Public Service Enterprise Group, Inc. | | | | | 19,055,215 | | | | | | 1.1 | | |
| | | | | | | | 57,458,264 | | | | | | 3.3 | | |
| | | Total Common Stock (Cost $1,590,452,732) | | | | | 1,748,520,884 | | | | | | 99.8 | | |
OTHER(3): —% | | |||||||||||||||
| | | Utilities: —% | | ||||||||||||
10,000,000 (4)(5) | | | Southern Energy (Escrow) | | | | | — | | | | | | — | | |
| | | Total Other (Cost $—) | | | | | — | | | | | | — | | |
| | | Total Long-Term Investments (Cost $1,590,452,732) | | | | | 1,748,520,884 | | | | | | 99.8 | | |
|
Voya Growth and Income Portfolio | as of December 31, 2022 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 1.6% | | |||||||||||||||
| | | Repurchase Agreements: 1.4% | | ||||||||||||
5,810,100 (6) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/30/22, 4.30%, due 01/03/23 (Repurchase Amount $5,812,838, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $5,926,302, due 01/15/23-11/20/72) | | | | $ | 5,810,100 | | | | | | 0.3 | | |
5,520,291 (6) | | | Citadel Securities LLC, Repurchase Agreement dated 12/30/22, 4.41%, due 01/03/23 (Repurchase Amount $5,522,959, collateralized by various U.S. Government Securities, 0.125%-6.250%, Market Value plus accrued interest $5,633,456, due 04/15/23-11/15/52) | | | | | 5,520,291 | | | | | | 0.3 | | |
71,560 (6) | | | Deutsche Bank Securities Inc., Repurchase Agreement dated 12/30/22, 4.26%, due 01/03/23 (Repurchase Amount $71,593, collateralized by various U.S. Government Securities, 0.000%, Market Value plus accrued interest $72,991, due 01/10/23-06/29/23) | | | | | 71,560 | | | | | | 0.0 | | |
2,445,106 (6) | | | Mirae Asset Securities USA Inc., Repurchase Agreement dated 12/30/22, 4.30%, due 01/03/23 (Repurchase Amount $2,446,258, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.550%-8.250%, Market Value plus accrued interest $2,495,200, due 03/01/23-11/20/72) | | | | | 2,445,106 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
5,810,114 (6) | | | National Bank Financial, Repurchase Agreement dated 12/30/22, 4.34%, due 01/03/23 (Repurchase Amount $5,812,877, collateralized by various U.S. Government Securities, 0.000%- 4.435%, Market Value plus accrued interest $5,926,317, due 01/03/23-09/09/49) | | | | $ | 5,810,114 | | | | | | 0.3 | | |
5,302,822 (6) | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/30/22, 4.34%, due 01/03/23 (Repurchase Amount $5,305,344, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $5,408,904, due 01/15/24-02/15/51) | | | | | 5,302,822 | | | | | | 0.3 | | |
| | | Total Repurchase Agreements (Cost $24,959,993) | | | | | 24,959,993 | | | | | | 1.4 | | |
|
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
| | | Mutual Funds: 0.2% | | ||||||||||||
2,315,000 (7) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 4.150% | | | | | | | | | | | | | |
| | | (Cost $2,315,000) | | | | | 2,315,000 | | | | | | 0.2 | | |
| | | Total Short-Term Investments (Cost $27,274,993) | | | | | 27,274,993 | | | | | | 1.6 | | |
| | | Total Investments in Securities (Cost $1,617,727,725) | | | | $ | 1,775,795,877 | | | | | | 101.4 | | |
| | | Liabilities in Excess of Other Assets | | | | | (24,449,549) | | | | | | (1.4) | | |
| | | Net Assets | | | | $ | 1,751,346,328 | | | | | | 100.0 | | |
Voya Growth and Income Portfolio | as of December 31, 2022 (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2022 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 1,748,520,884 | | | | | $ | — | | | | | $ | — | | | | | $ | 1,748,520,884 | | |
Other | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Short-Term Investments | | | | | 2,315,000 | | | | | | 24,959,993 | | | | | | — | | | | | | 27,274,993 | | |
Total Investments, at fair value | | | | $ | 1,750,835,884 | | | | | $ | 24,959,993 | | | | | $ | — | | | | | $ | 1,775,795,877 | | |
Security | | | | | | Acquisition Date | | | Acquisition Cost | | | Fair Value | | |||||||||
Southern Energy (Escrow) | | | | | | | | 11/30/2005 | | | | | $ | — | | | | | $ | — | | |
| | | | | | | | | | | | | $ | — | | | | | $ | — | | |
| Gross Unrealized Appreciation | | | | $ | 343,408,673 | | |
| Gross Unrealized Depreciation | | | | | (194,136,830) | | |
| Net Unrealized Appreciation | | | | $ | 149,271,843 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2022 |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: 20.0% | | |||||||||||||||
| | | Basic Materials: 0.2% | | ||||||||||||
445,000 (1) | | | Anglo American Capital PLC, 2.250%, 03/17/2028 | | | | $ | 374,970 | | | | | | 0.0 | | |
1,250,000 (1) | | | Anglo American Capital PLC, 3.625%, 09/11/2024 | | | | | 1,210,275 | | | | | | 0.1 | | |
276,000 (1) | | | Anglo American Capital PLC, 5.625%, 04/01/2030 | | | | | 274,669 | | | | | | 0.0 | | |
500,000 | | | Dow Chemical Co/The, 4.625%, 10/01/2044 | | | | | 416,648 | | | | | | 0.0 | | |
342,000 (2) | | | Dow Chemical Co/The, 6.300%, 03/15/2033 | | | | | 360,891 | | | | | | 0.0 | | |
409,000 | | | Dow Chemical Co/The, 6.900%, 05/15/2053 | | | | | 446,549 | | | | | | 0.0 | | |
1,366,000 | | | Mosaic Co/The, 5.450%, 11/15/2033 | | | | | 1,332,856 | | | | | | 0.1 | | |
143,000 | | | Rio Tinto Finance USA Ltd., 2.750%, 11/02/2051 | | | | | 95,281 | | | | | | 0.0 | | |
1,147,000 | | | Steel Dynamics, Inc., 1.650%, 10/15/2027 | | | | | 963,035 | | | | | | 0.0 | | |
362,000 | | | Teck Resources Ltd., 5.400%, 02/01/2043 | | | | | 323,078 | | | | | | 0.0 | | |
| | | | | | | | 5,798,252 | | | | | | 0.2 | | |
| | | Communications: 1.7% | | ||||||||||||
981,000 | | | Amazon.com, Inc., 2.100%, 05/12/2031 | | | | | 803,628 | | | | | | 0.0 | | |
2,340,000 | | | Amazon.com, Inc., 2.875%, 05/12/2041 | | | | | 1,755,394 | | | | | | 0.1 | | |
642,000 (2) | | | Amazon.com, Inc., 3.600%, 04/13/2032 | | | | | 589,407 | | | | | | 0.0 | | |
411,000 | | | Amazon.com, Inc., 3.950%, 04/13/2052 | | | | | 342,457 | | | | | | 0.0 | | |
652,000 | | | Amazon.com, Inc., 4.100%, 04/13/2062 | | | | | 541,997 | | | | | | 0.0 | | |
701,000 | | | Amazon.com, Inc., 4.550%, 12/01/2027 | | | | | 699,948 | | | | | | 0.0 | | |
935,000 | | | Amazon.com, Inc., 4.700%, 12/01/2032 | | | | | 928,521 | | | | | | 0.1 | | |
1,803,000 | | | AT&T, Inc., 2.550%, 12/01/2033 | | | | | 1,390,907 | | | | | | 0.1 | | |
1,240,000 | | | AT&T, Inc., 3.550%, 09/15/2055 | | | | | 832,958 | | | | | | 0.0 | | |
1,532,000 | | | AT&T, Inc., 3.650%, 09/15/2059 | | | | | 1,032,490 | | | | | | 0.1 | | |
764,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 2.250%, 01/15/2029 | | | | | 616,329 | | | | | | 0.0 | | |
446,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.850%, 04/01/2061 | | | | | 259,519 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
451,000 | | | Charter Communications Operating LLC / Charter Communications Operating Capital, 3.900%, 06/01/2052 | | | | $ | 284,821 | | | | | | 0.0 | | |
1,018,000 | | | Comcast Corp., 2.650%, 02/01/2030 | | | | | 883,007 | | | | | | 0.1 | | |
1,417,000 | | | Comcast Corp., 2.887%, 11/01/2051 | | | | | 916,457 | | | | | | 0.1 | | |
529,000 | | | Comcast Corp., 3.900%, 03/01/2038 | | | | | 457,968 | | | | | | 0.0 | | |
900,000 | | | Comcast Corp., 3.999%, 11/01/2049 | | | | | 714,629 | | | | | | 0.0 | | |
3,290,000 | | | Comcast Corp., 4.000%, 03/01/2048 | | | | | 2,654,060 | | | | | | 0.1 | | |
596,000 | | | Comcast Corp., 5.350%, 11/15/2027 | | | | | 609,748 | | | | | | 0.0 | | |
474,000 | | | Comcast Corp., 5.500%, 11/15/2032 | | | | | 495,779 | | | | | | 0.0 | | |
588,000 | | | Corning, Inc., 5.450%, 11/15/2079 | | | | | 510,784 | | | | | | 0.0 | | |
485,000 | | | Meta Platforms, Inc., 3.500%, 08/15/2027 | | | | | 452,839 | | | | | | 0.0 | | |
1,554,000 | | | Meta Platforms, Inc., 3.850%, 08/15/2032 | | | | | 1,371,881 | | | | | | 0.1 | | |
1,113,000 | | | Meta Platforms, Inc., 4.450%, 08/15/2052 | | | | | 890,224 | | | | | | 0.1 | | |
1,698,000 | | | Meta Platforms, Inc., 4.650%, 08/15/2062 | | | | | 1,371,382 | | | | | | 0.1 | | |
738,000 (1) | | | NBN Co. Ltd., 1.450%, 05/05/2026 | | | | | 651,995 | | | | | | 0.0 | | |
550,000 (1)(2) | | | NBN Co. Ltd., 1.625%, 01/08/2027 | | | | | 475,495 | | | | | | 0.0 | | |
1,004,000 (2) | | | Paramount Global, 4.950%, 05/19/2050 | | | | | 734,226 | | | | | | 0.0 | | |
120,000 | | | Paramount Global, 5.250%, 04/01/2044 | | | | | 92,650 | | | | | | 0.0 | | |
575,000 | | | Paramount Global, 5.850%, 09/01/2043 | | | | | 479,670 | | | | | | 0.0 | | |
257,000 (1) | | | Rogers Communications, Inc., 3.800%, 03/15/2032 | | | | | 222,476 | | | | | | 0.0 | | |
588,000 (1) | | | Rogers Communications, Inc., 4.550%, 03/15/2052 | | | | | 458,592 | | | | | | 0.0 | | |
1,000,000 | | | Time Warner Cable LLC, 5.500%, 09/01/2041 | | | | | 833,626 | | | | | | 0.1 | | |
3,754,000 | | | Time Warner Cable LLC, 5.875%, 11/15/2040 | | | | | 3,284,855 | | | | | | 0.2 | | |
527,000 | | | T-Mobile USA, Inc., 2.050%, 02/15/2028 | | | | | 453,501 | | | | | | 0.0 | | |
178,000 | | | T-Mobile USA, Inc., 2.250%, 02/15/2026 | | | | | 162,249 | | | | | | 0.0 | | |
614,000 | | | T-Mobile USA, Inc., 2.625%, 02/15/2029 | | | | | 520,599 | | | | | | 0.0 | | |
526,000 | | | T-Mobile USA, Inc., 3.500%, 04/15/2031 | | | | | 455,371 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2022 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
640,000 | | | T-Mobile USA, Inc., 3.750%, 04/15/2027 | | | | $ | 603,789 | | | | | ��� | 0.0 | | |
198,000 | | | T-Mobile USA, Inc., 3.875%, 04/15/2030 | | | | | 179,816 | | | | | | 0.0 | | |
851,000 | | | T-Mobile USA, Inc., 4.375%, 04/15/2040 | | | | | 729,742 | | | | | | 0.0 | | |
537,000 | | | T-Mobile USA, Inc., 4.500%, 04/15/2050 | | | | | 444,145 | | | | | | 0.0 | | |
1,543,000 | | | Verizon Communications, Inc., 2.355%, 03/15/2032 | | | | | 1,227,221 | | | | | | 0.1 | | |
417,000 | | | Verizon Communications, Inc., 2.987%, 10/30/2056 | | | | | 256,258 | | | | | | 0.0 | | |
779,000 | | | Verizon Communications, Inc., 3.400%, 03/22/2041 | | | | | 588,813 | | | | | | 0.0 | | |
1,119,000 | | | Verizon Communications, Inc., 3.700%, 03/22/2061 | | | | | 786,028 | | | | | | 0.0 | | |
2,000,000 | | | Verizon Communications, Inc., 3.850%, 11/01/2042 | | | | | 1,593,953 | | | | | | 0.1 | | |
980,000 | | | Verizon Communications, Inc., 4.400%, 11/01/2034 | | | | | 903,270 | | | | | | 0.1 | | |
116,000 | | | Verizon Communications, Inc., 4.500%, 08/10/2033 | | | | | 108,914 | | | | | | 0.0 | | |
770,000 | | | Verizon Communications, Inc., 4.750%, 11/01/2041 | | | | | 705,549 | | | | | | 0.0 | | |
2,750,000 | | | Verizon Communications, Inc., 4.812%, 03/15/2039 | | | | | 2,530,460 | | | | | | 0.1 | | |
286,000 | | | Vodafone Group PLC, 4.375%, 02/19/2043 | | | | | 230,141 | | | | | | 0.0 | | |
477,000 | | | Vodafone Group PLC, 5.125%, 06/19/2059 | | | | | 410,368 | | | | | | 0.0 | | |
| | | | | | | | 41,530,906 | | | | | | 1.7 | | |
| | | Consumer, Cyclical: 1.2% | | ||||||||||||
48,064 (1) | | | Alaska Airlines 2020-1 Class A Pass Through Trust, 4.800%, 02/15/2029 | | | | | 45,831 | | | | | | 0.0 | | |
38,065 | | | American Airlines 2015-2 Class AA Pass Through Trust, 3.600%, 03/22/2029 | | | | | 34,218 | | | | | | 0.0 | | |
9,287 | | | American Airlines 2016-1 Class AA Pass Through Trust, 3.575%, 07/15/2029 | | | | | 8,309 | | | | | | 0.0 | | |
2,331,900 | | | American Airlines 2016-2 Class AA Pass Through Trust, 3.200%, 12/15/2029 | | | | | 2,027,449 | | | | | | 0.1 | | |
93,800 | | | American Airlines 2017-2 Class AA Pass Through Trust, 3.350%, 04/15/2031 | | | | | 81,201 | | | | | | 0.0 | | |
551,935 | | | Delta Air Lines 2020-1 Class A Pass Through Trust, 2.500%, 12/10/2029 | | | | | 469,473 | | | | | | 0.0 | | |
218,000 (1) | | | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.750%, 10/20/2028 | | | | | 205,249 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
935,000 | | | General Motors Co., 6.125%, 10/01/2025 | | | | $ | 952,525 | | | | | | 0.0 | | |
1,027,000 | | | General Motors Financial Co., Inc., 2.350%, 02/26/2027 | | | | | 898,336 | | | | | | 0.0 | | |
985,000 | | | General Motors Financial Co., Inc., 3.950%, 04/13/2024 | | | | | 966,084 | | | | | | 0.1 | | |
1,893,000 | | | General Motors Financial Co., Inc., 4.350%, 01/17/2027 | | | | | 1,801,438 | | | | | | 0.1 | | |
1,527,000 | | | General Motors Financial Co., Inc., 5.000%, 04/09/2027 | | | | | 1,481,493 | | | | | | 0.1 | | |
2,878,000 (1) | | | Harley-Davidson Financial Services, Inc., 3.050%, 02/14/2027 | | | | | 2,567,121 | | | | | | 0.1 | | |
858,000 | | | Hasbro, Inc., 3.000%, 11/19/2024 | | | | | 824,956 | | | | | | 0.0 | | |
794,000 | | | Hasbro, Inc., 3.550%, 11/19/2026 | | | | | 745,662 | | | | | | 0.0 | | |
803,000 | | | Home Depot, Inc./The, 4.500%, 09/15/2032 | | | | | 786,594 | | | | | | 0.0 | | |
1,150,000 (2) | | | Home Depot, Inc./The, 4.950%, 09/15/2052 | | | | | 1,110,845 | | | | | | 0.1 | | |
496,000 | | | Lowe’s Cos, Inc., 4.250%, 04/01/2052 | | | | | 395,708 | | | | | | 0.0 | | |
260,000 | | | Lowe’s Cos, Inc., 4.450%, 04/01/2062 | | | | | 203,475 | | | | | | 0.0 | | |
452,690 (1) | | | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd., 6.500%, 06/20/2027 | | | | | 451,061 | | | | | | 0.0 | | |
547,000 | | | Target Corp., 2.950%, 01/15/2052 | | | | | 377,825 | | | | | | 0.0 | | |
1,185,000 | | | Target Corp., 4.500%, 09/15/2032 | | | | | 1,153,820 | | | | | | 0.1 | | |
313,000 | | | Toyota Motor Credit Corp., 1.900%, 01/13/2027 | | | | | 279,750 | | | | | | 0.0 | | |
375,000 (2) | | | Toyota Motor Credit Corp., 4.450%, 06/29/2029 | | | | | 368,003 | | | | | | 0.0 | | |
1,150,000 | | | Toyota Motor Credit Corp., 4.550%, 09/20/2027 | | | | | 1,136,140 | | | | | | 0.1 | | |
363,112 | | | United Airlines 2012-1 Class A Pass Through Trust, 4.150%, 10/11/2025 | | | | | 351,903 | | | | | | 0.0 | | |
512,705 | | | United Airlines 2014-1 Class A Pass Through Trust, 4.000%, 10/11/2027 | | | | | 477,100 | | | | | | 0.0 | | |
439,207 | | | United Airlines 2016-2 Class A Pass Through Trust, 3.100%, 04/07/2030 | | | | | 355,741 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2022 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
3,577,662 | | | United Airlines 2016-2 Class AA Pass Through Trust, 2.875%, 04/07/2030 | | | | $ | 3,050,018 | | | | | | 0.1 | | |
573,032 | | | United Airlines 2019-2 Class A Pass Through Trust, 2.900%, 11/01/2029 | | | | | 461,106 | | | | | | 0.0 | | |
1,576,024 | | | United Airlines 2020-1 Class A Pass Through Trust, 5.875%, 04/15/2029 | | | | | 1,556,055 | | | | | | 0.1 | | |
1,668,820 | | | US Airways 2012-1 Class A Pass Through Trust, 5.900%, 04/01/2026 | | | | | 1,615,689 | | | | | | 0.1 | | |
575,000 | | | Walmart, Inc., 4.500%, 09/09/2052 | | | | | 550,586 | | | | | | 0.0 | | |
1,505,000 (1) | | | Warnermedia Holdings, Inc., 3.755%, 03/15/2027 | | | | | 1,357,439 | | | | | | 0.1 | | |
288,000 (1) | | | Warnermedia Holdings, Inc., 5.050%, 03/15/2042 | | | | | 221,364 | | | | | | 0.0 | | |
438,000 (1) | | | Warnermedia Holdings, Inc., 5.141%, 03/15/2052 | | | | | 320,102 | | | | | | 0.0 | | |
| | | | | | | | 29,689,669 | | | | | | 1.2 | | |
| | | Consumer, Non-cyclical: 3.3% | | ||||||||||||
109,000 | | | Abbott Laboratories, 4.900%, 11/30/2046 | | | | | 106,885 | | | | | | 0.0 | | |
1,663,000 | | | AbbVie, Inc., 2.600%, 11/21/2024 | | | | | 1,592,122 | | | | | | 0.1 | | |
732,000 | | | AbbVie, Inc., 4.050%, 11/21/2039 | | | | | 629,613 | | | | | | 0.0 | | |
1,257,000 | | | AbbVie, Inc., 4.300%, 05/14/2036 | | | | | 1,136,551 | | | | | | 0.1 | | |
1,964,000 | | | AbbVie, Inc., 4.400%, 11/06/2042 | | | | | 1,712,582 | | | | | | 0.1 | | |
579,000 | | | AbbVie, Inc., 4.500%, 05/14/2035 | | | | | 538,405 | | | | | | 0.0 | | |
292,000 | | | AbbVie, Inc., 4.550%, 03/15/2035 | | | | | 274,088 | | | | | | 0.0 | | |
1,700,000 | | | AbbVie, Inc., 4.625%, 10/01/2042 | | | | | 1,517,763 | | | | | | 0.1 | | |
2,403,000 | | | Aetna, Inc., 4.500%, 05/15/2042 | | | | | 2,084,732 | | | | | | 0.1 | | |
327,000 (1) | | | Alcon Finance Corp., 5.375%, 12/06/2032 | | | | | 329,688 | | | | | | 0.0 | | |
474,000 (1) | | | Alcon Finance Corp., 5.750%, 12/06/2052 | | | | | 477,667 | | | | | | 0.0 | | |
473,000 | | | Altria Group, Inc., 2.450%, 02/04/2032 | | | | | 357,992 | | | | | | 0.0 | | |
918,000 | | | Altria Group, Inc., 3.700%, 02/04/2051 | | | | | 578,404 | | | | | | 0.0 | | |
301,000 | | | Altria Group, Inc., 4.800%, 02/14/2029 | | | | | 289,446 | | | | | | 0.0 | | |
730,000 | | | Altria Group, Inc., 5.800%, 02/14/2039 | | | | | 675,956 | | | | | | 0.0 | | |
543,000 | | | Altria Group, Inc., 5.950%, 02/14/2049 | | | | | 485,363 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
1,375,000 | | | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.700%, 02/01/2036 | | | | $ | 1,303,802 | | | | | | 0.1 | | |
3,000,000 | | | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.900%, 02/01/2046 | | | | | 2,742,347 | | | | | | 0.1 | | |
1,260,000 | | | Anheuser-Busch InBev Worldwide, Inc., 5.450%, 01/23/2039 | | | | | 1,262,820 | | | | | | 0.1 | | |
2,362,000 | | | BAT Capital Corp., 2.259%, 03/25/2028 | | | | | 1,964,194 | | | | | | 0.1 | | |
483,000 | | | BAT Capital Corp., 2.726%, 03/25/2031 | | | | | 377,960 | | | | | | 0.0 | | |
140,000 | | | BAT Capital Corp., 3.557%, 08/15/2027 | | | | | 128,121 | | | | | | 0.0 | | |
866,000 | | | BAT Capital Corp., 3.734%, 09/25/2040 | | | | | 590,881 | | | | | | 0.0 | | |
419,000 | | | BAT Capital Corp., 4.390%, 08/15/2037 | | | | | 327,139 | | | | | | 0.0 | | |
1,250,000 | | | BAT International Finance PLC, 4.448%, 03/16/2028 | | | | | 1,159,898 | | | | | | 0.1 | | |
1,150,000 | | | Baxter International, Inc., 2.272%, 12/01/2028 | | | | | 982,911 | | | | | | 0.1 | | |
1,158,000 | | | Bristol-Myers Squibb Co., 3.700%, 03/15/2052 | | | | | 906,831 | | | | | | 0.0 | | |
1,757,000 | | | Bristol-Myers Squibb Co., 4.125%, 06/15/2039 | | | | | 1,570,850 | | | | | | 0.1 | | |
374,000 (1) | | | Cargill, Inc., 2.125%, 04/23/2030 | | | | | 308,788 | | | | | | 0.0 | | |
831,000 (1) | | | Cargill, Inc., 2.125%, 11/10/2031 | | | | | 658,154 | | | | | | 0.0 | | |
310,000 (1) | | | Cargill, Inc., 3.125%, 05/25/2051 | | | | | 215,026 | | | | | | 0.0 | | |
388,000 (1) | | | Cargill, Inc., 4.375%, 04/22/2052 | | | | | 338,499 | | | | | | 0.0 | | |
374,000 (1) | | | Cargill, Inc., 5.125%, 10/11/2032 | | | | | 375,850 | | | | | | 0.0 | | |
1,137,000 | | | Centene Corp., 3.000%, 10/15/2030 | | | | | 934,619 | | | | | | 0.1 | | |
2,195,000 | | | Cigna Corp., 3.250%, 04/15/2025 | | | | | 2,115,659 | | | | | | 0.1 | | |
271,000 | | | Cigna Corp., 3.400%, 03/15/2050 | | | | | 193,323 | | | | | | 0.0 | | |
3,900,000 | | | Cigna Corp., 4.800%, 08/15/2038 | | | | | 3,635,506 | | | | | | 0.2 | | |
346,000 | | | Cigna Corp., 4.900%, 12/15/2048 | | | | | 313,574 | | | | | | 0.0 | | |
1,168,000 (1) | | | CSL Finance PLC, 4.250%, 04/27/2032 | | | | | 1,103,155 | | | | | | 0.1 | | |
404,000 (1) | | | CSL Finance PLC, 4.625%, 04/27/2042 | | | | | 361,980 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2022 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
668,000 (1) | | | CSL Finance PLC, 4.750%, 04/27/2052 | | | | $ | 607,164 | | | | | | 0.0 | | |
278,000 (1) | | | CSL Finance PLC, 4.950%, 04/27/2062 | | | | | 247,537 | | | | | | 0.0 | | |
798,000 | | | CVS Health Corp., 2.700%, 08/21/2040 | | | | | 554,297 | | | | | | 0.0 | | |
1,075,000 | | | CVS Health Corp., 3.875%, 07/20/2025 | | | | | 1,050,060 | | | | | | 0.1 | | |
1,886,000 | | | CVS Health Corp., 4.125%, 04/01/2040 | | | | | 1,576,884 | | | | | | 0.1 | | |
3,000,000 | | | CVS Health Corp., 4.780%, 03/25/2038 | | | | | 2,744,769 | | | | | | 0.1 | | |
375,000 | | | CVS Health Corp., 5.050%, 03/25/2048 | | | | | 338,488 | | | | | | 0.0 | | |
159,000 | | | CVS Health Corp., 5.125%, 07/20/2045 | | | | | 145,691 | | | | | | 0.0 | | |
49,540 | | | CVS Pass-Through Trust, 6.943%, 01/10/2030 | | | | | 50,462 | | | | | | 0.0 | | |
1,237,000 (1) | | | Fresenius Medical Care US Finance III, Inc., 1.875%, 12/01/2026 | | | | | 1,050,565 | | | | | | 0.1 | | |
1,000,000 | | | Global Payments, Inc., 1.200%, 03/01/2026 | | | | | 872,758 | | | | | | 0.0 | | |
670,000 | | | Global Payments, Inc., 2.650%, 02/15/2025 | | | | | 630,895 | | | | | | 0.0 | | |
1,676,000 | | | Global Payments, Inc., 3.200%, 08/15/2029 | | | | | 1,428,128 | | | | | | 0.1 | | |
385,000 | | | Global Payments, Inc., 5.950%, 08/15/2052 | | | | | 350,012 | | | | | | 0.0 | | |
614,000 | | | GSK Consumer Healthcare Capital US LLC, 3.375%, 03/24/2029 | | | | | 553,397 | | | | | | 0.0 | | |
218,000 | | | HCA, Inc., 2.375%, 07/15/2031 | | | | | 170,225 | | | | | | 0.0 | | |
440,000 (1) | | | HCA, Inc., 3.125%, 03/15/2027 | | | | | 400,681 | | | | | | 0.0 | | |
211,000 | | | HCA, Inc., 3.500%, 09/01/2030 | | | | | 182,478 | | | | | | 0.0 | | |
1,166,000 | | | HCA, Inc., 4.125%, 06/15/2029 | | | | | 1,066,891 | | | | | | 0.1 | | |
670,000 (1) | | | HCA, Inc., 4.375%, 03/15/2042 | | | | | 536,403 | | | | | | 0.0 | | |
1,604,000 | | | HCA, Inc., 4.500%, 02/15/2027 | | | | | 1,548,285 | | | | | | 0.1 | | |
772,000 | | | HCA, Inc., 5.250%, 04/15/2025 | | | | | 768,183 | | | | | | 0.0 | | |
1,115,000 | | | Humana, Inc., 1.350%, 02/03/2027 | | | | | 965,588 | | | | | | 0.1 | | |
178,000 | | | Humana, Inc., 3.125%, 08/15/2029 | | | | | 156,405 | | | | | | 0.0 | | |
305,000 | | | Humana, Inc., 5.750%, 03/01/2028 | | | | | 311,983 | | | | | | 0.0 | | |
407,000 | | | Johnson & Johnson, 3.625%, 03/03/2037 | | | | | 363,207 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
296,000 | | | Kraft Heinz Foods Co., 5.000%, 06/04/2042 | | | | $ | 269,076 | | | | | | 0.0 | | |
294,000 | | | Kraft Heinz Foods Co., 5.200%, 07/15/2045 | | | | | 272,699 | | | | | | 0.0 | | |
1,870,000 (1) | | | Mars, Inc., 3.875%, 04/01/2039 | | | | | 1,594,709 | | | | | | 0.1 | | |
405,000 | | | Merck & Co., Inc., 2.750%, 12/10/2051 | | | | | 272,577 | | | | | | 0.0 | | |
884,000 | | | Mylan, Inc., 5.200%, 04/15/2048 | | | | | 661,647 | | | | | | 0.0 | | |
910,000 (1) | | | Nestle Holdings, Inc., 3.900%, 09/24/2038 | | | | | 813,194 | | | | | | 0.0 | | |
1,116,000 (1) | | | Nestle Holdings, Inc., 4.125%, 10/01/2027 | | | | | 1,091,670 | | | | | | 0.1 | | |
801,000 (1) | | | Nestle Holdings, Inc., 4.700%, 01/15/2053 | | | | | 758,249 | | | | | | 0.0 | | |
233,000 | | | PayPal Holdings, Inc., 2.300%, 06/01/2030 | | | | | 191,939 | | | | | | 0.0 | | |
1,033,000 (2) | | | PayPal Holdings, Inc., 4.400%, 06/01/2032 | | | | | 975,347 | | | | | | 0.1 | | |
2,526,000 | | | PayPal Holdings, Inc., 5.250%, 06/01/2062 | | | | | 2,309,487 | | | | | | 0.1 | | |
385,000 | | | Reynolds American, Inc., 5.700%, 08/15/2035 | | | | | 348,784 | | | | | | 0.0 | | |
560,000 | | | Reynolds American, Inc., 5.850%, 08/15/2045 | | | | | 479,320 | | | | | | 0.0 | | |
624,000 | | | Reynolds American, Inc., 6.150%, 09/15/2043 | | | | | 559,144 | | | | | | 0.0 | | |
480,000 (1) | | | Roche Holdings, Inc., 2.607%, 12/13/2051 | | | | | 313,147 | | | | | | 0.0 | | |
537,000 | | | Royalty Pharma PLC, 1.200%, 09/02/2025 | | | | | 481,097 | | | | | | 0.0 | | |
796,000 | | | Royalty Pharma PLC, 1.750%, 09/02/2027 | | | | | 674,957 | | | | | | 0.0 | | |
329,000 | | | S&P Global, Inc., 1.250%, 08/15/2030 | | | | | 253,777 | | | | | | 0.0 | | |
1,000,000 (1) | | | S&P Global, Inc., 2.700%, 03/01/2029 | | | | | 882,261 | | | | | | 0.0 | | |
1,252,000 (1) | | | S&P Global, Inc., 2.900%, 03/01/2032 | | | | | 1,071,387 | | | | | | 0.1 | | |
1,217,000 (1) | | | S&P Global, Inc., 3.700%, 03/01/2052 | | | | | 945,410 | | | | | | 0.1 | | |
342,000 | | | Thermo Fisher Scientific, Inc., 4.800%, 11/21/2027 | | | | | 343,718 | | | | | | 0.0 | | |
830,000 (1)(2) | | | Triton Container International Ltd., 2.050%, 04/15/2026 | | | | | 721,721 | | | | | | 0.0 | | |
482,000 (1) | | | Triton Container International Ltd., 3.150%, 06/15/2031 | | | | | 375,676 | | | | | | 0.0 | | |
485,000 | | | UnitedHealth Group, Inc., 2.750%, 05/15/2040 | | | | | 353,755 | | | | | | 0.0 | | |
245,000 | | | UnitedHealth Group, Inc., 3.050%, 05/15/2041 | | | | | 185,109 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2022 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
1,111,000 | | | UnitedHealth Group, Inc., 3.500%, 08/15/2039 | | | | $ | 912,543 | | | | | | 0.0 | | |
493,000 | | | UnitedHealth Group, Inc., 3.750%, 10/15/2047 | | | | | 394,445 | | | | | | 0.0 | | |
265,000 | | | UnitedHealth Group, Inc., 4.750%, 05/15/2052 | | | | | 246,149 | | | | | | 0.0 | | |
1,024,000 | | | UnitedHealth Group, Inc., 5.300%, 02/15/2030 | | | | | 1,057,723 | | | | | | 0.1 | | |
838,000 | | | UnitedHealth Group, Inc., 5.350%, 02/15/2033 | | | | | 867,317 | | | | | | 0.0 | | |
699,000 | | | UnitedHealth Group, Inc., 5.875%, 02/15/2053 | | | | | 759,353 | | | | | | 0.0 | | |
586,000 | | | UnitedHealth Group, Inc., 6.050%, 02/15/2063 | | | | | 640,107 | | | | | | 0.0 | | |
265,000 | | | Utah Acquisition Sub, Inc., 5.250%, 06/15/2046 | | | | | 201,364 | | | | | | 0.0 | | |
553,000 | | | Viatris, Inc., 2.700%, 06/22/2030 | | | | | 433,529 | | | | | | 0.0 | | |
1,663,000 | | | Viatris, Inc., 3.850%, 06/22/2040 | | | | | 1,120,301 | | | | | | 0.1 | | |
124,000 | | | Viatris, Inc., 4.000%, 06/22/2050 | | | | | 76,829 | | | | | | 0.0 | | |
| | | | | | | | 79,240,097 | | | | | | 3.3 | | |
| | | Energy: 1.8% | | ||||||||||||
277,000 | | | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor, Inc., 2.061%, 12/15/2026 | | | | | 248,652 | | | | | | 0.0 | | |
366,000 | | | BP Capital Markets America, Inc., 1.749%, 08/10/2030 | | | | | 292,617 | | | | | | 0.0 | | |
321,000 | | | BP Capital Markets America, Inc., 2.772%, 11/10/2050 | | | | | 206,371 | | | | | | 0.0 | | |
752,000 (3) | | | BP Capital Markets PLC, 4.875%, 12/31/2199 | | | | | 660,350 | | | | | | 0.0 | | |
205,000 | | | Canadian Natural Resources Ltd., 6.750%, 02/01/2039 | | | | | 212,917 | | | | | | 0.0 | | |
3,558,000 | | | Coterra Energy, Inc., 3.900%, 05/15/2027 | | | | | 3,327,638 | | | | | | 0.2 | | |
181,000 | | | Diamondback Energy, Inc., 3.500%, 12/01/2029 | | | | | 159,191 | | | | | | 0.0 | | |
885,000 | | | Diamondback Energy, Inc., 6.250%, 03/15/2033 | | | | | 901,007 | | | | | | 0.0 | | |
796,000 | | | Diamondback Energy, Inc., 6.250%, 03/15/2053 | | | | | 773,490 | | | | | | 0.0 | | |
979,000 (3) | | | Enbridge, Inc., 5.750%, 07/15/2080 | | | | | 887,677 | | | | | | 0.0 | | |
631,000 (3) | | | Enbridge, Inc., 7.375%, 01/15/2083 | | | | | 614,880 | | | | | | 0.0 | | |
631,000 (3) | | | Enbridge, Inc., 7.625%, 01/15/2083 | | | | | 625,706 | | | | | | 0.0 | | |
582,000 | | | Energy Transfer L.P., 4.250%, 04/01/2024 | | | | | 571,810 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
154,000 | | | Energy Transfer L.P., 4.900%, 03/15/2035 | | | | $ | 137,689 | | | | | | 0.0 | | |
1,625,000 | | | Energy Transfer L.P., 5.300%, 04/01/2044 | | | | | 1,378,759 | | | | | | 0.1 | | |
1,086,000 | | | Energy Transfer L.P., 5.300%, 04/15/2047 | | | | | 908,869 | | | | | | 0.1 | | |
845,000 | | | Energy Transfer L.P., 5.350%, 05/15/2045 | | | | | 720,220 | | | | | | 0.0 | | |
2,009,000 | | | Energy Transfer L.P., 5.750%, 02/15/2033 | | | | | 1,969,393 | | | | | | 0.1 | | |
399,000 | | | Energy Transfer L.P., 5.800%, 06/15/2038 | | | | | 366,791 | | | | | | 0.0 | | |
1,067,000 | | | Energy Transfer L.P. / Regency Energy Finance Corp., 4.500%, 11/01/2023 | | | | | 1,059,550 | | | | | | 0.1 | | |
1,385,000 | | | Enterprise Products Operating LLC, 3.750%, 02/15/2025 | | | | | 1,347,762 | | | | | | 0.1 | | |
453,000 | | | Enterprise Products Operating LLC, 3.950%, 01/31/2060 | | | | | 329,187 | | | | | | 0.0 | | |
218,000 | | | Enterprise Products Operating LLC, 4.200%, 01/31/2050 | | | | | 172,454 | | | | | | 0.0 | | |
1,200,000 (3) | | | Enterprise Products Operating LLC, 7.630%, 08/16/2077 | | | | | 1,087,713 | | | | | | 0.1 | | |
826,000 | | | Equinor ASA, 3.125%, 04/06/2030 | | | | | 743,583 | | | | | | 0.0 | | |
1,000,000 | | | Kinder Morgan Energy Partners L.P., 4.250%, 09/01/2024 | | | | | 983,633 | | | | | | 0.1 | | |
920,000 | | | Kinder Morgan Energy Partners L.P., 5.400%, 09/01/2044 | | | | | 831,142 | | | | | | 0.0 | | |
786,000 | | | Kinder Morgan, Inc., 5.550%, 06/01/2045 | | | | | 720,362 | | | | | | 0.0 | | |
639,000 | | | Marathon Petroleum Corp., 4.750%, 09/15/2044 | | | | | 536,376 | | | | | | 0.0 | | |
543,000 | | | Marathon Petroleum Corp., 5.000%, 09/15/2054 | | | | | 455,933 | | | | | | 0.0 | | |
752,000 | | | Marathon Petroleum Corp., 5.125%, 12/15/2026 | | | | | 748,433 | | | | | | 0.0 | | |
1,100,000 | | | MPLX L.P., 4.000%, 03/15/2028 | | | | | 1,025,087 | | | | | | 0.1 | | |
202,000 | | | MPLX L.P., 4.700%, 04/15/2048 | | | | | 160,292 | | | | | | 0.0 | | |
504,000 | | | MPLX L.P., 5.200%, 12/01/2047 | | | | | 431,046 | | | | | | 0.0 | | |
309,000 | | | MPLX L.P., 5.500%, 02/15/2049 | | | | | 273,051 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2022 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
611,000 (1) | | | Northern Natural Gas Co., 3.400%, 10/16/2051 | | | | $ | 414,742 | | | | | | 0.0 | | |
350,000 | | | ONEOK Partners L.P., 6.125%, 02/01/2041 | | | | | 331,632 | | | | | | 0.0 | | |
908,000 | | | ONEOK Partners L.P., 6.200%, 09/15/2043 | | | | | 866,140 | | | | | | 0.0 | | |
112,000 | | | ONEOK, Inc., 3.100%, 03/15/2030 | | | | | 94,102 | | | | | | 0.0 | | |
766,000 | | | ONEOK, Inc., 5.850%, 01/15/2026 | | | | | 776,048 | | | | | | 0.0 | | |
510,000 | | | Phillips 66, 0.900%, 02/15/2024 | | | | | 487,637 | | | | | | 0.0 | | |
399,000 | | | Plains All American Pipeline L.P. / PAA Finance Corp., 3.550%, 12/15/2029 | | | | | 346,823 | | | | | | 0.0 | | |
761,000 | | | Plains All American Pipeline L.P. / PAA Finance Corp., 3.800%, 09/15/2030 | | | | | 663,160 | | | | | | 0.0 | | |
1,779,000 | | | Plains All American Pipeline L.P. / PAA Finance Corp., 4.650%, 10/15/2025 | | | | | 1,742,662 | | | | | | 0.1 | | |
500,000 | | | Plains All American Pipeline L.P. / PAA Finance Corp., 4.900%, 02/15/2045 | | | | | 389,297 | | | | | | 0.0 | | |
982,000 | | | Sabine Pass Liquefaction LLC, 4.200%, 03/15/2028 | | | | | 924,819 | | | | | | 0.1 | | |
906,000 | | | Sabine Pass Liquefaction LLC, 5.000%, 03/15/2027 | | | | | 889,740 | | | | | | 0.0 | | |
584,000 (1) | | | Santos Finance Ltd., 3.649%, 04/29/2031 | | | | | 464,746 | | | | | | 0.0 | | |
587,000 | | | Shell International Finance BV, 4.000%, 05/10/2046 | | | | | 481,464 | | | | | | 0.0 | | |
1,262,000 | | | Shell International Finance BV, 4.125%, 05/11/2035 | | | | | 1,174,689 | | | | | | 0.1 | | |
201,000 | | | Targa Resources Corp., 6.250%, 07/01/2052 | | | | | 190,725 | | | | | | 0.0 | | |
1,136,000 | | | Targa Resources Partners L.P. / Targa Resources Partners Finance Corp., 4.875%, 02/01/2031 | | | | | 1,027,285 | | | | | | 0.1 | | |
2,000,000 | | | TotalEnergies Capital Canada Ltd., 2.750%, 07/15/2023 | | | | | 1,975,209 | | | | | | 0.1 | | |
500,000 | | | TotalEnergies Capital International SA, 2.986%, 06/29/2041 | | | | | 374,519 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
3,804,000 | | | Williams Cos, Inc./The, 4.000%, 09/15/2025 | | | | $ | 3,701,399 | | | | | | 0.2 | | |
1,017,000 | | | Williams Cos, Inc./The, 5.400%, 03/04/2044 | | | | | 926,746 | | | | | | 0.1 | | |
| | | | | | | | 44,113,215 | | | | | | 1.8 | | |
| | | Financial: 6.2% | | ||||||||||||
600,000 (1)(3) | | | ABN AMRO Bank NV, 3.324%, 03/13/2037 | | | | | 435,114 | | | | | | 0.0 | | |
69,000 | | | Alleghany Corp., 3.250%, 08/15/2051 | | | | | 48,880 | | | | | | 0.0 | | |
681,000 | | | Alleghany Corp., 3.625%, 05/15/2030 | | | | | 633,258 | | | | | | 0.0 | | |
25,000 | | | Alleghany Corp., 4.900%, 09/15/2044 | | | | | 23,037 | | | | | | 0.0 | | |
1,327,000 (3) | | | American Express Co., 4.420%, 08/03/2033 | | | | | 1,257,520 | | | | | | 0.1 | | |
462,000 | | | American Homes 4 Rent L.P., 2.375%, 07/15/2031 | | | | | 357,558 | | | | | | 0.0 | | |
398,000 | | | American Homes 4 Rent L.P., 3.625%, 04/15/2032 | | | | | 335,847 | | | | | | 0.0 | | |
298,000 | | | American Homes 4 Rent L.P., 4.300%, 04/15/2052 | | | | | 219,725 | | | | | | 0.0 | | |
230,000 | | | American International Group, Inc., 3.900%, 04/01/2026 | | | | | 223,071 | | | | | | 0.0 | | |
419,000 | | | American Tower Corp., 3.650%, 03/15/2027 | | | | | 391,962 | | | | | | 0.0 | | |
842,000 (1) | | | Antares Holdings L.P., 2.750%, 01/15/2027 | | | | | 675,556 | | | | | | 0.0 | | |
599,000 (1)(3) | | | ASB Bank Ltd., 5.284%, 06/17/2032 | | | | | 566,430 | | | | | | 0.0 | | |
937,000 | | | Assurant, Inc., 3.700%, 02/22/2030 | | | | | 795,567 | | | | | | 0.0 | | |
445,000 | | | Athene Holding Ltd., 6.650%, 02/01/2033 | | | | | 441,382 | | | | | | 0.0 | | |
486,000 | | | AvalonBay Communities, Inc., 5.000%, 02/15/2033 | | | | | 479,752 | | | | | | 0.0 | | |
789,000 (1) | | | Aviation Capital Group LLC, 1.950%, 09/20/2026 | | | | | 669,380 | | | | | | 0.0 | | |
503,000 (1) | | | Aviation Capital Group LLC, 3.500%, 11/01/2027 | | | | | 440,131 | | | | | | 0.0 | | |
452,000 (1) | | | Aviation Capital Group LLC, 3.875%, 05/01/2023 | | | | | 448,383 | | | | | | 0.0 | | |
863,000 (1) | | | Aviation Capital Group LLC, 5.500%, 12/15/2024 | | | | | 848,385 | | | | | | 0.0 | | |
1,094,000 (1) | | | Avolon Holdings Funding Ltd., 2.528%, 11/18/2027 | | | | | 876,040 | | | | | | 0.0 | | |
710,000 (1) | | | Avolon Holdings Funding Ltd., 2.750%, 02/21/2028 | | | | | 571,038 | | | | | | 0.0 | | |
1,345,000 (1) | | | Avolon Holdings Funding Ltd., 4.250%, 04/15/2026 | | | | | 1,220,827 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2022 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
1,000,000 (3) | | | Banco Bilbao Vizcaya Argentaria SA, 6.138%, 09/14/2028 | | | | $ | 1,002,923 | | | | | | 0.1 | | |
1,000,000 | | | Banco Santander SA, 2.746%, 05/28/2025 | | | | | 936,779 | | | | | | 0.1 | | |
600,000 (3) | | | Banco Santander SA, 3.225%, 11/22/2032 | | | | | 454,454 | | | | | | 0.0 | | |
3,495,000 (3) | | | Bank of America Corp., 1.197%, 10/24/2026 | | | | | 3,110,653 | | | | | | 0.1 | | |
3,375,000 (3) | | | Bank of America Corp., 1.530%, 12/06/2025 | | | | | 3,115,169 | | | | | | 0.1 | | |
4,767,000 (3) | | | Bank of America Corp., 1.734%, 07/22/2027 | | | | | 4,182,308 | | | | | | 0.2 | | |
1,668,000 (3) | | | Bank of America Corp., 1.843%, 02/04/2025 | | | | | 1,599,930 | | | | | | 0.1 | | |
225,000 (3) | | | Bank of America Corp., 2.015%, 02/13/2026 | | | | | 209,028 | | | | | | 0.0 | | |
1,506,000 (3) | | | Bank of America Corp., 2.087%, 06/14/2029 | | | | | 1,269,944 | | | | | | 0.1 | | |
806,000 (3) | | | Bank of America Corp., 2.572%, 10/20/2032 | | | | | 633,260 | | | | | | 0.0 | | |
405,000 (3) | | | Bank of America Corp., 2.676%, 06/19/2041 | | | | | 273,902 | | | | | | 0.0 | | |
1,136,000 (3) | | | Bank of America Corp., 2.687%, 04/22/2032 | | | | | 911,964 | | | | | | 0.0 | | |
814,000 (3) | | | Bank of America Corp., 3.194%, 07/23/2030 | | | | | 701,789 | | | | | | 0.0 | | |
1,385,000 (3) | | | Bank of America Corp., 3.593%, 07/21/2028 | | | | | 1,277,204 | | | | | | 0.1 | | |
727,000 (3) | | | Bank of America Corp., 3.846%, 03/08/2037 | | | | | 603,868 | | | | | | 0.0 | | |
435,000 (3) | | | Bank of America Corp., 3.970%, 03/05/2029 | | | | | 402,153 | | | | | | 0.0 | | |
158,000 (3) | | | Bank of America Corp., 4.083%, 03/20/2051 | | | | | 124,411 | | | | | | 0.0 | | |
814,000 (3) | | | Bank of America Corp., 4.271%, 07/23/2029 | | | | | 760,592 | | | | | | 0.0 | | |
856,000 (3) | | | Bank of America Corp., 4.571%, 04/27/2033 | | | | | 785,405 | | | | | | 0.0 | | |
2,193,000 (3) | | | Bank of America Corp., 5.015%, 07/22/2033 | | | | | 2,088,492 | | | | | | 0.1 | | |
512,000 (3) | | | Bank of America Corp., 6.204%, 11/10/2028 | | | | | 529,545 | | | | | | 0.0 | | |
960,000 (3) | | | Bank of New York Mellon Corp./The, 5.834%, 10/25/2033 | | | | | 998,233 | | | | | | 0.1 | | |
2,335,000 (3) | | | Bank of Nova Scotia/The, 4.588%, 05/04/2037 | | | | | 1,998,658 | | | | | | 0.1 | | |
798,000 (1) | | | Blackstone Holdings Finance Co. LLC, 1.625%, 08/05/2028 | | | | | 650,986 | | | | | | 0.0 | | |
363,000 (1) | | | Blackstone Holdings Finance Co. LLC, 2.000%, 01/30/2032 | | | | | 267,552 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
1,492,000 (1) | | | Blackstone Holdings Finance Co. LLC, 2.850%, 08/05/2051 | | | | $ | 872,411 | | | | | | 0.0 | | |
630,000 (1) | | | Blackstone Holdings Finance Co. LLC, 3.200%, 01/30/2052 | | | | | 404,594 | | | | | | 0.0 | | |
1,168,000 (1) | | | Blackstone Holdings Finance Co. LLC, 6.200%, 04/22/2033 | | | | | 1,181,002 | | | | | | 0.1 | | |
433,000 | | | Blackstone Private Credit Fund, 4.000%, 01/15/2029 | | | | | 358,004 | | | | | | 0.0 | | |
955,000 (1) | | | BPCE SA, 5.700%, 10/22/2023 | | | | | 948,108 | | | | | | 0.1 | | |
725,000 (3) | | | Capital One Financial Corp., 1.878%, 11/02/2027 | | | | | 632,348 | | | | | | 0.0 | | |
476,000 (3) | | | Capital One Financial Corp., 3.273%, 03/01/2030 | | | | | 407,886 | | | | | | 0.0 | | |
771,000 | | | CBRE Services, Inc., 2.500%, 04/01/2031 | | | | | 609,542 | | | | | | 0.0 | | |
1,338,000 | | | Chubb INA Holdings, Inc., 1.375%, 09/15/2030 | | | | | 1,041,701 | | | | | | 0.1 | | |
561,000 | | | CI Financial Corp., 4.100%, 06/15/2051 | | | | | 332,435 | | | | | | 0.0 | | |
806,000 (3) | | | Citigroup, Inc., 1.462%, 06/09/2027 | | | | | 700,083 | | | | | | 0.0 | | |
745,000 (1) | | | Commonwealth Bank of Australia, 3.743%, 09/12/2039 | | | | | 547,029 | | | | | | 0.0 | | |
1,661,000 (1) | | | Corebridge Financial, Inc., 3.850%, 04/05/2029 | | | | | 1,516,286 | | | | | | 0.1 | | |
878,000 (1) | | | Corebridge Financial, Inc., 3.900%, 04/05/2032 | | | | | 769,230 | | | | | | 0.0 | | |
2,333,000 (1)(3) | | | Corebridge Financial, Inc., 6.875%, 12/15/2052 | | | | | 2,166,635 | | | | | | 0.1 | | |
718,000 (1)(3) | | | Credit Agricole SA, 4.750%, 12/31/2199 | | | | | 577,213 | | | | | | 0.0 | | |
6,000,000 (1) | | | Credit Suisse AG, 6.500%, 08/08/2023 | | | | | 5,824,236 | | | | | | 0.3 | | |
1,128,000 | | | Credit Suisse AG/New York NY, 1.250%, 08/07/2026 | | | | | 913,988 | | | | | | 0.1 | | |
1,030,000 | | | Credit Suisse AG/New York NY, 5.000%, 07/09/2027 | | | | | 940,333 | | | | | | 0.1 | | |
445,000 | | | Crown Castle, Inc., 2.900%, 03/15/2027 | | | | | 405,406 | | | | | | 0.0 | | |
760,000 | | | CubeSmart L.P., 2.250%, 12/15/2028 | | | | | 627,776 | | | | | | 0.0 | | |
1,870,000 (1)(3) | | | Danske Bank A/S, 1.621%, 09/11/2026 | | | | | 1,648,733 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2022 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
813,000 (1)(3) | | | Depository Trust & Clearing Corp./The, 3.375%, 12/31/2199 | | | | $ | 644,303 | | | | | | 0.0 | | |
251,000 | | | Goldman Sachs Group, Inc., 6.750%, 10/01/2037 | | | | | 268,883 | | | | | | 0.0 | | |
340,000 | | | Hartford Financial Services Group, Inc./The, 5.950%, 10/15/2036 | | | | | 340,081 | | | | | | 0.0 | | |
2,813,000 (1) | | | Hartford Financial Services Group, Inc./The, 6.731%, (US0003M + 2.125%), 02/12/2067 | | | | | 2,361,879 | | | | | | 0.1 | | |
1,355,000 (3) | | | HSBC Holdings PLC, 1.589%, 05/24/2027 | | | | | 1,169,862 | | | | | | 0.1 | | |
1,875,000 (3) | | | HSBC Holdings PLC, 2.206%, 08/17/2029 | | | | | 1,516,698 | | | | | | 0.1 | | |
1,331,000 (3) | | | HSBC Holdings PLC, 2.633%, 11/07/2025 | | | | | 1,250,903 | | | | | | 0.1 | | |
1,037,000 (3) | | | HSBC Holdings PLC, 2.999%, 03/10/2026 | | | | | 975,492 | | | | | | 0.1 | | |
1,982,000 (3) | | | HSBC Holdings PLC, 4.041%, 03/13/2028 | | | | | 1,829,359 | | | | | | 0.1 | | |
1,250,000 | | | HSBC Holdings PLC, 4.300%, 03/08/2026 | | | | | 1,210,528 | | | | | | 0.1 | | |
1,710,000 (3) | | | HSBC Holdings PLC, 4.600%, 12/31/2199 | | | | | 1,334,627 | | | | | | 0.1 | | |
658,000 (3) | | | HSBC Holdings PLC, 5.210%, 08/11/2028 | | | | | 635,874 | | | | | | 0.0 | | |
742,000 (3) | | | HSBC Holdings PLC, 7.390%, 11/03/2028 | | | | | 781,124 | | | | | | 0.0 | | |
1,809,000 (1) | | | Intact Financial Corp., 5.459%, 09/22/2032 | | | | | 1,790,371 | | | | | | 0.1 | | |
1,059,000 | | | Intercontinental Exchange, Inc., 2.650%, 09/15/2040 | | | | | 738,480 | | | | | | 0.0 | | |
3,319,000 | | | Intercontinental Exchange, Inc., 4.600%, 03/15/2033 | | | | | 3,183,710 | | | | | | 0.1 | | |
200,000 (1) | | | Intesa Sanpaolo SpA, 7.000%, 11/21/2025 | | | | | 204,194 | | | | | | 0.0 | | |
507,000 (1)(3) | | | Intesa Sanpaolo SpA, 8.248%, 11/21/2033 | | | | | 515,789 | | | | | | 0.0 | | |
1,839,000 | | | Invitation Homes Operating Partnership L.P., 2.300%, 11/15/2028 | | | | | 1,524,032 | | | | | | 0.1 | | |
2,030,000 (3) | | | JPMorgan Chase & Co., 0.969%, 06/23/2025 | | | | | 1,893,428 | | | | | | 0.1 | | |
1,184,000 (3) | | | JPMorgan Chase & Co., 1.040%, 02/04/2027 | | | | | 1,031,196 | | | | | | 0.1 | | |
1,023,000 (3) | | | JPMorgan Chase & Co., 1.470%, 09/22/2027 | | | | | 886,981 | | | | | | 0.0 | | |
754,000 (3) | | | JPMorgan Chase & Co., 1.578%, 04/22/2027 | | | | | 663,380 | | | | | | 0.0 | | |
1,465,000 (3) | | | JPMorgan Chase & Co., 2.069%, 06/01/2029 | | | | | 1,226,096 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
381,000 (3) | | | JPMorgan Chase & Co., 2.182%, 06/01/2028 | | | | $ | 333,711 | | | | | | 0.0 | | |
1,537,000 (3) | | | JPMorgan Chase & Co., 2.545%, 11/08/2032 | | | | | 1,218,769 | | | | | | 0.1 | | |
304,000 (3) | | | JPMorgan Chase & Co., 2.595%, 02/24/2026 | | | | | 286,052 | | | | | | 0.0 | | |
2,438,000 (3) | | | JPMorgan Chase & Co., 2.947%, 02/24/2028 | | | | | 2,208,918 | | | | | | 0.1 | | |
255,000 (3) | | | JPMorgan Chase & Co., 3.109%, 04/22/2051 | | | | | 168,181 | | | | | | 0.0 | | |
853,000 (3) | | | JPMorgan Chase & Co., 3.964%, 11/15/2048 | | | | | 669,343 | | | | | | 0.0 | | |
372,000 (3) | | | JPMorgan Chase & Co., 4.912%, 07/25/2033 | | | | | 355,300 | | | | | | 0.0 | | |
2,593,000 (3) | | | JPMorgan Chase & Co., 5.717%, 09/14/2033 | | | | | 2,538,663 | | | | | | 0.1 | | |
435,000 | | | Kite Realty Group L.P., 4.000%, 10/01/2026 | | | | | 401,100 | | | | | | 0.0 | | |
339,000 (1) | | | Liberty Mutual Group, Inc., 5.500%, 06/15/2052 | | | | | 305,900 | | | | | | 0.0 | | |
2,640,000 | | | Main Street Capital Corp., 3.000%, 07/14/2026 | | | | | 2,278,241 | | | | | | 0.1 | | |
684,000 | | | Main Street Capital Corp., 5.200%, 05/01/2024 | | | | | 674,561 | | | | | | 0.0 | | |
620,000 (3) | | | Morgan Stanley, 0.791%, 01/22/2025 | | | | | 586,800 | | | | | | 0.0 | | |
1,590,000 (3) | | | Morgan Stanley, 1.512%, 07/20/2027 | | | | | 1,381,723 | | | | | | 0.1 | | |
1,340,000 (3) | | | Morgan Stanley, 1.593%, 05/04/2027 | | | | | 1,177,049 | | | | | | 0.1 | | |
1,074,000 (3) | | | Morgan Stanley, 2.188%, 04/28/2026 | | | | | 998,952 | | | | | | 0.1 | | |
1,117,000 (3) | | | Morgan Stanley, 2.239%, 07/21/2032 | | | | | 859,631 | | | | | | 0.0 | | |
444,000 (3) | | | Morgan Stanley, 2.475%, 01/21/2028 | | | | | 395,138 | | | | | | 0.0 | | |
499,000 (3) | | | Morgan Stanley, 2.720%, 07/22/2025 | | | | | 477,350 | | | | | | 0.0 | | |
983,000 (3) | | | Morgan Stanley, 2.802%, 01/25/2052 | | | | | 609,414 | | | | | | 0.0 | | |
1,562,000 (3) | | | Morgan Stanley, 3.591%, 07/22/2028 | | | | | 1,435,204 | | | | | | 0.1 | | |
585,000 (3) | | | Morgan Stanley, 3.737%, 04/24/2024 | | | | | 581,912 | | | | | | 0.0 | | |
538,000 | | | Morgan Stanley, 3.875%, 01/27/2026 | | | | | 521,414 | | | | | | 0.0 | | |
4,000,000 | | | Morgan Stanley, 4.000%, 07/23/2025 | | | | | 3,909,868 | | | | | | 0.2 | | |
1,821,000 (3) | | | Morgan Stanley, 5.297%, 04/20/2037 | | | | | 1,670,012 | | | | | | 0.1 | | |
645,000 (3) | | | Morgan Stanley, 6.296%, 10/18/2028 | | | | | 666,980 | | | | | | 0.0 | | |
4,375,000 (3) | | | Morgan Stanley, 6.342%, 10/18/2033 | | | | | 4,598,140 | | | | | | 0.2 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2022 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
1,983,000 | | | Northern Trust Corp., 6.125%, 11/02/2032 | | | | $ | 2,097,306 | | | | | | 0.1 | | |
1,611,000 (1) | | | Northwestern Mutual Global Funding, 1.700%, 06/01/2028 | | | | | 1,364,249 | | | | | | 0.1 | | |
1,044,000 | | | Old Republic International Corp., 3.850%, 06/11/2051 | | | | | 720,432 | | | | | | 0.0 | | |
5,000,000 | | | ORIX Corp., 3.250%, 12/04/2024 | | | | | 4,818,994 | | | | | | 0.2 | | |
2,781,000 (3) | | | PartnerRe Finance B LLC, 4.500%, 10/01/2050 | | | | | 2,410,179 | | | | | | 0.1 | | |
295,000 | | | Piedmont Operating Partnership L.P., 2.750%, 04/01/2032 | | | | | 207,204 | | | | | | 0.0 | | |
1,130,000 | | | Piedmont Operating Partnership L.P., 4.450%, 03/15/2024 | | | | | 1,110,722 | | | | | | 0.1 | | |
388,000 | | | Prologis L.P., 2.250%, 01/15/2032 | | | | | 308,556 | | | | | | 0.0 | | |
365,000 | | | Public Storage, 1.950%, 11/09/2028 | | | | | 312,054 | | | | | | 0.0 | | |
167,000 | | | Realty Income Corp., 3.950%, 08/15/2027 | | | | | 159,486 | | | | | | 0.0 | | |
575,000 | | | Realty Income Corp., 4.875%, 06/01/2026 | | | | | 572,566 | | | | | | 0.0 | | |
448,000 | | | Sabra Health Care L.P., 3.200%, 12/01/2031 | | | | | 334,366 | | | | | | 0.0 | | |
640,000 (3) | | | Santander UK Group Holdings PLC, 2.469%, 01/11/2028 | | | | | 547,381 | | | | | | 0.0 | | |
584,000 | | | Sun Communities Operating L.P., 4.200%, 04/15/2032 | | | | | 515,949 | | | | | | 0.0 | | |
467,000 (3) | | | Truist Financial Corp., 1.267%, 03/02/2027 | | | | | 414,281 | | | | | | 0.0 | | |
2,470,000 | | | UBS AG, 5.125%, 05/15/2024 | | | | | 2,443,183 | | | | | | 0.1 | | |
750,000 (1)(3) | | | UBS Group AG, 1.364%, 01/30/2027 | | | | | 657,618 | | | | | | 0.0 | | |
383,000 (1)(3) | | | UBS Group AG, 2.095%, 02/11/2032 | | | | | 289,222 | | | | | | 0.0 | | |
452,000 (1)(3) | | | UBS Group AG, 2.746%, 02/11/2033 | | | | | 350,455 | | | | | | 0.0 | | |
812,000 (1)(3) | | | UBS Group AG, 3.179%, 02/11/2043 | | | | | 560,696 | | | | | | 0.0 | | |
633,000 (1)(3) | | | UBS Group AG, 4.751%, 05/12/2028 | | | | | 606,744 | | | | | | 0.0 | | |
936,000 (3) | | | US Bancorp, 5.850%, 10/21/2033 | | | | | 974,725 | | | | | | 0.1 | | |
163,000 | | | Ventas Realty L.P., 5.700%, 09/30/2043 | | | | | 149,235 | | | | | | 0.0 | | |
822,000 | | | Visa, Inc., 4.150%, 12/14/2035 | | | | | 779,601 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
207,000 | | | Visa, Inc., 4.300%, 12/14/2045 | | | | $ | 190,074 | | | | | | 0.0 | | |
370,000 (3) | | | Wells Fargo & Co., 2.164%, 02/11/2026 | | | | | 345,216 | | | | | | 0.0 | | |
1,678,000 (3) | | | Wells Fargo & Co., 2.406%, 10/30/2025 | | | | | 1,588,003 | | | | | | 0.1 | | |
471,000 (3) | | | Wells Fargo & Co., 3.068%, 04/30/2041 | | | | | 337,701 | | | | | | 0.0 | | |
418,000 (3) | | | Wells Fargo & Co., 5.013%, 04/04/2051 | | | | | 370,358 | | | | | | 0.0 | | |
1,750,000 | | | XLIT Ltd., 5.500%, 03/31/2045 | | | | | 1,661,935 | | | | | | 0.1 | | |
| | | | | | | | 150,757,111 | | | | | | 6.2 | | |
| | | Industrial: 1.2% | | ||||||||||||
410,000 | | | Avnet, Inc., 5.500%, 06/01/2032 | | | | | 379,756 | | | | | | 0.0 | | |
1,201,000 | | | Berry Global, Inc., 0.950%, 02/15/2024 | | | | | 1,138,352 | | | | | | 0.1 | | |
1,472,000 | | | Berry Global, Inc., 1.650%, 01/15/2027 | | | | | 1,260,956 | | | | | | 0.1 | | |
1,213,000 | | | Boeing Co/The, 3.250%, 02/01/2028 | | | | | 1,103,672 | | | | | | 0.1 | | |
446,000 | | | Boeing Co/The, 3.250%, 02/01/2035 | | | | | 340,521 | | | | | | 0.0 | | |
340,000 (2) | | | Boeing Co/The, 3.625%, 02/01/2031 | | | | | 298,744 | | | | | | 0.0 | | |
120,000 | | | Boeing Co/The, 3.850%, 11/01/2048 | | | | | 82,900 | | | | | | 0.0 | | |
768,000 | | | Boeing Co/The, 4.875%, 05/01/2025 | | | | | 762,811 | | | | | | 0.0 | | |
980,000 | | | Boeing Co/The, 5.150%, 05/01/2030 | | | | | 958,530 | | | | | | 0.1 | | |
288,000 | | | Boeing Co/The, 5.805%, 05/01/2050 | | | | | 268,494 | | | | | | 0.0 | | |
1,161,000 | | | Burlington Northern Santa Fe LLC, 3.900%, 08/01/2046 | | | | | 948,551 | | | | | | 0.0 | | |
1,435,000 | | | Burlington Northern Santa Fe LLC, 4.450%, 01/15/2053 | | | | | 1,283,020 | | | | | | 0.1 | | |
763,000 | | | CSX Corp., 4.500%, 11/15/2052 | | | | | 666,624 | | | | | | 0.0 | | |
1,684,000 | | | CSX Corp., 4.650%, 03/01/2068 | | | | | 1,429,432 | | | | | | 0.1 | | |
361,000 | | | FedEx Corp., 3.900%, 02/01/2035 | | | | | 308,095 | | | | | | 0.0 | | |
678,000 | | | FedEx Corp., 4.400%, 01/15/2047 | | | | | 543,768 | | | | | | 0.0 | | |
484,000 | | | John Deere Capital Corp., 3.350%, 04/18/2029 | | | | | 448,292 | | | | | | 0.0 | | |
740,000 | | | John Deere Capital Corp., 4.350%, 09/15/2032 | | | | | 721,213 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2022 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Industrial (continued) | | ||||||||||||
772,000 (1)(2) | | | Komatsu Finance America, Inc., 5.499%, 10/06/2027 | | | | $ | 786,862 | | | | | | 0.0 | | |
619,000 | | | Lockheed Martin Corp., 5.700%, 11/15/2054 | | | | | 652,620 | | | | | | 0.0 | | |
290,000 | | | Lockheed Martin Corp., 5.900%, 11/15/2063 | | | | | 313,439 | | | | | | 0.0 | | |
387,000 | | | Norfolk Southern Corp., 4.100%, 05/15/2121 | | | | | 269,540 | | | | | | 0.0 | | |
1,295,000 (1) | | | Penske Truck Leasing Co. Lp / PTL Finance Corp., 1.200%, 11/15/2025 | | | | | 1,140,757 | | | | | | 0.1 | | |
1,661,000 (1) | | | Penske Truck Leasing Co. Lp / PTL Finance Corp., 1.700%, 06/15/2026 | | | | | 1,455,002 | | | | | | 0.1 | | |
118,000 | | | Raytheon Technologies Corp., 3.650%, 08/16/2023 | | | | | 117,023 | | | | | | 0.0 | | |
1,423,000 | | | Raytheon Technologies Corp., 4.450%, 11/16/2038 | | | | | 1,298,501 | | | | | | 0.1 | | |
2,066,000 | | | Raytheon Technologies Corp., 4.500%, 06/01/2042 | | | | | 1,867,667 | | | | | | 0.1 | | |
1,070,000 (1) | | | Sealed Air Corp., 1.573%, 10/15/2026 | | | | | 925,326 | | | | | | 0.0 | | |
1,322,000 (1) | | | SMBC Aviation Capital Finance DAC, 1.900%, 10/15/2026 | | | | | 1,126,968 | | | | | | 0.1 | | |
2,250,000 (1) | | | TTX Co., 3.600%, 01/15/2025 | | | | | 2,170,911 | | | | | | 0.1 | | |
582,000 (1) | | | TTX Co., 5.650%, 12/01/2052 | | | | | 588,380 | | | | | | 0.0 | | |
1,190,000 | | | Union Pacific Corp., 3.500%, 02/14/2053 | | | | | 899,729 | | | | | | 0.0 | | |
608,000 | | | Union Pacific Corp., 5.150%, 01/20/2063 | | | | | 588,133 | | | | | | 0.0 | | |
575,000 | | | Waste Connections, Inc., 4.200%, 01/15/2033 | | | | | 535,816 | | | | | | 0.0 | | |
| | | | | | | | 27,680,405 | | | | | | 1.2 | | |
| | | Technology: 1.5% | | ||||||||||||
1,716,000 | | | Advanced Micro Devices, Inc., 3.924%, 06/01/2032 | | | | | 1,599,525 | | | | | | 0.1 | | |
1,658,000 | | | Advanced Micro Devices, Inc., 4.393%, 06/01/2052 | | | | | 1,465,848 | | | | | | 0.1 | | |
838,000 | | | Apple, Inc., 2.650%, 02/08/2051 | | | | | 556,670 | | | | | | 0.0 | | |
643,000 | | | Apple, Inc., 2.850%, 08/05/2061 | | | | | 416,812 | | | | | | 0.0 | | |
390,000 (2) | | | Apple, Inc., 3.350%, 08/08/2032 | | | | | 355,222 | | | | | | 0.0 | | |
2,489,000 | | | Apple, Inc., 3.750%, 09/12/2047 | | | | | 2,080,266 | | | | | | 0.1 | | |
2,000,000 | | | Apple, Inc., 3.850%, 05/04/2043 | | | | | 1,734,460 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Technology (continued) | | ||||||||||||
2,549,000 | | | Apple, Inc., 3.950%, 08/08/2052 | | | | $ | 2,180,634 | | | | | | 0.1 | | |
390,000 | | | Apple, Inc., 4.100%, 08/08/2062 | | | | | 326,575 | | | | | | 0.0 | | |
800,000 (1) | | | Broadcom, Inc., 4.926%, 05/15/2037 | | | | | 700,765 | | | | | | 0.0 | | |
1,000,000 | | | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | | | | | 1,021,385 | | | | | | 0.1 | | |
1,840,000 | | | HP, Inc., 2.650%, 06/17/2031 | | | | | 1,437,871 | | | | | | 0.1 | | |
238,000 | | | HP, Inc., 4.000%, 04/15/2029 | | | | | 217,738 | | | | | | 0.0 | | |
550,000 (2) | | | HP, Inc., 4.750%, 01/15/2028 | | | | | 534,611 | | | | | | 0.0 | | |
638,000 | | | Intel Corp., 3.100%, 02/15/2060 | | | | | 396,125 | | | | | | 0.0 | | |
1,219,000 | | | Intel Corp., 3.250%, 11/15/2049 | | | | | 835,031 | | | | | | 0.0 | | |
384,000 | | | Intel Corp., 5.050%, 08/05/2062 | | | | | 339,093 | | | | | | 0.0 | | |
1,264,000 | | | International Business Machines Corp., 3.500%, 05/15/2029 | | | | | 1,164,635 | | | | | | 0.1 | | |
758,000 (2) | | | International Business Machines Corp., 4.400%, 07/27/2032 | | | | | 725,500 | | | | | | 0.0 | | |
792,000 | | | International Business Machines Corp., 4.900%, 07/27/2052 | | | | | 724,278 | | | | | | 0.0 | | |
1,206,000 | | | KLA Corp., 4.950%, 07/15/2052 | | | | | 1,127,078 | | | | | | 0.1 | | |
644,000 | | | KLA Corp., 5.250%, 07/15/2062 | | | | | 622,618 | | | | | | 0.0 | | |
564,000 | | | Kyndryl Holdings, Inc., 2.050%, 10/15/2026 | | | | | 460,837 | | | | | | 0.0 | | |
1,563,000 | | | Kyndryl Holdings, Inc., 2.700%, 10/15/2028 | | | | | 1,175,462 | | | | | | 0.1 | | |
283,000 | | | Kyndryl Holdings, Inc., 3.150%, 10/15/2031 | | | | | 189,175 | | | | | | 0.0 | | |
900,000 | | | Microchip Technology, Inc., 2.670%, 09/01/2023 | | | | | 883,456 | | | | | | 0.1 | | |
3,061,000 | | | Microsoft Corp., 2.921%, 03/17/2052 | | | | | 2,181,490 | | | | | | 0.1 | | |
298,000 | | | NXP BV / NXP Funding LLC / NXP USA, Inc., 3.250%, 11/30/2051 | | | | | 186,817 | | | | | | 0.0 | | |
143,000 | | | NXP BV / NXP Funding LLC / NXP USA, Inc., 3.400%, 05/01/2030 | | | | | 123,898 | | | | | | 0.0 | | |
2,015,000 | | | Oracle Corp., 2.300%, 03/25/2028 | | | | | 1,748,837 | | | | | | 0.1 | | |
178,000 | | | Oracle Corp., 3.600%, 04/01/2050 | | | | | 120,586 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2022 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Technology (continued) | | ||||||||||||
998,000 | | | Oracle Corp., 3.650%, 03/25/2041 | | | | $ | 740,477 | | | | | | 0.0 | | |
1,228,000 | | | Oracle Corp., 3.800%, 11/15/2037 | | | | | 976,666 | | | | | | 0.1 | | |
148,000 | | | Oracle Corp., 3.850%, 07/15/2036 | | | | | 121,529 | | | | | | 0.0 | | |
315,000 | | | Oracle Corp., 3.950%, 03/25/2051 | | | | | 225,799 | | | | | | 0.0 | | |
1,011,000 | | | Oracle Corp., 4.000%, 11/15/2047 | | | | | 743,243 | | | | | | 0.0 | | |
632,000 | | | Oracle Corp., 6.150%, 11/09/2029 | | | | | 657,490 | | | | | | 0.0 | | |
429,000 | | | Oracle Corp., 6.900%, 11/09/2052 | | | | | 461,460 | | | | | | 0.0 | | |
152,000 (2) | | | QUALCOMM, Inc., 5.400%, 05/20/2033 | | | | | 158,766 | | | | | | 0.0 | | |
1,230,000 | | | QUALCOMM, Inc., 6.000%, 05/20/2053 | | | | | 1,314,168 | | | | | | 0.1 | | |
525,000 (1) | | | Renesas Electronics Corp., 2.170%, 11/25/2026 | | | | | 450,647 | | | | | | 0.0 | | |
1,173,000 | | | Salesforce, Inc., 2.700%, 07/15/2041 | | | | | 841,932 | | | | | | 0.0 | | |
389,000 | | | Texas Instruments, Inc., 3.650%, 08/16/2032 | | | | | 361,847 | | | | | | 0.0 | | |
577,000 | | | Texas Instruments, Inc., 4.100%, 08/16/2052 | | | | | 515,723 | | | | | | 0.0 | | |
809,000 | | | VMware, Inc., 1.400%, 08/15/2026 | | | | | 706,272 | | | | | | 0.0 | | |
| | | | | | | | 35,909,317 | | | | | | 1.5 | | |
| | | Utilities: 2.9% | | ||||||||||||
1,198,000 (1) | | | AEP Texas, Inc., 3.850%, 10/01/2025 | | | | | 1,151,906 | | | | | | 0.1 | | |
1,068,000 | | | AES Corp./The, 1.375%, 01/15/2026 | | | | | 949,519 | | | | | | 0.1 | | |
880,000 (1) | | | AES Corp./The, 3.950%, 07/15/2030 | | | | | 780,208 | | | | | | 0.0 | | |
663,000 (3) | | | American Electric Power Co., Inc., 3.875%, 02/15/2062 | | | | | 517,326 | | | | | | 0.0 | | |
503,000 (1) | | | American Transmission Systems, Inc., 2.650%, 01/15/2032 | | | | | 414,134 | | | | | | 0.0 | | |
1,377,000 (1) | | | American Transmission Systems, Inc., 5.000%, 09/01/2044 | | | | | 1,257,590 | | | | | | 0.1 | | |
181,000 | | | Appalachian Power Co., 3.700%, 05/01/2050 | | | | | 132,674 | | | | | | 0.0 | | |
323,000 | | | Avangrid, Inc., 3.200%, 04/15/2025 | | | | | 308,948 | | | | | | 0.0 | | |
912,000 | | | Baltimore Gas and Electric Co., 2.250%, 06/15/2031 | | | | | 741,092 | | | | | | 0.0 | | |
583,000 | | | Black Hills Corp., 3.050%, 10/15/2029 | | | | | 495,838 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
1,800,000 | | | Black Hills Corp., 4.250%, 11/30/2023 | | | | $ | 1,790,520 | | | | | | 0.1 | | |
272,000 | | | Black Hills Corp., 4.350%, 05/01/2033 | | | | | 240,128 | | | | | | 0.0 | | |
750,000 | | | CenterPoint Energy Houston Electric LLC, 3.550%, 08/01/2042 | | | | | 595,181 | | | | | | 0.0 | | |
537,000 (3) | | | CMS Energy Corp., 3.750%, 12/01/2050 | | | | | 405,739 | | | | | | 0.0 | | |
600,000 (3) | | | CMS Energy Corp., 4.750%, 06/01/2050 | | | | | 520,476 | | | | | | 0.0 | | |
400,000 | | | Consolidated Edison Co. of New York, Inc., 5.300%, 03/01/2035 | | | | | 394,325 | | | | | | 0.0 | | |
1,586,000 (3) | | | Dominion Energy, Inc., 4.350%, 12/31/2199 | | | | | 1,340,064 | | | | | | 0.1 | | |
1,531,000 (3) | | | Dominion Energy, Inc., 4.650%, 12/31/2199 | | | | | 1,347,280 | | | | | | 0.1 | | |
961,000 | | | Dominion Energy, Inc., 5.375%, 11/15/2032 | | | | | 955,544 | | | | | | 0.1 | | |
405,000 | | | Duke Energy Carolinas LLC, 2.550%, 04/15/2031 | | | | | 339,095 | | | | | | 0.0 | | |
1,186,000 | | | Duke Energy Carolinas LLC, 3.700%, 12/01/2047 | | | | | 907,981 | | | | | | 0.0 | | |
116,000 | | | Duke Energy Carolinas LLC, 3.750%, 06/01/2045 | | | | | 90,559 | | | | | | 0.0 | | |
824,000 | | | Duke Energy Carolinas LLC, 4.000%, 09/30/2042 | | | | | 685,374 | | | | | | 0.0 | | |
14,000 | | | Duke Energy Carolinas LLC, 4.250%, 12/15/2041 | | | | | 12,146 | | | | | | 0.0 | | |
360,000 (3) | | | Duke Energy Corp., 4.875%, 12/31/2199 | | | | | 329,400 | | | | | | 0.0 | | |
794,000 | | | Duke Energy Florida LLC, 2.400%, 12/15/2031 | | | | | 650,498 | | | | | | 0.0 | | |
130,000 | | | Duke Energy Florida LLC, 4.200%, 07/15/2048 | | | | | 109,621 | | | | | | 0.0 | | |
372,000 | | | Duke Energy Florida LLC, 5.950%, 11/15/2052 | | | | | 398,288 | | | | | | 0.0 | | |
479,000 | | | Duke Energy Progress LLC, 3.700%, 10/15/2046 | | | | | 364,958 | | | | | | 0.0 | | |
180,000 | | | Duke Energy Progress LLC, 4.100%, 05/15/2042 | | | | | 151,887 | | | | | | 0.0 | | |
21,000 | | | Duke Energy Progress LLC, 4.100%, 03/15/2043 | | | | | 17,684 | | | | | | 0.0 | | |
1,029,000 | | | Duke Energy Progress LLC, 4.200%, 08/15/2045 | | | | | 866,003 | | | | | | 0.0 | | |
485,000 (1) | | | Duquesne Light Holdings, Inc., 2.532%, 10/01/2030 | | | | | 385,412 | | | | | | 0.0 | | |
262,000 (1) | | | Enel Finance America LLC, 7.100%, 10/14/2027 | | | | | 271,372 | | | | | | 0.0 | | |
841,000 (1) | | | Enel Finance International NV, 7.500%, 10/14/2032 | | | | | 891,280 | | | | | | 0.0 | | |
877,000 (1) | | | Enel Finance International NV, 7.750%, 10/14/2052 | | | | | 941,603 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2022 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
699,000 | | | Entergy Arkansas LLC, 2.650%, 06/15/2051 | | | | $ | 424,507 | | | | | | 0.0 | | |
129,000 | | | Entergy Arkansas LLC, 3.350%, 06/15/2052 | | | | | 90,232 | | | | | | 0.0 | | |
383,000 | | | Entergy Arkansas LLC, 4.200%, 04/01/2049 | | | | | 315,395 | | | | | | 0.0 | | |
1,626,000 | | | Entergy Corp., 0.900%, 09/15/2025 | | | | | 1,449,547 | | | | | | 0.1 | | |
745,000 | | | Entergy Corp., 2.400%, 06/15/2031 | | | | | 593,566 | | | | | | 0.0 | | |
417,000 | | | Entergy Corp., 2.800%, 06/15/2030 | | | | | 353,175 | | | | | | 0.0 | | |
1,749,000 | | | Evergy Kansas Central, Inc., 3.250%, 09/01/2049 | | | | | 1,217,544 | | | | | | 0.1 | | |
925,000 | | | Eversource Energy, 1.400%, 08/15/2026 | | | | | 812,888 | | | | | | 0.0 | | |
1,070,000 | | | Eversource Energy, 2.900%, 03/01/2027 | | | | | 986,728 | | | | | | 0.1 | | |
1,505,000 | | | Georgia Power Co., 2.200%, 09/15/2024 | | | | | 1,436,190 | | | | | | 0.1 | | |
1,310,000 | | | Georgia Power Co., 5.750%, 04/15/2023 | | | | | 1,314,380 | | | | | | 0.1 | | |
3,640,000 | | | Interstate Power and Light Co., 3.250%, 12/01/2024 | | | | | 3,513,905 | | | | | | 0.2 | | |
289,000 (1) | | | Jersey Central Power & Light Co., 2.750%, 03/01/2032 | | | | | 234,140 | | | | | | 0.0 | | |
2,802,000 (1) | | | Jersey Central Power & Light Co., 4.300%, 01/15/2026 | | | | | 2,709,489 | | | | | | 0.1 | | |
411,000 (1) | | | Metropolitan Edison Co., 4.000%, 04/15/2025 | | | | | 393,677 | | | | | | 0.0 | | |
2,745,000 | | | Mississippi Power Co., 4.250%, 03/15/2042 | | | | | 2,238,098 | | | | | | 0.1 | | |
266,000 | | | Mississippi Power Co., 4.750%, 10/15/2041 | | | | | 217,216 | | | | | | 0.0 | | |
830,000 (1) | | | Monongahela Power Co., 3.550%, 05/15/2027 | | | | | 781,379 | | | | | | 0.0 | | |
188,000 (1) | | | Narragansett Electric Co/The, 3.395%, 04/09/2030 | | | | | 168,414 | | | | | | 0.0 | | |
1,490,000 | | | National Rural Utilities Cooperative Finance Corp., 2.400%, 03/15/2030 | | | | | 1,244,036 | | | | | | 0.1 | | |
616,000 | | | National Rural Utilities Cooperative Finance Corp., 2.750%, 04/15/2032 | | | | | 508,400 | | | | | | 0.0 | | |
825,000 | | | National Rural Utilities Cooperative Finance Corp., 4.150%, 12/15/2032 | | | | | 764,354 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
1,507,000 (3) | | | National Rural Utilities Cooperative Finance Corp., 4.750%, 04/30/2043 | | | | $ | 1,397,818 | | | | | | 0.1 | | |
333,000 (2) | | | National Rural Utilities Cooperative Finance Corp., 5.800%, 01/15/2033 | | | | | 348,613 | | | | | | 0.0 | | |
1,750,000 | | | NextEra Energy Capital Holdings, Inc., 1.875%, 01/15/2027 | | | | | 1,551,306 | | | | | | 0.1 | | |
863,000 | | | NextEra Energy Capital Holdings, Inc., 1.900%, 06/15/2028 | | | | | 738,346 | | | | | | 0.0 | | |
335,000 | | | NextEra Energy Capital Holdings, Inc., 2.440%, 01/15/2032 | | | | | 271,199 | | | | | | 0.0 | | |
1,215,000 (3) | | | NextEra Energy Capital Holdings, Inc., 3.800%, 03/15/2082 | | | | | 991,585 | | | | | | 0.1 | | |
780,000 | | | NextEra Energy Capital Holdings, Inc., 4.255%, 09/01/2024 | | | | | 769,921 | | | | | | 0.0 | | |
764,000 | | | NiSource, Inc., 5.950%, 06/15/2041 | | | | | 776,293 | | | | | | 0.0 | | |
526,000 | | | NSTAR Electric Co., 1.950%, 08/15/2031 | | | | | 419,680 | | | | | | 0.0 | | |
648,000 | | | Oglethorpe Power Corp., 3.750%, 08/01/2050 | | | | | 467,720 | | | | | | 0.0 | | |
1,185,000 (1) | | | Oncor Electric Delivery Co. LLC, 4.550%, 09/15/2032 | | | | | 1,163,892 | | | | | | 0.1 | | |
951,000 | | | ONE Gas, Inc., 1.100%, 03/11/2024 | | | | | 912,320 | | | | | | 0.0 | | |
436,000 | | | Pacific Gas and Electric Co., 4.250%, 03/15/2046 | | | | | 304,936 | | | | | | 0.0 | | |
629,000 | | | Pacific Gas and Electric Co., 4.300%, 03/15/2045 | | | | | 448,290 | | | | | | 0.0 | | |
583,000 | | | Pacific Gas and Electric Co., 4.450%, 04/15/2042 | | | | | 436,043 | | | | | | 0.0 | | |
1,172,000 | | | PacifiCorp, 5.350%, 12/01/2053 | | | | | 1,167,205 | | | | | | 0.1 | | |
292,000 | | | PECO Energy Co., 4.150%, 10/01/2044 | | | | | 249,582 | | | | | | 0.0 | | |
1,176,000 | | | Public Service Enterprise Group, Inc., 2.450%, 11/15/2031 | | | | | 942,848 | | | | | | 0.0 | | |
1,331,000 (3) | | | Sempra Energy, 4.125%, 04/01/2052 | | | | | 1,037,174 | | | | | | 0.1 | | |
1,315,000 (3) | | | Sempra Energy, 4.875%, 12/31/2199 | | | | | 1,219,242 | | | | | | 0.1 | | |
1,541,000 | | | South Jersey Industries, Inc., 5.020%, 04/15/2031 | | | | | 1,201,129 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2022 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Utilities (continued) | | ||||||||||||
1,481,000 (3) | | | Southern Co/The, 3.750%, 09/15/2051 | | | | $ | 1,199,538 | | | | | | 0.1 | | |
1,280,000 (3) | | | Southern Co/The, 4.000%, 01/15/2051 | | | | | 1,168,000 | | | | | | 0.1 | | |
780,000 | | | Southern Co/The, 5.113%, 08/01/2027 | | | | | 778,414 | | | | | | 0.0 | | |
160,000 | | | Southwest Gas Corp., 4.050%, 03/15/2032 | | | | | 140,928 | | | | | | 0.0 | | |
1,499,000 | | | Southwestern Electric Power Co., 1.650%, 03/15/2026 | | | | | 1,342,379 | | | | | | 0.1 | | |
580,000 | | | Tampa Electric Co., 4.350%, 05/15/2044 | | | | | 483,662 | | | | | | 0.0 | | |
998,000 | | | Union Electric Co., 3.900%, 09/15/2042 | | | | | 821,659 | | | | | | 0.0 | | |
850,000 (1) | | | Vistra Operations Co. LLC, 5.125%, 05/13/2025 | | | | | 835,805 | | | | | | 0.0 | | |
711,000 | | | Washington Gas Light Co., 3.650%, 09/15/2049 | | | | | 519,511 | | | | | | 0.0 | | |
1,683,000 | | | WEC Energy Group, Inc., 1.375%, 10/15/2027 | | | | | 1,430,326 | | | | | | 0.1 | | |
396,000 | | | WEC Energy Group, Inc., 2.200%, 12/15/2028 | | | | | 335,996 | | | | | | 0.0 | | |
197,000 | | | WEC Energy Group, Inc., 5.000%, 09/27/2025 | | | | | 197,161 | | | | | | 0.0 | | |
276,000 | | | WEC Energy Group, Inc., 5.150%, 10/01/2027 | | | | | 279,455 | | | | | | 0.0 | | |
861,000 | | | Wisconsin Electric Power Co., 1.700%, 06/15/2028 | | | | | 734,791 | | | | | | 0.0 | | |
| | | | | | | | 70,601,680 | | | | | | 2.9 | | |
| | | Total Corporate Bonds/Notes (Cost $549,571,917) | | | | | 485,320,652 | | | | | | 20.0 | | |
COLLATERALIZED MORTGAGE OBLIGATIONS: 14.1% | | |||||||||||||||
1,013,664 | | | Alternative Loan Trust 2005-65CB 2A4, 5.500%, 12/25/2035 | | | | | 719,639 | | | | | | 0.0 | | |
1,223,439 | | | Alternative Loan Trust 2005-6CB 1A3, 5.250%, 04/25/2035 | | | | | 1,029,117 | | | | | | 0.1 | | |
210,906 (4) | | | Alternative Loan Trust 2005-J3 2A2, 0.611%, (-1.000*US0001M + 5.000%), 05/25/2035 | | | | | 7,214 | | | | | | 0.0 | | |
1,116,061 | | | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036 | | | | | 568,624 | | | | | | 0.0 | | |
1,536,937 | | | Alternative Loan Trust 2007-23CB A3, 4.889%, (US0001M + 0.500%), 09/25/2037 | | | | | 696,915 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
70,439 | | | Banc of America Funding 2007 8 Trust 4A1, 6.000%, 08/25/2037 | | | | $ | 54,579 | | | | | | 0.0 | | |
1,382,225 (1) | | | Bayview MSR Opportunity Master Fund Trust 2022-2 AF, 4.371%, (SOFR30A + 0.850%), 12/25/2051 | | | | | 1,266,842 | | | | | | 0.1 | | |
476,480 (3) | | | Bear Stearns ALT-A Trust 2005-10 22A1, 3.787%, 01/25/2036 | | | | | 443,980 | | | | | | 0.0 | | |
222,139 (3) | | | Bear Stearns ALT-A Trust 2005-4 23A1, 3.115%, 05/25/2035 | | | | | 206,585 | | | | | | 0.0 | | |
760,575 (3) | | | Bear Stearns ALT-A Trust 2006-6 31A1, 3.602%, 11/25/2036 | | | | | 433,520 | | | | | | 0.0 | | |
891,547 (3) | | | Bear Stearns ALT-A Trust 2006-6 32A1, 3.586%, 11/25/2036 | | | | | 477,501 | | | | | | 0.0 | | |
2,054 (3) | | | Bear Stearns ARM Trust 2005-12 13A1, 3.953%, 02/25/2036 | | | | | 1,538 | | | | | | 0.0 | | |
1,701,391 | | | Bear Stearns Mortgage Funding Trust 2006-AR5 2A1, 4.579%, (US0001M + 0.190%), 01/25/2037 | | | | | 1,447,726 | | | | | | 0.1 | | |
85,816 (3) | | | Bear Stearns Structured Products, Inc. Trust 2007-R6 1A1, 3.524%, 01/26/2036 | | | | | 69,017 | | | | | | 0.0 | | |
3,300,000 (1) | | | Bellemeade RE 2021-3 A M1C Ltd., 5.478%, (SOFR30A + 1.550%), 09/25/2031 | | | | | 2,959,845 | | | | | | 0.1 | | |
115,559 (3) | | | Chase Mortgage Finance Trust Series 2005-A1 1A1, 3.824%, 12/25/2035 | | | | | 104,786 | | | | | | 0.0 | | |
1,287,508 (3) | | | CHL Mortgage Pass-Through Trust 2004-22 A3, 3.793%, 11/25/2034 | | | | | 1,163,476 | | | | | | 0.1 | | |
10,975 (3) | | | CHL Mortgage Pass-Through Trust 2004-HYB9 1A1, 3.671%, 02/20/2035 | | | | | 10,891 | | | | | | 0.0 | | |
12,274 | | | CHL Mortgage Pass-Through Trust 2005-2 2A3, 5.069%, (US0001M + 0.680%), 03/25/2035 | | | | | 10,718 | | | | | | 0.0 | | |
1,420,910 (1)(3) | | | CIM Trust 2020-J1 B3, 3.444%, 07/25/2050 | | | | | 1,096,049 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2022 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
498,186 | | | Citicorp Mortgage Securities Trust Series 2007-1 1A1, 6.000%, 01/25/2037 | | | | $ | 416,448 | | | | | | 0.0 | | |
686,329 (3) | | | Citigroup Mortgage Loan Trust 2007-10 22AA, 3.871%, 09/25/2037 | | | | | 590,476 | | | | | | 0.0 | | |
662,380 (1)(3) | | | Citigroup Mortgage Loan Trust 2015-A B2, 4.500%, 06/25/2058 | | | | | 625,362 | | | | | | 0.0 | | |
21,453 (3) | | | Citigroup Mortgage Loan Trust, Inc. 2005-3 2A2A, 3.885%, 08/25/2035 | | | | | 20,621 | | | | | | 0.0 | | |
1,032,177 | | | Citigroup Mortgage Loan Trust, Inc. 2005-8 3A1, 5.500%, 09/25/2035 | | | | | 994,741 | | | | | | 0.1 | | |
183,195 | | | CitiMortgage Alternative Loan Trust Series 2007-A2 1A5, 6.000%, 02/25/2037 | | | | | 158,948 | | | | | | 0.0 | | |
2,700,000 (1) | | | Connecticut Avenue Securities Trust 2020-R02 2B1, 7.389%, (US0001M + 3.000%), 01/25/2040 | | | | | 2,434,263 | | | | | | 0.1 | | |
575,179 (1) | | | Connecticut Avenue Securities Trust 2020-R02 2M2, 6.389%, (US0001M + 2.000%), 01/25/2040 | | | | | 566,829 | | | | | | 0.0 | | |
1,500,000 (1) | | | Connecticut Avenue Securities Trust 2021-R01 1B1, 7.028%, (SOFR30A + 3.100%), 10/25/2041 | | | | | 1,413,836 | | | | | | 0.1 | | |
1,500,000 (1) | | | Connecticut Avenue Securities Trust 2021-R03 1B1, 6.678%, (SOFR30A + 2.750%), 12/25/2041 | | | | | 1,388,019 | | | | | | 0.1 | | |
8,600,000 (1) | | | Connecticut Avenue Securities Trust 2022-R01 1B1, 7.078%, (SOFR30A + 3.150%), 12/25/2041 | | | | | 8,096,503 | | | | | | 0.3 | | |
1,000,000 (1) | | | Connecticut Avenue Securities Trust 2022-R08 1B1, 9.528%, (SOFR30A + 5.600%), 07/25/2042 | | | | | 1,011,525 | | | | | | 0.1 | | |
717,582 | | | Countrywide Alternative Loan Trust 2005-53T2 2A6, 4.889%, (US0001M + 0.500%), 11/25/2035 | | | | | 369,434 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
100,711 (3) | | | DSLA Mortgage Loan Trust 2004-AR3 2A1, 3.728%, 07/19/2044 | | | | $ | 90,115 | | | | | | 0.0 | | |
1,500,000 (1) | | | Eagle RE 2021-2 M1C Ltd., 7.378%, (SOFR30A + 3.450%), 04/25/2034 | | | | | 1,476,344 | | | | | | 0.1 | | |
800,000 (1) | | | Fannie Mae Connecticut Avenue Securities Trust 2020-SBT1 1M2, 8.039%, (US0001M + 3.650%), 02/25/2040 | | | | | 791,720 | | | | | | 0.0 | | |
1,000,000 | | | Fannie Mae 2011-128 KB, 4.500%, 12/25/2041 | | | | | 948,681 | | | | | | 0.0 | | |
12,408,268 | | | Fannie Mae 2011-99 CZ, 4.500%, 10/25/2041 | | | | | 12,142,085 | | | | | | 0.5 | | |
718,270 | | | Fannie Mae 2012-110 CA, 3.000%, 10/25/2042 | | | | | 652,604 | | | | | | 0.0 | | |
14,814,450 (4) | | | Fannie Mae 2016-82 SD, 1.661%, (-1.000*US0001M + 6.050%), 11/25/2046 | | | | | 1,227,259 | | | | | | 0.1 | | |
424,434 | | | Fannie Mae 2016-88 EA, 3.500%, 01/25/2045 | | | | | 416,419 | | | | | | 0.0 | | |
865,346 | | | Fannie Mae Connecticut Avenue Securities 2015-C02 1M2, 8.389%, (US0001M + 4.000%), 05/25/2025 | | | | | 870,352 | | | | | | 0.0 | | |
184,968 (1) | | | Fannie Mae Connecticut Avenue Securities Trust 2019-R01 2M2, 6.839%, (US0001M + 2.450%), 07/25/2031 | | | | | 184,546 | | | | | | 0.0 | | |
522,555 (1) | | | Fannie Mae Connecticut Avenue Securities Trust 2020-R01 1M2, 6.439%, (US0001M + 2.050%), 01/25/2040 | | | | | 519,279 | | | | | | 0.0 | | |
2,659,380 (4) | | | Fannie Mae Interest Strip 421 C11, 6.500%, 05/25/2039 | | | | | 489,854 | | | | | | 0.0 | | |
230,739 (4) | | | Fannie Mae Interest Strip Series 418 10, 4.000%, 08/25/2043 | | | | | 36,267 | | | | | | 0.0 | | |
217,056 (4) | | | Fannie Mae Interest Strip Series 418 15, 3.500%, 08/25/2043 | | | | | 32,326 | | | | | | 0.0 | | |
1,286 | | | Fannie Mae REMIC Trust 1994-77 FB, 5.889%, (US0001M + 1.500%), 04/25/2024 | | | | | 1,291 | | | | | | 0.0 | | |
146,943 | | | Fannie Mae REMIC Trust 1999-33 Z, 6.000%, 07/25/2029 | | | | | 147,521 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2022 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
10,604 | | | Fannie Mae REMIC Trust 2002-21 FC, 5.289%, (US0001M + 0.900%), 04/25/2032 | | | | $ | 10,639 | | | | | | 0.0 | | |
508,113 (4) | | | Fannie Mae REMIC Trust 2003-74 IO, 6.000%, 08/25/2033 | | | | | 96,533 | | | | | | 0.0 | | |
20,889 | | | Fannie Mae REMIC Trust 2004-11 A, 4.509%, (US0001M + 0.120%), 03/25/2034 | | | | | 20,831 | | | | | | 0.0 | | |
237,702 | | | Fannie Mae REMIC Trust 2005-120 ZU, 5.500%, 01/25/2036 | | | | | 240,494 | | | | | | 0.0 | | |
126,639 | | | Fannie Mae REMIC Trust 2005-74 DK, 6.445%, (-4.000*US0001M + 24.000%), 07/25/2035 | | | | | 127,080 | | | | | | 0.0 | | |
2,396,230 (4) | | | Fannie Mae REMIC Trust 2005-92 SC, 2.291%, (-1.000*US0001M + 6.680%), 10/25/2035 | | | | | 204,491 | | | | | | 0.0 | | |
127,237 | | | Fannie Mae REMIC Trust 2006-103 EZ, 6.250%, 10/25/2036 | | | | | 130,280 | | | | | | 0.0 | | |
495,535 | | | Fannie Mae REMIC Trust 2006-104 ES, 11.507%, (-5.000*US0001M + 33.450%), 11/25/2036 | | | | | 659,871 | | | | | | 0.0 | | |
2,670,544 (4) | | | Fannie Mae REMIC Trust 2006-12 SD, 2.361%, (-1.000*US0001M + 6.750%), 10/25/2035 | | | | | 178,700 | | | | | | 0.0 | | |
1,375,624 (4) | | | Fannie Mae REMIC Trust 2006-123 UI, 2.351%, (-1.000*US0001M + 6.740%), 01/25/2037 | | | | | 134,242 | | | | | | 0.0 | | |
216,224 (4) | | | Fannie Mae REMIC Trust 2006-72 HS, 2.311%, (-1.000*US0001M + 6.700%), 08/25/2026 | | | | | 5,975 | | | | | | 0.0 | | |
363,391 | | | Fannie Mae REMIC Trust 2007-73 A1, 3.821%, (US0001M + 0.060%), 07/25/2037 | | | | | 356,283 | | | | | | 0.0 | | |
228,665 | | | Fannie Mae REMIC Trust 2008-20 SP, 4.528%, (-2.500*US0001M + 15.500%), 03/25/2038 | | | | | 243,736 | | | | | | 0.0 | | |
1,192,647 | | | Fannie Mae REMIC Trust 2009-19 PW, 4.500%, 10/25/2036 | | | | | 1,165,587 | | | | | | 0.1 | | |
3,982,046 (4) | | | Fannie Mae REMIC Trust 2010-102 SB, 2.211%, (-1.000*US0001M + 6.600%), 09/25/2040 | | | | | 430,698 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,291,823 (4) | | | Fannie Mae REMIC Trust 2010-116 SE, 2.211%, (-1.000*US0001M + 6.600%), 10/25/2040 | | | | $ | 117,360 | | | | | | 0.0 | | |
3,591,627 (4) | | | Fannie Mae REMIC Trust 2010-123 SL, 1.681%, (-1.000*US0001M + 6.070%), 11/25/2040 | | | | | 256,087 | | | | | | 0.0 | | |
1,943,274 (4) | | | Fannie Mae REMIC Trust 2010-55 AS, 2.031%, (-1.000*US0001M + 6.420%), 06/25/2040 | | | | | 175,335 | | | | | | 0.0 | | |
3,620,693 | | | Fannie Mae REMIC Trust 2010-59 PC, 5.000%, 06/25/2040 | | | | | 3,580,501 | | | | | | 0.2 | | |
435,857 | | | Fannie Mae REMIC Trust 2010-60 HJ, 5.500%, 05/25/2040 | | | | | 437,230 | | | | | | 0.0 | | |
1,465,506 (4) | | | Fannie Mae REMIC Trust 2011-3 AI, 5.000%, 01/25/2041 | | | | | 145,167 | | | | | | 0.0 | | |
325,581 (4) | | | Fannie Mae REMIC Trust 2012-10 US, 2.061%, (-1.000*US0001M + 6.450%), 02/25/2042 | | | | | 35,593 | | | | | | 0.0 | | |
114,565 | | | Fannie Mae REMIC Trust 2012-103 DA, 3.500%, 10/25/2041 | | | | | 111,753 | | | | | | 0.0 | | |
4,428,872 (4) | | | Fannie Mae REMIC Trust 2012-113 SG, 1.711%, (-1.000*US0001M + 6.100%), 10/25/2042 | | | | | 459,124 | | | | | | 0.0 | | |
3,126,386 (4) | | | Fannie Mae REMIC Trust 2012-122 SB, 1.761%, (-1.000*US0001M + 6.150%), 11/25/2042 | | | | | 334,330 | | | | | | 0.0 | | |
1,417,073 (4) | | | Fannie Mae REMIC Trust 2012-128 DI, 3.000%, 10/25/2032 | | | | | 90,542 | | | | | | 0.0 | | |
765,285 | | | Fannie Mae REMIC Trust 2012-131 BS, 0.456%, (-1.200*US0001M + 5.400%), 12/25/2042 | | | | | 485,650 | | | | | | 0.0 | | |
5,014,974 (4) | | | Fannie Mae REMIC Trust 2012-137 SN, 1.711%, (-1.000*US0001M + 6.100%), 12/25/2042 | | | | | 471,441 | | | | | | 0.0 | | |
326,788 (4) | | | Fannie Mae REMIC Trust 2012-15 SP, 2.231%, (-1.000*US0001M + 6.620%), 06/25/2040 | | | | | 2,315 | | | | | | 0.0 | | |
786,415 (4) | | | Fannie Mae REMIC Trust 2012-58 PI, 5.000%, 04/25/2042 | | | | | 110,482 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2022 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
4,581,040 (4) | | | Fannie Mae REMIC Trust 2013-60 DS, 1.811%, (-1.000*US0001M + 6.200%), 06/25/2033 | | | | $ | 326,895 | | | | | | 0.0 | | |
4,908,209 (4) | | | Fannie Mae REMIC Trust 2013-9 DS, 1.761%, (-1.000*US0001M + 6.150%), 02/25/2043 | | | | | 556,033 | | | | | | 0.0 | | |
11,054,015 (4) | | | Fannie Mae REMIC Trust 2013-9 SA, 1.761%, (-1.000*US0001M + 6.150%), 03/25/2042 | | | | | 601,450 | | | | | | 0.0 | | |
11,745,309 (4) | | | Fannie Mae REMIC Trust 2015-9 IO, 5.500%, 03/25/2045 | | | | | 2,444,608 | | | | | | 0.1 | | |
2,106,131 (4) | | | Fannie Mae REMICS 2005-66 SY, 2.311%, (-1.000*US0001M + 6.700%), 07/25/2035 | | | | | 192,089 | | | | | | 0.0 | | |
3,315,546 (4) | | | Fannie Mae REMICS 2006-120 QD, 0.311%, (-1.000*US0001M + 4.700%), 10/25/2036 | | | | | 91,944 | | | | | | 0.0 | | |
1,565,265 (4) | | | Fannie Mae REMICS 2006-59 XS, 2.811%, (-1.000*US0001M + 7.200%), 07/25/2036 | | | | | 145,563 | | | | | | 0.0 | | |
1,707,836 (4) | | | Fannie Mae REMICS 2007-53 SX, 1.711%, (-1.000*US0001M + 6.100%), 06/25/2037 | | | | | 135,454 | | | | | | 0.0 | | |
2,629,268 (4) | | | Fannie Mae REMICS 2010-112 PI, 6.000%, 10/25/2040 | | | | | 564,048 | | | | | | 0.0 | | |
9,963,536 (4) | | | Fannie Mae REMICS 2010-139 SA, 1.641%, (-1.000*US0001M + 6.030%), 12/25/2040 | | | | | 863,877 | | | | | | 0.0 | | |
545,313 | | | Fannie Mae REMICS 2011-10 ZC, 5.000%, 02/25/2041 | | | | | 542,737 | | | | | | 0.0 | | |
51,762 | | | Fannie Mae REMICS 2011-127 UY, 3.500%, 12/25/2041 | | | | | 46,817 | | | | | | 0.0 | | |
1,415,679 (4) | | | Fannie Mae REMICS 2011-149 ES, 1.611%, (-1.000*US0001M + 6.000%), 07/25/2041 | | | | | 45,327 | | | | | | 0.0 | | |
1,352,208 | | | Fannie Mae REMICS 2011-84 Z, 5.250%, 09/25/2041 | | | | | 1,335,830 | | | | | | 0.1 | | |
8,007,969 (4) | | | Fannie Mae REMICS 2012-19 S, 1.561%, (-1.000*US0001M + 5.950%), 03/25/2042 | | | | | 761,431 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
15,841,813 (4) | | | Fannie Mae REMICS 2016-2 IO, 5.500%, 02/25/2046 | | | | $ | 2,655,961 | | | | | | 0.1 | | |
6,145,598 (4) | | | Fannie Mae REMICS 2016-62 SC, 1.611%, (-1.000*US0001M + 6.000%), 09/25/2046 | | | | | 711,274 | | | | | | 0.0 | | |
24,456,952 (4) | | | Fannie Mae REMICS 2016-88 CS, 1.661%, (-1.000*US0001M + 6.050%), 12/25/2046 | | | | | 2,060,709 | | | | | | 0.1 | | |
6,590,596 (4) | | | Fannie Mae REMICS 2016-93 SL, 2.261%, (-1.000*US0001M + 6.650%), 12/25/2046 | | | | | 511,083 | | | | | | 0.0 | | |
986,810 | | | Fannie Mae REMICS 2016-97 PA, 3.000%, 12/25/2044 | | | | | 932,866 | | | | | | 0.0 | | |
7,921,408 (4) | | | Fannie Mae REMICS 2017-23 IO, 6.000%, 04/25/2047 | | | | | 1,687,217 | | | | | | 0.1 | | |
1,122,357 | | | Fannie Mae REMICS 2017-54 D, 3.000%, 07/25/2047 | | | | | 1,005,112 | | | | | | 0.1 | | |
3,854,745 | | | Fannie Mae REMICS 2018-11 BX, 4.000%, 12/25/2047 | | | | | 3,623,478 | | | | | | 0.2 | | |
214,096 | | | Fannie Mae REMICS 2018-27 EA, 3.000%, 05/25/2048 | | | | | 192,622 | | | | | | 0.0 | | |
3,638,402 (4) | | | Fannie Mae REMICS 2018-43 SE, 1.861%, (-1.000*US0001M + 6.250%), 09/25/2038 | | | | | 309,161 | | | | | | 0.0 | | |
546,498 | | | Fannie Mae REMICS 2018-64 ET, 3.000%, 09/25/2048 | | | | | 495,365 | | | | | | 0.0 | | |
6,476,443 (4) | | | Fannie Mae REMICS 2019-18 SA, 1.661%, (-1.000*US0001M + 6.050%), 05/25/2049 | | | | | 533,035 | | | | | | 0.0 | | |
5,397,115 (4) | | | Fannie Mae REMICS 2019-25 PS, 1.661%, (-1.000*US0001M + 6.050%), 06/25/2049 | | | | | 560,892 | | | | | | 0.0 | | |
15,225,757 (4) | | | Fannie Mae REMICS 2019-33 PS, 1.661%, (-1.000*US0001M + 6.050%), 07/25/2049 | | | | | 1,649,558 | | | | | | 0.1 | | |
12,078,776 (4) | | | Fannie Mae REMICS 2020-71 TI, 3.000%, 10/25/2050 | | | | | 1,945,398 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2022 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
10,226,361 (4) | | | Fannie Mae REMICS 2020-94 SC, 1.561%, (-1.000*US0001M + 5.950%), 07/25/2050 | | | | $ | 1,147,489 | | | | | | 0.1 | | |
13,349,168 (4) | | | Fannie Mae REMICS 2021-13 BI, 3.000%, 02/25/2050 | | | | | 2,148,259 | | | | | | 0.1 | | |
18,890,834 (4) | | | Fannie Mae REMICS 2021-8 TI, 4.000%, 03/25/2051 | | | | | 3,773,990 | | | | | | 0.2 | | |
7,162,098 | | | Fannie Mae REMICS 2022-5 CZ, 2.500%, 02/25/2052 | | | | | 4,452,359 | | | | | | 0.2 | | |
127,609 (3) | | | First Horizon Alternative Mortgage Securities Trust 2005-AA1 1A1, 3.605%, 03/25/2035 | | | | | 80,584 | | | | | | 0.0 | | |
71,366 (3) | | | First Horizon Asset Securities, Inc. 2005-AR6 4A1, 3.748%, 02/25/2036 | | | | | 60,072 | | | | | | 0.0 | | |
19,169 (3) | | | First Horizon Mortgage Pass-Through Trust 2005-AR3 2A1, 3.875%, 08/25/2035 | | | | | 13,237 | | | | | | 0.0 | | |
1,330,430 (1)(3) | | | Flagstar Mortgage Trust 2018-1 B1, 3.950%, 03/25/2048 | | | | | 1,131,933 | | | | | | 0.1 | | |
1,862,602 (1)(3) | | | Flagstar Mortgage Trust 2018-1 B3, 3.950%, 03/25/2048 | | | | | 1,568,953 | | | | | | 0.1 | | |
1,618,928 (1)(3) | | | Flagstar Mortgage Trust 2018-2 B2, 4.001%, 04/25/2048 | | | | | 1,364,490 | | | | | | 0.1 | | |
2,753,520 (4) | | | Freddie Mac 2815 GS, 1.682%, (-1.000*US0001M + 6.000%), 03/15/2034 | | | | | 186,384 | | | | | | 0.0 | | |
101,223 | | | Freddie Mac REMIC Trust 2110 PG, 6.000%, 01/15/2029 | | | | | 102,783 | | | | | | 0.0 | | |
98,239 | | | Freddie Mac REMIC Trust 2114 ZM, 6.000%, 01/15/2029 | | | | | 99,368 | | | | | | 0.0 | | |
49,737 | | | Freddie Mac REMIC Trust 2411 FJ, 4.668%, (US0001M + 0.350%), 12/15/2029 | | | | | 49,239 | | | | | | 0.0 | | |
65,260 | | | Freddie Mac REMIC Trust 2460 ZM, 6.000%, 06/15/2032 | | | | | 66,092 | | | | | | 0.0 | | |
155,530 | | | Freddie Mac REMIC Trust 2541 NE, 5.500%, 12/15/2032 | | | | | 157,973 | | | | | | 0.0 | | |
63,999 | | | Freddie Mac REMIC Trust 2576 KZ, 5.500%, 02/15/2033 | | | | | 65,071 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
139,741 (4) | | | Freddie Mac REMIC Trust 2594 IY, 6.000%, 04/15/2033 | | | | $ | 24,211 | | | | | | 0.0 | | |
196,333 | | | Freddie Mac REMIC Trust 2861 Z, 5.500%, 09/15/2034 | | | | | 198,214 | | | | | | 0.0 | | |
596,549 | | | Freddie Mac REMIC Trust 2867 MZ, 5.000%, 10/15/2034 | | | | | 594,025 | | | | | | 0.0 | | |
409,419 | | | Freddie Mac REMIC Trust 2930 ZL, 5.000%, 02/15/2035 | | | | | 407,666 | | | | | | 0.0 | | |
514,514 | | | Freddie Mac REMIC Trust 2931 ZY, 5.000%, 02/15/2035 | | | | | 516,020 | | | | | | 0.0 | | |
3,245,529 (4) | | | Freddie Mac REMIC Trust 3045 DI, 2.412%, (-1.000*US0001M + 6.730%), 10/15/2035 | | | | | 277,209 | | | | | | 0.0 | | |
224,402 (4) | | | Freddie Mac REMIC Trust 3064 SP, 2.282%, (-1.000*US0001M + 6.600%), 03/15/2035 | | | | | 974 | | | | | | 0.0 | | |
223,226 | | | Freddie Mac REMIC Trust 3065 DC, 6.906%, (-3.000*US0001M + 19.860%), 03/15/2035 | | | | | 225,572 | | | | | | 0.0 | | |
308,956 (4) | | | Freddie Mac REMIC Trust 3102 IS, 8.735%, (-3.667*US0001M + 24.567%), 01/15/2036 | | | | | 69,006 | | | | | | 0.0 | | |
1,673,673 | | | Freddie Mac REMIC Trust 3117 ZA, 5.500%, 02/15/2036 | | | | | 1,676,212 | | | | | | 0.1 | | |
1,040,267 (4) | | | Freddie Mac REMIC Trust 3170 SA, 2.282%, (-1.000*US0001M + 6.600%), 09/15/2033 | | | | | 84,322 | | | | | | 0.0 | | |
469,772 (4) | | | Freddie Mac REMIC Trust 3171 PS, 2.167%, (-1.000*US0001M + 6.485%), 06/15/2036 | | | | | 30,604 | | | | | | 0.0 | | |
775,629 | | | Freddie Mac REMIC Trust 3351 ZC, 5.500%, 07/15/2037 | | | | | 774,712 | | | | | | 0.0 | | |
193,406 (3) | | | Freddie Mac REMIC Trust 3524 LA, 5.079%, 03/15/2033 | | | | | 185,613 | | | | | | 0.0 | | |
39,247 | | | Freddie Mac REMIC Trust 3556 NT, 7.418%, (US0001M + 3.100%), 03/15/2038 | | | | | 39,761 | | | | | | 0.0 | | |
3,696,335 (4) | | | Freddie Mac REMIC Trust 3589 SB, 1.882%, (-1.000*US0001M + 6.200%), 10/15/2039 | | | | | 329,112 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2022 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
453,826 (4) | | | Freddie Mac REMIC Trust 3632 IP, 5.000%, 02/15/2040 | | | | $ | 53,725 | | | | | | 0.0 | | |
3,721,758 | | | Freddie Mac REMIC Trust 3639 ZN, 5.500%, 12/15/2034 | | | | | 3,782,843 | | | | | | 0.2 | | |
1,258,832 | | | Freddie Mac REMIC Trust 3662 ZB, 5.500%, 08/15/2036 | | | | | 1,301,781 | | | | | | 0.1 | | |
638,916 | | | Freddie Mac REMIC Trust 3724 CM, 5.500%, 06/15/2037 | | | | | 637,937 | | | | | | 0.0 | | |
687,419 | | | Freddie Mac REMIC Trust 3829 VZ, 4.000%, 03/15/2041 | | | | | 645,880 | | | | | | 0.0 | | |
2,616,880 (4) | | | Freddie Mac REMIC Trust 3856 KS, 2.232%, (-1.000*US0001M + 6.550%), 05/15/2041 | | | | | 253,718 | | | | | | 0.0 | | |
981,718 | | | Freddie Mac REMIC Trust 3898 KD, 4.500%, 07/15/2041 | | | | | 968,212 | | | | | | 0.0 | | |
458,358 (4) | | | Freddie Mac REMIC Trust 3925 SD, 1.732%, (-1.000*US0001M + 6.050%), 07/15/2040 | | | | | 13,501 | | | | | | 0.0 | | |
1,621,317 (4) | | | Freddie Mac REMIC Trust 3925 SL, 1.732%, (-1.000*US0001M + 6.050%), 01/15/2041 | | | | | 34,097 | | | | | | 0.0 | | |
7,045,903 (4) | | | Freddie Mac REMIC Trust 3951 SN, 2.232%, (-1.000*US0001M + 6.550%), 11/15/2041 | | | | | 793,700 | | | | | | 0.0 | | |
415,689 | | | Freddie Mac REMIC Trust 4000 PA, 4.500%, 01/15/2042 | | | | | 406,916 | | | | | | 0.0 | | |
1,022,836 | | | Freddie Mac REMIC Trust 4020 BY, 6.500%, 03/15/2042 | | | | | 1,089,837 | | | | | | 0.1 | | |
758,587 (4) | | | Freddie Mac REMIC Trust 4094 YS, 2.382%, (-1.000*US0001M + 6.700%), 04/15/2040 | | | | | 7,437 | | | | | | 0.0 | | |
3,820,441 (4) | | | Freddie Mac REMIC Trust 4102 MS, 2.282%, (-1.000*US0001M + 6.600%), 09/15/2042 | | | | | 464,659 | | | | | | 0.0 | | |
466,871 (4) | | | Freddie Mac REMIC Trust 4194 GI, 4.000%, 04/15/2043 | | | | | 77,104 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
3,656,550 | | | Freddie Mac REMIC Trust 4203 BN, 3.000%, 04/15/2033 | | | | $ | 3,398,748 | | | | | | 0.1 | | |
21,577,426 | | | Freddie Mac REMIC Trust 4246 ZX, 4.500%, 04/15/2041 | | | | | 21,082,984 | | | | | | 0.9 | | |
4,670,174 (4) | | | Freddie Mac REMIC Trust 4313 SD, 1.832%, (-1.000*US0001M + 6.150%), 03/15/2044 | | | | | 368,313 | | | | | | 0.0 | | |
7,164,627 (4) | | | Freddie Mac REMIC Trust 4313 SE, 1.832%, (-1.000*US0001M + 6.150%), 03/15/2044 | | | | | 630,802 | | | | | | 0.0 | | |
246,824 (4) | | | Freddie Mac REMIC Trust 4323 IP, 4.500%, 08/15/2042 | | | | | 7,058 | | | | | | 0.0 | | |
731,609 (4) | | | Freddie Mac REMIC Trust 4332 PI, 5.000%, 12/15/2043 | | | | | 103,844 | | | | | | 0.0 | | |
8,303,311 | | | Freddie Mac REMIC Trust 4335 ZX, 4.250%, 05/15/2044 | | | | | 7,890,954 | | | | | | 0.3 | | |
2,040,549 (4) | | | Freddie Mac REMIC Trust 4346 ST, 1.882%, (-1.000*US0001M + 6.200%), 07/15/2039 | | | | | 68,381 | | | | | | 0.0 | | |
12,830,292 | | | Freddie Mac REMIC Trust 435 XZ, 4.250%, 05/15/2044 | | | | | 12,137,834 | | | | | | 0.5 | | |
2,145,889 (4) | | | Freddie Mac REMIC Trust 4386 LS, 1.782%, (-1.000*US0001M + 6.100%), 09/15/2044 | | | | | 202,623 | | | | | | 0.0 | | |
4,914,075 (4) | | | Freddie Mac REMICS 3284 CI, 1.802%, (-1.000*US0001M + 6.120%), 03/15/2037 | | | | | 409,089 | | | | | | 0.0 | | |
2,093,397 (4) | | | Freddie Mac REMICS 3311 IC, 2.092%, (-1.000*US0001M + 6.410%), 05/15/2037 | | | | | 199,825 | | | | | | 0.0 | | |
4,682,139 (4) | | | Freddie Mac REMICS 3510 IC, 1.762%, (-1.000*US0001M + 6.080%), 08/15/2037 | | | | | 399,126 | | | | | | 0.0 | | |
2,230,133 (4) | | | Freddie Mac REMICS 3575 ST, 2.282%, (-1.000*US0001M + 6.600%), 04/15/2039 | | | | | 241,154 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2022 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
7,261,407 (4) | | | Freddie Mac REMICS 3702 SB, 0.182%, (-1.000*US0001M + 4.500%), 08/15/2040 | | | | $ | 263,673 | | | | | | 0.0 | | |
8,592,657 (4) | | | Freddie Mac REMICS 4139 CS, 1.832%, (-1.000*US0001M + 6.150%), 12/15/2042 | | | | | 978,111 | | | | | | 0.1 | | |
4,748,601 (4) | | | Freddie Mac REMICS 4150 IO, 3.500%, 01/15/2043 | | | | | 713,965 | | | | | | 0.0 | | |
2,261,957 (4) | | | Freddie Mac REMICS 4465 MI, 5.000%, 03/15/2041 | | | | | 389,991 | | | | | | 0.0 | | |
7,049,171 (4) | | | Freddie Mac REMICS 4675 KS, 1.682%, (-1.000*US0001M + 6.000%), 04/15/2047 | | | | | 749,559 | | | | | | 0.0 | | |
1,738,080 | | | Freddie Mac REMICS 4753 VZ, 3.000%, 12/15/2047 | | | | | 1,318,874 | | | | | | 0.1 | | |
1,622,208 | | | Freddie Mac REMICS 4755 Z, 3.000%, 02/15/2048 | | | | | 1,371,174 | | | | | | 0.1 | | |
15,827,757 | | | Freddie Mac REMICS 4771 HZ, 3.500%, 03/15/2048 | | | | | 13,793,529 | | | | | | 0.6 | | |
817,069 | | | Freddie Mac REMICS 4787 PY, 4.000%, 05/15/2048 | | | | | 769,190 | | | | | | 0.0 | | |
17,283,678 (4) | | | Freddie Mac REMICS 4901 BS, 1.711%, (-1.000*US0001M + 6.100%), 07/25/2049 | | | | | 1,454,218 | | | | | | 0.1 | | |
5,727,546 (4) | | | Freddie Mac REMICS 4988 IJ, 4.500%, 12/15/2047 | | | | | 1,070,851 | | | | | | 0.1 | | |
4,648,559 (4) | | | Freddie Mac REMICS 5015 EI, 4.500%, 09/25/2050 | | | | | 952,611 | | | | | | 0.0 | | |
35,998,872 (4) | | | Freddie Mac REMICS 5072 IU, 2.500%, 02/25/2051 | | | | | 4,992,727 | | | | | | 0.2 | | |
30,176,546 (4) | | | Freddie Mac REMICS 5077 LI, 3.000%, 02/25/2051 | | | | | 4,648,606 | | | | | | 0.2 | | |
18,359,273 (4) | | | Freddie Mac REMICS 5118 LI, 3.000%, 06/25/2041 | | | | | 2,171,284 | | | | | | 0.1 | | |
14,371,451 (4) | | | Freddie Mac REMICS 5124 IQ, 3.500%, 07/25/2051 | | | | | 2,650,111 | | | | | | 0.1 | | |
24,155,851 (4) | | | Freddie Mac REMICS 5171 DI, 3.000%, 12/25/2051 | | | | | 4,349,957 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
25,908,273 (4) | | | Freddie Mac REMICS 5211 IH, 3.500%, 04/25/2052 | | | | $ | 4,096,943 | | | | | | 0.2 | | |
9,248,541 | | | Freddie Mac Series 4348 ZX, 4.250%, 06/15/2044 | | | | | 8,806,406 | | | | | | 0.4 | | |
2,000,000 (1) | | | Freddie Mac STACR REMIC Trust 2021-DNA6 B1, 7.328%, (SOFR30A + 3.400%), 10/25/2041 | | | | | 1,870,165 | | | | | | 0.1 | | |
2,550,000 (1) | | | Freddie Mac STACR REMIC Trust 2021-HQA3 M2, 6.028%, (SOFR30A + 2.100%), 09/25/2041 | | | | | 2,252,200 | | | | | | 0.1 | | |
5,000,000 (1) | | | Freddie Mac STACR REMIC Trust 2021-HQA4 B1, 7.678%, (SOFR30A + 3.750%), 12/25/2041 | | | | | 4,301,373 | | | | | | 0.2 | | |
2,400,000 (1) | | | Freddie Mac STACR REMIC Trust 2021-HQA4 M2, 6.278%, (SOFR30A + 2.350%), 12/25/2041 | | | | | 2,125,486 | | | | | | 0.1 | | |
4,000,000 (1) | | | Freddie Mac STACR REMIC Trust 2022-DNA1 B1, 7.328%, (SOFR30A + 3.400%), 01/25/2042 | | | | | 3,564,580 | | | | | | 0.2 | | |
2,500,000 (1) | | | Freddie Mac STACR REMIC Trust 2022-DNA1 M2, 6.428%, (SOFR30A + 2.500%), 01/25/2042 | | | | | 2,264,317 | | | | | | 0.1 | | |
1,800,000 (1) | | | Freddie Mac STACR REMIC Trust 2022-HQA1 M2, 9.178%, (SOFR30A + 5.250%), 03/25/2042 | | | | | 1,752,733 | | | | | | 0.1 | | |
1,400,000 (1) | | | Freddie Mac STACR REMIC Trust 2022-HQA3 M2, 9.278%, (SOFR30A + 5.350%), 08/25/2042 | | | | | 1,330,057 | | | | | | 0.1 | | |
4,807,842 (4) | | | Freddie Mac Strips 228 IO, 6.000%, 02/01/2035 | | | | | 881,977 | | | | | | 0.0 | | |
326,175 (3)(4) | | | Freddie Mac Strips 347 118, 4.500%, 02/15/2044 | | | | | 57,295 | | | | | | 0.0 | | |
8,713,628 (3)(4) | | | Freddie Mac Strips 347 C29, 3.000%, 01/15/2044 | | | | | 1,245,328 | | | | | | 0.1 | | |
7,568,905 (3)(4) | | | Freddie Mac Strips 347 C30, 3.500%, 02/15/2044 | | | | | 1,239,938 | | | | | | 0.1 | | |
2,853,648 (3)(4) | | | Freddie Mac Strips 347 C31, 4.000%, 02/15/2044 | | | | | 473,289 | | | | | | 0.0 | | |
7,606,380 (4) | | | Freddie Mac Strips 351 C1, 2.500%, 02/15/2031 | | | | | 420,527 | | | | | | 0.0 | | |
5,361,835 (4) | | | Freddie Mac Strips 351 C11, 3.500%, 02/15/2031 | | | | | 443,332 | | | | | | 0.0 | | |
6,956,563 (4) | | | Freddie Mac Strips 351 C12, 4.000%, 02/15/2031 | | | | | 658,008 | | | | | | 0.0 | | |
4,917,680 (4) | | | Freddie Mac Strips 351 C13, 3.000%, 02/15/2031 | | | | | 350,021 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2022 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
8,037,707 (4) | | | Freddie Mac Strips 351 C2, 3.000%, 02/15/2031 | | | | $ | 549,487 | | | | | | 0.0 | | |
6,724,948 (4) | | | Freddie Mac Strips 351 C7, 3.000%, 02/15/2031 | | | | | 456,033 | | | | | | 0.0 | | |
7,249,569 (4) | | | Freddie Mac Strips 351 C8, 3.500%, 02/15/2031 | | | | | 604,505 | | | | | | 0.0 | | |
5,246,066 (4) | | | Freddie Mac Strips Series 311 S1, 1.632%, (-1.000*US0001M + 5.950%), 08/15/2043 | | | | | 557,512 | | | | | | 0.0 | | |
2,000,000 (1) | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2021-DNA2 M2, 6.228%, (SOFR30A + 2.300%), 08/25/2033 | | | | | 1,978,697 | | | | | | 0.1 | | |
1,000,000 (1) | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2021-DNA7 B1, 7.578%, (SOFR30A + 3.650%), 11/25/2041 | | | | | 931,943 | | | | | | 0.0 | | |
2,000,000 (1) | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2022-HQA2 M2, 9.928%, (SOFR30A + 6.000%), 07/25/2042 | | | | | 1,983,451 | | | | | | 0.1 | | |
364,095 | | | Freddie Mac Structured Pass Through Certificates T-54 2A, 6.500%, 02/25/2043 | | | | | 380,064 | | | | | | 0.0 | | |
1,619,990 | | | Freddie Mac Structured Pass Through Certificates T-62 1A1, 3.248%, (12MTA + 1.200%), 10/25/2044 | | | | | 1,595,951 | | | | | | 0.1 | | |
5,195 | | | Freddie Mac-Ginnie Mae Series 27 FC, 4.875%, (PRIME + (1.375)%), 03/25/2024 | | | | | 5,138 | | | | | | 0.0 | | |
6,099,609 (4) | | | Ginnie Mae 2007-35 KY, 2.124%, (-1.000*US0001M + 6.450%), 06/16/2037 | | | | | 598,484 | | | | | | 0.0 | | |
464,915 | | | Ginnie Mae 2013-26 GU, 1.500%, 04/20/2042 | | | | | 417,714 | | | | | | 0.0 | | |
430,261 | | | Ginnie Mae 2013-26 JC, 2.000%, 01/20/2043 | | | | | 389,696 | | | | | | 0.0 | | |
176,664 | | | Ginnie Mae 2013-69 KA, 1.250%, 08/20/2042 | | | | | 155,749 | | | | | | 0.0 | | |
130,172 | | | Ginnie Mae 2013-8 BE, 1.750%, 11/20/2042 | | | | | 112,776 | | | | | | 0.0 | | |
28,364,623 (4) | | | Ginnie Mae 2019-143 SC, 1.697%, (-1.000*US0001M + 6.050%), 04/20/2046 | | | | | 2,956,694 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
28,265,874 (4) | | | Ginnie Mae 2021-228 IG, 3.000%, 12/20/2051 | | | | $ | 4,661,701 | | | | | | 0.2 | | |
12,370,004 (4) | | | Ginnie Mae 2021-87 ID, 2.500%, 05/20/2051 | | | | | 1,706,788 | | | | | | 0.1 | | |
422,788 (4) | | | Ginnie Mae Series 2005-7 AH, 2.444%, (-1.000*US0001M + 6.770%), 02/16/2035 | | | | | 33,667 | | | | | | 0.0 | | |
209,256 | | | Ginnie Mae Series 2007-8 SP, 7.935%, (-3.242*US0001M + 22.049%), 03/20/2037 | | | | | 248,350 | | | | | | 0.0 | | |
1,231,947 (4) | | | Ginnie Mae Series 2008-35 SN, 2.047%, (-1.000*US0001M + 6.400%), 04/20/2038 | | | | | 97,321 | | | | | | 0.0 | | |
648,077 (4) | | | Ginnie Mae Series 2008-40 PS, 2.174%, (-1.000*US0001M + 6.500%), 05/16/2038 | | | | | 50,775 | | | | | | 0.0 | | |
5,164,573 (4) | | | Ginnie Mae Series 2009-106 SU, 1.847%, (-1.000*US0001M + 6.200%), 05/20/2037 | | | | | 466,976 | | | | | | 0.0 | | |
1,751,563 (4) | | | Ginnie Mae Series 2009-25 KS, 1.847%, (-1.000*US0001M + 6.200%), 04/20/2039 | | | | | 168,295 | | | | | | 0.0 | | |
821,544 | | | Ginnie Mae Series 2009-29 PB, 4.750%, 05/20/2039 | | | | | 822,399 | | | | | | 0.0 | | |
903,810 | | | Ginnie Mae Series 2009-31 ZL, 4.500%, 05/20/2039 | | | | | 898,805 | | | | | | 0.0 | | |
8,859,218 | | | Ginnie Mae Series 2009-33 ZB, 6.000%, 05/20/2039 | | | | | 8,783,780 | | | | | | 0.4 | | |
987,324 (4) | | | Ginnie Mae Series 2010-106 IP, 5.000%, 03/20/2040 | | | | | 87,743 | | | | | | 0.0 | | |
1,073,947 (4) | | | Ginnie Mae Series 2010-116 NS, 2.324%, (-1.000*US0001M + 6.650%), 09/16/2040 | | | | | 80,885 | | | | | | 0.0 | | |
3,342,942 (4) | | | Ginnie Mae Series 2010-116 SK, 2.267%, (-1.000*US0001M + 6.620%), 08/20/2040 | | | | | 303,140 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2022 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
3,397,179 (4) | | | Ginnie Mae Series 2010-149 HS, 1.774%, (-1.000*US0001M + 6.100%), 05/16/2040 | | | | $ | 73,480 | | | | | | 0.0 | | |
1,276,437 (4) | | | Ginnie Mae Series 2010-4 SP, 2.174%, (-1.000*US0001M + 6.500%), 01/16/2039 | | | | | 38,085 | | | | | | 0.0 | | |
1,602,909 | | | Ginnie Mae Series 2010-59 ZA, 4.500%, 05/20/2040 | | | | | 1,580,600 | | | | | | 0.1 | | |
519,294 (4) | | | Ginnie Mae Series 2010-6 IA, 5.000%, 11/20/2039 | | | | | 32,491 | | | | | | 0.0 | | |
1,105,730 (4) | | | Ginnie Mae Series 2010-68 MS, 1.497%, (-1.000*US0001M + 5.850%), 06/20/2040 | | | | | 93,857 | | | | | | 0.0 | | |
2,726,359 (4) | | | Ginnie Mae Series 2010-9 JI, 5.000%, 01/20/2040 | | | | | 573,344 | | | | | | 0.0 | | |
778,297 (4) | | | Ginnie Mae Series 2011-116 BI, 4.000%, 08/16/2026 | | | | | 25,616 | | | | | | 0.0 | | |
32,493 (4) | | | Ginnie Mae Series 2011-140 CI, 5.000%, 10/20/2040 | | | | | 242 | | | | | | 0.0 | | |
18,710 | | | Ginnie Mae Series 2011-169 BC, 7.000%, 05/16/2032 | | | | | 19,141 | | | | | | 0.0 | | |
2,681,611 (4) | | | Ginnie Mae Series 2011-80 KS, 2.317%, (-1.000*US0001M + 6.670%), 06/20/2041 | | | | | 299,169 | | | | | | 0.0 | | |
61,338 (4) | | | Ginnie Mae Series 2012-40 NI, 4.500%, 05/20/2040 | | | | | 4,435 | | | | | | 0.0 | | |
5,576,020 (4) | | | Ginnie Mae Series 2013-167 PI, 5.500%, 11/20/2043 | | | | | 926,588 | | | | | | 0.0 | | |
5,071,392 (4) | | | Ginnie Mae Series 2013-184 JI, 5.500%, 12/16/2043 | | | | | 1,112,328 | | | | | | 0.1 | | |
4,529,654 | | | Ginnie Mae Series 2014-3 EP, 2.750%, 02/16/2043 | | | | | 4,175,579 | | | | | | 0.2 | | |
4,512,790 (4) | | | Ginnie Mae Series 2014-3 SU, 1.697%, (-1.000*US0001M + 6.050%), 07/20/2039 | | | | | 400,756 | | | | | | 0.0 | | |
5,689,651 (4) | | | Ginnie Mae Series 2014-55 MS, 1.874%, (-1.000*US0001M + 6.200%), 04/16/2044 | | | | | 544,198 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
4,280,798 (4) | | | Ginnie Mae Series 2014-56 SP, 1.874%, (-1.000*US0001M + 6.200%), 12/16/2039 | | | | $ | 296,181 | | | | | | 0.0 | | |
5,326,085 (4) | | | Ginnie Mae Series 2014-58 CS, 1.274%, (-1.000*US0001M + 5.600%), 04/16/2044 | | | | | 290,029 | | | | | | 0.0 | | |
6,949,249 (4) | | | Ginnie Mae Series 2014-79 BI, 6.000%, 05/16/2044 | | | | | 1,351,940 | | | | | | 0.1 | | |
2,521,769 (4) | | | Ginnie Mae Series 2014-99 S, 1.247%, (-1.000*US0001M + 5.600%), 06/20/2044 | | | | | 216,886 | | | | | | 0.0 | | |
1,260,458 | | | Ginnie Mae Series 2018-112 AL, 3.500%, 08/20/2048 | | | | | 1,160,996 | | | | | | 0.1 | | |
1,442,804 | | | Ginnie Mae Series 2018-126 A, 3.500%, 09/20/2048 | | | | | 1,360,072 | | | | | | 0.1 | | |
592,096 (4) | | | Ginnie Mae Series 2019-145 LS, 7.222%, (-1.000*US0001M + 2.830%), 11/20/2049 | | | | | 8,100 | | | | | | 0.0 | | |
210,415 (1)(3) | | | GS Mortgage-Backed Securities Corp. Trust 2019-PJ2 A1, 4.000%, 11/25/2049 | | | | | 199,097 | | | | | | 0.0 | | |
1,335 | | | GSR Mortgage Loan Trust 2003-2F 3A1, 6.000%, 03/25/2032 | | | | | 1,269 | | | | | | 0.0 | | |
33,362 | | | HarborView Mortgage Loan Trust 2005-2 2A1A, 4.779%, (US0001M + 0.440%), 05/19/2035 | | | | | 29,710 | | | | | | 0.0 | | |
110,263 | | | HomeBanc Mortgage Trust 2004-1 2A, 5.249%, (US0001M + 0.860%), 08/25/2029 | | | | | 104,364 | | | | | | 0.0 | | |
1,653,783 | | | IndyMac INDX Mortgage Loan Trust 2006-AR2 2A1, 4.809%, (US0001M + 0.420%), 02/25/2046 | | | | | 1,168,632 | | | | | | 0.1 | | |
3,885 (3) | | | JP Morgan Mortgage Trust 2005-A1 6T1, 2.675%, 02/25/2035 | | | | | 3,563 | | | | | | 0.0 | | |
41,082 (3) | | | JP Morgan Mortgage Trust 2007-A1 5A5, 3.453%, 07/25/2035 | | | | | 39,812 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2022 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
981,416 (1)(3) | | | JP Morgan Mortgage Trust 2017-6 B3, 3.782%, 12/25/2048 | | | | $ | 821,666 | | | | | | 0.0 | | |
1,508,941 (1)(3) | | | JP Morgan Mortgage Trust 2018-1 B1, 3.614%, 06/25/2048 | | | | | 1,263,196 | | | | | | 0.1 | | |
1,508,941 (1)(3) | | | JP Morgan Mortgage Trust 2018-1 B2, 3.614%, 06/25/2048 | | | | | 1,258,903 | | | | | | 0.1 | | |
1,866,015 (1)(3) | | | JP Morgan Mortgage Trust 2018-1 B3, 3.614%, 06/25/2048 | | | | | 1,531,024 | | | | | | 0.1 | | |
1,875,363 (1)(3) | | | JP Morgan Mortgage Trust 2019-8 B3A, 3.418%, 03/25/2050 | | | | | 1,528,113 | | | | | | 0.1 | | |
17,277 (1)(3) | | | JP Morgan Mortgage Trust 2019-LTV2 A18, 4.000%, 12/25/2049 | | | | | 17,035 | | | | | | 0.0 | | |
1,366,710 (1)(3) | | | JP Morgan Mortgage Trust 2020-8 B2, 3.510%, 03/25/2051 | | | | | 1,060,899 | | | | | | 0.1 | | |
1,814,100 (1)(3) | | | JP Morgan Mortgage Trust 2020-8 B3, 3.510%, 03/25/2051 | | | | | 1,340,735 | | | | | | 0.1 | | |
1,199,013,213 (1)(4) | | | L Street Securities 2017-PM1 XIO, 0.000%, 10/25/2048 | | | | | 3,199,267 | | | | | | 0.1 | | |
6,531,808 (4) | | | Lehman Mortgage Trust 2006-9 2A5, 2.231%, (-1.000*US0001M + 6.620%), 01/25/2037 | | | | | 626,022 | | | | | | 0.0 | | |
37,410 (3) | | | Merrill Lynch Mortgage Investors Trust MLMI Series 2003-A3 1A, 3.011%, 05/25/2033 | | | | | 35,682 | | | | | | 0.0 | | |
14,064 | | | Merrill Lynch Mortgage Investors Trust Series MLCC 2005-3 5A, 4.386%, (US0001M + 0.250%), 11/25/2035 | | | | | 13,172 | | | | | | 0.0 | | |
2,000,000 | | | Morgan Stanley Mortgage Loan Trust 2005-5AR 1B1, 6.189%, (US0001M + 1.800%), 09/25/2035 | | | | | 1,906,637 | | | | | | 0.1 | | |
1,332,383 | | | Morgan Stanley Mortgage Loan Trust 2007-13 6A1, 6.000%, 10/25/2037 | | | | | 783,938 | | | | | | 0.0 | | |
6,500,000 (1) | | | Mortgage Insurance-Linked Notes 2021-3 M1B, 6.828%, (SOFR30A + 2.900%), 02/25/2034 | | | | | 6,108,362 | | | | | | 0.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,312,239 (1)(3) | | | New Residential Mortgage Loan Trust 2017-3A B2, 4.750%, 04/25/2057 | | | | $ | 1,208,824 | | | | | | 0.1 | | |
12,070 (1)(3) | | | Nomura Asset Acceptance Corp. Alternative Loan Trust Series 2001-R1A A, 7.000%, 02/19/2030 | | | | | 11,546 | | | | | | 0.0 | | |
2,900,000 (1) | | | Oaktown Re VII Ltd. 2021-2 M1C, 7.278%, (SOFR30A + 3.350%), 04/25/2034 | | | | | 2,523,136 | | | | | | 0.1 | | |
363,294 | | | Prime Mortgage Trust 2007-1 A4, 5.500%, 03/25/2037 | | | | | 299,516 | | | | | | 0.0 | | |
1,214 | | | RFMSI Series Trust 2003-S9 A1, 6.500%, 03/25/2032 | | | | | 1,163 | | | | | | 0.0 | | |
1,574,592 | | | Seasoned Credit Risk Transfer Trust 2017-4 M45T, 4.500%, 06/25/2057 | | | | | 1,536,011 | | | | | | 0.1 | | |
670,783 | | | Seasoned Credit Risk Transfer Trust Series 2018-2 HT, 3.000%, 11/25/2057 | | | | | 594,137 | | | | | | 0.0 | | |
883,079 | | | Seasoned Credit Risk Transfer Trust Series 2018-3 HT, 3.000%, 08/25/2057 | | | | | 778,958 | | | | | | 0.0 | | |
693,786 | | | Seasoned Credit Risk Transfer Trust Series 2018-4 HT, 3.000%, 03/25/2058 | | | | | 611,669 | | | | | | 0.0 | | |
719,712 | | | Seasoned Credit Risk Transfer Trust Series 2019-1 HT, 3.000%, 07/25/2058 | | | | | 637,115 | | | | | | 0.0 | | |
924,534 | | | Seasoned Credit Risk Transfer Trust Series 2019-2 HT, 3.000%, 08/25/2058 | | | | | 819,075 | | | | | | 0.0 | | |
186,422 | | | Seasoned Credit Risk Transfer Trust Series 2019-3 HT, 3.000%, 10/25/2058 | | | | | 165,177 | | | | | | 0.0 | | |
28,704 | | | Sequoia Mortgage Trust 2003-4 2A1, 5.053%, (US0001M + 0.350%), 07/20/2033 | | | | | 26,153 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2022 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
12,376 (3) | | | Sequoia Mortgage Trust 2005-4 2A1, 4.272%, 04/20/2035 | | | | $ | 12,173 | | | | | | 0.0 | | |
614,550 (1)(3) | | | Sequoia Mortgage Trust 2015-2 B3, 3.766%, 05/25/2045 | | | | | 503,512 | | | | | | 0.0 | | |
774,636 (1)(3) | | | Sequoia Mortgage Trust 2015-3 B3, 3.723%, 07/25/2045 | | | | | 551,526 | | | | | | 0.0 | | |
132,835 (1)(3) | | | Sequoia Mortgage Trust 2018-CH1 A19, 4.000%, 03/25/2048 | | | | | 123,042 | | | | | | 0.0 | | |
1,976,333 (1)(3) | | | Sequoia Mortgage Trust 2020-3 B3, 3.327%, 04/25/2050 | | | | | 1,494,315 | | | | | | 0.1 | | |
698,000 (1)(3) | | | Starwood Mortgage Residential Trust 2020-1, 2.878%, 02/25/2050 | | | | | 582,099 | | | | | | 0.0 | | |
28,321 (3) | | | Structured Adjustable Rate Mortgage Loan Trust 2005-17 3A1, 3.678%, 08/25/2035 | | | | | 24,155 | | | | | | 0.0 | | |
547,215 (3) | | | Structured Adjustable Rate Mortgage Loan Trust 2005-7 4A, 4.138%, 04/25/2035 | | | | | 498,942 | | | | | | 0.0 | | |
102,253 | | | Structured Asset Mortgage Investments II Trust 2005-AR5 A2, 4.839%, (US0001M + 0.250%), 07/19/2035 | | | | | 94,966 | | | | | | 0.0 | | |
56,543 | | | Structured Asset Mortgage Investments II Trust 2005-AR5 A3, 4.839%, (US0001M + 0.250%), 07/19/2035 | | | | | 50,479 | | | | | | 0.0 | | |
136,969 (3) | | | Thornburg Mortgage Securities Trust 2006-5 A1, 3.433%, 10/25/2046 | | | | | 127,663 | | | | | | 0.0 | | |
1,409,926 (1)(3) | | | Verus Securitization Trust 2021-4 A1, 0.938%, 07/25/2066 | | | | | 1,091,743 | | | | | | 0.1 | | |
3,689 | | | WaMu Mortgage Pass Through Certificates Series 2002-AR2 A, 2.835%, (COF 11 + 1.250%), 02/27/2034 | | | | | 3,428 | | | | | | 0.0 | | |
12,249 | | | WaMu Mortgage Pass Through Certificates Series 2002-AR9 1A, 3.448%, (12MTA + 1.400%), 08/25/2042 | | | | | 11,288 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
18,349 | | | WaMu Mortgage Pass Through Certificates Series 2005-AR1 A1A, 5.029%, (US0001M + 0.640%), 01/25/2045 | | | | $ | 17,015 | | | | | | 0.0 | | |
392,888 (3) | | | WaMu Mortgage Pass Through Certificates Series 2006-AR12 2A3, 3.191%, 10/25/2036 | | | | | 350,624 | | | | | | 0.0 | | |
225,787 | | | WaMu Mortgage Pass Through Certificates Series 2006-AR7 3A, 3.096%, (12MTA + 1.048%), 07/25/2046 | | | | | 183,757 | | | | | | 0.0 | | |
32,620,794 (3)(4) | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 X, 0.004%, 08/25/2045 | | | | | 38,742 | | | | | | 0.0 | | |
854,114 | | | WaMu Mortgage Pass-Through Certificates Series 2005-AR13 A1C3, 5.369%, (US0001M + 0.490%), 10/25/2045 | | | | | 786,208 | | | | | | 0.0 | | |
433,949 (3) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 3.801%, 10/25/2036 | | | | | 388,170 | | | | | | 0.0 | | |
734,769 (3) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 2A1, 3.406%, 12/25/2036 | | | | | 632,030 | | | | | | 0.0 | | |
1,474,695 (3) | | | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 3.682%, 08/25/2046 | | | | | 1,298,516 | | | | | | 0.1 | | |
1,323,940 (3) | | | WaMu Mortgage Pass-Through Certificates Series 2007-HY7 2A2, 3.368%, 07/25/2037 | | | | | 1,107,747 | | | | | | 0.1 | | |
1,601,141 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 A1, 5.750%, 01/25/2036 | | | | | 1,305,740 | | | | | | 0.1 | | |
138,966 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 1A2, 5.500%, 10/25/2035 | | | | | 128,695 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2022 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,219,343 | | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR10 Trust, 4.589%, (US0001M + 0.200%), 12/25/2036 | | | | $ | 607,980 | | | | | | 0.0 | | |
787,396 | | | Wells Fargo Alternative Loan 2007-PA2 2A1, 4.819%, (US0001M + 0.430%), 06/25/2037 | | | | | 638,013 | | | | | | 0.0 | | |
52,304 (3) | | | Wells Fargo Mortgage Backed Securities 2005-AR7 1A1, 3.115%, 05/25/2035 | | | | | 52,450 | | | | | | 0.0 | | |
160,815 (3) | | | Wells Fargo Mortgage Backed Securities 2006-AR4 2A4, 2.879%, 04/25/2036 | | | | | 150,148 | | | | | | 0.0 | | |
572,226 (1)(3) | | | WinWater Mortgage Loan Trust 2015-5 B4, 3.756%, 08/20/2045 | | | | | 490,976 | | | | | | 0.0 | | |
| | | Total Collateralized Mortgage Obligations (Cost $402,214,810) | | | | | 341,842,763 | | | | | | 14.1 | | |
MUNICIPAL BONDS: 0.1% | | |||||||||||||||
| | | California: 0.1% | | ||||||||||||
500,000 | | | California State University, 6.434%, 11/01/2030 | | | | | 536,191 | | | | | | 0.1 | | |
200,000 | | | Los Angeles County Public Works Financing Authority, 7.488%, 08/01/2033 | | | | | 227,052 | | | | | | 0.0 | | |
300,000 | | | Los Angeles County Public Works Financing Authority, 7.618%, 08/01/2040 | | | | | 368,963 | | | | | | 0.0 | | |
200,000 | | | Regents of the University of California Medical Center Pooled Revenue, 6.398%, 05/15/2031 | | | | | 213,163 | | | | | | 0.0 | | |
300,000 | | | Regents of the University of California Medical Center Pooled Revenue, 6.548%, 05/15/2048 | | | | | 341,786 | | | | | | 0.0 | | |
| | | Total Municipal Bonds (Cost $1,500,000) | | | | | 1,687,155 | | | | | | 0.1 | | |
U.S. GOVERNMENT AGENCY OBLIGATIONS: 28.0% | | |||||||||||||||
| | | Federal Home Loan Mortgage Corporation: 2.4%(5) | | ||||||||||||
597,433 | | | 2.500%, 05/01/2030 | | | | | 560,218 | | | | | | 0.0 | | |
320,812 | | | 2.500%, 05/01/2030 | | | | | 300,839 | | | | | | 0.0 | | |
727,344 | | | 2.500%, 06/01/2030 | | | | | 681,997 | | | | | | 0.0 | | |
1,443 | | | 2.597%, (H15T1Y + 2.250%), 03/01/2036 | | | | | 1,460 | | | | | | 0.0 | | |
2,534,581 | | | 3.000%, 03/01/2045 | | | | | 2,302,373 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Federal Home Loan Mortgage Corporation (continued) | | ||||||||||||
1,891,569 | | | 3.000%, 03/01/2045 | | | | $ | 1,707,602 | | | | | | 0.1 | | |
2,183,271 | | | 3.000%, 04/01/2045 | | | | | 1,972,747 | | | | | | 0.1 | | |
2,022,206 | | | 3.000%, 04/01/2045 | | | | | 1,824,702 | | | | | | 0.1 | | |
3,837,852 | | | 3.000%, 10/01/2046 | | | | | 3,442,815 | | | | | | 0.2 | | |
4,938,340 | | | 3.000%, 10/01/2046 | | | | | 4,450,712 | | | | | | 0.2 | | |
5,412,921 | | | 3.000%, 03/01/2048 | | | | | 4,855,915 | | | | | | 0.2 | | |
2,326 | | | 3.250%, (H15T1Y + 2.250%), 04/01/2032 | | | | | 2,298 | | | | | | 0.0 | | |
789,744 | | | 3.500%, 08/01/2042 | | | | | 739,923 | | | | | | 0.0 | | |
2,024,652 | | | 3.500%, 03/01/2045 | | | | | 1,886,625 | | | | | | 0.1 | | |
352,736 | | | 3.500%, 04/01/2045 | | | | | 328,763 | | | | | | 0.0 | | |
820,550 | | | 3.500%, 05/01/2045 | | | | | 763,841 | | | | | | 0.0 | | |
475,928 | | | 3.500%, 06/01/2045 | | | | | 443,137 | | | | | | 0.0 | | |
487,866 | | | 3.500%, 07/01/2045 | | | | | 455,620 | | | | | | 0.0 | | |
554,621 | | | 3.500%, 07/01/2045 | | | | | 516,695 | | | | | | 0.0 | | |
881,767 | | | 3.500%, 08/01/2045 | | | | | 822,567 | | | | | | 0.0 | | |
594,841 | | | 3.500%, 08/01/2045 | | | | | 553,545 | | | | | | 0.0 | | |
270,411 | | | 3.500%, 08/01/2045 | | | | | 251,638 | | | | | | 0.0 | | |
418,910 | | | 3.500%, 08/01/2045 | | | | | 391,567 | | | | | | 0.0 | | |
511,341 | | | 3.500%, 08/01/2045 | | | | | 478,602 | | | | | | 0.0 | | |
675,130 | | | 3.500%, 09/01/2045 | | | | | 628,401 | | | | | | 0.0 | | |
259,356 | | | 3.500%, 09/01/2045 | | | | | 241,781 | | | | | | 0.0 | | |
925,653 | | | 3.500%, 09/01/2045 | | | | | 863,699 | | | | | | 0.1 | | |
1,049,605 | | | 3.500%, 11/01/2045 | | | | | 977,718 | | | | | | 0.1 | | |
3,658,722 | | | 3.500%, 12/01/2046 | | | | | 3,402,164 | | | | | | 0.2 | | |
9,844,962 | | | 3.500%, 03/01/2048 | | | | | 9,207,779 | | | | | | 0.4 | | |
257,896 | | | 3.508%, (US0012M + 1.721%), 06/01/2035 | | | | | 261,495 | | | | | | 0.0 | | |
35,766 | | | 3.586%, (US0012M + 1.345%), 09/01/2035 | | | | | 35,840 | | | | | | 0.0 | | |
566,936 | | | 4.000%, 10/01/2041 | | | | | 545,588 | | | | | | 0.0 | | |
912,766 | | | 4.000%, 12/01/2041 | | | | | 878,399 | | | | | | 0.1 | | |
150,826 | | | 4.000%, 07/01/2045 | | | | | 144,875 | | | | | | 0.0 | | |
86,029 | | | 4.000%, 09/01/2045 | | | | | 82,574 | | | | | | 0.0 | | |
1,540,861 | | | 4.000%, 09/01/2045 | | | | | 1,478,992 | | | | | | 0.1 | | |
885,336 | | | 4.000%, 09/01/2045 | | | | | 849,784 | | | | | | 0.1 | | |
1,274,465 | | | 4.000%, 09/01/2045 | | | | | 1,223,296 | | | | | | 0.1 | | |
701,134 | | | 4.000%, 05/01/2047 | | | | | 673,707 | | | | | | 0.0 | | |
201,136 | | | 4.000%, 11/01/2047 | | | | | 190,945 | | | | | | 0.0 | | |
227,619 | | | 4.000%, 03/01/2048 | | | | | 217,778 | | | | | | 0.0 | | |
857,767 | | | 4.000%, 06/01/2048 | | | | | 829,635 | | | | | | 0.1 | | |
51 | | | 4.337%, (H15T1Y + 2.210%), 06/01/2024 | | | | | 51 | | | | | | 0.0 | | |
4,164 | | | 4.339%, (H15T1Y + 2.250%), 11/01/2031 | | | | | 4,075 | | | | | | 0.0 | | |
7,933 | | | 4.375%, (H15T1Y + 2.250%), 11/01/2035 | | | | | 8,007 | | | | | | 0.0 | | |
4,031 | | | 4.500%, 06/01/2039 | | | | | 4,002 | | | | | | 0.0 | | |
11,022 | | | 4.500%, 09/01/2040 | | | | | 10,949 | | | | | | 0.0 | | |
38,364 | | | 4.500%, 03/01/2041 | | | | | 38,110 | | | | | | 0.0 | | |
311,648 | | | 4.500%, 08/01/2041 | | | | | 309,586 | | | | | | 0.0 | | |
159,617 | | | 4.500%, 08/01/2041 | | | | | 156,381 | | | | | | 0.0 | | |
119,178 | | | 4.500%, 09/01/2041 | | | | | 118,389 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2022 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Federal Home Loan Mortgage Corporation (continued) | | ||||||||||||
293,148 | | | 4.500%, 09/01/2041 | | | | $ | 291,208 | | | | | | 0.0 | | |
707,060 | | | 4.500%, 09/01/2041 | | | | | 702,383 | | | | | | 0.0 | | |
148,843 | | | 4.500%, 09/01/2041 | | | | | 147,858 | | | | | | 0.0 | | |
48,188 | | | 4.513%, (H15T1Y + 2.462%), 01/01/2029 | | | | | 47,365 | | | | | | 0.0 | | |
14,257 | | | 5.000%, 05/01/2028 | | | | | 14,359 | | | | | | 0.0 | | |
63,255 | | | 5.000%, 05/01/2035 | | | | | 64,680 | | | | | | 0.0 | | |
153,485 | | | 5.000%, 01/01/2041 | | | | | 155,744 | | | | | | 0.0 | | |
88,170 | | | 5.000%, 04/01/2041 | | | | | 89,829 | | | | | | 0.0 | | |
415 | | | 5.500%, 03/01/2023 | | | | | 417 | | | | | | 0.0 | | |
308 | | | 5.500%, 05/01/2023 | | | | | 310 | | | | | | 0.0 | | |
6,703 | | | 5.500%, 03/01/2034 | | | | | 6,927 | | | | | | 0.0 | | |
1,250 | | | 5.500%, 05/01/2036 | | | | | 1,259 | | | | | | 0.0 | | |
45,891 | | | 5.500%, 06/01/2036 | | | | | 47,510 | | | | | | 0.0 | | |
5,244 | | | 5.500%, 12/01/2036 | | | | | 5,448 | | | | | | 0.0 | | |
24,821 | | | 5.500%, 03/01/2037 | | | | | 25,090 | | | | | | 0.0 | | |
6,402 | | | 5.500%, 04/01/2037 | | | | | 6,653 | | | | | | 0.0 | | |
39,554 | | | 5.500%, 05/01/2037 | | | | | 41,097 | | | | | | 0.0 | | |
69,067 | | | 5.500%, 07/01/2037 | | | | | 71,765 | | | | | | 0.0 | | |
15,277 | | | 5.500%, 09/01/2037 | | | | | 15,360 | | | | | | 0.0 | | |
7,616 | | | 5.500%, 10/01/2037 | | | | | 7,913 | | | | | | 0.0 | | |
23,999 | | | 5.500%, 11/01/2037 | | | | | 24,817 | | | | | | 0.0 | | |
73,021 | | | 5.500%, 12/01/2037 | | | | | 75,869 | | | | | | 0.0 | | |
20,770 | | | 5.500%, 12/01/2037 | | | | | 21,511 | | | | | | 0.0 | | |
5,025 | | | 5.500%, 01/01/2038 | | | | | 5,221 | | | | | | 0.0 | | |
5,508 | | | 5.500%, 01/01/2038 | | | | | 5,704 | | | | | | 0.0 | | |
50,048 | | | 5.500%, 02/01/2038 | | | | | 51,999 | | | | | | 0.0 | | |
68,285 | | | 5.500%, 02/01/2038 | | | | | 70,954 | | | | | | 0.0 | | |
46,596 | | | 5.500%, 03/01/2038 | | | | | 48,413 | | | | | | 0.0 | | |
58,986 | | | 5.500%, 04/01/2038 | | | | | 61,287 | | | | | | 0.0 | | |
47,040 | | | 5.500%, 05/01/2038 | | | | | 48,427 | | | | | | 0.0 | | |
5,315 | | | 5.500%, 05/01/2038 | | | | | 5,523 | | | | | | 0.0 | | |
128,377 | | | 5.500%, 06/01/2038 | | | | | 133,395 | | | | | | 0.0 | | |
38,849 | | | 5.500%, 06/01/2038 | | | | | 39,967 | | | | | | 0.0 | | |
120,496 | | | 5.500%, 07/01/2038 | | | | | 125,195 | | | | | | 0.0 | | |
5,985 | | | 5.500%, 08/01/2038 | | | | | 6,157 | | | | | | 0.0 | | |
24,546 | | | 5.500%, 08/01/2038 | | | | | 25,504 | | | | | | 0.0 | | |
27,185 | | | 5.500%, 09/01/2038 | | | | | 28,246 | | | | | | 0.0 | | |
23,888 | | | 5.500%, 10/01/2038 | | | | | 24,820 | | | | | | 0.0 | | |
26,897 | | | 5.500%, 10/01/2038 | | | | | 27,946 | | | | | | 0.0 | | |
94,250 | | | 5.500%, 11/01/2038 | | | | | 97,935 | | | | | | 0.0 | | |
2,534 | | | 5.500%, 11/01/2038 | | | | | 2,633 | | | | | | 0.0 | | |
5,827 | | | 5.500%, 12/01/2038 | | | | | 6,046 | | | | | | 0.0 | | |
9,776 | | | 5.500%, 12/01/2038 | | | | | 10,137 | | | | | | 0.0 | | |
21,863 | | | 5.500%, 01/01/2039 | | | | | 22,716 | | | | | | 0.0 | | |
45,943 | | | 5.500%, 03/01/2039 | | | | | 47,739 | | | | | | 0.0 | | |
17,670 | | | 5.500%, 07/01/2039 | | | | | 18,177 | | | | | | 0.0 | | |
11,778 | | | 5.500%, 12/01/2039 | | | | | 12,238 | | | | | | 0.0 | | |
78,532 | | | 5.500%, 03/01/2040 | | | | | 81,596 | | | | | | 0.0 | | |
36,073 | | | 5.500%, 08/01/2040 | | | | | 36,259 | | | | | | 0.0 | | |
25,967 | | | 5.500%, 08/01/2040 | | | | | 26,944 | | | | | | 0.0 | | |
50,970 | | | 5.500%, 08/01/2040 | | | | | 52,958 | | | | | | 0.0 | | |
218,105 | | | 6.000%, 09/01/2027 | | | | | 221,838 | | | | | | 0.0 | | |
4,242 | | | 6.000%, 02/01/2029 | | | | | 4,315 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Federal Home Loan Mortgage Corporation (continued) | | ||||||||||||
5,129 | | | 6.000%, 05/01/2035 | | | | $ | 5,312 | | | | | | 0.0 | | |
216,268 | | | 6.000%, 03/01/2037 | | | | | 226,266 | | | | | | 0.0 | | |
1,820 | | | 6.000%, 05/01/2037 | | | | | 1,904 | | | | | | 0.0 | | |
24,384 | | | 6.000%, 07/01/2037 | | | | | 25,491 | | | | | | 0.0 | | |
5,987 | | | 6.000%, 08/01/2037 | | | | | 6,181 | | | | | | 0.0 | | |
29,449 | | | 6.000%, 08/01/2037 | | | | | 30,810 | | | | | | 0.0 | | |
161,375 | | | 6.000%, 09/01/2037 | | | | | 168,314 | | | | | | 0.0 | | |
463 | | | 6.000%, 10/01/2037 | | | | | 483 | | | | | | 0.0 | | |
6,399 | | | 6.000%, 11/01/2037 | | | | | 6,684 | | | | | | 0.0 | | |
1,859 | | | 6.000%, 12/01/2037 | | | | | 1,894 | | | | | | 0.0 | | |
5,361 | | | 6.000%, 12/01/2037 | | | | | 5,569 | | | | | | 0.0 | | |
158,028 | | | 6.000%, 01/01/2038 | | | | | 164,053 | | | | | | 0.0 | | |
965 | | | 6.000%, 04/01/2038 | | | | | 1,001 | | | | | | 0.0 | | |
6,084 | | | 6.000%, 06/01/2038 | | | | | 6,231 | | | | | | 0.0 | | |
338 | | | 6.000%, 07/01/2038 | | | | | 346 | | | | | | 0.0 | | |
15,197 | | | 6.000%, 08/01/2038 | | | | | 15,497 | | | | | | 0.0 | | |
46,128 | | | 6.000%, 11/01/2038 | | | | | 47,689 | | | | | | 0.0 | | |
11,883 | | | 6.000%, 05/01/2039 | | | | | 12,215 | | | | | | 0.0 | | |
7,027 | | | 6.000%, 08/01/2039 | | | | | 7,216 | | | | | | 0.0 | | |
1,647 | | | 6.000%, 09/01/2039 | | | | | 1,676 | | | | | | 0.0 | | |
509,454 | | | 6.500%, 09/01/2034 | | | | | 528,505 | | | | | | 0.0 | | |
| | | | | | | | 57,599,199 | | | | | | 2.4 | | |
| | | Federal National Mortgage Association: 0.0%(5) | | ||||||||||||
18,967 | | | 2.175%, (US0012M + 1.675%), 02/01/2035 | | | | | 18,575 | | | | | | 0.0 | | |
47,737 | | | 2.301%, (US0012M + 1.610%), 02/01/2034 | | | | | 46,883 | | | | | | 0.0 | | |
51,143 | | | 2.357%, (US0012M + 1.480%), 04/01/2035 | | | | | 50,057 | | | | | | 0.0 | | |
7,039 | | | 2.585%, (H15T1Y + 2.210%), 04/01/2032 | | | | | 6,869 | | | | | | 0.0 | | |
23,076 | | | 2.691%, (US0006M + 1.373%), 09/01/2035 | | | | | 22,534 | | | | | | 0.0 | | |
24,469 | | | 2.889%, (12MTA + 1.200%), 08/01/2042 | | | | | 23,380 | | | | | | 0.0 | | |
42,251 | | | 2.889%, (12MTA + 1.200%), 08/01/2042 | | | | | 40,219 | | | | | | 0.0 | | |
13,422 | | | 2.889%, (12MTA + 1.200%), 10/01/2044 | | | | | 12,748 | | | | | | 0.0 | | |
20,936 | | | 2.889%, (12MTA + 1.200%), 10/01/2044 | | | | | 19,945 | | | | | | 0.0 | | |
322,029 | | | 3.619%, (H15T1Y + 1.711%), 08/01/2035 | | | | | 319,270 | | | | | | 0.0 | | |
1,770 | | | 3.635%, (COF 11 + 1.251%), 05/01/2036 | | | | | 1,738 | | | | | | 0.0 | | |
34,022 | | | 3.637%, (US0012M + 1.486%), 07/01/2035 | | | | | 33,529 | | | | | | 0.0 | | |
11,449 | | | 3.713%, (US0012M + 1.444%), 08/01/2035 | | | | | 11,298 | | | | | | 0.0 | | |
131,101 | | | 3.908%, (US0012M + 1.661%), 10/01/2035 | | | | | 129,451 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2022 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Federal National Mortgage Association (continued) | | ||||||||||||
14,178 | | | 3.975%, (COF 11 + 1.926%), 12/01/2036 | | | | $ | 14,153 | | | | | | 0.0 | | |
131,659 | | | 4.060%, (US0012M + 1.810%), 09/01/2034 | | | | | 133,002 | | | | | | 0.0 | | |
1,234 | | | 4.107%, (H15T1Y + 2.215%), 09/01/2031 | | | | | 1,212 | | | | | | 0.0 | | |
59,585 | | | 4.300%, (H15T1Y + 2.175%), 10/01/2035 | | | | | 58,505 | | | | | | 0.0 | | |
29,508 | | | 4.655%, (US0001M + 1.422%), 02/01/2033 | | | | | 29,724 | | | | | | 0.0 | | |
| | | | | | | | 973,092 | | | | | | 0.0 | | |
| | | Government National Mortgage Association: 5.4% | | ||||||||||||
1,263,419 | | | 2.500%, 05/20/2051 | | | | | 1,099,833 | | | | | | 0.1 | | |
4,350,679 | | | 2.500%, 08/20/2051 | | | | | 3,783,549 | | | | | | 0.2 | | |
3,545,778 | | | 2.500%, 09/20/2051 | | | | | 3,081,652 | | | | | | 0.1 | | |
1,821,376 | | | 2.500%, 11/20/2051 | | | | | 1,580,393 | | | | | | 0.1 | | |
3,693,495 | | | 2.500%, 12/20/2051 | | | | | 3,207,827 | | | | | | 0.1 | | |
5,925,999 | | | 2.500%, 03/20/2052 | | | | | 5,142,188 | | | | | | 0.2 | | |
16,549,334 | | | 2.500%, 04/20/2052 | | | | | 14,355,240 | | | | | | 0.6 | | |
25,214,455 | | | 2.500%, 05/20/2052 | | | | | 21,872,194 | | | | | | 0.9 | | |
5,750,000 (6) | | | 2.500%, 01/15/2053 | | | | | 4,984,254 | | | | | | 0.2 | | |
988,325 | | | 3.000%, 11/20/2051 | | | | | 884,780 | | | | | | 0.1 | | |
3,390,000 (6) | | | 3.000%, 01/15/2053 | | | | | 3,019,305 | | | | | | 0.1 | | |
2,010,269 | | | 3.500%, 07/20/2046 | | | | | 1,829,265 | | | | | | 0.1 | | |
297,870 | | | 3.500%, 07/20/2047 | | | | | 278,137 | | | | | | 0.0 | | |
4,896,116 | | | 3.500%, 12/20/2047 | | | | | 4,565,503 | | | | | | 0.2 | | |
2,742,284 | | | 3.500%, 01/20/2048 | | | | | 2,556,914 | | | | | | 0.1 | | |
6,027,866 | | | 3.500%, 05/20/2050 | | | | | 5,598,403 | | | | | | 0.2 | | |
33,322,000 (6) | | | 3.500%, 01/15/2053 | | | | | 30,620,509 | | | | | | 1.3 | | |
381,485 | | | 4.000%, 11/20/2040 | | | | | 368,960 | | | | | | 0.0 | | |
714,000 | | | 4.000%, 03/20/2046 | | | | | 687,201 | | | | | | 0.0 | | |
18,942,000 (6) | | | 4.000%, 01/15/2053 | | | | | 17,926,897 | | | | | | 0.8 | | |
603,237 | | | 4.500%, 08/20/2041 | | | | | 602,622 | | | | | | 0.0 | | |
277,592 | | | 4.500%, 01/20/2047 | | | | | 277,819 | | | | | | 0.0 | | |
1,749 | | | 5.000%, 11/15/2035 | | | | | 1,761 | | | | | | 0.0 | | |
12,710 | | | 5.000%, 11/15/2035 | | | | | 12,822 | | | | | | 0.0 | | |
4,469 | | | 5.000%, 11/15/2035 | | | | | 4,508 | | | | | | 0.0 | | |
4,760 | | | 5.000%, 11/15/2035 | | | | | 4,860 | | | | | | 0.0 | | |
13,841 | | | 5.000%, 06/15/2037 | | | | | 13,913 | | | | | | 0.0 | | |
77,604 | | | 5.000%, 03/15/2038 | | | | | 79,066 | | | | | | 0.0 | | |
30,281 | | | 5.000%, 03/15/2038 | | | | | 30,671 | | | | | | 0.0 | | |
4,698 | | | 5.000%, 06/15/2038 | | | | | 4,739 | | | | | | 0.0 | | |
1,448 | | | 5.000%, 09/15/2038 | | | | | 1,463 | | | | | | 0.0 | | |
31,202 | | | 5.000%, 11/15/2038 | | | | | 31,859 | | | | | | 0.0 | | |
8,650 | | | 5.000%, 11/15/2038 | | | | | 8,772 | | | | | | 0.0 | | |
7,447 | | | 5.000%, 12/15/2038 | | | | | 7,522 | | | | | | 0.0 | | |
47,131 | | | 5.000%, 12/15/2038 | | | | | 48,287 | | | | | | 0.0 | | |
643,543 | | | 5.000%, 12/15/2038 | | | | | 659,364 | | | | | | 0.0 | | |
461,134 | | | 5.000%, 01/15/2039 | | | | | 469,713 | | | | | | 0.0 | | |
43,041 | | | 5.000%, 01/15/2039 | | | | | 44,098 | | | | | | 0.0 | | |
87,811 | | | 5.000%, 01/15/2039 | | | | | 89,970 | | | | | | 0.0 | | |
41,484 | | | 5.000%, 02/15/2039 | | | | | 42,358 | | | | | | 0.0 | | |
65,451 | | | 5.000%, 02/15/2039 | | | | | 66,951 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Government National Mortgage Association (continued) | | ||||||||||||
18,091 | | | 5.000%, 02/15/2039 | | | | $ | 18,468 | | | | | | 0.0 | | |
1,653 | | | 5.000%, 03/15/2039 | | | | | 1,694 | | | | | | 0.0 | | |
85,443 | | | 5.000%, 03/15/2039 | | | | | 87,225 | | | | | | 0.0 | | |
51,829 | | | 5.000%, 03/15/2039 | | | | | 52,920 | | | | | | 0.0 | | |
50,238 | | | 5.000%, 03/15/2039 | | | | | 51,297 | | | | | | 0.0 | | |
52,197 | | | 5.000%, 04/15/2039 | | | | | 53,473 | | | | | | 0.0 | | |
389 | | | 5.000%, 05/15/2039 | | | | | 392 | | | | | | 0.0 | | |
68,757 | | | 5.000%, 05/15/2039 | | | | | 70,205 | | | | | | 0.0 | | |
32,144 | | | 5.000%, 05/15/2039 | | | | | 32,822 | | | | | | 0.0 | | |
44,821 | | | 5.000%, 07/15/2039 | | | | | 45,913 | | | | | | 0.0 | | |
31,557 | | | 5.000%, 09/15/2039 | | | | | 32,148 | | | | | | 0.0 | | |
8,401 | | | 5.000%, 11/15/2039 | | | | | 8,509 | | | | | | 0.0 | | |
1,247 | | | 5.000%, 04/15/2040 | | | | | 1,273 | | | | | | 0.0 | | |
7,928 | | | 5.000%, 06/15/2040 | | | | | 8,120 | | | | | | 0.0 | | |
17,041 | | | 5.000%, 09/15/2040 | | | | | 17,459 | | | | | | 0.0 | | |
8,445 | | | 5.000%, 09/15/2040 | | | | | 8,454 | | | | | | 0.0 | | |
33,397 | | | 5.000%, 10/15/2040 | | | | | 34,208 | | | | | | 0.0 | | |
46,121 | | | 5.000%, 05/15/2042 | | | | | 46,418 | | | | | | 0.0 | | |
207,457 | | | 5.000%, 02/20/2043 | | | | | 211,143 | | | | | | 0.0 | | |
| | | | | | | | 130,728,283 | | | | | | 5.4 | | |
| | | Uniform Mortgage-Backed Securities: 20.2% | | ||||||||||||
3,973,083 | | | 2.000%, 10/01/2050 | | | | | 3,261,869 | | | | | | 0.1 | | |
6,948,600 | | | 2.000%, 12/01/2050 | | | | | 5,689,797 | | | | | | 0.2 | | |
1,021,659 | | | 2.000%, 11/01/2051 | | | | | 843,043 | | | | | | 0.0 | | |
2,830,074 | | | 2.000%, 11/01/2051 | | | | | 2,329,559 | | | | | | 0.1 | | |
6,565,563 | | | 2.000%, 12/01/2051 | | | | | 5,378,133 | | | | | | 0.2 | | |
4,982,353 | | | 2.000%, 12/01/2051 | | | | | 4,068,003 | | | | | | 0.2 | | |
3,716,486 | | | 2.000%, 02/01/2052 | | | | | 3,059,150 | | | | | | 0.1 | | |
1,898,348 | | | 2.000%, 02/01/2052 | | | | | 1,560,140 | | | | | | 0.1 | | |
8,038,749 | | | 2.000%, 03/01/2052 | | | | | 6,559,156 | | | | | | 0.3 | | |
43,092,000 (6) | | | 2.000%, 01/15/2053 | | | | | 35,073,829 | | | | | | 1.5 | | |
1,003,161 | | | 2.500%, 05/01/2030 | | | | | 941,638 | | | | | | 0.1 | | |
1,524,831 | | | 2.500%, 06/01/2030 | | | | | 1,431,353 | | | | | | 0.1 | | |
2,025,581 | | | 2.500%, 06/01/2030 | | | | | 1,901,525 | | | | | | 0.1 | | |
914,168 | | | 2.500%, 07/01/2030 | | | | | 858,185 | | | | | | 0.1 | | |
6,017,118 | | | 2.500%, 07/01/2050 | | | | | 5,136,695 | | | | | | 0.2 | | |
18,849,724 | | | 2.500%, 11/01/2050 | | | | | 16,257,607 | | | | | | 0.7 | | |
8,006,726 | | | 2.500%, 02/01/2051 | | | | | 6,803,006 | | | | | | 0.3 | | |
4,780,898 | | | 2.500%, 04/01/2051 | | | | | 4,066,534 | | | | | | 0.2 | | |
9,714,139 | | | 2.500%, 11/01/2051 | | | | | 8,284,743 | | | | | | 0.4 | | |
4,685,854 | | | 2.500%, 12/01/2051 | | | | | 4,012,389 | | | | | | 0.2 | | |
3,724,384 | | | 2.500%, 12/01/2051 | | | | | 3,184,287 | | | | | | 0.1 | | |
5,063,563 | | | 2.500%, 01/01/2052 | | | | | 4,329,719 | | | | | | 0.2 | | |
2,825,853 | | | 2.500%, 02/01/2052 | | | | | 2,426,037 | | | | | | 0.1 | | |
4,678,262 | | | 2.500%, 02/01/2052 | | | | | 3,988,509 | | | | | | 0.2 | | |
4,694,831 | | | 2.500%, 02/01/2052 | | | | | 4,020,398 | | | | | | 0.2 | | |
4,859,039 | | | 2.500%, 02/01/2052 | | | | | 4,126,777 | | | | | | 0.2 | | |
4,165,643 | | | 2.500%, 02/01/2052 | | | | | 3,551,452 | | | | | | 0.2 | | |
78,964,000 (6) | | | 2.500%, 01/15/2053 | | | | | 66,881,170 | | | | | | 2.8 | | |
2,130,370 | | | 3.000%, 08/01/2030 | | | | | 2,040,172 | | | | | | 0.1 | | |
1,080,171 | | | 3.000%, 09/01/2030 | | | | | 1,034,421 | | | | | | 0.1 | | |
801,269 | | | 3.000%, 08/01/2043 | | | | | 729,906 | | | | | | 0.0 | | |
1,373,942 | | | 3.000%, 09/01/2043 | | | | | 1,251,678 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2022 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
5,046,845 | | | 3.000%, 04/01/2045 | | | | $ | 4,557,455 | | | | | | 0.2 | | |
3,084,971 | | | 3.000%, 08/01/2046 | | | | | 2,768,306 | | | | | | 0.1 | | |
292,639 | | | 3.000%, 09/01/2046 | | | | | 262,328 | | | | | | 0.0 | | |
4,119,057 | | | 3.000%, 01/01/2047 | | | | | 3,682,317 | | | | | | 0.2 | | |
2,671,654 | | | 3.000%, 02/01/2052 | | | | | 2,363,456 | | | | | | 0.1 | | |
4,568,517 | | | 3.000%, 02/01/2052 | | | | | 4,051,402 | | | | | | 0.2 | | |
5,740,092 | | | 3.000%, 04/01/2052 | | | | | 5,070,447 | | | | | | 0.2 | | |
3,870,895 | | | 3.000%, 05/01/2052 | | | | | 3,417,509 | | | | | | 0.2 | | |
9,598,692 | | | 3.000%, 05/01/2052 | | | | | 8,472,824 | | | | | | 0.4 | | |
47,896,000 (6) | | | 3.000%, 01/15/2053 | | | | | 42,044,929 | | | | | | 1.8 | | |
452,035 | | | 3.500%, 12/01/2041 | | | | | 423,554 | | | | | | 0.0 | | |
77,806 | | | 3.500%, 08/01/2042 | | | | | 72,907 | | | | | | 0.0 | | |
382,952 | | | 3.500%, 08/01/2042 | | | | | 358,839 | | | | | | 0.0 | | |
529,174 | | | 3.500%, 10/01/2042 | | | | | 495,663 | | | | | | 0.0 | | |
311,280 | | | 3.500%, 10/01/2042 | | | | | 291,535 | | | | | | 0.0 | | |
226,870 | | | 3.500%, 03/01/2043 | | | | | 212,551 | | | | | | 0.0 | | |
1,950,453 | | | 3.500%, 01/01/2046 | | | | | 1,813,886 | | | | | | 0.1 | | |
3,129,966 | | | 3.500%, 02/01/2046 | | | | | 2,910,153 | | | | | | 0.1 | | |
13,743,148 | | | 3.500%, 08/01/2046 | | | | | 12,775,177 | | | | | | 0.5 | | |
2,247,173 | | | 3.500%, 08/01/2046 | | | | | 2,088,915 | | | | | | 0.1 | | |
2,137,027 | | | 3.500%, 09/01/2047 | | | | | 1,978,077 | | | | | | 0.1 | | |
6,228,773 | | | 3.500%, 07/01/2048 | | | | | 5,796,124 | | | | | | 0.3 | | |
2,474,738 | | | 3.500%, 02/01/2052 | | | | | 2,270,727 | | | | | | 0.1 | | |
2,178 | | | 4.000%, 05/01/2029 | | | | | 2,132 | | | | | | 0.0 | | |
17,652 | | | 4.000%, 11/01/2030 | | | | | 17,103 | | | | | | 0.0 | | |
9,771 | | | 4.000%, 02/01/2031 | | | | | 9,467 | | | | | | 0.0 | | |
5,378 | | | 4.000%, 10/01/2031 | | | | | 5,211 | | | | | | 0.0 | | |
3,826,303 | | | 4.000%, 12/01/2039 | | | | | 3,678,277 | | | | | | 0.2 | | |
1,818,102 | | | 4.000%, 07/01/2042 | | | | | 1,747,675 | | | | | | 0.1 | | |
474,601 | | | 4.000%, 07/01/2042 | | | | | 456,228 | | | | | | 0.0 | | |
195,723 | | | 4.000%, 07/01/2042 | | | | | 188,059 | | | | | | 0.0 | | |
305,160 | | | 4.000%, 08/01/2042 | | | | | 294,360 | | | | | | 0.0 | | |
1,298,726 | | | 4.000%, 08/01/2043 | | | | | 1,248,630 | | | | | | 0.1 | | |
2,163,774 | | | 4.000%, 09/01/2043 | | | | | 2,086,953 | | | | | | 0.1 | | |
72,366 | | | 4.000%, 10/01/2043 | | | | | 69,384 | | | | | | 0.0 | | |
146,471 | | | 4.000%, 10/01/2043 | | | | | 140,145 | | | | | | 0.0 | | |
4,056,010 | | | 4.000%, 01/01/2045 | | | | | 3,965,333 | | | | | | 0.2 | | |
398,500 | | | 4.000%, 06/01/2045 | | | | | 382,074 | | | | | | 0.0 | | |
1,734,174 | | | 4.000%, 07/01/2045 | | | | | 1,669,670 | | | | | | 0.1 | | |
707,776 | | | 4.000%, 07/01/2045 | | | | | 683,272 | | | | | | 0.0 | | |
3,039,149 | | | 4.000%, 02/01/2046 | | | | | 2,913,875 | | | | | | 0.1 | | |
597,444 | | | 4.000%, 06/01/2047 | | | | | 573,440 | | | | | | 0.0 | | |
89,884 | | | 4.000%, 03/01/2048 | | | | | 85,788 | | | | | | 0.0 | | |
403,800 | | | 4.000%, 03/01/2048 | | | | | 385,777 | | | | | | 0.0 | | |
2,851,393 | | | 4.000%, 09/01/2048 | | | | | 2,734,919 | | | | | | 0.1 | | |
4,856,632 | | | 4.000%, 05/01/2052 | | | | | 4,581,031 | | | | | | 0.2 | | |
4,891,523 | | | 4.000%, 08/01/2052 | | | | | 4,593,022 | | | | | | 0.2 | | |
72,558,000 (6) | | | 4.000%, 01/15/2053 | | | | | 68,057,404 | | | | | | 2.8 | | |
12,999 | | | 4.500%, 10/01/2025 | | | | | 12,912 | | | | | | 0.0 | | |
204,446 | | | 4.500%, 07/01/2026 | | | | | 204,150 | | | | | | 0.0 | | |
260,940 | | | 4.500%, 04/01/2029 | | | | | 259,176 | | | | | | 0.0 | | |
3,974 | | | 4.500%, 06/01/2029 | | | | | 3,947 | | | | | | 0.0 | | |
48,561 | | | 4.500%, 06/01/2029 | | | | | 48,233 | | | | | | 0.0 | | |
51,361 | | | 4.500%, 07/01/2029 | | | | | 51,014 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
1,175 | | | 4.500%, 10/01/2029 | | | | $ | 1,167 | | | | | | 0.0 | | |
7,010 | | | 4.500%, 06/01/2030 | | | | | 6,942 | | | | | | 0.0 | | |
237,388 | | | 4.500%, 10/01/2030 | | | | | 235,780 | | | | | | 0.0 | | |
57,974 | | | 4.500%, 02/01/2031 | | | | | 57,012 | | | | | | 0.0 | | |
36,751 | | | 4.500%, 05/01/2031 | | | | | 36,502 | | | | | | 0.0 | | |
28,380 | | | 4.500%, 10/01/2033 | | | | | 28,031 | | | | | | 0.0 | | |
13,106 | | | 4.500%, 01/01/2034 | | | | | 12,936 | | | | | | 0.0 | | |
3,157 | | | 4.500%, 07/01/2034 | | | | | 3,116 | | | | | | 0.0 | | |
18,608 | | | 4.500%, 09/01/2035 | | | | | 18,413 | | | | | | 0.0 | | |
3,324 | | | 4.500%, 09/01/2035 | | | | | 3,261 | | | | | | 0.0 | | |
25,316 | | | 4.500%, 11/01/2035 | | | | | 24,991 | | | | | | 0.0 | | |
122,708 | | | 4.500%, 02/01/2036 | | | | | 119,074 | | | | | | 0.0 | | |
52,352 | | | 4.500%, 01/01/2037 | | | | | 51,867 | | | | | | 0.0 | | |
27,524 | | | 4.500%, 09/01/2037 | | | | | 27,185 | | | | | | 0.0 | | |
1,550 | | | 4.500%, 02/01/2038 | | | | | 1,526 | | | | | | 0.0 | | |
15,587 | | | 4.500%, 01/01/2039 | | | | | 15,433 | | | | | | 0.0 | | |
22,812 | | | 4.500%, 02/01/2039 | | | | | 22,610 | | | | | | 0.0 | | |
1,946 | | | 4.500%, 02/01/2039 | | | | | 1,900 | | | | | | 0.0 | | |
55,791 | | | 4.500%, 04/01/2039 | | | | | 54,819 | | | | | | 0.0 | | |
33,001 | | | 4.500%, 04/01/2039 | | | | | 32,695 | | | | | | 0.0 | | |
11,301 | | | 4.500%, 04/01/2039 | | | | | 11,196 | | | | | | 0.0 | | |
63,572 | | | 4.500%, 05/01/2039 | | | | | 63,072 | | | | | | 0.0 | | |
51,054 | | | 4.500%, 05/01/2039 | | | | | 50,660 | | | | | | 0.0 | | |
10,005 | | | 4.500%, 05/01/2039 | | | | | 9,919 | | | | | | 0.0 | | |
322 | | | 4.500%, 05/01/2039 | | | | | 318 | | | | | | 0.0 | | |
50,606 | | | 4.500%, 05/01/2039 | | | | | 50,163 | | | | | | 0.0 | | |
651,059 | | | 4.500%, 05/01/2039 | | | | | 645,608 | | | | | | 0.0 | | |
3,171 | | | 4.500%, 05/01/2039 | | | | | 3,142 | | | | | | 0.0 | | |
80,363 | | | 4.500%, 06/01/2039 | | | | | 79,710 | | | | | | 0.0 | | |
4,442 | | | 4.500%, 06/01/2039 | | | | | 4,408 | | | | | | 0.0 | | |
18,462 | | | 4.500%, 07/01/2039 | | | | | 18,166 | | | | | | 0.0 | | |
11,286 | | | 4.500%, 07/01/2039 | | | | | 11,192 | | | | | | 0.0 | | |
40,066 | | | 4.500%, 07/01/2039 | | | | | 39,715 | | | | | | 0.0 | | |
51,871 | | | 4.500%, 08/01/2039 | | | | | 51,114 | | | | | | 0.0 | | |
147,295 | | | 4.500%, 08/01/2039 | | | | | 146,156 | | | | | | 0.0 | | |
79,905 | | | 4.500%, 08/01/2039 | | | | | 79,267 | | | | | | 0.0 | | |
38,752 | | | 4.500%, 08/01/2039 | | | | | 38,452 | | | | | | 0.0 | | |
146,227 | | | 4.500%, 09/01/2039 | | | | | 144,227 | | | | | | 0.0 | | |
120,990 | | | 4.500%, 10/01/2039 | | | | | 120,055 | | | | | | 0.0 | | |
58,799 | | | 4.500%, 11/01/2039 | | | | | 58,344 | | | | | | 0.0 | | |
7,665 | | | 4.500%, 11/01/2039 | | | | | 7,606 | | | | | | 0.0 | | |
6,656 | | | 4.500%, 12/01/2039 | | | | | 6,556 | | | | | | 0.0 | | |
3,746 | | | 4.500%, 12/01/2039 | | | | | 3,715 | | | | | | 0.0 | | |
265,530 | | | 4.500%, 01/01/2040 | | | | | 263,477 | | | | | | 0.0 | | |
3,388 | | | 4.500%, 01/01/2040 | | | | | 3,347 | | | | | | 0.0 | | |
120,747 | | | 4.500%, 02/01/2040 | | | | | 119,814 | | | | | | 0.0 | | |
61,119 | | | 4.500%, 02/01/2040 | | | | | 60,647 | | | | | | 0.0 | | |
38,432 | | | 4.500%, 04/01/2040 | | | | | 38,024 | | | | | | 0.0 | | |
415,888 | | | 4.500%, 04/01/2040 | | | | | 411,477 | | | | | | 0.0 | | |
183,578 | | | 4.500%, 05/01/2040 | | | | | 181,716 | | | | | | 0.0 | | |
34,287 | | | 4.500%, 05/01/2040 | | | | | 33,979 | | | | | | 0.0 | | |
205,569 | | | 4.500%, 06/01/2040 | | | | | 203,980 | | | | | | 0.0 | | |
83,265 | | | 4.500%, 06/01/2040 | | | | | 82,621 | | | | | | 0.0 | | |
44,890 | | | 4.500%, 06/01/2040 | | | | | 44,414 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2022 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
2,757 | | | 4.500%, 06/01/2040 | | | | $ | 2,736 | | | | | | 0.0 | | |
24,980 | | | 4.500%, 06/01/2040 | | | | | 24,787 | | | | | | 0.0 | | |
16,706 | | | 4.500%, 07/01/2040 | | | | | 16,577 | | | | | | 0.0 | | |
89,878 | | | 4.500%, 07/01/2040 | | | | | 89,183 | | | | | | 0.0 | | |
54,414 | | | 4.500%, 07/01/2040 | | | | | 53,993 | | | | | | 0.0 | | |
17,490 | | | 4.500%, 08/01/2040 | | | | | 17,355 | | | | | | 0.0 | | |
55,706 | | | 4.500%, 08/01/2040 | | | | | 55,276 | | | | | | 0.0 | | |
50,670 | | | 4.500%, 08/01/2040 | | | | | 50,279 | | | | | | 0.0 | | |
58,401 | | | 4.500%, 08/01/2040 | | | | | 57,274 | | | | | | 0.0 | | |
32,408 | | | 4.500%, 08/01/2040 | | | | | 32,157 | | | | | | 0.0 | | |
3,387 | | | 4.500%, 08/01/2040 | | | | | 3,311 | | | | | | 0.0 | | |
1,555 | | | 4.500%, 08/01/2040 | | | | | 1,542 | | | | | | 0.0 | | |
12,561 | | | 4.500%, 09/01/2040 | | | | | 12,292 | | | | | | 0.0 | | |
146,859 | | | 4.500%, 09/01/2040 | | | | | 145,723 | | | | | | 0.0 | | |
19,265 | | | 4.500%, 09/01/2040 | | | | | 19,116 | | | | | | 0.0 | | |
12,985 | | | 4.500%, 09/01/2040 | | | | | 12,885 | | | | | | 0.0 | | |
75,263 | | | 4.500%, 09/01/2040 | | | | | 74,141 | | | | | | 0.0 | | |
20,255 | | | 4.500%, 09/01/2040 | | | | | 20,098 | | | | | | 0.0 | | |
11,943 | | | 4.500%, 09/01/2040 | | | | | 11,851 | | | | | | 0.0 | | |
22,187 | | | 4.500%, 10/01/2040 | | | | | 22,015 | | | | | | 0.0 | | |
126,873 | | | 4.500%, 10/01/2040 | | | | | 125,892 | | | | | | 0.0 | | |
21,024 | | | 4.500%, 10/01/2040 | | | | | 20,861 | | | | | | 0.0 | | |
57,965 | | | 4.500%, 10/01/2040 | | | | | 57,517 | | | | | | 0.0 | | |
111,561 | | | 4.500%, 10/01/2040 | | | | | 110,670 | | | | | | 0.0 | | |
38,279 | | | 4.500%, 11/01/2040 | | | | | 37,983 | | | | | | 0.0 | | |
37,530 | | | 4.500%, 11/01/2040 | | | | | 37,239 | | | | | | 0.0 | | |
280,473 | | | 4.500%, 11/01/2040 | | | | | 273,873 | | | | | | 0.0 | | |
298,957 | | | 4.500%, 11/01/2040 | | | | | 296,645 | | | | | | 0.0 | | |
744,342 | | | 4.500%, 11/01/2040 | | | | | 738,587 | | | | | | 0.0 | | |
17,704 | | | 4.500%, 12/01/2040 | | | | | 17,567 | | | | | | 0.0 | | |
2,059 | | | 4.500%, 12/01/2040 | | | | | 2,043 | | | | | | 0.0 | | |
18,159 | | | 4.500%, 12/01/2040 | | | | | 17,967 | | | | | | 0.0 | | |
29,457 | | | 4.500%, 12/01/2040 | | | | | 29,229 | | | | | | 0.0 | | |
71,145 | | | 4.500%, 12/01/2040 | | | | | 70,594 | | | | | | 0.0 | | |
70,038 | | | 4.500%, 12/01/2040 | | | | | 69,496 | | | | | | 0.0 | | |
25,660 | | | 4.500%, 12/01/2040 | | | | | 25,461 | | | | | | 0.0 | | |
151,516 | | | 4.500%, 12/01/2040 | | | | | 150,345 | | | | | | 0.0 | | |
12,199 | | | 4.500%, 12/01/2040 | | | | | 11,955 | | | | | | 0.0 | | |
98,033 | | | 4.500%, 01/01/2041 | | | | | 97,275 | | | | | | 0.0 | | |
164,040 | | | 4.500%, 01/01/2041 | | | | | 162,771 | | | | | | 0.0 | | |
351,093 | | | 4.500%, 01/01/2041 | | | | | 348,378 | | | | | | 0.0 | | |
14,522 | | | 4.500%, 01/01/2041 | | | | | 14,410 | | | | | | 0.0 | | |
29,806 | | | 4.500%, 01/01/2041 | | | | | 29,576 | | | | | | 0.0 | | |
55,323 | | | 4.500%, 02/01/2041 | | | | | 54,895 | | | | | | 0.0 | | |
56,896 | | | 4.500%, 02/01/2041 | | | | | 55,753 | | | | | | 0.0 | | |
58,103 | | | 4.500%, 02/01/2041 | | | | | 57,654 | | | | | | 0.0 | | |
42,117 | | | 4.500%, 02/01/2041 | | | | | 41,791 | | | | | | 0.0 | | |
17,104 | | | 4.500%, 02/01/2041 | | | | | 16,923 | | | | | | 0.0 | | |
35,952 | | | 4.500%, 03/01/2041 | | | | | 35,355 | | | | | | 0.0 | | |
17,624 | | | 4.500%, 03/01/2041 | | | | | 17,488 | | | | | | 0.0 | | |
35,843 | | | 4.500%, 03/01/2041 | | | | | 35,565 | | | | | | 0.0 | | |
3,229 | | | 4.500%, 03/01/2041 | | | | | 3,204 | | | | | | 0.0 | | |
56,137 | | | 4.500%, 03/01/2041 | | | | | 55,703 | | | | | | 0.0 | | |
19,881 | | | 4.500%, 03/01/2041 | | | | | 19,727 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
155,446 | | | 4.500%, 03/01/2041 | | | | $ | 152,123 | | | | | | 0.0 | | |
73,097 | | | 4.500%, 03/01/2041 | | | | | 71,576 | | | | | | 0.0 | | |
11,260 | | | 4.500%, 03/01/2041 | | | | | 10,949 | | | | | | 0.0 | | |
305,643 | | | 4.500%, 04/01/2041 | | | | | 305,220 | | | | | | 0.0 | | |
3,949 | | | 4.500%, 04/01/2041 | | | | | 3,919 | | | | | | 0.0 | | |
28,786 | | | 4.500%, 04/01/2041 | | | | | 28,564 | | | | | | 0.0 | | |
16,232 | | | 4.500%, 04/01/2041 | | | | | 15,800 | | | | | | 0.0 | | |
72,388 | | | 4.500%, 04/01/2041 | | | | | 70,544 | | | | | | 0.0 | | |
163,348 | | | 4.500%, 04/01/2041 | | | | | 162,085 | | | | | | 0.0 | | |
295,564 | | | 4.500%, 05/01/2041 | | | | | 293,278 | | | | | | 0.0 | | |
2,613 | | | 4.500%, 05/01/2041 | | | | | 2,585 | | | | | | 0.0 | | |
19,689 | | | 4.500%, 05/01/2041 | | | | | 19,480 | | | | | | 0.0 | | |
180,435 | | | 4.500%, 05/01/2041 | | | | | 178,556 | | | | | | 0.0 | | |
258,038 | | | 4.500%, 05/01/2041 | | | | | 256,043 | | | | | | 0.0 | | |
13,896 | | | 4.500%, 05/01/2041 | | | | | 13,788 | | | | | | 0.0 | | |
11,208 | | | 4.500%, 05/01/2041 | | | | | 10,945 | | | | | | 0.0 | | |
147,893 | | | 4.500%, 05/01/2041 | | | | | 146,749 | | | | | | 0.0 | | |
6,136 | | | 4.500%, 05/01/2041 | | | | | 6,088 | | | | | | 0.0 | | |
178,227 | | | 4.500%, 06/01/2041 | | | | | 176,848 | | | | | | 0.0 | | |
47,651 | | | 4.500%, 06/01/2041 | | | | | 47,213 | | | | | | 0.0 | | |
11,164 | | | 4.500%, 06/01/2041 | | | | | 11,078 | | | | | | 0.0 | | |
3,103 | | | 4.500%, 07/01/2041 | | | | | 3,079 | | | | | | 0.0 | | |
9,787 | | | 4.500%, 07/01/2041 | | | | | 9,711 | | | | | | 0.0 | | |
141,388 | | | 4.500%, 07/01/2041 | | | | | 140,294 | | | | | | 0.0 | | |
1,868 | | | 4.500%, 07/01/2041 | | | | | 1,838 | | | | | | 0.0 | | |
41,611 | | | 4.500%, 07/01/2041 | | | | | 41,289 | | | | | | 0.0 | | |
77,890 | | | 4.500%, 07/01/2041 | | | | | 77,288 | | | | | | 0.0 | | |
17,460 | | | 4.500%, 07/01/2041 | | | | | 17,328 | | | | | | 0.0 | | |
13,667 | | | 4.500%, 08/01/2041 | | | | | 13,561 | | | | | | 0.0 | | |
96,520 | | | 4.500%, 08/01/2041 | | | | | 95,774 | | | | | | 0.0 | | |
81,215 | | | 4.500%, 08/01/2041 | | | | | 80,586 | | | | | | 0.0 | | |
127,661 | | | 4.500%, 08/01/2041 | | | | | 125,207 | | | | | | 0.0 | | |
21,050 | | | 4.500%, 08/01/2041 | | | | | 20,527 | | | | | | 0.0 | | |
120,377 | | | 4.500%, 08/01/2041 | | | | | 117,432 | | | | | | 0.0 | | |
155,844 | | | 4.500%, 08/01/2041 | | | | | 153,519 | | | | | | 0.0 | | |
52,720 | | | 4.500%, 08/01/2041 | | | | | 52,052 | | | | | | 0.0 | | |
3,791 | | | 4.500%, 09/01/2041 | | | | | 3,751 | | | | | | 0.0 | | |
422,188 | | | 4.500%, 09/01/2041 | | | | | 417,706 | | | | | | 0.0 | | |
51,096 | | | 4.500%, 09/01/2041 | | | | | 50,223 | | | | | | 0.0 | | |
9,382 | | | 4.500%, 09/01/2041 | | | | | 9,309 | | | | | | 0.0 | | |
196,015 | | | 4.500%, 10/01/2041 | | | | | 193,935 | | | | | | 0.0 | | |
24,973 | | | 4.500%, 10/01/2041 | | | | | 24,780 | | | | | | 0.0 | | |
200,774 | | | 4.500%, 10/01/2041 | | | | | 198,645 | | | | | | 0.0 | | |
846,650 | | | 4.500%, 10/01/2041 | | | | | 840,096 | | | | | | 0.0 | | |
43,335 | | | 4.500%, 10/01/2041 | | | | | 42,408 | | | | | | 0.0 | | |
475,269 | | | 4.500%, 10/01/2041 | | | | | 471,593 | | | | | | 0.0 | | |
16,649 | | | 4.500%, 10/01/2041 | | | | | 16,472 | | | | | | 0.0 | | |
85,668 | | | 4.500%, 10/01/2041 | | | | | 84,205 | | | | | | 0.0 | | |
3,048 | | | 4.500%, 11/01/2041 | | | | | 3,024 | | | | | | 0.0 | | |
232,588 | | | 4.500%, 11/01/2041 | | | | | 230,789 | | | | | | 0.0 | | |
542,477 | | | 4.500%, 12/01/2041 | | | | | 538,278 | | | | | | 0.0 | | |
180,970 | | | 4.500%, 12/01/2041 | | | | | 179,571 | | | | | | 0.0 | | |
21,127 | | | 4.500%, 01/01/2042 | | | | | 20,963 | | | | | | 0.0 | | |
12,599 | | | 4.500%, 01/01/2042 | | | | | 12,302 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2022 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
9,519 | | | 4.500%, 01/01/2042 | | | | $ | 9,445 | | | | | | 0.0 | | |
4,179 | | | 4.500%, 03/01/2042 | | | | | 4,072 | | | | | | 0.0 | | |
33,187 | | | 4.500%, 03/01/2042 | | | | | 32,598 | | | | | | 0.0 | | |
26,994 | | | 4.500%, 04/01/2042 | | | | | 26,153 | | | | | | 0.0 | | |
11,403 | | | 4.500%, 06/01/2042 | | | | | 11,229 | | | | | | 0.0 | | |
5,297 | | | 4.500%, 08/01/2042 | | | | | 5,256 | | | | | | 0.0 | | |
4,074 | | | 4.500%, 09/01/2042 | | | | | 3,938 | | | | | | 0.0 | | |
6,437 | | | 4.500%, 01/01/2043 | | | | | 6,240 | | | | | | 0.0 | | |
4,783 | | | 4.500%, 12/01/2043 | | | | | 4,703 | | | | | | 0.0 | | |
42,682 | | | 4.500%, 04/01/2047 | | | | | 41,766 | | | | | | 0.0 | | |
20,450 | | | 4.500%, 05/01/2047 | | | | | 20,003 | | | | | | 0.0 | | |
61,922 | | | 4.500%, 06/01/2047 | | | | | 60,861 | | | | | | 0.0 | | |
94,645 | | | 4.500%, 06/01/2047 | | | | | 93,004 | | | | | | 0.0 | | |
66,461 | | | 4.500%, 07/01/2047 | | | | | 65,034 | | | | | | 0.0 | | |
282,973 | | | 4.500%, 07/01/2047 | | | | | 278,007 | | | | | | 0.0 | | |
16,176 | | | 4.500%, 08/01/2047 | | | | | 15,812 | | | | | | 0.0 | | |
5,905,241 | | | 4.500%, 10/01/2052 | | | | | 5,689,658 | | | | | | 0.2 | | |
26,835,000 (6) | | | 4.500%, 01/15/2053 | | | | | 25,830,533 | | | | | | 1.1 | | |
20 | | | 5.000%, 04/01/2023 | | | | | 20 | | | | | | 0.0 | | |
116 | | | 5.000%, 12/01/2023 | | | | | 115 | | | | | | 0.0 | | |
18,258 | | | 5.000%, 04/01/2026 | | | | | 18,170 | | | | | | 0.0 | | |
24,470 | | | 5.000%, 05/01/2026 | | | | | 24,343 | | | | | | 0.0 | | |
22,529 | | | 5.000%, 08/01/2027 | | | | | 22,447 | | | | | | 0.0 | | |
8,961 | | | 5.000%, 04/01/2028 | | | | | 9,016 | | | | | | 0.0 | | |
5,902,150 | | | 5.000%, 05/01/2042 | | | | | 6,032,784 | | | | | | 0.3 | | |
3,244 | | | 5.500%, 06/01/2023 | | | | | 3,255 | | | | | | 0.0 | | |
790 | | | 5.500%, 07/01/2023 | | | | | 787 | | | | | | 0.0 | | |
712 | | | 5.500%, 09/01/2023 | | | | | 709 | | | | | | 0.0 | | |
135 | | | 5.500%, 01/01/2025 | | | | | 135 | | | | | | 0.0 | | |
28 | | | 5.500%, 08/01/2025 | | | | | 28 | | | | | | 0.0 | | |
2,759 | | | 5.500%, 07/01/2026 | | | | | 2,769 | | | | | | 0.0 | | |
2,660 | | | 5.500%, 12/01/2027 | | | | | 2,670 | | | | | | 0.0 | | |
10,561 | | | 5.500%, 04/01/2028 | | | | | 10,599 | | | | | | 0.0 | | |
3,437 | | | 5.500%, 08/01/2028 | | | | | 3,450 | | | | | | 0.0 | | |
5,370 | | | 5.500%, 01/01/2029 | | | | | 5,399 | | | | | | 0.0 | | |
44,235 | | | 5.500%, 10/01/2029 | | | | | 44,472 | | | | | | 0.0 | | |
37,870 | | | 5.500%, 04/01/2033 | | | | | 38,306 | | | | | | 0.0 | | |
11,671 | | | 5.500%, 10/01/2033 | | | | | 11,726 | | | | | | 0.0 | | |
5,650 | | | 5.500%, 11/01/2033 | | | | | 5,715 | | | | | | 0.0 | | |
2,513 | | | 5.500%, 11/01/2033 | | | | | 2,524 | | | | | | 0.0 | | |
3,725 | | | 5.500%, 11/01/2033 | | | | | 3,837 | | | | | | 0.0 | | |
716 | | | 5.500%, 11/01/2033 | | | | | 730 | | | | | | 0.0 | | |
29,410 | | | 5.500%, 12/01/2033 | | | | | 30,380 | | | | | | 0.0 | | |
940 | | | 5.500%, 12/01/2033 | | | | | 970 | | | | | | 0.0 | | |
63,100 | | | 5.500%, 12/01/2033 | | | | | 63,924 | | | | | | 0.0 | | |
10,074 | | | 5.500%, 12/01/2033 | | | | | 10,211 | | | | | | 0.0 | | |
186,201 | | | 5.500%, 12/01/2033 | | | | | 190,543 | | | | | | 0.0 | | |
280 | | | 5.500%, 01/01/2034 | | | | | 281 | | | | | | 0.0 | | |
15,915 | | | 5.500%, 01/01/2034 | | | | | 15,989 | | | | | | 0.0 | | |
7,150 | | | 5.500%, 01/01/2034 | | | | | 7,176 | | | | | | 0.0 | | |
8,466 | | | 5.500%, 01/01/2034 | | | | | 8,676 | | | | | | 0.0 | | |
66,772 | | | 5.500%, 01/01/2034 | | | | | 68,887 | | | | | | 0.0 | | |
2,837 | | | 5.500%, 06/01/2034 | | | | | 2,886 | | | | | | 0.0 | | |
30,325 | | | 5.500%, 11/01/2034 | | | | | 31,318 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
4,742 | | | 5.500%, 11/01/2034 | | | | $ | 4,759 | | | | | | 0.0 | | |
604 | | | 5.500%, 12/01/2034 | | | | | 625 | | | | | | 0.0 | | |
9,104 | | | 5.500%, 01/01/2035 | | | | | 9,403 | | | | | | 0.0 | | |
17,343 | | | 5.500%, 01/01/2035 | | | | | 17,917 | | | | | | 0.0 | | |
22,048 | | | 5.500%, 01/01/2035 | | | | | 22,181 | | | | | | 0.0 | | |
858,262 | | | 5.500%, 02/01/2035 | | | | | 887,258 | | | | | | 0.1 | | |
8,971 | | | 5.500%, 02/01/2035 | | | | | 9,082 | | | | | | 0.0 | | |
6,273 | | | 5.500%, 07/01/2035 | | | | | 6,428 | | | | | | 0.0 | | |
480,586 | | | 5.500%, 08/01/2035 | | | | | 497,211 | | | | | | 0.0 | | |
2,471 | | | 5.500%, 10/01/2035 | | | | | 2,554 | | | | | | 0.0 | | |
320 | | | 5.500%, 11/01/2035 | | | | | 323 | | | | | | 0.0 | | |
30,042 | | | 5.500%, 11/01/2035 | | | | | 30,815 | | | | | | 0.0 | | |
76,696 | | | 5.500%, 12/01/2035 | | | | | 79,430 | | | | | | 0.0 | | |
7,239 | | | 5.500%, 12/01/2035 | | | | | 7,461 | | | | | | 0.0 | | |
478 | | | 5.500%, 12/01/2035 | | | | | 494 | | | | | | 0.0 | | |
504 | | | 5.500%, 12/01/2035 | | | | | 522 | | | | | | 0.0 | | |
49,790 | | | 5.500%, 01/01/2036 | | | | | 51,616 | | | | | | 0.0 | | |
5,305 | | | 5.500%, 01/01/2036 | | | | | 5,497 | | | | | | 0.0 | | |
409 | | | 5.500%, 02/01/2036 | | | | | 411 | | | | | | 0.0 | | |
7,428 | | | 5.500%, 04/01/2036 | | | | | 7,698 | | | | | | 0.0 | | |
601,050 | | | 5.500%, 07/01/2036 | | | | | 621,481 | | | | | | 0.0 | | |
413 | | | 5.500%, 08/01/2036 | | | | | 429 | | | | | | 0.0 | | |
51,134 | | | 5.500%, 09/01/2036 | | | | | 52,819 | | | | | | 0.0 | | |
29,850 | | | 5.500%, 09/01/2036 | | | | | 30,830 | | | | | | 0.0 | | |
82,810 | | | 5.500%, 12/01/2036 | | | | | 85,661 | | | | | | 0.0 | | |
1,018 | | | 5.500%, 12/01/2036 | | | | | 1,056 | | | | | | 0.0 | | |
78,749 | | | 5.500%, 12/01/2036 | | | | | 81,735 | | | | | | 0.0 | | |
739 | | | 5.500%, 12/01/2036 | | | | | 766 | | | | | | 0.0 | | |
7,510 | | | 5.500%, 01/01/2037 | | | | | 7,717 | | | | | | 0.0 | | |
45,181 | | | 5.500%, 01/01/2037 | | | | | 46,895 | | | | | | 0.0 | | |
63,241 | | | 5.500%, 02/01/2037 | | | | | 65,639 | | | | | | 0.0 | | |
176,008 | | | 5.500%, 03/01/2037 | | | | | 181,049 | | | | | | 0.0 | | |
6,849 | | | 5.500%, 04/01/2037 | | | | | 7,109 | | | | | | 0.0 | | |
1,297 | | | 5.500%, 05/01/2037 | | | | | 1,335 | | | | | | 0.0 | | |
511 | | | 5.500%, 05/01/2037 | | | | | 531 | | | | | | 0.0 | | |
17,525 | | | 5.500%, 05/01/2037 | | | | | 18,188 | | | | | | 0.0 | | |
8,429 | | | 5.500%, 05/01/2037 | | | | | 8,748 | | | | | | 0.0 | | |
46,535 | | | 5.500%, 06/01/2037 | | | | | 48,297 | | | | | | 0.0 | | |
15,631 | | | 5.500%, 06/01/2037 | | | | | 16,073 | | | | | | 0.0 | | |
15,294 | | | 5.500%, 07/01/2037 | | | | | 15,485 | | | | | | 0.0 | | |
24,802 | | | 5.500%, 08/01/2037 | | | | | 25,742 | | | | | | 0.0 | | |
25,242 | | | 5.500%, 08/01/2037 | | | | | 26,162 | | | | | | 0.0 | | |
9,556 | | | 5.500%, 08/01/2037 | | | | | 9,889 | | | | | | 0.0 | | |
65,281 | | | 5.500%, 09/01/2037 | | | | | 67,756 | | | | | | 0.0 | | |
472 | | | 5.500%, 11/01/2037 | | | | | 490 | | | | | | 0.0 | | |
239,599 | | | 5.500%, 01/01/2038 | | | | | 248,646 | | | | | | 0.0 | | |
732 | | | 5.500%, 02/01/2038 | | | | | 760 | | | | | | 0.0 | | |
445 | | | 5.500%, 02/01/2038 | | | | | 462 | | | | | | 0.0 | | |
219,828 | | | 5.500%, 03/01/2038 | | | | | 228,169 | | | | | | 0.0 | | |
4,541 | | | 5.500%, 03/01/2038 | | | | | 4,608 | | | | | | 0.0 | | |
8,982 | | | 5.500%, 04/01/2038 | | | | | 9,036 | | | | | | 0.0 | | |
32,570 | | | 5.500%, 04/01/2038 | | | | | 33,582 | | | | | | 0.0 | | |
436 | | | 5.500%, 04/01/2038 | | | | | 452 | | | | | | 0.0 | | |
1,886 | | | 5.500%, 05/01/2038 | | | | | 1,958 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2022 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
58,403 | | | 5.500%, 05/01/2038 | | | | $ | 58,983 | | | | | | 0.0 | | |
5,347 | | | 5.500%, 05/01/2038 | | | | | 5,558 | | | | | | 0.0 | | |
53,250 | | | 5.500%, 06/01/2038 | | | | | 55,270 | | | | | | 0.0 | | |
1,092,788 | | | 5.500%, 06/01/2038 | | | | | 1,137,910 | | | | | | 0.1 | | |
11,878 | | | 5.500%, 06/01/2038 | | | | | 12,248 | | | | | | 0.0 | | |
30,206 | | | 5.500%, 07/01/2038 | | | | | 31,352 | | | | | | 0.0 | | |
29,371 | | | 5.500%, 07/01/2038 | | | | | 30,182 | | | | | | 0.0 | | |
25,596 | | | 5.500%, 07/01/2038 | | | | | 26,567 | | | | | | 0.0 | | |
268 | | | 5.500%, 07/01/2038 | | | | | 278 | | | | | | 0.0 | | |
14,630 | | | 5.500%, 08/01/2038 | | | | | 15,135 | | | | | | 0.0 | | |
53,396 | | | 5.500%, 08/01/2038 | | | | | 55,422 | | | | | | 0.0 | | |
7,028 | | | 5.500%, 08/01/2038 | | | | | 7,278 | | | | | | 0.0 | | |
121,897 | | | 5.500%, 11/01/2038 | | | | | 126,521 | | | | | | 0.0 | | |
31,850 | | | 5.500%, 11/01/2038 | | | | | 33,104 | | | | | | 0.0 | | |
114 | | | 5.500%, 12/01/2038 | | | | | 116 | | | | | | 0.0 | | |
19,898 | | | 5.500%, 12/01/2038 | | | | | 20,684 | | | | | | 0.0 | | |
215,902 | | | 5.500%, 01/01/2039 | | | | | 224,091 | | | | | | 0.0 | | |
33,080 | | | 5.500%, 01/01/2039 | | | | | 34,334 | | | | | | 0.0 | | |
64,258 | | | 5.500%, 01/01/2039 | | | | | 66,695 | | | | | | 0.0 | | |
12,560 | | | 5.500%, 03/01/2039 | | | | | 13,037 | | | | | | 0.0 | | |
195,522 | | | 5.500%, 06/01/2039 | | | | | 202,936 | | | | | | 0.0 | | |
118,470 | | | 5.500%, 06/01/2039 | | | | | 122,963 | | | | | | 0.0 | | |
11,058 | | | 5.500%, 07/01/2041 | | | | | 11,478 | | | | | | 0.0 | | |
222,984 | | | 5.500%, 09/01/2041 | | | | | 230,175 | | | | | | 0.0 | | |
48,230 | | | 6.000%, 11/01/2028 | | | | | 49,010 | | | | | | 0.0 | | |
233 | | | 6.000%, 04/01/2031 | | | | | 239 | | | | | | 0.0 | | |
228 | | | 6.000%, 01/01/2032 | | | | | 232 | | | | | | 0.0 | | |
492 | | | 6.000%, 11/01/2032 | | | | | 500 | | | | | | 0.0 | | |
519 | | | 6.000%, 11/01/2032 | | | | | 537 | | | | | | 0.0 | | |
33,134 | | | 6.000%, 01/01/2033 | | | | | 34,302 | | | | | | 0.0 | | |
2,138 | | | 6.000%, 09/01/2033 | | | | | 2,181 | | | | | | 0.0 | | |
338 | | | 6.000%, 01/01/2034 | | | | | 345 | | | | | | 0.0 | | |
25,214 | | | 6.000%, 06/01/2035 | | | | | 25,693 | | | | | | 0.0 | | |
3,457 | | | 6.000%, 07/01/2035 | | | | | 3,560 | | | | | | 0.0 | | |
5,548 | | | 6.000%, 07/01/2035 | | | | | 5,653 | | | | | | 0.0 | | |
7,467 | | | 6.000%, 07/01/2035 | | | | | 7,732 | | | | | | 0.0 | | |
4,501 | | | 6.000%, 07/01/2035 | | | | | 4,574 | | | | | | 0.0 | | |
360 | | | 6.000%, 10/01/2035 | | | | | 366 | | | | | | 0.0 | | |
1,028 | | | 6.000%, 10/01/2035 | | | | | 1,044 | | | | | | 0.0 | | |
36,300 | | | 6.000%, 11/01/2035 | | | | | 37,587 | | | | | | 0.0 | | |
29,959 | | | 6.000%, 12/01/2035 | | | | | 31,017 | | | | | | 0.0 | | |
2,171 | | | 6.000%, 12/01/2035 | | | | | 2,206 | | | | | | 0.0 | | |
190,072 | | | 6.000%, 12/01/2035 | | | | | 193,317 | | | | | | 0.0 | | |
4,313 | | | 6.000%, 01/01/2036 | | | | | 4,423 | | | | | | 0.0 | | |
30,232 | | | 6.000%, 02/01/2036 | | | | | 31,545 | | | | | | 0.0 | | |
22,592 | | | 6.000%, 02/01/2036 | | | | | 23,463 | | | | | | 0.0 | | |
15,825 | | | 6.000%, 03/01/2036 | | | | | 16,290 | | | | | | 0.0 | | |
21,851 | | | 6.000%, 03/01/2036 | | | | | 23,130 | | | | | | 0.0 | | |
30,378 | | | 6.000%, 04/01/2036 | | | | | 31,747 | | | | | | 0.0 | | |
11,757 | | | 6.000%, 04/01/2036 | | | | | 12,274 | | | | | | 0.0 | | |
9,025 | | | 6.000%, 05/01/2036 | | | | | 9,224 | | | | | | 0.0 | | |
1,966 | | | 6.000%, 06/01/2036 | | | | | 2,024 | | | | | | 0.0 | | |
333 | | | 6.000%, 06/01/2036 | | | | | 344 | | | | | | 0.0 | | |
11,784 | | | 6.000%, 07/01/2036 | | | | | 11,980 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
2,520 | | | 6.000%, 07/01/2036 | | | | $ | 2,562 | | | | | | 0.0 | | |
1,193 | | | 6.000%, 07/01/2036 | | | | | 1,217 | | | | | | 0.0 | | |
47,022 | | | 6.000%, 07/01/2036 | | | | | 48,758 | | | | | | 0.0 | | |
118,916 | | | 6.000%, 08/01/2036 | | | | | 121,219 | | | | | | 0.0 | | |
12,318 | | | 6.000%, 08/01/2036 | | | | | 12,621 | | | | | | 0.0 | | |
316,424 | | | 6.000%, 08/01/2036 | | | | | 326,320 | | | | | | 0.0 | | |
12,267 | | | 6.000%, 08/01/2036 | | | | | 12,820 | | | | | | 0.0 | | |
1,547 | | | 6.000%, 08/01/2036 | | | | | 1,577 | | | | | | 0.0 | | |
2,289 | | | 6.000%, 08/01/2036 | | | | | 2,393 | | | | | | 0.0 | | |
77 | | | 6.000%, 09/01/2036 | | | | | 78 | | | | | | 0.0 | | |
8,593 | | | 6.000%, 09/01/2036 | | | | | 8,779 | | | | | | 0.0 | | |
55,310 | | | 6.000%, 09/01/2036 | | | | | 56,204 | | | | | | 0.0 | | |
8,984 | | | 6.000%, 09/01/2036 | | | | | 9,375 | | | | | | 0.0 | | |
17,968 | | | 6.000%, 09/01/2036 | | | | | 18,600 | | | | | | 0.0 | | |
12,188 | | | 6.000%, 09/01/2036 | | | | | 12,461 | | | | | | 0.0 | | |
33,608 | | | 6.000%, 09/01/2036 | | | | | 34,931 | | | | | | 0.0 | | |
7,845 | | | 6.000%, 10/01/2036 | | | | | 7,972 | | | | | | 0.0 | | |
27,100 | | | 6.000%, 10/01/2036 | | | | | 28,321 | | | | | | 0.0 | | |
26,052 | | | 6.000%, 10/01/2036 | | | | | 26,984 | | | | | | 0.0 | | |
19,277 | | | 6.000%, 10/01/2036 | | | | | 20,118 | | | | | | 0.0 | | |
2,237 | | | 6.000%, 10/01/2036 | | | | | 2,273 | | | | | | 0.0 | | |
10,393 | | | 6.000%, 10/01/2036 | | | | | 10,844 | | | | | | 0.0 | | |
8,949 | | | 6.000%, 11/01/2036 | | | | | 9,180 | | | | | | 0.0 | | |
14,896 | | | 6.000%, 11/01/2036 | | | | | 15,142 | | | | | | 0.0 | | |
22,601 | | | 6.000%, 11/01/2036 | | | | | 23,620 | | | | | | 0.0 | | |
1,364 | | | 6.000%, 12/01/2036 | | | | | 1,399 | | | | | | 0.0 | | |
3,669 | | | 6.000%, 12/01/2036 | | | | | 3,735 | | | | | | 0.0 | | |
19,775 | | | 6.000%, 12/01/2036 | | | | | 20,107 | | | | | | 0.0 | | |
26,393 | | | 6.000%, 12/01/2036 | | | | | 27,583 | | | | | | 0.0 | | |
2,456 | | | 6.000%, 12/01/2036 | | | | | 2,567 | | | | | | 0.0 | | |
10,476 | | | 6.000%, 01/01/2037 | | | | | 10,650 | | | | | | 0.0 | | |
7,283 | | | 6.000%, 01/01/2037 | | | | | 7,611 | | | | | | 0.0 | | |
439 | | | 6.000%, 01/01/2037 | | | | | 459 | | | | | | 0.0 | | |
515 | | | 6.000%, 01/01/2037 | | | | | 528 | | | | | | 0.0 | | |
51,813 | | | 6.000%, 02/01/2037 | | | | | 53,694 | | | | | | 0.0 | | |
7,557 | | | 6.000%, 02/01/2037 | | | | | 7,711 | | | | | | 0.0 | | |
673 | | | 6.000%, 02/01/2037 | | | | | 686 | | | | | | 0.0 | | |
10,060 | | | 6.000%, 02/01/2037 | | | | | 10,514 | | | | | | 0.0 | | |
82,262 | | | 6.000%, 03/01/2037 | | | | | 85,090 | | | | | | 0.0 | | |
4,509 | | | 6.000%, 03/01/2037 | | | | | 4,581 | | | | | | 0.0 | | |
419 | | | 6.000%, 03/01/2037 | | | | | 438 | | | | | | 0.0 | | |
11,286 | | | 6.000%, 03/01/2037 | | | | | 11,795 | | | | | | 0.0 | | |
4,675 | | | 6.000%, 03/01/2037 | | | | | 4,886 | | | | | | 0.0 | | |
17,533 | | | 6.000%, 03/01/2037 | | | | | 18,008 | | | | | | 0.0 | | |
68,325 | | | 6.000%, 04/01/2037 | | | | | 71,295 | | | | | | 0.0 | | |
38,885 | | | 6.000%, 04/01/2037 | | | | | 40,757 | | | | | | 0.0 | | |
5,274 | | | 6.000%, 04/01/2037 | | | | | 5,466 | | | | | | 0.0 | | |
9,988 | | | 6.000%, 04/01/2037 | | | | | 10,438 | | | | | | 0.0 | | |
728 | | | 6.000%, 04/01/2037 | | | | | 742 | | | | | | 0.0 | | |
13,716 | | | 6.000%, 04/01/2037 | | | | | 14,205 | | | | | | 0.0 | | |
17,381 | | | 6.000%, 04/01/2037 | | | | | 18,164 | | | | | | 0.0 | | |
1,409 | | | 6.000%, 04/01/2037 | | | | | 1,472 | | | | | | 0.0 | | |
19,216 | | | 6.000%, 04/01/2037 | | | | | 19,577 | | | | | | 0.0 | | |
2,191 | | | 6.000%, 04/01/2037 | | | | | 2,246 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2022 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
20,613 | | | 6.000%, 04/01/2037 | | | | $ | 20,946 | | | | | | 0.0 | | |
27,579 | | | 6.000%, 04/01/2037 | | | | | 28,040 | | | | | | 0.0 | | |
637 | | | 6.000%, 04/01/2037 | | | | | 647 | | | | | | 0.0 | | |
588 | | | 6.000%, 05/01/2037 | | | | | 601 | | | | | | 0.0 | | |
16,042 | | | 6.000%, 05/01/2037 | | | | | 16,323 | | | | | | 0.0 | | |
7,456 | | | 6.000%, 05/01/2037 | | | | | 7,576 | | | | | | 0.0 | | |
12,885 | | | 6.000%, 05/01/2037 | | | | | 13,093 | | | | | | 0.0 | | |
11,020 | | | 6.000%, 05/01/2037 | | | | | 11,517 | | | | | | 0.0 | | |
20,378 | | | 6.000%, 05/01/2037 | | | | | 21,118 | | | | | | 0.0 | | |
59,722 | | | 6.000%, 05/01/2037 | | | | | 62,268 | | | | | | 0.0 | | |
10,592 | | | 6.000%, 05/01/2037 | | | | | 10,763 | | | | | | 0.0 | | |
5,516 | | | 6.000%, 05/01/2037 | | | | | 5,624 | | | | | | 0.0 | | |
5,112 | | | 6.000%, 05/01/2037 | | | | | 5,297 | | | | | | 0.0 | | |
3,642 | | | 6.000%, 06/01/2037 | | | | | 3,704 | | | | | | 0.0 | | |
3,535 | | | 6.000%, 06/01/2037 | | | | | 3,661 | | | | | | 0.0 | | |
4,346 | | | 6.000%, 06/01/2037 | | | | | 4,542 | | | | | | 0.0 | | |
23,620 | | | 6.000%, 06/01/2037 | | | | | 24,002 | | | | | | 0.0 | | |
41,797 | | | 6.000%, 06/01/2037 | | | | | 43,681 | | | | | | 0.0 | | |
4,956 | | | 6.000%, 06/01/2037 | | | | | 5,036 | | | | | | 0.0 | | |
1,254 | | | 6.000%, 06/01/2037 | | | | | 1,278 | | | | | | 0.0 | | |
6,278 | | | 6.000%, 07/01/2037 | | | | | 6,379 | | | | | | 0.0 | | |
8,931 | | | 6.000%, 07/01/2037 | | | | | 9,092 | | | | | | 0.0 | | |
4,862 | | | 6.000%, 07/01/2037 | | | | | 5,081 | | | | | | 0.0 | | |
12,958 | | | 6.000%, 07/01/2037 | | | | | 13,184 | | | | | | 0.0 | | |
4,940 | | | 6.000%, 07/01/2037 | | | | | 5,180 | | | | | | 0.0 | | |
30,927 | | | 6.000%, 07/01/2037 | | | | | 31,442 | | | | | | 0.0 | | |
2,325 | | | 6.000%, 07/01/2037 | | | | | 2,402 | | | | | | 0.0 | | |
37,782 | | | 6.000%, 07/01/2037 | | | | | 39,394 | | | | | | 0.0 | | |
11,556 | | | 6.000%, 07/01/2037 | | | | | 11,756 | | | | | | 0.0 | | |
13,993 | | | 6.000%, 08/01/2037 | | | | | 14,430 | | | | | | 0.0 | | |
7,500 | | | 6.000%, 08/01/2037 | | | | | 7,644 | | | | | | 0.0 | | |
16,764 | | | 6.000%, 08/01/2037 | | | | | 17,035 | | | | | | 0.0 | | |
5,863 | | | 6.000%, 08/01/2037 | | | | | 5,961 | | | | | | 0.0 | | |
8,592 | | | 6.000%, 08/01/2037 | | | | | 8,731 | | | | | | 0.0 | | |
4,255 | | | 6.000%, 08/01/2037 | | | | | 4,405 | | | | | | 0.0 | | |
35,670 | | | 6.000%, 08/01/2037 | | | | | 36,247 | | | | | | 0.0 | | |
32,243 | | | 6.000%, 08/01/2037 | | | | | 33,697 | | | | | | 0.0 | | |
1,544 | | | 6.000%, 09/01/2037 | | | | | 1,614 | | | | | | 0.0 | | |
169,412 | | | 6.000%, 09/01/2037 | | | | | 177,050 | | | | | | 0.0 | | |
5,751 | | | 6.000%, 09/01/2037 | | | | | 5,844 | | | | | | 0.0 | | |
531 | | | 6.000%, 09/01/2037 | | | | | 542 | | | | | | 0.0 | | |
61,047 | | | 6.000%, 09/01/2037 | | | | | 63,021 | | | | | | 0.0 | | |
10,870 | | | 6.000%, 09/01/2037 | | | | | 11,351 | | | | | | 0.0 | | |
600 | | | 6.000%, 10/01/2037 | | | | | 612 | | | | | | 0.0 | | |
22,271 | | | 6.000%, 10/01/2037 | | | | | 23,239 | | | | | | 0.0 | | |
671 | | | 6.000%, 11/01/2037 | | | | | 698 | | | | | | 0.0 | | |
24,760 | | | 6.000%, 11/01/2037 | | | | | 25,804 | | | | | | 0.0 | | |
33,938 | | | 6.000%, 11/01/2037 | | | | | 35,245 | | | | | | 0.0 | | |
17,880 | | | 6.000%, 12/01/2037 | | | | | 18,438 | | | | | | 0.0 | | |
45,181 | | | 6.000%, 12/01/2037 | | | | | 47,218 | | | | | | 0.0 | | |
38,167 | | | 6.000%, 12/01/2037 | | | | | 39,029 | | | | | | 0.0 | | |
1,028 | | | 6.000%, 12/01/2037 | | | | | 1,068 | | | | | | 0.0 | | |
55,776 | | | 6.000%, 02/01/2038 | | | | | 57,148 | | | | | | 0.0 | | |
84,741 | | | 6.000%, 02/01/2038 | | | | | 88,128 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | | |||||||||||||||
| | | Uniform Mortgage-Backed Securities (continued) | | ||||||||||||
16,296 | | | 6.000%, 02/01/2038 | | | | $ | 16,948 | | | | | | 0.0 | | |
17,238 | | | 6.000%, 03/01/2038 | | | | | 17,847 | | | | | | 0.0 | | |
833 | | | 6.000%, 03/01/2038 | | | | | 863 | | | | | | 0.0 | | |
3,801 | | | 6.000%, 03/01/2038 | | | | | 3,862 | | | | | | 0.0 | | |
47,543 | | | 6.000%, 05/01/2038 | | | | | 49,131 | | | | | | 0.0 | | |
2,297 | | | 6.000%, 05/01/2038 | | | | | 2,398 | | | | | | 0.0 | | |
7,686 | | | 6.000%, 06/01/2038 | | | | | 8,027 | | | | | | 0.0 | | |
78,135 | | | 6.000%, 07/01/2038 | | | | | 80,746 | | | | | | 0.0 | | |
30,954 | | | 6.000%, 07/01/2038 | | | | | 32,098 | | | | | | 0.0 | | |
806 | | | 6.000%, 08/01/2038 | | | | | 832 | | | | | | 0.0 | | |
17,532 | | | 6.000%, 09/01/2038 | | | | | 18,271 | | | | | | 0.0 | | |
4,626 | | | 6.000%, 09/01/2038 | | | | | 4,835 | | | | | | 0.0 | | |
3,244 | | | 6.000%, 09/01/2038 | | | | | 3,305 | | | | | | 0.0 | | |
14,261 | | | 6.000%, 09/01/2038 | | | | | 14,545 | | | | | | 0.0 | | |
9,879 | | | 6.000%, 10/01/2038 | | | | | 10,324 | | | | | | 0.0 | | |
8,516 | | | 6.000%, 10/01/2038 | | | | | 8,858 | | | | | | 0.0 | | |
349 | | | 6.000%, 10/01/2038 | | | | | 355 | | | | | | 0.0 | | |
19,685 | | | 6.000%, 10/01/2038 | | | | | 20,445 | | | | | | 0.0 | | |
1,433 | | | 6.000%,10/01/2038 | | | | | 1,480 | | | | | | 0.0 | | |
11,557 | | | 6.000%, 10/01/2038 | | | | | 11,744 | | | | | | 0.0 | | |
435 | | | 6.000%, 11/01/2038 | | | | | 449 | | | | | | 0.0 | | |
1,104 | | | 6.000%, 11/01/2038 | | | | | 1,123 | | | | | | 0.0 | | |
113,783 | | | 6.000%, 11/01/2038 | | | | | 116,829 | | | | | | 0.0 | | |
846 | | | 6.000%, 12/01/2038 | | | | | 861 | | | | | | 0.0 | | |
12,089 | | | 6.000%, 12/01/2038 | | | | | 12,379 | | | | | | 0.0 | | |
47,476 | | | 6.000%, 12/01/2038 | | | | | 49,617 | | | | | | 0.0 | | |
11,925 | | | 6.000%, 10/01/2039 | | | | | 12,424 | | | | | | 0.0 | | |
951 | | | 6.000%, 10/01/2039 | | | | | 993 | | | | | | 0.0 | | |
276,201 | | | 6.000%, 02/01/2040 | | | | | 285,966 | | | | | | 0.0 | | |
11,837 | | | 6.000%, 04/01/2040 | | | | | 12,313 | | | | | | 0.0 | | |
73,523 | | | 6.000%, 09/01/2040 | | | | | 74,756 | | | | | | 0.0 | | |
125,008 | | | 6.000%, 10/01/2040 | | | | | 130,442 | | | | | | 0.0 | | |
180,421 | | | 6.000%, 05/01/2041 | | | | | 188,593 | | | | | | 0.0 | | |
1,784 | | | 6.500%, 04/01/2027 | | | | | 1,830 | | | | | | 0.0 | | |
564 | | | 6.500%, 02/01/2028 | | | | | 579 | | | | | | 0.0 | | |
5 | | | 6.500%, 06/01/2029 | | | | | 5 | | | | | | 0.0 | | |
4,822 | | | 6.500%, 01/01/2032 | | | | | 4,949 | | | | | | 0.0 | | |
5,234 | | | 6.500%, 04/01/2032 | | | | | 5,425 | | | | | | 0.0 | | |
11,532 | | | 6.500%, 10/01/2032 | | | | | 11,830 | | | | | | 0.0 | | |
7,838 | | | 6.500%, 10/01/2032 | | | | | 8,040 | | | | | | 0.0 | | |
4,044 | | | 6.500%, 03/01/2038 | | | | | 4,288 | | | | | | 0.0 | | |
205 | | | 7.000%, 08/01/2025 | | | | | 205 | | | | | | 0.0 | | |
1,159 | | | 7.000%, 03/01/2026 | | | | | 1,156 | | | | | | 0.0 | | |
3,864 | | | 7.000%, 03/01/2026 | | | | | 3,879 | | | | | | 0.0 | | |
454 | | | 7.000%, 12/01/2027 | | | | | 453 | | | | | | 0.0 | | |
145,585 | | | 7.000%, 03/01/2038 | | | | | 153,167 | | | | | | 0.0 | | |
459,861 | | | 7.000%, 04/01/2038 | | | | | 492,480 | | | | | | 0.0 | | |
6,207 | | | 7.500%, 09/01/2031 | | | | | 6,432 | | | | | | 0.0 | | |
| | | | | | | | 488,234,719 | | | | | | 20.2 | | |
| | | Total U.S. Government Agency Obligations (Cost $707,617,176) | | | | | 677,535,293 | | | | | | 28.0 | | |
|
Voya Intermediate Bond Portfolio | as of December 31, 2022 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
U.S. TREASURY OBLIGATIONS: 14.7% | | |||||||||||||||
| | | U.S. Treasury Bonds: 3.1% | | ||||||||||||
17,000 | | | 1.250%, 05/15/2050 | | | | $ | 9,155 | | | | | | 0.0 | | |
920,000 | | | 1.375%, 11/15/2040 | | | | | 598,611 | | | | | | 0.0 | | |
77,000 | | | 1.625%, 11/15/2050 | | | | | 45,844 | | | | | | 0.0 | | |
100 | | | 2.000%, 11/15/2041 | | | | | 71 | | | | | | 0.0 | | |
3,046,300 | | | 2.875%, 05/15/2052 | | | | | 2,441,800 | | | | | | 0.1 | | |
33,312,100 | | | 3.000%, 08/15/2052 | | | | | 27,456,457 | | | | | | 1.1 | | |
4,011,100 | | | 3.250%, 05/15/2042 | | | | | 3,518,487 | | | | | | 0.2 | | |
41,336,000 (2) | | | 4.000%, 11/15/2042 | | | | | 40,483,445 | | | | | | 1.7 | | |
| | | | | | | | 74,553,870 | | | | | | 3.1 | | |
| | | U.S. Treasury Notes: 11.6% | | ||||||||||||
25,000 | | | 0.125%, 10/15/2023 | | | | | 24,119 | | | | | | 0.0 | | |
16,997,000 | | | 0.250%, 06/15/2024 | | | | | 15,954,606 | | | | | | 0.7 | | |
4,476,400 | | | 0.500%, 11/30/2023 | | | | | 4,306,977 | | | | | | 0.2 | | |
4,427,600 | | | 0.875%, 01/31/2024 | | | | | 4,250,323 | | | | | | 0.2 | | |
170,000 | | | 0.875%, 06/30/2026 | | | | | 152,050 | | | | | | 0.0 | | |
773,500 | | | 1.125%, 02/15/2031 | | | | | 630,614 | | | | | | 0.0 | | |
1,757,900 | | | 1.250%, 11/30/2026 | | | | | 1,577,647 | | | | | | 0.1 | | |
8,250,800 | | | 1.250%, 09/30/2028 | | | | | 7,086,986 | | | | | | 0.3 | | |
139,400 | | | 1.500%, 01/31/2027 | | | | | 125,879 | | | | | | 0.0 | | |
1,600,500 | | | 1.500%, 11/30/2028 | | | | | 1,390,059 | | | | | | 0.1 | | |
54,300 | | | 2.750%, 04/30/2027 | | | | | 51,468 | | | | | | 0.0 | | |
1,315,300 | | | 2.750%, 08/15/2032 | | | | | 1,197,951 | | | | | | 0.0 | | |
13,545,500 (2) | | | 3.875%, 11/30/2027 | | | | | 13,473,540 | | | | | | 0.6 | | |
50,713,400 | | | 3.875%, 12/31/2027 | | | | | 50,428,137 | | | | | | 2.1 | | |
21,578,800 | | | 3.875%, 11/30/2029 | | | | | 21,438,875 | | | | | | 0.9 | | |
52,454,000 | | | 3.875%, 12/31/2029 | | | | | 52,204,024 | | | | | | 2.1 | | |
42,192,000 (2) | | | 4.000%, 12/15/2025 | | | | | 41,928,300 | | | | | | 1.7 | | |
30,827,100 | | | 4.125%, 11/15/2032 | | | | | 31,465,317 | | | | | | 1.3 | | |
32,676,000 | | | 4.250%, 12/31/2024 | | | | | 32,564,953 | | | | | | 1.3 | | |
| | | | | | | | 280,251,825 | | | | | | 11.6 | | |
| | | Total U.S. Treasury Obligations | | | | | | | | | | | | | |
| | | (Cost $360,372,576) | | | | | 354,805,695 | | | | | | 14.7 | | |
ASSET-BACKED SECURITIES: 6.6% | | |||||||||||||||
| | | Automobile Asset-Backed Securities: 0.0% | | ||||||||||||
350,000 (1) | | | GLS Auto Receivables Issuer Trust 2021-4 C, 1.940%, 10/15/2027 | | | | | 324,407 | | | | | | 0.0 | | |
| | | | | ||||||||||||
| | | Home Equity Asset-Backed Securities: 0.1% | | ||||||||||||
1,150,721 (1)(3) | | | ACE Securities Corp. Mortgage Loan Trust Series 2007-D1 A2, 6.336%, 02/25/2038 | | | | | 901,952 | | | | | | 0.1 | | |
56,112 | | | Home Equity Asset Trust 2005-2 M5, 5.484%, (US0001M + 1.095%), 07/25/2035 | | | | | 55,974 | | | | | | 0.0 | | |
603,134 | | | Morgan Stanley ABS Capital I, Inc. Trust 2005-NC2 M4, 5.304%, (US0001M + 0.915%), 03/25/2035 | | | | | 591,728 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Home Equity Asset-Backed Securities (continued) | | ||||||||||||
29,440 | | | New Century Home Equity Loan Trust 2005-2 M3, 5.124%, (US0001M + 0.735%), 06/25/2035 | | | | $ | 29,433 | | | | | | 0.0 | | |
43,635 | | | Renaissance Home Equity Loan Trust 2003-2 A, 3.894%, (US0001M + 0.880%), 08/25/2033 | | | | | 40,334 | | | | | | 0.0 | | |
819,264 (3) | | | Renaissance Home Equity Loan Trust 2005-3 AF4, 5.140%, 11/25/2035 | | | | | 804,806 | | | | | | 0.0 | | |
51,628 | | | Securitized Asset Backed Receivables LLC Trust 2006-WM4 A2A, 4.549%, (US0001M + 0.160%), 11/25/2036 | | | | | 15,500 | | | | | | 0.0 | | |
| | | | | | | | 2,439,727 | | | | | | 0.1 | | |
| | | Other Asset-Backed Securities: 5.7% | | ||||||||||||
2,000,000 (1) | | | AGL CLO 12 Ltd. 2021-12A C, 6.093%, (US0003M + 1.850%), 07/20/2034 | | | | | 1,854,548 | | | | | | 0.1 | | |
2,408,195 (1)(3)(4)(7) | | | American Homes 4 Rent 2015-SFR1 XS, 3.232%, 04/17/2052 | | | | | — | | | | | | — | | |
650,000 (1) | | | AMMC CLO 16 Ltd. 2015-16A CR2, 5.961%, (US0003M + 1.950%), 04/14/2029 | | | | | 634,109 | | | | | | 0.0 | | |
3,470,000 (1) | | | Babson CLO Ltd. 2017-1A A2, 5.544%, (US0003M + 1.350%), 07/18/2029 | | | | | 3,385,384 | | | | | | 0.1 | | |
4,393,000 (1) | | | Babson CLO Ltd. 2018-3A A2, 5.543%, (US0003M + 1.300%), 07/20/2029 | | | | | 4,359,855 | | | | | | 0.2 | | |
839,167 (1) | | | Beacon Container Finance II LLC 2021-1A A, 2.250%, 10/22/2046 | | | | | 712,638 | | | | | | 0.0 | | |
564,324 (3) | | | Bear Stearns Asset Backed Securities Trust 2006-SD4 1A1, 4.081%, 10/25/2036 | | | | | 549,164 | | | | | | 0.0 | | |
2,250,000 (1) | | | Benefit Street Partners CLO IV Ltd. 2014-IVA BRRR, 6.393%, (US0003M + 2.150%), 01/20/2032 | | | | | 2,131,859 | | | | | | 0.1 | | |
2,000,000 (1) | | | Benefit Street Partners CLO XVIII Ltd. 2019-18A A1R, 5.249%, (US0003M + 1.170%), 10/15/2034 | | | | | 1,949,048 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2022 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
1,950,000 (1) | | | Benefit Street Partners CLO XVIII Ltd. 2019-18A A2R, 5.529%, (US0003M + 1.450%), 10/15/2034 | | | | $ | 1,849,236 | | | | | | 0.1 | | |
1,450,000 (1) | | | BlueMountain CLO Ltd. 2021-28A C, 6.079%, (US0003M + 2.000%), 04/15/2034 | | | | | 1,346,718 | | | | | | 0.1 | | |
5,000,000 (1) | | | BlueMountain CLO XXXI Ltd. 2021-31A C, 6.227%, (US0003M + 2.000%), 04/19/2034 | | | | | 4,652,410 | | | | | | 0.2 | | |
2,332,375 (1) | | | Bojangles Issuer LLC 2020-3A A2, 3.832%, 10/20/2050 | | | | | 2,099,065 | | | | | | 0.1 | | |
3,490,000 (1) | | | Broad River Bsl Funding Clo Ltd. 2020-1A AR, 5.413%, (US0003M + 1.170%), 07/20/2034 | | | | | 3,384,895 | | | | | | 0.1 | | |
3,000,000 (1) | | | Broad River Bsl Funding Clo Ltd. 2020-1A CR, 6.243%, (US0003M + 2.000%), 07/20/2034 | | | | | 2,794,344 | | | | | | 0.1 | | |
1,750,000 (1) | | | California Street CLO IX L.P. 2012-9A CR3, 6.579%, (US0003M + 2.500%), 07/16/2032 | | | | | 1,658,123 | | | | | | 0.1 | | |
5,500,000 (1) | | | Carlyle Global Market Strategies CLO 2016-1 Ltd. 2016-1A BR2, 6.293%, (US0003M + 2.050%), 04/20/2034 | | | | | 5,047,966 | | | | | | 0.2 | | |
2,400,000 (1) | | | Carlyle Global Market Strategies CLO Ltd. 2014-1A A2R2, 5.209%, (US0003M + 1.130%), 04/17/2031 | | | | | 2,284,486 | | | | | | 0.1 | | |
3,250,000 (1) | | | Cedar Funding IV CLO Ltd. 2014-4A CRR, 6.325%, (US0003M + 2.000%), 07/23/2034 | | | | | 3,021,593 | | | | | | 0.1 | | |
3,000,000 (1) | | | Cedar Funding VIII Clo Ltd. 2017-8A A2R, 5.529%, (US0003M + 1.450%), 10/17/2034 | | | | | 2,849,340 | | | | | | 0.1 | | |
37,273 | | | Chase Funding Trust Series 2002-4 2A1, 5.129%, (US0001M + 0.740%), 10/25/2032 | | | | | 35,803 | | | | | | 0.0 | | |
106,708 | | | Chase Funding Trust Series 2003-5 2A2, 4.989%, (US0001M + 0.600%), 07/25/2033 | | | | | 100,837 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
1,055,853 (1) | | | CLI Funding VIII LLC 2022-1A A1, 2.720%, 01/18/2047 | | | | $ | 899,003 | | | | | | 0.0 | | |
919,125 (1) | | | DB Master Finance LLC 2019-1A A23, 4.352%, 05/20/2049 | | | | | 841,045 | | | | | | 0.0 | | |
483,750 (1) | | | DB Master Finance LLC 2019-1A A2II, 4.021%, 05/20/2049 | | | | | 450,401 | | | | | | 0.0 | | |
291,750 (1) | | | Domino’s Pizza Master Issuer LLC 2019-1A A2, 3.668%, 10/25/2049 | | | | | 252,942 | | | | | | 0.0 | | |
1,347,500 (1) | | | Driven Brands Funding LLC 2019-1A A2, 4.641%, 04/20/2049 | | | | | 1,236,109 | | | | | | 0.0 | | |
3,643,875 (1) | | | Five Guys Holdings, Inc. 2017-1A A2, 4.600%, 07/25/2047 | | | | | 3,422,119 | | | | | | 0.1 | | |
101,176 | | | GSAMP Trust 2007-FM1 A2A, 4.459%, (US0001M + 0.070%), 12/25/2036 | | | | | 50,621 | | | | | | 0.0 | | |
935,122 (1) | | | HERO Funding Trust 2015-2A A, 3.990%, 09/20/2040 | | | | | 886,606 | | | | | | 0.0 | | |
10,000,000 (1) | | | LCM 26A A2 Ltd., 5.493%, (US0003M + 1.250%), 01/20/2031 | | | | | 9,532,400 | | | | | | 0.4 | | |
2,450,000 (1) | | | LCM 30A CR Ltd., 6.243%, (US0003M + 2.000%), 04/20/2031 | | | | | 2,244,746 | | | | | | 0.1 | | |
58,753 | | | Long Beach Mortgage Loan Trust 2004-4 1A1, 4.949%, (US0001M + 0.560%), 10/25/2034 | | | | | 53,818 | | | | | | 0.0 | | |
2,090,000 (1) | | | Madison Park Funding XLVIII Ltd. 2021-48A C, 6.227%, (US0003M + 2.000%), 04/19/2033 | | | | | 1,995,894 | | | | | | 0.1 | | |
1,650,000 (1) | | | Madison Park Funding XXI Ltd. 2016-21A ABRR, 5.479%, (US0003M + 1.400%), 10/15/2032 | | | | | 1,582,451 | | | | | | 0.1 | | |
561,469 (1) | | | Marlette Funding Trust 2019-2A C, 4.110%, 07/16/2029 | | | | | 557,328 | | | | | | 0.0 | | |
1,342,998 (1) | | | Mosaic Solar Loan Trust 2018-1A A, 4.010%, 06/22/2043 | | | | | 1,241,192 | | | | | | 0.0 | | |
784,560 (1) | | | Mosaic Solar Loan Trust 2018-2-GS B, 4.740%, 02/22/2044 | | | | | 726,618 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2022 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
1,567,032 (1) | | | Mosaic Solar Loans 2017-2A A LLC, 3.820%, 06/22/2043 | | | | $ | 1,454,268 | | | | | | 0.1 | | |
1,500,000 (1) | | | Oak Hill Credit Partners 2021-8A C, 6.094%, (US0003M + 1.900%), 01/18/2034 | | | | | 1,415,581 | | | | | | 0.1 | | |
5,050,000 (1) | | | OCP CLO 2021-21A C Ltd., 6.143%, (US0003M + 1.900%), 07/20/2034 | | | | | 4,676,871 | | | | | | 0.2 | | |
4,000,000 (1) | | | Octagon Investment Partners XV Ltd. 2013-1A A2R, 5.577%, (US0003M + 1.350%), 07/19/2030 | | | | | 3,817,632 | | | | | | 0.2 | | |
1,800,000 (1) | | | OHA Credit Funding 9 Ltd. 2021-9A C, 6.127%, (US0003M + 1.900%), 07/19/2035 | | | | | 1,717,646 | | | | | | 0.1 | | |
4,000,000 (1) | | | Palmer Square CLO 2013-2A BR3 Ltd., 6.077%, (US0003M + 1.850%), 10/17/2031 | | | | | 3,787,720 | | | | | | 0.2 | | |
2,000,000 (1) | | | Palmer Square CLO 2021-3A A2 Ltd., 5.479%, (US0003M + 1.400%), 01/15/2035 | | | | | 1,941,968 | | | | | | 0.1 | | |
7,000,000 (1) | | | Palmer Square CLO Ltd. 2021-2A C, 5.879%, (US0003M + 1.800%), 07/15/2034 | | | | | 6,589,177 | | | | | | 0.3 | | |
266,149 (3) | | | Popular ABS Mortgage Pass-Through Trust 2005-D A5, 3.527%, 01/25/2036 | | | | | 259,593 | | | | | | 0.0 | | |
2,450,000 (1) | | | Rockland Park CLO Ltd. 2021-1A C, 6.143%, (US0003M + 1.900%), 04/20/2034 | | | | | 2,295,373 | | | | | | 0.1 | | |
94,682 | | | Small Business Administration Participation Certificates 2007-20L 1, 5.290%, 12/01/2027 | | | | | 94,188 | | | | | | 0.0 | | |
1,513,833 (1) | | | Sonic Capital LLC 2020-1A A2I, 3.845%, 01/20/2050 | | | | | 1,349,288 | | | | | | 0.1 | | |
2,600,000 (1) | | | Sound Point CLO XXIX Ltd. 2021-1A C1, 6.658%, (US0003M + 2.300%), 04/25/2034 | | | | | 2,378,688 | | | | | | 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, 6.443%, (US0003M + 2.200%), 07/20/2034 | | | | $ | 2,557,251 | | | | | | 0.1 | | |
1,813,580 (1) | | | Sunrun Athena Issuer 2018-1 A LLC, 5.310%, 04/30/2049 | | | | | 1,666,428 | | | | | | 0.1 | | |
8,200,000 (1) | | | Symphony CLO XXV Ltd. 2021-25A C, 6.277%, (US0003M + 2.050%), 04/19/2034 | | | | | 7,710,936 | | | | | | 0.3 | | |
1,728,000 (1) | | | Taco Bell Funding LLC 2018-1A A2II, 4.940%, 11/25/2048 | | | | | 1,621,884 | | | | | | 0.1 | | |
6,000,000 (1) | | | TCW CLO 2020-1A CRR Ltd., 6.293%, (US0003M + 2.050%), 04/20/2034 | | | | | 5,643,366 | | | | | | 0.2 | | |
7,000,000 (1) | | | THL Credit Wind River 2017-3A CR Clo Ltd., 6.579%, (US0003M + 2.500%), 04/15/2035 | | | | | 6,593,580 | | | | | | 0.3 | | |
7,000,000 (1) | | | Trinitas Clo VII Ltd. 2017-7A A1R, 5.558%, (US0003M + 1.200%), 01/25/2035 | | | | | 6,799,548 | | | | | | 0.3 | | |
1,191,750 (1) | | | Triton Container Finance VIII LLC 2021-1A A, 1.860%, 03/20/2046 | | | | | 995,984 | | | | | | 0.0 | | |
| | | | | | | | 138,041,684 | | | | | | 5.7 | | |
| | | Student Loan Asset-Backed Securities: 0.8% | | ||||||||||||
453,457 (1) | | | Commonbond Student Loan Trust 2017-BGS B, 3.260%, 09/25/2042 | | | | | 412,882 | | | | | | 0.0 | | |
316,257 (1) | | | Commonbond Student Loan Trust 2018-AGS A1, 3.210%, 02/25/2044 | | | | | 293,227 | | | | | | 0.0 | | |
539,074 (1) | | | Commonbond Student Loan Trust 2018-BGS B, 3.990%, 09/25/2045 | | | | | 505,732 | | | | | | 0.0 | | |
2,000,000 (1) | | | Navient Private Education Refi Loan Trust 2018-A B, 3.680%, 02/18/2042 | | | | | 1,891,232 | | | | | | 0.1 | | |
1,550,000 (1) | | | SMB Private Education Loan Trust 2014-A C, 4.500%, 09/15/2045 | | | | | 1,314,705 | | | | | | 0.1 | | |
1,500,000 (1) | | | SMB Private Education Loan Trust 2017-A B, 3.500%, 06/17/2041 | | | | | 1,375,914 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2022 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Student Loan Asset-Backed Securities (continued) | | ||||||||||||
2,500,000 (1)(3) | | | SoFi Professional Loan Program 2017-C B, 3.560%, 07/25/2040 | | | | $ | 2,330,215 | | | | | | 0.1 | | |
2,100,000 (1) | | | SoFi Professional Loan Program 2017-F BFX LLC, 3.620%, 01/25/2041 | | | | | 1,818,125 | | | | | | 0.1 | | |
2,200,000 (1) | | | Sofi Professional Loan Program 2018-A B LLC, 3.610%, 02/25/2042 | | | | | 1,978,880 | | | | | | 0.1 | | |
5,000,000 (1) | | | Sofi Professional Loan Program 2018-B BFX Trust, 3.830%, 08/25/2047 | | | | | 4,493,497 | | | | | | 0.2 | | |
661,461 (1) | | | Sofi Professional Loan Program 2018-C A2FX Trust, 3.590%, 01/25/2048 | | | | | 639,086 | | | | | | 0.0 | | |
1,000,000 (1) | | | Sofi Professional Loan Program 2018-D BFX Trust, 4.140%, 02/25/2048 | | | | | 888,229 | | | | | | 0.0 | | |
| | | | | | | | 17,941,724 | | | | | | 0.8 | | |
| | | Total Asset-Backed Securities (Cost $169,427,259) | | | | | 158,747,542 | | | | | | 6.6 | | |
COMMERCIAL MORTGAGE-BACKED SECURITIES: 3.7% | | |||||||||||||||
12,277,628 (3)(4) | | | BANK 2019-BNK16 XA, 0.941%, 02/15/2052 | | | | | 515,725 | | | | | | 0.0 | | |
50,524,631 (3)(4) | | | Bank 2019-BNK19 XA, 0.949%, 08/15/2061 | | | | | 2,389,661 | | | | | | 0.1 | | |
22,800,000 (1)(3)(4) | | | BBCCRE Trust 2015-GTP XA, 0.597%, 08/10/2033 | | | | | 324,933 | | | | | | 0.0 | | |
26,908,668 (3)(4) | | | Benchmark 2019-B12 XA Mortgage Trust, 1.033%, 08/15/2052 | | | | | 1,121,508 | | | | | | 0.1 | | |
19,386,973 (3)(4) | | | Benchmark 2019-B9 XA Mortgage Trust, 1.031%, 03/15/2052 | | | | | 914,866 | | | | | | 0.0 | | |
3,537,000 (1)(8) | | | BMD2 Re-Remic Trust 2019-FRR1 3AB, 0.000%, 05/25/2052 | | | | | 2,165,104 | | | | | | 0.1 | | |
1,348,000 (1)(3) | | | BMD2 Re-Remic Trust 2019-FRR1 6B10, 2.516%, 05/25/2052 | | | | | 907,207 | | | | | | 0.0 | | |
16,859,436 (3)(4) | | | CD 2016-CD1 Mortgage Trust XA, 1.367%, 08/10/2049 | | | | | 588,750 | | | | | | 0.0 | | |
34,309,298 (3)(4) | | | Citigroup Commercial Mortgage Trust 2017-P8 XA, 0.875%, 09/15/2050 | | | | | 1,074,902 | | | | | | 0.0 | | |
47,042,042 (3)(4) | | | Citigroup Commercial Mortgage Trust 2018-C5 XA, 0.673%, 06/10/2051 | | | | | 1,415,255 | | | | | | 0.1 | | |
4,124,547 (3)(4) | | | COMM 2012-CR3 XA, 1.530%, 10/15/2045 | | | | | 10,514 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
65,166,000 (1)(3)(4) | | | COMM 2012-CR4 XB, 0.423%, 10/15/2045 | | | | $ | 203,930 | | | | | | 0.0 | | |
307,998 (3)(4) | | | COMM 2012-CR5 XA, 1.092%, 12/10/2045 | | | | | 584 | | | | | | 0.0 | | |
67,097,657 (3)(4) | | | COMM 2016-CR28 XA, 0.631%, 02/10/2049 | | | | | 1,098,134 | | | | | | 0.1 | | |
3,906,000 (1)(3) | | | COMM 2020-CBM F Mortgage Trust, 3.633%, 02/10/2037 | | | | | 3,308,836 | | | | | | 0.1 | | |
750,000 (1) | | | CSAIL 2020-C19 E Commercial Mortgage Trust, 2.500%, 03/15/2053 | | | | | 434,951 | | | | | | 0.0 | | |
2,736,000 (1) | | | CSWF 2021-SOP2 D, 6.635%, (US0001M + 2.317%), 06/15/2034 | | | | | 2,456,487 | | | | | | 0.1 | | |
253,692 (1)(7) | | | DBUBS 2011-LC2A F Mortgage Trust, 4.000%, (US0001M + 3.650%), 07/10/2044 | | | | | 252,541 | | | | | | 0.0 | | |
10,394,493 | | | Freddie Mac Multifamily 2021-ML08-X-US Certificates Sustainability Bonds, 1.846%, 07/25/2037 | | | | | 1,434,800 | | | | | | 0.1 | | |
22,000,000 (3)(4) | | | Freddie Mac Multifamily Structured Pass Through Certificates K028 X3, 1.640%, 06/25/2041 | | | | | 71,247 | | | | | | 0.0 | | |
10,700,000 (3)(4) | | | Freddie Mac Multifamily Structured Pass Through Certificates K035 X3, 1.788%, 12/25/2041 | | | | | 113,760 | | | | | | 0.0 | | |
5,200,000 (1)(8) | | | FREMF 2019-KG01 C Mortgage Trust, 0.000%, 05/25/2029 | | | | | 2,643,498 | | | | | | 0.1 | | |
66,217,546 (1)(4) | | | FREMF 2019-KG01 X2A Mortgage Trust, 0.100%, 04/25/2029 | | | | | 233,192 | | | | | | 0.0 | | |
7,380,000 (1)(4) | | | FREMF 2019-KG01 X2B Mortgage Trust, 0.100%, 05/25/2029 | | | | | 32,710 | | | | | | 0.0 | | |
1,000,000 (1)(3) | | | FRR Re-REMIC Trust 2018-C1 B725, 2.844%, 02/27/2050 | | | | | 925,421 | | | | | | 0.0 | | |
3,000,000 (1)(3)(9) | | | FRR Re-REMIC Trust 2018-C1 C725, 0.430%, 02/27/2050 | | | | | 2,670,352 | | | | | | 0.1 | | |
2,845,000 (1)(3) | | | GAM RE-REMIC TR 2021-FFR2 BK78, 2.430%, 09/27/2051 | | | | | 1,967,697 | | | | | | 0.1 | | |
2,164,000 (1)(8) | | | GAM RE-REMIC TR 2021-FFR2 C730, 0.000%, 09/27/2051 | | | | | 1,770,960 | | | | | | 0.1 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2022 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
2,631,000 (1)(8) | | | GAM RE-REMIC TR 2021-FFR2 CK44, 0.000%, 09/27/2051 | | | | $ | 2,133,906 | | | | | | 0.1 | | |
2,140,000 (1)(3) | | | GAM RE-REMIC TR 2021-FFR2 CK49, 1.040%, 09/27/2051 | | | | | 1,710,553 | | | | | | 0.1 | | |
1,817,000 (1)(8) | | | GAM RE-REMIC TR 2021-FFR2 CK78, 0.000%, 09/27/2051 | | | | | 991,940 | | | | | | 0.0 | | |
2,163,000 (1)(8) | | | GAM RE-REMIC TR 2021-FFR2 D730, 0.000%, 09/27/2051 | | | | | 1,728,716 | | | | | | 0.1 | | |
2,140,000 (1)(8) | | | GAM RE-REMIC TR 2021-FFR2 DK49, 0.000%, 09/27/2051 | | | | | 1,624,934 | | | | | | 0.1 | | |
6,158,000 (1) | | | GAM Re-REMIC Trust 2021-FRR1 1B, 1.500%, 11/29/2050 | | | | | 4,047,201 | | | | | | 0.2 | | |
8,097,000 (1) | | | GAM Re-REMIC Trust 2021-FRR1 2B, 1.660%, 11/29/2050 | | | | | 5,102,530 | | | | | | 0.2 | | |
4,451,000 (1)(3)(4) | | | GAM Resecuritization Trust 2022-FRR3 BK47, 2.030%, 11/27/2050 | | | | | 3,148,519 | | | | | | 0.1 | | |
3,030,000 (1)(9) | | | GAM Resecuritization Trust 2022-FRR3 BK61, 1.290%, 01/29/2052 | | | | | 2,084,960 | | | | | | 0.1 | | |
3,298,000 (1)(9) | | | GAM Resecuritization Trust 2022-FRR3 BK89, 2.000%, 01/27/2052 | | | | | 1,844,214 | | | | | | 0.1 | | |
1,723,000 (1)(9) | | | GAM Resecuritization Trust 2022-FRR3 C728, 0.600%, 08/27/2050 | | | | | 1,457,905 | | | | | | 0.1 | | |
1,756,000 (1)(9) | | | GAM Resecuritization Trust 2022-FRR3 CK47, 0.920%, 05/27/2048 | | | | | 1,391,854 | | | | | | 0.1 | | |
2,125,000 (1)(9) | | | GAM Resecuritization Trust 2022-FRR3 CK61, 1.570%, 11/27/2049 | | | | | 1,391,853 | | | | | | 0.1 | | |
1,483,000 (1)(3)(4) | | | GAM Resecuritization Trust 2022-FRR3 CK71, 1.410%, 01/29/2052 | | | | | 957,201 | | | | | | 0.0 | | |
1,728,000 (1)(9) | | | GAM Resecuritization Trust 2022-FRR3 CK89, 2.260%, 01/27/2052 | | | | | 897,532 | | | | | | 0.0 | | |
1,724,000 (1)(9) | | | GAM Resecuritization Trust 2022-FRR3 D728, 0.690%, 01/29/2052 | | | | | 1,411,316 | | | | | | 0.1 | | |
2,328,000 (1)(9) | | | GAM Resecuritization Trust 2022-FRR3 DK27, 0.030%, 12/27/2045 | | | | | 2,311,446 | | | | | | 0.1 | | |
1,388,000 (1)(9) | | | GAM Resecuritization Trust 2022-FRR3 DK41, 0.770%, 10/27/2047 | | | | | 1,147,604 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
1,755,000 (1)(9) | | | GAM Resecuritization Trust 2022-FRR3 DK47, 1.000%, 05/27/2048 | | | | $ | 1,360,708 | | | | | | 0.1 | | |
580,000 (1)(9) | | | GAM Resecuritization Trust 2022-FRR3 EK27, 0.040%, 12/27/2045 | | | | | 575,313 | | | | | | 0.0 | | |
924,000 (1)(9) | | | GAM Resecuritization Trust 2022-FRR3 EK41, 0.700%, 01/29/2052 | | | | | 754,016 | | | | | | 0.0 | | |
27,754,461 (3)(4) | | | GS Mortgage Securities Trust 2013-GC16 XA, 0.994%, 11/10/2046 | | | | | 122,838 | | | | | | 0.0 | | |
38,205,627 (3)(4) | | | GS Mortgage Securities Trust 2014-GC22 XA, 0.937%, 06/10/2047 | | | | | 313,277 | | | | | | 0.0 | | |
105,040,797 (3)(4) | | | GS Mortgage Securities Trust 2019-GC42 XA, 0.805%, 09/01/2052 | | | | | 4,072,526 | | | | | | 0.2 | | |
37,798,538 (3)(4) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 XA, 0.587%, 12/15/2049 | | | | | 652,246 | | | | | | 0.0 | | |
1,893,903 (3)(4) | | | JPMBB Commercial Mortgage Securities Trust 2015-C28 XA, 0.946%, 10/15/2048 | | | | | 28,502 | | | | | | 0.0 | | |
292,068 (1)(3)(4) | | | LB-UBS Commercial Mortgage Trust 2006-C7 XCL, 0.637%, 11/15/2038 | | | | | — | | | | | | — | | |
688,079 (1) | | | Life 2021-BMR F Mortgage Trust, 6.668%, (US0001M + 2.350%), 03/15/2038 | | | | | 651,140 | | | | | | 0.0 | | |
1,350,000 (1) | | | RFM Reremic Trust 2022-FRR1 AB55, 1.120%, 03/28/2049 | | | | | 1,005,606 | | | | | | 0.0 | | |
1,140,000 (1)(3) | | | RFM Reremic Trust 2022-FRR1 AB60, 2.470%, 11/08/2049 | | | | | 891,698 | | | | | | 0.0 | | |
1,720,000 (1)(3) | | | RFM Reremic Trust 2022-FRR1 AB64, 2.314%, 03/01/2050 | | | | | 1,310,273 | | | | | | 0.1 | | |
420,000 (1)(8) | | | RFM Reremic Trust 2022-FRR1 CK55, 0.000%, 03/28/2049 | | | | | 296,933 | | | | | | 0.0 | | |
530,000 (1)(8) | | | RFM Reremic Trust 2022-FRR1 CK60, 0.000%, 11/08/2049 | | | | | 347,028 | | | | | | 0.0 | | |
500,000 (1)(8) | | | RFM Reremic Trust 2022-FRR1 CK64, 0.000%, 03/01/2050 | | | | | 320,099 | | | | | | 0.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2022 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
22,959,831 (3)(4) | | | Wells Fargo Commercial Mortgage Trust 2014-LC18 XA, 1.011%, 12/15/2047 | | | | $ | 395,912 | | | | | | 0.0 | | |
24,847,278 (3)(4) | | | Wells Fargo Commercial Mortgage Trust 2021-C59 E, 1.537%, 04/15/2054 | | | | | 2,086,401 | | | | | | 0.1 | | |
664,309 (1)(3) | | | WFRBS Commercial Mortgage Trust 2011-C5 E, 5.521%, 11/15/2044 | | | | | 632,561 | | | | | | 0.0 | | |
9,020,000 (1)(3) | | | WFRBS Commercial Mortgage Trust 2013-C11 F, 4.248%, 03/15/2045 | | | | | 7,289,905 | | | | | | 0.3 | | |
4,017,360 (1)(3)(4) | | | WFRBS Commercial Mortgage Trust 2013-C12 XA, 0.910%, 03/15/2048 | | | | | 5,108 | | | | | | 0.0 | | |
| | | Total Commercial Mortgage-Backed Securities (Cost $101,086,343) | | | | | 89,543,799 | | | | | | 3.7 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
MUTUAL FUNDS: 22.6% | | |||||||||||||||
| | | Affiliated Investment Companies: 22.6% | | ||||||||||||
15,889,053 | | | Voya Emerging Markets Hard Currency Debt Fund - Class P | | | | | 116,943,433 | | | | | | 4.8 | | |
10,816,439 | | | Voya High Yield Bond Fund - Class P | | | | | 71,064,002 | | | | | | 2.9 | | |
16,701,399 | | | Voya Investment Grade Credit Fund - Class P | | | | | 149,477,522 | | | | | | 6.2 | | |
13,944,031 | | | Voya Securitized Credit Fund - Class P | | | | | 122,428,596 | | | | | | 5.1 | | |
10,569,205 | | | Voya VACS Series EMCD Fund | | | | | 86,773,176 | | | | | | 3.6 | | |
| | | Total Mutual Funds (Cost $649,259,091) | | | | | 546,686,729 | | | | | | 22.6 | | |
| | | Value | | | Percentage of Net Assets | | |||||||||
PURCHASED OPTIONS(10): 0.0% | | |||||||||||||||
| | | Total Purchased Options (Cost $711,803) | | | | | 145,110 | | | | | | 0.0 | | |
| | | Total Long-Term Investments (Cost $2,941,760,975) | | | | | 2,656,314,738 | | | | | | 109.8 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 8.7% | | |||||||||||||||
| | | Commercial Paper: 0.7% | | ||||||||||||
11,300,000 | | | BASF SE, 5.830%, 01/03/2023 | | | | $ | 11,294,587 | | | | | | 0.5 | | |
1,500,000 | | | Duke Energy DUKESG, 6.120%, 01/03/2023 | | | | | 1,499,246 | | | | | | 0.0 | | |
5,500,000 | | | Waste Management, Inc., 4.930%, 02/06/2023 | | | | | 5,472,656 | | | | | | 0.2 | | |
| | | | | ||||||||||||
| | | Total Commercial Paper | | | | | | | | | | | | | |
| | | (Cost $18,269,858) | | | | | 18,266,489 | | | | | | 0.7 | | |
| | | | | ||||||||||||
| | | Repurchase Agreements: 3.5% | | ||||||||||||
3,349,401 (11) | | | Amherst Pierpoint Securities LLC, Repurchase Agreement dated 12/30/22, 4.32%, due 01/03/23 (Repurchase Amount $3,350,987, collateralized by various U.S. Government/U.S. Government Agency Obligations, 2.000%-6.000%, Market Value plus accrued interest $3,416,389, due 07/01/32-01/01/53) | | | | | 3,349,401 | | | | | | 0.1 | | |
3,819,059 (11) | | | Bethesda Securities LLC, Repurchase Agreement dated 12/30/22, 4.38%, due 01/03/23 (Repurchase Amount $3,820,892, collateralized by various U.S. Government Agency Obligations, 2.000%-5.500%, Market Value plus accrued interest $3,933,631, due 04/01/23-12/01/52) | | | | | 3,819,059 | | | | | | 0.2 | | |
23,056,100 (11) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 12/30/22, 4.30%, due 01/03/23 (Repurchase Amount $23,066,965, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $23,517,222, due 01/15/23-11/20/72) | | | | | 23,056,100 | | | | | | 1.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2022 (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
13,297,802 (11) | | | Citadel Securities LLC, Repurchase Agreement dated 12/30/22, 4.41%, due 01/03/23 (Repurchase Amount $13,304,229, collateralized by various U.S. Government Securities, 0.125%-6.250%, Market Value plus accrued interest $13,570,404, due 04/15/23-11/15/52) | | | | $ | 13,297,802 | | | | | | 0.6 | | |
2,699,202 (11) | | | Industrial & Comm. Bank of China, Repurchase Agreement dated 12/30/ 22, 4.26%, due 01/03/23 (Repurchase Amount $2,700,462, collateralized by various U.S. Government Securities, 0.000%-7.625%, Market Value plus accrued interest $2,753,187, due 12/31/22-11/15/52) | | | | | 2,699,202 | | | | | | 0.1 | | |
7,581,948 (11) | | | Mirae Asset Securities USA Inc., Repurchase Agreement dated 12/30/ 22, 4.30%, due 01/03/23 (Repurchase Amount $7,585,521, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.550%-8.250%, Market Value plus accrued interest $7,737,284, due 03/01/23-11/20/72) | | | | | 7,581,948 | | | | | | 0.3 | | |
12,621,936 (11) | | | National Bank Financial, Repurchase Agreement dated 12/30/22, 4.34%, due 01/03/23 (Repurchase Amount $12,627,939, collateralized by various U.S. Government Securities, 0.000%-4.435%, Market Value plus accrued interest $12,874,376, due 01/03/23-09/09/49) | | | | | 12,621,936 | | | | | | 0.5 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
17,838,382 (11) | | | State of Wisconsin Investment Board, Repurchase Agreement dated 12/30/22, 4.34%, due 01/03/23 (Repurchase Amount $17,846,866, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $18,195,236, due 01/15/24-02/15/51) | | | | $ | 17,838,382 | | | | | | 0.7 | | |
| | | Total Repurchase Agreements (Cost $84,263,830) | | | | | 84,263,830 | | | | | | 3.5 | | |
| | | | | ||||||||||||
| | | Time Deposits: 0.6% | | ||||||||||||
2,420,000 (11) | | | Canadian Imperial Bank of Commerce, 4.300%, 01/03/2023 | | | | | 2,420,000 | | | | | | 0.1 | | |
2,410,000 (11) | | | Credit Agricole, 4.300%, 01/03/2023 | | | | | 2,410,000 | | | | | | 0.1 | | |
2,440,000 (11) | | | Landesbank Baden-Wuerttemberg, 4.320%, 01/03/2023 | | | | | 2,440,000 | | | | | | 0.1 | | |
2,430,000 (11) | | | Mizuho Bank Ltd., 4.320%, 01/03/2023 | | | | | 2,430,000 | | | | | | 0.1 | | |
2,440,000 (11) | | | The Royal Bank of Canada, 4.320%, 01/03/ 2023 | | | | | 2,440,000 | | | | | | 0.1 | | |
2,440,000 (11) | | | Toronto-Dominion Bank, 4.310%, 01/03/2023 | | | | | 2,440,000 | | | | | | 0.1 | | |
| | | Total Time Deposits (Cost $14,580,000) | | | | | 14,580,000 | | | | | | 0.6 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds: 3.9% | | ||||||||||||
94,736,000 (12) | | | Goldman Sachs Financial Square Government Fund ‑ Institutional Shares, 4.150% | | | | ||||||||||
| | | (Cost $94,736,000) | | | | | 94,736,000 | | | | | | 3.9 | | |
| | | Total Short-Term Investments (Cost $211,849,688) | | | | | 211,846,319 | | | | | | 8.7 | | |
| | | Total Investments in Securities (Cost $3,153,610,663) | | | | $ | 2,868,161,057 | | | | | | 118.5 | | |
| | | Liabilities in Excess of Other Assets | | | | | (447,259,495) | | | | | | (18.5) | | |
| | | Net Assets | | | | $ | 2,420,901,562 | | | | | | 100.0 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2022 (continued) |
| Reference Rate Abbreviations: | | |||
| 12MTA | | | 12-month Treasury Average | |
| COF 11 | | | 11th District Costs of Funds | |
| H15T1Y | | | U.S. Treasury 1-Year Constant Maturity | |
| PRIME | | | Federal Reserve Bank Prime Loan Rate | |
| SOFR30A | | | 30-day Secured Overnight Financing Rate | |
| US0001M | | | 1-month LIBOR | |
| US0003M | | | 3-month LIBOR | |
| US0006M | | | 6-month LIBOR | |
| US0012M | | | 12-month LIBOR | |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2022 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Mutual Funds | | | | $ | 546,686,729 | | | | | $ | — | | | | | $ | — | | | | | $ | 546,686,729 | | |
Purchased Options | | | | | — | | | | | | 145,110 | | | | | | — | | | | | | 145,110 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 485,320,652 | | | | | | — | | | | | | 485,320,652 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 341,842,763 | | | | | | — | | | | | | 341,842,763 | | |
Municipal Bonds | | | | | — | | | | | | 1,687,155 | | | | | | — | | | | | | 1,687,155 | | |
Asset-Backed Securities | | | | | — | | | | | | 158,747,542 | | | | | | — | | | | | | 158,747,542 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 677,535,293 | | | | | | — | | | | | | 677,535,293 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 89,291,258 | | | | | | 252,541 | | | | | | 89,543,799 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 354,805,695 | | | | | | — | | | | | | 354,805,695 | | |
Short-Term Investments | | | | | 94,736,000 | | | | | | 117,110,319 | | | | | | — | | | | | | 211,846,319 | | |
Total Investments, at fair value | | | | $ | 641,422,729 | | | | | $ | 2,226,485,787 | | | | | $ | 252,541 | | | | | $ | 2,868,161,057 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | | — | | | | | | 2,599,775 | | | | | | — | | | | | | 2,599,775 | | |
Futures | | | | | 1,116,162 | | | | | | — | | | | | | — | | | | | | 1,116,162 | | |
Total Assets | | | | $ | 642,538,891 | | | | | $ | 2,229,085,562 | | | | | $ | 252,541 | | | | | $ | 2,871,876,994 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | $ | — | | | | | $ | (5,714,705) | | | | | $ | — | | | | | $ | (5,714,705) | | |
Forward Premium Swaptions | | | | | — | | | | | | (199,829) | | | | | | — | | | | | | (199,829) | | |
Futures | | | | | (1,151,289) | | | | | | — | | | | | | — | | | | | | (1,151,289) | | |
Written Options | | | | | — | | | | | | (12,592,591) | | | | | | — | | | | | | (12,592,591) | | |
Total Liabilities | | | | $ | (1,151,289) | | | | | $ | (18,507,125) | | | | | $ | — | | | | | $ | (19,658,414) | | |
Voya Intermediate Bond Portfolio | as of December 31, 2022 (continued) |
Issuer | | | Beginning Fair Value at 12/31/2021 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 12/31/2022 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Emerging Markets Hard Currency Debt Fund - Class P | | | | $ | 140,639,743 | | | | | $ | 6,835,398 | | | | | $ | — | | | | | $ | (30,531,708) | | | | | $ | 116,943,433 | | | | | $ | 6,835,399 | | | | | $ | — | | | | | $ | — | | |
Voya Emerging Markets Local Currency Debt Fund - Class P | | | | | 54,094,440 | | | | | | — | | | | | | (71,094,801) | | | | | | 17,000,361 | | | | | | — | | | | | | — | | | | | | (22,979,539) | | | | | | — | | |
Voya Floating Rate Fund Class P | | | | | 845,247 | | | | | | 36,489 | | | | | | (846,411) | | | | | | (35,325) | | | | | | — | | | | | | 41,674 | | | | | | (41,844) | | | | | | — | | |
Voya High Yield Bond Fund - Class P | | | | | 138,305,077 | | | | | | 33,056,244 | | | | | | (84,869,179) | | | | | | (15,428,140) | | | | | | 71,064,002 | | | | | | 7,084,580 | | | | | | (9,868,553) | | | | | | 971,818 | | |
Voya Investment Grade Credit Fund - Class P | | | | | 179,068,657 | | | | | | 5,460,172 | | | | | | (158,939) | | | | | | (34,892,368) | | | | | | 149,477,522 | | | | | | 5,460,173 | | | | | | (158,939) | | | | | | — | | |
Voya Securitized Credit Fund - Class P | | | | | 193,421,253 | | | | | | — | | | | | | (58,292,872) | | | | | | (12,699,785) | | | | | | 122,428,596 | | | | | | 6,272,574 | | | | | | (4,292,883) | | | | | | — | | |
Voya VACS Series EMCD Fund | | | | | 99,395,231 | | | | | | 4,252,763 | | | | | | — | | | | | | (16,874,818) | | | | | | 86,773,176 | | | | | | 4,085,789 | | | | | | — | | | | | | 166,999 | | |
| | | | $ | 805,769,648 | | | | | $ | 49,641,066 | | | | | $ | (215,262,202) | | | | | $ | (93,461,783) | | | | | $ | 546,686,729 | | | | | $ | 29,780,189 | | | | | $ | (37,341,758) | | | | | $ | 1,138,817 | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Amount | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury Ultra Long Bond | | | | | 498 | | | | | | 03/22/23 | | | | | $ | 66,887,625 | | | | | $ | (1,151,289) | | |
| | | | | | | | | | | | | | | | $ | 66,887,625 | | | | | $ | (1,151,289) | | |
Short Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 10-Year Note | | | | | (394) | | | | | | 03/22/23 | | | | | | (44,244,969) | | | | | | 288,473 | | |
U.S. Treasury 2-Year Note | | | | | (121) | | | | | | 03/31/23 | | | | | | (24,814,453) | | | | | | 57,093 | | |
U.S. Treasury 5-Year Note | | | | | (452) | | | | | | 03/31/23 | | | | | | (48,784,219) | | | | | | 124,056 | | |
U.S. Treasury Long Bond | | | | | (153) | | | | | | 03/22/23 | | | | | | (19,177,594) | | | | | | 333,003 | | |
U.S. Treasury Ultra 10-Year Note | | | | | (462) | | | | | | 03/22/23 | | | | | | (54,645,937) | | | | | | 313,537 | | |
| | | | | | | | | | | | | | | | $ | (191,667,172) | | | | | $ | 1,116,162 | | |
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 13 | | | Buy | | | | | (5.000) | | | | | | 12/20/24 | | | | USD 27,986,640 | | | | $ | (796,654) | | | | | $ | 1,399,784 | | |
CDX North American High Yield Index, Series 39, Version 1 | | | Buy | | | | | (5.000) | | | | | | 12/20/27 | | | | USD 112,750,000 | | | | | (656,660) | | | | | | (3,057,743) | | |
| | | | | | | | | | | | | | | | | | | | | | $ | (1,453,314) | | | | | $ | (1,657,959) | | |
Voya Intermediate Bond Portfolio | as of December 31, 2022 (continued) |
Pay/Receive Floating Rate | | | Floating Rate Index | | | Floating Rate Index Payment Frequency | | | Fixed Rate | | | Fixed Rate Payment Frequency | | | Maturity Date | | | Notional Amount | | | Fair Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||||||||
Pay | | | 1-day Secured Overnight Financing Rate | | | | | Annual | | | | | | 3.067% | | | | | | Annual | | | | | | 05/10/33 | | | | USD 8,836,470 | | | | $ | (318,647) | | | | | $ | (318,647) | | |
Pay | | | 1-day Secured Overnight Financing Rate | | | | | Annual | | | | | | 3.076 | | | | | | Annual | | | | | | 05/10/33 | | | | USD 6,311,765 | | | | | (223,191) | | | | | | (223,191) | | |
Pay | | | 1-day Secured Overnight Financing Rate | | | | | Annual | | | | | | 3.094 | | | | | | Annual | | | | | | 05/10/33 | | | | USD 7,574,000 | | | | | (256,307) | | | | | | (256,307) | | |
Pay | | | 1-day Secured Overnight Financing Rate | | | | | Annual | | | | | | 3.114 | | | | | | Annual | | | | | | 05/10/33 | | | | USD 5,681,000 | | | | | (183,019) | | | | | | (183,019) | | |
Pay | | | 1-day Secured Overnight Financing Rate | | | | | Annual | | | | | | 3.154 | | | | | | Annual | | | | | | 05/10/33 | | | | USD 7,574,000 | | | | | (219,112) | | | | | | (219,112) | | |
Pay | | | 1-day Secured Overnight Financing Rate | | | | | Annual | | | | | | 3.289 | | | | | | Annual | | | | | | 05/10/33 | | | | USD 13,886,108 | | | | | (247,323) | | | | | | (247,323) | | |
Pay | | | 1-day Secured Overnight Financing Rate | | | | | Annual | | | | | | 3.345 | | | | | | Annual | | | | | | 05/10/33 | | | | USD 8,142,000 | | | | | (107,349) | | | | | | (107,349) | | |
Pay | | | 1-day Secured Overnight Financing Rate | | | | | Annual | | | | | | 3.473 | | | | | | Annual | | | | | | 05/10/33 | | | | USD 12,623,805 | | | | | (33,768) | | | | | | (33,768) | | |
Pay | | | 1-day Secured Overnight Financing Rate | | | | | Annual | | | | | | 3.475 | | | | | | Annual | | | | | | 05/10/33 | | | | USD 12,623,678 | | | | | (30,890) | | | | | | (30,890) | | |
Pay | | | 1-day Secured Overnight Financing Rate | | | | | Annual | | | | | | 3.483 | | | | | | Annual | | | | | | 05/10/33 | | | | USD 18,935,517 | | | | | (35,412) | | | | | | (35,412) | | |
Pay | | | 1-day Secured Overnight Financing Rate | | | | | Annual | | | | | | 3.105 | | | | | | Annual | | | | | | 05/11/33 | | | | USD 12,624,000 | | | | | (415,497) | | | | | | (415,497) | | |
Pay | | | 1-day Secured Overnight Financing Rate | | | | | Annual | | | | | | 3.129 | | | | | | Annual | | | | | | 05/11/33 | | | | USD 6,311,958 | | | | | (194,893) | | | | | | (194,893) | | |
Pay | | | 1-day Secured Overnight Financing Rate | | | | | Annual | | | | | | 3.172 | | | | | | Annual | | | | | | 05/11/33 | | | | USD 6,311,958 | | | | | (172,795) | | | | | | (172,795) | | |
Pay | | | 1-day Secured Overnight Financing Rate | | | | | Annual | | | | | | 3.212 | | | | | | Annual | | | | | | 05/11/33 | | | | USD 7,574,000 | | | | | (182,417) | | | | | | (182,417) | | |
Pay | | | 1-day Secured Overnight Financing Rate | | | | | Annual | | | | | | 3.456 | | | | | | Annual | | | | | | 05/17/33 | | | | USD 9,593,000 | | | | | (36,342) | | | | | | (36,342) | | |
Receive | | | 1-day Secured Overnight Financing Rate | | | | | Annual | | | | | | 3.209 | | | | | | Annual | | | | | | 05/10/33 | | | | USD 15,149,000 | | | | | 369,616 | | | | | | 369,616 | | |
Receive | | | 1-day Secured Overnight Financing Rate | | | | | Annual | | | | | | 3.226 | | | | | | Annual | | | | | | 05/10/33 | | | | USD 15,653,000 | | | | | 359,656 | | | | | | 359,656 | | |
Receive | | | 1-day Secured Overnight Financing Rate | | | | | Annual | | | | | | 3.269 | | | | | | Annual | | | | | | 05/10/33 | | | | USD 9,468,000 | | | | | 184,199 | | | | | | 184,199 | | |
Receive | | | 1-day Secured Overnight Financing Rate | | | | | Annual | | | | | | 3.297 | | | | | | Annual | | | | | | 05/10/33 | | | | USD 6,122,000 | | | | | 104,695 | | | | | | 104,695 | | |
Receive | | | 1-day Secured Overnight Financing Rate | | | | | Annual | | | | | | 3.372 | | | | | | Annual | | | | | | 05/10/33 | | | | USD 10,099,000 | | | | | 110,639 | | | | | | 110,639 | | |
Receive | | | 1-day Secured Overnight Financing Rate | | | | | Annual | | | | | | 3.443 | | | | | | Annual | | | | | | 05/17/33 | | | | USD 7,700,000 | | | | | 37,022 | | | | | | 37,022 | | |
Receive | | | 1-day Secured Overnight Financing Rate | | | | | Annual | | | | | | 3.465 | | | | | | Annual | | | | | | 05/17/33 | | | | USD 11,361,000 | | | | | 34,164 | | | | | | 34,164 | | |
Receive | | | 1-day Secured Overnight Financing Rate | | | | | Annual | | | | | | 3.515 | | | | | | Annual | | | | | | 05/17/33 | | | | USD 8,395,000 | | | | | — | | | | | | — | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (1,456,971) | | | | | $ | (1,456,971) | | |
Description | | | Counterparty | | | Expiration Date | | | Exercise Price | | | Notional Amount | | | Cost | | | Fair Value | | |||||||||||||||
Call JPY vs. Put USD | | | BNP Paribas | | | | | 02/27/25 | | | | | | 107.500 | | | | | | USD6,000,500 | | | | | $ | 297,625 | | | | | $ | 122,725 | | |
Call USD vs. Put CNH | | | Bank of America N.A. | | | | | 02/07/23 | | | | | | 7.500 | | | | | | USD29,140,000 | | | | | | 135,501 | | | | | | 6,523 | | |
Call USD vs. Put CNH | | | Morgan Stanley Capital Services LLC | | | | | 02/09/23 | | | | | | 7.470 | | | | | | USD55,042,000 | | | | | | 278,677 | | | | | | 15,862 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | $ | 711,803 | | | | | $ | 145,110 | | |
Voya Intermediate Bond Portfolio | as of December 31, 2022 (continued) |
Description | | | Counterparty | | | Pay/ Receive Exercise Rate | | | Exercise Rate | | | Floating Rate Index | | | Expiration Date | | | Notional Amount | | | Premiums Received | | | Fair Value | | ||||||||||||
Call on 10-Year Interest Rate Swap(1) | | | Bank of America N.A. | | | Pay | | | | | 3.880% | | | | 1-day Secured Overnight Financing Rate | | | | | 05/09/23 | | | | USD 50,495,000 | | | | $ | 1,483,922 | | | | | $ | (2,184,785) | | |
Call on 10-Year Interest Rate Swap(1) | | | Barclays Bank PLC | | | Pay | | | | | 3.790% | | | | 1-day Secured Overnight Financing Rate | | | | | 05/10/23 | | | | USD 50,494,000 | | | | | 1,456,752 | | | | | | (1,937,566) | | |
Call on 10-Year Interest Rate Swap(1) | | | Deutsche Bank AG | | | Pay | | | | | 3.820% | | | | 1-day Secured Overnight Financing Rate | | | | | 05/09/23 | | | | USD 25,247,000 | | | | | 724,589 | | | | | | (1,007,149) | | |
Call on 10-Year Interest Rate Swap(1) | | | Goldman Sachs International | | | Pay | | | | | 2.940% | | | | 1-day Secured Overnight Financing Rate | | | | | 12/15/23 | | | | USD 12,624,000 | | | | | 472,138 | | | | | | (282,580) | | |
Call on 10-Year Interest Rate Swap(1) | | | JPMorgan Chase Bank N.A. | | | Pay | | | | | 2.995% | | | | 1-day Secured Overnight Financing Rate | | | | | 06/07/23 | | | | USD 25,247,000 | | | | | 773,820 | | | | | | (308,008) | | |
Call on 10-Year Interest Rate Swap(1) | | | Morgan Stanley Capital Services LLC | | | Pay | | | | | 3.815% | | | | 1-day Secured Overnight Financing Rate | | | | | 05/09/23 | | | | USD 50,495,000 | | | | | 1,441,632 | | | | | | (2,000,450) | | |
Put on 10-Year Interest Rate Swap (2) | | | Bank of America N.A. | | | Receive | | | | | 3.880% | | | | 1-day Secured Overnight Financing Rate | | | | | 05/09/23 | | | | USD 50,495,000 | | | | | 1,483,922 | | | | | | (723,054) | | |
Put on 10-Year Interest Rate Swap (2) | | | Barclays Bank PLC | | | Receive | | | | | 3.790% | | | | 1-day Secured Overnight Financing Rate | | | | | 05/10/23 | | | | USD 50,494,000 | | | | | 1,456,752 | | | | | | (845,429) | | |
Put on 10-Year Interest Rate Swap (2) | | | Deutsche Bank AG | | | Receive | | | | | 3.820% | | | | 1-day Secured Overnight Financing Rate | | | | | 05/09/23 | | | | USD 25,247,000 | | | | | 724,589 | | | | | | (400,171) | | |
Put on 10-Year Interest Rate Swap (2) | | | Goldman Sachs International | | | Receive | | | | | 2.940% | | | | 1-day Secured Overnight Financing Rate | | | | | 12/15/23 | | | | USD 12,624,000 | | | | | 472,138 | | | | | | (763,785) | | |
Put on 10-Year Interest Rate Swap (2) | | | JPMorgan Chase Bank N.A. | | | Receive | | | | | 2.995% | | | | 1-day Secured Overnight Financing Rate | | | | | 06/07/23 | | | | USD 25,247,000 | | | | | 773,820 | | | | | | (1,332,497) | | |
Put on 10-Year Interest Rate Swap (2) | | | Morgan Stanley Capital Services LLC | | | Receive | | | | | 3.815% | | | | 1-day Secured Overnight Financing Rate | | | | | 05/09/23 | | | | USD 50,495,000 | | | | | 1,441,632 | | | | | | (807,117) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 12,705,706 | | | | | $ | (12,592,591) | | |
Description | | | Counterparty | | | Exercise Rate(3) | | | Pay/ Receive Exercise Rate | | | Floating Rate Index | | | Expiration Date | | | Notional Amount | | | Premium receivable/ (payable) at expiration(4) | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Call on 30-Year Interest Rate Swap | | | Barclays Bank PLC | | | 0.000% | | | | | Receive | | | | 1-day Secured Overnight Financing Rate | | | | | 06/14/27 | | | | USD 12,484,500 | | | | $ | (2,184,788) | | | | | $ | (11,788) | | |
Call on 30-Year Interest Rate Swap | | | Barclays Bank PLC | | | 0.000% | | | | | Receive | | | | 1-day Secured Overnight Financing Rate | | | | | 05/28/27 | | | | USD 20,904,800 | | | | | (3,700,150) | | | | | | (48,922) | | |
Call on 30-Year Interest Rate Swap | | | Nomura International PLC | | | 0.000% | | | | | Receive | | | | 1-day Secured Overnight Financing Rate | | | | | 05/25/27 | | | | USD 6,658,000 | | | | | (1,198,440) | | | | | | (32,115) | | |
Call on 35-Year Interest Rate Swap | | | Barclays Bank PLC | | | 0.000% | | | | | Receive | | | | 1-day Secured Overnight Financing Rate | | | | | 06/03/27 | | | | USD 12,484,500 | | | | | (2,187,909) | | | | | | (13,076) | | |
Put on 30-Year Interest Rate Swap | | | Barclays Bank PLC | | | 0.000% | | | | | Pay | | | | 1-day Secured Overnight Financing Rate | | | | | 05/25/27 | | | | USD 19,473,000 | | | | | (3,505,140) | | | | | | (93,928) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (12,776,427) | | | | | $ | (199,829) | | |
Voya Intermediate Bond Portfolio | as of December 31, 2022 (continued) |
USD – United States Dollar
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Investments in securities at value* | | | | $ | 145,110 | | |
Interest rate contracts | | | Variation margin receivable on futures contracts** | | | | | 1,116,162 | | |
Credit contracts | | | Variation margin receivable on centrally cleared swaps** | | | | | 1,399,784 | | |
Interest rate contracts | | | Variation margin receivable on centrally cleared swaps** | | | | | 1,199,991 | | |
Total Asset Derivatives | | | | | | | $ | 3,861,047 | | |
Liability Derivatives | | | | | | | | | | |
Interest rate contracts | | | Variation margin payable on futures contracts** | | | | $ | 1,151,289 | | |
Credit contracts | | | Variation margin payable on centrally cleared swaps** | | | | | 3,057,743 | | |
Interest rate contracts | | | Variation margin payable on centrally cleared swaps** | | | | | 2,656,962 | | |
Interest rate contracts | | | Unrealized depreciation on OTC forward premium swaptions | | | | | 199,829 | | |
Interest rate contracts | | | Written options, at fair value | | | | | 12,592,591 | | |
Total Liability Derivatives | | | | | | | $ | 19,658,414 | | |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 9,722,624 | | | | | $ | — | | | | | $ | 9,722,624 | | |
Equity contracts | | | | | — | | | | | | — | | | | | | 10,236 | | | | | | — | | | | | | — | | | | | | 10,236 | | |
Foreign exchange contracts | | | | | (738,519) | | | | | | 1,356,243 | | | | | | — | | | | | | — | | | | | | 1,903,409 | | | | | | 2,521,133 | | |
Interest rate contracts | | | | | 218,866 | | | | | | — | | | | | | (44,559,107) | | | | | | (3,431,700) | | | | | | 2,942,683 | | | | | | (44,829,258) | | |
Total | | | | $ | (519,653) | | | | | $ | 1,356,243 | | | | | $ | (44,548,871) | | | | | $ | 6,290,924 | | | | | $ | 4,846,092 | | | | | $ | (32,575,265) | | |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | (1,446,713) | | | | | $ | — | | | | | $ | (1,446,713) | | |
Foreign exchange contracts | | | | | (566,693) | | | | | | 673,238 | | | | | | — | | | | | | — | | | | | | — | | | | | | 106,545 | | |
Interest rate contracts | | | | | 429,361 | | | | | | — | | | | | | (2,645,344) | | | | | | (1,456,971) | | | | | | (438,633) | | | | | | (4,111,587) | | |
Total | | | | $ | (137,332) | | | | | $ | 673,238 | | | | | $ | (2,645,344) | | | | | $ | (2,903,684) | | | | | $ | (438,633) | | | | | $ | (5,451,755) | | |
Voya Intermediate Bond Portfolio | as of December 31, 2022 (continued) |
| | | Bank of America N.A. | | | Barclays Bank PLC | | | BNP Paribas | | | Deutsche Bank AG | | | Goldman Sachs International | | | JPMorgan Chase Bank N.A. | | | Morgan Stanley Capital Services LLC | | | Nomura International PLC | | | Totals | | |||||||||||||||||||||||||||
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Purchased options | | | | $ | 6,523 | | | | | $ | — | | | | | $ | 122,725 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 15,862 | | | | | $ | — | | | | | $ | 145,110 | | |
Total Assets | | | | $ | 6,523 | | | | | $ | — | | | | | $ | 122,725 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 15,862 | | | | | $ | — | | | | | $ | 145,110 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward premium swaptions | | | | $ | — | | | | | $ | 167,714 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 32,115 | | | | | $ | 199,829 | | |
Written options | | | | | 2,907,839 | | | | | | 2,782,994 | | | | | | — | | | | | | 1,407,320 | | | | | | 1,046,365 | | | | | | 1,640,506 | | | | | | 2,807,567 | | | | | | — | | | | | | 12,592,591 | | |
Total Liabilities | | | | $ | 2,907,839 | | | | | $ | 2,950,708 | | | | | $ | — | | | | | $ | 1,407,320 | | | | | $ | 1,046,365 | | | | | $ | 1,640,506 | | | | | $ | 2,807,567 | | | | | $ | 32,115 | | | | | $ | 12,792,420 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (2,901,316) | | | | | $ | (2,950,708) | | | | | $ | 122,725 | | | | | $ | (1,407,320) | | | | | $ | (1,046,365) | | | | | $ | (1,640,506) | | | | | $ | (2,791,705) | | | | | $ | (32,115) | | | | | | (12,647,310) | | |
Total collateral pledged by the Portfolio/ (Received from counterparty) | | | | $ | 2,901,316 | | | | | $ | 2,950,708 | | | | | $ | (100,000) | | | | | $ | 1,407,320 | | | | | $ | 970,000 | | | | | $ | 1,550,000 | | | | | $ | 2,791,705 | | | | | $ | — | | | | | $ | 12,471,049 | | |
Net Exposure(1)(2) | | | | $ | — | | | | | $ | — | | | | | $ | 22,725 | | | | | $ | — | | | | | $ | (76,365) | | | | | $ | (90,506) | | | | | $ | — | | | | | $ | (32,115) | | | | | $ | (176,261) | | |
| Gross Unrealized Appreciation | | | | $ | 8,435,931 | | |
| Gross Unrealized Depreciation | | | | | (305,645,706) | | |
| Net Unrealized Depreciation | | | | $ | (297,209,775) | | |
Voya Small Company Portfolio | as of December 31, 2022 |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMON STOCK: 99.6% | | |||||||||||||||
| | | Communication Services: 2.6% | | ||||||||||||
85,173 (1) | | | Cargurus, Inc. | | | | $ | 1,193,274 | | | | | | 0.4 | | |
619,145 (1) | | | Globalstar, Inc. | | | | | 823,463 | | | | | | 0.3 | | |
45,368 (1) | | | Imax Corp. | | | | | 665,095 | | | | | | 0.2 | | |
175,262 (1) | | | Playtika Holding Corp. | | | | | 1,491,479 | | | | | | 0.5 | | |
188,647 (1) | | | Vimeo, Inc. | | | | | 647,059 | | | | | | 0.2 | | |
36,864 (1) | | | Yelp, Inc. | | | | | 1,007,862 | | | | | | 0.4 | | |
23,770 (1) | | | Ziff Davis, Inc. | | | | | 1,880,207 | | | | | | 0.6 | | |
| | | | | | | | 7,708,439 | | | | | | 2.6 | | |
| | | Consumer Discretionary: 7.7% | | ||||||||||||
31,382 | | | Acushnet Holdings Corp. | | | | | 1,332,480 | | | | | | 0.4 | | |
92,288 | | | Arko Corp. | | | | | 799,214 | | | | | | 0.3 | | |
67,725 | | | Gentex Corp. | | | | | 1,846,861 | | | | | | 0.6 | | |
87,672 | | | International Game Technology PLC | | | | | 1,988,401 | | | | | | 0.7 | | |
105,163 (1) | | | Leslie’s, Inc. | | | | | 1,284,040 | | | | | | 0.4 | | |
155,595 (1) | | | Lindblad Expeditions Holdings, Inc. | | | | | 1,198,081 | | | | | | 0.4 | | |
176,104 (1) | | | Sonos, Inc. | | | | | 2,976,158 | | | | | | 1.0 | | |
89,733 | | | Steven Madden Ltd. | | | | | 2,867,867 | | | | | | 0.9 | | |
82,420 (1) | | | Taylor Morrison Home Corp. | | | | | 2,501,447 | | | | | | 0.8 | | |
154,975 (1) | | | Tri Pointe Homes, Inc. | | | | | 2,880,985 | | | | | | 1.0 | | |
139,862 (1) | | | Udemy, Inc. | | | | | 1,475,544 | | | | | | 0.5 | | |
187,322 | | | Wolverine World Wide, Inc. | | | | | 2,047,429 | | | | | | 0.7 | | |
| | | | | | | | 23,198,507 | | | | | | 7.7 | | |
| | | Energy: 4.6% | | ||||||||||||
203,178 | | | Archrock, Inc. | | | | | 1,824,539 | | | | | | 0.6 | | |
308,634 (1) | | | Clean Energy Fuels Corp. | | | | | 1,604,897 | | | | | | 0.5 | | |
389,131 (1) | | | Kosmos Energy Ltd. | | | | | 2,474,873 | | | | | | 0.8 | | |
35,540 | | | Murphy Oil Corp. | | | | | 1,528,575 | | | | | | 0.5 | | |
132,306 (1) | | | US Silica Holdings, Inc. | | | | | 1,653,825 | | | | | | 0.6 | | |
178,764 | | | World Fuel Services Corp. | | | | | 4,885,620 | | | | | | 1.6 | | |
| | | | | | | | 13,972,329 | | | | | | 4.6 | | |
| | | Financials: 17.1% | | ||||||||||||
331,239 | | | AGNC Investment Corp. | | | | | 3,428,324 | | | | | | 1.1 | | |
127,712 | | | Argo Group International Holdings Ltd. | | | | | 3,301,355 | | | | | | 1.1 | | |
121,917 | | | Associated Banc-Corp. | | | | | 2,815,064 | | | | | | 0.9 | | |
26,396 | | | Atlantic Union Bankshares Corp. | | | | | 927,555 | | | | | | 0.3 | | |
73,020 | | | BankUnited, Inc. | | | | | 2,480,489 | | | | | | 0.8 | | |
43,428 | | | Berkshire Hills Bancorp, Inc. | | | | | 1,298,497 | | | | | | 0.4 | | |
45,749 | | | Brown & Brown, Inc. | | | | | 2,606,321 | | | | | | 0.9 | | |
58,928 | | | Capstar Financial Holdings, Inc. | | | | | 1,040,669 | | | | | | 0.3 | | |
28,028 | | | Cathay General Bancorp. | | | | | 1,143,262 | | | | | | 0.4 | | |
97,655 | | | ConnectOne Bancorp, Inc. | | | | | 2,364,228 | | | | | | 0.8 | | |
66,872 | | | Eastern Bankshares, Inc. | | | | | 1,153,542 | | | | | | 0.4 | | |
112,021 | | | Ellington Financial, Inc. | | | | | 1,385,700 | | | | | | 0.5 | | |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
40,200 | | | Essent Group Ltd. | | | | $ | 1,562,976 | | | | | | 0.5 | | |
85,707 | | | First BanCorp. Puerto Rico | | | | | 1,090,193 | | | | | | 0.4 | | |
24,839 (2) | | | HCI Group, Inc. | | | | | 983,376 | | | | | | 0.3 | | |
64,159 (2) | | | KKR Real Estate Finance Trust, Inc. | | | | | 895,660 | | | | | | 0.3 | | |
81,787 | | | Ladder Capital Corp. | | | | | 821,141 | | | | | | 0.3 | | |
55,322 | | | Mercury General Corp. | | | | | 1,892,012 | | | | | | 0.6 | | |
61,191 (1) | | | NMI Holdings, Inc. | | | | | 1,278,892 | | | | | | 0.4 | | |
199,302 | | | Old Republic International Corp. | | | | | 4,813,143 | | | | | | 1.6 | | |
30,620 | | | Origin Bancorp, Inc. | | | | | 1,123,754 | | | | | | 0.4 | | |
141,295 | | | Pacific Premier Bancorp, Inc. | | | | | 4,459,270 | | | | | | 1.5 | | |
39,171 | | | ProAssurance Corp. | | | | | 684,317 | | | | | | 0.2 | | |
37,830 | | | Provident Financial Services, Inc. | | | | | 808,049 | | | | | | 0.3 | | |
97,565 | | | Radian Group, Inc. | | | | | 1,860,565 | | | | | | 0.6 | | |
306,252 | | | Redwood Trust, Inc. | | | | | 2,070,264 | | | | | | 0.7 | | |
22,117 | | | SEI Investments Co. | | | | | 1,289,421 | | | | | | 0.4 | | |
72,197 | | | Simmons First National Corp. | | | | | 1,558,011 | | | | | | 0.5 | | |
25,837 (1) | | | Third Coast Bancshares, Inc. | | | | | 476,176 | | | | | | 0.2 | | |
| | | | | | | | 51,612,226 | | | | | | 17.1 | | |
| | | Health Care: 15.7% | | ||||||||||||
119,944 (1) | | | Alignment Healthcare, Inc. | | | | | 1,410,541 | | | | | | 0.5 | | |
145,649 (1) | | | Allscripts Healthcare Solutions, Inc. | | | | | 2,569,248 | | | | | | 0.9 | | |
202,331 (1) | | | Amicus Therapeutics, Inc. | | | | | 2,470,462 | | | | | | 0.8 | | |
62,832 (1) | | | Arrowhead Pharmaceuticals, Inc. | | | | | 2,548,466 | | | | | | 0.8 | | |
40,912 (1) | | | Avanos Medical, Inc. | | | | | 1,107,079 | | | | | | 0.4 | | |
241,228 (1) | | | BioCryst Pharmaceuticals, Inc. | | | | | 2,769,297 | | | | | | 0.9 | | |
32,126 | | | Bruker Corp. | | | | | 2,195,812 | | | | | | 0.7 | | |
49,522 (1) | | | Castle Biosciences, Inc. | | | | | 1,165,748 | | | | | | 0.4 | | |
618,553 (1) | | | Cerus Corp. | | | | | 2,257,719 | | | | | | 0.8 | | |
467,442 (1) | | | Geron Corp. | | | | | 1,131,210 | | | | | | 0.4 | | |
25,910 (1) | | | Globus Medical, Inc. | | | | | 1,924,336 | | | | | | 0.6 | | |
26,856 (1) | | | Guardant Health, Inc. | | | | | 730,483 | | | | | | 0.2 | | |
35,191 (1) | | | HealthEquity, Inc. | | | | | 2,169,173 | | | | | | 0.7 | | |
177,075 (1) | | | Immunogen, Inc. | | | | | 878,292 | | | | | | 0.3 | | |
154,311 (1) | | | Kodiak Sciences, Inc. | | | | | 1,104,867 | | | | | | 0.4 | | |
32,290 (1) | | | Lantheus Holdings, Inc. | | | | | 1,645,498 | | | | | | 0.5 | | |
352,121 (1) | | | MannKind Corp. | | | | | 1,855,678 | | | | | | 0.6 | | |
54,484 (1) | | | Maravai LifeSciences Holdings, Inc. | | | | | 779,666 | | | | | | 0.3 | | |
35,038 (1) | | | Merit Medical Systems, Inc. | | | | | 2,474,384 | | | | | | 0.8 | | |
78,885 (1) | | | NextGen Healthcare, Inc. | | | | | 1,481,460 | | | | | | 0.5 | | |
770,108 (1) | | | Opko Health, Inc. | | | | | 962,635 | | | | | | 0.3 | | |
81,699 (1) | | | Option Care Health, Inc. | | | | | 2,458,323 | | | | | | 0.8 | | |
Voya Small Company Portfolio | as of December 31, 2022 (continued) |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care (continued) | | ||||||||||||
31,100 (1) | | | PROCEPT BioRobotics Corp. | | | | $ | 1,291,894 | | | | | | 0.4 | | |
64,994 (1) | | | PTC Therapeutics, Inc. | | | | | 2,480,821 | | | | | | 0.8 | | |
1,519,712 (1) | | | Rigel Pharmaceuticals, Inc. | | | | | 2,279,568 | | | | | | 0.8 | | |
111,493 | | | Select Medical Holdings Corp. | | | | | 2,768,371 | | | | | | 0.9 | | |
9,902 (1) | | | TransMedics Group, Inc. | | | | | 611,151 | | | | | | 0.2 | | |
| | | | | | | | 47,522,182 | | | | | | 15.7 | | |
| | | Industrials: 18.9% | | ||||||||||||
61,929 | | | ABM Industries, Inc. | | | | | 2,750,886 | | | | | | 0.9 | | |
10,328 (1) | | | Aerojet Rocketdyne Holdings, Inc. | | | | | 577,645 | | | | | | 0.2 | | |
7,361 | | | Alamo Group, Inc. | | | | | 1,042,318 | | | | | | 0.4 | | |
92,001 | | | Allison Transmission Holdings, Inc. | | | | | 3,827,242 | | | | | | 1.3 | | |
76,132 | | | Barnes Group, Inc. | | | | | 3,109,992 | | | | | | 1.0 | | |
51,384 | | | Brady Corp. | | | | | 2,420,186 | | | | | | 0.8 | | |
63,914 (1) | | | CoreCivic, Inc. | | | | | 738,846 | | | | | | 0.2 | | |
8,229 | | | CSW Industrials, Inc. | | | | | 953,988 | | | | | | 0.3 | | |
140,196 (1) | | | First Advantage Corp. | | | | | 1,822,548 | | | | | | 0.6 | | |
14,874 | | | Franklin Electric Co., Inc. | | | | | 1,186,201 | | | | | | 0.4 | | |
149,877 | | | Hillenbrand, Inc. | | | | | 6,395,252 | | | | | | 2.1 | | |
105,533 | | | Kennametal, Inc. | | | | | 2,539,124 | | | | | | 0.8 | | |
94,865 (1) | | | Legalzoom.com, Inc. | | | | | 734,255 | | | | | | 0.2 | | |
59,102 | | | Marten Transport Ltd. | | | | | 1,169,037 | | | | | | 0.4 | | |
199,301 | | | Mueller Water Products, Inc. | | | | | 2,144,479 | | | | | | 0.7 | | |
120,729 (1) | | | NOW, Inc. | | | | | 1,533,258 | | | | | | 0.5 | | |
101,251 (1) | | | Resideo Technologies, Inc. | | | | | 1,665,579 | | | | | | 0.6 | | |
208,157 | | | Shyft Group, Inc./The | | | | | 5,174,783 | | | | | | 1.7 | | |
23,644 | | | Simpson Manufacturing Co., Inc. | | | | | 2,096,277 | | | | | | 0.7 | | |
36,489 (1) | | | SunPower Corp. | | | | | 657,897 | | | | | | 0.2 | | |
59,747 | | | Terex Corp. | | | | | 2,552,392 | | | | | | 0.9 | | |
24,814 | | | Toro Co. | | | | | 2,808,945 | | | | | | 0.9 | | |
133,399 (1) | | | Upwork, Inc. | | | | | 1,392,686 | | | | | | 0.5 | | |
26,774 | | | Watts Water Technologies, Inc. | | | | | 3,915,162 | | | | | | 1.3 | | |
36,254 | | | Werner Enterprises, Inc. | | | | | 1,459,586 | | | | | | 0.5 | | |
24,502 | | | Woodward, Inc. | | | | | 2,367,138 | | | | | | 0.8 | | |
| | | | | | | | 57,035,702 | | | | | | 18.9 | | |
| | | Information Technology: 17.7% | | ||||||||||||
182,827 (1) | | | 8x8, Inc. | | | | | 789,813 | | | | | | 0.3 | | |
172,914 (1) | | | ACI Worldwide, Inc. | | | | | 3,977,022 | | | | | | 1.3 | | |
44,514 (1) | | | Altair Engineering, Inc. | | | | | 2,024,052 | | | | | | 0.7 | | |
6,720 (1) | | | Appfolio, Inc. | | | | | 708,154 | | | | | | 0.2 | | |
77,142 (1) | | | Avid Technology, Inc. | | | | | 2,051,206 | | | | | | 0.7 | | |
116,315 (1) | | | Box, Inc. | | | | | 3,620,886 | | | | | | 1.2 | | |
35,571 (1) | | | Commvault Systems, Inc. | | | | | 2,235,282 | | | | | | 0.7 | | |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
15,455 | | | CSG Systems International, Inc. | | | | $ | 884,026 | | | | | | 0.3 | | |
59,862 (1) | | | Domo, Inc. | | | | | 852,435 | | | | | | 0.3 | | |
215,869 (1) | | | Dropbox, Inc. | | | | | 4,831,148 | | | | | | 1.6 | | |
155,852 (1) | | | Duck Creek Technologies, Inc. | | | | | 1,878,017 | | | | | | 0.6 | | |
49,491 | | | EVERTEC, Inc. | | | | | 1,602,519 | | | | | | 0.5 | | |
94,361 (1) | | | Formfactor, Inc. | | | | | 2,097,645 | | | | | | 0.7 | | |
174,580 (1)(2) | | | Infinera Corp. | | | | | 1,176,669 | | | | | | 0.4 | | |
93,249 (1) | | | Knowles Corp. | | | | | 1,531,149 | | | | | | 0.5 | | |
44,787 (1) | | | LiveRamp Holdings, Inc. | | | | | 1,049,807 | | | | | | 0.3 | | |
129,631 (1) | | | Momentive Global, Inc. | | | | | 907,417 | | | | | | 0.3 | | |
52,066 | | | National Instruments Corp. | | | | | 1,921,235 | | | | | | 0.6 | | |
41,703 (1) | | | Nutanix, Inc. | | | | | 1,086,363 | | | | | | 0.4 | | |
38,172 (1) | | | PowerSchool Holdings, Inc. | | | | | 881,010 | | | | | | 0.3 | | |
22,330 (1) | | | Procore Technologies, Inc. | | | | | 1,053,529 | | | | | | 0.3 | | |
33,699 (1) | | | PROS Holdings, Inc. | | | | | 817,538 | | | | | | 0.3 | | |
82,910 (1) | | | Repay Holdings Corp. | | | | | 667,425 | | | | | | 0.2 | | |
207,742 (1)(2) | | | Sabre Corp. | | | | | 1,283,845 | | | | | | 0.4 | | |
53,608 | | | Sapiens International Corp. NV | | | | | 990,676 | | | | | | 0.3 | | |
28,674 (1) | | | Semtech Corp. | | | | | 822,657 | | | | | | 0.3 | | |
36,137 (1) | | | Smartsheet, Inc. | | | | | 1,422,352 | | | | | | 0.5 | | |
220,718 (1) | | | Sumo Logic, Inc. | | | | | 1,787,816 | | | | | | 0.6 | | |
29,042 (1) | | | Tenable Holdings, Inc. | | | | | 1,107,952 | | | | | | 0.4 | | |
99,603 (1) | | | Varonis Systems, Inc. | | | | | 2,384,496 | | | | | | 0.8 | | |
260,020 (1) | | | Viavi Solutions, Inc. | | | | | 2,732,810 | | | | | | 0.9 | | |
141,667 (1) | | | Yext, Inc. | | | | | 925,085 | | | | | | 0.3 | | |
227,526 (1) | | | Zuora, Inc. | | | | | 1,447,065 | | | | | | 0.5 | | |
| | | | | | | | 53,549,101 | | | | | | 17.7 | | |
| | | Materials: 7.3% | | ||||||||||||
46,381 | | | Avient Corp. | | | | | 1,565,823 | | | | | | 0.5 | | |
11,742 | | | Balchem Corp. | | | | | 1,433,816 | | | | | | 0.5 | | |
266,591 | | | Element Solutions, Inc. | | | | | 4,849,290 | | | | | | 1.6 | | |
339,744 | | | Glatfelter Corp. | | | | | 944,488 | | | | | | 0.3 | | |
21,590 (1) | | | Ingevity Corp. | | | | | 1,520,800 | | | | | | 0.5 | | |
12,443 | | | Innospec, Inc. | | | | | 1,279,887 | | | | | | 0.4 | | |
40,031 | | | Minerals Technologies, Inc. | | | | | 2,430,682 | | | | | | 0.8 | | |
74,077 | | | Sensient Technologies Corp. | | | | | 5,401,695 | | | | | | 1.8 | | |
68,579 (1) | | | TimkenSteel Corp. | | | | | 1,246,080 | | | | | | 0.4 | | |
28,299 | | | Worthington Industries, Inc. | | | | | 1,406,743 | | | | | | 0.5 | | |
| | | | | | | | 22,079,304 | | | | | | 7.3 | | |
| | | Real Estate: 6.3% | | ||||||||||||
27,472 | | | American Assets Trust, Inc. | | | | | 728,008 | | | | | | 0.2 | | |
104,755 | | | Americold Realty Trust, Inc. | | | | | 2,965,614 | | | | | | 1.0 | | |
146,382 | | | Apartment Investment and Management Co. | | | | | 1,042,240 | | | | | | 0.3 | | |
81,444 | | | Broadstone Net Lease, Inc. | | | | | 1,320,207 | | | | | | 0.4 | | |
Voya Small Company Portfolio | as of December 31, 2022 (continued) |
Shares | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Real Estate (continued) | | ||||||||||||
58,019 | | | CareTrust REIT, Inc. | | | | $ | 1,077,993 | | | | | | 0.4 | | |
68,644 (1) | | | Cushman & Wakefield PLC | | | | | 855,304 | | | | | | 0.3 | | |
49,186 (2) | | | Easterly Government Properties, Inc. | | | | | 701,884 | | | | | | 0.2 | | |
74,710 | | | Essential Properties Realty Trust, Inc. | | | | | 1,753,444 | | | | | | 0.6 | | |
41,398 | | | Gladstone Land Corp. | | | | | 759,653 | | | | | | 0.2 | | |
38,609 | | | Plymouth Industrial REIT, Inc. | | | | | 740,520 | | | | | | 0.2 | | |
61,639 | | | Sabra Healthcare REIT, Inc. | | | | | 766,173 | | | | | | 0.3 | | |
201,682 | | | Service Properties Trust | | | | | 1,470,262 | | | | | | 0.5 | | |
91,186 | | | STAG Industrial, Inc. | | | | | 2,946,220 | | | | | | 1.0 | | |
35,270 | | | Terreno Realty Corp. | | | | | 2,005,805 | | | | | | 0.7 | | |
| | | | | | | | 19,133,327 | | | | | | 6.3 | | |
| | | Utilities: 1.7% | | ||||||||||||
18,817 | | | ALLETE, Inc. | | | | | 1,213,885 | | | | | | 0.4 | | |
63,957 | | | Avista Corp. | | | | | 2,835,853 | | | | | | 1.0 | | |
15,864 | | | NorthWestern Corp. | | | | | 941,370 | | | | | | 0.3 | | |
| | | | | | | | 4,991,108 | | | | | | 1.7 | | |
| | | Total Common Stock (Cost $309,055,467) | | | | | 300,802,225 | | | | | | 99.6 | | |
EXCHANGE-TRADED FUNDS: 0.3% | | |||||||||||||||
4,776 | | | iShares Russell 2000 ETF | | | | | 832,743 | | | | | | 0.3 | | |
| | | Total Exchange-Traded Funds (Cost $855,136) | | | | | 832,743 | | | | | | 0.3 | | |
| | | Total Long-Term Investments (Cost $309,910,603) | | | | | 301,634,968 | | | | | | 99.9 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 1.3% | | |||||||||||||||
| | | Repurchase Agreements: 1.2% | | ||||||||||||
1,000,000 (3) | | | MUFG Securities America Inc., Repurchase Agreement dated 12/30/22, 4.30%, due 01/03/23 (Repurchase Amount $1,000,471, collateralized by various U.S. Government Agency Obligations, 2.000%-5.500%, Market Value plus accrued interest $1,020,000, due 08/01/24-01/01/53) | | | | | 1,000,000 | | | | | | 0.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
1,000,000 (3) | | | National Bank Financial, Repurchase Agreement dated 12/30/22, 4.34%, due 01/03/23 (Repurchase Amount $1,000,476, collateralized by various U.S. Government Securities, 0.000%-4.435%, Market Value plus accrued interest $1,020,000, due 01/03/ 23-09/09/49) | | | | $ | 1,000,000 | | | | | | 0.3 | | |
474,679 (3) | | | Nomura Securities, Repurchase Agreement dated 12/30/22, 4.30%, due 01/03/23 (Repurchase Amount $474,903, collateralized by various U.S. Government Agency Obligations, 1.973%-9.000%, Market Value plus accrued interest $484,173, due 02/01/23-07/01/60) | | | | | 474,679 | | | | | | 0.2 | | |
1,000,000 (3) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 12/30/22, 4.30%, due 01/03/23 (Repurchase Amount $1,000,471, collateralized by various U.S. Government Agency Obligations, 2.000%-6.000%, Market Value plus accrued interest $1,020,000, due 09/01/24-10/20/52) | | | | | 1,000,000 | | | | | | 0.4 | | |
| | | Total Repurchase Agreements (Cost $3,474,679) | | | | | 3,474,679 | | | | | | 1.2 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds: 0.1% | | ||||||||||||
376,000 (4) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 4.150% (Cost $376,000) | | | | | 376,000 | | | | | | 0.1 | | |
Voya Small Company Portfolio | as of December 31, 2022 (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Mutual Funds (continued) | | ||||||||||||
| | | Total Short-Term Investments (Cost $3,850,679) | | | | $ | 3,850,679 | | | | | | 1.3 | | |
| | | Total Investments in Securities (Cost $313,761,282) | | | | $ | 305,485,647 | | | | | | 101.2 | | |
| | | Liabilities in Excess of Other Assets | | | | | (3,526,569) | | | | | | (1.2) | | |
| | | Net Assets | | | | $ | 301,959,078 | | | | | | 100.0 | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at December 31, 2022 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 300,802,225 | | | | | $ | — | | | | | $ | — | | | | | $ | 300,802,225 | | |
Exchange-Traded Funds | | | | | 832,743 | | | | | | — | | | | | | — | | | | | | 832,743 | | |
Short-Term Investments | | | | | 376,000 | | | | | | 3,474,679 | | | | | | — | | | | | | 3,850,679 | | |
Total Investments, at fair value | | | | $ | 302,010,968 | | | | | $ | 3,474,679 | | | | | $ | — | | | | | $ | 305,485,647 | | |
| Gross Unrealized Appreciation | | | | $ | 13,459,549 | | |
| Gross Unrealized Depreciation | | | | | (43,432,805) | | |
| Net Unrealized Depreciation | | | | $ | (29,973,256) | | |
Portfolio Name | | | Type | | | Per Share Amount | | |||
Voya Balanced Portfolio | | |||||||||
Class I | | | NII | | | | $ | 0.2777 | | |
Class S | | | NII | | | | $ | 0.2262 | | |
All Classes | | | STCG | | | | $ | 0.5014 | | |
All Classes | | | LTCG | | | | $ | 1.4775 | | |
Voya Global High Dividend Low Volatility Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.2407 | | |
Class I | | | NII | | | | $ | 0.2970 | | |
Class S | | | NII | | | | $ | 0.2689 | | |
Class S2 | | | NII | | | | $ | 0.2517 | | |
Class T | | | NII | | | | $ | 0.2305 | | |
All Classes | | | STCG | | | | $ | 0.2075 | | |
All Classes | | | LTCG | | | | $ | 0.1815 | | |
Voya Government Money Market Portfolio | | |||||||||
Class I | | | NII | | | | $ | 0.0138 | | |
Class S | | | NII | | | | $ | 0.0130 | | |
Portfolio Name | | | Type | | | Per Share Amount | | |||
Voya Growth and Income Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.1375 | | |
Class I | | | NII | | | | $ | 0.2304 | | |
Class S | | | NII | | | | $ | 0.1783 | | |
Class S2 | | | NII | | | | $ | 0.1565 | | |
All Classes | | | STCG | | | | $ | 0.2016 | | |
All Classes | | | LTCG | | | | $ | 2.5276 | | |
Voya Intermediate Bond Portfolio | | |||||||||
Class ADV | | | NII | | | | $ | 0.2910 | | |
Class I | | | NII | | | | $ | 0.3513 | | |
Class S | | | NII | | | | $ | 0.3207 | | |
Class S2 | | | NII | | | | $ | 0.3025 | | |
Voya Small Company Portfolio | | | | | | | | | | |
All Classes | | | STCG | | | | $ | 2.7882 | | |
All Classes | | | LTCG | | | | $ | 1.9824 | | |
| Voya Balanced Portfolio | | | | | 8.98% | | |
| Voya Global High Dividend Low Volatility Portfolio | | | | | 71.23% | | |
| Voya Growth and Income Portfolio | | | | | 59.32% | | |
| Voya Small Company Portfolio | | | | | 6.36% | | |
| Voya Balanced Portfolio | | | | $ | 30,166,938 | | |
| Voya Global High Dividend Low Volatility Portfolio | | | | $ | 8,980,032 | | |
| Voya Growth and Income Portfolio | | | | $ | 231,816,376 | | |
| Voya Small Company Portfolio | | | | $ | 39,313,708 | | |
Name, Address and Age | | | Position(s) Held with the Company/ Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) − During the Past 5 Years | | | Number of funds in Fund Complex Overseen by Director/ Trustee(2) | | | Other Board Positions Held by Director/Trustee | |
Independent Directors/Trustees: | | |||||||||||||||
Colleen D. Baldwin 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 62 | | | Chairperson Director/Trustee | | | January 2020 – Present May 2013 – Present | | | President, Glantuam Partners, LLC, a business consulting firm (January 2009 – Present). | | | 132 | | | RSR Partners, Inc, (2016 − Present). | |
John V. Boyer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 69 | | | Director/Trustee | | | May 2013 – Present | | | Retired. Formerly, President and Chief Executive Officer, Bechtler Arts Foundation, an arts and education foundation (January 2008 – December 2019). | | | 132 | | | None. | |
Patricia W. Chadwick 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 74 | | | Director/Trustee | | | May 2013 – Present | | | Consultant and President, Ravengate Partners LLC, a consulting firm that provides advice regarding financial markets and the global economy (January 2000 – Present). | | | 132 | | | The Royce Funds (22 funds) (December 2009 – Present). AMICA Mutual Insurance Company (1992 – Present). | |
Martin J. Gavin 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, AZ 85258 Age: 72 | | | Director/Trustee | | | August 2015 – Present | | | Retired. | | | 132 | | | None. | |
Joseph E. Obermeyer 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 65 | | | Director/Trustee | | | January 2003 – Present | | | President, Obermeyer & Associates, Inc., a provider of financial and economic consulting services (November 1999 – Present). | | | 132 | | | None. | |
Sheryl K. Pressler 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 72 | | | Director/Trustee | | | May 2013 – Present | | | Consultant (May 2001 – Present). | | | 132 | | | Centerra Gold Inc. (May 2008 – Present). | |
Christopher P. Sullivan 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 69 | | | Director/Trustee | | | October 2015 – Present | | | Retired. | | | 132 | | | None. | |
Name, Address and Age | | | Position(s) Held With the Company/ Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | |
Andy Simonoff 5780 Powers Ferry Road NW Atlanta, Georgia 30327 Age: 50 | | | President and Chief Executive Officer | | | January 2023 – Present | | | Director, President and Chief Executive Officer, Voya Funds Services, LLC, Voya Capital, LLC and Voya Investments, LLC (January 1, 2023 – Present); Managing Director, Chief Strategy and Transformation Officer, Voya Investment Management (January 2020 – Present). Formerly, Managing Director, Head of Business Management, Voya Investment Management (March 2019 – January 2020); Managing Director, Head of Business Management, Fixed Income, Voya Investment Management (November 2015 – March 2019). | |
Jonathan Nash 230 Park Avenue New York, New York 10169 Age: 55 | | | Executive Vice President and Chief Investment Risk Officer | | | March 2020 – Present | | | Executive Vice President and Chief Investment Risk Officer, Voya Investments, LLC (March 2020 – Present); Senior Vice President, Investment Risk Management, Voya Investment Management (March 2017 – Present). Formerly, Vice President, Voya Investments, LLC (September 2018 – March 2020); Consultant, DA Capital LLC (January 2016 – March 2017). | |
James M. Fink 5780 Powers Ferry Road NW Atlanta, Georgia 30327 Age: 64 | | | Executive Vice President | | | March 2018 – Present | | | Senior Vice President, Voya Investments Distributor, LLC (April 2018 – Present); Managing Director, Voya Investments, LLC, Voya Capital, LLC, and Voya Funds Services, LLC (March 2018 – Present); Chief Administrative Officer, Voya Investment Management (September 2017 – Present). Formerly, Managing Director, Operations, Voya Investment Management (March 1999 – September 2017). | |
Steven Hartstein 230 Park Avenue New York, NY 10169 Age: 59 | | | Chief Compliance Officer | | | December 2022 – Present | | | Senior Vice President, Voya Investment Management (December 2022 – Present). Formerly, Brighthouse Financial, Inc. – Head of Funds Compliance; Chief Compliance Officer – Brighthouse Funds and Brighthouse Investment Advisers, LLC (March 2017 – December 2022). | |
Todd Modic 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 55 | | | Senior Vice President, Chief/Principal Financial Officer and Assistant Secretary | | | March 2005 – Present | | | Director and Senior Vice President, Voya Capital, LLC, and Voya Funds Services, LLC (September 2022 – Present); Director, Voya Investments, LLC (September 2022 – Present); Senior Vice President, Voya Investments, LLC (April 2005 – Present). Formerly, President, Voya Funds Services, LLC (March 2018 – September 2022). | |
Kimberly A. Anderson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 58 | | | Senior Vice President | | | December 2003 – Present | | | Senior Vice President, Voya Investments, LLC (September 2003 – Present). | |
Sara M. Donaldson 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 63 | | | Senior Vice President | | | June 2022 – Present | | | Senior Vice President, Voya Investments, LLC (February 2022 – Present); Senior Vice President, Head of Active Ownership, Voya Investment Management (September 2021 – Present). Formerly, Vice President, Voya Investments, LLC (October 2015 – February 2022); Vice President, Head of Proxy Voting, Voya Investment Management (October 2015 – August 2021). | |
Andrew K. Schlueter 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 46 | | | Senior Vice President | | | June 2022 – Present | | | Senior Vice President, Head of Mutual Fund Operations, Voya Investment Management (March 2022 – Present); Vice President, Voya Investments Distributor, LLC (April 2018 – Present); Vice President, Voya Investments, LLC and Voya Funds Services, LLC (March 2018 – Present); Formerly, Vice President, Head of Mutual Fund Operations, Voya Investment Management (February 2018 – February 2022); Vice President, Voya Investment Management (March 2014 – February 2018). | |
Name, Address and Age | | | Position(s) Held With the Company/ Trust | | | Term of Office and Length of Time Served(1) | | | Principal Occupation(s) – During the Past 5 Years | |
Robert Terris 5780 Powers Ferry Road NW Atlanta, Georgia 30327 Age: 52 | | | Senior Vice President | | | June 2006 – Present | | | Senior Vice President, Voya Investments Distributor, LLC (April 2018 – Present); Senior Vice President, Head of Investment Services, Voya Investments, LLC (April 2018 – Present); Senior Vice President, Head of Investment Services, Voya Funds Services, LLC (March 2006 – Present). Formerly, Senior Vice President, Head of Division Operations, Voya Investments, LLC (October 2015 – April 2018). | |
Joanne F. Osberg 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 41 | | | Vice President Secretary | | | June 2022 – Present September 2020 – Present | | | Vice President and Senior Counsel, Voya Investment Management – Mutual Fund Legal Department (September 2020 – Present). Formerly, Vice President and Counsel, Voya Investment Management – Mutual Fund Legal Department (January 2013 – September 2020). | |
Fred Bedoya 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 50 | | | Vice President Principal Accounting Officer and Treasurer | | | September 2012 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present); Vice President, Voya Funds Services, LLC (July 2012 – Present). | |
Robyn L. Ichilov 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 55 | | | Vice President | | | March 2002 – Present | | | Vice President, Voya Investments, LLC (August 1997 – Present); Vice President, Voya Funds Services, LLC (November 1995 – Present). | |
Jason Kadavy 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 46 | | | Vice President | | | September 2012 – Present | | | Vice President, Voya Investments, LLC (October 2015 – Present); Vice President, Voya Funds Services, LLC (July 2007 – Present). | |
Erica McKenna 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age:50 | | | Vice President | | | June 2022 – Present | | | Vice President, Head of Mutual Fund Compliance, and Chief Compliance Officer, Voya Investments, LLC (May 2022 – Present). Formerly, Vice President, Fund Compliance Manager, Voya Investments, LLC (March 2021 – May 2022); Assistant Vice President, Fund Compliance Manager, Voya Investments, LLC (December 2016 – March 2021). | |
Craig Wheeler 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 53 | | | Vice President | | | May 2013 – Present | | | Vice President – Director of Tax, Voya Investments, LLC (October 2015 – Present). | |
Nicholas C.D. Ward 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age:29 | | | Assistant Vice President and Assistant Secretary | | | June 2022 – Present | | | Counsel, Voya Investment Management – Mutual Fund Legal Department (November 2021 – Present). Formerly, Associate, Dechert LLP (October 2018 – November 2021). | |
Gizachew Wubishet 7337 East Doubletree Ranch Rd. Suite 100 Scottsdale, Arizona 85258 Age: 46 | | | Assistant Vice President and Assistant Secretary | | | June 2022 – Present | | | Assistant Vice President and Counsel, Voya Investment Management – Mutual Fund Legal Department (May 2019 – Present). Formerly, Attorney, Ropes & Gray LLP (October 2011 – April 2019). | |
Monia Piacenti One Orange Way Windsor, Connecticut 06095 Age: 46 | | | Anti-Money Laundering Officer | | | June 2018 – Present | | | Compliance Consultant, Voya Financial, Inc. (January 2019 – Present); Anti-Money Laundering Officer, Voya Investments Distributor, LLC, Voya Investment Management and Voya Investment Management Trust Co. (June 2018 – Present); Formerly, Senior Compliance Officer, Voya Investment Management (December 2009 – December 2018). | |
Voya Investments, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
Voya Investments Distributor, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
BNY Mellon Investment Servicing (U.S.) Inc.
301 Bellevue Parkway
Wilmington, Delaware 19809
Ernst & Young LLP
200 Clarendon Street
Boston, Massachusetts 02116
The Bank of New York Mellon
225 Liberty Street
New York, New York 10286
Ropes & Gray LLP
Prudential Tower
800 Boylston Street
Boston, Massachusetts 02199
(b) | Not applicable. |
Item 2. Code of Ethics.
As of the end of the period covered by this report, Registrant had adopted a code of ethics, as defined in Item 2 of Form N-CSR, that applies to the Registrant’s principal executive officer and principal financial officer. There were no amendments to the Code during the period covered by the report. The Registrant did not grant any waivers, including implicit waivers, from any provisions of the Code during the period covered by this report. The code of ethics is filed herewith pursuant to Item 13(a)(1), Ex-99.CODE ETH.
Item 3. Audit Committee Financial Expert.
The Board of Trustees has determined that Colleen D. Baldwin, Martin J. Gavin, and Joseph E. Obermeyer are audit committee financial experts, as defined in Item 3 of Form N-CSR. Ms. Baldwin, Mr. Gavin, and Mr. Obermeyer are “independent” for purposes of Item 3 of Form N-CSR.
Item 4. Principal Accountant Fees and Services.
Below are the amount of fees that Ernst & Young LLP (“EY”), the Registrant’s current Independent Registered Public Accounting Firm, billed and paid to the Fund during the Fund’s fiscal year ended December 31, 2022 and December 31, 2021.
(a) | Audit Fees: The aggregate fees billed and paid for each of the last two fiscal years for professional services rendered by EY, the principal accountant for the audit of the registrant’s annual financial statements or services that are normally provided by the accountant in connection with statutory and regulatory filings or engagements for those fiscal years were $11,185 for the year ended December 31, 2022 and $8,129 for the year ended December 31, 2021. |
(b) | Audit-Related Fees: The aggregate fees billed and paid in each of the last two fiscal years for assurance and related services by EY that are reasonably related to the performance of each respective audit of the registrant’s financial statements and are not reported under paragraph (a) of this Item were $0 for the year ended December 31, 2022 and $0 for the year ended December 31, 2021. |
(c) | Tax Fees: The aggregate fees billed and paid in each of the last two fiscal years for professional services rendered by EY, for tax compliance, tax advice, and tax planning were $5,300 for the year ended December 31, 2022 and $5,300 for the year ended December 31, 2021. Such services included review of excise distribution calculations (if applicable), preparation of the Registrants’ federal, state, and excise tax returns, tax services related to mergers and routine consulting. |
(d) | All Other Fees: The aggregate fees billed and paid in each of the last two fiscal years for products and services provided by EY, other than the services reported in paragraphs (a) through (c) of this Item were $0 for the year ended December 31, 2022 and $0 for the year ended December 31, 2021. |
(e)(1) | Audit Committee Pre-Approval Policies and Procedures |
Appendix A
AUDIT AND NON-AUDIT SERVICES
PRE-APPROVAL POLICY
I. | Statement of Principles |
Under the Sarbanes-Oxley Act of 2002 (the “Act”), the Audit Committee of the Board of Directors or Trustees (the “Committee”) of the Voya funds (each a “Fund,” collectively, the “Funds”) set out on Exhibit A to this Audit and Non-Audit Services Pre-Approval Policy (“Policy”) is responsible for the oversight of the work of the Funds’ independent auditors. As part of its responsibilities, the Committee must pre-approve the audit and non-audit services performed by the auditors in order to assure that the provision of these services does not impair the auditors’ independence from the Funds. The Committee has adopted, and the Board has ratified, this Policy, which sets out the procedures and conditions under which the services of the independent auditors may be pre-approved.
Under Securities and Exchange Commission (“SEC”) rules promulgated in accordance with the Act, the Funds may establish two different approaches to pre-approving audit and non-audit services. The Committee may approve services without consideration of specific case-by-case services (“general pre-approval”) or it may pre-approve specific services (“specific pre-approval”). The Committee believes that the combination of these approaches contemplated in this Policy results in an effective and efficient method for pre-approving audit and non-audit services to be performed by the Funds’ independent auditors. Under this Policy, services that are not of a type that may receive general pre-approval require specific pre-approval by the Committee. Any proposed services that exceed pre-approved cost levels or budgeted amounts will also require the Committee’s specific pre-approval.
For both types of approval, the Committee considers whether the subject services are consistent with the SEC’s rules on auditor independence and that such services are compatible with maintaining the auditors independence. The Committee also considers whether a particular audit firm is in the best position to provide effective and efficient services to the Funds. Reasons that the auditors are in the best position include the auditors’ familiarity with the Funds’ business, personnel, culture, accounting systems, risk profile, and other factors, and whether the services will enhance the Funds’ ability to manage and control risk or improve audit quality. Such factors will be considered as a whole, with no one factor being determinative.
The appendices attached to this Policy describe the audit, audit-related, tax-related, and other services that have the Committee’s general pre-approval. For any service that has been approved through general pre-approval, the general pre-approval will remain in place for a period 12 months from the date of pre-approval, unless the Committee determines that a different period is appropriate. The Committee will annually review and pre-approve the services that may be provided by the independent auditors without specific pre-approval. The Committee will revise the list of services subject to general pre-approval as appropriate. This Policy does not serve as a delegation to Fund management of the Committee’s duty to pre-approve services performed by the Funds’ independent auditors.
1 |
II. | Audit Services |
The annual audit services engagement terms and fees are subject to the Committee’s specific pre-approval. Audit services are those services that are normally provided by auditors in connection with statutory and regulatory filings or engagements or those that generally only independent auditors can reasonably provide. They include the Funds’ annual financial statement audit and procedures that the independent auditors must perform in order to form an opinion on the Funds’ financial statements (e.g., information systems and procedural reviews and testing). The Committee will monitor the audit services engagement and approve any changes in terms, conditions or fees deemed by the Committee to be necessary or appropriate.
The Committee may grant general pre-approval to other audit services, such as statutory audits and services associated with SEC registration statements, periodic reports and other documents filed with the SEC or issued in connection with securities offerings.
The Committee has pre-approved the audit services listed on Appendix A. The Committee must specifically approve all audit services not listed on Appendix A.
III. | Audit-related Services |
Audit-related services are assurance and related services that are reasonably related to the performance of the audit or the review of the Funds’ financial statements or are traditionally performed by the independent auditors. The Committee believes that the provision of audit-related services will not impair the independent auditors’ independence, and therefore may grant pre-approval to audit-related services. Audit-related services include accounting consultations related to accounting, financial reporting or disclosure matters not classified as “audit services;” assistance with understanding and implementing new accounting and financial reporting guidance from rulemaking authorities; agreed-upon or expanded audit procedures relating to accounting and/or billing records required to respond to or comply with financial, accounting or regulatory reporting matters; and assistance with internal control reporting requirements under Form N-CEN or Form N-CSR.
The Committee has pre-approved the audit-related services listed on Appendix B. The Committee must specifically approve all audit-related services not listed on Appendix B.
IV. | Tax Services |
The Committee believes the independent auditors can provide tax services to the Funds, including tax compliance, tax planning, and tax advice, without compromising the auditors’ independence. Therefore, the Committee may grant general pre-approval with respect to tax services historically provided by the Funds’ independent auditors that do not, in the Committee’s view, impair auditor independence and that are consistent with the SEC’s rules on auditor independence.
The Committee will not grant pre-approval if the independent auditors initially recommends a transaction the sole business purpose of which is tax avoidance and the tax treatment of which may not be supported in the Internal Revenue Code and related regulations. The Committee may consult outside counsel to determine that tax planning and reporting positions are consistent with this Policy.
The Committee has pre-approved the tax-related services listed on Appendix C. The Committee must specifically approve all tax-related services not listed on Appendix C.
V. | Other Services |
The Committee believes it may grant approval of non-audit services that are permissible services for independent auditors to a Fund. The Committee has determined to grant general pre-approval to other services that it believes are routine and recurring, do not impair auditor independence, and are consistent with SEC rules on auditor independence.
The Committee has pre-approved the non-audit services listed on Appendix D. The Committee must specifically approve all non-audit services not listed on Appendix D.
A list of the SEC’s prohibited non-audit services is attached to this Policy as Appendix E. The SEC’s rules and relevant guidance should be consulted to determine the precise definitions of these impermissible services and the applicability of exceptions to certain of the SEC’s prohibitions.
VI. | Pre-approval of Fee levels and Budgeted Amounts |
The Committee will annually establish pre-approval fee levels or budgeted amounts for audit, audit-related, tax and non-audit services to be provided to the Funds by the independent auditors. Any proposed services exceeding these levels or amounts require the Committee’s specific pre-approval. The Committee considers fees for audit and non-audit services when deciding whether to pre-approve services. The Committee may determine, for a pre-approval period of 12 months, the appropriate ratio between the total amount of fees for the Fund’s audit, audit-related, and tax services (including fees for services provided to Fund affiliates that are subject to pre-approval), and the total amount of fees for certain permissible non-audit services for the Fund classified as other services (including any such services provided to Fund affiliates that are subject to pre-approval).
VII. | Procedures |
Requests or applications for services to be provided by the independent auditors will be submitted to management. If management determines that the services do not fall within those services generally pre-approved by the Committee and set out in the appendices to these procedures, management will submit the services to the Committee or its delagee. Any such submission will include a detailed description of the services to be rendered. Notwithstanding this paragraph, the Committee will, on a quarterly basis, receive from the independent auditors a list of services provided for the previous calendar quarter on a cumulative basis by the auditors during the Pre-Approval Period.
VIII. | Delegation |
The Committee may delegate pre-approval authority to one or more of the Committee’s members. Any member or members to whom such pre-approval authority is delegated must report any pre-approval decisions, including any pre-approved services, to the Committee at its next scheduled meeting. The Committee will identify any member to whom pre-approval authority is delegated in writing. The member will retain such authority for a period of 12 months from the date of pre-approval unless the Committee determines that a different period is appropriate. The period of delegated authority may be terminated by the Committee or at the option of the member.
IX. | Additional Requirements |
The Committee will take any measures the Committee deems necessary or appropriate to oversee the work of the independent auditors and to assure the auditors’ independence from the Funds. This may include reviewing a formal written statement from the independent auditors delineating all relationships between the auditors and the Funds, consistent with Independence Standards Board No. 1, and discussing with the auditors their methods and procedures for ensuring independence.
Last Approved: November 18, 2021
Appendix A
Pre-Approved Audit Services for the Pre-Approval Period January 1, 2022 through December 31, 2022
Service | ||
The Fund(s) | Fee Range | |
Statutory audits or financial audits (including tax services associated with audit services) | √ | As presented to Audit Committee1 |
Services associated with SEC registration statements, periodic reports and other documents filed with the SEC or other documents issued in connection with securities offerings (e.g., consents), and assistance in responding to SEC comment letters. | √ | Not to exceed $9,750 per filing |
Consultations by Fund management with respect to accounting or disclosure treatment of transactions or events and/or the actual or potential effect of final or proposed rules, standards or interpretations by the SEC, Financial Accounting Standards Board, or other regulatory or standard setting bodies. | √ | Not to exceed $8,000 during the Pre-Approval Period |
Seed capital audit and related review and issuance of consent on the N-2 registration statement | √ | Not to exceed $14,750 per audit |
Audit of summary portfolio of investments | √ | Not to exceed $750 per fund |
1 | For new Funds launched during the Pre-Approval Period, the fee ranges pre-approved will be the same as those for existing Funds, pro-rated in accordance with inception dates as provided in the auditors’ Proposal or any Engagement Letter covering the period at issue. Fees in the Engagement Letter will be controlling. |
Appendix B
Pre-Approved Audit-Related Services for the Pre-Approval Period January 1, 2022 through December 31, 2022
Service | |||
The Fund(s) | Fund Affiliates | Fee Range | |
Services related to Fund mergers (Excludes tax services - See Appendix C for tax services associated with Fund mergers) | √ | √ | Not to exceed $10,000 per merger |
Consultations by Fund management with respect to accounting or disclosure treatment of transactions or events and/or the actual or potential effect of final or proposed rules, standards or interpretations by the SEC, Financial Accounting Standards Board, or other regulatory or standard setting bodies. [Note: Under SEC rules some consultations may be “audit” services and others may be “audit-related” services.] | √ | Not to exceed $5,000 per occurrence during the Pre-Approval Period | |
Review of the Funds’ semi-annual and quarterly financial statements | √ | Not to exceed $2,700 per set of financial statements per fund | |
Reports to regulatory or government agencies related to the annual engagement | √ | Up to $5,000 per occurrence during the Pre-Approval Period | |
Regulatory compliance assistance | √ | √ | Not to exceed $5,000 per quarter |
Training courses | √ | Not to exceed $5,000 per course |
Appendix C
Pre-Approved Tax Services for the Pre-Approval Period January 1, 2022 through December 31, 2022
Service | |||
The Fund(s) | Fund Affiliates | Fee Range | |
Preparation of federal and state income tax returns and federal excise tax returns for the Funds including assistance and review with excise tax distributions | √ | As presented to Audit Committee2 | |
Review of IRC Sections 851(b) and 817(h) diversification testing on a real-time basis | √ | As presented to Audit Committee2 | |
Tax assistance and advice regarding statutory, regulatory or administrative developments | √ | √ | Not to exceed $5,000 for the Funds or for the Funds’ investment adviser during the Pre-Approval Period |
2 | For new Funds launched during the Pre-Approval Period, the fee ranges pre-approved will be the same as those for existing Funds, pro-rated in accordance with inception dates as provided in the auditors’ Proposal or any Engagement Letter covering the period at issue. Fees in the Engagement Letter will be controlling. |
Appendix C, continued Pre-Approved Tax Services for the Pre-Approval Period January 1, 2022 through December 31, 2022
Service | |||
The Fund(s) | Fund Affiliates | Fee Range | |
Tax and technology training sessions | √ | Not to exceed $5,000 per course during the Pre-Approval Period | |
Tax services associated with Fund mergers | √ | √ | Not to exceed $4,000 per fund per merger during the Pre-Approval Period |
Ernst & Young LLP Passive Foreign Investment Company (“PFIC”) Analyzer | √ | Not to exceed $95,000 during the Pre-Approval Period | |
Other tax-related assistance and consultation, including, without limitation, assistance in evaluating derivative financial instruments and international tax issues, qualification and distribution issues, year-end reporting for 1099’s, tax compliance services in foreign jurisdictions and similar routine tax consultations as requested. | √ | Not to exceed $300,000 during the Pre-Approval Period |
Appendix D
Pre-Approved Other Services for the Pre-Approval Period January 1, 2022 through December 31, 2022
Service | |||
The Fund(s) | Fund Affiliates | Fee Range | |
Agreed-upon procedures for Class B share 12b-1 programs | √ | Not to exceed $60,000 during the Pre-Approval Period | |
Security counts performed pursuant to Rule 17f-2 of the 1940 Act (i.e., counts for Funds holding securities with affiliated sub-custodians)
Cost to be borne 50% by the Funds and 50% by Voya Investments, LLC. | √ | √ | Not to exceed $5,700 per Fund during the Pre-Approval Period |
Agreed upon procedures for 15 (c) FACT Books | √ | Not to exceed $50,000 during the Pre-Approval Period |
Appendix E
Prohibited Non-Audit Services
Dated: January 1, 2022 to December 31, 2022
· | Bookkeeping or other services related to the accounting records or financial statements of the Funds |
· | Financial information systems design and implementation |
· | Appraisal or valuation services, fairness opinions, or contribution-in-kind reports |
· | Actuarial services |
· | Internal audit outsourcing services |
· | Management functions |
· | Human resources |
· | Broker-dealer, investment adviser, or investment banking services |
· | Legal services |
· | Expert services unrelated to the audit |
· | Any other service that the Public Company Accounting Oversight Board determines, by regulation, is impermissible |
EXHIBIT A
VOYA ASIA PACIFIC HIGH DIVIDEND EQUITY INCOME FUND
VOYA BALANCED PORTFOLIO, INC.
VOYA EMERGING MARKETS HIGH DIVIDEND EQUITY FUND
VOYA EQUITY TRUST
VOYA FUNDS TRUST
VOYA GLOBAL ADVANTAGE AND PREMIUM OPPORTUNITY FUND
VOYA GLOBAL EQUITY DIVIDEND AND PREMIUM OPPORTUNITY FUND
VOYA INFRASTRUCTURE, INDUSTRIALS, AND MATERIALS FUND
VOYA INTERMEDIATE BOND PORTFOLIO
VOYA INVESTORS TRUST
VOYA GOVERNMENT MONEY MARKET PORTFOLIO
VOYA MUTUAL FUNDS
VOYA PARTNERS, INC.
VOYA CREDIT INCOME FUND
VOYA SEPARATE PORTFOLIOS TRUST
VOYA STRATEGIC ALLOCATIONS PORTFOLIOS, INC.
VOYA VARIABLE FUNDS
VOYA VARIABLE INSURANCE TRUST
VOYA VARIABLE PORTFOLIOS INC,
VOYA VARIABLE PRODUCTS TRUST
(e)(2) | Percentage of services referred to in 4(b) – (4)(d) that were approved by the audit committee |
100% of the services were approved by the audit committee.
(f) | Percentage of hours expended attributable to work performed by other than full time employees of EY if greater than 50% |
Not applicable.
(g) | Non-Audit Fees: The following table presents (i) the aggregate non-audit fees (i.e., fees for audit-related, tax, and other services) billed and paid to the Registrant by the independent registered public accounting firm for the Registrant’s fiscal years ended December 31, 2022 and December 31, 2021; and (ii) the aggregate non-audit fees billed and paid to the investment adviser, or any of its affiliates that provide ongoing services to the registrant, by the independent registered public accounting firm for the same time periods. |
Registrant/Investment Adviser | 2022 | 2021 | ||||||
Voya Government Money Market Portfolio | $ | 5,300 | $ | 5,300 | ||||
Voya Investments, LLC (1) | $ | 12,831,317 | $ | 13,583,983 |
(1) The Registrant’s investment adviser and any of its affiliates, which are subsidiaries of Voya Financial, Inc.
(h) | Principal Accountants Independence: The Registrant’s Audit committee has considered whether the provision of non-audit services that were rendered to the registrant’s investment adviser and any entity controlling, controlled by, or under common control with the investment adviser that provides ongoing services to the registrant that were not pre-approved pursuant to Rule 2-01(c)(7)(ii) of Regulation S-X is compatible with maintaining EY’s independence. |
(i) | Not applicable. |
(j) | Not applicable. |
Item 5. Audit Committee of Listed Registrants.
Not applicable.
Item 6. Schedule of Investments.
(a) | Schedule is included as part of the report to shareholders filed under Item 1 of this Form. |
(b) | Not applicable. |
Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.
Not applicable.
Item 8. Portfolio Managers of Closed-End Management Investment Companies.
Not applicable.
Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.
Not applicable.
Item 10. Submission of Matters to a Vote of Security Holders.
Not applicable.
Item 11. Controls and Procedures.
(a) | Based on our evaluation conducted within 90 days of the filing date, hereof, the design and operation of the registrant’s disclosure controls and procedures are effective to ensure that material information relating to the registrant is made known to the certifying officers by others within the appropriate entities, particularly during the period in which Forms N-CSR are being prepared, and the registrant’s disclosure controls and procedures allow timely preparation and review of the information for the registrant’s Form N-CSR and the officer certifications of such Form N-CSR. |
(b) | There were no significant changes in the registrant’s internal controls that occurred during the second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting. |
Item 12. Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.
Not applicable.
Item 13. Exhibits.
(a)(1) | The Code of Ethics pursuant to Item 2 of Form N-CSR is filed and attached hereto as EX-99.CODE ETH. |
(a)(2)(1) | Not applicable. |
(a)(2)(2) | Not applicable. |
(b) | The officer certifications required by Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto as EX-99.906CERT. |
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
(Registrant): Voya Government Money Market Portfolio
By | /s/ Andy Simonoff | |
Andy Simonoff | ||
Chief Executive Officer | ||
Date: March 8, 2023 |
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/ Andy Simonoff | |
Andy Simonoff | ||
Chief Executive Officer | ||
Date: March 8, 2023 |
By | /s/ Todd Modic | |
Todd Modic | ||
Senior Vice President and Chief Financial Officer | ||
Date: March 8, 2023 |