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: 811-05629
Voya Investors Trust
(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: 1-800-366-0066
Date of fiscal year end: December 31
Date of reporting period: January 1, 2020 to June 30, 2020
Item 1. Reports to Stockholders.
The following is a copy of the report transmitted to stockholders pursuant to Rule 30e-1 under the Act (17 CFR 270.30e-1):
Semi-Annual Report
June 30, 2020
Classes ADV, I, R6, S and S2
Voya Investors Trust
■ | Voya Government Liquid Assets Portfolio | |
■ | VY® Clarion Global Real Estate Portfolio | |
■ | VY® Invesco Growth and Income Portfolio | |
■ | VY® JPMorgan Emerging Markets Equity Portfolio |
■ | VY® Morgan Stanley Global Franchise Portfolio | |
■ | VY® T. Rowe Price Capital Appreciation Portfolio | |
■ | VY® T. Rowe Price Equity Income Portfolio | |
■ | VY® T. Rowe Price International Stock Portfolio |
Beginning on January 1, 2021, as permitted by regulations adopted by the U.S. Securities and Exchange Commission, paper copies of each Portfolio’s annual and semi-annual shareholder reports, like this semi-annual report, will no longer be sent by mail, unless you specifically request paper copies of the reports. Instead, the reports will be made available on a website and you will be notified by mail each time a report is posted and provided with a website link to access the report. |
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. |
INVESTMENT MANAGEMENT voyainvestments.com |
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PROXY VOTING INFORMATION
A description of the policies and procedures that the Portfolios use to determine how to vote proxies related to portfolio securities is available: (1) without charge, upon request, by calling Shareholder Services toll-free at (800) 992-0180; (2) on the Portfolios’ website at www.voyainvestments.com; and (3) on the U.S. Securities and Exchange Commission’s (“SEC’s”) website at www.sec.gov. Information regarding how the Portfolios voted proxies related to portfolio securities during the most recent 12-month year ended June 30 is available without charge on the Portfolios’ website at www.voyainvestments.com and on the SEC’s website at www.sec.gov.
The Portfolios file their complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form NPORT-P. This report contains a summary portfolio of investments for the Portfolios. The Portfolios’ Forms NPORT-P are available on the SEC’s website at www.sec.gov. The Portfolios’ complete schedule of portfolio holdings is available: on www.voyainvestments.com and without charge upon request from the Portfolio by calling Shareholder Services toll-free at (800) 992-0180. Voya Government Liquid Assets Portfolio does not file on Form N-PORT.
Sincerely,
Dina Santoro
President
Voya Family of Funds
July 29, 2020
(1) | The S&P 500® Index is an index that measures the performance of securities of approximately 500 large-capitalization companies whose securities are traded on major U.S. stock markets. |
Actual Portfolio Return | Hypothetical (5% return before expenses) | ||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Beginning Account Value January 1, 2020 | Ending Account Value June 30, 2020 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2020* | Beginning Account Value January 1, 2020 | Ending Account Value June 30, 2020 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2020* | ||||||||||||||||||||||||||||
Voya Government Liquid Assets Portfolio | |||||||||||||||||||||||||||||||||||
Class I | $ | 1,000.00 | $ | 1,002.90 | 0.23 | % | $ | 1.15 | $ | 1,000.00 | $ | 1,023.72 | 0.23 | % | $ | 1.16 | |||||||||||||||||||
Class S | 1,000.00 | 1,002.30 | 0.32 | 1.59 | 1,000.00 | 1,023.27 | 0.32 | 1.61 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,002.00 | 0.36 | 1.79 | 1,000.00 | 1,023.07 | 0.36 | 1.81 | |||||||||||||||||||||||||||
VY® Clarion Global Real Estate Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | 1,000.00 | 813.60 | 1.47 | % | 6.63 | 1,000.00 | 1,017.55 | 1.47 | % | 7.37 | |||||||||||||||||||||||||
Class I | 1,000.00 | 816.20 | 0.87 | 3.93 | 1,000.00 | 1,020.54 | 0.87 | 4.37 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 815.20 | 1.12 | 5.05 | 1,000.00 | 1,019.29 | 1.12 | 5.62 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 813.70 | 1.27 | 5.73 | 1,000.00 | 1,018.55 | 1.27 | 6.37 | |||||||||||||||||||||||||||
VY® Invesco Growth and Income Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | 1,000.00 | 803.80 | 1.25 | % | 5.61 | 1,000.00 | 1,018.65 | 1.25 | % | 6.27 | |||||||||||||||||||||||||
Class I | 1,000.00 | 806.60 | 0.65 | 2.92 | 1,000.00 | 1,021.63 | 0.65 | 3.27 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 805.20 | 0.90 | 4.04 | 1,000.00 | 1,020.39 | 0.90 | 4.52 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 804.80 | 1.05 | 4.71 | 1,000.00 | 1,019.64 | 1.05 | 5.27 |
Actual Portfolio Return | Hypothetical (5% return before expenses) | ||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Beginning Account Value January 1, 2020 | Ending Account Value June 30, 2020 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2020* | Beginning Account Value January 1, 2020 | Ending Account Value June 30, 2020 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2020* | ||||||||||||||||||||||||||||
VY® JPMorgan Emerging Markets Equity Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 950.50 | 1.85 | % | $ | 8.97 | $ | 1,000.00 | $ | 1,015.66 | 1.85 | % | $ | 9.27 | |||||||||||||||||||
Class I | 1,000.00 | 953.70 | 1.25 | 6.07 | 1,000.00 | 1,018.65 | 1.25 | 6.27 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 952.40 | 1.50 | 7.28 | 1,000.00 | 1,017.40 | 1.50 | 7.52 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 951.80 | 1.65 | 8.01 | 1,000.00 | 1,016.66 | 1.65 | 8.27 | |||||||||||||||||||||||||||
VY® Morgan Stanley Global Franchise Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | 1,000.00 | 1,005.60 | 1.54 | % | 7.68 | 1,000.00 | 1,017.21 | 1.54 | % | 7.72 | |||||||||||||||||||||||||
Class R6 | 1,000.00 | 1,008.70 | 0.94 | 4.69 | 1,000.00 | 1,020.19 | 0.94 | 4.72 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,007.50 | 1.19 | 5.94 | 1,000.00 | 1,018.95 | 1.19 | 5.97 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 1,006.40 | 1.34 | 6.68 | 1,000.00 | 1,018.20 | 1.34 | 6.72 | |||||||||||||||||||||||||||
VY® T. Rowe Price Capital Appreciation Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | 1,000.00 | 997.90 | 1.24 | % | 6.16 | 1,000.00 | 1,018.70 | 1.24 | % | 6.22 | |||||||||||||||||||||||||
Class I | 1,000.00 | 1,001.00 | 0.64 | 3.18 | 1,000.00 | 1,021.68 | 0.64 | 3.22 | |||||||||||||||||||||||||||
Class R6 | 1,000.00 | 1,001.00 | 0.64 | 3.18 | 1,000.00 | 1,021.68 | 0.64 | 3.22 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 1,000.00 | 0.89 | 4.43 | 1,000.00 | 1,020.44 | 0.89 | 4.47 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 999.00 | 1.04 | 5.17 | 1,000.00 | 1,019.69 | 1.04 | 5.22 | |||||||||||||||||||||||||||
VY® T. Rowe Price Equity Income Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | 1,000.00 | 809.40 | 1.22 | % | 5.49 | 1,000.00 | 1,018.80 | 1.22 | % | 6.12 | |||||||||||||||||||||||||
Class I | 1,000.00 | 811.10 | 0.62 | 2.79 | 1,000.00 | 1,021.78 | 0.62 | 3.12 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 809.90 | 0.87 | 3.92 | 1,000.00 | 1,020.54 | 0.87 | 4.37 | |||||||||||||||||||||||||||
Class S2 | 1,000.00 | 809.30 | 1.02 | 4.59 | 1,000.00 | 1,019.79 | 1.02 | 5.12 | |||||||||||||||||||||||||||
VY® T. Rowe Price International Stock Portfolio | |||||||||||||||||||||||||||||||||||
Class ADV | 1,000.00 | 933.60 | 1.36 | % | 6.54 | 1,000.00 | 1,018.10 | 1.36 | % | 6.82 | |||||||||||||||||||||||||
Class I | 1,000.00 | 935.80 | 0.76 | 3.66 | 1,000.00 | 1,021.08 | 0.76 | 3.82 | |||||||||||||||||||||||||||
Class S | 1,000.00 | 934.90 | 1.01 | 4.86 | 1,000.00 | 1,019.84 | 1.01 | 5.07 |
* | Expenses are equal to each Portfolio’s respective annualized expense ratios multiplied by the average account value over the period, multiplied by 182/366 to reflect the most recent fiscal half-year. |
Voya Government Liquid Assets Portfolio | VY® Clarion Global Real Estate Portfolio | VY® Invesco Growth and Income Portfolio | VY® JPMorgan Emerging Markets Equity Portfolio | ||||||||||||||||||
ASSETS: | |||||||||||||||||||||
Investments in securities at fair value+* | $ | — | $ | 179,504,256 | $ | 322,667,397 | $ | 444,271,639 | |||||||||||||
Short-term investments at fair value† | — | 2,894,512 | 6,546,047 | 16,325,222 | |||||||||||||||||
Short-term investments at amortized cost | 626,600,414 | — | — | — | |||||||||||||||||
Repurchase agreements | 289,358,000 | — | — | — | |||||||||||||||||
Cash | — | — | 26,747 | — | |||||||||||||||||
Foreign currencies at value‡ | — | 39,737 | 135,770 | 73,409 | |||||||||||||||||
Receivables: | |||||||||||||||||||||
Investment securities sold | 27,997,226 | — | 2,410,312 | — | |||||||||||||||||
Investment securities and currencies sold | — | 4,078,839 | — | 1,501,606 | |||||||||||||||||
Fund shares sold | 4,356,363 | 1,199,728 | 843,676 | 39,875 | |||||||||||||||||
Dividends | 9,650 | 769,581 | 638,061 | 292,136 | |||||||||||||||||
Interest | 724,062 | — | — | — | |||||||||||||||||
Foreign tax reclaims | — | 61,806 | 165,222 | 13,654 | |||||||||||||||||
Unrealized appreciation on forward foreign currency contracts | — | — | 239,383 | — | |||||||||||||||||
Prepaid expenses | — | 2,328 | — | — | |||||||||||||||||
Reimbursement due from Investment Adviser | 340,620 | 25,956 | — | — | |||||||||||||||||
Other assets | 32,933 | 13,778 | 26,018 | 28,038 | |||||||||||||||||
Total assets | 949,419,268 | 188,590,521 | 333,698,633 | 462,545,579 | |||||||||||||||||
LIABILITIES: | |||||||||||||||||||||
Payable for investment securities purchased | — | — | 211,161 | — | |||||||||||||||||
Payable for investment securities and currencies purchased | — | 4,181,706 | — | 636,413 | |||||||||||||||||
Payable for fund shares redeemed | 441,535 | 49,593 | 7,608 | 1,495,319 | |||||||||||||||||
Payable upon receipt of securities loaned | — | 1,784,829 | 2,210,932 | 13,075,001 | |||||||||||||||||
Unrealized depreciation on forward foreign currency contracts | — | — | 99,462 | 7 | |||||||||||||||||
Payable for unified fees | 215,508 | — | 178,435 | 454,064 | |||||||||||||||||
Payable for investment management fees | — | 132,006 | — | — | |||||||||||||||||
Payable for distribution and shareholder service fees | 242,982 | 22,225 | 71,224 | 90,261 | |||||||||||||||||
Payable to custodian due to bank overdraft | 9,789 | — | — | — | |||||||||||||||||
Payable to trustees under the deferred compensation plan (Note 6) | 32,933 | 13,778 | 26,018 | 28,038 | |||||||||||||||||
Payable for trustee fees | 8,786 | 970 | — | — | |||||||||||||||||
Payable for Indian capital gains tax | — | — | — | 517,364 | |||||||||||||||||
Other accrued expenses and liabilities | — | 177,703 | — | — | |||||||||||||||||
Total liabilities | 951,533 | 6,362,810 | 2,804,840 | 16,296,467 | |||||||||||||||||
NET ASSETS | $ | 948,467,735 | $ | 182,227,711 | $ | 330,893,793 | $ | 446,249,112 | |||||||||||||
NET ASSETS WERE COMPRISED OF: | |||||||||||||||||||||
Paid-in capital | $ | 948,496,029 | $ | 161,386,545 | $ | 302,152,940 | $ | 268,719,484 | |||||||||||||
Total distributable earnings (loss) | (28,294 | ) | 20,841,166 | 28,740,853 | 177,529,628 | ||||||||||||||||
NET ASSETS | $ | 948,467,735 | $ | 182,227,711 | $ | 330,893,793 | $ | 446,249,112 | |||||||||||||
+ | Including securities loaned at value | $ | — | $ | 1,699,453 | $ | 2,154,802 | $ | 12,773,494 | ||||||||||||
* | Cost of investments in securities | $ | — | $ | 165,685,752 | $ | 332,218,931 | $ | 318,791,693 | ||||||||||||
† | Cost of short-term investments | $ | — | $ | 2,894,512 | $ | 6,546,047 | $ | 16,325,222 | ||||||||||||
‡ | Cost of foreign currencies | $ | — | $ | 39,737 | $ | 135,575 | $ | 73,755 |
Voya Government Liquid Assets Portfolio | VY® Clarion Global Real Estate Portfolio | VY® Invesco Growth and Income Portfolio | VY® JPMorgan Emerging Markets Equity Portfolio | |||||||||||||||||
Class ADV | ||||||||||||||||||||
Net assets | n/a | $ | 13,129,490 | $ | 13,103,807 | $ | 44,440,985 | |||||||||||||
Shares authorized | n/a | unlimited | unlimited | unlimited | ||||||||||||||||
Par value | n/a | $ | 0.001 | $ | 0.001 | $ | 0.001 | |||||||||||||
Shares outstanding | n/a | 1,264,125 | 717,103 | 2,223,783 | ||||||||||||||||
Net asset value and redemption price per share | n/a | $ | 10.39 | $ | 18.27 | $ | 19.98 | |||||||||||||
Class I | ||||||||||||||||||||
Net assets | $ | 58,625,083 | $ | 93,919,420 | $ | 24,622,168 | $ | 71,440,947 | ||||||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | ||||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||||||
Shares outstanding | 58,619,936 | 8,781,125 | 1,326,876 | 3,368,756 | ||||||||||||||||
Net asset value and redemption price per share | $ | 1.00 | $ | 10.70 | $ | 18.56 | $ | 21.21 | ||||||||||||
Class S | ||||||||||||||||||||
Net assets | $ | 396,935,202 | $ | 74,475,261 | $ | 272,232,129 | $ | 319,956,806 | ||||||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | ||||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||||||
Shares outstanding | 396,900,729 | 7,006,161 | 14,539,598 | 15,213,666 | ||||||||||||||||
Net asset value and redemption price per share | $ | 1.00 | $ | 10.63 | $ | 18.72 | $ | 21.03 | ||||||||||||
Class S2 | ||||||||||||||||||||
Net assets | $ | 492,907,450 | $ | 703,540 | $ | 20,935,689 | $ | 10,410,374 | ||||||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | ||||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||||||
Shares outstanding | 492,864,688 | 65,721 | 1,130,797 | 501,611 | ||||||||||||||||
Net asset value and redemption price per share | $ | 1.00 | $ | 10.70 | $ | 18.51 | $ | 20.75 |
VY® Morgan Stanley Global Franchise Portfolio | VY® T. Rowe Price Capital Appreciation Portfolio | VY® T. Rowe Price Equity Income Portfolio | VY® T. Rowe Price International Stock Portfolio | ||||||||||||||||||
ASSETS: | |||||||||||||||||||||
Investments in securities at fair value+* | $ | 388,067,824 | $ | 6,662,214,021 | $ | 285,983,205 | $ | 186,307,792 | |||||||||||||
Short-term investments at fair value† | 6,503,809 | 924,355,753 | 8,161,853 | 6,540,776 | |||||||||||||||||
Cash | — | 13,107,713 | 2,928,125 | 1,017,733 | |||||||||||||||||
Cash collateral for futures | — | — | 242,475 | — | |||||||||||||||||
Foreign currencies at value‡ | 11 | — | — | 433,633 | |||||||||||||||||
Receivables: | |||||||||||||||||||||
Investment securities sold | — | 72,619,639 | 108,493 | 640,158 | |||||||||||||||||
Fund shares sold | 11,404 | 1,196,382 | 621,251 | 57,181 | |||||||||||||||||
Dividends | 748,206 | 2,495,178 | 674,012 | 204,932 | |||||||||||||||||
Interest | — | 11,626,889 | 15,456 | 760 | |||||||||||||||||
Foreign tax reclaims | 131,632 | — | 46,224 | 262,361 | |||||||||||||||||
Unrealized appreciation on forward foreign currency contracts | — | — | — | 2,611 | |||||||||||||||||
Prepaid expenses | — | — | — | 2,203 | |||||||||||||||||
Other assets | 17,219 | 226,190 | 48,647 | 12,022 | |||||||||||||||||
Total assets | 395,480,105 | 7,687,841,765 | 298,829,741 | 195,482,162 | |||||||||||||||||
LIABILITIES: | |||||||||||||||||||||
Payable for investment securities purchased | 841,489 | 255,653,098 | 1,374,364 | 840,715 | |||||||||||||||||
Payable for fund shares redeemed | 383,789 | 5,642,996 | 46,875 | 93,777 | |||||||||||||||||
Payable upon receipt of securities loaned | — | 190,051,942 | 3,053,902 | 4,139,722 | |||||||||||||||||
Unrealized depreciation on forward foreign currency contracts | — | — | — | 445 | |||||||||||||||||
Payable for unified fees | 300,472 | 3,794,514 | 150,033 | — | |||||||||||||||||
Payable for investment management fees | — | — | — | 96,230 | |||||||||||||||||
Payable for distribution and shareholder service fees | 114,936 | 1,503,033 | 68,438 | 37,215 | |||||||||||||||||
Payable to trustees under the deferred compensation plan (Note 6) | 17,219 | 226,190 | 48,647 | 12,022 | |||||||||||||||||
Payable for trustee fees | — | — | — | 943 | |||||||||||||||||
Other accrued expenses and liabilities | — | — | — | 190,260 | |||||||||||||||||
Written options, at fair valueˆ | — | 50,397,825 | — | 50,579 | |||||||||||||||||
Total liabilities | 1,657,905 | 507,269,598 | 4,742,259 | 5,461,908 | |||||||||||||||||
NET ASSETS | $ | 393,822,200 | $ | 7,180,572,167 | $ | 294,087,482 | $ | 190,020,254 | |||||||||||||
NET ASSETS WERE COMPRISED OF: | |||||||||||||||||||||
Paid-in capital | $ | 246,249,208 | $ | 5,488,363,272 | $ | 275,335,044 | $ | 157,503,999 | |||||||||||||
Total distributable earnings | 147,572,992 | 1,692,208,895 | 18,752,438 | 32,516,255 | |||||||||||||||||
NET ASSETS | $ | 393,822,200 | $ | 7,180,572,167 | $ | 294,087,482 | $ | 190,020,254 | |||||||||||||
+ | Including securities loaned at value | $ | — | $ | 185,584,420 | $ | 2,975,008 | $ | 3,965,064 | ||||||||||||
* | Cost of investments in securities | $ | 294,152,323 | $ | 6,127,501,849 | $ | 283,314,808 | $ | 163,168,607 | ||||||||||||
† | Cost of short-term investments | $ | 6,503,809 | $ | 924,355,753 | $ | 8,161,853 | $ | 6,540,776 | ||||||||||||
‡ | Cost of foreign currencies | $ | 11 | $ | — | $ | — | $ | 495,058 | ||||||||||||
ˆ | Premiums received on written options | $ | — | $ | 29,641,025 | $ | — | $ | 78,033 |
VY® Morgan Stanley Global Franchise Portfolio | VY® T. Rowe Price Capital Appreciation Portfolio | VY® T. Rowe Price Equity Income Portfolio | VY® T. Rowe Price International Stock Portfolio | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Class ADV | ||||||||||||||||||||
Net assets | $ | 108,002,239 | $ | 1,334,757,477 | $ | 39,805,268 | $ | 20,486,543 | ||||||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | ||||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||||||
Shares outstanding | 6,686,339 | 47,799,776 | 4,935,251 | 1,349,702 | ||||||||||||||||
Net asset value and redemption price per share | $ | 16.15 | $ | 27.92 | $ | 8.07 | $ | 15.18 | ||||||||||||
Class I | ||||||||||||||||||||
Net assets | n/a | $ | 1,622,850,742 | $ | 63,531,413 | $ | 37,669,979 | |||||||||||||
Shares authorized | n/a | unlimited | unlimited | unlimited | ||||||||||||||||
Par value | n/a | $ | 0.001 | $ | 0.001 | $ | 0.001 | |||||||||||||
Shares outstanding | n/a | 55,121,917 | 7,623,889 | 2,461,678 | ||||||||||||||||
Net asset value and redemption price per share | n/a | $ | 29.44 | $ | 8.33 | $ | 15.30 | |||||||||||||
Class R6 | ||||||||||||||||||||
Net assets | $ | 922,795 | $ | 197,938,006 | n/a | n/a | ||||||||||||||
Shares authorized | unlimited | unlimited | n/a | n/a | ||||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | n/a | n/a | ||||||||||||||
Shares outstanding | 52,790 | 6,719,716 | n/a | n/a | ||||||||||||||||
Net asset value and redemption price per share | $ | 17.48 | $ | 29.46 | n/a | n/a | ||||||||||||||
Class S | ||||||||||||||||||||
Net assets | $ | 247,870,401 | $ | 3,960,905,966 | $ | 122,625,742 | $ | 131,863,732 | ||||||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | ||||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||||||
Shares outstanding | 14,172,363 | 134,646,084 | 14,687,852 | 8,664,421 | ||||||||||||||||
Net asset value and redemption price per share | $ | 17.49 | $ | 29.42 | $ | 8.35 | $ | 15.22 | ||||||||||||
Class S2 | ||||||||||||||||||||
Net assets | $ | 37,026,765 | $ | 64,119,976 | $ | 68,125,059 | n/a | |||||||||||||
Shares authorized | unlimited | unlimited | unlimited | n/a | ||||||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | n/a | |||||||||||||
Shares outstanding | 2,140,906 | 2,198,647 | 8,354,333 | n/a | ||||||||||||||||
Net asset value and redemption price per share | $ | 17.29 | $ | 29.16 | $ | 8.15 | n/a |
Voya Government Liquid Assets Portfolio | VY® Clarion Global Real Estate Portfolio | VY® Invesco Growth and Income Portfolio | VY® JPMorgan Emerging Markets Equity Portfolio | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
INVESTMENT INCOME: | |||||||||||||||||||||
Dividends, net of foreign taxes withheld* | $ | 143,327 | $ | 2,806,757 | $ | 5,271,804 | $ | 2,970,713 | |||||||||||||
Interest | 2,728,346 | — | — | 69 | |||||||||||||||||
Securities lending income, net | — | 2,415 | 41,344 | 3,805 | |||||||||||||||||
Total investment income | 2,871,673 | 2,809,172 | 5,313,148 | 2,974,587 | |||||||||||||||||
EXPENSES: | |||||||||||||||||||||
Investment management fees | — | 868,602 | — | — | |||||||||||||||||
Unified fees | 1,207,053 | — | 1,133,011 | 2,747,754 | |||||||||||||||||
Distribution and shareholder service fees: | |||||||||||||||||||||
Class ADV | — | 42,297 | 43,150 | 131,983 | |||||||||||||||||
Class S | 451,907 | 99,443 | 366,607 | 394,933 | |||||||||||||||||
Class S2 | 894,790 | 1,518 | 44,197 | 20,308 | |||||||||||||||||
Transfer agent fees (Note 6): | |||||||||||||||||||||
Class ADV | — | 8,659 | — | — | |||||||||||||||||
Class I | — | 60,474 | — | — | |||||||||||||||||
Class S | — | 48,821 | — | — | |||||||||||||||||
Class S2 | — | 464 | — | — | |||||||||||||||||
Shareholder reporting expense | — | 19,950 | — | — | |||||||||||||||||
Professional fees | — | 7,840 | — | — | |||||||||||||||||
Custody and accounting expense | — | 20,356 | — | — | |||||||||||||||||
Trustee fees and expenses | 22,844 | 3,882 | 15,127 | 17,425 | |||||||||||||||||
Miscellaneous expense | — | 8,419 | — | — | |||||||||||||||||
Interest expense | — | 308 | — | 1,025 | |||||||||||||||||
Total expenses | 2,576,594 | 1,191,033 | 1,602,092 | 3,313,428 | |||||||||||||||||
Waived and reimbursed fees | (1,125,381 | ) | (207,135 | ) | — | — | |||||||||||||||
Brokerage commission recapture | — | (1,186 | ) | — | (305 | ) | |||||||||||||||
Net expenses | 1,451,213 | 982,712 | 1,602,092 | 3,313,123 | |||||||||||||||||
Net investment income (loss) | 1,420,460 | 1,826,460 | 3,711,056 | (338,536 | ) | ||||||||||||||||
REALIZED AND UNREALIZED GAIN (LOSS): | |||||||||||||||||||||
Net realized gain (loss) on: | |||||||||||||||||||||
Investments (net of Indian capital gains tax withheldˆ) | 235,970 | (9,212,335 | ) | (3,882,908 | ) | 20,171,965 | |||||||||||||||
Forward foreign currency contracts | — | (118 | ) | (466,609 | ) | 3,837 | |||||||||||||||
Foreign currency related transactions | — | 22,795 | 876,048 | (101,792 | ) | ||||||||||||||||
Net realized gain (loss) | 235,970 | (9,189,658 | ) | (3,473,469 | ) | 20,074,010 | |||||||||||||||
Net change in unrealized appreciation (depreciation) on: | |||||||||||||||||||||
Investments (net of Indian capital gains tax accrued#) | — | (33,728,454 | ) | (85,239,442 | ) | (47,310,037 | ) | ||||||||||||||
Forward foreign currency contracts | — | (65 | ) | 842,615 | (7 | ) | |||||||||||||||
Foreign currency related transactions | — | (2,147 | ) | (6,683 | ) | (6,208 | ) | ||||||||||||||
Net change in unrealized appreciation (depreciation) | — | (33,730,666 | ) | (84,403,510 | ) | (47,316,252 | ) | ||||||||||||||
Net realized and unrealized gain (loss) | 235,970 | (42,920,324 | ) | (87,876,979 | ) | (27,242,242 | ) | ||||||||||||||
Increase (decrease) in net assets resulting from operations | $ | 1,656,430 | $ | (41,093,864 | ) | $ | (84,165,923 | ) | $ | (27,580,778 | ) | ||||||||||
* | Foreign taxes withheld | $ | — | $ | 123,975 | $ | 85,886 | $ | 315,863 | ||||||||||||
ˆ | Foreign taxes on sale of Indian investments | $ | — | $ | — | $ | — | $ | 82,286 | ||||||||||||
# | Foreign taxes accrued on Indian investments | $ | — | $ | — | $ | — | $ | 517,364 |
VY® Morgan Stanley Global Franchise Portfolio | VY® T. Rowe Price Capital Appreciation Portfolio | VY® T. Rowe Price Equity Income Portfolio | VY® T. Rowe Price International Stock Portfolio | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
INVESTMENT INCOME: | |||||||||||||||||||||
Dividends, net of foreign taxes withheld* | $ | 3,775,585 | $ | 35,620,586 | $ | 5,151,261 | $ | 1,825,377 | |||||||||||||
Interest | — | 34,314,193 | 34,395 | 3,684 | |||||||||||||||||
Securities lending income, net | 21,218 | 420,913 | 5,458 | 9,449 | |||||||||||||||||
Total investment income | 3,796,803 | 70,355,692 | 5,191,114 | 1,838,510 | |||||||||||||||||
EXPENSES: | |||||||||||||||||||||
Investment management fees | — | — | — | 600,656 | |||||||||||||||||
Unified fees | 1,859,181 | 22,506,301 | 995,133 | — | |||||||||||||||||
Distribution and shareholder service fees: | |||||||||||||||||||||
Class ADV | 309,986 | 3,880,685 | 125,642 | 61,595 | |||||||||||||||||
Class S | 306,613 | 4,887,793 | 162,376 | 163,368 | |||||||||||||||||
Class S2 | 72,322 | 132,739 | 146,078 | — | |||||||||||||||||
Transfer agent fees (Note 6): | |||||||||||||||||||||
Class ADV | — | — | — | 4,505 | |||||||||||||||||
Class I | — | — | — | 7,993 | |||||||||||||||||
Class S | — | — | — | 28,652 | |||||||||||||||||
Shareholder reporting expense | — | — | — | 19,968 | |||||||||||||||||
Professional fees | — | — | — | 20,761 | |||||||||||||||||
Custody and accounting expense | — | — | — | 35,579 | |||||||||||||||||
Trustee fees and expenses | 14,739 | 249,958 | 19,167 | 7,035 | |||||||||||||||||
Miscellaneous expense | — | — | — | 4,812 | |||||||||||||||||
Total expenses | 2,562,841 | 31,657,476 | 1,448,396 | 954,921 | |||||||||||||||||
Waived and reimbursed fees | (50,119 | ) | — | (46,726 | ) | (14,243 | ) | ||||||||||||||
Net expenses | 2,512,722 | 31,657,476 | 1,401,670 | 940,678 | |||||||||||||||||
Net investment income | 1,284,081 | 38,698,216 | 3,789,444 | 897,832 | |||||||||||||||||
REALIZED AND UNREALIZED GAIN (LOSS): | |||||||||||||||||||||
Net realized gain (loss) on: | |||||||||||||||||||||
Investments (net of Indian capital gains tax withheldˆ) | 18,840,076 | 542,320,999 | 1,553,307 | 2,502,575 | |||||||||||||||||
Forward foreign currency contracts | — | — | — | (12,960 | ) | ||||||||||||||||
Foreign currency related transactions | (23,430 | ) | 23,120 | (2,098 | ) | (11,343 | ) | ||||||||||||||
Written options | — | 26,150,264 | — | 24,226 | |||||||||||||||||
Net realized gain | 18,816,646 | 568,494,383 | 1,551,209 | 2,502,498 | |||||||||||||||||
Net change in unrealized appreciation (depreciation) on: | |||||||||||||||||||||
Investments | (19,192,112 | ) | (652,385,798 | ) | (76,906,214 | ) | (18,157,374 | ) | |||||||||||||
Forward foreign currency contracts | — | (161 | ) | — | (724 | ) | |||||||||||||||
Foreign currency related transactions | (3,611 | ) | 11,252 | (1,705 | ) | (51,824 | ) | ||||||||||||||
Futures | — | — | 52,823 | — | |||||||||||||||||
Written options | — | 18,879,553 | — | 29,712 | |||||||||||||||||
Net change in unrealized appreciation (depreciation) | (19,195,723 | ) | (633,495,154 | ) | (76,855,096 | ) | (18,180,210 | ) | |||||||||||||
Net realized and unrealized loss | (379,077 | ) | (65,000,771 | ) | (75,303,887 | ) | (15,677,712 | ) | |||||||||||||
Increase (decrease) in net assets resulting from operations | $ | 905,004 | $ | (26,302,555 | ) | $ | (71,514,443 | ) | $ | (14,779,880 | ) | ||||||||||
* | Foreign taxes withheld | $ | 61,602 | $ | 177,547 | $ | 90,587 | $ | 212,854 | ||||||||||||
ˆ | Foreign taxes on sale of Indian investments | $ | — | $ | — | $ | — | $ | 1,452 |
Voya Government Liquid Assets Portfolio | VY® Clarion Global Real Estate Portfolio | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2020 (Unaudited) | Year Ended December 31, 2019 | Six Months Ended June 30, 2020 (Unaudited) | Year Ended December 31, 2019 | |||||||||||||
FROM OPERATIONS: | ||||||||||||||||
Net investment income | $ | 1,420,460 | $ | 12,239,407 | $ | 1,826,460 | $ | 4,326,494 | ||||||||
Net realized gain (loss) | 235,970 | 539,733 | (9,189,658 | ) | 19,745,806 | |||||||||||
Net change in unrealized appreciation (depreciation) | — | — | (33,730,666 | ) | 25,795,968 | |||||||||||
Increase (decrease) in net assets resulting from operations | 1,656,430 | 12,779,140 | (41,093,864 | ) | 49,868,268 | |||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | ||||||||||||||||
Total distributions (excluding return of capital): | ||||||||||||||||
Class ADV | — | — | — | (394,514 | ) | |||||||||||
Class I | (154,293 | ) | (1,149,041 | ) | — | (3,315,314 | ) | |||||||||
Class S | (757,978 | ) | (5,870,729 | ) | — | (2,549,899 | ) | |||||||||
Class S2 | (750,896 | ) | (5,767,381 | ) | — | (23,042 | ) | |||||||||
Total distributions | (1,663,167 | ) | (12,787,151 | ) | — | (6,282,769 | ) | |||||||||
FROM CAPITAL SHARE TRANSACTIONS: | ||||||||||||||||
Net proceeds from sale of shares | 402,755,234 | 214,336,336 | 11,054,168 | 9,881,253 | ||||||||||||
Reinvestment of distributions | 1,663,167 | 12,787,151 | — | 6,282,769 | ||||||||||||
404,418,401 | 227,123,487 | 11,054,168 | 16,164,022 | |||||||||||||
Cost of shares redeemed | (182,539,129 | ) | (303,425,500 | ) | (22,106,925 | ) | (36,020,088 | ) | ||||||||
Net increase (decrease) in net assets resulting from capital share transactions | 221,879,272 | (76,302,013 | ) | (11,052,757 | ) | (19,856,066 | ) | |||||||||
Net increase (decrease) in net assets | 221,872,535 | (76,310,024 | ) | (52,146,621 | ) | 23,729,433 | ||||||||||
NET ASSETS: | ||||||||||||||||
Beginning of year or period | 726,595,200 | 802,905,224 | 234,374,332 | 210,644,899 | ||||||||||||
End of year or period | $ | 948,467,735 | $ | 726,595,200 | $ | 182,227,711 | $ | 234,374,332 |
VY® Invesco Growth and Income Portfolio | VY® JPMorgan Emerging Markets Equity Portfolio | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2020 (Unaudited) | Year Ended December 31, 2019 | Six Months Ended June 30, 2020 (Unaudited) | Year Ended December 31, 2019 | |||||||||||||
FROM OPERATIONS: | ||||||||||||||||
Net investment income (loss) | $ | 3,711,056 | $ | 7,902,172 | $ | (338,536 | ) | $ | 1,847,925 | |||||||
Net realized gain (loss) | (3,473,469 | ) | 32,581,418 | 20,074,010 | 31,891,901 | |||||||||||
Net change in unrealized appreciation (depreciation) | (84,403,510 | ) | 57,251,391 | (47,316,252 | ) | 98,284,611 | ||||||||||
Increase (decrease) in net assets resulting from operations | (84,165,923 | ) | 97,734,981 | (27,580,778 | ) | 132,024,437 | ||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | ||||||||||||||||
Total distributions (excluding return of capital): | ||||||||||||||||
Class ADV | — | (2,498,575 | ) | — | (2,713,856 | ) | ||||||||||
Class I | — | (4,251,471 | ) | — | (4,082,963 | ) | ||||||||||
Class S | — | (51,840,265 | ) | — | (20,116,064 | ) | ||||||||||
Class S2 | — | (3,938,465 | ) | — | (656,400 | ) | ||||||||||
Total distributions | — | (62,528,776 | ) | — | (27,569,283 | ) | ||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | ||||||||||||||||
Net proceeds from sale of shares | 8,297,568 | 6,101,952 | 12,077,762 | 30,196,135 | ||||||||||||
Reinvestment of distributions | — | 62,528,776 | — | 27,569,283 | ||||||||||||
8,297,568 | 68,630,728 | 12,077,762 | 57,765,418 | |||||||||||||
Cost of shares redeemed | (36,629,518 | ) | (82,036,184 | ) | (50,152,415 | ) | (83,129,759 | ) | ||||||||
Net decrease in net assets resulting from capital share transactions | (28,331,950 | ) | (13,405,456 | ) | (38,074,653 | ) | (25,364,341 | ) | ||||||||
Net increase (decrease) in net assets | (112,497,873 | ) | 21,800,749 | (65,655,431 | ) | 79,090,813 | ||||||||||
NET ASSETS: | ||||||||||||||||
Beginning of year or period | 443,391,666 | 421,590,917 | 511,904,543 | 432,813,730 | ||||||||||||
End of year or period | $ | 330,893,793 | $ | 443,391,666 | $ | 446,249,112 | $ | 511,904,543 |
VY® Morgan Stanley Global Franchise Portfolio | VY® T. Rowe Price Capital Appreciation Portfolio | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2020 (Unaudited) | Year Ended December 31, 2019 | Six Months Ended June 30, 2020 (Unaudited) | Year Ended December 31, 2019 | |||||||||||||
FROM OPERATIONS: | ||||||||||||||||
Net investment income | $ | 1,284,081 | $ | 2,892,648 | $ | 38,698,216 | $ | 95,001,429 | ||||||||
Net realized gain | 18,816,646 | 31,318,348 | 568,494,383 | 561,644,298 | ||||||||||||
Net change in unrealized appreciation (depreciation) | (19,195,723 | ) | 66,323,321 | (633,495,154 | ) | 814,191,686 | ||||||||||
Increase (decrease) in net assets resulting from operations | 905,004 | 100,534,317 | (26,302,555 | ) | 1,470,837,413 | |||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | ||||||||||||||||
Total distributions (excluding return of capital): | ||||||||||||||||
Class ADV | — | (11,237,040 | ) | — | (79,837,274 | ) | ||||||||||
Class I | — | — | — | (105,346,487 | ) | |||||||||||
Class R6 | — | (75,422 | ) | — | (10,487,555 | ) | ||||||||||
Class S | — | (29,140,576 | ) | — | (265,075,287 | ) | ||||||||||
Class S2 | — | (4,241,616 | ) | — | (4,744,849 | ) | ||||||||||
Total distributions | — | (44,694,654 | ) | — | (465,491,452 | ) | ||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | ||||||||||||||||
Net proceeds from sale of shares | 7,201,284 | 18,802,058 | 241,226,960 | 630,958,784 | ||||||||||||
Reinvestment of distributions | — | 44,694,654 | — | 465,491,452 | ||||||||||||
7,201,284 | 63,496,712 | 241,226,960 | 1,096,450,236 | |||||||||||||
Cost of shares redeemed | (30,532,630 | ) | (60,226,756 | ) | (479,604,504 | ) | (696,028,997 | ) | ||||||||
Net increase (decrease) in net assets resulting from capital share transactions | (23,331,346 | ) | 3,269,956 | (238,377,544 | ) | 400,421,239 | ||||||||||
Net increase (decrease) in net assets | (22,426,342 | ) | 59,109,619 | (264,680,099 | ) | 1,405,767,200 | ||||||||||
NET ASSETS: | ||||||||||||||||
Beginning of year or period | 416,248,542 | 357,138,923 | 7,445,252,266 | 6,039,485,066 | ||||||||||||
End of year or period | $ | 393,822,200 | $ | 416,248,542 | $ | 7,180,572,167 | $ | 7,445,252,266 |
VY® T. Rowe Price Equity Income Portfolio | VY® T. Rowe Price International Stock Portfolio | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Six Months Ended June 30, 2020 (Unaudited) | Year Ended December 31, 2019 | Six Months Ended June 30, 2020 (Unaudited) | Year Ended December 31, 2019 | |||||||||||||
FROM OPERATIONS: | ||||||||||||||||
Net investment income | $ | 3,789,444 | $ | 16,817,266 | $ | 897,832 | $ | 2,536,063 | ||||||||
Net realized gain | 1,551,209 | 146,253,435 | 2,502,498 | 4,782,483 | ||||||||||||
Net change in unrealized appreciation (depreciation) | (76,855,096 | ) | 16,621,155 | (18,180,210 | ) | 42,909,045 | ||||||||||
Increase (decrease) in net assets resulting from operations | (71,514,443 | ) | 179,691,856 | (14,779,880 | ) | 50,227,591 | ||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | ||||||||||||||||
Total distributions (excluding return of capital): | ||||||||||||||||
Class ADV | — | (14,085,259 | ) | — | (1,356,151 | ) | ||||||||||
Class I | — | (22,140,633 | ) | — | (2,725,607 | ) | ||||||||||
Class S | — | (162,548,177 | ) | — | (9,755,870 | ) | ||||||||||
Class S2 | — | (28,955,674 | ) | — | — | |||||||||||
Total distributions | — | (227,729,743 | ) | — | (13,837,628 | ) | ||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | ||||||||||||||||
Net proceeds from sale of shares | 10,428,157 | 34,697,046 | 4,689,401 | 9,219,945 | ||||||||||||
Reinvestment of distributions | — | 227,729,743 | — | 13,837,628 | ||||||||||||
10,428,157 | 262,426,789 | 4,689,401 | 23,057,573 | |||||||||||||
Cost of shares redeemed | (29,274,956 | ) | (589,365,595 | ) | (16,093,983 | ) | (34,974,404 | ) | ||||||||
Net decrease in net assets resulting from capital share transactions | (18,846,799 | ) | (326,938,806 | ) | (11,404,582 | ) | (11,916,831 | ) | ||||||||
Net increase (decrease) in net assets | (90,361,242 | ) | (374,976,693 | ) | (26,184,462 | ) | 24,473,132 | |||||||||
NET ASSETS: | ||||||||||||||||
Beginning of year or period | 384,448,724 | 759,425,417 | 216,204,716 | 191,731,584 | ||||||||||||
End of year or period | $ | 294,087,482 | $ | 384,448,724 | $ | 190,020,254 | $ | 216,204,716 |
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 Government Liquid Assets Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20+ | 1.00 | 0.00 | * | 0.00 | * | 0.00 | * | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.29 | 0.28 | 0.23 | 0.23 | 0.49 | 58,625 | — | |||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 1.00 | 0.02 | 0.00 | * | 0.02 | 0.02 | 0.00 | * | — | 0.02 | — | 1.00 | 2.01 | 0.29 | 0.29 | 0.29 | 1.93 | 52,515 | — | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 1.00 | 0.02 | 0.00 | * | 0.02 | 0.02 | 0.00 | * | — | 0.02 | — | 1.00 | 1.61 | 0.29 | 0.29 | 0.29 | 1.61 | 62,115 | — | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 1.00 | 0.01 | 0.00 | * | 0.01 | 0.01 | 0.00 | * | — | 0.01 | — | 1.00 | 0.66 | 0.29 | 0.29 | 0.29 | 0.62 | 50,773 | — | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 1.00 | 0.00 | * | 0.00 | * | 0.00 | * | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.23 | 0.28 | 0.28 | 0.28 | 0.13 | 66,214 | — | |||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 1.00 | — | 0.00 | * | 0.00 | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.01 | 0.28 | 0.22 | 0.22 | 0.00 | * | 81,636 | — | ||||||||||||||||||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20+ | 1.00 | 0.00 | * | 0.00 | * | 0.00 | * | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.23 | 0.53 | 0.32 | 0.32 | 0.36 | 396,935 | — | |||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 1.00 | 0.02 | 0.00 | * | 0.02 | 0.02 | 0.00 | * | — | 0.02 | — | 1.00 | 1.75 | 0.54 | 0.54 | 0.54 | 1.68 | 314,786 | — | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 1.00 | 0.01 | 0.00 | * | 0.01 | 0.01 | 0.00 | * | — | 0.01 | — | 1.00 | 1.36 | 0.54 | 0.54 | 0.54 | 1.33 | 354,423 | — | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 1.00 | 0.00 | * | 0.00 | * | 0.00 | * | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.41 | 0.54 | 0.54 | 0.54 | 0.37 | 372,943 | — | |||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 1.00 | — | 0.00 | * | 0.00 | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.09 | 0.53 | 0.42 | 0.42 | 0.00 | * | 488,208 | — | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 1.00 | — | 0.00 | * | 0.00 | — | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.01 | 0.53 | 0.22 | 0.22 | (0.00 | )* | 552,706 | — | |||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20+ | 1.00 | 0.00 | * | 0.00 | * | 0.00 | * | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.20 | 0.68 | 0.36 | 0.36 | 0.28 | 492,907 | — | |||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 1.00 | 0.02 | 0.00 | * | 0.02 | 0.02 | 0.00 | * | — | 0.02 | — | 1.00 | 1.60 | 0.69 | 0.69 | 0.69 | 1.52 | 359,294 | — | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 1.00 | 0.01 | 0.00 | * | 0.01 | 0.01 | 0.00 | * | — | 0.01 | — | 1.00 | 1.21 | 0.69 | 0.69 | 0.69 | 1.19 | 386,368 | — | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 1.00 | 0.00 | * | 0.00 | * | 0.00 | * | 0.00 | * | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.28 | 0.69 | 0.67 | 0.67 | 0.25 | 358,525 | — | |||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 1.00 | — | 0.00 | * | 0.00 | — | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.09 | 0.71 | 0.42 | 0.42 | (0.00 | )* | 416,495 | — | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 1.00 | — | 0.00 | * | 0.00 | — | 0.00 | * | — | 0.00 | * | — | 1.00 | 0.01 | 0.78 | 0.22 | 0.22 | (0.00 | )* | 348,078 | — | |||||||||||||||||||||||||||||||||||||||||||||||
VY® Clarion Global Real Estate Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20+ | 12.77 | 0.08 | • | (2.46 | ) | (2.38 | ) | — | — | — | — | — | 10.39 | (18.64 | ) | 1.69 | 1.47 | 1.47 | 1.41 | 13,129 | 54 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 10.53 | 0.17 | • | 2.34 | 2.51 | 0.27 | — | — | 0.27 | — | 12.77 | 23.99 | 1.62 | 1.49 | 1.49 | 1.40 | 17,308 | 77 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 12.17 | 0.18 | • | (1.24 | ) | (1.06 | ) | 0.58 | — | — | 0.58 | — | 10.53 | (9.10 | ) | 1.62 | 1.49 | 1.49 | 1.54 | 16,608 | 107 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 11.41 | 0.19 | • | 0.95 | 1.14 | 0.38 | — | — | 0.38 | — | 12.17 | 10.20 | 1.57 | 1.49 | 1.49 | 1.63 | 22,826 | 90 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 11.47 | 0.16 | (0.13 | ) | 0.03 | 0.09 | — | — | 0.09 | — | 11.41 | 0.23 | 1.61 | 1.49 | 1.49 | 1.33 | 25,983 | 49 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 12.04 | 0.11 | • | (0.35 | ) | (0.24 | ) | 0.33 | — | — | 0.33 | — | 11.47 | (1.99 | ) | 1.72 | 1.49 | 1.49 | 0.95 | 27,513 | 50 | |||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20+ | 13.11 | 0.11 | • | (2.52 | ) | (2.41 | ) | — | — | — | — | — | 10.70 | (18.38 | ) | 1.09 | 0.87 | 0.87 | 2.04 | 93,919 | 54 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 10.81 | 0.25 | • | 2.41 | 2.66 | 0.36 | — | — | 0.36 | — | 13.11 | 24.74 | 1.02 | 0.89 | 0.89 | 2.02 | 119,642 | 77 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 12.49 | 0.25 | • | (1.27 | ) | (1.02 | ) | 0.66 | — | — | 0.66 | — | 10.81 | (8.52 | ) | 1.02 | 0.89 | 0.89 | 2.14 | 103,029 | 107 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 11.72 | 0.27 | • | 0.96 | 1.23 | 0.46 | — | — | 0.46 | — | 12.49 | 10.77 | 0.97 | 0.89 | 0.89 | 2.28 | 183,921 | 90 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 11.77 | 0.22 | (0.10 | ) | 0.12 | 0.17 | — | — | 0.17 | — | 11.72 | 0.89 | 0.96 | 0.89 | 0.89 | 1.94 | 183,084 | 49 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 12.34 | 0.18 | (0.35 | ) | (0.17 | ) | 0.40 | — | — | 0.40 | — | 11.77 | (1.42 | ) | 0.97 | 0.89 | 0.89 | 1.55 | 165,604 | 50 | ||||||||||||||||||||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20+ | 13.04 | 0.10 | • | (2.51 | ) | (2.41 | ) | — | — | — | — | — | 10.63 | (18.48 | ) | 1.34 | 1.12 | 1.12 | 1.78 | 74,475 | 54 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 10.76 | 0.22 | • | 2.39 | 2.61 | 0.33 | — | — | 0.33 | — | 13.04 | 24.35 | 1.27 | 1.14 | 1.14 | 1.76 | 96,519 | 77 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 12.43 | 0.22 | • | (1.26 | ) | (1.04 | ) | 0.63 | — | — | 0.63 | — | 10.76 | (8.74 | ) | 1.27 | 1.14 | 1.14 | 1.91 | 90,159 | 107 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 11.66 | 0.24 | • | 0.96 | 1.20 | 0.43 | — | — | 0.43 | — | 12.43 | 10.50 | 1.22 | 1.14 | 1.14 | 2.00 | 113,281 | 90 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 11.71 | 0.20 | • | (0.12 | ) | 0.08 | 0.13 | — | — | 0.13 | — | 11.66 | 0.62 | 1.21 | 1.14 | 1.14 | 1.67 | 123,103 | 49 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 12.28 | 0.15 | • | (0.36 | ) | (0.21 | ) | 0.36 | — | — | 0.36 | — | 11.71 | (1.69 | ) | 1.22 | 1.14 | 1.14 | 1.27 | 141,067 | 50 | |||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20+ | 13.15 | 0.09 | • | (2.54 | ) | (2.45 | ) | — | — | — | — | — | 10.70 | (18.63 | ) | 1.49 | 1.27 | 1.27 | 1.64 | 704 | 54 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 10.85 | 0.20 | • | 2.41 | 2.61 | 0.31 | — | — | 0.31 | — | 13.15 | 24.15 | 1.42 | 1.29 | 1.29 | 1.61 | 906 | 77 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 12.52 | 0.21 | • | (1.27 | ) | (1.06 | ) | 0.61 | — | — | 0.61 | — | 10.85 | (8.84 | ) | 1.42 | 1.29 | 1.29 | 1.76 | 850 | 107 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 11.73 | 0.22 | • | 0.98 | 1.20 | 0.41 | — | — | 0.41 | — | 12.52 | 10.42 | 1.37 | 1.29 | 1.29 | 1.87 | 1,048 | 90 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 11.78 | 0.18 | • | (0.12 | ) | 0.06 | 0.11 | — | — | 0.11 | — | 11.73 | 0.44 | 1.39 | 1.29 | 1.29 | 1.52 | 1,117 | 49 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 12.34 | 0.14 | • | (0.36 | ) | (0.22 | ) | 0.34 | — | — | 0.34 | — | 11.78 | (1.84 | ) | 1.47 | 1.29 | 1.29 | 1.11 | 1,343 | 50 |
Income (loss) from investment operations | Less distributions | Ratios to average net assets | Supplemental data | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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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) | (%) | |||||||||||||||||||||||||||||||||||||||||||||||||||
VY® Invesco Growth and Income Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20+ | 22.73 | 0.16 | • | (4.62 | ) | (4.46 | ) | — | — | — | — | — | 18.27 | (19.62 | ) | 1.25 | 1.25 | 1.25 | 1.73 | 13,104 | 14 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 21.15 | 0.32 | • | 4.64 | 4.96 | 0.50 | 2.88 | — | 3.38 | — | 22.73 | 24.30 | 1.24 | 1.24 | 1.24 | 1.43 | 18,401 | 22 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 27.94 | 0.32 | • | (3.71 | ) | (3.39 | ) | 0.30 | 3.10 | — | 3.40 | — | 21.15 | (13.88 | ) | 1.24 | 1.24 | 1.24 | 1.22 | 16,868 | 31 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 26.55 | 0.38 | • | 3.04 | 3.42 | 0.51 | 1.52 | — | 2.03 | — | 27.94 | 13.46 | 1.24 | 1.24 | 1.24 | 1.43 | 22,246 | 17 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 25.48 | 0.30 | • | 4.19 | 4.49 | 0.52 | 2.90 | — | 3.42 | — | 26.55 | 19.52 | 1.29 | 1.24 | 1.24 | 1.21 | 18,641 | 23 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 31.49 | 0.30 | • | (0.98 | ) | (0.68 | ) | 0.93 | 4.40 | — | 5.33 | — | 25.48 | (3.26 | ) | 1.39 | 1.24 | 1.24 | 1.05 | 15,551 | 19 | |||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20+ | 23.01 | 0.23 | • | (4.68 | ) | (4.45 | ) | — | — | — | — | — | 18.56 | (19.34 | ) | 0.65 | 0.65 | 0.65 | 2.36 | 24,622 | 14 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 21.41 | 0.46 | • | 4.69 | 5.15 | 0.67 | 2.88 | — | 3.55 | — | 23.01 | 24.98 | 0.64 | 0.64 | 0.64 | 2.02 | 29,773 | 22 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 28.23 | 0.48 | • | (3.73 | ) | (3.25 | ) | 0.47 | 3.10 | — | 3.57 | — | 21.41 | (13.31 | ) | 0.64 | 0.64 | 0.64 | 1.82 | 27,943 | 31 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 26.77 | 0.55 | • | 3.07 | 3.62 | 0.64 | 1.52 | — | 2.16 | — | 28.23 | 14.13 | 0.64 | 0.64 | 0.64 | 2.02 | 33,894 | 17 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 25.68 | 0.45 | • | 4.23 | 4.68 | 0.69 | 2.90 | — | 3.59 | — | 26.77 | 20.23 | 0.64 | 0.64 | 0.64 | 1.81 | 28,117 | 23 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 31.71 | 0.47 | • | (0.98 | ) | (0.51 | ) | 1.12 | 4.40 | — | 5.52 | — | 25.68 | (2.69 | ) | 0.64 | 0.64 | 0.64 | 1.63 | 23,008 | 19 | |||||||||||||||||||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20+ | 23.25 | 0.20 | • | (4.73 | ) | (4.53 | ) | — | — | — | — | — | 18.72 | (19.48 | ) | 0.90 | 0.90 | 0.90 | 2.09 | 272,232 | 14 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 21.58 | 0.41 | • | 4.73 | 5.14 | 0.59 | 2.88 | — | 3.47 | — | 23.25 | 24.73 | 0.89 | 0.89 | 0.89 | 1.78 | 367,941 | 22 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 28.43 | 0.42 | • | (3.78 | ) | (3.36 | ) | 0.39 | 3.10 | — | 3.49 | — | 21.58 | (13.58 | ) | 0.89 | 0.89 | 0.89 | 1.56 | 350,968 | 31 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 26.94 | 0.48 | • | 3.10 | 3.58 | 0.57 | 1.52 | — | 2.09 | — | 28.43 | 13.89 | 0.89 | 0.89 | 0.89 | 1.76 | 476,317 | 17 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 25.81 | 0.41 | 4.23 | 4.64 | 0.61 | 2.90 | — | 3.51 | — | 26.94 | 19.92 | 0.89 | 0.89 | 0.89 | 1.56 | 507,524 | 23 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 31.83 | 0.40 | • | (0.99 | ) | (0.59 | ) | 1.03 | 4.40 | — | 5.43 | — | 25.81 | (2.93 | ) | 0.89 | 0.89 | 0.89 | 1.39 | 451,452 | 19 | |||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20+ | 23.00 | 0.19 | • | (4.68 | ) | (4.49 | ) | — | — | — | — | — | 18.51 | (19.52 | ) | 1.05 | 1.05 | 1.05 | 1.95 | 20,936 | 14 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 21.39 | 0.37 | • | 4.67 | 5.04 | 0.55 | 2.88 | — | 3.43 | — | 23.00 | 24.47 | 1.04 | 1.04 | 1.04 | 1.63 | 27,277 | 22 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 28.19 | 0.37 | • | (3.73 | ) | (3.36 | ) | 0.34 | 3.10 | — | 3.44 | — | 21.39 | (13.67 | ) | 1.04 | 1.04 | 1.04 | 1.41 | 25,812 | 31 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 26.73 | 0.44 | • | 3.06 | 3.50 | 0.52 | 1.52 | — | 2.04 | — | 28.19 | 13.67 | 1.04 | 1.04 | 1.04 | 1.62 | 33,409 | 17 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 25.62 | 0.35 | • | 4.23 | 4.58 | 0.57 | 2.90 | — | 3.47 | — | 26.73 | 19.80 | 1.07 | 1.04 | 1.04 | 1.41 | 38,721 | 23 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 31.63 | 0.36 | • | (0.99 | ) | (0.63 | ) | 0.98 | 4.40 | — | 5.38 | — | 25.62 | (3.10 | ) | 1.14 | 1.04 | 1.04 | 1.24 | 38,764 | 19 | |||||||||||||||||||||||||||||||||||||||||||||||
VY® JPMorgan Emerging Markets Equity Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20+ | 21.02 | (0.05 | )• | (0.99 | ) | (1.04 | ) | — | — | — | — | — | 19.98 | (4.95 | ) | 1.85 | 1.85 | 1.85 | (0.50 | ) | 44,441 | 13 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 16.95 | 0.01 | 5.24 | 5.25 | — | 1.18 | — | 1.18 | — | 21.02 | 31.47 | 1.86 | 1.86 | 1.86 | 0.03 | 50,224 | 21 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 20.52 | (0.01 | ) | (3.49 | ) | (3.50 | ) | 0.07 | — | — | 0.07 | — | 16.95 | (17.12 | ) | 1.86 | 1.86 | 1.86 | (0.07 | ) | 40,881 | 21 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 14.43 | (0.05 | ) | 6.19 | 6.14 | 0.05 | — | — | 0.05 | — | 20.52 | 42.55 | 1.86 | 1.86 | 1.86 | (0.24 | ) | 57,093 | 26 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 12.92 | 0.02 | • | 1.61 | 1.63 | 0.12 | — | — | 0.12 | — | 14.43 | 12.62 | 1.90 | 1.85 | 1.85 | 0.12 | 35,873 | 24 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 16.63 | 0.07 | (2.56 | ) | (2.49 | ) | 0.14 | 1.08 | — | 1.22 | — | 12.92 | (16.07 | )(a) | 2.01 | 1.86 | 1.86 | 0.45 | 34,072 | 15 | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20+ | 22.24 | 0.01 | (1.04 | ) | (1.03 | ) | — | — | — | — | — | 21.21 | (4.63 | ) | 1.25 | 1.25 | 1.25 | 0.10 | 71,441 | 13 | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 17.80 | 0.13 | 5.52 | 5.65 | 0.03 | 1.18 | — | 1.21 | — | 22.24 | 32.23 | 1.26 | 1.26 | 1.26 | 0.62 | 79,674 | 21 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 21.52 | 0.12 | (3.67 | ) | (3.55 | ) | 0.17 | — | — | 0.17 | — | 17.80 | (16.58 | ) | 1.26 | 1.26 | 1.26 | 0.53 | 61,663 | 21 | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 15.10 | 0.08 | 6.47 | 6.55 | 0.13 | — | — | 0.13 | — | 21.52 | 43.45 | 1.26 | 1.26 | 1.26 | 0.34 | 82,567 | 26 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 13.52 | 0.10 | • | 1.70 | 1.80 | 0.22 | — | — | 0.22 | — | 15.10 | 13.27 | 1.25 | 1.25 | 1.25 | 0.71 | 63,276 | 24 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 17.36 | 0.17 | (2.68 | ) | (2.51 | ) | 0.25 | 1.08 | — | 1.33 | — | 13.52 | (15.57 | )(a) | 1.26 | 1.26 | 1.26 | 1.05 | 58,250 | 15 | ||||||||||||||||||||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20+ | 22.08 | (0.02 | )• | (1.03 | ) | (1.05 | ) | — | — | — | — | — | 21.03 | (4.76 | ) | 1.50 | 1.50 | 1.50 | (0.16 | ) | 319,957 | 13 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 17.70 | 0.08 | 5.48 | 5.56 | 0.00 | * | 1.18 | — | 1.18 | — | 22.08 | 31.91 | 1.51 | 1.51 | 1.51 | 0.38 | 370,441 | 21 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 21.40 | 0.05 | • | (3.63 | ) | (3.58 | ) | 0.12 | — | — | 0.12 | — | 17.70 | (16.81 | ) | 1.51 | 1.51 | 1.51 | 0.27 | 319,682 | 21 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 15.02 | 0.03 | 6.44 | 6.47 | 0.09 | — | — | 0.09 | — | 21.40 | 43.11 | 1.51 | 1.51 | 1.51 | 0.11 | 454,764 | 26 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 13.45 | 0.07 | • | 1.67 | 1.74 | 0.17 | — | — | 0.17 | — | 15.02 | 12.95 | 1.50 | 1.50 | 1.50 | 0.47 | 362,865 | 24 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 17.26 | 0.13 | • | (2.66 | ) | (2.53 | ) | 0.20 | 1.08 | — | 1.28 | — | 13.45 | (15.75 | )(a) | 1.51 | 1.51 | 1.51 | 0.81 | 367,861 | 15 |
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) | (%) | |||||||||||||||||||||||||||||||||||||||||||||||||||
VY® JPMorgan Emerging Markets Equity Portfolio (continued) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20+ | 21.80 | (0.03 | )• | (1.02 | ) | (1.05 | ) | — | — | — | — | — | 20.75 | (4.82 | ) | 1.65 | 1.65 | 1.65 | (0.30 | ) | 10,410 | 13 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 17.52 | 0.05 | 5.41 | 5.46 | — | 1.18 | — | 1.18 | — | 21.80 | 31.64 | 1.66 | 1.66 | 1.66 | 0.24 | 11,567 | 21 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 21.17 | 0.04 | (3.61 | ) | (3.57 | ) | 0.08 | — | — | 0.08 | — | 17.52 | (16.92 | ) | 1.66 | 1.66 | 1.66 | 0.12 | 10,587 | 21 | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 14.86 | (0.01 | )• | 6.37 | 6.36 | 0.05 | — | — | 0.05 | — | 21.17 | 42.85 | 1.66 | 1.66 | 1.66 | (0.03 | ) | 15,050 | 26 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 13.30 | 0.05 | • | 1.65 | 1.70 | 0.14 | — | — | 0.14 | — | 14.86 | 12.79 | 1.68 | 1.65 | 1.65 | 0.32 | 14,570 | 24 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 17.08 | 0.10 | • | (2.64 | ) | (2.54 | ) | 0.16 | 1.08 | — | 1.24 | — | 13.30 | (15.91 | )(a) | 1.76 | 1.66 | 1.66 | 0.65 | 16,530 | 15 | |||||||||||||||||||||||||||||||||||||||||||||||
VY® Morgan Stanley Global Franchise Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20+ | 16.06 | 0.03 | • | 0.06 | 0.09 | — | — | — | — | — | 16.15 | 0.56 | 1.57 | 1.54 | 1.54 | 0.43 | 108,002 | 11 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 14.01 | 0.06 | 3.89 | 3.95 | 0.10 | 1.80 | — | 1.90 | — | 16.06 | 28.89 | 1.57 | 1.54 | 1.54 | 0.48 | 110,093 | 16 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 16.98 | 0.07 | (0.23 | ) | (0.16 | ) | 0.14 | 2.67 | — | 2.81 | — | 14.01 | (2.07 | ) | 1.57 | 1.54 | 1.54 | 0.47 | 78,112 | 27 | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 14.58 | 0.10 | 3.53 | 3.63 | 0.17 | 1.06 | — | 1.23 | — | 16.98 | 25.47 | 1.57 | 1.55 | 1.55 | 0.60 | 83,492 | 29 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 15.29 | 0.13 | • | 0.68 | 0.81 | 0.17 | 1.35 | — | 1.52 | — | 14.58 | 4.94 | 1.61 | 1.54 | 1.54 | 0.83 | 68,606 | 26 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 16.56 | 0.15 | 0.87 | 1.02 | 0.28 | 2.01 | — | 2.29 | — | 15.29 | 5.95 | 1.71 | 1.55 | 1.55 | 0.90 | 56,395 | 27 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class R6 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20+ | 17.33 | 0.09 | • | 0.06 | 0.15 | — | — | — | — | — | 17.48 | 0.87 | 0.97 | 0.94 | 0.94 | 1.10 | 923 | 11 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 14.97 | 0.18 | • | 4.17 | 4.35 | 0.19 | 1.80 | — | 1.99 | — | 17.33 | 29.74 | 0.97 | 0.94 | 0.94 | 1.07 | 635 | 16 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 17.96 | 0.19 | • | (0.27 | ) | (0.08 | ) | 0.24 | 2.67 | — | 2.91 | — | 14.97 | (1.51 | ) | 0.97 | 0.94 | 0.94 | 1.14 | 84 | 27 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 15.35 | 0.21 | • | 3.71 | 3.92 | 0.25 | 1.06 | — | 1.31 | — | 17.96 | 26.16 | 0.97 | 0.95 | 0.95 | 1.21 | 44 | 29 | ||||||||||||||||||||||||||||||||||||||||||||||||||
05-03-16(5)–12-31-16 | 16.66 | 0.22 | • | 0.07 | 0.29 | 0.25 | 1.35 | — | 1.60 | — | 15.35 | 1.46 | 0.96 | 0.94 | 0.94 | 1.48 | 49 | 26 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20+ | 17.36 | 0.06 | • | 0.07 | 0.13 | — | — | — | — | — | 17.49 | 0.75 | 1.22 | 1.19 | 1.19 | 0.77 | 247,870 | 11 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 15.00 | 0.14 | • | 4.16 | 4.30 | 0.14 | 1.80 | — | 1.94 | — | 17.36 | 29.34 | 1.22 | 1.19 | 1.19 | 0.82 | 266,633 | 16 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 17.97 | 0.14 | • | (0.25 | ) | (0.11 | ) | 0.19 | 2.67 | — | 2.86 | — | 15.00 | (1.69 | ) | 1.22 | 1.19 | 1.19 | 0.81 | 243,512 | 27 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 15.36 | 0.16 | • | 3.71 | 3.87 | 0.20 | 1.06 | — | 1.26 | — | 17.97 | 25.81 | 1.22 | 1.20 | 1.20 | 0.95 | 282,442 | 29 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 16.02 | 0.20 | 0.70 | 0.90 | 0.21 | 1.35 | — | 1.56 | — | 15.36 | 5.30 | 1.21 | 1.19 | 1.19 | 1.20 | 299,965 | 26 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 17.23 | 0.21 | • | 0.92 | 1.13 | 0.33 | 2.01 | — | 2.34 | — | 16.02 | 6.36 | 1.21 | 1.20 | 1.20 | 1.26 | 319,681 | 27 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20+ | 17.18 | 0.05 | • | 0.06 | 0.11 | — | — | — | — | — | 17.29 | 0.64 | 1.37 | 1.34 | 1.34 | 0.63 | 37,027 | 11 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 14.86 | 0.11 | • | 4.13 | 4.24 | 0.12 | 1.80 | — | 1.92 | — | 17.18 | 29.15 | 1.37 | 1.34 | 1.34 | 0.67 | 38,888 | 16 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 17.83 | 0.12 | (0.26 | ) | (0.14 | ) | 0.16 | 2.67 | — | 2.83 | — | 14.86 | (1.89 | ) | 1.37 | 1.34 | 1.34 | 0.66 | 35,431 | 27 | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 15.24 | 0.14 | • | 3.69 | 3.83 | 0.18 | 1.06 | — | 1.24 | — | 17.83 | 25.69 | 1.37 | 1.35 | 1.35 | 0.80 | 41,831 | 29 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 15.90 | 0.17 | • | 0.70 | 0.87 | 0.18 | 1.35 | — | 1.53 | — | 15.24 | 5.16 | 1.39 | 1.34 | 1.34 | 1.05 | 44,381 | 26 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 17.12 | 0.19 | • | 0.90 | 1.09 | 0.30 | 2.01 | — | 2.31 | — | 15.90 | 6.17 | 1.46 | 1.35 | 1.35 | 1.11 | 50,093 | 27 | ||||||||||||||||||||||||||||||||||||||||||||||||||
VY® T. Rowe Price Capital Appreciation Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20+ | 27.98 | 0.10 | • | (0.16 | ) | (0.06 | ) | — | — | — | — | — | 27.92 | (0.21 | ) | 1.24 | 1.24 | 1.24 | 0.75 | 1,334,757 | 62 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 24.10 | 0.25 | 5.46 | 5.71 | 0.34 | 1.49 | — | 1.83 | — | 27.98 | 23.99 | 1.24 | 1.24 | 1.24 | 1.02 | 1,353,246 | 53 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 26.53 | 0.48 | (0.36 | ) | 0.12 | 0.50 | 2.05 | — | 2.55 | — | 24.10 | 0.10 | 1.24 | 1.24 | 1.24 | 1.94 | 990,787 | 75 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 24.54 | 0.19 | 3.36 | 3.55 | 0.25 | 1.31 | — | 1.56 | — | 26.53 | 14.72 | 1.24 | 1.24 | 1.24 | 0.78 | 954,071 | 61 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 25.27 | 0.24 | • | 1.68 | 1.92 | 0.28 | 2.37 | — | 2.65 | — | 24.54 | 7.65 | 1.29 | 1.24 | 1.24 | 0.97 | 778,133 | 69 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 28.02 | 0.24 | • | 1.14 | 1.38 | 0.28 | 3.85 | — | 4.13 | — | 25.27 | 4.85 | 1.39 | 1.24 | 1.24 | 0.89 | 596,730 | 67 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20+ | 29.41 | 0.19 | • | (0.16 | ) | 0.03 | �� | — | — | — | — | 29.44 | 0.10 | 0.64 | 0.64 | 0.64 | 1.35 | 1,622,851 | 62 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 25.23 | 0.43 | 5.73 | 6.16 | 0.49 | 1.49 | — | 1.98 | — | 29.41 | 24.71 | 0.64 | 0.64 | 0.64 | 1.62 | 1,673,642 | 53 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 27.64 | 0.67 | (0.38 | ) | 0.29 | 0.65 | 2.05 | — | 2.70 | — | 25.23 | 0.74 | 0.64 | 0.64 | 0.64 | 2.57 | 1,245,366 | 75 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 25.49 | 0.36 | 3.50 | 3.86 | 0.40 | 1.31 | — | 1.71 | — | 27.64 | 15.39 | 0.64 | 0.64 | 0.64 | 1.38 | 1,217,289 | 61 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 26.12 | 0.40 | 1.75 | 2.15 | 0.41 | 2.37 | — | 2.78 | — | 25.49 | 8.31 | 0.64 | 0.64 | 0.64 | 1.55 | 1,084,776 | 69 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 28.80 | 0.40 | 1.18 | 1.58 | 0.41 | 3.85 | — | 4.26 | — | 26.12 | 5.47 | 0.64 | 0.64 | 0.64 | 1.48 | 1,027,480 | 67 |
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) | (%) | |||||||||||||||||||||||||||||||||||||||||||||||||||
VY® T. Rowe Price Capital Appreciation Portfolio (continued) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class R6 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20+ | 29.43 | 0.19 | • | (0.16 | ) | 0.03 | — | — | — | — | — | 29.46 | 0.10 | 0.64 | 0.64 | 0.64 | 1.35 | 197,938 | 62 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 25.24 | 0.46 | • | 5.71 | 6.17 | 0.49 | 1.49 | — | 1.98 | — | 29.43 | 24.74 | 0.64 | 0.64 | 0.64 | 1.62 | 181,835 | 53 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 27.66 | 0.70 | • | (0.42 | ) | 0.28 | 0.65 | 2.05 | — | 2.70 | — | 25.24 | 0.70 | 0.64 | 0.64 | 0.64 | 2.57 | 94,159 | 75 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 25.49 | 0.38 | • | 3.50 | 3.88 | 0.40 | 1.31 | — | 1.71 | — | 27.66 | 15.47 | 0.64 | 0.64 | 0.64 | 1.38 | 59,752 | 61 | ||||||||||||||||||||||||||||||||||||||||||||||||||
05-03-16(5)–12-31-16 | 27.00 | 0.48 | • | 0.79 | 1.27 | 0.41 | 2.37 | — | 2.78 | — | 25.49 | 4.78 | 0.64 | 0.64 | 0.64 | 1.91 | 8,696 | 69 | ||||||||||||||||||||||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20+ | 29.42 | 0.16 | • | (0.16 | ) | 0.00 | * | — | — | — | — | — | 29.42 | 0.00 | 0.89 | 0.89 | 0.89 | 1.10 | 3,960,906 | 62 | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 25.25 | 0.39 | • | 5.69 | 6.08 | 0.42 | 1.49 | — | 1.91 | — | 29.42 | 24.36 | 0.89 | 0.89 | 0.89 | 1.37 | 4,163,308 | 53 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 27.65 | 0.63 | • | (0.40 | ) | 0.23 | 0.58 | 2.05 | — | 2.63 | — | 25.25 | 0.51 | 0.89 | 0.89 | 0.89 | 2.29 | 3,640,431 | 75 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 25.50 | 0.31 | • | 3.48 | 3.79 | 0.33 | 1.31 | — | 1.64 | — | 27.65 | 15.10 | 0.89 | 0.89 | 0.89 | 1.13 | 4,050,729 | 61 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 26.13 | 0.34 | 1.74 | 2.08 | 0.34 | 2.37 | — | 2.71 | — | 25.50 | 8.05 | 0.89 | 0.89 | 0.89 | 1.30 | 4,074,922 | 69 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 28.82 | 0.33 | 1.18 | 1.51 | 0.35 | 3.85 | — | 4.20 | — | 26.13 | 5.18 | 0.89 | 0.89 | 0.89 | 1.23 | 4,044,261 | 67 | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20+ | 29.19 | 0.13 | • | (0.16 | ) | (0.03 | ) | — | — | — | — | — | 29.16 | (0.10 | ) | 1.04 | 1.04 | 1.04 | 0.95 | 64,120 | 62 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 25.06 | 0.34 | • | 5.65 | 5.99 | 0.37 | 1.49 | — | 1.86 | — | 29.19 | 24.19 | 1.04 | 1.04 | 1.04 | 1.22 | 73,222 | 53 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 27.47 | 0.58 | • | (0.40 | ) | 0.18 | 0.54 | 2.05 | — | 2.59 | — | 25.06 | 0.33 | 1.04 | 1.04 | 1.04 | 2.13 | 68,741 | 75 | |||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 25.33 | 0.26 | • | 3.47 | 3.73 | 0.28 | 1.31 | — | 1.59 | — | 27.47 | 14.96 | 1.04 | 1.04 | 1.04 | 0.98 | 74,919 | 61 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 25.98 | 0.31 | 1.71 | 2.02 | 0.30 | 2.37 | — | 2.67 | — | 25.33 | 7.86 | 1.07 | 1.04 | 1.04 | 1.15 | 82,812 | 69 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 28.67 | 0.30 | 1.16 | 1.46 | 0.30 | 3.85 | — | 4.15 | — | 25.98 | 5.06 | 1.14 | 1.04 | 1.04 | 1.08 | 87,130 | 67 | |||||||||||||||||||||||||||||||||||||||||||||||||||
VY® T. Rowe Price Equity Income Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20+ | 9.97 | 0.09 | • | (1.99 | ) | (1.90 | ) | — | — | — | — | — | 8.07 | (19.06 | ) | 1.25 | 1.22 | 1.22 | 2.10 | 39,805 | 16 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 10.74 | 0.21 | • | 2.42 | 2.63 | 0.26 | 3.14 | — | 3.40 | — | 9.97 | 25.93 | 1.24 | 1.21 | 1.21 | 1.82 | 51,293 | 17 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 14.34 | 0.23 | (1.38 | ) | (1.15 | ) | 0.23 | 2.22 | — | 2.45 | — | 10.74 | (9.69 | )(b) | 1.24 | 1.09 | (c) | 1.09 | 1.80 | (d) | 43,287 | 16 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 13.63 | 0.20 | 1.86 | 2.06 | 0.25 | 1.10 | — | 1.35 | — | 14.34 | 15.89 | 1.24 | 1.24 | 1.24 | 1.38 | 53,101 | 19 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 13.03 | 0.23 | 2.04 | 2.27 | 0.26 | 1.41 | — | 1.67 | — | 13.63 | 18.30 | 1.29 | 1.24 | 1.24 | 1.67 | 50,794 | 26 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 16.29 | 0.23 | (1.27 | ) | (1.04 | ) | 0.26 | 1.96 | — | 2.22 | — | 13.03 | (7.24 | ) | 1.39 | 1.24 | 1.24 | 1.52 | 50,413 | 27 | ||||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20+ | 10.27 | 0.12 | • | (2.06 | ) | (1.94 | ) | — | — | — | — | — | 8.33 | (18.89 | ) | 0.65 | 0.62 | 0.62 | 2.71 | 63,531 | 16 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 10.97 | 0.29 | • | 2.47 | 2.76 | 0.32 | 3.14 | — | 3.46 | — | 10.27 | 26.66 | 0.64 | 0.61 | 0.61 | 2.42 | 81,596 | 17 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 14.59 | 0.31 | (1.41 | ) | (1.10 | ) | 0.30 | 2.22 | — | 2.52 | — | 10.97 | (9.09 | )(b) | 0.64 | 0.49 | (c) | 0.49 | 2.40 | (d) | 82,300 | 16 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 13.85 | 0.28 | • | 1.90 | 2.18 | 0.34 | 1.10 | — | 1.44 | — | 14.59 | 16.48 | 0.64 | 0.64 | 0.64 | 1.94 | 99,204 | 19 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 13.20 | 0.31 | • | 2.09 | 2.40 | 0.34 | 1.41 | — | 1.75 | — | 13.85 | 19.07 | 0.64 | 0.64 | 0.64 | 2.32 | 135,151 | 26 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 16.47 | 0.32 | • | (1.28 | ) | (0.96 | ) | 0.35 | 1.96 | — | 2.31 | — | 13.20 | (6.65 | ) | 0.64 | 0.64 | 0.64 | 2.09 | 90,800 | 27 | |||||||||||||||||||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20+ | 10.31 | 0.11 | • | (2.07 | ) | (1.96 | ) | — | — | — | — | — | 8.35 | (19.01 | ) | 0.90 | 0.87 | 0.87 | 2.46 | 122,626 | 16 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 11.00 | 0.25 | • | 2.50 | 2.75 | 0.30 | 3.14 | — | 3.44 | — | 10.31 | 26.42 | 0.89 | 0.86 | 0.86 | 2.13 | 161,388 | 17 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 14.62 | 0.29 | (1.42 | ) | (1.13 | ) | 0.27 | 2.22 | — | 2.49 | — | 11.00 | (9.32 | )(b) | 0.89 | 0.74 | (c) | 0.74 | 2.15 | (d) | 541,914 | 16 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 13.87 | 0.25 | • | 1.90 | 2.15 | 0.30 | 1.10 | — | 1.40 | — | 14.62 | 16.23 | 0.89 | 0.89 | 0.89 | 1.73 | 694,870 | 19 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 13.22 | 0.28 | 2.08 | 2.36 | 0.30 | 1.41 | — | 1.71 | — | 13.87 | 18.77 | 0.89 | 0.89 | 0.89 | 2.01 | 772,218 | 26 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 16.49 | 0.28 | • | (1.28 | ) | (1.00 | ) | 0.31 | 1.96 | — | 2.27 | — | 13.22 | (6.90 | ) | 0.89 | 0.89 | 0.89 | 1.86 | 758,358 | 27 | |||||||||||||||||||||||||||||||||||||||||||||||
Class S2 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20+ | 10.07 | 0.10 | • | (2.02 | ) | (1.92 | ) | — | — | — | — | — | 8.15 | (19.07 | ) | 1.05 | 1.02 | 1.02 | 2.30 | 68,125 | 16 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 10.82 | 0.23 | • | 2.44 | 2.67 | 0.28 | 3.14 | — | 3.42 | — | 10.07 | 26.13 | 1.04 | 1.01 | 1.01 | 2.01 | 90,172 | 17 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 14.42 | 0.26 | (1.39 | ) | (1.13 | ) | 0.25 | 2.22 | — | 2.47 | — | 10.82 | (9.45 | )(b) | 1.04 | 0.89 | (c) | 0.89 | 2.00 | (d) | 91,924 | 16 | ||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 13.70 | 0.23 | 1.87 | 2.10 | 0.28 | 1.10 | — | 1.38 | — | 14.42 | 16.07 | 1.04 | 1.04 | 1.04 | 1.58 | 113,247 | 19 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 13.08 | 0.25 | 2.06 | 2.31 | 0.28 | 1.41 | — | 1.69 | — | 13.70 | 18.59 | 1.07 | 1.04 | 1.04 | 1.86 | 113,380 | 26 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 16.35 | 0.25 | (1.27 | ) | (1.02 | ) | 0.29 | 1.96 | — | 2.25 | — | 13.08 | (7.08 | ) | 1.14 | 1.04 | 1.04 | 1.72 | 111,098 | 27 |
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) | (%) | |||||||||||||||||||||||||||||||||||||||||||||||||||
VY® T. Rowe Price International Stock Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20+ | 16.26 | 0.04 | • | (1.12 | ) | (1.08 | ) | — | — | — | — | — | 15.18 | (6.64 | ) | 1.38 | 1.36 | 1.36 | 0.58 | 20,487 | 20 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 13.63 | 0.12 | 3.49 | 3.61 | 0.06 | 0.92 | — | 0.98 | — | 16.26 | 27.20 | 1.41 | 1.36 | 1.36 | 0.87 | 23,415 | 30 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 16.16 | 0.10 | (2.41 | ) | (2.31 | ) | 0.22 | — | — | 0.22 | — | 13.63 | (14.46 | ) | 1.45 | 1.40 | 1.40 | 0.70 | 18,465 | 35 | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 12.79 | 0.08 | 3.42 | 3.50 | 0.13 | — | — | 0.13 | — | 16.16 | 27.42 | 1.40 | 1.40 | 1.40 | 0.64 | 21,086 | 37 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 12.73 | 0.11 | 0.09 | 0.20 | 0.14 | — | — | 0.14 | — | 12.79 | 1.59 | 1.43 | 1.38 | 1.38 | 0.82 | 15,001 | 33 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 12.98 | 0.07 | • | (0.24 | ) | (0.17 | ) | 0.08 | — | — | 0.08 | — | 12.73 | (1.36 | )(e) | 1.50 | 1.35 | 1.35 | 0.49 | 15,149 | 43 | |||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20+ | 16.35 | 0.09 | • | (1.14 | ) | (1.05 | ) | — | — | — | — | — | 15.30 | (6.42 | ) | 0.78 | 0.76 | 0.76 | 1.21 | 37,670 | 20 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 13.69 | 0.23 | 3.50 | 3.73 | 0.15 | 0.92 | — | 1.07 | — | 16.35 | 28.04 | 0.81 | 0.76 | 0.76 | 1.47 | 41,352 | 30 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 16.22 | 0.20 | • | (2.42 | ) | (2.22 | ) | 0.31 | — | — | 0.31 | — | 13.69 | (13.96 | ) | 0.85 | 0.80 | 0.80 | 1.30 | 35,717 | 35 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 12.82 | 0.19 | • | 3.41 | 3.60 | 0.20 | — | — | 0.20 | — | 16.22 | 28.21 | 0.80 | 0.80 | 0.80 | 1.26 | 44,832 | 37 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 12.76 | 0.19 | 0.09 | 0.28 | 0.22 | — | — | 0.22 | — | 12.82 | 2.18 | 0.78 | 0.78 | 0.78 | 1.41 | 38,010 | 33 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 12.99 | 0.16 | • | (0.24 | ) | (0.08 | ) | 0.15 | — | — | 0.15 | — | 12.76 | (0.73 | )(e) | 0.75 | 0.75 | 0.75 | 1.15 | 39,288 | 43 | |||||||||||||||||||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20+ | 16.28 | 0.07 | • | (1.13 | ) | (1.06 | ) | — | — | — | — | — | 15.22 | (6.51 | ) | 1.03 | 1.01 | 1.01 | 0.94 | 131,864 | 20 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 13.64 | 0.18 | • | 3.49 | 3.67 | 0.11 | 0.92 | — | 1.03 | — | 16.28 | 27.64 | 1.06 | 1.01 | 1.01 | 1.20 | 151,437 | 30 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 16.15 | 0.17 | • | (2.42 | ) | (2.25 | ) | 0.26 | — | — | 0.26 | — | 13.64 | (14.12 | ) | 1.10 | 1.05 | 1.05 | 1.07 | 137,550 | 35 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 12.77 | 0.15 | • | 3.40 | 3.55 | 0.17 | — | — | 0.17 | — | 16.15 | 27.87 | 1.05 | 1.05 | 1.05 | 1.01 | 175,297 | 37 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 12.71 | 0.15 | • | 0.09 | 0.24 | 0.18 | — | — | 0.18 | — | 12.77 | 1.90 | 1.03 | 1.03 | 1.03 | 1.17 | 154,225 | 33 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 12.94 | 0.12 | (0.23 | ) | (0.11 | ) | 0.12 | — | — | 0.12 | — | 12.71 | (0.94 | )(e) | 1.00 | 1.00 | 1.00 | 0.88 | 171,416 | 43 |
(1) | Total return is calculated assuming reinvestment of all dividends, capital gain distributions and return of capital distributions, if any, at net asset value and does not reflect the effect of insurance contract charges. Total return for periods less than one year is not annualized. | |
(2) | Annualized for periods less than one year. | |
(3) | Ratios reflect operating expenses of a Portfolio. Expenses before reductions/additions do not reflect amounts reimbursed or recouped by the Investment Adviser and/or Distributor or reductions from brokerage service arrangements or other expense offset arrangements and do not represent the amount paid by a Portfolio during periods when reimbursements or reductions occur. Expenses net of fee waivers reflect expenses after reimbursement by the Investment Adviser and/or Distributor or recoupment of previously reimbursed fees by the Investment Adviser, but prior to reductions from brokerage service arrangements or other expense offset arrangements. Expenses net of all reductions/additions represent the net expenses paid by a Portfolio. Net investment income (loss) is net of all such additions or reductions. | |
(4) | Ratios do not include fees and expenses charged under the variable annuity contract or variable life insurance policy. | |
(5) | Commencement of operations. | |
(a) | Excluding amounts related to a foreign currency settlement recorded in the fiscal year ended December 31, 2015, total return for VY® JPMorgan Emerging Markets Equity Portfolio would have been (16.33)%, (15.82)%, (16.00)% and (16.16)% for Classes ADV, I, S and S2, respectively. | |
(b) | Excluding amounts related to a securities lending settlement and a cumulative underpayment of prior years’ waivers of management |
fees recorded in the year ended December 31, 2018, total return for VY® T.Rowe Price Equity Income Portfolio would have been (9.84)%, (9.24)%, (9.47)% and (9.60)% for Classes ADV, I, S and S2, respectively. | ||
(c) | Excluding amounts related to a cumulative underpayment of prior years’ waivers of management fees recorded in the year ended December 31, 2018, VY® T.Rowe Price Equity Income Portfolio’s Net Expense Ratios would have been 1.23%, 0.63%, 0.88% and 1.03% for Class ADV, I, S and S2, respectively. | |
(d) | Excluding amounts related to a securities lending settlement and a cumulative underpayment of prior years’ waivers of management fees recorded in the year ended December 31, 2018, VY® T.Rowe Price Equity Income Portfolio’s Net Investment Income Ratios would have been 1.65%, 2.25%, 2.00% and 1.85% for Classes ADV, I, S and S2, respectively. | |
(e) | Excluding amounts related to a foreign currency settlement recorded in the fiscal year ended December 31, 2015, total return for VY® T.Rowe Price International Stock Portfolio would have been (1.44)%, (0.80)% and (1.10)% for Classes ADV, I and S, respectively. | |
+ | Unaudited. | |
• | Calculated using average number of shares outstanding throughout the year or period. | |
* | Amount is less than $0.005 or 0.005% or more than $(0.005) or (0.005)%. |
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2020 (UNAUDITED)
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED)
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED)
(1) | Market value of investment securities, other assets and liabilities — at the exchange rates prevailing at Market Close. |
(2) | Purchases and sales of investment securities, income and expenses — at the rates of exchange prevailing on the respective dates of such transactions. |
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED)
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED)
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED)
Purchased | Sold | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Clarion Global Real Estate | $ | — | $ | 125,622 | ||||||
Invesco Growth and Income | 2,032,760 | 27,899,035 | ||||||||
JPMorgan Emerging Markets Equity | 561,883 | — | ||||||||
T. Rowe Price Capital Appreciation | 1,553,571 | — | ||||||||
T. Rowe Price International Stock | 85,793 | 1,007,747 |
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED)
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED)
Purchases | Sales | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Clarion Global Real Estate | $ | 104,401,318 | $ | 113,808,096 | ||||||
Invesco Growth and Income | 47,586,551 | 63,968,640 | ||||||||
JPMorgan Emerging Markets Equity | 55,760,510 | 95,664,947 | ||||||||
Morgan Stanley Global Franchise | 41,244,623 | 62,482,147 | ||||||||
T. Rowe Price Capital Appreciation | 3,979,901,568 | 3,898,751,666 | ||||||||
T. Rowe Price Equity Income | 50,168,468 | 68,022,577 | ||||||||
T. Rowe Price International Stock | 37,087,715 | 47,127,014 |
Portfolio | Fee | |||
---|---|---|---|---|
Clarion Global Real Estate | 0.90% on the first $250 million; 0.875% on the next $250 million; 0.80% on the amount in excess of $500 million |
Portfolio | Fee | |||
---|---|---|---|---|
T. Rowe Price International Stock(1) | 0.64% on the first $4 billion; 0.63% on the amount in excess of $4 billion |
(1) | The Investment Adviser is contractually obligated to waive 0.04% of the management fee for T. Rowe Price International Stock. This waiver is not eligible for recoupment. Termination or modification of this obligation requires approval by the Board. |
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED)
Portfolio | Fee | |||
---|---|---|---|---|
Government Liquid Assets(2) | 0.35% on the first $200 million; 0.30% on the next $300 million; 0.25% on the amount in excess of $500 million | |||
JPMorgan Emerging Markets Equity | 1.25% | |||
Morgan Stanley Global Franchise | 1.00% on the first $250 million; 0.90% on the next $250 million; 0.75% on the amount in excess of $500 million | |||
Invesco Growth and Income, T. Rowe Price Capital Appreciation, and T. Rowe Price Equity Income(3) | 0.75% first $750 million; 0.70% on the next $1.25 billion; 0.65% on the next $1.5 billion; 0.60% on the amount in excess of $3.5 billion |
(2) | The assets of Government Liquid Assets are aggregated with those of Voya Limited Maturity Bond Portfolio, which is not included in this report, to determine the Unified Fee applicable to the Portfolio. |
(3) | The assets of these Portfolios are aggregated with those of VY® Clarion Real Estate Portfolio, which is not included in this report, to determine the Unified Fee applicable to each respective Portfolio. |
Portfolio | Sub-Adviser | |||
---|---|---|---|---|
Government Liquid Assets | Voya Investment Management Co. LLC* | |||
Clarion Global Real Estate | CBRE Clarion Securities LLC | |||
Invesco Growth and Income | Invesco Advisers, Inc. | |||
JPMorgan Emerging Markets Equity | J.P. Morgan Investment Management Inc. | |||
Morgan Stanley Global Franchise | Morgan Stanley Investment Management Inc. | |||
T. Rowe Price Capital Appreciation | T. Rowe Price Associates, Inc. | |||
T. Rowe Price Equity Income | T. Rowe Price Associates, Inc. | |||
T. Rowe Price International Stock | T. Rowe Price Associates, Inc. |
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED)
Distribution Fee | Shareholder Servicing Fee | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Class S | $ | — | $ | 275,181 | ||||||
Class S2 | 220,925 | 357,883 |
June 30, | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2021 | 2022 | 2023 | Total | |||||||||||||||
Government Liquid Assets | $ | — | $ | — | $ | 271,392 | $ | 271,392 |
Subsidiary/Affliated Investment Company | Portfolio | Percentage | ||||||
---|---|---|---|---|---|---|---|---|
ReliaStar Life Insurance | T. Rowe Price Equity Income | 6.57 | % | |||||
Company | T. Rowe Price International Stock | 13.62 | ||||||
Security Life of Denver | Government Liquid Assets | 5.29 | ||||||
Insurance Company | Clarion Global Real Estate | 5.17 | ||||||
JPMorgan Emerging Markets Equity | 8.10 | |||||||
T. Rowe Price Equity Income | 8.44 | |||||||
T. Rowe Price International Stock | 5.65 | |||||||
Voya Global Perspectives Portfolio | Clarion Global Real Estate | 5.51 | ||||||
Voya Institutional Trust | Government Liquid Assets | 51.18 | ||||||
Company | Clarion Global Real Estate | 11.88 | ||||||
JPMorgan Emerging Markets Equity | 10.21 | |||||||
Morgan Stanley Global Franchise | 28.83 | |||||||
T. Rowe Price Capital Appreciation | 29.62 | |||||||
T. Rowe Price Equity Income | 36.94 | |||||||
T. Rowe Price International Stock | 11.16 | |||||||
Voya Retirement | Clarion Global Real Estate | 35.39 | ||||||
Insurance and Annuity | Invesco Growth and Income | 17.85 | ||||||
Company | JPMorgan Emerging Markets Equity | 15.31 | ||||||
T. Rowe Price Capital Appreciation | 29.85 | |||||||
T. Rowe Price Equity Income | 47.19 | |||||||
T. Rowe Price International Stock | 8.35 |
Portfolio | Amount | |||||
---|---|---|---|---|---|---|
Clarion Global Real Estate | $ | 118,210 | ||||
T. Rowe Price International Stock | 40,788 |
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED)
Portfolio | Class ADV | Class I | Class S | Class S2 | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Clarion Global Real Estate | 1.50 | % | 0.90 | % | 1.15 | % | 1.30 | % | ||||||||||
T. Rowe Price International Stock | 1.40 | % | 0.80 | % | 1.05 | % | N/A |
June 30, | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2021 | 2022 | 2023 | Total | |||||||||||||||
Clarion Global Real Estate | $ | 276,451 | $ | 335,389 | $ | 290,571 | $ | 902,411 | ||||||||||
T. Rowe. Price International Stock | 13,546 | 70,743 | — | 84,289 |
Portfolio | Days Utilized | Approximate Average Daily Balance For Days Utilized | Approximate Weighted Average Interest Rate For Days Utilized | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Clarion Global Real Estate | 1 | $ | 4,421,000 | 2.55 | % | |||||||||
JPMorgan Emerging Markets Equity | 26 | 981,154 | 1.47 |
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 | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | ||||||||||||||||||||
Government Liquid Assets | ||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||
6/30/2020 | 22,527,259 | — | 154,293 | (16,570,034 | ) | 6,111,518 | 22,527,259 | — | 154,293 | (16,570,034 | ) | 6,111,518 | ||||||||||||||||||
12/31/2019 | 27,338,984 | — | 1,149,040 | (38,086,906 | ) | (9,598,882 | ) | 27,338,984 | — | 1,149,041 | (38,086,906 | ) | (9,598,881 | ) | ||||||||||||||||
Class S | ||||||||||||||||||||||||||||||
6/30/2020 | 146,377,071 | — | 757,978 | (64,981,619 | ) | 82,153,430 | 146,377,071 | — | 757,978 | (64,981,619 | ) | 82,153,430 | ||||||||||||||||||
12/31/2019 | 105,890,206 | — | 5,870,727 | (151,393,326 | ) | (39,632,393 | ) | 105,890,204 | — | 5,870,729 | (151,393,326 | ) | (39,632,393 | ) | ||||||||||||||||
Class S2 | ||||||||||||||||||||||||||||||
6/30/2020 | 233,850,904 | — | 750,896 | (100,987,476 | ) | 133,614,324 | 233,850,904 | — | 750,896 | (100,987,476 | ) | 133,614,324 | ||||||||||||||||||
12/31/2019 | 81,107,149 | — | 5,767,380 | (113,945,268 | ) | (27,070,739 | ) | 81,107,148 | — | 5,767,381 | (113,945,268 | ) | (27,070,739 | ) |
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED)
Shares sold | Shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) in shares outstanding | Shares sold | Proceeds from shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) | |||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year or period ended | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | ||||||||||||||||||||
Clarion Global Real Estate | ||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||
6/30/2020 | 52,176 | — | — | (143,762 | ) | (91,586 | ) | 516,018 | — | — | (1,570,987 | ) | (1,054,969 | ) | ||||||||||||||||
12/31/2019 | 70,100 | — | 32,152 | (323,215 | ) | (220,963 | ) | 860,644 | — | 394,514 | (3,916,605 | ) | (2,661,447 | ) | ||||||||||||||||
Class I | ||||||||||||||||||||||||||||||
6/30/2020 | 805,380 | — | — | (1,151,686 | ) | (346,306 | ) | 7,720,504 | — | — | (13,101,003 | ) | (5,380,499 | ) | ||||||||||||||||
12/31/2019 | 526,561 | — | 263,954 | (1,189,789 | ) | (399,274 | ) | 6,485,548 | — | 3,315,314 | (14,748,857 | ) | (4,947,995 | ) | ||||||||||||||||
Class S | ||||||||||||||||||||||||||||||
6/30/2020 | 273,833 | — | — | (667,332 | ) | (393,499 | ) | 2,804,871 | — | — | (7,387,347 | ) | (4,582,476 | ) | ||||||||||||||||
12/31/2019 | 202,999 | — | 203,825 | (1,384,294 | ) | (977,470 | ) | 2,531,379 | — | 2,549,899 | (17,208,225 | ) | (12,126,947 | ) | ||||||||||||||||
Class S2 | ||||||||||||||||||||||||||||||
6/30/2020 | 1,236 | — | — | (4,408 | ) | (3,172 | ) | 12,775 | — | — | (47,588 | ) | (34,813 | ) | ||||||||||||||||
12/31/2019 | 284 | — | 1,826 | (11,562 | ) | (9,452 | ) | 3,682 | — | 23,042 | (146,401 | ) | (119,677 | ) | ||||||||||||||||
Invesco Growth and Income | ||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||
6/30/2020 | 42,333 | — | — | (134,850 | ) | (92,517 | ) | 724,563 | — | — | (2,452,030 | ) | (1,727,467 | ) | ||||||||||||||||
12/31/2019 | 32,842 | — | 115,836 | (136,407 | ) | 12,271 | 752,320 | — | 2,498,575 | (3,095,163 | ) | 155,732 | ||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||
6/30/2020 | 157,602 | — | — | (124,607 | ) | 32,995 | 2,858,917 | — | — | (2,317,199 | ) | 541,718 | ||||||||||||||||||
12/31/2019 | 53,646 | — | 195,201 | (260,360 | ) | (11,513 | ) | 1,206,116 | — | 4,251,471 | (5,977,085 | ) | (519,498 | ) | ||||||||||||||||
Class S | ||||||||||||||||||||||||||||||
6/30/2020 | 235,391 | — | — | (1,523,238 | ) | (1,287,847 | ) | 4,135,302 | — | — | (30,152,737 | ) | (26,017,435 | ) | ||||||||||||||||
12/31/2019 | 161,662 | — | 2,353,167 | (2,948,227 | ) | (433,398 | ) | 3,651,614 | — | 51,840,265 | (67,944,103 | ) | (12,452,224 | ) | ||||||||||||||||
Class S2 | ||||||||||||||||||||||||||||||
6/30/2020 | 31,840 | — | — | (86,774 | ) | (54,934 | ) | 578,786 | — | — | (1,707,552 | ) | (1,128,766 | ) | ||||||||||||||||
12/31/2019 | 21,817 | — | 180,581 | (223,561 | ) | (21,163 | ) | 491,902 | — | 3,938,465 | (5,019,833 | ) | (589,466 | ) | ||||||||||||||||
JPMorgan Emerging Markets Equity | ||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||
6/30/2020 | 116,296 | — | — | (282,037 | ) | (165,741 | ) | 2,267,301 | — | — | (5,193,190 | ) | (2,925,889 | ) | ||||||||||||||||
12/31/2019 | 281,136 | — | 138,039 | (441,406 | ) | (22,231 | ) | 5,470,948 | — | 2,713,856 | (8,522,028 | ) | (337,224 | ) | ||||||||||||||||
Class I | ||||||||||||||||||||||||||||||
6/30/2020 | 239,940 | — | — | (454,152 | ) | (214,212 | ) | 4,938,209 | — | — | (8,959,150 | ) | (4,020,941 | ) | ||||||||||||||||
12/31/2019 | 467,321 | — | 196,864 | (545,797 | ) | 118,388 | 9,650,512 | — | 4,082,963 | (11,218,091 | ) | 2,515,384 | ||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||
6/30/2020 | 238,893 | — | — | (1,802,176 | ) | (1,563,283 | ) | 4,645,456 | — | — | (35,222,377 | ) | (30,576,921 | ) | ||||||||||||||||
12/31/2019 | 723,015 | — | 975,561 | (2,981,926 | ) | (1,283,350 | ) | 14,525,557 | — | 20,116,064 | (60,692,033 | ) | (26,050,412 | ) | ||||||||||||||||
Class S2 | ||||||||||||||||||||||||||||||
6/30/2020 | 10,874 | — | — | (39,748 | ) | (28,874 | ) | 226,796 | — | — | (777,698 | ) | (550,902 | ) | ||||||||||||||||
12/31/2019 | 27,135 | — | 32,208 | (133,304 | ) | (73,961 | ) | 549,118 | — | 656,400 | (2,697,607 | ) | (1,492,089 | ) | ||||||||||||||||
Morgan Stanley Global Franchise | ||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||
6/30/2020 | 269,665 | — | — | (437,390 | ) | (167,725 | ) | 4,249,913 | — | — | (6,340,693 | ) | (2,090,780 | ) | ||||||||||||||||
12/31/2019 | 884,610 | — | 733,488 | (339,344 | ) | 1,278,754 | 13,740,896 | — | 11,237,040 | (5,296,512 | ) | 19,681,424 | ||||||||||||||||||
Class R6 | ||||||||||||||||||||||||||||||
6/30/2020 | 16,252 | — | — | (102 | ) | 16,150 | 268,632 | — | — | (1,774 | ) | 266,858 | ||||||||||||||||||
12/31/2019 | 36,839 | — | 4,577 | (10,413 | ) | 31,003 | 624,916 | — | 75,422 | (172,697 | ) | 527,641 | ||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||
6/30/2020 | 135,839 | — | — | (1,321,088 | ) | (1,185,249 | ) | 2,354,405 | — | — | (21,822,895 | ) | (19,468,490 | ) | ||||||||||||||||
12/31/2019 | 248,447 | — | 1,762,890 | (2,887,863 | ) | (876,526 | ) | 4,196,048 | — | 29,140,576 | (48,204,362 | ) | (14,867,738 | ) | ||||||||||||||||
Class S2 | ||||||||||||||||||||||||||||||
6/30/2020 | 20,612 | — | — | (143,125 | ) | (122,513 | ) | 328,334 | — | — | (2,367,268 | ) | (2,038,934 | ) | ||||||||||||||||
12/31/2019 | 14,454 | — | 259,109 | (394,495 | ) | (120,932 | ) | 240,198 | — | 4,241,616 | (6,553,185 | ) | (2,071,371 | ) | ||||||||||||||||
T. Rowe Price Capital Appreciation | ||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||
6/30/2020 | 2,360,687 | — | — | (2,926,591 | ) | (565,904 | ) | 63,774,045 | — | — | (73,188,261 | ) | (9,414,216 | ) | ||||||||||||||||
12/31/2019 | 5,575,422 | — | 2,946,529 | (1,260,108 | ) | 7,261,843 | 150,351,658 | — | 79,837,274 | (33,969,913 | ) | 196,219,019 | ||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||
6/30/2020 | 3,686,790 | — | — | (5,468,552 | ) | (1,781,762 | ) | 101,835,126 | — | — | (147,545,201 | ) | (45,710,075 | ) | ||||||||||||||||
12/31/2019 | 9,759,628 | — | 3,684,129 | (5,896,777 | ) | 7,546,980 | 277,225,757 | — | 105,346,487 | (167,049,242 | ) | 215,523,002 | ||||||||||||||||||
Class R6 | ||||||||||||||||||||||||||||||
6/30/2020 | 1,097,961 | — | — | (557,397 | ) | 540,564 | 31,007,618 | — | — | (15,786,948 | ) | 15,220,670 | ||||||||||||||||||
12/31/2019 | 2,439,618 | — | 366,413 | (356,708 | ) | 2,449,323 | 68,813,223 | — | 10,487,555 | (10,246,153 | ) | 69,054,625 | ||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||
6/30/2020 | 1,467,151 | — | — | (8,312,403 | ) | (6,845,252 | ) | 42,627,286 | — | — | (232,664,646 | ) | (190,037,360 | ) | ||||||||||||||||
12/31/2019 | 4,635,615 | — | 9,290,071 | (16,631,924 | ) | (2,706,238 | ) | 130,238,436 | — | 265,075,287 | (469,100,432 | ) | (73,786,709 | ) |
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED)
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 | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | |||||||||||||||||||||||||||||||||
T. Rowe Price Capital Appreciation (continued) | |||||||||||||||||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2020 | 69,229 | — | — | (378,830 | ) | (309,601 | ) | 1,982,885 | — | — | (10,419,448 | ) | (8,436,563 | ) | |||||||||||||||||||||||||||||
12/31/2019 | 155,586 | — | 167,850 | (558,499 | ) | (235,063 | ) | 4,329,710 | — | 4,744,849 | (15,663,257 | ) | (6,588,698 | ) | |||||||||||||||||||||||||||||
T. Rowe Price Equity Income | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2020 | 305,294 | — | — | (513,048 | ) | (207,754 | ) | 2,492,447 | — | — | (4,218,626 | ) | (1,726,179 | ) | |||||||||||||||||||||||||||||
12/31/2019 | 353,400 | — | 1,377,723 | (617,449 | ) | 1,113,674 | 4,050,764 | — | 14,085,259 | (7,032,973 | ) | 11,103,050 | |||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2020 | 490,375 | — | — | (808,777 | ) | (318,402 | ) | 4,197,389 | — | — | (7,049,613 | ) | (2,852,224 | ) | |||||||||||||||||||||||||||||
12/31/2019 | 568,006 | — | 2,106,466 | (2,233,897 | ) | 440,575 | 6,692,225 | — | 22,140,633 | (26,950,544 | ) | 1,882,314 | |||||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2020 | 231,566 | — | — | (1,204,007 | ) | (972,441 | ) | 1,934,451 | — | — | (11,178,361 | ) | (9,243,910 | ) | |||||||||||||||||||||||||||||
12/31/2019 | 1,718,437 | — | 15,400,962 | (50,726,943 | ) | (33,607,544 | ) | 19,394,247 | — | 162,548,177 | (526,249,689 | ) | (344,307,265 | ) | |||||||||||||||||||||||||||||
Class S2 | |||||||||||||||||||||||||||||||||||||||||||
6/30/2020 | 236,701 | — | — | (833,957 | ) | (597,256 | ) | 1,803,870 | — | — | (6,828,356 | ) | (5,024,486 | ) | |||||||||||||||||||||||||||||
12/31/2019 | 392,404 | — | 2,805,920 | (2,743,533 | ) | 454,791 | 4,559,810 | — | 28,955,674 | (29,132,389 | ) | 4,383,095 | |||||||||||||||||||||||||||||||
T. Rowe Price International Stock | |||||||||||||||||||||||||||||||||||||||||||
Class ADV | |||||||||||||||||||||||||||||||||||||||||||
6/30/2020 | 94,182 | — | — | (184,421 | ) | (90,239 | ) | 1,416,101 | — | — | (2,590,081 | ) | (1,173,980 | ) | |||||||||||||||||||||||||||||
12/31/2019 | 140,915 | — | 90,834 | (146,404 | ) | 85,345 | 2,134,977 | — | 1,356,151 | (2,216,933 | ) | 1,274,195 | |||||||||||||||||||||||||||||||
Class I | |||||||||||||||||||||||||||||||||||||||||||
6/30/2020 | 69,495 | — | — | (137,756 | ) | (68,261 | ) | 1,052,445 | — | — | (1,998,933 | ) | (946,488 | ) | |||||||||||||||||||||||||||||
12/31/2019 | 155,424 | — | 182,071 | (415,646 | ) | (78,151 | ) | 2,322,996 | — | 2,725,607 | (6,317,799 | ) | (1,269,196 | ) | |||||||||||||||||||||||||||||
Class S | |||||||||||||||||||||||||||||||||||||||||||
6/30/2020 | 156,376 | — | — | (796,095 | ) | (639,719 | ) | 2,220,855 | — | — | (11,504,969 | ) | (9,284,114 | ) | |||||||||||||||||||||||||||||
12/31/2019 | 312,719 | — | 653,879 | (1,749,366 | ) | (782,768 | ) | 4,761,972 | — | 9,755,870 | (26,439,672 | ) | (11,921,830 | ) |
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED)
Clarion Global Real Estate | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | |||||||||||
Goldman Sachs & Co. LLC | $ | 1,699,453 | $ | (1,699,453 | ) | $ | — | |||||||
Total | $ | 1,699,453 | $ | (1,699,453 | ) | $ | — |
(1) | Cash collateral with a fair value of $1,784,829 has been received in connection with the above securities lending transactions. Excess cash collateral received from the individual counterparty is not shown for financial reporting purposes. |
Invesco Growth and Income | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | ||||||||||||
BofA Securities Inc. | $ | 2,154,802 | $ | (2,154,802 | ) | $ | — | ||||||||
Total | $ | 2,154,802 | $ | (2,154,802 | ) | $ | — |
(1) | Cash collateral with a fair value of $2,210,932 has been received in connection with the above securities lending transactions. Excess cash collateral received from the individual counterparty is not shown for financial reporting purposes. |
JPMorgan Emerging Markets Equity | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | |||||||||||
HSBC Bank PLC | $ | 1,263,453 | $ | (1,263,453 | ) | $ | — | |||||||
Wells Fargo Securities LLC | 11,510,041 | (11,510,041 | ) | — | ||||||||||
Total | $ | 12,773,494 | $ | (12,773,494 | ) | $ | — |
(1) | Cash collateral with a fair value of $13,075,001 has been received in connection with the above securities lending transactions. Excess cash collateral received from the individual counterparty is not shown for financial reporting purposes. |
T. Rowe Price Capital Appreciation | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | |||||||||||
Barclays Bank PLC | $ | 537,321 | $ | (537,321 | ) | $ | — | |||||||
BMO Capital Markets Corp. | 712,382 | (712,382 | ) | — | ||||||||||
BNP Paribas | 2,460,660 | (2,460,660 | ) | — | ||||||||||
BNP Paribas Prime Brokerage Intl Ltd | 5,102,640 | (5,102,640 | ) | — | ||||||||||
BofA Securities Inc. | 5,497,211 | (5,497,211 | ) | — | ||||||||||
Citadel Clearing LLC | 29,305,322 | (29,305,322 | ) | — | ||||||||||
Citadel Securities LLC | 65,752 | (65,752 | ) | — | ||||||||||
Citigroup Global Markets Inc. | 80,866,754 | (80,866,754 | ) | — | ||||||||||
Cowen Excecution Services LLC | 521,384 | (521,384 | ) | — | ||||||||||
Deutsche Bank Securities Inc. | 2,573,633 | (2,573,633 | ) | — | ||||||||||
Goldman Sachs & Co. LLC | 8,505,775 | (8,505,775 | ) | — | ||||||||||
J.P. Morgan Securities LLC | 27,155,887 | (27,155,887 | ) | — | ||||||||||
Janney Montgomery Scott LLC | 107,937 | (107,937 | ) | — | ||||||||||
Jefferies LLC | 683,177 | (683,177 | ) | — | ||||||||||
Mizuho Securities USA LLC | 40,126 | (40,126 | ) | — | ||||||||||
Morgan Stanley & Co. LLC | 2,454,423 | (2,454,423 | ) | — | ||||||||||
MUFG Securities Americas Inc. | 3,327,422 | (3,327,422 | ) | — |
T. Rowe Price Capital Appreciation (continued) | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | |||||||||||
Natixis Securities America LLC | $ | 1,918,768 | $ | (1,918,768 | ) | $ | — | |||||||
RBC Capital Markets, LLC | 109,719 | (109,719 | ) | — | ||||||||||
RBC Dominion Securities Inc. | 1,752,987 | (1,752,987 | ) | — | ||||||||||
Scotia Capital (USA) Inc. | 912,423 | (912,423 | ) | — | ||||||||||
TD PRIME SERVICES LLC | 2,375,950 | (2,375,950 | ) | — | ||||||||||
UBS AG | 906,758 | (906,758 | ) | — | ||||||||||
UBS Securities LLC | 126,018 | (126,018 | ) | — | ||||||||||
Wells Fargo Bank NA | 615,609 | (615,609 | ) | — | ||||||||||
Wells Fargo Securities LLC | 6,948,382 | (6,948,382 | ) | — | ||||||||||
Total | $ | 185,584,420 | $ | (185,584,420 | ) | $ | — |
(1) | Cash collateral with a fair value of $190,051,942 has been received in connection with the above securities lending transactions. Excess cash collateral received from the individual counterparty is not shown for financial reporting purposes. |
T. Rowe Price Equity Income | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | |||||||||||
BofA Securities Inc. | $ | 216,431 | $ | (216,431 | ) | $ | — | |||||||
Citadel Securities LLC | 20,068 | (20,068 | ) | — | ||||||||||
Deutsche Bank Securities Inc. | 234,046 | (234,046 | ) | — | ||||||||||
Goldman Sachs & Co. LLC | 1,566,064 | (1,566,064 | ) | — | ||||||||||
MUFG Securities Americas Inc. | 119,605 | (119,605 | ) | — | ||||||||||
National Financial Services LLC | 768,624 | (768,624 | ) | — | ||||||||||
UBS Securities LLC | 50,170 | (50,170 | ) | — | ||||||||||
Total | $ | 2,975,008 | $ | (2,975,008 | ) | $ | — |
(1) | Cash collateral with a fair value of $3,053,902 has been received in connection with the above securities lending transactions. Excess cash collateral received from the individual counterparty is not shown for financial reporting purposes. |
T. Rowe Price International Stock | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Counterparty | Securities Loaned at Value | Cash Collateral Received(1) | Net Amount | |||||||||||
Barclays Capital Inc. | $ | 8,362 | $ | (8,362 | ) | $ | — | |||||||
BNP Paribas Prime Brokerage Intl Ltd. | 568,667 | (568,667 | ) | — | ||||||||||
Goldman Sachs & Co. LLC | 2,543,781 | (2,543,781 | ) | — | ||||||||||
J.P. Morgan Securities LLC | 280,198 | (280,198 | ) | — | ||||||||||
Nomura Securities International, Inc. | 564,056 | (564,056 | ) | — | ||||||||||
Total | $ | 3,965,064 | $ | (3,965,064 | ) | $ | — |
(1) | Cash collateral with a fair value of $4,139,722 has been received in connection with the above securities lending transactions. Excess cash collateral received from the individual counterparty is not shown for financial reporting purposes. |
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED)
Year Ended December 31, 2019 | Year Ended December 31, 2018 | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Ordinary Income | Long-term Capital Gains | Ordinary Income | Long-term Capital Gains | |||||||||||||
Government Liquid Assets | $ | 12,787,150 | $ | — | $ | 9,875,318 | $ | — | ||||||||
Clarion Global Real Estate | 6,282,769 | — | 15,421,551 | — | ||||||||||||
Invesco Growth and Income | 10,636,889 | 51,891,887 | 7,121,509 | 57,360,784 | ||||||||||||
JPMorgan Emerging Markets Equity | 1,435,190 | 26,134,093 | 3,094,309 | — | ||||||||||||
Morgan Stanley Global Franchise | 3,001,531 | 41,693,123 | 4,848,074 | 55,874,886 | ||||||||||||
T. Rowe Price Capital Appreciation | 104,681,934 | 360,809,518 | 255,040,429 | 343,067,734 | ||||||||||||
T. Rowe Price Equity Income | 22,961,755 | 204,767,988 | 21,746,801 | 131,909,682 | ||||||||||||
T. Rowe Price International Stock | 2,426,161 | 11,411,467 | 3,915,634 | — |
Undistributed Ordinary Income | Undistributed Long-term Capital Gains | Unrealized Appreciation/ (Depreciation) | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Government Liquid Assets | $ | 13,516 | $ | — | $ | — | |||||||||
Clarion Global Real Estate | 12,255,192 | 14,559,953 | 35,132,775 | ||||||||||||
Invesco Growth and Income | 7,564,552 | 30,987,138 | 74,375,324 | ||||||||||||
JPMorgan Emerging Markets Equity | 1,707,646 | 31,734,342 | 171,696,185 | ||||||||||||
Morgan Stanley Global Franchise | 3,587,077 | 30,532,623 | 112,560,884 | ||||||||||||
T. Rowe Price Capital Appreciation | 117,314,807 | 469,741,721 | 1,131,610,742 | ||||||||||||
T. Rowe Price Equity Income | 10,790,686 | 1,198,631 | 78,275,896 | ||||||||||||
T. Rowe Price International Stock | 5,237,501 | 4,237,539 | 37,830,299 |
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED)
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED)
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED)
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED)
Type | Per Share Amount | Payable Date | Record Date | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Government Liquid Assets | |||||||||||||||||||
All Classes | STCG | $ | 0.0000 | * | August 3, 2020 | July 30, 2020 | |||||||||||||
Clarion Global Real Estate | |||||||||||||||||||
Class ADV | NII | $ | 0.5969 | July 14, 2020 | July 10, 2020 | ||||||||||||||
Class I | NII | $ | 0.6813 | July 14, 2020 | July 10, 2020 | ||||||||||||||
Class S | NII | $ | 0.6462 | July 14, 2020 | July 10, 2020 | ||||||||||||||
Class S2 | NII | $ | 0.6242 | July 14, 2020 | July 10, 2020 | ||||||||||||||
All Classes | STCG | $ | 0.0723 | July 14, 2020 | July 10, 2020 | ||||||||||||||
All Classes | LTCG | $ | 0.8774 | July 14, 2020 | July 10, 2020 | ||||||||||||||
Invesco Growth and Income | |||||||||||||||||||
Class ADV | NII | $ | 0.3453 | July 14, 2020 | July 10, 2020 | ||||||||||||||
Class I | NII | $ | 0.4957 | July 14, 2020 | July 10, 2020 | ||||||||||||||
Class S | NII | $ | 0.4313 | July 14, 2020 | July 10, 2020 | ||||||||||||||
Class S2 | NII | $ | 0.3967 | July 14, 2020 | July 10, 2020 | ||||||||||||||
All Classes | LTCG | $ | 1.7631 | July 14, 2020 | July 10, 2020 | ||||||||||||||
JPMorgan Emerging Markets Equity | |||||||||||||||||||
Class ADV | NII | $ | 0.0124 | July 14, 2020 | July 10, 2020 | ||||||||||||||
Class I | NII | $ | 0.1371 | July 14, 2020 | July 10, 2020 | ||||||||||||||
Class S | NII | $ | 0.0785 | July 14, 2020 | July 10, 2020 | ||||||||||||||
Class S2 | NII | $ | 0.0453 | July 14, 2020 | July 10, 2020 | ||||||||||||||
All Classes | LTCG | $ | 1.4938 | July 14, 2020 | July 10, 2020 | ||||||||||||||
Morgan Stanley Global Franchise | |||||||||||||||||||
Class ADV | NII | $ | 0.0864 | July 14, 2020 | July 10, 2020 | ||||||||||||||
Class R6 | NII | $ | 0.1730 | July 14, 2020 | July 10, 2020 | ||||||||||||||
Class S | NII | $ | 0.1263 | July 14, 2020 | July 10, 2020 | ||||||||||||||
Class S2 | NII | $ | 0.1003 | July 14, 2020 | July 10, 2020 | ||||||||||||||
All Classes | STCG | $ | 0.0438 | July 14, 2020 | July 10, 2020 | ||||||||||||||
All Classes | LTCG | $ | 1.3285 | July 14, 2020 | July 10, 2020 | ||||||||||||||
T. Rowe Price Capital Appreciation | |||||||||||||||||||
Class ADV | NII | $ | 0.0795 | July 14, 2020 | July 10, 2020 | ||||||||||||||
Class I | NII | $ | 0.0795 | July 14, 2020 | July 10, 2020 | ||||||||||||||
Class R6 | NII | $ | 0.0795 | July 14, 2020 | July 10, 2020 | ||||||||||||||
Class S | NII | $ | 0.0795 | July 14, 2020 | July 10, 2020 | ||||||||||||||
Class S2 | NII | $ | 0.0795 | July 14, 2020 | July 10, 2020 | ||||||||||||||
All Classes | STCG | $ | 0.3976 | July 14, 2020 | July 10, 2020 | ||||||||||||||
All Classes | LTCG | $ | 1.9099 | July 14, 2020 | July 10, 2020 | ||||||||||||||
T. Rowe Price Equity Income | |||||||||||||||||||
Class ADV | NII | $ | 0.2172 | July 14, 2020 | July 10, 2020 | ||||||||||||||
Class I | NII | $ | 0.2762 | July 14, 2020 | July 10, 2020 | ||||||||||||||
Class S | NII | $ | 0.1801 | July 14, 2020 | July 10, 2020 | ||||||||||||||
Class S2 | NII | $ | 0.2284 | July 14, 2020 | July 10, 2020 | ||||||||||||||
All Classes | STCG | $ | 0.0866 | July 14, 2020 | July 10, 2020 | ||||||||||||||
All Classes | LTCG | $ | 0.0338 | July 14, 2020 | July 10, 2020 | ||||||||||||||
T. Rowe Price International Stock | |||||||||||||||||||
Class ADV | NII | $ | 0.3376 | July 14, 2020 | July 10, 2020 | ||||||||||||||
Class I | NII | $ | 0.4322 | July 14, 2020 | July 10, 2020 | ||||||||||||||
Class S | NII | $ | 0.3897 | July 14, 2020 | July 10, 2020 | ||||||||||||||
All Classes | STCG | $ | 0.0281 | July 14, 2020 | July 10, 2020 | ||||||||||||||
All Classes | LTCG | $ | 0.3403 | July 14, 2020 | July 10, 2020 |
VOYA GOVERNMENT LIQUID | PORTFOLIO OF INVESTMENTS |
ASSETS PORTFOLIO | AS OF JUNE 30, 2020 (UNAUDITED) |
Investment Type Allocation
as of June 30, 2020
(as a percentage of net assets)
U.S. Government Agency Debt | 42.4 | % | ||||
U.S. Treasury Repurchase Agreement | 30.5 | |||||
U.S. Treasury Debt | 14.0 | |||||
Investment Companies | 9.7 | |||||
Assets in Excess of Other Liabilities | 3.4 | |||||
Net Assets | 100.0 | % |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
U.S. GOVERNMENT AGENCY DEBT: 42.4% | ||||||||||||||
26,000,000 | Fannie Mae, 0.120%, (SOFRRATE + 0.040%), 01/29/2021 | $ | 25,995,390 | 2.7 | ||||||||||
5,000,000 | Fannie Mae, 0.155%, (SOFRRATE + 0.075%), 10/30/2020 | 5,000,664 | 0.5 | |||||||||||
107,000,000 | Fannie Mae, 0.200%, (SOFRRATE + 0.120%), 03/16/2021 | 107,000,000 | 11.3 | |||||||||||
14,000,000 | Fannie Mae, 0.360%, (SOFRRATE + 0.280%), 04/26/2021 | 14,000,000 | 1.5 | |||||||||||
555,000 | Fannie Mae, 1.875%, 12/28/2020 | 559,104 | 0.1 | |||||||||||
14,000,000 | Federal Farm Credit Banks, 0.190%, (US0001M + 0.005%), 06/25/2021 | 14,000,000 | 1.5 | |||||||||||
41,400,000 | Federal Farm Credit Banks, 0.193%, (US0001M + 0.010%), 07/02/2020 | 41,400,195 | 4.4 | |||||||||||
940,000 | Federal Farm Credit Banks, 0.195%, (US0001M + 0.010%), 08/24/2020 | 940,371 | 0.1 | |||||||||||
8,250,000 | Federal Farm Credit Banks, 0.200%, (FEDL01 + 0.120%), 04/23/2021 | 8,241,196 | 0.9 | |||||||||||
550,000 | Federal Home Loan Bank Discount Notes, 0.140%, 07/20/2020 | 549,959 | 0.1 | |||||||||||
4,500,000 | Federal Home Loan Bank Discount Notes, 0.290%, 07/14/2020 | 4,499,545 | 0.5 | |||||||||||
27,500,000 | Federal Home Loan Banks, 0.095%, (US0003M + (0.220)%), 09/11/2020 | 27,529,040 | 2.9 | |||||||||||
15,500,000 | Federal Home Loan Banks, 0.160%, (SOFRRATE + 0.080%), 03/04/2021 | 15,500,000 | 1.6 | |||||||||||
26,000,000 | Federal Home Loan Banks, 0.210%, (SOFRRATE + 0.130%), 10/16/2020 | 26,000,000 | 2.7 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
U.S. GOVERNMENT AGENCY DEBT: (continued) | |||||||||||||||
8,000,000 | Federal Home Loan Banks, 0.240%, (SOFRRATE + 0.160%), 07/24/2020 | $ | 8,000,000 | 0.8 | |||||||||||
100,000,000 | Federal Home Loan Banks, 1.588%, (US0003M + (0.175)%), 10/05/2020 | 99,991,482 | 10.5 | ||||||||||||
500,000 | Federal Home Loan Banks, 1.875%, 12/11/2020 | 503,024 | 0.1 | ||||||||||||
1,950,000 | Federal Home Loan Banks, 2.875%, 09/11/2020 | 1,959,376 | 0.2 | ||||||||||||
Total U.S. Government Agency Debt (Cost $401,669,346) | 401,669,346 | 42.4 | |||||||||||||
U.S. TREASURY DEBT: 14.0% | |||||||||||||||
55,000,000 | (1) | United States Cash Management Bill, 0.150%, 09/08/2020 | 54,984,715 | 5.8 | |||||||||||
10,700,000 | (1) | United States Treasury Bill, 0.100%, 07/09/2020 | 10,699,771 | 1.1 | |||||||||||
12,000,000 | (1) | United States Treasury Bill, 0.110%, 07/07/2020 | 11,999,783 | 1.3 | |||||||||||
55,250,000 | (1) | United States Treasury Bill, 0.110%, 07/21/2020 | 55,246,799 | 5.8 | |||||||||||
Total U.S. Treasury Debt | |||||||||||||||
(Cost $132,931,068) | 132,931,068 | 14.0 | |||||||||||||
U.S. TREASURY REPURCHASE AGREEMENT: 30.5% | |||||||||||||||
Repurchase Agreement: 30.5% | |||||||||||||||
161,000,000 | Deutsche Bank Repurchase Agreement dated 6/30/20, 0.07%, due 7/1/20, $161,000,313 to be received upon repurchase (Collateralized by $26,412,600, BOND, 4.375%, Market Value plus accrued interest $41,794,869 due 11/15/39) | 161,000,000 | 17.0 | ||||||||||||
128,358,000 | Deutsche Bank Repurchase Agreement dated 6/30/2020, 0.07%, due 7/1/20, $128,358,250 to be received upon repurchase (Collateralized by $130,695,200, Note, 0.50%, Market Value plus accrued interest $130,925,224 due 6/30/27) | 128,358,000 | 13.5 | ||||||||||||
Total U.S. Treasury Repurchase Agreement | |||||||||||||||
(Cost $289,358,000) | 289,358,000 | 30.5 |
VOYA GOVERNMENT LIQUID | PORTFOLIO OF INVESTMENTS |
ASSETS PORTFOLIO | AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED) |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
INVESTMENT COMPANIES: 9.7% | ||||||||||||||
46,000,000 | (2) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.090%, 07/01/20 | $ | 46,000,000 | 4.9 | |||||||||
46,000,000 | (2) | Goldman Sachs Financial Square Government Fund — Institutional Shares, 0.150%, 07/01/20 | 46,000,000 | 4.8 | ||||||||||
Total Investment Companies | ||||||||||||||
(Cost $92,000,000) | 92,000,000 | 9.7 | ||||||||||||
Total Investments in Securities (Cost $915,958,414) | $ | 915,958,414 | 96.6 | |||||||||||
Assets in Excess of Other Liabilities | 32,509,321 | 3.4 | ||||||||||||
Net Assets | $ | 948,467,735 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Represents a zero coupon bond. Rate shown reflects the effective yield as of June 30, 2020. |
(2) | Rate shown is the 7-day yield as of June 30, 2020. |
FEDL01 | Federal Funds Effective Rate |
SOFRRATE | Secured Overnight Financing Rate |
US0001M | 1-month LIBOR |
US0003M | 3-month LIBOR |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2020 | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | |||||||||||||||||||||
Investments, at fair value | |||||||||||||||||||||
Investment Companies | $ | 92,000,000 | $ | — | $ | — | $ | 92,000,000 | |||||||||||||
U.S. Government Agency Debt | — | 401,669,346 | — | 401,669,346 | |||||||||||||||||
U.S. Treasury Debt | — | 132,931,068 | — | 132,931,068 | |||||||||||||||||
U.S. Treasury Repurchase Agreement | — | 289,358,000 | — | 289,358,000 | |||||||||||||||||
Total Investments, at fair value | $ | 92,000,000 | $ | 823,958,414 | $ | — | $ | 915,958,414 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
Counterparty | Government Repurchase Agreement, at fair value | Fair Value of Non-Cash Collateral Received Including Accrued Interest(1) | Net Amount | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Deutsche Bank | $ | 289,358,000 | $ | (289,358,000 | ) | $ | — | |||||||||
Totals | $ | 289,358,000 | $ | (289,358,000 | ) | $ | — |
(1) | Collateral with a fair value of $172,720,093 has been pledged in connection with the above government repurchase agreement. Excess collateral received from the individual counterparty is not shown for financial reporting purposes. |
VY® CLARION GLOBAL | SUMMARY PORTFOLIO OF INVESTMENTS |
REAL ESTATE PORTFOLIO | AS OF JUNE 30, 2020 (UNAUDITED) |
Geographic Diversification
as of June 30, 2020
(as a percentage of net assets)
United States | 54.4 | % | |
Japan | 11.9 | % | |
Germany | 8.0 | % | |
Hong Kong | 6.6 | % | |
Australia | 4.0 | % | |
United Kingdom | 3.8 | % | |
Singapore | 3.2 | % | |
Canada | 1.8 | % | |
Sweden | 1.2 | % | |
Belgium | 0.9 | % | |
Countries between 0.3%–0.9%ˆ | 2.7 | % | |
Assets in Excess of Other Liabilities* | 1.5 | % | |
Net Assets | 100.0 | % | |
*Includes short-term investments. | |||
ˆIncludes 5 countries, which each represents 0.3%–0.9% of net assets. |
Portfolio holdings are subject to change daily.
Shares | Value | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 98.5% | |||||||||||||||
Australia: 4.0% | |||||||||||||||
403,484 | Dexus | $ | 2,589,682 | 1.4 | |||||||||||
574,211 | GPT Group | 1,668,143 | 0.9 | ||||||||||||
1,171,989 | Other Securities | 2,973,195 | 1.7 | ||||||||||||
7,231,020 | 4.0 | ||||||||||||||
Belgium: 0.9% | |||||||||||||||
49,754 | Other Securities | 1,623,806 | 0.9 | ||||||||||||
Canada: 1.8% | |||||||||||||||
92,364 | Canadian Apartment Properties REIT | 3,305,809 | 1.8 | ||||||||||||
Finland: 0.5% | |||||||||||||||
42,779 | Other Securities | 904,077 | 0.5 | ||||||||||||
France: 0.9% | |||||||||||||||
79,312 | Other Securities | 1,584,615 | 0.9 | ||||||||||||
Germany: 8.0% | |||||||||||||||
88,506 | (1) | Alstria Office REIT-AG | 1,317,246 | 0.7 | |||||||||||
70,506 | Deutsche Wohnen SE | 3,168,215 | 1.7 | ||||||||||||
26,525 | (1) | LEG Immobilien AG | 3,364,302 | 1.8 | |||||||||||
66,157 | TAG Immobilien AG | 1,580,087 | 0.9 | ||||||||||||
79,896 | Vonovia SE | 4,883,465 | 2.7 | ||||||||||||
24,453 | (2) | Other Securities | 345,567 | 0.2 | |||||||||||
14,658,882 | 8.0 | ||||||||||||||
Hong Kong: 6.6% | |||||||||||||||
696,063 | Hang Lung Properties Ltd. | 1,654,735 | 0.9 | ||||||||||||
434,342 | Link REIT | 3,566,020 | 1.9 | ||||||||||||
1,710,000 | Sino Land Co. | 2,163,493 | 1.2 |
Shares | Value | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | |||||||||||||||
Hong Kong: (continued) | |||||||||||||||
256,000 | Sun Hung Kai Properties Ltd. | $ | 3,270,461 | 1.8 | |||||||||||
542,600 | Swire Properties Ltd. | 1,385,350 | 0.8 | ||||||||||||
12,040,059 | 6.6 | ||||||||||||||
Ireland: 0.3% | |||||||||||||||
430,982 | Other Securities | 543,548 | 0.3 | ||||||||||||
Japan: 11.9% | |||||||||||||||
264 | Kenedix Office Investment Corp. | 1,475,130 | 0.8 | ||||||||||||
404 | Kenedix Retail REIT Corp. | 756,411 | 0.4 | ||||||||||||
1,538 | LaSalle Logiport REIT | 2,368,821 | 1.3 | ||||||||||||
1,811 | MCUBS MidCity Investment Corp. | 1,319,487 | 0.7 | ||||||||||||
249,200 | Mitsubishi Estate Co., Ltd. | 3,713,533 | 2.0 | ||||||||||||
95,800 | Nomura Real Estate Holdings, Inc. | 1,783,548 | 1.0 | ||||||||||||
2,929 | Orix JREIT, Inc. | 3,860,811 | 2.1 | ||||||||||||
149,600 | (3) | Tokyo Tatemono Co., Ltd. | 1,721,886 | 1.0 | |||||||||||
70,946 | Other Securities | 4,750,028 | 2.6 | ||||||||||||
21,749,655 | 11.9 | ||||||||||||||
Luxembourg: 0.6% | |||||||||||||||
50,511 | Other Securities | 1,168,225 | 0.6 | ||||||||||||
Norway: 0.4% | |||||||||||||||
59,892 | (4) | Entra ASA | 767,736 | 0.4 | |||||||||||
Singapore: 3.2% | |||||||||||||||
1,239,100 | (1) | CapitaLand Ltd. | 2,617,779 | 1.5 | |||||||||||
637,600 | CapitaLand Mall Trust | 904,710 | 0.5 | ||||||||||||
910,000 | Mapletree Commercial Trust | 1,273,278 | 0.7 | ||||||||||||
452,600 | Mapletree Industrial Trust | 941,508 | 0.5 | ||||||||||||
5,737,275 | 3.2 | ||||||||||||||
Sweden: 1.2% | |||||||||||||||
75,736 | Castellum AB | 1,419,136 | 0.8 | ||||||||||||
17,421 | Other Securities | 688,865 | 0.4 | ||||||||||||
2,108,001 | 1.2 | ||||||||||||||
United Kingdom: 3.8% | |||||||||||||||
62,143 | Derwent London PLC | 2,137,638 | 1.2 | ||||||||||||
130,864 | Segro PLC | 1,447,349 | 0.8 | ||||||||||||
459,236 | (4) | Tritax EuroBox PLC | 577,658 | 0.3 | |||||||||||
415,650 | Other Securities | 2,722,852 | 1.5 | ||||||||||||
6,885,497 | 3.8 | ||||||||||||||
United States: 54.4% | |||||||||||||||
28,144 | Alexandria Real Estate Equities, Inc. | 4,566,364 | 2.5 | ||||||||||||
29,663 | AvalonBay Communities, Inc. | 4,587,086 | 2.5 | ||||||||||||
31,092 | Boston Properties, Inc. | 2,810,095 | 1.5 | ||||||||||||
157,046 | Brixmor Property Group, Inc. | 2,013,330 | 1.1 | ||||||||||||
22,384 | Camden Property Trust | 2,041,868 | 1.1 | ||||||||||||
76,669 | Cousins Properties, Inc. | 2,287,036 | 1.2 | ||||||||||||
20,089 | Crown Castle International Corp. | 3,361,894 | 1.8 | ||||||||||||
119,425 | CubeSmart | 3,223,281 | 1.8 | ||||||||||||
42,103 | CyrusOne, Inc. | 3,062,993 | 1.7 | ||||||||||||
65,039 | Duke Realty Corp. | 2,301,730 | 1.3 | ||||||||||||
126,652 | Equity Residential | 7,449,671 | 4.1 |
VY® CLARION GLOBAL | SUMMARY PORTFOLIO OF INVESTMENTS |
REAL ESTATE PORTFOLIO | AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED) |
Shares | Value | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | |||||||||||||||
United States: (continued) | |||||||||||||||
114,050 | Healthcare Trust of America, Inc. | $ | 3,024,606 | 1.7 | |||||||||||
131,483 | Healthpeak Properties, Inc. | 3,623,671 | 2.0 | ||||||||||||
83,342 | Hudson Pacific Properties, Inc. | 2,096,885 | 1.1 | ||||||||||||
263,450 | Invitation Homes, Inc. | 7,252,779 | 4.0 | ||||||||||||
33,694 | Life Storage, Inc. | 3,199,245 | 1.8 | ||||||||||||
77,164 | Medical Properties Trust, Inc. | 1,450,683 | 0.8 | ||||||||||||
63,471 | MGM Growth Properties LLC | 1,727,046 | 0.9 | ||||||||||||
112,535 | ProLogis, Inc. | 10,502,892 | 5.8 | ||||||||||||
31,823 | QTS Realty Trust, Inc. | 2,039,536 | 1.1 | ||||||||||||
53,020 | Simon Property Group, Inc. | 3,625,508 | 2.0 | ||||||||||||
66,645 | Spirit Realty Capital, Inc. | 2,323,245 | 1.3 | ||||||||||||
105,880 | STORE Capital Corp. | 2,521,003 | 1.4 | ||||||||||||
703,426 | VEREIT, Inc. | 4,523,029 | 2.5 | ||||||||||||
146,618 | VICI Properties, Inc. | 2,960,217 | 1.6 | ||||||||||||
63,434 | Welltower, Inc. | 3,282,710 | 1.8 | ||||||||||||
597,786 | Other Securities | 7,337,648 | 4.0 | ||||||||||||
99,196,051 | 54.4 | ||||||||||||||
Total Common Stock | |||||||||||||||
(Cost $165,685,752) | 179,504,256 | 98.5 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: 1.6% | |||||||||||||||
Repurchase Agreements: 1.0% | |||||||||||||||
1,000,000 | (5) | Citigroup, Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,000,002, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.500%–7.500%, Market Value plus accrued interest $1,020,000, due 07/31/21–05/20/70) | 1,000,000 | 0.6 | |||||||||||
784,829 | (5) | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $784,831, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–7.000%, Market Value plus accrued interest $800,526, due 07/31/20–07/01/50) | 784,829 | 0.4 | |||||||||||
Total Repurchase Agreements | |||||||||||||||
(Cost $1,784,829) | 1,784,829 | 1.0 |
Shares | Value | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: (continued) | |||||||||||||||
Mutual Funds: 0.6% | |||||||||||||||
1,109,683 | (6) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.100% (Cost $1,109,683) | $ | 1,109,683 | 0.6 | ||||||||||
Total Short-Term Investments | |||||||||||||||
(Cost $2,894,512) | 2,894,512 | 1.6 | |||||||||||||
Total Investments in Securities (Cost $168,580,264) | $ | 182,398,768 | 100.1 | ||||||||||||
Liabilities in Excess of Other Assets | (171,057 | ) | (0.1 | ) | |||||||||||
Net Assets | $ | 182,227,711 | 100.0 |
“Other Securities” represents issues not identified as the top 50 holdings in terms of market value and issues or issuers not exceeding 1% of net assets individually or in aggregate respectively as of June 30, 2020.
The following footnotes apply to either the individual securities noted or one or more of the securities aggregated and listed as a single line item.
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Non-income producing security. |
(2) | The grouping contains non-income producing securities. |
(3) | Security, or a portion of the security, is on loan. |
(4) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
(5) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
(6) | Rate shown is the 7-day yield as of June 30, 2020. |
REIT Diversification | Percentage of Net Assets | |||||
---|---|---|---|---|---|---|
Office REITs | 15.1 | % | ||||
Residential REITs | 14.6 | |||||
Real Estate Operating Companies | 11.9 | |||||
Specialized REITs | 11.3 | |||||
Industrial REITs | 10.1 | |||||
Retail REITs | 9.8 | |||||
Diversified Real Estate Activities | 8.7 | |||||
Diversified REITs | 7.6 | |||||
Health Care REITs | 6.2 | |||||
Hotel & Resort REITs | 1.6 | |||||
Real Estate Development | 1.6 | |||||
Assets in Excess of Other Liabilities* | 1.5 | |||||
Net Assets | 100.0 | % |
* | Includes short-term investments. |
VY® CLARION GLOBAL | SUMMARY PORTFOLIO OF INVESTMENTS |
REAL ESTATE PORTFOLIO | AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED) |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs# (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2020 | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | |||||||||||||||||||||
Investments, at fair value | |||||||||||||||||||||
Common Stock | |||||||||||||||||||||
Australia | $ | — | $ | 7,231,020 | $ | — | $ | 7,231,020 | |||||||||||||
Belgium | — | 1,623,806 | — | 1,623,806 | |||||||||||||||||
Canada | 3,305,809 | — | — | 3,305,809 | |||||||||||||||||
Finland | — | 904,077 | — | 904,077 | |||||||||||||||||
France | — | 1,584,615 | — | 1,584,615 | |||||||||||||||||
Germany | — | 14,658,882 | — | 14,658,882 | |||||||||||||||||
Hong Kong | — | 12,040,059 | — | 12,040,059 | |||||||||||||||||
Ireland | — | 543,548 | — | 543,548 | |||||||||||||||||
Japan | — | 21,749,655 | — | 21,749,655 | |||||||||||||||||
Luxembourg | — | 1,168,225 | — | 1,168,225 | |||||||||||||||||
Norway | — | 767,736 | — | 767,736 | |||||||||||||||||
Singapore | — | 5,737,275 | — | 5,737,275 | |||||||||||||||||
Sweden | — | 2,108,001 | — | 2,108,001 | |||||||||||||||||
United Kingdom | — | 6,885,497 | — | 6,885,497 | |||||||||||||||||
United States | 99,196,051 | — | — | 99,196,051 | |||||||||||||||||
Total Common Stock | 102,501,860 | 77,002,396 | — | 179,504,256 | |||||||||||||||||
Short-Term Investments | 1,109,683 | 1,784,829 | — | 2,894,512 | |||||||||||||||||
Total Investments, at fair value | $ | 103,611,543 | $ | 78,787,225 | $ | — | $ | 182,398,768 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
# | The earlier close of the foreign markets gives rise to the possibility that significant events, including broad market moves, may have occurred in the interim and may materially affect the value of those securities. To account for this, the Portfolio may frequently value many of its foreign equity securities using fair value prices based on third party vendor modeling tools to the extent available. Accordingly, a portion of the Portfolio’s investments are categorized as Level 2 investments. |
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | ||||||
---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Forward Foreign currency contracts | |||||
Foreign exchange contracts | $ | (118 | ) | |||
Total | $ | (118 | ) |
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | ||||||
---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Forward Foreign currency contracts | |||||
Foreign exchange contracts | $ | (65 | ) | |||
Total | $ | (65 | ) |
Cost for federal income tax purposes was $181,036,863. |
Net unrealized appreciation consisted of: | ||||||
Gross Unrealized Appreciation | $ | 17,532,918 | ||||
Gross Unrealized Depreciation | (16,131,957 | ) | ||||
Net Unrealized Appreciation | $ | 1,400,961 |
VY® INVESCO GROWTH | SUMMARY PORTFOLIO OF INVESTMENTS |
AND INCOME PORTFOLIO | AS OF JUNE 30, 2020 (UNAUDITED) |
as of June 30, 2020
(as a percentage of net assets)
Financials | 22.8 | % | |||||
Health Care | 18.5 | % | |||||
Information Technology | 13.7 | % | |||||
Industrials | 10.0 | % | |||||
Energy | 6.9 | % | |||||
Consumer Staples | 6.8 | % | |||||
Consumer Discretionary | 6.7 | % | |||||
Materials | 4.7 | % | |||||
Communication Services | 4.4 | % | |||||
Utilities | 3.0 | % | |||||
Assets in Excess of Other Liabilities* | 2.5 | % | |||||
Net Assets | 100.0 | % | |||||
*Includes short-term investments. |
Shares | Value | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 97.5% | |||||||||||||||
Communication Services: 4.4% | |||||||||||||||
7,966 | (1) | Charter Communications, Inc. | $ | 4,062,979 | 1.2 | ||||||||||
118,528 | Comcast Corp. — Class A | 4,620,221 | 1.4 | ||||||||||||
3,777,084 | Vodafone Group PLC | 6,004,639 | 1.8 | ||||||||||||
14,687,839 | 4.4 | ||||||||||||||
Consumer Discretionary: 6.7% | |||||||||||||||
2,476 | (1) | Booking Holdings, Inc. | 3,942,634 | 1.2 | |||||||||||
199,238 | (1) | Capri Holdings Ltd. | 3,114,090 | 0.9 | |||||||||||
338,631 | General Motors Co. | 8,567,364 | 2.6 | ||||||||||||
1,203,205 | Kingfisher PLC | 3,310,231 | 1.0 | ||||||||||||
66,641 | TJX Cos., Inc. | 3,369,369 | 1.0 | ||||||||||||
22,303,688 | 6.7 | ||||||||||||||
Consumer Staples: 6.8% | |||||||||||||||
142,697 | Philip Morris International, Inc. | 9,997,352 | 3.0 | ||||||||||||
70,704 | Sysco Corp. | 3,864,680 | 1.2 | ||||||||||||
182,908 | (1) | US Foods Holding Corp. | 3,606,946 | 1.1 | |||||||||||
87,078 | Other Securities | 4,968,981 | 1.5 | ||||||||||||
22,437,959 | 6.8 | ||||||||||||||
Energy: 6.9% | |||||||||||||||
947,755 | BP PLC | 3,630,878 | 1.1 | ||||||||||||
67,330 | Chevron Corp. | 6,007,856 | 1.8 | ||||||||||||
247,978 | Royal Dutch Shell PLC — Class A | 3,970,428 | 1.2 | ||||||||||||
918,814 | Other Securities | 9,168,264 | 2.8 | ||||||||||||
22,777,426 | 6.9 | ||||||||||||||
Financials: 22.8% | |||||||||||||||
254,202 | American International Group, Inc. | 7,926,018 | 2.4 |
Shares | Value | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | |||||||||||||||
Financials: (continued) | |||||||||||||||
417,981 | Bank of America Corp. | $ | 9,927,049 | 3.0 | |||||||||||
204,101 | Citigroup, Inc. | 10,429,561 | 3.1 | ||||||||||||
260,091 | Citizens Financial Group, Inc. | 6,564,697 | 2.0 | ||||||||||||
43,239 | Goldman Sachs Group, Inc. | 8,544,891 | 2.6 | ||||||||||||
184,472 | Morgan Stanley | 8,909,997 | 2.7 | ||||||||||||
70,834 | PNC Financial Services Group, Inc. | 7,452,445 | 2.2 | ||||||||||||
173,063 | Truist Financial Corp. | 6,498,516 | 2.0 | ||||||||||||
19,926 | Willis Towers Watson PLC | 3,924,426 | 1.2 | ||||||||||||
218,457 | Other Securities | 5,192,864 | 1.6 | ||||||||||||
75,370,464 | 22.8 | ||||||||||||||
Health Care: 18.5% | |||||||||||||||
55,984 | (1) | Alcon, Inc. | 3,216,798 | 1.0 | |||||||||||
28,891 | Anthem, Inc. | 7,597,755 | 2.3 | ||||||||||||
125,771 | Bristol-Myers Squibb Co. | 7,395,335 | 2.2 | ||||||||||||
69,590 | CVS Health Corp. | 4,521,262 | 1.4 | ||||||||||||
71,128 | Johnson & Johnson | 10,002,731 | 3.0 | ||||||||||||
40,026 | McKesson Corp. | 6,140,789 | 1.8 | ||||||||||||
67,983 | Medtronic PLC | 6,234,041 | 1.9 | ||||||||||||
108,536 | Pfizer, Inc. | 3,549,127 | 1.1 | ||||||||||||
58,666 | Sanofi | 5,983,005 | 1.8 | ||||||||||||
34,226 | Zimmer Biomet Holdings, Inc. | 4,085,215 | 1.2 | ||||||||||||
129,949 | Other Securities | 2,624,921 | 0.8 | ||||||||||||
61,350,979 | 18.5 | ||||||||||||||
Industrials: 10.0% | |||||||||||||||
105,752 | CSX Corp. | 7,375,145 | 2.2 | ||||||||||||
56,582 | General Dynamics Corp. | 8,456,746 | 2.6 | ||||||||||||
191,074 | Johnson Controls International plc | 6,523,266 | 2.0 | ||||||||||||
50,990 | Raytheon Technologies Corp. | 3,142,004 | 0.9 | ||||||||||||
49,736 | Trane Technologies PLC | 4,425,509 | 1.3 | ||||||||||||
96,122 | Other Securities | 3,204,430 | 1.0 | ||||||||||||
33,127,100 | 10.0 | ||||||||||||||
Information Technology: 13.7% | |||||||||||||||
17,448 | Apple, Inc. | 6,365,030 | 1.9 | ||||||||||||
137,523 | Cognizant Technology Solutions Corp. | 7,814,057 | 2.4 | ||||||||||||
133,662 | Corning, Inc. | 3,461,846 | 1.0 | ||||||||||||
114,701 | Intel Corp. | 6,862,561 | 2.1 | ||||||||||||
39,495 | NXP Semiconductor NV — NXPI — US | 4,504,010 | 1.4 | ||||||||||||
138,511 | Oracle Corp. | 7,655,503 | 2.3 | ||||||||||||
75,874 | Qualcomm, Inc. | 6,920,467 | 2.1 | ||||||||||||
36,990 | Other Securities | 1,725,214 | 0.5 | ||||||||||||
45,308,688 | 13.7 | ||||||||||||||
Materials: 4.7% | |||||||||||||||
247,104 | Corteva, Inc. | 6,619,916 | 2.0 | ||||||||||||
85,906 | Dow, Inc. | 3,501,529 | 1.1 | ||||||||||||
62,217 | DowDuPont, Inc. | 3,305,589 | 1.0 | ||||||||||||
66,664 | (2) | Other Securities | 2,139,914 | 0.6 | |||||||||||
15,566,948 | 4.7 |
VY® INVESCO GROWTH | SUMMARY PORTFOLIO OF INVESTMENTS |
AND INCOME PORTFOLIO | AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED) |
Shares | Value | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | |||||||||||||||
Utilities: 3.0% | |||||||||||||||
97,711 | Exelon Corp. | $ | 3,545,932 | 1.1 | |||||||||||
94,173 | FirstEnergy Corp. | 3,652,029 | 1.1 | ||||||||||||
31,773 | Other Securities | 2,538,345 | 0.8 | ||||||||||||
9,736,306 | 3.0 | ||||||||||||||
Total Common Stock | |||||||||||||||
(Cost $332,218,931) | 322,667,397 | 97.5 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: 2.0% | |||||||||||||||
Repurchase Agreements: 0.7% | |||||||||||||||
1,000,000 | (3) | Citigroup, Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,000,002, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.500%–7.500%, Market Value plus accrued interest $1,020,000, due 07/31/21–05/20/70) | 1,000,000 | 0.3 | |||||||||||
210,932 | (3) | Mizuho Securities USA Inc., Repurchase Agreement dated 06/30/20, 0.07%, due 07/01/20 (Repurchase Amount $210,932, collateralized by various U.S. Government Securities, 1.125%–2.625%, Market Value plus accrued interest $215,151, due 01/31/21–02/28/22) | 210,932 | 0.1 | |||||||||||
1,000,000 | (3) | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,000,002, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–7.000%, Market Value plus accrued interest $1,020,000, due 07/31/20–07/01/50) | 1,000,000 | 0.3 | |||||||||||
Total Repurchase Agreements | |||||||||||||||
(Cost $2,210,932) | 2,210,932 | 0.7 |
Shares | Value | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: (continued) | |||||||||||||||
Mutual Funds: 1.3% | |||||||||||||||
4,335,115 | (4) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.100% (Cost $4,335,115) | $ | 4,335,115 | 1.3 | ||||||||||
Total Short-Term Investments | |||||||||||||||
(Cost $6,546,047) | 6,546,047 | 2.0 | |||||||||||||
Total Investments in Securities (Cost $338,764,978) | $ | 329,213,444 | 99.5 | ||||||||||||
Assets in Excess of Other Liabilities | 1,680,349 | 0.5 | |||||||||||||
Net Assets | $ | 330,893,793 | 100.0 |
“Other Securities” represents issues not identified as the top 50 holdings in terms of market value and issues or issuers not exceeding 1% of net assets individually or in aggregate respectively as of June 30, 2020.
The following footnotes apply to either the individual securities noted or one or more of the securities aggregated and listed as a single line item.
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Non-income producing security. |
(2) | The grouping contains securities on loan. |
(3) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
(4) | Rate shown is the 7-day yield as of June 30, 2020. |
VY® INVESCO GROWTH | SUMMARY PORTFOLIO OF INVESTMENTS |
AND INCOME PORTFOLIO | AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED) |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs# (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2020 | ||||||||||||||||||
Asset Table | |||||||||||||||||||||
Investments, at fair value | |||||||||||||||||||||
Common Stock | |||||||||||||||||||||
Communication Services | $ | 8,683,200 | $ | 6,004,639 | $ | — | $ | 14,687,839 | |||||||||||||
Consumer Discretionary | 18,993,457 | 3,310,231 | — | 22,303,688 | |||||||||||||||||
Consumer Staples | 22,437,959 | — | — | 22,437,959 | |||||||||||||||||
Energy | 15,176,120 | 7,601,306 | — | 22,777,426 | |||||||||||||||||
Financials | 75,370,464 | — | — | 75,370,464 | |||||||||||||||||
Health Care | 49,526,255 | 11,824,724 | — | 61,350,979 | |||||||||||||||||
Industrials | 32,991,067 | 136,033 | — | 33,127,100 | |||||||||||||||||
Information Technology | 45,308,688 | — | — | 45,308,688 | |||||||||||||||||
Materials | 15,566,948 | — | — | 15,566,948 | |||||||||||||||||
Utilities | 9,736,306 | — | — | 9,736,306 | |||||||||||||||||
Total Common Stock | 293,790,464 | 28,876,933 | — | 322,667,397 | |||||||||||||||||
Short-Term Investments | 4,335,115 | 2,210,932 | — | 6,546,047 | |||||||||||||||||
Total Investments, at fair value | $ | 298,125,579 | $ | 31,087,865 | $ | — | $ | 329,213,444 | |||||||||||||
Other Financial Instruments+ | |||||||||||||||||||||
Forward Foreign Currency Contracts | — | 239,383 | — | 239,383 | |||||||||||||||||
Total Assets | $ | 298,125,579 | $ | 31,327,248 | $ | — | $ | 329,452,827 | |||||||||||||
Liabilities Table | |||||||||||||||||||||
Other Financial Instruments+ | |||||||||||||||||||||
Forward Foreign Currency Contracts | $ | — | $ | (99,462 | ) | $ | — | $ | (99,462 | ) | |||||||||||
Total Liabilities | $ | — | $ | (99,462 | ) | $ | — | $ | (99,462 | ) |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
+ | Other Financial Instruments may include open forward foreign currency contracts, futures, centrally cleared swaps, OTC swaps and written options. Forward foreign currency contracts, futures and centrally cleared swaps are fair valued at the unrealized appreciation (depreciation) on the instrument. OTC swaps and written options are valued at the fair value of the instrument. |
# | The earlier close of the foreign markets gives rise to the possibility that significant events, including broad market moves, may have occurred in the interim and may materially affect the value of those securities. To account for this, the Portfolio may frequently value many of its foreign equity securities using fair value prices based on third party vendor modeling tools to the extent available. Accordingly, a portion of the Portfolio’s investments are categorized as Level 2 investments. |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
USD 17,805 | CAD 24,329 | RBC Capital Markets Corp. | 07/02/20 | $ | (116 | ) | |||||||||
CAD 67,173 | USD 50,270 | State Street Bank and Trust Co. | 07/10/20 | (790 | ) | ||||||||||
CAD 76,716 | USD 56,221 | State Street Bank and Trust Co. | 07/10/20 | 289 | |||||||||||
CHF 54,072 | USD 57,030 | State Street Bank and Trust Co. | 07/10/20 | 56 | |||||||||||
CHF 54,072 | USD 57,038 | State Street Bank and Trust Co. | 07/10/20 | 48 | |||||||||||
EUR 135,622 | USD 152,257 | State Street Bank and Trust Co. | 07/10/20 | 142 | |||||||||||
GBP 504,242 | USD 626,367 | State Street Bank and Trust Co. | 07/10/20 | (1,527 | ) | ||||||||||
USD 348,108 | GBP 280,252 | State Street Bank and Trust Co. | 07/10/20 | 830 | |||||||||||
USD 51,646 | CAD 70,323 | State Street Bank and Trust Co. | 07/10/20 | (154 | ) | ||||||||||
USD 89,835 | EUR 79,777 | State Street Bank and Trust Co. | 07/10/20 | 189 | |||||||||||
GBP 739,017 | USD 926,021 | State Street Bank and Trust Co. | 07/10/20 | (10,257 | ) | ||||||||||
USD 73,559 | CHF 69,929 | State Street Bank and Trust Co. | 07/10/20 | (267 | ) | ||||||||||
EUR 61,605 | USD 68,950 | State Street Bank and Trust Co. | 07/10/20 | 276 | |||||||||||
USD 131,203 | EUR 117,007 | State Street Bank and Trust Co. | 07/10/20 | (278 | ) | ||||||||||
USD 92,170 | EUR 81,995 | State Street Bank and Trust Co. | 07/10/20 | 32 | |||||||||||
USD 29,828 | CAD 40,489 | State Street Bank and Trust Co. | 07/10/20 | 3 | |||||||||||
USD 73,133 | CHF 69,363 | State Street Bank and Trust Co. | 07/10/20 | (96 | ) | ||||||||||
USD 343,314 | GBP 273,520 | State Street Bank and Trust Co. | 07/10/20 | 4,377 |
VY® INVESCO GROWTH | SUMMARY PORTFOLIO OF INVESTMENTS |
AND INCOME PORTFOLIO | AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED) |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAD 38,357 | USD 28,285 | State Street Bank and Trust Co. | 07/10/20 | $ | (31 | ) | |||||||||
CHF 39,757 | USD 41,964 | State Street Bank and Trust Co. | 07/10/20 | 9 | |||||||||||
CAD 308,989 | USD 227,254 | State Street Bank and Trust Co. | 07/10/20 | 351 | |||||||||||
CHF 131,114 | USD 137,660 | State Street Bank and Trust Co. | 07/10/20 | 761 | |||||||||||
USD 74,752 | CHF 71,055 | State Street Bank and Trust Co. | 07/10/20 | (263 | ) | ||||||||||
EUR 54,959 | USD 61,891 | State Street Bank and Trust Co. | 07/10/20 | (134 | ) | ||||||||||
CAD 137,448 | USD 100,921 | State Street Bank and Trust Co. | 07/10/20 | 325 | |||||||||||
CHF 38,282 | USD 40,419 | State Street Bank and Trust Co. | 07/10/20 | 387 | |||||||||||
CHF 41,449 | USD 44,012 | State Street Bank and Trust Co. | 07/10/20 | (253 | ) | ||||||||||
GBP 327,172 | USD 418,421 | State Street Bank and Trust Co. | 07/10/20 | (13,000 | ) | ||||||||||
USD 64,746 | EUR 56,698 | State Street Bank and Trust Co. | 07/10/20 | 1,034 | |||||||||||
CHF 63,623 | USD 66,977 | State Street Bank and Trust Co. | 07/10/20 | 191 | |||||||||||
USD 221,006 | GBP 173,642 | State Street Bank and Trust Co. | 07/10/20 | 5,835 | |||||||||||
USD 416,781 | GBP 328,101 | State Street Bank and Trust Co. | 07/10/20 | 10,210 | |||||||||||
USD 133,328 | CAD 178,190 | State Street Bank and Trust Co. | 07/10/20 | 2,071 | |||||||||||
CHF 41,751 | USD 43,452 | State Street Bank and Trust Co. | 07/10/20 | 626 | |||||||||||
USD 49,973 | CHF 47,715 | State Street Bank and Trust Co. | 07/10/20 | (401 | ) | ||||||||||
USD 235,884 | GBP 187,158 | State Street Bank and Trust Co. | 07/10/20 | 3,964 | |||||||||||
CHF 59,732 | USD 62,168 | State Street Bank and Trust Co. | 07/10/20 | 892 | |||||||||||
USD 252,887 | GBP 200,748 | State Street Bank and Trust Co. | 07/10/20 | 4,127 | |||||||||||
USD 107,173 | CAD 144,612 | State Street Bank and Trust Co. | 07/10/20 | 650 | |||||||||||
USD 49,991 | CAD 67,669 | State Street Bank and Trust Co. | 07/10/20 | 145 | |||||||||||
USD 28,938 | EUR 25,891 | State Street Bank and Trust Co. | 07/10/20 | (156 | ) | ||||||||||
USD 18,684 | GBP 14,886 | State Street Bank and Trust Co. | 07/10/20 | 237 | |||||||||||
USD 2,757,378 | CHF 2,650,847 | State Street Bank and Trust Co. | 07/10/20 | (41,198 | ) | ||||||||||
USD 4,390,083 | EUR 3,926,711 | State Street Bank and Trust Co. | 07/10/20 | (22,376 | ) | ||||||||||
USD 1,999,948 | CAD 2,706,928 | State Street Bank and Trust Co. | 07/10/20 | 5,994 | |||||||||||
USD 7,586,395 | GBP 6,042,885 | State Street Bank and Trust Co. | 07/10/20 | 98,260 | |||||||||||
GBP 181,204 | USD 228,201 | State Street Bank and Trust Co. | 07/10/20 | (3,660 | ) | ||||||||||
CAD 84,174 | USD 61,886 | State Street Bank and Trust Co. | 07/10/20 | 117 | |||||||||||
USD 239,458 | GBP 193,429 | State Street Bank and Trust Co. | 07/10/20 | (4,505 | ) | ||||||||||
USD 7,585,149 | GBP 6,042,933 | The Bank of New York Mellon | 07/10/20 | 96,955 | |||||||||||
$ | 139,921 |
Currency Abbreviations
CAD — Canadian Dollar
CHF — Swiss Franc
EUR — EU Euro
GBP — British Pound
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 | Unrealized appreciation on forward foreign currency contracts | $ | 239,383 | ||||||||
Total Asset Derivatives | $ | 239,383 | |||||||||
Liability Derivatives | |||||||||||
Foreign exchange contracts | Unrealized depreciation on forward foreign currency contracts | $ | 99,462 | ||||||||
Total Liability Derivatives | $ | 99,462 |
VY® INVESCO GROWTH | SUMMARY PORTFOLIO OF INVESTMENTS |
AND INCOME PORTFOLIO | AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED) |
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | ||||||
---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Forward foreign currency contracts | |||||
Foreign exchange contracts | $ | (466,609 | ) | |||
Total | $ | (466,609 | ) |
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | ||||||
---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Forward foreign currency contracts | |||||
Foreign exchange contracts | $ | 842,615 | ||||
Total | $ | 842,615 |
RBC Capital Markets Corp. | State Street Bank and Trust Co. | The Bank of New York Mellon | Totals | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Assets: | |||||||||||||||||||||
Forward foreign currency contracts | $ | — | $ | 142,428 | $ | 96,955 | $ | 239,383 | |||||||||||||
Total Assets | $ | — | $ | 142,428 | $ | 96,955 | $ | 239,383 | |||||||||||||
Liabilities: | |||||||||||||||||||||
Forward foreign currency contracts | $ | 116 | $ | 99,346 | $ | — | $ | 99,462 | |||||||||||||
Total Liabilities | $ | 116 | $ | 99,346 | $ | — | $ | 99,462 | |||||||||||||
Net OTC derivative instruments by counterparty, at fair value | $ | (116 | ) | $ | 43,082 | $ | 96,955 | 139,921 | |||||||||||||
Total collateral pledged by the Portfolio/(Received from counterparty) | $ | — | $ | — | $ | — | $ | — | |||||||||||||
Net Exposure(1) | $ | (116 | ) | $ | 43,082 | $ | 96,955 | $ | 139,921 |
(1) | Positive net exposure represents amounts due from each respective counterparty. Negative exposure represents amounts due from the Portfolio. Please refer to Note 2 for additional details regarding counterparty credit risk and credit related contingent features. |
At June 30, 2020, the aggregate cost of securities and other investments and the composition of unrealized appreciation and depreciation of securities and other investments on a tax basis were:
Cost for federal income tax purposes was $339,521,863. | ||||||
Net unrealized depreciation consisted of: | ||||||
Gross Unrealized Appreciation | $ | 38,904,392 | ||||
Gross Unrealized Depreciation | (48,932,578 | ) | ||||
Net Unrealized Depreciation | $ | (10,028,186 | ) |
VY® JPMORGAN EMERGING | SUMMARY PORTFOLIO OF INVESTMENTS |
MARKETS EQUITY PORTFOLIO | AS OF JUNE 30, 2020 (UNAUDITED) |
as of June 30, 2020
(as a percentage of net assets)
China | 35.0 | % | ||||
India | 18.9 | % | ||||
Taiwan | 6.4 | % | ||||
Hong Kong | 6.2 | % | ||||
South Korea | 5.6 | % | ||||
Brazil | 5.6 | % | ||||
Singapore | 2.6 | % | ||||
Argentina | 2.6 | % | ||||
South Africa | 2.5 | % | ||||
United States | 2.4 | % | ||||
Countries between 0.0%–2.2%ˆ | 11.7 | % | ||||
Assets in Excess of Other Liabilities* | 0.5 | % | ||||
Net Assets | 100.0 | % | ||||
*Includes short-term investments. | ||||||
ˆIncludes 11 countries, which each represents 0.0%–2.2% of net assets. |
Shares | Value | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 99.1% | |||||||||||||||
Argentina: 2.6% | |||||||||||||||
11,793 | (1) | MercadoLibre, Inc. | $ | 11,625,186 | 2.6 | ||||||||||
Brazil: 5.2% | |||||||||||||||
573,987 | B3 SA — Brasil Bolsa Balcao | 5,878,034 | 1.3 | ||||||||||||
167,005 | (1) | Pagseguro Digital Ltd. | 5,901,957 | 1.3 | |||||||||||
133,303 | (1) | XP, Inc. | 5,600,059 | 1.3 | |||||||||||
547,369 | Other Securities | 5,655,524 | 1.3 | ||||||||||||
23,035,574 | 5.2 | ||||||||||||||
China: 35.0% | |||||||||||||||
118,289 | (1) | Alibaba Group Holding Ltd. ADR | 25,514,937 | 5.7 | |||||||||||
2,509,000 | (2) | Budweiser Brewing Co. APAC Ltd. | 7,344,928 | 1.6 | |||||||||||
1,557,600 | China Gas Holdings Ltd. | 4,825,241 | 1.1 | ||||||||||||
393,211 | Foshan Haitian Flavouring& Food Co. Ltd. — A Shares | 6,926,044 | 1.6 | ||||||||||||
133,173 | (1) | JD.com, Inc. ADR | 8,014,351 | 1.8 | |||||||||||
24,400 | Kweichow Moutai Co. Ltd. — A Shares (Shanghai) | 5,067,091 | 1.1 | ||||||||||||
461,277 | (1) | Meituan Dianping- Class B | 10,307,870 | 2.3 | |||||||||||
702,200 | Midea Group Co. Ltd. — A Shares | 5,952,991 | 1.3 | ||||||||||||
24,439 | NetEase, Inc. ADR | 10,493,618 | 2.4 | ||||||||||||
51,303 | (1) | New Oriental Education & Technology Group, Inc. ADR | 6,681,190 | 1.5 | |||||||||||
2,666,475 | Ping An Bank Co. Ltd. — A Shares | 4,843,781 | 1.1 |
Shares | Value | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | |||||||||||||||
China: (continued) | |||||||||||||||
819,000 | Ping An Insurance Group Co. of China Ltd. — H Shares | $ | 8,164,604 | 1.8 | |||||||||||
498,700 | Shenzhou International Group Holdings Ltd. | 6,062,803 | 1.4 | ||||||||||||
346,700 | Sunny Optical Technology Group Co. Ltd. | 5,579,959 | 1.3 | ||||||||||||
343,200 | Tencent Holdings Ltd. | 21,991,540 | 4.9 | ||||||||||||
464,000 | (1),(2) | Wuxi Biologics Cayman, Inc. — H Shares | 8,517,006 | 1.9 | |||||||||||
131,623 | Yum China Holdings, Inc. | 6,327,117 | 1.4 | ||||||||||||
79,221 | Other Securities | 3,423,710 | 0.8 | ||||||||||||
156,038,781 | 35.0 | ||||||||||||||
Egypt: 0.8% | |||||||||||||||
901,337 | Other Securities | 3,493,373 | 0.8 | ||||||||||||
Hong Kong: 6.2% | |||||||||||||||
1,388,200 | AIA Group Ltd. | 12,990,227 | 2.9 | ||||||||||||
114,700 | Hong Kong Exchanges and Clearing Ltd. | 4,885,272 | 1.1 | ||||||||||||
1,003,000 | Techtronic Industries Co., Ltd. | 9,924,239 | 2.2 | ||||||||||||
27,799,738 | 6.2 | ||||||||||||||
Hungary: 0.8% | |||||||||||||||
100,241 | (1) | OTP Bank Nyrt | 3,524,004 | 0.8 | |||||||||||
India: 18.9% | |||||||||||||||
157,893 | Asian Paints Ltd. | 3,530,044 | 0.8 | ||||||||||||
81,800 | Britannia Industries Ltd. | 3,912,000 | 0.9 | ||||||||||||
325,423 | HDFC Bank Ltd. ADR | 14,793,730 | 3.3 | ||||||||||||
13,614 | HDFC Bank Ltd. | 191,352 | 0.0 | ||||||||||||
859,991 | (1),(2) | HDFC Life Insurance Co., Ltd. | 6,281,504 | 1.4 | |||||||||||
176,755 | Hindustan Unilever Ltd. | 5,110,126 | 1.2 | ||||||||||||
690,674 | Housing Development Finance Corp. | 16,059,636 | 3.6 | ||||||||||||
1,600,091 | ITC Ltd. | 4,131,582 | 0.9 | ||||||||||||
444,298 | Kotak Mahindra Bank Ltd. | 8,019,587 | 1.8 | ||||||||||||
56,907 | Maruti Suzuki India Ltd. | 4,405,288 | 1.0 | ||||||||||||
315,002 | Reliance Industries Ltd. | 7,165,168 | 1.6 | ||||||||||||
320,344 | Tata Consultancy Services Ltd. | 8,818,278 | 2.0 | ||||||||||||
289,437 | Other Securities | 1,823,729 | 0.4 | ||||||||||||
84,242,024 | 18.9 | ||||||||||||||
Indonesia: 2.2% | |||||||||||||||
3,073,000 | Bank Central Asia Tbk PT | 6,148,462 | 1.4 | ||||||||||||
17,828,000 | Bank Rakyat Indonesia | 3,805,264 | 0.8 | ||||||||||||
9,953,726 | 2.2 | ||||||||||||||
Macau: 1.2% | |||||||||||||||
1,359,200 | Sands China Ltd. | 5,354,213 | 1.2 | ||||||||||||
Mexico: 2.0% | |||||||||||||||
1,223,477 | Grupo Financiero Banorte | 4,233,424 | 1.0 | ||||||||||||
1,899,277 | Wal-Mart de Mexico SAB de CV | 4,542,333 | 1.0 | ||||||||||||
8,775,757 | 2.0 | ||||||||||||||
Panama: 0.6% | |||||||||||||||
51,730 | Other Securities | 2,615,469 | 0.6 |
VY® JPMORGAN EMERGING | SUMMARY PORTFOLIO OF INVESTMENTS |
MARKETS EQUITY PORTFOLIO | AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED) |
Shares | Value | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | |||||||||||||||
Peru: 0.6% | |||||||||||||||
19,807 | Other Securities | $ | 2,647,602 | 0.6 | |||||||||||
Portugal: 1.5% | |||||||||||||||
376,762 | Jeronimo Martins SGPS SA | 6,593,287 | 1.5 | ||||||||||||
Russia: 0.7% | |||||||||||||||
1,173,548 | Other Securities | 3,355,098 | 0.7 | ||||||||||||
Singapore: 2.6% | |||||||||||||||
108,987 | (1),(3) | Sea Ltd. ADR | 11,687,766 | 2.6 | |||||||||||
South Africa: 2.5% | |||||||||||||||
375,937 | Bid Corp. Ltd. | 6,173,195 | 1.4 | ||||||||||||
73,031 | Capitec Bank Holdings Ltd. | 3,629,660 | 0.8 | ||||||||||||
152,435 | (4) | Other Securities | 1,260,498 | 0.3 | |||||||||||
11,063,353 | 2.5 | ||||||||||||||
South Korea: 5.6% | |||||||||||||||
11,119 | NCSoft Corp. | 8,271,727 | 1.8 | ||||||||||||
381,692 | Samsung Electronics Co., Ltd. | 16,896,601 | 3.8 | ||||||||||||
25,168,328 | 5.6 | ||||||||||||||
Spain: 0.0% | |||||||||||||||
83,170 | Other Securities | 193,998 | 0.0 | ||||||||||||
Taiwan: 6.4% | |||||||||||||||
292,042 | Taiwan Semiconductor Manufacturing Co., Ltd. ADR | 16,579,224 | 3.7 | ||||||||||||
908,223 | Taiwan Semiconductor Manufacturing Co., Ltd. | 9,699,386 | 2.2 | ||||||||||||
221,000 | Other Securities | 2,223,188 | 0.5 | ||||||||||||
28,501,798 | 6.4 | ||||||||||||||
Turkey: 1.3% | |||||||||||||||
367,200 | BIM Birlesik Magazalar AS | 3,640,633 | 0.8 | ||||||||||||
213,710 | Other Securities | 2,217,663 | 0.5 | ||||||||||||
5,858,296 | 1.3 | ||||||||||||||
United States: 2.4% | |||||||||||||||
43,271 | (1) | EPAM Systems, Inc. | 10,904,725 | 2.4 | |||||||||||
Total Common Stock | |||||||||||||||
(Cost $316,024,270) | 442,432,096 | 99.1 | |||||||||||||
PREFERRED STOCK: 0.4% | |||||||||||||||
Brazil: 0.4% | |||||||||||||||
389,246 | Other Securities | 1,839,543 | 0.4 | ||||||||||||
Total Preferred Stock | |||||||||||||||
(Cost $2,767,423) | 1,839,543 | 0.4 | |||||||||||||
Total Long-Term Investments | |||||||||||||||
(Cost $318,791,693) | 444,271,639 | 99.5 |
Shares | Value | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: 3.7% | |||||||||||||||
Repurchase Agreements: 3.0% | |||||||||||||||
1,170,969 | (5) | BNP Paribas S.A., Repurchase Agreement dated 06/30/20, 0.24%, due 07/01/20 (Repurchase Amount $1,170,977, collateralized by various U.S. Government Securities, 1.106%–6.500%, Market Value plus accrued interest $1,229,517, due 08/15/20–03/19/40) | $ | 1,170,969 | 0.3 | ||||||||||
2,624,359 | (5) | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/20, 0.10%, due 07/01/20 (Repurchase Amount $2,624,366, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–9.000%, Market Value plus accrued interest $2,676,846, due 08/01/20–02/20/70) | 2,624,359 | 0.6 | |||||||||||
1,498,617 | (5) | Citadel Securities LLC, Repurchase Agreement dated 06/30/20, 0.15%, due 07/01/20 (Repurchase Amount $1,498,623, collateralized by various U.S. Government Securities, 0.000%–7.625%, Market Value plus accrued interest $1,528,596, due 07/31/20–11/15/49) | 1,498,617 | 0.4 | |||||||||||
3,043,217 | (5) | Citigroup, Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $3,043,225, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.500%–7.500%, Market Value plus accrued interest $3,104,081, due 07/31/21–05/20/70) | 3,043,217 | 0.7 | |||||||||||
1,934,006 | (5) | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,934,011, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–7.000%, Market Value plus accrued interest $1,972,686, due 07/31/20–07/01/50) | 1,934,006 | 0.4 |
VY® JPMORGAN EMERGING | SUMMARY PORTFOLIO OF INVESTMENTS |
MARKETS EQUITY PORTFOLIO | AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED) |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: (continued) | |||||||||||||||
Repurchase Agreements: (continued) | |||||||||||||||
2,803,833 | (5) | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/20, 0.24%, due 07/01/20 (Repurchase Amount $2,803,851, collateralized by various U.S. Government Securities, 0.125%–3.875%, Market Value plus accrued interest $2,866,409, due 01/15/22–02/15/47) | $ | 2,803,833 | 0.6 | ||||||||||
Total Repurchase Agreements (Cost $13,075,001) | 13,075,001 | 3.0 |
Shares | Value | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Mutual Funds: 0.7% | |||||||||||||||
3,250,221 | (6) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.100% (Cost $3,250,221) | 3,250,221 | 0.7 | |||||||||||
Total Short-Term Investments | |||||||||||||||
(Cost $16,325,222) | 16,325,222 | 3.7 | |||||||||||||
Total Investments in Securities (Cost $335,116,915) | $ | 460,596,861 | 103.2 | ||||||||||||
Liabilities in Excess of Other Assets | (14,347,749 | ) | (3.2 | ) | |||||||||||
Net Assets | $ | 446,249,112 | 100.0 |
“Other Securities” represents issues not identified as the top 50 holdings in terms of market value and issues or issuers not exceeding 1% of net assets individually or in aggregate respectively as of June 30, 2020.
The following footnotes apply to either the individual securities noted or one or more of the securities aggregated and listed as a single line item.
† | Unless otherwise indicated, principal amount is shown in USD. | |
ADR | American Depositary Receipt | |
(1) | Non-income producing security. | |
(2) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. | |
(3) | Security, or a portion of the security, is on loan. | |
(4) | The grouping contains securities on loan. | |
(5) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. | |
(6) | Rate shown is the 7-day yield as of June 30, 2020. |
Sector Diversification | Percentage of Net Assets | |||||
---|---|---|---|---|---|---|
Financials | 27.4 | % | ||||
Consumer Discretionary | 21.7 | |||||
Information Technology | 16.7 | |||||
Consumer Staples | 13.0 | |||||
Communication Services | 11.7 | |||||
Industrials | 2.8 | |||||
Health Care | 2.7 | |||||
Energy | 1.6 | |||||
Utilities | 1.1 | |||||
Materials | 0.8 | |||||
Short-Term Investments | 3.7 | |||||
Liabilities in Excess of Other Assets | (3.2 | ) | ||||
Net Assets | 100.0 | % |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs# (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2020 | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | |||||||||||||||||||||
Investments, at fair value | |||||||||||||||||||||
Common Stock | |||||||||||||||||||||
Argentina | $ | 11,625,186 | $ | — | $ | — | $ | 11,625,186 | |||||||||||||
Brazil | 23,035,574 | — | — | 23,035,574 | |||||||||||||||||
China | 57,031,213 | 99,007,568 | — | 156,038,781 | |||||||||||||||||
Egypt | — | 3,493,373 | — | 3,493,373 | |||||||||||||||||
Hong Kong | — | 27,799,738 | — | 27,799,738 | |||||||||||||||||
Hungary | — | 3,524,004 | — | 3,524,004 | |||||||||||||||||
India | 14,793,730 | 69,448,294 | — | 84,242,024 | |||||||||||||||||
Indonesia | — | 9,953,726 | — | 9,953,726 | |||||||||||||||||
Macau | — | 5,354,213 | — | 5,354,213 | |||||||||||||||||
Mexico | 8,775,757 | — | — | 8,775,757 | |||||||||||||||||
Panama | 2,615,469 | — | — | 2,615,469 | |||||||||||||||||
Peru | 2,647,602 | — | — | 2,647,602 | |||||||||||||||||
Portugal | — | 6,593,287 | — | 6,593,287 | |||||||||||||||||
Russia | — | 3,355,098 | — | 3,355,098 | |||||||||||||||||
Singapore | 11,687,766 | — | — | 11,687,766 | |||||||||||||||||
South Africa | — | 11,063,353 | — | 11,063,353 |
VY® JPMORGAN EMERGING | SUMMARY PORTFOLIO OF INVESTMENTS |
MARKETS EQUITY PORTFOLIO | AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED) |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs# (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2020 | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table (continued) | |||||||||||||||||||||
Investments, at fair value (continued) | |||||||||||||||||||||
Common Stock (continued) | |||||||||||||||||||||
South Korea | $ | — | $ | 25,168,328 | $ | — | $ | 25,168,328 | |||||||||||||
Spain | — | 193,998 | — | 193,998 | |||||||||||||||||
Taiwan | 16,579,224 | 11,922,574 | — | 28,501,798 | |||||||||||||||||
Turkey | — | 5,858,296 | — | 5,858,296 | |||||||||||||||||
United States | 10,904,725 | — | — | 10,904,725 | |||||||||||||||||
Total Common Stock | 159,696,246 | 282,735,850 | — | 442,432,096 | |||||||||||||||||
Preferred Stock | 1,839,543 | — | — | 1,839,543 | |||||||||||||||||
Short-Term Investments | 3,250,221 | 13,075,001 | — | 16,325,222 | |||||||||||||||||
Total Investments, at fair value | $ | 164,786,010 | $ | 295,810,851 | $ | — | $ | 460,596,861 | |||||||||||||
Liabilities Table | |||||||||||||||||||||
Other Financial Instruments+ | |||||||||||||||||||||
Forward Foreign Currency Contracts | $ | — | $ | (7 | ) | $ | — | $ | (7 | ) | |||||||||||
Total Liabilities | $ | — | $ | (7 | ) | $ | — | $ | (7 | ) |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
+ | Other Financial Instruments may include open forward foreign currency contracts, futures, centrally cleared swaps, OTC swaps and written options. Forward foreign currency contracts, futures and centrally cleared swaps are fair valued at the unrealized appreciation (depreciation) on the instrument. OTC swaps and written options are valued at the fair value of the instrument. |
# | The earlier close of the foreign markets gives rise to the possibility that significant events, including broad market moves, may have occurred in the interim and may materially affect the value of those securities. To account for this, the Portfolio may frequently value many of its foreign equity securities using fair value prices based on third party vendor modeling tools to the extent available. Accordingly, a portion of the Portfolio’s investments are categorized as Level 2 investments. |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
HKD 4,354,817 | USD 561,883 | Barclays Bank PLC | 07/02/20 | $ | (7 | ) | |||||||||
$ | (7 | ) |
Currency Abbreviations
HKD — Hong Kong Sar Dollar
USD — United States Dollar
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | ||||||
---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Forward foreign currency contracts | |||||
Foreign exchange contracts | $ | 3,837 | ||||
Total | $ | 3,837 |
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | ||||||
---|---|---|---|---|---|---|
Derivatives not accounted for as hedging instruments | Forward foreign currency contracts | |||||
Foreign exchange contracts | $ | (7 | ) | |||
Total | $ | (7 | ) |
VY® JPMORGAN EMERGING | SUMMARY PORTFOLIO OF INVESTMENTS |
MARKETS EQUITY PORTFOLIO | AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED) |
Barclays Bank PLC | ||||||
---|---|---|---|---|---|---|
Liabilities: | ||||||
Forward foreign currency contracts | $ | 7 | ||||
Total Liabilities | $ | 7 | ||||
Net OTC derivative instruments by counterparty, at fair value | $ | (7 | ) | |||
Total collateral pledged by the Portfolio/(Received from counterparty) | $ | — | ||||
Net Exposure(1) | $ | (7 | ) |
(1) | Positive net exposure represents amounts due from each respective counterparty. Negative exposure represents amounts due from the Portfolio. Please refer to Note 2 for additional details regarding counterparty credit risk and credit related contingent features. |
Net unrealized appreciation consisted of: | ||||||
Gross Unrealized Appreciation | $ | 144,559,446 | ||||
Gross Unrealized Depreciation | (20,179,513 | ) | ||||
Net Unrealized Appreciation | $ | 124,379,933 |
VY® MORGAN STANLEY GLOBAL | PORTFOLIO OF INVESTMENTS |
FRANCHISE PORTFOLIO | AS OF JUNE 30, 2020 (UNAUDITED) |
as of June 30, 2020
(as a percentage of net assets)
United States | 67.5 | % | ||||
United Kingdom | 18.0 | % | ||||
France | 5.6 | % | ||||
Germany | 4.8 | % | ||||
Netherlands | 2.2 | % | ||||
Italy | 0.4 | % | ||||
Assets in Excess of Other Liabilities* | 1.5 | % | ||||
Net Assets | 100.0 | % | ||||
*Includes short-term investments. |
Shares | Value | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: 98.5% | |||||||||||||||
France: 5.6% | |||||||||||||||
36,914 | (1) | L’Oreal S.A. | $ | 11,913,816 | 3.0 | ||||||||||
9,687 | LVMH Moet Hennessy Louis Vuitton SE | 4,276,744 | 1.1 | ||||||||||||
36,310 | Pernod Ricard SA | 5,717,578 | 1.5 | ||||||||||||
21,908,138 | 5.6 | ||||||||||||||
Germany: 4.8% | |||||||||||||||
135,516 | SAP SE | 18,943,624 | 4.8 | ||||||||||||
Italy: 0.4% | |||||||||||||||
209,879 | Davide Campari-Milano SpA | 1,774,929 | 0.4 | ||||||||||||
Netherlands: 2.2% | |||||||||||||||
94,430 | Heineken NV | 8,705,876 | 2.2 | ||||||||||||
United Kingdom: 18.0% | |||||||||||||||
284,746 | British American Tobacco PLC | 10,920,775 | 2.8 | ||||||||||||
137,540 | Experian PLC | 4,827,481 | 1.2 | ||||||||||||
388,323 | Reckitt Benckiser Group PLC | 35,724,990 | 9.0 | ||||||||||||
150,502 | Relx PLC (EUR Exchange) | 3,483,216 | 0.9 | ||||||||||||
389,163 | Relx PLC (GBP Exchange) | 9,007,446 | 2.3 | ||||||||||||
130,227 | Unilever PLC | 7,024,560 | 1.8 | ||||||||||||
70,988,468 | 18.0 | ||||||||||||||
United States: 67.5% | |||||||||||||||
158,468 | Abbott Laboratories | 14,488,729 | 3.7 | ||||||||||||
101,056 | Accenture PLC | 21,698,744 | 5.5 | ||||||||||||
96,082 | Automatic Data Processing, Inc. | 14,305,649 | 3.6 | ||||||||||||
186,862 | Baxter International, Inc. | 16,088,818 | 4.1 | ||||||||||||
65,854 | Becton Dickinson & Co. | 15,756,887 | 4.0 | ||||||||||||
158,649 | Coca-Cola Co. | 7,088,437 | 1.8 | ||||||||||||
84,323 | Danaher Corp. | 14,910,836 | 3.8 |
Shares | Value | Percentage of Net Assets | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMON STOCK: (continued) | |||||||||||||||
United States: (continued) | |||||||||||||||
15,335 | Factset Research Systems, Inc. | $ | 5,037,087 | 1.3 | |||||||||||
75,844 | Fidelity National Information Services, Inc. | 10,169,922 | 2.6 | ||||||||||||
126,975 | Fox Corp. — Class A | 3,405,470 | 0.9 | ||||||||||||
70,544 | Fox Corp. — Class B | 1,893,401 | 0.5 | ||||||||||||
185,518 | Microsoft Corp. | 37,754,768 | 9.6 | ||||||||||||
16,454 | Moody’s Corp. | 4,520,407 | 1.1 | ||||||||||||
53,274 | Nike, Inc. — Class B | 5,223,516 | 1.3 | ||||||||||||
422,231 | Philip Morris International, Inc. | 29,581,504 | 7.5 | ||||||||||||
149,487 | Procter & Gamble Co. | 17,874,161 | 4.5 | ||||||||||||
9,509 | Roper Technologies, Inc. | 3,691,964 | 0.9 | ||||||||||||
34,555 | Thermo Fisher Scientific, Inc. | 12,520,659 | 3.2 | ||||||||||||
113,376 | Visa, Inc. — Class A | 21,900,842 | 5.6 | ||||||||||||
57,173 | Zoetis, Inc. | 7,834,988 | 2.0 | ||||||||||||
265,746,789 | 67.5 | ||||||||||||||
Total Common Stock (Cost $294,152,323) | 388,067,824 | 98.5 | |||||||||||||
SHORT-TERM INVESTMENTS: 1.7% | |||||||||||||||
Mutual Funds: 1.7% | |||||||||||||||
6,503,809 | (2) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.100% (Cost $6,503,809) | 6,503,809 | 1.7 | |||||||||||
Total Short-Term Investments (Cost $6,503,809) | 6,503,809 | 1.7 | |||||||||||||
Total Investments in Securities (Cost $300,656,132) | $ | 394,571,633 | 100.2 | ||||||||||||
Liabilities in Excess of Other Assets | (749,433 | ) | (0.2 | ) | |||||||||||
Net Assets | $ | 393,822,200 | 100.0 |
(1) | Non-income producing security. |
(2) | Rate shown is the 7-day yield as of June 30, 2020. |
Sector Diversification | Percentage of Net Assets | |||||
---|---|---|---|---|---|---|
Consumer Staples | 34.6 | % | ||||
Information Technology | 31.7 | |||||
Health Care | 20.7 | |||||
Industrials | 5.3 | |||||
Financials | 2.4 | |||||
Consumer Discretionary | 2.4 | |||||
Communication Services | 1.4 | |||||
Short-Term Investments | 1.7 | |||||
Liabilities in Excess of Other Assets | (0.2 | ) | ||||
Net Assets | 100.0 | % |
VY® MORGAN STANLEY GLOBAL | PORTFOLIO OF INVESTMENTS |
FRANCHISE PORTFOLIO | AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED) |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs# (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2020 | ||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | |||||||||||||||||||||
Investments, at fair value | |||||||||||||||||||||
Common Stock | |||||||||||||||||||||
France | $ | — | $ | 21,908,138 | $ | — | $ | 21,908,138 | |||||||||||||
Germany | — | 18,943,624 | — | 18,943,624 | |||||||||||||||||
Italy | — | 1,774,929 | — | 1,774,929 | |||||||||||||||||
Netherlands | 8,705,876 | — | — | 8,705,876 | |||||||||||||||||
United Kingdom | 3,483,216 | 67,505,252 | — | 70,988,468 | |||||||||||||||||
United States | 265,746,789 | — | — | 265,746,789 | |||||||||||||||||
Total Common Stock | 277,935,881 | 110,131,943 | — | 388,067,824 | |||||||||||||||||
Short-Term Investments | 6,503,809 | — | — | 6,503,809 | |||||||||||||||||
Total Investments, at fair value | $ | 284,439,690 | $ | 110,131,943 | $ | — | $ | 394,571,633 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
# | The earlier close of the foreign markets gives rise to the possibility that significant events, including broad market moves, may have occurred in the interim and may materially affect the value of those securities. To account for this, the Portfolio may frequently value many of its foreign equity securities using fair value prices based on third party vendor modeling tools to the extent available. Accordingly, a portion of the Portfolio’s investments are categorized as Level 2 investments. |
Cost for federal income tax purposes was $301,205,989. |
Net unrealized appreciation consisted of: | ||||||
Gross Unrealized Appreciation | $ | 110,110,166 | ||||
Gross Unrealized Depreciation | (16,745,005 | ) | ||||
Net Unrealized Appreciation | $ | 93,365,161 |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2020 (UNAUDITED) |
Investment Type Allocation
as of June 30, 2020
(as a percentage of net assets)
Common Stock | 65.9 | % | |
Corporate Bonds/Notes | 11.3 | % | |
Bank Loans | 10.5 | % | |
Preferred Stock | 4.7 | % | |
Asset-Backed Securities | 0.4 | % | |
Assets in Excess of Other Liabilities* | 7.2 | % | |
Net Assets | 100.0 | % | |
* Includes short-term investments. | |||
Portfolio holdings are subject to change daily. |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: 65.9% | |||||||||||
Communication Services: 4.1% | |||||||||||
7,804 | (1) | Alphabet, Inc. — Class A | $ | 11,066,462 | 0.2 | ||||||
125,326 | (1),(2) | Alphabet, Inc. — Class C | 177,162,087 | 2.5 | |||||||
452,900 | (1) | Facebook, Inc. — Class A | 102,840,003 | 1.4 | |||||||
291,068,552 | 4.1 | ||||||||||
Consumer Discretionary: 6.3% | |||||||||||
55,400 | (1) | Amazon.com, Inc. | 152,838,628 | 2.1 | |||||||
443,203 | (1),(2), (3) | Aptiv PLC | 34,534,378 | 0.5 | |||||||
1,498,212 | Hilton Worldwide Holdings, Inc. | 110,043,671 | 1.5 | ||||||||
564,697 | Marriott International, Inc. | 48,411,474 | 0.7 | ||||||||
1,260,080 | (2) | Yum! Brands, Inc. | 109,513,553 | 1.5 | |||||||
455,341,704 | 6.3 | ||||||||||
Consumer Staples: 1.7% | |||||||||||
4,341,666 | (3) | Keurig Dr Pepper, Inc. | 123,303,315 | 1.7 | |||||||
Financials: 5.5% | |||||||||||
323,100 | CME Group, Inc. | 52,516,674 | 0.7 | ||||||||
1,188,249 | Intercontinental Exchange, Inc. | 108,843,608 | 1.5 | ||||||||
1,839,942 | Marsh & McLennan Cos., Inc. | 197,554,573 | 2.8 | ||||||||
322,583 | Other Securities | 33,938,957 | 0.5 | ||||||||
392,853,812 | 5.5 | ||||||||||
Health Care: 14.6% | |||||||||||
1,075,346 | (1) | Alcon, Inc. | 61,788,552 | 0.9 | |||||||
1,687,590 | (1) | Avantor, Inc. | 28,689,030 | 0.4 | |||||||
782,842 | (2) | Becton Dickinson & Co. | 187,310,605 | 2.6 | |||||||
1,324,554 | (1) | Boston Scientific Corp. | 46,505,091 | 0.7 | |||||||
860,760 | Danaher Corp. | 152,208,191 | 2.1 | ||||||||
2,098,566 | (1),(3) | Envista Holdings Corp. | 44,258,757 | 0.6 | |||||||
417,977 | Humana, Inc. | 162,070,582 | 2.3 | ||||||||
1,120,682 | PerkinElmer, Inc. | 109,927,697 | 1.5 |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Health Care: (continued) | |||||||||||
382,127 | Thermo Fisher Scientific, Inc. | $ | 138,459,897 | 1.9 | |||||||
400,278 | UnitedHealth Group, Inc. | 118,061,996 | 1.6 | ||||||||
1,049,280,398 | 14.6 | ||||||||||
Industrials: 8.4% | |||||||||||
2,573,458 | Fortive Corp. | 174,120,168 | 2.4 | ||||||||
38,588,317 | General Electric Co. | 263,558,205 | 3.7 | ||||||||
2,658,153 | (1),(3) | Ingersoll Rand, Inc. | 74,747,263 | 1.1 | |||||||
136,666 | (2) | Roper Technologies, Inc. | 53,061,941 | 0.7 | |||||||
382,748 | Other Securities | 35,897,935 | 0.5 | ||||||||
601,385,512 | 8.4 | ||||||||||
Information Technology: 14.2% | |||||||||||
1,773,231 | (1) | Fiserv, Inc. | 173,102,810 | 2.4 | |||||||
767,960 | (2) | Global Payments, Inc. | 130,261,375 | 1.8 | |||||||
1,064,648 | Maxim Integrated Products | 64,528,315 | 0.9 | ||||||||
1,795,000 | Microsoft Corp. | 365,300,450 | 5.1 | ||||||||
1,155,120 | NXP Semiconductor NV — NXPI — US | 131,729,885 | 1.9 | ||||||||
606,928 | (2) | Visa, Inc. — Class A | 117,240,282 | 1.6 | |||||||
453,914 | Other Securities | 37,016,687 | 0.5 | ||||||||
1,019,179,804 | 14.2 | ||||||||||
Materials: 1.3% | |||||||||||
437,010 | Linde Public Ltd. | 92,694,191 | 1.3 | ||||||||
Utilities: 9.8% | |||||||||||
881,288 | Alliant Energy Corp. | 42,160,818 | 0.6 | ||||||||
1,670,051 | Ameren Corp. | 117,504,788 | 1.6 | ||||||||
2,692,163 | American Electric Power Co., Inc. | 214,403,861 | 3.0 | ||||||||
570,427 | (3) | Atmos Energy Corp. | 56,803,121 | 0.8 | |||||||
2,051,100 | Exelon Corp. | 74,434,419 | 1.0 | ||||||||
173,772 | NextEra Energy, Inc. | 41,734,821 | 0.6 | ||||||||
4,086,418 | NiSource, Inc. | 92,925,145 | 1.3 | ||||||||
1,045,183 | Xcel Energy, Inc. | 65,323,938 | 0.9 | ||||||||
705,290,911 | 9.8 | ||||||||||
Total Common Stock (Cost $4,208,241,899) | 4,730,398,199 | 65.9 | |||||||||
PREFERRED STOCK: 4.7% | |||||||||||
Consumer Discretionary: 0.6% | |||||||||||
576,340 | (1),(4), (5) | Aurora Innovation, Inc., — Series B | 5,325,555 | 0.1 | |||||||
413,251 | (1),(4), (5) | Waymo LLC., Series A-2 | 35,484,706 | 0.5 | |||||||
40,810,261 | 0.6 | ||||||||||
Financials: 1.2% | |||||||||||
59,439 | (1) | Wells Fargo & Co. | 77,092,383 | 1.1 | |||||||
391,788 | (6),(7) | Other Securities | 10,161,885 | 0.1 | |||||||
87,254,268 | 1.2 |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED) |
Shares | Value | Percentage of Net Assets | |||||||||
PREFERRED STOCK: (continued) | |||||||||||
Health Care: 1.0% | |||||||||||
837,712 | (1),(3) | Avantor, Inc. | $ | 48,084,669 | 0.7 | ||||||
227,135 | (7) | Other Securities | 23,778,763 | 0.3 | |||||||
71,863,432 | 1.0 | ||||||||||
Industrials: 0.2% | |||||||||||
16,412 | (1) | Fortive Corp. | 14,134,178 | 0.2 | |||||||
Utilities: 1.7% | |||||||||||
1,719,056 | (1),(8) | CMS Energy Corp. | 44,592,742 | 0.6 | |||||||
2,855,938 | (6),(7) | Other Securities | 81,586,819 | 1.1 | |||||||
126,179,561 | 1.7 | ||||||||||
Total Preferred Stock (Cost $336,147,841) | 340,241,700 | 4.7 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||
CORPORATE BONDS/NOTES: 11.3% | |||||||||||
Communications: 3.5% | |||||||||||
8,415,000 | (9) | CCO Holdings LLC / CCO Holdings Capital Corp., 4.000%, 03/01/2023 | 8,462,250 | 0.1 | |||||||
25,960,000 | (9) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/2027 | 26,895,858 | 0.4 | |||||||
38,178,000 | (9) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.000%, 02/01/2028 | 39,456,963 | 0.6 | |||||||
10,021,000 | (9) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.875%, 04/01/2024 | 10,344,178 | 0.1 | |||||||
42,795,000 | (3) | Netflix, Inc., 5.875%, 11/15/2028 | 48,747,142 | 0.7 | |||||||
92,210,000 | (3) | Netflix, Inc., 4.375%–6.375%, 02/15/2022–05/15/2029 | 100,681,303 | 1.4 | |||||||
1,070,000 | (3),(9) | Sirius XM Radio, Inc., 3.875%, 08/01/2022 | 1,077,827 | 0.0 | |||||||
6,110,000 | (9) | Sirius XM Radio, Inc., 4.625%, 05/15/2023 | 6,159,522 | 0.1 | |||||||
7,306,000 | Other Securities | 7,390,358 | 0.1 | ||||||||
249,215,401 | 3.5 | ||||||||||
Consumer, Cyclical: 3.0% | |||||||||||
13,330,000 | (3),(9) | Cedar Fair L.P., 5.250%, 07/15/2029 | 12,074,447 | 0.2 | |||||||
28,280,000 | (9) | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 4.750%, 06/01/2027 | 29,069,153 | 0.4 | |||||||
14,430,000 | (9) | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 5.000%, 06/01/2024 | 14,738,153 | 0.2 | |||||||
20,154,000 | (9) | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 5.250%, 06/01/2026 | 20,721,436 | 0.3 | |||||||
2,340,000 | Marriott International, Inc./MD, 0.968%, (US0003M + 0.650%), 03/08/2021 | 2,317,750 | 0.0 | ||||||||
Principal Amount† | Value | Percentage of Net Assets | |||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||
Consumer, Cyclical: (continued) | |||||||||||
4,960,000 | (9) | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd., 6.500%, 06/20/2027 | $ | 4,949,187 | 0.1 | ||||||
15,084,000 | (3),(9) | Six Flags Entertainment Corp., 4.875%, 07/31/2024 | 13,528,538 | 0.2 | |||||||
16,692,000 | (3),(9) | Six Flags Entertainment Corp., 5.500%, 04/15/2027 | 14,939,340 | 0.2 | |||||||
3,205,000 | (3),(9) | Six Flags Theme Parks, Inc., 7.000%, 07/01/2025 | 3,327,191 | 0.0 | |||||||
2,175,000 | (9) | Yum! Brands, Inc., 4.750%, 01/15/2030 | 2,213,530 | 0.1 | |||||||
58,615,000 | (3) | Yum! Brands, Inc., 3.750%–6.875%, 11/01/2020–11/01/2043 | 59,196,793 | 0.8 | |||||||
41,772,960 | (6) | Other Securities | 38,542,675 | 0.5 | |||||||
215,618,193 | 3.0 | ||||||||||
Consumer, Non-cyclical: 1.9% | |||||||||||
14,900,000 | (9) | Avantor, Inc., 6.000%, 10/01/2024 | 15,585,400 | 0.2 | |||||||
61,769,000 | (9) | Avantor, Inc., 9.000%, 10/01/2025 | 66,633,309 | 0.9 | |||||||
6,710,000 | (9) | Hologic, Inc., 4.375%, 10/15/2025 | 6,793,170 | 0.1 | |||||||
2,345,000 | (9) | Korn Ferry, 4.625%, 12/15/2027 | 2,286,375 | 0.0 | |||||||
9,125,000 | (9) | Refinitiv US Holdings, Inc., 6.250%, 05/15/2026 | 9,693,624 | 0.1 | |||||||
11,030,000 | (9) | Refinitiv US Holdings, Inc., 8.250%, 11/15/2026 | 11,956,355 | 0.2 | |||||||
24,780,000 | (6) | Other Securities | 25,611,792 | 0.4 | |||||||
138,560,025 | 1.9 | ||||||||||
Energy: 0.1% | |||||||||||
3,855,000 | Other Securities | 3,868,917 | 0.1 | ||||||||
Financial: 1.0% | |||||||||||
8,400,000 | (10) | Bank of New York Mellon Corp., 3.726%, (US0003M + 3.420%), 12/31/2199 | 7,969,831 | 0.1 | |||||||
16,343,000 | (9) | HUB International Ltd., 7.000%, 05/01/2026 | 16,359,425 | 0.2 | |||||||
3,510,000 | (9) | SBA Communications Corp., 3.875%, 02/15/2027 | 3,500,189 | 0.1 | |||||||
6,360,000 | (9) | USI, Inc./NY, 6.875%, 05/01/2025 | 6,435,461 | 0.1 | |||||||
36,460,000 | Other Securities | 36,533,705 | 0.5 | ||||||||
70,798,611 | 1.0 | ||||||||||
Industrial: 1.0% | |||||||||||
52,355,000 | (3), (10) | General Electric Co., 5.000%, 12/31/2199 | 41,184,819 | 0.6 | |||||||
7,425,000 | (9) | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 4.719%, (US0003M + 3.500%), 07/15/2021 | 7,390,214 | 0.1 | |||||||
6,845,000 | (9) | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 5.125%, 07/15/2023 | 6,935,320 | 0.1 |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED) |
Principal Amount† | Value | Percentage of Net Assets | |||||||||
CORPORATE BONDS/NOTES: (continued) | |||||||||||
Industrial: (continued) | |||||||||||
4,220,000 | (9) | Sensata Technologies BV, 4.875%, 10/15/2023 | $ | 4,393,590 | 0.0 | ||||||
5,100,000 | (9) | Sensata Technologies BV, 5.000%, 10/01/2025 | 5,443,255 | 0.1 | |||||||
1,430,000 | (9) | Sensata Technologies BV, 5.625%, 11/01/2024 | 1,521,012 | 0.0 | |||||||
8,235,000 | (6) | Other Securities | 8,093,862 | 0.1 | |||||||
74,962,072 | 1.0 | ||||||||||
Technology: 0.7% | |||||||||||
2,840,000 | (9) | Sensata Technologies UK Financing Co. PLC, 6.250%, 02/15/2026 | 2,953,074 | 0.0 | |||||||
47,166,000 | (3),(9) | Solera LLC / Solera Finance, Inc., 10.500%, 03/01/2024 | 48,205,303 | 0.7 | |||||||
51,158,377 | 0.7 | ||||||||||
Utilities: 0.1% | |||||||||||
9,465,000 | (6) | Other Securities | 9,043,713 | 0.1 | |||||||
Total Corporate Bonds/Notes (Cost $797,395,271) | 813,225,309 | 11.3 | |||||||||
BANK LOANS: 10.5% | |||||||||||
Basic Materials: 0.0% | |||||||||||
3,048,658 | H.B. Fuller Co. 1st Lien Term Loan B, 2.190%, (US0001M + 2.000%), 10/20/2024 | 2,955,292 | 0.0 | ||||||||
Consumer, Cyclical: 0.7% | |||||||||||
24,685,000 | Formula One TL B3 1L, 3.500%, (US0003M + 2.500%), 02/01/2024 | 23,574,175 | 0.3 | ||||||||
5,211,997 | Four Seasons Hotels Ltd. — TL B 1L, 2.296%, (US0003M + 2.000%), 11/30/2023 | 4,964,427 | 0.1 | ||||||||
9,141,115 | Life Time, Inc. 2017 Term Loan B 1L, 3.750%, (US0003M + 2.750%), 06/10/2022 | 8,127,978 | 0.1 | ||||||||
10,920,000 | Mileage Plus Holdings LLC 2020 Term Loan B, 5.412%, (US0001M + 5.250%), 06/25/2027 | 10,860,530 | 0.2 | ||||||||
47,527,110 | 0.7 | ||||||||||
Consumer, Non-cyclical: 3.3% | |||||||||||
439,970 | Gartner, Inc. — TL A 1L, 2.305%, (US0003M + 2.000%), 03/20/2022 | 436,670 | 0.0 | ||||||||
20,980,000 | Loire Finco Luxembourg Sarl — TL B 1L, 3.678%, (US0003M + 3.250%), 01/24/2027 | 20,193,250 | 0.3 | ||||||||
15,225,000 | NVA Holdings Inc. — TL A-3 1L, 2.438%, (US0003M + 2.250%), 09/19/2022 | 15,072,750 | 0.2 | ||||||||
352,114 | Prestige Brands, Inc. Term Loan B4, 2.178%, (US0001M + 2.000%), 01/26/2024 | 347,272 | 0.0 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||
BANK LOANS: (continued) | |||||||||||
Consumer, Non-cyclical: (continued) | |||||||||||
182,850,412 | Refinitiv — TL B 1L, 3.428%, (US0001M + 3.750%), 10/01/2025 | $ | 179,124,835 | 2.5 | |||||||
23,590,006 | Sunshine Luxembourg VII Sarl — TL B 1L, 5.322%, (US0003M + 4.250%), 07/17/2026 | 22,621,141 | 0.3 | ||||||||
237,795,918 | 3.3 | ||||||||||
Financial: 2.4% | |||||||||||
1,322,935 | Alliant Holdings Intermediate, LLC Term Loan B 1L, 2.924%, (US0003M + 3.000%), 05/09/2025 | 1,256,788 | 0.0 | ||||||||
2,044,085 | AmWINS Group, Inc. — TL B 1L, 3.750%, (US0003M + 2.750%), 01/25/2024 | 1,991,705 | 0.0 | ||||||||
24,384,853 | HUB International Ltd. — TL B 1L, 5.000%, (US0001M + 4.000%), 04/25/2025 | 24,134,226 | 0.4 | ||||||||
31,457,082 | USI Inc/NY — TL B 1L, 3.308%, (US0003M + 3.000%), 05/16/2024 | 29,947,142 | 0.4 | ||||||||
7,255,000 | USI, Inc. Term Loan B 1L, 4.500%, (US0001M + 4.000%), 12/02/2026 | 7,050,953 | 0.1 | ||||||||
111,568,456 | HUB International Ltd. TL B 1L, 4.020%, (US0001M + 3.000%), 04/25/2025 | 106,687,336 | 1.5 | ||||||||
171,068,150 | 2.4 | ||||||||||
Health Care: 0.3% | |||||||||||
2,164,575 | CPI Holdco, LLC 2019 TL 1L, 5.701%, (US0003M + 4.250%), 11/04/2026 | 2,094,227 | 0.0 | ||||||||
19,354,005 | Emerald TopCo Inc Term Loan, 4.259%, (US0003M + 3.500%), 07/24/2026 | 18,737,096 | 0.3 | ||||||||
20,831,323 | 0.3 | ||||||||||
Industrial: 0.1% | |||||||||||
2,823,318 | Filtration Group Corp. 2018 1st Lien Term Loan, 3.178%, (US0003M + 3.000%), 03/31/2025 | 2,720,973 | 0.1 | ||||||||
3,050,000 | Welbilt, Inc. 2018 Term Loan B 1L, 2.678%, (US0003M + 2.500%), 10/23/2025 | 2,638,250 | 0.0 | ||||||||
5,359,223 | 0.1 | ||||||||||
Industrial Equipment: 0.0% | |||||||||||
2,080,000 | Gardner Denver, Inc. 2020 USD Term Loan B, 3.052%, (US0003M + 2.750%), 03/01/2027 | 2,031,900 | 0.0 | ||||||||
Materials: 0.3% | |||||||||||
21,575,000 | Thyssenkrupp AG — TL B 1L, 4.420%, (US0001M + 3.500%), 06/30/2027 | 21,143,505 | 0.3 |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED) |
Principal Amount† | Value | Percentage of Net Assets | |||||||||
BANK LOANS: (continued) | |||||||||||
Technology: 3.4% | |||||||||||
66,918,312 | Cypress Intermediate Holdings III Inc TL B 1L, 4.000%, (US0001M + 3.000%), 04/29/2024 | $ | 64,710,007 | 0.9 | |||||||
77,461,707 | Kronos Inc./MA — TL B 1L, 3.179%, (US0003M + 3.000%), 11/01/2023 | 77,389,048 | 1.1 | ||||||||
2,853,438 | Ultimate Software Group, Inc. — TL 1L, 3.928%, (US0003M + 3.750%), 05/04/2026 | 2,768,345 | 0.0 | ||||||||
96,905,000 | Ultimate Software Group, Inc. TL 1L, 4.052%, (US0003M + 3.750%), 05/03/2026 | 95,961,920 | 1.3 | ||||||||
3,050,000 | Ultimate Software Group, Inc. TL 2L, 6.912%, (US0001M + 6.750%), 05/03/2027 | 3,109,094 | 0.1 | ||||||||
243,938,414 | 3.4 | ||||||||||
Total Bank Loans (Cost $761,767,031) | 752,650,835 | 10.5 | |||||||||
ASSET-BACKED SECURITIES: 0.4% | |||||||||||
Other Asset-Backed Securities: 0.4% | |||||||||||
7,968,675 | (9) | Domino’s Pizza Master Issuer LLC 2017-1A A23, 4.118%, 07/25/2047 | 8,626,798 | 0.1 | |||||||
7,457,175 | (9) | Domino’s Pizza Master Issuer LLC 2018-1A A2I, 4.116%, 07/25/2048 | 7,971,688 | 0.1 | |||||||
3,691,450 | (9) | Domino’s Pizza Master Issuer LLC 2019-1A A2, 3.668%, 10/25/2049 | 3,871,741 | 0.1 | |||||||
5,037,825 | (9) | Wendys Funding LLC 2018-1A A2I, 3.573%, 03/15/2048 | 5,227,751 | 0.1 | |||||||
Total Asset-Backed Securities (Cost $23,949,807) | 25,697,978 | 0.4 | |||||||||
Total Long-Term Investments (Cost $6,127,501,849) | 6,662,214,021 | 92.8 | |||||||||
SHORT-TERM INVESTMENTS: 12.9% | |||||||||||
Floating Rate Notes: 0.0% | |||||||||||
1,775,000 | (11) | Bank of Montreal, 0.200%, 07/13/2020 (Cost $1,775,038) | 1,775,038 | 0.0 | |||||||
Repurchase Agreements: 2.4% | |||||||||||
5,798,186 | (11) | Amherst Pierpoint Securities LLC, Repurchase Agreement dated 06/30/20, 0.14%, due 07/01/20 (Repurchase Amount $5,798,208, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–8.000%, Market Value plus accrued interest $5,914,150, due 08/13/20–05/20/70) | 5,798,186 | 0.1 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||
SHORT-TERM INVESTMENTS: (continued) | |||||||||||
Repurchase Agreements: (continued) | |||||||||||
15,353,238 | (11) | BNP Paribas S.A., Repurchase Agreement dated 06/30/20, 0.07%–0.24%, due 07/01/20 (Repurchase Amount $15,353,325, collateralized by various U.S. Government Securities, 0.000%–6.500%, Market Value plus accrued interest $16,030,565, due 08/15/20–02/15/48) | $ | 15,353,238 | 0.2 | ||||||
34,738,495 | (11) | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/20, 0.10%, due 07/01/20 (Repurchase Amount $34,738,590, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–9.000%, Market Value plus accrued interest $35,433,265, due 08/01/20–02/20/70) | 34,738,495 | 0.5 | |||||||
6,817,967 | (11) | CF Secured LLC, Repurchase Agreement dated 06/30/20, 0.10%, due 07/01/20 (Repurchase Amount $6,817,986, collateralized by various U.S. Government/U.S. Government Agency Obligations, 2.500%–5.500%, Market Value plus accrued interest $6,954,326, due 01/01/29–06/01/50) | 6,817,967 | 0.1 | |||||||
14,641,807 | (11) | Citadel Securities LLC, Repurchase Agreement dated 06/30/20, 0.15%, due 07/01/20 (Repurchase Amount $14,641,867, collateralized by various U.S. Government Securities, 0.000%–7.625%, Market Value plus accrued interest $14,934,706, due 07/31/20–11/15/49) | 14,641,807 | 0.2 | |||||||
44,235,081 | (11) | Citigroup, Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $44,235,190, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.500%–7.500%, Market Value plus accrued interest $45,119,785, due 07/31/21–05/20/70) | 44,235,081 | 0.6 |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED) |
Principal Amount† | Value | Percentage of Net Assets | |||||||||
SHORT-TERM INVESTMENTS: (continued) | |||||||||||
Repurchase Agreements: (continued) | |||||||||||
8,925,569 | (11) | Industrial & Comm. Bank of China, Repurchase Agreement dated 06/30/20, 0.11%, due 07/01/20 (Repurchase Amount $8,925,596, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–9.500%, Market Value plus accrued interest $9,104,080, due 07/15/20–06/01/50) | $ | 8,925,569 | 0.1 | ||||||
2,624,346 | (11) | Palafox Trading LLC, Repurchase Agreement dated 06/30/20, 0.15%, due 07/01/20 (Repurchase Amount $2,624,357, collateralized by various U.S. Government Securities, 1.375%–2.000%, Market Value plus accrued interest $2,676,845, due 01/31/22–08/15/25) | 2,624,346 | 0.1 | |||||||
2,585,811 | (11) | Royal Bank of Canada, Repurchase Agreement dated 06/30/20, 0.26%, due 07/01/20 (Repurchase Amount $2,585,829, collateralized by various U.S. Government Securities, 0.000%–8.700%, Market Value plus accrued interest $2,700,764, due 10/27/20–05/27/40) | 2,585,811 | 0.0 | |||||||
36,020,404 | (11) | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/20, 0.24%, due 07/01/20 (Repurchase Amount $36,020,641, collateralized by various U.S. Government Securities, 0.125%–3.875%, Market Value plus accrued interest $36,824,307, due 01/15/22–02/15/47) | 36,020,404 | 0.5 | |||||||
Total Repurchase Agreements (Cost $171,740,904) | 171,740,904 | 2.4 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||
Mutual Funds: 10.5% | |||||||||||
5,512,000 | (11), (12) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.100% | 5,512,000 | 0.1 | |||||||
5,512,000 | (11), (12) | Goldman Sachs Financial Square Government Fund — Institutional Shares, 0.150% | 5,512,000 | 0.1 |
Shares | Value | Percentage of Net Assets | |||||||||
SHORT-TERM INVESTMENTS: (continued) | |||||||||||
Mutual Funds: (continued) | |||||||||||
5,512,000 | (11), (12) | Morgan Stanley Institutional Liquidity Funds — Government Portfolio (Institutional Share Class), 0.050% | $ | 5,512,000 | 0.1 | ||||||
734,303,812 | (12) | T. Rowe Price Government Reserve Fund, 0.140% | 734,303,811 | 10.2 | |||||||
Total Mutual Funds (Cost $750,839,811) | 750,839,811 | 10.5 | |||||||||
Total Short-Term Investments (Cost $924,355,753) | 924,355,753 | 12.9 | |||||||||
Total Investments in Securities (Cost $7,051,857,602) | $ | 7,586,569,774 | 105.7 | ||||||||
Liabilities in Excess of Other Assets | (405,997,607 | ) | (5.7 | ) | |||||||
Net Assets | $ | 7,180,572,167 | 100.0 |
“Other Securities” represents issues not identified as the top 50 holdings in terms of market value and issues or issuers not exceeding 1% of net assets individually or in aggregate respectively as of June 30, 2020.
The following footnotes apply to either the individual securities noted or one or more of the securities aggregated and listed as a single line item.
† | Unless otherwise indicated, principal amount is shown in USD. | |
(1) | Non-income producing security. | |
(2) | All or a portion of this security is pledged to cover open written call options at June 30, 2020. | |
(3) | Security, or a portion of the security, is on loan. | |
(4) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. | |
(5) | Restricted security as to resale, excluding Rule 144A securities. As of June 30, 2020, the Portfolio held restricted securities with a fair value of $40,810,261 or 0.6% of net assets. Please refer to the table below for additional details. | |
(6) | The grouping contains securities on loan. | |
(7) | The grouping contains non-income producing securities. | |
(8) | Preferred Stock may be called prior to convertible date. | |
(9) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. | |
(10) | Variable rate security. Rate shown is the rate in effect as of June 30, 2020. | |
(11) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. | |
(12) | Rate shown is the 7-day yield as of June 30, 2020. |
Reference Rate Abbreviations:
US0001M 1-month LIBOR
US0003M 3-month LIBOR
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED) |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs# (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2020 | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | |||||||||||||||
Investments, at fair value | |||||||||||||||
Common Stock | |||||||||||||||
Communication Services | $ | 291,068,552 | $ | — | $ | — | $ | 291,068,552 | |||||||
Consumer Discretionary | 455,341,704 | — | — | 455,341,704 | |||||||||||
Consumer Staples | 123,303,315 | — | — | 123,303,315 | |||||||||||
Financials | 392,853,812 | — | — | 392,853,812 | |||||||||||
Health Care | 987,491,846 | 61,788,552 | — | 1,049,280,398 | |||||||||||
Industrials | 601,385,512 | — | — | 601,385,512 | |||||||||||
Information Technology | 1,019,179,804 | — | — | 1,019,179,804 | |||||||||||
Materials | 92,694,191 | — | — | 92,694,191 | |||||||||||
Utilities | 705,290,911 | — | — | 705,290,911 | |||||||||||
Total Common Stock | 4,668,609,647 | 61,788,552 | — | 4,730,398,199 | |||||||||||
Preferred Stock | 275,652,676 | 23,778,763 | 40,810,261 | 340,241,700 | |||||||||||
Corporate Bonds/Notes | — | 813,225,309 | — | 813,225,309 | |||||||||||
Bank Loans | — | 752,650,835 | — | 752,650,835 | |||||||||||
Asset-Backed Securities | — | 25,697,978 | — | 25,697,978 | |||||||||||
Short-Term Investments | 750,839,811 | 173,515,942 | — | 924,355,753 | |||||||||||
Total Investments, at fair value | $ | 5,695,102,134 | $ | 1,850,657,379 | $ | 40,810,261 | $ | 7,586,569,774 | |||||||
Liabilities Table | |||||||||||||||
Other Financial Instruments+ | |||||||||||||||
Written Options | $ | — | $ | (50,397,825 | ) | $ | — | $ | (50,397,825 | ) | |||||
Total Liabilities | $ | — | $ | (50,397,825 | ) | $ | — | $ | (50,397,825 | ) |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. | |
+ | Other Financial Instruments may include open forward foreign currency contracts, futures, centrally cleared swaps, OTC swaps and written options. Forward foreign currency contracts, futures and centrally cleared swaps are fair valued at the unrealized appreciation (depreciation) on the instrument. OTC swaps and written options are valued at the fair value of the instrument. | |
# | The earlier close of the foreign markets gives rise to the possibility that significant events, including broad market moves, may have occurred in the interim and may materially affect the value of those securities. To account for this, the Portfolio may frequently value many of its foreign equity securities using fair value prices based on third party vendor modeling tools to the extent available. Accordingly, a portion of the Portfolio’s investments are categorized as Level 2 investments. |
Security | Acquisition Date | Acquisition Cost | Fair Value | |||||||||||
Aurora Innovation, Inc., — Series B | 3/1/2019 | $ | 5,325,555 | $ | 5,325,555 | |||||||||
Waymo LLC., Series A-2 | 5/8/2020 | 35,484,706 | 35,484,706 | |||||||||||
$ | 40,810,261 | $ | 40,810,261 |
Description | Counterparty | Put/ Call | Expiration Date | Exercise Price | Number of Contracts | Notional Amount | Premiums Received | Fair Value | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Alphabet, Inc. — Class C | Citigroup Global Markets | Call | 01/15/21 | USD | 1,500.000 | 25 | USD | 3,534,025 | $159,425 | $(229,114) | |||||||||||
Alphabet, Inc. — Class C | Citigroup Global Markets | Call | 01/15/21 | USD | 1,500.000 | 38 | USD | 5,371,718 | 286,786 | (348,254) | |||||||||||
Alphabet, Inc. — Class C | Citigroup Global Markets | Call | 01/15/21 | USD | 1,500.000 | 38 | USD | 5,371,718 | 304,266 | (348,254) | |||||||||||
Alphabet, Inc. — Class C | Citigroup Global Markets | Call | 01/15/21 | USD | 1,500.000 | 39 | USD | 5,513,079 | 288,093 | (357,418) | |||||||||||
Alphabet, Inc. — Class C | Goldman Sachs & Co. | Call | 01/15/21 | USD | 1,740.000 | 14 | USD | 1,979,054 | 61,978 | (36,242) | |||||||||||
Alphabet, Inc. — Class C | Goldman Sachs & Co. | Call | 01/15/21 | USD | 1,740.000 | 13 | USD | 1,837,693 | 60,931 | (33,653) | |||||||||||
Alphabet, Inc. — Class C | Goldman Sachs & Co. | Call | 01/15/21 | USD | 1,740.000 | 12 | USD | 1,696,332 | 56,604 | (31,064) | |||||||||||
Alphabet, Inc. — Class C | Goldman Sachs & Co. | Call | 01/15/21 | USD | 1,760.000 | 13 | USD | 1,837,693 | 54,951 | (30,010) | |||||||||||
Alphabet, Inc. — Class C | Goldman Sachs & Co. | Call | 01/15/21 | USD | 1,760.000 | 14 | USD | 1,979,054 | 55,958 | (32,319) | |||||||||||
Alphabet, Inc. — Class C | Goldman Sachs & Co. | Call | 01/15/21 | USD | 1,760.000 | 12 | USD | 1,696,332 | 50,964 | (27,702) | |||||||||||
Alphabet, Inc. — Class C | Goldman Sachs & Co. | Call | 01/15/21 | USD | 1,780.000 | 13 | USD | 1,837,693 | 49,751 | (26,539) | |||||||||||
Alphabet, Inc. — Class C | Goldman Sachs & Co. | Call | 01/15/21 | USD | 1,780.000 | 14 | USD | 1,979,054 | 50,218 | (28,580) | |||||||||||
Alphabet, Inc. — Class C | Goldman Sachs & Co. | Call | 01/15/21 | USD | 1,780.000 | 12 | USD | 1,696,332 | 45,924 | (24,497) |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED) |
Description | Counterparty | Put/ Call | Expiration Date | Exercise Price | Number of Contracts | Notional Amount | Premiums Received | Fair Value | |||||||||||||
Alphabet, Inc. — Class C | Goldman Sachs & Co. | Call | 01/15/21 | USD | 1,800.000 | 12 | USD | 1,696,332 | $ 41,364 | $ (21,822) | |||||||||||
Alphabet, Inc. — Class C | Goldman Sachs & Co. | Call | 01/15/21 | USD | 1,800.000 | 13 | USD | 1,837,693 | 44,681 | (23,641) | |||||||||||
Alphabet, Inc. — Class C | Goldman Sachs & Co. | Call | 01/15/21 | USD | 1,800.000 | 14 | USD | 1,979,054 | 45,038 | (25,459) | |||||||||||
American Electric Power Co., Inc. | Citigroup Global Markets | Call | 01/15/21 | USD | 105.000 | 988 | USD | 7,868,432 | 155,116 | (28,469) | |||||||||||
American Electric Power Co., Inc. | Citigroup Global Markets | Call | 01/15/21 | USD | 105.000 | 1,000 | USD | 7,964,000 | 157,000 | (28,815) | |||||||||||
American Electric Power Co., Inc. | Citigroup Global Markets | Call | 01/15/21 | USD | 115.000 | 597 | USD | 4,754,508 | 105,376 | (3,778) | |||||||||||
Aptiv PLC | Goldman Sachs & Co. | Call | 01/15/21 | USD | 100.000 | 218 | USD | 1,698,656 | 125,483 | (104,432) | |||||||||||
Aptiv PLC | Goldman Sachs & Co. | Call | 01/15/21 | USD | 100.000 | 223 | USD | 1,737,616 | 106,157 | (106,827) | |||||||||||
Aptiv PLC | Goldman Sachs & Co. | Call | 01/15/21 | USD | 97.500 | 223 | USD | 1,737,616 | 123,968 | (120,537) | |||||||||||
Aptiv PLC | Goldman Sachs & Co. | Call | 01/15/21 | USD | 97.500 | 218 | USD | 1,698,656 | 145,508 | (117,835) | |||||||||||
Avantor, Inc. | Credit Suisse Securities (USA) LLC | Call | 01/15/21 | USD | 15.000 | 616 | USD | 1,047,200 | 73,058 | (234,154) | |||||||||||
Avantor, Inc. | Credit Suisse Securities (USA) LLC | Call | 01/15/21 | USD | 20.000 | 733 | USD | 1,246,100 | 171,449 | (117,820) | |||||||||||
Avantor, Inc. | Credit Suisse Securities (USA) LLC | Call | 01/15/21 | USD | 20.000 | 177 | USD | 300,900 | 39,135 | (28,451) | |||||||||||
Avantor, Inc. | Credit Suisse Securities (USA) LLC | Call | 01/15/21 | USD | 22.500 | 177 | USD | 300,900 | 19,877 | (18,276) | |||||||||||
Avantor, Inc. | Credit Suisse Securities (USA) LLC | Call | 01/15/21 | USD | 22.500 | 733 | USD | 1,246,100 | 89,719 | (75,685) | |||||||||||
Becton Dickinson & Co. | Goldman Sachs & Co. | Call | 01/15/21 | USD | 260.000 | 123 | USD | 2,943,021 | 216,041 | (154,943) | |||||||||||
Becton Dickinson & Co. | Goldman Sachs & Co. | Call | 01/15/21 | USD | 270.000 | 123 | USD | 2,943,021 | 172,892 | (114,766) | |||||||||||
Becton Dickinson & Co. | Goldman Sachs & Co. | Call | 01/15/21 | USD | 280.000 | 92 | USD | 2,201,284 | 127,453 | (62,009) | |||||||||||
Becton Dickinson & Co. | Goldman Sachs & Co. | Call | 01/15/21 | USD | 280.000 | 91 | USD | 2,177,357 | 115,160 | (61,335) | |||||||||||
Becton Dickinson & Co. | Goldman Sachs & Co. | Call | 01/15/21 | USD | 300.000 | 92 | USD | 2,201,284 | 68,919 | (30,696) | |||||||||||
Becton Dickinson & Co. | Goldman Sachs & Co. | Call | 01/15/21 | USD | 300.000 | 212 | USD | 5,072,524 | 257,181 | (70,734) | |||||||||||
Becton Dickinson & Co. | Goldman Sachs & Co. | Call | 01/15/21 | USD | 300.000 | 250 | USD | 5,981,750 | 249,820 | (83,412) | |||||||||||
Becton Dickinson & Co. | Goldman Sachs & Co. | Call | 01/15/21 | USD | 300.000 | 75 | USD | 1,794,525 | 70,180 | (25,024) | |||||||||||
Becton Dickinson & Co. | Goldman Sachs & Co. | Call | 01/15/21 | USD | 300.000 | 91 | USD | 2,177,357 | 61,231 | (30,362) | |||||||||||
Becton Dickinson & Co. | Goldman Sachs & Co. | Call | 01/15/21 | USD | 300.000 | 175 | USD | 4,187,225 | 159,917 | (58,389) | |||||||||||
CME Group, Inc. | Credit Suisse Securities (USA) LLC | Call | 01/15/21 | USD | 170.000 | 210 | USD | 3,413,340 | 228,375 | (263,726) | |||||||||||
CME Group, Inc. | Credit Suisse Securities (USA) LLC | Call | 01/15/21 | USD | 175.000 | 210 | USD | 3,413,340 | 176,400 | (219,946) | |||||||||||
CME Group, Inc. | Credit Suisse Securities (USA) LLC | Call | 01/15/21 | USD | 180.000 | 210 | USD | 3,413,340 | 160,272 | (181,985) | |||||||||||
CME Group, Inc. | Credit Suisse Securities (USA) LLC | Call | 01/15/21 | USD | 185.000 | 210 | USD | 3,413,340 | 121,023 | (149,621) | |||||||||||
CME Group, Inc. | Goldman Sachs & Co. | Call | 01/15/21 | USD | 170.000 | 61 | USD | 991,494 | 67,673 | (67,673) | |||||||||||
CME Group, Inc. | Goldman Sachs & Co. | Call | 01/15/21 | USD | 175.000 | 61 | USD | 991,494 | 59,792 | (59,792) | |||||||||||
CME Group, Inc. | Goldman Sachs & Co. | Call | 01/15/21 | USD | 180.000 | 61 | USD | 991,494 | 47,641 | (47,641) | |||||||||||
CME Group, Inc. | Goldman Sachs & Co. | Call | 01/15/21 | USD | 185.000 | 61 | USD | 991,494 | 39,754 | (39,754) | |||||||||||
Danaher Corp. | JPMorgan Chase Bank N.A. | Call | 01/15/21 | USD | 150.000 | 185 | USD | 3,271,355 | 201,086 | (607,209) | |||||||||||
Danaher Corp. | JPMorgan Chase Bank N.A. | Call | 01/15/21 | USD | 160.000 | 185 | USD | 3,271,355 | 248,216 | (469,755) | |||||||||||
Danaher Corp. | JPMorgan Chase Bank N.A. | Call | 01/15/21 | USD | 180.000 | 183 | USD | 3,235,989 | 164,274 | (242,221) | |||||||||||
Danaher Corp. | JPMorgan Chase Bank N.A. | Call | 01/15/21 | USD | 185.000 | 352 | USD | 6,224,416 | 166,549 | (382,325) | |||||||||||
Danaher Corp. | JPMorgan Chase Bank N.A. | Call | 01/15/21 | USD | 190.000 | 352 | USD | 6,224,416 | 119,254 | (308,750) | |||||||||||
Danaher Corp. | JPMorgan Chase Bank N.A. | Call | 01/15/21 | USD | 190.000 | 183 | USD | 3,235,989 | 109,127 | (160,515) | |||||||||||
Facebook, Inc. — Class A | JPMorgan Chase Bank N.A. | Call | 01/15/21 | USD | 195.000 | 246 | USD | 5,585,922 | 275,793 | (1,091,131) | |||||||||||
Facebook, Inc. — Class A | JPMorgan Chase Bank N.A. | Call | 01/15/21 | USD | 200.000 | 246 | USD | 5,585,922 | 235,479 | (1,008,369) | |||||||||||
Facebook, Inc. — Class A | JPMorgan Chase Bank N.A. | Call | 01/15/21 | USD | 265.000 | 158 | USD | 3,587,706 | 156,736 | (177,204) | |||||||||||
Facebook, Inc. — Class A | JPMorgan Chase Bank N.A. | Call | 01/15/21 | USD | 265.000 | 186 | USD | 4,223,502 | 186,372 | (208,608) | |||||||||||
Facebook, Inc. — Class A | JPMorgan Chase Bank N.A. | Call | 01/15/21 | USD | 270.000 | 186 | USD | 4,223,502 | 164,982 | (185,463) | |||||||||||
Facebook, Inc. — Class A | JPMorgan Chase Bank N.A. | Call | 01/15/21 | USD | 270.000 | 158 | USD | 3,587,706 | 138,566 | (157,544) |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED) |
Description | Counterparty | Put/ Call | Expiration Date | Exercise Price | Number of Contracts | Notional Amount | Premiums Received | Fair Value | |||||||||||||
Facebook, Inc. — Class A | JPMorgan Chase Bank N.A. | Call | 01/15/21 | USD | 275.000 | 158 | USD | 3,587,706 | $ 121,186 | $ (140,082) | |||||||||||
Facebook, Inc. — Class A | JPMorgan Chase Bank N.A. | Call | 01/15/21 | USD | 275.000 | 186 | USD | 4,223,502 | 145,452 | (164,907) | |||||||||||
General Electric Co. | JPMorgan Chase Bank N.A. | Call | 01/15/21 | USD | 15.000 | 6,247 | USD | 4,266,701 | 324,844 | (29,912) | |||||||||||
General Electric Co. | JPMorgan Chase Bank N.A. | Call | 01/15/21 | USD | 15.000 | 12,416 | USD | 8,480,128 | 1,044,806 | (59,450) | |||||||||||
General Electric Co. | JPMorgan Chase Bank N.A. | Call | 01/15/21 | USD | 15.000 | 3,732 | USD | 2,548,956 | 325,654 | (17,869) | |||||||||||
General Electric Co. | JPMorgan Chase Bank N.A. | Call | 01/15/21 | USD | 15.000 | 6,208 | USD | 4,240,064 | 530,039 | (29,725) | |||||||||||
General Electric Co. | JPMorgan Chase Bank N.A. | Call | 01/15/21 | USD | 15.000 | 6,248 | USD | 4,267,384 | 353,137 | (29,916) | |||||||||||
General Electric Co. | JPMorgan Chase Bank N.A. | Call | 01/15/21 | USD | 8.000 | 6,168 | USD | 4,212,744 | 746,945 | (426,955) | |||||||||||
Global Payments, Inc. | Goldman Sachs & Co. | Call | 12/18/20 | USD | 185.000 | 95 | USD | 1,611,390 | 137,623 | (116,585) | |||||||||||
Global Payments, Inc. | Goldman Sachs & Co. | Call | 12/18/20 | USD | 185.000 | 88 | USD | 1,492,656 | 124,302 | (107,995) | |||||||||||
Global Payments, Inc. | Goldman Sachs & Co. | Call | 12/18/20 | USD | 195.000 | 88 | USD | 1,492,656 | 89,585 | (79,600) | |||||||||||
Global Payments, Inc. | Goldman Sachs & Co. | Call | 12/18/20 | USD | 195.000 | 95 | USD | 1,611,390 | 100,543 | (85,932) | |||||||||||
Hilton Worldwide Holdings, Inc. | Citigroup Global Markets | Call | 01/15/21 | USD | 125.000 | 171 | USD | 1,255,995 | 92,492 | (7,498) | |||||||||||
Hilton Worldwide Holdings, Inc. | Citigroup Global Markets | Call | 01/15/21 | USD | 125.000 | 6 | USD | 44,070 | 3,306 | (263) | |||||||||||
Hilton Worldwide Holdings, Inc. | Citigroup Global Markets | Call | 01/15/21 | USD | 130.000 | 172 | USD | 1,263,340 | 67,427 | (5,525) | |||||||||||
Hilton Worldwide Holdings, Inc. | Citigroup Global Markets | Call | 01/15/21 | USD | 130.000 | 6 | USD | 44,070 | 2,388 | (193) | |||||||||||
Hilton Worldwide Holdings, Inc. | Credit Suisse Securities (USA) LLC | Call | 01/15/21 | USD | 87.500 | 62 | USD | 455,390 | 46,853 | (30,627) | |||||||||||
Hilton Worldwide Holdings, Inc. | Credit Suisse Securities (USA) LLC | Call | 01/15/21 | USD | 90.000 | 62 | USD | 455,390 | 41,236 | (26,339) | |||||||||||
Humana, Inc. | Credit Suisse Securities (USA) LLC | Call | 01/15/21 | USD | 370.000 | 122 | USD | 4,730,550 | 412,201 | (634,815) | |||||||||||
Humana, Inc. | Credit Suisse Securities (USA) LLC | Call | 01/15/21 | USD | 380.000 | 122 | USD | 4,730,550 | 359,778 | (563,586) | |||||||||||
Humana, Inc. | Credit Suisse Securities (USA) LLC | Call | 01/15/21 | USD | 420.000 | 91 | USD | 3,528,525 | 251,742 | (241,213) | |||||||||||
Humana, Inc. | Credit Suisse Securities (USA) LLC | Call | 01/15/21 | USD | 430.000 | 91 | USD | 3,528,525 | 218,436 | (205,286) | |||||||||||
Ingersoll Rand, Inc. | JPMorgan Chase Bank N.A. | Call | 12/18/20 | USD | 35.000 | 911 | USD | 2,561,732 | 138,354 | (133,160) | |||||||||||
Ingersoll Rand, Inc. | JPMorgan Chase Bank N.A. | Call | 12/18/20 | USD | 35.000 | 905 | USD | 2,544,860 | 169,235 | (132,283) | |||||||||||
Intercontinental Exchange, Inc. | JPMorgan Chase Bank N.A. | Call | 01/15/21 | USD | 100.000 | 364 | USD | 3,334,240 | 215,594 | (142,292) | |||||||||||
Intercontinental Exchange, Inc. | JPMorgan Chase Bank N.A. | Call | 01/15/21 | USD | 105.000 | 364 | USD | 3,334,240 | 147,067 | (89,077) | |||||||||||
Keuring Dr Pepper, Inc. | Citigroup Global Markets | Call | 10/16/20 | USD | 29.000 | 1,223 | USD | 3,454,975 | 128,623 | (195,507) | |||||||||||
Keuring Dr Pepper, Inc. | Citigroup Global Markets | Call | 10/16/20 | USD | 30.000 | 1,232 | USD | 3,480,400 | 119,467 | (145,617) | |||||||||||
Keuring Dr Pepper, Inc. | Citigroup Global Markets | Call | 10/16/20 | USD | 31.000 | 1,232 | USD | 3,480,400 | 153,236 | (105,471) | |||||||||||
Microsoft Corp. | Citigroup Global Markets | Call | 01/15/21 | USD | 165.000 | 726 | USD | 14,774,826 | 923,653 | (3,188,489) | |||||||||||
Microsoft Corp. | Citigroup Global Markets | Call | 01/15/21 | USD | 170.000 | 726 | USD | 14,774,826 | 782,062 | (2,904,701) | |||||||||||
Microsoft Corp. | Credit Suisse Securities (USA) LLC | Call | 01/15/21 | USD | 165.000 | 1,200 | USD | 24,421,200 | 830,400 | (5,270,229) | |||||||||||
Microsoft Corp. | Credit Suisse Securities (USA) LLC | Call | 01/15/21 | USD | 165.000 | 1,258 | USD | 25,601,558 | 849,276 | (5,524,957) | |||||||||||
Microsoft Corp. | JPMorgan Chase Bank N.A. | Call | 01/15/21 | USD | 170.000 | 1,836 | USD | 37,364,436 | 1,995,732 | (7,345,773) | |||||||||||
Microsoft Corp. | JPMorgan Chase Bank N.A. | Call | 01/15/21 | USD | 170.000 | 973 | USD | 19,801,523 | 1,034,601 | (3,892,939) | |||||||||||
NextEra Energy, Inc. | Credit Suisse Securities (USA) LLC | Call | 01/15/21 | USD | 310.000 | 138 | USD | 3,314,346 | 115,713 | (22,871) | |||||||||||
NextEra Energy, Inc. | Credit Suisse Securities (USA) LLC | Call | 01/15/21 | USD | 320.000 | 138 | USD | 3,314,346 | 81,944 | (14,688) | |||||||||||
NXP Semiconductor NV — NXPI — US | Credit Suisse Securities (USA) LLC | Call | 01/15/21 | USD | 140.000 | 174 | USD | 1,984,296 | 121,835 | (103,307) | |||||||||||
NXP Semiconductor NV — NXPI — US | Credit Suisse Securities (USA) LLC | Call | 01/15/21 | USD | 140.000 | 973 | USD | 11,096,092 | 737,145 | (577,685) |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED) |
Description | Counterparty | Put/ Call | Expiration Date | Exercise Price | Number of Contracts | Notional Amount | Premiums Received | Fair Value | |||||||||||||
NXP Semiconductor NV — NXPI — US | Credit Suisse Securities (USA) LLC | Call | 01/15/21 | USD | 140.000 | 409 | USD | 4,664,236 | $302,987 | $(242,830) | |||||||||||
NXP Semiconductor NV — NXPI- US | JPMorgan Chase Bank N.A. | Call | 01/15/21 | USD | 115.000 | 152 | USD | 1,733,408 | 152,515 | (226,522) | |||||||||||
NXP Semiconductor NV — NXPI- US | JPMorgan Chase Bank N.A. | Call | 01/15/21 | USD | 125.000 | 152 | USD | 1,733,408 | 103,659 | (160,965) | |||||||||||
PerkinElmer, Inc. | JPMorgan Chase Bank N.A. | Call | 12/18/20 | USD | 110.000 | 31 | USD | 304,079 | 16,325 | (13,965) | |||||||||||
PerkinElmer, Inc. | JPMorgan Chase Bank N.A. | Call | 12/18/20 | USD | 110.000 | 211 | USD | 2,069,699 | 119,318 | (95,049) | |||||||||||
PerkinElmer, Inc. | JPMorgan Chase Bank N.A. | Call | 12/18/20 | USD | 115.000 | 211 | USD | 2,069,699 | 46,471 | (70,332) | |||||||||||
PerkinElmer, Inc. | JPMorgan Chase Bank N.A. | Call | 12/18/20 | USD | 115.000 | 31 | USD | 304,079 | 8,013 | (10,333) | |||||||||||
Roper Technologies, Inc. | Goldman Sachs & Co. | Call | 11/20/20 | USD | 370.000 | 122 | USD | 4,730,599 | 208,194 | (513,346) | |||||||||||
Roper Technologies, Inc. | Goldman Sachs & Co. | Call | 11/20/20 | USD | 390.000 | 122 | USD | 4,730,599 | 113,347 | (374,249) | |||||||||||
Roper Technologies, Inc. | Goldman Sachs & Co. | Call | 11/20/20 | USD | 420.000 | 121 | USD | 4,691,824 | 153,911 | (213,535) | |||||||||||
Roper Technologies, Inc. | Goldman Sachs & Co. | Call | 11/20/20 | USD | 440.000 | 121 | USD | 4,691,823 | 87,194 | (140,850) | |||||||||||
Roper Technologies, Inc. | Goldman Sachs & Co. | Call | 01/15/21 | USD | 430.000 | 113 | USD | 4,381,620 | 85,713 | (54,271) | |||||||||||
Thermo Fisher Scientific, Inc. | RBC Capital Markets LLC | Call | 01/15/21 | USD | 370.000 | 115 | USD | 4,166,910 | 161,667 | (302,856) | |||||||||||
Thermo Fisher Scientific, Inc. | RBC Capital Markets LLC | Call | 01/15/21 | USD | 390.000 | 115 | USD | 4,166,910 | 95,242 | (199,483) | |||||||||||
Thermo Fisher Scientific, Inc. | RBC Capital Markets LLC | Call | 01/15/21 | USD | 400.000 | 173 | USD | 6,268,482 | 134,883 | (238,238) | |||||||||||
Thermo Fisher Scientific, Inc. | RBC Capital Markets LLC | Call | 01/15/21 | USD | 400.000 | 28 | USD | 1,014,552 | 26,020 | (38,559) | |||||||||||
Thermo Fisher Scientific, Inc. | RBC Capital Markets LLC | Call | 01/15/21 | USD | 400.000 | 327 | USD | 11,848,518 | 231,284 | (450,311) | |||||||||||
Thermo Fisher Scientific, Inc. | RBC Capital Markets LLC | Call | 01/15/21 | USD | 400.000 | 74 | USD | 2,681,316 | 52,504 | (101,905) | |||||||||||
UnitedHealth Group, Inc. | JPMorgan Chase Bank N.A. | Call | 01/15/21 | USD | 320.000 | 122 | USD | 3,598,390 | 209,126 | (224,554) | |||||||||||
UnitedHealth Group, Inc. | JPMorgan Chase Bank N.A. | Call | 01/15/21 | USD | 330.000 | 122 | USD | 3,598,390 | 168,351 | (179,100) | |||||||||||
Visa, Inc. — Class A | Credit Suisse Securities (USA) LLC | Call | 01/15/21 | USD | 230.000 | 303 | USD | 5,853,051 | 215,433 | (132,015) | |||||||||||
Visa, Inc. — Class A | Credit Suisse Securities (USA) LLC | Call | 01/15/21 | USD | 235.000 | 497 | USD | 9,600,549 | 387,511 | (216,539) | |||||||||||
Visa, Inc. — Class A | Credit Suisse Securities (USA) LLC | Call | 01/15/21 | USD | 235.000 | 497 | USD | 9,600,549 | 314,999 | (168,707) | |||||||||||
Visa, Inc. — Class A | Credit Suisse Securities (USA) LLC | Call | 01/15/21 | USD | 235.000 | 303 | USD | 5,853,051 | 175,255 | (102,854) | |||||||||||
Visa, Inc. — Class A | Credit Suisse Securities (USA) LLC | Call | 01/15/21 | USD | 240.000 | 497 | USD | 9,600,549 | 254,911 | (129,503) | |||||||||||
Visa, Inc. — Class A | Credit Suisse Securities (USA) LLC | Call | 01/15/21 | USD | 240.000 | 303 | USD | 5,853,051 | 140,865 | (78,952) | |||||||||||
Visa, Inc. — Class A | Goldman Sachs & Co. | Call | 01/15/21 | USD | 185.000 | 123 | USD | 2,375,991 | 222,252 | (277,653) | |||||||||||
Visa, Inc. — Class A | Goldman Sachs & Co. | Call | 01/15/21 | USD | 195.000 | 123 | USD | 2,375,991 | 169,856 | (208,866) | |||||||||||
Visa, Inc. — Class A | Goldman Sachs & Co. | Call | 01/15/21 | USD | 200.000 | 245 | USD | 4,732,665 | 274,253 | (355,375) | |||||||||||
Visa, Inc. — Class A | Goldman Sachs & Co. | Call | 01/15/21 | USD | 210.000 | 245 | USD | 4,732,665 | 195,201 | (250,585) | |||||||||||
Visa, Inc. — Class A | Goldman Sachs & Co. | Call | 01/15/21 | USD | 210.000 | 121 | USD | 2,337,357 | 156,097 | (123,758) | |||||||||||
Visa, Inc. — Class A | Goldman Sachs & Co. | Call | 01/15/21 | USD | 210.000 | 93 | USD | 1,796,481 | 84,668 | (84,668) | |||||||||||
Visa, Inc. — Class A | Goldman Sachs & Co. | Call | 01/15/21 | USD | 210.000 | 94 | USD | 1,815,798 | 80,942 | (96,143) | |||||||||||
Visa, Inc. — Class A | Goldman Sachs & Co. | Call | 01/15/21 | USD | 210.000 | 304 | USD | 5,872,368 | 384,429 | (310,930) | |||||||||||
Visa, Inc. — Class A | Goldman Sachs & Co. | Call | 01/15/21 | USD | 215.000 | 93 | USD | 1,796,481 | 63,191 | (63,191) | |||||||||||
Visa, Inc. — Class A | Goldman Sachs & Co. | Call | 01/15/21 | USD | 215.000 | 94 | USD | 1,815,798 | 59,749 | (79,254) | |||||||||||
Visa, Inc. — Class A | Goldman Sachs & Co. | Call | 01/15/21 | USD | 220.000 | 93 | USD | 1,796,481 | 55,526 | (55,526) | |||||||||||
Visa, Inc. — Class A | Goldman Sachs & Co. | Call | 01/15/21 | USD | 220.000 | 94 | USD | 1,815,798 | 52,646 | (64,475) | |||||||||||
Visa, Inc. — Class A | Goldman Sachs & Co. | Call | 01/15/21 | USD | 220.000 | 121 | USD | 2,337,357 | 106,739 | (82,994) | |||||||||||
Visa, Inc. — Class A | Goldman Sachs & Co. | Call | 01/15/21 | USD | 230.000 | 151 | USD | 2,916,867 | 154,485 | (65,790) | |||||||||||
Visa, Inc. — Class A | Goldman Sachs & Co. | Call | 01/15/21 | USD | 230.000 | 124 | USD | 2,395,308 | 116,895 | (54,026) | |||||||||||
Visa, Inc. — Class A | Goldman Sachs & Co. | Call | 01/15/21 | USD | 240.000 | 151 | USD | 2,916,867 | 106,253 | (39,346) | |||||||||||
Visa, Inc. — Class A | Goldman Sachs & Co. | �� | Call | 01/15/21 | USD | 240.000 | 124 | USD | 2,395,308 | 79,219 | (32,310) | ||||||||||
Xcel Energy, Inc. | Credit Suisse Securities (USA) LLC | Call | 10/16/20 | USD | 65.000 | 616 | USD | 3,850,000 | 320,628 | (161,243) | |||||||||||
Xcel Energy, Inc. | Credit Suisse Securities (USA) LLC | Call | 12/18/20 | USD | 70.000 | 485 | USD | 3,031,250 | 72,895 | (89,244) |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED) |
Description | Counterparty | Put/ Call | Expiration Date | Exercise Price | Number of Contracts | Notional Amount | Premiums Received | Fair Value | |||||||||||||
Xcel Energy, Inc. | Credit Suisse Securities (USA) LLC | Call | 12/18/20 | USD | 70.000 | 490 | USD | 3,062,500 | $ 136,906 | $ (89,191 | ) | ||||||||||
Xcel Energy, Inc. | Credit Suisse Securities (USA) LLC | Call | 12/18/20 | USD | 75.000 | 489 | USD | 3,056,250 | 60,343 | (39,172 | ) | ||||||||||
Xcel Energy, Inc. | Credit Suisse Securities (USA) LLC | Call | 01/15/21 | USD | 60.000 | 437 | USD | 2,731,250 | 177,160 | (237,131 | ) | ||||||||||
Xcel Energy, Inc. | Credit Suisse Securities (USA) LLC | Call | 01/15/21 | USD | 65.000 | 437 | USD | 2,731,250 | 88,755 | (117,803 | ) | ||||||||||
Yum! Brands, Inc. | Bank of America N.A. | Call | 01/15/21 | USD | 100.000 | 89 | USD | 773,499 | 43,343 | (28,590 | ) | ||||||||||
Yum! Brands, Inc. | Bank of America N.A. | Call | 01/15/21 | USD | 100.000 | 278 | USD | 2,416,098 | 111,887 | (89,303 | ) | ||||||||||
Yum! Brands, Inc. | Bank of America N.A. | Call | 01/15/21 | USD | 95.000 | 278 | USD | 2,416,098 | 156,397 | (131,926 | ) | ||||||||||
Yum! Brands, Inc. | Bank of America N.A. | Call | 01/15/21 | USD | 95.000 | 89 | USD | 773,499 | 58,829 | (42,235 | ) | ||||||||||
Yum! Brands, Inc. | Citigroup Global Markets | Call | 01/15/21 | USD | 100.000 | 303 | USD | 2,633,373 | 129,802 | (97,334 | ) | ||||||||||
Yum! Brands, Inc. | Citigroup Global Markets | Call | 01/15/21 | USD | 100.000 | 303 | USD | 2,633,373 | 150,543 | (97,334 | ) | ||||||||||
Yum! Brands, Inc. | Citigroup Global Markets | Call | 01/15/21 | USD | 105.000 | 303 | USD | 2,633,373 | 83,125 | (64,369 | ) | ||||||||||
Yum! Brands, Inc. | Citigroup Global Markets | Call | 01/15/21 | USD | 105.000 | 303 | USD | 2,633,373 | 103,465 | (64,369 | ) | ||||||||||
$29,641,025 | $(50,397,825 | ) |
Derivatives not accounted for as hedging instruments | Location on Statement of Assets and Liabilities | Fair Value | ||||||
---|---|---|---|---|---|---|---|---|
Liability Derivatives | ||||||||
Equity contracts | Written options, at fair value | $50,397,825 | ||||||
Total Liability Derivatives | $50,397,825 |
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income Written options | ||||
Derivatives not accounted for as hedging instruments | ||||
Equity contracts | $26,150,264 | |||
Total | $26,150,264 |
Derivatives not accounted for as hedging instruments | Forward foreign currency contracts | Written options | Totals | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Equity contracts | $ | — | $18,879,553 | $18,879,553 | |||||||
Foreign exchange contracts | (161 | ) | — | (161 | ) | ||||||
Total | $ | (161 | ) | $18,879,553 | $18,879,392 |
* | Amounts recognized for purchased options are included in net realized gain (loss) on investments and net change in unrealized appreciation or depreciation on investments. |
VY® T. ROWE PRICE CAPITAL APPRECIATION PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED) |
Bank of America N.A. | Citigroup Global Markets | Credit Suisse Securities (USA) LLC | Goldman Sachs & Co. | JPMorgan Chase Bank N.A. | RBC Capital Markets | Totals | |||||||||||||||||||||
Liabilities: | |||||||||||||||||||||||||||
Written options | $ | 292,054 | $ | 8,220,772 | $ | 16,310,451 | $ | 5,628,942 | $ | 18,614,254 | $ | 1,331,352 | $ | 50,397,825 | |||||||||||||
Total Liabilities | $ | 292,054 | $ | 8,220,772 | $ | 16,310,451 | $ | 5,628,942 | $ | 18,614,254 | $ | 1,331,352 | $ | 50,397,825 | |||||||||||||
Net OTC derivative instruments by counterparty, at fair value | $ | (292,054 | ) | $ | (8,220,772 | ) | $ | (16,310,451 | ) | $ | (5,628,942 | ) | $ | (18,614,254 | ) | $ | (1,331,352 | ) | $ | (50,397,825) | |||||||
Total collateral pledged by the Portfolio/(Received from counterparty) | $ | — | — | $ | — | $ | — | $ | — | $ | — | $ | — | ||||||||||||||
Net Exposure(1) | $ | (292,054 | ) | $ | (8,220,772 | ) | $ | (16,310,451 | ) | $ | (5,628,942 | ) | $ | (18,614,254 | ) | $ | (1,331,352 | ) | $ | (50,397,825) |
(1) | Positive net exposure represents amounts due from each respective counterparty. Negative exposure represents amounts due from the Portfolio. Please refer to Note 2 for additional details regarding counterparty credit risk and credit related contingent features. |
Cost for federal income tax purposes was $7,038,064,615. | ||||
Net unrealized appreciation consisted of: | ||||
Gross Unrealized Appreciation | $ | 688,831,189 | ||
Gross Unrealized Depreciation | (190,715,601 | ) | ||
Net Unrealized Appreciation | $ | 498,115,588 |
VY® T. ROWE PRICE EQUITY INCOME PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2020 (UNAUDITED) |
as of June 30, 2020
(as a percentage of net assets)
Financials | 19.5 | % | |
Health Care | 14.6 | % | |
Industrials | 10.9 | % | |
Utilities | 9.2 | % | |
Information Technology | 9.0 | % | |
Energy | 8.4 | % | |
Consumer Staples | 8.1 | % | |
Communication Services | 5.4 | % | |
Materials | 5.2 | % | |
Real Estate | 4.1 | % | |
Consumer Discretionary | 2.8 | % | |
Assets in Excess of Other Liabilities* | 2.8 | % | |
Net Assets | 100.0 | % | |
* Includes short-term investments. | |||
Portfolio holdings are subject to change daily. | |||
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: 95.0% | |||||||||||
Communication Services: 5.4% | |||||||||||
121,783 | Comcast Corp. — Class A | $ | 4,747,101 | 1.6 | |||||||
118,560 | Fox Corp. — Class B | 3,182,151 | 1.1 | ||||||||
242,534 | News Corp — Class A | 2,876,453 | 1.0 | ||||||||
19,684 | Walt Disney Co. | 2,194,963 | 0.8 | ||||||||
59,076 | Other Securities | 2,746,385 | 0.9 | ||||||||
15,747,053 | 5.4 | ||||||||||
Consumer Discretionary: 2.8% | |||||||||||
58,223 | Las Vegas Sands Corp. | 2,651,475 | 0.9 | ||||||||
328,465 | (1),(2) | Other Securities | 5,527,478 | 1.9 | |||||||
8,178,953 | 2.8 | ||||||||||
Consumer Staples: 8.1% | |||||||||||
135,712 | Conagra Brands, Inc. | 4,772,991 | 1.6 | ||||||||
36,440 | Kimberly-Clark Corp. | 5,150,794 | 1.8 | ||||||||
76,028 | Philip Morris International, Inc. | 5,326,522 | 1.8 | ||||||||
89,217 | Tyson Foods, Inc. | 5,327,147 | 1.8 | ||||||||
49,449 | Other Securities | 3,247,667 | 1.1 | ||||||||
23,825,121 | 8.1 | ||||||||||
Energy: 8.4% | |||||||||||
88,640 | Enbridge, Inc. | 2,696,429 | 0.9 | ||||||||
65,027 | Exxon Mobil Corp. | 2,908,008 | 1.0 | ||||||||
103,644 | TC Energy Corp. | 4,442,182 | 1.5 | ||||||||
175,583 | Total S.A. ADR | 6,752,922 | 2.3 | ||||||||
330,782 | Other Securities | 7,883,073 | 2.7 | ||||||||
24,682,614 | 8.4 |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Financials: 19.3% | |||||||||||
169,221 | American International Group, Inc. | $ | 5,276,311 | 1.8 | |||||||
52,275 | Chubb Ltd. | 6,619,060 | 2.2 | ||||||||
218,460 | Fifth Third Bancorp | 4,211,909 | 1.4 | ||||||||
41,623 | JPMorgan Chase & Co. | 3,915,059 | 1.3 | ||||||||
104,676 | Loews Corp. | 3,589,340 | 1.2 | ||||||||
142,826 | Metlife, Inc. | 5,216,006 | 1.8 | ||||||||
130,960 | Morgan Stanley | 6,325,368 | 2.2 | ||||||||
64,451 | State Street Corp. | 4,095,861 | 1.4 | ||||||||
309,033 | Wells Fargo & Co. | 7,911,245 | 2.7 | ||||||||
250,250 | Other Securities | 9,684,361 | 3.3 | ||||||||
56,844,520 | 19.3 | ||||||||||
Health Care: 14.1% | |||||||||||
58,809 | AbbVie, Inc. | 5,773,868 | 2.0 | ||||||||
17,250 | Anthem, Inc. | 4,536,405 | 1.5 | ||||||||
16,345 | Becton Dickinson & Co. | 3,910,868 | 1.3 | ||||||||
79,551 | CVS Health Corp. | 5,168,428 | 1.8 | ||||||||
41,720 | Gilead Sciences, Inc. | 3,209,937 | 1.1 | ||||||||
37,374 | Johnson & Johnson | 5,255,906 | 1.8 | ||||||||
46,461 | Medtronic PLC | 4,260,474 | 1.4 | ||||||||
134,655 | Pfizer, Inc. | 4,403,218 | 1.5 | ||||||||
116,208 | Other Securities | 5,079,817 | 1.7 | ||||||||
41,598,921 | 14.1 | ||||||||||
Industrials: 10.9% | |||||||||||
23,864 | Boeing Co. | 4,374,271 | 1.5 | ||||||||
831,160 | General Electric Co. | 5,676,823 | 1.9 | ||||||||
22,831 | L3Harris Technologies, Inc. | 3,873,736 | 1.3 | ||||||||
41,447 | (3) | Stericycle, Inc. | 2,320,203 | 0.8 | |||||||
54,069 | United Parcel Service, Inc. — Class B | 6,011,391 | 2.0 | ||||||||
290,360 | Other Securities | 9,900,645 | 3.4 | ||||||||
32,157,069 | 10.9 | ||||||||||
Information Technology: 9.0% | |||||||||||
53,716 | Applied Materials, Inc. | 3,247,132 | 1.1 | ||||||||
97,514 | Cisco Systems, Inc. | 4,548,053 | 1.6 | ||||||||
21,724 | Microsoft Corp. | 4,421,051 | 1.5 | ||||||||
94,837 | Qualcomm, Inc. | 8,650,083 | 2.9 | ||||||||
25,161 | Texas Instruments, Inc. | 3,194,692 | 1.1 | ||||||||
44,273 | Other Securities | 2,329,719 | 0.8 | ||||||||
26,390,730 | 9.0 | ||||||||||
Materials: 5.2% | |||||||||||
132,543 | CF Industries Holdings, Inc. | 3,729,760 | 1.3 | ||||||||
116,521 | DowDuPont, Inc. | 6,190,761 | 2.1 | ||||||||
114,418 | International Paper Co. | 4,028,658 | 1.4 | ||||||||
12,590 | Other Securities | 1,228,261 | 0.4 | ||||||||
15,177,440 | 5.2 | ||||||||||
Real Estate: 4.1% | |||||||||||
59,516 | Equity Residential | 3,500,731 | 1.2 | ||||||||
93,060 | Rayonier, Inc. | 2,306,957 | 0.8 | ||||||||
191,274 | Weyerhaeuser Co. | 4,296,014 | 1.5 | ||||||||
38,202 | Other Securities | 1,882,977 | 0.6 | ||||||||
11,986,679 | 4.1 |
VY® T. ROWE PRICE EQUITY INCOME PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED) |
Shares | Value | Percentage of Net Assets | |||||||||
COMMON STOCK: (continued) | |||||||||||
Utilities: 7.7% | |||||||||||
58,550 | Edison International | $ | 3,179,850 | 1.1 | |||||||
9,895 | NextEra Energy, Inc. | 2,376,482 | 0.8 | ||||||||
240,880 | NiSource, Inc. | 5,477,611 | 1.9 | ||||||||
149,128 | Southern Co. | 7,732,287 | 2.6 | ||||||||
85,471 | Other Securities | 3,923,630 | 1.3 | ||||||||
22,689,860 | 7.7 | ||||||||||
Total Common Stock (Cost $276,244,993) | 279,278,960 | 95.0 | |||||||||
PREFERRED STOCK: 2.0% | |||||||||||
Health Care: 0.5% | |||||||||||
26,624 | (1),(2) | Other Securities | 1,416,397 | 0.5 | |||||||
Utilities: 1.5% | |||||||||||
17,784 | (3) | Sempra Energy SRE A | 1,738,030 | 0.6 | |||||||
5,385 | (3),(4) | Sempra Energy SRE B | 529,130 | 0.1 | |||||||
53,334 | (2) | Other Securities | 2,312,861 | 0.8 | |||||||
4,580,021 | 1.5 | ||||||||||
Total Preferred Stock (Cost $6,297,815) | 5,996,418 | 2.0 |
Shares | Value | Percentage of Net Assets | |||||||||
CONVERTIBLE BONDS/NOTES: 0.2% | |||||||||||
Financial: 0.2% | |||||||||||
772,000 | (5) | AXA SA, 7.250%, 05/15/2021 | 707,827 | 0.2 | |||||||
Total Convertible Bonds/Notes (Cost $772,000) | 707,827 | 0.2 | |||||||||
Total Long-Term Investments (Cost $283,314,808) | 285,983,205 | 97.2 | |||||||||
SHORT-TERM INVESTMENTS: 2.8% | |||||||||||
Repurchase Agreements: 1.1% | |||||||||||
53,902 | (6) | BNP Paribas S.A., Repurchase Agreement dated 06/30/20, 0.07%, due 07/01/20 (Repurchase Amount $53,902, collateralized by various U.S. Government Securities, 0.000%–3.000%, Market Value plus accrued interest $54,980, due 08/15/21–02/15/48) | 53,902 | 0.0 | |||||||
1,000,000 | (6) | Citigroup, Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,000,002, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.500%–7.500%, Market Value plus accrued interest $1,020,000, due 07/31/21–05/20/70) | 1,000,000 | 0.3 | |||||||
Principal Amount† | Value | Percentage of Net Assets | |||||||||
SHORT-TERM INVESTMENTS: (continued) | |||||||||||
Repurchase Agreements: (continued) | |||||||||||
1,000,000 | (6) | Daiwa Capital Markets, Repurchase Agreement dated 06/30/20, 0.10%, due 07/01/20 (Repurchase Amount $1,000,003, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–6.500%, Market Value plus accrued interest $1,020,000, due 07/28/20–03/01/52) | $ | 1,000,000 | 0.4 | ||||||
1,000,000 | (6) | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,000,002, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–7.000%, Market Value plus accrued interest $1,020,000, due 07/31/20–07/01/50) | 1,000,000 | 0.4 | |||||||
Total Repurchase Agreements (Cost $3,053,902) | 3,053,902 | 1.1 |
Shares | Value | Percentage of Net Assets | |||||||||
Mutual Funds: 1.7% | |||||||||||
5,107,951 | (7) | T. Rowe Price Government Reserve Fund, 0.140% (Cost $5,107,951) | 5,107,951 | 1.7 | |||||||
Total Short-Term Investments (Cost $8,161,853) | 8,161,853 | 2.8 | |||||||||
Total Investments in Securities (Cost $291,476,661) | $ | 294,145,058 | 100.0 | ||||||||
Liabilities in Excess of Other Assets | (57,576 | ) | — | ||||||||
Net Assets | $ | 294,087,482 | 100.0 |
The following footnotes apply to either the individual securities noted or one or more of the securities aggregated and listed as a single line item.
† | Unless otherwise indicated, principal amount is shown in USD. | |
ADR | American Depositary Receipt | |
(1) | The grouping contains securities on loan. | |
(2) | The grouping contains non-income producing securities. | |
(3) | Non-income producing security. | |
(4) | Security, or a portion of the security, is on loan. | |
(5) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
VY® T. ROWE PRICE EQUITY INCOME PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED) |
(6) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. | |
(7) | Rate shown is the 7-day yield as of June 30, 2020. |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs# (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2020 | |||||||||||||||
Asset Table | ||||||||||||||||||
Investments, at fair value | ||||||||||||||||||
Common Stock | ||||||||||||||||||
Communication Services | $ | 15,747,053 | $ | — | $ | — | $ | 15,747,053 | ||||||||||
Consumer Discretionary | 8,178,953 | — | — | 8,178,953 | ||||||||||||||
Consumer Staples | 23,825,121 | — | — | 23,825,121 | ||||||||||||||
Energy | 24,682,614 | — | — | 24,682,614 | ||||||||||||||
Financials | 56,844,520 | — | — | 56,844,520 | ||||||||||||||
Health Care | 40,318,770 | 1,280,151 | — | 41,598,921 | ||||||||||||||
Industrials | 32,157,069 | — | — | 32,157,069 | ||||||||||||||
Information Technology | 26,390,730 | — | — | 26,390,730 | ||||||||||||||
Materials | 14,584,584 | 592,856 | — | 15,177,440 | ||||||||||||||
Real Estate | 11,986,679 | — | — | 11,986,679 | ||||||||||||||
Utilities | 22,689,860 | — | — | 22,689,860 | ||||||||||||||
Total Common Stock | 277,405,953 | 1,873,007 | — | 279,278,960 | ||||||||||||||
Preferred Stock | 4,580,021 | 1,416,397 | — | 5,996,418 | ||||||||||||||
Convertible Bonds/Notes | — | 707,827 | — | 707,827 | ||||||||||||||
Short-Term Investments | 5,107,951 | 3,053,902 | — | 8,161,853 | ||||||||||||||
Total Investments, at fair value | $ | 287,093,925 | $ | 7,051,133 | $ | — | $ | 294,145,058 | ||||||||||
Other Financial Instruments+ | ||||||||||||||||||
Futures | 52,823 | — | — | 52,823 | ||||||||||||||
Total Assets | $ | 287,146,748 | $ | 7,051,133 | $ | — | $ | 294,197,881 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. | |
+ | Other Financial Instruments may include open forward foreign currency contracts, futures, centrally cleared swaps, OTC swaps and written options. Forward foreign currency contracts, futures and centrally cleared swaps are fair valued at the unrealized appreciation (depreciation) on the instrument. OTC swaps and written options are valued at the fair value of the instrument. | |
# | The earlier close of the foreign markets gives rise to the possibility that significant events, including broad market moves, may have occurred in the interim and may materially affect the value of those securities. To account for this, the Portfolio may frequently value many of its foreign equity securities using fair value prices based on third party vendor modeling tools to the extent available. Accordingly, a portion of the Portfolio’s investments are categorized as Level 2 investments. |
Description | Number of Contracts | Expiration Date | Notional Value | Unrealized Appreciation/ (Depreciation) | |||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Long Contracts: | |||||||||||
S&P 500® E-Mini | 15 | 09/18/20 | $2,317,650 | $52,823 | |||||||
$2,317,650 | $52,823 |
Derivatives not accounted for as hedging instruments | Location on Statement of Assets and Liabilities | Fair Value | |||||
---|---|---|---|---|---|---|---|
Asset Derivatives | |||||||
Equity contracts | Net Assets- Unrealized appreciation* | $ 52,823 | |||||
Total Asset Derivatives | $ 52,823 |
* | Includes cumulative appreciation/depreciation of futures contracts as reported in the table within the Portfolio of Investments. |
VY® T. ROWE PRICE EQUITY INCOME PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED) |
Derivatives not accounted for as hedging instruments | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income Futures | ||||||
Equity contracts | $ | 52,823 | |||||
Total | $ | 52,823 |
Cost for federal income tax purposes was $292,777,663. | |||||
Net unrealized appreciation consisted of: | |||||
Gross Unrealized Appreciation | $ | 37,283,394 | |||
Gross Unrealized Depreciation | (35,862,594 | ) | |||
Net Unrealized Appreciation | $ | 1,420,800 |
VY® T. ROWE PRICE INTERNATIONAL STOCK PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2020 (UNAUDITED) |
Geographic Diversification
as of June 30, 2020
(as a percentage of net assets)
Japan | 15.0% | |||||
Netherlands | 10.6% | |||||
China | 8.4% | |||||
Switzerland | 7.4% | |||||
France | 7.0% | |||||
Germany | 5.6% | |||||
United Kingdom | 5.5% | |||||
South Korea | 5.3% | |||||
India | 3.8% | |||||
United States | 3.1% | |||||
Countries between 0.4%-2.8%ˆ | 26.4% | |||||
Assets in Excess of Other Liabilities* | 1.9% | |||||
Net Assets | 100.0% | |||||
* Includes short-term investments. | ||||||
ˆ Includes 19 countries, which each represents 0.4%-2.8% of net assets. |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: 97.5% | ||||||||||||||
Australia: 2.0% | ||||||||||||||
232,070 | Amcor PLC | $ | 2,343,933 | 1.3 | ||||||||||
569,617 | Other Securities | 1,392,139 | 0.7 | |||||||||||
3,736,072 | 2.0 | |||||||||||||
Austria: 0.8% | ||||||||||||||
64,115 | (1) | Erste Group Bank AG | 1,514,245 | 0.8 | ||||||||||
Belgium: 0.4% | ||||||||||||||
4,097 | (2) | Other Securities | 808,653 | 0.4 | ||||||||||
Brazil: 1.2% | ||||||||||||||
235,978 | (2) | Other Securities | 2,272,406 | 1.2 | ||||||||||
Canada: 2.7% | ||||||||||||||
40,092 | Magna International, Inc. | 1,785,297 | 1.0 | |||||||||||
15,487 | TMX Group Ltd. | 1,531,246 | 0.8 | |||||||||||
291,340 | (2) | Other Securities | 1,726,593 | 0.9 | ||||||||||
5,043,136 | 2.7 | |||||||||||||
China: 8.2% | ||||||||||||||
25,721 | (1) | Alibaba Group Holding Ltd. ADR | 5,548,020 | 2.9 | ||||||||||
12,018 | (1) | Baidu, Inc. ADR | 1,440,838 | 0.8 | ||||||||||
203,000 | Gree Electric Appliances, Inc. of Zhuhai — A Shares | 1,630,403 | 0.8 | |||||||||||
8,189 | Kweichow Moutai Co. Ltd. — A Shares (Nth SSE-SEHK) | 1,700,591 | 0.9 | |||||||||||
39,500 | Tencent Holdings Ltd. | 2,531,078 | 1.3 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
China: (continued) | ||||||||||||||
516,662 | (2) | Other Securities | $ | 2,789,733 | 1.5 | |||||||||
15,640,663 | 8.2 | |||||||||||||
France: 7.0% | ||||||||||||||
2,101 | (1) | Dassault Aviation SA | 1,927,654 | 1.0 | ||||||||||
19,653 | (1) | EssilorLuxottica SA | 2,527,530 | 1.3 | ||||||||||
23,627 | Sanofi | 2,409,580 | 1.3 | |||||||||||
58,329 | Thales S.A. | 4,720,863 | 2.5 | |||||||||||
8,708 | Other Securities | 1,655,724 | 0.9 | |||||||||||
13,241,351 | 7.0 | |||||||||||||
Germany: 5.4% | ||||||||||||||
46,453 | Bayer AG | 3,443,245 | 1.8 | |||||||||||
18,760 | SAP SE | 2,622,439 | 1.4 | |||||||||||
8,433 | (1),(3) | Zalando SE | 598,239 | 0.3 | ||||||||||
77,760 | (2),(4) | Other Securities | 3,651,856 | 1.9 | ||||||||||
10,315,779 | 5.4 | |||||||||||||
Hong Kong: 2.1% | ||||||||||||||
345,600 | AIA Group Ltd. | 3,233,988 | 1.7 | |||||||||||
127,240 | Other Securities | 823,954 | 0.4 | |||||||||||
4,057,942 | 2.1 | |||||||||||||
India: 3.8% | ||||||||||||||
119,799 | Housing Development Finance Corp. | 2,785,581 | 1.4 | |||||||||||
1,464,164 | NTPC Ltd. | 1,862,783 | 1.0 | |||||||||||
264,667 | Other Securities | 2,609,596 | 1.4 | |||||||||||
7,257,960 | 3.8 | |||||||||||||
Indonesia: 1.9% | ||||||||||||||
1,094,200 | Bank Central Asia Tbk PT | 2,189,277 | 1.1 | |||||||||||
20,396,900 | Sarana Menara Nusantara Tbk PT | 1,462,273 | 0.8 | |||||||||||
3,651,550 | 1.9 | |||||||||||||
Italy: 1.0% | ||||||||||||||
150,430 | Other Securities | 1,940,473 | 1.0 | |||||||||||
Japan: 15.0% | ||||||||||||||
72,100 | Fujitsu General Ltd. | 1,481,277 | 0.8 | |||||||||||
33,300 | Murata Manufacturing Co., Ltd. | 1,962,985 | 1.0 | |||||||||||
146,600 | Nippon Telegraph & Telephone Corp. | 3,415,700 | 1.8 | |||||||||||
59,800 | (5) | Otsuka Holdings Co. Ltd. | 2,606,201 | 1.4 | ||||||||||
49,300 | Seven & I Holdings Co., Ltd. | 1,612,777 | 0.8 | |||||||||||
99,860 | Takeda Pharmaceutical Co., Ltd. | 3,587,767 | 1.9 | |||||||||||
548,500 | Z Holdings Corp. | 2,691,887 | 1.4 | |||||||||||
477,300 | (4) | Other Securities | 11,220,181 | 5.9 | ||||||||||
28,578,775 | 15.0 | |||||||||||||
Netherlands: 10.6% | ||||||||||||||
443 | (1),(3) | Adyen NV | 644,781 | 0.3 | ||||||||||
21,135 | Akzo Nobel NV | 1,898,773 | 1.0 | |||||||||||
8,703 | ASML Holding NV | 3,183,657 | 1.7 | |||||||||||
71,383 | (1) | Koninklijke Philips NV | 3,329,838 | 1.7 | ||||||||||
27,905 | NXP Semiconductor NV — NXPI — US | 3,182,286 | 1.7 |
VY® T. ROWE PRICE INTERNATIONAL STOCK PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED) |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
Netherlands: (continued) | ||||||||||||||
37,893 | (1) | Prosus NV | $ | 3,522,455 | 1.9 | |||||||||
74,359 | Unilever NV | 3,964,637 | 2.1 | |||||||||||
6,432 | (2) | Other Securities | 460,875 | 0.2 | ||||||||||
20,187,302 | 10.6 | |||||||||||||
Peru: 0.6% | ||||||||||||||
8,452 | Other Securities | 1,129,779 | 0.6 | |||||||||||
Philippines: 0.4% | ||||||||||||||
36,995 | Other Securities | 702,602 | 0.4 | |||||||||||
Poland: 0.6% | ||||||||||||||
140,920 | Other Securities | 1,037,128 | 0.6 | |||||||||||
Portugal: 2.5% | ||||||||||||||
228,672 | Galp Energia SGPS SA | 2,652,581 | 1.4 | |||||||||||
117,943 | Jeronimo Martins SGPS SA | 2,063,988 | 1.1 | |||||||||||
4,716,569 | 2.5 | |||||||||||||
Russia: 0.5% | ||||||||||||||
80,774 | Other Securities | 915,977 | 0.5 | |||||||||||
South Africa: 2.8% | ||||||||||||||
27,998 | Naspers Ltd. | 5,145,483 | 2.7 | |||||||||||
4,912 | Other Securities | 244,128 | 0.1 | |||||||||||
5,389,611 | 2.8 | |||||||||||||
South Korea: 5.3% | ||||||||||||||
23,212 | NAVER Corp. | 5,222,312 | 2.8 | |||||||||||
82,850 | Samsung Electronics Co., Ltd. | 3,667,573 | 1.9 | |||||||||||
1,050 | Other Securities | 1,176,850 | 0.6 | |||||||||||
10,066,735 | 5.3 | |||||||||||||
Spain: 0.4% | ||||||||||||||
14,092 | Other Securities | 739,857 | 0.4 | |||||||||||
Sweden: 2.2% | ||||||||||||||
65,009 | (1) | Essity AB | 2,107,683 | 1.1 | ||||||||||
116,814 | (1) | Swedbank AB | 1,499,994 | 0.8 | ||||||||||
27,735 | Other Securities | 567,666 | 0.3 | |||||||||||
4,175,343 | 2.2 | |||||||||||||
Switzerland: 7.4% | ||||||||||||||
50,763 | Julius Baer Group Ltd. | 2,131,924 | 1.1 | |||||||||||
7,201 | Lonza Group AG | 3,814,353 | 2.0 | |||||||||||
33,703 | Nestle SA | 3,736,673 | 2.0 | |||||||||||
6,033 | Roche Holding AG | 2,090,130 | 1.1 | |||||||||||
26,923 | (2) | Other Securities | 2,299,932 | 1.2 | ||||||||||
14,073,012 | 7.4 | |||||||||||||
Taiwan: 2.3% | ||||||||||||||
410,000 | Taiwan Semiconductor Manufacturing Co., Ltd. | 4,378,603 | 2.3 | |||||||||||
Thailand: 0.8% | ||||||||||||||
653,600 | (1) | CP ALL PCL (Foreign) | 1,440,506 | 0.8 |
Shares | Value | Percentage of Net Assets | ||||||||||||
COMMON STOCK: (continued) | ||||||||||||||
United Arab Emirates: 1.2% | ||||||||||||||
264,043 | (1),(3) | Network International Holdings PLC | $ | 1,445,449 | 0.7 | |||||||||
293,036 | Other Securities | 908,986 | 0.5 | |||||||||||
2,354,435 | 1.2 | |||||||||||||
United Kingdom: 5.3% | ||||||||||||||
11,758 | Linde PLC | 2,490,268 | 1.3 | |||||||||||
24,723 | London Stock Exchange Group PLC | 2,571,065 | 1.4 | |||||||||||
329,045 | (2),(4) | Other Securities | 4,920,080 | 2.6 | ||||||||||
9,981,413 | 5.3 | |||||||||||||
United States: 3.1% | ||||||||||||||
50,159 | Philip Morris International, Inc. | 3,514,139 | 1.8 | |||||||||||
12,144 | (2),(4) | Other Securities | 2,394,232 | 1.3 | ||||||||||
5,908,371 | 3.1 | |||||||||||||
Total Common Stock (Cost $162,387,617) | 185,256,248 | 97.5 | ||||||||||||
PREFERRED STOCK: 0.6% | ||||||||||||||
China: 0.2% | ||||||||||||||
9,427 | (1),(6), (7) | Xiaoju Kuaizhi, Inc., Series A-17 (DiDi Chuxing, Inc.) | 355,302 | 0.2 | ||||||||||
Germany: 0.2% | ||||||||||||||
856 | Other Securities | 282,520 | 0.2 | |||||||||||
United Kingdom: 0.2% | ||||||||||||||
990 | (1),(6), (7) | Roofoods Ltd. — Series G | 413,722 | 0.2 | ||||||||||
Total Preferred Stock (Cost $780,990) | 1,051,544 | 0.6 | ||||||||||||
Total Long-Term Investments (Cost $163,168,607) | 186,307,792 | 98.1 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: 3.4% | ||||||||||||||
Repurchase Agreements: 2.2% | ||||||||||||||
139,722 | (8) | Bank of America Inc., Repurchase Agreement dated 06/30/20, 0.07%, due 07/01/20 (Repurchase Amount $139,722, collateralized by various U.S. Government Securities, 0.125%–5.000%, Market Value plus accrued interest $142,516, due 10/15/24–02/15/48) | 139,722 | 0.1 |
VY® T. ROWE PRICE INTERNATIONAL STOCK PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Repurchase Agreements: (continued) | ||||||||||||||
1,000,000 | (8) | Citigroup, Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,000,002, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.500%–7.500%, Market Value plus accrued interest $1,020,000, due 07/31/21–05/20/70) | $ | 1,000,000 | 0.5 | |||||||||
1,000,000 | (8) | HSBC Securities USA, Repurchase Agreement dated 06/30/20, 0.08%, due 07/01/20 (Repurchase Amount $1,000,002, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–4.500%, Market Value plus accrued interest $1,020,000, due 05/15/44-03/20/50) | 1,000,000 | 0.6 | ||||||||||
1,000,000 | (8) | MUFG Securities America Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,000,002, collateralized by various U.S. Government Agency Obligations, 2.500%–8.000%, Market Value plus accrued interest $1,020,000, due 08/01/23–07/01/50) | 1,000,000 | 0.5 | ||||||||||
1,000,000 | (8) | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,000,002, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%–7.000%, Market Value plus accrued interest $1,020,000, due 07/31/20–07/01/50) | 1,000,000 | 0.5 | ||||||||||
Total Repurchase Agreements (Cost $4,139,722) | 4,139,722 | 2.2 |
Shares | Value | Percentage of Net Assets | ||||||||||||
SHORT-TERM INVESTMENTS: (continued) | ||||||||||||||
Mutual Funds: 1.2% | ||||||||||||||
2,401,054 | (9) | T. Rowe Price Government Reserve Fund, 0.140% (Cost $2,401,054) | $ | 2,401,054 | 1.2 | |||||||||
Total Short-Term Investments (Cost $6,540,776) | 6,540,776 | 3.4 | ||||||||||||
Total Investments in Securities (Cost $169,709,383) | $ | 192,848,568 | 101.5 | |||||||||||
Liabilities in Excess of Other Assets | (2,828,314 | ) | (1.5 | ) | ||||||||||
Net Assets | $ | 190,020,254 | 100.0 |
“Other Securities” represents issues not identified as the top 50 holdings in terms of market value and issues or issuers not exceeding 1% of net assets individually or in aggregate respectively as of June 30, 2020.
The following footnotes apply to either the individual securities noted or one or more of the securities aggregated and listed as a single line item.
† | Unless otherwise indicated, principal amount is shown in USD. |
ADR | American Depositary Receipt |
(1) | Non-income producing security. |
(2) | The grouping contains non-income producing securities. |
(3) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
(4) | The grouping contains securities on loan. |
(5) | Security, or a portion of the security, is on loan. |
(6) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
(7) | Restricted security as to resale, excluding Rule 144A securities. As of June 30, 2020, the Portfolio held restricted securities with a fair value of $769,024 or 0.4% of net assets. Please refer to the table below for additional details. |
(8) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
(9) | Rate shown is the 7-day yield as of June 30, 2020. |
Sector Diversification | Percentage of Net Assets | |||||
Consumer Discretionary | 15.8 | % | ||||
Health Care | 14.9 | |||||
Information Technology | 14.4 | |||||
Financials | 14.3 | |||||
Consumer Staples | 12.8 | |||||
Communication Services | 9.7 | |||||
Industrials | 8.7 | |||||
Materials | 4.8 | |||||
Energy | 1.7 | |||||
Utilities | 1.0 | |||||
Short-Term Investments | 3.4 | |||||
Liabilities in Excess of Other Assets | (1.5 | ) | ||||
Net Assets | 100.0 | % |
VY® T. ROWE PRICE INTERNATIONAL STOCK PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED) |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs# (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2020 | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | |||||||||||||||||||
Investments, at fair value | |||||||||||||||||||
Common Stock | |||||||||||||||||||
Australia | $ | — | $ | 3,736,072 | $ | — | $ | 3,736,072 | |||||||||||
Austria | — | 1,514,245 | — | 1,514,245 | |||||||||||||||
Belgium | — | 808,653 | — | 808,653 | |||||||||||||||
Brazil | 2,272,406 | — | — | 2,272,406 | |||||||||||||||
Canada | 5,043,136 | — | — | 5,043,136 | |||||||||||||||
China | 8,286,762 | 7,353,901 | — | 15,640,663 | |||||||||||||||
France | — | 13,241,351 | — | 13,241,351 | |||||||||||||||
Germany | 1,329,882 | 8,985,897 | — | 10,315,779 | |||||||||||||||
Hong Kong | — | 4,057,942 | — | 4,057,942 | |||||||||||||||
India | — | 7,257,960 | — | 7,257,960 | |||||||||||||||
Indonesia | — | 3,651,550 | — | 3,651,550 | |||||||||||||||
Italy | — | 1,940,473 | — | 1,940,473 | |||||||||||||||
Japan | — | 28,578,775 | — | 28,578,775 | |||||||||||||||
Netherlands | 10,679,360 | 9,507,942 | — | 20,187,302 | |||||||||||||||
Peru | 1,129,779 | — | — | 1,129,779 | |||||||||||||||
Philippines | — | 702,602 | — | 702,602 | |||||||||||||||
Poland | — | 1,037,128 | — | 1,037,128 | |||||||||||||||
Portugal | — | 4,716,569 | — | 4,716,569 | |||||||||||||||
Russia | 915,977 | — | — | 915,977 | |||||||||||||||
South Africa | — | 5,389,611 | — | 5,389,611 | |||||||||||||||
South Korea | — | 10,066,735 | — | 10,066,735 | |||||||||||||||
Spain | — | 739,857 | — | 739,857 | |||||||||||||||
Sweden | — | 4,175,343 | — | 4,175,343 | |||||||||||||||
Switzerland | — | 14,073,012 | — | 14,073,012 | |||||||||||||||
Taiwan | — | 4,378,603 | — | 4,378,603 | |||||||||||||||
Thailand | — | 1,440,506 | — | 1,440,506 | |||||||||||||||
United Arab Emirates | — | 2,354,435 | — | 2,354,435 | |||||||||||||||
United Kingdom | 651,580 | 9,329,833 | — | 9,981,413 | |||||||||||||||
United States | 5,908,371 | — | — | 5,908,371 | |||||||||||||||
Total Common Stock | 36,217,253 | 149,038,995 | — | 185,256,248 | |||||||||||||||
Preferred Stock | — | 282,520 | 769,024 | 1,051,544 | |||||||||||||||
Short-Term Investments | 2,401,054 | 4,139,722 | — | 6,540,776 | |||||||||||||||
Total Investments, at fair value | $ | 38,618,307 | $ | 153,461,237 | $ | 769,024 | $ | 192,848,568 | |||||||||||
Other Financial Instruments+ | |||||||||||||||||||
Forward Foreign Currency Contracts | — | 2,611 | — | 2,611 | |||||||||||||||
Total Assets | $ | 38,618,307 | $ | 153,463,848 | $ | 769,024 | $ | 192,851,179 | |||||||||||
Liabilities Table | |||||||||||||||||||
Other Financial Instruments+ | |||||||||||||||||||
Forward Foreign Currency Contracts | $ | — | $ | (445 | ) | $ | — | $ | (445 | ) | |||||||||
Written Options | — | (50,579 | ) | — | (50,579 | ) | |||||||||||||
Total Liabilities | $ | — | $ | (51,024 | ) | $ | — | $ | (51,024 | ) |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
+ | Other Financial Instruments may include open forward foreign currency contracts, futures, centrally cleared swaps, OTC swaps and written options. Forward foreign currency contracts, futures and centrally cleared swaps are fair valued at the unrealized appreciation (depreciation) on the instrument. OTC swaps and written options are valued at the fair value of the instrument. |
# | The earlier close of the foreign markets gives rise to the possibility that significant events, including broad market moves, may have occurred in the interim and may materially affect the value of those securities. To account for this, the Portfolio may frequently value many of its foreign equity securities using fair value prices based on third party vendor modeling tools to the extent available. Accordingly, a portion of the Portfolio’s investments are categorized as Level 2 investments. |
VY® T. ROWE PRICE INTERNATIONAL STOCK PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED) |
Security | Acquisition Date | Acquisition Cost | Fair Value | |||||||||||
Roofoods Ltd. — Series G | 5/16/2019 | $413,722 | $413,722 | |||||||||||
Xiaoju Kuaizhi, Inc., Series A-17 (DiDi Chuxing, Inc.) | 10/19/2015 | 258,547 | 355,302 | |||||||||||
$672,269 | $769,024 |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||
USD 980,867 | JPY 105,609,000 | Citibank N.A. | 07/15/20 | $2,611 | ||||||||||
ZAR 334,390 | USD 19,360 | The Bank of New York Mellon | 07/01/20 | (90 | ) | |||||||||
ZAR 1,679,750 | USD 97,133 | The Bank of New York Mellon | 07/01/20 | (331 | ) | |||||||||
ZAR 144,021 | USD 8,323 | The Bank of New York Mellon | 07/02/20 | (24 | ) | |||||||||
$2,166 |
Description | Counterparty | Put/ Call | Expiration Date | Exercise Price | Number of Contracts | Notional Amount | Premiums Received | Fair Value | |||||||||||||||
Lonza Group AG | JPMorgan Chase & Co. | Call | 07/17/20 | CHF | 510.000 | 20 | CHF | 100,040 | $ 1,291 | $ (1,380 | ) | ||||||||||||
Lonza Group AG | Morgan Stanley & Co. | Call | 07/17/20 | CHF | 500.000 | 3 | CHF | 150,060 | 2,654 | (3,561 | ) | ||||||||||||
NXP Semiconductors NV — NXPI — US | JPMorgan Chase & Co. | Call | 07/17/20 | USD | 145.000 | 24 | USD | 273,696 | 12,197 | (73 | ) | ||||||||||||
NXP Semiconductors NV — NXPI — US | JPMorgan Chase & Co. | Call | 07/17/20 | USD | 145.000 | 11 | USD | 125,444 | 6,050 | (33 | ) | ||||||||||||
NXP Semiconductors NV — NXPI — US | JPMorgan Chase & Co. | Call | 07/17/20 | USD | 145.000 | 5 | USD | 57,020 | 2,532 | (15 | ) | ||||||||||||
NXP Semiconductors NV — NXPI — US | JPMorgan Chase & Co. | Call | 09/18/20 | USD | 120.000 | 18 | USD | 205,272 | 12,114 | (13,735 | ) | ||||||||||||
NXP Semiconductors NV — NXPI — US | JPMorgan Chase & Co. | Call | 09/18/20 | USD | 120.000 | 18 | USD | 205,272 | 8,027 | (13,735 | ) | ||||||||||||
NXP Semiconductors NV — NXPI — US | JPMorgan Chase & Co. | Call | 09/18/20 | USD | 130.000 | 18 | USD | 205,272 | 8,282 | (7,408 | ) | ||||||||||||
NXP Semiconductors NV — NXPI — US | JPMorgan Chase & Co. | Call | 01/15/21 | USD | 150.000 | 15 | USD | 171,060 | 12,306 | (5,812 | ) | ||||||||||||
NXP Semiconductors NV — NXPI — US | JPMorgan Chase & Co. | Call | 01/15/21 | USD | 150.000 | 6 | USD | 68,424 | 4,486 | (2,325 | ) | ||||||||||||
Temenos AG | Morgan Stanley & Co. | Call | 07/17/20 | CHF | 155.000 | 7 | CHF | 103,005 | 1,408 | (1,541 | ) | ||||||||||||
Thales S.A. | JPMorgan Chase & Co. | Call | 07/17/20 | EUR | 80.000 | 22 | EUR | 158,136 | 6,686 | (961 | ) | ||||||||||||
$78,033 | $(50,579 | ) |
Currency Abbreviations
CHF — Swiss Franc
EUR — EU Euro
JPY — Japanese Yen
USD — United States Dollar
ZAR — South African Rand
VY® T. ROWE PRICE INTERNATIONAL STOCK PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED) |
Derivatives not accounted for as hedging instruments | Location on Statement of Assets and Liabilities | Fair Value | |||||||
Asset Derivatives | |||||||||
Foreign exchange contracts | Unrealized appreciation on forward foreign currency contracts | $ | 2,611 | ||||||
Total Asset Derivatives | $ | 2,611 | |||||||
Liability Derivatives | |||||||||
Foreign exchange contracts | Unrealized depreciation on forward foreign currency contracts | $ | 445 | ||||||
Equity contracts | Written options, at fair value | 50,579 | |||||||
Total Liability Derivatives | $ | 51,024 |
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | ||||||||||||||||
Derivatives not accounted for as hedging instruments | Forward foreign currency contracts | Written Options | Total | |||||||||||||
Equity contracts | $ | — | $ | 24,226 | $ | 24,226 | ||||||||||
Foreign exchange contracts | (12,960 | ) | — | (12,960 | ) | |||||||||||
Total | $ | (12,960 | ) | $ | 24,226 | $ | 11,266 |
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | ||||||||||||||||
Derivatives not accounted for as hedging instruments | Forward foreign currency contracts | Written options | Total | |||||||||||||
Equity contracts | $ | — | $ | 29,712 | $ | 29,712 | ||||||||||
Foreign exchange contracts | (724 | ) | — | (724 | ) | |||||||||||
Total | $ | (724 | ) | $ | 29,712 | $ | 28,988 |
Citibank N.A. | JPMorgan Chase & Co. | Morgan Stanley & Co. | The Bank of New York Mellon | Totals | ||||||||||||||||||||||
Assets: | ||||||||||||||||||||||||||
Forward foreign currency contracts | $ | 2,611 | $ | — | $ | — | $ | — | $ | 2,611 | ||||||||||||||||
Total Assets | $ | 2,611 | $ | — | $ | — | $ | — | $ | 2,611 | ||||||||||||||||
Liabilities: | ||||||||||||||||||||||||||
Forward foreign currency contracts | $ | — | $ | — | $ | — | $ | 445 | $ | 445 | ||||||||||||||||
Written options | — | 45,477 | 5,102 | — | 50,579 | |||||||||||||||||||||
Total Liabilities | $ | — | $ | 45,477 | $ | 5,102 | $ | 445 | $ | 51,024 | ||||||||||||||||
Net OTC derivative instruments by counterparty, at fair value | $ | 2,611 | $ | (45,477 | ) | $ | (5,102 | ) | $ | (445 | ) | (48,413 | ) | |||||||||||||
Total collateral pledged by the Portfolio/(Received from counterparty) | $ | — | $ | — | $ | — | $ | — | $ | — | ||||||||||||||||
Net Exposure(1) | $ | 2,611 | $ | (45,477 | ) | $ | (5,102 | ) | $ | (445 | ) | $ | 48,413 |
(1) | Positive net exposure represents amounts due from each respective counterparty. Negative exposure represents amounts due from the Portfolio. Please refer to Note 2 for additional details regarding counterparty credit risk and credit related contingent features. |
Cost for federal income tax purposes was $173,586,935. | ||||||
Net unrealized appreciation consisted of: | ||||||
Gross Unrealized Appreciation | $ | 35,815,973 | ||||
Gross Unrealized Depreciation | (16,165,884 | ) | ||||
Net Unrealized Appreciation | $ | 19,650,089 |
Voya Investments, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
Voya Investments Distributor, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
BNY Mellon Investment Servicing (U.S.) Inc.
301 Bellevue Parkway
Wilmington, Delaware 19809
The Bank of New York Mellon
225 Liberty Street
New York, New York 10286
Ropes & Gray LLP
Prudential Tower
800 Boylston Street
Boston, Massachusetts 02199
RETIREMENT | INVESTMENTS | INSURANCE | |
VPSAR-VIT1AISS2 (0620-082120) |
| ■ Voya Balanced Income Portfolio | | | ■ Voya Limited Maturity Bond Portfolio | |
| ■ Voya High Yield Portfolio | | | ■ Voya U.S. Stock Index Portfolio | |
| ■ Voya Large Cap Growth Portfolio | | | ■ VY® Clarion Real Estate Portfolio | |
| ■ Voya Large Cap Value Portfolio | | | ■ VY® JPMorgan Small Cap Core Equity Portfolio | |
| | Beginning on January 1, 2021, as permitted by regulations adopted by the U.S. Securities and Exchange Commission, paper copies of each Portfolio’s annual and semi-annual shareholder reports, like this semi-annual report, will no longer be sent by mail, unless you specifically request paper copies of the reports. Instead, the reports will be made available on a website and you will be notified by mail each time a report is posted and provided with a website link to access the report. | | |
| | If you already elected to receive shareholder reports electronically, you will not be affected by this change and you need not take any action. You may elect to receive shareholder reports and other communications from your insurance carrier electronically by contacting them directly. | | |
| | You may elect to receive all future reports in paper free of charge. If you received this document in the mail, please follow the instructions provided to elect to continue receiving paper copies of your shareholder reports. You can inform us that you wish to continue receiving paper copies by calling 1-800-283-3427. Your election to receive reports in paper will apply to all the funds in which you invest. | | |
| | This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the funds’ investment objectives, risks, charges, expenses and other information. This information should be read carefully. | | |
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President
Voya Family of Funds
July 29, 2020
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value January 1, 2020 | | | Ending Account Value June 30, 2020 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2020* | | | Beginning Account Value January 1, 2020 | | | Ending Account Value June 30, 2020 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2020* | | ||||||||||||||||||||||||
Voya Balanced Income Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 932.40 | | | | | | 1.20% | | | | | $ | 5.77 | | | | | $ | 1,000.00 | | | | | $ | 1,018.90 | | | | | | 1.20% | | | | | $ | 6.02 | | |
Class I | | | | | 1,000.00 | | | | | | 934.80 | | | | | | 0.60 | | | | | | 2.89 | | | | | | 1,000.00 | | | | | | 1,021.88 | | | | | | 0.60 | | | | | | 3.02 | | |
Class S | | | | | 1,000.00 | | | | | | 933.50 | | | | | | 0.85 | | | | | | 4.09 | | | | | | 1,000.00 | | | | | | 1,020.64 | | | | | | 0.85 | | | | | | 4.27 | | |
Class S2 | | | | | 1,000.00 | | | | | | 933.30 | | | | | | 1.00 | | | | | | 4.81 | | | | | | 1,000.00 | | | | | | 1,019.89 | | | | | | 1.00 | | | | | | 5.02 | | |
Voya High Yield Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 950.90 | | | | | | 1.08% | | | | | $ | 5.24 | | | | | $ | 1,000.00 | | | | | $ | 1,019.49 | | | | | | 1.08% | | | | | $ | 5.42 | | |
Class I | | | | | 1,000.00 | | | | | | 954.80 | | | | | | 0.48 | | | | | | 2.33 | | | | | | 1,000.00 | | | | | | 1,022.48 | | | | | | 0.48 | | | | | | 2.41 | | |
Class S | | | | | 1,000.00 | | | | | | 952.60 | | | | | | 0.73 | | | | | | 3.54 | | | | | | 1,000.00 | | | | | | 1,021.23 | | | | | | 0.73 | | | | | | 3.67 | | |
Class S2 | | | | | 1,000.00 | | | | | | 952.00 | | | | | | 0.88 | | | | | | 4.27 | | | | | | 1,000.00 | | | | | | 1,020.49 | | | | | | 0.88 | | | | | | 4.42 | | |
Voya Large Cap Growth Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,062.90 | | | | | | 1.27% | | | | | $ | 6.51 | | | | | $ | 1,000.00 | | | | | $ | 1,018.55 | | | | | | 1.27% | | | | | $ | 6.37 | | |
Class I | | | | | 1,000.00 | | | | | | 1,065.60 | | | | | | 0.67 | | | | | | 3.44 | | | | | | 1,000.00 | | | | | | 1,021.53 | | | | | | 0.67 | | | | | | 3.37 | | |
Class R6 | | | | | 1,000.00 | | | | | | 1,066.00 | | | | | | 0.67 | | | | | | 3.44 | | | | | | 1,000.00 | | | | | | 1,021.53 | | | | | | 0.67 | | | | | | 3.37 | | |
Class S | | | | | 1,000.00 | | | | | | 1,065.10 | | | | | | 0.92 | | | | | | 4.72 | | | | | | 1,000.00 | | | | | | 1,020.29 | | | | | | 0.92 | | | | | | 4.62 | | |
Class S2 | | | | | 1,000.00 | | | | | | 1,064.10 | | | | | | 1.07 | | | | | | 5.49 | | | | | | 1,000.00 | | | | | | 1,019.54 | | | | | | 1.07 | | | | | | 5.37 | | |
| | | Actual Portfolio Return | | | Hypothetical (5% return before expenses) | | ||||||||||||||||||||||||||||||||||||||||||
| | | Beginning Account Value January 1, 2020 | | | Ending Account Value June 30, 2020 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2020* | | | Beginning Account Value January 1, 2020 | | | Ending Account Value June 30, 2020 | | | Annualized Expense Ratio | | | Expenses Paid During the Period Ended June 30, 2020* | | ||||||||||||||||||||||||
Voya Large Cap Value Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 850.30 | | | | | | 1.24% | | | | | $ | 5.70 | | | | | $ | 1,000.00 | | | | | $ | 1,018.70 | | | | | | 1.24% | | | | | $ | 6.22 | | |
Class I | | | | | 1,000.00 | | | | | | 853.50 | | | | | | 0.64 | | | | | | 2.95 | | | | | | 1,000.00 | | | | | | 1,021.68 | | | | | | 0.64 | | | | | | 3.22 | | |
Class R6 | | | | | 1,000.00 | | | | | | 853.40 | | | | | | 0.64 | | | | | | 2.95 | | | | | | 1,000.00 | | | | | | 1,021.68 | | | | | | 0.64 | | | | | | 3.22 | | |
Class S | | | | | 1,000.00 | | | | | | 852.20 | | | | | | 0.89 | | | | | | 4.10 | | | | | | 1,000.00 | | | | | | 1,020.44 | | | | | | 0.89 | | | | | | 4.47 | | |
Class S2 | | | | | 1,000.00 | | | | | | 851.60 | | | | | | 1.04 | | | | | | 4.79 | | | | | | 1,000.00 | | | | | | 1,019.69 | | | | | | 1.04 | | | | | | 5.22 | | |
Voya Limited Maturity Bond Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 1,017.30 | | | | | | 0.89% | | | | | $ | 4.46 | | | | | $ | 1,000.00 | | | | | $ | 1,020.44 | | | | | | 0.89% | | | | | $ | 4.47 | | |
Class I | | | | | 1,000.00 | | | | | | 1,020.10 | | | | | | 0.29 | | | | | | 1.46 | | | | | | 1,000.00 | | | | | | 1,023.42 | | | | | | 0.29 | | | | | | 1.46 | | |
Class S | | | | | 1,000.00 | | | | | | 1,018.80 | | | | | | 0.54 | | | | | | 2.71 | | | | | | 1,000.00 | | | | | | 1,022.18 | | | | | | 0.54 | | | | | | 2.72 | | |
Voya U.S. Stock Index Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 965.20 | | | | | | 0.80% | | | | | $ | 3.91 | | | | | $ | 1,000.00 | | | | | $ | 1,020.89 | | | | | | 0.80% | | | | | $ | 4.02 | | |
Class I | | | | | 1,000.00 | | | | | | 968.20 | | | | | | 0.27 | | | | | | 1.32 | | | | | | 1,000.00 | | | | | | 1,023.52 | | | | | | 0.27 | | | | | | 1.36 | | |
Class P2 | | | | | 1,000.00 | | | | | | 968.90 | | | | | | 0.15 | | | | | | 0.73 | | | | | | 1,000.00 | | | | | | 1,024.12 | | | | | | 0.15 | | | | | | 0.75 | | |
Class S | | | | | 1,000.00 | | | | | | 967.30 | | | | | | 0.51 | | | | | | 2.49 | | | | | | 1,000.00 | | | | | | 1,022.33 | | | | | | 0.51 | | | | | | 2.56 | | |
Class S2 | | | | | 1,000.00 | | | | | | 966.30 | | | | | | 0.67 | | | | | | 3.28 | | | | | | 1,000.00 | | | | | | 1,021.53 | | | | | | 0.67 | | | | | | 3.37 | | |
VY® Clarion Real Estate Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 828.00 | | | | | | 1.28% | | | | | $ | 5.82 | | | | | $ | 1,000.00 | | | | | $ | 1,018.50 | | | | | | 1.28% | | | | | $ | 6.42 | | |
Class I | | | | | 1,000.00 | | | | | | 830.40 | | | | | | 0.68 | | | | | | 3.09 | | | | | | 1,000.00 | | | | | | 1,021.48 | | | | | | 0.68 | | | | | | 3.42 | | |
Class S | | | | | 1,000.00 | | | | | | 829.60 | | | | | | 0.93 | | | | | | 4.23 | | | | | | 1,000.00 | | | | | | 1,020.24 | | | | | | 0.93 | | | | | | 4.67 | | |
Class S2 | | | | | 1,000.00 | | | | | | 828.70 | | | | | | 1.08 | | | | | | 4.91 | | | | | | 1,000.00 | | | | | | 1,019.49 | | | | | | 1.08 | | | | | | 5.42 | | |
VY® JPMorgan Small Cap Core Equity Portfolio | | ||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | $ | 1,000.00 | | | | | $ | 859.10 | | | | | | 1.48% | | | | | $ | 6.84 | | | | | $ | 1,000.00 | | | | | $ | 1,017.50 | | | | | | 1.48% | | | | | $ | 7.42 | | |
Class I | | | | | 1,000.00 | | | | | | 861.80 | | | | | | 0.88 | | | | | | 4.07 | | | | | | 1,000.00 | | | | | | 1,020.49 | | | | | | 0.88 | | | | | | 4.42 | | |
Class R6 | | | | | 1,000.00 | | | | | | 861.70 | | | | | | 0.88 | | | | | | 4.07 | | | | | | 1,000.00 | | | | | | 1,020.49 | | | | | | 0.88 | | | | | | 4.42 | | |
Class S | | | | | 1,000.00 | | | | | | 860.80 | | | | | | 1.13 | | | | | | 5.23 | | | | | | 1,000.00 | | | | | | 1,019.24 | | | | | | 1.13 | | | | | | 5.67 | | |
Class S2 | | | | | 1,000.00 | | | | | | 860.20 | | | | | | 1.28 | | | | | | 5.92 | | | | | | 1,000.00 | | | | | | 1,018.50 | | | | | | 1.28 | | | | | | 6.42 | | |
| | | Voya Balanced Income Portfolio | | | Voya High Yield Portfolio | | | Voya Large Cap Growth Portfolio | | | Voya Large Cap Value Portfolio | | ||||||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 306,300,918 | | | | | $ | 496,698,645 | | | | | $ | 5,686,356,534 | | | | | $ | 853,520,454 | | |
Investments in affiliates at fair value** | | | | | 24,823,525 | | | | | | — | | | | | | — | | | | | | — | | |
Short-term investments at fair value† | | | | | 2,121,472 | | | | | | 76,886,192 | | | | | | 88,803,142 | | | | | | 34,426,377 | | |
Cash | | | | | 2,156,267 | | | | | | 583,488 | | | | | | 593,815 | | | | | | 363,160 | | |
Cash collateral for futures | | | | | 984,184 | | | | | | — | | | | | | — | | | | | | — | | |
Cash pledged for centrally cleared swaps (Note 2) | | | | | 1,550,000 | | | | | | — | | | | | | — | | | | | | — | | |
Foreign currencies at value‡ | | | | | 436,886 | | | | | | — | | | | | | — | | | | | | 133,321 | | |
Receivables: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities sold | | | | | — | | | | | | 917,929 | | | | | | 39,257,568 | | | | | | 11,642,370 | | |
Investment securities and currencies sold | | | | | 32,443,229 | | | | | | — | | | | | | — | | | | | | — | | |
Fund shares sold | | | | | 550,001 | | | | | | 1,362,288 | | | | | | 21,021 | | | | | | 2,068,950 | | |
Dividends | | | | | 210,644 | | | | | | — | | | | | | 5,104,706 | | | | | | 1,723,127 | | |
Interest | | | | | 1,139,592 | | | | | | 7,501,564 | | | | | | 498 | | | | | | 128 | | |
Foreign tax reclaims | | | | | 174,707 | | | | | | — | | | | | | — | | | | | | 212,651 | | |
Unrealized appreciation on forward foreign currency contracts | | | | | 225,889 | | | | | | — | | | | | | — | | | | | | — | | |
Variation margin receivable on centrally cleared swaps | | | | | 12,896 | | | | | | — | | | | | | — | | | | | | — | | |
Prepaid expenses | | | | | 4,184 | | | | | | — | | | | | | 61,512 | | | | | | 10,864 | | |
Reimbursement due from Investment Adviser | | | | | 3,958 | | | | | | — | | | | | | 226,347 | | | | | | 128,283 | | |
Other assets | | | | | 23,085 | | | | | | 33,139 | | | | | | 247,893 | | | | | | 71,385 | | |
Total assets | | | | | 373,161,437 | | | | | | 583,983,245 | | | | | | 5,820,673,036 | | | | | | 904,301,070 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Payable for investment securities purchased | | | | | — | | | | | | 11,338,969 | | | | | | 62,749,976 | | | | | | 5,642,198 | | |
Payable for investment securities and currencies purchased | | | | | 32,594,473 | | | | | | — | | | | | | — | | | | | | — | | |
Payable for fund shares redeemed | | | | | 741 | | | | | | 90,013 | | | | | | 19,075,615 | | | | | | 57,615 | | |
Payable upon receipt of securities loaned | | | | | 2,121,472 | | | | | | 61,686,819 | | | | | | 207,142 | | | | | | 34,313,377 | | |
Unrealized depreciation on forward foreign currency contracts | | | | | 216,846 | | | | | | — | | | | | | — | | | | | | — | | |
Cash received as collateral for OTC derivatives (Note 2) | | | | | 90,000 | | | | | | — | | | | | | — | | | | | | — | | |
Payable for unified fees | | | | | — | | | | | | 201,583 | | | | | | — | | | | | | — | | |
Payable for investment management fees | | | | | 152,843 | | | | | | — | | | | | | 3,038,925 | | | | | | 521,333 | | |
Payable for distribution and shareholder service fees | | | | | 87,503 | | | | | | 93,370 | | | | | | 1,274,292 | | | | | | 132,698 | | |
Payable to trustees under the deferred compensation plan (Note 6) | | | | | 23,085 | | | | | | 33,139 | | | | | | 247,893 | | | | | | 71,385 | | |
Payable for trustee fees | | | | | 1,761 | | | | | | — | | | | | | 27,666 | | | | | | 4,572 | | |
Other accrued expenses and liabilities | | | | | 113,630 | | | | | | — | | | | | | 756,268 | | | | | | 135,994 | | |
Total liabilities | | | | | 35,402,354 | | | | | | 73,443,893 | | | | | | 87,377,777 | | | | | | 40,879,172 | | |
NET ASSETS | | | | $ | 337,759,083 | | | | | $ | 510,539,352 | | | | | $ | 5,733,295,259 | | | | | $ | 863,421,898 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 310,642,666 | | | | | $ | 575,386,548 | | | | | $ | 3,510,392,809 | | | | | $ | 815,630,604 | | |
Total distributable earnings (loss) | | | | | 27,116,417 | | | | | | (64,847,196) | | | | | | 2,222,902,450 | | | | | | 47,791,294 | | |
NET ASSETS | | | | $ | 337,759,083 | | | | | $ | 510,539,352 | | | | | $ | 5,733,295,259 | | | | | $ | 863,421,898 | | |
+ Including securities loaned at value | | | | $ | 2,040,779 | | | | | $ | 60,170,072 | | | | | $ | 197,058 | | | | | $ | 33,516,299 | | |
* Cost of investments in securities | | | | $ | 302,853,487 | | | | | $ | 499,284,850 | | | | | $ | 4,482,400,568 | | | | | $ | 858,998,719 | | |
** Cost of investments in affiliates | | | | $ | 27,573,355 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
† Cost of short-term investments | | | | $ | 2,121,472 | | | | | $ | 76,886,100 | | | | | $ | 88,803,142 | | | | | $ | 34,426,377 | | |
‡ Cost of foreign currencies | | | | $ | 451,195 | | | | | $ | — | | | | | $ | — | | | | | $ | 130,342 | | |
| | | Voya Balanced Income Portfolio | | | Voya High Yield Portfolio | | | Voya Large Cap Growth Portfolio | | | Voya Large Cap Value Portfolio | | ||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 66,005,643 | | | | | $ | 77,734,419 | | | | | $ | 1,855,094,453 | | | | | $ | 41,736,434 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 6,649,027 | | | | | | 8,431,958 | | | | | | 97,164,378 | | | | | | 4,104,528 | | |
Net asset value and redemption price per share | | | | $ | 9.93 | | | | | $ | 9.22 | | | | | $ | 19.09 | | | | | $ | 10.17 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 7,435,401 | | | | | $ | 171,780,653 | | | | | $ | 2,063,065,955 | | | | | $ | 290,936,721 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 710,943 | | | | | | 18,618,976 | | | | | | 97,615,921 | | | | | | 27,906,307 | | |
Net asset value and redemption price per share | | | | $ | 10.46 | | | | | $ | 9.23 | | | | | $ | 21.13 | | | | | $ | 10.43 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | | n/a | | | | | $ | 72,611,629 | | | | | $ | 169,986 | | |
Shares authorized | | | | | n/a | | | | | | n/a | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | | n/a | | | | | | n/a | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | n/a | | | | | | 3,433,888 | | | | | | 16,314 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | | n/a | | | | | $ | 21.15 | | | | | $ | 10.42 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 259,339,641 | | | | | $ | 258,306,444 | | | | | $ | 1,682,951,432 | | | | | $ | 530,455,502 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 24,968,266 | | | | | | 28,018,179 | | | | | | 82,268,301 | | | | | | 51,705,203 | | |
Net asset value and redemption price per share | | | | $ | 10.39 | | | | | $ | 9.22 | | | | | $ | 20.46 | | | | | $ | 10.26 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 4,978,398 | | | | | $ | 2,717,836 | | | | | $ | 59,571,790 | | | | | $ | 123,255 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 480,556 | | | | | | 294,393 | | | | | | 2,941,691 | | | | | | 12,004 | | |
Net asset value and redemption price per share | | | | $ | 10.36 | | | | | $ | 9.23 | | | | | $ | 20.25 | | | | | $ | 10.27 | | |
| | | Voya Limited Maturity Bond Portfolio | | | Voya U.S. Stock Index Portfolio | | | VY® Clarion Real Estate Portfolio | | | VY® JPMorgan Small Cap Core Equity Portfolio | | ||||||||||||
ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in securities at fair value+* | | | | $ | 339,788,289 | | | | | $ | 6,884,433,863 | | | | | $ | 245,731,511 | | | | | $ | 427,582,668 | | |
Short-term investments at fair value† | | | | | 19,762,915 | | | | | | 214,361,797 | | | | | | 441,679 | | | | | | 19,820,892 | | |
Cash | | | | | 10,953 | | | | | | 2,214,659 | | | | | | — | | | | | | 68,548 | | |
Cash collateral for futures | | | | | 281,784 | | | | | | 13,110,022 | | | | | | — | | | | | | 422,760 | | |
Receivables: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities sold | | | | | 2,598,375 | | | | | | — | | | | | | 1,661,952 | | | | | | 820,419 | | |
Fund shares sold | | | | | 792,712 | | | | | | 1,611,672 | | | | | | 1,065,909 | | | | | | 241,002 | | |
Dividends | | | | | 1,783 | | | | | | 5,270,877 | | | | | | 1,015,946 | | | | | | 340,086 | | |
Interest | | | | | 1,388,189 | | | | | | 7,477 | | | | | | — | | | | | | — | | |
Prepaid expenses | | | | | — | | | | | | — | | | | | | 3,365 | | | | | | — | | |
Reimbursement due from Investment Adviser | | | | | — | | | | | | 251,470 | | | | | | 56,613 | | | | | | — | | |
Other assets | | | | | 14,232 | | | | | | 166,105 | | | | | | 26,400 | | | | | | 26,056 | | |
Total assets | | | | | 364,639,232 | | | | | | 7,121,427,942 | | | | | | 250,003,375 | | | | | | 449,322,431 | | |
LIABILITIES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Payable for investment securities purchased | | | | | 15,754,204 | | | | | | — | | | | | | 874,745 | | | | | | 1,313,713 | | |
Payable for fund shares redeemed | | | | | 85,207 | | | | | | 1,935,160 | | | | | | 113,358 | | | | | | 947,657 | | |
Payable upon receipt of securities loaned | | | | | 655,915 | | | | | | 91,348,797 | | | | | | — | | | | | | 9,179,295 | | |
Payable for unified fees | | | | | 77,254 | | | | | | 1,445,406 | | | | | | — | | | | | | 315,488 | | |
Payable for investment management fees | | | | | — | | | | | | — | | | | | | 161,280 | | | | | | — | | |
Payable for distribution and shareholder service fees | | | | | 22,537 | | | | | | 132,860 | | | | | | 64,837 | | | | | | 77,278 | | |
Payable to trustees under the deferred compensation plan (Note 6) | | | | | 14,232 | | | | | | 166,105 | | | | | | 26,400 | | | | | | 26,056 | | |
Payable for trustee fees | | | | | — | | | | | | — | | | | | | 1,365 | | | | | | — | | |
Other accrued expenses and liabilities | | | | | — | | | | | | — | | | | | | 84,086 | | | | | | — | | |
Total liabilities | | | | | 16,609,349 | | | | | | 95,028,328 | | | | | | 1,326,071 | | | | | | 11,859,487 | | |
NET ASSETS | | | | $ | 348,029,883 | | | | | $ | 7,026,399,614 | | | | | $ | 248,677,304 | | | | | $ | 437,462,944 | | |
NET ASSETS WERE COMPRISED OF: | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital | | | | $ | 343,968,806 | | | | | $ | 4,323,803,181 | | | | | $ | 238,042,751 | | | | | $ | 432,294,193 | | |
Total distributable earnings | | | | | 4,061,077 | | | | | | 2,702,596,433 | | | | | | 10,634,553 | | | | | | 5,168,751 | | |
NET ASSETS | | | | $ | 348,029,883 | | | | | $ | 7,026,399,614 | | | | | $ | 248,677,304 | | | | | $ | 437,462,944 | | |
+ Including securities loaned at value | | | | $ | 645,369 | | | | | $ | 89,202,895 | | | | | $ | — | | | | | $ | 8,922,434 | | |
* Cost of investments in securities | | | | $ | 338,313,194 | | | | | $ | 4,616,704,346 | | | | | $ | 247,608,243 | | | | | $ | 398,424,118 | | |
† Cost of short-term investments | | | | $ | 19,762,915 | | | | | $ | 214,361,797 | | | | | $ | 441,679 | | | | | $ | 19,820,892 | | |
| | | Voya Limited Maturity Bond Portfolio | | | Voya U.S. Stock Index Portfolio | | | VY® Clarion Real Estate Portfolio | | | VY® JPMorgan Small Cap Core Equity Portfolio | | ||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 14,990,222 | | | | | $ | 91,360,226 | | | | | $ | 48,744,213 | | | | | $ | 106,819,361 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 1,499,050 | | | | | | 5,778,145 | | | | | | 1,617,829 | | | | | | 8,344,489 | | |
Net asset value and redemption price per share | | | | $ | 10.00 | | | | | $ | 15.81 | | | | | $ | 30.13 | | | | | $ | 12.80 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 256,366,022 | | | | | $ | 4,114,659,154 | | | | | $ | 14,643,749 | | | | | $ | 179,230,966 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 25,126,794 | | | | | | 250,169,315 | | | | | | 459,415 | | | | | | 12,828,775 | | |
Net asset value and redemption price per share | | | | $ | 10.20 | | | | | $ | 16.45 | | | | | $ | 31.87 | | | | | $ | 13.97 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 2,438,118,253 | | | | | | n/a | | | | | | n/a | | |
Shares authorized | | | | | n/a | | | | | | unlimited | | | | | | n/a | | | | | | n/a | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | | n/a | | | | | | n/a | | |
Shares outstanding | | | | | n/a | | | | | | 147,619,507 | | | | | | n/a | | | | | | n/a | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 16.52 | | | | | | n/a | | | | | | n/a | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | | n/a | | | | | | n/a | | | | | $ | 38,418,627 | | |
Shares authorized | | | | | n/a | | | | | | n/a | | | | | | n/a | | | | | | unlimited | | |
Par value | | | | | n/a | | | | | | n/a | | | | | | n/a | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | n/a | | | | | | n/a | | | | | | 2,752,225 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | | n/a | | | | | | n/a | | | | | $ | 13.96 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | $ | 76,673,639 | | | | | $ | 249,440,374 | | | | | $ | 173,315,971 | | | | | $ | 105,691,666 | | |
Shares authorized | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | 7,457,999 | | | | | | 15,334,244 | | | | | | 5,452,278 | | | | | | 7,696,919 | | |
Net asset value and redemption price per share | | | | $ | 10.28 | | | | | $ | 16.27 | | | | | $ | 31.79 | | | | | $ | 13.73 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets | | | | | n/a | | | | | $ | 132,821,607 | | | | | $ | 11,973,371 | | | | | $ | 7,302,324 | | |
Shares authorized | | | | | n/a | | | | | | unlimited | | | | | | unlimited | | | | | | unlimited | | |
Par value | | | | | n/a | | | | | $ | 0.001 | | | | | $ | 0.001 | | | | | $ | 0.001 | | |
Shares outstanding | | | | | n/a | | | | | | 8,272,051 | | | | | | 379,453 | | | | | | 539,468 | | |
Net asset value and redemption price per share | | | | | n/a | | | | | $ | 16.06 | | | | | $ | 31.55 | | | | | $ | 13.54 | | |
| | | Voya Balanced Income Portfolio | | | Voya High Yield Portfolio | | | Voya Large Cap Growth Portfolio | | | Voya Large Cap Value Portfolio | | ||||||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | | | | | | | |
Dividends, net of foreign taxes withheld* | | | | $ | 2,153,467 | | | | | $ | — | | | | | $ | 29,099,803 | | | | | $ | 13,401,053 | | |
Dividends from affiliated underlying funds | | | | | 741,672 | | | | | | — | | | | | | — | | | | | | — | | |
Interest, net of foreign taxes withheld* | | | | | 3,551,755 | | | | | | 15,816,812 | | | | | | 1,665 | | | | | | 163 | | |
Securities lending income, net | | | | | 8,623 | | | | | | 199,595 | | | | | | 47,127 | | | | | | 33,790 | | |
Total investment income | | | | | 6,455,517 | | | | | | 16,016,407 | | | | | | 29,148,595 | | | | | | 13,435,006 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | 962,977 | | | | | | — | | | | | | 17,852,691 | | | | | | 3,307,029 | | |
Unified fees | | | | | — | | | | | | 1,301,230 | | | | | | — | | | | | | — | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 206,314 | | | | | | 237,457 | | | | | | 5,329,579 | | | | | | 132,295 | | |
Class S | | | | | 335,909 | | | | | | 338,905 | | | | | | 2,081,517 | | | | | | 696,056 | | |
Class S2 | | | | | 10,121 | | | | | | 5,546 | | | | | | 114,121 | | | | | | 251 | | |
Transfer agent fees (Note 6): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 8,587 | | | | | | — | | | | | | 417,757 | | | | | | 13,148 | | |
Class I | | | | | 951 | | | | | | — | | | | | | 456,126 | | | | | | 91,777 | | |
Class R6 | | | | | — | | | | | | — | | | | | | 35 | | | | | | 7 | | |
Class S | | | | | 33,489 | | | | | | — | | | | | | 392,196 | | | | | | 165,914 | | |
Class S2 | | | | | 632 | | | | | | — | | | | | | 13,411 | | | | | | 37 | | |
Shareholder reporting expense | | | | | 10,384 | | | | | | — | | | | | | 128,300 | | | | | | 37,128 | | |
Professional fees | | | | | 9,110 | | | | | | — | | | | | | 91,330 | | | | | | 22,702 | | |
Custody and accounting expense | | | | | 36,739 | | | | | | — | | | | | | 203,290 | | | | | | 34,999 | | |
Trustee fees and expenses | | | | | 7,042 | | | | | | 21,412 | | | | | | 110,663 | | | | | | 18,287 | | |
Miscellaneous expense | | | | | 8,505 | | | | | | — | | | | | | 132,603 | | | | | | 25,128 | | |
Interest expense | | | | | 515 | | | | | | 17 | | | | | | 1,903 | | | | | | 651 | | |
Total expenses | | | | | 1,631,275 | | | | | | 1,904,567 | | | | | | 27,325,522 | | | | | | 4,545,409 | | |
Waived and reimbursed fees | | | | | (27,621) | | | | | | (39,830) | | | | | | (1,282,776) | | | | | | (793,953) | | |
Net expenses | | | | | 1,603,654 | | | | | | 1,864,737 | | | | | | 26,042,746 | | | | | | 3,751,456 | | |
Net investment income | | | | | 4,851,863 | | | | | | 14,151,670 | | | | | | 3,105,849 | | | | | | 9,683,550 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments (net of Indonesian capital gains tax withheld^) | | | | | (16,057,436) | | | | | | (23,832,196) | | | | | | 322,404,126 | | | | | | (43,807,053) | | |
Sale of affiliated underlying funds | | | | | (1,439,206) | | | | | | — | | | | | | — | | | | | | — | | |
Forward foreign currency contracts | | | | | 858,581 | | | | | | — | | | | | | — | | | | | | — | | |
Foreign currency related transactions | | | | | (112,087) | | | | | | — | | | | | | — | | | | | | 2 | | |
Futures | | | | | 1,672,854 | | | | | | — | | | | | | — | | | | | | — | | |
Swaps | | | | | 1,391,374 | | | | | | — | | | | | | — | | | | | | — | | |
Written options | | | | | 7,865 | | | | | | — | | | | | | — | | | | | | — | | |
Net realized gain (loss) | | | | | (13,678,055) | | | | | | (23,832,196) | | | | | | 322,404,126 | | | | | | (43,807,051) | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments | | | | | (15,437,762) | | | | | | (19,686,561) | | | | | | 12,502,852 | | | | | | (124,396,143) | | |
Affiliated underlying funds | | | | | (2,134,781) | | | | | | — | | | | | | — | | | | | | — | | |
Forward foreign currency contracts | | | | | (330,778) | | | | | | — | | | | | | — | | | | | | — | | |
Foreign currency related transactions | | | | | (7,819) | | | | | | — | | | | | | — | | | | | | 644 | | |
Futures | | | | | (7,112) | | | | | | — | | | | | | — | | | | | | — | | |
Swaps | | | | | (158,544) | | | | | | — | | | | | | — | | | | | | — | | |
Written options | | | | | (27,689) | | | | | | — | | | | | | — | | | | | | — | | |
Net change in unrealized appreciation (depreciation) | | | | | (18,104,485) | | | | | | (19,686,561) | | | | | | 12,502,852 | | | | | | (124,395,499) | | |
Net realized and unrealized gain (loss) | | | | | (31,782,540) | | | | | | (43,518,757) | | | | | | 334,906,978 | | | | | | (168,202,550) | | |
Increase (decrease) in net assets resulting from operations | | | | $ | (26,930,677) | | | | | $ | (29,367,087) | | | | | $ | 338,012,827 | | | | | $ | (158,519,000) | | |
* Foreign taxes withheld | | | | $ | 51,494 | | | | | $ | — | | | | | $ | 80,064 | | | | | $ | 73,935 | | |
^ Foreign taxes on sale of Indonesian investments | | | | $ | 5,166 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
| | | Voya Limited Maturity Bond Portfolio | | | Voya U.S. Stock Index Portfolio | | | VY® Clarion Real Estate Portfolio | | | VY® JPMorgan Small Cap Core Equity Portfolio | | ||||||||||||
INVESTMENT INCOME: | | | | | | | | | | | | | | | | | | | | | | | | | |
Dividends, net of foreign taxes withheld* | | | | $ | 39,779 | | | | | $ | 64,275,871 | | | | | $ | 3,587,756 | | | | | $ | 3,094,209 | | |
Interest | | | | | 3,844,445 | | | | | | 15,252 | | | | | | — | | | | | | 1,104 | | |
Securities lending income, net | | | | | 11,081 | | | | | | 232,195 | | | | | | 1,418 | | | | | | 163,009 | | |
Total investment income | | | | | 3,895,305 | | | | | | 64,523,318 | | | | | | 3,589,174 | | | | | | 3,258,322 | | |
EXPENSES: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment management fees | | | | | — | | | | | | — | | | | | | 1,135,508 | | | | | | — | | |
Unified fees | | | | | 460,004 | | | | | | 8,382,246 | | | | | | — | | | | | | 1,953,401 | | |
Distribution and shareholder service fees: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | 44,995 | | | | | | 240,455 | | | | | | 157,015 | | | | | | 320,527 | | |
Class S | | | | | 92,110 | | | | | | 312,728 | | | | | | 235,851 | | | | | | 132,541 | | |
Class S2 | | | | | — | | | | | | 263,270 | | | | | | 25,741 | | | | | | 14,525 | | |
Transfer agent fees (Note 6): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | — | | | | | | 38,749 | | | | | | — | | |
Class I | | | | | — | | | | | | — | | | | | | 13,118 | | | | | | — | | |
Class S | | | | | — | | | | | | — | | | | | | 139,677 | | | | | | — | | |
Class S2 | | | | | — | | | | | | — | | | | | | 9,522 | | | | | | — | | |
Shareholder reporting expense | | | | | — | | | | | | — | | | | | | 11,865 | | | | | | — | | |
Professional fees | | | | | — | | | | | | — | | | | | | 6,916 | | | | | | — | | |
Custody and accounting expense | | | | | — | | | | | | — | | | | | | 16,405 | | | | | | — | | |
Trustee fees and expenses | | | | | 11,224 | | | | | | 228,677 | | | | | | 5,459 | | | | | | 21,655 | | |
Miscellaneous expense | | | | | — | | | | | | — | | | | | | 6,353 | | | | | | — | | |
Interest expense | | | | | — | | | | | | 6,596 | | | | | | 452 | | | | | | — | | |
Total expenses | | | | | 608,333 | | | | | | 9,433,972 | | | | | | 1,802,631 | | | | | | 2,442,649 | | |
Waived and reimbursed fees | | | | | — | | | | | | (1,344,338) | | | | | | (453,656) | | | | | | — | | |
Brokerage commission recapture | | | | | — | | | | | | — | | | | | | (760) | | | | | | (35,820) | | |
Net expenses | | | | | 608,333 | | | | | | 8,089,634 | | | | | | 1,348,215 | | | | | | 2,406,829 | | |
Net investment income | | | | | 3,286,972 | | | | | | 56,433,684 | | | | | | 2,240,959 | | | | | | 851,493 | | |
REALIZED AND UNREALIZED GAIN (LOSS): | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 2,254,202 | | | | | | 110,936,380 | | | | | | (18,764,462) | | | | | | (21,440,957) | | |
Futures | | | | | 404,246 | | | | | | (10,199,138) | | | | | | — | | | | | | 218,792 | | |
Net realized gain (loss) | | | | | 2,658,448 | | | | | | 100,737,242 | | | | | | (18,764,462) | | | | | | (21,222,165) | | |
Net change in unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments | | | | | 25,489 | | | | | | (369,186,668) | | | | | | (37,901,933) | | | | | | (56,231,044) | | |
Futures | | | | | (48,916) | | | | | | (57,470) | | | | | | — | | | | | | (15,045) | | |
Net change in unrealized appreciation (depreciation) | | | | | (23,427) | | | | | | (369,244,138) | | | | | | (37,901,933) | | | | | | (56,246,089) | | |
Net realized and unrealized gain (loss) | | | | | 2,635,021 | | | | | | (268,506,896) | | | | | | (56,666,395) | | | | | | (77,468,254) | | |
Increase (decrease) in net assets resulting from operations | | | | $ | 5,921,993 | | | | | $ | (212,073,212) | | | | | $ | (54,425,436) | | | | | $ | (76,616,761) | | |
* Foreign taxes withheld | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 8,582 | | |
| | | Voya Balanced Income Portfolio | | | Voya High Yield Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2020 (Unaudited) | | | Year Ended December 31, 2019 | | | Six Months Ended June 30, 2020 (Unaudited) | | | Year Ended December 31, 2019 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 4,851,863 | | | | | $ | 12,118,264 | | | | | $ | 14,151,670 | | | | | $ | 29,186,347 | | |
Net realized gain (loss) | | | | | (13,678,055) | | | | | | 23,047,290 | | | | | | (23,832,196) | | | | | | (2,317,504) | | |
Net change in unrealized appreciation (depreciation) | | | | | (18,104,485) | | | | | | 29,869,426 | | | | | | (19,686,561) | | | | | | 45,325,720 | | |
Increase (decrease) in net assets resulting from operations | | | | | (26,930,677) | | | | | | 65,034,980 | | | | | | (29,367,087) | | | | | | 72,194,563 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (7,922,532) | | | | | | (1,967,939) | | | | | | (4,184,086) | | |
Class I | | | | | — | | | | | | (894,071) | | | | | | (4,968,703) | | | | | | (5,691,493) | | |
Class S | | | | | — | | | | | | (30,519,786) | | | | | | (7,216,662) | | | | | | (17,552,628) | | |
Class S2 | | | | | — | | | | | | (501,395) | | | | | | (71,749) | | | | | | (198,505) | | |
Total distributions | | | | | — | | | | | | (39,837,784) | | | | | | (14,225,053) | | | | | | (27,626,712) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 11,586,571 | | | | | | 11,771,113 | | | | | | 23,622,680 | | | | | | 64,608,084 | | |
Proceeds from shares issued in merger (Note 16) | | | | | — | | | | | | — | | | | | | — | | | | | | 98,023,284 | | |
Reinvestment of distributions | | | | | — | | | | | | 39,837,784 | | | | | | 14,225,053 | | | | | | 27,626,712 | | |
| | | | | 11,586,571 | | | | | | 51,608,897 | | | | | | 37,847,733 | | | | | | 190,258,080 | | |
Cost of shares redeemed | | | | | (35,509,554) | | | | | | (56,146,969) | | | | | | (71,020,618) | | | | | | (121,673,150) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (23,922,983) | | | | | | (4,538,072) | | | | | | (33,172,885) | | | | | | 68,584,930 | | |
Net increase (decrease) in net assets | | | | | (50,853,660) | | | | | | 20,659,124 | | | | | | (76,765,025) | | | | | | 113,152,781 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 388,612,743 | | | | | | 367,953,619 | | | | | | 587,304,377 | | | | | | 474,151,596 | | |
End of year or period | | | | $ | 337,759,083 | | | | | $ | 388,612,743 | | | | | $ | 510,539,352 | | | | | $ | 587,304,377 | | |
| | | Voya Large Cap Growth Portfolio | | | Voya Large Cap Value Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2020 (Unaudited) | | | Year Ended December 31, 2019 | | | Six Months Ended June 30, 2020 (Unaudited) | | | Year Ended December 31, 2019 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 3,105,849 | | | | | $ | 14,933,524 | | | | | $ | 9,683,550 | | | | | $ | 19,477,629 | | |
Net realized gain (loss) | | | | | 322,404,126 | | | | | | 682,748,213 | | | | | | (43,807,051) | | | | | | 85,833,238 | | |
Net change in unrealized appreciation (depreciation) | | | | | 12,502,852 | | | | | | 862,626,519 | | | | | | (124,395,499) | | | | | | 131,837,482 | | |
Increase (decrease) in net assets resulting from operations | | | | | 338,012,827 | | | | | | 1,560,308,256 | | | | | | (158,519,000) | | | | | | 237,148,349 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (322,539,115) | | | | | | — | | | | | | (4,505,178) | | |
Class I | | | | | — | | | | | | (308,037,331) | | | | | | — | | | | | | (31,729,269) | | |
Class R6 | | | | | — | | | | | | (8,633,943) | | | | | | — | | | | | | (25,122) | | |
Class S | | | | | — | | | | | | (304,557,434) | | | | | | — | | | | | | (59,337,191) | | |
Class S2 | | | | | — | | | | | | (10,362,576) | | | | | | — | | | | | | (13,567) | | |
Total distributions | | | | | — | | | | | | (954,130,399) | | | | | | — | | | | | | (95,610,327) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 188,009,585 | | | | | | 151,286,163 | | | | | | 14,834,413 | | | | | | 13,066,833 | | |
Reinvestment of distributions | | | | | — | | | | | | 954,130,399 | | | | | | — | | | | | | 95,610,327 | | |
| | | | | 188,009,585 | | | | | | 1,105,416,562 | | | | | | 14,834,413 | | | | | | 108,677,160 | | |
Cost of shares redeemed | | | | | (644,810,901) | | | | | | (953,005,018) | | | | | | (79,340,038) | | | | | | (174,590,335) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | (456,801,316) | | | | | | 152,411,544 | | | | | | (64,505,625) | | | | | | (65,913,175) | | |
Net increase (decrease) in net assets | | | | | (118,788,489) | | | | | | 758,589,401 | | | | | | (223,024,625) | | | | | | 75,624,847 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 5,852,083,748 | | | | | | 5,093,494,347 | | | | | | 1,086,446,523 | | | | | | 1,010,821,676 | | |
End of year or period | | | | $ | 5,733,295,259 | | | | | $ | 5,852,083,748 | | | | | $ | 863,421,898 | | | | | $ | 1,086,446,523 | | |
| | | Voya Limited Maturity Bond Portfolio | | | Voya U.S. Stock Index Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2020 (Unaudited) | | | Year Ended December 31, 2019 | | | Six Months Ended June 30, 2020 (Unaudited) | | | Year Ended December 31, 2019 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 3,286,972 | | | | | $ | 6,462,238 | | | | | $ | 56,433,684 | | | | | $ | 104,743,818 | | |
Net realized gain | | | | | 2,658,448 | | | | | | 1,539,817 | | | | | | 100,737,242 | | | | | | 273,563,829 | | |
Net change in unrealized appreciation (depreciation) | | | | | (23,427) | | | | | | 3,261,550 | | | | | | (369,244,138) | | | | | | 1,160,799,021 | | |
Increase (decrease) in net assets resulting from operations | | | | | 5,921,993 | | | | | | 11,263,605 | | | | | | (212,073,212) | | | | | | 1,539,106,668 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | (121,847) | | | | | | (201,180) | | | | | | — | | | | | | (6,766,870) | | |
Class I | | | | | (2,683,196) | | | | | | (3,418,858) | | | | | | — | | | | | | (280,363,883) | | |
Class P2 | | | | | — | | | | | | — | | | | | | — | | | | | | (148,647,312) | | |
Class S | | | | | (728,279) | | | | | | (1,202,654) | | | | | | — | | | | | | (6,466,557) | | |
Class S2 | | | | | — | | | | | | — | | | | | | — | | | | | | (10,110,281) | | |
Total distributions | | | | | (3,533,322) | | | | | | (4,822,692) | | | | | | — | | | | | | (452,354,903) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 111,679,290 | | | | | | 83,942,429 | | | | | | 1,107,038,679 | | | | | | 1,995,915,747 | | |
Reinvestment of distributions | | | | | 3,506,732 | | | | | | 4,808,922 | | | | | | — | | | | | | 452,354,903 | | |
| | | | | 115,186,022 | | | | | | 88,751,351 | | | | | | 1,107,038,679 | | | | | | 2,448,270,650 | | |
Cost of shares redeemed | | | | | (57,372,616) | | | | | | (94,912,870) | | | | | | (864,623,244) | | | | | | (1,238,299,796) | | |
Net increase (decrease) in net assets resulting from capital share transactions | | | | | 57,813,406 | | | | | | (6,161,519) | | | | | | 242,415,435 | | | | | | 1,209,970,854 | | |
Net increase in net assets | | | | | 60,202,077 | | | | | | 279,394 | | | | | | 30,342,223 | | | | | | 2,296,722,619 | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 287,827,806 | | | | | | 287,548,412 | | | | | | 6,996,057,391 | | | | | | 4,699,334,772 | | |
End of year or period | | | | $ | 348,029,883 | | | | | $ | 287,827,806 | | | | | $ | 7,026,399,614 | | | | | $ | 6,996,057,391 | | |
| | | VY® Clarion Real Estate Portfolio | | | VY® JPMorgan Small Cap Core Equity Portfolio | | ||||||||||||||||||
| | | Six Months Ended June 30, 2020 (Unaudited) | | | Year Ended December 31, 2019 | | | Six Months Ended June 30, 2020 (Unaudited) | | | Year Ended December 31, 2019 | | ||||||||||||
FROM OPERATIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income | | | | $ | 2,240,959 | | | | | $ | 6,042,407 | | | | | $ | 851,493 | | | | | $ | 3,028,173 | | |
Net realized gain (loss) | | | | | (18,764,462) | | | | | | 27,661,531 | | | | | | (21,222,165) | | | | | | 108,274,583 | | |
Net change in unrealized appreciation (depreciation) | | | | | (37,901,933) | | | | | | 51,173,622 | | | | | | (56,246,089) | | | | | | 54,303,178 | | |
Increase (decrease) in net assets resulting from operations | | | | | (54,425,436) | | | | | | 84,877,560 | | | | | | (76,616,761) | | | | | | 165,605,934 | | |
FROM DISTRIBUTIONS TO SHAREHOLDERS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Total distributions (excluding return of capital): | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | (1,436,002) | | | | | | — | | | | | | (33,003,163) | | |
Class I | | | | | — | | | | | | (626,652) | | | | | | — | | | | | | (58,503,358) | | |
Class R6 | | | | | — | | | | | | — | | | | | | — | | | | | | (8,660,615) | | |
Class S | | | | | — | | | | | | (5,986,907) | | | | | | — | | | | | | (85,946,558) | | |
Class S2 | | | | | — | | | | | | (359,516) | | | | | | — | | | | | | (7,278,863) | | |
Return of capital: | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | — | | | | | | — | | | | | | — | | | | | | (1,680,212) | | |
Class I | | | | | — | | | | | | — | | | | | | — | | | | | | (2,858,137) | | |
Class R6 | | | | | — | | | | | | — | | | | | | — | | | | | | (437,725) | | |
Class S | | | | | — | | | | | | — | | | | | | — | | | | | | (4,217,107) | | |
Class S2 | | | | | — | | | | | | — | | | | | | — | | | | | | (357,279) | | |
Total distributions | | | | | — | | | | | | (8,409,077) | | | | | | — | | | | | | (202,943,017) | | |
FROM CAPITAL SHARE TRANSACTIONS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net proceeds from sale of shares | | | | | 13,507,257 | | | | | | 18,492,283 | | | | | | 33,175,095 | | | | | | 93,535,915 | | |
Reinvestment of distributions | | | | | — | | | | | | 8,409,077 | | | | | | — | | | | | | 202,943,018 | | |
| | | | | 13,507,257 | | | | | | 26,901,360 | | | | | | 33,175,095 | | | | | | 296,478,933 | | |
Cost of shares redeemed | | | | | (44,429,862) | | | | | | (90,802,217) | | | | | | (67,070,240) | | | | | | (370,553,943) | | |
Net decrease in net assets resulting from capital share transactions | | | | | (30,922,605) | | | | | | (63,900,857) | | | | | | (33,895,145) | | | | | | (74,075,010) | | |
Net increase (decrease) in net assets | | | | | (85,348,041) | | | | | | 12,567,626 | | | | | | (110,511,906) | | | | | | (111,412,093) | | |
NET ASSETS: | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year or period | | | | | 334,025,345 | | | | | | 321,457,719 | | | | | | 547,974,850 | | | | | | 659,386,943 | | |
End of year or period | | | | $ | 248,677,304 | | | | | $ | 334,025,345 | | | | | $ | 437,462,944 | | | | | $ | 547,974,850 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expense net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Balanced Income Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 10.65 | | | | | | 0.12 | | | | | | (0.84) | | | | | | (0.72) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 9.93 | | | | | | (6.76) | | | | | | 1.21 | | | | | | 1.20 | | | | | | 1.20 | | | | | | 2.47 | | | | | | 66,006 | | | | | | 50 | | |
12-31-19 | | | | | 10.05 | | | | | | 0.30 | | | | | | 1.47 | | | | | | 1.77 | | | | | | 0.50 | | | | | | 0.67 | | | | | | — | | | | | | 1.17 | | | | | | — | | | | | | 10.65 | | | | | | 17.93 | | | | | | 1.26 | | | | | | 1.22 | | | | | | 1.22 | | | | | | 2.79 | | | | | | 78,155 | | | | | | 231 | | |
12-31-18 | | | | | 11.18 | | | | | | 0.43 | | | | | | (1.00) | | | | | | (0.57) | | | | | | 0.56 | | | | | | — | | | | | | — | | | | | | 0.56 | | | | | | — | | | | | | 10.05 | | | | | | (5.39) | | | | | | 1.39 | | | | | | 1.26 | | | | | | 1.26 | | | | | | 3.91 | | | | | | 69,593 | | | | | | 45 | | |
12-31-17 | | | | | 10.62 | | | | | | 0.46 | | | | | | 0.58 | | | | | | 1.04 | | | | | | 0.48 | | | | | | — | | | | | | — | | | | | | 0.48 | | | | | | — | | | | | | 11.18 | | | | | | 10.03 | | | | | | 1.39 | | | | | | 1.26 | | | | | | 1.26 | | | | | | 4.16 | | | | | | 81,767 | | | | | | 22 | | |
12-31-16 | | | | | 9.82 | | | | | | 0.42 | | | | | | 1.05 | | | | | | 1.47 | | | | | | 0.67 | | | | | | — | | | | | | — | | | | | | 0.67 | | | | | | — | | | | | | 10.62 | | | | | | 15.26 | | | | | | 1.43 | | | | | | 1.36 | | | | | | 1.36 | | | | | | 4.14 | | | | | | 72,064 | | | | | | 42 | | |
12-31-15 | | | | | 11.03 | | | | | | 0.40 | | | | | | (1.11) | | | | | | (0.71) | | | | | | 0.50 | | | | | | — | | | | | | — | | | | | | 0.50 | | | | | | — | | | | | | 9.82 | | | | | | (6.72) | | | | | | 1.52 | | | | | | 1.37 | | | | | | 1.37 | | | | | | 3.80 | | | | | | 68,152 | | | | | | 18 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 11.19 | | | | | | 0.16 | | | | | | (0.89) | | | | | | (0.73) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.46 | | | | | | (6.52) | | | | | | 0.61 | | | | | | 0.60 | | | | | | 0.60 | | | | | | 3.07 | | | | | | 7,435 | | | | | | 50 | | |
12-31-19 | | | | | 10.50 | | | | | | 0.38 | | | | | | 1.55 | | | | | | 1.93 | | | | | | 0.57 | | | | | | 0.67 | | | | | | — | | | | | | 1.24 | | | | | | — | | | | | | 11.19 | | | | | | 18.73 | | | | | | 0.66 | | | | | | 0.62 | | | | | | 0.62 | | | | | | 3.38 | | | | | | 8,836 | | | | | | 231 | | |
12-31-18 | | | | | 11.65 | | | | | | 0.51 | | | | | | (1.03) | | | | | | (0.52) | | | | | | 0.63 | | | | | | — | | | | | | — | | | | | | 0.63 | | | | | | — | | | | | | 10.50 | | | | | | (4.79) | | | | | | 0.79 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 4.51 | | | | | | 7,921 | | | | | | 45 | | |
12-31-17 | | | | | 11.05 | | | | | | 0.54 | | | | | | 0.60 | | | | | | 1.14 | | | | | | 0.54 | | | | | | — | | | | | | — | | | | | | 0.54 | | | | | | — | | | | | | 11.65 | | | | | | 10.56 | | | | | | 0.79 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 4.76 | | | | | | 9,393 | | | | | | 22 | | |
12-31-16 | | | | | 10.18 | | | | | | 0.50 | | | | | | 1.09 | | | | | | 1.59 | | | | | | 0.72 | | | | | | — | | | | | | — | | | | | | 0.72 | | | | | | — | | | | | | 11.05 | | | | | | 16.02 | | | | | | 0.78 | | | | | | 0.76 | | | | | | 0.76 | | | | | | 4.74 | | | | | | 9,478 | | | | | | 42 | | |
12-31-15 | | | | | 11.43 | | | | | | 0.47 | | | | | | (1.16) | | | | | | (0.69) | | | | | | 0.56 | | | | | | — | | | | | | — | | | | | | 0.56 | | | | | | — | | | | | | 10.18 | | | | | | (6.34) | | | | | | 0.77 | | | | | | 0.77 | | | | | | 0.77 | | | | | | 4.11 | | | | | | 9,222 | | | | | | 18 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 11.13 | | | | | | 0.15 | | | | | | (0.89) | | | | | | (0.74) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.39 | | | | | | (6.65) | | | | | | 0.86 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 2.83 | | | | | | 259,340 | | | | | | 50 | | |
12-31-19 | | | | | 10.45 | | | | | | 0.36 | | | | | | 1.52 | | | | | | 1.88 | | | | | | 0.53 | | | | | | 0.67 | | | | | | — | | | | | | 1.20 | | | | | | — | | | | | | 11.13 | | | | | | 18.40 | | | | | | 0.91 | | | | | | 0.87 | | | | | | 0.87 | | | | | | 3.18 | | | | | | 295,942 | | | | | | 231 | | |
12-31-18 | | | | | 11.59 | | | | | | 0.48 | | | | | | (1.02) | | | | | | (0.54) | | | | | | 0.60 | | | | | | — | | | | | | — | | | | | | 0.60 | | | | | | — | | | | | | 10.45 | | | | | | (5.01) | | | | | | 1.04 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 4.26 | | | | | | 285,793 | | | | | | 45 | | |
12-31-17 | | | | | 10.99 | | | | | | 0.51 | | | | | | 0.60 | | | | | | 1.11 | | | | | | 0.51 | | | | | | — | | | | | | — | | | | | | 0.51 | | | | | | — | | | | | | 11.59 | | | | | | 10.33 | | | | | | 1.04 | | | | | | 0.91 | | | | | | 0.91 | | | | | | 4.52 | | | | | | 361,336 | | | | | | 22 | | |
12-31-16 | | | | | 10.14 | | | | | | 0.47 | | | | | | 1.09 | | | | | | 1.56 | | | | | | 0.71 | | | | | | — | | | | | | — | | | | | | 0.71 | | | | | | — | | | | | | 10.99 | | | | | | 15.68 | | | | | | 1.03 | | | | | | 1.01 | | | | | | 1.01 | | | | | | 4.49 | | | | | | 411,297 | | | | | | 42 | | |
12-31-15 | | | | | 11.35 | | | | | | 0.45 | | | | | | (1.13) | | | | | | (0.68) | | | | | | 0.53 | | | | | | — | | | | | | — | | | | | | 0.53 | | | | | | — | | | | | | 10.14 | | | | | | (6.31) | | | | | | 1.02 | | | | | | 1.02 | | | | | | 1.02 | | | | | | 4.14 | | | | | | 414,907 | | | | | | 18 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 11.10 | | | | | | 0.14 | | | | | | (0.88) | | | | | | (0.74) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.36 | | | | | | (6.67) | | | | | | 1.01 | | | | | | 1.00 | | | | | | 1.00 | | | | | | 2.67 | | | | | | 4,978 | | | | | | 50 | | |
12-31-19 | | | | | 10.43 | | | | | | 0.32 | | | | | | 1.54 | | | | | | 1.86 | | | | | | 0.52 | | | | | | 0.67 | | | | | | — | | | | | | 1.19 | | | | | | — | | | | | | 11.10 | | | | | | 18.15 | | | | | | 1.06 | | | | | | 1.02 | | | | | | 1.02 | | | | | | 2.97 | | | | | | 5,679 | | | | | | 231 | | |
12-31-18 | | | | | 11.56 | | | | | | 0.46 | | | | | | (1.02) | | | | | | (0.56) | | | | | | 0.57 | | | | | | — | | | | | | — | | | | | | 0.57 | | | | | | — | | | | | | 10.43 | | | | | | (5.15) | | | | | | 1.19 | | | | | | 1.06 | | | | | | 1.06 | | | | | | 4.11 | | | | | | 4,647 | | | | | | 45 | | |
12-31-17 | | | | | 10.96 | | | | | | 0.50 | | | | | | 0.59 | | | | | | 1.09 | | | | | | 0.49 | | | | | | — | | | | | | — | | | | | | 0.49 | | | | | | — | | | | | | 11.56 | | | | | | 10.16 | | | | | | 1.19 | | | | | | 1.06 | | | | | | 1.06 | | | | | | 4.38 | | | | | | 5,389 | | | | | | 22 | | |
12-31-16 | | | | | 10.11 | | | | | | 0.45 | | | | | | 1.09 | | | | | | 1.54 | | | | | | 0.69 | | | | | | — | | | | | | — | | | | | | 0.69 | | | | | | — | | | | | | 10.96 | | | | | | 15.52 | | | | | | 1.21 | | | | | | 1.16 | | | | | | 1.16 | | | | | | 4.34 | | | | | | 7,701 | | | | | | 42 | | |
12-31-15 | | | | | 11.32 | | | | | | 0.44 | | | | | | (1.15) | | | | | | (0.71) | | | | | | 0.50 | | | | | | — | | | | | | — | | | | | | 0.50 | | | | | | — | | | | | | 10.11 | | | | | | (6.51) | | | | | | 1.27 | | | | | | 1.17 | | | | | | 1.17 | | | | | | 3.99 | | | | | | 7,770 | | | | | | 18 | | |
Voya High Yield Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 9.94 | | | | | | 0.23 | | | | | | (0.72) | | | | | | (0.49) | | | | | | 0.23 | | | | | | — | | | | | | — | | | | | | 0.23 | | | | | | — | | | | | | 9.22 | | | | | | (4.91) | | | | | | 1.10 | | | | | | 1.08 | | | | | | 1.08 | | | | | | 4.94 | | | | | | 77,734 | | | | | | 44 | | |
12-31-19 | | | | | 9.09 | | | | | | 0.50 | | | | | | 0.83 | | | | | | 1.33 | | | | | | 0.48 | | | | | | — | | | | | | — | | | | | | 0.48 | | | | | | — | | | | | | 9.94 | | | | | | 14.82 | | | | | | 1.10 | | | | | | 1.08 | | | | | | 1.08 | | | | | | 5.20 | | | | | | 87,540 | | | | | | 59 | | |
12-31-18 | | | | | 9.94 | | | | | | 0.48 | | | | | | (0.81) | | | | | | (0.33) | | | | | | 0.52 | | | | | | — | | | | | | — | | | | | | 0.52 | | | | | | — | | | | | | 9.09 | | | | | | (3.53) | | | | | | 1.10 | | | | | | 1.08 | | | | | | 1.08 | | | | | | 5.02 | | | | | | 80,872 | | | | | | 35 | | |
12-31-17 | | | | | 10.01 | | | | | | 0.54 | | | | | | 0.03 | | | | | | 0.57 | | | | | | 0.62 | | | | | | — | | | | | | 0.02 | | | | | | 0.64 | | | | | | — | | | | | | 9.94 | | | | | | 5.83 | | | | | | 1.10 | | | | | | 1.08 | | | | | | 1.08 | | | | | | 5.36 | | | | | | 96,011 | | | | | | 37 | | |
12-31-16 | | | | | 9.33 | | | | | | 0.55 | | | | | | 0.74 | | | | | | 1.29 | | | | | | 0.61 | | | | | | — | | | | | | — | | | | | | 0.61 | | | | | | — | | | | | | 10.01 | | | | | | 14.21 | | | | | | 1.14 | | | | | | 1.08 | | | | | | 1.08 | | | | | | 5.56 | | | | | | 98,835 | | | | | | 31 | | |
12-31-15 | | | | | 10.10 | | | | | | 0.56 | | | | | | (0.78) | | | | | | (0.22) | | | | | | 0.55 | | | | | | — | | | | | | — | | | | | | 0.55 | | | | | | — | | | | | | 9.33 | | | | | | (2.35) | | | | | | 1.24 | | | | | | 1.08 | | | | | | 1.08 | | | | | | 5.57 | | | | | | 94,398 | | | | | | 33 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expense net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya High Yield Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 9.94 | | | | | | 0.26 | | | | | | (0.71) | | | | | | (0.45) | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 9.23 | | | | | | (4.52) | | | | | | 0.50 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 5.54 | | | | | | 171,781 | | | | | | 44 | | |
12-31-19 | | | | | 9.10 | | | | | | 0.57 | | | | | | 0.81 | | | | | | 1.38 | | | | | | 0.54 | | | | | | — | | | | | | — | | | | | | 0.54 | | | | | | — | | | | | | 9.94 | | | | | | 15.37 | | | | | | 0.50 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 5.84 | | | | | | 189,247 | | | | | | 59 | | |
12-31-18 | | | | | 9.95 | | | | | | 0.54 | | | | | | (0.82) | | | | | | (0.28) | | | | | | 0.57 | | | | | | — | | | | | | — | | | | | | 0.57 | | | | | | — | | | | | | 9.10 | | | | | | (2.96) | | | | | | 0.50 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 5.62 | | | | | | 56,385 | | | | | | 35 | | |
12-31-17 | | | | | 10.01 | | | | | | 0.60 | | | | | | 0.04 | | | | | | 0.64 | | | | | | 0.68 | | | | | | — | | | | | | 0.02 | | | | | | 0.70 | | | | | | — | | | | | | 9.95 | | | | | | 6.58 | | | | | | 0.50 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 5.96 | | | | | | 62,380 | | | | | | 37 | | |
12-31-16 | | | | | 9.33 | | | | | | 0.60 | | | | | | 0.75 | | | | | | 1.35 | | | | | | 0.67 | | | | | | — | | | | | | — | | | | | | 0.67 | | | | | | — | | | | | | 10.01 | | | | | | 14.89 | | | | | | 0.49 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 6.16 | | | | | | 57,828 | | | | | | 31 | | |
12-31-15 | | | | | 10.11 | | | | | | 0.60 | | | | | | (0.77) | | | | | | (0.17) | | | | | | 0.61 | | | | | | — | | | | | | — | | | | | | 0.61 | | | | | | — | | | | | | 9.33 | | | | | | (1.86) | | | | | | 0.49 | | | | | | 0.48 | | | | | | 0.48 | | | | | | 6.18 | | | | | | 63,622 | | | | | | 33 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 9.94 | | | | | | 0.25 | | | | | | (0.72) | | | | | | (0.47) | | | | | | 0.25 | | | | | | — | | | | | | — | | | | | | 0.25 | | | | | | — | | | | | | 9.22 | | | | | | (4.74) | | | | | | 0.75 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 5.28 | | | | | | 258,306 | | | | | | 44 | | |
12-31-19 | | | | | 9.09 | | | | | | 0.54 | | | | | | 0.82 | | | | | | 1.36 | | | | | | 0.51 | | | | | | — | | | | | | — | | | | | | 0.51 | | | | | | — | | | | | | 9.94 | | | | | | 15.22 | | | | | | 0.75 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 5.54 | | | | | | 307,506 | | | | | | 59 | | |
12-31-18 | | | | | 9.94 | | | | | | 0.51 | | | | | | (0.81) | | | | | | (0.30) | | | | | | 0.55 | | | | | | — | | | | | | — | | | | | | 0.55 | | | | | | — | | | | | | 9.09 | | | | | | (3.20) | | | | | | 0.75 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 5.36 | | | | | | 332,669 | | | | | | 35 | | |
12-31-17 | | | | | 10.01 | | | | | | 0.58 | | | | | | 0.02 | | | | | | 0.60 | | | | | | 0.65 | | | | | | — | | | | | | 0.02 | | | | | | 0.67 | | | | | | — | | | | | | 9.94 | | | | | | 6.20 | | | | | | 0.75 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 5.71 | | | | | | 403,630 | | | | | | 37 | | |
12-31-16 | | | | | 9.33 | | | | | | 0.58 | | | | | | 0.75 | | | | | | 1.33 | | | | | | 0.65 | | | | | | — | | | | | | — | | | | | | 0.65 | | | | | | — | | | | | | 10.01 | | | | | | 14.61 | | | | | | 0.74 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 5.91 | | | | | | 484,963 | | | | | | 31 | | |
12-31-15 | | | | | 10.10 | | | | | | 0.59 | | | | | | (0.77) | | | | | | (0.18) | | | | | | 0.59 | | | | | | — | | | | | | — | | | | | | 0.59 | | | | | | — | | | | | | 9.33 | | | | | | (2.01) | | | | | | 0.74 | | | | | | 0.73 | | | | | | 0.73 | | | | | | 5.91 | | | | | | 472,161 | | | | | | 33 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 9.95 | | | | | | 0.24 | | | | | | (0.72) | | | | | | (0.48) | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 9.23 | | | | | | (4.80) | | | | | | 0.90 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 5.14 | | | | | | 2,718 | | | | | | 44 | | |
12-31-19 | | | | | 9.11 | | | | | | 0.51 | | | | | | 0.83 | | | | | | 1.34 | | | | | | 0.50 | | | | | | — | | | | | | — | | | | | | 0.50 | | | | | | — | | | | | | 9.95 | | | | | | 14.91 | | | | | | 0.90 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 5.37 | | | | | | 3,012 | | | | | | 59 | | |
12-31-18 | | | | | 9.95 | | | | | | 0.50 | | | | | | (0.80) | | | | | | (0.30) | | | | | | 0.54 | | | | | | — | | | | | | — | | | | | | 0.54 | | | | | | — | | | | | | 9.11 | | | | | | (3.23) | | | | | | 0.90 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 5.20 | | | | | | 4,226 | | | | | | 35 | | |
12-31-17 | | | | | 10.02 | | | | | | 0.56 | | | | | | 0.03 | | | | | | 0.59 | | | | | | 0.64 | | | | | | — | | | | | | 0.02 | | | | | | 0.66 | | | | | | — | | | | | | 9.95 | | | | | | 6.04 | | | | | | 0.90 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 5.56 | | | | | | 5,792 | | | | | | 37 | | |
12-31-16 | | | | | 9.34 | | | | | | 0.56 | | | | | | 0.75 | | | | | | 1.31 | | | | | | 0.63 | | | | | | — | | | | | | — | | | | | | 0.63 | | | | | | — | | | | | | 10.02 | | | | | | 14.43 | | | | | | 0.92 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 5.76 | | | | | | 5,815 | | | | | | 31 | | |
12-31-15 | | | | | 10.11 | | | | | | 0.58 | | | | | | (0.77) | | | | | | (0.19) | | | | | | 0.58 | | | | | | — | | | | | | — | | | | | | 0.58 | | | | | | — | | | | | | 9.34 | | | | | | (2.15) | | | | | | 0.99 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 5.76 | | | | | | 5,327 | | | | | | 33 | | |
Voya Large Cap Growth Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 17.96 | | | | | | (0.02) | | | | | | 1.15 | | | | | | 1.13 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 19.09 | | | | | | 6.29 | | | | | | 1.32 | | | | | | 1.27 | | | | | | 1.27 | | | | | | (0.21) | | | | | | 1,855,094 | | | | | | 46 | | |
12-31-19 | | | | | 16.37 | | | | | | (0.01) | | | | | | 4.97 | | | | | | 4.96 | | | | | | 0.02 | | | | | | 3.35 | | | | | | — | | | | | | 3.37 | | | | | | — | | | | | | 17.96 | | | | | | 31.90 | | | | | | 1.27 | | | | | | 1.27 | | | | | | 1.27 | | | | | | (0.05) | | | | | | 1,890,631 | | | | | | 78 | | |
12-31-18 | | | | | 19.36 | | | | | | 0.01 | | | | | | (0.11) | | | | | | (0.10) | | | | | | 0.01 | | | | | | 2.88 | | | | | | — | | | | | | 2.89 | | | | | | — | | | | | | 16.37 | | | | | | (2.07) | | | | | | 1.27 | | | | | | 1.27 | | | | | | 1.27 | | | | | | 0.04 | | | | | | 1,686,805 | | | | | | 85 | | |
12-31-17 | | | | | 16.22 | | | | | | 0.02 | | | | | | 4.53 | | | | | | 4.55 | | | | | | 0.01 | | | | | | 1.40 | | | | | | — | | | | | | 1.41 | | | | | | — | | | | | | 19.36 | | | | | | 29.01 | | | | | | 1.27 | | | | | | 1.27 | | | | | | 1.27 | | | | | | 0.04 | | | | | | 2,015,843 | | | | | | 65 | | |
12-31-16 | | | | | 18.13 | | | | | | 0.01 | | | | | | 0.57 | | | | | | 0.58 | | | | | | — | | | | | | 2.49 | | | | | | — | | | | | | 2.49 | | | | | | — | | | | | | 16.22 | | | | | | 3.33 | | | | | | 1.32 | | | | | | 1.27 | | | | | | 1.27 | | | | | | 0.08 | | | | | | 1,986,387 | | | | | | 74 | | |
12-31-15 | | | | | 19.04 | | | | | | (0.01) | | | | | | 1.12 | | | | | | 1.11 | | | | | | 0.00* | | | | | | 2.02 | | | | | | — | | | | | | 2.02 | | | | | | — | | | | | | 18.13 | | | | | | 5.72 | | | | | | 1.42 | | | | | | 1.24 | | | | | | 1.24 | | | | | | (0.05) | | | | | | 2,244,745 | | | | | | 70 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 19.83 | | | | | | 0.04 | | | | | | 1.26 | | | | | | 1.30 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 21.13 | | | | | | 6.56 | | | | | | 0.72 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.39 | | | | | | 2,063,066 | | | | | | 46 | | |
12-31-19 | | | | | 17.78 | | | | | | 0.11 | | | | | | 5.43 | | | | | | 5.54 | | | | | | 0.14 | | | | | | 3.35 | | | | | | — | | | | | | 3.49 | | | | | | — | | | | | | 19.83 | | | | | | 32.77 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.54 | | | | | | 2,000,466 | | | | | | 78 | | |
12-31-18 | | | | | 20.80 | | | | | | 0.13 | | | | | | (0.13) | | | | | | 0.00* | | | | | | 0.14 | | | | | | 2.88 | | | | | | — | | | | | | 3.02 | | | | | | — | | | | | | 17.78 | | | | | | (1.48) | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.63 | | | | | | 1,623,952 | | | | | | 85 | | |
12-31-17 | | | | | 17.34 | | | | | | 0.12 | | | | | | 4.87 | | | | | | 4.99 | | | | | | 0.13 | | | | | | 1.40 | | | | | | — | | | | | | 1.53 | | | | | | — | | | | | | 20.80 | | | | | | 29.74 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.63 | | | | | | 2,124,109 | | | | | | 65 | | |
12-31-16 | | | | | 19.21 | | | | | | 0.13 | | | | | | 0.60 | | | | | | 0.73 | | | | | | 0.11 | | | | | | 2.49 | | | | | | — | | | | | | 2.60 | | | | | | — | | | | | | 17.34 | | | | | | 3.96 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.68 | | | | | | 1,769,295 | | | | | | 74 | | |
12-31-15 | | | | | 20.05 | | | | | | 0.11 | | | | | | 1.19 | | | | | | 1.30 | | | | | | 0.12 | | | | | | 2.02 | | | | | | — | | | | | | 2.14 | | | | | | — | | | | | | 19.21 | | | | | | 6.38 | | | | | | 0.67 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 0.55 | | | | | | 1,876,362 | | | | | | 70 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expense net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Large Cap Growth Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 19.84 | | | | | | 0.04 | | | | | | 1.27 | | | | | | 1.31 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 21.15 | | | | | | 6.60 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.39 | | | | | | 72,612 | | | | | | 46 | | |
12-31-19 | | | | | 17.78 | | | | | | 0.11 | | | | | | 5.44 | | | | | | 5.55 | | | | | | 0.14 | | | | | | 3.35 | | | | | | — | | | | | | 3.49 | | | | | | — | | | | | | 19.84 | | | | | | 32.82 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.54 | | | | | | 59,938 | | | | | | 78 | | |
12-31-18 | | | | | 20.81 | | | | | | 0.12 | | | | | | (0.13) | | | | | | (0.01) | | | | | | 0.14 | | | | | | 2.88 | | | | | | — | | | | | | 3.02 | | | | | | — | | | | | | 17.78 | | | | | | (1.53) | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.68 | | | | | | 46,242 | | | | | | 85 | | |
12-31-17 | | | | | 17.34 | | | | | | 0.13 | | | | | | 4.87 | | | | | | 5.00 | | | | | | 0.13 | | | | | | 1.40 | | | | | | — | | | | | | 1.53 | | | | | | — | | | | | | 20.81 | | | | | | 29.80 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.65 | | | | | | 33,736 | | | | | | 65 | | |
12-31-16 | | | | | 19.21 | | | | | | 0.13 | | | | | | 0.60 | | | | | | 0.73 | | | | | | 0.11 | | | | | | 2.49 | | | | | | — | | | | | | 2.60 | | | | | | — | | | | | | 17.34 | | | | | | 3.95 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.77 | | | | | | 6,970 | | | | | | 74 | | |
11-24-15(5) - 12-31-15 | | | | | 19.47 | | | | | | 0.02 | | | | | | (0.28) | | | | | | (0.26) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 19.21 | | | | | | (1.34) | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 1.02 | | | | | | 3 | | | | | | 70 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 19.21 | | | | | | 0.02 | | | | | | 1.23 | | | | | | 1.25 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 20.46 | | | | | | 6.51 | | | | | | 0.97 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 0.13 | | | | | | 1,682,951 | | | | | | 46 | | |
12-31-19 | | | | | 17.31 | | | | | | 0.06 | | | | | | 5.27 | | | | | | 5.33 | | | | | | 0.08 | | | | | | 3.35 | | | | | | — | | | | | | 3.43 | | | | | | — | | | | | | 19.21 | | | | | | 32.41 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 0.30 | | | | | | 1,839,829 | | | | | | 78 | | |
12-31-18 | | | | | 20.32 | | | | | | 0.08 | | | | | | (0.13) | | | | | | (0.05) | | | | | | 0.08 | | | | | | 2.88 | | | | | | — | | | | | | 2.96 | | | | | | — | | | | | | 17.31 | | | | | | (1.73) | | | | | | 0.92 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 0.39 | | | | | | 1,677,848 | | | | | | 85 | | |
12-31-17 | | | | | 16.97 | | | | | | 0.07 | | | | | | 4.76 | | | | | | 4.83 | | | | | | 0.08 | | | | | | 1.40 | | | | | | — | | | | | | 1.48 | | | | | | — | | | | | | 20.32 | | | | | | 29.42 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 0.39 | | | | | | 2,040,159 | | | | | | 65 | | |
12-31-16 | | | | | 18.85 | | | | | | 0.08 | | | | | | 0.59 | | | | | | 0.67 | | | | | | 0.06 | | | | | | 2.49 | | | | | | — | | | | | | 2.55 | | | | | | — | | | | | | 16.97 | | | | | | 3.69 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 0.92 | | | | | | 0.43 | | | | | | 2,014,562 | | | | | | 74 | | |
12-31-15 | | | | | 19.72 | | | | | | 0.06 | | | | | | 1.16 | | | | | | 1.22 | | | | | | 0.07 | | | | | | 2.02 | | | | | | — | | | | | | 2.09 | | | | | | — | | | | | | 18.85 | | | | | | 6.11 | | | | | | 0.92 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.30 | | | | | | 2,077,008 | | | | | | 70 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 19.03 | | | | | | (0.00)* | | | | | | 1.22 | | | | | | 1.22 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 20.25 | | | | | | 6.41 | | | | | | 1.12 | | | | | | 1.07 | | | | | | 1.07 | | | | | | (0.01) | | | | | | 59,572 | | | | | | 46 | | |
12-31-19 | | | | | 17.18 | | | | | | 0.04 | | | | | | 5.21 | | | | | | 5.25 | | | | | | 0.05 | | | | | | 3.35 | | | | | | — | | | | | | 3.40 | | | | | | — | | | | | | 19.03 | | | | | | 32.16 | | | | | | 1.07 | | | | | | 1.07 | | | | | | 1.07 | | | | | | 0.15 | | | | | | 61,219 | | | | | | 78 | | |
12-31-18 | | | | | 20.18 | | | | | | 0.05 | | | | | | (0.12) | | | | | | (0.07) | | | | | | 0.05 | | | | | | 2.88 | | | | | | — | | | | | | 2.93 | | | | | | — | | | | | | 17.18 | | | | | | (1.86) | | | | | | 1.07 | | | | | | 1.07 | | | | | | 1.07 | | | | | | 0.25 | | | | | | 58,647 | | | | | | 85 | | |
12-31-17 | | | | | 16.86 | | | | | | 0.04 | | | | | | 4.73 | | | | | | 4.77 | | | | | | 0.05 | | | | | | 1.40 | | | | | | — | | | | | | 1.45 | | | | | | — | | | | | | 20.18 | | | | | | 29.22 | | | | | | 1.07 | | | | | | 1.07 | | | | | | 1.07 | | | | | | 0.24 | | | | | | 66,024 | | | | | | 65 | | |
12-31-16 | | | | | 18.73 | | | | | | 0.05 | | | | | | 0.59 | | | | | | 0.64 | | | | | | 0.02 | | | | | | 2.49 | | | | | | — | | | | | | 2.51 | | | | | | — | | | | | | 16.86 | | | | | | 3.57 | | | | | | 1.10 | | | | | | 1.07 | | | | | | 1.07 | | | | | | 0.28 | | | | | | 66,897 | | | | | | 74 | | |
12-31-15 | | | | | 19.62 | | | | | | 0.03 | | | | | | 1.15 | | | | | | 1.18 | | | | | | 0.05 | | | | | | 2.02 | | | | | | — | | | | | | 2.07 | | | | | | — | | | | | | 18.73 | | | | | | 5.90 | | | | | | 1.17 | | | | | | 1.04 | | | | | | 1.04 | | | | | | 0.15 | | | | | | 78,138 | | | | | | 70 | | |
Voya Large Cap Value Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 11.96 | | | | | | 0.09 | | | | | | (1.88) | | | | | | (1.79) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.17 | | | | | | (14.97) | | | | | | 1.42 | | | | | | 1.24 | | | | | | 1.24 | | | | | | 1.71 | | | | | | 41,736 | | | | | | 86 | | |
12-31-19 | | | | | 10.48 | | | | | | 0.17 | | | | | | 2.34 | | | | | | 2.51 | | | | | | 0.18 | | | | | | 0.85 | | | | | | — | | | | | | 1.03 | | | | | | — | | | | | | 11.96 | | | | | | 24.45 | | | | | | 1.35 | | | | | | 1.24 | | | | | | 1.24 | | | | | | 1.40 | | | | | | 53,098 | | | | | | 95 | | |
12-31-18 | | | | | 13.06 | | | | | | 0.18 | | | | | | (1.15) | | | | | | (0.97) | | | | | | 0.17 | | | | | | 1.44 | | | | | | — | | | | | | 1.61 | | | | | | — | | | | | | 10.48 | | | | | | (8.33)(a) | | | | | | 1.35 | | | | | | 1.24 | | | | | | 1.24 | | | | | | 1.41(b) | | | | | | 49,230 | | | | | | 97 | | |
12-31-17 | | | | | 11.79 | | | | | | 0.18 | | | | | | 1.33 | | | | | | 1.51 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 13.06 | | | | | | 12.84 | | | | | | 1.35 | | | | | | 1.24 | | | | | | 1.24 | | | | | | 1.44 | | | | | | 61,244 | | | | | | 79 | | |
12-31-16 | | | | | 10.94 | | | | | | 0.21 | | | | | | 1.21 | | | | | | 1.42 | | | | | | 0.22 | | | | | | 0.35 | | | | | | — | | | | | | 0.57 | | | | | | — | | | | | | 11.79 | | | | | | 13.20 | | | | | | 1.40 | | | | | | 1.24 | | | | | | 1.24 | | | | | | 1.79 | | | | | | 64,578 | | | | | | 118 | | |
12-31-15 | | | | | 12.32 | | | | | | 0.16 | | | | | | (0.74) | | | | | | (0.58) | | | | | | 0.16 | | | | | | 0.64 | | | | | | — | | | | | | 0.80 | | | | | | — | | | | | | 10.94 | | | | | | (5.06) | | | | | | 1.50 | | | | | | 1.24 | | | | | | 1.24 | | | | | | 1.50 | | | | | | 67,001 | | | | | | 83 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 12.22 | | | | | | 0.12 | | | | | | (1.91) | | | | | | (1.79) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.43 | | | | | | (14.65) | | | | | | 0.82 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 2.30 | | | | | | 290,937 | | | | | | 86 | | |
12-31-19 | | | | | 10.69 | | | | | | 0.24 | | | | | | 2.39 | | | | | | 2.63 | | | | | | 0.25 | | | | | | 0.85 | | | | | | — | | | | | | 1.10 | | | | | | — | | | | | | 12.22 | | | | | | 25.12 | | | | | | 0.75 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 2.00 | | | | | | 367,345 | | | | | | 95 | | |
12-31-18 | | | | | 13.30 | | | | | | 0.25 | | | | | | (1.17) | | | | | | (0.92) | | | | | | 0.25 | | | | | | 1.44 | | | | | | — | | | | | | 1.69 | | | | | | — | | | | | | 10.69 | | | | | | (7.81)(a) | | | | | | 0.75 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 2.01(b) | | | | | | 330,038 | | | | | | 97 | | |
12-31-17 | | | | | 12.00 | | | | | | 0.26 | | | | | | 1.36 | | | | | | 1.62 | | | | | | 0.32 | | | | | | — | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 13.30 | | | | | | 13.55 | | | | | | 0.75 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 2.06 | | | | | | 428,068 | | | | | | 79 | | |
12-31-16 | | | | | 11.12 | | | | | | 0.28 | | | | | | 1.23 | | | | | | 1.51 | | | | | | 0.28 | | | | | | 0.35 | | | | | | — | | | | | | 0.63 | | | | | | — | | | | | | 12.00 | | | | | | 13.89 | | | | | | 0.75 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 2.39 | | | | | | 572,744 | | | | | | 118 | | |
12-31-15 | | | | | 12.50 | | | | | | 0.25 | | | | | | (0.76) | | | | | | (0.51) | | | | | | 0.23 | | | | | | 0.64 | | | | | | — | | | | | | 0.87 | | | | | | — | | | | | | 11.12 | | | | | | (4.46) | | | | | | 0.75 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 2.09 | | | | | | 560,041 | | | | | | 83 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expense net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Large Cap Value Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 12.21 | | | | | | 0.12 | | | | | | (1.91) | | | | | | (1.79) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.42 | | | | | | (14.66) | | | | | | 0.76 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 2.30 | | | | | | 170 | | | | | | 86 | | |
12-31-19 | | | | | 10.68 | | | | | | 0.25 | | | | | | 2.38 | | | | | | 2.63 | | | | | | 0.25 | | | | | | 0.85 | | | | | | — | | | | | | 1.10 | | | | | | — | | | | | | 12.21 | | | | | | 25.14 | | | | | | 0.75 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 2.16 | | | | | | 306 | | | | | | 95 | | |
12-31-18 | | | | | 13.28 | | | | | | 0.25 | | | | | | (1.16) | | | | | | (0.91) | | | | | | 0.25 | | | | | | 1.44 | | | | | | — | | | | | | 1.69 | | | | | | — | | | | | | 10.68 | | | | | | (7.74)(a) | | | | | | 0.75 | | | | | ��� | 0.64 | | | | | | 0.64 | | | | | | 2.03(b) | | | | | | 1,182 | | | | | | 97 | | |
12-31-17 | | | | | 11.99 | | | | | | 0.26 | | | | | | 1.35 | | | | | | 1.61 | | | | | | 0.32 | | | | | | — | | | | | | — | | | | | | 0.32 | | | | | | — | | | | | | 13.28 | | | | | | 13.47 | | | | | | 0.75 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 2.06 | | | | | | 836 | | | | | | 79 | | |
12-31-16 | | | | | 11.12 | | | | | | 0.23 | | | | | | 1.27 | | | | | | 1.50 | | | | | | 0.28 | | | | | | 0.35 | | | | | | — | | | | | | 0.63 | | | | | | — | | | | | | 11.99 | | | | | | 13.80 | | | | | | 0.75 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 2.01 | | | | | | 550 | | | | | | 118 | | |
11-24-15(5) - 12-31-15 | | | | | 11.59 | | | | | | 0.03 | | | | | | (0.30) | | | | | | (0.27) | | | | | | 0.20 | | | | | | — | | | | | | — | | | | | | 0.20 | | | | | | — | | | | | | 11.12 | | | | | | (2.37) | | | | | | 0.75 | | | | | | 0.64 | | | | | | 0.64 | | | | | | 2.71 | | | | | | 3 | | | | | | 83 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 12.04 | | | | | | 0.11 | | | | | | (1.89) | | | | | | (1.78) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.26 | | | | | | (14.78) | | | | | | 1.07 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 2.06 | | | | | | 530,456 | | | | | | 86 | | |
12-31-19 | | | | | 10.55 | | | | | | 0.20 | | | | | | 2.36 | | | | | | 2.56 | | | | | | 0.22 | | | | | | 0.85 | | | | | | — | | | | | | 1.07 | | | | | | — | | | | | | 12.04 | | | | | | 24.78 | | | | | | 1.00 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 1.75 | | | | | | 665,553 | | | | | | 95 | | |
12-31-18 | | | | | 13.14 | | | | | | 0.22 | | | | | | (1.15) | | | | | | (0.93) | | | | | | 0.22 | | | | | | 1.44 | | | | | | — | | | | | | 1.66 | | | | | | — | | | | | | 10.55 | | | | | | (8.00)(a) | | | | | | 1.00 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 1.76(b) | | | | | | 630,221 | | | | | | 97 | | |
12-31-17 | | | | | 11.86 | | | | | | 0.23 | | | | | | 1.34 | | | | | | 1.57 | | | | | | 0.29 | | | | | | — | | | | | | — | | | | | | 0.29 | | | | | | — | | | | | | 13.14 | | | | | | 13.23 | | | | | | 1.00 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 1.80 | | | | | | 800,421 | | | | | | 79 | | |
12-31-16 | | | | | 11.00 | | | | | | 0.24 | | | | | | 1.22 | | | | | | 1.46 | | | | | | 0.25 | | | | | | 0.35 | | | | | | — | | | | | | 0.60 | | | | | | — | | | | | | 11.86 | | | | | | 13.58 | | | | | | 1.00 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 2.14 | | | | | | 934,779 | | | | | | 118 | | |
12-31-15 | | | | | 12.37 | | | | | | 0.21 | | | | | | (0.74) | | | | | | (0.53) | | | | | | 0.20 | | | | | | 0.64 | | | | | | — | | | | | | 0.84 | | | | | | — | | | | | | 11.00 | | | | | | (4.66) | | | | | | 1.00 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 1.84 | | | | | | 999,196 | | | | | | 83 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 12.06 | | | | | | 0.10 | | | | | | (1.89) | | | | | | (1.79) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 10.27 | | | | | | (14.84) | | | | | | 1.22 | | | | | | 1.04 | | | | | | 1.04 | | | | | | 1.92 | | | | | | 123 | | | | | | 86 | | |
12-31-19 | | | | | 10.56 | | | | | | 0.19 | | | | | | 2.36 | | | | | | 2.55 | | | | | | 0.20 | | | | | | 0.85 | | | | | | — | | | | | | 1.05 | | | | | | — | | | | | | 12.06 | | | | | | 24.63 | | | | | | 1.15 | | | | | | 1.04 | | | | | | 1.04 | | | | | | 1.60 | | | | | | 145 | | | | | | 95 | | |
12-31-18 | | | | | 13.15 | | | | | | 0.20 | | | | | | (1.15) | | | | | | (0.95) | | | | | | 0.20 | | | | | | 1.44 | | | | | | — | | | | | | 1.64 | | | | | | — | | | | | | 10.56 | | | | | | (8.12)(a) | | | | | | 1.15 | | | | | | 1.04 | | | | | | 1.04 | | | | | | 1.60(b) | | | | | | 151 | | | | | | 97 | | |
12-31-17 | | | | | 11.86 | | | | | | 0.20 | | | | | | 1.35 | | | | | | 1.55 | | | | | | 0.26 | | | | | | — | | | | | | — | | | | | | 0.26 | | | | | | — | | | | | | 13.15 | | | | | | 13.10 | | | | | | 1.15 | | | | | | 1.04 | | | | | | 1.04 | | | | | | 1.64 | | | | | | 229 | | | | | | 79 | | |
12-31-16 | | | | | 11.00 | | | | | | 0.22 | | | | | | 1.22 | | | | | | 1.44 | | | | | | 0.23 | | | | | | 0.35 | | | | | | — | | | | | | 0.58 | | | | | | — | | | | | | 11.86 | | | | | | 13.40 | | | | | | 1.18 | | | | | | 1.04 | | | | | | 1.04 | | | | | | 2.00 | | | | | | 537 | | | | | | 118 | | |
12-31-15 | | | | | 12.36 | | | | | | 0.20 | | | | | | (0.75) | | | | | | (0.55) | | | | | | 0.17 | | | | | | 0.64 | | | | | | — | | | | | | 0.81 | | | | | | — | | | | | | 11.00 | | | | | | (4.82) | | | | | | 1.25 | | | | | | 1.04 | | | | | | 1.04 | | | | | | 1.68 | | | | | | 596 | | | | | | 83 | | |
Voya Limited Maturity Bond Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 9.91 | | | | | | 0.07 | | | | | | 0.10 | | | | | | 0.17 | | | | | | 0.08 | | | | | | — | | | | | | — | | | | | | 0.08 | | | | | | — | | | | | | 10.00 | | | | | | 1.73 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 1.47 | | | | | | 14,990 | | | | | | 142 | | |
12-31-19 | | | | | 9.68 | | | | | | 0.19 | | | | | | 0.16 | | | | | | 0.35 | | | | | | 0.12 | | | | | | — | | | | | | — | | | | | | 0.12 | | | | | | — | | | | | | 9.91 | | | | | | 3.66 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 1.85 | | | | | | 15,579 | | | | | | 330 | | |
12-31-18 | | | | | 9.72 | | | | | | 0.17 | | | | | | (0.10) | | | | | | 0.07 | | | | | | 0.11 | | | | | | — | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 9.68 | | | | | | 0.71 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 1.67 | | | | | | 16,812 | | | | | | 281 | | |
12-31-17 | | | | | 9.76 | | | | | | 0.10 | | | | | | 0.00* | | | | | | 0.10 | | | | | | 0.13 | | | | | | — | | | | | | 0.01 | | | | | | 0.14 | | | | | | — | | | | | | 9.72 | | | | | | 0.94 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 0.89 | | | | | | 1.03 | | | | | | 19,695 | | | | | | 305 | | |
12-31-16 | | | | | 9.83 | | | | | | 0.09 | | | | | | 0.00* | | | | | | 0.09 | | | | | | 0.16 | | | | | | — | | | | | | — | | | | | | 0.16 | | | | | | — | | | | | | 9.76 | | | | | | 0.91 | | | | | | 0.93 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.87 | | | | | | 22,864 | | | | | | 174 | | |
12-31-15 | | | | | 9.87 | | | | | | 0.06 | | | | | | (0.05) | | | | | | 0.01 | | | | | | 0.05 | | | | | | — | | | | | | — | | | | | | 0.05 | | | | | | — | | | | | | 9.83 | | | | | | 0.15 | | | | | | 1.03 | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.59 | | | | | | 28,178 | | | | | | 325 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 10.11 | | | | | | 0.10 | | | | | | 0.10 | | | | | | 0.20 | | | | | | 0.11 | | | | | | — | | | | | | — | | | | | | 0.11 | | | | | | — | | | | | | 10.20 | | | | | | 2.01 | | | | | | 0.29 | | | | | | 0.29 | | | | | | 0.29 | | | | | | 2.07 | | | | | | 256,366 | | | | | | 142 | | |
12-31-19 | | | | | 9.87 | | | | | | 0.24 | | | | | | 0.19 | | | | | | 0.43 | | | | | | 0.19 | | | | | | — | | | | | | — | | | | | | 0.19 | | | | | | — | | | | | | 10.11 | | | | | | 4.33 | | | | | | 0.29 | | | | | | 0.29 | | | | | | 0.29 | | | | | | 2.44 | | | | | | 197,182 | | | | | | 330 | | |
12-31-18 | | | | | 9.91 | | | | | | 0.22 | | | | | | (0.09) | | | | | | 0.13 | | | | | | 0.17 | | | | | | — | | | | | | — | | | | | | 0.17 | | | | | | — | | | | | | 9.87 | | | | | | 1.33 | | | | | | 0.29 | | | | | | 0.29 | | | | | | 0.29 | | | | | | 2.30 | | | | | | 195,851 | | | | | | 281 | | |
12-31-17 | | | | | 9.96 | | | | | | 0.16 | | | | | | (0.01) | | | | | | 0.15 | | | | | | 0.19 | | | | | | — | | | | | | 0.01 | | | | | | 0.20 | | | | | | — | | | | | | 9.91 | | | | | | 1.45 | | | | | | 0.29 | | | | | | 0.29 | | | | | | 0.29 | | | | | | 1.63 | | | | | | 188,672 | | | | | | 305 | | |
12-31-16 | | | | | 10.09 | | | | | | 0.15 | | | | | | 0.00* | | | | | | 0.15 | | | | | | 0.28 | | | | | | — | | | | | | — | | | | | | 0.28 | | | | | | — | | | | | | 9.96 | | | | | | 1.53 | | | | | | 0.28 | | | | | | 0.28 | | | | | | 0.28 | | | | | | 1.46 | | | | | | 170,578 | | | | | | 174 | | |
12-31-15 | | | | | 10.13 | | | | | | 0.12 | | | | | | (0.04) | | | | | | 0.08 | | | | | | 0.12 | | | | | | — | | | | | | — | | | | | | 0.12 | | | | | | — | | | | | | 10.09 | | | | | | 0.82 | | | | | | 0.28 | | | | | | 0.28 | | | | | | 0.28 | | | | | | 1.20 | | | | | | 162,082 | | | | | | 325 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expense net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya Limited Maturity Bond Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 10.19 | | | | | | 0.09 | | | | | | 0.10 | | | | | | 0.19 | | | | | | 0.10 | | | | | | — | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 10.28 | | | | | | 1.88 | | | | | | 0.54 | | | | | | 0.54 | | | | | | 0.54 | | | | | | 1.83 | | | | | | 76,674 | | | | | | 142 | | |
12-31-19 | | | | | 9.95 | | | | | | 0.22 | | | | | | 0.18 | | | | | | 0.40 | | | | | | 0.16 | | | | | | — | | | | | | — | | | | | | 0.16 | | | | | | — | | | | | | 10.19 | | | | | | 4.06 | | | | | | 0.54 | | | | | | 0.54 | | | | | | 0.54 | | | | | | 2.20 | | | | | | 75,066 | | | | | | 330 | | |
12-31-18 | | | | | 9.99 | | | | | | 0.20 | | | | | | (0.09) | | | | | | 0.11 | | | | | | 0.15 | | | | | | — | | | | | | — | | | | | | 0.15 | | | | | | — | | | | | | 9.95 | | | | | | 1.07 | | | | | | 0.54 | | | | | | 0.54 | | | | | | 0.54 | | | | | | 2.02 | | | | | | 74,885 | | | | | | 281 | | |
12-31-17 | | | | | 10.04 | | | | | | 0.14 | | | | | | (0.02) | | | | | | 0.12 | | | | | | 0.16 | | | | | | — | | | | | | 0.01 | | | | | | 0.17 | | | | | | — | | | | | | 9.99 | | | | | | 1.20 | | | | | | 0.54 | | | | | | 0.54 | | | | | | 0.54 | | | | | | 1.38 | | | | | | 83,412 | | | | | | 305 | | |
12-31-16 | | | | | 10.15 | | | | | | 0.13 | | | | | | 0.00* | | | | | | 0.13 | | | | | | 0.24 | | | | | | — | | | | | | — | | | | | | 0.24 | | | | | | — | | | | | | 10.04 | | | | | | 1.28 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 1.21 | | | | | | 99,063 | | | | | | 174 | | |
12-31-15 | | | | | 10.19 | | | | | | 0.10 | | | | | | (0.04) | | | | | | 0.06 | | | | | | 0.10 | | | | | | — | | | | | | — | | | | | | 0.10 | | | | | | — | | | | | | 10.15 | | | | | | 0.55 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 0.53 | | | | | | 0.94 | | | | | | 99,356 | | | | | | 325 | | |
Voya U.S. Stock Index Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 16.38 | | | | | | 0.09 | | | | | | (0.66) | | | | | | (0.57) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 15.81 | | | | | | (3.48) | | | | | | 0.80 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 1.21 | | | | | | 91,360 | | | | | | 4 | | |
12-31-19 | | | | | 13.44 | | | | | | 0.19 | | | | | | 3.82 | | | | | | 4.01 | | | | | | 0.17 | | | | | | 0.90 | | | | | | — | | | | | | 1.07 | | | | | | — | | | | | | 16.38 | | | | | | 30.43 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 1.22 | | | | | | 102,813 | | | | | | 9 | | |
12-31-18 | | | | | 15.19 | | | | | | 0.17 | | | | | | (0.86) | | | | | | (0.69) | | | | | | 0.18 | | | | | | 0.88 | | | | | | — | | | | | | 1.06 | | | | | | — | | | | | | 13.44 | | | | | | (5.10) | | | | | | 0.80 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 1.14 | | | | | | 92,071 | | | | | | 12 | | |
12-31-17 | | | | | 13.38 | | | | | | 0.18 | | | | | | 2.53 | | | | | | 2.71 | | | | | | 0.18 | | | | | | 0.72 | | | | | | — | | | | | | 0.90 | | | | | | — | | | | | | 15.19 | | | | | | 20.82 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 1.23 | | | | | | 116,091 | | | | | | 6 | | |
12-31-16 | | | | | 12.97 | | | | | | 0.19 | | | | | | 1.21 | | | | | | 1.40 | | | | | | 0.20 | | | | | | 0.79 | | | | | | — | | | | | | 0.99 | | | | | | — | | | | | | 13.38 | | | | | | 11.11 | | | | | | 0.87 | | | | | | 0.80 | | | | | | 0.80 | | | | | | 1.37 | | | | | | 116,242 | | | | | | 5 | | |
12-31-15 | | | | | 14.32 | | | | | | 0.18 | | | | | | (0.07) | | | | | | 0.11 | | | | | | 0.18 | | | | | | 1.28 | | | | | | — | | | | | | 1.46 | | | | | | — | | | | | | 12.97 | | | | | | 0.54 | | | | | | 1.01 | | | | | | 0.79 | | | | | | 0.79 | | | | | | 1.33 | | | | | | 119,692 | | | | | | 12 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 16.99 | | | | | | 0.14 | | | | | | (0.68) | | | | | | (0.54) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.45 | | | | | | (3.18) | | | | | | 0.27 | | | | | | 0.27 | | | | | | 0.27 | | | | | | 1.73 | | | | | | 4,114,659 | | | | | | 4 | | |
12-31-19 | | | | | 13.90 | | | | | | 0.26 | | | | | | 3.99 | | | | | | 4.25 | | | | | | 0.26 | | | | | | 0.90 | | | | | | — | | | | | | 1.16 | | | | | | — | | | | | | 16.99 | | | | | | 31.12 | | | | | | 0.27 | | | | | | 0.27 | | | | | | 0.27 | | | | | | 1.75 | | | | | | 4,065,091 | | | | | | 9 | | |
12-31-18 | | | | | 15.69 | | | | | | 0.26 | | | | | | (0.90) | | | | | | (0.64) | | | | | | 0.27 | | | | | | 0.88 | | | | | | — | | | | | | 1.15 | | | | | | — | | | | | | 13.90 | | | | | | (4.62) | | | | | | 0.27 | | | | | | 0.27 | | | | | | 0.27 | | | | | | 1.67 | | | | | | 2,966,664 | | | | | | 12 | | |
12-31-17 | | | | | 13.79 | | | | | | 0.26 | | | | | | 2.63 | | | | | | 2.89 | | | | | | 0.27 | | | | | | 0.72 | | | | | | — | | | | | | 0.99 | | | | | | — | | | | | | 15.69 | | | | | | 21.46 | | | | | | 0.27 | | | | | | 0.27 | | | | | | 0.27 | | | | | | 1.75 | | | | | | 3,469,721 | | | | | | 6 | | |
12-31-16 | | | | | 13.34 | | | | | | 0.26 | | | | | | 1.25 | | | | | | 1.51 | | | | | | 0.27 | | | | | | 0.79 | | | | | | — | | | | | | 1.06 | | | | | | — | | | | | | 13.79 | | | | | | 11.65 | | | | | | 0.27 | | | | | | 0.27 | | | | | | 0.27 | | | | | | 1.90 | | | | | | 4,195,761 | | | | | | 5 | | |
12-31-15 | | | | | 14.68 | | | | | | 0.26 | | | | | | (0.06) | | | | | | 0.20 | | | | | | 0.26 | | | | | | 1.28 | | | | | | — | | | | | | 1.54 | | | | | | — | | | | | | 13.34 | | | | | | 1.11 | | | | | | 0.26 | | | | | | 0.26 | | | | | | 0.26 | | | | | | 1.86 | | | | | | 4,149,051 | | | | | | 12 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 17.05 | | | | | | 0.15 | | | | | | (0.68) | | | | | | (0.53) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.52 | | | | | | (3.11) | | | | | | 0.27 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 1.85 | | | | | | 2,438,118 | | | | | | 4 | | |
12-31-19 | | | | | 13.93 | | | | | | 0.30 | | | | | | 3.98 | | | | | | 4.28 | | | | | | 0.26 | | | | | | 0.90 | | | | | | — | | | | | | 1.16 | | | | | | — | | | | | | 17.05 | | | | | | 31.27 | | | | | | 0.27 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 1.86 | | | | | | 2,395,089 | | | | | | 9 | | |
12-31-18 | | | | | 15.71 | | | | | | 0.26 | | | | | | (0.89) | | | | | | (0.63) | | | | | | 0.27 | | | | | | 0.88 | | | | | | — | | | | | | 1.15 | | | | | | — | | | | | | 13.93 | | | | | | (4.55) | | | | | | 0.27 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 1.80 | | | | | | 1,442,733 | | | | | | 12 | | |
05-03-17(5) - 12-31-17 | | | | | 14.79 | | | | | | 0.19 | | | | | | 1.72 | | | | | | 1.91 | | | | | | 0.27 | | | | | | 0.72 | | | | | | — | | | | | | 0.99 | | | | | | — | | | | | | 15.71 | | | | | | 13.39 | | | | | | 0.27 | | | | | | 0.15 | | | | | | 0.15 | | | | | | 1.92 | | | | | | 1,225,483 | | | | | | 6 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 16.82 | | | | | | 0.12 | | | | | | (0.67) | | | | | | (0.55) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.27 | | | | | | (3.27) | | | | | | 0.52 | | | | | | 0.51 | | | | | | 0.51 | | | | | | 1.49 | | | | | | 249,440 | | | | | | 4 | | |
12-31-19 | | | | | 13.80 | | | | | | 0.23 | | | | | | 3.94 | | | | | | 4.17 | | | | | | 0.25 | | | | | | 0.90 | | | | | | — | | | | | | 1.15 | | | | | | — | | | | | | 16.82 | | | | | | 30.77 | | | | | | 0.52 | | | | | | 0.51 | | | | | | 0.51 | | | | | | 1.46 | | | | | | 283,768 | | | | | | 9 | | |
12-31-18 | | | | | 15.57 | | | | | | 0.22 | | | | | | (0.88) | | | | | | (0.66) | | | | | | 0.23 | | | | | | 0.88 | | | | | | — | | | | | | 1.11 | | | | | | — | | | | | | 13.80 | | | | | | (4.84) | | | | | | 0.52 | | | | | | 0.51 | | | | | | 0.51 | | | | | | 1.42 | | | | | | 47,740 | | | | | | 12 | | |
12-31-17 | | | | | 13.69 | | | | | | 0.21 | | | | | | 2.62 | | | | | | 2.83 | | | | | | 0.23 | | | | | | 0.72 | | | | | | — | | | | | | 0.95 | | | | | | — | | | | | | 15.57 | | | | | | 21.22 | | | | | | 0.52 | | | | | | 0.51 | | | | | | 0.51 | | | | | | 1.52 | | | | | | 78,577 | | | | | | 6 | | |
12-31-16 | | | | | 13.26 | | | | | | 0.22 | | | | | | 1.25 | | | | | | 1.47 | | | | | | 0.25 | | | | | | 0.79 | | | | | | — | | | | | | 1.04 | | | | | | — | | | | | | 13.69 | | | | | | 11.35 | | | | | | 0.52 | | | | | | 0.51 | | | | | | 0.51 | | | | | | 1.66 | | | | | | 61,754 | | | | | | 5 | | |
12-31-15 | | | | | 14.59 | | | | | | 0.23 | | | | | | (0.07) | | | | | | 0.16 | | | | | | 0.21 | | | | | | 1.28 | | | | | | — | | | | | | 1.49 | | | | | | — | | | | | | 13.26 | | | | | | 0.89 | | | | | | 0.51 | | | | | | 0.50 | | | | | | 0.50 | | | | | | 1.62 | | | | | | 50,470 | | | | | | 12 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expense net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Voya U.S. Stock Index Portfolio (continued) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 16.62 | | | | | | 0.10 | | | | | | (0.66) | | | | | | (0.56) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 16.06 | | | | | | (3.37) | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 1.33 | | | | | | 132,822 | | | | | | 4 | | |
12-31-19 | | | | | 13.62 | | | | | | 0.21 | | | | | | 3.88 | | | | | | 4.09 | | | | | | 0.19 | | | | | | 0.90 | | | | | | — | | | | | | 1.09 | | | | | | — | | | | | | 16.62 | | | | | | 30.60 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 1.35 | | | | | | 149,297 | | | | | | 9 | | |
12-31-18 | | | | | 15.39 | | | | | | 0.20 | | | | | | (0.88) | | | | | | (0.68) | | | | | | 0.21 | | | | | | 0.88 | | | | | | — | | | | | | 1.09 | | | | | | — | | | | | | 13.62 | | | | | | (5.03) | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 1.27 | | | | | | 150,127 | | | | | | 12 | | |
12-31-17 | | | | | 13.54 | | | | | | 0.21 | | | | | | 2.56 | | | | | | 2.77 | | | | | | 0.20 | | | | | | 0.72 | | | | | | — | | | | | | 0.92 | | | | | | — | | | | | | 15.39 | | | | | | 21.03 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 1.35 | | | | | | 189,330 | | | | | | 6 | | |
12-31-16 | | | | | 13.12 | | | | | | 0.21 | | | | | | 1.22 | | | | | | 1.43 | | | | | | 0.22 | | | | | | 0.79 | | | | | | — | | | | | | 1.01 | | | | | | — | | | | | | 13.54 | | | | | | 11.19 | | | | | | 0.70 | | | | | | 0.67 | | | | | | 0.67 | | | | | | 1.50 | | | | | | 175,340 | | | | | | 5 | | |
12-31-15 | | | | | 14.46 | | | | | | 0.20 | | | | | | (0.06) | | | | | | 0.14 | | | | | | 0.20 | | | | | | 1.28 | | | | | | — | | | | | | 1.48 | | | | | | — | | | | | | 13.12 | | | | | | 0.75 | | | | | | 0.76 | | | | | | 0.66 | | | | | | 0.66 | | | | | | 1.46 | | | | | | 182,682 | | | | | | 12 | | |
VY® Clarion Real Estate Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 36.39 | | | | | | 0.21 | | | | | | (6.47) | | | | | | (6.26) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 30.13 | | | | | | (17.20) | | | | | | 1.62 | | | | | | 1.28 | | | | | | 1.28 | | | | | | 1.36 | | | | | | 48,744 | | | | | | 53 | | |
12-31-19 | | | | | 29.16 | | | | | | 0.51 | | | | | | 7.53 | | | | | | 8.04 | | | | | | 0.63 | | | | | | 0.18 | | | | | | — | | | | | | 0.81 | | | | �� | | — | | | | | | 36.39 | | | | | | 27.71 | | | | | | 1.46 | | | | | | 1.31 | | | | | | 1.31 | | | | | | 1.49 | | | | | | 63,873 | | | | | | 69 | | |
12-31-18 | | | | | 36.01 | | | | | | 0.49 | | | | | | (3.01) | | | | | | (2.52) | | | | | | 0.83 | | | | | | 3.50 | | | | | | — | | | | | | 4.33 | | | | | | — | | | | | | 29.16 | | | | | | (7.97) | | | | | | 1.47 | | | | | | 1.31 | | | | | | 1.31 | | | | | | 1.50 | | | | | | 56,062 | | | | | | 103 | | |
12-31-17 | | | | | 35.00 | | | | | | 0.53 | | | | | | 1.14 | | | | | | 1.67 | | | | | | 0.66 | | | | | | — | | | | | | — | | | | | | 0.66 | | | | | | — | | | | | | 36.01 | | | | | | 4.82 | | | | | | 1.45 | | | | | | 1.31 | | | | | | 1.31 | | | | | | 1.50 | | | | | | 75,575 | | | | | | 82 | | |
12-31-16 | | | | | 34.11 | | | | | | 0.47 | | | | | | 0.88 | | | | | | 1.35 | | | | | | 0.46 | | | | | | — | | | | | | — | | | | | | 0.46 | | | | | | — | | | | | | 35.00 | | | | | | 3.86 | | | | | | 1.49 | | | | | | 1.31 | | | | | | 1.31 | | | | | | 1.33 | | | | | | 90,084 | | | | | | 43 | | |
12-31-15 | | | | | 33.65 | | | | | | 0.36 | | | | | | 0.49 | | | | | | 0.85 | | | | | | 0.39 | | | | | | — | | | | | | — | | | | | | 0.39 | | | | | | — | | | | | | 34.11 | | | | | | 2.58 | | | | | | 1.59 | | | | | | 1.31 | | | | | | 1.31 | | | | | | 1.08 | | | | | | 90,056 | | | | | | 41 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 38.38 | | | | | | 0.31 | | | | | | (6.82) | | | | | | (6.51) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 31.87 | | | | | | (16.96) | | | | | | 1.02 | | | | | | 0.68 | | | | | | 0.68 | | | | | | 1.87 | | | | | | 14,644 | | | | | | 53 | | |
12-31-19 | | | | | 30.72 | | | | | | 0.68 | | | | | | 8.01 | | | | | | 8.69 | | | | | | 0.85 | | | | | | 0.18 | | | | | | — | | | | | | 1.03 | | | | | | — | | | | | | 38.38 | | | | | | 28.47 | | | | | | 0.86 | | | | | | 0.71 | | | | | | 0.71 | | | | | | 1.88 | | | | | | 24,412 | | | | | | 69 | | |
12-31-18 | | | | | 37.76 | | | | | | 0.71 | | | | | | (3.15) | | | | | | (2.44) | | | | | | 1.10 | | | | | | 3.50 | | | | | | — | | | | | | 4.60 | | | | | | — | | | | | | 30.72 | | | | | | (7.42) | | | | | | 0.87 | | | | | | 0.71 | | | | | | 0.71 | | | | | | 2.05 | | | | | | 38,978 | | | | | | 103 | | |
12-31-17 | | | | | 36.68 | | | | | | 0.79 | | | | | | 1.19 | | | | | | 1.98 | | | | | | 0.90 | | | | | | — | | | | | | — | | | | | | 0.90 | | | | | | — | | | | | | 37.76 | | | | | | 5.47 | | | | | | 0.85 | | | | | | 0.71 | | | | | | 0.71 | | | | | | 2.14 | | | | | | 100,423 | | | | | | 82 | | |
12-31-16 | | | | | 35.71 | | | | | | 0.72 | | | | | | 0.92 | | | | | | 1.64 | | | | | | 0.67 | | | | | | — | | | | | | — | | | | | | 0.67 | | | | | | — | | | | | | 36.68 | | | | | | 4.47 | | | | | | 0.84 | | | | | | 0.71 | | | | | | 0.71 | | | | | | 1.96 | | | | | | 105,754 | | | | | | 43 | | |
12-31-15 | | | | | 35.17 | | | | | | 0.58 | | | | | | 0.52 | | | | | | 1.10 | | | | | | 0.56 | | | | | | — | | | | | | — | | | | | | 0.56 | | | | | | — | | | | | | 35.71 | | | | | | 3.20 | | | | | | 0.84 | | | | | | 0.71 | | | | | | 0.71 | | | | | | 1.65 | | | | | | 128,447 | | | | | | 41 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 38.32 | | | | | | 0.28 | | | | | | (6.81) | | | | | | (6.53) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 31.79 | | | | | | (17.04) | | | | | | 1.27 | | | | | | 0.93 | | | | | | 0.93 | | | | | | 1.71 | | | | | | 173,316 | | | | | | 53 | | |
12-31-19 | | | | | 30.67 | | | | | | 0.66 | | | | | | 7.93 | | | | | | 8.59 | | | | | | 0.76 | | | | | | 0.18 | | | | | | — | | | | | | 0.94 | | | | | | — | | | | | | 38.32 | | | | | | 28.15 | | | | | | 1.11 | | | | | | 0.96 | | | | | | 0.96 | | | | | | 1.82 | | | | | | 230,346 | | | | | | 69 | | |
12-31-18 | | | | | 37.67 | | | | | | 0.63 | | | | | | (3.16) | | | | | | (2.53) | | | | | | 0.97 | | | | | | 3.50 | | | | | | — | | | | | | 4.47 | | | | | | — | | | | | | 30.67 | | | | | | (7.65) | | | | | | 1.12 | | | | | | 0.96 | | | | | | 0.96 | | | | | | 1.85 | | | | | | 212,673 | | | | | | 103 | | |
12-31-17 | | | | | 36.58 | | | | | | 0.68 | | | | | | 1.19 | | | | | | 1.87 | | | | | | 0.78 | | | | | | — | | | | | | — | | | | | | 0.78 | | | | | | — | | | | | | 37.67 | | | | | | 5.18 | | | | | | 1.10 | | | | | | 0.96 | | | | | | 0.96 | | | | | | 1.83 | | | | | | 290,716 | | | | | | 82 | | |
12-31-16 | | | | | 35.60 | | | | | | 0.61 | | | | | | 0.94 | | | | | | 1.55 | | | | | | 0.57 | | | | | | — | | | | | | — | | | | | | 0.57 | | | | | | — | | | | | | 36.58 | | | | | | 4.24 | | | | | | 1.09 | | | | | | 0.96 | | | | | | 0.96 | | | | | | 1.66 | | | | | | 375,761 | | | | | | 43 | | |
12-31-15 | | | | | 35.06 | | | | | | 0.48 | | | | | | 0.53 | | | | | | 1.01 | | | | | | 0.47 | | | | | | — | | | | | | — | | | | | | 0.47 | | | | | | — | | | | | | 35.60 | | | | | | 2.95 | | | | | | 1.09 | | | | | | 0.96 | | | | | | 0.96 | | | | | | 1.38 | | | | | | 430,712 | | | | | | 41 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 38.07 | | | | | | 0.26 | | | | | | (6.78) | | | | | | (6.52) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 31.55 | | | | | | (17.13) | | | | | | 1.42 | | | | | | 1.08 | | | | | | 1.08 | | | | | | 1.57 | | | | | | 11,973 | | | | | | 53 | | |
12-31-19 | | | | | 30.47 | | | | | | 0.60 | | | | | | 7.88 | | | | | | 8.48 | | | | | | 0.70 | | | | | | 0.18 | | | | | | — | | | | | | 0.88 | | | | | | — | | | | | | 38.07 | | | | | | 27.97 | | | | | | 1.26 | | | | | | 1.11 | | | | | | 1.11 | | | | | | 1.67 | | | | | | 15,394 | | | | | | 69 | | |
12-31-18 | | | | | 37.44 | | | | | | 0.58 | | | | | | (3.14) | | | | | | (2.56) | | | | | | 0.91 | | | | | | 3.50 | | | | | | — | | | | | | 4.41 | | | | | | — | | | | | | 30.47 | | | | | | (7.78) | | | | | | 1.27 | | | | | | 1.11 | | | | | | 1.11 | | | | | | 1.71 | | | | | | 13,745 | | | | | | 103 | | |
12-31-17 | | | | | 36.35 | | | | | | 0.62 | | | | | | 1.18 | | | | | | 1.80 | | | | | | 0.71 | | | | | | — | | | | | | — | | | | | | 0.71 | | | | | | — | | | | | | 37.44 | | | | | | 5.02 | | | | | | 1.25 | | | | | | 1.11 | | | | | | 1.11 | | | | | | 1.68 | | | | | | 17,937 | | | | | | 82 | | |
12-31-16 | | | | | 35.39 | | | | | | 0.55 | | | | | | 0.93 | | | | | | 1.48 | | | | | | 0.52 | | | | | | — | | | | | | — | | | | | | 0.52 | | | | | | — | | | | | | 36.35 | | | | | | 4.07 | | | | | | 1.27 | | | | | | 1.11 | | | | | | 1.11 | | | | | | 1.52 | | | | | | 22,911 | | | | | | 43 | | |
12-31-15 | | | | | 34.85 | | | | | | 0.44 | | | | | | 0.51 | | | | | | 0.95 | | | | | | 0.41 | | | | | | — | | | | | | — | | | | | | 0.41 | | | | | | — | | | | | | 35.39 | | | | | | 2.79 | | | | | | 1.34 | | | | | | 1.11 | | | | | | 1.11 | | | | | | 1.26 | | | | | | 26,084 | | | | | | 41 | | |
| | | | | | | | | Income (loss) from investment operations | | | | | | | | | Less Distributions | | | | | | Ratios to average net assets | | | Supplemental Data | | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| | | Net asset value, beginning of year or period | | | Net investment income (loss) | | | Net realized and unrealized gain (loss) | | | Total from investment operations | | | From net investment income | | | From net realized gains | | | From return of capital | | | Total distributions | | | Payment by affiliate | | | Net asset value, end of year or period | | | Total Return(1) | | | Expenses before reductions/additions(2)(3)(4) | | | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | | | Expense net of all reductions/additions(2)(3)(4) | | | Net investment income (loss)(2)(3) | | | Net assets, end of year or period | | | Portfolio turnover rate | | |||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | | (%) | | | (%) | | | (%) | | | (%) | | | (%) | | | ($000’s) | | | (%) | | |||||||||||||||||||||||||||||||||||||||||||||||||||
VY® JPMorgan Small Cap Core Equity Portfolio | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 14.90 | | | | | | (0.00)* | | | | | | (2.10) | | | | | | (2.10) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 12.80 | | | | | | (14.09) | | | | | | 1.48 | | | | | | 1.48 | | | | | | 1.46 | | | | | | (0.01) | | | | | | 106,819 | | | | | | 37 | | |
12-31-19 | | | | | 15.79 | | | | | | 0.00* | | | | | | 3.92 | | | | | | 3.92 | | | | | | 0.03 | | | | | | 4.55 | | | | | | 0.23 | | | | | | 4.81 | | | | | | — | | | | | | 14.90 | | | | | | 25.96 | | | | | | 1.45 | | | | | | 1.45 | | | | | | 1.44 | | | | | | 0.05 | | | | | | 130,058 | | | | | | 50 | | |
12-31-18 | | | | | 20.12 | | | | | | (0.02) | | | | | | (1.67) | | | | | | (1.69) | | | | | | 0.02 | | | | | | 2.62 | | | | | | — | | | | | | 2.64 | | | | | | — | | | | | | 15.79 | | | | | | (10.82) | | | | | | 1.45 | | | | | | 1.45 | | | | | | 1.45 | | | | | | (0.07) | | | | | | 114,664 | | | | | | 43 | | |
12-31-17 | | | | | 18.54 | | | | | | 0.01 | | | | | | 2.71 | | | | | | 2.72 | | | | | | 0.04 | | | | | | 1.10 | | | | | | — | | | | | | 1.14 | | | | | | — | | | | | | 20.12 | | | | | | 15.17 | | | | | | 1.45 | | | | | | 1.45 | | | | | | 1.45 | | | | | | 0.03 | | | | | | 131,488 | | | | | | 36 | | |
12-31-16 | | | | | 16.82 | | | | | | 0.03 | | | | | | 3.33 | | | | | | 3.36 | | | | | | 0.04 | | | | | | 1.60 | | | | | | — | | | | | | 1.64 | | | | | | — | | | | | | 18.54 | | | | | | 21.17 | | | | | | 1.50 | | | | | | 1.45 | | | | | | 1.45 | | | | | | 0.17 | | | | | | 120,442 | | | | | | 40 | | |
12-31-15 | | | | | 19.83 | | | | | | 0.01 | | | | | | (0.58) | | | | | | (0.57) | | | | | | — | | | | | | 2.44 | | | | | | — | | | | | | 2.44 | | | | | | — | | | | | | 16.82 | | | | | | (4.02) | | | | | | 1.60 | | | | | | 1.45 | | | | | | 1.45 | | | | | | 0.12 | | | | | | 105,259 | | | | | | 38 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 16.21 | | | | | | 0.04 | | | | | | (2.28) | | | | | | (2.24) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.97 | | | | | | (13.82) | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.86 | | | | | | 0.58 | | | | | | 179,231 | | | | | | 37 | | |
12-31-19 | | | | | 16.89 | | | | | | 0.12 | | | | | | 4.20 | | | | | | 4.32 | | | | | | 0.22 | | | | | | 4.55 | | | | | | 0.23 | | | | | | 5.00 | | | | | | — | | | | | | 16.21 | | | | | | 26.75 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.84 | | | | | | 0.66 | | | | | | 240,957 | | | | | | 50 | | |
12-31-18 | | | | | 21.35 | | | | | | 0.11 | | | | | | (1.81) | | | | | | (1.70) | | | | | | 0.14 | | | | | | 2.62 | | | | | | — | | | | | | 2.76 | | | | | | — | | | | | | 16.89 | | | | | | (10.34) | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.53 | | | | | | 165,568 | | | | | | 43 | | |
12-31-17 | | | | | 19.59 | | | | | | 0.13 | | | | | | 2.88 | | | | | | 3.01 | | | | | | 0.15 | | | | | | 1.10 | | | | | | — | | | | | | 1.25 | | | | | | — | | | | | | 21.35 | | | | | | 15.86 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.62 | | | | | | 188,213 | | | | | | 36 | | |
12-31-16 | | | | | 17.68 | | | | | | 0.14 | | | | | | 3.52 | | | | | | 3.66 | | | | | | 0.15 | | | | | | 1.60 | | | | | | — | | | | | | 1.75 | | | | | | — | | | | | | 19.59 | | | | | | 21.92 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.77 | | | | | | 178,586 | | | | | | 40 | | |
12-31-15 | | | | | 20.70 | | | | | | 0.14 | | | | | | (0.62) | | | | | | (0.48) | | | | | | 0.10 | | | | | | 2.44 | | | | | | — | | | | | | 2.54 | | | | | | — | | | | | | 17.68 | | | | | | (3.45) | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.72 | | | | | | 159,243 | | | | | | 38 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 16.20 | | | | | | 0.04 | | | | | | (2.28) | | | | | | (2.24) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.96 | | | | | | (13.83) | | | | | | 0.88 | | | | | | 0.88 | | | | | | 0.86 | | | | | | 0.60 | | | | | | 38,419 | | | | | | 37 | | |
12-31-19 | | | | | 16.88 | | | | | | 0.12 | | | | | | 4.20 | | | | | | 4.32 | | | | | | 0.22 | | | | | | 4.55 | | | | | | 0.23 | | | | | | 5.00 | | | | | | — | | | | | | 16.20 | | | | | | 26.78 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.84 | | | | | | 0.66 | | | | | | 38,161 | | | | | | 50 | | |
12-31-18 | | | | | 21.34 | | | | | | 0.09 | | | | | | (1.79) | | | | | | (1.70) | | | | | | 0.14 | | | | | | 2.62 | | | | | | — | | | | | | 2.76 | | | | | | — | | | | | | 16.88 | | | | | | (10.34) | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.55 | | | | | | 23,951 | | | | | | 43 | | |
12-31-17 | | | | | 19.58 | | | | | | 0.15 | | | | | | 2.86 | | | | | | 3.01 | | | | | | 0.15 | | | | | | 1.10 | | | | | | — | | | | | | 1.25 | | | | | | — | | | | | | 21.34 | | | | | | 15.87 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.73 | | | | | | 17,009 | | | | | | 36 | | |
05-03-16(5) - 12-31-16 | | | | | 17.80 | | | | | | 0.15 | | | | | | 3.38 | | | | | | 3.53 | | | | | | 0.15 | | | | | | 1.60 | | | | | | — | | | | | | 1.75 | | | | | | — | | | | | | 19.58 | | | | | | 21.04 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 0.85 | | | | | | 1.22 | | | | | | 30 | | | | | | 40 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 15.95 | | | | | | 0.02 | | | | | | (2.24) | | | | | | (2.22) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.73 | | | | | | (13.92) | | | | | | 1.13 | | | | | | 1.13 | | | | | | 1.11 | | | | | | 0.34 | | | | | | 105,692 | | | | | | 37 | | |
12-31-19 | | | | | 16.65 | | | | | | 0.07 | | | | | | 4.14 | | | | | | 4.21 | | | | | | 0.13 | | | | | | 4.55 | | | | | | 0.23 | | | | | | 4.91 | | | | | | — | | | | | | 15.95 | | | | | | 26.39 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 1.09 | | | | | | 0.37 | | | | | | 129,784 | | | | | | 50 | | |
12-31-18 | | | | | 21.07 | | | | | | 0.06 | | | | | | (1.78) | | | | | | (1.72) | | | | | | 0.08 | | | | | | 2.62 | | | | | | — | | | | | | 2.70 | | | | | | — | | | | | | 16.65 | | | | | | (10.52) | | | | | | 1.10 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 0.28 | | | | | | 327,752 | | | | | | 43 | | |
12-31-17 | | | | | 19.35 | | | | | | 0.07 | | | | | | 2.85 | | | | | | 2.92 | | | | | | 0.10 | | | | | | 1.10 | | | | | | — | | | | | | 1.20 | | | | | | — | | | | | | 21.07 | | | | | | 15.56 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 0.37 | | | | | | 385,636 | | | | | | 36 | | |
12-31-16 | | | | | 17.48 | | | | | | 0.10 | | | | | | 3.46 | | | | | | 3.56 | | | | | | 0.09 | | | | | | 1.60 | | | | | | — | | | | | | 1.69 | | | | | | — | | | | | | 19.35 | | | | | | 21.59 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 0.52 | | | | | | 436,518 | | | | | | 40 | | |
12-31-15 | | | | | 20.49 | | | | | | 0.09 | | | | | | (0.62) | | | | | | (0.53) | | | | | | 0.04 | | | | | | 2.44 | | | | | | — | | | | | | 2.48 | | | | | | — | | | | | | 17.48 | | | | | | (3.68) | | | | | | 1.10 | | | | | | 1.10 | | | | | | 1.10 | | | | | | 0.47 | | | | | | 404,369 | | | | | | 38 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
06-30-20+ | | | | | 15.74 | | | | | | 0.01 | | | | | | (2.21) | | | | | | (2.20) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 13.54 | | | | | | (13.98) | | | | | | 1.28 | | | | | | 1.28 | | | | | | 1.26 | | | | | | 0.19 | | | | | | 7,302 | | | | | | 37 | | |
12-31-19 | | | | | 16.46 | | | | | | 0.04 | | | | | | 4.09 | | | | | | 4.13 | | | | | | 0.07 | | | | | | 4.55 | | | | | | 0.23 | | | | | | 4.85 | | | | | | — | | | | | | 15.74 | | | | | | 26.20 | | | | | | 1.25 | | | | | | 1.25 | | | | | | 1.24 | | | | | | 0.22 | | | | | | 9,014 | | | | | | 50 | | |
12-31-18 | | | | | 20.85 | | | | | | 0.03 | | | | | | (1.76) | | | | | | (1.73) | | | | | | 0.04 | | | | | | 2.62 | | | | | | — | | | | | | 2.66 | | | | | | — | | | | | | 16.46 | | | | | | (10.64) | | | | | | 1.25 | | | | | | 1.25 | | | | | | 1.25 | | | | | | 0.13 | | | | | | 27,453 | | | | | | 43 | | |
12-31-17 | | | | | 19.15 | | | | | | 0.04 | | | | | | 2.82 | | | | | | 2.86 | | | | | | 0.06 | | | | | | 1.10 | | | | | | — | | | | | | 1.16 | | | | | | — | | | | | | 20.85 | | | | | | 15.42 | | | | | | 1.25 | | | | | | 1.25 | | | | | | 1.25 | | | | | | 0.22 | | | | | | 35,440 | | | | | | 36 | | |
12-31-16 | | | | | 17.31 | | | | | | 0.06 | | | | | | 3.44 | | | | | | 3.50 | | | | | | 0.06 | | | | | | 1.60 | | | | | | — | | | | | | 1.66 | | | | | | — | | | | | | 19.15 | | | | | | 21.39 | | | | | | 1.28 | | | | | | 1.25 | | | | | | 1.25 | | | | | | 0.37 | | | | | | 39,721 | | | | | | 40 | | |
12-31-15 | | | | | 20.32 | | | | | | 0.06 | | | | | | (0.62) | | | | | | (0.56) | | | | | | 0.01 | | | | | | 2.44 | | | | | | — | | | | | | 2.45 | | | | | | — | | | | | | 17.31 | | | | | | (3.87) | | | | | | 1.35 | | | | | | 1.25 | | | | | | 1.25 | | | | | | 0.33 | | | | | | 40,756 | | | | | | 38 | | |
| | | Purchased | | | Sold | | ||||||
Balanced Income | | | | $ | 138,768,894 | | | | | $ | 22,990,818 | | |
Limited Maturity Bond | | | | | 93,068,404 | | | | | | 23,277,409 | | |
U.S. Stock Index | | | | | 132,885,590 | | | | | | — | | |
JPMorgan Small Cap Core Equity | | | | | 6,115,023 | | | | | | — | | |
| | | Purchases | | | Sales | | ||||||
Balanced Income | | | | $ | 110,391,751 | | | | | $ | 104,369,625 | | |
High Yield | | | | | 229,155,630 | | | | | | 257,710,240 | | |
Large Cap Growth | | | | | 2,502,973,021 | | | | | | 2,969,470,349 | | |
Large Cap Value | | | | | 781,889,122 | | | | | | 840,489,501 | | |
Limited Maturity Bond | | | | | 92,907,075 | | | | | | 61,019,226 | | |
U.S. Stock Index | | | | | 470,864,342 | | | | | | 233,054,445 | | |
Clarion Real Estate | | | | | 143,071,137 | | | | | | 169,252,040 | | |
JPMorgan Small Cap Core Equity | | | | | 162,797,633 | | | | | | 186,285,624 | | |
| | | Purchases | | | Sales | | ||||||
Balanced Income | | | | $ | 64,329,460 | | | | | $ | 79,131,017 | | |
Limited Maturity Bond | | | | | 421,817,775 | | | | | | 394,138,960 | | |
Portfolio | | | Fee | |
Balanced Income Large Cap Growth | | | 0.55% on all assets 0.65% on the first $5.5 billion; 0.62% on the next $1.5 billion; 0.60% on the next $3 billion; and 0.59% on the amount in excess of $10 billion | |
Large Cap Value | | | 0.75% on the first $500 million; 0.70% on the next $1.5 billion; and 0.65% on the amount in excess of $2 billion | |
Clarion Real Estate | | | 0.85% on the first $200 million; 0.80% on the next $550 million; and 0.75% on the amount in excess of $750 million | |
Portfolio | | | Fee | |
High Yield | | | 0.490% on the first $1 billion; 0.480% on the next $1 billion; 0.470% on the amount in excess of $2 billion | |
Limited Maturity Bond(1) | | | 0.350% on the first $200 million; 0.300% on the next $300 million; 0.250% on the amount in excess of $500 million | |
U.S. Stock Index | | | 0.260% | |
JPMorgan Small Cap Core Equity | | | 0.900% on the first $200 million; 0.850% on the next $300 million; 0.800% on the next $250 million; 0.750% on the amount in excess of $750 million | |
Portfolio | | | Sub-Adviser | |
Balanced Income | | | Voya Investment Management Co. LLC* | |
High Yield | | | Voya Investment Management Co. LLC* | |
Large Cap Growth | | | Voya Investment Management Co. LLC* | |
Large Cap Value | | | Voya Investment Management Co. LLC* | |
Limited Maturity Bond | | | Voya Investment Management Co. LLC* | |
U.S. Stock Index | | | Voya Investment Management Co. LLC* | |
Clarion Real Estate | | | CBRE Clarion Securities LLC | |
JPMorgan Small Cap Core Equity | | | J.P. Morgan Investment Management Inc. | |
Subsidiary/Affliated Investment Company | | | Portfolio | | | Percentage | | |||
ReliaStar Life Insurance Company | | | Limited Maturity Bond | | | | | 5.21% | | |
| | | JPMorgan Small Cap Core Equity | | | | | 10.62 | | |
Security Life of Denver Insurance Company | | | Limited Maturity Bond | | | | | 9.14 | | |
| | | JPMorgan Small Cap Core Equity | | | | | 6.74 | | |
Voya Index Solution 2025 Portfolio | | | U.S. Stock Index | | | | | 5.65 | | |
Voya Index Solution 2035 Portfolio | | | U.S. Stock Index | | | | | 6.93 | | |
Voya Index Solution 2045 Portfolio | | | U.S. Stock Index | | | | | 5.72 | | |
Voya Institutional Trust Company | | | Balanced Income | | | | | 19.82 | | |
| | | High Yield | | | | | 14.95 | | |
| | | Large Cap Growth | | | | | 19.73 | | |
| | | Large Cap Value | | | | | 5.06 | | |
| | | Clarion Real Estate | | | | | 23.56 | | |
| | | JPMorgan Small Cap Core Equity | | | | | 37.48 | | |
Voya Retirement Growth Portfolio | | | U.S. Stock Index | | | | | 16.64 | | |
Subsidiary/Affliated Investment Company | | | Portfolio | | | Percentage | | |||
Voya Retirement Insurance and Annuity Company | | | High Yield | | | | | 32.21 | | |
| | | Large Cap Growth | | | | | 26.11 | | |
| | | Large Cap Value | | | | | 31.12 | | |
| | | U.S. Stock Index | | | | | 9.54 | | |
| | | Clarion Real Estate | | | | | 35.48 | | |
| | | JPMorgan Small Cap Core Equity | | | | | 40.83 | | |
Voya Retirement Moderate Growth Portfolio | | | U.S. Stock Index | | | | | 11.70 | | |
Voya Retirement Moderate Portfolio | | | U.S. Stock Index | | | | | 5.33 | | |
Portfolio | | | Amount | | |||
Balanced Income | | | | $ | 43,422 | | |
Large Cap Growth | | | | | 1,276,154 | | |
Large Cap Value | | | | | 270,197 | | |
Clarion Real Estate | | | | | 200,846 | | |
Portfolio | | | Class ADV | | | Class I | | | Class P2 | | | Class R6 | | | Class S | | | Class S2 | | ||||||||||||||||||
Balanced Income | | | | | 1.20% | | | | | | 0.60% | | | | | | N/A | | | | | | N/A | | | | | | 0.85% | | | | | | 1.00% | | |
Large Cap Growth(1) | | | | | 1.27% | | | | | | 0.67% | | | | | | N/A | | | | | | 0.67% | | | | | | 0.92% | | | | | | 1.07% | | |
Large Cap Value(2) | | | | | 1.29% | | | | | | 0.69% | | | | | | N/A | | | | | | 0.69% | | | | | | 0.94% | | | | | | 1.09% | | |
U.S. Stock Index | | | | | N/A | | | | | | N/A | | | | | | 0.15% | | | | | | N/A | | | | | | N/A | | | | | | N/A | | |
Clarion Real Estate | | | | | 1.35% | | | | | | 0.75% | | | | | | N/A | | | | | | N/A | | | | | | 1.00% | | | | | | 1.15% | | |
| | | June 30, | | | | | | | | |||||||||||||||
| | | 2021 | | | 2022 | | | 2023 | | | Total | | ||||||||||||
Balanced Income | | | | $ | 476,970 | | | | | $ | 318,029 | | | | | $ | 27,621 | | | | | $ | 822,620 | | |
U.S. Stock Index | | | | | 1,448,115 | | | | | | 1,884,759 | | | | | | 2,616,153 | | | | | | 5,949,027 | | |
Clarion Real Estate | | | | | 504,782 | | | | | | 403,777 | | | | | | 543,905 | | | | | | 1,452,464 | | |
Portfolio | | | Days Utilized | | | Approximate Average Daily Balance For Days Utilized | | | Approximate Weighted Average Interest Rate For Days Utilized | | |||||||||
Balanced Income | | | | | 8 | | | | | $ | 1,828,000 | | | | | | 1.29% | | |
High Yield | | | | | 1 | | | | | | 503,000 | | | | | | 1.25 | | |
Large Cap Growth | | | | | 3 | | | | | | 18,578,000 | | | | | | 1.25 | | |
Large Cap Value | | | | | 10 | | | | | | 1,970,400 | | | | | | 1.21 | | |
U.S. Stock Index | | | | | 1 | | | | | | 93,213,000 | | | | | | 2.59 | | |
Clarion Real Estate | | | | | 2 | | | | | | 2,612,000 | | | | | | 2.58 | | |
| | | Shares sold | | | Shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) in shares outstanding | | | Shares sold | | | Proceeds from shares issued in merger | | | Reinvestment of distributions | | | Shares redeemed | | | Net increase (decrease) | | ||||||||||||||||||||||||||||||
Year or period ended | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Balanced Income | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2020 | | | | | 133,671 | | | | | | — | | | | | | — | | | | | | (821,858) | | | | | | (688,187) | | | | | | 1,371,165 | | | | | | — | | | | | | — | | | | | | (8,011,384) | | | | | | (6,640,219) | | |
12/31/2019 | | | | | 483,953 | | | | | | — | | | | | | 765,462 | | | | | | (839,081) | | | | | | 410,334 | | | | | | 5,164,269 | | | | | | — | | | | | | 7,922,532 | | | | | | (8,959,080) | | | | | | 4,127,721 | | |
Class I | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2020 | | | | | 34,452 | | | | | | — | | | | | | — | | | | | | (113,237) | | | | | | (78,785) | | | | | | 359,260 | | | | | | — | | | | | | — | | | | | | (1,085,031) | | | | | | (725,771) | | |
12/31/2019 | | | | | 23,412 | | | | | | — | | | | | | 82,479 | | | | | | (70,383) | | | | | | 35,508 | | | | | | 262,125 | | | | | | — | | | | | | 894,071 | | | | | | (784,282) | | | | | | 371,914 | | |
Class S | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2020 | | | | | 918,433 | | | | | | — | | | | | | — | | | | | | (2,550,220) | | | | | | (1,631,787) | | | | | | 9,816,769 | | | | | | — | | | | | | — | | | | | | (26,038,779) | | | | | | (16,222,010) | | |
12/31/2019 | | | | | 461,969 | | | | | | — | | | | | | 2,828,525 | | | | | | (4,051,474) | | | | | | (760,980) | | | | | | 5,118,548 | | | | | | — | | | | | | 30,519,786 | | | | | | (45,382,273) | | | | | | (9,743,939) | | |
Class S2 | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2020 | | | | | 3,699 | | | | | | — | | | | | | — | | | | | | (34,565) | | | | | | (30,866) | | | | | | 39,377 | | | | | | — | | | | | | — | | | | | | (374,360) | | | | | | (334,983) | | |
12/31/2019 | | | | | 112,288 | | | | | | — | | | | | | 46,512 | | | | | | (93,027) | | | | | | 65,773 | | | | | | 1,226,171 | | | | | | — | | | | | | 501,395 | | | | | | (1,021,334) | | | | | | 706,232 | | |
High Yield | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 400,691 | | | | | | — | | | | | | 212,525 | | | | | | (992,295) | | | | | | (379,079) | | | | | | 3,666,166 | | | | | | — | | | | | | 1,967,939 | | | | | | (9,110,627) | | | | | | (3,476,522) | | |
12/31/2019 | | | | | 634,371 | | | | | | — | | | | | | 429,020 | | | | | | (1,145,593) | | | | | | (82,202) | | | | | | 6,187,500 | | | | | | — | | | | | | 4,184,086 | | | | | | (11,117,739) | | | | | | (746,153) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 1,476,302 | | | | | | — | | | | | | 536,222 | | | | | | (2,427,039) | | | | | | (414,515) | | | | | | 14,363,853 | | | | | | — | | | | | | 4,968,703 | | | | | | (21,804,185) | | | | | | (2,471,629) | | |
12/31/2019 | | | | | 4,042,390 | | | | | | 9,811,076 | | | | | | 581,119 | | | | | | (1,596,538) | | | | | | 12,838,047 | | | | | | 39,614,104 | | | | | | 96,181,491 | | | | | | 5,691,493 | | | | | | (15,569,611) | | | | | | 125,917,477 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 591,368 | | | | | | — | | | | | | 778,933 | | | | | | (4,301,966) | | | | | | (2,931,665) | | | | | | 5,493,975 | | | | | | — | | | | | | 7,216,662 | | | | | | (39,855,361) | | | | | | (27,144,724) | | |
12/31/2019 | | | | | 1,874,367 | | | | | | 188,038 | | | | | | 1,800,210 | | | | | | (9,495,599) | | | | | | (5,632,984) | | | | | | 18,111,582 | | | | | | 1,841,793 | | | | | | 17,552,628 | | | | | | (92,507,126) | | | | | | (55,001,123) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 10,612 | | | | | | — | | | | | | 7,743 | | | | | | (26,657) | | | | | | (8,302) | | | | | | 98,686 | | | | | | — | | | | | | 71,749 | | | | | | (250,445) | | | | | | (80,010) | | |
12/31/2019 | | | | | 71,454 | | | | | | — | | | | | | 20,355 | | | | | | (253,238) | | | | | | (161,429) | | | | | | 694,898 | | | | | | — | | | | | | 198,505 | | | | | | (2,478,674) | | | | | | (1,585,271) | | |
Large Cap Growth | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | ||||||||||||||||||||||||||||||||||||||||||||||||||
6/30/2020 | | | | | 793,365 | | | | | | — | | | | | | — | | | | | | (8,877,786) | | | | | | (8,084,421) | | | | | | 14,000,076 | | | | | | — | | | | | | — | | | | | | (156,733,298) | | | | | | (142,733,222) | | |
12/31/2019 | | | | | 1,035,445 | | | | | | — | | | | | | 19,360,091 | | | | | | (18,219,100) | | | | | | 2,176,436 | | | | | | 18,555,068 | | | | | | — | | | | | | 322,539,115 | | | | | | (322,447,976) | | | | | | 18,646,207 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 8,053,203 | | | | | | — | | | | | | — | | | | | | (11,342,046) | | | | | | (3,288,843) | | | | | | 145,973,510 | | | | | | — | | | | | | — | | | | | | (215,779,653) | | | | | | (69,806,143) | | |
12/31/2019 | | | | | 4,994,678 | | | | | | — | | | | | | 16,795,929 | | | | | | (12,234,448) | | | | | | 9,556,159 | | | | | | 97,655,872 | | | | | | — | | | | | | 308,037,331 | | | | | | (235,572,055) | | | | | | 170,121,148 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 852,968 | | | | | | — | | | | | | — | | | | | | (440,900) | | | | | | 412,068 | | | | | | 15,636,732 | | | | | | — | | | | | | — | | | | | | (8,568,800) | | | | | | 7,067,932 | | |
12/31/2019 | | | | | 486,351 | | | | | | — | | | | | | 470,515 | | | | | | (535,128) | | | | | | 421,738 | | | | | | 9,358,324 | | | | | | — | | | | | | 8,633,943 | | | | | | (10,360,682) | | | | | | 7,631,585 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 537,445 | | | | | | — | | | | | | — | | | | | | (14,024,471) | | | | | | (13,487,026) | | | | | | 10,088,274 | | | | | | — | | | | | | — | | | | | | (256,251,058) | | | | | | (246,162,784) | | |
12/31/2019 | | | | | 1,219,268 | | | | | | — | | | | | | 17,119,586 | | | | | | (19,498,439) | | | | | | (1,159,585) | | | | | | 23,058,635 | | | | | | — | | | | | | 304,557,434 | | | | | | (367,320,864) | | | | | | (39,704,795) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 128,947 | | | | | | — | | | | | | — | | | | | | (403,472) | | | | | | (274,525) | | | | | | 2,310,993 | | | | | | — | | | | | | — | | | | | | (7,478,092) | | | | | | (5,167,099) | | |
12/31/2019 | | | | | 143,587 | | | | | | — | | | | | | 587,448 | | | | | | (929,352) | | | | | | (198,317) | | | | | | 2,658,264 | | | | | | — | | | | | | 10,362,576 | | | | | | (17,303,441) | | | | | | (4,282,601) | | |
Large Cap Value | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 153,771 | | | | | | — | | | | | | — | | | | | | (490,115) | | | | | | (336,344) | | | | | | 1,476,463 | | | | | | — | | | | | | — | | | | | | (4,988,851) | | | | | | (3,512,388) | | |
12/31/2019 | | | | | 112,168 | | | | | | — | | | | | | 391,693 | | | | | | (759,527) | | | | | | (255,666) | | | | | | 1,285,654 | | | | | | — | | | | | | 4,505,178 | | | | | | (8,725,259) | | | | | | (2,934,427) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 474,320 | | | | | | — | | | | | | — | | | | | | (2,624,040) | | | | | | (2,149,720) | | | | | | 4,870,634 | | | | | | — | | | | | | — | | | | | | (27,408,491) | | | | | | (22,537,857) | | |
12/31/2019 | | | | | 577,141 | | | | | | — | | | | | | 2,685,229 | | | | | | (4,077,981) | | | | | | (815,611) | | | | | | 6,825,780 | | | | | | — | | | | | | 31,729,269 | | | | | | (48,240,843) | | | | | | (9,685,794) | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 2,990 | | | | | | — | | | | | | — | | | | | | (11,751) | | | | | | (8,761) | | | | | | 29,929 | | | | | | — | | | | | | — | | | | | | (138,021) | | | | | | (108,092) | | |
12/31/2019 | | | | | 14,817 | | | | | | — | | | | | | 2,126 | | | | | | (102,570) | | | | | | (85,627) | | | | | | 176,027 | | | | | | — | | | | | | 25,122 | | | | | | (1,219,884) | | | | | | (1,018,735) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 899,155 | | | | | | — | | | | | | — | | | | | | (4,462,178) | | | | | | (3,563,023) | | | | | | 8,457,228 | | | | | | — | | | | | | — | | | | | | (46,804,414) | | | | | | (38,347,186) | | |
12/31/2019 | | | | | 406,811 | | | | | | — | | | | | | 5,109,077 | | | | | | (9,995,327) | | | | | | (4,479,439) | | | | | | 4,776,267 | | | | | | — | | | | | | 59,337,191 | | | | | | (116,360,700) | | | | | | (52,247,242) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 15 | | | | | | — | | | | | | — | | | | | | (25) | | | | | | (10) | | | | | | 159 | | | | | | — | | | | | | — | | | | | | (261) | | | | | | (102) | | |
12/31/2019 | | | | | 278 | | | | | | — | | | | | | 1,168 | | | | | | (3,730) | | | | | | (2,284) | | | | | | 3,105 | | | | | | — | | | | | | 13,567 | | | | | | (43,649) | | | | | | (26,977) | | |
| | | 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 | | | # | | | # | | | # | | | # | | | # | | | ($) | | | ($) | | | ($) | | | ($) | | | ($) | | ||||||||||||||||||||||||||||||
Limited Maturity Bond | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 81,127 | | | | | | — | | | | | | 12,267 | | | | | | (166,235) | | | | | | (72,841) | | | | | | 806,797 | | | | | | — | | | | | | 121,847 | | | | | | (1,636,098) | | | | | | (707,454) | | |
12/31/2019 | | | | | 42,085 | | | | | | — | | | | | | 20,414 | | | | | | (228,289) | | | | | | (165,790) | | | | | | 412,070 | | | | | | — | | | | | | 201,180 | | | | | | (2,241,012) | | | | | | (1,627,762) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 10,241,028 | | | | | | — | | | | | | 262,203 | | | | | | (4,874,454) | | | | | | 5,628,777 | | | | | | 104,001,872 | | | | | | — | | | | | | 2,656,605 | | | | | | (49,136,542) | | | | | | 57,521,935 | | |
12/31/2019 | | | | | 7,089,807 | | | | | | — | | | | | | 338,544 | | | | | | (7,771,113) | | | | | | (342,762) | | | | | | 71,343,640 | | | | | | — | | | | | | 3,405,088 | | | | | | (77,660,342) | | | ��� | | | (2,911,614) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 669,927 | | | | | | — | | | | | | 71,308 | | | | | | (650,226) | | | | | | 91,009 | | | | | | 6,870,621 | | | | | | — | | | | | | 728,280 | | | | | | (6,599,976) | | | | | | 998,925 | | |
12/31/2019 | | | | | 1,202,703 | | | | | | — | | | | | | 118,672 | | | | | | (1,482,759) | | | | | | (161,384) | | | | | | 12,186,719 | | | | | | — | | | | | | 1,202,654 | | | | | | (15,011,516) | | | | | | (1,622,143) | | |
U.S. Stock Index | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 374,776 | | | | | | — | | | | | | — | | | | | | (874,906) | | | | | | (500,130) | | | | | | 5,685,181 | | | | | | — | | | | | | — | | | | | | (13,004,493) | | | | | | (7,319,312) | | |
12/31/2019 | | | | | 555,076 | | | | | | — | | | | | | 438,702 | | | | | | (1,568,533) | | | | | | (574,755) | | | | | | 8,469,406 | | | | | | — | | | | | | 6,766,870 | | | | | | (23,904,340) | | | | | | (8,668,064) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 44,418,874 | | | | | | — | | | | | | — | | | | | | (33,515,804) | | | | | | 10,903,070 | | | | | | 700,577,882 | | | | | | — | | | | | | — | | | | | | (528,893,298) | | | | | | 171,684,584 | | |
12/31/2019 | | | | | 60,694,599 | | | | | | — | | | | | | 17,421,336 | | | | | | (52,302,066) | | | | | | 25,813,869 | | | | | | 983,475,304 | | | | | | — | | | | | | 280,363,883 | | | | | | (822,981,841) | | | | | | 440,857,346 | | |
Class P2 | | | | | | | | | | | | | | | | | | | | | | | | �� | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 24,708,329 | | | | | | — | | | | | | — | | | | | | (17,555,327) | | | | | | 7,153,002 | | | | | | 386,234,880 | | | | | | — | | | | | | — | | | | | | (273,731,325) | | | | | | 112,503,555 | | |
12/31/2019 | | | | | 47,769,380 | | | | | | — | | | | | | 9,196,809 | | | | | | (20,074,473) | | | | | | 36,891,716 | | | | | | 754,993,771 | | | | | | — | | | | | | 148,647,312 | | | | | | (318,047,628) | | | | | | 585,593,455 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 405,807 | | | | | | — | | | | | | — | | | | | | (1,938,864) | | | | | | (1,533,057) | | | | | | 6,005,023 | | | | | | — | | | | | | — | | | | | | (29,678,275) | | | | | | (23,673,252) | | |
12/31/2019 | | | | | 14,345,061 | | | | | | — | | | | | | 396,914 | | | | | | (1,334,663) | | | | | | 13,407,312 | | | | | | 238,856,166 | | | | | | — | | | | | | 6,466,557 | | | | | | (21,719,201) | | | | | | 223,603,522 | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 564,810 | | | | | | — | | | | | | — | | | | | | (1,276,161) | | | | | | (711,351) | | | | | | 8,535,713 | | | | | | — | | | | | | — | | | | | | (19,315,853) | | | | | | (10,780,140) | | |
12/31/2019 | | | | | 654,067 | | | | | | — | | | | | | 645,397 | | | | | | (3,340,876) | | | | | | (2,041,412) | | | | | | 10,121,100 | | | | | | — | | | | | | 10,110,281 | | | | | | (51,646,786) | | | | | | (31,415,405) | | |
Clarion Real Estate | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 88,222 | | | | | | — | | | | | | — | | | | | | (225,752) | | | | | | (137,530) | | | | | | 2,636,878 | | | | | | — | | | | | | — | | | | | | (7,212,903) | | | | | | (4,576,025) | | |
12/31/2019 | | | | | 122,043 | | | | | | — | | | | | | 41,563 | | | | | | (330,899) | | | | | | (167,293) | | | | | | 4,297,969 | | | | | | — | | | | | | 1,436,002 | | | | | | (11,385,004) | | | | | | (5,651,033) | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 225,386 | | | | | | — | | | | | | — | | | | | | (402,024) | | | | | | (176,638) | | | | | | 7,206,714 | | | | | | — | | | | | | — | | | | | | (13,777,817) | | | | | | (6,571,103) | | |
12/31/2019 | | | | | 152,211 | | | | | | — | | | | | | 17,244 | | | | | | (802,224) | | | | | | (632,769) | | | | | | 5,565,892 | | | | | | — | | | | | | 626,652 | | | | | | (29,242,868) | | | | | | (23,050,324) | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 96,592 | | | | | | — | | | | | | — | | | | | | (654,904) | | | | | | (558,312) | | | | | | 2,999,820 | | | | | | — | | | | | | — | | | | | | (21,966,958) | | | | | | (18,967,138) | | |
12/31/2019 | | | | | 186,835 | | | | | | — | | | | | | 164,792 | | | | | | (1,274,973) | | | | | | (923,346) | | | | | | 6,777,048 | | | | | | — | | | | | | 5,986,907 | | | | | | (46,338,103) | | | | | | (33,574,148) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 20,250 | | | | | | — | | | | | | — | | | | | | (45,167) | | | | | | (24,917) | | | | | | 663,845 | | | | | | — | | | | | | — | | | | | | (1,472,184) | | | | | | (808,339) | | |
12/31/2019 | | | | | 49,904 | | | | | | — | | | | | | 9,953 | | | | | | (106,580) | | | | | | (46,723) | | | | | | 1,851,374 | | | | | | — | | | | | | 359,516 | | | | | | (3,836,242) | | | | | | (1,625,352) | | |
JPMorgan Small Cap Core Equity | | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 410,479 | | | | | | — | | | | | | — | | | | | | (794,987) | | | | | | (384,508) | | | | | | 4,691,861 | | | | | | — | | | | | | — | | | | | | (10,029,463) | | | | | | (5,337,602) | | |
12/31/2019 | | | | | 401,726 | | | | | | — | | | | | | 2,259,407 | | | | | | (1,195,069) | | | | | | 1,466,064 | | | | | | 6,885,294 | | | | | | — | | | | | | 34,683,375 | | | | | | (20,300,223) | | | | | | 21,268,446 | | |
Class I | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 1,239,416 | | | | | | — | | | | | | — | | | | | | (3,273,818) | | | | | | (2,034,402) | | | | | | 15,176,541 | | | | | | — | | | | | | — | | | | | | (41,782,404) | | | | | | (26,605,863) | | |
12/31/2019 | | | | | 3,148,820 | | | | | | — | | | | | | 3,686,325 | | | | | | (1,772,364) | | | | | | 5,062,781 | | | | | | 61,273,417 | | | | | | — | | | | | | 61,361,495 | | | | | | (32,081,291) | | | | | | 90,553,621 | | |
Class R6 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 663,886 | | | | | | — | | | | | | — | | | | | | (267,459) | | | | | | 396,427 | | | | | | 8,434,115 | | | | | | — | | | | | | — | | | | | | (3,587,512) | | | | | | 4,846,603 | | |
12/31/2019 | | | | | 659,970 | | | | | | — | | | | | | 548,604 | | | | | | (271,262) | | | | | | 937,312 | | | | | | 12,104,470 | | | | | | — | | | | | | 9,098,340 | | | | | | (4,926,046) | | | | | | 16,276,764 | | |
Class S | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 337,592 | | | | | | — | | | | | | — | | | | | | (775,146) | | | | | | (437,554) | | | | | | 4,315,723 | | | | | | — | | | | | | — | | | | | | (10,637,534) | | | | | | (6,321,811) | | |
12/31/2019 | | | | | 658,703 | | | | | | — | | | | | | 5,496,427 | | | | | | (17,703,790) | | | | | | (11,548,660) | | | | | | 12,062,734 | | | | | | — | | | | | | 90,163,666 | | | | | | (287,137,394) | | | | | | (184,910,994) | | |
Class S2 | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
6/30/2020 | | | | | 41,935 | | | | | | — | | | | | | — | | | | | | (75,179) | | | | | | (33,244) | | | | | | 556,855 | | | | | | — | | | | | | — | | | | | | (1,033,327) | | | | | | (476,472) | | |
12/31/2019 | | | | | 66,390 | | | | | | — | | | | | | 471,344 | | | | | | (1,633,302) | | | | | | (1,095,568) | | | | | | 1,210,000 | | | | | | — | | | | | | 7,636,142 | | | | | | (26,108,989) | | | | | | (17,262,847) | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Bank PLC | | | | $ | 67,869 | | | | | $ | (67,869) | | | | | $ | — | | |
Barclays Capital Inc. | | | | | 211,641 | | | | | | (211,641) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 25,402 | | | | | | (25,402) | | | | | | — | | |
Citigroup Global Markets Limited | | | | | 348,803 | | | | | | (348,803) | | | | | | — | | |
Cowen Excecution Services LLC | | | | | 46,160 | | | | | | (46,160) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 212,590 | | | | | | (212,590) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 198,679 | | | | | | (198,679) | | | | | | — | | |
Jefferies LLC | | | | | 171,383 | | | | | | (171,383) | | | | | | — | | |
Merrill Lynch International | | | | | 113,700 | | | | | | (113,700) | | | | | | — | | |
National Financial Services LLC | | | | | 232,194 | | | | | | (232,194) | | | | | | — | | |
RBC Dominion Securities Inc. | | | | | 104,864 | | | | | | (104,864) | | | | | | — | | |
Scotia Capital (USA) Inc. | | | | | 6,226 | | | | | | (6,226) | | | | | | — | | |
State Street Bank and Trust Company | | | | | 211,508 | | | | | | (211,508) | | | | | | — | | |
UBS AG | | | | | 89,760 | | | | | | (89,760) | | | | | | — | | |
Total | | | | $ | 2,040,779 | | | | | $ | (2,040,779) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Bank PLC | | | | $ | 7,475,511 | | | | | $ | (7,475,511) | | | | | $ | — | | |
Barclays Capital Inc. | | | | | 1,529,862 | | | | | | (1,529,862) | | | | | | — | | |
BMO Capital Markets Corp | | | | | 852,398 | | | | | | (852,398) | | | | | | — | | |
BNP Paribas | | | | | 3,340,736 | | | | | | (3,340,736) | | | | | | — | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 1,979,192 | | | | | | (1,979,192) | | | | | | — | | |
BofA Securities Inc. | | | | | 2,153,237 | | | | | | (2,153,237) | | | | | | — | | |
Citadel Clearing LLC | | | | | 1,514,558 | | | | | | (1,514,558) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 2,470,469 | | | | | | (2,470,469) | | | | | | — | | |
Credit Suisse Securities (USA) LLC | | | | | 79,874 | | | | | | (79,874) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 2,035,620 | | | | | | (2,035,620) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 672,557 | | | | | | (672,557) | | | | | | — | | |
Jefferies LLC | | | | | 1,524,443 | | | | | | (1,524,443) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 8,337,025 | | | | | | (8,337,025) | | | | | | — | | |
Mizuho Securities USA LLC. | | | | | 418,291 | | | | | | (418,291) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 2,955,143 | | | | | | (2,955,143) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 652,043 | | | | | | (652,043) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 1,883,853 | | | | | | (1,883,853) | | | | | | — | | |
RBC Dominion Securities Inc. | | | | | 5,513,656 | | | | | | (5,513,656) | | | | | | — | | |
Scotia Capital (USA) Inc. | | | | | 3,830,006 | | | | | | (3,830,006) | | | | | | — | | |
State Street Bank and Trust Company | | | | | 717,582 | | | | | | (717,582) | | | | | | — | | |
SunTrust Robinson Humphrey, Inc. | | | | | 511,856 | | | | | | (511,856) | | | | | | — | | |
High Yield (continued)
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
UBS AG | | | | | 512,222 | | | | | | (512,222) | | | | | | — | | |
UBS Securities LLC. | | | | | 4,696,061 | | | | | | (4,696,061) | | | | | | — | | |
Wells Fargo Bank NA | | | | | 74,984 | | | | | | (74,984) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 4,438,893 | | | | | | (4,438,893) | | | | | | — | | |
Total | | | | $ | 60,170,072 | | | | | $ | (60,170,072) | | | | | $ | — | | |
|
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
J.P. Morgan Securities LLC | | | | $ | 197,058 | | | | | $ | (197,058) | | | | | $ | — | | |
Total | | | | $ | 197,058 | | | | | $ | (197,058) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Bank PLC | | | | $ | 2,336,161 | | | | | $ | (2,336,161) | | | | | $ | — | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 3,050,350 | | | | | | (3,050,350) | | | | | | — | | |
BofA Securities Inc. | | | | | 58 | | | | | | (58) | | | | | | — | | |
Citadel Clearing LLC | | | | | 210,043 | | | | | | (210,043) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 3,751,377 | | | | | | (3,751,377) | | | | | | — | | |
HSBC Bank PLC | | | | | 3,981,973 | | | | | | (3,981,973) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 12,387,759 | | | | | | (12,387,759) | | | | | | — | | |
National Bank of Canada Financial Inc. | | | | | 5,666,550 | | | | | | (5,666,550) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 17,202 | | | | | | (17,202) | | | | | | — | | |
UBS Securities LLC. | | | | | 651,243 | | | | | | (651,243) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 1,463,583 | | | | | | (1,463,583) | | | | | | — | | |
Total | | | | $ | 33,516,299 | | | | | $ | (33,516,299) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
BMO Capital Markets Corp | | | | $ | 357,371 | | | | | $ | (357,371) | | | | | $ | — | | |
National Bank Financial Inc. | | | | | 287,998 | | | | | | (287,998) | | | | | | — | | |
Total | | | | $ | 645,369 | | | | | $ | (645,369) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Bank PLC | | | | $ | 57,228 | | | | | $ | (57,228) | | | | | $ | — | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 2,090,497 | | | | | | (2,090,497) | | | | | | — | | |
BofA Securities Inc. | | | | | 2,914,331 | | | | | | (2,914,331) | | | | | | — | | |
Citadel Clearing LLC | | | | | 8,029,253 | | | | | | (8,029,253) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 18,961,733 | | | | | | (18,961,733) | | | | | | — | | |
Deutsche Bank Securities Inc. | | | | | 109,905 | | | | | | (109,905) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 3,735,469 | | | | | | (3,735,469) | | | | | | — | | |
J.P. Morgan Securities LLC | | | | | 17,723,826 | | | | | | (17,723,826) | | | | | | — | | |
Mizuho Securities USA LLC | | | | | 271,192 | | | | | | (271,192) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 13,265,201 | | | | | | (13,265,201) | | | | | | — | | |
MUFG Securities Americas Inc. | | | | | 78,201 | | | | | | (78,201) | | | | | | — | | |
National Bank of Canada Financial Inc. | | | | | 2,205,489 | | | | | | (2,205,489) | | | | | | — | | |
National Financial Services LLC | | | | | 6,040,722 | | | | | | (6,040,722) | | | | | | — | | |
Natixis Securities America LLC | | | | | 2,106,257 | | | | | | (2,106,257) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 293,314 | | | | | | (293,314) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 295,133 | | | | | | (295,133) | | | | | | — | | |
Scotia Capital (USA) Inc. | | | | | 134,112 | | | | | | (134,112) | | | | | | — | | |
State Street Bank and Trust Company | | | | | 7,668,236 | | | | | | (7,668,236) | | | | | | — | | |
UBS AG | | | | | 1,051,192 | | | | | | (1,051,192) | | | | | | — | | |
Wells Fargo Bank NA | | | | | 435,491 | | | | | | (435,491) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 1,736,113 | | | | | | (1,736,113) | | | | | | — | | |
Total | | | | $ | 89,202,895 | | | | | $ | (89,202,895) | | | | | $ | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
Barclays Capital Inc. | | | | $ | 455,300 | | | | | $ | (455,300) | | | | | $ | — | | |
BMO Capital Markets Corp | | | | | 144,624 | | | | | | (144,624) | | | | | | — | | |
BNP Paribas Prime Brokerage Intl Ltd | | | | | 936,652 | | | | | | (936,652) | | | | | | — | | |
BNP Paribas Securities Corp. | | | | | 274,637 | | | | | | (274,637) | | | | | | — | | |
BofA Securities Inc. | | | | | 1,669,349 | | | | | | (1,669,349) | | | | | | — | | |
Citigroup Global Markets Inc. | | | | | 784,117 | | | | | | (784,117) | | | | | | — | | |
Goldman Sachs & Co. LLC | | | | | 1,047,925 | | | | | | (1,047,925) | | | | | | — | | |
Mizuho Securities USA LLC | | | | | 198 | | | | | | (198) | | | | | | — | | |
Morgan Stanley & Co. LLC | | | | | 174,391 | | | | | | (174,391) | | | | | | — | | |
Counterparty | | | Securities Loaned at Value | | | Cash Collateral Received(1) | | | Net Amount | | |||||||||
National Bank of Canada Financial Inc. | | | | | 1,684,520 | | | | | | (1,684,520) | | | | | | — | | |
National Financial Services LLC | | | | | 1,351,502 | | | | | | (1,351,502) | | | | | | — | | |
Natixis Securities America LLC | | | | | 37,381 | | | | | | (37,381) | | | | | | — | | |
Nomura Securities International, Inc. | | | | | 1,308 | | | | | | (1,308) | | | | | | — | | |
RBC Capital Markets, LLC | | | | | 162,288 | | | | | | (162,288) | | | | | | — | | |
Scotia Capital (USA) Inc. | | | | | 2,063 | | | | | | (2,063) | | | | | | — | | |
SG Americas Securities, LLC | | | | | 21,798 | | | | | | (21,798) | | | | | | — | | |
UBS Securities LLC | | | | | 93,984 | | | | | | (93,984) | | | | | | — | | |
Wells Fargo Securities LLC | | | | | 80,397 | | | | | | (80,397) | | | | | | — | | |
Total | | | | $ | 8,922,434 | | | | | $ | (8,922,434) | | | | | $ | — | | |
|
| | | Year Ended December 31, 2019 | | | Year Ended December 31, 2018 | | ||||||||||||||||||||||||
| | | Ordinary Income | | | Long-term Capital Gains | | | Return of Capital | | | Ordinary Income | | | Long-term Capital Gains | | |||||||||||||||
Balanced Income | | | | $ | 17,507,119 | | | | | $ | 22,330,665 | | | | | $ | — | | | | | $ | 21,388,006 | | | | | $ | — | | |
High Yield | | | | | 27,626,712 | | | | | | — | | | | | | — | | | | | | 29,906,645 | | | | | | — | | |
Large Cap Growth | | | | | 92,570,069 | | | | | | 861,560,330 | | | | | | — | | | | | | 100,614,276 | | | | | | 738,363,692 | | |
Large Cap Value | | | | | 20,135,479 | | | | | | 75,474,848 | | | | | | — | | | | | | 36,185,341 | | | | | | 113,218,192 | | |
Limited Maturity Bond | | | | | 4,822,692 | | | | | | — | | | | | | — | | | | | | 4,602,405 | | | | | | — | | |
U.S. Stock Index | | | | | 102,304,549 | | | | | | 350,050,354 | | | | | | — | | | | | | 90,048,735 | | | | | | 284,391,334 | | |
Clarion Real Estate | | | | | 6,789,635 | | | | | | 1,619,442 | | | | | | — | | | | | | 9,797,840 | | | | | | 35,848,143 | | |
JPMorgan Small Cap Core Equity | | | | | 17,498,317 | | | | | | 175,897,372 | | | | | | 9,547,328 | | | | | | 16,561,211 | | | | | | 78,730,540 | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Unrealized Appreciation/ (Depreciation) | | | Capital Loss Carryforwards | | |||||||||||||||||||||
| | | Amount | | | Character | | | Expiration | | ||||||||||||||||||||||||
Balanced Income | | | | $ | 21,831,849 | | | | | $ | 14,167,103 | | | | | $ | 18,069,843 | | | | | | — | | | | — | | | | | — | | |
High Yield | | | | | 173,288 | | | | | | — | | | | | | 16,758,916 | | | | | $ | (1,630,216) | | | | Short-term | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | | (36,518,131) | | | | Long-term | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | $ | (38,148,347) | | | | | | | | | | | |
Large Cap Growth | | | | | 31,894,555 | | | | | | 669,794,412 | | | | | | 1,183,390,589 | | | | | | — | | | | — | | | | | — | | |
Large Cap Value | | | | | 3,944,962 | | | | | | 85,409,561 | | | | | | 117,012,757 | | | | | | — | | | | — | | | | | — | | |
| | | Undistributed Ordinary Income | | | Undistributed Long-term Capital Gains | | | Unrealized Appreciation/ (Depreciation) | | | Capital Loss Carryforwards | | |||||||||||||||||||||
| | | Amount | | | Character | | | Expiration | | ||||||||||||||||||||||||
Limited Maturity Bond | | | | | 3,427,298 | | | | | | — | | | | | | 1,447,797 | | | | | $ | (826,824) | | | | Short-term | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | | (2,362,268) | | | | Long-term | | | | | None | | |
| | | | | | | | | | | | | | | | | | | | | | $ | (3,189,092) | | | | | | | | | | | |
U.S. Stock Index | | | | | 26,966,468 | | | | | | 271,466,903 | | | | | | 2,616,351,356 | | | | | | — | | | | — | | | | | — | | |
Clarion Real Estate | | | | | 14,812,854 | | | | | | 18,855,671 | | | | | | 31,412,215 | | | | | | — | | | | — | | | | | — | | |
JPMorgan Small Cap Core Equity | | | | | — | | | | | | — | | | | | | 81,696,538 | | | | | | — | | | | — | | | | | — | | |
| Net investment income | | | | $ | 32,344,944 | | |
| Net realized and unrealized loss on investments | | | | $ | 49,001,240 | | |
| Net decrease in net assets resulting from operations | | | | $ | 81,346,184 | | |
| Total Net Assets of Acquired Portfolio (000s) | | | Total Net Assets of Acquiring Portfolio (000s) | | | Acquired Portfolio’s Capital Loss Carryforwards (000s) | | | Acquired Portfolio’s Unrealized Depreciation (000s) | | | Portfolios’ Conversion Ratio | | ||||||||||||
| $98,023 | | | | $ | 492,447 | | | | | $ | 3,146 | | | | | $ | 911 | | | | | | 1.1651 | | |
| | | PER SHARE AMOUNTS | | | | | | | | |||||||||||||||
| | | Net Investment Income | | | Short-term Capital Gains | | | Long-term Capital Gains | | | Payable Date | | | Record Date | | |||||||||
Balanced Income | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.3559 | | | | | $ | 0.2842 | | | | | $ | 0.4341 | | | | July 14, 2020 | | | July 10, 2020 | |
Class I | | | | $ | 0.4215 | | | | | $ | 0.2842 | | | | | $ | 0.4341 | | | | July 14, 2020 | | | July 10, 2020 | |
Class S | | | | $ | 0.3912 | | | | | $ | 0.2842 | | | | | $ | 0.4341 | | | | July 14, 2020 | | | July 10, 2020 | |
Class S2 | | | | $ | 0.3885 | | | | | $ | 0.2842 | | | | | $ | 0.4341 | | | | July 14, 2020 | | | July 10, 2020 | |
High Yield | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.0385 | | | | | $ | — | | | | | $ | — | | | | August 3, 2020 | | | Daily | |
Class I | | | | $ | 0.0433 | | | | | $ | — | | | | | $ | — | | | | August 3, 2020 | | | Daily | |
Class S | | | | $ | 0.0413 | | | | | $ | — | | | | | $ | — | | | | August 3, 2020 | | | Daily | |
Class S2 | | | | $ | 0.0401 | | | | | $ | — | | | | | $ | — | | | | August 3, 2020 | | | Daily | |
Large Cap Growth | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | — | | | | | $ | 0.0600 | | | | | $ | 2.3726 | | | | July 14, 2020 | | | July 10, 2020 | |
Class I | | | | $ | 0.1056 | | | | | $ | 0.0600 | | | | | $ | 2.3726 | | | | July 14, 2020 | | | July 10, 2020 | |
Class R6 | | | | $ | 0.1056 | | | | | $ | 0.0600 | | | | | $ | 2.3726 | | | | July 14, 2020 | | | July 10, 2020 | |
Class S | | | | $ | 0.0520 | | | | | $ | 0.0600 | | | | | $ | 2.3726 | | | | July 14, 2020 | | | July 10, 2020 | |
Class S2 | | | | $ | 0.0234 | | | | | $ | 0.0600 | | | | | $ | 2.3726 | | | | July 14, 2020 | | | July 10, 2020 | |
Large Cap Value | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.0410 | | | | | $ | 0.0063 | | | | | $ | 1.0247 | | | | July 14, 2020 | | | July 10, 2020 | |
Class I | | | | $ | 0.0410 | | | | | $ | 0.0063 | | | | | $ | 1.0247 | | | | July 14, 2020 | | | July 10, 2020 | |
Class R6 | | | | $ | 0.0410 | | | | | $ | 0.0063 | | | | | $ | 1.0247 | | | | July 14, 2020 | | | July 10, 2020 | |
Class S | | | | $ | 0.0410 | | | | | $ | 0.0063 | | | | | $ | 1.0247 | | | | July 14, 2020 | | | July 10, 2020 | |
Class S2 | | | | $ | 0.0410 | | | | | $ | 0.0063 | | | | | $ | 1.0247 | | | | July 14, 2020 | | | July 10, 2020 | |
Limited Maturity Bond | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.0138 | | | | | $ | — | | | | | $ | — | | | | August 3, 2020 | | | Daily | |
Class I | | | | $ | 0.0192 | | | | | $ | — | | | | | $ | — | | | | August 3, 2020 | | | Daily | |
Class S | | | | $ | 0.0172 | | | | | $ | — | | | | | $ | — | | | | August 3, 2020 | | | Daily | |
U.S. Stock Index | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.0447 | | | | | $ | 0.0184 | | | | | $ | 0.6376 | | | | July 14, 2020 | | | July 10, 2020 | |
Class I | | | | $ | 0.0447 | | | | | $ | 0.0184 | | | | | $ | 0.6376 | | | | July 14, 2020 | | | July 10, 2020 | |
Class P2 | | | | $ | 0.0447 | | | | | $ | 0.0184 | | | | | $ | 0.6376 | | | | July 14, 2020 | | | July 10, 2020 | |
Class S | | | | $ | 0.0447 | | | | | $ | 0.0184 | | | | | $ | 0.6376 | | | | July 14, 2020 | | | July 10, 2020 | |
Class S2 | | | | $ | 0.0447 | | | | | $ | 0.0184 | | | | | $ | 0.6376 | | | | July 14, 2020 | | | July 10, 2020 | |
Clarion Real Estate | | | | | | | | | | | | | | | | | | | | | | | | | |
Class ADV | | | | $ | 0.6642 | | | | | $ | 1.1072 | | | | | $ | 2.4005 | | | | July 14, 2020 | | | July 10, 2020 | |
Class I | | | | $ | 0.8979 | | | | | $ | 1.1072 | | | | | $ | 2.4005 | | | | July 14, 2020 | | | July 10, 2020 | |
Class S | | | | $ | 0.7892 | | | | | $ | 1.1072 | | | | | $ | 2.4005 | | | | July 14, 2020 | | | July 10, 2020 | |
Class S2 | | | | $ | 0.7376 | | | | | $ | 1.1072 | | | | | $ | 2.4005 | | | | July 14, 2020 | | | July 10, 2020 | |
Voya Balanced Income Portfolio | as of June 30, 2020 (Unaudited) |
| Investment Type Allocation as of June 30, 2020 (as a percentage of net assets) | | |||
| Common Stock | | | 42.8% | |
| Collateralized Mortgage Obligations | | | 15.6% | |
| Commercial Mortgage-Backed Securities | | | 10.9% | |
| Asset-Backed Securities | | | 9.6% | |
| Corporate Bonds/Notes | | | 8.6% | |
| Mutual Funds | | | 7.3% | |
| Sovereign Bonds | | | 1.6% | |
| U.S. Treasury Obligations | | | 1.0% | |
| Preferred Stock | | | 0.4% | |
| Exchange-Traded Funds | | | 0.2% | |
| Purchased Options | | | 0.1% | |
| Rights* | | | 0.0% | |
| Assets in Excess of Other Liabilities** | | | 1.9% | |
| Net Assets | | | 100.0% | |
| * Amount is less than 0.05% | | |||
| ** Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 42.8% | | |||||||||||||||
| | | Communication Services: 2.7% | | ||||||||||||
59,568 | | | AT&T, Inc. | | | | $ | 1,800,741 | | | | | | 0.5 | | |
4,241 (1) | | | Auto Trader Group PLC | | | | | 27,612 | | | | | | 0.0 | | |
32,982 | | | Verizon Communications, Inc. | | | | | 1,818,298 | | | | | | 0.6 | | |
423,564 | | | Other Securities | | | | | 5,425,272 | | | | | | 1.6 | | |
| | | | | | | | 9,071,923 | | | | | | 2.7 | | |
| | | Consumer Discretionary: 2.2% | | ||||||||||||
119,615 (2)(3) | | | Other Securities | | | | | 7,444,737 | | | | | | 2.2 | | |
| | |||||||||||||||
| | | Consumer Staples: 3.9% | | ||||||||||||
12,413 | | | PepsiCo, Inc. | | | | | 1,641,743 | | | | | | 0.5 | | |
18,732 | | | Philip Morris International, Inc. | | | | | 1,312,364 | | | | | | 0.4 | | |
17,874 | | | Procter & Gamble Co. | | | | | 2,137,194 | | | | | | 0.6 | | |
194,601 (3) | | | Other Securities | | | | | 8,044,800 | | | | | | 2.4 | | |
| | | | | | | | 13,136,101 | | | | | | 3.9 | | |
| | | Energy: 0.9% | | ||||||||||||
13,866 | | | Chevron Corp. | | | | | 1,237,263 | | | | | | 0.4 | | |
118,551 (2) | | | Other Securities | | | | | 1,683,602 | | | | | | 0.5 | | |
| | | | | | | | 2,920,865 | | | | | | 0.9 | | |
| | | Financials: 3.8% | | ||||||||||||
20,508 | | | JPMorgan Chase & Co. | | | | | 1,928,982 | | | | | | 0.6 | | |
3,595 | | | S&P Global, Inc. | | | | | 1,184,481 | | | | | | 0.3 | | |
455,656 (2)(3) | | | Other Securities | | | | | 9,714,369 | | | | | | 2.9 | | |
| | | | | | | | 12,827,832 | | | | | | 3.8 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Health Care: 7.0% | | ||||||||||||
16,257 | | | AbbVie, Inc. | | | | $ | 1,596,112 | | | | | | 0.5 | | |
6,093 | | | Amgen, Inc. | | | | | 1,437,095 | | | | | | 0.4 | | |
23,829 | | | Bristol-Myers Squibb Co. | | | | | 1,401,145 | | | | | | 0.4 | | |
8,408 | | | Eli Lilly & Co. | | | | | 1,380,426 | | | | | | 0.4 | | |
16,066 | | | Gilead Sciences, Inc. | | | | | 1,236,118 | | | | | | 0.4 | | |
17,616 | | | Johnson & Johnson | | | | | 2,477,338 | | | | | | 0.7 | | |
14,887 | | | Medtronic PLC | | | | | 1,365,138 | | | | | | 0.4 | | |
22,006 | | | Merck & Co., Inc. | | | | | 1,701,724 | | | | | | 0.5 | | |
50,004 | | | Pfizer, Inc. | | | | | 1,635,131 | | | | | | 0.5 | | |
122,794 (3) | | | Other Securities | | | | | 9,630,313 | | | | | | 2.8 | | |
| | | | | | | | 23,860,540 | | | | | | 7.0 | | |
| | | Industrials: 4.1% | | ||||||||||||
8,417 | | | Honeywell International, Inc. | | | | | 1,217,014 | | | | | | 0.4 | | |
253,765 (2)(3) | | | Other Securities | | | | | 12,680,499 | | | | | | 3.7 | | |
| | | | | | | | 13,897,513 | | | | | | 4.1 | | |
| | | Information Technology: 13.2% | | ||||||||||||
6,644 | | | Accenture PLC | | | | | 1,426,600 | | | | | | 0.4 | | |
36,374 | | | Cisco Systems, Inc. | | | | | 1,696,483 | | | | | | 0.5 | | |
32,944 | | | Intel Corp. | | | | | 1,971,039 | | | | | | 0.6 | | |
37,491 | | | Microsoft Corp. | | | | | 7,629,793 | | | | | | 2.3 | | |
23,710 | | | Oracle Corp. | | | | | 1,310,452 | | | | | | 0.4 | | |
600 | | | Oracle Corp. Japan | | | | | 71,168 | | | | | | 0.0 | | |
14,196 | | | Qualcomm, Inc. | | | | | 1,294,817 | | | | | | 0.4 | | |
10,641 | | | Texas Instruments, Inc. | | | | | 1,351,088 | | | | | | 0.4 | | |
527,896 (2) | | | Other Securities | | | | | 27,798,961 | | | | | | 8.2 | | |
| | | | | | | | 44,550,401 | | | | | | 13.2 | | |
| | | Materials: 2.1% | | ||||||||||||
149,577 (2) | | | Other Securities | | | | | 7,001,145 | | | | | | 2.1 | | |
| | |||||||||||||||
| | | Real Estate: 0.7% | | ||||||||||||
100,481 (3) | | | Other Securities | | | | | 2,502,896 | | | | | | 0.7 | | |
| | | | | ||||||||||||
| | | Utilities: 2.2% | | ||||||||||||
261,345 (3) | | | Other Securities | | | | | 7,316,155 | | | | | | 2.2 | | |
| | | Total Common Stock (Cost $131,949,829) | | | | | 144,530,108 | | | | | | 42.8 | | |
EXCHANGE-TRADED FUNDS: 0.2% | | |||||||||||||||
5,423 | | | Other Securities | | | | | 643,912 | | | | | | 0.2 | | |
| | | Total Exchange-Traded Funds (Cost $573,510) | | | | | 643,912 | | | | | | 0.2 | | |
MUTUAL FUNDS: 7.3% | | |||||||||||||||
| | | Affiliated Investment Companies: 7.3% | | ||||||||||||
2,476,273 | | | Voya Floating Rate Fund - Class P | | | | | 21,122,611 | | | | | | 6.2 | | |
Voya Balanced Income Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
MUTUAL FUNDS: (continued) | | |||||||||||||||
| | | Affiliated Investment Companies (continued) | | ||||||||||||
495,437 | | | Voya High Yield Bond Fund - Class P | | | | $ | 3,700,914 | | | | | | 1.1 | | |
| | | Total Mutual Funds (Cost $27,573,355) | | | | | 24,823,525 | | | | | | 7.3 | | |
PREFERRED STOCK: 0.4% | | |||||||||||||||
| | | Consumer Staples: 0.0% | | ||||||||||||
252 | | | Other Securities | | | | | 23,510 | | | | | | 0.0 | | |
| | |||||||||||||||
| | | Financials: 0.4% | | ||||||||||||
50 (3) | | | Other Securities | | | | | 1,175,000 | | | | | | 0.4 | | |
| | | Total Preferred Stock (Cost $4,119,813) | | | | | 1,198,510 | | | | | | 0.4 | | |
RIGHTS: 0.0% | | |||||||||||||||
1,916 (3) | | | Other Securities | | | | | 933 | | | | | | 0.0 | | |
| | | Total Rights (Cost $1,061) | | | | | 933 | | | | | | 0.0 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: 8.6% | | |||||||||||||||
| | | Basic Materials: 0.8% | | ||||||||||||
100,000 (1) | | | Aruba Investments, Inc., 8.750%, 02/15/2023 | | | | | 100,865 | | | | | | 0.0 | | |
200,000 (1) | | | Celulosa Arauco y Constitucion SA, 4.250%, 04/30/2029 | | | | | 206,214 | | | | | | 0.1 | | |
50,000 (1) | | | Cleveland-Cliffs, Inc., 6.750%, 03/15/2026 | | | | | 48,375 | | | | | | 0.0 | | |
100,000 (1) | | | Compass Minerals International, Inc., 6.750%, 12/01/2027 | | | | | 105,169 | | | | | | 0.1 | | |
250,000 (1) | | | Evraz PLC, 5.250%, 04/02/ 2024 | | | | | 271,806 | | | | | | 0.1 | | |
200,000 (1) | | | Gold Fields Orogen Holdings BVI Ltd., 5.125%, 05/15/2024 | | | | | 215,379 | | | | | | 0.1 | | |
75,000 (1) | | | Illuminate Buyer LLC / Illuminate Holdings IV, Inc., 9.000%, 07/01/2028 | | | | | 78,375 | | | | | | 0.0 | | |
225,000 (1) | | | MMK International Capital DAC, 4.375%, 06/13/2024 | | | | | 239,976 | | | | | | 0.1 | | |
100,000 (1) | | | Novelis Corp., 5.875%, 09/30/2026 | | | | | 100,117 | | | | | | 0.0 | | |
75,000 (1) | | | PolyOne Corp., 5.750%, 05/15/2025 | | | | | 77,297 | | | | | | 0.0 | | |
100,000 (1) | | | Schweitzer-Mauduit International, Inc., 6.875%, 10/01/2026 | | | | | 102,606 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Basic Materials (continued) | | ||||||||||||
80,000 (1) | | | Tronox, Inc., 6.500%, 04/15/2026 | | | | $ | 74,992 | | | | | | 0.0 | | |
75,000 (1) | | | WR Grace & Co-Conn, 4.875%, 06/15/2027 | | | | | 76,352 | | | | | | 0.0 | | |
780,000 | | | Other Securities | | | | | 808,481 | | | | | | 0.3 | | |
| | | | | | | | 2,506,004 | | | | | | 0.8 | | |
| | | Communications: 0.8% | | ||||||||||||
100,000 (1) | | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/2027 | | | | | 103,605 | | | | | | 0.1 | | |
100,000 (1) | | | CommScope Technologies LLC, 5.000%, 03/15/2027 | | | | | 90,371 | | | | | | 0.0 | | |
100,000 (1) | | | Cumulus Media New Holdings, Inc., 6.750%, 07/01/2026 | | | | | 92,546 | | | | | | 0.0 | | |
50,000 (1) | | | Diamond Sports Group LLC / Diamond Sports Finance Co., 5.375%, 08/15/2026 | | | | | 36,496 | | | | | | 0.0 | | |
50,000 (1) | | | Diamond Sports Group LLC / Diamond Sports Finance Co., 6.625%, 08/15/2027 | | | | | 26,926 | | | | | | 0.0 | | |
100,000 (1)(4) | | | Entercom Media Corp., 7.250%, 11/01/2024 | | | | | 87,364 | | | | | | 0.0 | | |
25,000 (1)(5) | | | Frontier Communications Corp., 8.000%, 04/01/2027 | | | | | 25,417 | | | | | | 0.0 | | |
100,000 (1) | | | Gray Television, Inc., 7.000%, 05/15/2027 | | | | | 102,765 | | | | | | 0.1 | | |
100,000 (1) | | | GTT Communications, Inc., 7.875%, 12/31/2024 | | | | | 52,813 | | | | | | 0.0 | | |
100,000 (1) | | | Match Group, Inc., 4.125%, 08/01/2030 | | | | | 98,078 | | | | | | 0.0 | | |
100,000 (1) | | | MDC Partners, Inc., 6.500%, 05/01/2024 | | | | | 93,313 | | | | | | 0.0 | | |
90,000 (1) | | | Midcontinent Communications / Midcontinent Finance Corp., 5.375%, 08/15/2027 | | | | | 91,705 | | | | | | 0.0 | | |
100,000 (1) | | | Nexstar Broadcasting, Inc., 5.625%, 07/15/2027 | | | | | 100,253 | | | | | | 0.0 | | |
45,000 (1) | | | Sinclair Television Group, Inc., 5.125%, 02/15/2027 | | | | | 41,110 | | | | | | 0.0 | | |
100,000 (1) | | | Sirius XM Radio, Inc., 5.000%, 08/01/2027 | | | | | 102,729 | | | | | | 0.1 | | |
100,000 (1) | | | TEGNA, Inc., 5.000%, 09/15/2029 | | | | | 94,314 | | | | | | 0.0 | | |
100,000 (1) | | | Terrier Media Buyer, Inc., 8.875%, 12/15/2027 | | | | | 96,125 | | | | | | 0.0 | | |
Voya Balanced Income Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
100,000 (1) | | | Univision Communications, Inc., 6.625%, 06/01/2027 | | | | $ | 95,875 | | | | | | 0.0 | | |
100,000 (1) | | | ViaSat, Inc., 5.625%, 09/15/ 2025 | | | | | 96,010 | | | | | | 0.1 | | |
45,000 (1) | | | ViaSat, Inc., 6.500%, 07/15/ 2028 | | | | | 45,122 | | | | | | 0.0 | | |
1,125,000 (2) | | | Other Securities | | | | | 1,170,075 | | | | | | 0.4 | | |
| | | | | | | | 2,743,012 | | | | | | 0.8 | | |
| | | Consumer, Cyclical: 1.2% | | ||||||||||||
100,000 (1) | | | 1011778 BC ULC / New Red Finance, Inc., 5.000%, 10/15/2025 | | | | | 99,670 | | | | | | 0.0 | | |
100,000 (1) | | | Allison Transmission, Inc., 5.875%, 06/01/2029 | | | | | 104,290 | | | | | | 0.1 | | |
30,000 (1) | | | Asbury Automotive Group, Inc., 4.500%, 03/01/2028 | | | | | 29,194 | | | | | | 0.0 | | |
30,000 (1) | | | Asbury Automotive Group, Inc., 4.750%, 03/01/2030 | | | | | 29,325 | | | | | | 0.0 | | |
100,000 (1) | | | Ashton Woods USA LLC / Ashton Woods Finance Co., 6.750%, 08/01/2025 | | | | | 98,614 | | | | | | 0.0 | | |
75,000 (1) | | | Boyd Gaming Corp., 8.625%, 06/01/2025 | | | | | 78,516 | | | | | | 0.0 | | |
100,000 (1) | | | Caesars Resort Collection LLC / CRC Finco, Inc., 5.250%, 10/15/2025 | | | | | 87,151 | | | | | | 0.0 | | |
75,000 (1) | | | Colt Merger Sub, Inc., 6.250%, 07/01/2025 | | | | | 74,602 | | | | | | 0.0 | | |
100,000 (1) | | | Core & Main L.P., 6.125%, 08/15/2025 | | | | | 99,976 | | | | | | 0.0 | | |
100,000 (1) | | | Golden Entertainment, Inc., 7.625%, 04/15/2026 | | | | | 92,296 | | | | | | 0.0 | | |
100,000 (1) | | | Golden Nugget, Inc., 6.750%, 10/15/2024 | | | | | 72,000 | | | | | | 0.0 | | |
100,000 (1) | | | IAA, Inc., 5.500%, 06/15/2027 | | | | | 103,610 | | | | | | 0.1 | | |
100,000 (1) | | | Installed Building Products, Inc., 5.750%, 02/01/2028 | | | | | 100,356 | | | | | | 0.1 | | |
15,000 (1) | | | IRB Holding Corp., 7.000%, 06/15/2025 | | | | | 15,459 | | | | | | 0.0 | | |
100,000 (1) | | | Lions Gate Capital Holdings LLC, 5.875%, 11/01/2024 | | | | | 95,865 | | | | | | 0.0 | | |
100,000 (1) | | | Mattel, Inc., 5.875%, 12/15/ 2027 | | | | | 104,060 | | | | | | 0.1 | | |
100,000 (1)(4) | | | Michaels Stores, Inc., 8.000%, 07/15/2027 | | | | | 87,081 | | | | | | 0.0 | | |
100,000 (1) | | | Navistar International Corp., 6.625%, 11/01/2025 | | | | | 95,011 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
100,000 (1) | | | Penn National Gaming, Inc., 5.625%, 01/15/2027 | | | | $ | 93,644 | | | | | | 0.0 | | |
50,000 (1) | | | PetSmart, Inc., 5.875%, 06/01/2025 | | | | | 50,280 | | | | | | 0.0 | | |
50,000 (1) | | | PetSmart, Inc., 7.125%, 03/15/2023 | | | | | 49,402 | | | | | | 0.0 | | |
60,000 (1) | | | Picasso Finance Sub, Inc., 6.125%, 06/15/2025 | | | | | 61,275 | | | | | | 0.0 | | |
50,000 (1) | | | Scientific Games International, Inc., 5.000%, 10/15/2025 | | | | | 46,339 | | | | | | 0.0 | | |
50,000 (1) | | | Scientific Games International, Inc., 8.250%, 03/15/2026 | | | | | 44,460 | | | | | | 0.0 | | |
50,000 (1) | | | Six Flags Entertainment Corp., 4.875%, 07/31/2024 | | | | | 44,844 | | | | | | 0.0 | | |
100,000 (1) | | | Speedway Motorsports LLC / Speedway Funding II, Inc., 4.875%, 11/01/2027 | | | | | 91,250 | | | | | | 0.0 | | |
100,000 (1) | | | Station Casinos LLC, 4.500%, 02/15/2028 | | | | | 84,313 | | | | | | 0.0 | | |
100,000 (1) | | | Univar Solutions USA, Inc./Washington, 5.125%, 12/01/2027 | | | | | 101,331 | | | | | | 0.1 | | |
100,000 (1) | | | Viking Cruises Ltd., 5.875%, 09/15/2027 | | | | | 59,768 | | | | | | 0.1 | | |
50,000 (1) | | | Viking Cruises Ltd., 13.000%, 05/15/2025 | | | | | 52,969 | | | | | | 0.0 | | |
100,000 (1) | | | William Carter Co/The, 5.625%, 03/15/2027 | | | | | 103,291 | | | | | | 0.1 | | |
100,000 (1) | | | Wolverine World Wide, Inc., 5.000%, 09/01/2026 | | | | | 96,563 | | | | | | 0.0 | | |
1,581,000 (2) | | | Other Securities | | | | | 1,519,632 | | | | | | 0.5 | | |
| | | | | | | | 3,966,437 | | | | | | 1.2 | | |
| | | Consumer, Non-cyclical: 1.2% | | ||||||||||||
100,000 (1) | | | Acadia Healthcare Co., Inc., 5.500%, 07/01/2028 | | | | | 100,625 | | | | | | 0.0 | | |
200,000 (1) | | | Adani Ports & Special Economic Zone Ltd., 4.375%, 07/03/2029 | | | | | 196,259 | | | | | | 0.1 | | |
100,000 (1) | | | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 5.875%, 02/15/2028 | | | | | 103,346 | | | | | | 0.1 | | |
50,000 (1) | | | Allied Universal Holdco LLC / Allied Universal Finance Corp., 6.625%, 07/15/2026 | | | | | 52,662 | | | | | | 0.0 | | |
Voya Balanced Income Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
50,000 (1) | | | Allied Universal Holdco LLC / Allied Universal Finance Corp., 9.750%, 07/15/2027 | | | | $ | 52,775 | | | | | | 0.1 | | |
100,000 (1) | | | AMN Healthcare, Inc., 4.625%, 10/01/2027 | | | | | 97,668 | | | | | | 0.0 | | |
50,000 (1) | | | Bausch Health Cos, Inc., 5.250%, 01/30/2030 | | | | | 47,493 | | | | | | 0.0 | | |
50,000 (1) | | | Bausch Health Cos, Inc., 5.500%, 11/01/2025 | | | | | 51,153 | | | | | | 0.0 | | |
100,000 (1) | | | Cardtronics, Inc. / Cardtronics USA, Inc., 5.500%, 05/01/ 2025 | | | | | 97,364 | | | | | | 0.0 | | |
100,000 (1) | | | Catalent Pharma Solutions, Inc., 5.000%, 07/15/2027 | | | | | 103,982 | | | | | | 0.1 | | |
100,000 (1) | | | Cott Holdings, Inc., 5.500%, 04/01/2025 | | | | | 100,769 | | | | | | 0.0 | | |
75,000 (1) | | | DaVita, Inc., 4.625%, 06/01/2030 | | | | | 74,634 | | | | | | 0.0 | | |
225,000 (1) | | | DP World Crescent Ltd., 3.750%, 01/30/2030 | | | | | 219,690 | | | | | | 0.1 | | |
100,000 (1) | | | Garda World Security Corp., 8.750%, 05/15/2025 | | | | | 101,561 | | | | | | 0.0 | | |
75,000 (1) | | | Gartner, Inc., 4.500%, 07/01/2028 | | | | | 76,065 | | | | | | 0.0 | | |
100,000 (1) | | | Graham Holdings Co., 5.750%, 06/01/2026 | | | | | 103,769 | | | | | | 0.1 | | |
100,000 (1) | | | Hill-Rom Holdings, Inc., 4.375%, 09/15/2027 | | | | | 102,668 | | | | | | 0.0 | | |
75,000 (1) | | | Jaguar Holding Co. II / PPD Development L.P., 5.000%, 06/15/2028 | | | | | 76,922 | | | | | | 0.0 | | |
100,000 (1) | | | JBS USA LUX SA / JBS USA Finance, Inc., 6.750%, 02/15/2028 | | | | | 105,857 | | | | | | 0.1 | | |
100,000 (1) | | | KeHE Distributors LLC / KeHE Finance Corp., 8.625%, 10/15/2026 | | | | | 106,735 | | | | | | 0.1 | | |
100,000 (1) | | | LifePoint Health, Inc., 4.375%, 02/15/2027 | | | | | 94,750 | | | | | | 0.0 | | |
50,000 (1) | | | MPH Acquisition Holdings LLC, 7.125%, 06/01/2024 | | | | | 46,687 | | | | | | 0.0 | | |
100,000 (1) | | | Par Pharmaceutical, Inc., 7.500%, 04/01/2027 | | | | | 102,955 | | | | | | 0.0 | | |
100,000 (1) | | | Pilgrim’s Pride Corp., 5.875%, 09/30/2027 | | | | | 100,252 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
50,000 (1)(4)(6) | | | Polaris Intermediate Corp., 8.500% (PIK Rate 9.250%, Cash Rate 8.500)%, 12/01/ 2022 | | | | $ | 44,156 | | | | | | 0.0 | | |
100,000 (1) | | | Post Holdings, Inc., 5.000%, 08/15/2026 | | | | | 100,568 | | | | | | 0.0 | | |
100,000 (1) | | | Select Medical Corp., 6.250%, 08/15/2026 | | | | | 101,318 | | | | | | 0.0 | | |
100,000 (1) | | | West Street Merger Sub, Inc., 6.375%, 09/01/2025 | | | | | 97,062 | | | | | | 0.0 | | |
1,290,000 | | | Other Securities | | | | | 1,425,552 | | | | | | 0.4 | | |
| | | | | | | | 4,085,297 | | | | | | 1.2 | | |
| | | Energy: 1.5% | | ||||||||||||
100,000 (1) | | | Archrock Partners L.P. / Archrock Partners Finance Corp., 6.250%, 04/01/2028 | | | | | 91,780 | | | | | | 0.0 | | |
100,000 (1) | | | Enviva Partners L.P. / Enviva Partners Finance Corp., 6.500%, 01/15/2026 | | | | | 104,187 | | | | | | 0.1 | | |
75,000 (1) | | | EQM Midstream Partners L.P., 6.000%, 07/01/2025 | | | | | 75,938 | | | | | | 0.0 | | |
5,000 (1) | | | EQM Midstream Partners L.P., 6.500%, 07/01/2027 | | | | | 5,134 | | | | | | 0.0 | | |
100,000 (1) | | | Hess Midstream Operations L.P., 5.625%, 02/15/2026 | | | | | 99,177 | | | | | | 0.0 | | |
75,000 (1) | | | Indigo Natural Resources LLC, 6.875%, 02/15/2026 | | | | | 69,987 | | | | | | 0.0 | | |
35,000 (1) | | | Nabors Industries Ltd., 7.250%, 01/15/2026 | | | | | 21,612 | | | | | | 0.0 | | |
425,000 (1) | | | Petroleos Mexicanos, 5.950%, 01/28/2031 | | | | | 351,243 | | | | | | 0.1 | | |
100,000 (1) | | | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 5.500%, 01/15/2028 | | | | | 86,791 | | | | | | 0.0 | | |
100,000 (1) | | | Viper Energy Partners L.P., 5.375%, 11/01/2027 | | | | | 98,261 | | | | | | 0.0 | | |
4,136,000 | | | Other Securities | | | | | 4,195,711 | | | | | | 1.3 | | |
| | | | | | | | 5,199,821 | | | | | | 1.5 | | |
| | | Financial: 0.7% | | ||||||||||||
75,000 (1) | | | Cushman & Wakefield US Borrower LLC, 6.750%, 05/15/2028 | | | | | 78,516 | | | | | | 0.0 | | |
100,000 (1) | | | ESH Hospitality, Inc., 5.250%, 05/01/2025 | | | | | 96,897 | | | | | | 0.0 | | |
70,000 (1) | | | Freedom Mortgage Corp., 8.250%, 04/15/2025 | | | | | 69,518 | | | | | | 0.0 | | |
Voya Balanced Income Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
75,000 (1) | | | Iron Mountain, Inc., 5.250%, 07/15/2030 | | | | $ | 73,674 | | | | | | 0.0 | | |
530,000 (7) | | | JPMorgan Chase & Co., 4.600%, 12/31/2199 | | | | | 473,210 | | | | | | 0.2 | | |
200,000 (1)(7) | | | Kookmin Bank, 4.350%, 12/31/2199 | | | | | 206,045 | | | | | | 0.1 | | |
100,000 (1) | | | LPL Holdings, Inc., 4.625%, 11/15/2027 | | | | | 99,063 | | | | | | 0.0 | | |
100,000 (1) | | | Quicken Loans LLC, 5.250%, 01/15/2028 | | | | | 104,291 | | | | | | 0.1 | | |
100,000 (1) | | | Realogy Group LLC / Realogy Co-Issuer Corp., 5.250%, 12/01/2021 | | | | | 101,400 | | | | | | 0.0 | | |
75,000 (1) | | | SBA Communications Corp., 3.875%, 02/15/2027 | | | | | 74,790 | | | | | | 0.0 | | |
1,070,000 | | | Other Securities | | | | | 1,094,535 | | | | | | 0.3 | | |
| | | | | | | | 2,471,939 | | | | | | 0.7 | | |
| | | Industrial: 0.9% | | ||||||||||||
100,000 (1) | | | Amsted Industries, Inc., 5.625%, 07/01/2027 | | | | | 103,481 | | | | | | 0.0 | | |
100,000 (1) | | | Berry Global, Inc., 5.625%, 07/15/2027 | | | | | 103,065 | | | | | | 0.0 | | |
100,000 (1) | | | BMC East LLC, 5.500%, 10/01/2024 | | | | | 101,114 | | | | | | 0.0 | | |
35,000 (1) | | | Builders FirstSource, Inc., 5.000%, 03/01/2030 | | | | | 32,982 | | | | | | 0.0 | | |
90,000 (1) | | | Builders FirstSource, Inc., 6.750%, 06/01/2027 | | | | | 92,402 | | | | | | 0.1 | | |
100,000 (1) | | | Cargo Aircraft Management, Inc., 4.750%, 02/01/2028 | | | | | 99,375 | | | | | | 0.0 | | |
100,000 (1) | | | Cascades, Inc./Cascades USA, Inc., 5.375%, 01/15/ 2028 | | | | | 101,812 | | | | | | 0.0 | | |
75,000 (1) | | | Clark Equipment Co., 5.875%, 06/01/2025 | | | | | 77,016 | | | | | | 0.0 | | |
100,000 (1) | | | Clean Harbors, Inc., 5.125%, 07/15/2029 | | | | | 104,009 | | | | | | 0.1 | | |
60,000 (1) | | | GFL Environmental, Inc., 8.500%, 05/01/2027 | | | | | 65,389 | | | | | | 0.0 | | |
100,000 (1) | | | Granite US Holdings Corp., 11.000%, 10/01/2027 | | | | | 97,543 | | | | | | 0.0 | | |
200,000 (1) | | | Hutama Karya Persero PT, 3.750%, 05/11/2030 | | | | | 210,513 | | | | | | 0.1 | | |
200,000 (1)(4) | | | Klabin Austria GmbH, 5.750%, 04/03/2029 | | | | | 211,338 | | | | | | 0.1 | | |
100,000 (1) | | | Koppers, Inc., 6.000%, 02/15/2025 | | | | | 97,561 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Industrial (continued) | | ||||||||||||
100,000 (1) | | | Norbord, Inc., 5.750%, 07/15/2027 | | | | $ | 102,356 | | | | | | 0.0 | | |
100,000 (1) | | | PGT Innovations, Inc., 6.750%, 08/01/2026 | | | | | 101,356 | | | | | | 0.0 | | |
75,000 (1) | | | Plastipak Holdings, Inc., 6.250%, 10/15/2025 | | | | | 72,984 | | | | | | 0.0 | | |
100,000 (1) | | | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 5.125%, 07/15/2023 | | | | | 101,319 | | | | | | 0.0 | | |
100,000 (1) | | | Sealed Air Corp., 5.500%, 09/15/2025 | | | | | 107,865 | | | | | | 0.1 | | |
70,000 (1) | | | Silgan Holdings, Inc., 4.125%, 02/01/2028 | | | | | 69,563 | | | | | | 0.0 | | |
100,000 (1) | | | SSL Robotics LLC, 9.750%, 12/31/2023 | | | | | 107,250 | | | | | | 0.1 | | |
100,000 (1) | | | Standard Industries, Inc./NJ, 5.000%, 02/15/2027 | | | | | 101,541 | | | | | | 0.0 | | |
100,000 (1) | | | Stevens Holding Co., Inc., 6.125%, 10/01/2026 | | | | | 104,856 | | | | | | 0.1 | | |
100,000 (1) | | | Summit Materials LLC / Summit Materials Finance Corp., 5.125%, 06/01/2025 | | | | | 99,115 | | | | | | 0.0 | | |
621,000 | | | Other Securities | | | | | 671,967 | | | | | | 0.2 | | |
| | | | | | | | 3,137,772 | | | | | | 0.9 | | |
| | | Technology: 0.4% | | ||||||||||||
100,000 (1) | | | Ascend Learning LLC, 6.875%, 08/01/2025 | | | | | 101,102 | | | | | | 0.0 | | |
100,000 (1) | | | Castle US Holding Corp., 9.500%, 02/15/2028 | | | | | 92,734 | | | | | | 0.0 | | |
100,000 (1) | | | Change Healthcare Holdings LLC / Change Healthcare Finance, Inc., 5.750%, 03/01/2025 | | | | | 98,982 | | | | | | 0.0 | | |
100,000 (1) | | | Dell International LLC / EMC Corp., 7.125%, 06/15/2024 | | | | | 103,694 | | | | | | 0.1 | | |
75,000 (1) | | | Microchip Technology, Inc., 4.250%, 09/01/2025 | | | | | 75,690 | | | | | | 0.0 | | |
100,000 (1) | | | MTS Systems Corp., 5.750%, 08/15/2027 | | | | | 92,106 | | | | | | 0.0 | | |
100,000 (1) | | | Open Text Corp., 3.875%, 02/15/2028 | | | | | 96,453 | | | | | | 0.0 | | |
100,000 (1) | | | Open Text Corp., 5.875%, 06/01/2026 | | | | | 103,992 | | | | | | 0.1 | | |
100,000 (1) | | | RP Crown Parent LLC, 7.375%, 10/15/2024 | | | | | 100,114 | | | | | | 0.0 | | |
Voya Balanced Income Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Technology (continued) | | ||||||||||||
70,000 (1) | | | Science Applications International Corp., 4.875%, 04/01/2028 | | | | $ | 69,901 | | | | | | 0.0 | | |
100,000 (1) | | | Tempo Acquisition LLC / Tempo Acquisition Finance Corp., 6.750%, 06/01/2025 | | | | | 101,562 | | | | | | 0.1 | | |
245,000 | | | Other Securities | | | | | 257,969 | | | | | | 0.1 | | |
| | | | | | | | 1,294,299 | | | | | | 0.4 | | |
| | | Utilities: 1.1% | | ||||||||||||
100,000 (1) | | | Clearway Energy Operating LLC, 4.750%, 03/15/2028 | | | | | 102,088 | | | | | | 0.0 | | |
200,000 (1) | | | Colbun SA, 3.150%, 03/06/ 2030 | | | | | 202,600 | | | | | | 0.1 | | |
100,000 (1) | | | Vistra Operations Co. LLC, 5.625%, 02/15/2027 | | | | | 102,844 | | | | | | 0.1 | | |
2,963,000 | | | Other Securities | | | | | 3,141,402 | | | | | | 0.9 | | |
| | | | | | | | 3,548,934 | | | | | | 1.1 | | |
| | | Total Corporate Bonds/Notes (Cost $29,201,047) | | | | | 28,953,515 | | | | | | 8.6 | | |
COLLATERALIZED MORTGAGE OBLIGATIONS: 15.6% | | |||||||||||||||
825,228 (1)(7) | | | Agate Bay Mortgage Trust 2015-1 B4, 3.796%, 01/25/ 2045 | | | | | 783,295 | | | | | | 0.2 | | |
500,000 (1)(7) | | | Chase Home Lending Mortgage Trust 2019-ATR1 A5, 4.000%, 04/25/2049 | | | | | 524,955 | | | | | | 0.2 | | |
470,481 (1)(7) | | | Chase Mortgage Finance Corp. 2016-SH1 M2, 3.750%, 04/25/2045 | | | | | 474,458 | | | | | | 0.1 | | |
1,182,480 (1)(7) | | | CIM Trust 2019-INV2 A3, 4.000%, 05/25/2049 | | | | | 1,222,594 | | | | | | 0.4 | | |
486,703 (1)(7) | | | CIM Trust 2019-J1 B2, 4.019%, 08/25/2049 | | | | | 477,042 | | | | | | 0.1 | | |
575,034 (1)(7) | | | CIM Trust 2019-J2 A13, 3.500%, 10/25/2049 | | | | | 598,749 | | | | | | 0.2 | | |
600,000 (1) | | | Connecticut Avenue Securities Trust 2020-R02 2M2, 2.185%, (US0001M + 2.000)%, 01/25/2040 | | | | | 575,604 | | | | | | 0.2 | | |
6,143,770 (8) | | | Fannie Mae Interest Strip Series 367 2, 5.500%, 01/01/2036 | | | | | 1,224,724 | | | | | | 0.4 | | |
1,258,128 (8) | | | Fannie Mae REMICS 2005-66 LS, 6.446%, (-1.000*US0001M + 6.630)%, 07/25/2035 | | | | | 283,260 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
5,053,441 (8) | | | Fannie Mae REMICS 2012-144 SC, 5.916%, (-1.000*US0001M + 6.100)%, 01/25/2043 | | | | $ | 1,199,464 | | | | | | 0.4 | | |
2,421,810 (8) | | | Fannie Mae REMICS 2012-151 WS, 6.016%, (-1.000*US0001M + 6.200)%, 03/25/2042 | | | | | 445,134 | | | | | | 0.1 | | |
5,905,041 (8) | | | Fannie Mae REMICS 2012-35 LS, 6.416%, (-1.000*US0001M + 6.600)%, 04/25/2041 | | | | | 927,770 | | | | | | 0.3 | | |
4,597,703 (8) | | | Fannie Mae REMICS 2013-20 SK, 6.016%, (-1.000*US0001M + 6.200)%, 05/25/2041 | | | | | 602,012 | | | | | | 0.2 | | |
1,548,367 (8) | | | Fannie Mae REMICS 2015-65 KI, 6.816%, (-1.000*US0001M + 7.000)%, 08/25/2035 | | | | | 338,090 | | | | | | 0.1 | | |
1,216,432 (8) | | | Fannie Mae REMICS 2018-86 DS, 5.916%, (-1.000*US0001M + 6.100)%, 12/25/2048 | | | | | 171,836 | | | | | | 0.1 | | |
7,017,910 (8) | | | Freddie Mac REMICS 4517 KI, 1.005%, (-0.357*US0001M + 1.071)%, 04/15/2043 | | | | | 151,171 | | | | | | 0.0 | | |
7,974,337 (8) | | | Freddie Mac REMICS 4596 DI, 3.500%, 06/15/2046 | | | | | 819,023 | | | | | | 0.2 | | |
3,590,194 (8) | | | Freddie Mac REMICS 4619 KS, 4.077%, (-1.000*US0001M + 4.250)%, 06/15/2039 | | | | | 490,876 | | | | | | 0.1 | | |
1,461,140 (8) | | | Ginnie Mae Series 2013-148 DS, 5.485%, (-1.000*US0001M + 5.680)%, 10/16/2043 | | | | | 324,881 | | | | | | 0.1 | | |
11,271,807 (8) | | | Ginnie Mae Series 2015-20 CI, 3.500%, 02/20/2030 | | | | | 975,993 | | | | | | 0.3 | | |
1,105,539 (8) | | | Ginnie Mae Series 2015-42 IY, 5.500%, 08/20/2039 | | | | | 113,663 | | | | | | 0.0 | | |
9,208,807 (8) | | | Ginnie Mae Series 2019-23 MT, 0.600%, (-1.000*US0001M + 6.700)%, 03/20/2042 | | | | | 169,428 | | | | | | 0.0 | | |
1,096,654 (1)(7) | | | Starwood Mortgage Residential Trust 2019-1 A3, 3.299%, 06/25/2049 | | | | | 1,077,485 | | | | | | 0.3 | | |
Voya Balanced Income Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,000,000 (1)(7) | | | Deephaven Residential Mortgage Trust 2018-1A M1, 3.939%, 12/25/2057 | | | | $ | 995,865 | | | | | | 0.3 | | |
791,216 | | | Fannie Mae Connecticut Avenue Securities 2016-C05 2M2, 4.635%, (US0001M + 4.450)%, 01/25/2029 | | | | | 814,985 | | | | | | 0.2 | | |
729,595 | | | Fannie Mae Connecticut Avenue Securities 2016-C07 2M2, 4.535%, (US0001M + 4.350)%, 05/25/2029 | | | | | 761,129 | | | | | | 0.2 | | |
635,860 | | | Fannie Mae Connecticut Avenue Securities 2017-C02 2M2, 3.835%, (US0001M + 3.650)%, 09/25/2029 | | | | | 641,695 | | | | | | 0.2 | | |
340,627 | | | Fannie Mae Connecticut Avenue Securities 2017-C06 1M2, 2.835%, (US0001M + 2.650)%, 02/25/2030 | | | | | 340,654 | | | | | | 0.1 | | |
393,733 | | | Fannie Mae Connecticut Avenue Securities 2017-CO6 2M2, 2.985%, (US0001M + 2.800)%, 02/25/2030 | | | | | 390,458 | | | | | | 0.1 | | |
1,034,160 | | | Fannie Mae Connecticut Avenue Securities 2018-C03 1M2, 2.335%, (US0001M + 2.150)%, 10/25/2030 | | | | | 1,025,504 | | | | | | 0.3 | | |
1,024,863 | | | Fannie Mae Connecticut Avenue Securities 2018-C04 2M2, 2.735%, (US0001M + 2.550)%, 12/25/2030 | | | | | 1,018,218 | | | | | | 0.3 | | |
916,432 | | | Fannie Mae Connecticut Avenue Securities 2018-C05 1M2, 2.535%, (US0001M + 2.350)%, 01/25/2031 | | | | | 904,428 | | | | | | 0.3 | | |
835,134 | | | Fannie Mae Connecticut Avenue Securities 2018-C06 1M2, 2.185%, (US0001M + 2.000)%, 03/25/2031 | | | | | 808,526 | | | | | | 0.2 | | |
286,025 | | | Fannie Mae Connecticut Avenue Securities 2018-CO1 1M2, 2.435%, (US0001M + 2.250)%, 07/25/2030 | | | | | 281,693 | | | | | | 0.1 | | |
824,903 (1) | | | Fannie Mae Connecticut Avenue Securities 2019-R02 1M2, 2.485%, (US0001M + 2.300)%, 08/25/2031 | | | | | 819,451 | | | | | | 0.3 | | |
980,486 (1) | | | Fannie Mae Connecticut Avenue Securities 2019-R04 2M2, 2.285%, (US0001M + 2.100)%, 06/25/2039 | | | | | 960,335 | | | | | | 0.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
657,057 (1) | | | Fannie Mae Connecticut Avenue Securities Trust 2018-R07 1M2, 2.585%, (US0001M + 2.400)%, 04/25/2031 | | | | $ | 655,208 | | | | | | 0.2 | | |
2,327,526 (8) | | | Fannie Mae REMICS 2008-36 YI, 7.016%, (-1.000*US0001M + 7.200)%, 07/25/2036 | | | | | 423,046 | | | | | | 0.1 | | |
1,041,168 (8) | | | Fannie Mae REMICS 2010-59 NS, 5.586%, (-1.000*US0001M + 5.770)%, 06/25/2040 | | | | | 207,352 | | | | | | 0.1 | | |
5,157,981 (8) | | | Fannie Mae REMICS 2012-121 ID, 3.000%, 11/25/2027 | | | | | 350,336 | | | | | | 0.1 | | |
6,248,064 (8) | | | Fannie Mae REMICS 2013-71 AI, 3.000%, 07/25/ 2028 | | | | | 434,448 | | | | | | 0.1 | | |
500,000 (1)(7) | | | Flagstar Mortgage Trust 2017-1 1A7, 3.500%, 03/25/2047 | | | | | 521,044 | | | | | | 0.1 | | |
916,722 (1)(7) | | | Flagstar Mortgage Trust 2017-1 B3, 3.677%, 03/25/ 2047 | | | | | 919,290 | | | | | | 0.3 | | |
1,673,411 (1)(7) | | | Flagstar Mortgage Trust 2018-3INV A3, 4.000%, 05/25/2048 | | | | | 1,748,359 | | | | | | 0.5 | | |
1,200,000 (1) | | | Freddie Mac STACR REMIC Trust 2020-HQA1 M2, 2.085%, (US0001M + 1.900)%, 01/25/2050 | | | | | 1,151,424 | | | | | | 0.3 | | |
551,455 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA2 M3, 4.085%, (US0001M + 3.900)%, 12/25/2027 | | | | | 563,378 | | | | | | 0.2 | | |
329,837 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-HQ1 M3, 3.985%, (US0001M + 3.800)%, 03/25/2025 | | | | | 335,835 | | | | | | 0.1 | | |
600,000 | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA2 M2, 3.635%, (US0001M + 3.450)%, 10/25/2029 | | | | | 614,173 | | | | | | 0.2 | | |
Voya Balanced Income Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,152,702 (1) | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2019-DNA1 M2, 2.835%, (US0001M + 2.650)%, 01/25/2049 | | | | $ | 1,146,008 | | | | | | 0.3 | | |
837,933 (1) | | | Freddie Mac Structured Agency Credit Risk Debt Notes 2019-HQA2 M2, 2.235%, (US0001M + 2.050)%, 04/25/2049 | | | | | 826,947 | | | | | | 0.3 | | |
910,857 (8) | | | Freddie Mac REMICS 3318 KS, 6.225%, (-1.000*US0001M + 6.410)%, 05/15/2037 | | | | | 134,911 | | | | | | 0.0 | | |
1,271,396 (8) | | | Freddie Mac REMICS 3879 SL, 6.415%, (-1.000*US0001M + 6.600)%, 01/15/2041 | | | | | 192,136 | | | | | | 0.1 | | |
5,068,891 (8) | | | Freddie Mac REMICS 4120 JS, 6.015%, (-1.000*US0001M + 6.200)%, 10/15/2032 | | | | | 957,722 | | | | | | 0.3 | | |
3,641,890 (8) | | | Freddie Mac REMICS 4141 EI, 3.000%, 09/15/2027 | | | | | 189,231 | | | | | | 0.0 | | |
4,543,983 (8) | | | Freddie Mac REMICS 4153 IB, 2.500%, 01/15/2028 | | | | | 250,981 | | | | | | 0.1 | | |
478,249 (1)(7) | | | GS Mortgage-Backed Securities Corp. Trust 2019-PJ2 A1, 4.000%, 11/25/2049 | | �� | | | 492,849 | | | | | | 0.1 | | |
476,021 (1)(7) | | | J.P. Morgan Mortgage Trust 2019-2 A15, 4.000%, 08/25/2049 | | | | | 488,095 | | | | | | 0.1 | | |
1,151,763 (1)(7) | | | J.P. Morgan Mortgage Trust 2019-LTV1 A3, 4.000%, 06/25/2049 | | | | | 1,189,533 | | | | | | 0.4 | | |
542,363 (1)(7) | | | JP Morgan Mortgage Trust 2016-4 A13, 3.500%, 10/25/2046 | | | | | 556,426 | | | | | | 0.2 | | |
872,470 (1)(7) | | | JP Morgan Mortgage Trust 2017-5 B2, 3.138%, 10/26/ 2048 | | | | | 820,798 | | | | | | 0.2 | | |
1,143,092 (1)(7) | | | JP Morgan Mortgage Trust 2018-3 B2, 3.754%, 09/25/ 2048 | | | | | 1,147,645 | | | | | | 0.3 | | |
741,614 (1)(7) | | | JP Morgan Mortgage Trust 2018-4 B2, 3.763%, 10/25/ 2048 | | | | | 738,946 | | | | | | 0.2 | | |
961,512 (1)(7) | | | JP Morgan Mortgage Trust 2018-5 A13, 3.500%, 10/25/2048 | | | | | 990,146 | | | | | | 0.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
524,102 (1)(7) | | | JP Morgan Mortgage Trust 2019-1 A3, 4.000%, 05/25/ 2049 | | | | $ | 542,427 | | | | | | 0.2 | | |
515,825 (1)(7) | | | JP Morgan Mortgage Trust 2019-5 A3, 4.000%, 11/25/ 2049 | | | | | 531,650 | | | | | | 0.2 | | |
142,125 (1)(7) | | | JP Morgan Mortgage Trust 2019-8 A15, 3.500%, 03/25/2050 | | | | | 147,943 | | | | | | 0.0 | | |
982,428 (1)(7) | | | JP Morgan Mortgage Trust 2019-INV1 B2, 5.109%, 10/25/2049 | | | | | 1,024,973 | | | | | | 0.3 | | |
912,291 (1)(7) | | | JP Morgan Mortgage Trust 2019-LTV2 A18, 4.000%, 12/25/2049 | | | | | 938,026 | | | | | | 0.3 | | |
590,350 (1)(7) | | | JP Morgan Mortgage Trust 2019-LTV2 B3, 4.805%, 12/25/2049 | | | | | 588,069 | | | | | | 0.2 | | |
481,928 (1)(7) | | | Mello Mortgage Capital Acceptance 2018-MTG2 B1, 4.475%, 10/25/2048 | | | | | 516,605 | | | | | | 0.2 | | |
911,503 (1)(7) | | | New Residential Mortgage Loan Trust 2019-NQM3 A3, 3.086%, 07/25/2049 | | | | | 925,490 | | | | | | 0.3 | | |
718,143 (1)(7) | | | OBX 2019-INV2 A25 Trust, 4.000%, 05/27/2049 | | | | | 735,254 | | | | | | 0.2 | | |
1,167,066 (1)(7) | | | Sequoia Mortgage Trust 2019-2 B2, 4.232%, 06/25/ 2049 | | | | | 1,166,467 | | | | | | 0.3 | | |
1,167,066 (1)(7) | | | Sequoia Mortgage Trust 2019-2 B3, 4.232%, 06/25/ 2049 | | | | | 1,137,981 | | | | | | 0.3 | | |
192,922 (1)(7) | | | Sequoia Mortgage Trust 2019-3 A2, 3.500%, 09/25/ 2049 | | | | | 198,465 | | | | | | 0.1 | | |
512,219 (1)(7) | | | Sequoia Mortgage Trust 2019-4 A19, 3.500%, 11/25/2049 | | | | | 531,350 | | | | | | 0.2 | | |
528,468 (1)(7) | | | Sequoia Mortgage Trust 2019-CH2 A1, 4.500%, 08/25/2049 | | | | | 545,568 | | | | | | 0.2 | | |
249,051 (1)(7) | | | Verus Securitization Trust 2018-INV1 A1, 3.626%, 03/25/2058 | | | | | 250,031 | | | | | | 0.0 | | |
581,047 (1)(7) | | | Verus Securitization Trust 2019-INV2 A2, 3.117%, 07/25/2059 | | | | | 593,183 | | | | | | 0.2 | | |
573,618 (1)(7) | | | Wells Fargo Mortgage Backed Securities 2018-1 B3, 3.687%, 07/25/2047 | | | | | 568,300 | | | | | | 0.2 | | |
Voya Balanced Income Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
| | | Total Collateralized Mortgage Obligations (Cost $52,590,039) | | | | $ | 52,722,497 | | | | | | 15.6 | | |
U.S. TREASURY OBLIGATIONS: 1.0% | | |||||||||||||||
| | | U.S. Treasury Bonds: 0.9% | | ||||||||||||
2,628,000 | | | 2.000%,02/15/2050 | | | | | 3,008,957 | | | | | | 0.9 | | |
129,000 | | | 0.625%-1.125%, 05/15/2030-05/15/2040 | | | | | 128,408 | | | | | | 0.0 | | |
| | | | | | | | 3,137,365 | | | | | | 0.9 | | |
| | | U.S. Treasury Notes: 0.1% | | ||||||||||||
190,000 | | | 0.500%,06/30/2027 | | | | | 190,141 | | | | | | 0.1 | | |
| | | Total U.S. Treasury Obligations (Cost $3,326,152) | | | | | 3,327,506 | | | | | | 1.0 | | |
ASSET-BACKED SECURITIES: 9.6% | | |||||||||||||||
| | | Automobile Asset-Backed Securities: 1.7% | | ||||||||||||
1,200,000 | | | Carmax Auto Owner Trust 2019-3 D, 2.850%, 01/15/2026 | | | | | 1,214,134 | | | | | | 0.3 | | |
550,000 (1) | | | Oscar US Funding XI LLC 2019-2A A4, 2.680%, 09/10/2026 | | | | | 563,246 | | | | | | 0.2 | | |
550,000 | | | Santander Drive Auto Receivables Trust 2019-1 D, 3.650%, 04/15/2025 | | | | | 566,144 | | | | | | 0.2 | | |
1,000,000 | | | Santander Drive Auto Receivables Trust 2019-2 D, 3.220%, 07/15/2025 | | | | | 1,027,122 | | | | | | 0.3 | | |
150,000 | | | Santander Drive Auto Receivables Trust 2019-3 C, 2.490%, 10/15/2025 | | | | | 151,684 | | | | | | 0.0 | | |
350,000 | | | Santander Drive Auto Receivables Trust 2019-3 D, 2.680%, 10/15/2025 | | | | | 349,690 | | | | | | 0.1 | | |
600,000 (1) | | | Santander Retail Auto Lease Trust 2019-B C, 2.770%, 08/21/2023 | | | | | 600,088 | | | | | | 0.2 | | |
1,250,000 | | | Other Securities | | | | | 1,276,072 | | | | | | 0.4 | | |
| | | | | | | | 5,748,180 | | | | | | 1.7 | | |
| | | Home Equity Asset-Backed Securities: 0.1% | | ||||||||||||
610,430 (1)(7) | | | ACE Securities Corp. Mortgage Loan Trust Series 2007-D1 A2, 6.336%, 02/25/2038 | | | | | 578,283 | | | | | | 0.1 | | |
| | |||||||||||||||
| | | Other Asset-Backed Securities: 7.6% | | ||||||||||||
150,000 (1) | | | Applebee’s Funding LLC / IHOP Funding LLC 2019-1A A2II, 4.723%, 06/07/2049 | | | | | 129,246 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
400,000 (1) | | | Applebee’s Funding LLC / IHOP Funding LLC 2019-1A A2I, 4.194%, 06/07/2049 | | | | $ | 355,032 | | | | | | 0.1 | | |
300,000 (1) | | | Babson CLO Ltd. 2018-3A C, 3.035%, (US0003M + 1.900)%, 07/20/2029 | | | | | 287,185 | | | | | | 0.1 | | |
750,000 (1) | | | Benefit Street Partners CLO II Ltd. 2013-IIA BR, 3.769%, (US0003M + 2.550)%, 07/15/2029 | | | | | 721,741 | | | | | | 0.2 | | |
750,000 (1) | | | Benefit Street Partners CLO X Ltd. 2016-10A BR, 3.619%, (US0003M + 2.400)%, 01/15/2029 | | | | | 723,259 | | | | | | 0.2 | | |
700,000 (1) | | | Dryden 43 Senior Loan Fund 2016-43A CR, 3.535%, (US0003M + 2.400)%, 07/20/2029 | | | | | 692,499 | | | | | | 0.2 | | |
439,217 (1) | | | J.G. Wentworth XXXVIII LLC 2017-1A A, 3.990%, 08/16/2060 | | | | | 493,292 | | | | | | 0.2 | | |
750,000 (1) | | | LCM XV L.P. 15A CR, 3.535%, (US0003M + 2.400)%, 07/20/2030 | | | | | 716,296 | | | | | | 0.2 | | |
750,000 (1) | | | Neuberger Berman CLO XVII Ltd. 2014-17A CR2, 3.098%, (US0003M + 2.000)%, 04/22/2029 | | | | | 725,860 | | | | | | 0.2 | | |
1,000,000 (1) | | | Neuberger Berman Loan Advisers CLO 25 Ltd. 2017-25A C, 3.285%, (US0003M + 2.150)%, 10/18/2029 | | | | | 971,946 | | | | | | 0.3 | | |
750,000 (1) | | | Neuberger Berman Loan Advisers CLO 33 Ltd. 2019-33A C, 3.626%, (US0003M + 2.450)%, 10/16/2032 | | | | | 732,580 | | | | | | 0.2 | | |
800,000 (1) | | | Palmer Square Loan Funding 2019-2A B Ltd., 3.385%, (US0003M + 2.250)%, 04/20/2027 | | | | | 784,116 | | | | | | 0.2 | | |
750,000 (1) | | | Palmer Square Loan Funding 2020-2A B Ltd., 3.359%, (US0003M + 2.250)%, 04/20/2028 | | | | | 737,452 | | | | | | 0.2 | | |
500,000 (1) | | | Shackleton CLO Ltd. 2019-15A C, 4.703%, (US0003M + 2.800)%, 01/15/2030 | | | | | 491,717 | | | | | | 0.2 | | |
Voya Balanced Income Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
500,000 (1) | | | Silver Creek CLO Ltd. 2014-1A CR, 3.435%, (US0003M + 2.300)%, 07/20/2030 | | | | $ | 481,969 | | | | | | 0.1 | | |
500,000 (1) | | | BlueMountain CLO XXV Ltd. 2019-25A C, 3.669%, (US0003M + 2.450)%, 07/15/2032 | | | | | 479,265 | | | | | | 0.1 | | |
390,000 (1) | | | Domino’s Pizza Master Issuer LLC 2017-1A A2II, 3.082%, 07/25/2047 | | | | | 400,364 | | | | | | 0.1 | | |
606,203 (1) | | | Domino’s Pizza Master Issuer LLC 2018-1A A2I, 4.116%, 07/25/2048 | | | | | 648,028 | | | | | | 0.2 | | |
500,000 (1) | | | Dryden 75 CLO Ltd. 2019-75A CR, 3.619%, (US0003M + 2.400)%, 07/15/2030 | | | | | 491,190 | | | | | | 0.2 | | |
750,000 (1) | | | LCM XXII Ltd. 22A BR, 3.135%, (US0003M + 2.000)%, 10/20/2028 | | | | | 706,657 | | | | | | 0.2 | | |
1,200,000 (1) | | | LCM XXIV Ltd. 24A C, 3.385%, (US0003M + 2.250)%, 03/20/2030 | | | | | 1,140,933 | | | | | | 0.4 | | |
500,000 (1) | | | Madison Park Funding XXI Ltd. 2016-21A BR, 4.069%, (US0003M + 2.850)%, 10/15/2032 | | | | | 489,759 | | | | | | 0.1 | | |
650,000 (1) | | | Marlette Funding Trust 2019-3A B, 3.070%, 09/17/ 2029 | | | | | 647,816 | | | | | | 0.2 | | |
514,151 (1) | | | Mill City Solar Loan 2019-2GS A Ltd., 3.690%, 07/20/2043 | | | | | 520,004 | | | | | | 0.2 | | |
858,844 (1) | | | Mosaic Solar Loans 2017-2A A LLC, 3.820%, 06/22/2043 | | | | | 886,604 | | | | | | 0.3 | | |
750,000 (1) | | | OCP Clo 2019-17A C1 Ltd., 3.685%, (US0003M + 2.550)%, 07/20/2032 | | | | | 718,474 | | | | | | 0.2 | | |
250,000 (1) | | | Octagon Loan Funding Ltd. 2014-1A CRR, 2.586%, (US0003M + 2.200)%, 11/18/2031 | | | | | 235,182 | | | | | | 0.1 | | |
750,000 (1) | | | OHA Credit Funding 3 Ltd. 2019-3A C, 3.585%, (US0003M + 2.450)%, 07/20/2032 | | | | | 725,266 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
1,000,000 (1) | | | Palmer Square CLO 2015-1A BR2 Ltd., 2.624%, (US0003M + 2.250)%, 05/21/2029 | | | | $ | 984,716 | | | | | | 0.3 | | |
150,000 (1) | | | Sofi Consumer Loan Program 2018-2 B Trust, 3.790%, 04/26/2027 | | | | | 154,655 | | | | | | 0.1 | | |
150,000 (1) | | | SoFi Consumer Loan Program 2018-4 B Trust, 3.960%, 11/26/2027 | | | | | 151,575 | | | | | | 0.0 | | |
1,000,000 (1) | | | SoFi Consumer Loan Program 2019-3 D Trust, 3.890%, 05/25/2028 | | | | | 1,005,325 | | | | | | 0.3 | | |
200,000 (1) | | | SoFi Consumer Loan Program 2019-4 C Trust, 2.840%, 08/25/2028 | | | | | 192,567 | | | | | | 0.1 | | |
100,000 (1) | | | SoFi Consumer Loan Program 2019-4 D Trust, 3.480%, 08/25/2028 | | | | | 82,329 | | | | | | 0.0 | | |
400,000 (1) | | | SoFi Consumer Loan Program 2020-1 C Trust, 2.500%, 01/25/2029 | | | | | 342,272 | | | | | | 0.1 | | |
364,857 (1) | | | Sunrun Xanadu Issuer 2019-1A A LLC, 3.980%, 06/30/2054 | | | | | 358,419 | | | | | | 0.1 | | |
750,000 (1) | | | THL Credit Wind River 2016-1A CR CLO Ltd., 3.319%, (US0003M + 2.100)%, 07/15/2028 | | | | | 717,499 | | | | | | 0.2 | | |
2,000,000 (1)(7) | | | Towd Point Mortgage Trust 2015-4 M2, 3.750%, 04/25/2055 | | | | | 2,148,072 | | | | | | 0.6 | | |
180,000 (1)(7) | | | Towd Point Mortgage Trust 2015-6 M2, 3.750%, 04/25/2055 | | | | | 190,713 | | | | | | 0.1 | | |
1,170,000 (1) | | | Wendy’s Funding LLC 2018-1A A2II, 3.884%, 03/15/2048 | | | | | 1,237,169 | | | | | | 0.3 | | |
245,000 (1) | | | Wendy’s Funding LLC 2019-1A A2I, 3.783%, 06/15/2049 | | | | | 258,931 | | | | | | 0.1 | | |
780,000 (1) | | | Westcott Park CLO Ltd. 2016-1A CR, 3.385%, (US0003M + 2.250)%, 07/20/2028 | | | | | 768,592 | | | | | | 0.2 | | |
| | | | | | | | 25,726,566 | | | | | | 7.6 | | |
Voya Balanced Income Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Student Loan Asset-Backed Securities: 0.2% | | ||||||||||||
600,000 (1) | | | Sofi Professional Loan Program 2019-C BFX LLC, 3.050%, 11/16/2048 | | | | $ | 602,291 | | | | | | 0.2 | | |
| | | Total Asset-Backed Securities (Cost $32,883,067) | | | | | 32,655,320 | | | | | | 9.6 | | |
COMMERCIAL MORTGAGE-BACKED SECURITIES: 10.9% | | |||||||||||||||
330,000 (1)(7) | | | BAMLL Re-REMIC Trust 2016-FRR16 B, 0.993%, 05/27/2021 | | | | | 319,744 | | | | | | 0.1 | | |
650,000 (1) | | | BANK 2017-BNK4 D, 3.357%, 05/15/2050 | | | | | 446,359 | | | | | | 0.1 | | |
2,000,000 (1)(7) | | | BANK 2017-BNK5 D, 3.078%, 06/15/2060 | | | | | 1,402,243 | | | | | | 0.4 | | |
1,170,000 (1) | | | BANK 2017-BNK8 D, 2.600%, 11/15/2050 | | | | | 821,737 | | | | | | 0.2 | | |
1,460,000 (1) | | | BANK 2019-BNK17 D, 3.000%, 04/15/2052 | | | | | 1,201,720 | | | | | | 0.4 | | |
1,000,000 (1)(7) | | | BENCHMARK 2018-B3 D Mortgage Trust, 3.208%, 04/10/2051 | | | | | 679,380 | | | | | | 0.2 | | |
12,405,821 (7)(8) | | | BENCHMARK 2019-B10 XA Mortgage Trust, 1.393%, 03/15/2062 | | | | | 1,028,871 | | | | | | 0.3 | | |
5,499,227 (7)(8) | | | Benchmark 2020-B17 XA Mortgage Trust, 1.542%, 03/15/2053 | | | | | 526,994 | | | | | | 0.2 | | |
764,320 (1) | | | BX Commercial Mortgage Trust 2019-XL J, 2.835%, (US0001M + 2.650)%, 10/15/2036 | | | | | 725,416 | | | | | | 0.2 | | |
580,000 (1) | | | BX Commercial Mortgage Trust 2020-BXLP G, 2.685%, (US0001M + 2.500)%, 12/15/2029 | | | | | 554,007 | | | | | | 0.2 | | |
210,000 (1)(7) | | | BX Trust 2019-OC11 E, 4.076%, 12/09/2041 | | | | | 189,111 | | | | | | 0.1 | | |
170,000 (1) | | | BXMT 2017-FL1 B Ltd., 1.694%, (US0001M + 1.500)%, 06/15/2035 | | | | | 167,244 | | | | | | 0.1 | | |
160,000 (1) | | | BXMT 2020-FL2 B Ltd., 1.594%, (US0001M + 1.400)%, 02/16/2037 | | | | | 150,767 | | | | | | 0.0 | | |
2,000,000 (1)(7) | | | CALI Mortgage Trust 2019-101C E, 4.469%, 03/10/2039 | | | | | 2,029,179 | | | | | | 0.6 | | |
16,231,942 (7)(8) | | | Citigroup Commercial Mortgage Trust 2019-C7 XA, 1.007%, 12/15/2072 | | | | | 1,035,223 | | | | | | 0.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
2,350,000 (1)(7) | | | Citigroup Commercial Mortgage Trust 2013-GC15 D, 5.387%, 09/10/2046 | | | | $ | 2,146,197 | | | | | | 0.6 | | |
130,000 (1)(7) | | | COMM 2013-CR10 E Mortgage Trust, 4.949%, 08/10/2046 | | | | | 109,559 | | | | | | 0.0 | | |
650,000 (1)(7) | | | COMM 2014-LC15 D Mortgage Trust, 5.150%, 04/10/2047 | | | | | 469,957 | | | | | | 0.2 | | |
2,000,000 (7) | | | COMM 2015-CCRE26 D Mortgage Trust, 3.630%, 10/10/2048 | | | | | 1,422,244 | | | | | | 0.4 | | |
520,000 (1) | | | Credit Suisse Mortgage Capital Certificates 2019-ICE4 F, 2.835%, (US0001M + 2.650)%, 05/15/2036 | | | | | 493,957 | | | | | | 0.1 | | |
2,000,000 (7) | | | Csail 2015-C2 C Commercial Mortgage Trust, 4.330%, 06/15/2057 | | | | | 1,188,649 | | | | | | 0.4 | | |
190,000 (1)(7) | | | DBUBS 2017-BRBK E Mortgage Trust, 3.648%, 10/10/2034 | | | | | 187,690 | | | | | | 0.1 | | |
350,000 (1) | | | DBUBS 2011-LC2A F Mortgage Trust, 3.823%, (US0001M + 3.650)%, 07/10/2044 | | | | | 247,101 | | | | | | 0.1 | | |
1,460,000 (7)(8) | | | Freddie Mac Multifamily Structured Pass Through Certificates K109 X1, 1.700%, 04/25/2030 | | | | | 185,115 | | | | | | 0.1 | | |
205,000 (1)(7) | | | GRACE 2014-GRCE F Mortgage Trust, 3.710%, 06/10/2028 | | | | | 198,148 | | | | | | 0.1 | | |
13,764,195 (7)(8) | | | GS Mortgage Securities Trust 2019-GC39 XA, 1.295%, 05/10/2052 | | | | | 998,378 | | | | | | 0.3 | | |
410,000 (1)(7) | | | Jackson Park Trust 2019-LIC F, 3.242%, 10/14/2039 | | | | | 342,345 | | | | | | 0.1 | | |
200,000 (1)(7) | | | JPMBB Commercial Mortgage Securities Trust 2013-C17 F, 3.867%, 01/15/2047 | | | | | 136,082 | | | | | | 0.0 | | |
370,000 (1)(7) | | | JPMCC Re-REMIC Trust 2015-FRR2 AK36, 2.184%, 12/27/2046 | | | | | 367,477 | | | | | | 0.1 | | |
27,520,998 (7)(8) | | | JPMDB Commercial Mortgage Securities Trust 2018-C8 XA, 0.803%, 06/15/2051 | | | | | 929,175 | | | | | | 0.3 | | |
Voya Balanced Income Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
2,000,000 (1) | | | KNDL 2019-KNSQ E Mortgage Trust, 1.985%, (US0001M + 1.800)%, 05/15/2036 | | | | $ | 1,930,559 | | | | | | 0.6 | | |
560,000 (1) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13 F, 3.707%, 11/15/ 2046 | | | | | 365,407 | | | | | | 0.1 | | |
530,000 (1) | | | Morgan Stanley Capital I Trust 2011-C1 M, 4.193%, 09/15/2047 | | | | | 193,900 | | | | | | 0.1 | | |
1,955,000 (1)(7) | | | Morgan Stanley Capital I Trust 2016-BNK2 D, 3.000%, 11/15/2049 | | | | | 1,392,104 | | | | | | 0.4 | | |
17,704,112 (7)(8) | | | Morgan Stanley Capital I Trust 2019-L3 XA, 0.766%, 11/15/2029 | | | | | 861,132 | | | | | | 0.2 | | |
2,000,000 (1) | | | Morgan Stanley Capital I Trust 2019-PLND E, 2.335%, (US0001M + 2.150)%, 05/15/2036 | | | | | 1,724,081 | | | | | | 0.5 | | |
200,000 (1) | | | MRCD 2019-PARK E Mortgage Trust, 2.718%, 12/15/2036 | | | | | 186,168 | | | | | | 0.1 | | |
2,000,000 (1) | | | UBS Commercial Mortgage Trust 2018-NYCH C, 1.685%, (US0001M + 1.500)%, 02/15/2032 | | | | | 1,838,603 | | | | | | 0.5 | | |
140,000 (1)(7) | | | UBS-Barclays Commercial Mortgage Trust 2012-C4 D, 4.621%, 12/10/2045 | | | | | 78,091 | | | | | | 0.0 | | |
240,000 (1)(7) | | | UBS-Barclays Commercial Mortgage Trust 2012-C4 E, 4.621%, 12/10/2045 | | | | | 118,892 | | | | | | 0.0 | | |
2,240,000 (1) | | | Wells Fargo Commercial Mortgage Trust 2019-C49 D, 3.000%, 03/15/2052 | | | | | 1,447,707 | | | | | | 0.4 | | |
2,000,000 (1)(7) | | | WFRBS Commercial Mortgage Trust 2011-C5 E, 5.845%, 11/15/2044 | | | | | 1,573,318 | | | | | | 0.5 | | |
2,210,000 (1) | | | WFRBS Commercial Mortgage Trust 2013-C12 E, 3.500%, 03/15/2048 | | | | | 1,670,718 | | | | | | 0.5 | | |
1,920,000 (7) | | | WFRBS Commercial Mortgage Trust 2014-C19 C, 4.646%, 03/15/2047 | | | | | 1,819,601 | | | | | | 0.5 | | |
1,000,000 | | | Other Securities | | | | | 816,653 | | | | | | 0.2 | | |
| | | Total Commercial Mortgage-Backed Securities (Cost $42,513,355) | | | | | 36,717,003 | | | | | | 10.9 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SOVEREIGN BONDS: 1.6% | | |||||||||||||||
200,000 (1) | | | Dominican Republic International Bond, 4.500%, 01/30/2030 | | | | $ | 181,900 | | | | | | 0.0 | | |
325,000 (1) | | | Ghana Government International Bond, 6.375%, 02/11/2027 | | | | | 305,093 | | | | | | 0.1 | | |
200,000 (1) | | | Kenya Government International Bond, 7.000%, 05/22/2027 | | | | | 198,000 | | | | | | 0.1 | | |
4,621,000 | | | Other Securities | | | | | 4,759,979 | | | | | | 1.4 | | |
| | | Total Sovereign Bonds (Cost $5,551,469) | | | | | 5,444,972 | | | | | | 1.6 | | |
| | | Value | | | Percentage of Net Assets | | |||||||||
PURCHASED OPTIONS(9): 0.1% | | |||||||||||||||
| | | Total Purchased Options (Cost $144,145) | | | | | 106,642 | | | | | | 0.1 | | |
| | | Total Long-Term Investments (Cost $330,426,842) | | | | | 331,124,443 | | | | | | 98.1 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 0.6% | | |||||||||||||||
| | | Repurchase Agreements: 0.6% | | ||||||||||||
121,472 (10) | | | Barclays Capital, Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $121,472, collateralized by various U.S. Government Securities, 0.000%, Market Value plus accrued interest $123,901, due 05/15/24-08/15/47) | | | | | 121,472 | | | | | | 0.0 | | |
1,000,000 (10) | | | Citigroup, Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,000,002, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $1,020,000, due 07/31/21-05/20/70) | | | | | 1,000,000 | | | | | | 0.3 | | |
Voya Balanced Income Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
1,000,000 (10) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,000,002, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $1,020,000, due 07/31/20-07/01/50) | | | | $ | 1,000,000 | | | | | | 0.3 | | |
| | | Total Repurchase Agreements | | | | | | | | | | | | | |
| | | Total Short-Term Investments (Cost $2,121,472) | | | | | 2,121,472 | | | | | | 0.6 | | |
| | | Total Investments in Securities (Cost $332,548,314) | | | | $ | 333,245,915 | | | | | | 98.7 | | |
| | | Assets in Excess of Other Liabilities | | | | | 4,513,168 | | | | | | 1.3 | | |
| | | Net Assets | | | | $ | 337,759,083 | | | | | | 100.0 | | |
|
EUR EU Euro
US0001M 1-month LIBOR
US0003M 3-month LIBOR
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2020 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Communication Services | | | | $ | 7,715,098 | | | | | $ | 1,356,825 | | | | | $ | — | | | | | $ | 9,071,923 | | |
Consumer Discretionary | | | | | 6,516,367 | | | | | | 928,370 | | | | | | — | | | | | | 7,444,737 | | |
Consumer Staples | | | | | 10,687,003 | | | | | | 2,449,098 | | | | | | — | | | | | | 13,136,101 | | |
Energy | | | | | 2,609,331 | | | | | | 311,534 | | | | | | — | | | | | | 2,920,865 | | |
Financials | | | | | 10,353,701 | | | | | | 2,474,131 | | | | | | — | | | | | | 12,827,832 | | |
Health Care | | | | | 21,326,424 | | | | | | 2,534,116 | | | | | | — | | | | | | 23,860,540 | | |
Industrials | | | | | 11,266,891 | | | | | | 2,630,622 | | | | | | — | | | | | | 13,897,513 | | |
Information Technology | | | | | 43,382,654 | | | | | | 1,167,747 | | | | | | — | | | | | | 44,550,401 | | |
Materials | | | | | 5,647,839 | | | | | | 1,353,306 | | | | | | — | | | | | | 7,001,145 | | |
Voya Balanced Income Portfolio | as of June 30, 2020 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs# (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2020 | | ||||||||||||
Real Estate | | | | | 2,302,777 | | | | | | 200,119 | | | | | | — | | | | | | 2,502,896 | | |
Utilities | | | | | 6,324,673 | | | | | | 991,482 | | | | | | — | | | | | | 7,316,155 | | |
Total Common Stock | | | | | 128,132,758 | | | | | | 16,397,350 | | | | | | — | | | | | | 144,530,108 | | |
Exchange-Traded Funds | | | | | 643,912 | | | | | | — | | | | | | — | | | | | | 643,912 | | |
Mutual Funds | | | | | 24,823,525 | | | | | | — | | | | | | — | | | | | | 24,823,525 | | |
Preferred Stock | | | | | — | | | | | | 1,198,510 | | | | | | — | | | | | | 1,198,510 | | |
Rights | | | | | 933 | | | | | | — | | | | | | — | | | | | | 933 | | |
Purchased Options | | | | | — | | | | | | 106,642 | | | | | | — | | | | | | 106,642 | | |
Corporate Bonds/Notes | | | | | — | | | | | | 28,953,515 | | | | | | — | | | | | | 28,953,515 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 52,722,497 | | | | | | — | | | | | | 52,722,497 | | |
Asset-Backed Securities | | | | | — | | | | | | 32,655,320 | | | | | | — | | | | | | 32,655,320 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 36,717,003 | | | | | | — | | | | | | 36,717,003 | | |
Sovereign Bonds | | | | | — | | | | | | 5,444,972 | | | | | | — | | | | | | 5,444,972 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 3,327,506 | | | | | | — | | | | | | 3,327,506 | | |
Short-Term Investments | | | | | — | | | | | | 2,121,472 | | | | | | — | | | | | | 2,121,472 | | |
Total Investments, at fair value | | | | $ | 153,601,128 | | | | | $ | 179,644,787 | | | | | $ | — | | | | | $ | 333,245,915 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | | — | | | | | | 4,940 | | | | | | — | | | | | | 4,940 | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | 225,888 | | | | | | — | | | | | | 225,888 | | |
Futures | | | | | 165,359 | | | | | | — | | | | | | — | | | | | | 165,359 | | |
Total Assets | | | | $ | 153,766,487 | | | | | $ | 179,875,615 | | | | | $ | — | | | | | $ | 333,642,102 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Centrally Cleared Swaps | | | | $ | — | | | | | $ | (115,449) | | | | | $ | — | | | | | $ | (115,449) | | |
Forward Foreign Currency Contracts | | | | | — | | | | | | (216,846) | | | | | | — | | | | | | (216,846) | | |
Futures | | | | | (96,884) | | | | | | — | | | | | | — | | | | | | (96,884) | | |
Total Liabilities | | | | $ | (96,884) | | | | | $ | (332,295) | | | | | $ | — | | | | | $ | (429,179) | | |
Issuer | | | Beginning Fair Value at 12/31/19 | | | Purchases at Cost | | | Sales at Cost | | | Change in Unrealized Appreciation/ (Depreciation) | | | Ending Fair Value at 6/30/20 | | | Investment Income | | | Realized Gains/ (Losses) | | | Net Capital Gain Distributions | | ||||||||||||||||||||||||
Voya Floating Rate Fund - Class P | | | | $ | 33,156,275 | | | | | $ | 732,679 | | | | | $ | (10,689,206) | | | | | $ | (2,077,137) | | | | | $ | 21,122,611 | | | | | $ | 732,678 | | | | | $ | (1,439,206) | | | | | $ | — | | |
Voya High Yield Bond Fund - Class P | | | | | — | | | | | | 3,758,558 | | | | | | — | | | | | | (57,644) | | | | | | 3,700,914 | | | | | | 8,994 | | | | | | — | | | | | | — | | |
| | | | $ | 33,156,275 | | | | | $ | 4,491,237 | | | | | $ | (10,689,206) | | | | | $ | (2,134,781) | | | | | $ | 24,823,525 | | | | | $ | 741,672 | | | | | $ | (1,439,206) | | | | | $ | — | | |
Voya Balanced Income Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
USD 574,071 | | | SEK 5,410,369 | | | BNP Paribas | | | | | 07/17/20 | | | | | $ | (6,667) | | |
PLN 475 | | | USD 113 | | | BNP Paribas | | | | | 08/07/20 | | | | | | 7 | | |
RUB 1,436,167 | | | USD 20,766 | | | BNP Paribas | | | | | 08/07/20 | | | | | | (683) | | |
RUB 22,331,109 | | | USD 324,881 | | | BNP Paribas | | | | | 08/07/20 | | | | | | (12,610) | | |
RUB 22,201,794 | | | USD 320,281 | | | BNP Paribas | | | | | 08/07/20 | | | | | | (9,818) | | |
COP 1,235,769 | | | USD 314 | | | BNP Paribas | | | | | 08/14/20 | | | | | | 13 | | |
NOK 12,574,259 | | | USD 1,296,969 | | | Brown Brothers Harriman & Co. | | | | | 07/17/20 | | | | | | 9,491 | | |
USD 567,824 | | | SEK 5,369,389 | | | Brown Brothers Harriman & Co. | | | | | 07/17/20 | | | | | | (8,515) | | |
USD 362,741 | | | NOK 3,460,001 | | | Brown Brothers Harriman & Co. | | | | | 07/17/20 | | | | | | 3,249 | | |
USD 501,222 | | | GBP 407,903 | | | Brown Brothers Harriman & Co. | | | | | 07/17/20 | | | | | | (4,261) | | |
CAD 408,361 | | | USD 300,237 | | | Brown Brothers Harriman & Co. | | | | | 07/17/20 | | | | | | 573 | | |
CHF 842,046 | | | USD 888,561 | | | Brown Brothers Harriman & Co. | | | | | 07/17/20 | | | | | | 606 | | |
USD 568,494 | | | SEK 5,282,354 | | | Brown Brothers Harriman & Co. | | | | | 07/17/20 | | | | | | 1,497 | | |
EUR 669,531 | | | USD 751,599 | | | Brown Brothers Harriman & Co. | | | | | 07/17/20 | | | | | | 878 | | |
CHF 535,189 | | | USD 566,940 | | | Brown Brothers Harriman & Co. | | | | | 07/17/20 | | | | | | (1,801) | | |
CAD 597,077 | | | USD 440,910 | | | Brown Brothers Harriman & Co. | | | | | 07/17/20 | | | | | | (1,087) | | |
USD 444,365 | | | NOK 4,273,044 | | | Brown Brothers Harriman & Co. | | | | | 07/17/20 | | | | | | (10,848) | | |
JPY 52,746,964 | | | USD 493,708 | | | Brown Brothers Harriman & Co. | | | | | 07/17/20 | | | | | | (5,100) | | |
USD 553,043 | | | SEK 5,181,398 | | | Brown Brothers Harriman & Co. | | | | | 07/17/20 | | | | | | (3,117) | | |
USD 443,640 | | | GBP 347,753 | | | Brown Brothers Harriman & Co. | | | | | 07/17/20 | | | | | | 12,695 | | |
USD 805,697 | | | NZD 1,269,013 | | | Brown Brothers Harriman & Co. | | | | | 07/17/20 | | | | | | (13,228) | | |
CAD 1,527,537 | | | USD 1,129,764 | | | Brown Brothers Harriman & Co. | | | | | 07/17/20 | | | | | | (4,540) | | |
USD 403,880 | | | CHF 388,126 | | | Brown Brothers Harriman & Co. | | | | | 07/17/20 | | | | | | (5,966) | | |
SEK 3,755,192 | | | USD 405,195 | | | Brown Brothers Harriman & Co. | | | | | 07/17/20 | | | | | | (2,120) | | |
NOK 2,915,854 | | | USD 314,681 | | | Brown Brothers Harriman & Co. | | | | | 07/17/20 | | | | | | (11,725) | | |
SEK 3,689,146 | | | USD 401,569 | | | Brown Brothers Harriman & Co. | | | | | 07/17/20 | | | | | | (5,583) | | |
USD 965,466 | | | GBP 766,630 | | | Brown Brothers Harriman & Co. | | | | | 07/17/20 | | | | | | 15,437 | | |
USD 985,158 | | | CHF 929,220 | | | Brown Brothers Harriman & Co. | | | | | 07/17/20 | | | | | | 3,938 | | |
CAD 606,651 | | | USD 447,004 | | | Brown Brothers Harriman & Co. | | | | | 07/17/20 | | | | | | 2,040 | | |
USD 791,651 | | | GBP 633,858 | | | Brown Brothers Harriman & Co. | | | | | 07/17/20 | | | | | | 6,158 | | |
NZD 1,076,446 | | | USD 691,221 | | | Brown Brothers Harriman & Co. | | | | | 07/17/20 | | | | | | 3,435 | | |
AUD 671,304 | | | USD 464,599 | | | Brown Brothers Harriman & Co. | | | | | 07/17/20 | | | | | | (1,289) | | |
USD 602,946 | | | CAD 825,009 | | | Brown Brothers Harriman & Co. | | | | | 07/17/20 | | | | | | (4,778) | | |
USD 578,539 | | | GBP 465,661 | | | Brown Brothers Harriman & Co. | | | | | 07/17/20 | | | | | | 1,480 | | |
EUR 991,674 | | | USD 1,114,370 | | | Citibank N.A. | | | | | 07/17/20 | | | | | | 158 | | |
USD 1,587,477 | | | JPY 170,542,838 | | | Citibank N.A. | | | | | 07/17/20 | | | | | | 7,697 | | |
AUD 534,962 | | | USD 366,359 | | | Citibank N.A. | | | | | 07/17/20 | | | | | | 2,853 | | |
USD 399,519 | | | CAD 541,812 | | | Citibank N.A. | | | | | 07/17/20 | | | | | | 406 | | |
EUR 708,306 | | | USD 802,557 | | | Citibank N.A. | | | | | 07/17/20 | | | | | | (6,502) | | |
JPY 80,221,871 | | | USD 749,157 | | | Citibank N.A. | | | | | 07/17/20 | | | | | | (6,043) | | |
SEK 3,996,839 | | | USD 428,451 | | | Citibank N.A. | | | | | 07/17/20 | | | | | | 561 | | |
SEK 3,713,541 | | | USD 404,374 | | | Citibank N.A. | | | | | 07/17/20 | | | | | | (5,770) | | |
USD 385,316 | | | CHF 370,427 | | | Citibank N.A. | | | | | 07/17/20 | | | | | | (5,841) | | |
USD 561,133 | | | SEK 5,235,591 | | | Citibank N.A. | | | | | 07/17/20 | | | | | | (844) | | |
EUR 32,110 | | | USD 36,425 | | | Citibank N.A. | | | | | 07/17/20 | | | | | | (337) | | |
USD 2,678,053 | | | GBP 2,155,370 | | | Citibank N.A. | | | | | 07/17/20 | | | | | | 7,062 | | |
USD 1,897,867 | | | GBP 1,513,641 | | | Citibank N.A. | | | | | 07/17/20 | | | | | | 22,122 | | |
USD 630,049 | | | SEK 5,902,181 | | | Citibank N.A. | | | | | 07/17/20 | | | | | | (3,479) | | |
Voya Balanced Income Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Currency Purchased | | | Currency Sold | | | Counterparty | | | Settlement Date | | | Unrealized Appreciation (Depreciation) | | ||||||
CHF 539,744 | | | USD 569,282 | | | Citibank N.A. | | | | | 07/17/20 | | | | | | 667 | | |
USD 552,125 | | | RUB 40,949,544 | | | Citibank N.A. | | | | | 08/07/20 | | | | | | (20,502) | | |
IDR 87,562,411 | | | USD 5,730 | | | Citibank N.A. | | | | | 08/07/20 | | | | | | 258 | | |
USD 393,320 | | | PEN 1,351,095 | | | Citibank N.A. | | | | | 08/14/20 | | | | | | 12,136 | | |
BRL 3,379 | | | USD 580 | | | Citibank N.A. | | | | | 08/14/20 | | | | | | 40 | | |
USD 33,723 | | | NOK 315,150 | | | Deutsche Bank AG | | | | | 07/17/20 | | | | | | 979 | | |
USD 444,744 | | | JPY 48,293,321 | | | Morgan Stanley Capital Services LLC | | | | | 07/17/20 | | | | | | (2,608) | | |
CHF 1,696,711 | | | USD 1,785,799 | | | Morgan Stanley Capital Services LLC | | | | | 07/17/20 | | | | | | 5,861 | | |
USD 675,340 | | | CHF 644,254 | | | Morgan Stanley Capital Services LLC | | | | | 07/17/20 | | | | | | (4,966) | | |
CHF 2,830,311 | | | USD 2,943,154 | | | Morgan Stanley Capital Services LLC | | | | | 07/17/20 | | | | | | 45,544 | | |
EUR 724,766 | | | USD 816,459 | | | Morgan Stanley Capital Services LLC | | | | | 07/17/20 | | | | | | (1,904) | | |
CHF 1,182,461 | | | USD 1,243,357 | | | Morgan Stanley Capital Services LLC | | | | | 07/17/20 | | | | | | 5,276 | | |
USD 794,081 | | | AUD 1,145,258 | | | Morgan Stanley Capital Services LLC | | | | | 07/17/20 | | | | | | 3,665 | | |
USD 509,679 | | | EUR 448,948 | | | Morgan Stanley Capital Services LLC | | | | | 07/17/20 | | | | | | 5,112 | | |
GBP 353,423 | | | USD 449,814 | | | Morgan Stanley Capital Services LLC | | | | | 07/17/20 | | | | | | (11,843) | | |
USD 387,751 | | | CHF 370,599 | | | Morgan Stanley Capital Services LLC | | | | | 07/17/20 | | | | | | (3,587) | | |
AUD 2,314,034 | | | USD 1,585,850 | | | Morgan Stanley Capital Services LLC | | | | | 07/17/20 | | | | | | 11,214 | | |
EUR 448,439 | | | USD 507,340 | | | Morgan Stanley Capital Services LLC | | | | | 07/17/20 | | | | | | (3,346) | | |
USD 406,291 | | | CHF 390,373 | | | Morgan Stanley Capital Services LLC | | | | | 07/17/20 | | | | | | (5,928) | | |
USD 1,936,066 | | | EUR 1,732,383 | | | Morgan Stanley Capital Services LLC | | | | | 07/17/20 | | | | | | (10,936) | | |
USD 527,962 | | | NZD 821,098 | | | Morgan Stanley Capital Services LLC | | | | | 07/17/20 | | | | | | (1,912) | | |
USD 950,689 | | | NOK 9,091,308 | | | Morgan Stanley Capital Services LLC | | | | | 07/17/20 | | | | | | 6,107 | | |
USD 775,803 | | | GBP 617,147 | | | Morgan Stanley Capital Services LLC | | | | | 07/17/20 | | | | | | 11,018 | | |
USD 546,254 | | | GBP 433,474 | | | Morgan Stanley Capital Services LLC | | | | | 07/17/20 | | | | | | 9,082 | | |
JPY 86,056,403 | | | USD 803,304 | | | Standard Chartered Bank | | | | | 07/17/20 | | | | | | (6,142) | | |
SEK 3,870,570 | | | USD 413,130 | | | Standard Chartered Bank | | | | | 07/17/20 | | | | | | 2,329 | | |
AUD 2,138,836 | | | USD 1,473,510 | | | Standard Chartered Bank | | | | | 07/17/20 | | | | | | 2,638 | | |
CHF 545,658 | | | USD 574,587 | | | Standard Chartered Bank | | | | | 07/17/20 | | | | | | 1,606 | | |
PEN 85,411 | | | USD 24,717 | | | Standard Chartered Bank | | | | | 08/14/20 | | | | | | (620) | | |
| | | | | | | | | | | | | | | | $ | 9,042 | | |
|
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
CBOE Volatility Index | | | | | 15 | | | | | | 08/19/20 | | | | | $ | 477,375 | | | | | $ | (22,306) | | |
U.S. Treasury 2-Year Note | | | | | 227 | | | | | | 09/30/20 | | | | | | 50,127,985 | | | | | | 8,443 | | |
U.S. Treasury 5-Year Note | | | | | 532 | | | | | | 09/30/20 | | | | | | 66,894,844 | | | | | | 156,916 | | |
U.S. Treasury Ultra Long Bond | | | | | 70 | | | | | | 09/21/20 | | | | | | 15,270,938 | | | | | | (33,629) | | |
| | | | | | | | | | | | | | | | $ | 132,771,142 | | | | | $ | 109,424 | | |
Short Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 10-Year Note | | | | | (24) | | | | | | 09/21/20 | | | | | | (3,340,125) | | | | | | (9,172) | | |
U.S. Treasury Long Bond | | | | | (9) | | | | | | 09/21/20 | | | | | | (1,607,063) | | | | | | (3,675) | | |
U.S. Treasury Ultra 10-Year Note | | | | | (46) | | | | | | 09/21/20 | | | | | | (7,244,281) | | | | | | (28,102) | | |
| | | | | | | | | | | | | | | | $ | (12,191,469) | | | | | $ | (40,949) | | |
Voya Balanced Income Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Reference Entity/Obligation | | | Buy/Sell Protection | | | (Pay)/ Receive Financing Rate (%)(2) | | | Termination Date | | | Notional Amount(3) | | | Fair Value(4) | | | Unrealized Appreciation/ (Depreciation) | | |||||||||||||||
Prudential Financial Inc. 3.50%, due 05/15/2024 | | | Buy | | | | | (1.000) | | | | | | 12/20/24 | | | | | | USD 1,140,000 | | | | | $ | (25,349) | | | | | $ | 4,940 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | $ | (25,349) | | | | | $ | 4,940 | | |
Reference Entity/Obligation | | | Buy/Sell Protection | | | (Pay)/ Receive Financing Rate (%)(6) | | | Termination Date | | | Notional Amount(3) | | | Fair Value(4) | | | Unrealized Appreciation/ (Depreciation) | | |||||||||||||||
CDX North American Investment Grade Index, Series 33, Version 1 | | | Sell | | | | | 1.000 | | | | | | 06/20/24 | | | | | | USD 1,140,000 | | | | | | 13,566 | | | | | | (15,124) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | 13,566 | | | | | $ | (15,124) | | |
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) | | |||||||||||||||
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 0.357% | | | | Semi-Annual | | | | | 06/29/25 | | | | | | USD 28,691,000 | | | | | $ | (49,446) | | | | | $ | (49,446) | | |
Receive | | | 3-month USD-LIBOR | | | Quarterly | | | | | 0.358 | | | | Semi-Annual | | | | | 06/29/25 | | | | | | USD 28,691,000 | | | | | | (50,879) | | | | | | (50,879) | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (100,325) | | | | | $ | (100,325) | | |
Description | | | Counterparty | | | Put/Call | | | Expiration Date | | | Exercise Price | | | Number of Contracts | | | Notional Amount | | | Cost | | | Fair Value | | |||||||||||||||||||||
iShares iBoxx $High Yield Corporate Bond ETF | | | Citibank N.A. | | | | | Put | | | | | | 08/21/20 | | | | | | 77.200 | | | | | | USD 66,819 | | | | | | 5,430,821 | | | | | $ | 67,534 | | | | | $ | 69,376 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 67,534 | | | | | $ | 69,376 | | |
Description | | | Counterparty | | | Expiration Date | | | Exercise Price(1) | | | Notional Amount | | | Cost | | | Fair Value | | ||||||||||||
AUD/USD & USD/JPY Dual Digital | | | Citibank N.A. | | | | | 08/17/20 | | | | 0.6290 & 105.250 | | | | | USD 225,000 | | | | | $ | 18,450 | | | | | $ | 1,575 | | |
| | | | | | | | | | | | | | | | | | | | | | $ | 18,450 | | | | | $ | 1,575 | | |
|
Voya Balanced Income Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Description | | | Counterparty | | | Expiration Date | | | Exercise Price | | | Notional Amount | | | Cost | | | Fair Value | | |||||||||||||||
Call USD vs. Put AUD | | | Citibank N.A. | | | | | 09/14/20 | | | | | | 0.640 | | | | | | USD 5,160,000 | | | | | $ | 29,718 | | | | | $ | 20,415 | | |
Call USD vs. Put AUD | | | Morgan Stanley Capital Services LLC | | | | | 09/16/20 | | | | | | 0.640 | | | | | | USD 3,740,000 | | | | | | 28,443 | | | | | | 15,276 | | |
| | | | | | | | | | | | | | | | | | | | | | | | | $ | 58,161 | | | | | $ | 35,691 | | |
| AUD | | | – | | | Australian Dollar | |
| BRL | | | – | | | Brazilian Real | |
| CAD | | | – | | | Canadian Dollar | |
| CHF | | | – | | | Swiss Franc | |
| COP | | | – | | | Colombian Peso | |
| EUR | | | – | | | EU Euro | |
| GBP | | | – | | | British Pound | |
| IDR | | | – | | | Indonesian Rupiah | |
| JPY | | | – | | | Japanese Yen | |
| NOK | | | – | | | Norwegian Krone | |
| NZD | | | – | | | New Zealand Dollar | |
| PEN | | | – | | | Peruvian Nuevo Sol | |
| PLN | | | – | | | Polish Zloty | |
| RUB | | | – | | | Russian Ruble | |
| SEK | | | – | | | Swedish Krona | |
| USD | | | – | | | United States Dollar | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity Contracts | | | Investments in securities at value* | | | | $ | 69,376 | | |
Foreign exchange contracts | | | Investments in securities at value* | | | | | 37,266 | | |
Foreign exchange contracts | | | Unrealized appreciation on forward foreign currency contracts | | | | | 225,888 | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation** | | | | | 165,359 | | |
Credit contracts | | | Net Assets — Unrealized appreciation*** | | | | | 4,940 | | |
Total Asset Derivatives | | | | | | | $ | 502,829 | | |
Liability Derivatives | | | | | | | | | | |
Foreign exchange contracts | | | Unrealized depreciation on forward foreign currency contracts | | | | $ | 216,846 | | |
Equity Contracts | | | Net Assets — Unrealized depreciation** | | | | | 22,306 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation** | | | | | 74,578 | | |
Credit contracts | | | Net Assets — Unrealized depreciation*** | | | | | 15,124 | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation*** | | | | | 100,325 | | |
Total Liability Derivatives | | | | | | | $ | 429,179 | | |
Voya Balanced Income Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 1,463,082 | | | | | $ | 18,362 | | | | | $ | 1,481,444 | | |
Equity contracts | | | | | — | | | | | | — | | | | | | 19,069 | | | | | | — | | | | | | — | | | | | | 19,069 | | |
Foreign exchange contracts | | | | | (337,764) | | | | | | 858,581 | | | | | | — | | | | | | (74,566) | | | | | | 54,683 | | | | | | 500,934 | | |
Interest rate contracts | | | | | 178,431 | | | | | | — | | | | | | 1,653,785 | | | | | | 2,858 | | | | | | (65,180) | | | | | | 1,769,894 | | |
Total | | | | $ | (159,333) | | | | | $ | 858,581 | | | | | $ | 1,672,854 | | | | | $ | 1,391,374 | | | | | $ | 7,865 | | | | | $ | 3,771,341 | | |
Derivatives not accounted for as hedging instruments | | | Investments* | | | Forward foreign currency contracts | | | Futures | | | Swaps | | | Written options | | | Total | | ||||||||||||||||||
Credit contracts | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | (94,806) | | | | | $ | — | | | | | $ | (94,806) | | |
Equity contracts | | | | | 1,842 | | | | | | — | | | | | | (22,306) | | | | | | — | | | | | | — | | | | | | (20,464) | | |
Foreign exchange contracts | | | | | (26,078) | | | | | | (330,778) | | | | | | — | | | | | | 36,587 | | | | | | (27,689) | | | | | | (347,958) | | |
Interest rate contracts | | | | | — | | | | | | — | | | | | | 15,194 | | | | | | (100,325) | | | | | | — | | | | | | (85,131) | | |
Total | | | | $ | (24,236) | | | | | $ | (330,778) | | | | | $ | (7,112) | | | | | $ | (158,544) | | | | | $ | (27,689) | | | | | $ | (548,359) | | |
| | | BNP Paribas | | | Brown Brothers Harriman | | | Citibank N.A. | | | Deutsche Bank AG | | | Morgan Stanley Capital Services LLC | | | Standard Chartered Bank | | | Totals | | |||||||||||||||||||||
Assets: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Purchased options | | | | $ | — | | | | | $ | — | | | | | $ | 91,366 | | | | | $ | — | | | | | $ | 15,276 | | | | | $ | — | | | | | $ | 106,642 | | |
Forward foreign currency contracts | | | | | 20 | | | | | | 61,477 | | | | | | 53,960 | | | | | | 979 | | | | | | 102,879 | | | | | | 6,573 | | | | | | 225,888 | | |
Total Assets | | | | $ | 20 | | | | | $ | 61,477 | | | | | $ | 145,326 | | | | | $ | 979 | | | | | $ | 118,155 | | | | | $ | 6,573 | | | | | $ | 332,530 | | |
Liabilities: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward foreign currency contracts | | | | $ | 29,778 | | | | | $ | 83,958 | | | | | $ | 49,318 | | | | | $ | — | | | | | $ | 47,030 | | | | | $ | 6,762 | | | | | $ | 216,846 | | |
Total Liabilities | | | | $ | 29,778 | | | | | $ | 83,958 | | | | | $ | 49,318 | | | | | $ | — | | | | | $ | 47,030 | | | | | $ | 6,762 | | | | | $ | 216,846 | | |
Net OTC derivative instruments by counterparty, at fair value | | | | $ | (29,758) | | | | | $ | (22,481) | | | | | $ | 96,008 | | | | | $ | 979 | | | | | $ | 71,125 | | | | | $ | (189) | | | | | | 115,684 | | |
Total collateral pledged by the Portfolio/(Received from counterparty) | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | (71,125) | | | | | $ | — | | | | | $ | (71,125) | | |
Net Exposure(1)(2) | | | | $ | (29,758) | | | | | $ | (22,481) | | | | | $ | 96,008 | | | | | $ | 979 | | | | | $ | — | | | | | $ | (189) | | | | | $ | 44,559 | | |
Voya Balanced Income Portfolio | as of June 30, 2020 (Unaudited) (continued) |
| Cost for federal income tax purposes was $333,684,637. | | | | | | | |
| Net unrealized depreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 19,882,656 | | |
| Gross Unrealized Depreciation | | | | | (19,916,519) | | |
| Net Unrealized Depreciation | | | | $ | (33,863) | | |
Voya High Yield Portfolio | as of June 30, 2020 (Unaudited) |
| Investment Type Allocation as of June 30, 2020 (as a percentage of net assets) | | |||
| | | | | |
| Corporate Bonds/Notes | | | 95.8% | |
| Bank Loans | | | 1.2% | |
| Common Stock | | | 0.2% | |
| Convertible Bonds/Notes | | | 0.1% | |
| Preferred Stock* | | | 0.0% | |
| Other* | | | 0.0% | |
| Warrants* | | | 0.0% | |
| Assets in Excess of Other Liabilities** | | | 2.7% | |
| Net Assets | | | 100.0% | |
| * Amount is less than 0.05% | | |||
| ** Includes short-term investments | | |||
| Portfolio holdings are subject to change daily. | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: 95.8% | | |||||||||||||||
| | | Basic Materials: 5.3% | | ||||||||||||
1,250,000 (1) | | | Aruba Investments, Inc., 8.750%, 02/15/2023 | | | | $ | 1,260,806 | | | | | | 0.2 | | |
695,000 (1) | | | Cleveland-Cliffs, Inc., 6.750%, 03/15/2026 | | | | | 672,412 | | | | | | 0.1 | | |
1,450,000 (1) | | | Compass Minerals International, Inc., 6.750%, 12/01/2027 | | | | | 1,524,950 | | | | | | 0.3 | | |
475,000 (1) | | | Constellium SE, 5.625%, 06/15/2028 | | | | | 469,381 | | | | | | 0.1 | | |
1,080,000 (1) | | | Constellium SE, 5.750%, 05/15/2024 | | | | | 1,083,937 | | | | | | 0.2 | | |
250,000 (1)(2) | | | Constellium SE, 5.875%, 02/15/2026 | | | | | 251,866 | | | | | | 0.1 | | |
1,100,000 (1)(2) | | | Constellium SE, 6.625%, 03/01/2025 | | | | | 1,115,823 | | | | | | 0.2 | | |
1,150,000 (1) | | | First Quantum Minerals Ltd., 6.500%, 03/01/2024 | | | | | 1,086,871 | | | | | | 0.2 | | |
2,500,000 (2) | | | Freeport-McMoRan, Inc., 4.125%, 03/01/2028 | | | | | 2,430,837 | | | | | | 0.5 | | |
900,000 (2) | | | Freeport-McMoRan, Inc., 4.250%-4.550%, 11/14/2024-03/01/2030 | | | | | 904,991 | | | | | | 0.2 | | |
1,275,000 (1) | | | Illuminate Buyer LLC / Illuminate Holdings IV, Inc., 9.000%, 07/01/2028 | | | | | 1,332,375 | | | | | | 0.3 | | |
2,100,000 (1) | | | Novelis Corp., 5.875%, 09/30/2026 | | | | | 2,102,457 | | | | | | 0.4 | | |
950,000 (1)(2) | | | OCI NV, 5.250%, 11/01/2024 | | | | | 915,563 | | | | | | 0.2 | | |
1,275,000 (1) | | | OCI NV, 6.625%, 04/15/2023 | | | | | 1,287,750 | | | | | | 0.2 | | |
1,250,000 (1) | | | PolyOne Corp., 5.750%, 05/15/2025 | | | | | 1,288,281 | | | | | | 0.3 | | |
1,675,000 (1) | | | Schweitzer-Mauduit International, Inc., 6.875%, 10/01/2026 | | | | | 1,718,651 | | | | | | 0.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Basic Materials (continued) | | ||||||||||||
1,415,000 (1) | | | SPCM SA, 4.875%, 09/15/2025 | | | | $ | 1,430,402 | | | | | | 0.3 | | |
740,000 (1) | | | Trinseo Materials Operating SCA / Trinseo Materials Finance, Inc., 5.375%, 09/01/2025 | | | | | 703,463 | | | | | | 0.1 | | |
1,270,000 (1)(2) | | | Tronox, Inc., 6.500%, 04/15/2026 | | | | | 1,190,498 | | | | | | 0.2 | | |
210,000 (1) | | | Tronox, Inc., 6.500%, 05/01/2025 | | | | | 211,444 | | | | | | 0.0 | | |
1,325,000 (1) | | | WR Grace & Co-Conn, 4.875%, 06/15/2027 | | | | | 1,348,890 | | | | | | 0.3 | | |
3,025,000 (3) | | | Other Securities | | | | | 2,864,066 | | | | | | 0.6 | | |
| | | | | | | | 27,195,714 | | | | | | 5.3 | | |
| | | Communications: 20.1% | | ||||||||||||
1,300,000 (1) | | | Altice Finco SA, 7.625%, 02/15/2025 | | | | | 1,356,751 | | | | | | 0.3 | | |
1,200,000 (1)(2) | | | Altice France Holding SA, 6.000%, 02/15/2028 | | | | | 1,141,506 | | | | | | 0.2 | | |
2,438,000 (1) | | | Altice France Holding SA, 10.500%, 05/15/2027 | | | | | 2,696,245 | | | | | | 0.6 | | |
1,025,000 (1) | | | Altice France SA/France, 7.375%, 05/01/2026 | | | | | 1,071,115 | | | | | | 0.2 | | |
1,000,000 (1) | | | Altice France SA/France, 8.125%, 02/01/2027 | | | | | 1,096,145 | | | | | | 0.2 | | |
1,350,000 (1) | | | C&W Senior Financing DAC, 7.500%, 10/15/2026 | | | | | 1,384,297 | | | | | | 0.3 | | |
250,000 (1) | | | CCO Holdings LLC / CCO Holdings Capital Corp., 4.500%, 05/01/2032 | | | | | 253,438 | | | | | | 0.1 | | |
725,000 (1) | | | CCO Holdings LLC / CCO Holdings Capital Corp., 4.750%, 03/01/2030 | | | | | 742,922 | | | | | | 0.1 | | |
2,650,000 (1) | | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/2027 | | | | | 2,745,532 | | | | | | 0.5 | | |
1,215,000 (1) | | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.000%, 02/01/2028 | | | | | 1,255,703 | | | | | | 0.3 | | |
1,560,000 (1) | | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.500%, 05/01/2026 | | | | | 1,620,208 | | | | | | 0.3 | | |
2,600,000 (1) | | | CCO Holdings LLC / CCO Holdings Capital Corp., 5.750%, 02/15/2026 | | | | | 2,695,017 | | | | | | 0.5 | | |
2,300,000 (1) | | | CommScope Tech Finance LLC, 6.000%, 06/15/2025 | | | | | 2,227,090 | | | | | | 0.4 | | |
275,000 (1) | | | CommScope Technologies LLC, 5.000%, 03/15/2027 | | | | | 248,520 | | | | | | 0.0 | | |
830,000 (1) | | | CommScope, Inc., 7.125%, 07/01/2028 | | | | | 832,158 | | | | | | 0.2 | | |
2,150,000 (1) | | | Connect Finco SARL / Connect US Finco LLC, 6.750%, 10/01/2026 | | | | | 2,035,835 | | | | | | 0.4 | | |
3,150,000 (2) | | | CSC Holdings LLC, 5.250%, 06/01/2024 | | | | | 3,353,096 | | | | | | 0.7 | | |
1,550,000 (1) | | | CSC Holdings LLC, 5.500%, 05/15/2026 | | | | | 1,595,376 | | | | | | 0.3 | | |
Voya High Yield Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
1,125,000 (1) | | | CSC Holdings LLC, 5.750%, 01/15/2030 | | | | $ | 1,176,632 | | | | | | 0.2 | | |
850,000 (1) | | | CSC Holdings LLC, 7.500%, 04/01/2028 | | | | | 930,032 | | | | | | 0.2 | | |
1,725,000 (1) | | | Cumulus Media New Holdings, Inc., 6.750%, 07/01/2026 | | | | | 1,596,427 | | | | | | 0.3 | | |
903,000 (1) | | | Diamond Sports Group LLC / Diamond Sports Finance Co., 5.375%, 08/15/2026 | | | | | 659,118 | | | | | | 0.1 | | |
2,479,000 (1) | | | Diamond Sports Group LLC / Diamond Sports Finance Co., 6.625%, 08/15/2027 | | | | | 1,335,016 | | | | | | 0.3 | | |
1,160,000 (1) | | | DISH DBS Corp., 7.375%, 07/01/2028 | | | | | 1,158,550 | | | | | | 0.2 | | |
3,825,000 (2) | | | DISH DBS Corp., 5.000%-5.875%, 07/15/2022-11/15/2024 | | | | | 3,843,432 | | | | | | 0.8 | | |
700,000 (1) | | | Dolya Holdco 18 DAC, 5.000%, 07/15/2028 | | | | | 694,540 | | | | | | 0.1 | | |
1,425,000 (1)(2) | | | Entercom Media Corp., 7.250%, 11/01/2024 | | | | | 1,244,944 | | | | | | 0.2 | | |
415,000 (1) | | | Expedia Group, Inc., 6.250%, 05/01/2025 | | | | | 444,017 | | | | | | 0.1 | | |
210,000 (1) | | | Expedia Group, Inc., 7.000%, 05/01/2025 | | | | | 218,832 | | | | | | 0.0 | | |
750,000 (1)(4) | | | Frontier Communications Corp., 8.000%, 04/01/2027 | | | | | 762,510 | | | | | | 0.2 | | |
1,225,000 (1) | | | Gray Television, Inc., 7.000%, 05/15/2027 | | | | | 1,258,871 | | | | | | 0.2 | | |
750,000 (1) | | | GTT Communications, Inc., 7.875%, 12/31/2024 | | | | | 396,094 | | | | | | 0.1 | | |
650,000 (1) | | | iHeartCommunications, Inc., 5.250%, 08/15/2027 | | | | | 623,474 | | | | | | 0.1 | | |
2,125,000 (2) | | | iHeartCommunications, Inc., 8.375%, 05/01/2027 | | | | | 1,951,143 | | | | | | 0.4 | | |
2,150,000 (1) | | | LCPR Senior Secured Financing DAC, 6.750%, 10/15/2027 | | | | | 2,196,633 | | | | | | 0.4 | | |
965,000 (1) | | | Match Group, Inc., 4.125%, 08/01/2030 | | | | | 946,453 | | | | | | 0.2 | | |
275,000 (1) | | | Match Group, Inc., 4.625%, 06/01/2028 | | | | | 279,269 | | | | | | 0.0 | | |
1,350,000 (1) | | | MDC Partners, Inc., 6.500%, 05/01/2024 | | | | | 1,259,719 | | | | | | 0.2 | | |
1,200,000 (1) | | | Midcontinent Communications / Midcontinent Finance Corp., 5.375%, 08/15/2027 | | | | | 1,222,728 | | | | | | 0.2 | | |
450,000 (1) | | | Netflix, Inc., 4.875%, 06/15/2030 | | | | | 481,977 | | | | | | 0.1 | | |
2,450,000 | | | Netflix, Inc., 5.875%, 11/15/2028 | | | | | 2,790,758 | | | | | | 0.5 | | |
925,000 (1)(2) | | | Nexstar Broadcasting, Inc., 5.625%, 08/01/2024 | | | | | 934,347 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Communications (continued) | | ||||||||||||
1,600,000 (1) | | | Nexstar Broadcasting, Inc., 5.625%, 07/15/2027 | | | | $ | 1,604,048 | | | | | | 0.3 | | |
510,000 (1) | | | Sinclair Television Group, Inc., 5.125%, 02/15/2027 | | | | | 465,916 | | | | | | 0.1 | | |
1,750,000 (1) | | | Sirius XM Radio, Inc., 5.000%, 08/01/2027 | | | | | 1,797,749 | | | | | | 0.4 | | |
2,475,000 | | | Sprint Communications, Inc., 6.000%, 11/15/2022 | | | | | 2,613,885 | | | | | | 0.5 | | |
3,100,000 | | | Sprint Corp., 7.125%, 06/15/2024 | | | | | 3,505,914 | | | | | | 0.7 | | |
2,100,000 | | | Sprint Corp., 7.625%, 03/01/2026 | | | | | 2,483,638 | | | | | | 0.5 | | |
270,000 (1) | | | TEGNA, Inc., 4.625%, 03/15/2028 | | | | | 249,973 | | | | | | 0.1 | | |
1,625,000 (1) | | | TEGNA, Inc., 5.000%, 09/15/2029 | | | | | 1,532,602 | | | | | | 0.3 | | |
2,150,000 (1) | | | Terrier Media Buyer, Inc., 8.875%, 12/15/2027 | | | | | 2,066,687 | | | | | | 0.4 | | |
700,000 | | | T-Mobile USA, Inc., 5.125%, 04/15/2025 | | | | | 717,931 | | | | | | 0.1 | | |
2,650,000 | | | T-Mobile USA, Inc., 6.500%, 01/15/2026 | | | | | 2,772,390 | | | | | | 0.6 | | |
1,940,000 (1)(2) | | | Univision Communications, Inc., 6.625%, 06/01/2027 | | | | | 1,859,975 | | | | | | 0.4 | | |
600,000 (1) | | | Univision Communications, Inc., 9.500%, 05/01/2025 | | | | | 639,000 | | | | | | 0.1 | | |
1,600,000 (1) | | | ViaSat, Inc., 5.625%, 09/15/2025 | | | | | 1,536,168 | | | | | | 0.3 | | |
300,000 (1)(2) | | | ViaSat, Inc., 5.625%, 04/15/2027 | | | | | 307,819 | | | | | | 0.1 | | |
750,000 (1) | | | ViaSat, Inc., 6.500%, 07/15/2028 | | | | | 752,033 | | | | | | 0.1 | | |
1,400,000 (1) | | | Virgin Media Secured Finance PLC, 5.500%, 05/15/2029 | | | | | 1,477,973 | | | | | | 0.3 | | |
250,000 (1) | | | VTR Comunicaciones SpA, 5.125%, 01/15/2028 | | | | | 256,375 | | | | | | 0.1 | | |
750,000 (1) | | | VTR Finance NV, 6.375%, 07/15/2028 | | | | | 773,453 | | | | | | 0.2 | | |
2,000,000 (1) | | | Zayo Group Holdings, Inc., 6.125%, 03/01/2028 | | | | | 1,948,440 | | | | | | 0.4 | | |
16,075,000 (3) | | | Other Securities | | | | | 16,336,064 | | | | | | 3.2 | | |
| | | | | | | | 102,454,503 | | | | | | 20.1 | | |
| | | Consumer, Cyclical: 20.0% | | ||||||||||||
3,725,000 (1) | | | 1011778 BC ULC / New Red Finance, Inc., 5.000%, 10/15/2025 | | | | | 3,712,689 | | | | | | 0.7 | | |
875,000 (1) | | | Adams Homes, Inc., 7.500%, 02/15/2025 | | | | | 862,422 | | | | | | 0.2 | | |
1,975,000 (1) | | | Adient Global Holdings Ltd., 4.875%, 08/15/2026 | | | | | 1,637,838 | | | | | | 0.3 | | |
500,000 (1) | | | Adient US LLC, 9.000%, 04/15/2025 | | | | | 540,787 | | | | | | 0.1 | | |
1,575,000 (1)(2) | | | Allison Transmission, Inc., 5.875%, 06/01/2029 | | | | | 1,642,575 | | | | | | 0.3 | | |
Voya High Yield Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
910,000 (1)(2) | | | AMC Entertainment Holdings, Inc., 10.500%, 04/15/2025 | | | | $ | 741,718 | | | | | | 0.1 | | |
700,000 (1) | | | Asbury Automotive Group, Inc., 4.500%, 03/01/2028 | | | | | 681,187 | | | | | | 0.1 | | |
700,000 (1)(2) | | | Asbury Automotive Group, Inc., 4.750%, 03/01/2030 | | | | | 684,250 | | | | | | 0.2 | | |
250,000 (1) | | | Ashton Woods USA LLC / Ashton Woods Finance Co., 6.625%, 01/15/2028 | | | | | 246,250 | | | | | | 0.1 | | |
700,000 (1) | | | Ashton Woods USA LLC / Ashton Woods Finance Co., 6.750%, 08/01/2025 | | | | | 690,301 | | | | | | 0.1 | | |
1,500,000 (1) | | | Boyd Gaming Corp., 8.625%, 06/01/2025 | | | | | 1,570,312 | | | | | | 0.3 | | |
1,575,000 (1) | | | Caesars Resort Collection LLC / CRC Finco, Inc., 5.250%, 10/15/2025 | | | | | 1,372,628 | | | | | | 0.3 | | |
950,000 (1) | | | CCM Merger, Inc., 6.000%, 03/15/2022 | | | | | 943,469 | | | | | | 0.2 | | |
2,300,000 | | | Century Communities, Inc., 5.875%, 07/15/2025 | | | | | 2,296,883 | | | | | | 0.4 | | |
1,425,000 (1) | | | Cinemark USA, Inc., 8.750%, 05/01/2025 | | | | | 1,481,109 | | | | | | 0.3 | | |
895,000 (1) | | | Colt Merger Sub, Inc., 6.250%, 07/01/2025 | | | | | 890,257 | | | | | | 0.2 | | |
745,000 (1) | | | Colt Merger Sub, Inc., 8.125%, 07/01/2027 | | | | | 726,375 | | | | | | 0.1 | | |
275,000 (1)(5) | | | Core & Main Holdings L.P., 8.625% (PIK Rate 9.375%, Cash Rate 8.625)%, 09/15/2024 | | | | | 276,271 | | | | | | 0.1 | | |
1,925,000 (1) | | | Core & Main L.P., 6.125%, 08/15/2025 | | | | | 1,924,548 | | | | | | 0.4 | | |
2,600,000 (2) | | | Dana, Inc., 5.500%, 12/15/2024 | | | | | 2,628,977 | | | | | | 0.5 | | |
535,000 | | | Dana, Inc., 5.625%, 06/15/2028 | | | | | 532,427 | | | | | | 0.1 | | |
825,000 (1) | | | Delta Air Lines, Inc., 7.000%, 05/01/2025 | | | | | 852,488 | | | | | | 0.1 | | |
2,240,000 | | | Delta Air Lines, Inc., 2.900%-7.375%, 10/28/2024-01/15/2026 | | | | | 1,874,849 | | | | | | 0.4 | | |
6,125,000 | | | Ford Motor Credit Co. LLC, 4.250%-5.584%, 09/20/2022-05/03/2029 | | | | | 6,020,215 | | | | | | 1.2 | | |
1,075,000 (1)(2) | | | Golden Entertainment, Inc., 7.625%, 04/15/2026 | | | | | 992,187 | | | | | | 0.2 | | |
1,800,000 (1) | | | Golden Nugget, Inc., 6.750%, 10/15/2024 | | | | | 1,296,000 | | | | | | 0.2 | | |
385,000 (1) | | | Hilton Domestic Operating Co., Inc., 5.750%, 05/01/2028 | | | | | 390,534 | | | | | | 0.1 | | |
1,075,000 (1) | | | IAA, Inc., 5.500%, 06/15/2027 | | | | | 1,113,802 | | | | | | 0.2 | | |
1,150,000 (1) | | | Installed Building Products, Inc., 5.750%, 02/01/2028 | | | | | 1,154,094 | | | | | | 0.2 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
403,000 (1) | | | International Game Technology PLC, 6.250%, 02/15/2022 | | | | $ | 407,675 | | | | | | 0.1 | | |
1,150,000 (1)(2) | | | International Game Technology PLC, 6.500%, 02/15/2025 | | | | | 1,179,469 | | | | | | 0.2 | | |
215,000 (1) | | | IRB Holding Corp., 7.000%, 06/15/2025 | | | | | 221,584 | | | | | | 0.0 | | |
2,225,000 | | | L Brands, Inc., 6.750%, 07/01/2036 | | | | | 1,831,731 | | | | | | 0.3 | | |
940,000 (1) | | | L Brands, Inc., 6.875%, 07/01/2025 | | | | | 972,900 | | | | | | 0.2 | | |
415,000 (1) | | | L Brands, Inc., 9.375%, 07/01/2025 | | | | | 416,557 | | | | | | 0.1 | | |
2,000,000 | | | Lennar Corp., 5.250%, 06/01/2026 | | | | | 2,167,120 | | | | | | 0.4 | | |
775,000 | | | Lennar Corp., 5.375%, 10/01/2022 | | | | | 817,443 | | | | | | 0.2 | | |
475,000 (1) | | | Levi Strauss & Co., 5.000%, 05/01/2025 | | | | | 478,517 | | | | | | 0.1 | | |
1,425,000 (1) | | | Lions Gate Capital Holdings LLC, 5.875%, 11/01/2024 | | | | | 1,366,069 | | | | | | 0.3 | | |
2,050,000 (1)(2) | | | Mattel, Inc., 5.875%, 12/15/2027 | | | | | 2,133,230 | | | | | | 0.4 | | |
2,550,000 | | | Meritage Homes Corp., 5.125%-7.000%, 04/01/2022-06/06/2027 | | | | | 2,665,331 | | | | | | 0.5 | | |
1,675,000 (1)(2) | | | Michaels Stores, Inc., 8.000%, 07/15/2027 | | | | | 1,458,607 | | | | | | 0.3 | | |
1,650,000 (1) | | | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd., 6.500%, 06/20/2027 | | | | ��� | 1,646,403 | | | | | | 0.3 | | |
1,600,000 (1)(2) | | | Motion Bondco DAC, 6.625%, 11/15/2027 | | | | | 1,393,624 | | | | | | 0.3 | | |
1,600,000 | | | Murphy Oil USA, Inc., 4.750%-5.625%, 05/01/2027-09/15/2029 | | | | | 1,643,640 | | | | | | 0.3 | | |
1,400,000 (1) | | | Navistar International Corp., 6.625%, 11/01/2025 | | | | | 1,330,147 | | | | | | 0.3 | | |
1,425,000 (1)(2) | | | Penn National Gaming, Inc., 5.625%, 01/15/2027 | | | | | 1,334,427 | | | | | | 0.3 | | |
1,125,000 (1) | | | PetSmart, Inc., 5.875%, 06/01/2025 | | | | | 1,131,306 | | | | | | 0.2 | | |
2,150,000 (1) | | | PetSmart, Inc., 7.125%, 03/15/2023 | | | | | 2,124,286 | | | | | | 0.4 | | |
1,275,000 (1) | | | Picasso Finance Sub, Inc., 6.125%, 06/15/2025 | | | | | 1,302,094 | | | | | | 0.3 | | |
355,000 (1)(2) | | | Royal Caribbean Cruises Ltd., 9.125%, 06/15/2023 | | | | | 352,384 | | | | | | 0.1 | | |
1,500,000 (1)(2) | | | Royal Caribbean Cruises Ltd., 11.500%, 06/01/2025 | | | | | 1,564,853 | | | | | | 0.3 | | |
900,000 (1) | | | Scientific Games International, Inc., 5.000%, 10/15/2025 | | | | | 834,102 | | | | | | 0.2 | | |
Voya High Yield Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Cyclical (continued) | | ||||||||||||
600,000 (1) | | | Scientific Games International, Inc., 7.000%, 05/15/2028 | | | | $ | 481,014 | | | | | | 0.1 | | |
650,000 (1) | | | Scientific Games International, Inc., 8.250%, 03/15/2026 | | | | | 577,983 | | | | | | 0.1 | | |
650,000 (1) | | | Scientific Games International, Inc., 8.625%, 07/01/2025 | | | | | 609,180 | | | | | | 0.1 | | |
600,000 | | | Scientific Games International, Inc., 6.625%, 05/15/2021 | | | | | 602,895 | | | | | | 0.1 | | |
1,740,000 (1) | | | Six Flags Entertainment Corp., 4.875%, 07/31/2024 | | | | | 1,560,571 | | | | | | 0.3 | | |
710,000 (1) | | | Six Flags Theme Parks, Inc., 7.000%, 07/01/2025 | | | | | 737,069 | | | | | | 0.1 | | |
1,210,000 (1) | | | Speedway Motorsports LLC / Speedway Funding II, Inc., 4.875%, 11/01/2027 | | | | | 1,104,125 | | | | | | 0.2 | | |
550,000 (1) | | | Station Casinos LLC, 4.500%, 02/15/2028 | | | | | 463,719 | | | | | | 0.1 | | |
1,425,000 (1)(2) | | | Station Casinos LLC, 5.000%, 10/01/2025 | | | | | 1,258,453 | | | | | | 0.2 | | |
2,025,000 (2) | | | Tempur Sealy International, Inc., 5.500%, 06/15/2026 | | | | | 2,049,938 | | | | | | 0.4 | | |
1,150,000 (1) | | | Univar Solutions USA, Inc./Washington, 5.125%, 12/01/2027 | | | | | 1,165,307 | | | | | | 0.2 | | |
1,600,000 (1) | | | Viking Cruises Ltd., 5.875%, 09/15/2027 | | | | | 956,296 | | | | | | 0.2 | | |
830,000 (1)(2) | | | Viking Cruises Ltd., 13.000%, 05/15/2025 | | | | | 879,281 | | | | | | 0.2 | | |
415,000 (1) | | | William Carter Co/The, 5.500%, 05/15/2025 | | | | | 428,747 | | | | | | 0.1 | | |
1,425,000 (1) | | | William Carter Co/The, 5.625%, 03/15/2027 | | | | | 1,471,890 | | | | | | 0.3 | | |
1,500,000 (1) | | | Wolverine World Wide, Inc., 5.000%, 09/01/2026 | | | | | 1,448,438 | | | | | | 0.3 | | |
400,000 (1) | | | Wolverine World Wide, Inc., 6.375%, 05/15/2025 | | | | | 420,750 | | | | | | 0.1 | | |
17,029,000 (3) | | | Other Securities | | | | | 15,653,274 | | | | | | 3.1 | | |
| | | | | | | | 102,419,871 | | | | | | 20.0 | | |
| | | Consumer, Non-cyclical: 18.0% | | ||||||||||||
1,925,000 (1) | | | Acadia Healthcare Co., Inc., 5.500%, 07/01/2028 | | | | | 1,937,031 | | | | | | 0.4 | | |
725,000 (1) | | | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 4.875%, 02/15/2030 | | | | | 742,494 | | | | | | 0.2 | | |
1,500,000 (1) | | | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 5.875%, 02/15/2028 | | | | | 1,550,190 | | | | | | 0.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
2,075,000 | | | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 6.625%, 06/15/2024 | | | | $ | 2,128,950 | | | | | | 0.4 | | |
1,085,000 (1) | | | Allied Universal Holdco LLC / Allied Universal Finance Corp., 6.625%, 07/15/2026 | | | | | 1,142,771 | | | | | | 0.2 | | |
1,475,000 (1) | | | Allied Universal Holdco LLC / Allied Universal Finance Corp., 9.750%, 07/15/2027 | | | | | 1,556,848 | | | | | | 0.3 | | |
1,425,000 (1) | | | AMN Healthcare, Inc., 4.625%, 10/01/2027 | | | | | 1,391,776 | | | | | | 0.3 | | |
3,400,000 (1) | | | Bausch Health Americas, Inc., 8.500%, 01/31/2027 | | | | | 3,614,965 | | | | | | 0.7 | | |
1,375,000 (1) | | | Bausch Health Cos, Inc., 5.250%, 01/30/2030 | | | | | 1,306,071 | | | | | | 0.2 | | |
400,000 (1) | | | Bausch Health Cos, Inc., 5.500%, 11/01/2025 | | | | | 409,224 | | | | | | 0.1 | | |
800,000 (1)(2) | | | Bausch Health Cos, Inc., 6.125%, 04/15/2025 | | | | | 812,544 | | | | | | 0.2 | | |
1,100,000 (1) | | | Bausch Health Cos, Inc., 7.000%, 01/15/2028 | | | | | 1,134,859 | | | | | | 0.2 | | |
1,600,000 (1)(2) | | | Cardtronics, Inc. / Cardtronics USA, Inc., 5.500%, 05/01/2025 | | | | | 1,557,832 | | | | | | 0.3 | | |
845,000 (1) | | | Catalent Pharma Solutions, Inc., 5.000%, 07/15/2027 | | | | | 878,648 | | | | | | 0.2 | | |
2,325,000 | | | Centene Corp., 4.625%, 12/15/2029 | | | | | 2,467,453 | | | | | | 0.5 | | |
650,000 (1) | | | Centene Corp., 5.375%, 06/01/2026 | | | | | 676,471 | | | | | | 0.1 | | |
2,025,000 | | | Centene Corp., 3.375%-4.750%, 01/15/ 2025-02/15/2030 | | | | | 2,071,781 | | | | | | 0.4 | | |
1,250,000 (1) | | | Chobani LLC / Chobani Finance Corp., Inc., 7.500%, 04/15/2025 | | | | | 1,210,144 | | | | | | 0.2 | | |
1,950,000 | | | CHS/Community Health Systems, Inc., 6.250%, 03/31/2023 | | | | | 1,840,624 | | | | | | 0.4 | | |
1,860,000 (1) | | | CHS/Community Health Systems, Inc., 6.625%, 02/15/2025 | | | | | 1,753,050 | | | | | | 0.3 | | |
1,625,000 (1) | | | Cott Holdings, Inc., 5.500%, 04/01/2025 | | | | | 1,637,504 | | | | | | 0.3 | | |
1,220,000 (1) | | | DaVita, Inc., 4.625%, 06/01/2030 | | | | | 1,214,052 | | | | | | 0.2 | | |
697,000 (1)(2) | | | Endo Dac / Endo Finance LLC / Endo Finco, Inc., 6.000%, 06/30/2028 | | | | | 453,050 | | | | | | 0.1 | | |
456,000 (1)(2) | | | Endo Dac / Endo Finance LLC / Endo Finco, Inc., 9.500%, 07/31/2027 | | | | | 484,591 | | | | | | 0.1 | | |
Voya High Yield Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
2,850,000 (1) | | | Garda World Security Corp., 8.750%, 05/15/2025 | | | | $ | 2,894,503 | | | | | | 0.6 | | |
345,000 (1) | | | Garda World Security Corp., 4.625%, 02/15/2027 | | | | | 340,903 | | | | | | 0.1 | | |
840,000 (1) | | | Gartner, Inc., 4.500%, 07/01/2028 | | | | | 851,928 | | | | | | 0.2 | | |
1,500,000 (1) | | | Graham Holdings Co., 5.750%, 06/01/2026 | | | | | 1,556,535 | | | | | | 0.3 | | |
3,900,000 | | | HCA, Inc., 5.375%, 02/01/2025 | | | | | 4,188,814 | | | | | | 0.8 | | |
1,875,000 | | | HCA, Inc., 3.500%-5.625%, 09/01/2028-09/01/2030 | | | | | 1,942,164 | | | | | | 0.4 | | |
925,000 (1) | | | Hill-Rom Holdings, Inc., 4.375%, 09/15/2027 | | | | | 949,684 | | | | | | 0.2 | | |
535,000 (1) | | | Jaguar Holding Co. II / PPD Development L.P., 4.625%, 06/15/2025 | | | | | 545,473 | | | | | | 0.1 | | |
1,235,000 (1) | | | Jaguar Holding Co. II / PPD Development L.P., 5.000%, 06/15/2028 | | | | | 1,266,647 | | | | | | 0.2 | | |
1,650,000 (1) | | | JBS USA LUX SA / JBS USA Finance, Inc., 5.875%, 07/15/2024 | | | | | 1,675,270 | | | | | | 0.3 | | |
1,165,000 (1)(2) | | | JBS USA LUX SA / JBS USA Finance, Inc., 6.750%, 02/15/2028 | | | | | 1,233,234 | | | | | | 0.3 | | |
1,250,000 (1) | | | JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc., 5.500%, 01/15/2030 | | | | | 1,283,362 | | | | | | 0.2 | | |
1,425,000 (1) | | | KeHE Distributors LLC / KeHE Finance Corp., 8.625%, 10/15/2026 | | | | | 1,520,967 | | | | | | 0.3 | | |
3,325,000 | | | Kraft Heinz Foods Co., 5.000%, 07/15/2035 | | | | | 3,661,186 | | | | | | 0.7 | | |
1,075,000 (1) | | | Kraft Heinz Foods Co., 5.500%, 06/01/2050 | | | | | 1,149,793 | | | | | | 0.2 | | |
2,665,000 | | | Kraft Heinz Foods Co., 4.375%-5.000%, 06/04/2042-06/01/2046 | | | | | 2,685,751 | | | | | | 0.6 | | |
1,095,000 (1) | | | LifePoint Health, Inc., 4.375%, 02/15/2027 | | | | | 1,037,512 | | | | | | 0.2 | | |
875,000 (1) | | | Molina Healthcare, Inc., 4.375%, 06/15/2028 | | | | | 878,828 | | | | | | 0.2 | | |
2,675,000 (1) | | | MPH Acquisition Holdings LLC, 7.125%, 06/01/2024 | | | | | 2,497,741 | | | | | | 0.5 | | |
1,396,000 (1) | | | Par Pharmaceutical, Inc., 7.500%, 04/01/2027 | | | | | 1,437,245 | | | | | | 0.3 | | |
1,050,000 (1) | | | Pilgrim’s Pride Corp., 5.750%, 03/15/2025 | | | | | 1,048,467 | | | | | | 0.2 | | |
1,150,000 (1) | | | Pilgrim’s Pride Corp., 5.875%, 09/30/2027 | | | | | 1,152,892 | | | | | | 0.2 | | |
500,000 (1)(2)(5) | | | Polaris Intermediate Corp., 8.500% (PIK Rate 9.250%, Cash Rate 8.500)%, 12/01/2022 | | | | | 441,558 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical (continued) | | ||||||||||||
2,900,000 (1) | | | Post Holdings, Inc., 5.625%, 01/15/2028 | | | | $ | 3,008,214 | | | | | | 0.6 | | |
2,225,000 (1) | | | Select Medical Corp., 6.250%, 08/15/2026 | | | | | 2,254,326 | | | | | | 0.4 | | |
850,000 (1) | | | Spectrum Brands, Inc., 5.500%, 07/15/2030 | | | | | 853,187 | | | | | | 0.2 | | |
1,950,000 | | | Spectrum Brands, Inc., 5.750%, 07/15/2025 | | | | | 2,007,301 | | | | | | 0.4 | | |
2,700,000 (2) | | | Tenet Healthcare Corp., 6.750%, 06/15/2023 | | | | | 2,682,450 | | | | | | 0.5 | | |
2,090,000 | | | Tenet Healthcare Corp., 5.125%-8.125%, 04/01/2022-05/01/2025 | | | | | 2,087,851 | | | | | | 0.4 | | |
2,626,000 | | | United Rentals North America, Inc., 4.875%-6.500%, 12/15/2026-01/15/2030 | | | | | 2,724,405 | | | | | | 0.5 | | |
1,000,000 (1) | | | Vizient, Inc., 6.250%, 05/15/2027 | | | | | 1,051,060 | | | | | | 0.2 | | |
1,675,000 (1) | | | West Street Merger Sub, Inc., 6.375%, 09/01/2025 | | | | | 1,625,780 | | | | | | 0.3 | | |
3,380,000 (3) | | | Other Securities | | | | | 3,542,823 | | | | | | 0.7 | | |
| | | | | | | | 92,050,777 | | | | | | 18.0 | | |
| | | Energy: 10.9% | | ||||||||||||
920,000 (1) | | | Archrock Partners L.P. / Archrock Partners Finance Corp., 6.250%, 04/01/2028 | | | | | 844,376 | | | | | | 0.2 | | |
550,000 (1) | | | Archrock Partners L.P. / Archrock Partners Finance Corp., 6.875%, 04/01/2027 | | | | | 519,698 | | | | | | 0.1 | | |
2,200,000 (1)(2) | | | CNX Resources Corp., 7.250%, 03/14/2027 | | | | | 2,026,794 | | | | | | 0.4 | | |
2,870,000 | | | DCP Midstream Operating L.P., 5.125%-5.625%, 07/15/2025-04/01/2044 | | | | | 2,836,967 | | | | | | 0.6 | | |
2,660,000 (1) | | | Enviva Partners L.P. / Enviva Partners Finance Corp., 6.500%, 01/15/2026 | | | | | 2,771,387 | | | | | | 0.5 | | |
1,065,000 (1) | | | EQM Midstream Partners L.P., 6.000%, 07/01/2025 | | | | | 1,078,312 | | | | | | 0.2 | | |
65,000 (1) | | | EQM Midstream Partners L.P., 6.500%, 07/01/2027 | | | | | 66,744 | | | | | | 0.0 | | |
700,000 (1) | | | Hess Midstream Operations L.P., 5.125%, 06/15/2028 | | | | | 674,352 | | | | | | 0.1 | | |
1,100,000 (1) | | | Hess Midstream Operations L.P., 5.625%, 02/15/2026 | | | | | 1,090,947 | | | | | | 0.2 | | |
1,425,000 (1) | | | Indigo Natural Resources LLC, 6.875%, 02/15/2026 | | | | | 1,329,746 | | | | | | 0.3 | | |
1,070,000 (1) | | | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp., 6.000%, 08/01/2026 | | | | | 1,016,500 | | | | | | 0.2 | | |
Voya High Yield Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
1,400,000 (1) | | | Moss Creek Resources Holdings, Inc., 7.500%, 01/15/2026 | | | | $ | 704,984 | | | | | | 0.1 | | |
1,775,000 (2) | | | Murphy Oil Corp., 5.750%-5.875%, 08/15/2025-12/01/2027 | | | | | 1,588,971 | | | | | | 0.3 | | |
1,485,000 (1) | | | Nabors Industries Ltd., 7.250%, 01/15/2026 | | | | | 916,987 | | | | | | 0.2 | | |
4,325,000 | | | Occidental Petroleum Corp., 4.200%, 03/15/2048 | | | | | 2,934,296 | | | | | | 0.6 | | |
6,875,000 (2) | | | Occidental Petroleum Corp., 2.600%-8.500%, 08/13/2021-04/15/2046 | | | | | 6,276,622 | | | | | | 1.2 | | |
1,850,000 (1) | | | Parsley Energy LLC / Parsley Finance Corp., 5.625%, 10/15/2027 | | | | | 1,826,533 | | | | | | 0.4 | | |
2,800,000 | | | PBF Logistics L.P. / PBF Logistics Finance Corp., 6.875%, 05/15/2023 | | | | | 2,705,332 | | | | | | 0.5 | | |
1,525,000 (1)(2) | | | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 5.500%, 01/15/2028 | | | | | 1,323,555 | | | | | | 0.3 | | |
875,000 (1)(2) | | | Viper Energy Partners L.P., 5.375%, 11/01/2027 | | | | | 859,784 | | | | | | 0.2 | | |
725,000 | | | Western Midstream Operating L.P., 5.300%, 03/01/2048 | | | | | 591,781 | | | | | | 0.1 | | |
2,375,000 | | | Western Midstream Operating L.P., 5.450%, 04/01/2044 | | | | | 1,989,775 | | | | | | 0.4 | | |
24,680,000 (3) | | | Other Securities | | | | | 19,571,565 | | | | | | 3.8 | | |
| | | | | | | | 55,546,008 | | | | | | 10.9 | | |
| | | Financial: 4.8% | | ||||||||||||
1,250,000 (1) | | | Cushman & Wakefield US Borrower LLC, 6.750%, 05/15/2028 | | | | | 1,308,594 | | | | | | 0.2 | | |
2,225,000 (1) | | | ESH Hospitality, Inc., 5.250%, 05/01/2025 | | | | | 2,155,969 | | | | | | 0.4 | | |
1,480,000 (1)(2) | | | Freedom Mortgage Corp., 8.250%, 04/15/2025 | | | | | 1,469,810 | | | | | | 0.3 | | |
495,000 (1) | | | Iron Mountain, Inc., 5.000%, 07/15/2028 | | | | | 484,791 | | | | | | 0.1 | | |
815,000 (1) | | | Iron Mountain, Inc., 5.250%, 07/15/2030 | | | | | 800,595 | | | | | | 0.2 | | |
660,000 (1) | | | Iron Mountain, Inc., 5.625%, 07/15/2032 | | | | | 660,676 | | | | | | 0.1 | | |
1,325,000 (1) | | | LPL Holdings, Inc., 4.625%, 11/15/2027 | | | | | 1,312,578 | | | | | | 0.3 | | |
715,000 (1) | | | MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc., 4.625%, 06/15/2025 | | | | | 703,439 | | | | | | 0.1 | | |
2,550,000 | | | MPT Operating Partnership L.P. / MPT Finance Corp., 4.625%-5.500%, 05/01/2024-08/01/2029 | | | | | 2,609,158 | | | | | | 0.5 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
1,900,000 (1) | | | Quicken Loans LLC, 5.250%, 01/15/2028 | | | | $ | 1,981,520 | | | | | | 0.4 | | |
2,025,000 (1) | | | SBA Communications Corp., 3.875%, 02/15/2027 | | | | | 2,019,340 | | | | | | 0.4 | | |
2,400,000 | | | Springleaf Finance Corp., 5.375%, 11/15/2029 | | | | | 2,270,880 | | | | | | 0.5 | | |
600,000 | | | Springleaf Finance Corp., 6.625%, 01/15/2028 | | | | | 595,014 | | | | | | 0.1 | | |
6,230,000 (3) | | | Other Securities | | | | | 6,036,211 | | | | | | 1.2 | | |
| | | | | | | | 24,408,575 | | | | | | 4.8 | | |
| | | Industrial: 9.3% | | ||||||||||||
1,450,000 (1) | | | Advanced Disposal Services, Inc., 5.625%, 11/15/2024 | | | | | 1,509,660 | | | | | | 0.3 | | |
2,325,000 | | | AECOM, 5.875%, 10/15/2024 | | | | | 2,517,056 | | | | | | 0.5 | | |
1,075,000 (1) | | | Amsted Industries, Inc., 5.625%, 07/01/2027 | | | | | 1,112,421 | | | | | | 0.2 | | |
2,550,000 (1)(5) | | | ARD Finance SA, 6.500% (PIK Rate 7.250%, Cash Rate 6.500)%, 06/30/2027 | | | | | 2,527,216 | | | | | | 0.5 | | |
1,475,000 (1) | | | ATS Automation Tooling Systems, Inc., 6.500%, 06/15/2023 | | | | | 1,485,907 | | | | | | 0.3 | | |
1,400,000 (1)(2) | | | Berry Global, Inc., 5.625%, 07/15/2027 | | | | | 1,442,917 | | | | | | 0.3 | | |
2,150,000 (1) | | | BMC East LLC, 5.500%, 10/01/2024 | | | | | 2,173,962 | | | | | | 0.4 | | |
475,000 (1) | | | Bombardier, Inc., 6.000%, 10/15/2022 | | | | | 333,664 | | | | | | 0.1 | | |
1,600,000 (1) | | | Bombardier, Inc., 8.750%, 12/01/2021 | | | | | 1,307,656 | | | | | | 0.2 | | |
900,000 (1) | | | Builders FirstSource, Inc., 5.000%, 03/01/2030 | | | | | 848,111 | | | | | | 0.1 | | |
875,000 (1) | | | Builders FirstSource, Inc., 6.750%, 06/01/2027 | | | | | 898,349 | | | | | | 0.2 | | |
1,200,000 (1) | | | Cargo Aircraft Management, Inc., 4.750%, 02/01/2028 | | | | | 1,192,500 | | | | | | 0.2 | | |
1,700,000 (1) | | | Cascades, Inc./Cascades USA, Inc., 5.375%, 01/15/2028 | | | | | 1,730,812 | | | | | | 0.3 | | |
1,250,000 (1) | | | Clark Equipment Co., 5.875%, 06/01/2025 | | | | | 1,283,594 | | | | | | 0.3 | | |
750,000 (1) | | | Clean Harbors, Inc., 4.875%, 07/15/2027 | | | | | 771,892 | | | | | | 0.2 | | |
585,000 (1) | | | Clean Harbors, Inc., 5.125%, 07/15/2029 | | | | | 608,456 | | | | | | 0.1 | | |
425,000 (1)(2) | | | GFL Environmental, Inc., 4.250%, 06/01/2025 | | | | | 429,516 | | | | | | 0.1 | | |
279,000 (1) | | | GFL Environmental, Inc., 7.000%, 06/01/2026 | | | | | 291,153 | | | | | | 0.1 | | |
1,020,000 (1) | | | GFL Environmental, Inc., 8.500%, 05/01/2027 | | | | | 1,111,611 | | | | | | 0.2 | | |
1,075,000 (1)(2) | | | Granite US Holdings Corp., 11.000%, 10/01/2027 | | | | | 1,048,592 | | | | | | 0.2 | | |
Voya High Yield Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Industrial (continued) | | ||||||||||||
1,625,000 (1) | | | James Hardie International Finance DAC, 4.750%, 01/15/2025 | | | | $ | 1,659,361 | | | | | | 0.3 | | |
1,900,000 (1)(2) | | | Koppers, Inc., 6.000%, 02/15/2025 | | | | | 1,853,659 | | | | | | 0.4 | | |
1,575,000 (1) | | | Norbord, Inc., 5.750%, 07/15/2027 | | | | | 1,612,107 | | | | | | 0.3 | | |
1,875,000 (1) | | | PGT Innovations, Inc., 6.750%, 08/01/2026 | | | | | 1,900,425 | | | | | | 0.4 | | |
1,525,000 (1) | | | Plastipak Holdings, Inc., 6.250%, 10/15/2025 | | | | | 1,484,016 | | | | | | 0.3 | | |
1,370,000 (1) | | | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 5.125%, 07/15/2023 | | | | | 1,388,077 | | | | | | 0.3 | | |
487,000 (1) | | | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 7.000%, 07/15/2024 | | | | | 489,511 | | | | | | 0.1 | | |
1,375,000 (1) | | | Sealed Air Corp., 5.500%, 09/15/2025 | | | | | 1,483,137 | | | | | | 0.3 | | |
1,055,000 (1) | | | Silgan Holdings, Inc., 4.125%, 02/01/2028 | | | | | 1,048,406 | | | | | | 0.2 | | |
1,550,000 (1) | | | SSL Robotics LLC, 9.750%, 12/31/2023 | | | | | 1,662,375 | | | | | | 0.3 | | |
235,000 (1) | | | Standard Industries, Inc./NJ, 5.000%, 02/15/2027 | | | | | 238,620 | | | | | | 0.1 | | |
660,000 (1) | | | Standard Industries, Inc./NJ, 6.000%, 10/15/2025 | | | | | 681,374 | | | | | | 0.1 | | |
1,625,000 (1)(2) | | | Stevens Holding Co., Inc., 6.125%, 10/01/2026 | | | | | 1,703,910 | | | | | | 0.3 | | |
450,000 (1) | | | Summit Materials LLC / Summit Materials Finance Corp., 5.125%, 06/01/2025 | | | | | 446,015 | | | | | | 0.1 | | |
1,175,000 (1) | | | Summit Materials LLC / Summit Materials Finance Corp., 6.500%, 03/15/2027 | | | | | 1,205,621 | | | | | | 0.2 | | |
3,375,000 | | | TransDigm, Inc., 5.500%-6.500%, 05/15/2025-11/15/2027 | | | | | 3,063,379 | | | | | | 0.6 | | |
775,000 | | | Other Securities | | | | | 775,000 | | | | | | 0.2 | | |
| | | | | | | | 47,320,038 | | | | | | 9.3 | | |
| | | Technology: 5.1% | | ||||||||||||
2,400,000 (1) | | | Ascend Learning LLC, 6.875%, 08/01/2025 | | | | | 2,426,448 | | | | | | 0.5 | | |
270,000 (1) | | | Boxer Parent Co., Inc., 7.125%, 10/02/2025 | | | | | 284,087 | | | | | | 0.1 | | |
270,000 (1) | | | Boxer Parent Co., Inc., 9.125%, 03/01/2026 | | | | | 280,631 | | | | | | 0.0 | | |
1,400,000 (1) | | | Castle US Holding Corp., 9.500%, 02/15/2028 | | | | | 1,298,283 | | | | | | 0.3 | | |
725,000 (2) | | | CDW LLC / CDW Finance Corp., 5.000%, 09/01/2025 | | | | | 747,732 | | | | | | 0.1 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Technology (continued) | | ||||||||||||
2,100,000 (2) | | | CDW LLC / CDW Finance Corp., 5.500%, 12/01/2024 | | | | $ | 2,288,780 | | | | | | 0.5 | | |
3,150,000 (1) | | | Change Healthcare Holdings LLC / Change Healthcare Finance, Inc., 5.750%, 03/01/2025 | | | | | 3,117,933 | | | | | | 0.6 | | |
430,000 (1) | | | Dell International LLC / EMC Corp., 5.875%, 06/15/2021 | | | | | 430,802 | | | | | | 0.1 | | |
650,000 (1)(2) | | | Dell International LLC / EMC Corp., 7.125%, 06/15/2024 | | | | | 674,009 | | | | | | 0.1 | | |
270,000 (1) | | | Entegris, Inc., 4.375%, 04/15/2028 | | | | | 276,075 | | | | | | 0.0 | | |
385,000 (1) | | | Entegris, Inc., 4.625%, 02/10/2026 | | | | | 391,664 | | | | | | 0.1 | | |
1,955,000 (1) | | | Microchip Technology, Inc., 4.250%, 09/01/2025 | | | | | 1,972,974 | | | | | | 0.4 | | |
1,025,000 (1) | | | MTS Systems Corp., 5.750%, 08/15/2027 | | | | | 944,086 | | | | | | 0.2 | | |
500,000 (1) | | | Open Text Corp., 3.875%, 02/15/2028 | | | | | 482,265 | | | | | | 0.1 | | |
535,000 (1) | | | Open Text Corp., 5.875%, 06/01/2026 | | | | | 556,360 | | | | | | 0.1 | | |
900,000 (1) | | | Open Text Holdings, Inc., 4.125%, 02/15/2030 | | | | | 886,361 | | | | | | 0.2 | | |
1,630,000 (1) | | | RP Crown Parent LLC, 7.375%, 10/15/2024 | | | | | 1,631,866 | | | | | | 0.3 | | |
1,020,000 (1) | | | Science Applications International Corp., 4.875%, 04/01/2028 | | | | | 1,018,552 | | | | | | 0.2 | | |
2,525,000 (1) | | | Tempo Acquisition LLC / Tempo Acquisition Finance Corp., 6.750%, 06/01/2025 | | | | | 2,564,428 | | | | | | 0.5 | | |
2,500,000 (1)(2) | | | Veritas US, Inc. / Veritas Bermuda Ltd, 10.500%, 02/01/2024 | | | | | 2,246,613 | | | | | | 0.4 | | |
1,575,000 (3) | | | Other Securities | | | | | 1,557,258 | | | | | | 0.3 | | |
| | | | | | | | 26,077,207 | | | | | | 5.1 | | |
| | | Utilities: 2.3% | | ||||||||||||
1,475,000 (1) | | | Clearway Energy Operating LLC, 4.750%, 03/15/2028 | | | | | 1,505,798 | | | | | | 0.3 | | |
2,175,000 (1) | | | Drax Finco PLC, 6.625%, 11/01/2025 | | | | | 2,235,041 | | | | | | 0.4 | | |
1,950,000 (1)(2) | | | LBC Tank Terminals Holding Netherlands BV, 6.875%, 05/15/2023 | | | | | 1,975,184 | | | | | | 0.4 | | |
925,000 (1) | | | Vistra Operations Co. LLC, 5.500%, 09/01/2026 | | | | | 949,092 | | | | | | 0.2 | | |
1,250,000 (1) | | | Vistra Operations Co. LLC, 5.625%, 02/15/2027 | | | | | 1,285,550 | | | | | | 0.2 | | |
3,665,000 (3) | | | Other Securities | | | | | 3,777,777 | | | | | | 0.8 | | |
| | | | | | | | 11,728,442 | | | | | | 2.3 | | |
Voya High Yield Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Total Corporate Bonds/Notes (Cost $491,428,924) | | | | $ | 489,201,135 | | | | | | 95.8 | | |
BANK LOANS: 1.2% | | |||||||||||||||
| | | Consumer, Non-cyclical: 0.5% | | ||||||||||||
1,438,125 | | | Bellring Brands LLC - TL B 1L, 6.000%, (US0001M + 5.000)%, 10/10/2024 | | | | | 1,433,631 | | | | | | 0.3 | | |
1,290,176 | | | Envision Healthcare Corporation 2018 1st Lien Term Loan, 3.928%, (US0003M + 3.750)%, 09/28/2025 | | | | | 867,183 | | | | | | 0.2 | | |
| | | | | | | | 2,300,814 | | | | | | 0.5 | | |
| | | Containers & Glass Products: 0.2% | | ||||||||||||
988,812 | | | Reynolds Group Holdings Inc. USD 2017 Term Loan, 2.928%, (US0001M + 2.750)%, 02/05/2023 | | | | | 946,046 | | | | | | 0.2 | | |
| | | | | ||||||||||||
| | | Electronics/Electrical: 0.4% | | ||||||||||||
1,916,046 | | | Rackspace Hosting, Inc. 2017 Incremental 1st Lien Term Loan, 4.000%, (US0003M + 3.000)%, 11/03/2023 | | | | | 1,824,076 | | | | | | 0.4 | | |
| | | | | ||||||||||||
| | | Health Care: 0.1% | | ||||||||||||
747,082 | | | Bausch Health Companies, Inc. 2018 Term Loan B, 3.190%, (US0001M + 3.000)%, 06/02/2025 | | | | | 726,420 | | | | | | 0.1 | | |
| | | Total Bank Loans (Cost $6,022,347) | | | | | 5,797,356 | | | | | | 1.2 | | |
CONVERTIBLE BONDS/NOTES: 0.1% | | |||||||||||||||
| | | Communications: 0.1% | | ||||||||||||
625,000 | | | Other Securities | | | | | 575,697 | | | | | | 0.1 | | |
| | | | | ||||||||||||
| | | Financial: 0.0% | | ||||||||||||
499,200 (1)(4) | | | Lehman Brothers Holdings, Inc., 8.160%, 05/30/2009 | | | | | 1,098 | | | | | | 0.0 | | |
| | | Total Convertible Bonds/Notes (Cost $1,065,044) | | | | | 576,795 | | | | | | 0.1 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 0.2% | | |||||||||||||||
| | | Consumer Discretionary: —% | | ||||||||||||
1,476 (1)(6)(7) | | | Perseus Holding Corp. | | | | | — | | | | | | — | | |
| | | | | ||||||||||||
| | | Consumer Staples: 0.2% | | ||||||||||||
24,842 (8)(9) | | | Other Securities | | | | | 1,117,890 | | | | | | 0.2 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Energy: 0.0% | | ||||||||||||
424,443 (8)(9) | | | Other Securities | | | | $ | 5,096 | | | | | | 0.0 | | |
| | | | | ||||||||||||
| | | Health Care: 0.0% | | ||||||||||||
26 (3)(8) | | | Other Securities | | | | | 361 | | | | | | 0.0 | | |
| | | | | ||||||||||||
| | | Information Technology: 0.0% | | ||||||||||||
1 (8) | | | Other Securities | | | | | 12 | | | | | | 0.0 | | |
| | | Total Common Stock (Cost $768,535) | | | | | 1,123,359 | | | | | | 0.2 | | |
PREFERRED STOCK: —% | | |||||||||||||||
| | | Consumer Discretionary: —% | | ||||||||||||
775 (1)(6)(7) | | | Perseus Holding Corp. | | | | | — | | | | | | — | | |
| | | Total Preferred Stock (Cost $—) | | | | | — | | | | | | — | | |
WARRANTS: —% | | |||||||||||||||
| | | Health Care: —% | | ||||||||||||
252 (8)(9) | | | Other Securities | | | | | — | | | | | | — | | |
| | | Total Warrants (Cost $—) | | | | | — | | | | | | — | | |
OTHER(10): —% | | |||||||||||||||
| | | Communications: —% | | ||||||||||||
1,445,000 (6)(11) | | | Millicom International Cellular S.A. (Escrow) | | | | | — | | | | | | — | | |
| | | | | ||||||||||||
| | | Energy: —% | | ||||||||||||
2,000 (6)(11) | | | Green Field Energy Services, Inc. (Escrow) | | | | | — | | | | | | — | | |
| | | Total Other (Cost $—) | | | | | — | | | | | | — | | |
| | | Total Long-Term Investments (Cost $499,284,850) | | | | | 496,698,645 | | | | | | 97.3 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 15.0% | | |||||||||||||||
| | | Floating Rate Notes: 0.6% | | ||||||||||||
800,000 (12) | | | Bank of Montreal, 0.200%, 07/13/2020 | | | | | 800,017 | | | | | | 0.1 | | |
375,000 (12) | | | J.P. Morgan Securities LLC, 0.360%, 07/08/2020 | | | | | 375,017 | | | | | | 0.1 | | |
950,000 (12) | | | National Bank of Canada, 1.180%, 07/16/2020 | | | | | 950,033 | | | | | | 0.2 | | |
950,000 (12) | | | Oversea-Chinese Banking Corp., Ltd., 0.300%, 07/15/2020 | | | | | 950,058 | | | | | | 0.2 | | |
| | | Total Floating Rate Notes (Cost $3,075,125) | | | | | 3,075,125 | | | | | | 0.6 | | |
| | | | | ||||||||||||
| | | U.S. Treasury Bills: 2.9% | | ||||||||||||
5,000,000 (13) | | | United States Treasury Bill, 0.040%, 07/02/2020 | | | | | 4,999,988 | | | | | | 1.0 | | |
Voya High Yield Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | U.S. Treasury Bills (continued) | | ||||||||||||
5,000,000 (13) | | | United States Treasury Bill, 0.090%, 07/14/2020 | | | | $ | 4,999,826 | | | | | | 0.9 | | |
500,000 (13) | | | United States Treasury Bill, 0.100%, 07/07/2020 | | | | | 499,991 | | | | | | 0.1 | | |
4,700,000 (13) | | | United States Treasury Bill, 0.120%, 07/28/2020 | | | | | 4,699,568 | | | | | | 0.9 | | |
| | | Total U.S. Treasury Bills (Cost $15,199,281) | | | | | 15,199,373 | | | | | | 2.9 | | |
| | | | | | | | | | | | | | | | |
| | | Repurchase Agreements: 10.6% | | ||||||||||||
2,008,845 (12) | | | Amherst Pierpoint Securities LLC, Repurchase Agreement dated 06/30/20, 0.14%, due 07/01/20 (Repurchase Amount $2,008,853, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $2,049,022, due 08/13/20-05/20/70) | | | | | 2,008,845 | | | | | | 0.4 | | |
12,035,536 (12) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/20, 0.10%, due 07/01/20 (Repurchase Amount $12,035,569, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $12,276,247, due 08/01/20-02/20/70) | | | | | 12,035,536 | | | | | | 2.4 | | |
2,322,864 (12) | | | CF Secured LLC, Repurchase Agreement dated 06/30/20, 0.10%, due 07/01/20 (Repurchase Amount $2,322,870, collateralized by various U.S. Government/U.S. Government Agency Obligations, 2.500%-5.500%, Market Value plus accrued interest $2,369,321, due 01/01/29-06/01/50) | | | | | 2,322,864 | | | | | | 0.4 | | |
5,082,292 (12) | | | Citadel Securities LLC, Repurchase Agreement dated 06/30/20, 0.15%, due 07/01/20 (Repurchase Amount $5,082,313, collateralized by various U.S. Government Securities, 0.000%-7.625%, Market Value plus accrued interest $5,183,960, due 07/31/20-11/15/49) | | | | | 5,082,292 | | | | | | 1.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
14,358,446 (12) | | | Citigroup, Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $14,358,481, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $14,645,616, due 07/31/21-05/20/70) | | | | $ | 14,358,446 | | | | | | 2.8 | | |
2,867,094 (12) | | | Deutsche Bank Securities Inc., Repurchase Agreement dated 06/30/20, 0.07%, due 07/01/20 (Repurchase Amount $2,867,099, collateralized by various U.S. Government Securities, 0.500%, Market Value plus accrued interest $2,924,436, due 06/30/27) | | | | | 2,867,094 | | | | | | 0.6 | | |
3,092,363 (12) | | | Industrial & Comm. Bank of China, Repurchase Agreement dated 06/30/20, 0.11%, due 07/01/20 (Repurchase Amount $3,092,372, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $3,154,210, due 07/15/20-06/01/50) | | | | | 3,092,363 | | | | | | 0.6 | | |
12,310,254 (12) | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/20, 0.24%, due 07/01/20 (Repurchase Amount $12,310,335, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $12,584,994, due 01/15/22-02/15/47) | | | | $ | 12,310,254 | | | | | | 2.4 | | |
| | | Total Repurchase Agreements (Cost $54,077,694) | | | | | 54,077,694 | | | | | | 10.6 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds(12): 0.9% | | ||||||||||||
1,668,000 (12)(14) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.100% | | | | | 1,668,000 | | | | | | 0.3 | | |
Voya High Yield Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Mutual Funds(12) (continued) | | ||||||||||||
1,446,000 (12)(14) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.150% | | | | $ | 1,446,000 | | | | | | 0.3 | | |
1,420,000 (12)(14) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.050% | | | | | 1,420,000 | | | | | | 0.3 | | |
| | | Total Mutual Funds (Cost $4,534,000) | | | | | 4,534,000 | | | | | | 0.9 | | |
| | | Total Short-Term Investments (Cost $76,886,100) | | | | | 76,886,192 | | | | | | 15.0 | | |
| | | Total Investments in Securities (Cost $576,170,950) | | | | $ | 573,584,837 | | | | | | 112.3 | | |
| | | Liabilities in Excess of Other Assets | | | | | (63,045,485) | | | | | | (12.3) | | |
| | | Net Assets | | | | $ | 510,539,352 | | | | | | 100.0 | | |
|
US0001M 1-month LIBOR
US0003M 3-month LIBOR
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2020 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Consumer Discretionary | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Consumer Staples | | | | | — | | | | | | — | | | | | | 1,117,890 | | | | | | 1,117,890 | | |
Energy | | | | | 3 | | | | | | — | | | | | | 5,093 | | | | | | 5,096 | | |
Health Care | | | | | 361 | | | | | | — | | | | | | — | | | | | | 361 | | |
Information Technology | | | | | 12 | | | | | | — | | | | | | — | | | | | | 12 | | |
Total Common Stock | | | | | 376 | | | | | | — | | | | | | 1,122,983 | | | | | | 1,123,359 | | |
Preferred Stock | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Warrants | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Corporate Bonds/Notes | | | | | — | | | | | | 489,201,135 | | | | | | — | | | | | | 489,201,135 | | |
Bank Loans | | | | | — | | | | | | 5,797,356 | | | | | | — | | | | | | 5,797,356 | | |
Convertible Bonds/Notes | | | | | — | | | | | | 576,795 | | | | | | — | | | | | | 576,795 | | |
Other | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Short-Term Investments | | | | | 4,534,000 | | | | | | 72,352,192 | | | | | | — | | | | | | 76,886,192 | | |
Total Investments, at fair value | | | | $ | 4,534,376 | | | | | $ | 567,927,478 | | | | | $ | 1,122,983 | | | | | $ | 573,584,837 | | |
|
Voya High Yield Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Security | | | Acquisition Date | | | Acquisition Cost | | | Fair Value | | |||||||||
Green Field Energy Services, Inc. (Escrow) | | | | | 8/25/2019 | | | | | $ | — | | | | | $ | — | | |
Millicom International Cellular S.A. (Escrow) | | | | | 9/9/2017 | | | | | | — | | | | | | — | | |
| | | | | | | | | | $ | — | | | | | $ | — | | |
| Cost for federal income tax purposes was $576,512,482. | | | |||||
| Net unrealized depreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 12,072,412 | | |
| Gross Unrealized Depreciation | | | | | (15,000,057) | | |
| Net Unrealized Depreciation | | | | $ | (2,927,645) | | |
Voya Large Cap Growth Portfolio | as of June 30, 2020 (Unaudited) |
| Sector Diversification as of June 30, 2020 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 41.6% | |
| Consumer Discretionary | | | 16.4% | |
| Health Care | | | 15.0% | |
| Communication Services | | | 10.1% | |
| Industrials | | | 4.7% | |
| Consumer Staples | | | 4.5% | |
| Financials | | | 2.9% | |
| Real Estate | | | 2.1% | |
| Exchange-Traded Funds | | | 1.1% | |
| Materials | | | 0.8% | |
| Assets in Excess of Other Liabilities* | | | 0.8% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 98.1% | | |||||||||||||||
| | | Communication Services: 10.1% | | ||||||||||||
59,201 (1) | | | Alphabet, Inc. - Class A | | | | $ | 83,949,978 | | | | | | 1.5 | | |
2,215,292 (1) | | | Altice USA, Inc. | | | | | 49,932,681 | | | | | | 0.9 | | |
1,417,881 | | | Comcast Corp. - Class A | | | | | 55,269,001 | | | | | | 0.9 | | |
1,191,898 (1) | | | Facebook, Inc.- Class A | | | | | 270,644,279 | | | | | | 4.7 | | |
3,915,916 (1) | | | Snap, Inc. | | | | | 91,984,867 | | | | | | 1.6 | | |
203,489 (1) | | | Take-Two Interactive Software, Inc. | | | | | 28,400,960 | | | | | | 0.5 | | |
| | | | | | | | 580,181,766 | | | | | | 10.1 | | |
| | | Consumer Discretionary: 16.4% | | ||||||||||||
222,750 (1) | | | Amazon.com, Inc. | | | | | 614,527,155 | | | | | | 10.7 | | |
464,318 (1) | | | Burlington Stores, Inc. | | | | | 91,438,144 | | | | | | 1.6 | | |
598,102 | | | Darden Restaurants, Inc. | | | | | 45,318,188 | | | | | | 0.8 | | |
284,123 (1) | | | O’Reilly Automotive, Inc. | | | | | 119,806,145 | | | | | | 2.1 | | |
794,440 | | | Ross Stores, Inc. | | | | | 67,718,066 | | | | | | 1.2 | | |
| | | | | | | | 938,807,698 | | | | | | 16.4 | | |
| | | Consumer Staples: 4.5% | | ||||||||||||
520,887 | | | Church & Dwight Co., Inc. | | | | | 40,264,565 | | | | | | 0.7 | | |
504,215 | | | Constellation Brands, Inc. | | | | | 88,212,414 | | | | | | 1.5 | | |
1,005,559 | | | Mondelez International, Inc. | | | | | 51,414,232 | | | | | | 0.9 | | |
1,132,115 | | | Philip Morris International, Inc. | | | | | 79,315,977 | | | | | | 1.4 | | |
| | | | | | | | 259,207,188 | | | | | | 4.5 | | |
| | | Financials: 2.9% | | ||||||||||||
274,581 | | | Aon PLC | | | | | 52,884,300 | | | | | | 0.9 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
353,242 | | | Progressive Corp. | | | | $ | 28,298,217 | | | | | | 0.5 | | |
267,438 | | | S&P Global, Inc. | | | | | 88,115,472 | | | | | | 1.5 | | |
| | | | | | | | 169,297,989 | | | | | | 2.9 | | |
| | | Health Care: 15.0% | | ||||||||||||
1,615,245 | | | AbbVie, Inc. | | | | | 158,584,754 | | | | | | 2.8 | | |
836,895 | | | Baxter International, Inc. | | | | | 72,056,660 | | | | | | 1.3 | | |
235,945 (1) | | | BioMarin Pharmaceutical, Inc. | | | | | 29,101,456 | | | | | | 0.5 | | |
2,263,822 (1) | | | Boston Scientific Corp. | | | | | 79,482,790 | | | | | | 1.4 | | |
848,261 | | | Eli Lilly & Co. | | | | | 139,267,491 | | | | | | 2.4 | | |
547,818 (1) | | | Horizon Therapeutics Plc | | | | | 30,447,725 | | | | | | 0.5 | | |
287,836 | | | Humana, Inc. | | | | | 111,608,409 | | | | | | 1.9 | | |
1,832,955 | | | Merck & Co., Inc. | | | | | 141,742,410 | | | | | | 2.5 | | |
342,115 (1) | | | Vertex Pharmaceuticals, Inc. | | | | | 99,319,406 | | | | | | 1.7 | | |
| | | | | | | | 861,611,101 | | | | | | 15.0 | | |
| | | Industrials: 4.7% | | ||||||||||||
629,985 | | | Ametek, Inc. | | | | | 56,301,760 | | | | | | 1.0 | | |
1,340,879 | | | CSX Corp. | | | | | 93,512,902 | | | | | | 1.6 | | |
229,536 | | | Roper Technologies, Inc. | | | | | 89,119,647 | | | | | | 1.6 | | |
199,832 (1)(2) | | | United Rentals, Inc. | | | | | 29,782,961 | | | | | | 0.5 | | |
| | | | | | | | 268,717,270 | | | | | | 4.7 | | |
| | | Information Technology: 41.6% | | ||||||||||||
2,134,639 (1) | | | Advanced Micro Devices, Inc. | | | | | 112,303,358 | | | | | | 1.9 | | |
766,766 | | | Apple, Inc. | | | | | 279,716,237 | | | | | | 4.9 | | |
508,015 (1) | | | Autodesk, Inc. | | | | | 121,512,108 | | | | | | 2.1 | | |
1,423,442 (1) | | | Cadence Design Systems, Inc. | | | | | 136,593,494 | | | | | | 2.4 | | |
434,111 (1) | | | DocuSign, Inc. | | | | | 74,758,255 | | | | | | 1.3 | | |
549,248 (1) | | | Five9, Inc. | | | | | 60,785,276 | | | | | | 1.1 | | |
306,942 | | | Global Payments, Inc. | | | | | 52,063,502 | | | | | | 0.9 | | |
594,490 | | | Intuit, Inc. | | | | | 176,081,993 | | | | | | 3.1 | | |
503,617 | | | Lam Research Corp. | | | | | 162,899,955 | | | | | | 2.8 | | |
3,596,599 | | | Microsoft Corp. | | | | | 731,943,862 | | | | | | 12.8 | | |
97,756 | | | Monolithic Power Systems, Inc. | | | | | 23,168,172 | | | | | | 0.4 | | |
549,839 | | | Motorola Solutions, Inc. | | | | | 77,048,939 | | | | | | 1.3 | | |
112,581 (1) | | | RingCentral, Inc. | | | | | 32,086,711 | | | | | | 0.6 | | |
335,368 (1) | | | Twilio, Inc. | | | | | 73,586,447 | | | | | | 1.3 | | |
1,391,617 | | | Visa, Inc. - Class A | | | | | 268,818,656 | | | | | | 4.7 | | |
| | | | | | | | 2,383,366,965 | | | | | | 41.6 | | |
| | | Materials: 0.8% | | ||||||||||||
145,424 | | | Avery Dennison Corp. | | | | | 16,591,424 | | | | | | 0.3 | | |
450,013 (1) | | | Crown Holdings, Inc. | | | | | 29,309,347 | | | | | | 0.5 | | |
| | | | | | | | 45,900,771 | | | | | | 0.8 | | |
Voya Large Cap Growth Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Real Estate: 2.1% | | ||||||||||||
398,230 | | | SBA Communications Corp. | | | | $ | 118,640,682 | | | | | | 2.1 | | |
| | | Total Common Stock (Cost $4,438,033,807) | | | | | 5,625,731,430 | | | | | | 98.1 | | |
EXCHANGE-TRADED FUNDS: 1.1% | | |||||||||||||||
315,838 | | | iShares Russell 1000 Growth ETF | | | | | 60,625,104 | | | | | | 1.1 | | |
| | | Total Exchange-Traded Funds (Cost $44,366,761) | | | | | 60,625,104 | | | | | | 1.1 | | |
| | | Total Long-Term Investments (Cost $4,482,400,568) | | | | | 5,686,356,534 | | | | | | 99.2 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 1.5% | | |||||||||||||||
| | | Repurchase Agreements: 0.0% | | ||||||||||||
207,142 (3) | | | Citibank N.A., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $207,143, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-4.500%, Market Value plus accrued interest $211,436, due 07/01/24-12/01/48) (Cost $207,142) | | | | | 207,142 | | | | | | 0.0 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Mutual Funds: 1.5% | | ||||||||||||
88,596,000 (4) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.150% (Cost $88,596,000) | | | | $ | 88,596,000 | | | | | | 1.5 | | |
| | | Total Short-Term Investments (Cost $88,803,142) | | | | | 88,803,142 | | | | | | 1.5 | | |
| | | Total Investments in Securities (Cost $4,571,203,710) | | | | $ | 5,775,159,676 | | | | | | 100.7 | | |
| | | Liabilities in Excess of Other Assets | | | | | (41,864,417) | | | | | | (0.7) | | |
| | | Net Assets | | | | $ | 5,733,295,259 | | | | | | 100.0 | | |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2020 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 5,625,731,430 | | | | | $ | — | | | | | $ | — | | | | | $ | 5,625,731,430 | | |
Exchange-Traded Funds | | | | | 60,625,104 | | | | | | — | | | | | | — | | | | | | 60,625,104 | | |
Short-Term Investments | | | | | 88,596,000 | | | | | | 207,142 | | | | | | — | | | | | | 88,803,142 | | |
Total Investments, at fair value | | | | $ | 5,774,952,534 | | | | | $ | 207,142 | | | | | $ | — | | | | | $ | 5,775,159,676 | | |
Voya Large Cap Growth Portfolio | as of June 30, 2020 (Unaudited) (continued) |
| Cost for federal income tax purposes was $4,579,266,235. | | | | | | | |
| Net unrealized appreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 1,263,030,727 | | |
| Gross Unrealized Depreciation | | | | | (67,137,286) | | |
| Net Unrealized Appreciation | | | | $ | 1,195,893,441 | | |
Voya Large Cap Value Portfolio | as of June 30, 2020 (Unaudited) |
| Sector Diversification as of June 30, 2020 (as a percentage of net assets) | | |||
| | | | | |
| Financials | | | 18.8% | |
| Health Care | | | 14.3% | |
| Industrials | | | 12.2% | |
| Communication Services | | | 9.0% | |
| Information Technology | | | 8.6% | |
| Consumer Staples | | | 8.3% | |
| Consumer Discretionary | | | 6.6% | |
| Utilities | | | 6.0% | |
| Energy | | | 5.3% | |
| Real Estate | | | 5.2% | |
| Materials | | | 4.5% | |
| Communications* | | | 0.0% | |
| Assets in Excess of Other Liabilities** | | | 1.2% | |
| Net Assets | | | 100.0% | |
| * Amount is less than 0.05% | | |||
| ** Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 98.8% | | |||||||||||||||
| | | Communication Services: 9.0% | | ||||||||||||
158,243 | | | Activision Blizzard, Inc. | | | | $ | 12,010,644 | | | | | | 1.4 | | |
871,208 | | | AT&T, Inc. | | | | | 26,336,618 | | | | | | 3.0 | | |
531,795 | | | Interpublic Group of Cos., Inc. | | | | | 9,125,602 | | | | | | 1.1 | | |
200,913 | | | Walt Disney Co. | | | | | 22,403,808 | | | | | | 2.6 | | |
332,550 (1) | | | Other Securities | | | | | 7,755,066 | | | | | | 0.9 | | |
| | | | | | | | 77,631,738 | | | | | | 9.0 | | |
| | | Consumer Discretionary: 6.6% | | ||||||||||||
151,561 | | | Darden Restaurants, Inc. | | | | | 11,483,777 | | | | | | 1.3 | | |
294,230 | | | Las Vegas Sands Corp. | | | | | 13,399,234 | | | | | | 1.6 | | |
290,881 | | | Service Corp. International | | | | | 11,312,362 | | | | | | 1.3 | | |
272,496 | | | TJX Cos., Inc. | | | | | 13,777,398 | | | | | | 1.6 | | |
92,284 | | | Other Securities | | | | | 6,916,686 | | | | | | 0.8 | | |
| | | | | | | | 56,889,457 | | | | | | 6.6 | | |
| | | Consumer Staples: 8.3% | | ||||||||||||
61,257 | | | Constellation Brands, Inc. | | | | | 10,716,912 | | | | | | 1.2 | | |
188,749 | | | Kellogg Co. | | | | | 12,468,759 | | | | | | 1.4 | | |
289,342 | | | Philip Morris International, Inc. | | | | | 20,271,301 | | | | | | 2.4 | | |
141,472 | | | Procter & Gamble Co. | | | | | 16,915,807 | | | | | | 2.0 | | |
211,025 | | | Sysco Corp. | | | | | 11,534,626 | | | | | | 1.3 | | |
| | | | | | | | 71,907,405 | | | | | | 8.3 | | |
| | | Energy: 5.3% | | ||||||||||||
181,915 | | | Chevron Corp. | | | | | 16,232,276 | | | | | | 1.9 | | |
215,000 | | | EOG Resources, Inc. | | | | | 10,891,900 | | | | | | 1.2 | | |
522,505 (1) | | | Other Securities | | | | | 18,782,623 | | | | | | 2.2 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Energy (continued) | | ||||||||||||
| | | | | | | | 45,906,799 | | | | | | 5.3 | | |
| | | Financials: 18.8% | | ||||||||||||
408,449 | | | American International Group, Inc. | | | | $ | 12,735,440 | | | | | | 1.5 | | |
168,830 (2) | | | Apollo Global Management, Inc. | | | | | 8,427,994 | | | | | | 1.0 | | |
829,035 | | | Bank of America Corp. | | | | | 19,689,581 | | | | | | 2.3 | | |
369,599 | | | Citigroup, Inc. | | | | | 18,886,509 | | | | | | 2.2 | | |
186,453 | | | First American Financial Corp. | | | | | 8,953,473 | | | | | | 1.0 | | |
88,183 | | | Goldman Sachs Group, Inc. | | | | | 17,426,724 | | | | | | 2.0 | | |
365,194 | | | Hartford Financial Services Group, Inc. | | | | | 14,078,229 | | | | | | 1.6 | | |
165,032 | | | Intercontinental Exchange, Inc. | | | | | 15,116,931 | | | | | | 1.8 | | |
88,303 | | | Marsh & McLennan Cos., Inc. | | | | | 9,481,093 | | | | | | 1.1 | | |
380,245 | | | Truist Financial Corp. | | | | | 14,278,200 | | | | | | 1.7 | | |
338,772 | | | US Bancorp | | | | | 12,473,585 | | | | | | 1.4 | | |
455,684 | | | Other Securities | | | | | 10,602,096 | | | | | | 1.2 | | |
| | | | | | | | 162,149,855 | | | | | | 18.8 | | |
| | | Health Care: 14.3% | | ||||||||||||
52,900 | | | Becton Dickinson & Co. | | | | | 12,657,383 | | | | | | 1.5 | | |
254,640 | | | Bristol-Myers Squibb Co. | | | | | 14,972,832 | | | | | | 1.7 | | |
78,556 | | | Cigna Corp. | | | | | 14,741,033 | | | | | | 1.7 | | |
187,666 | | | Johnson & Johnson | | | | | 26,391,470 | | | | | | 3.0 | | |
237,010 | | | Medtronic PLC | | | | | 21,733,817 | | | | | | 2.5 | | |
124,233 | | | Novartis AG ADR | | | | | 10,850,510 | | | | | | 1.3 | | |
27,036 | | | Thermo Fisher Scientific, Inc. | | | | | 9,796,224 | | | | | | 1.1 | | |
160,758 (1)(3) | | | Other Securities | | | | | 12,696,143 | | | | | | 1.5 | | |
| | | | | | | | 123,839,412 | | | | | | 14.3 | | |
| | | Industrials: 12.2% | | ||||||||||||
69,671 | | | Cummins, Inc. | | | | | 12,071,197 | | | | | | 1.4 | | |
65,952 | | | L3Harris Technologies, Inc. | | | | | 11,190,076 | | | | | | 1.3 | | |
65,925 | | | Norfolk Southern Corp. | | | | | 11,574,452 | | | | | | 1.3 | | |
59,522 | | | Old Dominion Freight Line | | | | | 10,094,336 | | | | | | 1.2 | | |
77,611 | | | Parker Hannifin Corp. | | | | | 14,223,768 | | | | | | 1.6 | | |
232,006 | | | Raytheon Technologies Corp. | | | | | 14,296,210 | | | | | | 1.7 | | |
276,418 | | | Timken Co. | | | | | 12,574,255 | | | | | | 1.5 | | |
90,200 (2)(4) | | | United Rentals, Inc. | | | | | 13,443,408 | | | | | | 1.6 | | |
122,316 (1) | | | Other Securities | | | | | 5,531,130 | | | | | | 0.6 | | |
| | | | | | | | 104,998,832 | | | | | | 12.2 | | |
| | | Information Technology: 8.6% | | ||||||||||||
23,990 (4) | | | Adobe, Inc. | | | | | 10,443,087 | | | | | | 1.2 | | |
70,551 | | | Analog Devices, Inc. | | | | | 8,652,374 | | | | | | 1.0 | | |
41,266 | | | Broadcom, Inc. | | | | | 13,023,962 | | | | | | 1.5 | | |
Voya Large Cap Value Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
774,663 | | | HP, Inc. | | | | $ | 13,502,376 | | | | | | 1.5 | | |
71,733 | | | MKS Instruments, Inc. | | | | | 8,123,045 | | | | | | 1.0 | | |
91,392 | | | Motorola Solutions, Inc. | | | | | 12,806,761 | | | | | | 1.5 | | |
155,357 (3) | | | Other Securities | | | | | 8,003,993 | | | | | | 0.9 | | |
| | | | | | | | 74,555,598 | | | | | | 8.6 | | |
| | | Materials: 4.5% | | ||||||||||||
61,123 | | | Air Products & Chemicals, Inc. | | | | | 14,758,759 | | | | | | 1.7 | | |
151,662 | | | Eastman Chemical Co. | | | | | 10,561,742 | | | | | | 1.2 | | |
351,680 | | | Other Securities | | | | | 14,041,869 | | | | | | 1.6 | | |
| | | | | | | | 39,362,370 | | | | | | 4.5 | | |
| | | Real Estate: 5.2% | | ||||||||||||
305,692 (2) | | | MGM Growth Properties LLC | | | | | 8,317,880 | | | | | | 1.0 | | |
115,272 | | | ProLogis, Inc. | | | | | 10,758,336 | | | | | | 1.2 | | |
1,693,542 | | | VEREIT, Inc. | | | | | 10,889,475 | | | | | | 1.3 | | |
354,904 (1) | | | Other Securities | | | | | 14,851,422 | | | | | | 1.7 | | |
| | | | | | | | 44,817,113 | | | | | | 5.2 | | |
| | | Utilities: 6.0% | | ||||||||||||
101,670 | | | Entergy Corp. | | | | | 9,537,663 | | | | | | 1.1 | | |
166,419 | | | Evergy, Inc. | | | | | 9,866,982 | | | | | | 1.2 | | |
341,403 | | | Exelon Corp. | | | | | 12,389,515 | | | | | | 1.4 | | |
50,929 | | | NextEra Energy, Inc. | | | | | 12,231,618 | | | | | | 1.4 | | |
509,995 (3)(5) | | | Other Securities | | | | | 7,436,097 | | | | | | 0.9 | | |
| | | | | | | | 51,461,875 | | | | | | 6.0 | | |
| | | Total Common Stock (Cost $858,179,970) | | | | | 853,520,454 | | | | | | 98.8 | | |
OTHER(6): —% | | |||||||||||||||
| | | Communications: —% | | ||||||||||||
32,517 (7)(8) | | | Tribune Co. (Escrow) | | | | | — | | | | | | — | | |
| | |||||||||||||||
| | | Energy: —% | | ||||||||||||
1,685,000 (7)(8) | | | Samson Investment Co. (Escrow) | | | | | — | | | | | | — | | |
| | | Total Other (Cost $30,842) | | | | | — | | | | | | — | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
CORPORATE BONDS/NOTES: —% | | |||||||||||||||
| | | Financial: —% | | ||||||||||||
1,216,000 (5)(9) | | | Other Securities | | | | | — | | | | | | — | | |
| | | Total Corporate Bonds/Notes (Cost $787,907) | | | | | — | | | | | | — | | |
| | | Total Long-Term Investments (Cost $858,998,719) | | | | | 853,520,454 | | | | | | 98.8 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 4.0% | | |||||||||||||||
| | | Floating Rate Notes: 0.2% | | ||||||||||||
300,000 (10) | | | Mitsubishi UFJ Financial Group, Inc., 0.350%, 07/14/2020 | | | | $ | 300,022 | | | | | | 0.1 | | |
300,000 (10) | | | National Bank of Canada, 1.180%, 07/16/2020 | | | | | 300,010 | | | | | | 0.0 | | |
950,000 (10) | | | Oversea-Chinese Banking Corp., Ltd., 0.300%, 07/15/2020 | | | | | 950,058 | | | | | | 0.1 | | |
| | | Total Floating Rate Notes (Cost $1,550,090) | | | | | 1,550,090 | | | | | | 0.2 | | |
| | |||||||||||||||
| | | Repurchase Agreements: 3.5% | | ||||||||||||
2,760,566 (10) | | | BNP Paribas S.A., Repurchase Agreement dated 06/30/20, 0.24%, due 07/01/20 (Repurchase Amount $2,760,584, collateralized by various U.S. Government Securities, 1.106%-6.500%, Market Value plus accrued interest $2,898,594, due 08/15/20-03/19/40) | | | | | 2,760,566 | | | | | | 0.3 | | |
6,372,688 (10) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/20, 0.10%, due 07/01/20 (Repurchase Amount $6,372,705, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $6,500,142, due 08/01/20-02/20/70) | | | | | 6,372,688 | | | | | | 0.7 | | |
3,244,175 (10) | | | Citadel Securities LLC, Repurchase Agreement dated 06/30/20, 0.15%, due 07/01/20 (Repurchase Amount $3,244,188, collateralized by various U.S. Government Securities, 0.000%-7.625%, Market Value plus accrued interest $3,309,072, due 07/31/20-11/15/49) | | | | | 3,244,175 | | | | | | 0.4 | | |
Voya Large Cap Value Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
7,986,673 (10) | | | Citigroup, Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $7,986,693, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $8,146,407, due 07/31/21-05/20/70) | | | | $ | 7,986,673 | | | | | | 0.9 | | |
1,637,372 (10) | | | Industrial & Comm. Bank of China, Repurchase Agreement dated 06/30/20, 0.11%, due 07/01/20 (Repurchase Amount $1,637,377, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $1,670,119, due 07/15/20-06/01/50) | | | | | 1,637,372 | | | | | | 0.2 | | |
2,908,034 (10) | | | Morgan Stanley, Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $2,908,041, collateralized by various U.S. Government Agency Obligations, 2.500%-6.000%, Market Value plus accrued interest $2,966,195, due 01/01/21-07/01/50) | | | | | 2,908,034 | | | | | | 0.3 | | |
5,843,779 (10) | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/20, 0.24%, due 07/01/20 (Repurchase Amount $5,843,817, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $5,974,200, due 01/15/22-02/15/47) | | | | | 5,843,779 | | | | | | 0.7 | | |
| | | Total Repurchase Agreements (Cost $30,753,287) | | | | | 30,753,287 | | | | | | 3.5 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Mutual Funds(10): 0.3% | | ||||||||||||
670,000 (10)(11) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.100% | | | | $ | 670,000 | | | | | | 0.1 | | |
783,000 (10)(11) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.150% | | | | | 783,000 | | | | | | 0.1 | | |
670,000 (10)(11) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.050% | | | | | 670,000 | | | | | | 0.1 | | |
| | | Total Mutual Funds (Cost $2,123,000) | | | | | 2,123,000 | | | | | | 0.3 | | |
| | | Total Short-Term Investments (Cost $34,426,377) | | | | | 34,426,377 | | | | | | 4.0 | | |
| | | Total Investments in Securities (Cost $893,425,096) | | | | $ | 887,946,831 | | | | | | 102.8 | | |
| | | Liabilities in Excess of Other Assets | | | | | (24,524,933) | | | | | | (2.8) | | |
| | | Net Assets | | | | $ | 863,421,898 | | | | | | 100.0 | | |
Voya Large Cap Value Portfolio | as of June 30, 2020 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2020 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock | | | | | | | | | | | | | | | | | | | | | | | | | |
Communication Services | | | | $ | 77,631,738 | | | | | $ | — | | | | | $ | — | | | | | $ | 77,631,738 | | |
Consumer Discretionary | | | | | 56,889,457 | | | | | | — | | | | | | — | | | | | | 56,889,457 | | |
Consumer Staples | | | | | 71,907,405 | | | | | | — | | | | | | — | | | | | | 71,907,405 | | |
Energy | | | | | 45,906,799 | | | | | | — | | | | | | — | | | | | | 45,906,799 | | |
Financials | | | | | 162,149,855 | | | | | | — | | | | | | — | | | | | | 162,149,855 | | |
Health Care | | | | | 123,839,412 | | | | | | — | | | | | | — | | | | | | 123,839,412 | | |
Industrials | | | | | 104,998,832 | | | | | | — | | | | | | — | | | | | | 104,998,832 | | |
Information Technology | | | | | 74,555,598 | | | | | | — | | | | | | — | | | | | | 74,555,598 | | |
Materials | | | | | 39,362,370 | | | | | | — | | | | | | — | | | | | | 39,362,370 | | |
Real Estate | | | | | 44,817,113 | | | | | | — | | | | | | — | | | | | | 44,817,113 | | |
Utilities | | | | | 51,461,875 | | | | | | — | | | | | | — | | | | | | 51,461,875 | | |
Total Common Stock | | | | | 853,520,454 | | | | | | — | | | | | | — | | | | | | 853,520,454 | | |
Corporate Bonds/Notes | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Other | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Short-Term Investments | | | | | 2,123,000 | | | | | | 32,303,377 | | | | | | — | | | | | | 34,426,377 | | |
Total Investments, at fair value | | | | $ | 855,643,454 | | | | | $ | 32,303,377 | | | | | $ | — | | | | | $ | 887,946,831 | | |
Security | | | Acquisition Date | | | Acquisition Cost | | | Fair Value | | |||||||||
Samson Investment Co. (Escrow) | | | | | 6/28/2017 | | | | | $ | 30,842 | | | | | $ | — | | |
Tribune Co. (Escrow) | | | | | 8/16/2015 | | | | | | — | | | | | | — | | |
| | | | | | | | | | $ | 30,842 | | | | | $ | — | | |
| Cost for federal income tax purposes was $895,457,894. | | | | | | | |
| Net unrealized depreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 48,894,324 | | |
| Gross Unrealized Depreciation | | | | | (56,277,066) | | |
| Net Unrealized Depreciation | | | | $ | (7,382,742) | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2020 (Unaudited) |
| Investment Type Allocation as of June 30, 2020 (as a percentage of net assets) | | |||
| | | | | |
| Corporate Bonds/Notes | | | 32.7% | |
| U.S. Treasury Obligations | | | 24.7% | |
| Commercial Mortgage-Backed Securities | | | 17.7% | |
| Asset-Backed Securities | | | 16.9% | |
| Collateralized Mortgage Obligations | | | 5.3% | |
| U.S. Government Agency Obligations | | | 0.3% | |
| Assets in Excess of Other Liabilities* | | | 2.4% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
CORPORATE BONDS/NOTES: 32.7% | | |||||||||||||||
| | | Basic Materials: 0.7% | | ||||||||||||
600,000 (1) | | | Anglo American Capital PLC, 4.125%, 04/15/2021 | | | | $ | 610,234 | | | | | | 0.2 | | |
350,000 (1) | | | Georgia-Pacific LLC, 5.400%, 11/01/2020 | | | | | 355,586 | | | | | | 0.1 | | |
1,220,000 | | | Other Securities | | | | | 1,274,811 | | | | | | 0.4 | | |
| | | | | | | | 2,240,631 | | | | | | 0.7 | | |
| | | Communications: 1.5% | | ||||||||||||
185,000 (1) | | | Sky Ltd., 3.125%, 11/26/ 2022 | | | | | 196,392 | | | | | | 0.1 | | |
408,000 (1) | | | T-Mobile USA, Inc., 3.500%, 04/15/2025 | | | | | 445,493 | | | | | | 0.1 | | |
4,353,000 | | | Other Securities | | | | | 4,628,610 | | | | | | 1.3 | | |
| | | | | | | | 5,270,495 | | | | | | 1.5 | | |
| | | Consumer, Cyclical: 2.0% | | ||||||||||||
400,000 (1) | | | BMW US Capital LLC, 3.400%, 08/13/2021 | | | | | 410,779 | | | | | | 0.1 | | |
431,000 (1) | | | BMW US Capital LLC, 3.900%, 04/09/2025 | | | | | 479,451 | | | | | | 0.2 | | |
460,000 (1) | | | Daimler Finance North America LLC, 3.400%, 02/22/2022 | | | | | 475,455 | | | | | | 0.1 | | |
530,000 (1) | | | Nissan Motor Acceptance Corp., 2.150%, 09/28/2020 | | | | | 528,482 | | | | | | 0.2 | | |
450,000 (1) | | | Panasonic Corp., 2.536%, 07/19/2022 | | | | | 463,354 | | | | | | 0.1 | | |
330,000 (1) | | | Toyota Industries Corp., 3.110%, 03/12/2022 | | | | | 340,040 | | | | | | 0.1 | | |
815,000 | | | Toyota Motor Credit Corp., 0.559%, (US0003M + 0.125)%, 08/13/2021 | | | | | 813,949 | | | | | | 0.2 | | |
3,379,000 | | | Other Securities | | | | | 3,451,027 | | | | | | 1.0 | | |
| | | | | | | | 6,962,537 | | | | | | 2.0 | | |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Consumer, Non-cyclical: 5.4% | | ||||||||||||
680,000 (1) | | | AbbVie, Inc., 2.150%, 11/19/2021 | | | | $ | 692,762 | | | | | | 0.2 | | |
340,000 (1) | | | AbbVie, Inc., 2.300%, 11/21/2022 | | | | | 351,617 | | | | | | 0.1 | | |
248,000 | | | AbbVie, Inc., 2.900%-3.375%, 11/14/ 2021-11/06/2022 | | | | | 259,125 | | | | | | 0.1 | | |
287,000 (1) | | | Baxter International, Inc., 3.750%, 10/01/2025 | | | | | 327,221 | | | | | | 0.1 | | |
405,000 (1) | | | Bristol-Myers Squibb Co., 2.550%, 05/14/2021 | | | | | 413,005 | | | | | | 0.1 | | |
405,000 (1) | | | Bristol-Myers Squibb Co., 2.250%, 08/15/2021 | | | | | 413,081 | | | | | | 0.1 | | |
355,000 (1) | | | Bristol-Myers Squibb Co., 2.600%, 05/16/2022 | | | | | 369,199 | | | | | | 0.1 | | |
219,000 (1) | | | Cargill, Inc., 1.375%, 07/23/2023 | | | | | 222,871 | | | | | | 0.1 | | |
1,375,000 | | | CVS Health Corp., 3.700%, 03/09/2023 | | | | | 1,477,983 | | | | | | 0.4 | | |
370,000 (1) | | | Imperial Brands Finance PLC, 3.750%, 07/21/2022 | | | | | 386,454 | | | | | | 0.1 | | |
560,000 (1) | | | Imperial Brands Finance PLC, 2.950%, 07/21/2020 | | | | | 560,550 | | | | | | 0.2 | | |
440,000 (1) | | | Mondelez International Holdings Netherlands BV, 2.125%, 09/19/2022 | | | | | 453,621 | | | | | | 0.1 | | |
150,000 (1) | | | Mylan, Inc., 3.125%, 01/15/2023 | | | | | 157,783 | | | | | | 0.1 | | |
486,000 (1) | | | Seven & i Holdings Co. Ltd., 3.350%, 09/17/2021 | | | | | 499,259 | | | | | | 0.1 | | |
334,000 (1) | | | Takeda Pharmaceutical Co. Ltd., 2.450%, 01/18/ 2022 | | | | | 341,353 | | | | | | 0.1 | | |
11,431,000 | | | Other Securities | | | | | 11,875,598 | | | | | | 3.4 | | |
| | | | | | | | 18,801,482 | | | | | | 5.4 | | |
| | | Energy: 2.3% | | ||||||||||||
210,000 (1) | | | BG Energy Capital PLC, 4.000%, 10/15/2021 | | | | | 217,837 | | | | | | 0.1 | | |
1,186,000 | | | Shell International Finance BV, 1.750%, 09/12/2021 | | | | | 1,203,214 | | | | | | 0.3 | | |
6,167,000 | | | Other Securities | | | | | 6,434,390 | | | | | | 1.9 | | |
| | | | | | | | 7,855,441 | | | | | | 2.3 | | |
| | | Financial: 13.1% | | ||||||||||||
390,000 (1) | | | ABN AMRO Bank NV, 3.400%, 08/27/2021 | | | | | 403,413 | | | | | | 0.1 | | |
2,610,000 (2) | | | Bank of America Corp., 2.015%-3.499%, 07/21/ 2021-02/13/2026 | | | | | 2,686,185 | | | | | | 0.8 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
355,000 (1) | | | Banque Federative du Credit Mutuel SA, 2.125%, 11/21/2022 | | | | $ | 366,340 | | | | | | 0.1 | | |
250,000 (1) | | | BPCE SA, 2.750%, 01/11/2023 | | | | | 262,216 | | | | | | 0.1 | | |
1,000,000 | | | Citibank NA, 3.400%, 07/23/2021 | | | | | 1,030,465 | | | | | | 0.3 | | |
1,650,000 (2) | | | Citigroup, Inc., 1.678%-2.900%, 12/08/ 2021-05/15/2024 | | | | | 1,690,406 | | | | | | 0.5 | | |
355,000 (1) | | | Danske Bank A/S, 2.000%, 09/08/2021 | | | | | 360,615 | | | | | | 0.1 | | |
425,000 (1) | | | Danske Bank A/S, 2.800%, 03/10/2021 | | | | | 431,616 | | | | | | 0.1 | | |
455,000 (1)(2) | | | Danske Bank A/S, 3.001%, 09/20/2022 | | | | | 462,306 | | | | | | 0.2 | | |
355,000 (1) | | | DNB Bank ASA, 2.150%, 12/02/2022 | | | | | 367,581 | | | | | | 0.1 | | |
305,000 (1) | | | Federation des Caisses Desjardins du Quebec, 2.050%, 02/10/2025 | | | | | 314,075 | | | | | | 0.1 | | |
1,671,000 (2) | | | JPMorgan Chase & Co., 2.550%-4.500%, 03/01/ 2021-04/25/2023 | | | | | 1,738,147 | | | | | | 0.5 | | |
465,000 (1) | | | Lloyds Bank PLC, 6.500%, 09/14/2020 | | | | | 469,593 | | | | | | 0.1 | | |
330,000 (1) | | | Metropolitan Life Global Funding I, 1.950%, 01/13/2023 | | | | | 341,673 | | | | | | 0.1 | | |
820,000 | | | Mizuho Financial Group, Inc., 0.990%, (US0003M + 0.630)%, 05/25/2024 | | | | | 804,065 | | | | | | 0.2 | | |
320,000 (1) | | | Mizuho Financial Group, Inc., 2.632%, 04/12/2021 | | | | | 325,373 | | | | | | 0.1 | | |
1,566,000 | | | Morgan Stanley, 5.500%, 07/28/2021 | | | | | 1,649,393 | | | | | | 0.5 | | |
1,341,000 | | | Morgan Stanley, 3.750%-4.000%, 02/25/ 2023-07/23/2025 | | | | | 1,475,497 | | | | | | 0.4 | | |
350,000 (1) | | | National Securities Clearing Corp., 1.200%, 04/23/2023 | | | | | 355,546 | | | | | | 0.1 | | |
380,000 (1) | | | Nationwide Financial Services, Inc., 5.375%, 03/25/2021 | | | | | 390,841 | | | | | | 0.1 | | |
345,000 (1) | | | Nordea Bank ABP, 4.875%, 05/13/2021 | | | | | 356,684 | | | | | | 0.1 | | |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Financial (continued) | | ||||||||||||
495,000 (1) | | | Reliance Standard Life Global Funding II, 2.150%, 01/21/2023 | | | | $ | 505,199 | | | | | | 0.1 | | |
225,000 | | | Royal Bank of Canada, 0.956%, (US0003M + 0.660)%, 10/05/2023 | | | | | 225,474 | | | | | | 0.0 | | |
1,562,000 (3) | | | Royal Bank of Canada, 1.150%-3.700%, 01/17/ 2023-06/10/2025 | | | | | 1,632,761 | | | | | | 0.5 | | |
324,000 (1) | | | Scentre Group Trust 1 / Scentre Group Trust 2, 3.625%, 01/28/2026 | | | | | 340,147 | | | | | | 0.1 | | |
1,269,000 | | | Sumitomo Mitsui Financial Group, Inc., 2.348%-2.934%, 03/09/ 2021-01/15/2025 | | | | | 1,314,959 | | | | | | 0.4 | | |
525,000 (1) | | | Swiss Re Treasury US Corp., 2.875%, 12/06/2022 | | | | | 540,806 | | | | | | 0.1 | | |
351,000 (1) | | | UBS AG/London, 1.750%, 04/21/2022 | | | | | 357,718 | | | | | | 0.1 | | |
565,000 (1)(2) | | | UBS Group AG, 2.859%, 08/15/2023 | | | | | 585,711 | | | | | | 0.2 | | |
280,000 (1) | | | USAA Capital Corp., 1.500%, 05/01/2023 | | | | | 287,394 | | | | | | 0.1 | | |
205,000 (2) | | | Wells Fargo & Co., 2.406%, 10/30/2025 | | | | | 213,536 | | | | | | 0.1 | | |
1,410,000 (2) | | | Wells Fargo Bank NA, 3.325%, 07/23/2021 | | | | | 1,412,313 | | | | | | 0.4 | | |
21,029,000 | | | Other Securities | | | | | 22,040,930 | | | | | | 6.3 | | |
| | | | | | | | 45,738,978 | | | | | | 13.1 | | |
| | | Industrial: 2.1% | | ||||||||||||
405,000 (1) | | | Carrier Global Corp., 1.923%, 02/15/2023 | | | | | 413,456 | | | | | | 0.1 | | |
1,255,000 | | | Caterpillar Financial Services Corp., 2.850%-3.650%, 02/26/ 2022-05/17/2024 | | | | | 1,349,014 | | | | | | 0.4 | | |
348,000 (1) | | | Penske Truck Leasing Co. Lp / PTL Finance Corp., 3.650%, 07/29/2021 | | | | | 356,340 | | | | | | 0.1 | | |
435,000 (1) | | | Raytheon Technologies Corp., 3.700%, 12/15/2023 | | | | | 472,360 | | | | | | 0.2 | | |
410,000 (1) | | | SMBC Aviation Capital Finance DAC, 4.125%, 07/15/2023 | | | | | 425,994 | | | | | | 0.1 | | |
4,077,000 (4) | | | Other Securities | | | | | 4,280,229 | | | | | | 1.2 | | |
| | | | | | | | 7,297,393 | | | | | | 2.1 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
CORPORATE BONDS/NOTES: (continued) | | |||||||||||||||
| | | Technology: 1.9% | | ||||||||||||
1,000,000 | | | Apple, Inc., 1.800%, 09/11/2024 | | | | $ | 1,047,821 | | | | | | 0.3 | | |
352,000 (1) | | | Dell International LLC / EMC Corp., 4.420%, 06/15/2021 | | | | | 361,839 | | | | | | 0.1 | | |
5,076,000 | | | Other Securities | | | | | 5,309,986 | | | | | | 1.5 | | |
| | | | | | | | 6,719,646 | | | | | | 1.9 | | |
| | | Utilities: 3.7% | | ||||||||||||
1,245,000 (2) | | | Dominion Energy, Inc., 2.579%-2.715%, 07/01/ 2020-08/15/2021 | | | | | 1,256,787 | | | | | | 0.4 | | |
1,125,000 | | | Duke Energy Corp., 1.800%, 09/01/2021 | | | | | 1,139,950 | | | | | | 0.3 | | |
385,000 | | | Duke Energy Ohio, Inc., 3.800%, 09/01/2023 | | | | | 417,840 | | | | | | 0.1 | | |
290,000 | | | Duke Energy Progress LLC, 3.375%, 09/01/2023 | | | | | 312,508 | | | | | | 0.1 | | |
268,000 (1) | | | Electricite de France SA, 2.350%, 10/13/2020 | | | | | 268,900 | | | | | | 0.1 | | |
325,000 (1) | | | Niagara Mohawk Power Corp., 2.721%, 11/28/2022 | | | | | 332,868 | | | | | | 0.1 | | |
8,637,000 | | | Other Securities | | | | | 9,071,267 | | | | | | 2.6 | | |
| | | | | | | | 12,800,120 | | | | | | 3.7 | | |
| | | Total Corporate Bonds/Notes (Cost $110,064,647) | | | | | 113,686,723 | | | | | | 32.7 | | |
COLLATERALIZED MORTGAGE OBLIGATIONS: 5.3% | | |||||||||||||||
1,638,980 | | | Fannie Mae REMICS 2006-43-FJ, 0.595%, (US0001M + 0.410)%, 06/25/2036 | | | | | 1,640,798 | | | | | | 0.5 | | |
1,104,547 | | | Fannie Mae REMICS 2007-14 PF, 0.375%, (US0001M + 0.190)%, 03/25/2037 | | | | | 1,096,165 | | | | | | 0.3 | | |
445,936 | | | Fannie Mae REMICS 2010-123 FL, 0.615%, (US0001M + 0.430)%, 11/25/2040 | | | | | 446,587 | | | | | | 0.1 | | |
1,835,308 | | | Fannie Mae REMICS 2011-51 FM, 0.835%, (US0001M + 0.650)%, 06/25/2041 | | | | | 1,854,384 | | | | | | 0.5 | | |
165,475 | | | Fannie Mae REMICS 2011-96 FN, 0.685%, (US0001M + 0.500)%, 10/25/2041 | | | | | 166,313 | | | | | | 0.1 | | |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | | |||||||||||||||
1,362,914 | | | Fannie Mae REMICS 2010-136 FG, 0.685%, (US0001M + 0.500)%, 12/25/2030 | | | | $ | 1,354,945 | | | | | | 0.4 | | |
2,131,118 | | | Fannie Mae REMICS 2011-68 F, 0.455%, (US0001M + 0.270)%, 07/25/2031 | | | | | 2,120,683 | | | | | | 0.6 | | |
148,467 (1)(2) | | | Flagstar Mortgage Trust 2017-2 A3, 3.500%, 10/25/2047 | | | | | 153,168 | | | | | | 0.0 | | |
549,314 | | | Freddie Mac REMICS 4508 CF, 0.585%, (US0001M + 0.400)%, 09/15/2045 | | | | | 549,329 | | | | | | 0.2 | | |
2,533,618 | | | Ginnie Mae Series 2012-H31 FD, 0.643%, (US0001M + 0.340)%, 12/20/2062 | | | | | 2,522,201 | | | | | | 0.7 | | |
654,915 | | | Ginnie Mae Series 2016-H08 FT, 1.023%, (US0001M + 0.720)%, 02/20/2066 | | | | | 657,596 | | | | | | 0.2 | | |
3,189,921 | | | Ginnie Mae Series 2016-H06 FD, 1.223%, (US0001M + 0.920)%, 07/20/2065 | | | | | 3,231,262 | | | | | | 0.9 | | |
208,740 (1)(2) | | | GS Mortgage-Backed Securities Corp. Trust 2019-PJ3 A1, 3.500%, 03/25/2050 | | | | | 214,384 | | | | | | 0.1 | | |
393,804 (1)(2) | | | Sequoia Mortgage Trust 2014-3 B3, 3.934%, 10/25/2044 | | | | | 398,153 | | | | | | 0.1 | | |
398,923 (1)(2) | | | Sequoia Mortgage Trust 2014-4 B3, 3.869%, 11/25/2044 | | | | | 401,884 | | | | | | 0.1 | | |
425,546 (1)(2) | | | Sequoia Mortgage Trust 2018-CH1 A19, 4.000%, 02/25/2048 | | | | | 436,859 | | | | | | 0.2 | | |
815,476 (1)(2) | | | Wells Fargo Mortgage Backed Securities 2020-1 A17 Trust, 3.000%, 12/25/2049 | | | | | 823,288 | | | | | | 0.2 | | |
545,533 | | | Other Securities | | | | | 538,132 | | | | | | 0.1 | | |
| | | Total Collateralized Mortgage Obligations (Cost $18,603,493) | | | | | 18,606,131 | | | | | | 5.3 | | |
|
Voya Limited Maturity Bond Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
U.S. TREASURY OBLIGATIONS: 24.7% | | |||||||||||||||
| | | U.S. Treasury Notes: 24.7% | | ||||||||||||
7,419,000 | | | 0.125%, 06/30/2022 | | | | $ | 7,415,233 | | | | | | 2.1 | | |
21,711,000 | | | 0.250%, 06/15/2023 | | | | | 21,758,493 | | | | | | 6.3 | | |
799,000 | | | 0.500%, 06/30/2027 | | | | | 799,593 | | | | | | 0.2 | | |
53,774,000 | | | 1.125%, 08/31/2021 | | | | | 54,370,555 | | | | | | 15.6 | | |
60,000 | | | 0.500%, 05/31/2027 | | | | | 60,071 | | | | | | 0.0 | | |
1,518,800 | | | 1.625%, 12/31/2021 | | | | | 1,552,083 | | | | | | 0.5 | | |
| | | Total U.S. Treasury Obligations (Cost $85,860,954) | | | | | 85,956,028 | | | | | | 24.7 | | |
COMMERCIAL MORTGAGE-BACKED SECURITIES: 17.7% | | |||||||||||||||
350,000 (1) | | | Austin Fairmont Hotel Trust 2019-FAIR C, 1.635%, (US0001M + 1.450)%, 09/15/2032 | | | | | 326,162 | | | | | | 0.1 | | |
830,000 (1) | | | BFLD 2019-DPLO A, 1.275%, (US0001M + 1.090)%, 10/15/2034 | | | | | 799,510 | | | | | | 0.2 | | |
1,757,937 (1) | | | BX Commercial Mortgage Trust 2019-XL D, 1.635%, (US0001M + 1.450)%, 10/15/2036 | | | | | 1,719,796 | | | | | | 0.5 | | |
200,000 (2) | | | Citigroup Commercial Mortgage Trust 2013-GC17 C, 5.261%, 11/10/2046 | | | | | 193,770 | | | | | | 0.1 | | |
971,000 (1)(2) | | | Citigroup Commercial Mortgage Trust 2014-GC19, 5.261%, 03/10/2047 | | | | | 840,671 | | | | | | 0.2 | | |
329,272 | | | Citigroup Commercial Mortgage Trust 2015-GC27 AAB, 2.944%, 02/10/2048 | | | | | 340,363 | | | | | | 0.1 | | |
668,582 | | | Citigroup/Deutsche Bank Commercial Mortgage Trust 2006-CD3 AM, 5.648%, 10/15/2048 | | | | | 685,795 | | | | | | 0.2 | | |
710,000 (1) | | | CLNY Trust 2019-IKPR A, 1.314%, (US0001M + 1.227)%, 11/15/2038 | | | | | 643,506 | | | | | | 0.2 | | |
360,000 (1) | | | COMM 2012-CR2 A3 Mortgage Trust, 2.841%, 08/15/2045 | | | | | 366,948 | | | | | | 0.1 | | |
1,353,085 | | | COMM 2013-CCRE12 ASB Mortgage Trust, 3.623%, 10/10/2046 | | | | | 1,397,671 | | | | | | 0.4 | | |
1,700,000 | | | COMM 2013-CCRE6 A4 Mortgage Trust, 3.101%, 03/10/2046 | | | | | 1,747,093 | | | | | | 0.5 | | |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
1,663,000 (1)(2) | | | COMM 2013-CR10 D Mortgage Trust, 4.949%, 08/10/2046 | | | | $ | 1,531,343 | | | | | | 0.4 | | |
1,705,000 (2) | | | COMM 2013-LC6 C Mortgage Trust, 4.242%, 01/10/2046 | | | | | 1,692,711 | | | | | | 0.5 | | |
1,370,000 | | | COMM 2015-CR26 ASB Mortgage Trust, 3.373%, 10/10/2048 | | | | | 1,438,560 | | | | | | 0.4 | | |
1,690,000 (1) | | | Credit Suisse Mortgage Capital Certificates 2019-ICE4 B, 1.415%, (US0001M + 1.230)%, 05/15/2036 | | | | | 1,675,529 | | | | ��� | | 0.5 | | |
256,000 (1) | | | CSWF 2018-TOP C, 1.635%, (US0001M + 1.450)%, 08/15/2035 | | | | | 240,648 | | | | | | 0.1 | | |
1,490,000 (1)(2) | | | DBRR 2011-LC2 A4B Trust, 4.537%, 07/12/2044 | | | | | 1,510,466 | | | | | | 0.4 | | |
1,700,000 (1)(2) | | | DBUBS 2011-LC1A E, 5.876%, 11/10/2046 | | | | | 1,646,155 | | | | | | 0.5 | | |
730,000 (1)(2) | | | DBUBS 2011-LC2A D, 5.714%, 07/10/2044 | | | | | 610,654 | | | | | | 0.2 | | |
67,344 (2) | | | Ginnie Mae 2011-53 B, 3.906%, 05/16/2051 | | | | | 69,270 | | | | | | 0.0 | | |
155,086 | | | Ginnie Mae 2014-54 AC, 2.874%, 02/16/2049 | | | | | 158,805 | | | | | | 0.0 | | |
513,248 | | | Ginnie Mae 2015-183 AC, 2.350%, 07/16/2056 | | | | | 527,922 | | | | | | 0.2 | | |
108,979 (2) | | | Ginnie Mae 2015-21 AF, 2.087%, 07/16/2048 | | | | | 111,071 | | | | | | 0.0 | | |
373,716 | | | Ginnie Mae 2016-110 AB, 2.000%, 05/16/2049 | | | | | 381,324 | | | | | | 0.1 | | |
135,558 | | | Ginnie Mae 2016-86 AB, 2.500%, 09/16/2056 | | | | | 138,390 | | | | | | 0.0 | | |
550,789 | | | Ginnie Mae 2017-51 AB, 2.350%, 04/16/2057 | | | | | 565,362 | | | | | | 0.2 | | |
217,936 | | | Ginnie Mae 2017-69 AB, 2.350%, 05/16/2053 | | | | | 223,880 | | | | | | 0.1 | | |
334,695 | | | Ginnie Mae 2017-70 A, 2.500%, 10/16/2057 | | | | | 343,990 | | | | | | 0.1 | | |
829,649 | | | Ginnie Mae 2017-86 AB, 2.300%, 11/16/2051 | | | | | 853,341 | | | | | | 0.2 | | |
845,795 | | | Ginnie Mae 2017-89 A, 2.500%, 08/16/2057 | | | | | 873,344 | | | | | | 0.3 | | |
1,000,000 (1) | | | Great Wolf Trust 2019-WOLF A, 1.219%, (US0001M + 1.034)%, 12/15/2029 | | | | | 963,713 | | | | | | 0.3 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
530,000 (1) | | | GS Mortgage Securities Corp. Trust 2017-GPTX B, 3.104%, 05/10/2034 | | | | $ | 504,924 | | | | | | 0.1 | | |
1,420,000 (1) | | | GS Mortgage Securities Corp. Trust 2019-70P C, 1.685%, (US0001M + 1.500)%, 10/15/2036 | | | | | 1,344,348 | | | | | | 0.4 | | |
1,320,000 (1)(2) | | | GS Mortgage Securities Trust 2011-GC3 D, 5.824%, 03/10/2044 | | | | | 1,286,726 | | | | | | 0.4 | | |
760,000 (1)(2) | | | GS Mortgage Securities Trust 2012-GC6 C, 5.839%, 01/10/2045 | | | | | 629,240 | | | | | | 0.2 | | |
1,330,000 | | | GS Mortgage Securities Trust 2013-GCJ14 A5, 4.243%, 08/10/2046 | | | | | 1,439,340 | | | | | | 0.4 | | |
420,000 (1) | | | GS Mortgage Securities Trust 2018-HART A, 1.275%, (US0001M + 1.090)%, 10/15/2031 | | | | | 399,180 | | | | | | 0.1 | | |
977,000 (1)(2) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2 C, 5.822%, 11/15/2043 | | | | | 921,025 | | | | | | 0.3 | | |
2,710,000 (1)(2) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5 B, 5.605%, 08/15/2046 | | | | | 2,758,466 | | | | | | 0.8 | | |
700,000 (2) | | | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 B, 3.674%, 12/15/2047 | | | | | 704,932 | | | | | | 0.2 | | |
4,526 | | | JPMBB Commercial Mortgage Securities Trust 2 2014-C19 A2, 3.046%, 04/15/2047 | | | | | 4,546 | | | | | | 0.0 | | |
1,820,000 (1)(2) | | | JPMBB Commercial Mortgage Securities Trust 2013-C15 D, 5.370%, 11/15/2045 | | | | | 1,598,509 | | | | | | 0.4 | | |
1,630,000 (2) | | | JPMBB Commercial Mortgage Securities Trust 2013-C17 C, 5.053%, 01/15/2047 | | | | | 1,622,721 | | | | | | 0.5 | | |
400,000 (1) | | | MF1 2020-FL3 A Ltd., 2.235%, (US0001M + 2.050)%, 07/15/2035 | | | | | 401,662 | | | | | | 0.1 | | |
1,250,000 | | | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C8 A4 A4, 3.134%, 12/15/2048 | | | | | 1,294,501 | | | | | | 0.4 | | |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | | |||||||||||||||
279,032 | | | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14 A3, 3.669%, 02/15/2047 | | | | $ | 281,369 | | | | | | 0.1 | | |
1,210,000 (1)(2) | | | Morgan Stanley Capital I Trust 2011-C1 D, 5.684%, 09/15/2047 | | | | | 1,203,107 | | | | | | 0.3 | | |
1,220,000 | | | Morgan Stanley Capital I Trust 2019-H6 A2, 3.228%, 06/15/2052 | | | | | 1,290,768 | | | | | | 0.4 | | |
1,250,000 (2) | | | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10 A4, 4.218%, 07/15/2046 | | | | | 1,343,398 | | | | | | 0.4 | | |
1,730,000 (1) | | | Morgan Stanley Capital I Trust 2011-C1 G, 4.193%, 09/15/2047 | | | | | 1,540,496 | | | | | | 0.4 | | |
1,930,000 (1) | | | Ready Capital Mortgage Financing 2020-FL4 A LLC, 2.350%, (US0001M + 2.150)%, 02/25/2035 | | | | | 1,937,086 | | | | | | 0.5 | | |
490,000 (1)(2) | | | Wells Fargo Commercial Mortgage Trust 2010-C1 B, 5.276%, 11/15/2043 | | | | | 491,412 | | | | | | 0.1 | | |
1,540,929 | | | WFRBS Commercial Mortgage Trust 2011-C5 A4, 3.667%, 11/15/2044 | | | | | 1,570,175 | | | | | | 0.5 | | |
731,788 (1) | | | West Town Mall Trust 2017-KNOX A, 3.823%, 07/05/2030 | | | | | 739,079 | | | | | | 0.2 | | |
1,720,000 (2) | | | WFRBS Commercial Mortgage Trust 2013-C14 C, 4.106%, 06/15/2046 | | | | | 1,589,388 | | | | | | 0.5 | | |
9,911,165 | | | Other Securities | | | | | 10,147,289 | | | | | | 2.9 | | |
| | | Total Commercial Mortgage-Backed Securities (Cost $63,991,225) | | | | | 61,661,450 | | | | | | 17.7 | | |
ASSET-BACKED SECURITIES: 16.9% | | |||||||||||||||
| | | Automobile Asset-Backed Securities: 6.9% | | ||||||||||||
1,800,000 | | | AmeriCredit Automobile Receivables Trust 2020-1 A3, 1.110%, 08/19/2024 | | | | | 1,812,849 | | | | | | 0.5 | | |
650,000 | | | GM Financial Automobile Leasing Trust 2018-1 B, 2.870%, 12/20/2021 | | | | | 652,338 | | | | | | 0.2 | | |
450,000 | | | GM Financial Automobile Leasing Trust 2019-4 A4, 1.760%, 01/16/2025 | | | | | 463,689 | | | | | | 0.1 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Automobile Asset-Backed Securities (continued) | | ||||||||||||
500,000 | | | GM Financial Consumer Automobile Receivables Trust 2019-3 A3, 2.180%, 04/16/2024 | | | | $ | 511,592 | | | | | | 0.2 | | |
1,050,000 | | | GM Financial Automobile Leasing Trust 2020-1 A4, 1.700%, 12/20/2023 | | | | | 1,068,082 | | | | | | 0.3 | | |
650,000 | | | Honda Auto Receivables 2018-4 A4 Owner Trust, 3.300%, 07/15/2025 | | | | | 684,731 | | | | | | 0.2 | | |
550,000 | | | Honda Auto Receivables 2019-3 A3 Owner Trust, 1.780%, 08/15/2023 | | | | | 561,635 | | | | | | 0.1 | | |
250,000 (1) | | | Hyundai Auto Lease Securitization Trust 2019-B A4, 2.030%, 06/15/2023 | | | | | 254,648 | | | | | | 0.0 | | |
950,000 | | | Hyundai Auto Receivables Trust 2017-B A4, 1.960%, 02/15/2023 | | | | | 960,349 | | | | | | 0.3 | | |
442,526 (1) | | | OSCAR US Funding Trust VII LLC 2017-2A A3, 2.450%, 12/10/2021 | | | | | 443,400 | | | | | | 0.1 | | |
850,000 | | | Santander Drive Auto Receivables Trust 2019-2 B, 2.790%, 01/16/2024 | | | | | 863,464 | | | | | | 0.3 | | |
1,100,000 | | | Santander Drive Auto Receivables Trust 2019-3 A3, 2.160%, 11/15/2022 | | | | | 1,106,781 | | | | | | 0.3 | | |
65,982 (1) | | | Santander Retail Auto Lease Trust 2019-A A2, 2.720%, 01/20/2022 | | | | | 66,665 | | | | | | 0.0 | | |
500,000 (1) | | | Santander Retail Auto Lease Trust 2019-B A3, 2.300%, 01/20/2023 | | | | | 511,084 | | | | | | 0.1 | | |
500,000 (1) | | | Santander Retail Auto Lease Trust 2019-B A4, 2.380%, 08/21/2023 | | | | | 514,292 | | | | | | 0.2 | | |
1,300,000 (1) | | | Santander Retail Auto Lease Trust 2019-C A4, 1.930%, 11/20/2023 | | | | | 1,327,576 | | | | | | 0.4 | | |
716,526 (1) | | | Tesla Auto Lease Trust 2018-B A, 3.710%, 08/20/2021 | | | | | 726,963 | | | | | | 0.2 | | |
950,000 | | | Toyota Auto Receivables 2019-C A4 Owner Trust, 1.880%, 11/15/2024 | | | | | 983,366 | | | | | | 0.3 | | |
10,400,000 | | | Other Securities | | | | | 10,646,413 | | | | | | 3.1 | | |
| | | | | | | | 24,159,917 | | | | | | 6.9 | | |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Credit Card Asset-Backed Securities: 1.1% | | ||||||||||||
1,000,000 | | | BA Credit Card Trust 2019-A1 A1, 1.740%, 01/15/2025 | | | | $ | 1,028,965 | | | | | | 0.3 | | |
1,150,000 | | | Chase Issuance Trust 2020-1 A1, 1.530%, 01/15/2025 | | | | | 1,184,375 | | | | | | 0.3 | | |
1,550,000 (1) | | | Evergreen Credit Card Trust Series 2018-1 A, 2.950%, 03/15/2023 | | | | | 1,577,635 | | | | | | 0.5 | | |
| | | | | | | | 3,790,975 | | | | | | 1.1 | | |
| | | Home Equity Asset-Backed Securities: 0.0% | | ||||||||||||
7,857 | | | Other Securities | | | | | 7,859 | | | | | | 0.0 | | |
| | |||||||||||||||
| | | Other Asset-Backed Securities: 8.7% | | ||||||||||||
500,000 (1) | | | Allegany Park CLO Ltd. 2019-1A A, 3.164%, (US0003M + 1.330)%, 01/20/2033 | | | | | 490,081 | | | | | | 0.1 | | |
840,000 (1) | | | Apidos Clo XXV 2016-25A A1R, 2.305%, (US0003M + 1.170)%, 10/20/2031 | | | | | 824,268 | | | | | | 0.2 | | |
560,000 (1) | | | Arbor Realty Commercial Real Estate Notes 2019-FL2 A Ltd., 1.385%, (US0001M + 1.200)%, 06/15/2034 | | | | | 543,475 | | | | | | 0.2 | | |
700,000 (1) | | | ARES XLVI CLO Ltd. 2017-46A A2, 2.449%, (US0003M + 1.230)%, 01/15/2030 | | | | | 672,687 | | | | | | 0.2 | | |
250,000 (1) | | | Babson CLO Ltd. 2017-1A A2, 2.485%, (US0003M + 1.350)%, 07/18/2029 | | | | | 241,479 | | | | | | 0.1 | | |
250,000 (1) | | | Bain Capital Credit CLO 2017-1A A2, 2.485%, (US0003M + 1.350)%, 07/20/2030 | | | | | 243,101 | | | | | | 0.1 | | |
580,000 (1) | | | Benefit Street Partners CLO II Ltd. 2013-IIA A1R, 2.469%, (US0003M + 1.250)%, 07/15/2029 | | | | | 572,393 | | | | | | 0.2 | | |
250,000 (1) | | | Carbone CLO Ltd. 2017-1A A1, 2.275%, (US0003M + 1.140)%, 01/20/2031 | | | | | 243,694 | | | | | | 0.1 | | |
492,818 (1) | | | Carlyle Global Market Strategies CLO 2014-2RA A1 Ltd., 1.442%, (US0003M + 1.050)%, 05/15/2031 | | | | | 479,439 | | | | | | 0.1 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
620,000 (1) | | | Cedar Funding VIII Clo Ltd. 2017-8A A1, 2.385%, (US0003M + 1.250)%, 10/17/2030 | | | | $ | 608,839 | | | | | | 0.2 | | |
750,000 (1) | | | CIFC Funding 2013-2A A1LR, 2.345%, (US0003M + 1.210)%, 10/18/2030 | | | | | 738,744 | | | | | | 0.2 | | |
600,000 (1) | | | CIFC Funding 2017-4 A1, 2.270%, (US0003M + 1.250)%, 10/24/2030 | | | | | 588,808 | | | | | | 0.2 | | |
600,000 (1) | | | CIFC Funding 2018-4A A1 Ltd., 2.285%, (US0003M + 1.150)%, 10/17/2031 | | | | | 585,557 | | | | | | 0.1 | | |
600,000 (1) | | | Clear Creek CLO Ltd. 2015-1A AR, 2.335%, (US0003M + 1.200)%, 10/20/2030 | | | | | 586,301 | | | | | | 0.2 | | |
250,000 (1) | | | Deer Creek Clo Ltd. 2017-1A A, 2.315%, (US0003M + 1.180)%, 10/20/2030 | | | | | 244,743 | | | | | | 0.1 | | |
680,000 (1) | | | Dewolf Park Clo Ltd. 2017-1A A, 2.429%, (US0003M + 1.210)%, 10/15/2030 | | | | | 667,207 | | | | | | 0.2 | | |
250,000 (1) | | | Dryden 55 CLO Ltd. 2018-55A A1, 2.239%, (US0003M + 1.020)%, 04/15/2031 | | | | | 244,770 | | | | | | 0.1 | | |
1,120,000 (1) | | | Dryden Senior Loan Fund 2017-47A A2, 2.569%, (US0003M + 1.350)%, 04/15/2028 | | | | | 1,083,674 | | | | | | 0.3 | | |
480,000 (1) | | | Dryden XXVIII Senior Loan Fund 2013-28A A1LR, 1.592%, (US0003M + 1.200)%, 08/15/2030 | | | | | 472,464 | | | | | | 0.1 | | |
1,000,000 (1) | | | Dryden 78 CLO Ltd. 2020-78A A, 2.447%, (US0003M + 1.180)%, 04/17/2033 | | | | | 971,741 | | | | | | 0.3 | | |
300,000 (1) | | | Eaton Vance Clo 2015-1A A2R Ltd., 2.385%, (US0003M + 1.250)%, 01/20/2030 | | | | | 291,421 | | | | | | 0.1 | | |
750,000 (1) | | | Galaxy XIX CLO Ltd. 2015-19A A1R, 2.240%, (US0003M + 1.220)%, 07/24/2030 | | | | | 736,130 | | | | | | 0.2 | | |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
500,000 (1) | | | Galaxy XV CLO Ltd. 2013-15A AR, 2.419%, (US0003M + 1.200)%, 10/15/2030 | | | | $ | 489,048 | | | | | | 0.1 | | |
300,000 (1) | | | Goldentree Loan Management US Clo 2 Ltd. 2017-2A A, 2.285%, (US0003M + 1.150)%, 11/28/2030 | | | | | 293,750 | | | | | | 0.1 | | |
490,000 (1) | | | Grand Avenue CRE 2020-FL2 A Ltd., 2.632%, (US0001M + 2.450)%, 03/15/2035 | | | | | 491,105 | | | | | | 0.1 | | |
416,982 (1) | | | JGWPT XXXIII LLC 2014-3A A, 3.500%, 06/15/2077 | | | | | 449,002 | | | | | | 0.1 | | |
1,000,000 (1) | | | Kayne CLO 7 Ltd. 2020-7A A1, 2.607%, (US0003M + 1.200)%, 04/17/2033 | | | | | 974,942 | | | | | | 0.3 | | |
600,000 (1) | | | LCM 26A A2 Ltd., 2.385%, (US0003M + 1.250)%, 01/20/2031 | | | | | 575,170 | | | | | | 0.2 | | |
250,000 (1) | | | LCM XXIV Ltd. 24A A, 2.445%, (US0003M + 1.310)%, 03/20/2030 | | | | | 245,327 | | | | | | 0.1 | | |
480,000 (1) | | | LoanCore 2019-CRE2 A Issuer Ltd., 1.315%, (US0001M + 1.130)%, 05/09/2036 | | | | | 466,988 | | | | | | 0.1 | | |
700,000 (1) | | | Madison Park Funding XXXV Ltd. 2019-35A A2A, 2.785%, (US0003M + 1.650)%, 04/20/2031 | | | | | 691,669 | | | | | | 0.2 | | |
500,000 (1) | | | Magnetite CLO Ltd. 2020-26A A, 1.949%, (US0003M + 1.750)%, 07/15/2030 | | | | | 500,256 | | | | | | 0.1 | | |
700,000 (1) | | | Magnetite XXII Ltd. 2019-22A A2, 2.869%, (US0003M + 1.650)%, 04/15/2031 | | | | | 689,845 | | | | | | 0.2 | | |
800,000 (1) | | | Marlette Funding Trust 2020-1A B, 2.380%, 03/15/2030 | | | | | 772,080 | | | | | | 0.2 | | |
400,000 (1) | | | Octagon Investment Partners 33 Ltd. 2017-1A A1, 2.325%, (US0003M + 1.190)%, 01/20/2031 | | | | | 390,277 | | | | | | 0.1 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
500,000 (1) | | | Octagon Investment Partners Ltd. 2017-1A A2, 2.569%, (US0003M + 1.350)%, 07/15/2029 | | | | $ | 483,521 | | | | | | 0.1 | | |
500,000 (1) | | | Octagon Investment Partners XIV Ltd. 2012-1A A1BR, 2.594%, (US0003M + 1.375)%, 07/15/2029 | | | | | 484,187 | | | | | | 0.2 | | |
400,000 (1) | | | Octagon Investment Partners XV Ltd. 2013-1A A2R, 2.485%, (US0003M + 1.350)%, 07/19/2030 | | | | | 387,165 | | | | | | 0.1 | | |
500,000 (1) | | | Palmer Square CLO 2013-2A AARR Ltd., 2.335%, (US0003M + 1.200)%, 10/17/2031 | | | | | 488,200 | | | | | | 0.1 | | |
975,000 (1) | | | Palmer Square CLO 2015-2A A1R2 Ltd., 2.235%, (US0003M + 1.100)%, 07/20/2030 | | | | | 955,298 | | | | | | 0.3 | | |
350,381 (1) | | | SoFi Consumer Loan Program 2019-2 A Trust, 3.010%, 04/25/2028 | | | | | 355,415 | | | | | | 0.1 | | |
319,229 (1) | | | SoFi Consumer Loan Program 2019-3 A Trust, 2.900%, 05/25/2028 | | | | | 323,770 | | | | | | 0.1 | | |
1,068,743 (1) | | | SoFi Consumer Loan Program 2020-1 A Trust, 2.020%, 01/25/2029 | | | | | 1,080,558 | | | | | | 0.3 | | |
800,000 (1) | | | SoFi Consumer Loan Program 2020-1 B Trust, 2.250%, 01/25/2029 | | | | | 770,894 | | | | | | 0.2 | | |
400,000 (1) | | | TCI-Flatiron Clo 2017-1A A Ltd., 1.586%, (US0003M + 1.200)%, 11/18/2030 | | | | | 391,952 | | | | | | 0.1 | | |
500,000 (1) | | | TCI-Symphony CLO 2017-1A A Ltd., 2.449%, (US0003M + 1.230)%, 07/15/2030 | | | | | 490,273 | | | | | | 0.2 | | |
592,641 (1) | | | THL Credit Wind River 2013-2A AR CLO Ltd., 2.365%, (US0003M + 1.230)%, 10/18/2030 | | | | | 580,746 | | | | | | 0.2 | | |
570,000 (1) | | | THL Credit Wind River 2017-2A A CLO Ltd., 2.365%, (US0003M + 1.230)%, 07/20/2030 | | | | | 559,113 | | | | | | 0.1 | | |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
ASSET-BACKED SECURITIES: (continued) | | |||||||||||||||
| | | Other Asset-Backed Securities (continued) | | ||||||||||||
600,000 (1) | | | THL Credit Wind River 2018-2 A A2Clo Ltd., 2.669%, (US0003M + 1.450)%, 07/15/2030 | | | | $ | 581,693 | | | | | | 0.2 | | |
600,000 (1) | | | THL Credit Wind River 2019-2A A2 Clo Ltd., 2.869%, (US0003M + 1.650)%, 01/15/2033 | | | | | 584,276 | | | | | | 0.2 | | |
800,000 (1) | | | Trafigura Securitisation Finance PLC 2018-1A A2, 3.730%, 03/15/2022 | | | | | 809,932 | | | | | | 0.2 | | |
250,000 (1) | | | Venture 34 CLO Ltd. 2018-34A A, 2.449%, (US0003M + 1.230)%, 10/15/2031 | | | | | 239,337 | | | | | | 0.1 | | |
396,997 (1) | | | Volvo Financial Equipment LLC Series 2017-1A A4, 2.210%, 11/15/2021 | | | | | 398,678 | | | | | | 0.1 | | |
1,000,000 | | | Other Securities | | | | | 1,018,847 | | | | | | 0.3 | | |
| | | | | | | | 30,144,330 | | | | | | 8.7 | | |
| | | Student Loan Asset-Backed Securities: 0.2% | | ||||||||||||
850,000 (1) | | | Navient Private Education Refi Loan Trust 2019-FA A2, 2.600%, 08/15/2068 | | | | | 874,414 | | | | | | 0.2 | | |
| | | Total Asset-Backed Securities (Cost $58,897,515) | | | | | 58,977,495 | | | | | | 16.9 | | |
U.S. GOVERNMENT AGENCY OBLIGATIONS(5): 0.3% | | |||||||||||||||
| | | Federal Home Loan Mortgage Corporation: 0.3% | | ||||||||||||
3 | | | 3.500%, (H15T1Y + 1.997)%,07/01/2024 | | | | | 3 | | | | | | 0.0 | | |
838,000 | | | Other Securities | | | | | 838,025 | | | | | | 0.3 | | |
| | | | | | | | 838,028 | | | | | | 0.3 | | |
| | | Uniform Mortgage-Backed Securities: 0.0% | | ||||||||||||
56,449 | | | Other Securities | | | | | 62,434 | | | | | | 0.0 | | |
| | | Total U.S. Government Agency Obligations (Cost $895,360) | | | | | 900,462 | | | | | | 0.3 | | |
| | | Total Long-Term Investments (Cost $338,313,194) | | | | | 339,788,289 | | | | | | 97.6 | | |
|
Voya Limited Maturity Bond Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | | | | Value | | | Percentage of Net Assets | | ||||||
SHORT-TERM INVESTMENTS: 5.7% | | |||||||||||||||
| | | Repurchase Agreements: 0.2% | | ||||||||||||
655,915 (6) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $655,917, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $669,033, due 07/31/20-07/01/50) | | | | | | | | | | | | | |
| | | (Cost $655,915) | | | | $ | 655,915 | | | | | | 0.2 | | |
| | | Mutual Funds: 5.5% | | ||||||||||||
19,107,000 (7) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.150% | | | | | | | | | | | | | |
| | | (Cost $19,107,000) | | | | | 19,107,000 | | | | | | 5.5 | | |
| | | Total Short-Term Investments (Cost $19,762,915) | | | | | 19,762,915 | | | | | | 5.7 | | |
| | | Total Investments in Securities (Cost $358,076,109) | | | | $ | 359,551,204 | | | | | | 103.3 | | |
| | | Liabilities in Excess of Other Assets | | | | | (11,521,321) | | | | | | (3.3) | | |
| | | Net Assets | | | | $ | 348,029,883 | | | | | | 100.0 | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2020 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Corporate Bonds/Notes | | | | $ | — | | | | | $ | 113,686,723 | | | | | $ | — | | | | | $ | 113,686,723 | | |
Collateralized Mortgage Obligations | | | | | — | | | | | | 18,606,131 | | | | | | — | | | | | | 18,606,131 | | |
Asset-Backed Securities | | | | | — | | | | | | 58,977,495 | | | | | | — | | | | | | 58,977,495 | | |
Commercial Mortgage-Backed Securities | | | | | — | | | | | | 61,661,450 | | | | | | — | | | | | | 61,661,450 | | |
U.S. Government Agency Obligations | | | | | — | | | | | | 900,462 | | | | | | — | | | | | | 900,462 | | |
U.S. Treasury Obligations | | | | | — | | | | | | 85,956,028 | | | | | | — | | | | | | 85,956,028 | | |
Short-Term Investments | | | | | 19,107,000 | | | | | | 655,915 | | | | | | — | | | | | | 19,762,915 | | |
Total Investments, at fair value | | | | $ | 19,107,000 | | | | | $ | 340,444,204 | | | | | $ | — | | | | | $ | 359,551,204 | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2020 (Unaudited) (continued) |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2020 | | ||||||||||||
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 17,890 | | | | | | — | | | | | | — | | | | | | 17,890 | | |
Total Assets | | | | $ | 19,124,890 | | | | | $ | 340,444,204 | | | | | $ | — | | | | | $ | 359,569,094 | | |
Liabilities Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | $ | (62,011) | | | | | $ | — | | | | | $ | — | | | | | $ | (62,011) | | |
Total Liabilities | | | | $ | (62,011) | | | | | $ | — | | | | | $ | — | | | | | $ | (62,011) | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 2-Year Note | | | | | 481 | | | | | | 09/30/20 | | | | | $ | 106,218,329 | | | | | $ | 17,890 | | |
| | | | | | | | | | | | | | | | $ | 106,218,329 | | | | | $ | 17,890 | | |
Short Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
U.S. Treasury 10-Year Note | | | | | (31) | | | | | | 09/21/20 | | | | | | (4,314,328) | | | | | | (11,848) | | |
U.S. Treasury 5-Year Note | | | | | (199) | | | | | | 09/30/20 | | | | | | (25,022,696) | | | | | | (50,163) | | |
| | | | | | | | | | | | | | | | $ | (29,337,024) | | | | | $ | (62,011) | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Interest rate contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 17,890 | | |
Total Asset Derivatives | | | | | | | $ | 17,890 | | |
Liability Derivatives | | | | | | | | | | |
Interest rate contracts | | | Net Assets — Unrealized depreciation* | | | | $ | 62,011 | | |
Total Liability Derivatives | | | | | | | $ | 62,011 | | |
Derivatives not accounted for as hedging instruments | | | Futures | | | | | |||
Interest rate contracts | | | | $ | 404,246 | | | | | |
Total | | | | $ | 404,246 | | | | | |
|
Derivatives not accounted for as hedging instruments | | | Futures | | | | | |||
Interest rate contracts | | | | $ | (48,916) | | | | | |
Total | | | | $ | (48,916) | | | | | |
Voya Limited Maturity Bond Portfolio | as of June 30, 2020 (Unaudited) (continued) |
| Cost for federal income tax purposes was $358,082,713. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 4,876,054 | | |
| Gross Unrealized Depreciation | | | | | (3,451,684) | | |
| Net Unrealized Appreciation | | | | $ | 1,424,370 | | |
Voya U.S. Stock Index Portfolio | as of June 30, 2020 (Unaudited) |
| Sector Diversification as of June 30, 2020 (as a percentage of net assets) | | |||
| | | | | |
| Information Technology | | | 26.9% | |
| Health Care | | | 14.3% | |
| Consumer Discretionary | | | 10.6% | |
| Communication Services | | | 10.5% | |
| Financials | | | 9.9% | |
| Industrials | | | 7.8% | |
| Consumer Staples | | | 6.8% | |
| Utilities | | | 3.0% | |
| Real Estate | | | 2.8% | |
| Energy | | | 2.8% | |
| Materials | | | 2.5% | |
| Telecommunications* | | | 0.0% | |
| Assets in Excess of Other Liabilities** | | | 2.1% | |
| Net Assets | | | 100.0% | |
| * Amount is less than 0.05% | | |||
| ** Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 97.9% | | |||||||||||||||
| | | Communication Services: 10.5% | | ||||||||||||
80,575 (1) | | | Alphabet, Inc. - Class A | | | | $ | 114,259,379 | | | | | | 1.6 | | |
78,537 (1) | | | Alphabet, Inc. - Class C | | | | | 111,020,689 | | | | | | 1.6 | | |
1,913,341 | | | AT&T, Inc. | | | | | 57,840,298 | | | | | | 0.8 | | |
1,223,118 | | | Comcast Corp. – Class A | | | | | 47,677,140 | | | | | | 0.7 | | |
645,716 (1) | | | Facebook, Inc. - Class A | | | | | 146,622,732 | | | | | | 2.1 | | |
118,105 (1) | | | NetFlix, Inc. | | | | | 53,742,499 | | | | | | 0.7 | | |
1,111,213 | | | Verizon Communications, Inc. | | | | | 61,261,173 | | | | | | 0.9 | | |
485,053 | | | Walt Disney Co. | | | | | 54,088,260 | | | | | | 0.8 | | |
1,798,732 (2)(3) | | | Other Securities | | | | | 95,901,603 | | | | | | 1.3 | | |
| | | | | | | | 742,413,773 | | | | | | 10.5 | | |
| | | Consumer Discretionary: 10.6% | | ||||||||||||
112,510 (1) | | | Amazon.com, Inc. | | | | | 310,394,838 | | | | | | 4.4 | | |
288,820 | | | Home Depot, Inc. | | | | | 72,352,298 | | | | | | 1.0 | | |
199,674 | | | McDonald’s Corp. | | | | | 36,833,863 | | | | | | 0.5 | | |
332,993 | | | Nike, Inc. - Class B | | | | | 32,649,964 | | | | | | 0.5 | | |
5,132,239 (2)(3) | | | Other Securities | | | | | 293,133,446 | | | | | | 4.2 | | |
| | | | | | | | 745,364,409 | | | | | | 10.6 | | |
| | | Consumer Staples: 6.8% | | ||||||||||||
1,038,011 | | | Coca-Cola Co. | | | | | 46,378,332 | | | | | | 0.7 | | |
118,566 | | | Costco Wholesale Corp. | | | | | 35,950,397 | | | | | | 0.5 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Consumer Staples (continued) | | ||||||||||||
372,598 | | | PepsiCo, Inc. | | | | $ | 49,279,811 | | | | | | 0.7 | | |
664,807 | | | Procter & Gamble Co. | | | | | 79,490,973 | | | | | | 1.1 | | |
380,245 | | | Walmart, Inc. | | | | | 45,545,746 | | | | | | 0.6 | | |
3,671,782 (2)(3) | | | Other Securities | | | | | 222,970,170 | | | | | | 3.2 | | |
| | | | | | | | 479,615,429 | | | | | | 6.8 | | |
| | | Energy: 2.8% | | ||||||||||||
501,357 | | | Chevron Corp. | | | | | 44,736,085 | | | | | | 0.7 | | |
1,135,440 | | | Exxon Mobil Corp. | | | | | 50,776,877 | | | | | | 0.7 | | |
3,956,693 (2) | | | Other Securities | | | | | 98,996,574 | | | | | | 1.4 | | |
| | | | | | | | 194,509,536 | | | | | | 2.8 | | |
| | | Financials: 9.9% | | ||||||||||||
2,096,766 | | | Bank of America Corp. | | | | | 49,798,192 | | | | | | 0.7 | | |
522,047 (1) | | | Berkshire Hathaway, Inc. – Class B | | | | | 93,190,610 | | | | | | 1.3 | | |
818,245 | | | JPMorgan Chase & Co. | | | | | 76,964,125 | | | | | | 1.1 | | |
8,164,218 (2)(3) | | | Other Securities | | | | | 474,099,573 | | | | | | 6.8 | | |
| | | | | | | | 694,052,500 | | | | | | 9.9 | | |
| | | Health Care: 14.3% | | ||||||||||||
475,004 | | | Abbott Laboratories | | | | | 43,429,616 | | | | | | 0.6 | | |
473,258 | | | AbbVie, Inc. | | | | | 46,464,470 | | | | | | 0.7 | | |
157,967 | | | Amgen, Inc. | | | | | 37,258,097 | | | | | | 0.5 | | |
607,621 | | | Bristol-Myers Squibb Co. | | | | | 35,728,115 | | | | | | 0.5 | | |
226,162 | | | Eli Lilly & Co. | | | | | 37,131,277 | | | | | | 0.5 | | |
707,492 | | | Johnson & Johnson | | | | | 99,494,600 | | | | | | 1.4 | | |
360,131 | | | Medtronic PLC | | | | | 33,024,013 | | | | | | 0.5 | | |
677,820 | | | Merck & Co., Inc. | | | | | 52,415,820 | | | | | | 0.7 | | |
1,491,690 | | | Pfizer, Inc. | | | | | 48,778,263 | | | | | | 0.7 | | |
106,060 | | | Thermo Fisher Scientific, Inc. | | | | | 38,429,780 | | | | | | 0.6 | | |
254,677 | | | UnitedHealth Group, Inc. | | | | | 75,116,981 | | | | | | 1.1 | | |
3,730,739 (3) | | | Other Securities | | | | | 459,762,609 | | | | | | 6.5 | | |
| | | | | | | | 1,007,033,641 | | | | | | 14.3 | | |
| | | Industrials: 7.8% | | ||||||||||||
182,222 | | | Union Pacific Corp. | | | | | 30,808,273 | | | | | | 0.4 | | |
7,800,745 (2)(3) | | | Other Securities | | | | | 519,243,221 | | | | | | 7.4 | | |
| | | | | | | | 550,051,494 | | | | | | 7.8 | | |
| | | Information Technology: 26.9% | | ||||||||||||
171,067 | | | Accenture PLC | | | | | 36,731,506 | | | | | | 0.5 | | |
129,382 (1) | | | Adobe, Inc. | | | | | 56,321,278 | | | | | | 0.8 | | |
1,094,102 | | | Apple, Inc. | | | | | 399,128,410 | | | | | | 5.7 | | |
107,359 | | | Broadcom, Inc. | | | | | 33,883,574 | | | | | | 0.5 | | |
1,138,842 | | | Cisco Systems, Inc. | | | | | 53,115,591 | | | | | | 0.8 | | |
Voya U.S. Stock Index Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Information Technology (continued) | | ||||||||||||
1,136,994 | | | Intel Corp. | | | | $ | 68,026,351 | | | | | | 1.0 | | |
237,337 | | | Mastercard, Inc. - Class A | | | | | 70,180,551 | | | | | | 1.0 | | |
2,036,450 | | | Microsoft Corp. | | | | | 414,437,940 | | | | | | 5.9 | | |
165,188 | | | Nvidia Corp. | | | | | 62,756,573 | | | | | | 0.9 | | |
558,928 | | | Oracle Corp. | | | | | 30,891,951 | | | | | | 0.4 | | |
315,308 (1) | | | PayPal Holdings, Inc. | | | | | 54,936,113 | | | | | | 0.8 | | |
241,954 (1) | | | Salesforce.com, Inc. | | | | | 45,325,243 | | | | | | 0.6 | | |
246,458 | | | Texas Instruments, Inc. | | | | | 31,292,772 | | | | | | 0.4 | | |
453,055 | | | Visa, Inc. - Class A | | | | | 87,516,634 | | | | | | 1.2 | | |
5,202,758 (2)(3) | | | Other Securities | | | | | 446,239,268 | | | | | | 6.4 | | |
| | | | | | | | 1,890,783,755 | | | | | | 26.9 | | |
| | | Materials: 2.5% | | ||||||||||||
141,033 | | | Linde Public Ltd. | | | | | 29,914,509 | | | | | | 0.4 | | |
2,701,736 (2) | | | Other Securities | | | | | 143,828,574 | | | | | | 2.1 | | |
| | | | | | | | 173,743,083 | | | | | | 2.5 | | |
| | | Real Estate: 2.8% | | ||||||||||||
119,045 | | | American Tower Corp. | | | | | 30,777,894 | | | | | | 0.4 | | |
2,313,778 (2)(3) | | | Other Securities | | | | | 164,957,393 | | | | | | 2.4 | | |
| | | | | | | | 195,735,287 | | | | | | 2.8 | | |
| | | Utilities: 3.0% | | ||||||||||||
131,436 | | | NextEra Energy, Inc. | | | | | 31,566,984 | | | | | | 0.4 | | |
3,155,906 (2) | | | Other Securities | | | | | 179,546,689 | | | | | | 2.6 | | |
| | | | | | | | 211,113,673 | | | | | | 3.0 | | |
| | | Total Common Stock (Cost $4,616,704,346) | | | | | 6,884,416,580 | | | | | | 97.9 | | |
RIGHTS: 0.0% | | |||||||||||||||
| | | Telecommunications: 0.0% | | ||||||||||||
102,874 (3) | | | Other Securities | | | | | 17,283 | | | | | | 0.0 | | |
| | | Total Rights (Cost $—) | | | | | 17,283 | | | | | | 0.0 | | |
| | | Total Long-Term Investments (Cost $4,616,704,346) | | | | | 6,884,433,863 | | | | | | 97.9 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 3.1% | | |||||||||||||||
| | | Floating Rate Notes: 0.1% | | ||||||||||||
675,000 (4) | | | Bank of Montreal, 0.200%, 07/13/2020 | | | | | 675,014 | | | | | | 0.0 | | |
825,000 (4) | | | J.P. Morgan Securities LLC, 0.360%, 07/08/2020 | | | | | 825,038 | | | | | | 0.0 | | |
950,000 (4) | | | Lloyds Bank PLC, 0.310%, 07/31/2020 | | | | | 950,118 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Floating Rate Notes (continued) | | ||||||||||||
275,000 (4) | | | Mitsubishi UFJ Financial Group, Inc., 0.350%, 07/14/2020 | | | | $ | 275,020 | | | | | | 0.0 | | |
1,000,000 (4) | | | National Bank of Canada, 1.180%, 07/16/2020 | | | | | 1,000,035 | | | | | | 0.1 | | |
725,000 (4) | | | Royal Bank of Canada, 0.350%, 07/17/2020 | | | | | 725,066 | | | | | | 0.0 | | |
800,000 (4) | | | Svenska Handelsbanken AB, 0.330%, 07/07/2020 | | | | | 800,027 | | | | | | 0.0 | | |
625,000 (4) | | | Toronto-Dominion Bank, 0.290%, 07/21/2020 | | | | | 625,046 | | | | | | 0.0 | | |
| | | Total Floating Rate Notes (Cost $5,875,364) | | | | | 5,875,364 | | | | | | 0.1 | | |
| | | | | ||||||||||||
| | | Repurchase Agreements: 1.1% | | ||||||||||||
2,665,972 (4) | | | Amherst Pierpoint Securities LLC, Repurchase Agreement dated 06/30/20, 0.14%, due 07/01/20 (Repurchase Amount $2,665,982, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $2,719,291, due 08/13/20-05/20/70) | | | | | 2,665,972 | | | | | | 0.0 | | |
6,859,933 (4) | | | BNP Paribas S.A., Repurchase Agreement dated 06/30/20, 0.07%-0.24%, due 07/01/20 (Repurchase Amount $6,859,973, collateralized by various U.S. Government Securities, 0.000%-6.500%, Market Value plus accrued interest $7,173,015, due 08/15/20-02/15/48) | | | | | 6,859,933 | | | | | | 0.1 | | |
15,972,554 (4) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/20, 0.10%, due 07/01/20 (Repurchase Amount $15,972,598, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $16,292,005, due 08/01/20-02/20/70) | | | | | 15,972,554 | | | | | | 0.2 | | |
Voya U.S. Stock Index Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
3,134,861 (4) | | | CF Secured LLC, Repurchase Agreement dated 06/30/20, 0.10%, due 07/01/20 (Repurchase Amount $3,134,870, collateralized by various U.S. Government/U.S. Government Agency Obligations, 2.500%-5.500%, Market Value plus accrued interest $3,197,558, due 01/01/29-06/01/50) | | | | $ | 3,134,861 | | | | | | 0.1 | | |
6,732,216 (4) | | | Citadel Securities LLC, Repurchase Agreement dated 06/30/20, 0.15%, due 07/01/20 (Repurchase Amount $6,732,244, collateralized by various U.S. Government Securities, 0.000%-7.625%, Market Value plus accrued interest $6,866,889, due 07/31/20-11/15/49) | | | | | 6,732,216 | | | | | | 0.1 | | |
21,262,484 (4) | | | Citigroup, Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $21,262,536, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $21,687,735, due 07/31/21-05/20/70) | | | | | 21,262,484 | | | | | | 0.3 | | |
750,893 (4) | | | Credit Suisse AG (New York), Repurchase Agreement dated 06/30/20, 0.07%, due 07/01/20 (Repurchase Amount $750,894, collateralized by various U.S. Government Securities, 1.875%-3.125%, Market Value plus accrued interest $765,911, due 08/31/22-11/15/28) | | | | | 750,893 | | | | | | 0.0 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
4,103,924 (4) | | | Industrial & Comm. Bank of China, Repurchase Agreement dated 06/30/20, 0.11%, due 07/01/20 (Repurchase Amount $4,103,936, collateralized by various U.S. Government/ U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $4,186,003, due 07/15/20-06/01/50) | | | | $ | 4,103,924 | | | | | | 0.1 | | |
1,228,319 (4) | | | Royal Bank of Canada, Repurchase Agreement dated 06/30/20, 0.26%, due 07/01/20 (Repurchase Amount $1,228,328, collateralized by various U.S. Government Securities, 0.000%-8.700%, Market Value plus accrued interest $1,282,924, due 10/27/20-05/27/40) | | | | | 1,228,319 | | | | | | 0.0 | | |
15,916,277 (4) | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/20, 0.24%, due 07/01/20 (Repurchase Amount $15,916,382, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $16,271,496, due 01/15/22-02/15/47) | | | | | 15,916,277 | | | | | | 0.2 | | |
| | | Total Repurchase Agreements (Cost $78,627,433) | | | | | 78,627,433 | | | | | | 1.1 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Mutual Funds(4): 1.9% | | ||||||||||||
2,282,000 (4)(5) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.100% | | | | | 2,282,000 | | | | | | 0.0 | | |
125,295,000 (4)(5) | | | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.150% | | | | | 125,295,000 | | | | | | 1.8 | | |
Voya U.S. Stock Index Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Mutual Funds(4) (continued) | | ||||||||||||
2,282,000 (4)(5) | | | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.050% | | | | $ | 2,282,000 | | | | | | 0.1 | | |
| | | Total Mutual Funds (Cost $129,859,000) | | | | | 129,859,000 | | | | | | 1.9 | | |
| | | Total Short-Term Investments (Cost $214,361,797) | | | | | 214,361,797 | | | | | | 3.1 | | |
| | | Total Investments in Securities (Cost $4,831,066,143) | | | | $ | 7,098,795,660 | | | | | | 101.0 | | |
| | | Liabilities in Excess of Other Assets | | | | | (72,396,046) | | | | | | (1.0) | | |
| | | Net Assets | | | | $ | 7,026,399,614 | | | | | | 100.0 | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2020 | | ||||||||||||
Asset Table | | | | | | ||||||||||||||||||||
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 6,884,416,580 | | | | | $ | — | | | | | $ | — | | | | | $ | 6,884,416,580 | | |
Rights | | | | | 17,283 | | | | | | — | | | | | | — | | | | | | 17,283 | | |
Short-Term Investments | | | | | 129,859,000 | | | | | | 84,502,797 | | | | | | — | | | | | | 214,361,797 | | |
Total Investments, at fair value | | | | $ | 7,014,292,863 | | | | | $ | 84,502,797 | | | | | $ | — | | | | | $ | 7,098,795,660 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 1,530,380 | | | | | | — | | | | | | — | | | | | | 1,530,380 | | |
Total Assets | | | | $ | 7,015,823,243 | | | | | $ | 84,502,797 | | | | | $ | — | | | | | $ | 7,100,326,040 | | |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
S&P 500® E-Mini | | | | | 918 | | | | | | 09/18/20 | | | | | $ | 141,840,180 | | | | | $ | 1,530,380 | | |
| | | | | | | | | | | | | | | | $ | 141,840,180 | | | | | $ | 1,530,380 | | |
|
Voya U.S. Stock Index Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 1,530,380 | | |
Total Asset Derivatives | | | | | | | $ | 1,530,380 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (10,199,138) | | |
Total | | | | $ | (10,199,138) | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (57,470) | | |
Total | | | | $ | (57,470) | | |
| Cost for federal income tax purposes was $4,853,116,287. | | | |||||
| Net unrealized appreciation consisted of: | | | |||||
| Gross Unrealized Appreciation | | | | $ | 2,593,522,861 | | |
| Gross Unrealized Depreciation | | | | | (346,313,108) | | |
| Net Unrealized Appreciation | | | | $ | 2,247,209,753 | | |
VY® Clarion Real Estate Portfolio | as of June 30, 2020 (Unaudited) |
| REIT Diversification as of June 30, 2020 (as a percentage of net assets) | | |||
| Specialized REITs | | | 24.1% | |
| Residential REITs | | | 18.1% | |
| Industrial REITs | | | 14.4% | |
| Office REITs | | | 12.7% | |
| Health Care REITs | | | 10.9% | |
| Retail REITs | | | 9.7% | |
| Diversified REITs | | | 4.9% | |
| Hotel & Resort REITs | | | 4.0% | |
| Assets in Excess of Other Liabilities* | | | 1.2% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 98.8% | | |||||||||||||||
| | | Diversified REITs: 4.9% | | ||||||||||||
140,363 | | | STORE Capital Corp. | | | | $ | 3,342,043 | | | | | | 1.3 | | |
1,370,922 | | | VEREIT, Inc. | | | | | 8,815,028 | | | | | | 3.6 | | |
| | | | | | | | 12,157,071 | | | | | | 4.9 | | |
| | | | | ||||||||||||
| | | Health Care REITs: 10.9% | | ||||||||||||
299,960 | | | Healthcare Trust of America, Inc. | | | | | 7,954,939 | | | | | | 3.2 | | |
362,377 | | | Healthpeak Properties, Inc. | | | | | 9,987,110 | | | | | | 4.0 | | |
184,103 | | | Ventas, Inc. | | | | | 6,741,852 | | | | | | 2.7 | | |
44,685 | | | Welltower, Inc. | | | | | 2,312,449 | | | | | | 1.0 | | |
| | | | | | | | 26,996,350 | | | | | | 10.9 | | |
| | | | | ||||||||||||
| | | Hotel & Resort REITs: 4.0% | | ||||||||||||
321,389 | | | Host Hotels & Resorts, Inc. | | | | | 3,467,787 | | | | | | 1.4 | | |
174,844 | | | MGM Growth Properties LLC | | | | | 4,757,505 | | | | | | 1.9 | | |
206,211 | | | Sunstone Hotel Investors, Inc. | | | | | 1,680,620 | | | | | | 0.7 | | |
| | | | | | | | 9,905,912 | | | | | | 4.0 | | |
| | | | | ||||||||||||
| | | Industrial REITs: 14.4% | | ||||||||||||
275,212 | | | Duke Realty Corp. | | | | | 9,739,753 | | | | | | 3.9 | | |
228,005 | | | ProLogis, Inc. | | | | | 21,279,707 | | | | | | 8.6 | | |
159,777 | | | STAG Industrial, Inc. | | | | | 4,684,661 | | | | | | 1.9 | | |
| | | | | | | | 35,704,121 | | | | | | 14.4 | | |
| | | | | ||||||||||||
| | | Office REITs: 12.7% | | ||||||||||||
53,713 | | | Alexandria Real Estate Equities, Inc. | | | | | 8,714,934 | | | | | | 3.5 | | |
59,176 | | | Boston Properties, Inc. | | | | | 5,348,327 | | | | | | 2.1 | | |
182,954 | | | Brandywine Realty Trust | | | | | 1,992,369 | | | | | | 0.8 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Office REITs (continued) | | ||||||||||||
141,288 | | | Columbia Property Trust, Inc. | | | | $ | 1,856,525 | | | | | | 0.7 | | |
91,452 | | | Cousins Properties, Inc. | | | | | 2,728,013 | | | | | | 1.1 | | |
84,140 | | | Highwoods Properties, Inc. | | | | | 3,140,946 | | | | | | 1.3 | | |
169,702 | | | Hudson Pacific Properties, Inc. | | | | | 4,269,702 | | | | | | 1.7 | | |
220,739 | | | Piedmont Office Realty Trust, Inc. | | | | | 3,666,475 | | | | | | 1.5 | | |
| | | | | | | | 31,717,291 | | | | | | 12.7 | | |
| | | | | ||||||||||||
| | | Residential REITs: 18.1% | | ||||||||||||
61,038 | | | American Campus Communities, Inc. | | | | | 2,133,889 | | | | | | 0.9 | | |
121,023 | | | Apartment Investment and Management Co. | | | | | 4,555,306 | | | | | | 1.8 | | |
58,625 | | | AvalonBay Communities, Inc. | | | | | 9,065,770 | | | | | | 3.6 | | |
46,938 | | | Camden Property Trust | | | | | 4,281,684 | | | | | | 1.7 | | |
133,898 | | | Equity Residential | | | | | 7,875,880 | | | | | | 3.2 | | |
409,962 | | | Invitation Homes, Inc. | | | | | 11,286,254 | | | | | | 4.5 | | |
51,221 | | | Mid-America Apartment Communities, Inc. | | | | | 5,873,512 | | | | | | 2.4 | | |
| | | | | | | | 45,072,295 | | | | | | 18.1 | | |
| | | | | ||||||||||||
| | | Retail REITs: 9.7% | | ||||||||||||
259,597 | | | Brixmor Property Group, Inc. | | | | | 3,328,034 | | | | | | 1.4 | | |
59,925 | | | Regency Centers Corp. | | | | | 2,749,958 | | | | | | 1.1 | | |
350,220 | | | Retail Properties of America, Inc. | | | | | 2,563,611 | | | | | | 1.0 | | |
109,953 | | | Simon Property Group, Inc. | | | | | 7,518,586 | | | | | | 3.0 | | |
151,376 | | | Spirit Realty Capital, Inc. | | | | | 5,276,967 | | | | | | 2.1 | | |
225,383 | | | Urban Edge Properties | | | | | 2,675,296 | | | | | | 1.1 | | |
| | | | | | | | 24,112,452 | | | | | | 9.7 | | |
| | | | | ||||||||||||
| | | Specialized REITs: 24.1% | | ||||||||||||
16,824 | | | American Tower Corp. | | | | | 4,349,677 | | | | | | 1.8 | | |
33,367 | | | Crown Castle International Corp. | | | | | 5,583,967 | | | | | | 2.2 | | |
242,463 | | | CubeSmart | | | | | 6,544,076 | | | | | | 2.6 | | |
64,824 | | | CyrusOne, Inc. | | | | | 4,715,946 | | | | | | 1.9 | | |
27,940 | | | Equinix, Inc. | | | | | 19,622,262 | | | | | | 7.9 | | |
33,351 | | | Extra Space Storage, Inc. | | | | | 3,080,632 | | | | | | 1.2 | | |
66,188 | | | Life Storage, Inc. | | | | | 6,284,551 | | | | | | 2.5 | | |
52,547 | | | QTS Realty Trust, Inc. | | | | | 3,367,737 | | | | | | 1.4 | | |
322,792 | | | VICI Properties, Inc. | | | | | 6,517,171 | | | | | | 2.6 | | |
| | | | | | | | 60,066,019 | | | | | | 24.1 | | |
| | | Total Common Stock (Cost $247,608,243) | | | | | 245,731,511 | | | | | | 98.8 | | |
| | | | |
VY® Clarion Real Estate Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 0.2% | | |||||||||||||||
| | | Mutual Funds: 0.2% | | ||||||||||||
441,679 (1) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.100% (Cost $441,679) | | | | $ | 441,679 | | | | | | 0.2 | | |
| | | Total Short-Term Investments (Cost $441,679) | | | | | 441,679 | | | | | | 0.2 | | |
|
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
| | | Total Investments in Securities (Cost $248,049,922) | | | | $ | 246,173,190 | | | | | | 99.0 | | |
| | | Assets in Excess of Other Liabilities | | | | | 2,504,114 | | | | | | 1.0 | | |
| | | Net Assets | | | | $ | 248,677,304 | | | | | | 100.0 | | |
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2020 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 245,731,511 | | | | | $ | — | | | | | $ | — | | | | | $ | 245,731,511 | | |
Short-Term Investments | | | | | 441,679 | | | | | | — | | | | | | — | | | | | | 441,679 | | |
Total Investments, at fair value | | | | $ | 246,173,190 | | | | | $ | — | | | | | $ | — | | | | | $ | 246,173,190 | | |
| Cost for federal income tax purposes was $252,662,908. | | | | | | | |
| Net unrealized depreciation consisted of: | | | | | | | |
| Gross Unrealized Appreciation | | | | $ | 20,237,356 | | |
| Gross Unrealized Depreciation | | | | | (26,727,074) | | |
| Net Unrealized Depreciation | | | | $ | (6,489,718) | | |
VY® JPMorgan Small Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Core Equity Portfolio | as of June 30, 2020 (Unaudited) |
| Sector Diversification as of June 30, 2020 (as a percentage of net assets) | | |||
| Industrials | | | 18.2% | |
| Financials | | | 17.1% | |
| Health Care | | | 16.9% | |
| Information Technology | | | 13.1% | |
| Consumer Discretionary | | | 11.4% | |
| Real Estate | | | 6.4% | |
| Materials | | | 5.6% | |
| Consumer Staples | | | 3.9% | |
| Utilities | | | 2.8% | |
| Communication Services | | | 1.4% | |
| Energy | | | 1.0% | |
| Assets in Excess of Other Liabilities* | | | 2.2% | |
| Net Assets | | | 100.0% | |
| * Includes short-term investments. | | |||
| Portfolio holdings are subject to change daily. | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: 97.8% | | |||||||||||||||
| | | Communication Services: 1.4% | | ||||||||||||
582,667 (1)(2) | | | Other Securities | | | | $ | 6,259,056 | | | | | | 1.4 | | |
| | | | | | | | | | | | |||||
| | | Consumer Discretionary: 11.4% | | ||||||||||||
76,209 | | | Acushnet Holdings Corp. | | | | | 2,651,311 | | | | | | 0.6 | | |
55,863 | | | Brunswick Corp. | | | | | 3,575,791 | | | | | | 0.8 | | |
12,650 (3) | | | Deckers Outdoor Corp. | | | | | 2,484,334 | | | | | | 0.6 | | |
31,191 | | | LCI Industries | | | | | 3,586,341 | | | | | | 0.8 | | |
23,604 | | | Pool Corp. | | | | | 6,417,220 | | | | | | 1.5 | | |
1,796,895 (1)(2) | | | Other Securities | | | | | 31,113,147 | | | | | | 7.1 | | |
| | | | | | | | 49,828,144 | | | | | | 11.4 | | |
| | | Consumer Staples: 3.9% | | ||||||||||||
116,994 (3) | | | BJ’s Wholesale Club Holdings, Inc. | | | | | 4,360,366 | | | | | | 1.0 | | |
155,793 (3) | | | Performance Food Group Co. | | | | | 4,539,808 | | | | | | 1.0 | | |
295,207 (1)(2) | | | Other Securities | | | | | 8,193,994 | | | | | | 1.9 | | |
| | | | | | | | 17,094,168 | | | | | | 3.9 | | |
| | | Energy: 1.0% | | ||||||||||||
482,800 (1)(2) | | | Other Securities | | | | | 4,400,627 | | | | | | 1.0 | | |
| | | | | | | | | | | | | | | | |
| | | Financials: 17.1% | | ||||||||||||
42,063 | | | Commerce Bancshares, Inc. | | | | | 2,501,487 | | | | | | 0.6 | | |
301,713 | | | First Horizon National Corp. | | | | | 3,005,061 | | | | | | 0.7 | | |
74,195 (3) | | | Focus Financial Partners, Inc. | | | | | 2,452,145 | | | | | | 0.6 | | |
22,180 | | | Kinsale Capital Group, Inc. | | | | | 3,442,558 | | | | | | 0.8 | | |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Financials (continued) | | ||||||||||||
17,713 | | | Morningstar, Inc. | | | | $ | 2,497,002 | | | | | | 0.6 | | |
41,044 | | | RLI Corp. | | | | | 3,369,712 | | | | | | 0.8 | | |
20,709 | | | Signature Bank | | | | | 2,214,206 | | | | | | 0.5 | | |
64,608 | | | Western Alliance Bancorp. | | | | | 2,446,705 | | | | | | 0.5 | | |
2,742,313 (1)(2) | | | Other Securities | | | | | 52,588,681 | | | | | | 12.0 | | |
| | | | | | | | 74,517,557 | | | | | | 17.1 | | |
| | | Health Care: 16.9% | | ||||||||||||
71,084 (3) | | | Catalent, Inc. | | | | | 5,210,457 | | | | | | 1.2 | | |
56,747 | | | Encompass Health Corp. | | | | | 3,514,342 | | | | | | 0.8 | | |
13,696 (3) | | | ICU Medical, Inc. | | | | | 2,524,310 | | | | | | 0.6 | | |
30,400 (3) | | | Magellan Health, Inc. | | | | | 2,218,592 | | | | | | 0.5 | | |
23,192 (3) | | | Molina Healthcare, Inc. | | | | | 4,127,712 | | | | | | 0.9 | | |
41,639 (3) | | | Syneos Health, Inc. | | | | | 2,425,472 | | | | | | 0.6 | | |
17,205 | | | West Pharmaceutical Services, Inc. | | | | | 3,908,460 | | | | | | 0.9 | | |
3,593,914 (1)(2) | | | Other Securities | | | | | 49,892,185 | | | | | | 11.4 | | |
| | | | | | | | 73,821,530 | | | | | | 16.9 | | |
| | | Industrials: 18.2% | | ||||||||||||
52,044 | | | Brady Corp. | | | | | 2,436,700 | | | | | | 0.6 | | |
33,951 | | | CoreLogic, Inc. | | | | | 2,282,186 | | | | | | 0.5 | | |
37,144 | | | Fortune Brands Home & Security, Inc. | | | | | 2,374,616 | | | | | | 0.6 | | |
21,723 (3) | | | Generac Holdings, Inc. | | | | | 2,648,685 | | | | | | 0.6 | | |
67,809 (3) | | | IAA, Inc. | | | | | 2,615,393 | | | | | | 0.6 | | |
55,910 | | | Knight-Swift Transportation Holdings, Inc. | | | | | 2,332,006 | | | | | | 0.5 | | |
19,828 | | | Landstar System, Inc. | | | | | 2,226,883 | | | | | | 0.5 | | |
41,741 | | | Lincoln Electric Holdings, Inc. | | | | | 3,516,262 | | | | | | 0.8 | | |
28,186 | | | MSA Safety, Inc. | | | | | 3,225,606 | | | | | | 0.8 | | |
23,273 (3) | | | RBC Bearings, Inc. | | | | | 3,119,513 | | | | | | 0.7 | | |
81,142 | | | Toro Co. | | | | | 5,382,960 | | | | | | 1.2 | | |
186,097 (3) | | | Willscot Corp. | | | | | 2,287,132 | | | | | | 0.5 | | |
35,165 | | | Woodward, Inc. | | | | | 2,727,046 | | | | | | 0.6 | | |
1,921,802 (2) | | | Other Securities | | | | | 42,520,509 | | | | | | 9.7 | | |
| | | | | | | | 79,695,497 | | | | | | 18.2 | | |
| | | Information Technology: 13.1% | | ||||||||||||
25,255 (3) | | | Aspen Technology, Inc. | | | | | 2,616,671 | | | | | | 0.6 | | |
24,491 | | | Cabot Microelectronics Corp. | | | | | 3,417,474 | | | | | | 0.8 | | |
30,539 (3) | | | Envestnet, Inc. | | | | | 2,245,838 | | | | | | 0.5 | | |
23,140 (3) | | | Guidewire Software, Inc. | | | | | 2,565,069 | | | | | | 0.6 | | |
21,736 | | | Power Integrations, Inc. | | | | | 2,567,674 | | | | | | 0.6 | | |
37,865 (3) | | | Q2 Holdings, Inc. | | | | | 3,248,438 | | | | | | 0.7 | | |
6,504 (3) | | | Tyler Technologies, Inc. | | | | | 2,256,107 | | | | | | 0.5 | | |
14,477 (3) | | | WEX, Inc. | | | | | 2,388,850 | | | | | | 0.5 | | |
1,788,390 (2) | | | Other Securities | | | | | 36,115,406 | | | | | | 8.3 | | |
| | | | | | | | 57,421,527 | | | | | | 13.1 | | |
| | | Materials: 5.6% | | ||||||||||||
49,343 | | | Aptargroup, Inc. | | | | | 5,525,429 | | | | | | 1.3 | | |
VY® JPMorgan Small Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Core Equity Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
COMMON STOCK: (continued) | | |||||||||||||||
| | | Materials (continued) | | ||||||||||||
17,719 | | | Quaker Chemical Corp. | | | | $ | 3,289,532 | | | | | | 0.7 | | |
810,165 (2) | | | Other Securities | | | | | 15,672,624 | | | | | | 3.6 | | |
| | | | | | | | 24,487,585 | | | | | | 5.6 | | |
| | | Real Estate: 6.4% | | ||||||||||||
103,749 | | | CubeSmart | | | | | 2,800,185 | | | | | | 0.6 | | |
30,993 | | | EastGroup Properties, Inc. | | | | | 3,676,080 | | | | | | 0.9 | | |
71,110 | | | National Retail Properties, Inc. | | | | | 2,522,983 | | | | | | 0.6 | | |
1,358,146 (1)(2) | | | Other Securities | | | | | 18,755,896 | | | | | | 4.3 | | |
| | | | | | | | 27,755,144 | | | | | | 6.4 | | |
| | | Utilities: 2.8% | | ||||||||||||
49,043 | | | NorthWestern Corp. | | | | | 2,673,825 | | | | | | 0.6 | | |
80,657 | | | Portland General Electric Co. | | | | | 3,372,269 | | | | | | 0.8 | | |
301,144 (2) | | | Other Securities | | | | | 6,255,739 | | | | | | 1.4 | | |
| | | | | | | | 12,301,833 | | | | | | 2.8 | | |
| | | Total Common Stock (Cost $398,424,118) | | | | | 427,582,668 | | | | | | 97.8 | | |
|
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: 4.5% | | |||||||||||||||
| | | Repurchase Agreements: 2.1% | | ||||||||||||
2,033,549 (4) | | | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/20, 0.10%, due 07/01/20 (Repurchase Amount $2,033,555, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $2,074,220, due 08/01/20-02/20/70) | | | | | 2,033,549 | | | | | | 0.4 | | |
1,161,240 (4) | | | Citadel Securities LLC, Repurchase Agreement dated 06/30/20, 0.15%, due 07/01/20 (Repurchase Amount $1,161,245, collateralized by various U.S. Government Securities, 0.000%-7.625%, Market Value plus accrued interest $1,184,470, due 07/31/20-11/15/49) | | | | | 1,161,240 | | | | | | 0.3 | | |
Principal Amount† | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | | Repurchase Agreements (continued) | | ||||||||||||
2,136,487 (4) | | | Citigroup, Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $2,136,492, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $2,179,217, due 07/31/21-05/20/70) | | | | $ | 2,136,487 | | | | | | 0.5 | | |
1,744,519 (4) | | | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,744,523, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $1,779,409, due 07/31/20-07/01/50) | | | | | 1,744,519 | | | | | | 0.4 | | |
2,103,500 (4) | | | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/20, 0.24%, due 07/01/20 (Repurchase Amount $2,103,514, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $2,150,446, due 01/15/22-02/15/47) | | | | | 2,103,500 | | | | | | 0.5 | | |
| | | Total Repurchase Agreements (Cost $9,179,295) | | | | | 9,179,295 | | | | | | 2.1 | | |
|
VY® JPMorgan Small Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Core Equity Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Shares | | | Value | | | Percentage of Net Assets | | |||||||||
SHORT-TERM INVESTMENTS: (continued) | | |||||||||||||||
| | |||||||||||||||
| | | Mutual Funds: 2.4% | | ||||||||||||
10,641,597 (5) | | | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.100% (Cost $10,641,597) | | | | $ | 10,641,597 | | | | | | 2.4 | | |
| | | Total Short-Term Investments (Cost $19,820,892) | | | | | 19,820,892 | | | | | | 4.5 | | |
| | | Total Investments in Securities (Cost $418,245,010) | | | | $ | 447,403,560 | | | | | | 102.3 | | |
| | | Liabilities in Excess of Other Assets | | | | | (9,940,616) | | | | | | (2.3) | | |
| | | Net Assets | | | | $ | 437,462,944 | | | | | | 100.0 | | |
|
| | | Quoted Prices in Active Markets for Identical Investments (Level 1) | | | Significant Other Observable Inputs (Level 2) | | | Significant Unobservable Inputs (Level 3) | | | Fair Value at June 30, 2020 | | ||||||||||||
Asset Table | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at fair value | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stock* | | | | $ | 427,582,668 | | | | | $ | — | | | | | $ | — | | | | | $ | 427,582,668 | | |
Short-Term Investments | | | | | 10,641,597 | | | | | | 9,179,295 | | | | | | — | | | | | | 19,820,892 | | |
Total Investments, at fair value | | | | $ | 438,224,265 | | | | | $ | 9,179,295 | | | | | $ | — | | | | | $ | 447,403,560 | | |
Other Financial Instruments+ | | | | | | | | | | | | | | | | | | | | | | | | | |
Futures | | | | | 77,771 | | | | | | — | | | | | | — | | | | | | 77,771 | | |
Total Assets | | | | $ | 438,302,036 | | | | | $ | 9,179,295 | | | | | $ | — | | | | | $ | 447,481,331 | | |
VY® JPMorgan Small Cap | SUMMARY PORTFOLIO OF INVESTMENTS |
Core Equity Portfolio | as of June 30, 2020 (Unaudited) (continued) |
Description | | | Number of Contracts | | | Expiration Date | | | Notional Value | | | Unrealized Appreciation/ (Depreciation) | | ||||||||||||
Long Contracts: | | | | | | | | | | | | | | | | | | | | | | | | | |
E-mini Russell 2000® Index | | | | | 58 | | | | | | 09/18/20 | | | | | $ | 4,169,040 | | | | | $ | 77,771 | | |
| | | | | | | | | | | | | | | | $ | 4,169,040 | | | | | $ | 77,771 | | |
Derivatives not accounted for as hedging instruments | | | Location on Statement of Assets and Liabilities | | | Fair Value | | |||
Asset Derivatives | | | | | | | | | | |
Equity contracts | | | Net Assets — Unrealized appreciation* | | | | $ | 77,771 | | |
Total Asset Derivatives | | | | | | | $ | 77,771 | | |
| | | Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | 218,792 | | |
Total | | | | $ | 218,792 | | |
|
| | | Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | | |||
Derivatives not accounted for as hedging instruments | | | Futures | | |||
Equity contracts | | | | $ | (15,045) | | |
Total | | | | $ | (15,045) | | |
| Cost for federal income tax purposes was $422,073,181. | | ||||||
| Net unrealized appreciation consisted of: | | ||||||
| Gross Unrealized Appreciation | | | | $ | 74,063,329 | | |
| Gross Unrealized Depreciation | | | | | (48,655,181) | | |
| Net Unrealized Appreciation | | | | $ | 25,408,148 | | |
Voya Investments, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
Voya Investments Distributor, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
BNY Mellon Investment Servicing (U.S.) Inc.
301 Bellevue Parkway
Wilmington, Delaware 19809
The Bank of New York Mellon
225 Liberty Street
New York, New York 10286
Ropes & Gray LLP
Prudential Tower
800 Boylston Street
Boston, Massachusetts 02199
Semi-Annual Report
June 30, 2020
Voya Investors Trust
■ | VY® BlackRock Inflation Protected Bond Portfolio | ||
Classes ADV, I and S |
Voya Variable Insurance Trust
■ | VY® BrandywineGLOBAL — Bond Portfolio |
Beginning on January 1, 2021, as permitted by regulations adopted by the U.S. Securities and Exchange Commission, paper copies of each Portfolio’s annual and semi-annual shareholder reports, like this semi-annual report, will no longer be sent by mail, unless you specifically request paper copies of the reports. Instead, the reports will be made available on a website and you will be notified by mail each time a report is posted and provided with a website link to access the report. If you already elected to receive shareholder reports electronically, you will not be affected by this change and you need not take any action. You may elect to receive shareholder reports and other communications from your insurance carrier electronically by contacting them directly. You may elect to receive all future reports in paper free of charge. If you received this document in the mail, please follow the instructions provided to elect to continue receiving paper copies of your shareholder reports. You can inform us that you wish to continue receiving paper copies by calling 1-800-283-3427. Your election to receive reports in paper will apply to all the funds in which you invest. |
This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the funds’ investment objectives, risks, charges, expenses and other information. This information should be read carefully. |
INVESTMENT MANAGEMENT voyainvestments.com |
TABLE OF CONTENTS
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Summary Portfolios of Investments (“Portfolio of Investments”) | 22 | |||||
45 |
President
Voya Family of Funds
July 29, 2020
(1) | The S&P 500® Index is an index that measures the performance of securities of approximately 500 large-capitalization companies whose securities are traded on major U.S. stock markets. |
SHAREHOLDER EXPENSE EXAMPLES (UNAUDITED)
Actual Portfolio Return | Hypothetical (5% return before expenses) | |||||||||||||||||||||||||||||||
Beginning Account Value January 1, 2020 | Ending Account Value June 30, 2020 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2020* | Beginning Account Value January 1, 2020 | Ending Account Value June 30, 2020 | Annualized Expense Ratio | Expenses Paid During the Period Ended June 30, 2020* | |||||||||||||||||||||||||
VY® BlackRock Inflation Protected Bond Portfolio | ||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,053.60 | 1.22 | % | $ | 6.23 | $ | 1,000.00 | $ | 1,018.80 | 1.22 | % | $ | 6.12 | ||||||||||||||||
Class I | 1,000.00 | 1,055.80 | 0.62 | 3.17 | 1,000.00 | 1,021.78 | 0.62 | 3.12 | ||||||||||||||||||||||||
Class S | 1,000.00 | 1,054.50 | 0.87 | 4.44 | 1,000.00 | 1,020.54 | 0.87 | 4.37 | ||||||||||||||||||||||||
VY® BrandywineGLOBAL — Bond Portfolio | ||||||||||||||||||||||||||||||||
$ | 1,000.00 | $ | 1,090.40 | 0.58 | % | $ | 3.01 | $ | 1,000.00 | $ | 1,021.98 | 0.58 | % | $ | 2.92 |
* | Expenses are equal to each Portfolio’s respective annualized expense ratios multiplied by the average account value over the period, multiplied by 182/366 to reflect the most recent fiscal half-year. |
STATEMENTS OF ASSETS AND LIABILITIES AS OF JUNE 30, 2020 (UNAUDITED)
VY® BlackRock Inflation Protected Bond Portfolio | VY® BrandywineGLOBAL- Bond Portfolio | |||||||
ASSETS: | ||||||||
Investments in securities at fair value* | $ | 274,852,360 | $ | 285,892,690 | ||||
Short-term investments at fair value† | 2,515,256 | 26,090,689 | ||||||
Cash | 141,910 | — | ||||||
Cash collateral for futures | 16,963 | — | ||||||
Cash pledged for centrally cleared swaps (Note 2) | 5,169,490 | — | ||||||
Cash pledged as collateral for OTC derivatives (Note 2) | 608,000 | — | ||||||
Foreign currencies at value‡ | 374,430 | — | ||||||
Receivables: | ||||||||
Investment securities sold | 758,643 | — | ||||||
Fund shares sold | 420,759 | 22,372 | ||||||
Dividends | 455 | 821 | ||||||
Interest | 1,315,334 | 2,304,019 | ||||||
Unrealized appreciation on forward foreign currency contracts | 223,964 | — | ||||||
Unrealized appreciation on OTC swap agreements | 229,042 | — | ||||||
Prepaid expenses | 3,077 | 2,326 | ||||||
Other assets | 19,372 | 5,217 | ||||||
Total assets | 286,649,055 | 314,318,134 | ||||||
LIABILITIES: | ||||||||
Payable for investment securities purchased | 2,122,022 | 14,260,550 | ||||||
Payable for fund shares redeemed | 88,907 | 69,597 | ||||||
Unrealized depreciation on forward foreign currency contracts | 263,626 | — | ||||||
Unrealized depreciation on OTC swap agreements | 87,054 | — | ||||||
Variation margin payable on centrally cleared swaps | 98,799 | — | ||||||
Cash received as collateral for OTC derivatives (Note 2) | 110,000 | — | ||||||
Payable for investment management fees | 112,796 | 132,159 | ||||||
Payable for distribution and shareholder service fees | 52,500 | — | ||||||
Payable to trustees under the deferred compensation plan (Note 6) | 19,372 | 5,217 | ||||||
Payable for trustee fees | 1,370 | 1,215 | ||||||
Other accrued expenses and liabilities | 72,494 | 111,964 | ||||||
Written options, at fair valueˆ | 2,339,593 | — | ||||||
Total liabilities | 5,368,533 | 14,580,702 | ||||||
NET ASSETS | $ | 281,280,522 | $ | 299,737,432 | ||||
NET ASSETS WERE COMPRISED OF: | ||||||||
Paid-in capital | $ | 339,642,338 | $ | 270,866,815 | ||||
Total distributable earnings (loss) | (58,361,816 | ) | 28,870,617 | |||||
NET ASSETS | $ | 281,280,522 | $ | 299,737,432 | ||||
* Cost of investments in securities | $ | 253,059,954 | $ | 270,710,394 | ||||
† Cost of short-term investments | $ | 2,515,256 | $ | 26,090,689 | ||||
‡ Cost of foreign currencies | $ | 375,182 | $ | — | ||||
ˆ Premiums received on written options | $ | 2,058,396 | $ | — |
STATEMENTS OF ASSETS AND LIABILITIES AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED)
VY® BlackRock Inflation Protected Bond Portfolio | VY® BrandywineGLOBAL- Bond Portfolio | |||||||
---|---|---|---|---|---|---|---|---|
Class ADV | ||||||||
Net assets | $ | 44,468,144 | n/a | |||||
Shares authorized | unlimited | n/a | ||||||
Par value | $ | 0.001 | n/a | |||||
Shares outstanding | 4,515,670 | n/a | ||||||
Net asset value and redemption price per share | $ | 9.85 | n/a | |||||
Class I | ||||||||
Net assets | $ | 85,796,364 | n/a | |||||
Shares authorized | unlimited | n/a | ||||||
Par value | $ | 0.001 | n/a | |||||
Shares outstanding | 8,386,399 | n/a | ||||||
Net asset value and redemption price per share | $ | 10.23 | n/a | |||||
Class S | ||||||||
Net assets | $ | 151,016,014 | n/a | |||||
Shares authorized | unlimited | n/a | ||||||
Par value | $ | 0.001 | n/a | |||||
Shares outstanding | 14,876,538 | n/a | ||||||
Net asset value and redemption price per share | $ | 10.15 | n/a | |||||
Portfolio(1) | ||||||||
Net assets | n/a | $ | 299,737,432 | |||||
Shares authorized | n/a | unlimited | ||||||
Par value | n/a | $ | 0.001 | |||||
Shares outstanding | n/a | 26,164,019 | ||||||
Net asset value and redemption price per share | n/a | $ | 11.46 |
(1) | Portfolio does not have a share class designation. |
STATEMENTS OF OPERATIONS FOR THE SIX MONTHS ENDED JUNE 30, 2020 (UNAUDITED)
VY® BlackRock Inflation Protected Bond Portfolio | VY® BrandywineGLOBAL- Bond Portfolio | |||||||
INVESTMENT INCOME: | ||||||||
Dividends | $ | 11,840 | $ | 31,259 | ||||
Interest, net of foreign taxes withheld* | 3,155,427 | 3,128,274 | ||||||
Total investment income | 3,167,267 | 3,159,533 | ||||||
EXPENSES: | ||||||||
Investment management fees | 730,882 | 604,046 | ||||||
Distribution and shareholder service fees: | ||||||||
Class ADV | 133,144 | — | ||||||
Class S | 181,921 | — | ||||||
Transfer agent fees (Note 6): | — | 635 | ||||||
Class ADV | 5,791 | — | ||||||
Class I | 10,795 | — | ||||||
Class S | 18,995 | — | ||||||
Shareholder reporting expense | 16,920 | 7,842 | ||||||
Professional fees | 35,020 | 43,760 | ||||||
Custody and accounting expense | 65,200 | 26,445 | ||||||
Trustee fees | 5,479 | 4,859 | ||||||
Miscellaneous expense | 7,074 | 4,960 | ||||||
Interest expense | 167 | 33 | ||||||
Total expenses | 1,211,388 | 692,580 | ||||||
Recouped/Waived and reimbursed fees | (54,493 | ) | 11,061 | |||||
Net expenses | 1,156,895 | 703,641 | ||||||
Net investment income | 2,010,372 | 2,455,892 | ||||||
REALIZED AND UNREALIZED GAIN (LOSS): | ||||||||
Net realized gain (loss) on: | ||||||||
Investments | 3,624,709 | 3,484,463 | ||||||
Forward foreign currency contracts | (252,023 | ) | — | |||||
Foreign currency related transactions | 36,902 | — | ||||||
Futures | 967,111 | — | ||||||
Swaps | (904,069 | ) | — | |||||
Written options | 236,135 | — | ||||||
Net realized gain | 3,708,765 | 3,484,463 | ||||||
Net change in unrealized appreciation (depreciation) on: | ||||||||
Investments | 12,890,612 | 14,679,496 | ||||||
Forward foreign currency contracts | 217,765 | — | ||||||
Foreign currency related transactions | (53,461 | ) | — | |||||
Futures | 191,650 | — | ||||||
Swaps | (3,441,085 | ) | — | |||||
Written options | (747,347 | ) | — | |||||
Net change in unrealized appreciation (depreciation) | 9,058,134 | 14,679,496 | ||||||
Net realized and unrealized gain | 12,766,899 | 18,163,959 | ||||||
Increase in net assets resulting from operations | $ | 14,777,271 | $ | 20,619,851 | ||||
* Foreign taxes withheld | $ | 20 | $ | — |
STATEMENTS OF CHANGES IN NET ASSETS
VY® BlackRock Inflation Protected Bond Portfolio | VY® BrandywineGLOBAL- Bond Portfolio | |||||||||||||||
Six Months Ended June 30, 2020 (Unaudited) | Year Ended December 31, 2019 | Six Months Ended June 30, 2020 (Unaudited) | Year Ended December 31, 2019 | |||||||||||||
FROM OPERATIONS: | ||||||||||||||||
Net investment income | $ | 2,010,372 | $ | 4,538,326 | $ | 2,455,892 | $ | 4,456,750 | ||||||||
Net realized gain | 3,708,765 | 2,975,651 | 3,484,463 | 10,395,524 | ||||||||||||
Net change in unrealized appreciation (depreciation) | 9,058,134 | 13,446,499 | 14,679,496 | 2,714,705 | ||||||||||||
Increase in net assets resulting from operations | 14,777,271 | 20,960,476 | 20,619,851 | 17,566,979 | ||||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | ||||||||||||||||
Total distributions (excluding return of capital): | — | — | — | (3,417,729 | ) | |||||||||||
Class ADV | (338,067 | ) | (858,621 | ) | — | — | ||||||||||
Class I | (767,773 | ) | (1,810,500 | ) | — | — | ||||||||||
Class S | (1,142,602 | ) | (3,314,035 | ) | — | — | ||||||||||
Total distributions | (2,248,442 | ) | (5,983,156 | ) | — | (3,417,729 | ) | |||||||||
FROM CAPITAL SHARE TRANSACTIONS: | ||||||||||||||||
Net proceeds from sale of shares | 30,984,789 | 68,026,433 | 136,252,055 | 43,513,332 | ||||||||||||
Reinvestment of distributions | 2,248,442 | 5,983,156 | — | 3,417,729 | ||||||||||||
33,233,231 | 74,009,589 | 136,252,055 | 46,931,061 | |||||||||||||
Cost of shares redeemed | (42,439,309 | ) | (49,588,217 | ) | (40,026,483 | ) | (72,346,903 | ) | ||||||||
Net increase (decrease) in net assets resulting from capital share transactions | (9,206,078 | ) | 24,421,372 | 96,225,572 | (25,415,842 | ) | ||||||||||
Net increase (decrease) in net assets | 3,322,751 | 39,398,692 | 116,845,423 | (11,266,592 | ) | |||||||||||
NET ASSETS: | ||||||||||||||||
Beginning of year or period | 277,957,771 | 238,559,079 | 182,892,009 | 194,158,601 | ||||||||||||
End of year or period | $ | 281,280,522 | $ | 277,957,771 | $ | 299,737,432 | $ | 182,892,009 |
Income (loss) from investment operations | Less distributions | Ratios to average net assets | Supplemental data | |||||||||||||||||||||||||||||||||||||||||||||||||
Net asset value, beginning of year or period | Net investment income (loss) | Net realized and unrealized gain (loss) | Total from investment operations | From net investment income | From net realized gains | From return of capital | Total distributions | Payment by affiliate | Net asset value, end of year or period | Total Return(1) | Expenses before reductions/ additions(2)(3)(4) | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | Expense net of all reductions/ additions(2)(3)(4) | Net investment income (loss)(2)(3) | Net assets, end of year or period | Portfolio turnover rate | ||||||||||||||||||||||||||||||||||||
Year or period ended | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ($) | (%) | (%) | (%) | (%) | (%) | ($000’s) | (%) | |||||||||||||||||||||||||||||||||||
VY® BlackRock Inflation Protected Bond Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20+ | 9.42 | 0.05 | • | 0.47 | 0.52 | 0.09 | — | — | 0.09 | — | 9.85 | 5.36 | 1.26 | 1.22 | 1.22 | 1.10 | 44,468 | 45 | ||||||||||||||||||||||||||||||||||
12-31-19 | 8.93 | 0.11 | 0.56 | 0.67 | 0.18 | — | — | 0.18 | — | 9.42 | 7.53 | 1.20 | 1.16 | 1.16 | 1.23 | 44,885 | 72 | |||||||||||||||||||||||||||||||||||
12-31-18 | 9.30 | 0.14 | (0.36 | ) | (0.22 | ) | 0.15 | — | — | 0.15 | — | 8.93 | (2.39 | ) | 1.18 | 1.14 | 1.14 | 1.47 | 44,035 | 63 | ||||||||||||||||||||||||||||||||
12-31-17 | 9.17 | 0.09 | 0.11 | 0.20 | 0.07 | — | — | 0.07 | — | 9.30 | 2.16 | 1.17 | 1.13 | 1.13 | 0.94 | 49,769 | 101 | |||||||||||||||||||||||||||||||||||
12-31-16 | 8.88 | 0.05 | 0.24 | 0.29 | — | — | — | — | — | 9.17 | 3.27 | 1.21 | 1.12 | 1.12 | 0.53 | 52,110 | 73 | |||||||||||||||||||||||||||||||||||
12-31-15 | 9.24 | (0.05 | ) | (0.22 | ) | (0.27 | ) | 0.09 | — | 0.00 | * | 0.09 | — | 8.88 | (2.89 | ) | 1.30 | 1.11 | 1.11 | (0.52 | ) | 54,750 | 470 | |||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20+ | 9.78 | 0.08 | • | 0.48 | 0.56 | 0.11 | — | — | 0.11 | — | 10.23 | 5.58 | 0.66 | 0.62 | 0.62 | 1.68 | 85,796 | 45 | ||||||||||||||||||||||||||||||||||
12-31-19 | 9.26 | 0.18 | 0.57 | 0.75 | 0.23 | — | — | 0.23 | — | 9.78 | 8.21 | 0.60 | 0.56 | 0.56 | 1.98 | 88,759 | 72 | |||||||||||||||||||||||||||||||||||
12-31-18 | 9.66 | 0.20 | • | (0.37 | ) | (0.17 | ) | 0.23 | — | — | 0.23 | — | 9.26 | (1.75 | ) | 0.58 | 0.54 | 0.54 | 2.14 | 40,731 | 63 | |||||||||||||||||||||||||||||||
12-31-17 | 9.55 | 0.15 | 0.11 | 0.26 | 0.15 | — | — | 0.15 | — | 9.66 | 2.72 | 0.57 | 0.53 | 0.53 | 1.55 | 223,463 | 101 | |||||||||||||||||||||||||||||||||||
12-31-16 | 9.19 | 0.11 | 0.25 | 0.36 | — | — | — | — | — | 9.55 | 3.92 | 0.56 | 0.52 | 0.52 | 1.15 | 311,949 | 73 | |||||||||||||||||||||||||||||||||||
12-31-15 | 9.54 | 0.01 | • | (0.23 | ) | (0.22 | ) | 0.08 | — | 0.05 | 0.13 | — | 9.19 | (2.35 | ) | 0.55 | 0.51 | 0.51 | 0.16 | 311,110 | 470 | |||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20+ | 9.70 | 0.07 | • | 0.47 | 0.54 | 0.09 | — | — | 0.09 | — | 10.15 | 5.45 | 0.91 | 0.87 | 0.87 | 1.47 | 151,016 | 45 | ||||||||||||||||||||||||||||||||||
12-31-19 | 9.18 | 0.15 | 0.58 | 0.73 | 0.21 | — | — | 0.21 | — | 9.70 | 8.01 | 0.85 | 0.81 | 0.81 | 1.57 | 144,313 | 72 | |||||||||||||||||||||||||||||||||||
12-31-18 | 9.57 | 0.17 | (0.36 | ) | (0.19 | ) | 0.20 | — | — | 0.20 | — | 9.18 | (2.04 | ) | 0.83 | 0.79 | 0.79 | 1.83 | 153,793 | 63 | ||||||||||||||||||||||||||||||||
12-31-17 | 9.45 | 0.13 | 0.10 | 0.23 | 0.11 | — | — | 0.11 | — | 9.57 | 2.48 | 0.82 | 0.78 | 0.78 | 1.29 | 160,890 | 101 | |||||||||||||||||||||||||||||||||||
12-31-16 | 9.12 | 0.09 | 0.24 | 0.33 | — | — | — | — | — | 9.45 | 3.62 | 0.81 | 0.77 | 0.77 | 0.89 | 190,284 | 73 | |||||||||||||||||||||||||||||||||||
12-31-15 | 9.48 | (0.02 | ) | (0.22 | ) | (0.24 | ) | 0.09 | — | 0.03 | 0.12 | — | 9.12 | (2.61 | ) | 0.80 | 0.76 | 0.76 | (0.19 | ) | 202,274 | 470 | ||||||||||||||||||||||||||||||
VY® BrandywineGLOBAL- Bond Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20+ | 10.51 | 0.11 | • | 0.84 | 0.95 | — | — | — | — | — | 11.46 | 9.04 | 0.57 | 0.58 | 0.58 | 2.03 | 299,737 | 84 | ||||||||||||||||||||||||||||||||||
12-31-19 | 9.73 | 0.25 | • | 0.73 | 0.98 | 0.20 | — | — | 0.20 | — | 10.51 | 10.12 | 0.61 | 0.58 | 0.58 | 2.48 | 182,892 | 449 | ||||||||||||||||||||||||||||||||||
12-31-18 | 10.12 | 0.26 | • | (0.43 | ) | (0.17 | ) | 0.22 | — | — | 0.22 | — | 9.73 | (1.65 | ) | 0.71 | 0.58 | 0.58 | 2.61 | 194,159 | 457 | |||||||||||||||||||||||||||||||
12-31-17 | 10.06 | 0.22 | • | 0.07 | 0.29 | 0.23 | — | — | 0.23 | — | 10.12 | 2.93 | 0.69 | 0.58 | 0.58 | 2.16 | 214,952 | 345 | ||||||||||||||||||||||||||||||||||
12-31-16 | 10.02 | 0.20 | • | 0.08 | 0.28 | 0.24 | — | — | 0.24 | — | 10.06 | 2.70 | 0.66 | 0.58 | 0.58 | 2.00 | 226,846 | 490 | ||||||||||||||||||||||||||||||||||
02-20-15(5)–12-31-15 | 10.00 | 0.15 | • | (0.13 | ) | 0.02 | — | — | — | — | — | 10.02 | 0.20 | 0.61 | 0.58 | 0.58 | 1.77 | 187,767 | 507 |
(1) | Total return is calculated assuming reinvestment of all dividends, capital gain distributions and return of capital distributions, if any, at net asset value and does not reflect the effect of insurance contract charges. Total return for periods less than one year is not annualized. | |
(2) | Annualized for periods less than one year. | |
(3) | Ratios reflect operating expenses of a Portfolio. Expenses before reductions/additions do not reflect amounts reimbursed or recouped by the Investment Adviser and/or Distributor or reductions from brokerage service arrangements or other expense offset arrangements and do not represent the amount paid by a Portfolio during periods when reimbursements or reductions occur. Expenses net of fee waivers reflect expenses after reimbursement by the Investment Adviser and/or Distributor or recoupment of |
previously reimbursed fees by the Investment Adviser, but prior to reductions from brokerage service arrangements or other expense offset arrangements. Expenses net of all reductions/additions represent the net expenses paid by a Portfolio. Net investment income (loss) is net of all such additions or reductions. | ||
(4) | Ratios do not include fees and expenses charged under the variable annuity contract or variable life insurance policy. | |
(5) | Commencement of operations. | |
+ | Unaudited. | |
• | Calculated using average number of shares outstanding throughout the year or period. | |
* | Amount is less than $0.005 or 0.005% or more than $(0.005) or (0.005)%. |
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2020 (UNAUDITED)
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED)
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED)
(1) | Market value of investment securities, other assets and liabilities — at the exchange rates prevailing at Market Close. |
(2) | Purchases and sales of investment securities, income and expenses — at the rates of exchange prevailing on the respective dates of such transactions. |
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED)
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED)
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED)
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED)
Purchased | Written | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
Inflation rate Caps | $ | 13,170,000 | $ | 4,410,000 | ||||||
Inflation rate Floors | 7,756,667 | 15,503,333 |
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED)
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED)
Purchases | Sales | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
BlackRock Inflation Protected Bond | $ | 51,038,237 | $ | 42,217,339 | ||||||
Bond Portfolio | 162,167,334 | 30,377,919 |
Purchases | Sales | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
BlackRock Inflation Protected Bond | $ | 68,171,040 | $ | 84,356,133 | ||||||
Bond Portfolio | 108,488,940 | 161,773,308 |
Portfolio | Fee | |||
---|---|---|---|---|
BlackRock Inflation Protected Bond(1) | 0.55% on the first $200 million; 0.50% on the next $800 million; and 0.40% thereafter | |||
Bond Portfolio | 0.50% on the first $750 million; and 0.48% thereafter |
(1) | The Investment Adviser has contractually agreed to waive 0.04% of the management fee. Any fees waived or reimbursed are not eligible for recoupment. Termination or modification of this obligation requires approval by the Board. |
Portfolio | Sub-Adviser | |||
---|---|---|---|---|
BlackRock Inflation Protected Bond | BlackRock Financial Management, Inc. | |||
Bond Portfolio | Brandywine Global Investment Management, LLC |
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED)
Subsidiary/Affliated Investment Company | Portfolio | Percentage | ||||||
---|---|---|---|---|---|---|---|---|
Voya Institutional Trust Company | BlackRock Inflation Protected Bond | 17.46 | % | |||||
Voya Solution 2025 Portfolio | Bond Portfolio | 20.15 | ||||||
Voya Solution 2035 Portfolio | Bond Portfolio | 5.29 | ||||||
Voya Solution Income Portfolio | Bond Portfolio | 12.51 |
Portfolio | Amount | |||
---|---|---|---|---|
BlackRock Inflation Protected Bond | $ | 35,308 | ||
Bond Portfolio | — |
Portfolio | Maximum Operating Expense Limit (as a percentage of net assets) | |||
---|---|---|---|---|
BlackRock Inflation Protected Bond | Class ADV: 1.23% Class I: 0.63% Class S: 0.88% | |||
Bond Portfolio | 0.58% |
June 30, | ||||||||||||||||||
2021 | 2022 | 2023 | Total | |||||||||||||||
Bond Portfolio | $ | 286,142 | $ | 182,957 | $ | — | $ | 469,099 |
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED)
Portfolio | Days Utilized | Approximate Average Daily Balance For Days Utilized | Approximate Weighted Average Interest Rate For Days Utilized | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
BlackRock Inflation Protected Bond | 3 | $ | 1,945,000 | 1.05 | % |
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 | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | ||||||||||||||||||||
BlackRock Inflation Protected Bond | ||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||
6/30/2020 | 267,570 | — | 35,220 | (550,420 | ) | (247,630 | ) | 2,540,733 | — | 338,067 | (5,249,214 | ) | (2,370,414 | ) | ||||||||||||||||
12/31/2019 | 318,553 | — | 93,232 | (580,639 | ) | (168,854 | ) | 2,939,064 | — | 858,622 | (5,353,509 | ) | (1,555,823 | ) | ||||||||||||||||
Class I | ||||||||||||||||||||||||||||||
6/30/2020 | 1,807,481 | — | 76,781 | (2,575,921 | ) | (691,659 | ) | 18,053,678 | — | 767,774 | (25,536,448 | ) | (6,714,996 | ) | ||||||||||||||||
12/31/2019 | 6,137,405 | — | 188,348 | (1,647,916 | ) | 4,677,837 | 57,920,215 | — | 1,810,501 | (15,943,201 | ) | 43,787,515 | ||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||
6/30/2020 | 1,067,813 | — | 114,950 | (1,187,166 | ) | (4,403 | ) | 10,390,378 | — | 1,142,601 | (11,653,647 | ) | (120,668 | ) | ||||||||||||||||
12/31/2019 | 761,622 | — | 349,295 | (2,978,878 | ) | (1,867,961 | ) | 7,167,154 | — | 3,314,034 | (28,291,507 | ) | (17,810,319 | ) | ||||||||||||||||
Bond Portfolio | ||||||||||||||||||||||||||||||
6/30/2020 | 12,532,934 | — | — | (3,765,123 | ) | 8,767,811 | 136,252,055 | — | — | (40,026,483 | ) | 96,225,572 | ||||||||||||||||||
12/31/2019 | 4,249,162 | — | 335,400 | (7,133,760 | ) | (2,549,198 | ) | 43,513,332 | — | 3,417,729 | (72,346,903 | ) | (25,415,842 | ) |
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED)
Year Ended December 31, 2019 | Year Ended December 31, 2018 | |||||||
---|---|---|---|---|---|---|---|---|
Ordinary Income | Ordinary Income | |||||||
BlackRock Inflation Protected Bond | $ | 5,983,156 | $ | 8,552,122 | ||||
Bond Portfolio | 3,417,729 | 4,674,679 |
Undistributed Ordinary | Unrealized Appreciation/ | Capital Loss Carryforwards | |||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Income | (Depreciation) | Amount | Character | Expiration | |||||||||||||||||
BlackRock Inflation Protected Bond | $ | 134,792 | $ | 9,043,513 | $ | (10,120,169 | ) | Short-term | None | ||||||||||||
(69,934,908 | ) | Long-term | None | ||||||||||||||||||
$ | (80,055,077 | ) | |||||||||||||||||||
Bond Portfolio | 7,773,325 | 480,552 | $ | — | — | — |
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED)
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED)
Type | Per Share Amount | Payable Date | Record Date | ||||||
---|---|---|---|---|---|---|---|---|---|
BlackRock Inflation Protected Bond | |||||||||
Class ADV | NII | $0.0010 | August 3, 2020 | July 30, 2020 | |||||
Class I | NII | $0.0060 | August 3, 2020 | July 30, 2020 | |||||
Class S | NII | $0.0038 | August 3, 2020 | July 30, 2020 | |||||
Bond Portfolio | NII | $0.2137 | July 14, 2020 | July 10, 2020 | |||||
STCG | $0.0847 | July 14, 2020 | July 10, 2020 |
NII — Net investment income
STCG — Short-term capital gain
Change of control: Effective July 31, 2020, Bond Portfolio’s Investment Adviser entered into a new sub-advisory agreement with Brandywine Global Investment Management, LLC due to Legg Mason Inc. entering into a
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2020 (UNAUDITED) |
Investment Type Allocation
as of June 30, 2020
(as a percentage of net assets)
U.S. Treasury Obligations | 48.9 | % | |||||
Corporate Bonds/Notes | 29.1 | % | |||||
U.S. Government Agency Obligations | 8.5 | % | |||||
Sovereign Bonds | 7.6 | % | |||||
Commercial Mortgage-Backed Securities | 2.0 | % | |||||
Asset-Backed Securities | 1.0 | % | |||||
Purchased Options | 0.6 | % | |||||
Assets in Excess of Other Liabilities* | 2.3 | % | |||||
Net Assets | 100.0 | % | |||||
*Includes short-term investments. |
Portfolio holdings are subject to change daily.
Principal Amount† | Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: 29.1% | |||||||||||||
Communications: 1.0% | |||||||||||||
1,000,000 | Alibaba Group Holding Ltd., 3.125%, 11/28/2021 | $ | 1,029,077 | 0.4 | |||||||||
73,000 | (1) | T-Mobile USA, Inc., 3.500%, 04/15/2025 | 79,709 | 0.0 | |||||||||
616,000 | (1) | T-Mobile USA, Inc., 3.750%, 04/15/2027 | 684,222 | 0.3 | |||||||||
844,000 | Other Securities | 947,676 | 0.3 | ||||||||||
2,740,684 | 1.0 | ||||||||||||
Consumer, Cyclical: 1.6% | |||||||||||||
2,500,000 | American Honda Finance Corp., 2.600%, 11/16/2022 | 2,610,639 | 0.9 | ||||||||||
200,000 | (1) | BMW US Capital LLC, 3.450%, 04/12/2023 | 212,013 | 0.1 | |||||||||
150,000 | (1) | Daimler Finance North America LLC, 2.125%, 03/10/2025 | 151,864 | 0.1 | |||||||||
1,434,000 | Other Securities | 1,468,663 | 0.5 | ||||||||||
4,443,179 | 1.6 | ||||||||||||
Consumer, Non-cyclical: 1.2% | |||||||||||||
1,500,000 | (1) | Bristol-Myers Squibb Co., 2.600%, 05/16/2022 | 1,559,995 | 0.5 | |||||||||
1,684,000 | Other Securities | 1,877,122 | 0.7 | ||||||||||
3,437,117 | 1.2 | ||||||||||||
Energy: 1.6% | |||||||||||||
1,737,000 | BP Capital Markets PLC, 2.750%–3.561%, 11/01/2021–05/10/2023 | 1,808,186 | 0.7 | ||||||||||
995,000 | (1) | Schlumberger Finance Canada Ltd., 2.200%, 11/20/2020 | 1,001,360 | 0.3 | |||||||||
1,000,000 | (1) | Schlumberger Finance Canada Ltd., 2.650%, 11/20/2022 | 1,031,554 | 0.4 | |||||||||
560,000 | Other Securities | 586,890 | 0.2 | ||||||||||
4,427,990 | 1.6 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||
Financial: 19.7% | |||||||||||||
1,885,000 | (1) | AIA Group Ltd., 0.826%, (US0003M + 0.520%), 09/20/2021 | $ | 1,887,526 | 0.7 | ||||||||
1,000,000 | American Express Co., 2.500%, 08/01/2022 | 1,038,049 | 0.4 | ||||||||||
1,750,000 | American Express Co., 3.700%, 11/05/2021 | 1,820,295 | 0.6 | ||||||||||
2,000,000 | (2) | Bank of America Corp., 2.738%, 01/23/2022 | 2,022,547 | 0.7 | |||||||||
2,000,000 | (2) | Bank of America Corp., 2.816%, 07/21/2023 | 2,078,290 | 0.7 | |||||||||
1,829,000 | (2) | Bank of America Corp., 3.300%-3.705%, 01/11/2023-04/24/2028 | 1,967,133 | 0.7 | |||||||||
1,250,000 | (2) | Bank of New York Mellon Corp./The, 2.661%, 05/16/2023 | 1,295,123 | 0.5 | |||||||||
760,000 | (1) | Banque Federative du Credit Mutuel SA, 2.125%, 11/21/2022 | 784,278 | 0.3 | |||||||||
2,500,000 | (2) | Citibank NA, 2.844%, 05/20/2022 | 2,549,999 | 0.9 | |||||||||
250,000 | Citibank NA, 3.400%, 07/23/2021 | 257,616 | 0.1 | ||||||||||
2,465,000 | Credit Suisse AG/New York NY, 2.100%–3.000%, 10/29/2021–11/12/2021 | 2,529,241 | 0.9 | ||||||||||
200,000 | (1) | Danske Bank A/S, 1.226%, 06/22/2024 | 200,882 | 0.1 | |||||||||
1,000,000 | (1) | DNB Bank ASA, 2.375%, 06/02/2021 | 1,018,369 | 0.4 | |||||||||
1,880,000 | Fifth Third Bank NA, 2.875%-3.350%, 07/26/2021–10/01/2021 | 1,932,333 | 0.7 | ||||||||||
1,000,000 | (2) | Goldman Sachs Group, Inc./The, 2.876%, 10/31/2022 | 1,025,513 | 0.4 | |||||||||
2,000,000 | Huntington National Bank/The, 3.250%, 05/14/2021 | 2,044,664 | 0.7 | ||||||||||
3,500,000 | JPMorgan Chase & Co., 3.200%, 01/25/2023 | 3,722,687 | 1.3 | ||||||||||
2,441,000 | (2) | JPMorgan Chase & Co., 3.250%–4.500%, 01/24/2022–03/24/2031 | 2,639,846 | 1.0 | |||||||||
800,000 | KeyBank NA/Cleveland OH, 3.350%, 06/15/2021 | 822,268 | 0.3 | ||||||||||
1,614,000 | (1) | MassMutual Global Funding II, 0.850%, 06/09/2023 | 1,620,858 | 0.6 | |||||||||
1,170,000 | (1) | Metropolitan Life Global Funding I, 0.900%, 06/08/2023 | 1,177,511 | 0.4 | |||||||||
1,000,000 | (1) | Metropolitan Life Global Funding I, 3.375%, 01/11/2022 | 1,043,718 | 0.4 | |||||||||
2,000,000 | Mitsubishi UFJ Financial Group, Inc., 3.218%, 03/07/2022 | 2,085,158 | 0.7 | ||||||||||
1,015,000 | Mitsubishi UFJ Financial Group, Inc., 2.190%–3.535%, 07/26/2021–09/13/2021 | 1,036,460 | 0.4 | ||||||||||
4,000,000 | Morgan Stanley, 2.750%, 05/19/2022 | 4,159,881 | 1.5 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED) |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | |||||||||||||
Financial: (continued) | |||||||||||||
239,000 | (2) | Morgan Stanley, 3.772%–4.000%, 07/23/2025–01/24/2029 | $ | 271,485 | 0.1 | ||||||||
1,000,000 | (1) | Nationwide Building Society, 2.000%, 01/27/2023 | 1,030,434 | 0.4 | |||||||||
1,520,000 | (1) | Skandinaviska Enskilda Banken AB, 2.200%, 12/12/2022 | 1,575,689 | 0.5 | |||||||||
1,800,000 | Sumitomo Mitsui Financial Group, Inc., 2.846%–2.934%, 03/09/2021–01/11/2022 | 1,844,000 | 0.6 | ||||||||||
2,000,000 | Truist Financial Corp., 2.750%, 04/01/2022 | 2,073,995 | 0.7 | ||||||||||
791,000 | Visa, Inc., 1.900%–3.150%, 12/14/2025–04/15/2027 | 861,094 | 0.3 | ||||||||||
2,100,000 | Wells Fargo & Co., 3.500%, 03/08/2022 | 2,200,175 | 0.8 | ||||||||||
303,000 | (2) | Wells Fargo & Co., 3.000%–3.584%, 10/23/2026–05/22/2028 | 334,517 | 0.1 | |||||||||
700,000 | Wells Fargo Bank NA, 3.625%, 10/22/2021 | 726,988 | 0.2 | ||||||||||
1,599,000 | Other Securities | 1,674,302 | 0.6 | ||||||||||
�� | 55,352,924 | 19.7 | |||||||||||
Industrial: 0.9% | |||||||||||||
1,500,000 | Caterpillar Financial Services Corp., 1.900%, 09/06/2022 | 1,548,377 | 0.5 | ||||||||||
885,000 | Other Securities | 1,003,403 | 0.4 | ||||||||||
2,551,780 | 0.9 | ||||||||||||
Technology: 2.7% | |||||||||||||
157,000 | (1) | Broadcom, Inc., 4.250%, 04/15/2026 | 174,950 | 0.1 | |||||||||
2,275,000 | International Business Machines Corp., 2.850%, 05/13/2022 | 2,380,182 | 0.8 | ||||||||||
1,200,000 | International Business Machines Corp., 1.875%–3.450%, 08/01/2022–02/19/2026 | 1,255,062 | 0.5 | ||||||||||
1,106,000 | Oracle Corp., 2.500%–3.600%, 05/15/2022–04/01/2050 | 1,151,463 | 0.4 | ||||||||||
2,200,000 | QUALCOMM, Inc., 3.000%, 05/20/2022 | 2,299,584 | 0.8 | ||||||||||
396,000 | Other Securities | 424,668 | 0.1 | ||||||||||
7,685,909 | 2.7 | ||||||||||||
Utilities: 0.4% | |||||||||||||
785,000 | Wisconsin Public Service Corp., 3.350%, 11/21/2021 | 817,618 | 0.3 | ||||||||||
301,000 | Other Securities | 312,386 | 0.1 | ||||||||||
1,130,004 | 0.4 | ||||||||||||
Total Corporate Bonds/Notes (Cost $79,657,961) | 81,769,587 | 29.1 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
U.S. TREASURY OBLIGATIONS: 48.9% | |||||||||||||
Treasury Inflation Indexed Protected Securities: 48.9% | |||||||||||||
2,610,538 | 0.125%, 04/15/2025 | $ | 2,737,992 | 1.0 | |||||||||
6,273,321 | 0.125%, 07/15/2026 | 6,670,875 | 2.4 | ||||||||||
4,025,941 | 0.125%, 01/15/2030 | 4,354,867 | 1.5 | ||||||||||
2,290,324 | 0.250%, 07/15/2029 | 2,508,194 | 0.9 | ||||||||||
2,084,253 | 0.250%, 02/15/2050 | 2,343,319 | 0.8 | ||||||||||
7,279,756 | 0.375%, 01/15/2027 | 7,855,235 | 2.8 | ||||||||||
9,202,494 | 0.375%, 07/15/2027 | 10,016,008 | 3.5 | ||||||||||
8,541,226 | 0.500%, 01/15/2028 | 9,363,664 | 3.3 | ||||||||||
10,553,453 | 0.625%, 01/15/2026 | 11,441,931 | 4.1 | ||||||||||
3,484,906 | 0.625%, 02/15/2043 | 4,112,913 | 1.4 | ||||||||||
9,779,905 | 0.750%, 07/15/2028 | 11,037,575 | 3.9 | ||||||||||
4,612,053 | 0.750%, 02/15/2042 | 5,530,936 | 2.0 | ||||||||||
5,204,416 | (3) | 0.750%, 02/15/2045 | 6,376,751 | 2.3 | |||||||||
4,256,413 | 0.875%, 01/15/2029 | 4,854,446 | 1.7 | ||||||||||
1,736,566 | 0.875%, 02/15/2047 | 2,218,627 | 0.8 | ||||||||||
3,981,981 | 1.000%, 02/15/2046 | 5,157,108 | 1.8 | ||||||||||
3,384,256 | 1.000%, 02/15/2048 | 4,483,017 | 1.6 | ||||||||||
3,148,370 | 1.000%, 02/15/2049 | 4,210,187 | 1.5 | ||||||||||
3,448,814 | 1.375%, 02/15/2044 | 4,713,558 | 1.7 | ||||||||||
2,746,275 | (3) | 1.750%, 01/15/2028 | 3,279,280 | 1.2 | |||||||||
3,836,587 | 2.000%, 01/15/2026 | 4,464,363 | 1.6 | ||||||||||
1,863,907 | 2.125%, 02/15/2040 | 2,751,325 | 1.0 | ||||||||||
2,476,179 | 2.125%, 02/15/2041 | 3,704,184 | 1.3 | ||||||||||
3,606,848 | 2.375%, 01/15/2027 | 4,384,784 | 1.5 | ||||||||||
2,113,681 | 2.500%, 01/15/2029 | 2,712,028 | 1.0 | ||||||||||
1,834,452 | 3.375%, 04/15/2032 | 2,732,947 | 1.0 | ||||||||||
2,955,097 | 0.250%–3.875%, 04/15/2023–04/15/2029 | 3,684,813 | 1.3 | ||||||||||
Total U.S. Treasury Obligations (Cost $121,876,416) | 137,700,927 | 48.9 | |||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS(4): 8.5% | |||||||||||||
Federal Home Loan Bank: 2.7% | |||||||||||||
5,255,000 | 2.875%, 09/13/2024 | 5,804,677 | 2.1 | ||||||||||
1,515,000 | 3.250%, 11/16/2028 | 1,806,323 | 0.6 | ||||||||||
7,611,000 | 2.7 | ||||||||||||
Federal Home Loan Mortgage Corporation: 0.3% | |||||||||||||
805,000 | 2.375%, 01/13/2022 | 831,874 | 0.3 | ||||||||||
Federal National Mortgage Association: 4.6%(4) | |||||||||||||
4,830,000 | 1.875%, 09/24/2026 | 5,204,034 | 1.8 | ||||||||||
7,120,000 | 2.625%, 09/06/2024 | 7,798,506 | 2.8 | ||||||||||
13,002,540 | 4.6 | ||||||||||||
Other U.S. Agency Obligations: 0.9% | |||||||||||||
2,190,000 | 2.875%, 12/21/2023 | 2,382,474 | 0.9 | ||||||||||
Total U.S. Government Agency Obligations (Cost $21,571,613) | 23,827,888 | 8.5 | |||||||||||
SOVEREIGN BONDS: 7.6% | |||||||||||||
2,500,000 | Israel Government AID Bond, 5.500%, 04/26/2024 | 2,971,270 | 1.0 | ||||||||||
EUR | 1,742,341 | (1) | Italy Buoni Poliennali Del Tesoro, 1.300%, 05/15/2028 | 2,036,997 | 0.7 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED) |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SOVEREIGN BONDS: (continued) | |||||||||||||
JPY | 351,455,640 | Japanese Government CPI Linked Bond, 0.100%, 03/10/2028 | $ | 3,244,557 | 1.2 | ||||||||
JPY | 644,903,280 | Japanese Government CPI Linked Bond, 0.100%, 03/10/2029 | 5,974,501 | 2.1 | |||||||||
NZD | 2,055,000 | New Zealand Government Inflation Linked Bond, 2.500%, 09/20/2035 | 1,898,409 | 0.7 | |||||||||
EUR | 2,620,000 | (1) | Spain Government Bond, 0.500%, 04/30/2030 | 2,972,476 | 1.1 | ||||||||
EUR | 590,000 | (1) | Spain Government Bond, 1.000%, 10/31/2050 | 619,438 | 0.2 | ||||||||
2,310,900 | Other Securities | 1,752,415 | 0.6 | ||||||||||
Total Sovereign Bonds (Cost $20,940,594) | 21,470,063 | 7.6 | |||||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 2.0% | |||||||||||||
1,000,000 | BENCHMARK 2018-B3 A5 Mortgage Trust, 4.025%, 04/10/2051 | 1,166,306 | 0.4 | ||||||||||
375,000 | Freddie Mac Multifamily Structured Pass Through Certificates K071 A2, 3.286%, 11/25/2027 | 434,107 | 0.2 | ||||||||||
700,000 | (1) | GS Mortgage Securities Corp. Trust 2016-RENT A, 3.203%, 02/10/2029 | 698,225 | 0.2 | |||||||||
1,000,000 | GS Mortgage Securities Trust 2017-GS7 A4, 3.430%, 08/10/2050 | 1,121,275 | 0.4 | ||||||||||
700,000 | Wells Fargo Commercial Mortgage Trust 2017-C39 A5, 3.418%, 09/15/2050 | 784,862 | 0.3 | ||||||||||
1,216,000 | Other Securities | 1,354,481 | 0.5 | ||||||||||
Total Commercial Mortgage-Backed Securities (Cost $5,036,447) | 5,559,256 | 2.0 | |||||||||||
ASSET-BACKED SECURITIES: 1.0% | |||||||||||||
Auto Floor Plan Asset-Backed Securities: 0.3% | |||||||||||||
750,000 | Ford Credit Floorplan Master Owner Trust A 2018-1 A1, 2.950%, 05/15/2023 | 763,818 | 0.3 | ||||||||||
Credit Card Asset-Backed Securities: 0.2% | |||||||||||||
625,000 | Other Securities | 625,341 | 0.2 | ||||||||||
Student Loan Asset-Backed Securities: 0.5% | |||||||||||||
260,000 | (1) | Navient Student Loan Trust 2019-BA A2A, 3.390%, 12/15/2059 | 269,400 | 0.1 | |||||||||
347,704 | (1) | SoFi Professional Loan Program 2015-B A1 LLC, 1.235%, (US0001M + 1.050%), 04/25/2035 | 346,530 | 0.1 |
Principal Amount† | Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASSET-BACKED SECURITIES: (continued) | |||||||||||||
Student Loan Asset-Backed Securities: (continued) | |||||||||||||
800,000 | (1) | Sofi Professional Loan Program 2018-C A2FX Trust, 3.590%, 01/25/2048 | $ | 836,115 | 0.3 | ||||||||
1,452,045 | 0.5 | ||||||||||||
Total Asset-Backed Securities (Cost $2,787,237) | 2,841,204 | 1.0 | |||||||||||
Value | Percentage of Net Assets | ||||||||||||
PURCHASED OPTIONS(5): 0.6% | |||||||||||||
Total Purchased Options (Cost $1,189,686) | 1,683,435 | 0.6 | |||||||||||
Total Long-Term Investments (Cost $253,059,954) | 274,852,360 | 97.7 |
Shares | Value | Percentage of Net Assets | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: 0.9% | |||||||||||||
Mutual Funds: 0.9% | |||||||||||||
2,515,256 | (6) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.100% (Cost $2,515,256) | 2,515,256 | 0.9 | |||||||||
Total Short-Term Investments (Cost $2,515,256) | 2,515,256 | 0.9 | |||||||||||
Total Investments in Securities (Cost $255,575,210) | $ | 277,367,616 | 98.6 | ||||||||||
Assets in Excess of Other Liabilities | 3,912,906 | 1.4 | |||||||||||
Net Assets | $ | 281,280,522 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
(2) | Variable rate security. Rate shown is the rate in effect as of June 30, 2020. |
(3) | All or a portion of this security has been pledged as collateral in connection with open futures contracts. Please refer to Note 2 for additional details. |
(4) | The Federal Housing Finance Agency (“FHFA”) placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies. |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED) |
(5) | The tables within the Portfolio of Investments detail open purchased options which are non-income producing securities. |
(6) | Rate shown is the 7-day yield as of June 30, 2020. |
Currency Abbreviations:
EUR EU Euro
JPY Japanese Yen
NZD New Zealand Dollar
Reference Rate Abbreviations:
US0001M 1-month LIBOR
US0003M 3-month LIBOR
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2020 | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||
Investments, at fair value | ||||||||||||||||
Purchased Options | $ | 55,250 | $ | 1,628,185 | $ | — | $ | 1,683,435 | ||||||||
Corporate Bonds/Notes | — | 81,769,587 | — | 81,769,587 | ||||||||||||
Commercial Mortgage-Backed Securities | — | 5,559,256 | — | 5,559,256 | ||||||||||||
Asset-Backed Securities | — | 2,841,204 | — | 2,841,204 | ||||||||||||
Sovereign Bonds | — | 21,470,063 | — | 21,470,063 | ||||||||||||
U.S. Government Agency Obligations | — | 23,827,888 | — | 23,827,888 | ||||||||||||
U.S. Treasury Obligations | — | 137,700,927 | — | 137,700,927 | ||||||||||||
Short-Term Investments | 2,515,256 | — | — | 2,515,256 | ||||||||||||
Total Investments, at fair value | $ | 2,570,506 | $ | 274,797,110 | $ | — | $ | 277,367,616 | ||||||||
Other Financial Instruments+ | ||||||||||||||||
Centrally Cleared Swaps | — | 4,094,850 | — | 4,094,850 | ||||||||||||
Forward Foreign Currency Contracts | — | 223,964 | — | 223,964 | ||||||||||||
Futures | 178,589 | — | — | 178,589 | ||||||||||||
OTC Swaps | — | 229,042 | — | 229,042 | ||||||||||||
Total Assets | $ | 2,749,095 | $ | 279,344,966 | $ | — | $ | 282,094,061 | ||||||||
Liabilities Table | ||||||||||||||||
Other Financial Instruments+ | ||||||||||||||||
Centrally Cleared Swaps | $ | — | $ | (7,270,493 | ) | $ | — | $ | (7,270,493 | ) | ||||||
Forward Foreign Currency Contracts | — | (263,626 | ) | — | (263,626 | ) | ||||||||||
Futures | (147,941 | ) | — | — | (147,941 | ) | ||||||||||
OTC Swaps | — | (87,054 | ) | — | (87,054 | ) | ||||||||||
Written Options | (62,938 | ) | (2,276,655 | ) | — | (2,339,593 | ) | |||||||||
Total Liabilities | $ | (210,879 | ) | $ | (9,897,828 | ) | $ | — | $ | (10,108,707 | ) |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
+ | Other Financial Instruments may include open forward foreign currency contracts, futures, centrally cleared swaps, OTC swaps and written options. Forward foreign currency contracts, futures and centrally cleared swaps are fair valued at the unrealized appreciation (depreciation) on the instrument. OTC swaps and written options are valued at the fair value of the instrument. |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||
---|---|---|---|---|---|---|---|---|---|---|
JPY 1,001,112,000 | USD 9,329,741 | ANZ Bank | 07/06/20 | $ | (57,548 | ) | ||||
EUR 135,000 | USD 151,377 | ANZ Bank | 07/06/20 | 309 | ||||||
USD 9,333,264 | JPY 1,001,112,000 | ANZ Bank | 08/05/20 | 57,417 | ||||||
NZD 2,997,000 | USD 1,927,232 | Bank of America N.A. | 07/06/20 | 6,748 | ||||||
USD 1,927,272 | NZD 2,997,000 | Bank of America N.A. | 08/05/20 | (6,811 | ) | |||||
USD 9,325,588 | JPY 1,004,226,000 | Barclays Bank PLC | 07/06/20 | 24,553 | ||||||
USD 754,005 | EUR 663,000 | Barclays Bank PLC | 07/06/20 | 9,059 | ||||||
GBP 753,088 | EUR 835,000 | Barclays Bank PLC | 08/05/20 | (5,490 | ) | |||||
USD 111,321 | JPY 11,892,116 | BNP Paribas | 07/06/20 | 1,178 | ||||||
USD 131,970 | AUD 192,240 | BNP Paribas | 07/06/20 | (698 | ) |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED) |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||
---|---|---|---|---|---|---|---|---|---|---|
EUR 5,076,000 | USD 5,699,752 | BNP Paribas | 07/06/20 | $ | 3,636 | |||||
CAD 578,680 | USD 410,000 | BNP Paribas | 07/08/20 | 16,260 | ||||||
USD 415,000 | CAD 560,839 | BNP Paribas | 07/08/20 | 1,882 | ||||||
USD 5,703,460 | EUR 5,076,000 | BNP Paribas | 08/05/20 | (3,878 | ) | |||||
USD 205,000 | CAD 285,535 | Citibank N.A. | 07/08/20 | (5,327 | ) | |||||
CAD 577,597 | USD 410,000 | Citibank N.A. | 07/08/20 | 15,462 | ||||||
USD 103,000 | CAD 143,499 | Citibank N.A. | 07/08/20 | (2,702 | ) | |||||
USD 102,000 | CAD 142,107 | Citibank N.A. | 07/08/20 | (2,677 | ) | |||||
CAD 569,271 | USD 420,000 | Citibank N.A. | 07/08/20 | (671 | ) | |||||
USD 207,983 | EUR 184,069 | Deutsche Bank AG | 07/06/20 | 1,163 | ||||||
EUR 270,000 | GBP 246,537 | Deutsche Bank AG | 08/05/20 | (1,972 | ) | |||||
GBP 458,172 | EUR 495,000 | Goldman Sachs International | 08/05/20 | 11,284 | ||||||
GBP 203,400 | USD 252,642 | HSBC Bank PLC | 07/06/20 | (603 | ) | |||||
CAD 564,984 | USD 405,000 | HSBC Bank PLC | 07/08/20 | 11,171 | ||||||
CAD 565,422 | USD 405,000 | HSBC Bank PLC | 07/08/20 | 11,493 | ||||||
USD 225,878 | EUR 202,926 | JPMorgan Chase Bank N.A. | 07/06/20 | (2,129 | ) | |||||
EUR 925,000 | GBP 872,229 | JPMorgan Chase Bank N.A. | 08/05/20 | (40,977 | ) | |||||
EUR 160,000 | GBP 146,128 | JPMorgan Chase Bank N.A. | 08/05/20 | (1,208 | ) | |||||
USD 205,000 | CAD 284,456 | Morgan Stanley & Co. International PLC | 07/08/20 | (4,533 | ) | |||||
USD 205,000 | CAD 284,456 | Morgan Stanley & Co. International PLC | 07/08/20 | (4,533 | ) | |||||
CAD 1,676,546 | USD 1,200,000 | NatWest Markets PLC | 07/08/20 | 34,956 | ||||||
USD 304,612 | EUR 271,175 | The Bank of Montreal | 07/06/20 | (80 | ) | |||||
USD 155,457 | GBP 124,742 | The Bank of Montreal | 07/06/20 | 886 | ||||||
CAD 574,456 | USD 420,000 | The Bank of Montreal | 07/08/20 | 3,148 | ||||||
USD 97,296 | GBP 79,000 | UBS AG | 07/06/20 | (595 | ) | |||||
USD 3,025,387 | EUR 2,718,000 | UBS AG | 07/06/20 | (28,555 | ) | |||||
USD 599,117 | EUR 529,000 | UBS AG | 07/06/20 | 4,733 | ||||||
USD 744,583 | EUR 655,000 | UBS AG | 07/06/20 | 8,626 | ||||||
USD 415,000 | CAD 577,775 | UBS AG | 07/08/20 | (10,593 | ) | |||||
USD 415,000 | CAD 571,518 | UBS AG | 07/08/20 | (5,984 | ) | |||||
USD 1,874,955 | NZD 3,023,000 | Westpac Banking Corp. | 07/06/20 | (75,803 | ) | |||||
GBP 449,582 | EUR 495,000 | Westpac Banking Corp. | 11/02/20 | (259 | ) | |||||
$ (39,662 | ) |
Description | Number of Contracts | Expiration Date | Notional Value | Unrealized Appreciation/ (Depreciation) | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Long Contracts: | ||||||||||||||||||
90-Day Eurodollar | 8 | 06/13/22 | $ | 1,996,000 | $ | 27,487 | ||||||||||||
Canada 10-Year Bond | 31 | 09/21/20 | 3,512,390 | 2,989 | ||||||||||||||
Short-Term Euro-BTP | 24 | 09/08/20 | 3,016,718 | 18,715 | ||||||||||||||
U.S. Treasury 2-Year Note | 7 | 09/30/20 | 1,545,797 | 972 | ||||||||||||||
U.S. Treasury 5-Year Note | 343 | 09/30/20 | 43,129,570 | 96,034 | ||||||||||||||
U.S. Treasury Long Bond | 3 | 09/21/20 | 535,688 | 2,724 | ||||||||||||||
U.S. Treasury Ultra Long Bond | 11 | 09/21/20 | 2,399,719 | 25,586 | ||||||||||||||
$ | 56,135,882 | $ | 174,507 | |||||||||||||||
Short Contracts: | ||||||||||||||||||
Euro-Bund | (20 | ) | 09/08/20 | (3,966,385 | ) | (46,792 | ) | |||||||||||
Euro-Buxl® 30-year German Government Bond | (3 | ) | 09/08/20 | (741,372 | ) | (10,875 | ) | |||||||||||
Japan 10-Year Bond (TSE) | (5 | ) | 09/14/20 | (7,036,351 | ) | 4,082 | ||||||||||||
Long-Term Euro-BTP | (5 | ) | 09/08/20 | (808,242 | ) | (24,161 | ) | |||||||||||
U.S. Treasury 10-Year Note | (46 | ) | 09/21/20 | (6,401,906 | ) | (14,944 | ) | |||||||||||
U.S. Treasury Ultra 10-Year Note | (78 | ) | 09/21/20 | (12,283,781 | ) | (51,169 | ) | |||||||||||
$ | (31,238,037 | ) | $ | (143,859 | ) |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2020 (UNAUDITED) (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 | 6-month EUR-EURIBOR | Semi-Annual | (0.298) | % | Annual | 01/16/22 | EUR 2,480,000 | $ | 3,600 | $ | 3,600 | |||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | (0.479) | Annual | 03/05/22 | EUR 1,230,000 | (1,929 | ) | (1,929 | ) | ||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | (0.477) | Annual | 03/06/22 | EUR 730,000 | (1,064 | ) | (1,064 | ) | ||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | (0.493) | Annual | 03/09/22 | EUR 880,000 | (1,595 | ) | (1,595 | ) | ||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | (0.250) | Annual | 06/24/22 | EUR 560,000 | 1,600 | 1,600 | ||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | (0.290) | Annual | 06/25/22 | EUR 210,000 | 424 | 424 | ||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | (0.280) | Annual | 06/26/22 | EUR 210,000 | 483 | �� | 483 | |||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | (0.275) | Annual | 06/30/22 | EUR 210,000 | 514 | 514 | ||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | (0.292) | Annual | 07/16/22 | EUR 780,000 | 1,776 | 1,776 | ||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | (0.301) | Annual | 07/20/22 | EUR 1,240,000 | 2,564 | 2,564 | ||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | (0.301) | Annual | 07/20/22 | EUR 1,300,000 | 2,703 | 2,703 | ||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | (0.320) | Annual | 09/29/22 | EUR 1,150,000 | 2,137 | 2,137 | ||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | (0.340) | Annual | 10/02/22 | EUR 1,250,000 | 1,774 | 1,774 | ||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | (0.336) | Annual | 10/02/22 | EUR 1,170,000 | 1,767 | 1,767 | ||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | (0.341) | Annual | 11/02/22 | EUR 810,000 | 1,203 | 1,203 | ||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | (0.333) | Annual | 02/12/23 | EUR 610,000 | 1,012 | 1,012 | ||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | (0.414) | Annual | 03/02/23 | EUR 1,450,000 | (219 | ) | (219 | ) | ||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | (0.474) | Annual | 03/04/23 | EUR 620,000 | (943 | ) | (943 | ) | ||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | (0.304) | Annual | 04/29/23 | EUR 1,240,000 | 2,926 | 2,926 | ||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | (0.337) | Annual | 05/03/23 | EUR 810,000 | 1,302 | 1,302 | ||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | (0.370) | Annual | 05/04/23 | EUR 760,000 | 652 | 652 | ||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | (0.372) | Annual | 05/06/23 | EUR 400,000 | 331 | 331 | ||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | (0.415) | Annual | 06/24/23 | EUR 610,000 | (60 | ) | (60 | ) | ||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | (0.400) | Annual | 06/25/23 | EUR 610,000 | 158 | 158 | ||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | (0.426) | Annual | 07/02/23 | EUR 720,000 | — | — | ||||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | (0.436) | Annual | 10/06/23 | EUR 310,000 | (203 | ) | (203 | ) | ||||||||||
Pay | 6-month EUR-EURIBOR | Semi-Annual | (0.147) | Annual | 06/23/30 | EUR 1,275,000 | 4,883 | 4,883 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 3.289 | Semi-Annual | 10/08/20 | USD 2,590,000 | 20,225 | 20,224 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.528 | Semi-Annual | 11/22/20 | USD 2,760,000 | 13,109 | 13,109 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.526 | Semi-Annual | 02/07/22 | USD 20,030,000 | 730,386 | 730,386 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 0.679 | Semi-Annual | 03/06/22 | USD 670,000 | 5,027 | 5,027 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.250 | Semi-Annual | 04/27/22 | USD 5,370,000 | 194,826 | 194,826 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 0.272 | Semi-Annual | 06/01/22 | USD 1,250,000 | 921 | 921 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.500 | Semi-Annual | 06/03/22 | USD 3,495,000 | 85,158 | 85,158 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.713 | Semi-Annual | 07/13/22 | USD 9,250,000 | 140,561 | 140,561 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 0.328 | Semi-Annual | 07/22/22 | USD 850,000 | 1,724 | 1,724 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 0.297 | Semi-Annual | 07/30/22 | USD 730,000 | 1,034 | 1,034 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 0.292 | Semi-Annual | 08/10/22 | USD 1,090,000 | 1,459 | 1,459 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 0.730 | Semi-Annual | 09/04/22 | USD 2,810,000 | 28,705 | 28,705 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 0.733 | Semi-Annual | 09/04/22 | USD 1,220,000 | 12,548 | 12,548 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 0.409 | Semi-Annual | 09/28/22 | USD 500,000 | 1,932 | 1,932 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 0.345 | Semi-Annual | 09/29/22 | USD 1,870,000 | 4,819 | 4,819 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 0.353 | Semi-Annual | 09/29/22 | USD 670,000 | 1,840 | 1,840 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 0.388 | Semi-Annual | 09/29/22 | USD 1,080,000 | 3,723 | 3,723 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 0.431 | Semi-Annual | 09/29/22 | USD 580,000 | 2,492 | 2,492 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 0.352 | Semi-Annual | 10/02/22 | USD 1,330,000 | 3,643 | 3,643 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.095 | Semi-Annual | 03/01/23 | USD 2,840,000 | 50,439 | 50,439 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 0.878 | Semi-Annual | 03/02/23 | USD 1,420,000 | 19,059 | 19,059 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 0.882 | Semi-Annual | 03/02/23 | USD 1,410,000 | 19,023 | 19,023 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 0.492 | Semi-Annual | 03/16/23 | USD 9,420,000 | 53,698 | 53,698 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 0.297 | Semi-Annual | 05/05/23 | USD 540,000 | 946 | 946 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 0.294 | Semi-Annual | 06/14/23 | USD 925,000 | 1,466 | 1,466 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 0.306 | Semi-Annual | 06/14/23 | USD 925,000 | 1,685 | 1,685 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 3.090 | Semi-Annual | 11/29/24 | USD 4,210,000 | 519,933 | 519,933 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.520 | Semi-Annual | 02/04/25 | USD 250,000 | 25,409 | 25,409 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.521 | Semi-Annual | 02/28/25 | USD 2,390,000 | 246,635 | 246,635 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 0.358 | Semi-Annual | 06/02/25 | USD 860,000 | 1,564 | 1,564 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 0.760 | Semi-Annual | 09/08/25 | USD 280,000 | 5,907 | 5,907 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 0.652 | Semi-Annual | 06/20/27 | USD 870,000 | 4,234 | 4,234 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 0.680 | Semi-Annual | 06/20/27 | USD 870,000 | 5,425 | 5,425 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.797 | Semi-Annual | 01/07/30 | USD 310,000 | 34,491 | 34,491 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.726 | Semi-Annual | 01/08/30 | USD 300,000 | 31,355 | 31,355 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.750 | Semi-Annual | 01/23/30 | USD 270,000 | 28,839 | 28,839 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.694 | Semi-Annual | 01/28/30 | USD 300,000 | 30,479 | 30,479 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.580 | Semi-Annual | 01/29/30 | USD 300,000 | 27,274 | 27,274 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.580 | Semi-Annual | 01/30/30 | USD 300,000 | 27,267 | 27,267 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2020 (UNAUDITED) (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 | 3-month USD-LIBOR | Quarterly | 1.606% | Semi-Annual | 01/30/30 | USD 300,000 | $ | 27,992 | $ | 27,992 | ||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.511 | Semi-Annual | 02/05/30 | USD 330,000 | 27,870 | 27,870 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 0.682 | Semi-Annual | 02/15/30 | USD 870,000 | 4,421 | 4,421 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.432 | Semi-Annual | 02/25/30 | USD 295,000 | 22,816 | 22,816 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.319 | Semi-Annual | 02/26/30 | USD 295,000 | 19,635 | 19,635 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.239 | Semi-Annual | 03/02/30 | USD 290,000 | 17,122 | 17,122 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 0.757 | Semi-Annual | 03/25/30 | USD 80,000 | 1,022 | 1,022 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 0.640 | Semi-Annual | 04/07/30 | USD 610,000 | 716 | 716 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 0.819 | Semi-Annual | 04/14/30 | USD 610,000 | 11,080 | 11,080 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 0.659 | Semi-Annual | 04/29/30 | USD 270,000 | 662 | 662 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.570 | Semi-Annual | 04/29/30 | USD 330,000 | 30,053 | 30,053 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 0.610 | Semi-Annual | 05/01/30 | USD 470,000 | (1,080 | ) | (1,080 | ) | ||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 0.610 | Semi-Annual | 05/01/30 | USD 270,000 | (607 | ) | (607 | ) | ||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 0.632 | Semi-Annual | 05/04/30 | USD 360,000 | (43 | ) | (43 | ) | ||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 0.665 | Semi-Annual | 06/03/30 | USD 400,000 | 1,210 | 1,210 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 0.696 | Semi-Annual | 06/16/30 | USD 180,000 | 1,072 | 1,072 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 0.712 | Semi-Annual | 06/23/30 | USD 60,000 | 447 | 447 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 0.637 | Semi-Annual | 07/01/30 | USD 180,000 | (1 | ) | (4 | ) | ||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 0.640 | Semi-Annual | 07/02/30 | USD 280,000 | — | — | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.020 | Semi-Annual | 09/08/30 | USD 400,000 | 14,531 | 14,531 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.447 | Semi-Annual | 05/18/31 | USD 210,000 | 35,880 | 35,880 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 2.102 | Semi-Annual | 06/22/31 | USD 100,000 | 13,592 | 13,592 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 0.790 | Semi-Annual | 05/09/32 | USD 620,000 | (920 | ) | (920 | ) | ||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 0.851 | Semi-Annual | 03/12/40 | USD 570,000 | (15,585 | ) | (15,585 | ) | ||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.828 | Semi-Annual | 02/10/50 | USD 120,000 | 29,534 | 29,534 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 0.693 | Semi-Annual | 03/11/50 | USD 50,000 | (3,087 | ) | (3,087 | ) | ||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.105 | Semi-Annual | 08/21/50 | USD 190,000 | 9,595 | 9,595 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.250 | Semi-Annual | 09/08/50 | USD 92,000 | 8,216 | 8,216 | ||||||||||||
Pay | 3-month USD-LIBOR | Quarterly | 1.929 | Semi-Annual | 12/01/56 | USD 25,000 | 5,902 | 5,902 | ||||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | (0.450) | Annual | 12/16/21 | EUR 1,200,000 | 2,156 | 2,156 | ||||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | (0.358) | Annual | 03/20/22 | EUR 1,160,000 | (752 | ) | (752 | ) | ||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | (0.312) | Annual | 03/23/22 | EUR 2,680,000 | (4,080 | ) | (4,080 | ) | ||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | (0.379) | Annual | 06/19/22 | EUR 1,510,000 | 395 | 395 | ||||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | (0.253) | Annual | 09/22/22 | EUR 1,140,000 | (3,816 | ) | (3,816 | ) | ||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | (0.174) | Annual | 03/23/23 | EUR 4,980,000 | (26,383 | ) | (26,383 | ) | ||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | (0.180) | Annual | 03/24/23 | EUR 2,490,000 | (12,819 | ) | (12,819 | ) | ||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | (0.290) | Annual | 07/26/23 | EUR 1,640,000 | (4,535 | ) | (4,535 | ) | ||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | (0.300) | Annual | 07/27/23 | EUR 3,100,000 | (7,858 | ) | (7,858 | ) | ||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | (0.167) | Annual | 12/13/23 | EUR 1,170,000 | (6,195 | ) | (6,195 | ) | ||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | (0.110) | Annual | 12/27/23 | EUR 300,000 | (1,963 | ) | (1,963 | ) | ||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | (0.056) | Annual | 01/03/24 | EUR 615,000 | (4,769 | ) | (4,769 | ) | ||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | (0.050) | Annual | 01/03/24 | EUR 615,000 | (4,860 | ) | (4,860 | ) | ||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | (0.173) | Annual | 11/11/24 | EUR 260,000 | (2,387 | ) | (2,387 | ) | ||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | (0.175) | Annual | 03/18/25 | EUR 60,000 | (625 | ) | (625 | ) | ||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | 0.185 | Annual | 01/16/30 | EUR 510,000 | (21,636 | ) | (21,636 | ) | ||||||||||
Receive | 6-month EUR-EURIBOR | Semi-Annual | 0.055 | Annual | 06/23/50 | EUR 415,000 | (4,573 | ) | (4,573 | ) | ||||||||||
Receive | 6-month JPY-LIBOR | Semi-Annual | 0.336 | Semi-Annual | 02/08/34 | JPY 860,000 | (229 | ) | (229 | ) | ||||||||||
Receive | 6-month JPY-LIBOR | Semi-Annual | 0.295 | Semi-Annual | 06/17/39 | JPY 5,440,000 | (704 | ) | (704 | ) | ||||||||||
Receive | 6-month JPY-LIBOR | Semi-Annual | 0.167 | Semi-Annual | 08/08/39 | JPY 3,930,000 | 393 | 393 | ||||||||||||
Receive | 6-month JPY-LIBOR | Semi-Annual | 0.715 | Semi-Annual | 03/21/44 | JPY 3,980,000 | (2,805 | ) | (2,805 | ) | ||||||||||
Receive | 6-month JPY-LIBOR | Semi-Annual | 0.201 | Semi-Annual | 08/28/44 | JPY 1,960,000 | 508 | 508 | ||||||||||||
Receive | 6-month JPY-LIBOR | Semi-Annual | 0.371 | Semi-Annual | 01/30/45 | JPY 2,810,000 | (95 | ) | (95 | ) | ||||||||||
Receive | 3-month NZD-BBR-FRA | Quarterly | 1.080 | Semi-Annual | 09/16/30 | NZD 4,100,000 | (83,672 | ) | (83,672 | ) | ||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 0.554 | Semi-Annual | 03/12/21 | USD 5,530,000 | (10,052 | ) | (10,052 | ) | ||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.560 | Semi-Annual | 03/27/21 | USD 5,280,000 | (50,075 | ) | (50,075 | ) | ||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.560 | Semi-Annual | 03/30/21 | USD 1,340,000 | (12,752 | ) | (12,752 | ) | ||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.770 | Semi-Annual | 06/15/21 | USD 5,780,000 | (82,884 | ) | (82,884 | ) | ||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.460 | Semi-Annual | 02/28/22 | USD 2,510,000 | (92,555 | ) | (92,555 | ) | ||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 0.459 | Semi-Annual | 03/16/22 | USD 9,290,000 | (35,886 | ) | (35,886 | ) | ||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.000 | Semi-Annual | 06/03/22 | USD 6,990,000 | (103,147 | ) | (103,147 | ) | ||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.870 | Semi-Annual | 06/03/22 | USD 5,710,000 | (95,941 | ) | (95,941 | ) | ||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 0.248 | Semi-Annual | 06/15/22 | USD 2,150,000 | (1,204 | ) | (1,204 | ) | ||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.521 | Semi-Annual | 02/09/23 | USD10,050,000 | (464,718 | ) | (464,718 | ) | ||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.771 | Semi-Annual | 07/12/23 | USD 9,400,000 | (143,471 | ) | (143,471 | ) | ||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.572 | Semi-Annual | 02/07/25 | USD 2,610,000 | (272,115 | ) | (272,115 | ) | ||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 0.623 | Semi-Annual | 04/14/25 | USD 1,180,000 | (17,207 | ) | (17,207 | ) | ||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.350 | Semi-Annual | 04/27/25 | USD 1,440,000 | (140,678 | ) | (140,678 | ) | ||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 0.820 | Semi-Annual | 09/08/25 | USD 540,000 | (13,010 | ) | (13,010 | ) |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2020 (UNAUDITED) (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) | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Receive | 3-month USD-LIBOR | Quarterly | 0.652% | Semi-Annual | 04/20/27 | USD 120,000 | $ | (730 | ) | $ | (730 | ) | ||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.631 | Semi-Annual | 02/10/30 | USD 300,000 | (28,802 | ) | (28,802 | ) | ||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.313 | Semi-Annual | 02/27/30 | USD 590,000 | (38,900 | ) | (38,900 | ) | ||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 0.663 | Semi-Annual | 03/11/30 | USD 150,000 | (575 | ) | (575 | ) | ||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 0.648 | Semi-Annual | 06/02/30 | USD 440,000 | (592 | ) | (592 | ) | ||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.760 | Semi-Annual | 07/09/30 | USD 290,000 | (32,141 | ) | (32,141 | ) | ||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 0.670 | Semi-Annual | 07/17/30 | USD 360,000 | (1,044 | ) | (1,044 | ) | ||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 0.700 | Semi-Annual | 07/22/30 | USD 580,000 | (3,332 | ) | (3,332 | ) | ||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.315 | Semi-Annual | 08/27/30 | USD 970,000 | (63,744 | ) | (63,744 | ) | ||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 0.680 | Semi-Annual | 09/16/30 | USD 610,000 | (1,578 | ) | (1,591 | ) | ||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 0.652 | Semi-Annual | 11/04/30 | USD 600,000 | — | — | ||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 0.761 | Semi-Annual | 06/03/31 | USD 798,000 | (3,574 | ) | (3,574 | ) | ||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.110 | Semi-Annual | 03/08/32 | USD 265,000 | (8,339 | ) | (8,339 | ) | ||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 0.760 | Semi-Annual | 05/03/32 | USD 800,000 | 3,418 | 3,418 | ||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 0.765 | Semi-Annual | 05/04/32 | USD 820,000 | 3,113 | 3,113 | ||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 0.770 | Semi-Annual | 05/06/32 | USD 750,000 | 2,516 | 2,516 | ||||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.325 | Semi-Annual | 06/24/34 | USD 70,000 | (9,022 | ) | (9,022 | ) | ||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.645 | Semi-Annual | 08/22/34 | USD 300,000 | (18,604 | ) | (18,604 | ) | ||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.907 | Semi-Annual | 10/21/34 | USD 320,000 | (27,563 | ) | (27,563 | ) | ||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.921 | Semi-Annual | 10/22/34 | USD 300,000 | (26,233 | ) | (26,233 | ) | ||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.976 | Semi-Annual | 10/23/34 | USD 145,000 | (13,441 | ) | (13,441 | ) | ||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.982 | Semi-Annual | 10/23/34 | USD 145,000 | (13,518 | ) | (13,518 | ) | ||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.998 | Semi-Annual | 11/07/34 | USD 320,000 | (30,248 | ) | (30,248 | ) | ||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.111 | Semi-Annual | 11/12/34 | USD 330,000 | (34,743 | ) | (34,743 | ) | ||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.098 | Semi-Annual | 10/23/39 | USD 180,000 | (15,752 | ) | (15,752 | ) | ||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.110 | Semi-Annual | 11/15/44 | USD 390,000 | (34,662 | ) | (34,662 | ) | ||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 0.920 | Semi-Annual | 11/15/45 | USD 415,000 | (169 | ) | (169 | ) | ||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.378 | Semi-Annual | 07/05/49 | USD 140,000 | (16,096 | ) | (16,096 | ) | ||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.709 | Semi-Annual | 08/16/49 | USD 130,000 | (7,587 | ) | (7,587 | ) | ||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.667 | Semi-Annual | 08/17/49 | USD 100,000 | (5,477 | ) | (5,477 | ) | ||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 2.370 | Semi-Annual | 06/15/50 | USD 190,000 | (75,515 | ) | (75,515 | ) | ||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.090 | Semi-Annual | 06/20/52 | USD 160,000 | (5,209 | ) | (5,209 | ) | ||||||||||
Receive | 3-month USD-LIBOR | Quarterly | 1.136 | Semi-Annual | 06/20/52 | USD 160,000 | (7,200 | ) | (7,200 | ) | ||||||||||
$ | 434,759 | $ | 434,742 |
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 | U.K. RPI All Items Monthly | At Termination Date | 3.385% | At Termination Date | 08/15/28 | GBP 465,000 | $ | 20,605 | $ | 20,605 | ||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.400 | At Termination Date | 08/15/28 | GBP 3,160,000 | 147,914 | 147,914 | ||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.505 | At Termination Date | 10/15/28 | GBP 1,470,000 | 101,260 | 101,260 | ||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.490 | At Termination Date | 03/15/29 | GBP 1,590,000 | 78,771 | 78,771 | ||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.286 | At Termination Date | 03/15/30 | GBP 1,585,000 | 141 | 141 | ||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.360 | At Termination Date | 10/15/39 | GBP 2,025,000 | 163,204 | 163,204 | ||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.310 | At Termination Date | 01/15/40 | GBP 900,000 | 40,433 | 40,433 | ||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.341 | At Termination Date | 01/15/40 | GBP 800,000 | 46,912 | 46,912 | ||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.270 | At Termination Date | 10/15/44 | GBP 1,560,000 | 184,836 | 184,836 | ||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.220 | At Termination Date | 01/15/45 | GBP 700,000 | 51,774 | 51,774 | ||||||||||||
Pay | U.K. RPI All Items Monthly | At Termination Date | 3.239 | At Termination Date | 01/15/45 | GBP 600,000 | 51,535 | 51,535 | ||||||||||||
Pay | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.750 | At Termination Date | 08/22/29 | USD 1,350,000 | 43,523 | 43,523 | ||||||||||||
Pay | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.857 | At Termination Date | 11/25/29 | USD 1,330,000 | 57,162 | 57,162 | ||||||||||||
Receive | Eurostat Eurozone HICP ex Tobacco NSA (CPTFEMU) | At Termination Date | 1.290 | At Termination Date | 03/15/29 | EUR 2,230,000 | (151,116 | ) | (151,116 | ) |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2020 (UNAUDITED) (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) | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Receive | Eurostat Eurozone HICP ex Tobacco NSA (CPTFEMU) | At Termination Date | 1.147% | At Termination Date | 02/15/30 | EUR 1,325,000 | $ | (60,830 | ) | $ | (60,830 | ) | ||||||||
Receive | U.K. RPI All Items Monthly | At Termination Date | 3.456 | At Termination Date | 11/15/29 | GBP 415,000 | (15,310 | ) | (15,310 | ) | ||||||||||
Receive | U.K. RPI All Items Monthly | At Termination Date | 3.458 | At Termination Date | 12/15/29 | GBP 815,000 | (25,559 | ) | (25,559 | ) | ||||||||||
Receive | U.K. RPI All Items Monthly | At Termination Date | 3.420 | At Termination Date | 10/15/34 | GBP 2,025,000 | (119,192 | ) | (119,192 | ) | ||||||||||
Receive | U.K. RPI All Items Monthly | At Termination Date | 3.360 | At Termination Date | 01/15/35 | GBP 900,000 | (26,637 | ) | (26,637 | ) | ||||||||||
Receive | U.K. RPI All Items Monthly | At Termination Date | 3.390 | At Termination Date | 01/15/35 | GBP 800,000 | (30,607 | ) | (30,607 | ) | ||||||||||
Receive | U.K. RPI All Items Monthly | At Termination Date | 3.160 | At Termination Date | 10/15/49 | GBP 1,560,000 | (245,456 | ) | (245,456 | ) | ||||||||||
Receive | U.K. RPI All Items Monthly | At Termination Date | 3.111 | At Termination Date | 01/15/50 | GBP 700,000 | (71,848 | ) | (71,848 | ) | ||||||||||
Receive | U.K. RPI All Items Monthly | At Termination Date | 3.133 | At Termination Date | 01/15/50 | GBP 600,000 | (72,528 | ) | (72,528 | ) | ||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.299 | At Termination Date | 09/28/21 | USD 7,100,000 | (260,143 | ) | (260,143 | ) | ||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.205 | At Termination Date | 03/21/22 | USD 5,100,000 | (195,043 | ) | (195,043 | ) | ||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.890 | At Termination Date | 06/29/22 | USD 6,700,000 | (147,914 | ) | (147,914 | ) | ||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.260 | At Termination Date | 05/03/23 | USD 9,000,000 | (483,884 | ) | (483,884 | ) | ||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.211 | At Termination Date | 10/26/23 | USD 2,500,000 | (132,447 | ) | (132,447 | ) | ||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.957 | At Termination Date | 02/06/24 | USD12,000,000 | (469,636 | ) | (469,636 | ) | ||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.991 | At Termination Date | 03/04/24 | USD 3,000,000 | (117,876 | ) | (117,876 | ) | ||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.248 | At Termination Date | 03/21/24 | USD 4,900,000 | (293,981 | ) | (293,981 | ) | ||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.023 | At Termination Date | 05/02/24 | USD 3,500,000 | (144,640 | ) | (144,640 | ) | ||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.829 | At Termination Date | 07/31/24 | USD 2,700,000 | (95,572 | ) | (95,572 | ) | ||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.706 | At Termination Date | 08/12/24 | USD 1,300,000 | (36,915 | ) | (36,915 | ) | ||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.351 | At Termination Date | 09/28/24 | USD 7,400,000 | (525,476 | ) | (525,476 | ) | ||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 0.945 | At Termination Date | 03/12/25 | USD 1,650,000 | 13,511 | 13,511 | ||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.908 | At Termination Date | 05/24/25 | USD 4,500,000 | (181,446 | ) | (181,446 | ) | ||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.361 | At Termination Date | 09/28/25 | USD 6,150,000 | (498,564 | ) | (498,564 | ) | ||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.098 | At Termination Date | 11/29/25 | USD 1,600,000 | (95,284 | ) | (95,284 | ) | ||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.853 | At Termination Date | 06/28/26 | USD 450,000 | (18,897 | ) | (18,897 | ) | ||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 2.249 | At Termination Date | 10/30/28 | USD 1,195,000 | (109,156 | ) | (109,156 | ) | ||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.746 | At Termination Date | 09/06/29 | USD 4,100,000 | (129,119 | ) | (129,119 | ) | ||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.850 | At Termination Date | 02/10/30 | USD 2,665,000 | (120,683 | ) | (120,683 | ) | ||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.504 | At Termination Date | 03/10/30 | USD 3,840,000 | (26,345 | ) | (26,345 | ) | ||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.250 | At Termination Date | 03/11/30 | USD 2,560,000 | 53,122 | 53,122 | ||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.268 | At Termination Date | 03/12/30 | USD 2,575,000 | 48,497 | 48,497 | ||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.235 | At Termination Date | 03/13/30 | USD 2,520,000 | 56,206 | 56,206 | ||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 0.733 | At Termination Date | 03/23/30 | USD 1,180,000 | 88,310 | 88,310 | ||||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 0.835 | At Termination Date | 03/23/30 | USD 655,000 | 42,085 | 42,085 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2020 (UNAUDITED) (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) | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.285% | At Termination Date | 05/05/30 | USD 4,860,000 | $ | 88,113 | $ | 88,113 | ||||||||||
Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.960 | At Termination Date | 12/12/49 | USD 775,000 | (86,197 | ) | (86,197 | ) | ||||||||||
$ | (3,610,387 | ) | $ | (3,610,387 | ) |
Counterparty | Pay/Receive Floating Rate | Floating Rate Index | Floating Rate Index Payment Frequency | Fixed Rate | Fixed Rate Payment Frequency | Maturity Date | Notional Amount | Fair Value | Upfront Payments Paid/ (Received) | Unrealized Appreciation/ (Depreciation) | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Barclays Bank PLC | Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.437% | At Termination Date | 01/15/21 | USD 22,000,000 | $ | 195,926 | $ | — | $ | 195,926 | |||||||||||||
Citibank N.A. | Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.515 | At Termination Date | 01/15/22 | USD 16,000,000 | 33,116 | — | 33,116 | ||||||||||||||||
Citibank N.A. | Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.560 | At Termination Date | 01/15/23 | USD 10,250,000 | (30,674 | ) | — | (30,674 | ) | ||||||||||||||
Citibank N.A. | Receive | U.S. CPI Urban Consumers NSA (CPURNSA) | At Termination Date | 1.660 | At Termination Date | 09/22/23 | USD 5,500,000 | (56,380 | ) | — | (56,380 | ) | ||||||||||||||
$ | 141,988 | $ | — | $ | 141,988 |
Description | Put/Call | Expiration Date | Exercise Price | Number of Contracts | Notional Amount | Cost | Fair Value | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
90-Day Eurodollar | Call | 12/13/21 | 99.75 | USD | 106 | 26,447,000 | $ | 18,723 | $ | 46,375 | |||||||||||
U.S. Treasury Long Bond | Put | 08/21/20 | 175.00 | USD | 8 | 1,428,500 | 24,986 | 8,875 | |||||||||||||
$ | 43,709 | $ | 55,250 |
Description | Put/Call | Expiration Date | Exercise Price | Number of Contracts | Notional Amount | Premiums Received | Fair Value | ||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
90-Day Eurodollar | Call | 12/13/21 | 99.38 | USD | 53 | USD 13,223,500 | $ | 23,101 | $ | (62,938 | ) | ||||||||||
$ | 23,101 | $ | (62,938 | ) |
Description | Counterparty | Expiration Date | Exercise Price | Notional Amount | Cost | Fair Value | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Put GBP vs. Call EUR | Citibank N.A. | 11/02/20 | 0.900 | EUR | 1,230,000 | $ | 19,678 | $ | 32,531 | ||||||||||
$ | 19,678 | $ | 32,531 |
Description | Counterparty | Pay/ Receive Exercise Rate | Exercise Rate | Floating Rate Index | Expiration Date | Notional Amount | Cost | Fair Value | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Call on 10-Year Interest Rate Swap(1) | Barclays Bank PLC | Receive | 1.100% | 6-month JPY-LIBOR | 06/29/22 | JPY692,890,000 | $ | 94,254 | $ | 1,133 | ||||||||||
Call on 10-Year Interest Rate Swap(2) | Barclays Bank PLC | Receive | 2.950% | 3-month USD-LIBOR | 03/12/24 | USD 870,000 | 39,215 | 172,178 | ||||||||||||
Call on 10-Year Interest Rate Swap(2) | Barclays Bank PLC | Receive | 2.978% | 3-month USD-LIBOR | 03/07/24 | USD 874,500 | 40,205 | 175,360 | ||||||||||||
Call on 10-Year Interest Rate Swap(2) | Barclays Bank PLC | Receive | 3.052% | 3-month USD-LIBOR | 01/10/29 | USD 220,000 | 12,430 | 43,204 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED) |
Description | Counterparty | Pay/ Receive Exercise Rate | Exercise Rate | Floating Rate Index | Expiration Date | Notional Amount | Cost | Fair Value | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Call on 10-Year Interest Rate Swap(2) | Barclays Bank PLC | Receive | 3.083% | 3-month USD-LIBOR | 01/29/29 | USD 220,000 | $ | 12,496 | $ | 43,761 | ||||||||||
Call on 10-Year Interest Rate Swap(2) | Barclays Bank PLC | Receive | 3.088% | 3-month USD-LIBOR | 12/06/38 | USD 570,000 | 26,505 | 117,386 | ||||||||||||
Call on 10-Year Interest Rate Swap(2) | Citibank N.A. | Receive | 1.460% | 3-month USD-LIBOR | 08/16/21 | USD 980,000 | 35,072 | 76,700 | ||||||||||||
Call on 10-Year Interest Rate Swap(2) | Citibank N.A. | Receive | 1.492% | 3-month USD-LIBOR | 02/25/25 | USD 550,000 | 28,889 | 44,231 | ||||||||||||
Call on 10-Year Interest Rate Swap(2) | Citibank N.A. | Receive | 2.824% | 3-month USD-LIBOR | 01/31/39 | USD 120,000 | 6,149 | 22,537 | ||||||||||||
Call on 10-Year Interest Rate Swap(2) | Citibank N.A. | Receive | 2.978% | 3-month USD-LIBOR | 01/31/29 | USD 100,000 | 5,780 | 19,055 | ||||||||||||
Call on 10-Year Interest Rate Swap(2) | Citibank N.A. | Receive | 2.985% | 3-month USD-LIBOR | 04/27/38 | USD 10,000 | 493 | 1,984 | ||||||||||||
Call on 10-Year Interest Rate Swap(2) | Deutsche Bank AG | Receive | 0.890% | 3-month USD-LIBOR | 04/30/25 | USD 360,000 | 19,422 | 17,239 | ||||||||||||
Call on 10-Year Interest Rate Swap(2) | Deutsche Bank AG | Receive | 1.423% | 3-month USD-LIBOR | 06/05/25 | USD 255,000 | 13,668 | 19,512 | ||||||||||||
Call on 10-Year Interest Rate Swap(2) | Goldman Sachs International | Receive | 1.283% | 3-month USD-LIBOR | 06/04/25 | USD 255,000 | 13,796 | 17,413 | ||||||||||||
Call on 10-Year Interest Rate Swap(2) | JPMorgan Chase Bank N.A. | Receive | 2.860% | 3-month USD-LIBOR | 02/22/39 | USD 232,500 | 11,503 | 44,246 | ||||||||||||
Call on 10-Year Interest Rate Swap(2) | JPMorgan Chase Bank N.A. | Receive | 2.985% | 3-month USD-LIBOR | 04/27/38 | USD 200,000 | 9,400 | 39,670 | ||||||||||||
Call on 10-Year Interest Rate Swap(2) | Morgan Stanley & Co. International PLC | Receive | 3.037% | 3-month USD-LIBOR | 01/11/29 | USD 220,000 | 12,523 | 42,943 | ||||||||||||
Call on 1-Year Interest Rate Swap(2) | Barclays Bank PLC | Receive | 0.390% | 3-month USD-LIBOR | 05/22/23 | USD 3,050,000 | 9,303 | 10,280 | ||||||||||||
Call on 1-Year Interest Rate Swap(2) | JPMorgan Chase Bank N.A. | Receive | 1.772% | 3-month USD-LIBOR | 11/05/24 | USD 5,250,000 | 28,403 | 66,591 | ||||||||||||
Call on 20-Year interest Rate Swap(1) | JPMorgan Chase Bank N.A. | Receive | 0.780% | 6-month JPY-LIBOR | 04/16/21 | JPY 18,900,000 | 5,916 | 17,307 | ||||||||||||
Call on 20-Year Interest Rate Swap(1) | Goldman Sachs International | Receive | 0.780% | 6-month JPY-LIBOR | 04/16/21 | JPY 1,670,000 | 500 | 1,560 | ||||||||||||
Call on 2-Year Interest Rate Swap(2) | Barclays Bank PLC | Receive | 1.200% | 3-month USD-LIBOR | 09/23/20 | USD 9,490,000 | 29,893 | 189,143 | ||||||||||||
Call on 2-Year Interest Rate Swap(2) | JPMorgan Chase Bank N.A. | Receive | 1.250% | 3-month USD-LIBOR | 08/10/20 | USD 6,430,000 | 30,671 | 133,539 | ||||||||||||
Call on 30-Year Interest Rate Swap(2) | Deutsche Bank AG | Receive | 0.828% | 3-month USD-LIBOR | 11/23/20 | USD 270,000 | 18,684 | 11,753 | ||||||||||||
Put on 10-Year Interest Rate Swap(3) | Barclays Bank PLC | Pay | 2.250% | 3-month USD-LIBOR | 08/08/22 | USD 960,000 | 22,728 | 4,860 | ||||||||||||
Put on 10-Year Interest Rate Swap(3) | Barclays Bank PLC | Pay | 2.950% | 3-month USD-LIBOR | 03/12/24 | USD 870,000 | 39,215 | 5,284 | ||||||||||||
Put on 10-Year Interest Rate Swap(3) | Barclays Bank PLC | Pay | 2.978% | 3-month USD-LIBOR | 03/07/24 | USD 874,500 | 40,205 | 5,128 | ||||||||||||
Put on 10-Year Interest Rate Swap(3) | Barclays Bank PLC | Pay | 3.052% | 3-month USD-LIBOR | 01/10/29 | USD 220,000 | 12,430 | 4,137 | ||||||||||||
Put on 10-Year Interest Rate Swap(3) | Barclays Bank PLC | Pay | 3.083% | 3-month USD-LIBOR | 01/29/29 | USD 220,000 | 12,496 | 4,077 | ||||||||||||
Put on 10-Year Interest Rate Swap(3) | Barclays Bank PLC | Pay | 3.088% | 3-month USD-LIBOR | 12/06/38 | USD 570,000 | 26,505 | 17,843 | ||||||||||||
Put on 10-Year Interest Rate Swap(3) | Citibank N.A. | Pay | 1.460% | 3-month USD-LIBOR | 08/16/21 | USD 980,000 | 35,072 | 7,021 | ||||||||||||
Put on 10-Year Interest Rate Swap(3) | Citibank N.A. | Pay | 1.492% | 3-month USD-LIBOR | 02/25/25 | USD 550,000 | 28,889 | 19,898 | ||||||||||||
Put on 10-Year Interest Rate Swap(3) | Citibank N.A. | Pay | 2.350% | 3-month USD-LIBOR | 07/13/20 | USD 1,935,000 | 7,244 | — | ||||||||||||
Put on 10-Year Interest Rate Swap(3) | Citibank N.A. | Pay | 2.824% | 3-month USD-LIBOR | 01/31/39 | USD 120,000 | 6,025 | 4,263 | ||||||||||||
Put on 10-Year Interest Rate Swap(3) | Citibank N.A. | Pay | 2.978% | 3-month USD-LIBOR | 01/31/29 | USD 100,000 | 5,778 | 1,996 | ||||||||||||
Put on 10-Year Interest Rate Swap(3) | Citibank N.A. | Pay | 2.985% | 3-month USD-LIBOR | 04/27/38 | USD 10,000 | 461 | 326 | ||||||||||||
Put on 10-Year Interest Rate Swap(3) | Deutsche Bank AG | Pay | 0.890% | 3-month USD-LIBOR | 04/30/25 | USD 360,000 | 19,422 | 22,447 | ||||||||||||
Put on 10-Year Interest Rate Swap(3) | Deutsche Bank AG | Pay | 1.423% | 3-month USD-LIBOR | 06/05/25 | USD 255,000 | 13,668 | 10,321 |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED) |
Description | Counterparty | Pay/ Receive Exercise Rate | Exercise Rate | Floating Rate Index | Expiration Date | Notional Amount | Cost | Fair Value | ||||||||||||||
Put on 10-Year Interest Rate Swap(3) | Goldman Sachs International | Pay | 1.283% | 3-month USD-LIBOR | 06/04/25 | USD | 255,000 | $ | 13,796 | $ | 11,635 | |||||||||||
Put on 10-Year Interest Rate Swap(3) | JPMorgan Chase Bank N.A. | Pay | 2.250% | 3-month USD-LIBOR | 08/02/22 | USD | 950,000 | 25,650 | 4,737 | |||||||||||||
Put on 10-Year Interest Rate Swap(3) | JPMorgan Chase Bank N.A. | Pay | 2.860% | 3-month USD-LIBOR | 02/22/39 | USD | 232,500 | 11,503 | 8,126 | |||||||||||||
Put on 10-Year Interest Rate Swap(3) | JPMorgan Chase Bank N.A. | Pay | 2.985% | 3-month USD-LIBOR | 04/27/38 | USD | 200,000 | 9,400 | 6,515 | |||||||||||||
Put on 10-Year Interest Rate Swap(3) | Morgan Stanley & Co. International PLC | Pay | 2.500% | 3-month USD-LIBOR | 06/13/24 | USD | 930,000 | 41,811 | 10,165 | |||||||||||||
Put on 10-Year Interest Rate Swap(3) | Morgan Stanley & Co. International PLC | Pay | 2.500% | 3-month USD-LIBOR | 06/20/24 | USD | 930,000 | 37,600 | 10,239 | |||||||||||||
Put on 10-Year Interest Rate Swap(3) | Morgan Stanley & Co. International PLC | Pay | 3.037% | 3-month USD-LIBOR | 01/11/29 | USD | 220,000 | 12,523 | 4,185 | |||||||||||||
Put on 1-Year Interest Rate Swap(3) | JPMorgan Chase Bank N.A. | Pay | 1.772% | 3-month USD-LIBOR | 11/05/24 | USD | 5,250,000 | 28,403 | 6,981 | |||||||||||||
Put on 20-Year interest Rate Swap(4) | JPMorgan Chase Bank N.A. | Pay | 0.780% | 6-month JPY-LIBOR | 04/16/21 | JPY | 3,300,000 | 521 | 24 | |||||||||||||
Put on 20-Year interest Rate Swap(4) | JPMorgan Chase Bank N.A. | Pay | 0.780% | 6-month JPY-LIBOR | 04/16/21 | JPY | 3,300,000 | 521 | 24 | |||||||||||||
Put on 20-Year interest Rate Swap(4) | JPMorgan Chase Bank N.A. | Pay | 0.780% | 6-month JPY-LIBOR | 04/16/21 | JPY | 18,900,000 | 5,916 | 194 | |||||||||||||
Put on 20-Year Interest Rate Swap(4) | Goldman Sachs International | Pay | 0.780% | 6-month JPY-LIBOR | 04/16/21 | JPY | 1,670,000 | 500 | 17 | |||||||||||||
Put on 30-Year Interest Rate Swap(3) | Barclays Bank PLC | Pay | 2.850% | 3-month USD-LIBOR | 05/09/22 | USD | 1,170,000 | 67,934 | 9,306 | |||||||||||||
Put on 30-Year Interest Rate Swap(3) | Barclays Bank PLC | Pay | 3.800% | 3-month USD-LIBOR | 06/07/21 | USD | 830,000 | 32,380 | 505 | |||||||||||||
Put on 30-Year Interest Rate Swap(3) | Deutsche Bank AG | Pay | 0.828% | 3-month USD-LIBOR | 11/23/20 | USD | 270,000 | 18,684 | 18,901 | |||||||||||||
Put on 30-Year Interest Rate Swap(3) | Deutsche Bank AG | Pay | 1.350% | 3-month USD-LIBOR | 09/04/20 | USD | 225,000 | 9,113 | 1,467 | |||||||||||||
$ | 1,091,563 | $ | 1,529,347 |
Reference Entity | Counterparty | Exercise Inflation Rate | Description | Expiration Date | Notional Amount | Premiums Received | Fair Value | |||||||||||||
Call | Citibank N.A. | 0.550% | Call Option-Max [0, 5-Year Constant Maturity Swap)-Exercise Rate] | 02/14/22 | USD 8,775,000 | $ | 7,459 | $ | (19,988 | ) | ||||||||||
Call | Citibank N.A. | 0.550% | Call Option-Max [0, 5-Year Constant Maturity Swap)-Exercise Rate] | 02/14/22 | USD 8,775,000 | 9,038 | (19,988 | ) | ||||||||||||
$ | 16,497 | $ | (39,976 | ) |
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(3) | Barclays Bank PLC | Pay | 2.788% | 3-month USD-LIBOR | 03/08/21 | USD | 1,312,000 | $ | 39,114 | $ | (270,815 | ) | ||||||||||
Call on 10-Year interest Rate Swap(3) | Barclays Bank PLC | Pay | 3.050% | 3-month USD-LIBOR | 03/12/29 | USD | 700,000 | 37,135 | (137,401 | ) | ||||||||||||
Call on 10-Year Interest Rate Swap(3) | Barclays Bank PLC | Pay | 0.693% | 3-month USD-LIBOR | 04/06/21 | USD | 270,000 | 7,560 | (6,124 | ) | ||||||||||||
Call on 10-Year Interest Rate Swap(3) | Barclays Bank PLC | Pay | 0.713% | 3-month USD-LIBOR | 04/06/21 | USD | 530,000 | 14,840 | (12,557 | ) | ||||||||||||
Call on 10-Year Interest Rate Swap(3) | Barclays Bank PLC | Pay | 0.877% | 3-month USD-LIBOR | 04/14/21 | USD | 270,000 | 7,317 | (8,985 | ) | ||||||||||||
Call on 10-Year Interest Rate Swap(3) | Barclays Bank PLC | Pay | 1.624% | 3-month USD-LIBOR | 11/02/20 | USD | 600,000 | 14,640 | (57,131 | ) |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED) |
Description | Counterparty | Pay/ Receive Exercise Rate | Exercise Rate | Floating Rate Index | Expiration Date | Notional Amount | Premiums Received | Fair Value | ||||||||||||||
Call on 10-Year Interest Rate Swap(3) | BNP Paribas Bank | Pay | 0.715% | 3-month USD-LIBOR | 06/29/21 | USD | 555,000 | $ | 14,506 | $ | (14,195 | ) | ||||||||||
Call on 10-Year Interest Rate Swap(3) | Citibank N.A. | Pay | 0.790% | 3-month USD-LIBOR | 04/15/21 | USD | 300,000 | 8,117 | (8,418 | ) | ||||||||||||
Call on 10-Year Interest Rate Swap(3) | Citibank N.A. | Pay | 1.420% | 3-month USD-LIBOR | 08/17/20 | USD | 980,000 | 25,480 | (74,818 | ) | ||||||||||||
Call on 10-Year Interest Rate Swap(3) | Deutsche Bank AG | Pay | 0.688% | 3-month USD-LIBOR | 04/06/21 | USD | 260,000 | 7,066 | (5,840 | ) | ||||||||||||
Call on 10-Year Interest Rate Swap(3) | Deutsche Bank AG | Pay | 0.717% | 3-month USD-LIBOR | 04/16/21 | USD | 255,000 | 7,038 | (6,155 | ) | ||||||||||||
Call on 10-Year Interest Rate Swap(3) | Deutsche Bank AG | Pay | 0.740% | 3-month USD-LIBOR | 05/02/22 | USD | 550,000 | 19,030 | (17,446 | ) | ||||||||||||
Call on 10-Year Interest Rate Swap(3) | Deutsche Bank AG | Pay | 0.742% | 3-month USD-LIBOR | 06/25/21 | USD | 555,000 | 14,610 | (14,916 | ) | ||||||||||||
Call on 10-Year Interest Rate Swap(3) | Deutsche Bank AG | Pay | 0.746% | 3-month USD-LIBOR | 06/02/21 | USD | 1,090,000 | 27,332 | (29,079 | ) | ||||||||||||
Call on 10-Year Interest Rate Swap(3) | Deutsche Bank AG | Pay | 0.765% | 3-month USD-LIBOR | 04/15/21 | USD | 255,000 | 6,993 | (6,799 | ) | ||||||||||||
Call on 10-Year Interest Rate Swap(3) | Goldman Sachs International | Pay | 0.685% | 3-month USD-LIBOR | 05/13/21 | USD | 540,000 | 13,750 | (12,502 | ) | ||||||||||||
Call on 10-Year Interest Rate Swap(3) | JPMorgan Chase Bank N.A. | Pay | 1.200% | 3-month USD-LIBOR | 08/17/20 | USD | 1,230,000 | 22,878 | (67,413 | ) | ||||||||||||
Call on 10-Year Interest Rate Swap(3) | Morgan Stanley & Co. International PLC | Pay | 0.708% | 3-month USD-LIBOR | 04/01/21 | USD | 530,000 | 14,972 | (12,325 | ) | ||||||||||||
Call on 10-Year Interest Rate Swap(3) | Morgan Stanley & Co. International PLC | Pay | 0.730% | 3-month USD-LIBOR | 04/06/21 | USD | 320,000 | 8,384 | (7,872 | ) | ||||||||||||
Call on 10-Year Interest Rate Swap(3) | Morgan Stanley & Co. International PLC | Pay | 0.743% | 3-month USD-LIBOR | 04/19/21 | USD | 820,000 | 22,776 | (20,965 | ) | ||||||||||||
Call on 10-Year Interest Rate Swap(3) | Morgan Stanley & Co. International PLC | Pay | 0.850% | 3-month USD-LIBOR | 04/07/21 | USD | 210,000 | 5,481 | (6,606 | ) | ||||||||||||
Call on 10-Year Interest Rate Swap(3) | Morgan Stanley & Co. International PLC | Pay | 0.870% | 3-month USD-LIBOR | 04/09/21 | USD | 540,000 | 14,634 | (17,663 | ) | ||||||||||||
Call on 1-Year Interest Rate Swap(3) | Deutsche Bank AG | Pay | 0.610% | 3-month USD-LIBOR | 04/06/23 | USD | 1,830,000 | 6,817 | (8,479 | ) | ||||||||||||
Call on 1-Year Interest Rate Swap(3) | Deutsche Bank AG | Pay | 0.685% | 3-month USD-LIBOR | 04/11/23 | USD | 3,050,000 | 11,704 | (15,825 | ) | ||||||||||||
Call on 1-Year Interest Rate Swap(3) | JPMorgan Chase Bank N.A. | Pay | 1.582% | 3-month USD-LIBOR | 11/05/20 | USD | 5,250,000 | 12,416 | (71,533 | ) | ||||||||||||
Call on 2-Year interest Rate Swap(3) | JPMorgan Chase Bank N.A. | Pay | 2.436% | 3-month USD-LIBOR | 02/01/21 | USD | 3,300,000 | 24,629 | (147,478 | ) | ||||||||||||
Call on 2-Year Interest Rate Swap(3) | Barclays Bank PLC | Pay | 0.700% | 3-month USD-LIBOR | 09/23/20 | USD | 18,970,000 | 20,867 | (188,264 | ) | ||||||||||||
Call on 2-Year Interest Rate Swap(3) | Citibank N.A. | Pay | 1.530% | 3-month USD-LIBOR | 12/14/20 | USD | 2,815,000 | 13,512 | (74,741 | ) | ||||||||||||
Call on 2-Year Interest Rate Swap(3) | Goldman Sachs International | Pay | 1.535% | 3-month USD-LIBOR | 12/11/20 | USD | 2,815,000 | 13,442 | (75,021 | ) | ||||||||||||
Call on 2-Year Interest Rate Swap(3) | JPMorgan Chase Bank N.A. | Pay | 0.750% | 3-month USD-LIBOR | 08/10/20 | USD | 12,850,000 | 24,418 | (138,395 | ) | ||||||||||||
Call on 30-Year Interest Rate Swap(3) | Deutsche Bank AG | Pay | 1.390% | 3-month USD-LIBOR | 08/21/20 | USD | 1,150,000 | 36,800 | (152,649 | ) | ||||||||||||
Call on 5-Year Interest Rate Swap | Barclays Bank PLC | Pay | -0.020% | 6-month EUR-EURIBOR | 04/07/22 | EUR | 1,340,000 | 17,169 | (22,863 | ) | ||||||||||||
Call on 5-Year Interest Rate Swap | Barclays Bank PLC | Pay | -0.035% | 6-month EUR-EURIBOR | 09/13/22 | EUR | 600,000 | 9,338 | (12,636 | ) | ||||||||||||
Call on 5-Year Interest Rate Swap | Barclays Bank PLC | Pay | -0.115% | 6-month EUR-EURIBOR | 04/04/22 | EUR | 1,160,000 | 14,671 | (16,250 | ) | ||||||||||||
Call on 5-Year Interest Rate Swap | Barclays Bank PLC | Pay | -0.138% | 6-month EUR-EURIBOR | 09/12/22 | EUR | 600,000 | 9,029 | (10,374 | ) | ||||||||||||
Call on 5-Year Interest Rate Swap(3) | Deutsche Bank AG | Pay | 0.200% | 3-month USD-LIBOR | 09/22/20 | USD | 625,000 | 875 | (972 | ) | ||||||||||||
Call on 5-Year Interest Rate Swap(3) | Deutsche Bank AG | Pay | 0.200% | 3-month USD-LIBOR | 09/24/20 | USD | 625,000 | 750 | (994 | ) | ||||||||||||
Call on 5-Year Interest Rate Swap(3) | Deutsche Bank AG | Pay | 0.250% | 3-month USD-LIBOR | 06/29/21 | USD | 5,025,000 | 31,658 | (29,617 | ) |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED) |
Description | Counterparty | Pay/ Receive Exercise Rate | Exercise Rate | Floating Rate Index | Expiration Date | Notional Amount | Premiums Received | Fair Value | ||||||||||||||
Call on 5-Year Interest Rate Swap(3) | Morgan Stanley & Co. International PLC | Pay | 0.605% | 3-month USD-LIBOR | 06/15/22 | USD | 1,540,000 | $ | 23,100 | $ | (25,120 | ) | ||||||||||
Put on 10-Year interest Rate Swap(2) | Barclays Bank PLC | Receive | 1.624% | 3-month USD-LIBOR | 11/02/20 | USD | 600,000 | 14,640 | (390 | ) | ||||||||||||
Put on 10-Year interest Rate Swap(2) | Barclays Bank PLC | Receive | 1.637% | 3-month USD-LIBOR | 11/02/20 | USD | 590,000 | 14,219 | (369 | ) | ||||||||||||
Put on 10-Year interest Rate Swap(2) | Barclays Bank PLC | Receive | 2.788% | 3-month USD-LIBOR | 03/08/21 | USD | 1,312,000 | 39,114 | (317 | ) | ||||||||||||
Put on 10-Year interest Rate Swap(2) | Barclays Bank PLC | Receive | 3.050% | 3-month USD-LIBOR | 03/12/29 | USD | 700,000 | 37,135 | (13,464 | ) | ||||||||||||
Put on 10-Year interest Rate Swap(2) | Barclays Bank PLC | Receive | 3.870% | 3-month USD-LIBOR | 06/07/21 | USD | 1,770,000 | 34,676 | (146 | ) | ||||||||||||
Put on 10-Year Interest Rate Swap(5) | Deutsche Bank AG | Receive | 0.180% | 6-month EUR-EURIBOR | 07/16/20 | EUR | 2,620,000 | 35,746 | (1 | ) | ||||||||||||
Put on 10-Year Interest Rate Swap(2) | Barclays Bank PLC | Receive | 0.693% | 3-month USD-LIBOR | 04/06/21 | USD | 270,000 | 7,560 | (6,386 | ) | ||||||||||||
Put on 10-Year Interest Rate Swap(2) | Barclays Bank PLC | Receive | 0.713% | 3-month USD-LIBOR | 04/06/21 | USD | 530,000 | 14,840 | (12,025 | ) | ||||||||||||
Put on 10-Year Interest Rate Swap(2) | Barclays Bank PLC | Receive | 0.877% | 3-month USD-LIBOR | 04/14/21 | USD | 270,000 | 7,317 | (4,396 | ) | ||||||||||||
Put on 10-Year Interest Rate Swap(2) | Barclays Bank PLC | Receive | 1.000% | 3-month USD-LIBOR | 06/01/21 | USD | 2,320,000 | 34,974 | (33,123 | ) | ||||||||||||
Put on 10-Year Interest Rate Swap(2) | Barclays Bank PLC | Receive | 1.050% | 3-month USD-LIBOR | 06/11/21 | USD | 540,000 | 7,695 | (7,148 | ) | ||||||||||||
Put on 10-Year Interest Rate Swap(2) | Barclays Bank PLC | Receive | 1.600% | 3-month USD-LIBOR | 03/04/22 | USD | 583,000 | 9,619 | (5,667 | ) | ||||||||||||
Put on 10-Year Interest Rate Swap(2) | Barclays Bank PLC | Receive | 1.612% | 3-month USD-LIBOR | 09/14/20 | USD | 590,000 | 14,676 | (98 | ) | ||||||||||||
Put on 10-Year Interest Rate Swap(2) | Barclays Bank PLC | Receive | 1.750% | 3-month USD-LIBOR | 08/07/20 | USD | 460,000 | 7,670 | (1 | ) | ||||||||||||
Put on 10-Year Interest Rate Swap(2) | Barclays Bank PLC | Receive | 1.763% | 3-month USD-LIBOR | 09/16/20 | USD | 1,180,000 | 29,677 | (124 | ) | ||||||||||||
Put on 10-Year Interest Rate Swap(2) | Barclays Bank PLC | Receive | 1.850% | 3-month USD-LIBOR | 02/22/22 | USD | 630,000 | 11,088 | (4,021 | ) | ||||||||||||
Put on 10-Year Interest Rate Swap(2) | Barclays Bank PLC | Receive | 1.850% | 3-month USD-LIBOR | 02/22/22 | USD | 630,000 | 10,836 | (4,021 | ) | ||||||||||||
Put on 10-Year Interest Rate Swap(2) | Barclays Bank PLC | Receive | 2.000% | 3-month USD-LIBOR | 08/03/20 | USD | 510,000 | 7,599 | — | |||||||||||||
Put on 10-Year Interest Rate Swap(2) | Barclays Bank PLC | Receive | 2.100% | 3-month USD-LIBOR | 01/06/22 | USD | 900,000 | 20,644 | (3,405 | ) | ||||||||||||
Put on 10-Year Interest Rate Swap(2) | Barclays Bank PLC | Receive | 2.150% | 3-month USD-LIBOR | 01/10/22 | USD | 890,000 | 20,692 | (3,142 | ) | ||||||||||||
Put on 10-Year Interest Rate Swap(2) | Barclays Bank PLC | Receive | 2.350% | 3-month USD-LIBOR | 07/10/20 | USD | 670,000 | 7,102 | — | |||||||||||||
Put on 10-Year Interest Rate Swap(2) | Barclays Bank PLC | Receive | 2.750% | 3-month USD-LIBOR | 05/09/22 | USD | 2,550,000 | 73,975 | (5,025 | ) | ||||||||||||
Put on 10-Year Interest Rate Swap(2) | Barclays Bank PLC | Receive | 2.750% | 3-month USD-LIBOR | 08/08/22 | USD | 960,000 | 11,568 | (2,384 | ) | ||||||||||||
Put on 10-Year Interest Rate Swap(2) | Barclays Bank PLC | Receive | 3.250% | 3-month USD-LIBOR | 08/08/22 | USD | 960,000 | 5,712 | (1,201 | ) | ||||||||||||
Put on 10-Year Interest Rate Swap(2) | BNP Paribas Bank | Receive | 0.715% | 3-month USD-LIBOR | 06/29/21 | USD | 555,000 | 14,506 | (14,702 | ) | ||||||||||||
Put on 10-Year Interest Rate Swap(2) | Citibank N.A. | Receive | 0.790% | 3-month USD-LIBOR | 04/14/21 | USD | 300,000 | 8,117 | (5,918 | ) | ||||||||||||
Put on 10-Year Interest Rate Swap(2) | Citibank N.A. | Receive | 1.420% | 3-month USD-LIBOR | 08/17/20 | USD | 980,000 | 25,480 | (69 | ) | ||||||||||||
Put on 10-Year Interest Rate Swap(2) | Citibank N.A. | Receive | 1.950% | 3-month USD-LIBOR | 07/13/20 | USD | 970,000 | 10,406 | — | |||||||||||||
Put on 10-Year Interest Rate Swap(2) | Deutsche Bank AG | Receive | 0.688% | 3-month USD-LIBOR | 04/06/21 | USD | 260,000 | 7,066 | (6,206 | ) | ||||||||||||
Put on 10-Year Interest Rate Swap(2) | Deutsche Bank AG | Receive | 0.717% | 3-month USD-LIBOR | 04/16/21 | USD | 255,000 | 7,038 | (5,868 | ) | ||||||||||||
Put on 10-Year Interest Rate Swap(2) | Deutsche Bank AG | Receive | 0.740% | 3-month USD-LIBOR | 05/02/22 | USD | 550,000 | 19,030 | (20,981 | ) | ||||||||||||
Put on 10-Year Interest Rate Swap(2) | Deutsche Bank AG | Receive | 0.742% | 3-month USD-LIBOR | 06/25/21 | USD | 555,000 | 14,610 | (13,913 | ) | ||||||||||||
Put on 10-Year Interest Rate Swap(2) | Deutsche Bank AG | Receive | 0.746% | 3-month USD-LIBOR | 06/02/21 | USD | 1,090,000 | 27,332 | (25,981 | ) |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED) |
Description | Counterparty | Pay/ Receive Exercise Rate | Exercise Rate | Floating Rate Index | Expiration Date | Notional Amount | Premiums Received | Fair Value | ||||||||||||||
Put on 10-Year Interest Rate Swap(2) | Deutsche Bank AG | Receive | 0.765% | 3-month USD-LIBOR | 04/15/21 | USD | 255,000 | $ | 6,993 | $ | (5,303 | ) | ||||||||||
Put on 10-Year Interest Rate Swap(2) | Deutsche Bank AG | Receive | 1.600% | 3-month USD-LIBOR | 02/28/22 | USD | 600,000 | 10,950 | (5,778 | ) | ||||||||||||
Put on 10-Year Interest Rate Swap(2) | Deutsche Bank AG | Receive | 1.600% | 3-month USD-LIBOR | 03/03/22 | USD | 600,000 | 10,680 | (5,822 | ) | ||||||||||||
Put on 10-Year Interest Rate Swap(2) | Deutsche Bank AG | Receive | 1.600% | 3-month USD-LIBOR | 03/04/22 | USD | 930,000 | 15,624 | (9,039 | ) | ||||||||||||
Put on 10-Year Interest Rate Swap(2) | Goldman Sachs International | Receive | 0.685% | 3-month USD-LIBOR | 05/13/21 | USD | 540,000 | 13,750 | (13,977 | ) | ||||||||||||
Put on 10-Year Interest Rate Swap(2) | Goldman Sachs International | Receive | 2.300% | 3-month USD-LIBOR | 07/27/20 | USD | 940,000 | 11,515 | — | |||||||||||||
Put on 10-Year Interest Rate Swap(2) | Goldman Sachs International | Receive | 2.350% | 3-month USD-LIBOR | 07/10/20 | USD | 670,000 | 6,767 | — | |||||||||||||
Put on 10-Year Interest Rate Swap(2) | JPMorgan Chase Bank N.A. | Receive | 1.600% | 3-month USD-LIBOR | 08/17/20 | USD | 1,230,000 | 22,878 | (32 | ) | ||||||||||||
Put on 10-Year Interest Rate Swap(2) | JPMorgan Chase Bank N.A. | Receive | 2.750% | 3-month USD-LIBOR | 08/02/22 | USD | 950,000 | 13,015 | (2,317 | ) | ||||||||||||
Put on 10-Year Interest Rate Swap(2) | JPMorgan Chase Bank N.A. | Receive | 3.250% | 3-month USD-LIBOR | 08/02/22 | USD | 950,000 | 6,222 | (1,164 | ) | ||||||||||||
Put on 10-Year Interest Rate Swap(2) | Morgan Stanley & Co. International PLC | Receive | 0.708% | 3-month USD-LIBOR | 04/01/21 | USD | 530,000 | 14,973 | (12,043 | ) | ||||||||||||
Put on 10-Year Interest Rate Swap(2) | Morgan Stanley & Co. International PLC | Receive | 0.730% | 3-month USD-LIBOR | 04/06/21 | USD | 320,000 | 8,384 | (7,000 | ) | ||||||||||||
Put on 10-Year Interest Rate Swap(2) | Morgan Stanley & Co. International PLC | Receive | 0.743% | 3-month USD-LIBOR | 04/19/21 | USD | 820,000 | 22,776 | (17,995 | ) | ||||||||||||
Put on 10-Year Interest Rate Swap(2) | Morgan Stanley & Co. International PLC | Receive | 0.850% | 3-month USD-LIBOR | 04/07/21 | USD | 210,000 | 5,481 | (3,558 | ) | ||||||||||||
Put on 10-Year Interest Rate Swap(2) | Morgan Stanley & Co. International PLC | Receive | 0.870% | 3-month USD-LIBOR | 04/09/21 | USD | 540,000 | 14,634 | (8,818 | ) | ||||||||||||
Put on 10-Year Interest Rate Swap(2) | Morgan Stanley & Co. International PLC | Receive | 1.950% | 3-month USD-LIBOR | 01/28/22 | USD | 880,000 | 20,570 | (4,501 | ) | ||||||||||||
Put on 10-Year Interest Rate Swap(2) | Morgan Stanley & Co. International PLC | Receive | 2.250% | 3-month USD-LIBOR | 08/20/24 | USD | 980,000 | 29,054 | (14,835 | ) | ||||||||||||
Put on 10-Year Interest Rate Swap(2) | Morgan Stanley & Co. International PLC | Receive | 3.000% | 3-month USD-LIBOR | 06/13/24 | USD | 930,000 | 25,539 | (6,026 | ) | ||||||||||||
Put on 10-Year Interest Rate Swap(2) | Morgan Stanley & Co. International PLC | Receive | 3.000% | 3-month USD-LIBOR | 06/20/24 | USD | 930,000 | 22,714 | (6,076 | ) | ||||||||||||
Put on 10-Year Interest Rate Swap(2) | Morgan Stanley & Co. International PLC | Receive | 3.500% | 3-month USD-LIBOR | 06/13/24 | USD | 930,000 | 15,565 | (3,601 | ) | ||||||||||||
Put on 10-Year Interest Rate Swap(2) | Morgan Stanley & Co. International PLC | Receive | 3.500% | 3-month USD-LIBOR | 06/20/24 | USD | 930,000 | 13,630 | (3,634 | ) | ||||||||||||
Put on 1-Year Interest Rate Swap(2) | Barclays Bank PLC | Receive | 2.150% | 3-month USD-LIBOR | 05/28/21 | USD | 14,860,000 | 41,682 | (33 | ) | ||||||||||||
Put on 1-Year Interest Rate Swap(2) | Citibank N.A. | Receive | 2.350% | 3-month USD-LIBOR | 05/17/21 | USD | 10,930,000 | 21,669 | (16 | ) | ||||||||||||
Put on 1-Year Interest Rate Swap(2) | Deutsche Bank AG | Receive | 0.550% | 3-month USD-LIBOR | 04/21/22 | USD | 4,360,000 | 7,652 | (3,907 | ) | ||||||||||||
Put on 1-Year Interest Rate Swap(2) | Deutsche Bank AG | Receive | 0.610% | 3-month USD-LIBOR | 04/06/23 | USD | 1,830,000 | 6,817 | (3,648 | ) | ||||||||||||
Put on 1-Year Interest Rate Swap(2) | Deutsche Bank AG | Receive | 0.685% | 3-month USD-LIBOR | 04/11/23 | USD | 3,050,000 | 11,704 | (5,448 | ) | ||||||||||||
Put on 1-Year Interest Rate Swap(2) | JPMorgan Chase Bank N.A. | Receive | 1.582% | 3-month USD-LIBOR | 11/05/20 | USD | 5,250,000 | 12,416 | (1 | ) | ||||||||||||
Put on 1-Year Interest Rate Swap(2) | Morgan Stanley & Co. International PLC | Receive | 0.410% | 3-month USD-LIBOR | 03/17/21 | USD | 5,250,000 | 8,925 | (13,108 | ) | ||||||||||||
Put on 1-Year Interest Rate Swap(2) | Morgan Stanley & Co. International PLC | Receive | 0.410% | 3-month USD-LIBOR | 03/17/21 | USD | 5,250,000 | 8,925 | (1,153 | ) |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED) |
Description | Counterparty | Pay/ Receive Exercise Rate | Exercise Rate | Floating Rate Index | Expiration Date | Notional Amount | Premiums Received | Fair Value | ||||||||||||||
Put on 1-Year Interest Rate Swap(2) | Morgan Stanley & Co. International PLC | Receive | 2.400% | 3-month USD-LIBOR | 06/01/21 | USD | 18,400,000 | $ | 33,304 | $ | (28 | ) | ||||||||||
Put on 2-Year interest Rate Swap(5) | Barclays Bank PLC | Receive | 0.000% | 6-month EUR-EURIBOR | 06/14/21 | EUR | 1,040,000 | 2,873 | (342 | ) | ||||||||||||
Put on 2-Year interest Rate Swap(5) | Barclays Bank PLC | Receive | 0.000% | 6-month EUR-EURIBOR | 06/14/21 | EUR | 1,010,000 | 2,747 | (318 | ) | ||||||||||||
Put on 2-Year interest Rate Swap(5) | Barclays Bank PLC | Receive | 0.000% | 6-month EUR-EURIBOR | 06/25/21 | EUR | 1,140,000 | 2,605 | (396 | ) | ||||||||||||
Put on 2-Year interest Rate Swap(5) | Barclays Bank PLC | Receive | 0.050% | 6-month EUR-EURIBOR | 06/10/21 | EUR | 2,310,000 | 5,817 | (615 | ) | ||||||||||||
Put on 2-Year interest Rate Swap(5) | Barclays Bank PLC | Receive | 0.100% | 6-month EUR-EURIBOR | 03/29/21 | EUR | 4,470,000 | 15,550 | (613 | ) | ||||||||||||
Put on 2-Year interest Rate Swap(5) | Barclays Bank PLC | Receive | 0.110% | 6-month EUR-EURIBOR | 05/17/21 | EUR | 2,262,400 | 7,485 | (421 | ) | ||||||||||||
Put on 2-Year interest Rate Swap(5) | Barclays Bank PLC | Receive | 0.120% | 6-month EUR-EURIBOR | 04/08/21 | EUR | 6,960,000 | 26,460 | (916 | ) | ||||||||||||
Put on 2-Year interest Rate Swap(5) | Citibank N.A. | Receive | 0.000% | 6-month EUR-EURIBOR | 06/21/21 | EUR | 1,220,000 | 2,973 | (397 | ) | ||||||||||||
Put on 2-Year interest Rate Swap(5) | Citibank N.A. | Receive | 0.100% | 6-month EUR-EURIBOR | 04/12/21 | EUR | 3,490,000 | 11,641 | (522 | ) | ||||||||||||
Put on 2-Year interest Rate Swap(5) | Goldman Sachs International | Receive | 0.000% | 6-month EUR-EURIBOR | 06/18/21 | EUR | 1,040,000 | 2,410 | (349 | ) | ||||||||||||
Put on 2-Year interest Rate Swap(5) | Goldman Sachs International | Receive | 0.160% | 6-month EUR-EURIBOR | 04/12/21 | EUR | 3,490,000 | 11,750 | (426 | ) | ||||||||||||
Put on 2-Year interest Rate Swap(5) | Morgan Stanley & Co. International PLC | Receive | 0.080% | 6-month EUR-EURIBOR | 05/31/21 | EUR | 1,490,000 | 4,347 | (322 | ) | ||||||||||||
Put on 2-Year interest Rate Swap(5) | Morgan Stanley & Co. International PLC | Receive | 0.150% | 6-month EUR-EURIBOR | 04/19/21 | EUR | 3,460,000 | 12,434 | (461 | ) | ||||||||||||
Put on 2-Year interest Rate Swap(2) | Barclays Bank PLC | Receive | 2.000% | 3-month USD-LIBOR | 11/27/20 | USD | 5,720,000 | 7,751 | (2 | ) | ||||||||||||
Put on 2-Year interest Rate Swap(2) | Citibank N.A. | Receive | 1.530% | 3-month USD-LIBOR | 12/14/20 | USD | 2,815,000 | 13,512 | (4 | ) | ||||||||||||
Put on 2-Year interest Rate Swap(2) | Citibank N.A. | Receive | 3.250% | 3-month USD-LIBOR | 12/29/20 | USD | 3,130,000 | 11,424 | — | |||||||||||||
Put on 2-Year interest Rate Swap(2) | JPMorgan Chase Bank N.A. | Receive | 2.436% | 3-month USD-LIBOR | 02/01/21 | USD | 3,300,000 | 26,341 | (2 | ) | ||||||||||||
Put on 2-Year Interest Rate Swap(5) | Barclays Bank PLC | Receive | 0.000% | 6-month EUR-EURIBOR | 07/01/21 | EUR | 1,210,000 | 2,499 | (432 | ) | ||||||||||||
Put on 2-Year Interest Rate Swap(5) | Barclays Bank PLC | Receive | 0.000% | 6-month EUR-EURIBOR | 07/19/21 | EUR | 1,240,000 | 2,269 | (494 | ) | ||||||||||||
Put on 2-Year Interest Rate Swap(5) | Barclays Bank PLC | Receive | -0.050% | 6-month EUR-EURIBOR | 07/02/21 | EUR | 1,180,000 | 2,489 | (517 | ) | ||||||||||||
Put on 2-Year Interest Rate Swap(5) | Barclays Bank PLC | Receive | -0.150% | 6-month EUR-EURIBOR | 08/09/21 | EUR | 1,570,000 | 2,128 | (1,248 | ) | ||||||||||||
Put on 2-Year Interest Rate Swap(5) | Barclays Bank PLC | Receive | -0.150% | 6-month EUR-EURIBOR | 08/09/21 | EUR | 2,780,000 | 3,847 | (2,209 | ) | ||||||||||||
Put on 2-Year Interest Rate Swap(5) | Barclays Bank PLC | Receive | -0.250% | 6-month EUR-EURIBOR | 09/03/21 | EUR | 5,030,000 | 8,276 | (6,324 | ) | ||||||||||||
Put on 2-Year Interest Rate Swap(2) | Barclays Bank PLC | Receive | 3.500% | 3-month USD-LIBOR | 08/24/20 | USD | 3,560,000 | 12,015 | — | |||||||||||||
Put on 2-Year Interest Rate Swap(2) | Deutsche Bank AG | Receive | 0.600% | 3-month USD-LIBOR | 09/24/20 | USD | 4,660,000 | 6,291 | (67 | ) | ||||||||||||
Put on 2-Year Interest Rate Swap(2) | Deutsche Bank AG | Receive | 1.000% | 3-month USD-LIBOR | 10/05/20 | USD | 2,325,000 | 2,441 | (3 | ) | ||||||||||||
Put on 2-Year Interest Rate Swap(2) | Goldman Sachs International | Receive | 1.050% | 3-month USD-LIBOR | 10/02/20 | USD | 2,530,000 | 4,453 | (2 | ) | ||||||||||||
Put on 2-Year Interest Rate Swap(2) | Goldman Sachs International | Receive | 1.050% | 3-month USD-LIBOR | 10/02/20 | USD | 2,530,000 | 2,973 | (2 | ) | ||||||||||||
Put on 2-Year Interest Rate Swap(2) | Goldman Sachs International | Receive | 1.535% | 3-month USD-LIBOR | 12/11/20 | USD | 2,815,000 | 13,442 | (4 | ) | ||||||||||||
Put on 5-Year Interest Rate Swap(5) | Barclays Bank PLC | Receive | 0.000% | 6-month EUR-EURIBOR | 07/27/20 | EUR | 1,740,000 | 4,896 | (2 | ) | ||||||||||||
Put on 5-Year Interest Rate Swap(5) | Barclays Bank PLC | Receive | -0.020% | 6-month EUR-EURIBOR | 04/07/22 | EUR | 1,340,000 | 17,169 | (7,133 | ) | ||||||||||||
Put on 5-Year Interest Rate Swap(5) | Barclays Bank PLC | Receive | -0.035% | 6-month EUR-EURIBOR | 09/13/22 | EUR | 600,000 | 9,338 | (5,664 | ) |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED) |
Description | Counterparty | Pay/ Receive Exercise Rate | Exercise Rate | Floating Rate Index | Expiration Date | Notional Amount | Premiums Received | Fair Value | ||||||||||||||
Put on 5-Year Interest Rate Swap(5) | Barclays Bank PLC | Receive | -0.115% | 6-month EUR-EURIBOR | 04/04/22 | EUR | 1,160,000 | $ | 14,671 | $ | (9,694 | ) | ||||||||||
Put on 5-Year Interest Rate Swap(5) | Barclays Bank PLC | Receive | -0.138% | 6-month EUR-EURIBOR | 09/12/22 | EUR | 600,000 | 9,029 | (6,929 | ) | ||||||||||||
Put on 5-Year Interest Rate Swap(2) | Deutsche Bank AG | Receive | 0.500% | 3-month USD-LIBOR | 09/22/20 | USD | 625,000 | 1,188 | (845 | ) | ||||||||||||
Put on 5-Year Interest Rate Swap(2) | Deutsche Bank AG | Receive | 0.500% | 3-month USD-LIBOR | 09/24/20 | USD | 625,000 | 1,484 | (880 | ) | ||||||||||||
Put on 5-Year Interest Rate Swap(2) | Morgan Stanley & Co. International PLC | Receive | 0.605% | 3-month USD-LIBOR | 06/15/22 | USD | 1,540,000 | 23,100 | (21,535 | ) | ||||||||||||
$ | 2,014,133 | $ | (2,236,679 | ) |
Description | Counterparty | Exercise Rate | Pay/ Receive Exercise Rate | Expiration Date | Notional Amount | Cost | Fair Value | ||||||||||||
Put Option-Max [0, Exercise Rate)- 5-Year Constant Maturity Swap] | Goldman Sachs International | 0.350% | Receive | 07/08/20 | USD 4,670,000 | $ | 3,853 | $ | — | ||||||||||
$ | 3,853 | $ | — |
Description | Counterparty | Exercise Rate | Pay/ Receive Exercise Rate | Expiration Date | Notional Amount | Cost | Fair Value | ||||||||||||
Call Option-Max [0, 5-Year Constant Maturity Swap)-Exercise Rate] | Citibank N.A. | 0.300% | Pay | 02/14/22 | USD 17,550,000 | $ | 30,883 | $ | 66,307 | ||||||||||
$ | 30,883 | $ | 66,307 |
Description | Counterparty | Exercise Rate | Pay/ Receive Exercise Rate | Expiration Date | Notional Amount | Premiums Received | Fair Value | ||||||||||||
Put Option-Max [0, Exercise Rate)- 5-Year Constant Maturity Swap] | Goldman Sachs International | 0.250% | Receive | 07/08/20 | USD 9,330,000 | $ | 4,665 | $ | 0 | ||||||||||
$ | 4,665 | $ | 0 |
(1) | Portfolio receives the exercise rate semi-annually and pays the floating rate index semi-annually. |
(2) | Portfolio receives the exercise rate semi-annually and pays the floating rate index quarterly. |
(3) | Portfolio pays the exercise rate semi-annually and receives the floating rate index quarterly. |
(4) | Portfolio pays the exercise rate semi-annually and receives the floating rate index semi-annually. |
(5) | Portfolio receives the exercise rate annually and pays the floating rate index semi-annually. |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED) |
Derivatives not accounted for as hedging instruments | Location on Statement of Assets and Liabilities | Fair Value | ||||
Asset Derivatives | ||||||
Foreign exchange contracts | Investments in securities at value* | $ | 32,531 | |||
Interest rate contracts | Investments in securities at value* | 1,650,904 | ||||
Foreign exchange contracts | Unrealized appreciation on forward foreign currency contracts | 223,964 | ||||
Interest rate contracts | Net Assets- Unrealized appreciation** | 178,589 | ||||
Interest rate contracts | Net Assets- Unrealized appreciation*** | 4,094,850 | ||||
Interest rate contracts | Unrealized appreciation on OTC swap agreements | 229,042 | ||||
Total Asset Derivatives | $ | 6,409,880 | ||||
Liability Derivatives | ||||||
Foreign exchange contracts | Unrealized depreciation on forward foreign currency contracts | $ | 263,626 | |||
Interest rate contracts | Net Assets- Unrealized depreciation** | 147,941 | ||||
Interest rate contracts | Net Assets- Unrealized depreciation*** | 7,270,493 | ||||
Interest rate contracts | Unrealized depreciation on OTC swap agreements | 87,054 | ||||
Interest rate contracts | Written options, at fair value | 2,339,593 | ||||
Total Liability Derivatives | $ | 10,108,707 |
* | Includes purchased options. |
** | Includes cumulative appreciation/depreciation of futures contracts as reported in the table within the Portfolio of Investments. |
*** | Includes cumulative appreciation/depreciation of centrally cleared swaps as reported in the table within the Portfolio of Investments. Only current day’s variation margin receivable/payable is shown on the Statement of Assets and Liabiliites. |
Amount of Realized Gain or (Loss) on Derivatives Recognized in Income | ||||||||||||||||||||||||||||||
Derivatives not accounted for as hedging instruments | Investments* | Forward foreign currency contracts | Futures | Swaps | Written options | Total | ||||||||||||||||||||||||
Foreign exchange contracts | $ | 152,369 | $ | (252,023 | ) | $ | — | $ | — | $ | — | $ | (99,654 | ) | ||||||||||||||||
Interest rate contracts | (313,002 | ) | — | 967,111 | (904,069 | ) | 236,135 | (13,825 | ) | |||||||||||||||||||||
Total | $ | (160,633 | ) | $ | (252,023 | ) | $ | 967,111 | $ | (904,069 | ) | $ | 236,135 | $ | (113,479 | ) |
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized in Income | ||||||||||||||||||||||||||||||
Derivatives not accounted for as hedging instruments | Investments* | Forward foreign currency contracts | Futures | Swaps | Written options | Total | ||||||||||||||||||||||||
Foreign exchange contracts | $ | 29,199 | $ | 217,765 | $ | — | $ | — | $ | 3,699 | $ | 250,663 | ||||||||||||||||||
Interest rate contracts | 462,356 | — | 191,650 | (3,441,085 | ) | (751,046 | ) | (3,538,125 | ) | |||||||||||||||||||||
Total | $ | 491,555 | $ | 217,765 | $ | 191,650 | $ | (3,441,085 | ) | $ | (747,347 | ) | $ | (3,287,462 | ) |
* | Amounts recognized for purchased options are included in net realized gain (loss) on investments and net change in unrealized appreciation or depreciation on investments. |
VY® BLACKROCK INFLATION PROTECTED BOND PORTFOLIO | SUMMARY PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED) |
ANZ Bank | Bank of America N.A. | Barclays Bank PLC | BNP Paribas | Citibank N.A. | Deutsche Bank AG | Goldman Sachs International | HSBC Bank PLC | JPMorgan Chase Bank N.A. | Morgan Stanley & Co. International PLC | NatWest Markets | The Bank of Montreal | UBS AG | Westpac Banking Corp. | Totals | ||||||||||||||||||||||||||||||||||||||||||||||
Assets: | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Purchased options | $ | — | $ | — | $ | 810,734 | $ | — | $ | 296,846 | $ | 94,493 | $ | 30,624 | $ | — | $ | 327,955 | $ | 67,533 | $ | — | $ | — | $ | — | $ | — | $ | 1,628,185 | ||||||||||||||||||||||||||||||
Forward foreign currency contracts | 57,726 | 6,748 | 33,612 | 22,956 | 15,462 | 1,163 | 11,284 | 22,664 | — | — | 34,956 | 4,034 | 13,359 | — | 223,964 | |||||||||||||||||||||||||||||||||||||||||||||
OTC Inflation-linked swaps | — | — | 195,926 | — | 33,116 | — | — | — | — | — | — | — | — | — | 229,042 | |||||||||||||||||||||||||||||||||||||||||||||
Total Assets | $ | 57,726 | $ | 6,748 | $ | 1,040,272 | $ | 22,956 | $ | 345,424 | $ | 95,656 | $ | 41,908 | $ | 22,664 | $ | 327,955 | $ | 67,533 | $ | 34,956 | $ | 4,034 | $ | 13,359 | $ | — | $ | 2,081,191 | ||||||||||||||||||||||||||||||
Liabilities: | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Forward foreign currency contracts | $ | 57,548 | $ | 6,811 | $ | 5,490 | $ | 4,576 | $ | 11,377 | $ | 1,972 | $ | — | $ | 603 | $ | 44,314 | $ | 9,066 | $ | — | $ | 80 | $ | 45,727 | $ | 76,062 | 263,626 | |||||||||||||||||||||||||||||||
OTC Inflation-linked swaps | — | — | — | — | 87,054 | — | — | — | — | — | — | — | — | — | 87,054 | |||||||||||||||||||||||||||||||||||||||||||||
Written options | — | — | 894,554 | 28,897 | 204,878 | 402,462 | 102,284 | — | 428,334 | 215,244 | — | — | — | — | 2,276,653 | |||||||||||||||||||||||||||||||||||||||||||||
Total Liabilities | $ | 57,548 | $ | 6,811 | $ | 900,044 | $ | 33,473 | $ | 303,309 | $ | 404,434 | $ | 102,284 | $ | 603 | $ | 472,648 | $ | 224,310 | $ | — | $ | 80 | $ | 45,727 | $ | 76,062 | $ | 2,627,333 | ||||||||||||||||||||||||||||||
Net OTC derivative instruments by counterparty, at fair value | $ | 178 | $ | (63 | ) | $ | 140,228 | $ | (10,517 | ) | $ | 42,115 | $ | (308,778 | ) | $ | (60,376 | ) | $ | 22,061 | $ | (144,693 | ) | $ | (156,777 | ) | $ | 34,956 | $ | 3,954 | $ | (32,368 | ) | $ | (76,062 | ) | (546,142 | ) | ||||||||||||||||||||||
Total collateral pledged by the Portfolio/(Received from counterparty) | $ | — | $ | — | $ | (70,000 | ) | $ | — | $ | (40,000 | ) | $ | 280,000 | $ | 60,376 | $ | — | $ | 98,000 | $ | 150,000 | $ | — | $ | — | $ | — | $ | — | $ | 478,376 | ||||||||||||||||||||||||||||
Net Exposure(1)(2) | $ | 178 | $ | (63 | ) | $ | 70,228 | $ | (10,517 | ) | $ | 2,115 | $ | (28,778 | ) | $ | — | $ | 22,061 | $ | (46,693 | ) | $ | (6,777 | ) | $ | 34,956 | $ | 3,954 | $ | (32,368 | ) | $ | (76,062 | ) | $ | (67,766 | ) |
(1) | Positive net exposure represents amounts due from each respective counterparty. Negative exposure represents amounts due from the Portfolio. Please refer to Note 2 for additional details regarding counterparty credit risk and credit related contingent features. |
(2) | At June 30, 2020, the Portfolio had pledged $80,000, in cash collateral to Goldman Sachs International. Excess cash collateral is not shown for financial reporting purposes. |
Cost for federal income tax purposes was $254,276,121. | ||||
Net unrealized appreciation consisted of: | ||||
Gross Unrealized Appreciation | $ | 27,894,541 | ||
Gross Unrealized Depreciation | (9,792,894 | ) | ||
Net Unrealized Appreciation | $ | 18,101,647 |
VY® BRANDYWINE GLOBAL- | SUMMARY PORTFOLIO OF INVESTMENTS |
BOND PORTFOLIO | ASOF JUNE 30, 2020 (UNAUDITED) |
as of June 30, 2020
(as a percentage of net assets)
Corporate Bonds/Notes | 63.6 | % | |||||
U.S. Treasury Obligations | 14.6 | % | |||||
U.S. Government Agency Obligations | 11.1 | % | |||||
Commercial Mortgage-Backed Securities | 3.8 | % | |||||
Collateralized Mortgage Obligations | 2.0 | % | |||||
Asset-Backed Securities | 0.3 | % | |||||
Municipal Bonds | 0.0 | % | |||||
Assets in Excess of Other Liabilities* | 4.6 | % | |||||
Net Assets | 100.0 | % | |||||
* Includes short-term investments. |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: 63.6% | ||||||||||||||
Basic Materials: 5.3% | ||||||||||||||
11,110,000 | Freeport-McMoRan, Inc., 5.450%, 03/15/2043 | $ | 10,925,407 | 3.6 | ||||||||||
1,415,000 | Nucor Corp., 2.700%, 06/01/2030 | 1,487,404 | 0.5 | |||||||||||
2,610,000 | Steel Dynamics, Inc., 3.450%, 04/15/2030 | 2,733,330 | 0.9 | |||||||||||
770,000 | Other Securities | 832,863 | 0.3 | |||||||||||
15,979,004 | 5.3 | |||||||||||||
Communications: 1.5% | ||||||||||||||
2,360,000 | Comcast Corp., 2.800%, 01/15/2051 | 2,424,273 | 0.8 | |||||||||||
600,000 | Walt Disney Co/The, 4.625%, 03/23/2040 | 752,237 | 0.2 | |||||||||||
1,055,000 | Walt Disney Co/The, 4.700%, 03/23/2050 | 1,381,821 | 0.5 | |||||||||||
4,558,331 | 1.5 | |||||||||||||
Consumer, Cyclical: 2.7% | ||||||||||||||
1,070,000 | (1) | Delta Air Lines, Inc., 7.000%, 05/01/2025 | 1,105,651 | 0.4 | ||||||||||
2,020,000 | General Motors Co., 6.250%-6.800%, 10/01/2027–10/02/2043 | 2,243,502 | 0.7 | |||||||||||
1,645,000 | Southwest Airlines Co., 5.125%, 06/15/2027 | 1,707,879 | 0.6 | |||||||||||
2,590,000 | Other Securities | 3,112,105 | 1.0 | |||||||||||
8,169,137 | 2.7 | |||||||||||||
Consumer, Non-cyclical: 6.6% | ||||||||||||||
1,905,000 | Amgen, Inc., 3.150%, 02/21/2040 | 2,032,273 | 0.7 | |||||||||||
1,095,000 | Amgen, Inc., 3.375%, 02/21/2050 | 1,204,642 | 0.4 | |||||||||||
2,190,000 | Anheuser-Busch InBev Worldwide, Inc., 4.500%, 06/01/2050 | 2,622,733 | 0.9 | |||||||||||
775,000 | Anheuser-Busch InBev Worldwide, Inc., 4.600%, 06/01/2060 | 931,074 | 0.3 | |||||||||||
8,380,000 | Anheuser-Busch InBev Worldwide, Inc., 5.450%, 01/23/2039 | 10,597,914 | 3.5 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Consumer, Non-cyclical: (continued) | ||||||||||||||
460,000 | (1) | Bristol-Myers Squibb Co., 3.875%, 08/15/2025 | $ | 523,642 | 0.2 | |||||||||
150,000 | (1) | Bristol-Myers Squibb Co., 3.900%, 02/20/2028 | 176,604 | 0.1 | ||||||||||
1,235,000 | Other Securities | 1,529,644 | 0.5 | |||||||||||
19,618,526 | 6.6 | |||||||||||||
Energy: 7.4% | ||||||||||||||
3,980,000 | Apache Corp., 4.250%, 01/15/2044 | 3,001,569 | 1.0 | |||||||||||
2,100,000 | Concho Resources, Inc., 4.875%, 10/01/2047 | 2,369,553 | 0.8 | |||||||||||
1,035,000 | Exxon Mobil Corp., 3.452%, 04/15/2051 | 1,154,081 | 0.4 | |||||||||||
7,020,000 | (1) | Saudi Arabian Oil Co., 4.375%, 04/16/2049 | 7,950,631 | 2.6 | ||||||||||
1,780,000 | Total Capital International SA, 3.127%, 05/29/2050 | 1,822,193 | 0.6 | |||||||||||
720,000 | Petroleos Mexicanos, 6.750%, 09/21/2047 | 554,854 | 0.2 | |||||||||||
6,485,000 | (1) | Petroleos Mexicanos, 7.690%, 01/23/2050 | 5,387,965 | 1.8 | ||||||||||
22,240,846 | 7.4 | |||||||||||||
Financial: 17.3% | ||||||||||||||
5,940,000 | (2) | Bank of America Corp., 4.083%, 03/20/2051 | 7,446,467 | 2.5 | ||||||||||
4,505,000 | Bank of Montreal, 0.761%, (SOFRRATE + 0.680%), 03/10/2023 | 4,477,346 | 1.5 | |||||||||||
3,780,000 | Canadian Imperial Bank of Commerce, 0.881%, (SOFRRATE + 0.800%), 03/17/2023 | 3,759,812 | 1.3 | |||||||||||
6,655,000 | (2) | Citigroup, Inc., 5.316%, 03/26/2041 | 9,073,376 | 3.0 | ||||||||||
1,750,000 | Intercontinental Exchange, Inc., 3.000%, 06/15/2050 | 1,791,900 | 0.6 | |||||||||||
900,000 | (2) | JPMorgan Chase & Co., 3.109%, 04/22/2051 | 973,409 | 0.3 | ||||||||||
6,860,000 | (2) | JPMorgan Chase & Co., 4.493%, 03/24/2031 | 8,397,490 | 2.8 | ||||||||||
2,620,000 | (1) | Metropolitan Life Global Funding I, 0.624%, (SOFRRATE + 0.570%), 01/13/2023 | 2,604,514 | 0.9 | ||||||||||
290,000 | (1) | New York Life Insurance Co., 3.750%, 05/15/2050 | 327,707 | 0.1 | ||||||||||
1,280,000 | (1) | Teachers Insurance & Annuity Association of America, 3.300%, 05/15/2050 | 1,322,361 | 0.4 | ||||||||||
2,930,000 | Wells Fargo & Co., 2.016%, (US0003M + 1.025%), 07/26/2021 | 2,954,039 | 1.0 | |||||||||||
2,695,000 | (2) | Wells Fargo & Co., 4.478%, 04/04/2031 | 3,269,140 | 1.1 | ||||||||||
1,545,000 | (2) | Wells Fargo & Co., 5.013%, 04/04/2051 | 2,143,108 | 0.7 | ||||||||||
2,835,000 | Other Securities | 3,143,854 | 1.1 | |||||||||||
51,684,523 | 17.3 |
VY® BRANDYWINE GLOBAL- | SUMMARY PORTFOLIO OF INVESTMENTS |
BOND PORTFOLIO | ASOF JUNE 30, 2020 (UNAUDITED) (CONTINUED) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Industrial: 5.5% | ||||||||||||||
1,005,000 | Boeing Co/The, 5.930%, 05/01/2060 | $ | 1,192,557 | 0.4 | ||||||||||
2,745,000 | Boeing Co/The, 3.950%-5.805%, 05/01/2040- 08/01/2059 | 2,920,912 | 1.0 | |||||||||||
1,630,000 | FedEx Corp., 5.250%, 05/15/2050 | 1,998,142 | 0.7 | |||||||||||
3,695,000 | General Electric Co., 4.350%, 05/01/2050 | 3,667,973 | 1.2 | |||||||||||
1,035,000 | Northrop Grumman Corp., 5.150%-5.250%, 05/01/2040-05/01/2050 | 1,438,619 | 0.5 | |||||||||||
1,205,000 | Snap-on, Inc., 3.100%, 05/01/2050 | 1,242,973 | 0.4 | |||||||||||
480,000 | United Parcel Service, Inc., 5.200%, 04/01/2040 | 664,713 | 0.2 | |||||||||||
1,370,000 | United Parcel Service, Inc., 5.300%, 04/01/2050 | 1,965,783 | 0.7 | |||||||||||
1,135,000 | Other Securities | 1,394,972 | 0.4 | |||||||||||
16,486,644 | 5.5 | |||||||||||||
Technology: 14.1% | ||||||||||||||
5,495,000 | (1) | Dell International LLC / EMC Corp., 5.300%, 10/01/2029 | 6,087,601 | 2.0 | ||||||||||
160,000 | Hewlett Packard Enterprise Co., 6.200%, 10/15/2035 | 199,549 | 0.1 | |||||||||||
5,375,000 | Hewlett Packard Enterprise Co., 6.350%, 10/15/2045 | 6,598,728 | 2.2 | |||||||||||
920,000 | Intel Corp., 4.750%, 03/25/2050 | 1,302,026 | 0.4 | |||||||||||
325,000 | Intel Corp., 4.950%, 03/25/2060 | 480,109 | 0.2 | |||||||||||
6,565,000 | International Business Machines Corp., 4.250%, 05/15/2049 | 8,232,821 | 2.7 | |||||||||||
7,790,000 | Micron Technology, Inc., 5.327%, 02/06/2029 | 9,330,587 | 3.1 | |||||||||||
1,105,000 | NVIDIA Corp., 3.500%, 04/01/2040-04/01/2050 | 1,290,226 | 0.4 | |||||||||||
2,105,000 | Oracle Corp., 3.600%, 04/01/2050 | 2,383,507 | 0.8 | |||||||||||
1,935,000 | Oracle Corp., 3.850%, 04/01/2060 | 2,276,252 | 0.8 | |||||||||||
2,665,000 | VMware, Inc., 4.700%, 05/15/2030 | 2,951,502 | 1.0 | |||||||||||
1,005,000 | Other Securities | 1,041,404 | 0.4 | |||||||||||
42,174,312 | 14.1 | |||||||||||||
Utilities: 3.2% | ||||||||||||||
2,800,000 | (1) | AES Corp./The, 3.950%, 07/15/2030 | 2,966,250 | 1.0 | ||||||||||
1,680,000 | Consolidated Edison Co. of New York, Inc., 3.350%, 04/01/2030 | 1,915,765 | 0.6 | |||||||||||
475,000 | Consolidated Edison Co. of New York, Inc., 3.950%, 04/01/2050 | 567,852 | 0.2 |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORPORATE BONDS/NOTES: (continued) | ||||||||||||||
Utilities: (continued) | ||||||||||||||
2,955,000 | (1) | Narragansett Electric Co/The, 3.395%, 04/09/2030 | $ | 3,331,765 | 1.1 | |||||||||
715,000 | Other Securities | 877,198 | 0.3 | |||||||||||
9,658,830 | 3.2 | |||||||||||||
Total Corporate Bonds/Notes (Cost $176,091,463) | 190,570,153 | 63.6 | ||||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS: 2.0% | ||||||||||||||
2,024,543 | (1),(2) | Angel Oak Mortgage Trust 2019-6 A1, 2.620%, 11/25/2059 | 2,044,464 | 0.7 | ||||||||||
1,135,031 | (1),(2) | Angel Oak Mortgage Trust I LLC 2019-2 A1, 3.628%, 03/25/2049 | 1,167,909 | 0.4 | ||||||||||
2,807,690 | (1),(2) | Residential Mortgage Loan Trust 2019-3 A1, 2.633%, 09/25/2059 | 2,839,064 | 0.9 | ||||||||||
Total Collateralized Mortgage Obligations (Cost $5,889,952) | 6,051,437 | 2.0 | ||||||||||||
MUNICIPAL BONDS: 0.0% | ||||||||||||||
Minnesota: 0.0% | ||||||||||||||
19,430 | Northstar Education Finance, Inc., 0.987%, (US0003M + 0.100%), 04/28/2030 | 19,418 | 0.0 | |||||||||||
Total Municipal Bonds (Cost $19,151) | 19,418 | 0.0 | ||||||||||||
U.S. TREASURY OBLIGATIONS: 14.6% | ||||||||||||||
U.S. Treasury Notes: 14.6% | ||||||||||||||
43,875,000 | 0.264%, (USBMMY3M + 0.114%), 04/30/2022 | 43,908,663 | 14.6 | |||||||||||
Total U.S. Treasury Obligations (Cost $43,895,430) | 43,908,663 | 14.6 | ||||||||||||
U.S. GOVERNMENT AGENCY OBLIGATIONS(3): 11.1% | ||||||||||||||
Federal Home Loan Bank: 3.3% | ||||||||||||||
9,800,000 | 1.875%, 07/07/2021 | 9,967,372 | 3.3 | |||||||||||
Federal Home Loan Mortgage Corporation: 2.5% | ||||||||||||||
7,300,000 | 1.125%, 08/12/2021 | 7,378,621 | 2.5 | |||||||||||
Federal National Mortgage Association: 5.3% | ||||||||||||||
15,900,000 | 1.500%, 07/30/2020 | 15,917,863 | 5.3 | |||||||||||
Total U.S. Government Agency Obligations (Cost $32,991,285) | 33,263,856 | 11.1 | ||||||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 3.8% | ||||||||||||||
1,520,000 | (1) | Credit Suisse Mortgage Capital Certificates 2019-ICE4 A, 1.165%, (US0001M + 0.980%), 05/15/2036 | 1,509,425 | 0.5 |
VY® BRANDYWINE GLOBAL- | SUMMARY PORTFOLIO OF INVESTMENTS |
BOND PORTFOLIO | ASOF JUNE 30, 2020 (UNAUDITED) (CONTINUED) |
Principal Amount† | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | ||||||||||||||
9,370,000 | (1),(2) | FREMF 2012-K23 B Mortgage Trust, 3.782%, 10/25/2045 | $ | 9,798,220 | 3.3 | |||||||||
Total Commercial Mortgage-Backed Securities (Cost $11,127,346) | 11,307,645 | 3.8 | ||||||||||||
ASSET-BACKED SECURITIES: 0.3% | ||||||||||||||
Other Asset-Backed Securities: 0.3% | ||||||||||||||
720,000 | (1),(2) | Towd Point Mortgage Trust 2018-3 A2, 3.875%, 05/25/2058 | 771,518 | 0.3 | ||||||||||
Total Asset-Backed Securities (Cost $695,767) | 771,518 | 0.3 | ||||||||||||
Total Long-Term Investments (Cost $270,710,394) | 285,892,690 | 95.4 |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHORT-TERM INVESTMENTS: 8.7% | ||||||||||||||
Mutual Funds: 8.7% | ||||||||||||||
26,090,689 | (4) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.100% (Cost $26,090,689) | 26,090,689 | 8.7 | ||||||||||
Total Short-Term Investments (Cost $26,090,689) | 26,090,689 | 8.7 | ||||||||||||
Total Investments in Securities (Cost $296,801,083) | $ | 311,983,379 | 104.1 | |||||||||||
Liabilities in Excess of Other Assets | (12,245,947 | ) | (4.1 | ) | ||||||||||
Net Assets | $ | 299,737,432 | 100.0 |
“Other Securities” represents issues not identified as the top 50 holdings in terms of market value and issues or issuers not exceeding 1% of net assets individually or in aggregate respectively as of June 30, 2020.
The following footnotes apply to either the individual securities noted or one or more of the securities aggregated and listed as a single line item.
† | Unless otherwise indicated, principal amount is shown in USD. | |
(1) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. | |
(2) | Variable rate security. Rate shown is the rate in effect as of June 30, 2020. | |
(3) | The Federal Housing Finance Agency (“FHFA”) placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies. | |
(4) | Rate shown is the 7-day yield as of June 30, 2020. |
Reference Rate Abbreviations:
SOFRRATE Secured Overnight Financing Rate
US0001M 1-month LIBOR
US0003M 3-month LIBOR
USBMMY3M U.S. Treasury 3-month Bill Money Market Yield
VY® BRANDYWINE GLOBAL- | SUMMARY PORTFOLIO OF INVESTMENTS |
BOND PORTFOLIO | ASOF JUNE 30, 2020 (UNAUDITED) (CONTINUED) |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2020 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||||
Investments, at fair value | ||||||||||||||||||||
Corporate Bonds/Notes | $ | — | $ | 190,570,153 | $ | — | $ | 190,570,153 | ||||||||||||
Collateralized Mortgage Obligations | — | 6,051,437 | — | 6,051,437 | ||||||||||||||||
Municipal Bonds | — | 19,418 | — | 19,418 | ||||||||||||||||
Commercial Mortgage-Backed Securities | — | 11,307,645 | — | 11,307,645 | ||||||||||||||||
U.S. Government Agency Obligations | — | 33,263,856 | — | 33,263,856 | ||||||||||||||||
Asset-Backed Securities | — | 771,518 | — | 771,518 | ||||||||||||||||
U.S. Treasury Obligations | — | 43,908,663 | — | 43,908,663 | ||||||||||||||||
Short-Term Investments | 26,090,689 | — | — | 26,090,689 | ||||||||||||||||
Total Investments, at fair value | $ | 26,090,689 | $ | 285,892,690 | $ | — | $ | 311,983,379 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
Cost for federal income tax purposes was $296,823,332.
Net unrealized appreciation consisted of: | ||||||
Gross Unrealized Appreciation | $ | 16,686,901 | ||||
Gross Unrealized Depreciation | (1,526,853 | ) | ||||
Net Unrealized Appreciation | $ | 15,160,048 |
Voya Investments, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
Voya Investments Distributor, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
BNY Mellon Investment Servicing (U.S.) Inc.
301 Bellevue Parkway
Wilmington, Delaware 19809
The Bank of New York Mellon
225 Liberty Street
New York, New York 10286
Ropes & Gray LLP
Prudential Tower
800 Boylston Street
Boston, Massachusetts 02199
RETIREMENT | INVESTMENTS | INSURANCE | |
VPSAR-VIT3AIS (0620-082420) |
Voya Investors Trust
■ | Voya Global Perspectives® Portfolio |
Beginning on January 1, 2021, as permitted by regulations adopted by the U.S. Securities and Exchange Commission, paper copies of each Portfolio’s annual and semi-annual shareholder reports, like this semi-annual report, will no longer be sent by mail, unless you specifically request paper copies of the reports. Instead, the reports will be made available on a website and you will be notified by mail each time a report is posted and provided with a website link to access the report. If you already elected to receive shareholder reports electronically, you will not be affected by this change and you need not take any action. You may elect to receive shareholder reports and other communications from your insurance carrier electronically by contacting them directly. You may elect to receive all future reports in paper free of charge. If you received this document in the mail, please follow the instructions provided to elect to continue receiving paper copies of your shareholder reports. You can inform us that you wish to continue receiving paper copies by calling 1-800-283-3427. Your election to receive reports in paper will apply to all the funds in which you invest. |
This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the fund’s investment objectives, risks, charges, expenses and other information. This information should be read carefully. |
INVESTMENT MANAGEMENT voyainvestments.com |
TABLE OF CONTENTS
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14 |
A description of the policies and procedures that the Portfolio uses to determine how to vote proxies related to portfolio securities is available: (1) without charge, upon request, by calling Shareholder Services toll-free at (800) 992-0180; (2) on the Portfolio’s website at www.voyainvestments.com; and (3) on the U.S. Securities and Exchange Commission’s (“SEC’s”) website at www.sec.gov. Information regarding how the Portfolio voted proxies related to portfolio securities during the most recent 12-month period ended June 30 is available without charge on the Portfolio’s website at www.voyainvestments.com and on the SEC’s website at www.sec.gov.
The Portfolio files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form NPORT-P. The Portfolio’s Forms NPORT-P is available on the SEC’s website at www.sec.gov. The Portfolio’s complete schedule of portfolio holdings, as filed on Form NPORT-P is available: on www.voyainvestments.com and without charge upon request from the Portfolio by calling Shareholder Services toll-free at (800) 992-0180.
Dear Shareholder,
Sincerely,
Dina Santoro
President
Voya Family of Funds
January 21, 2020
(1) | The S&P 500® Index is an index that measures the performance of securities of approximately 500 large-capitalization companies whose securities are traded on major U.S. stock markets. |
SHAREHOLDER EXPENSE EXAMPLE (UNAUDITED)
Actual Portfolio Return | Hypothetical (5% return before expenses) | ||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Beginning Account Value January 1, 2020 | Ending Account Value June 30, 2020 | Annualized Expense Ratio* | Expenses Paid During the Period Ended June 30, 2020** | Beginning Account Value January 1, 2020 | Ending Account Value June 30, 2020 | Annualized Expense Ratio* | Expenses Paid During the Period Ended June 30, 2020** | ||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,038.50 | 0.49 | % | $ | 2.48 | $ | 1,000.00 | $ | 1,022.43 | 0.49 | % | $ | 2.46 | |||||||||||||||||
Class I | 1,000.00 | 1,040.00 | 0.19 | 0.96 | 1,000.00 | 1,023.92 | 0.19 | 0.96 | |||||||||||||||||||||||||
Class S | 1,000.00 | 1,038.50 | 0.44 | 2.23 | 1,000.00 | 1,022.68 | 0.44 | 2.21 |
* | The annualized expense ratios do not include expenses of underlying funds. | |
** | Expenses are equal to the Portfolio’s respective annualized expense ratios multiplied by the average account value over the period, multiplied by 182/366 to reflect the most recent fiscal half-year. |
ASSETS: | ||||||
Investments in affiliated underlying funds at fair value* | $ | 100,555,759 | ||||
Cash | 16,845 | |||||
Receivables: | ||||||
Investments in affiliated underlying funds sold | 174,075 | |||||
Fund shares sold | 3,303 | |||||
Prepaid expenses | 1,122 | |||||
Reimbursement due from Investment Adviser | 3,489 | |||||
Other assets | 9,850 | |||||
Total assets | 100,764,443 | |||||
LIABILITIES: | ||||||
Payable for fund shares redeemed | 174,124 | |||||
Payable for investment management fees | 16,596 | |||||
Payable for distribution and shareholder service fees | 22,817 | |||||
Payable to trustees under the deferred compensation plan (Note 6) | 9,850 | |||||
Payable for trustee fees | 490 | |||||
Other accrued expenses and liabilities | 34,171 | |||||
Total liabilities | 258,048 | |||||
NET ASSETS | $ | 100,506,395 | ||||
NET ASSETS WERE COMPRISED OF: | ||||||
Paid-in capital | $ | 87,431,043 | ||||
Total distributable earnings | 13,075,352 | |||||
NET ASSETS | $ | 100,506,395 | ||||
* Cost of investments in affiliated underlying funds | $ | 95,808,379 | ||||
Class ADV | ||||||
Net assets | $ | 92,012,916 | ||||
Shares authorized | unlimited | |||||
Par value | $ | 0.001 | ||||
Shares outstanding | 7,933,070 | |||||
Net asset value and redemption price per share | $ | 11.60 | ||||
Class I | ||||||
Net assets | $ | 8,428,104 | ||||
Shares authorized | unlimited | |||||
Par value | $ | 0.001 | ||||
Shares outstanding | 719,764 | |||||
Net asset value and redemption price per share | $ | 11.71 | ||||
Class S | ||||||
Net assets | $ | 65,375 | ||||
Shares authorized | unlimited | |||||
Par value | $ | 0.001 | ||||
Shares outstanding | 5,631 | |||||
Net asset value and redemption price per share | $ | 11.61 |
INVESTMENT INCOME: | ||||||
Dividends from affiliated underlying funds | $ | 1,967,048 | ||||
Total investment income | 1,967,048 | |||||
EXPENSES: | ||||||
Investment management fees | 97,442 | |||||
Distribution and shareholder service fees: | ||||||
Class ADV | 268,584 | |||||
Class S | 78 | |||||
Transfer agent fees (Note 6): | ||||||
Class ADV | 4,462 | |||||
Class I | 442 | |||||
Class S | 7 | |||||
Shareholder reporting expense | 7,098 | |||||
Professional fees | 16,016 | |||||
Custody and accounting expense | 5,824 | |||||
Trustee fees | 1,960 | |||||
Miscellaneous expense | 6,203 | |||||
Total expenses | 408,116 | |||||
Waived and reimbursed fees | (179,793 | ) | ||||
Net expenses | 228,323 | |||||
Net investment income | 1,738,725 | |||||
REALIZED AND UNREALIZED GAIN (LOSS): | ||||||
Net realized gain (loss) on: | ||||||
Sale of affiliated underlying funds | 1,522,130 | |||||
Capital gain distributions from affiliated underlying funds | 1,140,185 | |||||
Net realized gain | 2,662,315 | |||||
Net change in unrealized appreciation (depreciation) on: | ||||||
Affiliated underlying funds | (894,239 | ) | ||||
Net change in unrealized appreciation (depreciation) | (894,239 | ) | ||||
Net realized and unrealized gain | 1,768,076 | |||||
Increase in net assets resulting from operations | $ | 3,506,801 |
Six Months Ended June 30, 2020 (Unaudited) | Year Ended December 31, 2019 | |||||||||
---|---|---|---|---|---|---|---|---|---|---|
FROM OPERATIONS: | ||||||||||
Net investment income | $ | 1,738,725 | $ | 2,202,850 | ||||||
Net realized gain | 2,662,315 | 4,039,993 | ||||||||
Net change in unrealized appreciation (depreciation) | (894,239 | ) | 11,208,477 | |||||||
Increase in net assets resulting from operations | 3,506,801 | 17,451,320 | ||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | ||||||||||
Total distributions (excluding return of capital): | ||||||||||
Class ADV | — | (7,252,542 | ) | |||||||
Class I | — | (593,230 | ) | |||||||
Class S | — | (4,546 | ) | |||||||
Total distributions | — | (7,850,318 | ) | |||||||
FROM CAPITAL SHARE TRANSACTIONS: | ||||||||||
Net proceeds from sale of shares | 1,514,298 | 3,178,856 | ||||||||
Reinvestment of distributions | — | 7,850,318 | ||||||||
1,514,298 | 11,029,174 | |||||||||
Cost of shares redeemed | (8,114,983 | ) | (19,820,159 | ) | ||||||
Net decrease in net assets resulting from capital share transactions | (6,600,685 | ) | (8,790,985 | ) | ||||||
Net increase (decrease) in net assets | (3,093,884 | ) | 810,017 | |||||||
NET ASSETS: | ||||||||||
Beginning of year or period | 103,600,279 | 102,790,262 | ||||||||
End of year or period | $ | 100,506,395 | $ | 103,600,279 |
Income (loss) from investment operations | Less distributions | Ratios to average net assets | Supplemental data | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Net asset value, beginning of year or period | Net investment income (loss) | Net realized and unrealized gain (loss) | Total from investment operations | From net investment income | From net realized gains | From return of capital | Total distributions | Payment by affiliate | Net asset value, end of year or period | Total Return(1) | Expenses before reductions/ additions(2)(3)(4) | Expenses net of fee waivers and/or recoupments if any(2)(3)(4) | Expense net of all reductions/ additions(2)(3)(4) | Net investment income (loss)(2)(3) | Net assets, end of year or period | Portfolio turnover rate | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Year or period ended | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ($) | ($) | (%) | (%) | (%) | (%) | (%) | ($000’s) | (%) | |||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20+ | 11.17 | 0.19 | • | 0.24 | 0.43 | — | — | — | — | — | 11.60 | 3.85 | 0.88 | 0.49 | 0.49 | 3.53 | 92,013 | 71 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 10.21 | 0.23 | • | 1.57 | 1.80 | 0.37 | 0.47 | — | 0.84 | — | 11.17 | 17.97 | 0.87 | 0.48 | 0.48 | 2.07 | 95,446 | 13 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 11.46 | 0.23 | • | (1.06 | ) | (0.83 | ) | 0.29 | 0.13 | — | 0.42 | — | 10.21 | (7.50 | ) | 0.87 | 0.48 | 0.48 | 2.10 | 94,684 | 16 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 10.26 | 0.23 | • | 1.25 | 1.48 | 0.28 | — | — | 0.28 | — | 11.46 | 14.60 | 0.86 | 0.48 | 0.48 | 2.11 | 122,258 | 13 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 9.87 | 0.23 | • | 0.41 | 0.64 | 0.25 | — | — | 0.25 | — | 10.26 | 6.49 | 0.89 | 0.52 | 0.52 | 2.25 | 139,474 | 52 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 10.91 | 0.21 | • | (0.57 | ) | (0.36 | ) | 0.26 | 0.42 | — | 0.68 | — | 9.87 | (3.68 | ) | 0.98 | 0.48 | 0.48 | 1.99 | 154,227 | 42 | |||||||||||||||||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20+ | 11.26 | 0.21 | • | 0.24 | 0.45 | — | — | — | — | — | 11.71 | 4.00 | 0.28 | 0.19 | 0.19 | 3.85 | 8,428 | 71 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 10.29 | 0.26 | • | 1.59 | 1.85 | 0.41 | 0.47 | — | 0.88 | — | 11.26 | 18.33 | 0.27 | 0.18 | 0.18 | 2.33 | 8,090 | 13 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 11.55 | 0.28 | • | (1.08 | ) | (0.80 | ) | 0.33 | 0.13 | — | 0.46 | — | 10.29 | (7.21 | ) | 0.27 | 0.18 | 0.18 | 2.48 | 8,051 | 16 | |||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 10.34 | 0.25 | • | 1.28 | 1.53 | 0.32 | — | — | 0.32 | — | 11.55 | 14.98 | 0.26 | 0.18 | 0.18 | 2.29 | 8,755 | 13 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 9.95 | 0.25 | • | 0.43 | 0.68 | 0.29 | — | — | 0.29 | — | 10.34 | 6.81 | 0.24 | 0.22 | 0.22 | 2.41 | 14,747 | 52 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 10.99 | 0.25 | • | (0.57 | ) | (0.32 | ) | 0.30 | 0.42 | — | 0.72 | — | 9.95 | (3.35 | ) | 0.23 | 0.18 | 0.18 | 2.36 | 2,994 | 42 | |||||||||||||||||||||||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20+ | 11.18 | 0.20 | • | 0.23 | 0.43 | — | — | — | — | — | 11.61 | 3.85 | 0.53 | 0.44 | 0.44 | 3.60 | 65 | 71 | ||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-19 | 10.22 | 0.23 | 1.58 | 1.81 | 0.38 | 0.47 | — | 0.85 | — | 11.18 | 18.08 | 0.52 | 0.43 | 0.43 | 2.10 | 65 | 13 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-18 | 11.48 | 0.23 | (1.06 | ) | (0.83 | ) | 0.30 | 0.13 | — | 0.43 | — | 10.22 | (7.47 | ) | 0.52 | 0.43 | 0.43 | 2.13 | 55 | 16 | ||||||||||||||||||||||||||||||||||||||||||||||||
12-31-17 | 10.28 | 0.23 | 1.27 | 1.50 | 0.30 | — | — | 0.30 | — | 11.48 | 14.71 | 0.51 | 0.43 | 0.43 | 2.14 | 58 | 13 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-16 | 9.90 | 0.23 | 0.42 | 0.65 | 0.27 | — | — | 0.27 | — | 10.28 | 6.55 | 0.49 | 0.47 | 0.47 | 2.28 | 50 | 52 | |||||||||||||||||||||||||||||||||||||||||||||||||||
12-31-15 | 10.95 | 0.22 | • | (0.58 | ) | (0.36 | ) | 0.27 | 0.42 | — | 0.69 | — | 9.90 | (3.70 | ) | 0.48 | 0.43 | 0.43 | 2.03 | 47 | 42 |
(1) | Total return is calculated assuming reinvestment of all dividends, capital gain distributions and return of capital distributions, if any, at net asset value and does not reflect the effect of insurance contract charges. Total return for periods less than one year is not annualized. | |
(2) | Annualized for periods less than one year. | |
(3) | Ratios reflect operating expenses of a Portfolio. Expenses before reductions/additions do not reflect amounts reimbursed or recouped by the Investment Adviser and/or Distributor or reductions from brokerage service arrangements or other expense offset arrangements and do not represent the amount paid by a Portfolio during periods when reimbursements or reductions occur. Expenses net of fee waivers reflect expenses after reimbursement |
by the Investment Adviser and/or Distributor or recoupment of previously reimbursed fees by the Investment Adviser, but prior to reductions from brokerage service arrangements or other expense offset arrangements. Expenses net of all reductions/additions represent the net expenses paid by a Portfolio. Net investment income (loss) is net of all such additions or reductions. | ||
(4) | Ratios do not include expenses of underlying funds and do not include fees and expenses charged under the variable annuity contract or variable life insurance policy. | |
+ | Unaudited. | |
• | Calculated using average number of shares outstanding throughout the year or period. |
(1) | Market value of investment securities, other assets and liabilities — at the exchange rates prevailing at Market Close. |
(2) | Purchases and sales of investment securities, income and expenses — at the rates of exchange prevailing on the respective dates of such transactions. |
Purchases | Sales | |||
---|---|---|---|---|
$69,936,900 | $74,783,177 |
Class ADV(1,2) | Class I(1,2) | Class S(1,2) | |||||
---|---|---|---|---|---|---|---|
1.55% | 0.95% | 1.20% |
(1) | The operating expense limits shown take into account the operating expenses incurred at the Underlying Fund level. The amount of fees and expenses of an Underlying Fund borne by the Portfolio will vary based on the Portfolio’s allocation of assets to, and the net expenses of, a particular Underlying Fund. | |
(2) | Pursuant to a side letter through May 1, 2021, the total expense limits including the operating expenses incurred at the Underlying Fund level are 1.09%, 0.83% and 1.08% for Class ADV, Class I, and Class S shares respectively. Termination or modification of this obligation requires approval by the Board. |
June 30, | ||||||||
---|---|---|---|---|---|---|---|---|
2021 | 2022 | 2023 | Total | |||||
$113,420 | $99,803 | $93,129 | $306,352 |
Shares sold | Shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) in shares outstanding | Shares sold | Proceeds from shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) | |||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year or period ended | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | ||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||
6/30/2020 | 69,389 | — | — | (678,614 | ) | (609,225 | ) | 763,604 | — | — | (7,379,851 | ) | (6,616,247 | ) | ||||||||||||||||||||||||||
12/31/2019 | 197,096 | — | 676,543 | (1,604,598 | ) | (730,959 | ) | 2,170,458 | — | 7,252,542 | (17,490,257 | ) | (8,067,257 | ) | ||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||
6/30/2020 | 68,765 | — | — | (67,245 | ) | 1,520 | 750,694 | — | — | (733,756 | ) | 16,938 | ||||||||||||||||||||||||||||
12/31/2019 | 92,317 | — | 54,979 | (211,343 | ) | (64,047 | ) | 1,008,165 | — | 593,230 | (2,329,337 | ) | (727,942 | ) | ||||||||||||||||||||||||||
Class S | ||||||||||||||||||||||||||||||||||||||||
6/30/2020 | — | — | — | (144 | ) | (144 | ) | — | — | — | (1,376 | ) | (1,376 | ) | ||||||||||||||||||||||||||
12/31/2019 | 21 | — | 424 | (51 | ) | 394 | 233 | — | 4,546 | (565 | ) | 4,214 |
Year Ended December 31, 2019 | Year Ended December 31, 2018 | |||||
---|---|---|---|---|---|---|
Ordinary Income | Long-term Capital Gains | Ordinary Income | Long-term Capital Gains | |||
$3,458,637 | $4,391,681 | $3,212,809 | $1,324,051 |
Undistributed Ordinary Income | Undistributed Long-term Capital Gains | Unrealized Appreciation/ (Depreciation) | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
$3,099,291 | $ | 3,228,921 | $ | 3,245,320 |
PER SHARE AMOUNTS | ||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Net Investment Income | Short-term Capital Gains | Long-term Capital Gains | Payable Date | Record Date | ||||||||||||||||||
Class ADV | $ | 0.3542 | $ | 0.0006 | $ | 0.3728 | July 14, 2020 | July 10, 2020 | ||||||||||||||
Class I | $ | 0.3910 | $ | 0.0006 | $ | 0.3728 | July 14, 2020 | July 10, 2020 | ||||||||||||||
Class S | $ | 0.3641 | $ | 0.0006 | $ | 0.3728 | July 14, 2020 | July 10, 2020 |
VOYA GLOBAL PERSPECTIVES® PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2020 (UNAUDITED) |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUTUAL FUNDS: 100.0% | ||||||||||||||
Affiliated Investment Companies: 100.0% | ||||||||||||||
986,664 | Voya Emerging Markets Index Portfolio — Class I | $ | 10,478,371 | 10.4 | ||||||||||
1,040,153 | Voya Global Bond Fund — Class R6 | 9,902,256 | 9.8 | |||||||||||
1,096,024 | Voya GNMA Income Fund — Class I | 9,447,723 | 9.4 | |||||||||||
1,071,326 | Voya High Yield Portfolio — Class I | 9,888,339 | 9.8 | |||||||||||
421,080 | Voya Index Plus LargeCap Portfolio — Class I | 10,181,726 | 10.1 | |||||||||||
1,129,731 | Voya International Index Portfolio — Class I | 10,348,334 | 10.3 | |||||||||||
722,281 | Voya MidCap Opportunities Portfolio — Class I | 10,480,295 | 10.4 |
Shares | Value | Percentage of Net Assets | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUTUAL FUNDS: (continued) | ||||||||||||||
Affiliated Investment Companies: (continued) | ||||||||||||||
748,766 | Voya Small Company Portfolio — Class I | $ | 10,310,501 | 10.3 | ||||||||||
833,916 | Voya U.S. Bond Index Portfolio — Class I | 9,514,978 | 9.5 | |||||||||||
934,882 | VY® Clarion Global Real Estate Portfolio — Class I | 10,003,236 | 10.0 | |||||||||||
Total Mutual Funds (Cost $95,808,379) | 100,555,759 | 100.0 | ||||||||||||
Liabilities in Excess of Other Assets | (49,364 | ) | — | |||||||||||
Net Assets | $ | 100,506,395 | 100.0 |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2020 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||||
Investments, at fair value | ||||||||||||||||||||
Mutual Funds | $ | 100,555,759 | $ | — | $ | — | $ | 100,555,759 | ||||||||||||
Total Investments, at fair value | $ | 100,555,759 | $ | — | $ | — | $ | 100,555,759 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
Issuer | Beginning Fair Value at 12/31/19 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 6/30/20 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya Emerging Markets Index Portfolio — Class I | $ | 10,939,364 | $ | 5,712,932 | $ | (5,141,691 | ) | $ | (1,032,234 | ) | $ | 10,478,371 | $ | 379,467 | $ | 1,238,763 | $ | — | ||||||||||||||||
Voya Global Bond Fund — Class R6 | 9,969,103 | 8,997,345 | (8,849,325 | ) | (214,867 | ) | 9,902,256 | 313,485 | (472,376 | ) | — | |||||||||||||||||||||||
Voya GNMA Income Fund — Class I | 9,943,567 | 9,127,565 | (9,729,312 | ) | 105,903 | 9,447,723 | 193,193 | 161,530 | — | |||||||||||||||||||||||||
Voya High Yield Portfolio — Class I | 10,137,183 | 8,954,675 | (8,424,298 | ) | (779,221 | ) | 9,888,339 | 367,340 | (989,793 | ) | — | |||||||||||||||||||||||
Voya Index Plus LargeCap Portfolio — Class I | 10,729,830 | 6,233,554 | (5,769,376 | ) | (1,012,282 | ) | 10,181,726 | 167,985 | 894,268 | 944,805 | ||||||||||||||||||||||||
Voya International Index Portfolio — Class I | 10,624,045 | 5,584,876 | (5,008,400 | ) | (852,187 | ) | 10,348,334 | 297,960 | 947,221 | — | ||||||||||||||||||||||||
Voya MidCap Opportunities Portfolio — Class I | 10,544,892 | 4,939,380 | (6,107,900 | ) | 1,103,923 | 10,480,295 | 6,255 | 580,350 | — | |||||||||||||||||||||||||
Voya Small Company Portfolio — Class I | 10,707,882 | 5,978,390 | (8,531,816 | ) | 2,156,045 | 10,310,501 | 65,445 | (1,794,801 | ) | 195,380 | ||||||||||||||||||||||||
Voya U.S. Bond Index Portfolio — Class I | 9,903,706 | 9,037,032 | (9,550,166 | ) | 124,406 | 9,514,978 | 175,918 | 501,223 | — |
VOYA GLOBAL PERSPECTIVES® PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED) |
Issuer | Beginning Fair Value at 12/31/19 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 6/30/20 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
VY® Clarion Global Real Estate Portfolio — Class I | $ | 10,134,388 | $ | 5,371,151 | $ | (5,008,578 | ) | $ | (493,725 | ) | $ | 10,003,236 | $ | — | $ | 455,746 | $ | — | ||||||||||||||||
$ | 103,633,960 | $ | 69,936,900 | $ | (72,120,862 | ) | $ | (894,239 | ) | $ | 100,555,759 | $ | 1,967,048 | $ | 1,522,130 | $ | 1,140,185 |
Cost for federal income tax purposes was $98,204,678. | ||||||
Net unrealized appreciation consisted of: | ||||||
Gross Unrealized Appreciation | $ | 5,487,470 | ||||
Gross Unrealized Depreciation | (3,136,389 | ) | ||||
Net Unrealized Appreciation | $ | 2,351,081 |
Voya Investments, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
Voya Investments Distributor, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
BNY Mellon Investment Servicing (U.S.) Inc.
301 Bellevue Parkway
Wilmington, Delaware 19809
The Bank of New York Mellon
225 Liberty Street
New York, New York 10286
Ropes & Gray LLP
Prudential Tower
800 Boylston Street
Boston, Massachusetts 02199
RETIREMENT | INVESTMENTS | INSURANCE | |
VPSAR-VITFOFAIS (0620-082120) |
Semi-Annual Report
June 30, 2020
Classes ADV and I
Voya Investors Trust
■ | Voya Retirement Conservative Portfolio | ■ | Voya Retirement Moderate Portfolio | ||
■ | Voya Retirement Growth Portfolio | ■ | Voya Retirement Moderate Growth Portfolio | ||
Beginning on January 1, 2021, as permitted by regulations adopted by the U.S. Securities and Exchange Commission, paper copies of each Portfolio’s annual and semi-annual shareholder reports, like this semi-annual report, will no longer be sent by mail, unless you specifically request paper copies of the reports. Instead, the reports will be made available on a website and you will be notified by mail each time a report is posted and provided with a website link to access the report. If you already elected to receive shareholder reports electronically, you will not be affected by this change and you need not take any action. You may elect to receive shareholder reports and other communications from your insurance carrier electronically by contacting them directly. You may elect to receive all future reports in paper free of charge. If you received this document in the mail, please follow the instructions provided to elect to continue receiving paper copies of your shareholder reports. You can inform us that you wish to continue receiving paper copies by calling 1-800-283-3427. Your election to receive reports in paper will apply to all the funds in which you invest. |
This report is submitted for general information to shareholders of the Voya mutual funds. It is not authorized for distribution to prospective shareholders unless accompanied or preceded by a prospectus which includes details regarding the funds’ investment objectives, risks, charges, expenses and other information. This information should be read carefully. |
INVESTMENT MANAGEMENT voyainvestments.com |
TABLE OF CONTENTS
1 | ||||||
2 | ||||||
3 | ||||||
4 | ||||||
5 | ||||||
7 | ||||||
9 | ||||||
17 |
President
Voya Family of Funds
July 29, 2020
(1) | The S&P 500® Index is an index that measures the performance of securities of approximately 500 large-capitalization companies whose securities are traded on major U.S. stock markets. |
SHAREHOLDER EXPENSE EXAMPLES (UNAUDITED)
Actual Portfolio Return | Hypothetical (5% return before expenses) | |||||||||||||||||||||||||||||||
Beginning Account Value January 1, 2020 | Ending Account Value June 30, 2020 | Annualized Expense Ratio* | Expenses Paid During the Period Ended June 30, 2020** | Beginning Account Value January 1, 2020 | Ending Account Value June 30, 2020 | Annualized Expense Ratio* | Expenses Paid During the Period Ended June 30, 2020** | |||||||||||||||||||||||||
Voya Retirement Conservative Portfolio | ||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,026.90 | 0.51 | % | $ | 2.57 | $ | 1,000.00 | $ | 1,022.33 | 0.51 | % | $ | 2.56 | ||||||||||||||||
Class I | 1,000.00 | 1,029.60 | 0.26 | 1.31 | $ | 1,000.00 | 1,023.57 | 0.26 | 1.31 | |||||||||||||||||||||||
Voya Retirement Growth Portfolio | ||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 967.70 | 0.68 | % | $ | 3.33 | $ | 1,000.00 | $ | 1,021.48 | 0.68 | % | $ | 3.42 | ||||||||||||||||
Class I | 1,000.00 | 969.40 | 0.26 | 1.27 | 1,000.00 | 1,023.57 | 0.26 | 1.31 | ||||||||||||||||||||||||
Voya Retirement Moderate Portfolio | ||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 1,003.50 | 0.60 | % | $ | 2.99 | $ | 1,000.00 | $ | 1,021.88 | 0.60 | % | $ | 3.02 | ||||||||||||||||
Class I | 1,000.00 | 1,005.10 | 0.26 | 1.30 | 1,000.00 | 1,023.57 | 0.26 | 1.31 | ||||||||||||||||||||||||
Voya Retirement Moderate Growth Portfolio | ||||||||||||||||||||||||||||||||
Class ADV | $ | 1,000.00 | $ | 985.10 | 0.65 | % | $ | 3.21 | $ | 1,000.00 | $ | 1,021.63 | 0.65 | % | $ | 3.27 | ||||||||||||||||
Class I | 1,000.00 | 987.50 | 0.26 | 1.28 | 1,000.00 | 1,023.57 | 0.26 | 1.31 |
* | The annualized expense ratios do not include expenses of the underlying funds. | |
** | Expenses are equal to each Portfolios’ respective annualized expense ratios multiplied by the average account value over the period, multiplied by 182/366 to reflect the most recent fiscal half-year. |
STATEMENTS OF ASSETS AND LIABILITIES AS OF JUNE 30, 2020 (UNAUDITED)
Voya Retirement Conservative Portfolio | Voya Retirement Growth Portfolio | Voya Retirement Moderate Portfolio | Voya Retirement Moderate Growth Portfolio | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASSETS: | ||||||||||||||||
Investments in affiliated underlying funds at fair value* | $ | 387,272,947 | $ | 2,248,887,845 | $ | 877,102,840 | $ | 1,549,715,752 | ||||||||
Investments in unaffiliated underlying funds at fair value** | 38,355,301 | 94,451,253 | 87,243,151 | 99,694,300 | ||||||||||||
Cash | 211,970 | 1,171,390 | 571,345 | 1,054,966 | ||||||||||||
Receivables: | ||||||||||||||||
Investments in affiliated underlying funds sold | — | 518,093 | — | 482,878 | ||||||||||||
Fund shares sold | 269,833 | 19,259 | 25,195 | 5,548 | ||||||||||||
Interest | 183 | 875 | 521 | 670 | ||||||||||||
Prepaid expenses | 4,694 | 27,313 | 11,077 | 19,066 | ||||||||||||
Other assets | 16,985 | 159,345 | 61,999 | 108,148 | ||||||||||||
Total assets | 426,131,913 | 2,345,235,373 | 965,016,128 | 1,651,081,328 | ||||||||||||
LIABILITIES: | ||||||||||||||||
Payable for investments in affiliated underlying funds purchased | 267,616 | — | 5,152 | — | ||||||||||||
Payable for fund shares redeemed | 2,726 | 522,949 | 6,111 | 478,974 | ||||||||||||
Payable for investment management fees | 87,439 | 470,815 | 197,350 | 333,796 | ||||||||||||
Payable for distribution and shareholder service fees | 88,283 | 803,692 | 263,983 | 520,893 | ||||||||||||
Payable to trustees under the deferred compensation plan (Note 6) | 16,985 | 159,345 | 61,999 | 108,148 | ||||||||||||
Payable for trustee fees | 2,092 | 11,758 | 4,819 | 8,247 | ||||||||||||
Other accrued expenses and liabilities | 48,722 | 245,981 | 103,480 | 176,877 | ||||||||||||
Total liabilities | 513,863 | 2,214,540 | 642,894 | 1,626,935 | ||||||||||||
NET ASSETS | $ | 425,618,050 | $ | 2,343,020,833 | $ | 964,373,234 | $ | 1,649,454,393 | ||||||||
NET ASSETS WERE COMPRISED OF: | ||||||||||||||||
Paid-in capital | $ | 338,726,049 | $ | 2,085,086,291 | �� | $ | 856,377,010 | $ | 1,458,940,587 | |||||||
Total distributable earnings | 86,892,001 | 257,934,542 | 107,996,224 | 190,513,806 | ||||||||||||
NET ASSETS | $ | 425,618,050 | $ | 2,343,020,833 | $ | 964,373,234 | $ | 1,649,454,393 | ||||||||
* Cost of investments in affiliated underlying funds | $ | 324,870,446 | $ | 2,162,586,628 | $ | 830,935,391 | $ | 1,472,436,284 | ||||||||
** Cost of investments in unaffiliated underlying funds | $ | 34,262,524 | $ | 89,082,125 | $ | 79,841,083 | $ | 93,967,529 | ||||||||
Class ADV | ||||||||||||||||
Net assets | $ | 425,373,420 | $ | 2,298,233,374 | $ | 942,807,590 | $ | 1,627,720,064 | ||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | ||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||
Shares outstanding | 44,495,084 | 182,678,363 | 81,319,279 | 136,546,984 | ||||||||||||
Net asset value and redemption price per share | $ | 9.56 | $ | 12.58 | $ | 11.59 | $ | 11.92 | ||||||||
Class I | ||||||||||||||||
Net assets | $ | 244,630 | $ | 44,787,459 | $ | 21,565,644 | $ | 21,734,329 | ||||||||
Shares authorized | unlimited | unlimited | unlimited | unlimited | ||||||||||||
Par value | $ | 0.001 | $ | 0.001 | $ | 0.001 | $ | 0.001 | ||||||||
Shares outstanding | 25,154 | 3,531,106 | 1,833,708 | 1,834,703 | ||||||||||||
Net asset value and redemption price per share | $ | 9.73 | $ | 12.68 | $ | 11.76 | $ | 11.85 |
STATEMENTS OF OPERATIONS FOR THE SIX MONTHS ENDED JUNE 30, 2020 (UNAUDITED)
Voya Retirement Conservative Portfolio | Voya Retirement Growth Portfolio | Voya Retirement Moderate Portfolio | Voya Retirement Moderate Growth Portfolio | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
INVESTMENT INCOME: | ||||||||||||||||
Dividends from affiliated underlying funds | $ | 4,587,205 | $ | 25,318,276 | $ | 9,577,924 | $ | 15,815,117 | ||||||||
Interest | 1,220 | 7,701 | 4,558 | 6,885 | ||||||||||||
Total investment income | 4,588,425 | 25,325,977 | 9,582,482 | 15,822,002 | ||||||||||||
EXPENSES: | ||||||||||||||||
Investment management fees | 475,742 | 2,840,332 | 1,140,690 | 2,008,940 | ||||||||||||
Distribution and shareholder service fees: | ||||||||||||||||
Class ADV | 1,039,949 | 5,737,495 | 2,344,968 | 4,048,430 | ||||||||||||
Transfer agent fees (Note 6): | ||||||||||||||||
Class ADV | 24,864 | 17,451 | 24,897 | 23,676 | ||||||||||||
Class I | 7 | 333 | 546 | 308 | ||||||||||||
Shareholder reporting expense | 5,850 | 24,488 | 10,628 | 14,524 | ||||||||||||
Professional fees | 9,503 | 46,718 | 19,656 | 31,946 | ||||||||||||
Custody and accounting expense | 9,919 | 37,568 | 16,962 | 13,952 | ||||||||||||
Trustee fees | 8,368 | 47,035 | 19,278 | 32,990 | ||||||||||||
Miscellaneous expense | 10,586 | 47,211 | 18,952 | 34,537 | ||||||||||||
Interest expense | 96 | — | 650 | 778 | ||||||||||||
Total expenses | 1,584,884 | 8,798,631 | 3,597,227 | 6,210,081 | ||||||||||||
Waived and reimbursed fees | (515,818 | ) | (861,767 | ) | (744,299 | ) | (895,525 | ) | ||||||||
Net expenses | 1,069,066 | 7,936,864 | 2,852,928 | 5,314,556 | ||||||||||||
Net investment income | 3,519,359 | 17,389,113 | 6,729,554 | 10,507,446 | ||||||||||||
REALIZED AND UNREALIZED GAIN (LOSS): | ||||||||||||||||
Net realized gain (loss) on: | ||||||||||||||||
Sale of affiliated underlying funds | 220,671 | (21,591,532 | ) | (2,088,973 | ) | (10,351,957 | ) | |||||||||
Sale of unaffiliated underlying funds | 214,525 | 649,713 | 1,109,335 | 581,149 | ||||||||||||
Capital gain distributions from affiliated underlying funds | 1,885,839 | 35,280,796 | 7,009,951 | 15,470,721 | ||||||||||||
Net realized gain | 2,321,035 | 14,338,977 | 6,030,313 | 5,699,913 | ||||||||||||
Net change in unrealized appreciation (depreciation) on: | ||||||||||||||||
Affiliated underlying funds | 3,590,041 | (126,055,410 | ) | (15,972,555 | ) | (52,000,077 | ) | |||||||||
Unaffiliated underlying funds | 1,964,666 | 4,862,363 | 3,954,271 | 5,196,086 | ||||||||||||
Net change in unrealized appreciation (depreciation) | 5,554,707 | (121,193,047 | ) | (12,018,284 | ) | (46,803,991 | ) | |||||||||
Net realized and unrealized gain (loss) | 7,875,742 | (106,854,070 | ) | (5,987,971 | ) | (41,104,078 | ) | |||||||||
Increase (decrease) in net assets resulting from operations | $ | 11,395,101 | $ | (89,464,957 | ) | $ | 741,583 | $ | (30,596,632 | ) |
STATEMENTS OF CHANGES IN NET ASSETS
Voya Retirement Conservative Portfolio | Voya Retirement Growth Portfolio | |||||||||||||||
Six Months Ended June 30, 2020 (Unaudited) | Year Ended December 31, 2019 | Six Months Ended June 30, 2020 (Unaudited) | Year Ended December 31, 2019 | |||||||||||||
FROM OPERATIONS: | ||||||||||||||||
Net investment income | $ | 3,519,359 | $ | 7,626,437 | $ | 17,389,113 | $ | 53,362,545 | ||||||||
Net realized gain | 2,321,035 | 10,820,540 | 14,338,977 | 133,568,784 | ||||||||||||
Net change in unrealized appreciation (depreciation) | 5,554,707 | 34,683,880 | (121,193,047 | ) | 319,244,192 | |||||||||||
Increase (decrease) in net assets resulting from operations | 11,395,101 | 53,130,857 | (89,464,957 | ) | 506,175,521 | |||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | ||||||||||||||||
Total distributions (excluding return of capital): | ||||||||||||||||
Class ADV | — | (18,553,699 | ) | — | (232,360,607 | ) | ||||||||||
Class I | — | (3,535 | ) | — | (4,625,627 | ) | ||||||||||
Total distributions | — | (18,557,234 | ) | — | (236,986,234 | ) | ||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | ||||||||||||||||
Net proceeds from sale of shares | 21,886,882 | 31,957,062 | 2,263,465 | 12,832,178 | ||||||||||||
Reinvestment of distributions | — | 18,557,191 | — | 236,986,234 | ||||||||||||
21,886,882 | 50,514,253 | 2,263,465 | 249,818,412 | |||||||||||||
Cost of shares redeemed | (32,542,957 | ) | (60,509,716 | ) | (171,665,721 | ) | (410,938,244 | ) | ||||||||
Net decrease in net assets resulting from capital share transactions | (10,656,075 | ) | (9,995,463 | ) | (169,402,256 | ) | (161,119,832 | ) | ||||||||
Net increase (decrease) in net assets | 739,026 | 24,578,160 | (258,867,213 | ) | 108,069,455 | |||||||||||
NET ASSETS: | ||||||||||||||||
Beginning of year or period | 424,879,024 | 400,300,864 | 2,601,888,046 | 2,493,818,591 | ||||||||||||
End of year or period | $ | 425,618,050 | $ | 424,879,024 | $ | 2,343,020,833 | $ | 2,601,888,046 |
STATEMENTS OF CHANGES IN NET ASSETS
Voya Retirement Moderate Portfolio | Voya Retirement Moderate Growth Portfolio | |||||||||||||||
Six Months Ended June 30, 2020 (Unaudited) | Year Ended December 31, 2019 | Six Months Ended June 30, 2020 (Unaudited) | Year Ended December 31, 2019 | |||||||||||||
FROM OPERATIONS: | ||||||||||||||||
Net investment income | $ | 6,729,554 | $ | 20,126,739 | $ | 10,507,446 | $ | 35,705,553 | ||||||||
Net realized gain | 6,030,313 | 40,364,426 | 5,699,913 | 92,751,119 | ||||||||||||
Net change in unrealized appreciation (depreciation) | (12,018,284 | ) | 100,602,183 | (46,803,991 | ) | 196,914,279 | ||||||||||
Increase (decrease) in net assets resulting from operations | 741,583 | 161,093,348 | (30,596,632 | ) | 325,370,951 | |||||||||||
FROM DISTRIBUTIONS TO SHAREHOLDERS: | ||||||||||||||||
Total distributions (excluding return of capital): | ||||||||||||||||
Class ADV | — | (62,980,933 | ) | — | (146,075,017 | ) | ||||||||||
Class I | — | (1,264,979 | ) | — | (1,883,900 | ) | ||||||||||
Total distributions | — | (64,245,912 | ) | — | (147,958,917 | ) | ||||||||||
FROM CAPITAL SHARE TRANSACTIONS: | ||||||||||||||||
Net proceeds from sale of shares | 9,441,335 | 24,874,534 | 5,035,792 | 17,828,813 | ||||||||||||
Reinvestment of distributions | — | 64,245,912 | — | 147,958,917 | ||||||||||||
9,441,335 | 89,120,446 | 5,035,792 | 165,787,730 | |||||||||||||
Cost of shares redeemed | (75,978,257 | ) | (145,338,094 | ) | (116,564,805 | ) | (287,935,946 | ) | ||||||||
Net decrease in net assets resulting from capital share transactions | (66,536,922 | ) | (56,217,648 | ) | (111,529,013 | ) | (122,148,216 | ) | ||||||||
Net increase (decrease) in net assets | (65,795,339 | ) | 40,629,788 | (142,125,645 | ) | 55,263,818 | ||||||||||
NET ASSETS: | ||||||||||||||||
Beginning of year or period | 1,030,168,573 | 989,538,785 | 1,791,580,038 | 1,736,316,220 | ||||||||||||
End of year or period | $ | 964,373,234 | $ | 1,030,168,573 | $ | 1,649,454,393 | $ | 1,791,580,038 |
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 Retirement Conservative Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20+ | 9.31 | 0.08 | • | 0.17 | 0.25 | — | — | — | — | — | 9.56 | 2.69 | 0.76 | 0.51 | 0.51 | 1.69 | 425,373 | 16 | ||||||||||||||||||||||||||||||||||
12-31-19 | 8.57 | 0.17 | 0.98 | 1.15 | 0.17 | 0.24 | — | 0.41 | — | 9.31 | 13.61 | 0.78 | 0.53 | 0.53 | 1.82 | 424,756 | 24 | |||||||||||||||||||||||||||||||||||
12-31-18 | 9.24 | 0.17 | (0.41 | ) | (0.24 | ) | 0.17 | 0.26 | — | 0.43 | — | 8.57 | (2.74 | ) | 0.77 | 0.52 | 0.52 | 1.74 | 400,267 | 33 | ||||||||||||||||||||||||||||||||
12-31-17 | 8.89 | 0.14 | • | 0.54 | 0.68 | 0.13 | 0.20 | — | 0.33 | — | 9.24 | 7.76 | 0.76 | 0.51 | 0.51 | 1.57 | 456,710 | 15 | ||||||||||||||||||||||||||||||||||
12-31-16 | 8.81 | 0.09 | 0.32 | 0.41 | 0.13 | 0.20 | — | 0.33 | — | 8.89 | 4.68 | 0.76 | 0.51 | 0.51 | 1.17 | 507,585 | 23 | |||||||||||||||||||||||||||||||||||
12-31-15 | 9.36 | 0.13 | (0.20 | ) | (0.07 | ) | 0.14 | 0.34 | — | 0.48 | — | 8.81 | (0.80 | ) | 0.76 | 0.51 | 0.51 | 1.37 | 486,347 | 21 | ||||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20+ | 9.45 | 0.09 | • | 0.19 | 0.28 | — | — | — | — | — | 9.73 | 2.96 | 0.26 | 0.26 | 0.26 | 1.91 | 245 | 16 | ||||||||||||||||||||||||||||||||||
12-31-19 | 8.70 | 0.21 | • | 0.98 | 1.19 | 0.20 | 0.24 | — | 0.43 | — | 9.45 | 13.81 | 0.28 | 0.28 | 0.28 | 2.31 | 123 | 24 | ||||||||||||||||||||||||||||||||||
12-31-18 | 9.38 | 0.19 | • | (0.41 | ) | (0.22 | ) | 0.20 | 0.26 | — | 0.46 | — | 8.70 | (2.54 | ) | 0.27 | 0.27 | 0.27 | 2.11 | 34 | 33 | |||||||||||||||||||||||||||||||
12-31-17 | 9.04 | 0.31 | • | 0.39 | 0.70 | 0.16 | 0.20 | — | 0.36 | — | 9.38 | 7.81 | 0.26 | 0.26 | 0.26 | 3.44 | 17 | 15 | ||||||||||||||||||||||||||||||||||
12-31-16 | 8.97 | 0.14 | 0.29 | 0.43 | 0.16 | 0.20 | — | 0.36 | — | 9.04 | 4.73 | 0.26 | 0.26 | 0.26 | 1.52 | 1 | 23 | |||||||||||||||||||||||||||||||||||
12-31-15 | 9.52 | 0.16 | (0.20 | ) | (0.04 | ) | 0.17 | 0.34 | — | 0.51 | — | 8.97 | (0.50 | ) | 0.26 | 0.26 | 0.26 | 1.72 | 1 | 21 | ||||||||||||||||||||||||||||||||
Voya Retirement Growth Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20+ | 13.00 | 0.09 | • | (0.51 | ) | (0.42 | ) | — | — | — | — | — | 12.58 | (3.23 | ) | 0.76 | 0.68 | 0.68 | 1.47 | 2,298,233 | 18 | |||||||||||||||||||||||||||||||
12-31-19 | 11.74 | 0.26 | • | 2.20 | 2.46 | 0.24 | 0.96 | — | 1.20 | — | 13.00 | 21.55 | 0.76 | 0.68 | 0.68 | 2.04 | 2,553,927 | 40 | ||||||||||||||||||||||||||||||||||
12-31-18 | 13.99 | 0.20 | • | (1.13 | ) | (0.93 | ) | 0.23 | 1.09 | — | 1.32 | — | 11.74 | (7.47 | ) | 0.76 | 0.68 | 0.68 | 1.49 | 2,449,356 | 20 | |||||||||||||||||||||||||||||||
12-31-17 | 13.10 | 0.19 | • | 1.91 | 2.10 | 0.25 | 0.96 | — | 1.21 | — | 13.99 | 16.66 | 0.76 | 0.68 | 0.68 | 1.37 | 3,018,225 | 11 | ||||||||||||||||||||||||||||||||||
12-31-16 | 13.14 | 0.19 | • | 0.76 | 0.95 | 0.30 | 0.69 | — | 0.99 | — | 13.10 | 7.31 | 0.76 | 0.68 | 0.68 | 1.45 | 3,275,638 | 17 | ||||||||||||||||||||||||||||||||||
12-31-15 | 13.63 | 0.22 | • | (0.49 | ) | (0.27 | ) | 0.22 | — | — | 0.22 | — | 13.14 | (2.03 | ) | 0.76 | 0.68 | 0.68 | 1.59 | 3,611,216 | 16 | |||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20+ | 13.08 | 0.12 | • | (0.52 | ) | (0.40 | ) | — | — | — | — | — | 12.68 | (3.06 | ) | 0.26 | 0.26 | 0.26 | 1.92 | 44,787 | 18 | |||||||||||||||||||||||||||||||
12-31-19 | 11.81 | 0.31 | • | 2.22 | 2.53 | 0.30 | 0.96 | — | 1.26 | — | 13.08 | 22.09 | 0.26 | 0.26 | 0.26 | 2.48 | 47,961 | 40 | ||||||||||||||||||||||||||||||||||
12-31-18 | 14.07 | 0.26 | (1.13 | ) | (0.87 | ) | 0.30 | 1.09 | — | 1.39 | — | 11.81 | (7.05 | ) | 0.26 | 0.26 | 0.26 | 1.94 | 44,463 | 20 | ||||||||||||||||||||||||||||||||
12-31-17 | 13.18 | 0.25 | • | 1.91 | 2.16 | 0.31 | 0.96 | — | 1.27 | — | 14.07 | 17.11 | 0.26 | 0.26 | 0.26 | 1.84 | 49,040 | 11 | ||||||||||||||||||||||||||||||||||
12-31-16 | 13.22 | 0.25 | 0.76 | 1.01 | 0.36 | 0.69 | — | 1.05 | — | 13.18 | 7.80 | 0.26 | 0.26 | 0.26 | 1.93 | 47,460 | 17 | |||||||||||||||||||||||||||||||||||
12-31-15 | 13.72 | 0.28 | (0.49 | ) | (0.21 | ) | 0.29 | — | — | 0.29 | — | 13.22 | (1.62 | ) | 0.26 | 0.26 | 0.26 | 2.03 | 47,401 | 16 | ||||||||||||||||||||||||||||||||
Voya Retirement Moderate Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20+ | 11.55 | 0.08 | • | (0.04 | ) | 0.04 | — | — | — | — | — | 11.59 | 0.35 | 0.76 | 0.60 | 0.60 | 1.39 | 942,808 | 17 | |||||||||||||||||||||||||||||||||
12-31-19 | 10.51 | 0.22 | • | 1.54 | 1.76 | 0.22 | 0.50 | — | 0.73 | — | 11.55 | 17.14 | 0.77 | 0.61 | 0.61 | 1.96 | 1,008,727 | 31 | ||||||||||||||||||||||||||||||||||
12-31-18 | 11.79 | 0.19 | • | (0.75 | ) | (0.56 | ) | 0.21 | 0.51 | — | 0.72 | — | 10.51 | (5.07 | ) | 0.77 | 0.61 | 0.61 | 1.68 | 972,232 | 27 | |||||||||||||||||||||||||||||||
12-31-17 | 11.35 | 0.17 | • | 1.14 | 1.31 | 0.20 | 0.67 | — | 0.87 | — | 11.79 | 11.82 | 0.76 | 0.60 | 0.60 | 1.50 | 1,170,685 | 12 | ||||||||||||||||||||||||||||||||||
12-31-16 | 11.49 | 0.15 | • | 0.51 | 0.66 | 0.23 | 0.57 | — | 0.80 | — | 11.35 | 5.78 | 0.76 | 0.60 | 0.60 | 1.34 | 1,257,324 | 15 | ||||||||||||||||||||||||||||||||||
12-31-15 | 12.68 | 0.18 | • | (0.35 | ) | (0.17 | ) | 0.11 | 0.91 | — | 1.02 | — | 11.49 | (1.57 | ) | 0.76 | 0.60 | 0.60 | 1.47 | 1,387,932 | 18 | |||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20+ | 11.70 | 0.10 | • | (0.04 | ) | 0.06 | — | — | — | — | — | 11.76 | 0.51 | 0.26 | 0.26 | 0.26 | 1.70 | 21,566 | 17 | |||||||||||||||||||||||||||||||||
12-31-19 | 10.64 | 0.25 | 1.58 | 1.83 | 0.27 | 0.50 | — | 0.77 | — | 11.70 | 17.56 | 0.27 | 0.27 | 0.27 | 2.35 | 21,441 | 31 | |||||||||||||||||||||||||||||||||||
12-31-18 | 11.93 | 0.24 | (0.76 | ) | (0.52 | ) | 0.26 | 0.51 | — | 0.77 | — | 10.64 | (4.73 | ) | 0.27 | 0.27 | 0.27 | 2.03 | 17,307 | 27 | ||||||||||||||||||||||||||||||||
12-31-17 | 11.48 | 0.22 | 1.14 | 1.36 | 0.24 | 0.67 | — | 0.91 | — | 11.93 | 12.21 | 0.26 | 0.26 | 0.26 | 1.86 | 19,580 | 12 | |||||||||||||||||||||||||||||||||||
12-31-16 | 11.62 | 0.20 | • | 0.51 | 0.71 | 0.28 | 0.57 | — | 0.85 | — | 11.48 | 6.12 | 0.26 | 0.26 | 0.26 | 1.68 | 17,956 | 15 | ||||||||||||||||||||||||||||||||||
12-31-15 | 12.82 | 0.23 | (0.36 | ) | (0.13 | ) | 0.16 | 0.91 | — | 1.07 | — | 11.62 | (1.24 | ) | 0.26 | 0.26 | 0.26 | 1.81 | 19,000 | 18 |
FINANCIAL HIGHLIGHTS (CONTINUED)
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 Retirement Moderate Growth Portfolio | ||||||||||||||||||||||||||||||||||||||||||||||||||||
Class ADV | ||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20+ | 12.10 | 0.07 | • | (0.25 | ) | (0.18 | ) | — | — | — | — | — | 11.92 | (1.49 | ) | 0.76 | 0.65 | 0.65 | 1.27 | 1,627,720 | 18 | |||||||||||||||||||||||||||||||
12-31-19 | 10.97 | 0.23 | • | 1.91 | 2.14 | 0.23 | 0.78 | — | 1.01 | — | 12.10 | 20.02 | 0.76 | 0.65 | 0.65 | 1.98 | 1,769,060 | 39 | ||||||||||||||||||||||||||||||||||
12-31-18 | 12.80 | 0.19 | • | (0.91 | ) | (0.72 | ) | 0.22 | 0.89 | — | 1.11 | — | 10.97 | (6.30 | ) | 0.76 | 0.65 | 0.65 | 1.56 | 1,716,501 | 22 | |||||||||||||||||||||||||||||||
12-31-17 | 12.23 | 0.18 | • | 1.53 | 1.71 | 0.23 | 0.91 | — | 1.14 | — | 12.80 | 14.56 | 0.76 | 0.65 | 0.65 | 1.42 | 2,111,439 | 10 | ||||||||||||||||||||||||||||||||||
12-31-16 | 12.76 | 0.18 | • | 0.67 | 0.85 | 0.28 | 1.10 | — | 1.38 | — | 12.23 | 6.81 | 0.76 | 0.65 | 0.65 | 1.46 | 2,275,963 | 16 | ||||||||||||||||||||||||||||||||||
12-31-15 | 13.54 | 0.21 | • | (0.40 | ) | (0.19 | ) | 0.22 | 0.37 | — | 0.59 | — | 12.76 | (1.59 | ) | 0.76 | 0.65 | 0.65 | 1.56 | 2,521,814 | 16 | |||||||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||||||||||||||
06-30-20+ | 12.00 | 0.10 | • | (0.25 | ) | (0.15 | ) | — | — | — | — | — | 11.85 | (1.25 | ) | 0.26 | 0.26 | 0.26 | 1.68 | 21,734 | 18 | |||||||||||||||||||||||||||||||
12-31-19 | 10.90 | 0.29 | 1.87 | 2.16 | 0.28 | 0.78 | — | 1.06 | — | 12.00 | 20.40 | 0.26 | 0.26 | 0.26 | 2.41 | 22,520 | 39 | |||||||||||||||||||||||||||||||||||
12-31-18 | 12.73 | 0.24 | • | (0.90 | ) | (0.66 | ) | 0.28 | 0.89 | — | 1.17 | — | 10.90 | (5.90 | ) | 0.26 | 0.26 | 0.26 | 1.97 | 19,816 | 22 | |||||||||||||||||||||||||||||||
12-31-17 | 12.17 | 0.24 | 1.52 | 1.76 | 0.29 | 0.91 | — | 1.20 | — | 12.73 | 15.05 | 0.26 | 0.26 | 0.26 | 1.84 | 24,017 | 10 | |||||||||||||||||||||||||||||||||||
12-31-16 | 12.71 | 0.24 | 0.66 | 0.90 | 0.34 | 1.10 | — | 1.44 | — | 12.17 | 7.25 | 0.26 | 0.26 | 0.26 | 1.86 | 22,088 | 16 | |||||||||||||||||||||||||||||||||||
12-31-15 | 13.50 | 0.26 | • | (0.40 | ) | (0.14 | ) | 0.28 | 0.37 | — | 0.65 | — | 12.71 | (1.24 | ) | 0.26 | 0.26 | 0.26 | 1.95 | 21,862 | 16 |
(1) | Total return is calculated assuming reinvestment of all dividends, capital gain distributions and return of capital distributions, if any, at net asset value and does not reflect the effect of insurance contract charges. Total return for periods less than one year is not annualized. | |
(2) | Annualized for periods less than one year. | |
(3) | Ratios reflect operating expenses of a Portfolio. Expenses before reductions/additions do not reflect amounts reimbursed or recouped by the Investment Adviser and/or Distributor or reductions from brokerage service arrangements or other expense offset arrangements and do not represent the amount paid by a Portfolio during periods when reimbursements or reductions occur. |
Expenses net of fee waivers reflect expenses after reimbursement by the Investment Adviser and/or Distributor or recoupment of previously reimbursed fees by the Investment Adviser, but prior to reductions from brokerage service arrangements or other expense offset arrangements. Expenses net of all reductions/additions represent the net expenses paid by a Portfolio. Net investment income (loss) is net of all such additions or reductions. | ||
(4) | Ratios do not include expenses of underlying funds and do not include fees and expenses charged under the variable annuity contract or variable life insurance policy. | |
+ | Unaudited. | |
• | Calculated using average number of shares outstanding throughout the year or period. |
Purchases | Sales | |||||||
---|---|---|---|---|---|---|---|---|
Conservative | $ | 65,406,199 | $ | 71,977,066 | ||||
Growth | 418,519,547 | 569,613,081 | ||||||
Moderate | 169,077,291 | 227,666,084 | ||||||
Moderate Growth | 296,408,094 | 396,312,779 |
Subsidiary | Portfolio | Percentage | |||||
---|---|---|---|---|---|---|---|
Voya Institutional Trust | Conservative | 21.44 | % | ||||
Company | Moderate | 8.51 |
Portfolio | Amount | |||
---|---|---|---|---|
Conservative | $ | 24,644 | ||
Growth | 16,735 | |||
Moderate | 24,892 | |||
Moderate Growth | 23,076 |
Portfolio(1) | Class ADV | Class I | ||||||
---|---|---|---|---|---|---|---|---|
Conservative | 0.92 | % | 0.67 | % | ||||
Growth | 1.07 | % | 0.82 | % | ||||
Moderate | 1.00 | % | 0.75 | % | ||||
Moderate Growth | 1.04 | % | 0.79 | % |
(1) | The operating expense limits take into account the operating expenses incurred at the Underlying Fund level. The amount of fees and expenses of an Underlying Fund borne by each Portfolio will vary based on each Portfolio’s allocation of assets to, and the net expenses of, a particular Underlying Fund. |
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED)
Portfolio | Days Utilized | Approximate Average Daily Balance For Days Utilized | Approximate Weighted Average Interest Rate For Days Utilized | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Conservative | 2 | $1,046,500 | 1.68 | % | |||||||||
Moderate | 4 | 3,435,500 | 1.73 | ||||||||||
Moderate Growth | 2 | 8,137,500 | 1.75 |
Shares sold | Shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) in shares outstanding | Shares sold | Proceeds from shares issued in merger | Reinvestment of distributions | Shares redeemed | Net increase (decrease) | |||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year or period ended | # | # | # | # | # | ($) | ($) | ($) | ($) | ($) | ||||||||||||||||||||||||||||||
Conservative Class ADV | ||||||||||||||||||||||||||||||||||||||||
6/30/2020 | 2,376,875 | — | — | (3,527,011 | ) | (1,150,136 | ) | 21,761,231 | — | — | (32,534,352 | ) | (10,773,121 | ) | ||||||||||||||||||||||||||
12/31/2019 | 3,536,081 | — | 2,070,725 | (6,686,497 | ) | (1,079,691 | ) | 31,837,511 | — | 18,553,699 | (60,469,570 | ) | (10,078,360 | ) | ||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||
6/30/2020 | 13,046 | — | — | (905 | ) | 12,141 | 125,651 | — | — | (8,605 | ) | 117,046 | ||||||||||||||||||||||||||||
12/31/2019 | 12,992 | — | 384 | (4,275 | ) | 9,101 | 119,551 | — | 3,492 | (40,146 | ) | 82,897 | ||||||||||||||||||||||||||||
Growth Class ADV | ||||||||||||||||||||||||||||||||||||||||
6/30/2020 | 136,286 | — | — | (13,928,537 | ) | (13,792,251 | ) | 1,649,419 | — | — | (169,357,274 | ) | (167,707,855 | ) | ||||||||||||||||||||||||||
12/31/2019 | 863,657 | — | 18,906,477 | (31,986,663 | ) | (12,216,529 | ) | 10,699,562 | — | 232,360,607 | (402,854,268 | ) | (159,794,099 | ) | ||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||
6/30/2020 | 50,315 | — | — | (186,583 | ) | (136,268 | ) | 614,046 | — | — | (2,308,447 | ) | (1,694,401 | ) | ||||||||||||||||||||||||||
12/31/2019 | 167,795 | — | 374,848 | (640,968 | ) | (98,325 | ) | 2,132,616 | — | 4,625,627 | (8,083,976 | ) | (1,325,733 | ) | ||||||||||||||||||||||||||
Moderate Class ADV | ||||||||||||||||||||||||||||||||||||||||
6/30/2020 | 731,848 | — | — | (6,737,920 | ) | (6,006,072 | ) | 8,297,071 | — | — | (74,853,848 | ) | (66,556,777 | ) | ||||||||||||||||||||||||||
12/31/2019 | 1,921,994 | — | 5,709,967 | (12,776,626 | ) | (5,144,665 | ) | 21,377,716 | — | 62,980,933 | (142,891,944 | ) | (58,533,295 | ) | ||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||
6/30/2020 | 100,743 | — | — | (99,975 | ) | 768 | 1,144,264 | — | — | (1,124,409 | ) | 19,855 | ||||||||||||||||||||||||||||
12/31/2019 | 308,962 | — | 113,451 | (215,680 | ) | 206,733 | 3,496,818 | — | 1,264,979 | (2,446,150 | ) | 2,315,647 | ||||||||||||||||||||||||||||
Moderate Growth Class ADV | ||||||||||||||||||||||||||||||||||||||||
6/30/2020 | 391,875 | — | — | (10,076,061 | ) | (9,684,186 | ) | 4,461,726 | — | — | (115,527,091 | ) | (111,065,365 | ) | ||||||||||||||||||||||||||
12/31/2019 | 1,344,775 | — | 12,735,398 | (24,267,390 | ) | (10,187,217 | ) | 15,703,112 | — | 146,075,017 | (284,531,681 | ) | (122,753,552 | ) | ||||||||||||||||||||||||||
Class I | ||||||||||||||||||||||||||||||||||||||||
6/30/2020 | 48,825 | — | — | (90,970 | ) | (42,145 | ) | 574,066 | — | — | (1,037,714 | ) | (463,648 | ) | ||||||||||||||||||||||||||
12/31/2019 | 183,304 | — | 165,836 | (290,771 | ) | 58,369 | 2,125,701 | — | 1,883,900 | (3,404,265 | ) | 605,336 |
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED)
Year Ended December 31, 2019 | Year Ended December 31, 2018 | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Ordinary Income | Long-term Capital Gains | Ordinary Income | Long-term Capital Gains | ||||||||||||||
Conservative | $ | 7,825,835 | $ | 10,731,399 | $ | 8,436,851 | $ | 11,879,570 | |||||||||
Growth | 47,827,676 | 189,158,558 | 47,951,500 | 223,145,264 | |||||||||||||
Moderate | 19,898,150 | 44,347,762 | 20,043,021 | 47,902,833 | |||||||||||||
Moderate Growth | 33,939,686 | 114,019,231 | 34,349,570 | 137,030,647 |
Undistributed Ordinary Income | Undistributed Long-term Capital Gains | Unrealized Appreciation/ (Depreciation) | |||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Conservative | $ | 9,995,366 | $ | 8,004,494 | $ | 57,510,468 | |||||||
Growth | 56,092,200 | 100,096,833 | 191,356,987 | ||||||||||
Moderate | 21,825,297 | 31,922,444 | 53,555,216 | ||||||||||
Moderate Growth | 37,871,828 | 71,904,054 | 111,422,671 |
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED)
NOTES TO FINANCIAL STATEMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED)
PER SHARE AMOUNTS | ||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Net Investment Income | Short-term Capital Gains | Long-term Capital Gains | Payable Date | Record Date | ||||||||||||||||
Conservative | ||||||||||||||||||||
Class ADV | $ | 0.1735 | $ | 0.0520 | $ | 0.1806 | July 14, 2020 | July 10, 2020 | ||||||||||||
Class I | $ | 0.1973 | $ | 0.0520 | $ | 0.1806 | July 14, 2020 | July 10, 2020 | ||||||||||||
Growth | ||||||||||||||||||||
Class ADV | $ | 0.3015 | $ | — | $ | 0.5403 | July 14, 2020 | July 10, 2020 | ||||||||||||
Class I | $ | 0.3612 | $ | — | $ | 0.5403 | July 14, 2020 | July 10, 2020 | ||||||||||||
Moderate | ||||||||||||||||||||
Class ADV | $ | 0.2492 | $ | 0.0135 | $ | 0.3856 | July 14, 2020 | July 10, 2020 | ||||||||||||
Class I | $ | 0.2915 | $ | 0.0135 | $ | 0.3856 | July 14, 2020 | July 10, 2020 | ||||||||||||
Moderate Growth | ||||||||||||||||||||
Class ADV | $ | 0.2687 | $ | 0.0055 | $ | 0.5220 | July 14, 2020 | July 10, 2020 | ||||||||||||
Class I | $ | 0.3195 | $ | 0.0055 | $ | 0.5220 | July 14, 2020 | July 10, 2020 |
VOYA RETIREMENT CONSERVATIVE PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2020 (UNAUDITED) |
Shares | Value | | Percentage of Net Assets | |||||||
---|---|---|---|---|---|---|---|---|---|---|
EXCHANGE-TRADED FUNDS: 9.0% | ||||||||||
639,042 | Schwab U.S. TIPS ETF | $ | 38,355,301 | 9.0 | ||||||
Total Exchange-Traded Funds (Cost $34,262,524) | 38,355,301 | 9.0 | ||||||||
MUTUAL FUNDS: 91.0% | ||||||||||
Affiliated Investment Companies: 91.0% | ||||||||||
802,931 | Voya Emerging Markets Index Portfolio — Class I | 8,527,128 | 2.0 | |||||||
1,381,365 | Voya International Index Portfolio — Class I | 12,653,300 | 3.0 | |||||||
820,142 | Voya RussellTM Mid Cap Index Portfolio — Class I | 8,439,262 | 2.0 |
Shares | Value | | Percentage of Net Assets | |||||||
---|---|---|---|---|---|---|---|---|---|---|
MUTUAL FUNDS: (continued) | ||||||||||
Affiliated Investment Companies: (continued) | ||||||||||
22,823,416 | Voya U.S. Bond Index Portfolio — Class I | $ | 260,415,172 | 61.2 | ||||||
5,911,130 | Voya U.S. Stock Index Portfolio — Class I | 97,238,085 | 22.8 | |||||||
Total Mutual Funds (Cost $324,870,446) | 387,272,947 | 91.0 | ||||||||
Total Investments in Securities (Cost $359,132,970) | $ | 425,628,248 | 100.0 | |||||||
Liabilities in Excess of Other Assets | (10,198 | ) | — | |||||||
Net Assets | $ | 425,618,050 | 100.0 |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2020 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||||
Investments, at fair value | ||||||||||||||||||||
Exchange-Traded Funds | $ | 38,355,301 | $ | — | $ | — | $ | 38,355,301 | ||||||||||||
Mutual Funds | 387,272,947 | — | — | 387,272,947 | ||||||||||||||||
Total Investments, at fair value | $ | 425,628,248 | $ | — | $ | — | $ | 425,628,248 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
Issuer | Beginning Fair Value at 12/31/2019 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 06/30/2020 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya Emerging Markets Index Portfolio — Class I | $ | 13,326,416 | $ | 2,754,372 | $ | (6,900,950 | ) | $ | (652,710 | ) | $ | 8,527,128 | $ | 498,764 | $ | (795,058 | ) | $ | — | |||||||||||||||||||||
Voya International Index Portfolio — Class I | 17,224,417 | 4,094,560 | (7,058,570 | ) | (1,607,107 | ) | 12,653,300 | 522,189 | (409,658 | ) | — | |||||||||||||||||||||||||||||
Voya RussellTM Mid Cap Index Portfolio — Class I | 12,906,139 | 5,249,482 | (6,802,291 | ) | (2,914,068 | ) | 8,439,262 | 205,193 | 43,526 | 1,885,839 | ||||||||||||||||||||||||||||||
Voya U.S. Bond Index Portfolio — Class I | 256,202,871 | 28,211,055 | (35,119,758 | ) | 11,121,004 | 260,415,172 | 3,361,059 | 484,649 | — | |||||||||||||||||||||||||||||||
Voya U.S. Stock Index Portfolio — Class I | 86,755,352 | 23,989,071 | (11,149,260 | ) | (2,357,078 | ) | 97,238,085 | — | 897,212 | — | ||||||||||||||||||||||||||||||
$ | 386,415,195 | $ | 64,298,540 | $ | (67,030,829 | ) | $ | 3,590,041 | $ | 387,272,947 | $ | 4,587,205 | $ | 220,671 | $ | 1,885,839 |
VOYA RETIREMENT CONSERVATIVE PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED) |
Cost for federal income tax purposes was $362,563,073. | ||||
Net unrealized appreciation consisted of: | ||||
Gross Unrealized Appreciation | $ | 63,435,341 | ||
Gross Unrealized Depreciation | (370,166 | ) | ||
Net Unrealized Appreciation | $ | 63,065,175 |
VOYA RETIREMENT GROWTH PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2020 (UNAUDITED) |
Shares | | Value | Percentage of Net Assets | |||||||
---|---|---|---|---|---|---|---|---|---|---|
EXCHANGE-TRADED FUNDS: 4.0% | ||||||||||
1,573,663 | Schwab U.S. TIPS ETF | $ | 94,451,253 | 4.0 | ||||||
Total Exchange-Traded Funds (Cost $89,082,125) | 94,451,253 | 4.0 | ||||||||
MUTUAL FUNDS: 96.0% | ||||||||||
Affiliated Investment Companies: 96.0% | ||||||||||
11,058,783 | Voya Emerging Markets Index Portfolio — Class I | 117,444,276 | 5.0 | |||||||
27,959,511 | Voya International Index Portfolio — Class I | 256,109,117 | 10.9 | |||||||
15,874,121 | Voya RussellTM Mid Cap Index Portfolio — Class I | 163,344,707 | 7.0 | |||||||
4,210,430 | Voya RussellTM Small Cap Index Portfolio — Class I | 47,619,963 | 2.0 |
Shares | | Value | Percentage of Net Assets | |||||||
---|---|---|---|---|---|---|---|---|---|---|
MUTUAL FUNDS: (continued) | ||||||||||
Affiliated Investment Companies: (continued) | ||||||||||
43,434,908 | Voya U.S. Bond Index Portfolio — Class I | $ | 495,592,300 | 21.2 | ||||||
71,050,303 | Voya U.S. Stock Index Portfolio — Class I | 1,168,777,482 | 49.9 | |||||||
Total Mutual Funds (Cost $2,162,586,628) | 2,248,887,845 | 96.0 | ||||||||
Total Investments in Securities (Cost $2,251,668,753) | $ | 2,343,339,098 | 100.0 | |||||||
Liabilities in Excess of Other Assets | (318,265 | ) | — | |||||||
Net Assets | $ | 2,343,020,833 | 100.0 |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2020 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||||
Investments, at fair value | ||||||||||||||||||||
Exchange-Traded Funds | $ | 94,451,253 | $ | — | $ | — | $ | 94,451,253 | ||||||||||||
Mutual Funds | 2,248,887,845 | — | — | 2,248,887,845 | ||||||||||||||||
Total Investments, at fair value | $ | 2,343,339,098 | $ | — | $ | — | $ | 2,343,339,098 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
Issuer | Beginning Fair Value at 12/31/2019 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 06/30/2020 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya Emerging Markets Index Portfolio — Class I | $ | 161,258,839 | $ | 16,712,287 | $ | (42,420,639 | ) | $ | (18,106,211 | ) | $ | 117,444,276 | $ | 5,334,986 | $ | (1,092,286 | ) | $ | — | |||||||||||||||||||||
Voya International Index Portfolio — Class I | 338,490,510 | 42,000,997 | (85,358,169 | ) | (39,024,221 | ) | 256,109,117 | 9,075,573 | (4,102,896 | ) | — | |||||||||||||||||||||||||||||
Voya RussellTM Mid Cap Index Portfolio — Class I | 208,068,220 | 51,360,844 | (64,398,287 | ) | (31,686,070 | ) | 163,344,707 | 2,926,211 | (14,457,288 | ) | 26,893,574 | |||||||||||||||||||||||||||||
Voya RussellTM Small Cap Index Portfolio — Class I | 130,861,677 | 28,228,948 | (107,304,594 | ) | (4,166,068 | ) | 47,619,963 | 1,484,839 | (20,257,031 | ) | 8,387,223 | |||||||||||||||||||||||||||||
Voya U.S. Bond Index Portfolio — Class I | 531,106,717 | 71,412,255 | (124,775,058 | ) | 17,848,386 | 495,592,300 | 6,496,667 | 5,148,258 | — | |||||||||||||||||||||||||||||||
Voya U.S. Stock Index Portfolio — Class I | 1,127,866,422 | 201,995,561 | (110,163,275 | ) | (50,921,226 | ) | 1,168,777,482 | — | 13,169,710 | — | ||||||||||||||||||||||||||||||
$ | 2,497,652,385 | $ | 411,710,891 | $ | (534,420,021 | ) | $ | (126,055,410 | ) | $ | 2,248,887,845 | $ | 25,318,276 | $ | (21,591,532 | ) | $ | 35,280,796 |
VOYA RETIREMENT GROWTH PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED) |
Cost for federal income tax purposes was $2,273,175,157. | ||||
Net unrealized appreciation consisted of: | ||||
Gross Unrealized Appreciation | $ | 123,513,377 | ||
Gross Unrealized Depreciation | (53,349,436 | ) | ||
Net Unrealized Appreciation | $ | 70,163,941 |
VOYA RETIREMENT MODERATE PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2020 (UNAUDITED) |
Shares | | | Value | | | Percentage of Net Assets | ||||
---|---|---|---|---|---|---|---|---|---|---|
EXCHANGE-TRADED FUNDS: 9.0% | ||||||||||
1,453,568 | Schwab U.S. TIPS ETF | $ | 87,243,151 | 9.0 | ||||||
Total Exchange-Traded Funds (Cost $79,841,083) | 87,243,151 | 9.0 | ||||||||
MUTUAL FUNDS: 91.0% | ||||||||||
Affiliated Investment Companies: 91.0% | ||||||||||
2,728,748 | Voya Emerging Markets Index Portfolio — Class I | 28,979,307 | 3.0 | |||||||
5,229,005 | Voya International Index Portfolio — Class I | 47,897,683 | 5.0 | |||||||
2,792,956 | Voya RussellTM Mid Cap Index Portfolio — Class I | 28,739,520 | 3.0 |
Shares | | | Value | | | Percentage of Net Assets | ||||
---|---|---|---|---|---|---|---|---|---|---|
MUTUAL FUNDS: (continued) | ||||||||||
Affiliated Investment Companies: (continued) | ||||||||||
34,812,798 | Voya U.S. Bond Index Portfolio — Class I | $ | 397,214,028 | 41.2 | ||||||
22,752,116 | Voya U.S. Stock Index Portfolio — Class I | 374,272,302 | 38.8 | |||||||
Total Mutual Funds (Cost $830,935,391) | 877,102,840 | 91.0 | ||||||||
Total Investments in Securities (Cost $910,776,474) | $ | 964,345,991 | 100.0 | |||||||
Assets in Excess of Other Liabilities | 27,243 | 0.0 | ||||||||
Net Assets | $ | 964,373,234 | 100.0 |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2020 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||||
Investments, at fair value | ||||||||||||||||||||
Exchange-Traded Funds | $ | 87,243,151 | $ | — | $ | — | $ | 87,243,151 | ||||||||||||
Mutual Funds | 877,102,840 | — | — | 877,102,840 | ||||||||||||||||
Total Investments, at fair value | $ | 964,345,991 | $ | — | $ | — | $ | 964,345,991 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
Issuer | Beginning Fair Value at 12/31/2019 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 06/30/2020 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya Emerging Markets Index Portfolio — Class I | $ | 42,837,528 | $ | 6,138,187 | $ | (14,895,097 | ) | $ | (5,101,311 | ) | $ | 28,979,307 | $ | 1,483,859 | $ | 181,967 | $ | — | ||||||||||||||||||||||
Voya International Index Portfolio — Class I | 72,649,288 | 12,621,163 | (30,115,685 | ) | (7,257,083 | ) | 47,897,683 | 2,038,899 | (1,623,650 | ) | — | |||||||||||||||||||||||||||||
Voya RussellTM Mid Cap Index Portfolio — Class I | 41,471,573 | 13,106,837 | (23,046,141 | ) | (2,792,749 | ) | 28,739,520 | 610,424 | (6,394,458 | ) | 5,610,148 | |||||||||||||||||||||||||||||
Voya RussellTM Small Cap Index Portfolio — Class I | 20,863,928 | 5,811,453 | (25,724,220 | ) | (951,161 | ) | — | 247,815 | (2,893,556 | ) | 1,399,804 | |||||||||||||||||||||||||||||
Voya U.S. Bond Index Portfolio — Class I | 414,057,294 | 44,391,755 | (76,002,717 | ) | 14,767,696 | 397,214,028 | 5,196,927 | 3,429,053 | — | |||||||||||||||||||||||||||||||
Voya U.S. Stock Index Portfolio — Class I | 345,012,032 | 83,019,292 | (39,121,075 | ) | (14,637,947 | ) | 374,272,302 | — | 5,211,670 | — | ||||||||||||||||||||||||||||||
$ | 936,891,643 | $ | 165,088,687 | $ | (208,904,935 | ) | $ | (15,972,555 | ) | $ | 877,102,840 | $ | 9,577,924 | $ | (2,088,973 | ) | $ | 7,009,951 |
VOYA RETIREMENT MODERATE PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED) |
Cost for federal income tax purposes was $922,809,059. | ||||
Net unrealized appreciation consisted of: | ||||
Gross Unrealized Appreciation | $ | 47,723,156 | ||
Gross Unrealized Depreciation | (6,186,224 | ) | ||
Net Unrealized Appreciation | $ | 41,536,932 |
VOYA RETIREMENT MODERATE GROWTH PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2020 (UNAUDITED) |
Shares | | Value | | Percentage of Net Assets | ||||||
---|---|---|---|---|---|---|---|---|---|---|
EXCHANGE-TRADED FUNDS: 6.0% | ||||||||||
1,661,018 | Schwab U.S. TIPS ETF | $ | 99,694,300 | 6.0 | ||||||
Total Exchange-Traded Funds (Cost $93,967,529) | 99,694,300 | 6.0 | ||||||||
MUTUAL FUNDS: 94.0% | ||||||||||
Affiliated Investment Companies: 94.0% | ||||||||||
6,225,922 | Voya Emerging Markets Index Portfolio — Class I | 66,119,297 | 4.0 | |||||||
12,525,695 | Voya International Index Portfolio — Class I | 114,735,370 | 7.0 | |||||||
6,379,215 | Voya RussellTM Mid Cap Index Portfolio — Class I | 65,642,126 | 4.0 |
Shares | | Value | | Percentage of Net Assets | ||||||
---|---|---|---|---|---|---|---|---|---|---|
MUTUAL FUNDS: (continued) | ||||||||||
Affiliated Investment Companies: (continued) | ||||||||||
42,176,459 | Voya U.S. Bond Index Portfolio — Class I | $ | 481,233,401 | 29.2 | ||||||
49,968,727 | Voya U.S. Stock Index Portfolio — Class I | 821,985,558 | 49.8 | |||||||
Total Mutual Funds (Cost $1,472,436,284) | 1,549,715,752 | 94.0 | ||||||||
Total Investments in Securities (Cost $1,566,403,813) | $ | 1,649,410,052 | 100.0 | |||||||
Assets in Excess of Other Liabilities | 44,341 | 0.0 | ||||||||
Net Assets | $ | 1,649,454,393 | 100.0 |
Quoted Prices in Active Markets for Identical Investments (Level 1) | Significant Other Observable Inputs (Level 2) | Significant Unobservable Inputs (Level 3) | Fair Value at June 30, 2020 | |||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Asset Table | ||||||||||||||||||||
Investments, at fair value | ||||||||||||||||||||
Exchange-Traded Funds | $ | 99,694,300 | $ | — | $ | — | $ | 99,694,300 | ||||||||||||
Mutual Funds | 1,549,715,752 | — | — | 1,549,715,752 | ||||||||||||||||
Total Investments, at fair value | $ | 1,649,410,052 | $ | — | $ | — | $ | 1,649,410,052 |
ˆ | See Note 2, “Significant Accounting Policies” in the Notes to Financial Statements for additional information. |
Issuer | Beginning Fair Value at 12/31/2019 | Purchases at Cost | Sales at Cost | Change in Unrealized Appreciation/ (Depreciation) | Ending Fair Value at 06/30/2020 | Investment Income | Realized Gains/ (Losses) | Net Capital Gain Distributions | ||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Voya Emerging Markets Index Portfolio — Class I | $ | 92,745,944 | $ | 10,949,814 | $ | (30,680,512 | ) | $ | (6,895,949 | ) | $ | 66,119,297 | $ | 3,149,058 | $ | (3,960,803 | ) | $ | — | |||||||||||||||||||||
Voya International Index Portfolio — Class I | 161,757,171 | 23,906,452 | (53,451,946 | ) | (17,476,307 | ) | 114,735,370 | 4,450,521 | (2,717,907 | ) | — | |||||||||||||||||||||||||||||
Voya RussellTM Mid Cap Index Portfolio — Class I | 89,767,314 | 24,851,066 | (40,029,589 | ) | (8,946,665 | ) | 65,642,126 | 1,295,465 | (10,962,999 | ) | 11,906,070 | |||||||||||||||||||||||||||||
Voya RussellTM Small Cap Index Portfolio — Class I | 54,196,817 | 13,216,070 | (65,141,597 | ) | (2,271,290 | ) | — | 631,071 | (7,792,968 | ) | 3,564,651 | |||||||||||||||||||||||||||||
Voya U.S. Bond Index Portfolio — Class I | 506,695,208 | 63,070,025 | (105,622,214 | ) | 17,090,382 | 481,233,401 | 6,289,002 | 5,066,600 | — | |||||||||||||||||||||||||||||||
Voya U.S. Stock Index Portfolio — Class I | 778,517,305 | 154,081,466 | (77,112,965 | ) | (33,500,248 | ) | 821,985,558 | — | 10,016,120 | — | ||||||||||||||||||||||||||||||
$ | 1,683,679,759 | $ | 290,074,894 | $ | (372,038,824 | ) | $ | (52,000,077 | ) | $ | 1,549,715,752 | $ | 15,815,117 | $ | (10,351,957 | ) | $ | 15,470,721 |
VOYA RETIREMENT MODERATE GROWTH PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2020 (UNAUDITED) (CONTINUED) |
Cost for federal income tax purposes was $1,584,791,372. | ||||
Net unrealized appreciation consisted of: | ||||
Gross Unrealized Appreciation | $ | 82,911,160 | ||
Gross Unrealized Depreciation | (18,292,480 | ) | ||
Net Unrealized Appreciation | $ | 64,618,680 |
Voya Investments, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
Voya Investments Distributor, LLC
7337 East Doubletree Ranch Road, Suite 100
Scottsdale, Arizona 85258
BNY Mellon Investment Servicing (U.S.) Inc.
301 Bellevue Parkway
Wilmington, Delaware 19809
The Bank of New York Mellon
225 Liberty Street
New York, New York 10286
Ropes & Gray LLP
Prudential Tower
800 Boylston Street
Boston, Massachusetts 0219
RETIREMENT | INVESTMENTS | INSURANCE | |
VPSAR-RETADVI (0620-082120) |
Item 2. Code of Ethics.
Not required for semi-annual filing.
Item 3. Audit Committee Financial Expert.
Not required for semi-annual filing.
Item 4. Principal Accountant Fees and Services.
Not required for semi-annual filing.
Item 5. Audit Committee of Listed Registrants.
Not required for semi-annual filing.
Item 6. Schedule of Investments.
Complete schedule of investments, as applicable, is included as part of the report to shareholders filed under Item 1 of this Form and filed herein, as applicable.
VY® Clarion Global Real Estate Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2020 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||
COMMON STOCK: 98.5% | ||||
�� | Australia: 4.0% | |||
403,484 | Dexus | $ 2,589,682 | 1.4 | |
574,211 | GPT Group | 1,668,143 | 0.9 | |
384,703 | Ingenia Communities Group | 1,202,586 | 0.7 | |
115,530 | Lifestyle Communities Ltd. | 755,855 | 0.4 | |
671,756 | Mirvac Group | 1,014,754 | 0.6 | |
7,231,020 | 4.0 | |||
Belgium: 0.9% | ||||
25,251 | Shurgard Self Storage SA | 950,637 | 0.5 | |
24,503 | Warehouses De Pauw CVA | 673,169 | 0.4 | |
1,623,806 | 0.9 | |||
Canada: 1.8% | ||||
92,364 | Canadian Apartment Properties REIT | 3,305,809 | 1.8 | |
Finland: 0.5% | ||||
42,779 | Kojamo Oyj | 904,077 | 0.5 | |
France: 0.9% | ||||
7,989 | Gecina S.A. | 986,694 | 0.6 | |
71,323 | Mercialys SA | 597,921 | 0.3 | |
1,584,615 | 0.9 | |||
Germany: 8.0% | ||||
88,506 | (1) | Alstria Office REIT-AG | 1,317,246 | 0.7 |
24,453 | (1) | Deutsche Euroshop AG | 345,567 | 0.2 |
70,506 | Deutsche Wohnen SE | 3,168,215 | 1.7 | |
26,525 | (1) | LEG Immobilien AG | 3,364,302 | 1.8 |
66,157 | TAG Immobilien AG | 1,580,087 | 0.9 | |
79,896 | Vonovia SE | 4,883,465 | 2.7 | |
14,658,882 | 8.0 | |||
Hong Kong: 6.6% | ||||
696,063 | Hang Lung Properties Ltd. | 1,654,735 | 0.9 | |
434,342 | Link REIT | 3,566,020 | 1.9 | |
1,710,000 | Sino Land Co. | 2,163,493 | 1.2 | |
256,000 | Sun Hung Kai Properties Ltd. | 3,270,461 | 1.8 | |
542,600 | Swire Properties Ltd. | 1,385,350 | 0.8 | |
12,040,059 | 6.6 | |||
Ireland: 0.3% | ||||
430,982 | Hibernia REIT plc | 543,548 | 0.3 | |
Japan: 11.9% | ||||
291 | Activia Properties, Inc. | 1,008,351 | 0.6 | |
837 | AEON REIT Investment Corp. | 889,905 | 0.5 | |
264 | Kenedix Office Investment Corp. | 1,475,130 | 0.8 | |
404 | Kenedix Retail REIT Corp. | 756,411 | 0.4 | |
402 | Kenedix Residential Next Investment Corp. | 694,669 | 0.4 | |
1,538 | LaSalle Logiport REIT | 2,368,821 | 1.3 | |
1,811 | MCUBS MidCity Investment Corp. | 1,319,487 | 0.7 | |
249,200 | Mitsubishi Estate Co., Ltd. | 3,713,533 | 2.0 | |
68,335 | Mitsui Fudosan Co., Ltd. | 1,213,953 | 0.7 | |
95,800 | Nomura Real Estate Holdings, Inc. | 1,783,548 | 1.0 | |
2,929 | Orix JREIT, Inc. | 3,860,811 | 2.1 | |
1,081 | Sankei Real Estate, Inc. | 943,150 | 0.5 | |
149,600 | (2) | Tokyo Tatemono Co., Ltd. | 1,721,886 | 0.9 |
21,749,655 | 11.9 | |||
Luxembourg: 0.6% | ||||
50,511 | Grand City Properties SA | 1,168,225 | 0.6 | |
Norway: 0.4% | ||||
59,892 | (3) | Entra ASA | 767,736 | 0.4 |
Singapore: 3.2% | ||||
1,239,100 | (1) | CapitaLand Ltd. | 2,617,779 | 1.5 |
637,600 | CapitaLand Mall Trust | 904,710 | 0.5 | |
910,000 | Mapletree Commercial Trust | 1,273,278 | 0.7 | |
452,600 | Mapletree Industrial Trust | 941,508 | 0.5 | |
5,737,275 | 3.2 | |||
Sweden: 1.2% | ||||
75,736 | Castellum AB | 1,419,136 | 0.8 | |
17,421 | Catena AB | 688,865 | 0.4 | |
2,108,001 | 1.2 | |||
United Kingdom: 3.8% | ||||
92,694 | Big Yellow Group PLC | 1,153,798 | 0.6 | |
62,143 | Derwent London PLC | 2,137,638 | 1.2 | |
245,543 | Grainger PLC | 871,288 | 0.5 | |
77,413 | Safestore Holdings PLC | 697,766 | 0.4 | |
130,864 | Segro PLC | 1,447,349 | 0.8 | |
459,236 | (3) | Tritax EuroBox PLC | 577,658 | 0.3 |
6,885,497 | 3.8 | |||
United States: 54.4% | ||||
28,144 | Alexandria Real Estate Equities, Inc. | 4,566,364 | 2.5 | |
29,663 | AvalonBay Communities, Inc. | 4,587,086 | 2.5 | |
31,092 | Boston Properties, Inc. | 2,810,095 | 1.5 | |
95,733 | Brandywine Realty Trust | 1,042,532 | 0.6 | |
157,046 | Brixmor Property Group, Inc. | 2,013,330 | 1.1 | |
22,384 | Camden Property Trust | 2,041,868 | 1.1 | |
58,290 | Columbia Property Trust, Inc. | 765,931 | 0.4 | |
76,669 | Cousins Properties, Inc. | 2,287,036 | 1.2 | |
20,089 | Crown Castle International Corp. | 3,361,894 | 1.8 | |
119,425 | CubeSmart | 3,223,281 | 1.8 | |
42,103 | CyrusOne, Inc. | 3,062,993 | 1.7 | |
65,039 | Duke Realty Corp. | 2,301,730 | 1.3 | |
1,589 | Equinix, Inc. | 1,115,955 | 0.6 | |
126,652 | Equity Residential | 7,449,671 | 4.1 | |
114,050 | Healthcare Trust of America, Inc. | 3,024,606 | 1.7 | |
131,483 | Healthpeak Properties, Inc. | 3,623,671 | 2.0 |
See Accompanying Notes to Financial Statements
1
VY® Clarion Global Real Estate Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2020 (Unaudited) (CONTINUED) |
114,744 | Host Hotels & Resorts, Inc. | 1,238,088 | 0.7 | |||
83,342 | Hudson Pacific Properties, Inc. | 2,096,885 | 1.1 | |||
263,450 | Invitation Homes, Inc. | 7,252,779 | 4.0 | |||
33,694 | Life Storage, Inc. | 3,199,245 | 1.7 | |||
77,164 | Medical Properties Trust, Inc. | 1,450,683 | 0.8 | |||
63,471 | MGM Growth Properties LLC | 1,727,046 | 0.9 | |||
73,241 | Piedmont Office Realty Trust, Inc. | 1,216,533 | 0.7 | |||
112,535 | ProLogis, Inc. | 10,502,892 | 5.8 | |||
31,823 | QTS Realty Trust, Inc. | 2,039,536 | 1.1 | |||
128,617 | Retail Properties of America, Inc. | 941,476 | 0.5 | |||
53,020 | Simon Property Group, Inc. | 3,625,508 | 2.0 | |||
125,572 | SITE Centers Corp. | 1,017,133 | 0.6 | |||
66,645 | Spirit Realty Capital, Inc. | 2,323,245 | 1.3 | |||
105,880 | STORE Capital Corp. | 2,521,003 | 1.4 | |||
703,426 | VEREIT, Inc. | 4,523,029 | 2.5 | |||
146,618 | VICI Properties, Inc. | 2,960,217 | 1.6 | |||
63,434 | Welltower, Inc. | 3,282,710 | 1.8 | |||
99,196,051 | 54.4 | |||||
Total Common Stock | ||||||
(Cost $165,685,752) | 179,504,256 | 98.5 | ||||
Principal Amount† | Value | Percentage of Net Assets | ||||
SHORT-TERM INVESTMENTS: 1.6% | ||||||
Repurchase Agreements: 1.0% | ||||||
1,000,000 | (4) | Citigroup, Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,000,002, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $1,020,000, due 07/31/21-05/20/70) | 1,000,000 | 0.6 | ||
784,829 | (4) | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $784,831, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $800,526, due 07/31/20-07/01/50) | 784,829 | 0.4 | ||
Total Repurchase Agreements | ||||||
(Cost $1,784,829) | 1,784,829 | 1.0 | ||||
Shares | Value | Percentage of Net Assets | ||||
Mutual Funds: 0.6% | ||||||
1,109,683 | (5) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.100% | ||||
(Cost $1,109,683) | 1,109,683 | 0.6 | ||||
Total Short-Term Investments | ||||||
(Cost $2,894,512) | 2,894,512 | 1.6 | ||||
Total Investments in Securities (Cost $168,580,264) | $182,398,768 | 100.1 | ||||
Liabilities in Excess of Other Assets | (171,057) | (0.1) | ||||
Net Assets | $182,227,711 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Non-income producing security. |
(2) | Security, or a portion of the security, is on loan. |
(3) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
(4) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
(5) | Rate shown is the 7-day yield as of June 30, 2020. |
See Accompanying Notes to Financial Statements
2
VY® INVESCO GROWTH AND INCOME Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2020 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||
COMMON STOCK: 97.5% | ||||
Communication Services: 4.4% | ||||
7,966 | (1) | Charter Communications, Inc. | $ 4,062,979 | 1.2 |
118,528 | Comcast Corp. – Class A | 4,620,221 | 1.4 | |
3,777,084 | Vodafone Group PLC | 6,004,639 | 1.8 | |
14,687,839 | 4.4 | |||
Consumer Discretionary: 6.7% | ||||
2,476 | (1) | Booking Holdings, Inc. | 3,942,634 | 1.2 |
199,238 | (1) | Capri Holdings Ltd. | 3,114,090 | 0.9 |
338,631 | General Motors Co. | 8,567,364 | 2.6 | |
1,203,205 | Kingfisher PLC | 3,310,231 | 1.0 | |
66,641 | TJX Cos., Inc. | 3,369,369 | 1.0 | |
22,303,688 | 6.7 | |||
Consumer Staples: 6.8% | ||||
34,607 | Kellogg Co. | 2,286,138 | 0.7 | |
52,471 | Mondelez International, Inc. | 2,682,842 | 0.8 | |
142,697 | Philip Morris International, Inc. | 9,997,352 | 3.0 | |
70,704 | Sysco Corp. | 3,864,681 | 1.2 | |
182,908 | (1) | US Foods Holding Corp. | 3,606,946 | 1.1 |
22,437,959 | 6.8 | |||
Energy: 6.9% | ||||
947,755 | BP PLC | 3,630,878 | 1.1 | |
141,032 | Canadian Natural Resources Ltd. | 2,446,452 | 0.7 | |
67,330 | Chevron Corp. | 6,007,856 | 1.8 | |
219,835 | Devon Energy Corp. | 2,492,929 | 0.8 | |
379,384 | Marathon Oil Corp. | 2,321,830 | 0.7 | |
178,563 | Parsley Energy, Inc. - Class A | 1,907,053 | 0.6 | |
247,978 | Royal Dutch Shell PLC - Class A | 3,970,428 | 1.2 | |
22,777,426 | 6.9 | |||
Financials: 22.8% | ||||
254,202 | American International Group, Inc. | 7,926,018 | 2.4 | |
417,981 | Bank of America Corp. | 9,927,049 | 3.0 | |
67,739 | Charles Schwab Corp. | 2,285,514 | 0.7 | |
204,101 | Citigroup, Inc. | 10,429,561 | 3.1 | |
260,091 | Citizens Financial Group, Inc. | 6,564,697 | 2.0 | |
150,718 | Equitable Holdings, Inc. | 2,907,350 | 0.9 | |
43,239 | Goldman Sachs Group, Inc. | 8,544,891 | 2.6 | |
184,472 | Morgan Stanley | 8,909,997 | 2.7 | |
70,834 | PNC Financial Services Group, Inc. | 7,452,445 | 2.2 | |
173,063 | Truist Financial Corp. | 6,498,516 | 2.0 | |
19,926 | Willis Towers Watson PLC | 3,924,426 | 1.2 | |
75,370,464 | 22.8 | |||
Health Care: 18.5% | ||||
55,984 | (1) | Alcon, Inc. | 3,216,797 | 1.0 |
28,891 | Anthem, Inc. | 7,597,755 | 2.3 | |
125,771 | Bristol-Myers Squibb Co. | 7,395,335 | 2.2 | |
69,590 | CVS Health Corp. | 4,521,262 | 1.4 | |
129,949 | GlaxoSmithKline PLC | 2,624,921 | 0.8 | |
71,128 | Johnson & Johnson | 10,002,731 | 3.0 | |
40,026 | McKesson Corp. | 6,140,789 | 1.8 | |
67,983 | Medtronic PLC | 6,234,041 | 1.9 | |
108,536 | Pfizer, Inc. | 3,549,127 | 1.1 | |
58,666 | Sanofi | 5,983,005 | 1.8 | |
34,226 | Zimmer Biomet Holdings, Inc. | 4,085,216 | 1.2 | |
61,350,979 | 18.5 | |||
Industrials: 10.0% | ||||
2,886 | Adecco Group AG | 136,033 | 0.0 | |
105,752 | CSX Corp. | 7,375,145 | 2.2 | |
56,582 | General Dynamics Corp. | 8,456,746 | 2.6 | |
191,074 | Johnson Controls International plc | 6,523,266 | 2.0 | |
50,990 | Raytheon Technologies Corp. | 3,142,004 | 1.0 | |
93,236 | Textron, Inc. | 3,068,397 | 0.9 | |
49,736 | Trane Technologies PLC | 4,425,509 | 1.3 | |
33,127,100 | 10.0 | |||
Information Technology: 13.7% | ||||
17,448 | Apple, Inc. | 6,365,030 | 1.9 | |
36,990 | Cisco Systems, Inc. | 1,725,214 | 0.5 | |
137,523 | Cognizant Technology Solutions Corp. | 7,814,057 | 2.4 | |
133,662 | Corning, Inc. | 3,461,846 | 1.0 | |
114,701 | Intel Corp. | 6,862,561 | 2.1 | |
39,495 | NXP Semiconductor NV - NXPI - US | 4,504,010 | 1.4 | |
138,511 | Oracle Corp. | 7,655,503 | 2.3 | |
75,874 | Qualcomm, Inc. | 6,920,467 | 2.1 | |
45,308,688 | 13.7 | |||
Materials: 4.7% | ||||
247,104 | Corteva, Inc. | 6,619,916 | 2.0 | |
85,906 | Dow, Inc. | 3,501,529 | 1.1 | |
62,217 | DowDuPont, Inc. | 3,305,589 | 1.0 | |
66,664 | (2) | Nutrien Ltd. | 2,139,914 | 0.6 |
15,566,948 | 4.7 | |||
Utilities: 3.0% | ||||
31,773 | Duke Energy Corp. | 2,538,345 | 0.8 | |
97,711 | Exelon Corp. | 3,545,932 | 1.1 | |
94,173 | FirstEnergy Corp. | 3,652,029 | 1.1 | |
9,736,306 | 3.0 | |||
Total Common Stock | ||||
(Cost $332,218,931) | 322,667,397 | 97.5 |
See Accompanying Notes to Financial Statements
3
VY® INVESCO GROWTH AND INCOME Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2020 (Unaudited) (CONTINUED) |
Principal Amount† | Value | Percentage of Net Assets | ||
SHORT-TERM INVESTMENTS: 2.0% | ||||
Repurchase Agreements: 0.7% | ||||
1,000,000 | (3) | Citigroup, Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,000,002, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $1,020,000, due 07/31/21-05/20/70) | 1,000,000 | 0.3 |
210,932 | (3) | Mizuho Securities USA Inc., Repurchase Agreement dated 06/30/20, 0.07%, due 07/01/20 (Repurchase Amount $210,932, collateralized by various U.S. Government Securities, 1.125%-2.625%, Market Value plus accrued interest $215,151, due 01/31/21-02/28/22) | 210,932 | 0.1 |
1,000,000 | (3) | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,000,002, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $1,020,000, due 07/31/20-07/01/50) | 1,000,000 | 0.3 |
Total Repurchase Agreements | ||||
(Cost $2,210,932) | 2,210,932 | 0.7 |
Shares | Value | Percentage of Net Assets | ||||
Mutual Funds: 1.3% | ||||||
4,335,115 | (4) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.100% | ||||
(Cost $4,335,115) | 4,335,115 | 1.3 | ||||
Total Short-Term Investments | ||||||
(Cost $6,546,047) | 6,546,047 | 2.0 | ||||
Total Investments in Securities (Cost $338,764,978) | $ 329,213,444 | 99.5 | ||||
Assets in Excess of Other Liabilities | 1,680,349 | 0.5 | ||||
Net Assets | $ 330,893,793 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Non-income producing security. |
(2) | Security, or a portion of the security, is on loan. |
(3) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
(4) | Rate shown is the 7-day yield as of June 30, 2020. |
See Accompanying Notes to Financial Statements
4
VY® JPMORGAN EMERGING MARKETS EQUITY Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2020 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||
COMMON STOCK: 99.1% | ||||
Argentina: 2.6% | ||||
11,793 | (1) | MercadoLibre, Inc. | $ 11,625,186 | 2.6 |
Brazil: 5.2% | ||||
573,987 | B3 SA - Brasil Bolsa Balcao | 5,878,034 | 1.3 | |
436,828 | Lojas Renner SA | 3,385,796 | 0.8 | |
167,005 | (1) | Pagseguro Digital Ltd. | 5,901,957 | 1.3 |
110,541 | Raia Drogasil SA | 2,269,728 | 0.5 | |
133,303 | (1) | XP, Inc. | 5,600,059 | 1.3 |
23,035,574 | 5.2 | |||
China: 35.0% | ||||
118,289 | (1) | Alibaba Group Holding Ltd. ADR | 25,514,937 | 5.7 |
2,509,000 | (2) | Budweiser Brewing Co. APAC Ltd. | 7,344,928 | 1.6 |
1,557,600 | China Gas Holdings Ltd. | 4,825,241 | 1.1 | |
393,211 | Foshan Haitian Flavouring & Food Co. Ltd. - A Shares | 6,926,044 | 1.6 | |
133,173 | (1) | JD.com, Inc. ADR | 8,014,351 | 1.8 |
24,400 | Kweichow Moutai Co. Ltd. - A Shares (Shanghai) | 5,067,091 | 1.1 | |
461,277 | (1) | Meituan Dianping- Class B | 10,307,870 | 2.3 |
702,200 | Midea Group Co. Ltd. - A Shares | 5,952,991 | 1.3 | |
24,439 | NetEase, Inc. ADR | 10,493,618 | 2.4 | |
51,303 | (1) | New Oriental Education & Technology Group, Inc. ADR | 6,681,190 | 1.5 |
2,666,475 | Ping An Bank Co. Ltd. - A Shares | 4,843,781 | 1.1 | |
819,000 | Ping An Insurance Group Co. of China Ltd. - H Shares | 8,164,604 | 1.8 | |
79,221 | Shenzhen Mindray Bio-Medical Electronics Co. Ltd. - A Shares | 3,423,710 | 0.8 | |
498,700 | Shenzhou International Group Holdings Ltd. | 6,062,803 | 1.4 | |
346,700 | Sunny Optical Technology Group Co. Ltd. | 5,579,959 | 1.3 | |
343,200 | Tencent Holdings Ltd. | 21,991,540 | 4.9 | |
464,000 | (1),(2) | Wuxi Biologics Cayman, Inc. - H Shares | 8,517,006 | 1.9 |
131,623 | Yum China Holdings, Inc. | 6,327,117 | 1.4 | |
156,038,781 | 35.0 | |||
Egypt: 0.8% | ||||
901,337 | Commercial International Bank Egypt SAE REG GDR | 3,493,373 | 0.8 | |
Hong Kong: 6.2% | ||||
1,388,200 | AIA Group Ltd. | 12,990,227 | 2.9 | |
114,700 | Hong Kong Exchanges and Clearing Ltd. | 4,885,272 | 1.1 | |
1,003,000 | Techtronic Industries Co., Ltd. | 9,924,239 | 2.2 | |
27,799,738 | 6.2 | |||
Hungary: 0.8% | ||||
100,241 | (1) | OTP Bank Nyrt | 3,524,004 | 0.8 |
India: 18.9% | ||||
157,893 | Asian Paints Ltd. | 3,530,044 | 0.8 | |
81,800 | Britannia Industries Ltd. | 3,912,000 | 0.9 | |
325,423 | HDFC Bank Ltd. ADR | 14,793,730 | 3.3 | |
13,614 | HDFC Bank Ltd. | 191,352 | 0.0 | |
859,991 | (1),(2) | HDFC Life Insurance Co., Ltd. | 6,281,504 | 1.4 |
176,755 | Hindustan Unilever Ltd. | 5,110,126 | 1.2 | |
690,674 | Housing Development Finance Corp. | 16,059,636 | 3.6 | |
289,437 | IndusInd Bank Ltd. | 1,823,729 | 0.4 | |
1,600,091 | ITC Ltd. | 4,131,582 | 0.9 | |
444,298 | Kotak Mahindra Bank Ltd. | 8,019,587 | 1.8 | |
56,907 | Maruti Suzuki India Ltd. | 4,405,288 | 1.0 | |
315,002 | Reliance Industries Ltd. | 7,165,168 | 1.6 | |
320,344 | Tata Consultancy Services Ltd. | 8,818,278 | 2.0 | |
84,242,024 | 18.9 | |||
Indonesia: 2.2% | ||||
3,073,000 | Bank Central Asia Tbk PT | 6,148,462 | 1.4 | |
17,828,000 | Bank Rakyat Indonesia | 3,805,264 | 0.8 | |
9,953,726 | 2.2 | |||
Macau: 1.2% | ||||
1,359,200 | Sands China Ltd. | 5,354,213 | 1.2 | |
Mexico: 2.0% | ||||
1,223,477 | Grupo Financiero Banorte | 4,233,424 | 1.0 | |
1,899,277 | Wal-Mart de Mexico SAB de CV | 4,542,333 | 1.0 | |
8,775,757 | 2.0 | |||
Panama: 0.6% | ||||
51,730 | Copa Holdings S.A.- Class A | 2,615,469 | 0.6 | |
Peru: 0.6% | ||||
19,807 | Credicorp Ltd. | 2,647,602 | 0.6 | |
Portugal: 1.5% | ||||
376,762 | Jeronimo Martins SGPS SA | 6,593,287 | 1.5 | |
Russia: 0.7% | ||||
1,173,548 | Sberbank of Russia PJSC | 3,355,098 | 0.7 | |
Singapore: 2.6% | ||||
108,987 | (1),(3) | Sea Ltd. ADR | 11,687,766 | 2.6 |
South Africa: 2.5% | ||||
375,937 | Bid Corp. Ltd. | 6,173,195 | 1.4 | |
73,031 | Capitec Bank Holdings Ltd. | 3,629,660 | 0.8 | |
152,435 | (3) | Mr Price Group Ltd. | 1,260,498 | 0.3 |
11,063,353 | 2.5 |
See Accompanying Notes to Financial Statements
5
VY® JPMORGAN EMERGING MARKETS EQUITY Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2020 (Unaudited) (CONTINUED) |
South Korea: 5.6% | ||||
11,119 | NCSoft Corp. | 8,271,727 | 1.8 | |
381,692 | Samsung Electronics Co., Ltd. | 16,896,601 | 3.8 | |
25,168,328 | 5.6 | |||
Spain: 0.0% | ||||
83,170 | Prosegur Cia de Seguridad SA | 193,998 | 0.0 | |
Taiwan: 6.4% | ||||
221,000 | President Chain Store Corp. | 2,223,188 | 0.5 | |
292,042 | Taiwan Semiconductor Manufacturing Co., Ltd. ADR | 16,579,224 | 3.7 | |
908,223 | Taiwan Semiconductor Manufacturing Co., Ltd. | 9,699,386 | 2.2 | |
28,501,798 | 6.4 | |||
Turkey: 1.3% | ||||
367,200 | BIM Birlesik Magazalar AS | 3,640,633 | 0.8 | |
213,710 | Ford Otomotiv Sanayi AS | 2,217,663 | 0.5 | |
5,858,296 | 1.3 | |||
United States: 2.4% | ||||
43,271 | (1) | EPAM Systems, Inc. | 10,904,725 | 2.4 |
Total Common Stock | ||||
(Cost $316,024,270) | 442,432,096 | 99.1 | ||
PREFERRED STOCK: 0.4% | ||||
Brazil: 0.4% | ||||
389,246 | Itau Unibanco Holding S.A. | 1,839,543 | 0.4 | |
Total Preferred Stock | ||||
(Cost $2,767,423) | 1,839,543 | 0.4 | ||
Total Long-Term Investments | ||||
(Cost $318,791,693) | 444,271,639 | 99.5 |
Principal Amount† | Value | Percentage of Net Assets | ||
SHORT-TERM INVESTMENTS: 3.7% | ||||
Repurchase Agreements: 3.0% | ||||
1,170,969 | (4) | BNP Paribas S.A., Repurchase Agreement dated 06/30/20, 0.24%, due 07/01/20 (Repurchase Amount $1,170,977, collateralized by various U.S. Government Securities, 1.106%-6.500%, Market Value plus accrued interest $1,229,517, due 08/15/20-03/19/40) | 1,170,969 | 0.3 |
2,624,359 | (4) | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/20, 0.10%, due 07/01/20 (Repurchase Amount $2,624,366, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $2,676,846, due 08/01/20-02/20/70) | 2,624,359 | 0.6 |
1,498,617 | (4) | Citadel Securities LLC, Repurchase Agreement dated 06/30/20, 0.15%, due 07/01/20 (Repurchase Amount $1,498,623, collateralized by various U.S. Government Securities, 0.000%-7.625%, Market Value plus accrued interest $1,528,596, due 07/31/20-11/15/49) | 1,498,617 | 0.4 |
3,043,217 | (4) | Citigroup, Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $3,043,225, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $3,104,081, due 07/31/21-05/20/70) | 3,043,217 | 0.7 |
1,934,006 | (4) | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,934,011, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $1,972,686, due 07/31/20-07/01/50) | 1,934,006 | 0.4 |
2,803,833 | (4) | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/20, 0.24%, due 07/01/20 (Repurchase Amount $2,803,851, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $2,866,409, due 01/15/22-02/15/47) | 2,803,833 | 0.6 |
See Accompanying Notes to Financial Statements
6
VY® JPMORGAN EMERGING MARKETS EQUITY Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2020 (Unaudited) (CONTINUED) |
Total Repurchase Agreements | ||||
(Cost $13,075,001) | 13,075,001 | 3.0 |
Shares | Value | Percentage of Net Assets | ||||
Mutual Funds: 0.7% | ||||||
3,250,221 | (5) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.100% | ||||
(Cost $3,250,221) | 3,250,221 | 0.7 | ||||
Total Short-Term Investments | ||||||
(Cost $16,325,222) | 16,325,222 | 3.7 | ||||
Total Investments in Securities (Cost $335,116,915) | $ 460,596,861 | 103.2 | ||||
Liabilities in Excess of Other Assets | (14,347,749) | (3.2) | ||||
Net Assets | $ 446,249,112 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
ADR | American Depositary Receipt |
GDR | Global Depositary Receipt |
(1) | Non-income producing security. |
(2) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
(3) | Security, or a portion of the security, is on loan. |
(4) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
(5) | Rate shown is the 7-day yield as of June 30, 2020. |
See Accompanying Notes to Financial Statements
7
VY® T. Rowe Price Capital Appreciation Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2020 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||
COMMON STOCK: 65.9% | ||||
Communication Services: 4.1% | ||||
7,804 | (1) | Alphabet, Inc. - Class A | $ 11,066,462 | 0.2 |
125,326 | (1),(2) | Alphabet, Inc. - Class C | 177,162,087 | 2.5 |
452,900 | (1) | Facebook, Inc.- Class A | 102,840,003 | 1.4 |
291,068,552 | 4.1 | |||
Consumer Discretionary: 6.3% | ||||
55,400 | (1) | Amazon.com, Inc. | 152,838,628 | 2.1 |
443,203 | (1),(2),(3) | Aptiv PLC | 34,534,378 | 0.5 |
1,498,212 | Hilton Worldwide Holdings, Inc. | 110,043,671 | 1.5 | |
564,697 | Marriott International, Inc. | 48,411,474 | 0.7 | |
1,260,080 | (2) | Yum! Brands, Inc. | 109,513,553 | 1.5 |
455,341,704 | 6.3 | |||
Consumer Staples: 1.7% | ||||
4,341,666 | (3) | Keurig Dr Pepper, Inc. | 123,303,315 | 1.7 |
Financials: 5.5% | ||||
323,100 | CME Group, Inc. | 52,516,674 | 0.7 | |
1,188,249 | Intercontinental Exchange, Inc. | 108,843,608 | 1.5 | |
1,839,942 | Marsh & McLennan Cos., Inc. | 197,554,573 | 2.8 | |
322,583 | PNC Financial Services Group, Inc. | 33,938,957 | 0.5 | |
392,853,812 | 5.5 | |||
Health Care: 14.6% | ||||
1,075,346 | (1) | Alcon, Inc. | 61,788,552 | 0.9 |
1,687,590 | (1) | Avantor, Inc. | 28,689,030 | 0.4 |
782,842 | (2) | Becton Dickinson & Co. | 187,310,605 | 2.6 |
1,324,554 | (1) | Boston Scientific Corp. | 46,505,091 | 0.7 |
860,760 | Danaher Corp. | 152,208,191 | 2.1 | |
2,098,566 | (1),(3) | Envista Holdings Corp. | 44,258,757 | 0.6 |
417,977 | Humana, Inc. | 162,070,582 | 2.3 | |
1,120,682 | PerkinElmer, Inc. | 109,927,697 | 1.5 | |
382,127 | Thermo Fisher Scientific, Inc. | 138,459,897 | 1.9 | |
400,278 | UnitedHealth Group, Inc. | 118,061,996 | 1.6 | |
1,049,280,398 | 14.6 | |||
Industrials: 8.4% | ||||
2,573,458 | Fortive Corp. | 174,120,168 | 2.4 | |
38,588,317 | General Electric Co. | 263,558,205 | 3.7 | |
2,658,153 | (1),(3) | Ingersoll Rand, Inc. | 74,747,263 | 1.1 |
136,666 | (2) | Roper Technologies, Inc. | 53,061,941 | 0.7 |
382,748 | Waste Connections, Inc. | 35,897,935 | 0.5 | |
601,385,512 | 8.4 | |||
Information Technology: 14.2% | ||||
1,773,231 | (1) | Fiserv, Inc. | 173,102,810 | 2.4 |
767,960 | (2) | Global Payments, Inc. | 130,261,375 | 1.8 |
1,064,648 | Maxim Integrated Products | 64,528,315 | 0.9 | |
1,795,000 | Microsoft Corp. | 365,300,450 | 5.1 | |
1,155,120 | NXP Semiconductor NV - NXPI - US | 131,729,885 | 1.9 | |
453,914 | TE Connectivity Ltd. | 37,016,687 | 0.5 | |
606,928 | (2) | Visa, Inc. - Class A | 117,240,282 | 1.6 |
1,019,179,804 | 14.2 | |||
Materials: 1.3% | ||||
437,010 | Linde Public Ltd. | 92,694,191 | 1.3 | |
Utilities: 9.8% | ||||
881,288 | Alliant Energy Corp. | 42,160,818 | 0.6 | |
1,670,051 | Ameren Corp. | 117,504,788 | 1.6 | |
2,692,163 | American Electric Power Co., Inc. | 214,403,861 | 3.0 | |
570,427 | (3) | Atmos Energy Corp. | 56,803,121 | 0.8 |
2,051,100 | Exelon Corp. | 74,434,419 | 1.0 | |
173,772 | NextEra Energy, Inc. | 41,734,821 | 0.6 | |
4,086,418 | NiSource, Inc. | 92,925,145 | 1.3 | |
1,045,183 | Xcel Energy, Inc. | 65,323,938 | 0.9 | |
705,290,911 | 9.8 | |||
Total Common Stock | ||||
(Cost $4,208,241,899) | 4,730,398,199 | 65.9 | ||
PREFERRED STOCK: 4.7% | ||||
Consumer Discretionary: 0.6% | ||||
576,340 | (1),(4),(5) | Aurora Innovation, Inc., - Series B | 5,325,555 | 0.1 |
413,251 | (1),(4),(5) | Waymo LLC., Series A-2 | 35,484,706 | 0.5 |
40,810,261 | 0.6 | |||
Financials: 1.2% | ||||
106,985 | (1),(6) | Charles Schwab Corp. - Series C | 2,727,048 | 0.0 |
23,000 | (1),(3),(6) | Charles Schwab Corp. - Series D | 595,240 | 0.0 |
25,061 | (1),(6) | JPMorgan Chase & Co. | 662,111 | 0.0 |
162,717 | (1),(3),(6) | US Bancorp | 4,246,914 | 0.1 |
74,025 | (1),(6),(7) | US Bancorp - Series G | 1,930,572 | 0.0 |
59,439 | (1) | Wells Fargo & Co. | 77,092,383 | 1.1 |
87,254,268 | 1.2 | |||
Health Care: 1.0% | ||||
837,712 | (1),(3) | Avantor, Inc. | 48,084,669 | 0.7 |
227,135 | (1) | Boston Scientific Corp. | 23,778,763 | 0.3 |
71,863,432 | 1.0 | |||
Industrials: 0.2% | ||||
16,412 | (1) | Fortive Corp. | 14,134,179 | 0.2 |
Utilities: 1.7% | ||||
160,390 | (1),(6) | Alabama Power Co. | 4,125,231 | 0.0 |
167,576 | (1),(3) | American Electric Power Co., Inc. | 8,112,354 | 0.1 |
983,000 | (1),(6) | CMS Energy Corp. | 25,764,430 | 0.4 |
736,056 | (1),(6) | CMS Energy Corp. | 18,828,312 | 0.3 |
554,498 | (1),(6) | DTE Energy Co. | 13,928,990 | 0.2 |
523,193 | (1),(6) | Duke Energy Corp. | 13,880,310 | 0.2 |
413,720 | (1) | NextEra Energy, Inc. | 17,562,414 | 0.2 |
525,000 | (1),(6),(7) | NiSource, Inc. | 13,550,250 | 0.2 |
16,757 | (1),(6),(7) | SCE Trust III | 362,957 | 0.0 |
See Accompanying Notes to Financial Statements
8
VY® T. Rowe Price Capital Appreciation Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2020 (Unaudited) (CONTINUED) |
494,804 | (1),(3),(6),(7) | SCE Trust IV | 10,064,313 | 0.1 |
126,179,561 | 1.7 | |||
Total Preferred Stock | ||||
(Cost $336,147,841) | 340,241,701 | 4.7 | ||
Principal Amount† | Value | Percentage of Net Assets | ||
CORPORATE BONDS/NOTES: 11.3% | ||||
Communications: 3.5% | ||||
8,415,000 | (8) | CCO Holdings LLC / CCO Holdings Capital Corp., 4.000%, 03/01/2023 | 8,462,250 | 0.1 |
25,960,000 | (8) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/2027 | 26,895,858 | 0.4 |
38,178,000 | (8) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.000%, 02/01/2028 | 39,456,963 | 0.6 |
10,021,000 | (8) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.875%, 04/01/2024 | 10,344,177 | 0.1 |
3,026,000 | Level 3 Financing, Inc., 5.375%, 08/15/2022 | 3,028,391 | 0.0 | |
25,880,000 | (3) | Netflix, Inc., 4.375%, 11/15/2026 | 26,979,382 | 0.4 |
30,010,000 | Netflix, Inc., 4.875%, 04/15/2028 | 32,137,709 | 0.5 | |
1,990,000 | Netflix, Inc., 5.500%, 02/15/2022 | 2,081,291 | 0.0 | |
10,975,000 | (3) | Netflix, Inc., 5.875%, 02/15/2025 | 12,234,875 | 0.2 |
42,795,000 | (3) | Netflix, Inc., 5.875%, 11/15/2028 | 48,747,143 | 0.7 |
23,355,000 | Netflix, Inc., 6.375%, 05/15/2029 | 27,248,045 | 0.4 | |
1,070,000 | (3),(8) | Sirius XM Radio, Inc., 3.875%, 08/01/2022 | 1,077,827 | 0.0 |
6,110,000 | (8) | Sirius XM Radio, Inc., 4.625%, 05/15/2023 | 6,159,522 | 0.1 |
2,870,000 | T-Mobile USA, Inc., 6.000%, 03/01/2023 | 2,886,847 | 0.0 | |
1,410,000 | T-Mobile USA, Inc., 6.500%, 01/15/2026 | 1,475,121 | 0.0 | |
249,215,401 | 3.5 | |||
Consumer, Cyclical: 3.0% | ||||
12,070,000 | (3) | Cedar Fair L.P. / Canada's Wonderland Co. / Magnum Management Corp. / Millennium Op, 5.375%, 04/15/2027 | 10,837,713 | 0.2 |
15,158,000 | (3) | Cedar Fair L.P. / Canada's Wonderland Co. / Magnum Management Corp., 5.375%, 06/01/2024 | 14,408,058 | 0.2 |
13,330,000 | (3),(8) | Cedar Fair L.P., 5.250%, 07/15/2029 | 12,074,447 | 0.2 |
2,553,052 | Continental Airlines 2012-1 Class A Pass Through Trust, 4.150%, 10/11/2025 | 2,396,925 | 0.0 | |
4,260,000 | Hilton Domestic Operating Co., Inc., 4.250%, 09/01/2024 | 4,148,580 | 0.1 | |
28,280,000 | (8) | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 4.750%, 06/01/2027 | 29,069,154 | 0.4 |
14,430,000 | (8) | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 5.000%, 06/01/2024 | 14,738,153 | 0.2 |
20,154,000 | (8) | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC, 5.250%, 06/01/2026 | 20,721,436 | 0.3 |
2,340,000 | Marriott International, Inc./MD, 0.968%, (US0003M + 0.650%), 03/08/2021 | 2,317,750 | 0.0 | |
2,175,000 | Marriott International, Inc./MD, 3.125%, 06/15/2026 | 2,117,352 | 0.0 | |
4,960,000 | (8) | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd., 6.500%, 06/20/2027 | 4,949,187 | 0.1 |
15,084,000 | (3),(8) | Six Flags Entertainment Corp., 4.875%, 07/31/2024 | 13,528,538 | 0.2 |
16,692,000 | (3),(8) | Six Flags Entertainment Corp., 5.500%, 04/15/2027 | 14,939,340 | 0.2 |
3,205,000 | (3),(8) | Six Flags Theme Parks, Inc., 7.000%, 07/01/2025 | 3,327,191 | 0.0 |
1,753,379 | US Airways 2010-1 Class A Pass Through Trust, 6.250%, 10/22/2024 | 1,498,000 | 0.0 | |
360,020 | US Airways 2012-2 Class A Pass Through Trust, 4.625%, 12/03/2026 | 305,727 | 0.0 | |
624,022 | US Airways 2012-2 Class B Pass Through Trust, 6.750%, 12/03/2022 | 504,806 | 0.0 | |
2,106,237 | US Airways 2013-1 Class A Pass Through Trust, 3.950%, 05/15/2027 | 1,745,118 | 0.0 | |
713,250 | US Airways 2013-1 Class B Pass Through Trust, 5.375%, 05/15/2023 | 580,396 | 0.0 | |
19,225,000 | Yum! Brands, Inc., 3.750%, 11/01/2021 | 19,438,878 | 0.3 | |
11,820,000 | Yum! Brands, Inc., 3.875%, 11/01/2020 | 11,862,670 | 0.2 |
See Accompanying Notes to Financial Statements
9
VY® T. Rowe Price Capital Appreciation Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2020 (Unaudited) (CONTINUED) |
8,160,000 | (3) | Yum! Brands, Inc., 3.875%, 11/01/2023 | 8,424,343 | 0.1 |
2,175,000 | (8) | Yum! Brands, Inc., 4.750%, 01/15/2030 | 2,213,530 | 0.0 |
13,525,000 | Yum! Brands, Inc., 5.350%, 11/01/2043 | 13,119,250 | 0.2 | |
5,885,000 | Yum! Brands, Inc., 6.875%, 11/15/2037 | 6,351,651 | 0.1 | |
215,618,193 | 3.0 | |||
Consumer, Non-cyclical: 1.9% | ||||
14,900,000 | (8) | Avantor, Inc., 6.000%, 10/01/2024 | 15,585,400 | 0.2 |
61,769,000 | (8) | Avantor, Inc., 9.000%, 10/01/2025 | 66,633,309 | 0.9 |
6,885,000 | Elanco Animal Health, Inc., 4.662%, 08/27/2021 | 7,052,822 | 0.1 | |
6,710,000 | (8) | Hologic, Inc., 4.375%, 10/15/2025 | 6,793,170 | 0.1 |
2,345,000 | (8) | Korn Ferry, 4.625%, 12/15/2027 | 2,286,375 | 0.0 |
9,125,000 | (8) | Refinitiv US Holdings, Inc., 6.250%, 05/15/2026 | 9,693,624 | 0.1 |
11,030,000 | (8) | Refinitiv US Holdings, Inc., 8.250%, 11/15/2026 | 11,956,355 | 0.2 |
5,925,000 | (3) | Service Corp. International/US, 5.375%, 05/15/2024 | 6,051,528 | 0.1 |
4,695,000 | Teleflex, Inc., 4.625%, 11/15/2027 | 4,974,470 | 0.1 | |
7,275,000 | (3) | Teleflex, Inc., 4.875%, 06/01/2026 | 7,532,972 | 0.1 |
138,560,025 | 1.9 | |||
Energy: 0.1% | ||||
3,855,000 | NuStar Logistics L.P., 4.800%, 09/01/2020 | 3,868,916 | 0.1 | |
Financial: 1.0% | ||||
8,400,000 | (7) | Bank of New York Mellon Corp., 3.726%, (US0003M + 3.420%), 12/31/2199 | 7,969,831 | 0.1 |
4,865,000 | (7) | Bank of New York Mellon Corp., 4.625%, 12/31/2199 | 4,817,564 | 0.1 |
16,343,000 | (8) | HUB International Ltd., 7.000%, 05/01/2026 | 16,359,425 | 0.2 |
6,795,000 | (7) | PNC Financial Services Group, Inc./The, 5.000%, 12/31/2199 | 6,907,935 | 0.1 |
3,510,000 | (8) | SBA Communications Corp., 3.875%, 02/15/2027 | 3,500,190 | 0.0 |
13,150,000 | SBA Communications Corp., 4.000%, 10/01/2022 | 13,327,722 | 0.2 | |
5,010,000 | SBA Communications Corp., 4.875%, 09/01/2024 | 5,141,963 | 0.1 | |
6,640,000 | (7) | State Street Corp., 5.250%, 12/31/2199 | 6,338,520 | 0.1 |
6,360,000 | (8) | USI, Inc./NY, 6.875%, 05/01/2025 | 6,435,461 | 0.1 |
70,798,611 | 1.0 | |||
Industrial: 1.0% | ||||
52,355,000 | (3),(7) | General Electric Co., 5.000%, 12/31/2199 | 41,184,819 | 0.6 |
1,500,000 | Lennox International, Inc., 3.000%, 11/15/2023 | 1,549,220 | 0.0 | |
7,425,000 | (8) | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 4.719%, (US0003M + 3.500%), 07/15/2021 | 7,390,214 | 0.1 |
6,845,000 | (8) | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 5.125%, 07/15/2023 | 6,935,320 | 0.1 |
4,220,000 | (8) | Sensata Technologies BV, 4.875%, 10/15/2023 | 4,393,590 | 0.0 |
5,100,000 | (8) | Sensata Technologies BV, 5.000%, 10/01/2025 | 5,443,255 | 0.1 |
1,430,000 | (8) | Sensata Technologies BV, 5.625%, 11/01/2024 | 1,521,012 | 0.0 |
5,885,000 | (3) | Welbilt, Inc., 9.500%, 02/15/2024 | 5,649,600 | 0.1 |
850,000 | Xylem, Inc./NY, 4.875%, 10/01/2021 | 895,042 | 0.0 | |
74,962,072 | 1.0 | |||
Technology: 0.7% | ||||
2,840,000 | (8) | Sensata Technologies UK Financing Co. PLC, 6.250%, 02/15/2026 | 2,953,074 | 0.0 |
47,166,000 | (3),(8) | Solera LLC / Solera Finance, Inc., 10.500%, 03/01/2024 | 48,205,303 | 0.7 |
51,158,377 | 0.7 | |||
Utilities: 0.1% | ||||
9,465,000 | (3),(7) | NiSource, Inc., 5.650%, 12/31/2199 | 9,043,713 | 0.1 |
Total Corporate Bonds/Notes | ||||
(Cost $797,395,271) | 813,225,308 | 11.3 | ||
BANK LOANS: 10.5% | ||||
Basic Materials: 0.0% | ||||
3,048,658 | H.B. Fuller Co. 1st Lien Term Loan B, 2.190%, (US0001M + 2.000%), 10/20/2024 | 2,955,292 | 0.0 | |
Consumer, Cyclical: 0.7% | ||||
24,685,000 | Formula One TL B3 1L, 3.500%, (US0003M + 2.500%), 02/01/2024 | 23,574,175 | 0.3 |
See Accompanying Notes to Financial Statements
10
VY® T. Rowe Price Capital Appreciation Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2020 (Unaudited) (CONTINUED) |
5,211,997 | Four Seasons Hotels Ltd. - TL B 1L, 2.296%, (US0003M + 2.000%), 11/30/2023 | 4,964,427 | 0.1 | |
9,141,115 | Life Time, Inc. 2017 Term Loan B 1L, 3.750%, (US0003M + 2.750%), 06/10/2022 | 8,127,978 | 0.1 | |
10,920,000 | Mileage Plus Holdings LLC 2020 Term Loan B, 5.412%, (US0001M + 5.250%), 06/25/2027 | 10,860,530 | 0.2 | |
47,527,110 | 0.7 | |||
Consumer, Non-cyclical: 3.3% | ||||
439,970 | Gartner, Inc. - TL A 1L, 2.305%, (US0003M + 2.000%), 03/20/2022 | 436,670 | 0.0 | |
20,980,000 | Loire Finco Luxembourg Sarl - TL B 1L, 3.678%, (US0003M + 3.250%), 01/24/2027 | 20,193,250 | 0.3 | |
15,225,000 | NVA Holdings Inc. - TL A-3 1L, 2.438%, (US0003M + 2.250%), 09/19/2022 | 15,072,750 | 0.2 | |
352,114 | Prestige Brands, Inc. Term Loan B4, 2.178%, (US0001M + 2.000%), 01/26/2024 | 347,272 | 0.0 | |
182,850,412 | Refinitiv - TL B 1L, 3.428%, (US0001M + 3.750%), 10/01/2025 | 179,124,835 | 2.5 | |
23,590,006 | Sunshine Luxembourg VII Sarl - TL B 1L, 5.322%, (US0003M + 4.250%), 07/17/2026 | 22,621,141 | 0.3 | |
237,795,918 | 3.3 | |||
Financial: 2.4% | ||||
1,322,935 | Alliant Holdings Intermediate, LLC Term Loan B 1L, 2.924%, (US0003M + 3.000%), 05/09/2025 | 1,256,788 | 0.0 | |
2,044,085 | AmWINS Group, Inc. - TL B 1L, 3.750%, (US0003M + 2.750%), 01/25/2024 | 1,991,705 | 0.0 | |
24,384,853 | HUB International Ltd. - TL B 1L, 5.000%, (US0001M + 4.000%), 04/25/2025 | 24,134,226 | 0.4 | |
111,568,456 | HUB International Ltd. TL B 1L, 4.020%, (US0001M + 3.000%), 04/25/2025 | 106,687,336 | 1.5 | |
31,457,082 | USI Inc/NY - TL B 1L, 3.308%, (US0003M + 3.000%), 05/16/2024 | 29,947,142 | 0.4 | |
7,255,000 | USI, Inc. Term Loan B 1L, 4.500%, (US0001M + 4.000%), 12/02/2026 | 7,050,953 | 0.1 | |
171,068,150 | 2.4 | |||
Health Care: 0.3% | ||||
2,164,575 | CPI Holdco, LLC 2019 TL 1L, 5.701%, (US0003M + 4.250%), 11/04/2026 | 2,094,227 | 0.0 | |
19,354,005 | Emerald TopCo Inc Term Loan, 4.259%, (US0003M + 3.500%), 07/24/2026 | 18,737,096 | 0.3 | |
20,831,323 | 0.3 | |||
Industrial: 0.1% | ||||
2,823,318 | Filtration Group Corp. 2018 1st Lien Term Loan, 3.178%, (US0003M + 3.000%), 03/31/2025 | 2,720,973 | 0.1 | |
3,050,000 | Welbilt, Inc. 2018 Term Loan B 1L, 2.678%, (US0003M + 2.500%), 10/23/2025 | 2,638,250 | 0.0 | |
5,359,223 | 0.1 | |||
Industrial Equipment: 0.0% | ||||
2,080,000 | Gardner Denver, Inc. 2020 USD Term Loan B, 3.052%, (US0003M + 2.750%), 03/01/2027 | 2,031,900 | 0.0 | |
Materials: 0.3% | ||||
21,575,000 | Thyssenkrupp AG - TL B 1L, 4.420%, (US0001M + 3.500%), 06/30/2027 | 21,143,505 | 0.3 | |
Technology: 3.4% | ||||
66,918,312 | Cypress Intermediate Holdings III Inc TL B 1L, 4.000%, (US0001M + 3.000%), 04/29/2024 | 64,710,007 | 0.9 | |
77,461,707 | Kronos Inc./MA - TL B 1L, 3.179%, (US0003M + 3.000%), 11/01/2023 | 77,389,048 | 1.1 | |
2,853,438 | Ultimate Software Group, Inc. - TL 1L, 3.928%, (US0003M + 3.750%), 05/04/2026 | 2,768,345 | 0.0 | |
96,905,000 | Ultimate Software Group, Inc. TL 1L, 4.052%, (US0003M + 3.750%), 05/03/2026 | 95,961,920 | 1.3 | |
3,050,000 | Ultimate Software Group, Inc. TL 2L, 6.912%, (US0001M + 6.750%), 05/03/2027 | 3,109,094 | 0.1 | |
243,938,414 | 3.4 | |||
Total Bank Loans | ||||
(Cost $761,767,031) | 752,650,835 | 10.5 | ||
ASSET-BACKED SECURITIES: 0.4% | ||||
Other Asset-Backed Securities: 0.4% | ||||
7,968,675 | (8) | Domino's Pizza Master Issuer LLC 2017-1A A23, 4.118%, 07/25/2047 | 8,626,798 | 0.1 |
See Accompanying Notes to Financial Statements
11
VY® T. Rowe Price Capital Appreciation Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2020 (Unaudited) (CONTINUED) |
7,457,175 | (8) | Domino's Pizza Master Issuer LLC 2018-1A A2I, 4.116%, 07/25/2048 | 7,971,688 | 0.1 |
3,691,450 | (8) | Domino's Pizza Master Issuer LLC 2019-1A A2, 3.668%, 10/25/2049 | 3,871,741 | 0.1 |
5,037,825 | (8) | Wendys Funding LLC 2018-1A A2I, 3.573%, 03/15/2048 | 5,227,751 | 0.1 |
Total Asset-Backed Securities | ||||
(Cost $23,949,807) | 25,697,978 | 0.4 | ||
Total Long-Term Investments | ||||
(Cost $6,127,501,849) | 6,662,214,021 | 92.8 | ||
SHORT-TERM INVESTMENTS: 12.9% | ||||
Floating Rate Notes: 0.0% | ||||
1,775,000 | (9) | Bank of Montreal, 0.200%, 07/13/2020 | ||
(Cost $1,775,038) | 1,775,038 | 0.0 | ||
Repurchase Agreements: 2.4% | ||||
5,798,186 | (9) | Amherst Pierpoint Securities LLC, Repurchase Agreement dated 06/30/20, 0.14%, due 07/01/20 (Repurchase Amount $5,798,208, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $5,914,150, due 08/13/20-05/20/70) | 5,798,186 | 0.1 |
15,353,238 | (9) | BNP Paribas S.A., Repurchase Agreement dated 06/30/20, 0.07%-0.24%, due 07/01/20 (Repurchase Amount $15,353,325, collateralized by various U.S. Government Securities, 0.000%-6.500%, Market Value plus accrued interest $16,030,565, due 08/15/20-02/15/48) | 15,353,238 | 0.2 |
34,738,495 | (9) | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/20, 0.10%, due 07/01/20 (Repurchase Amount $34,738,590, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $35,433,265, due 08/01/20-02/20/70) | 34,738,495 | 0.5 |
6,817,967 | (9) | CF Secured LLC, Repurchase Agreement dated 06/30/20, 0.10%, due 07/01/20 (Repurchase Amount $6,817,986, collateralized by various U.S. Government/U.S. Government Agency Obligations, 2.500%-5.500%, Market Value plus accrued interest $6,954,326, due 01/01/29-06/01/50) | 6,817,967 | 0.1 |
14,641,807 | (9) | Citadel Securities LLC, Repurchase Agreement dated 06/30/20, 0.15%, due 07/01/20 (Repurchase Amount $14,641,867, collateralized by various U.S. Government Securities, 0.000%-7.625%, Market Value plus accrued interest $14,934,706, due 07/31/20-11/15/49) | 14,641,807 | 0.2 |
44,235,081 | (9) | Citigroup, Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $44,235,190, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $45,119,785, due 07/31/21-05/20/70) | 44,235,081 | 0.6 |
See Accompanying Notes to Financial Statements
12
VY® T. Rowe Price Capital Appreciation Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2020 (Unaudited) (CONTINUED) |
8,925,569 | (9) | Industrial & Comm. Bank of China, Repurchase Agreement dated 06/30/20, 0.11%, due 07/01/20 (Repurchase Amount $8,925,596, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $9,104,080, due 07/15/20-06/01/50) | 8,925,569 | 0.1 | ||
2,624,346 | (9) | Palafox Trading LLC, Repurchase Agreement dated 06/30/20, 0.15%, due 07/01/20 (Repurchase Amount $2,624,357, collateralized by various U.S. Government Securities, 1.375%-2.000%, Market Value plus accrued interest $2,676,845, due 01/31/22-08/15/25) | 2,624,346 | 0.1 | ||
2,585,811 | (9) | Royal Bank of Canada, Repurchase Agreement dated 06/30/20, 0.26%, due 07/01/20 (Repurchase Amount $2,585,829, collateralized by various U.S. Government Securities, 0.000%-8.700%, Market Value plus accrued interest $2,700,764, due 10/27/20-05/27/40) | 2,585,811 | 0.0 | ||
36,020,404 | (9) | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/20, 0.24%, due 07/01/20 (Repurchase Amount $36,020,641, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $36,824,307, due 01/15/22-02/15/47) | 36,020,404 | 0.5 | ||
Total Repurchase Agreements | ||||||
(Cost $171,740,904) | 171,740,904 | 2.4 | ||||
Shares | Value | Percentage of Net Assets | ||||
Mutual Funds: 10.5% | ||||||
5,512,000 | (9),(10) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.100% | 5,512,000 | 0.1 | ||
5,512,000 | (9),(10) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.150% | 5,512,000 | 0.1 | ||
5,512,000 | (9),(10) | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.050% | 5,512,000 | 0.1 | ||
734,303,812 | (10) | T. Rowe Price Government Reserve Fund, 0.140% | 734,303,811 | 10.2 | ||
Total Mutual Funds | ||||||
(Cost $750,839,811) | 750,839,811 | 10.5 | ||||
Total Short-Term Investments | ||||||
(Cost $924,355,753) | 924,355,753 | 12.9 | ||||
Total Investments in Securities (Cost $7,051,857,602) | $ 7,586,569,774 | 105.7 | ||||
Liabilities in Excess of Other Assets | (405,997,607) | (5.7) | ||||
Net Assets | $ 7,180,572,167 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Non-income producing security. |
(2) | All or a portion of this security is pledged to cover open written call options at June 30, 2020. |
(3) | Security, or a portion of the security, is on loan. |
(4) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
(5) | Restricted security as to resale, excluding Rule 144A securities. As of June 30, 2020, the Portfolio held restricted securities with a fair value of $40,810,261 or 0.6% of net assets. Please refer to the table below for additional details. |
(6) | Preferred Stock may be called prior to convertible date. |
(7) | Variable rate security. Rate shown is the rate in effect as of June 30, 2020. |
(8) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
(9) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
(10) | Rate shown is the 7-day yield as of June 30, 2020. |
Reference Rate Abbreviations: | |
US0001M | 1-month LIBOR |
US0003M | 3-month LIBOR |
See Accompanying Notes to Financial Statements
13
VY® T. Rowe Price Equity Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2020 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||
COMMON STOCK: 95.0% | ||||
Communication Services: 5.4% | ||||
20,501 | AT&T, Inc. | $ 619,745 | 0.2 | |
121,783 | Comcast Corp. – Class A | 4,747,101 | 1.6 | |
118,560 | Fox Corp. - Class B | 3,182,151 | 1.1 | |
242,534 | News Corp - Class A | 2,876,453 | 1.0 | |
38,575 | Verizon Communications, Inc. | 2,126,640 | 0.7 | |
19,684 | Walt Disney Co. | 2,194,963 | 0.8 | |
15,747,053 | 5.4 | |||
Consumer Discretionary: 2.8% | ||||
19,700 | General Motors Co. | 498,410 | 0.2 | |
56,911 | Kohl's Corp. | 1,182,042 | 0.4 | |
58,223 | Las Vegas Sands Corp. | 2,651,475 | 0.9 | |
143,316 | (1),(2) | Mattel, Inc. | 1,385,866 | 0.5 |
3,600 | McDonald's Corp. | 664,092 | 0.2 | |
21,174 | MGM Resorts International | 355,723 | 0.1 | |
4,700 | (1) | Royal Caribbean Cruises Ltd. | 236,410 | 0.1 |
79,064 | (1) | Volkswagen AG ADR | 1,204,935 | 0.4 |
8,178,953 | 2.8 | |||
Consumer Staples: 8.1% | ||||
9,000 | Altria Group, Inc. | 353,250 | 0.1 | |
19,738 | Bunge Ltd. | 811,824 | 0.3 | |
135,712 | Conagra Brands, Inc. | 4,772,991 | 1.6 | |
36,440 | Kimberly-Clark Corp. | 5,150,794 | 1.8 | |
5,800 | Mondelez International, Inc. | 296,554 | 0.1 | |
76,028 | Philip Morris International, Inc. | 5,326,522 | 1.8 | |
89,217 | Tyson Foods, Inc. | 5,327,147 | 1.8 | |
14,911 | Walmart, Inc. | 1,786,039 | 0.6 | |
23,825,121 | 8.1 | |||
Energy: 8.4% | ||||
9,217 | Chevron Corp. | 822,433 | 0.3 | |
88,640 | Enbridge, Inc. | 2,696,429 | 0.9 | |
17,900 | EOG Resources, Inc. | 906,814 | 0.3 | |
65,027 | Exxon Mobil Corp. | 2,908,008 | 1.0 | |
125,400 | Halliburton Co. | 1,627,692 | 0.6 | |
10,331 | Hess Corp. | 535,249 | 0.2 | |
63,183 | Occidental Petroleum Corp. | 1,156,249 | 0.4 | |
9,433 | Pioneer Natural Resources Co. | 921,604 | 0.3 | |
95,318 | Targa Resources Corp. | 1,913,032 | 0.6 | |
103,644 | TC Energy Corp. | 4,442,182 | 1.5 | |
175,583 | Total S.A. ADR | 6,752,922 | 2.3 | |
24,682,614 | 8.4 | |||
Financials: 19.3% | ||||
169,221 | American International Group, Inc. | 5,276,311 | 1.8 | |
28,918 | Bank of America Corp. | 686,802 | 0.2 | |
52,275 | Chubb Ltd. | 6,619,061 | 2.2 | |
104,098 | Equitable Holdings, Inc. | 2,008,050 | 0.7 | |
218,460 | Fifth Third Bancorp | 4,211,909 | 1.4 | |
55,360 | Franklin Resources, Inc. | 1,160,899 | 0.4 | |
41,623 | JPMorgan Chase & Co. | 3,915,059 | 1.3 | |
104,676 | Loews Corp. | 3,589,340 | 1.2 | |
8,241 | Marsh & McLennan Cos., Inc. | 884,836 | 0.3 | |
142,826 | Metlife, Inc. | 5,216,006 | 1.8 | |
130,960 | Morgan Stanley | 6,325,368 | 2.2 | |
6,150 | Northern Trust Corp. | 487,941 | 0.2 | |
17,532 | PNC Financial Services Group, Inc. | 1,844,542 | 0.6 | |
25,660 | Raymond James Financial, Inc. | 1,766,178 | 0.6 | |
64,451 | State Street Corp. | 4,095,861 | 1.4 | |
309,033 | Wells Fargo & Co. | 7,911,245 | 2.7 | |
4,291 | Willis Towers Watson PLC | 845,112 | 0.3 | |
56,844,520 | 19.3 | |||
Health Care: 14.1% | ||||
58,809 | AbbVie, Inc. | 5,773,868 | 2.0 | |
17,250 | Anthem, Inc. | 4,536,405 | 1.5 | |
16,345 | Becton Dickinson & Co. | 3,910,868 | 1.3 | |
10,247 | Bristol-Myers Squibb Co. | 602,524 | 0.2 | |
79,551 | CVS Health Corp. | 5,168,428 | 1.8 | |
41,720 | Gilead Sciences, Inc. | 3,209,937 | 1.1 | |
63,375 | GlaxoSmithKline PLC | 1,280,151 | 0.4 | |
16,300 | GlaxoSmithKline PLC ADR | 664,877 | 0.2 | |
37,374 | Johnson & Johnson | 5,255,906 | 1.8 | |
46,461 | Medtronic PLC | 4,260,474 | 1.4 | |
14,400 | Merck & Co., Inc. | 1,113,552 | 0.4 | |
134,655 | Pfizer, Inc. | 4,403,218 | 1.5 | |
11,886 | Zimmer Biomet Holdings, Inc. | 1,418,713 | 0.5 | |
41,598,921 | 14.1 | |||
Industrials: 10.9% | ||||
24,139 | Alaska Air Group, Inc. | 875,280 | 0.3 | |
23,864 | Boeing Co. | 4,374,271 | 1.5 | |
30,345 | Emerson Electric Co. | 1,882,300 | 0.6 | |
5,547 | Flowserve Corp. | 158,201 | 0.1 | |
831,160 | General Electric Co. | 5,676,823 | 1.9 | |
42,552 | Johnson Controls International plc | 1,452,725 | 0.5 | |
22,831 | L3Harris Technologies, Inc. | 3,873,736 | 1.3 | |
136,261 | Nielsen Holdings PLC | 2,024,839 | 0.7 | |
19,629 | nVent Electric PLC | 367,651 | 0.1 | |
20,060 | Paccar, Inc. | 1,501,491 | 0.5 | |
11,827 | Snap-On, Inc. | 1,638,158 | 0.6 | |
41,447 | (2) | Stericycle, Inc. | 2,320,203 | 0.8 |
54,069 | United Parcel Service, Inc. - Class B | 6,011,391 | 2.0 | |
32,157,069 | 10.9 | |||
Information Technology: 9.0% | ||||
53,716 | Applied Materials, Inc. | 3,247,132 | 1.1 | |
97,514 | Cisco Systems, Inc. | 4,548,053 | 1.6 | |
22,100 | Corning, Inc. | 572,390 | 0.2 | |
21,724 | Microsoft Corp. | 4,421,051 | 1.5 | |
7,445 | NXP Semiconductor NV - NXPI - US | 849,028 | 0.3 | |
94,837 | Qualcomm, Inc. | 8,650,083 | 2.9 | |
6,900 | TE Connectivity Ltd. | 562,695 | 0.2 | |
25,161 | Texas Instruments, Inc. | 3,194,692 | 1.1 | |
7,828 | Western Digital Corp. | 345,606 | 0.1 | |
26,390,730 | 9.0 | |||
Materials: 5.2% | ||||
6,599 | Akzo Nobel NV | 592,856 | 0.2 |
See Accompanying Notes to Financial Statements
14
VY® T. Rowe Price Equity Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2020 (Unaudited) (CONTINUED) |
132,543 | CF Industries Holdings, Inc. | 3,729,760 | 1.3 | |
116,521 | DowDuPont, Inc. | 6,190,761 | 2.1 | |
114,418 | International Paper Co. | 4,028,658 | 1.4 | |
5,991 | PPG Industries, Inc. | 635,405 | 0.2 | |
15,177,440 | 5.2 | |||
Real Estate: 4.1% | ||||
59,516 | Equity Residential | 3,500,731 | 1 .2 | |
93,060 | Rayonier, Inc. | 2,306,957 | 0.8 | |
38,202 | SL Green Realty Corp. | 1,882,977 | 0.6 | |
191,274 | Weyerhaeuser Co. | 4,296,014 | 1 .5 | |
11,986,679 | 4 .1 | |||
Utilities: 7.7% | ||||
11,000 | Ameren Corp. | 773,960 | 0.3 | |
56,621 | Centerpoint Energy, Inc. | 1,057,114 | 0.3 | |
58,550 | Edison International | 3,179,850 | 1.1 | |
9,895 | NextEra Energy, Inc. | 2,376,482 | 0.8 | |
240,880 | NiSource, Inc. | 5,477,611 | 1.9 | |
17,850 | Sempra Energy | 2,092,556 | 0.7 | |
149,128 | Southern Co. | 7,732,287 | 2.6 | |
22,689,860 | 7.7 | |||
Total Common Stock | ||||
(Cost $276,244,993) | 279,278,960 | 95.0 |
PREFERRED STOCK: 2.0% | ||||
Health Care: 0.5% | ||||
26,624 | (1),(2) | Becton Dickinson and Co. | 1,416,397 | 0.5 |
Utilities: 1.5% | ||||
23,003 | (2) | NextEra Energy, Inc. | 976,477 | 0.3 |
17,784 | (2) | Sempra Energy SRE A | 1,738,030 | 0.6 |
5,385 | (1),(2) | Sempra Energy SRE B | 529,130 | 0.2 |
30,331 | (2) | Southern Co/The | 1,336,384 | 0.4 |
4,580,021 | 1.5 | |||
Total Preferred Stock | ||||
(Cost $6,297,815) | 5,996,418 | 2.0 |
Principal Amount† | Value | Percentage of Net Assets | ||
CONVERTIBLE BONDS/NOTES: 0.2% | ||||
Financial: 0.2% | ||||
772,000 | (3) | AXA SA, 7.250%, 05/15/2021 | 707,827 | 0.2 |
Total Convertible Bonds/Notes | ||||
(Cost $772,000) | 707,827 | 0.2 | ||
Total Long-Term Investments | ||||
(Cost $283,314,808) | 285,983,205 | 97.2 | ||
SHORT-TERM INVESTMENTS: 2.8% | ||||
Repurchase Agreements: 1.1% | ||||
53,902 | (4) | BNP Paribas S.A., Repurchase Agreement dated 06/30/20, 0.07%, due 07/01/20 (Repurchase Amount $53,902, collateralized by various U.S. Government Securities, 0.000%-3.000%, Market Value plus accrued interest $54,980, due 08/15/21-02/15/48) | 53,902 | 0.0 |
1,000,000 | (4) | Citigroup, Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,000,002, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $1,020,000, due 07/31/21-05/20/70) | 1,000,000 | 0.3 |
1,000,000 | (4) | Daiwa Capital Markets, Repurchase Agreement dated 06/30/20, 0.10%, due 07/01/20 (Repurchase Amount $1,000,003, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.500%, Market Value plus accrued interest $1,020,000, due 07/28/20-03/01/52) | 1,000,000 | 0.4 |
1,000,000 | (4) | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,000,002, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $1,020,000, due 07/31/20-07/01/50) | 1,000,000 | 0.4 |
Total Repurchase Agreements | ||||
(Cost $3,053,902) | 3,053,902 | 1.1 |
See Accompanying Notes to Financial Statements
15
VY® T. Rowe Price Equity Income Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2020 (Unaudited) (CONTINUED) |
Shares | Value | Percentage of Net Assets | |||
Mutual Funds: 1.7% | |||||
5,107,951 | (5) | T. Rowe Price Government Reserve Fund, 0.140% | |||
(Cost $5,107,951) | 5,107,951 | 1.7 | |||
Total Short-Term Investments | |||||
(Cost $8,161,853) | 8,161,853 | 2.8 | |||
Total Investments in Securities (Cost $291,476,661) | $ 294,145,058 | 100.0 | |||
Liabilities in Excess of Other Assets | (57,576) | – | |||
Net Assets | $ 294,087,482 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
ADR | American Depositary Receipt |
(1) | Security, or a portion of the security, is on loan. |
(2) | Non-income producing security. |
(3) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
(4) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
(5) | Rate shown is the 7-day yield as of June 30, 2020. |
See Accompanying Notes to Financial Statements
16
VY® T. Rowe Price International Stock Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2020 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||
COMMON STOCK: 97.5% | ||||
Australia: 2.0% | ||||
232,070 | Amcor PLC | $ 2,343,934 | 1.2 | |
469,667 | South32 Ltd. - AUD | 664,917 | 0.4 | |
99,950 | Treasury Wine Estates Ltd. | 727,221 | 0.4 | |
3,736,072 | 2.0 | |||
Austria: 0.8% | ||||
64,115 | (1) | Erste Group Bank AG | 1,514,245 | 0.8 |
Belgium: 0.4% | ||||
4,097 | (1) | Galapagos NV | 808,653 | 0.4 |
Brazil: 1.2% | ||||
198,481 | Banco Bradesco SA ADR | 756,213 | 0.4 | |
18,171 | (1) | StoneCo Ltd. | 704,308 | 0.4 |
19,326 | (1) | XP, Inc. | 811,885 | 0.4 |
2,272,406 | 1.2 | |||
Canada: 2.7% | ||||
40,092 | Magna International, Inc. | 1,785,297 | 1.0 | |
279,584 | (1) | Seven Generations Energy Ltd. | 623,998 | 0.3 |
15,487 | TMX Group Ltd. | 1,531,246 | 0.8 | |
11,756 | Waste Connections, Inc. | 1,102,595 | 0.6 | |
5,043,136 | 2.7 | |||
China: 8.2% | ||||
24,062 | (1) | 58.com, Inc. ADR | 1,297,904 | 0.7 |
25,721 | (1) | Alibaba Group Holding Ltd. ADR | 5,548,020 | 2.9 |
12,018 | (1) | Baidu, Inc. ADR | 1,440,838 | 0.7 |
240,600 | BTG Hotels Group Co. Ltd. - A Shares | 525,515 | 0.3 | |
252,000 | China Mengniu Dairy Co., Ltd. | 966,314 | 0.5 | |
203,000 | Gree Electric Appliances, Inc. of Zhuhai - A Shares | 1,630,403 | 0.9 | |
8,189 | Kweichow Moutai Co. Ltd. - A Shares (Nth SSE-SEHK) | 1,700,591 | 0.9 | |
39,500 | Tencent Holdings Ltd. | 2,531,078 | 1.3 | |
15,640,663 | 8.2 | |||
France: 7.0% | ||||
7,372 | Air Liquide SA | 1,065,889 | 0.6 | |
2,101 | (1) | Dassault Aviation SA | 1,927,654 | 1.0 |
19,653 | (1) | EssilorLuxottica SA | 2,527,530 | 1.3 |
1,336 | LVMH Moet Hennessy Louis Vuitton SE | 589,835 | 0.3 | |
23,627 | Sanofi | 2,409,580 | 1.3 | |
58,329 | Thales S.A. | 4,720,863 | 2.5 | |
13,241,351 | 7.0 | |||
Germany: 5.4% | ||||
46,453 | Bayer AG | 3,443,245 | 1.8 | |
42,111 | (1),(2) | Evotec AG | 1,149,385 | 0.6 |
10,245 | Knorr-Bremse AG | 1,039,717 | 0.5 | |
1,048 | (1) | Morphosys AG | 132,872 | 0.1 |
18,760 | SAP SE | 2,622,439 | 1.4 | |
24,356 | (1) | TeamViewer AG | 1,329,882 | 0.7 |
8,433 | (1),(3) | Zalando SE | 598,239 | 0.3 |
10,315,779 | 5.4 | |||
Hong Kong: 2.1% | ||||
345,600 | AIA Group Ltd. | 3,233,988 | 1.7 | |
127,240 | CK Hutchison Holdings Ltd. | 823,954 | 0.4 | |
4,057,942 | 2.1 | |||
India: 3.8% | ||||
229,374 | Axis Bank Ltd. | 1,240,860 | 0.6 | |
119,799 | Housing Development Finance Corp. | 2,785,581 | 1.5 | |
22,967 | Kotak Mahindra Bank Ltd. | 414,555 | 0.2 | |
12,326 | Maruti Suzuki India Ltd. | 954,181 | 0.5 | |
1,464,164 | NTPC Ltd. | 1,862,783 | 1.0 | |
7,257,960 | 3.8 | |||
Indonesia: 1.9% | ||||
1,094,200 | Bank Central Asia Tbk PT | 2,189,277 | 1.1 | |
20,396,900 | Sarana Menara Nusantara Tbk PT | 1,462,273 | 0.8 | |
3,651,550 | 1.9 | |||
Italy: 1.0% | ||||
145,789 | Banca Mediolanum SpA | 1,049,194 | 0.5 | |
4,641 | DiaSorin SpA | 891,279 | 0.5 | |
1,940,473 | 1.0 | |||
Japan: 15.0% | ||||
11,000 | Daiichi Sankyo Co., Ltd. | 899,708 | 0.5 | |
3,400 | Disco Corp. | 829,221 | 0.4 | |
16,600 | en-japan, Inc. | 413,201 | 0.2 | |
72,100 | Fujitsu General Ltd. | 1,481,278 | 0.8 | |
9,000 | Hoshizaki Corp. | 771,396 | 0.4 | |
34,900 | (2) | Kansai Paint Co., Ltd. | 737,498 | 0.4 |
12,700 | Kao Corp. | 1,007,844 | 0.5 | |
72,800 | Mitsubishi Electric Corp. | 950,860 | 0.5 | |
33,300 | Murata Manufacturing Co., Ltd. | 1,962,985 | 1.0 | |
146,600 | Nippon Telegraph & Telephone Corp. | 3,415,700 | 1.8 | |
59,800 | (2) | Otsuka Holdings Co. Ltd. | 2,606,201 | 1.4 |
84,800 | Outsourcing, Inc. | 540,573 | 0.3 | |
45,500 | Pan Pacific International Holdings Corp. | 1,001,759 | 0.5 | |
86,700 | Persol Holdings Co. Ltd. | 1,195,322 | 0.6 | |
49,300 | Seven & I Holdings Co., Ltd. | 1,612,777 | 0.9 | |
16,200 | Shimadzu Corp. | 432,494 | 0.2 | |
48,100 | Stanley Electric Co., Ltd. | 1,164,386 | 0.6 | |
20,200 | Suzuki Motor Corp. | 689,751 | 0.4 | |
99,860 | Takeda Pharmaceutical Co., Ltd. | 3,587,767 | 1.9 | |
15,400 | Terumo Corp. | 586,167 | 0.3 | |
548,500 | Z Holdings Corp. | 2,691,887 | 1.4 | |
28,578,775 | 15.0 | |||
Netherlands: 10.6% | ||||
443 | (1),(3) | Adyen NV | 644,781 | 0.3 |
6,432 | (1) | Airbus SE | 460,875 | 0.2 |
21,135 | Akzo Nobel NV | 1,898,773 | 1.0 |
See Accompanying Notes to Financial Statements
17
VY® T. Rowe Price International Stock Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (UNAUDITED) (CONTINUED) |
8,703 | ASML Holding NV | 3,183,657 | 1.7 | |
71,383 | (1) | Koninklijke Philips NV | 3,329,838 | 1.7 |
27,905 | NXP Semiconductor NV - NXPI - US | 3,182,286 | 1.7 | |
37,893 | (1) | Prosus NV | 3,522,455 | 1.9 |
74,359 | Unilever NV | 3,964,637 | 2.1 | |
20,187,302 | 10.6 |
Peru: 0.6% | ||||
8,452 | Credicorp Ltd. | 1,129,779 | 0.6 | |
Philippines: 0.4% | ||||
36,995 | SM Investments Corp. | 702,602 | 0.4 | |
Poland: 0.6% | ||||
140,920 | Powszechny Zaklad Ubezpieczen SA | 1,037,128 | 0.6 | |
Portugal: 2.5% | ||||
228,672 | Galp Energia SGPS SA | 2,652,581 | 1.4 | |
117,943 | Jeronimo Martins SGPS SA | 2,063,988 | 1.1 | |
4,716,569 | 2.5 | |||
Russia: 0.5% | ||||
80,774 | Sberbank PAO ADR | 915,977 | 0.5 | |
South Africa: 2.8% | ||||
4,912 | Capitec Bank Holdings Ltd. | 244,128 | 0.1 | |
27,998 | Naspers Ltd. | 5,145,483 | 2.7 | |
5,389,611 | 2.8 | |||
South Korea: 5.3% | ||||
1,050 | LG Household & Health Care Ltd. | 1,176,850 | 0.6 | |
23,212 | NAVER Corp. | 5,222,312 | 2.8 | |
82,850 | Samsung Electronics Co., Ltd. | 3,667,573 | 1.9 | |
10,066,735 | 5.3 | |||
Spain: 0.4% | ||||
14,092 | Amadeus IT Group SA | 739,857 | 0.4 | |
Sweden: 2.2% | ||||
27,735 | Assa Abloy AB | 567,666 | 0.3 | |
65,009 | (1) | Essity AB | 2,107,683 | 1.1 |
116,814 | (1) | Swedbank AB | 1,499,994 | 0.8 |
4,175,343 | 2.2 | |||
Switzerland: 7.4% | ||||
19,237 | (1) | Alcon, Inc. | 1,105,343 | 0.6 |
50,763 | Julius Baer Group Ltd. | 2,131,924 | 1.1 | |
7,201 | Lonza Group AG | 3,814,354 | 2.0 | |
33,703 | Nestle SA | 3,736,673 | 2.0 | |
6,033 | Roche Holding AG | 2,090,130 | 1.1 | |
7,686 | Temenos AG | 1,194,588 | 0.6 | |
14,073,012 | 7.4 | |||
Taiwan: 2.3% | ||||
410,000 | Taiwan Semiconductor Manufacturing Co., Ltd. | 4,378,603 | 2.3 | |
Thailand: 0.8% | ||||
653,600 | (1) | CP ALL PCL (Foreign) | 1,440,506 | 0.8 |
United Arab Emirates: 1.2% | ||||
293,036 | First Abu Dhabi Bank PJSC | 908,986 | 0.5 | |
264,043 | (1),(3) | Network International Holdings PLC | 1,445,449 | 0.7 |
2,354,435 | 1.2 | |||
United Kingdom: 5.3% | ||||
58,340 | Burberry Group PLC | 1,152,801 | 0.6 | |
37,729 | (1),(2) | Farfetch Ltd. - Class A | 651,580 | 0.4 |
116,002 | Hiscox Ltd. | 1,132,261 | 0.6 | |
79,543 | HomeServe PLC | 1,285,965 | 0.7 | |
11,758 | Linde PLC | 2,490,268 | 1.3 | |
24,723 | London Stock Exchange Group PLC | 2,571,065 | 1.3 | |
37,431 | Smith & Nephew PLC | 697,473 | 0.4 | |
9,981,413 | 5.3 | |||
United States: 3.1% | ||||
635 | (1) | Booking Holdings, Inc. | 1,011,136 | 0.5 |
50,159 | Philip Morris International, Inc. | 3,514,139 | 1.9 | |
5,809 | (1),(2) | Royalty Pharma PLC | 282,027 | 0.1 |
5,700 | Visa, Inc. - Class A | 1,101,069 | 0.6 | |
5,908,371 | 3.1 | |||
Total Common Stock | ||||
(Cost $162,387,617) | 185,256,248 | 97.5 |
PREFERRED STOCK: 0.6% | ||||
China: 0.2% | ||||
9,427 | (1),(4),(5) | Xiaoju Kuaizhi, Inc., Series A-17 (DiDi Chuxing, Inc.) | 355,302 | 0.2 |
Germany: 0.2% | ||||
856 | Sartorius AG | 282,520 | 0.2 | |
United Kingdom: 0.2% | ||||
990 | (1),(4),(5) | Roofoods Ltd. - Series G | 413,722 | 0.2 |
Total Preferred Stock | ||||
(Cost $780,990) | 1,051,544 | 0.6 | ||
Total Long-Term Investments | ||||
(Cost $163,168,607) | 186,307,792 | 98.1 | ||
Principal Amount† | Value | Percentage of Net Assets | ||
SHORT-TERM INVESTMENTS: 3.4% | ||||
Repurchase Agreements: 2.2% | ||||
139,722 | (6) | Bank of America Inc., Repurchase Agreement dated 06/30/20, 0.07%, due 07/01/20 (Repurchase Amount $139,722, collateralized by various U.S. Government Securities, 0.125%-5.000%, Market Value plus accrued interest $142,516, due 10/15/24-02/15/48) | 139,722 | 0.1 |
See Accompanying Notes to Financial Statements
18
VY® T. Rowe Price International Stock Portfolio | PORTFOLIO OF INVESTMENTS as of June 30, 2020 (Unaudited) (CONTINUED) |
1,000,000 | (6) | Citigroup, Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,000,002, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $1,020,000, due 07/31/21-05/20/70) | 1,000,000 | 0.5 |
1,000,000 | (6) | HSBC Securities USA, Repurchase Agreement dated 06/30/20, 0.08%, due 07/01/20 (Repurchase Amount $1,000,002, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-4.500%, Market Value plus accrued interest $1,020,000, due 05/15/44-03/20/50) | 1,000,000 | 0.6 |
1,000,000 | (6) | MUFG Securities America Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,000,002, collateralized by various U.S. Government Agency Obligations, 2.500%-8.000%, Market Value plus accrued interest $1,020,000, due 08/01/23-07/01/50) | 1,000,000 | 0.5 |
1,000,000 | (6) | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,000,002, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $1,020,000, due 07/31/20-07/01/50) | 1,000,000 | 0.5 |
Total Repurchase Agreements | ||||
(Cost $4,139,722) | 4,139,722 | 2.2 |
Shares | Value | Percentage of Net Assets | |||
Mutual Funds: 1.2% | |||||
2,401,054 | (7) | T. Rowe Price Government Reserve Fund, 0.140% | |||
(Cost $2,401,054) | 2,401,054 | 1.2 | |||
Total Short-Term Investments | |||||
(Cost $6,540,776) | 6,540,776 | 3.4 | |||
Total Investments in Securities (Cost $169,709,383) | $ 192,848,568 | 101.5 | |||
Liabilities in Excess of Other Assets | (2,828,314) | (1.5) | |||
Net Assets | $ 190,020,254 | 100.0 | |||
† | Unless otherwise indicated, principal amount is shown in USD. |
ADR | American Depositary Receipt |
(1) | Non-income producing security. |
(2) | Security, or a portion of the security, is on loan. |
(3) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
(4) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
(5) | Restricted security as to resale, excluding Rule 144A securities. As of June 30, 2020, the Portfolio held restricted securities with a fair value of $769,024 or 0.4% of net assets. Please refer to the table below for additional details. |
(6) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
(7) | Rate shown is the 7-day yield as of June 30, 2020. |
See Accompanying Notes to Financial Statements
19
Voya Balanced Income Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (UNAUDITED) |
Shares | Value | Percentage of Net Assets | ||
COMMON STOCK: 42.8% | ||||
Communication Services: 2.7% | ||||
13,978 | Activision Blizzard, Inc. | $ 1,060,930 | 0.3 | |
59,568 | AT&T, Inc. | 1,800,741 | 0.5 | |
4,241 | (1) | Auto Trader Group PLC | 27,612 | 0.0 |
89,835 | CenturyLink, Inc. | 901,045 | 0.3 | |
29,701 | Comcast Corp. – Class A | 1,157,745 | 0.4 | |
7,492 | Deutsche Telekom AG | 125,709 | 0.0 | |
1,459 | Elisa OYJ | 88,782 | 0.0 | |
42,000 | HKT Trust / HKT Ltd. | 61,634 | 0.0 | |
3,300 | Konami Holdings Corp. | 110,117 | 0.0 | |
10,136 | Koninklijke KPN NV | 26,961 | 0.0 | |
300 | Nintendo Co., Ltd. | 134,121 | 0.1 | |
4,200 | Nippon Telegraph & Telephone Corp. | 97,858 | 0.0 | |
5,400 | NTT DoCoMo, Inc. | 143,359 | 0.1 | |
11,042 | Omnicom Group | 602,893 | 0.2 | |
11,778 | Orange SA | 140,840 | 0.1 | |
59,000 | PCCW Ltd. | 33,734 | 0.0 | |
43,300 | Singapore Telecommunications Ltd. | 77,026 | 0.0 | |
10,700 | Softbank Corp. | 136,385 | 0.1 | |
17,565 | Spark New Zealand Ltd. | 51,969 | 0.0 | |
23,110 | Telefonica Deutschland Holding AG | 68,155 | 0.0 | |
18,785 | Telephone & Data Systems, Inc. | 373,446 | 0.1 | |
32,982 | Verizon Communications, Inc. | 1,818,298 | 0.5 | |
20,483 | Vodafone Group PLC | 32,563 | 0.0 | |
9,071,923 | 2.7 | |||
Consumer Discretionary: 2.2% | ||||
600 | ABC-Mart, Inc. | 35,198 | 0.0 | |
1,700 | Benesse Holdings, Inc. | 45,593 | 0.0 | |
336 | Cie Generale des Etablissements Michelin SCA | 35,022 | 0.0 | |
700 | Denso Corp. | 27,452 | 0.0 | |
5,388 | Dollar General Corp. | 1,026,468 | 0.3 | |
18,851 | eBay, Inc. | 988,735 | 0.3 | |
307 | Ferrari NV | 52,588 | 0.0 | |
4,889 | Garmin Ltd. | 476,677 | 0.1 | |
29,152 | Gentex Corp. | 751,247 | 0.2 | |
110 | Hermes International | 92,356 | 0.0 | |
100 | Hikari Tsushin, Inc. | 22,865 | 0.0 | |
962 | Home Depot, Inc. | 240,991 | 0.1 | |
1,229 | McDonald's Corp. | 226,714 | 0.1 | |
900 | (2) | McDonald's Holdings Co. Japan Ltd. | 48,643 | 0.0 |
5,300 | Pan Pacific International Holdings Corp. | 116,689 | 0.1 | |
2,137 | Pandora A/S | 116,711 | 0.1 | |
3,232 | (3) | Persimmon PLC | 91,470 | 0.0 |
3,269 | Pool Corp. | 888,743 | 0.3 | |
6,100 | Sekisui House Ltd. | 116,462 | 0.0 | |
21,126 | Service Corp. International | 821,590 | 0.2 | |
9,132 | Target Corp. | 1,095,201 | 0.3 | |
4,095 | Wesfarmers Ltd. | 127,322 | 0.1 | |
7,444,737 | 2.2 | |||
Consumer Staples: 3.9% | ||||
6,500 | Ajinomoto Co., Inc. | 107,867 | 0.0 | |
25,140 | Altria Group, Inc. | 986,745 | 0.3 | |
270 | Beiersdorf AG | 30,703 | 0.0 | |
1,300 | Calbee, Inc. | 35,931 | 0.0 | |
838 | Carlsberg A/S | 111,126 | 0.1 | |
10 | Chocoladefabriken Lindt & Sprungli AG - PC - LISP | 82,593 | 0.0 | |
3,937 | Coca-Cola Amatil Ltd. | 23,714 | 0.0 | |
1,200 | (3) | Colruyt S.A. | 65,951 | 0.0 |
1,646 | Danone | 114,253 | 0.1 | |
712 | Diageo PLC | 23,665 | 0.0 | |
2,268 | (3) | Essity AB | 73,532 | 0.0 |
30,399 | Flowers Foods, Inc. | 679,722 | 0.2 | |
16,349 | General Mills, Inc. | 1,007,916 | 0.3 | |
7,193 | Hershey Co. | 932,357 | 0.3 | |
4,581 | Imperial Brands PLC | 87,206 | 0.0 | |
6,402 | Kimberly-Clark Corp. | 904,923 | 0.3 | |
3,330 | Koninklijke Ahold Delhaize NV | 90,756 | 0.0 | |
1,100 | Lawson, Inc. | 55,330 | 0.0 | |
1,400 | MEIJI Holdings Co., Ltd. | 111,406 | 0.1 | |
9,233 | Mondelez International, Inc. | 472,083 | 0.1 | |
4,738 | Nestle SA | 525,305 | 0.2 | |
7,869 | Orkla ASA | 69,087 | 0.0 | |
12,413 | PepsiCo, Inc. | 1,641,743 | 0.5 | |
18,732 | Philip Morris International, Inc. | 1,312,364 | 0.4 | |
17,874 | Procter & Gamble Co. | 2,137,194 | 0.6 | |
3,300 | Seven & I Holdings Co., Ltd. | 107,955 | 0.0 | |
2,400 | Sundrug Co., Ltd. | 79,430 | 0.0 | |
867 | Swedish Match AB | 61,172 | 0.0 | |
1,000 | Toyo Suisan Kaisha Ltd. | 55,874 | 0.0 | |
600 | Tsuruha Holdings, Inc. | 82,868 | 0.0 | |
3,136 | Unilever PLC | 169,159 | 0.1 | |
3,646 | Unilever NV | 194,396 | 0.1 | |
5,109 | Walmart, Inc. | 611,956 | 0.2 | |
38,128 | WM Morrison Supermarkets PLC | 89,819 | 0.0 | |
13,136,101 | 3.9 | |||
Energy: 0.9% | ||||
38,045 | BP PLC | 145,752 | 0.1 | |
13,866 | Chevron Corp. | 1,237,263 | 0.4 | |
6,404 | ConocoPhillips | 269,096 | 0.1 | |
10,311 | ENI S.p.A. | 98,841 | 0.0 | |
11,189 | Kinder Morgan, Inc. | 169,737 | 0.0 | |
2,335 | Repsol SA | 20,632 | 0.0 | |
1,201 | (2) | Total SA | 46,308 | 0.0 |
49,066 | Williams Cos., Inc. | 933,236 | 0.3 | |
2,920,865 | 0.9 | |||
Financials: 3.8% | ||||
9,640 | 3i Group PLC | 99,263 | 0.0 | |
3,171 | Admiral Group Plc | 89,926 | 0.0 | |
100 | Allianz SE | 20,434 | 0.0 | |
9,852 | Allstate Corp. | 955,546 | 0.3 | |
5,936 | Assicurazioni Generali S.p.A. | 90,169 | 0.0 | |
286 | ASX Ltd. | 16,999 | 0.0 | |
11,957 | Australia & New Zealand Banking Group Ltd. | 155,143 | 0.1 | |
25,224 | Aviva PLC | 85,493 | 0.0 | |
15,454 | Bank Leumi Le-Israel BM | 77,701 | 0.0 | |
3,873 | Bank of New York Mellon Corp. | 149,691 | 0.0 |
See Accompanying Notes to Financial Statements
20
Voya Balanced Income Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
39,000 | BOC Hong Kong Holdings Ltd. | 124,874 | 0.1 | |
842 | Deutsche Boerse AG | 152,382 | 0.1 | |
23,086 | Direct Line Insurance Group PLC | 77,408 | 0.0 | |
2,020 | Erie Indemnity Co. | 387,638 | 0.1 | |
6,861 | Hanover Insurance Group, Inc. | 695,225 | 0.2 | |
11,344 | Intercontinental Exchange, Inc. | 1,039,110 | 0.3 | |
76,751 | (3) | Intesa Sanpaolo SpA | 147,491 | 0.1 |
9,714 | Israel Discount Bank Ltd. | 29,628 | 0.0 | |
20,508 | JPMorgan Chase & Co. | 1,928,982 | 0.6 | |
1,219 | London Stock Exchange Group PLC | 126,770 | 0.1 | |
863 | Macquarie Group Ltd. | 71,622 | 0.0 | |
19,386 | Mapfre SA | 34,617 | 0.0 | |
1,814 | MarketAxess Holdings, Inc. | 908,669 | 0.3 | |
11,303 | Mediobanca Banca di Credito Finanziario SpA | 81,622 | 0.0 | |
9,279 | Mercury General Corp. | 378,119 | 0.1 | |
1,504 | Mizrahi Tefahot Bank Ltd. | 28,260 | 0.0 | |
4,300 | MS&AD Insurance Group Holdings, Inc. | 118,417 | 0.0 | |
318 | Muenchener Rueckversicherungs-Gesellschaft AG | 82,805 | 0.0 | |
6,054 | Nasdaq, Inc. | 723,271 | 0.2 | |
15,460 | (2),(3) | Natixis SA | 40,776 | 0.0 |
1,600 | ORIX Corp. | 19,868 | 0.0 | |
12,978 | Progressive Corp. | 1,039,668 | 0.3 | |
81,655 | Royal Bank of Scotland Group PLC | 122,584 | 0.0 | |
3,595 | S&P Global, Inc. | 1,184,481 | 0.4 | |
3,480 | Sampo OYJ | 119,954 | 0.0 | |
3,067 | (3) | SCOR SE | 84,705 | 0.0 |
13,400 | Singapore Exchange Ltd. | 80,637 | 0.0 | |
4,600 | Sumitomo Mitsui Financial Group, Inc. | 129,820 | 0.1 | |
7,800 | T. Rowe Price Group, Inc. | 963,300 | 0.3 | |
465 | Zurich Insurance Group AG | 164,764 | 0.1 | |
12,827,832 | 3.8 | |||
Health Care: 7.0% | ||||
16,257 | AbbVie, Inc. | 1,596,112 | 0.5 | |
8,795 | AmerisourceBergen Corp. | 886,272 | 0.3 | |
6,093 | Amgen, Inc. | 1,437,095 | 0.4 | |
487 | Anthem, Inc. | 128,071 | 0.0 | |
6,000 | Astellas Pharma, Inc. | 100,197 | 0.0 | |
11,504 | Baxter International, Inc. | 990,495 | 0.3 | |
485 | Bio-Techne Corp. | 128,074 | 0.0 | |
23,829 | Bristol-Myers Squibb Co. | 1,401,145 | 0.4 | |
17,287 | Cardinal Health, Inc. | 902,209 | 0.3 | |
13,498 | Cerner Corp. | 925,288 | 0.3 | |
1,145 | Chemed Corp. | 516,475 | 0.1 | |
843 | Coloplast A/S | 131,397 | 0.1 | |
8,408 | Eli Lilly & Co. | 1,380,426 | 0.4 | |
16,066 | Gilead Sciences, Inc. | 1,236,118 | 0.4 | |
11,638 | GlaxoSmithKline PLC | 235,083 | 0.1 | |
2,665 | Hikma Pharmaceuticals PLC | 73,130 | 0.0 | |
900 | Hoya Corp. | 86,183 | 0.0 | |
744 | Humana, Inc. | 288,486 | 0.1 | |
17,616 | Johnson & Johnson | 2,477,338 | 0.7 | |
848 | (3) | Koninklijke Philips NV | 39,557 | 0.0 |
2,500 | Medipal Holdings Corp. | 48,252 | 0.0 | |
14,887 | Medtronic PLC | 1,365,138 | 0.4 | |
22,006 | Merck & Co., Inc. | 1,701,724 | 0.5 | |
300 | Nippon Shinyaku Co., Ltd. | 24,487 | 0.0 | |
3,357 | Novartis AG | 292,466 | 0.1 | |
3,867 | Novo Nordisk A/S | 251,926 | 0.1 | |
2,800 | Olympus Corp. | 53,907 | 0.0 | |
2,237 | Orion Oyj | 108,481 | 0.0 | |
50,004 | Pfizer, Inc. | 1,635,131 | 0.5 | |
5,190 | Quest Diagnostics, Inc. | 591,452 | 0.2 | |
1,777 | Recordati S.p.A. | 88,918 | 0.0 | |
1,195 | Roche Holding AG | 414,007 | 0.1 | |
2,483 | Sanofi | 253,227 | 0.1 | |
2,000 | Shionogi & Co., Ltd. | 125,467 | 0.1 | |
6,457 | Smith & Nephew PLC | 120,317 | 0.0 | |
800 | Suzuken Co., Ltd. | 29,888 | 0.0 | |
834 | UCB S.A. | 96,782 | 0.0 | |
1,949 | UnitedHealth Group, Inc. | 574,858 | 0.2 | |
8,209 | Zoetis, Inc. | 1,124,961 | 0.3 | |
23,860,540 | 7.0 | |||
Industrials: 4.1% | ||||
2,142 | Adecco Group AG | 100,964 | 0.0 | |
36,337 | Aurizon Holdings Ltd. | 123,650 | 0.1 | |
2,754 | (3) | Bouygues SA | 94,336 | 0.0 |
300 | Central Japan Railway Co. | 46,398 | 0.0 | |
4,266 | CH Robinson Worldwide, Inc. | 337,270 | 0.1 | |
7,500 | CK Hutchison Holdings Ltd. | 48,567 | 0.0 | |
8,241 | CSX Corp. | 574,727 | 0.2 | |
4,310 | (3) | Deutsche Post AG | 158,262 | 0.1 |
1,400 | East Japan Railway Co. | 97,013 | 0.0 | |
1,182 | (3) | Eiffage SA | 108,349 | 0.0 |
3,586 | Expeditors International Washington, Inc. | 272,679 | 0.1 | |
4,650 | Ferrovial SA - FERE | 124,294 | 0.1 | |
8,417 | Honeywell International, Inc. | 1,217,014 | 0.4 | |
6,300 | Itochu Corp. | 136,318 | 0.1 | |
2,500 | Jardine Matheson Holdings Ltd. | 104,527 | 0.0 | |
2,500 | Kamigumi Co., Ltd. | 49,166 | 0.0 | |
3,382 | Kansas City Southern | 504,899 | 0.1 | |
1,991 | Kone Oyj | 137,318 | 0.1 | |
3,150 | Landstar System, Inc. | 353,776 | 0.1 | |
6,300 | LIXIL Group Corp. | 88,479 | 0.0 | |
3,243 | Lockheed Martin Corp. | 1,183,436 | 0.3 | |
5,300 | Mitsubishi Corp. | 111,998 | 0.0 | |
3,700 | Mitsubishi Heavy Industries Ltd. | 87,357 | 0.0 | |
4,600 | Mitsui & Co., Ltd. | 68,156 | 0.0 | |
2,635 | MSC Industrial Direct Co. | 191,854 | 0.1 | |
22,500 | MTR Corp. | 117,017 | 0.1 | |
2,553 | Randstad NV | 114,157 | 0.0 | |
7,065 | Relx PLC (GBP Exchange) | 163,524 | 0.1 | |
10,970 | Republic Services, Inc. | 900,089 | 0.3 | |
20,230 | Rollins, Inc. | 857,550 | 0.3 | |
1,500 | Secom Co., Ltd. | 131,614 | 0.1 | |
3,500 | SG Holdings Co. Ltd. | 114,218 | 0.0 | |
696 | Siemens AG | 82,084 | 0.0 | |
400 | Sohgo Security Services Co., Ltd. | 18,677 | 0.0 | |
8,700 | Sumitomo Corp. | 100,063 | 0.0 |
See Accompanying Notes to Financial Statements
21
Voya Balanced Income Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020(Unaudited) (CONTINUED) |
3,153 | United Parcel Service, Inc. - Class B | 350,551 | 0.1 | |
5,667 | Verisk Analytics, Inc. | 964,523 | 0.3 | |
276 | (2) | Vinci SA | 25,592 | 0.0 |
8,190 | Waste Connections, Inc. | 768,140 | 0.2 | |
9,201 | Waste Management, Inc. | 974,478 | 0.3 | |
4,810 | Watsco, Inc. | 854,737 | 0.2 | |
18,928 | Werner Enterprises, Inc. | 823,936 | 0.2 | |
1,400 | West Japan Railway Co. | 78,525 | 0.0 | |
1,757 | Wolters Kluwer NV | 137,231 | 0.0 | |
13,897,513 | 4.1 | |||
Information Technology: 13.2% | ||||
6,644 | Accenture PLC | 1,426,600 | 0.4 | |
13,875 | Amdocs Ltd. | 844,710 | 0.2 | |
7,499 | Automatic Data Processing, Inc. | 1,116,526 | 0.3 | |
31,467 | Avnet, Inc. | 877,457 | 0.3 | |
11,475 | Booz Allen Hamilton Holding Corp. | 892,640 | 0.3 | |
6,507 | Broadridge Financial Solutions, Inc. ADR | 821,118 | 0.2 | |
6,200 | (2) | Canon, Inc. | 123,678 | 0.1 |
4,782 | CDW Corp. | 555,573 | 0.2 | |
36,374 | Cisco Systems, Inc. | 1,696,483 | 0.5 | |
6,082 | Citrix Systems, Inc. | 899,589 | 0.3 | |
17,041 | Cognizant Technology Solutions Corp. | 968,270 | 0.3 | |
801 | Dassault Systemes SE | 139,047 | 0.1 | |
12,568 | Dolby Laboratories, Inc. | 827,854 | 0.2 | |
561 | Edenred | 24,604 | 0.0 | |
16,032 | Flir Systems, Inc. | 650,418 | 0.2 | |
1,200 | Fuji Film Holdings Corp. | 51,362 | 0.0 | |
21,530 | Genpact Ltd. | 786,276 | 0.2 | |
2,000 | Hitachi Ltd. | 63,570 | 0.0 | |
21,587 | HP, Inc. | 376,261 | 0.1 | |
32,944 | Intel Corp. | 1,971,040 | 0.6 | |
8,687 | International Business Machines Corp. | 1,049,129 | 0.3 | |
3,943 | Intuit, Inc. | 1,167,877 | 0.3 | |
4,866 | Jack Henry & Associates, Inc. | 895,490 | 0.3 | |
37,910 | Juniper Networks, Inc. | 866,623 | 0.3 | |
9,634 | Leidos Holdings, Inc. | 902,417 | 0.3 | |
1,700 | Logitech International SA | 111,400 | 0.0 | |
3,399 | Mastercard, Inc. - Class A | 1,005,084 | 0.3 | |
15,152 | Maxim Integrated Products | 918,363 | 0.3 | |
11,638 | MAXIMUS, Inc. | 819,897 | 0.2 | |
37,491 | Microsoft Corp. | 7,629,793 | 2.3 | |
1,768 | Monolithic Power Systems, Inc. | 419,016 | 0.1 | |
6,635 | Motorola Solutions, Inc. | 929,763 | 0.3 | |
14,902 | National Instruments Corp. | 576,856 | 0.2 | |
2,500 | NEC Corp. | 120,114 | 0.1 | |
6,225 | NetApp, Inc. | 276,203 | 0.1 | |
43,151 | NortonLifeLock, Inc. | 855,684 | 0.2 | |
23,710 | Oracle Corp. | 1,310,452 | 0.4 | |
600 | Oracle Corp. Japan | 71,168 | 0.0 | |
12,684 | Paychex, Inc. | 960,813 | 0.3 | |
8,423 | Pegasystems, Inc. | 852,155 | 0.2 | |
14,196 | Qualcomm, Inc. | 1,294,817 | 0.4 | |
9,500 | Ricoh Co., Ltd. | 68,168 | 0.0 | |
13,773 | Sage Group PLC/The | 114,328 | 0.0 | |
17,204 | Seagate Technology | 832,846 | 0.2 | |
7,200 | (2) | Seiko Epson Corp. | 82,481 | 0.0 |
41,418 | Switch, Inc. | 738,069 | 0.2 | |
9,082 | TE Connectivity Ltd. | 740,637 | 0.2 | |
8,681 | Telefonaktiebolaget LM Ericsson | 80,469 | 0.0 | |
10,641 | Texas Instruments, Inc. | 1,351,088 | 0.4 | |
2,100 | Trend Micro, Inc. | 117,358 | 0.1 | |
3,214 | Visa, Inc. - Class A | 620,848 | 0.2 | |
31,335 | Western Union Co. | 677,463 | 0.2 | |
9,965 | Xilinx, Inc. | 980,456 | 0.3 | |
44,550,401 | 13.2 | |||
Materials: 2.1% | ||||
4,407 | Air Products & Chemicals, Inc. | 1,064,114 | 0.3 | |
750 | Anglo American PLC | 17,290 | 0.0 | |
7,199 | Aptargroup, Inc. | 806,144 | 0.2 | |
2,099 | BASF SE | 117,899 | 0.0 | |
2,777 | (2) | BHP Group Ltd. | 69,141 | 0.0 |
1,637 | CRH PLC | 56,346 | 0.0 | |
1,837 | Croda International PLC | 119,314 | 0.1 | |
152 | EMS-Chemie Holding AG | 118,090 | 0.1 | |
15,383 | Evraz PLC | 54,503 | 0.0 | |
13,238 | Fortescue Metals Group Ltd. | 128,695 | 0.1 | |
2,644 | LafargeHolcim Ltd.-CHF | 116,484 | 0.0 | |
25,656 | International Paper Co. | 903,348 | 0.3 | |
7,755 | ICL Group Ltd. | 23,100 | 0.0 | |
9,600 | Mitsubishi Chemical Holdings Corp. | 55,984 | 0.0 | |
1,282 | NewMarket Corp. | 513,415 | 0.2 | |
8,862 | Packaging Corp. of America | 884,428 | 0.3 | |
2,998 | Reliance Steel & Aluminum Co. | 284,600 | 0.1 | |
3,228 | Rio Tinto Ltd. | 221,032 | 0.1 | |
2,506 | Sensient Technologies Corp. | 130,713 | 0.0 | |
18,062 | Silgan Holdings, Inc. | 585,028 | 0.2 | |
9,104 | Sonoco Products Co. | 476,048 | 0.1 | |
761 | Symrise AG | 88,920 | 0.0 | |
4,200 | Teijin Ltd. | 66,871 | 0.0 | |
3,440 | UPM-Kymmene OYJ | 99,638 | 0.0 | |
7,001,145 | 2.1 | |||
Real Estate: 0.7% | ||||
237 | Covivio | 17,190 | 0.0 | |
1,187 | EastGroup Properties, Inc. | 140,790 | 0.0 | |
2,442 | Equity Lifestyle Properties, Inc. | 152,576 | 0.1 | |
3,885 | Essex Property Trust, Inc. | 890,325 | 0.3 | |
419 | (3) | Gaming and Leisure Properties, Inc. | 16,033 | 0.0 |
20,813 | Geo Group, Inc./The | 246,218 | 0.1 | |
694 | (3) | LEG Immobilien AG | 88,024 | 0.0 |
7,571 | Life Storage, Inc. | 718,866 | 0.2 | |
719 | Public Storage, Inc. | 137,969 | 0.0 | |
62,514 | Scentre Group | 94,905 | 0.0 | |
2,502,896 | 0.7 | |||
Utilities: 2.2% | ||||
8,102 | AGL Energy Ltd. | 95,848 | 0.0 | |
10,468 | Ameren Corp. | 736,528 | 0.2 | |
7,319 | American Water Works Co., Inc. | 941,663 | 0.3 | |
27,758 | AusNet Services | 32,071 | 0.0 | |
10,500 | CK Infrastructure Holdings Ltd. | 54,277 | 0.0 | |
11,000 | CLP Holdings Ltd. | 108,034 | 0.1 |
See Accompanying Notes to Financial Statements
22
Voya Balanced Income Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
2,000 | Electric Power Development Co., Ltd. | 37,913 | 0.0 | |
3,758 | Enagas | 91,934 | 0.0 | |
4,606 | Endesa S.A. | 114,257 | 0.1 | |
7,329 | Enel S.p.A. | 63,384 | 0.0 | |
7,692 | (3) | Engie SA | 95,395 | 0.0 |
13,866 | Evergy, Inc. | 822,115 | 0.2 | |
20,776 | Exelon Corp. | 753,961 | 0.2 | |
16,000 | HK Electric Investments & HK Electric Investments Ltd. | 16,619 | 0.0 | |
7,814 | OGE Energy Corp. | 237,233 | 0.1 | |
1,691 | ONE Gas, Inc. | 130,292 | 0.0 | |
8,910 | Pinnacle West Capital Corp. | 653,014 | 0.2 | |
4,698 | PNM Resources, Inc. | 180,591 | 0.1 | |
17,500 | Power Assets Holdings Ltd. | 95,621 | 0.0 | |
2,550 | Red Electrica Corp. SA | 47,709 | 0.0 | |
4,294 | Sempra Energy | 503,386 | 0.2 | |
23,212 | Snam SpA | 113,161 | 0.1 | |
9,320 | Southern Co. | 483,242 | 0.1 | |
3,662 | Terna Rete Elettrica Nazionale SpA | 25,259 | 0.0 | |
20,887 | Vistra Energy Corp. | 388,916 | 0.1 | |
5,633 | WEC Energy Group, Inc. | 493,732 | 0.2 | |
7,316,155 | 2.2 | |||
Total Common Stock | ||||
(Cost $131,949,829) | 144,530,108 | 42.8 | ||
EXCHANGE-TRADED FUNDS: 0.2% | ||||
2,591 | iShares MSCI EAFE ETF | 157,714 | 0.1 | |
2,832 | iShares Russell 1000 ETF | 486,198 | 0.1 | |
Total Exchange-Traded Funds | ||||
(Cost $573,510) | 643,912 | 0.2 | ||
MUTUAL FUNDS: 7.3% | ||||
Affiliated Investment Companies: 7.3% | ||||
2,476,273 | Voya Floating Rate Fund - Class P | 21,122,611 | 6.2 | |
495,437 | Voya High Yield Bond Fund - Class P | 3,700,914 | 1.1 | |
Total Mutual Funds | ||||
(Cost $27,573,354) | 24,823,525 | 7.3 | ||
PREFERRED STOCK: 0.4% | ||||
Consumer Staples: 0.0% | ||||
252 | Henkel AG & Co. KGaA | 23,510 | 0.0 | |
Financials: 0.4% | ||||
50 | (3),(4) | Fannie Mae | 1,175,000 | 0.4 |
Total Preferred Stock | ||||
(Cost $4,119,813) | 1,198,510 | 0.4 | ||
RIGHTS: 0.0% | ||||
: 0.0% | ||||
1,916 | (3) | Repsol SA | 933 | 0.0 |
Total Rights | ||||
(Cost $1,061) | 933 | 0.0 |
Principal Amount† | Value | Percentage of Net Assets | ||
CORPORATE BONDS/NOTES: 8.6% | ||||
Basic Materials: 0.8% | ||||
100,000 | (1) | Aruba Investments, Inc., 8.750%, 02/15/2023 | 100,865 | 0.0 |
200,000 | (1) | Celulosa Arauco y Constitucion SA, 4.250%, 04/30/2029 | 206,214 | 0.1 |
50,000 | (1) | Cleveland-Cliffs, Inc., 6.750%, 03/15/2026 | 48,375 | 0.0 |
200,000 | CNAC HK Finbridge Co. Ltd., 5.125%, 03/14/2028 | 232,303 | 0.1 | |
100,000 | (1) | Compass Minerals International, Inc., 6.750%, 12/01/2027 | 105,169 | 0.1 |
250,000 | (1) | Evraz PLC, 5.250%, 04/02/2024 | 271,806 | 0.1 |
120,000 | Freeport-McMoRan, Inc., 4.125%, 03/01/2028 | 116,680 | 0.1 | |
200,000 | (1) | Gold Fields Orogen Holdings BVI Ltd., 5.125%, 05/15/2024 | 215,379 | 0.1 |
100,000 | Hecla Mining Co., 7.250%, 02/15/2028 | 101,750 | 0.0 | |
75,000 | (1) | Illuminate Buyer LLC / Illuminate Holdings IV, Inc., 9.000%, 07/01/2028 | 78,375 | 0.0 |
225,000 | (1) | MMK International Capital DAC, 4.375%, 06/13/2024 | 239,976 | 0.1 |
100,000 | (1) | Novelis Corp., 5.875%, 09/30/2026 | 100,117 | 0.0 |
100,000 | Olin Corp., 5.125%, 09/15/2027 | 93,791 | 0.0 | |
75,000 | (1) | PolyOne Corp., 5.750%, 05/15/2025 | 77,297 | 0.0 |
100,000 | (1) | Schweitzer-Mauduit International, Inc., 6.875%, 10/01/2026 | 102,606 | 0.0 |
60,000 | Sherwin-Williams Co/The, 3.300%, 05/15/2050 | 61,045 | 0.0 | |
200,000 | Suzano Austria GmbH, 5.000%, 01/15/2030 | 202,912 | 0.1 | |
80,000 | (1) | Tronox, Inc., 6.500%, 04/15/2026 | 74,992 | 0.0 |
75,000 | (1) | WR Grace & Co-Conn, 4.875%, 06/15/2027 | 76,352 | 0.0 |
2,506,004 | 0.8 | |||
Communications: 0.8% | ||||
100,000 | AMC Networks, Inc., 4.750%, 08/01/2025 | 98,410 | 0.0 | |
100,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/2027 | 103,605 | 0.1 |
100,000 | (1) | CommScope Technologies LLC, 5.000%, 03/15/2027 | 90,371 | 0.0 |
100,000 | (2) | CSC Holdings LLC, 5.250%, 06/01/2024 | 106,447 | 0.1 |
100,000 | (1) | Cumulus Media New Holdings, Inc., 6.750%, 07/01/2026 | 92,546 | 0.0 |
See Accompanying Notes to Financial Statements
23
Voya Balanced Income Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020(Unaudited) (CONTINUED) |
50,000 | (1) | Diamond Sports Group LLC / Diamond Sports Finance Co., 5.375%, 08/15/2026 | 36,496 | 0.0 |
50,000 | (1) | Diamond Sports Group LLC / Diamond Sports Finance Co., 6.625%, 08/15/2027 | 26,926 | 0.0 |
100,000 | DISH DBS Corp., 5.875%, 11/15/2024 | 99,578 | 0.0 | |
100,000 | Embarq Corp., 7.995%, 06/01/2036 | 112,522 | 0.1 | |
100,000 | (1),(2) | Entercom Media Corp., 7.250%, 11/01/2024 | 87,364 | 0.0 |
25,000 | (1),(5) | Frontier Communications Corp., 8.000%, 04/01/2027 | 25,417 | 0.0 |
100,000 | (1) | Gray Television, Inc., 7.000%, 05/15/2027 | 102,765 | 0.0 |
100,000 | (1) | GTT Communications, Inc., 7.875%, 12/31/2024 | 52,812 | 0.0 |
100,000 | Hughes Satellite Systems Corp., 6.625%, 08/01/2026 | 104,144 | 0.1 | |
100,000 | iHeartCommunications, Inc., 8.375%, 05/01/2027 | 91,819 | 0.0 | |
100,000 | Level 3 Financing, Inc., 5.250%, 03/15/2026 | 103,267 | 0.1 | |
100,000 | (1) | Match Group, Inc., 4.125%, 08/01/2030 | 98,078 | 0.0 |
100,000 | (1) | MDC Partners, Inc., 6.500%, 05/01/2024 | 93,313 | 0.0 |
75,000 | (2) | Meredith Corp., 6.875%, 02/01/2026 | 62,447 | 0.0 |
90,000 | (1) | Midcontinent Communications / Midcontinent Finance Corp., 5.375%, 08/15/2027 | 91,705 | 0.0 |
100,000 | Netflix, Inc., 5.875%, 11/15/2028 | 113,909 | 0.1 | |
100,000 | (1) | Nexstar Broadcasting, Inc., 5.625%, 07/15/2027 | 100,253 | 0.0 |
45,000 | (1) | Sinclair Television Group, Inc., 5.125%, 02/15/2027 | 41,110 | 0.0 |
100,000 | (1) | Sirius XM Radio, Inc., 5.000%, 08/01/2027 | 102,729 | 0.0 |
50,000 | Sprint Corp., 7.625%, 03/01/2026 | 59,134 | 0.0 | |
100,000 | (1) | TEGNA, Inc., 5.000%, 09/15/2029 | 94,314 | 0.0 |
100,000 | Telecom Italia Capital SA, 6.375%, 11/15/2033 | 112,857 | 0.1 | |
100,000 | (1) | Terrier Media Buyer, Inc., 8.875%, 12/15/2027 | 96,125 | 0.0 |
100,000 | T-Mobile USA, Inc., 5.375%, 04/15/2027 | 105,541 | 0.1 | |
100,000 | (1) | Univision Communications, Inc., 6.625%, 06/01/2027 | 95,875 | 0.0 |
100,000 | (1) | ViaSat, Inc., 5.625%, 09/15/2025 | 96,011 | 0.0 |
45,000 | (1) | ViaSat, Inc., 6.500%, 07/15/2028 | 45,122 | 0.0 |
2,743,012 | 0.8 | |||
Consumer, Cyclical: 1.2% | ||||
100,000 | (1) | 1011778 BC ULC / New Red Finance, Inc., 5.000%, 10/15/2025 | 99,670 | 0.0 |
100,000 | (1) | Allison Transmission, Inc., 5.875%, 06/01/2029 | 104,290 | 0.1 |
100,000 | AMC Entertainment Holdings, Inc., 5.875%, 11/15/2026 | 32,750 | 0.0 | |
75,000 | American Axle & Manufacturing, Inc., 6.875%, 07/01/2028 | 74,529 | 0.0 | |
30,000 | (1) | Asbury Automotive Group, Inc., 4.500%, 03/01/2028 | 29,194 | 0.0 |
30,000 | (1) | Asbury Automotive Group, Inc., 4.750%, 03/01/2030 | 29,325 | 0.0 |
100,000 | (1) | Ashton Woods USA LLC / Ashton Woods Finance Co., 6.750%, 08/01/2025 | 98,614 | 0.0 |
75,000 | (1) | Boyd Gaming Corp., 8.625%, 06/01/2025 | 78,516 | 0.0 |
100,000 | (1) | Caesars Resort Collection LLC / CRC Finco, Inc., 5.250%, 10/15/2025 | 87,151 | 0.0 |
100,000 | Century Communities, Inc., 5.875%, 07/15/2025 | 99,864 | 0.0 | |
75,000 | (1) | Colt Merger Sub, Inc., 6.250%, 07/01/2025 | 74,602 | 0.0 |
100,000 | (1) | Core & Main L.P., 6.125%, 08/15/2025 | 99,976 | 0.0 |
100,000 | Dana, Inc., 5.500%, 12/15/2024 | 101,114 | 0.1 | |
100,000 | (1) | Golden Entertainment, Inc., 7.625%, 04/15/2026 | 92,296 | 0.0 |
100,000 | (1) | Golden Nugget, Inc., 6.750%, 10/15/2024 | 72,000 | 0.0 |
100,000 | H&E Equipment Services, Inc., 5.625%, 09/01/2025 | 101,240 | 0.1 | |
60,000 | Home Depot, Inc./The, 3.125%, 12/15/2049 | 66,027 | 0.0 | |
100,000 | (1) | IAA, Inc., 5.500%, 06/15/2027 | 103,610 | 0.1 |
100,000 | (1) | Installed Building Products, Inc., 5.750%, 02/01/2028 | 100,356 | 0.1 |
15,000 | (1) | IRB Holding Corp., 7.000%, 06/15/2025 | 15,459 | 0.0 |
100,000 | L Brands, Inc., 6.750%, 07/01/2036 | 82,325 | 0.0 | |
100,000 | Lennar Corp., 5.250%, 06/01/2026 | 108,356 | 0.1 | |
100,000 | (1) | Lions Gate Capital Holdings LLC, 5.875%, 11/01/2024 | 95,865 | 0.0 |
125,000 | Lowe's Cos, Inc., 3.700%, 04/15/2046 | 140,002 | 0.1 | |
100,000 | M/I Homes, Inc., 4.950%, 02/01/2028 | 99,688 | 0.0 | |
100,000 | (1) | Mattel, Inc., 5.875%, 12/15/2027 | 104,060 | 0.1 |
50,000 | McDonald's Corp., 3.625%, 05/01/2043 | 55,101 | 0.0 | |
60,000 | McDonald's Corp., 3.625%, 09/01/2049 | 66,800 | 0.0 |
See Accompanying Notes to Financial Statements
24
Voya Balanced Income Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
66,000 | MGM Resorts International, 5.750%, 06/15/2025 | 65,464 | 0.0 | |
100,000 | (1),(2) | Michaels Stores, Inc., 8.000%, 07/15/2027 | 87,081 | 0.0 |
100,000 | Murphy Oil USA, Inc., 5.625%, 05/01/2027 | 103,606 | 0.1 | |
100,000 | (1) | Navistar International Corp., 6.625%, 11/01/2025 | 95,011 | 0.0 |
100,000 | (1) | Penn National Gaming, Inc., 5.625%, 01/15/2027 | 93,644 | 0.0 |
50,000 | (1) | PetSmart, Inc., 5.875%, 06/01/2025 | 50,280 | 0.0 |
50,000 | (1) | PetSmart, Inc., 7.125%, 03/15/2023 | 49,402 | 0.0 |
60,000 | (1) | Picasso Finance Sub, Inc., 6.125%, 06/15/2025 | 61,275 | 0.0 |
50,000 | (1) | Scientific Games International, Inc., 5.000%, 10/15/2025 | 46,339 | 0.0 |
50,000 | (1) | Scientific Games International, Inc., 8.250%, 03/15/2026 | 44,460 | 0.0 |
50,000 | (1) | Six Flags Entertainment Corp., 4.875%, 07/31/2024 | 44,844 | 0.0 |
100,000 | Sonic Automotive, Inc., 6.125%, 03/15/2027 | 99,356 | 0.0 | |
100,000 | (1) | Speedway Motorsports LLC / Speedway Funding II, Inc., 4.875%, 11/01/2027 | 91,250 | 0.0 |
100,000 | (1) | Station Casinos LLC, 4.500%, 02/15/2028 | 84,313 | 0.0 |
100,000 | (2) | Tempur Sealy International, Inc., 5.500%, 06/15/2026 | 101,232 | 0.1 |
70,000 | (2) | Tenneco, Inc., 5.000%, 07/15/2026 | 45,677 | 0.0 |
75,000 | TRI Pointe Group, Inc., 5.700%, 06/15/2028 | 76,500 | 0.0 | |
100,000 | (1) | Univar Solutions USA, Inc./Washington, 5.125%, 12/01/2027 | 101,331 | 0.1 |
100,000 | (1) | Viking Cruises Ltd., 5.875%, 09/15/2027 | 59,769 | 0.0 |
50,000 | (1) | Viking Cruises Ltd., 13.000%, 05/15/2025 | 52,969 | 0.0 |
100,000 | (1) | William Carter Co/The, 5.625%, 03/15/2027 | 103,291 | 0.1 |
100,000 | (1) | Wolverine World Wide, Inc., 5.000%, 09/01/2026 | 96,563 | 0.0 |
3,966,437 | 1.2 | |||
Consumer, Non-cyclical: 1.2% | ||||
100,000 | (1) | Acadia Healthcare Co., Inc., 5.500%, 07/01/2028 | 100,625 | 0.0 |
200,000 | (1) | Adani Ports & Special Economic Zone Ltd., 4.375%, 07/03/2029 | 196,259 | 0.1 |
100,000 | (1) | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 5.875%, 02/15/2028 | 103,346 | 0.1 |
50,000 | (1) | Allied Universal Holdco LLC / Allied Universal Finance Corp., 6.625%, 07/15/2026 | 52,662 | 0.0 |
50,000 | (1) | Allied Universal Holdco LLC / Allied Universal Finance Corp., 9.750%, 07/15/2027 | 52,774 | 0.0 |
245,000 | Altria Group, Inc., 4.500%, 05/02/2043 | 263,948 | 0.1 | |
100,000 | (1) | AMN Healthcare, Inc., 4.625%, 10/01/2027 | 97,668 | 0.0 |
50,000 | (1) | Bausch Health Cos, Inc., 5.250%, 01/30/2030 | 47,493 | 0.0 |
50,000 | (1) | Bausch Health Cos, Inc., 5.500%, 11/01/2025 | 51,153 | 0.0 |
100,000 | (1) | Cardtronics, Inc. / Cardtronics USA, Inc., 5.500%, 05/01/2025 | 97,364 | 0.0 |
100,000 | (1) | Catalent Pharma Solutions, Inc., 5.000%, 07/15/2027 | 103,982 | 0.1 |
100,000 | Centene Corp., 4.625%, 12/15/2029 | 106,127 | 0.1 | |
100,000 | (1) | Cott Holdings, Inc., 5.500%, 04/01/2025 | 100,769 | 0.0 |
300,000 | CVS Health Corp., 5.050%, 03/25/2048 | 390,869 | 0.1 | |
75,000 | (1) | DaVita, Inc., 4.625%, 06/01/2030 | 74,634 | 0.0 |
100,000 | DaVita, Inc., 5.125%, 07/15/2024 | 101,850 | 0.0 | |
225,000 | (1) | DP World Crescent Ltd., 3.750%, 01/30/2030 | 219,690 | 0.1 |
100,000 | (1) | Garda World Security Corp., 8.750%, 05/15/2025 | 101,561 | 0.0 |
75,000 | (1) | Gartner, Inc., 4.500%, 07/01/2028 | 76,065 | 0.0 |
100,000 | (1) | Graham Holdings Co., 5.750%, 06/01/2026 | 103,769 | 0.1 |
100,000 | HCA, Inc., 5.375%, 02/01/2025 | 107,405 | 0.1 | |
100,000 | (1) | Hill-Rom Holdings, Inc., 4.375%, 09/15/2027 | 102,668 | 0.0 |
75,000 | (1) | Jaguar Holding Co. II / PPD Development L.P., 5.000%, 06/15/2028 | 76,922 | 0.0 |
100,000 | (1) | JBS USA LUX SA / JBS USA Finance, Inc., 6.750%, 02/15/2028 | 105,857 | 0.1 |
100,000 | (1) | KeHE Distributors LLC / KeHE Finance Corp., 8.625%, 10/15/2026 | 106,734 | 0.1 |
45,000 | Kraft Heinz Foods Co., 5.000%, 07/15/2035 | 49,550 | 0.0 | |
100,000 | (1) | LifePoint Health, Inc., 4.375%, 02/15/2027 | 94,750 | 0.0 |
100,000 | Molina Healthcare, Inc., 5.375%, 11/15/2022 | 102,223 | 0.0 | |
50,000 | (1) | MPH Acquisition Holdings LLC, 7.125%, 06/01/2024 | 46,687 | 0.0 |
100,000 | (1) | Par Pharmaceutical, Inc., 7.500%, 04/01/2027 | 102,955 | 0.1 |
100,000 | (1) | Pilgrim's Pride Corp., 5.875%, 09/30/2027 | 100,252 | 0.0 |
50,000 | (1),(2),(6) | Polaris Intermediate Corp., 8.500% (PIK Rate 9.250%, Cash Rate 8.500%), 12/01/2022 | 44,156 | 0.0 |
100,000 | (1) | Post Holdings, Inc., 5.000%, 08/15/2026 | 100,568 | 0.0 |
See Accompanying Notes to Financial Statements
25
Voya Balanced Income Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (UNAUDITED) (CONTINUED) |
100,000 | (1) | Select Medical Corp., 6.250%, 08/15/2026 | 101,318 | 0.0 |
100,000 | Spectrum Brands, Inc., 5.750%, 07/15/2025 | 102,939 | 0.0 | |
50,000 | Tenet Healthcare Corp., 5.125%, 05/01/2025 | 48,311 | 0.0 | |
50,000 | Tenet Healthcare Corp., 6.750%, 06/15/2023 | 49,675 | 0.0 | |
100,000 | United Rentals North America, Inc., 4.875%, 01/15/2028 | 102,657 | 0.0 | |
100,000 | (1) | West Street Merger Sub, Inc., 6.375%, 09/01/2025 | 97,062 | 0.0 |
4,085,297 | 1.2 | |||
Energy: 1.5% | ||||
100,000 | (1) | Archrock Partners L.P. / Archrock Partners Finance Corp., 6.250%, 04/01/2028 | 91,780 | 0.0 |
250,000 | CNOOC Finance 2013 Ltd., 2.875%, 09/30/2029 | 266,005 | 0.1 | |
75,000 | Comstock Resources, Inc., 9.750%, 08/15/2026 | 70,376 | 0.0 | |
85,000 | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 5.750%, 04/01/2025 | 73,685 | 0.0 | |
75,000 | DCP Midstream Operating L.P., 5.625%, 07/15/2027 | 75,750 | 0.0 | |
350,000 | Empresa Nacional del Petroleo, 3.750%, 08/05/2026 | 362,579 | 0.1 | |
450,000 | (7) | Energy Transfer Operating L.P., 7.125%, 12/31/2199 | 385,312 | 0.1 |
100,000 | (1) | Enviva Partners L.P. / Enviva Partners Finance Corp., 6.500%, 01/15/2026 | 104,187 | 0.1 |
75,000 | (1) | EQM Midstream Partners L.P., 6.000%, 07/01/2025 | 75,937 | 0.0 |
5,000 | (1) | EQM Midstream Partners L.P., 6.500%, 07/01/2027 | 5,134 | 0.0 |
146,000 | Exxon Mobil Corp., 3.095%, 08/16/2049 | 152,573 | 0.1 | |
300,000 | Gazprom PJSC Via Gaz Capital SA, 4.950%, 03/23/2027 | 333,461 | 0.1 | |
100,000 | (1) | Hess Midstream Operations L.P., 5.625%, 02/15/2026 | 99,177 | 0.0 |
75,000 | (1) | Indigo Natural Resources LLC, 6.875%, 02/15/2026 | 69,987 | 0.0 |
550,000 | KazMunayGas National Co. JSC, 5.375%, 04/24/2030 | 624,319 | 0.2 | |
100,000 | Murphy Oil Corp., 5.750%, 08/15/2025 | 90,562 | 0.0 | |
35,000 | (1) | Nabors Industries Ltd., 7.250%, 01/15/2026 | 21,613 | 0.0 |
30,000 | Nabors Industries, Inc., 5.750%, 02/01/2025 | 12,259 | 0.0 | |
100,000 | Occidental Petroleum Corp., 8.500%, 07/15/2027 | 100,500 | 0.0 | |
100,000 | PBF Logistics L.P. / PBF Logistics Finance Corp., 6.875%, 05/15/2023 | 96,619 | 0.0 | |
200,000 | Petrobras Global Finance BV, 5.750%, 02/01/2029 | 205,977 | 0.1 | |
425,000 | Petrobras Global Finance BV, 5.999%, 01/27/2028 | 446,080 | 0.2 | |
225,000 | Petroleos del Peru SA, 4.750%, 06/19/2032 | 250,551 | 0.1 | |
425,000 | (1) | Petroleos Mexicanos, 5.950%, 01/28/2031 | 351,243 | 0.1 |
200,000 | Petroleos Mexicanos, 6.500%, 03/13/2027 | 180,798 | 0.1 | |
100,000 | (1) | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 5.500%, 01/15/2028 | 86,791 | 0.0 |
375,000 | (7) | Transcanada Trust, 5.500%, 09/15/2079 | 374,717 | 0.1 |
100,000 | (1) | Viper Energy Partners L.P., 5.375%, 11/01/2027 | 98,261 | 0.0 |
100,000 | WPX Energy, Inc., 5.250%, 10/15/2027 | 93,588 | 0.0 | |
5,199,821 | 1.5 | |||
Financial: 0.7% | ||||
100,000 | Ally Financial, Inc., 5.750%, 11/20/2025 | 106,954 | 0.1 | |
100,000 | American International Group, Inc., 4.375%, 01/15/2055 | 115,104 | 0.1 | |
200,000 | Bancolombia SA, 3.000%, 01/29/2025 | 196,208 | 0.1 | |
95,000 | Brookfield Finance LLC, 3.450%, 04/15/2050 | 91,311 | 0.0 | |
200,000 | Corp Financiera de Desarrollo SA, 4.750%, 07/15/2025 | 219,029 | 0.1 | |
75,000 | (1) | Cushman & Wakefield US Borrower LLC, 6.750%, 05/15/2028 | 78,516 | 0.0 |
100,000 | (1) | ESH Hospitality, Inc., 5.250%, 05/01/2025 | 96,897 | 0.0 |
70,000 | (1) | Freedom Mortgage Corp., 8.250%, 04/15/2025 | 69,518 | 0.0 |
75,000 | (1) | Iron Mountain, Inc., 5.250%, 07/15/2030 | 73,674 | 0.0 |
530,000 | (7) | JPMorgan Chase & Co., 4.600%, 12/31/2199 | 473,210 | 0.2 |
200,000 | (1),(7) | Kookmin Bank, 4.350%, 12/31/2199 | 206,045 | 0.1 |
100,000 | (1) | LPL Holdings, Inc., 4.625%, 11/15/2027 | 99,062 | 0.0 |
100,000 | MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc., 5.625%, 05/01/2024 | 104,267 | 0.0 | |
100,000 | MPT Operating Partnership L.P. / MPT Finance Corp., 5.000%, 10/15/2027 | 103,066 | 0.0 |
See Accompanying Notes to Financial Statements
26
Voya Balanced Income Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (UNAUDITED) (CONTINUED) |
100,000 | Navient Corp., 5.000%, 03/15/2027 | 84,220 | 0.0 | |
100,000 | (1) | Quicken Loans LLC, 5.250%, 01/15/2028 | 104,291 | 0.0 |
100,000 | (1) | Realogy Group LLC / Realogy Co-Issuer Corp., 5.250%, 12/01/2021 | 101,400 | 0.0 |
75,000 | (1) | SBA Communications Corp., 3.875%, 02/15/2027 | 74,790 | 0.0 |
75,000 | Springleaf Finance Corp., 6.625%, 01/15/2028 | 74,377 | 0.0 | |
2,471,939 | 0.7 | |||
Industrial: 0.9% | ||||
100,000 | AECOM, 5.875%, 10/15/2024 | 108,260 | 0.1 | |
100,000 | (1) | Amsted Industries, Inc., 5.625%, 07/01/2027 | 103,481 | 0.1 |
100,000 | (1) | Berry Global, Inc., 5.625%, 07/15/2027 | 103,065 | 0.0 |
100,000 | (1) | BMC East LLC, 5.500%, 10/01/2024 | 101,114 | 0.0 |
276,000 | (7) | BNSF Funding Trust I, 6.613%, 12/15/2055 | 302,993 | 0.1 |
35,000 | (1) | Builders FirstSource, Inc., 5.000%, 03/01/2030 | 32,982 | 0.0 |
90,000 | (1) | Builders FirstSource, Inc., 6.750%, 06/01/2027 | 92,402 | 0.0 |
30,000 | Burlington Northern Santa Fe LLC, 4.450%, 03/15/2043 | 37,927 | 0.0 | |
100,000 | (1) | Cargo Aircraft Management, Inc., 4.750%, 02/01/2028 | 99,375 | 0.0 |
100,000 | (1) | Cascades, Inc./Cascades USA, Inc., 5.375%, 01/15/2028 | 101,812 | 0.0 |
75,000 | (1) | Clark Equipment Co., 5.875%, 06/01/2025 | 77,016 | 0.0 |
100,000 | (1) | Clean Harbors, Inc., 5.125%, 07/15/2029 | 104,009 | 0.1 |
75,000 | CSX Corp., 4.500%, 08/01/2054 | 95,215 | 0.0 | |
60,000 | (1) | GFL Environmental, Inc., 8.500%, 05/01/2027 | 65,389 | 0.0 |
100,000 | (1) | Granite US Holdings Corp., 11.000%, 10/01/2027 | 97,543 | 0.0 |
200,000 | (1) | Hutama Karya Persero PT, 3.750%, 05/11/2030 | 210,513 | 0.1 |
200,000 | (1),(2) | Klabin Austria GmbH, 5.750%, 04/03/2029 | 211,338 | 0.1 |
100,000 | (1) | Koppers, Inc., 6.000%, 02/15/2025 | 97,561 | 0.0 |
100,000 | (1) | Norbord, Inc., 5.750%, 07/15/2027 | 102,356 | 0.0 |
100,000 | (1) | PGT Innovations, Inc., 6.750%, 08/01/2026 | 101,356 | 0.0 |
75,000 | (1) | Plastipak Holdings, Inc., 6.250%, 10/15/2025 | 72,984 | 0.0 |
100,000 | (1) | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 5.125%, 07/15/2023 | 101,319 | 0.0 |
100,000 | (1) | Sealed Air Corp., 5.500%, 09/15/2025 | 107,865 | 0.1 |
70,000 | (1) | Silgan Holdings, Inc., 4.125%, 02/01/2028 | 69,563 | 0.0 |
100,000 | (1) | SSL Robotics LLC, 9.750%, 12/31/2023 | 107,250 | 0.1 |
100,000 | (1) | Standard Industries, Inc./NJ, 5.000%, 02/15/2027 | 101,541 | 0.0 |
100,000 | (1) | Stevens Holding Co., Inc., 6.125%, 10/01/2026 | 104,856 | 0.1 |
100,000 | (1) | Summit Materials LLC / Summit Materials Finance Corp., 5.125%, 06/01/2025 | 99,115 | 0.0 |
100,000 | TransDigm, Inc., 5.500%, 11/15/2027 | 87,572 | 0.0 | |
15,000 | Vertical Holdco GmbH, 7.625%, 07/15/2028 | 15,000 | 0.0 | |
25,000 | Vertical US Newco, Inc., 5.250%, 07/15/2027 | 25,000 | 0.0 | |
3,137,772 | 0.9 | |||
Technology: 0.4% | ||||
100,000 | (1) | Ascend Learning LLC, 6.875%, 08/01/2025 | 101,102 | 0.0 |
100,000 | (1) | Castle US Holding Corp., 9.500%, 02/15/2028 | 92,734 | 0.0 |
100,000 | CDW LLC / CDW Finance Corp., 5.000%, 09/01/2025 | 103,135 | 0.1 | |
100,000 | (1) | Change Healthcare Holdings LLC / Change Healthcare Finance, Inc., 5.750%, 03/01/2025 | 98,982 | 0.0 |
100,000 | (1) | Dell International LLC / EMC Corp., 7.125%, 06/15/2024 | 103,694 | 0.1 |
100,000 | Donnelley Financial Solutions, Inc., 8.250%, 10/15/2024 | 98,873 | 0.0 | |
75,000 | (1) | Microchip Technology, Inc., 4.250%, 09/01/2025 | 75,690 | 0.0 |
100,000 | (1) | MTS Systems Corp., 5.750%, 08/15/2027 | 92,106 | 0.0 |
100,000 | (1) | Open Text Corp., 3.875%, 02/15/2028 | 96,453 | 0.0 |
100,000 | (1) | Open Text Corp., 5.875%, 06/01/2026 | 103,993 | 0.1 |
100,000 | (1) | RP Crown Parent LLC, 7.375%, 10/15/2024 | 100,114 | 0.0 |
70,000 | (1) | Science Applications International Corp., 4.875%, 04/01/2028 | 69,901 | 0.0 |
100,000 | (1) | Tempo Acquisition LLC / Tempo Acquisition Finance Corp., 6.750%, 06/01/2025 | 101,562 | 0.1 |
45,000 | Texas Instruments, Inc., 3.875%, 03/15/2039 | 55,960 | 0.0 | |
1,294,299 | 0.4 | |||
Utilities: 1.1% | ||||
82,000 | American Electric Power Co., Inc., 3.250%, 03/01/2050 | 84,810 | 0.0 | |
100,000 | (1) | Clearway Energy Operating LLC, 4.750%, 03/15/2028 | 102,088 | 0.0 |
200,000 | (1) | Colbun SA, 3.150%, 03/06/2030 | 202,600 | 0.1 |
See Accompanying Notes to Financial Statements
27
Voya Balanced Income Portfolio | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2020(Unaudited) (CONTINUED) |
475,000 | (7) | Dominion Energy, Inc., 4.650%, 12/31/2199 | 465,539 | 0.2 |
380,000 | (7) | Duke Energy Corp., 4.875%, 12/31/2199 | 380,082 | 0.1 |
100,000 | Duke Energy Indiana LLC, 3.750%, 05/15/2046 | 116,465 | 0.0 | |
46,000 | Entergy Louisiana LLC, 2.900%, 03/15/2051 | 47,285 | 0.0 | |
200,000 | Inkia Energy Ltd., 5.875%, 11/09/2027 | 198,125 | 0.1 | |
250,000 | Kallpa Generacion SA, 4.125%, 08/16/2027 | 255,580 | 0.1 | |
290,000 | Mississippi Power Co., 4.250%, 03/15/2042 | 342,140 | 0.1 | |
275,000 | (7) | NextEra Energy Capital Holdings, Inc., 5.650%, 05/01/2079 | 300,489 | 0.1 |
100,000 | NRG Energy, Inc., 5.750%, 01/15/2028 | 105,731 | 0.0 | |
250,000 | Perusahaan Listrik Negara PT, 4.125%, 05/15/2027 | 264,015 | 0.1 | |
400,000 | Perusahaan Listrik Negara PT, 5.450%, 05/21/2028 | 461,438 | 0.2 | |
75,000 | PG&E Corp., 5.250%, 07/01/2030 | 75,562 | 0.0 | |
40,000 | Southern California Edison Co., 3.650%, 02/01/2050 | 44,141 | 0.0 | |
100,000 | (1) | Vistra Operations Co. LLC, 5.625%, 02/15/2027 | 102,844 | 0.0 |
3,548,934 | 1.1 | |||
Total Corporate Bonds/Notes | ||||
(Cost $29,201,047) | 28,953,515 | 8.6 | ||
COLLATERALIZED MORTGAGE OBLIGATIONS: 15.6% | ||||
825,228 | (1),(7) | Agate Bay Mortgage Trust 2015-1 B4, 3.796%, 01/25/2045 | 783,295 | 0.2 |
500,000 | (1),(7) | Chase Home Lending Mortgage Trust 2019-ATR1 A5, 4.000%, 04/25/2049 | 524,955 | 0.2 |
470,481 | (1),(7) | Chase Mortgage Finance Corp. 2016-SH1 M2, 3.750%, 04/25/2045 | 474,458 | 0.1 |
1,182,480 | (1),(7) | CIM Trust 2019-INV2 A3, 4.000%, 05/25/2049 | 1,222,594 | 0.4 |
486,703 | (1),(7) | CIM Trust 2019-J1 B2, 4.019%, 08/25/2049 | 477,042 | 0.1 |
575,034 | (1),(7) | CIM Trust 2019-J2 A13, 3.500%, 10/25/2049 | 598,749 | 0.2 |
600,000 | (1) | Connecticut Avenue Securities Trust 2020-R02 2M2, 2.185%, (US0001M + 2.000%), 01/25/2040 | 575,604 | 0.2 |
1,000,000 | (1),(7) | Deephaven Residential Mortgage Trust 2018-1A M1, 3.939%, 12/25/2057 | 995,865 | 0.3 |
791,216 | Fannie Mae Connecticut Avenue Securities 2016-C05 2M2, 4.635%, (US0001M + 4.450%), 01/25/2029 | 814,985 | 0.2 | |
729,595 | Fannie Mae Connecticut Avenue Securities 2016-C07 2M2, 4.535%, (US0001M + 4.350%), 05/25/2029 | 761,129 | 0.2 | |
635,860 | Fannie Mae Connecticut Avenue Securities 2017-C02 2M2, 3.835%, (US0001M + 3.650%), 09/25/2029 | 641,695 | 0.2 | |
340,627 | Fannie Mae Connecticut Avenue Securities 2017-C06 1M2, 2.835%, (US0001M + 2.650%), 02/25/2030 | 340,653 | 0.1 | |
393,733 | Fannie Mae Connecticut Avenue Securities 2017-CO6 2M2, 2.985%, (US0001M + 2.800%), 02/25/2030 | 390,458 | 0.1 | |
1,034,160 | Fannie Mae Connecticut Avenue Securities 2018-C03 1M2, 2.335%, (US0001M + 2.150%), 10/25/2030 | 1,025,504 | 0.3 | |
1,024,863 | Fannie Mae Connecticut Avenue Securities 2018-C04 2M2, 2.735%, (US0001M + 2.550%), 12/25/2030 | 1,018,218 | 0.3 | |
916,432 | Fannie Mae Connecticut Avenue Securities 2018-C05 1M2, 2.535%, (US0001M + 2.350%), 01/25/2031 | 904,428 | 0.3 | |
835,134 | Fannie Mae Connecticut Avenue Securities 2018-C06 1M2, 2.185%, (US0001M + 2.000%), 03/25/2031 | 808,526 | 0.2 | |
286,025 | Fannie Mae Connecticut Avenue Securities 2018-CO1 1M2, 2.435%, (US0001M + 2.250%), 07/25/2030 | 281,693 | 0.1 | |
824,903 | (1) | Fannie Mae Connecticut Avenue Securities 2019-R02 1M2, 2.485%, (US0001M + 2.300%), 08/25/2031 | 819,451 | 0.2 |
980,486 | (1) | Fannie Mae Connecticut Avenue Securities 2019-R04 2M2, 2.285%, (US0001M + 2.100%), 06/25/2039 | 960,334 | 0.3 |
657,057 | (1) | Fannie Mae Connecticut Avenue Securities Trust 2018-R07 1M2, 2.585%, (US0001M + 2.400%), 04/25/2031 | 655,208 | 0.2 |
2,327,526 | (8) | Fannie Mae REMICS 2008-36 YI, 7.016%, (-1.000*US0001M + 7.200%), 07/25/2036 | 423,046 | 0.1 |
1,041,168 | (8) | Fannie Mae REMICS 2010-59 NS, 5.586%, (-1.000*US0001M + 5.770%), 06/25/2040 | 207,352 | 0.1 |
See Accompanying Notes to Financial Statements
28
Voya Balanced Income Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
5,157,981 | (8) | Fannie Mae REMICS 2012-121 ID, 3.000%, 11/25/2027 | 350,336 | 0.1 |
6,248,064 | (8) | Fannie Mae REMICS 2013-71 AI, 3.000%, 07/25/2028 | 434,448 | 0.1 |
6,143,770 | (8) | Fannie Mae Interest Strip Series 367 2, 5.500%, 01/01/2036 | 1,224,724 | 0.4 |
1,258,128 | (8) | Fannie Mae REMICS 2005-66 LS, 6.446%, (-1.000*US0001M + 6.630%), 07/25/2035 | 283,259 | 0.1 |
5,053,441 | (8) | Fannie Mae REMICS 2012-144 SC, 5.916%, (-1.000*US0001M + 6.100%), 01/25/2043 | 1,199,464 | 0.4 |
2,421,810 | (8) | Fannie Mae REMICS 2012-151 WS, 6.016%, (-1.000*US0001M + 6.200%), 03/25/2042 | 445,134 | 0.1 |
5,905,041 | (8) | Fannie Mae REMICS 2012-35 LS, 6.416%, (-1.000*US0001M + 6.600%), 04/25/2041 | 927,770 | 0.3 |
4,597,703 | (8) | Fannie Mae REMICS 2013-20 SK, 6.016%, (-1.000*US0001M + 6.200%), 05/25/2041 | 602,012 | 0.2 |
1,548,367 | (8) | Fannie Mae REMICS 2015-65 KI, 6.816%, (-1.000*US0001M + 7.000%), 08/25/2035 | 338,090 | 0.1 |
1,216,432 | (8) | Fannie Mae REMICS 2018-86 DS, 5.916%, (-1.000*US0001M + 6.100%), 12/25/2048 | 171,836 | 0.0 |
500,000 | (1),(7) | Flagstar Mortgage Trust 2017-1 1A7, 3.500%, 03/25/2047 | 521,044 | 0.2 |
916,722 | (1),(7) | Flagstar Mortgage Trust 2017-1 B3, 3.677%, 03/25/2047 | 919,290 | 0.3 |
1,673,411 | (1),(7) | Flagstar Mortgage Trust 2018-3INV A3, 4.000%, 05/25/2048 | 1,748,359 | 0.5 |
1,200,000 | (1) | Freddie Mac STACR REMIC Trust 2020-HQA1 M2, 2.085%, (US0001M + 1.900%), 01/25/2050 | 1,151,424 | 0.3 |
551,455 | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA2 M3, 4.085%, (US0001M + 3.900%), 12/25/2027 | 563,378 | 0.2 | |
329,837 | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-HQ1 M3, 3.985%, (US0001M + 3.800%), 03/25/2025 | 335,835 | 0.1 | |
600,000 | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-DNA2 M2, 3.635%, (US0001M + 3.450%), 10/25/2029 | 614,173 | 0.2 | |
1,152,702 | (1) | Freddie Mac Structured Agency Credit Risk Debt Notes 2019-DNA1 M2, 2.835%, (US0001M + 2.650%), 01/25/2049 | 1,146,009 | 0.3 |
837,933 | (1) | Freddie Mac Structured Agency Credit Risk Debt Notes 2019-HQA2 M2, 2.235%, (US0001M + 2.050%), 04/25/2049 | 826,947 | 0.2 |
910,857 | (8) | Freddie Mac REMICS 3318 KS, 6.225%, (-1.000*US0001M + 6.410%), 05/15/2037 | 134,911 | 0.0 |
1,271,396 | (8) | Freddie Mac REMICS 3879 SL, 6.415%, (-1.000*US0001M + 6.600%), 01/15/2041 | 192,136 | 0.1 |
5,068,891 | (8) | Freddie Mac REMICS 4120 JS, 6.015%, (-1.000*US0001M + 6.200%), 10/15/2032 | 957,722 | 0.3 |
3,641,890 | (8) | Freddie Mac REMICS 4141 EI, 3.000%, 09/15/2027 | 189,231 | 0.1 |
4,543,983 | (8) | Freddie Mac REMICS 4153 IB, 2.500%, 01/15/2028 | 250,981 | 0.1 |
7,017,910 | (8) | Freddie Mac REMICS 4517 KI, 1.005%, (-0.357*US0001M + 1.071%), 04/15/2043 | 151,171 | 0.0 |
7,974,337 | (8) | Freddie Mac REMICS 4596 DI, 3.500%, 06/15/2046 | 819,023 | 0.2 |
3,590,194 | (8) | Freddie Mac REMICS 4619 KS, 4.077%, (-1.000*US0001M + 4.250%), 06/15/2039 | 490,876 | 0.1 |
1,461,140 | (8) | Ginnie Mae Series 2013-148 DS, 5.485%, (-1.000*US0001M + 5.680%), 10/16/2043 | 324,881 | 0.1 |
11,271,807 | (8) | Ginnie Mae Series 2015-20 CI, 3.500%, 02/20/2030 | 975,993 | 0.3 |
1,105,539 | (8) | Ginnie Mae Series 2015-42 IY, 5.500%, 08/20/2039 | 113,663 | 0.0 |
9,208,807 | (8) | Ginnie Mae Series 2019-23 MT, 0.600%, (-1.000*US0001M + 6.700%), 03/20/2042 | 169,428 | 0.0 |
478,249 | (1),(7) | GS Mortgage-Backed Securities Corp. Trust 2019-PJ2 A1, 4.000%, 11/25/2049 | 492,849 | 0.1 |
476,021 | (1),(7) | J.P. Morgan Mortgage Trust 2019-2 A15, 4.000%, 08/25/2049 | 488,095 | 0.1 |
1,151,763 | (1),(7) | J.P. Morgan Mortgage Trust 2019-LTV1 A3, 4.000%, 06/25/2049 | 1,189,534 | 0.4 |
542,363 | (1),(7) | JP Morgan Mortgage Trust 2016-4 A13, 3.500%, 10/25/2046 | 556,426 | 0.2 |
872,470 | (1),(7) | JP Morgan Mortgage Trust 2017-5 B2, 3.138%, 10/26/2048 | 820,798 | 0.2 |
See Accompanying Notes to Financial Statements
29
Voya Balanced Income Portfolio | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2020(Unaudited) (CONTINUED) |
1,143,092 | (1),(7) | JP Morgan Mortgage Trust 2018-3 B2, 3.754%, 09/25/2048 | 1,147,645 | 0.3 |
741,614 | (1),(7) | JP Morgan Mortgage Trust 2018-4 B2, 3.763%, 10/25/2048 | 738,946 | 0.2 |
961,512 | (1),(7) | JP Morgan Mortgage Trust 2018-5 A13, 3.500%, 10/25/2048 | 990,146 | 0.3 |
524,102 | (1),(7) | JP Morgan Mortgage Trust 2019-1 A3, 4.000%, 05/25/2049 | 542,427 | 0.2 |
515,825 | (1),(7) | JP Morgan Mortgage Trust 2019-5 A3, 4.000%, 11/25/2049 | 531,650 | 0.2 |
142,125 | (1),(7) | JP Morgan Mortgage Trust 2019-8 A15, 3.500%, 03/25/2050 | 147,943 | 0.0 |
982,428 | (1),(7) | JP Morgan Mortgage Trust 2019-INV1 B2, 5.109%, 10/25/2049 | 1,024,973 | 0.3 |
912,291 | (1),(7) | JP Morgan Mortgage Trust 2019-LTV2 A18, 4.000%, 12/25/2049 | 938,026 | 0.3 |
590,350 | (1),(7) | JP Morgan Mortgage Trust 2019-LTV2 B3, 4.805%, 12/25/2049 | 588,069 | 0.2 |
481,928 | (1),(7) | Mello Mortgage Capital Acceptance 2018-MTG2 B1, 4.475%, 10/25/2048 | 516,605 | 0.2 |
911,503 | (1),(7) | New Residential Mortgage Loan Trust 2019-NQM3 A3, 3.086%, 07/25/2049 | 925,490 | 0.3 |
718,143 | (1),(7) | OBX 2019-INV2 A25 Trust, 4.000%, 05/27/2049 | 735,254 | 0.2 |
1,167,066 | (1),(7) | Sequoia Mortgage Trust 2019-2 B2, 4.232%, 06/25/2049 | 1,166,467 | 0.3 |
1,167,066 | (1),(7) | Sequoia Mortgage Trust 2019-2 B3, 4.232%, 06/25/2049 | 1,137,981 | 0.3 |
192,922 | (1),(7) | Sequoia Mortgage Trust 2019-3 A2, 3.500%, 09/25/2049 | 198,466 | 0.1 |
512,219 | (1),(7) | Sequoia Mortgage Trust 2019-4 A19, 3.500%, 11/25/2049 | 531,350 | 0.2 |
528,468 | (1),(7) | Sequoia Mortgage Trust 2019-CH2 A1, 4.500%, 08/25/2049 | 545,568 | 0.2 |
1,096,654 | (1),(7) | Starwood Mortgage Residential Trust 2019-1 A3, 3.299%, 06/25/2049 | 1,077,485 | 0.3 |
249,051 | (1),(7) | Verus Securitization Trust 2018-INV1 A1, 3.626%, 03/25/2058 | 250,031 | 0.1 |
581,047 | (1),(7) | Verus Securitization Trust 2019-INV2 A2, 3.117%, 07/25/2059 | 593,183 | 0.2 |
573,618 | (1),(7) | Wells Fargo Mortgage Backed Securities 2018-1 B3, 3.687%, 07/25/2047 | 568,300 | 0.2 |
Total Collateralized Mortgage Obligations | ||||
(Cost $52,590,039) | 52,722,497 | 15.6 | ||
U.S. TREASURY OBLIGATIONS: 1.0% | ||||
U.S. Treasury Bonds: 0.9% | ||||
94,000 | 0.625%,05/15/2030 | 93,728 | 0.0 | |
35,000 | 1.125%,05/15/2040 | 34,680 | 0.0 | |
2,628,000 | 2.000%,02/15/2050 | 3,008,957 | 0.9 | |
3,137,365 | 0.9 | |||
U.S. Treasury Notes: 0.1% | ||||
190,000 | 0.500%,06/30/2027 | 190,141 | 0.1 | |
Total U.S. Treasury Obligations | ||||
(Cost $3,326,152) | 3,327,506 | 1.0 | ||
ASSET-BACKED SECURITIES: 9.7% | ||||
Automobile Asset-Backed Securities: 1.7% | ||||
300,000 | Americredit Automobile Receivables Trust 2018-2 D, 4.010%, 07/18/2024 | 312,340 | 0.1 | |
450,000 | Americredit Automobile Receivables Trust 2019-2 D, 2.990%, 06/18/2025 | 453,607 | 0.1 | |
1,200,000 | Carmax Auto Owner Trust 2019-3 D, 2.850%, 01/15/2026 | 1,214,134 | 0.4 | |
500,000 | GM Financial Consumer Automobile Receivables Trust 2019-3 C, 2.620%, 01/16/2025 | 510,125 | 0.1 | |
550,000 | (1) | Oscar US Funding XI LLC 2019-2A A4, 2.680%, 09/10/2026 | 563,246 | 0.2 |
550,000 | Santander Drive Auto Receivables Trust 2019-1 D, 3.650%, 04/15/2025 | 566,144 | 0.2 | |
1,000,000 | Santander Drive Auto Receivables Trust 2019-2 D, 3.220%, 07/15/2025 | 1,027,122 | 0.3 | |
150,000 | Santander Drive Auto Receivables Trust 2019-3 C, 2.490%, 10/15/2025 | 151,684 | 0.0 | |
350,000 | Santander Drive Auto Receivables Trust 2019-3 D, 2.680%, 10/15/2025 | 349,690 | 0.1 | |
600,000 | (1) | Santander Retail Auto Lease Trust 2019-B C, 2.770%, 08/21/2023 | 600,088 | 0.2 |
5,748,180 | 1.7 | |||
Home Equity Asset-Backed Securities: 0.2% | ||||
610,430 | (1),(7) | ACE Securities Corp. Mortgage Loan Trust Series 2007-D1 A2, 6.336%, 02/25/2038 | 578,283 | 0.2 |
Other Asset-Backed Securities: 7.6% | ||||
400,000 | (1) | Applebee's Funding LLC / IHOP Funding LLC 2019-1A A2I, 4.194%, 06/07/2049 | 355,032 | 0.1 |
150,000 | (1) | Applebee's Funding LLC / IHOP Funding LLC 2019-1A A2II, 4.723%, 06/07/2049 | 129,246 | 0.0 |
300,000 | (1) | Babson CLO Ltd. 2018-3A C, 3.035%, (US0003M + 1.900%), 07/20/2029 | 287,185 | 0.1 |
See Accompanying Notes to Financial Statements
30
Voya Balanced Income Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
750,000 | (1) | Benefit Street Partners CLO II Ltd. 2013-IIA BR, 3.769%, (US0003M + 2.550%), 07/15/2029 | 721,741 | 0.2 |
750,000 | (1) | Benefit Street Partners CLO X Ltd. 2016-10A BR, 3.619%, (US0003M + 2.400%), 01/15/2029 | 723,259 | 0.2 |
500,000 | (1) | BlueMountain CLO XXV Ltd. 2019-25A C, 3.669%, (US0003M + 2.450%), 07/15/2032 | 479,265 | 0.1 |
390,000 | (1) | Domino's Pizza Master Issuer LLC 2017-1A A2II, 3.082%, 07/25/2047 | 400,364 | 0.1 |
606,203 | (1) | Domino's Pizza Master Issuer LLC 2018-1A A2I, 4.116%, 07/25/2048 | 648,028 | 0.2 |
700,000 | (1) | Dryden 43 Senior Loan Fund 2016-43A CR, 3.535%, (US0003M + 2.400%), 07/20/2029 | 692,499 | 0.2 |
500,000 | (1) | Dryden 75 CLO Ltd. 2019-75A CR, 3.619%, (US0003M + 2.400%), 07/15/2030 | 491,190 | 0.2 |
439,217 | (1) | J.G. Wentworth XXXVIII LLC 2017-1A A, 3.990%, 08/16/2060 | 493,292 | 0.2 |
750,000 | (1) | LCM XXII Ltd. 22A BR, 3.135%, (US0003M + 2.000%), 10/20/2028 | 706,657 | 0.2 |
1,200,000 | (1) | LCM XXIV Ltd. 24A C, 3.385%, (US0003M + 2.250%), 03/20/2030 | 1,140,934 | 0.3 |
750,000 | (1) | LCM XV L.P. 15A CR, 3.535%, (US0003M + 2.400%), 07/20/2030 | 716,296 | 0.2 |
500,000 | (1) | Madison Park Funding XXI Ltd. 2016-21A BR, 4.069%, (US0003M + 2.850%), 10/15/2032 | 489,759 | 0.1 |
650,000 | (1) | Marlette Funding Trust 2019-3A B, 3.070%, 09/17/2029 | 647,816 | 0.2 |
514,151 | (1) | Mill City Solar Loan 2019-2GS A Ltd., 3.690%, 07/20/2043 | 520,004 | 0.2 |
858,844 | (1) | Mosaic Solar Loans 2017-2A A LLC, 3.820%, 06/22/2043 | 886,604 | 0.3 |
750,000 | (1) | Neuberger Berman CLO XVII Ltd. 2014-17A CR2, 3.098%, (US0003M + 2.000%), 04/22/2029 | 725,860 | 0.2 |
1,000,000 | (1) | Neuberger Berman Loan Advisers CLO 25 Ltd. 2017-25A C, 3.285%, (US0003M + 2.150%), 10/18/2029 | 971,946 | 0.3 |
750,000 | (1) | Neuberger Berman Loan Advisers CLO 33 Ltd. 2019-33A C, 3.626%, (US0003M + 2.450%), 10/16/2032 | 732,580 | 0.2 |
750,000 | (1) | OCP Clo 2019-17A C1 Ltd., 3.685%, (US0003M + 2.550%), 07/20/2032 | 718,474 | 0.2 |
250,000 | (1) | Octagon Loan Funding Ltd. 2014-1A CRR, 2.586%, (US0003M + 2.200%), 11/18/2031 | 235,182 | 0.1 |
750,000 | (1) | OHA Credit Funding 3 Ltd. 2019-3A C, 3.585%, (US0003M + 2.450%), 07/20/2032 | 725,266 | 0.2 |
1,000,000 | (1) | Palmer Square CLO 2015-1A BR2 Ltd., 2.624%, (US0003M + 2.250%), 05/21/2029 | 984,716 | 0.3 |
800,000 | (1) | Palmer Square Loan Funding 2019-2A B Ltd., 3.385%, (US0003M + 2.250%), 04/20/2027 | 784,116 | 0.2 |
750,000 | (1) | Palmer Square Loan Funding 2020-2A B Ltd., 3.359%, (US0003M + 2.250%), 04/20/2028 | 737,452 | 0.2 |
500,000 | (1) | Shackleton CLO Ltd. 2019-15A C, 4.703%, (US0003M + 2.800%), 01/15/2030 | 491,716 | 0.2 |
500,000 | (1) | Silver Creek CLO Ltd. 2014-1A CR, 3.435%, (US0003M + 2.300%), 07/20/2030 | 481,969 | 0.1 |
150,000 | (1) | Sofi Consumer Loan Program 2018-2 B Trust, 3.790%, 04/26/2027 | 154,654 | 0.1 |
150,000 | (1) | SoFi Consumer Loan Program 2018-4 B Trust, 3.960%, 11/26/2027 | 151,575 | 0.0 |
1,000,000 | (1) | SoFi Consumer Loan Program 2019-3 D Trust, 3.890%, 05/25/2028 | 1,005,325 | 0.3 |
200,000 | (1) | SoFi Consumer Loan Program 2019-4 C Trust, 2.840%, 08/25/2028 | 192,567 | 0.1 |
100,000 | (1) | SoFi Consumer Loan Program 2019-4 D Trust, 3.480%, 08/25/2028 | 82,329 | 0.0 |
400,000 | (1) | SoFi Consumer Loan Program 2020-1 C Trust, 2.500%, 01/25/2029 | 342,272 | 0.1 |
364,857 | (1) | Sunrun Xanadu Issuer 2019-1A A LLC, 3.980%, 06/30/2054 | 358,419 | 0.1 |
750,000 | (1) | THL Credit Wind River 2016-1A CR CLO Ltd., 3.319%, (US0003M + 2.100%), 07/15/2028 | 717,499 | 0.2 |
2,000,000 | (1),(7) | Towd Point Mortgage Trust 2015-4 M2, 3.750%, 04/25/2055 | 2,148,072 | 0.6 |
180,000 | (1),(7) | Towd Point Mortgage Trust 2015-6 M2, 3.750%, 04/25/2055 | 190,713 | 0.1 |
1,170,000 | (1) | Wendy's Funding LLC 2018-1A A2II, 3.884%, 03/15/2048 | 1,237,170 | 0.4 |
245,000 | (1) | Wendy's Funding LLC 2019-1A A2I, 3.783%, 06/15/2049 | 258,931 | 0.1 |
See Accompanying Notes to Financial Statements
31
Voya Balanced Income Portfolio | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2020(Unaudited) (CONTINUED) |
780,000 | (1) | Westcott Park CLO Ltd. 2016-1A CR, 3.385%, (US0003M + 2.250%), 07/20/2028 | 768,592 | 0.2 |
25,726,566 | 7.6 | |||
Student Loan Asset-Backed Securities: 0.2% | ||||
600,000 | (1) | Sofi Professional Loan Program 2019-C BFX LLC, 3.050%, 11/16/2048 | 602,291 | 0.2 |
Total Asset-Backed Securities | ||||
(Cost $32,883,068) | 32,655,320 | 9.7 | ||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 10.9% | ||||
330,000 | (1),(7) | BAMLL Re-REMIC Trust 2016-FRR16 B, 0.993%, 05/27/2021 | 319,744 | 0.1 |
650,000 | (1) | BANK 2017-BNK4 D, 3.357%, 05/15/2050 | 446,359 | 0.1 |
2,000,000 | (1),(7) | BANK 2017-BNK5 D, 3.078%, 06/15/2060 | 1,402,243 | 0.4 |
1,170,000 | (1) | BANK 2017-BNK8 D, 2.600%, 11/15/2050 | 821,737 | 0.2 |
1,460,000 | (1) | BANK 2019-BNK17 D, 3.000%, 04/15/2052 | 1,201,719 | 0.4 |
1,000,000 | (1),(7) | BENCHMARK 2018-B3 D Mortgage Trust, 3.208%, 04/10/2051 | 679,380 | 0.2 |
12,405,821 | (7),(8) | BENCHMARK 2019-B10 XA Mortgage Trust, 1.393%, 03/15/2062 | 1,028,871 | 0.3 |
5,499,227 | (7),(8) | Benchmark 2020-B17 XA Mortgage Trust, 1.542%, 03/15/2053 | 526,994 | 0.2 |
764,320 | (1) | BX Commercial Mortgage Trust 2019-XL J, 2.835%, (US0001M + 2.650%), 10/15/2036 | 725,416 | 0.2 |
580,000 | (1) | BX Commercial Mortgage Trust 2020-BXLP G, 2.685%, (US0001M + 2.500%), 12/15/2029 | 554,008 | 0.2 |
210,000 | (1),(7) | BX Trust 2019-OC11 E, 4.076%, 12/09/2041 | 189,111 | 0.1 |
170,000 | (1) | BXMT 2017-FL1 B Ltd., 1.694%, (US0001M + 1.500%), 06/15/2035 | 167,244 | 0.1 |
160,000 | (1) | BXMT 2020-FL2 B Ltd., 1.594%, (US0001M + 1.400%), 02/16/2037 | 150,767 | 0.0 |
2,000,000 | (1),(7) | CALI Mortgage Trust 2019-101C E, 4.469%, 03/10/2039 | 2,029,179 | 0.6 |
16,231,942 | (7),(8) | Citigroup Commercial Mortgage Trust 2019-C7 XA, 1.007%, 12/15/2072 | 1,035,223 | 0.3 |
2,350,000 | (1),(7) | Citigroup Commercial Mortgage Trust 2013-GC15 D, 5.387%, 09/10/2046 | 2,146,197 | 0.6 |
1,000,000 | (7) | Commercial Mortgage Pass Through Certificates 2016-CR28 D, 4.051%, 02/10/2049 | 816,653 | 0.2 |
130,000 | (1),(7) | COMM 2013-CR10 E Mortgage Trust, 4.949%, 08/10/2046 | 109,559 | 0.0 |
650,000 | (1),(7) | COMM 2014-LC15 D Mortgage Trust, 5.150%, 04/10/2047 | 469,957 | 0.1 |
2,000,000 | (7) | COMM 2015-CCRE26 D Mortgage Trust, 3.630%, 10/10/2048 | 1,422,244 | 0.4 |
520,000 | (1) | Credit Suisse Mortgage Capital Certificates 2019-ICE4 F, 2.835%, (US0001M + 2.650%), 05/15/2036 | 493,957 | 0.1 |
2,000,000 | (7) | Csail 2015-C2 C Commercial Mortgage Trust, 4.330%, 06/15/2057 | 1,188,649 | 0.4 |
190,000 | (1),(7) | DBUBS 2017-BRBK E Mortgage Trust, 3.648%, 10/10/2034 | 187,690 | 0.1 |
350,000 | (1) | DBUBS 2011-LC2A F Mortgage Trust, 3.823%, (US0001M + 3.650%), 07/10/2044 | 247,101 | 0.1 |
1,460,000 | (7),(8) | Freddie Mac Multifamily Structured Pass Through Certificates K109 X1, 1.700%, 04/25/2030 | 185,115 | 0.1 |
205,000 | (1),(7) | GRACE 2014-GRCE F Mortgage Trust, 3.710%, 06/10/2028 | 198,148 | 0.1 |
13,764,195 | (7),(8) | GS Mortgage Securities Trust 2019-GC39 XA, 1.295%, 05/10/2052 | 998,378 | 0.3 |
410,000 | (1),(7) | Jackson Park Trust 2019-LIC F, 3.242%, 10/14/2039 | 342,345 | 0.1 |
200,000 | (1),(7) | JPMBB Commercial Mortgage Securities Trust 2013-C17 F, 3.867%, 01/15/2047 | 136,082 | 0.0 |
370,000 | (1),(7) | JPMCC Re-REMIC Trust 2015-FRR2 AK36, 2.184%, 12/27/2046 | 367,477 | 0.1 |
27,520,998 | (7),(8) | JPMDB Commercial Mortgage Securities Trust 2018-C8 XA, 0.803%, 06/15/2051 | 929,175 | 0.3 |
2,000,000 | (1) | KNDL 2019-KNSQ E Mortgage Trust, 1.985%, (US0001M + 1.800%), 05/15/2036 | 1,930,559 | 0.6 |
560,000 | (1) | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13 F, 3.707%, 11/15/2046 | 365,407 | 0.1 |
530,000 | (1) | Morgan Stanley Capital I Trust 2011-C1 M, 4.193%, 09/15/2047 | 193,900 | 0.1 |
1,955,000 | (1),(7) | Morgan Stanley Capital I Trust 2016-BNK2 D, 3.000%, 11/15/2049 | 1,392,104 | 0.4 |
17,704,112 | (7),(8) | Morgan Stanley Capital I Trust 2019-L3 XA, 0.766%, 11/15/2029 | 861,132 | 0.3 |
2,000,000 | (1) | Morgan Stanley Capital I Trust 2019-PLND E, 2.335%, (US0001M + 2.150%), 05/15/2036 | 1,724,081 | 0.5 |
200,000 | (1) | MRCD 2019-PARK E Mortgage Trust, 2.718%, 12/15/2036 | 186,168 | 0.1 |
See Accompanying Notes to Financial Statements
32
Voya Balanced Income Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
2,000,000 | (1) | UBS Commercial Mortgage Trust 2018-NYCH C, 1.685%, (US0001M + 1.500%), 02/15/2032 | 1,838,603 | 0.5 | |
140,000 | (1),(7) | UBS-Barclays Commercial Mortgage Trust 2012-C4 D, 4.621%, 12/10/2045 | 78,091 | 0.0 | |
240,000 | (1),(7) | UBS-Barclays Commercial Mortgage Trust 2012-C4 E, 4.621%, 12/10/2045 | 118,892 | 0.0 | |
2,240,000 | (1) | Wells Fargo Commercial Mortgage Trust 2019-C49 D, 3.000%, 03/15/2052 | 1,447,707 | 0.4 | |
2,000,000 | (1),(7) | WFRBS Commercial Mortgage Trust 2011-C5 E, 5.845%, 11/15/2044 | 1,573,318 | 0.5 | |
2,210,000 | (1) | WFRBS Commercial Mortgage Trust 2013-C12 E, 3.500%, 03/15/2048 | 1,670,718 | 0.5 | |
1,920,000 | (7) | WFRBS Commercial Mortgage Trust 2014-C19 C, 4.646%, 03/15/2047 | 1,819,601 | 0.5 | |
Total Commercial Mortgage-Backed Securities | |||||
(Cost $42,513,355) | 36,717,003 | 10.9 | |||
SOVEREIGN BONDS: 1.6% | |||||
300,000 | Brazilian Government International Bond, 3.875%, 06/12/2030 | 289,815 | 0.1 | ||
450,000 | Colombia Government International Bond, 3.875%, 04/25/2027 | 476,356 | 0.1 | ||
EUR | 225,000 | Croatia Government International Bond, 1.125%, 06/19/2029 | 251,137 | 0.1 | |
200,000 | Croatia Government International Bond, 5.500%, 04/04/2023 | 220,642 | 0.1 | ||
200,000 | (1) | Dominican Republic International Bond, 4.500%, 01/30/2030 | 181,900 | 0.0 | |
300,000 | Dominican Republic International Bond, 6.875%, 01/29/2026 | 315,468 | 0.1 | ||
350,000 | Egypt Government International Bond, 5.875%, 06/11/2025 | 353,500 | 0.1 | ||
225,000 | Egypt Government International Bond, 7.500%, 01/31/2027 | 236,611 | 0.1 | ||
325,000 | (1) | Ghana Government International Bond, 6.375%, 02/11/2027 | 305,094 | 0.1 | |
171,000 | Ivory Coast Government International Bond, 5.750%, 12/31/2032 | 169,050 | 0.0 | ||
200,000 | (1) | Kenya Government International Bond, 7.000%, 05/22/2027 | 198,000 | 0.1 | |
200,000 | Mexico Government International Bond, 4.500%, 04/22/2029 | 217,875 | 0.1 | ||
125,000 | Panama Government International Bond, 9.375%, 04/01/2029 | 190,132 | 0.1 | ||
400,000 | Perusahaan Penerbit SBSN Indonesia III, 4.150%, 03/29/2027 | 435,612 | 0.1 | ||
450,000 | Republic of South Africa Government International Bond, 4.850%, 09/30/2029 | 427,667 | 0.1 | ||
200,000 | Russian Foreign Bond - Eurobond, 4.375%, 03/21/2029 | 227,750 | 0.1 | ||
200,000 | Sri Lanka Government International Bond, 6.350%, 06/28/2024 | 140,002 | 0.0 | ||
475,000 | Turkey Government International Bond, 4.875%, 10/09/2026 | 441,980 | 0.1 | ||
350,000 | Ukraine Government International Bond, 7.750%, 09/01/2025 | 366,381 | 0.1 | ||
Total Sovereign Bonds | |||||
(Cost $5,551,469) | 5,444,972 | 1.6 | |||
Value | Percentage of Net Assets | ||||
PURCHASED OPTIONS (9): 0.0% | |||||
Total Purchased Options | |||||
(Cost $144,145) | 106,642 | 0.0 | |||
Total Long-Term Investments | |||||
(Cost $330,426,842) | 331,124,443 | 98.1 | |||
Principal Amount† | Value | Percentage of Net Assets | |||
SHORT-TERM INVESTMENTS: 0.6% | |||||
Repurchase Agreements: 0.6% | |||||
121,472 | (10) | Barclays Capital, Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $121,472, collateralized by various U.S. Government Securities, 0.000%, Market Value plus accrued interest $123,901, due 05/15/24-08/15/47) | 121,472 | 0.0 | |
1,000,000 | (10) | Citigroup, Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,000,002, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $1,020,000, due 07/31/21-05/20/70) | 1,000,000 | 0.3 |
See Accompanying Notes to Financial Statements
33
Voya Balanced Income Portfolio | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2020(Unaudited) (CONTINUED) |
1,000,000 | (10) | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,000,002, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $1,020,000, due 07/31/20-07/01/50) | 1,000,000 | 0.3 | |
Total Repurchase Agreements | |||||
Total Short-Term Investments | |||||
(Cost $2,121,472) | 2,121,472 | 0.6 | |||
Total Investments in Securities (Cost $332,548,314) | $ 333,245,915 | 98 .7 | |||
Assets in Excess of Other Liabilities | 4,513,168 | 1 .3 | |||
Net Assets | $ 337,759,083 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
ADR | American Depositary Receipt |
(1) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
(2) | Security, or a portion of the security, is on loan. |
(3) | Non-income producing security. |
(4) | Preferred Stock may be called prior to convertible date. |
(5) | Defaulted security. |
(6) | All or a portion of this security is payment-in-kind ("PIK") which may pay interest or additional principal at the issuer's discretion. Rates shown are the current rate and possible payment rates. |
(7) | Variable rate security. Rate shown is the rate in effect as of June 30, 2020. |
(8) | Interest only securities represent the right to receive the monthly interest payments on an underlying pool of mortgage loans. Principal amount shown represents the notional amount on which current interest is calculated. Payments of principal on the pool reduce the value of the interest only security. |
(9) | The tables within the Portfolio of Investments detail open purchased options which are non-income producing securities. |
(10) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
Currency Abbreviations:
EUR | EU Euro |
Reference Rate Abbreviations: | |
US0001M | 1-month LIBOR |
US0003M | 3-month LIBOR |
See Accompanying Notes to Financial Statements
34
Voya High Yield Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2020 (Unaudited) |
Principal Amount† | Value | Percentage of Net Assets | ||
CORPORATE BONDS/NOTES: 95.8% | ||||
Basic Materials: 5.3% | ||||
1,250,000 | (1) | Aruba Investments, Inc., 8.750%, 02/15/2023 | $ 1,260,806 | 0.2 |
250,000 | Cleveland-Cliffs, Inc., 5.750%, 03/01/2025 | 213,606 | 0.0 | |
695,000 | (1) | Cleveland-Cliffs, Inc., 6.750%, 03/15/2026 | 672,412 | 0.1 |
1,450,000 | (1) | Compass Minerals International, Inc., 6.750%, 12/01/2027 | 1,524,950 | 0.3 |
475,000 | (1) | Constellium SE, 5.625%, 06/15/2028 | 469,381 | 0.1 |
1,080,000 | (1) | Constellium SE, 5.750%, 05/15/2024 | 1,083,937 | 0.2 |
250,000 | (1),(2) | Constellium SE, 5.875%, 02/15/2026 | 251,866 | 0.1 |
1,100,000 | (1),(2) | Constellium SE, 6.625%, 03/01/2025 | 1,115,823 | 0.2 |
1,150,000 | (1) | First Quantum Minerals Ltd., 6.500%, 03/01/2024 | 1,086,871 | 0.2 |
2,500,000 | (2) | Freeport-McMoRan, Inc., 4.125%, 03/01/2028 | 2,430,837 | 0.5 |
250,000 | Freeport-McMoRan, Inc., 4.250%, 03/01/2030 | 242,735 | 0.0 | |
650,000 | (2) | Freeport-McMoRan, Inc., 4.550%, 11/14/2024 | 662,256 | 0.1 |
1,375,000 | (2) | Hecla Mining Co., 7.250%, 02/15/2028 | 1,399,063 | 0.3 |
1,275,000 | (1) | Illuminate Buyer LLC / Illuminate Holdings IV, Inc., 9.000%, 07/01/2028 | 1,332,375 | 0.3 |
425,000 | Methanex Corp., 5.650%, 12/01/2044 | 336,940 | 0.1 | |
2,100,000 | (1) | Novelis Corp., 5.875%, 09/30/2026 | 2,102,457 | 0.4 |
950,000 | (1),(2) | OCI NV, 5.250%, 11/01/2024 | 915,563 | 0.2 |
1,275,000 | (1) | OCI NV, 6.625%, 04/15/2023 | 1,287,750 | 0.3 |
975,000 | (2) | Olin Corp., 5.125%, 09/15/2027 | 914,457 | 0.2 |
1,250,000 | (1) | PolyOne Corp., 5.750%, 05/15/2025 | 1,288,281 | 0.3 |
1,675,000 | (1) | Schweitzer-Mauduit International, Inc., 6.875%, 10/01/2026 | 1,718,651 | 0.3 |
1,415,000 | (1) | SPCM SA, 4.875%, 09/15/2025 | 1,430,402 | 0.3 |
740,000 | (1) | Trinseo Materials Operating SCA / Trinseo Materials Finance, Inc., 5.375%, 09/01/2025 | 703,463 | 0.1 |
1,270,000 | (1),(2) | Tronox, Inc., 6.500%, 04/15/2026 | 1,190,498 | 0.2 |
210,000 | (1) | Tronox, Inc., 6.500%, 05/01/2025 | 211,444 | 0.0 |
1,325,000 | (1) | WR Grace & Co-Conn, 4.875%, 06/15/2027 | 1,348,890 | 0.3 |
27,195,714 | 5.3 | |||
Communications: 20.1% | ||||
1,300,000 | (1) | Altice Finco SA, 7.625%, 02/15/2025 | 1,356,751 | 0.3 |
1,200,000 | (1),(2) | Altice France Holding SA, 6.000%, 02/15/2028 | 1,141,506 | 0.2 |
2,438,000 | (1) | Altice France Holding SA, 10.500%, 05/15/2027 | 2,696,245 | 0.5 |
1,025,000 | (1) | Altice France SA/France, 7.375%, 05/01/2026 | 1,071,115 | 0.2 |
1,000,000 | (1) | Altice France SA/France, 8.125%, 02/01/2027 | 1,096,145 | 0.2 |
1,250,000 | (2) | AMC Networks, Inc., 4.750%, 08/01/2025 | 1,230,131 | 0.2 |
1,350,000 | (1) | C&W Senior Financing DAC, 7.500%, 10/15/2026 | 1,384,297 | 0.3 |
1,350,000 | CSC Holdings LLC, 5.875%, 09/15/2022 | 1,413,754 | 0.3 | |
250,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 4.500%, 05/01/2032 | 253,437 | 0.1 |
725,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 4.750%, 03/01/2030 | 742,922 | 0.1 |
2,650,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.125%, 05/01/2027 | 2,745,532 | 0.5 |
1,215,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.000%, 02/01/2028 | 1,255,702 | 0.2 |
1,560,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.500%, 05/01/2026 | 1,620,208 | 0.3 |
2,600,000 | (1) | CCO Holdings LLC / CCO Holdings Capital Corp., 5.750%, 02/15/2026 | 2,695,017 | 0.5 |
375,000 | CenturyLink, Inc., 5.625%, 04/01/2025 | 388,727 | 0.1 | |
1,525,000 | (2) | Clear Channel Worldwide Holdings, Inc., 9.250%, 02/15/2024 | 1,418,608 | 0.3 |
2,300,000 | (1) | CommScope Tech Finance LLC, 6.000%, 06/15/2025 | 2,227,090 | 0.4 |
275,000 | (1) | CommScope Technologies LLC, 5.000%, 03/15/2027 | 248,520 | 0.1 |
830,000 | (1) | CommScope, Inc., 7.125%, 07/01/2028 | 832,158 | 0.2 |
2,150,000 | (1) | Connect Finco SARL / Connect US Finco LLC, 6.750%, 10/01/2026 | 2,035,835 | 0.4 |
3,150,000 | (2) | CSC Holdings LLC, 5.250%, 06/01/2024 | 3,353,096 | 0.7 |
1,550,000 | (1) | CSC Holdings LLC, 5.500%, 05/15/2026 | 1,595,376 | 0.3 |
1,125,000 | (1) | CSC Holdings LLC, 5.750%, 01/15/2030 | 1,176,632 | 0.2 |
850,000 | (1) | CSC Holdings LLC, 7.500%, 04/01/2028 | 930,032 | 0.2 |
1,725,000 | (1) | Cumulus Media New Holdings, Inc., 6.750%, 07/01/2026 | 1,596,427 | 0.3 |
See Accompanying Notes to Financial Statements
35
Voya High Yield Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2020 (Unaudited) (Continued) |
903,000 | (1) | Diamond Sports Group LLC / Diamond Sports Finance Co., 5.375%, 08/15/2026 | 659,118 | 0.1 |
2,479,000 | (1) | Diamond Sports Group LLC / Diamond Sports Finance Co., 6.625%, 08/15/2027 | 1,335,016 | 0.3 |
625,000 | DISH DBS Corp., 5.000%, 03/15/2023 | 624,384 | 0.1 | |
1,400,000 | DISH DBS Corp., 5.875%, 07/15/2022 | 1,426,635 | 0.3 | |
1,800,000 | (2) | DISH DBS Corp., 5.875%, 11/15/2024 | 1,792,413 | 0.4 |
1,160,000 | (1) | DISH DBS Corp., 7.375%, 07/01/2028 | 1,158,550 | 0.2 |
700,000 | (1) | Dolya Holdco 18 DAC, 5.000%, 07/15/2028 | 694,540 | 0.1 |
1,550,000 | Embarq Corp., 7.995%, 06/01/2036 | 1,744,091 | 0.3 | |
1,425,000 | (1),(2) | Entercom Media Corp., 7.250%, 11/01/2024 | 1,244,944 | 0.2 |
415,000 | (1) | Expedia Group, Inc., 6.250%, 05/01/2025 | 444,017 | 0.1 |
210,000 | (1) | Expedia Group, Inc., 7.000%, 05/01/2025 | 218,833 | 0.0 |
750,000 | (1),(3) | Frontier Communications Corp., 8.000%, 04/01/2027 | 762,510 | 0.2 |
1,225,000 | (1) | Gray Television, Inc., 7.000%, 05/15/2027 | 1,258,871 | 0.2 |
750,000 | (1) | GTT Communications, Inc., 7.875%, 12/31/2024 | 396,094 | 0.1 |
1,400,000 | (2) | Hughes Satellite Systems Corp., 6.625%, 08/01/2026 | 1,458,016 | 0.3 |
650,000 | (1) | iHeartCommunications, Inc., 5.250%, 08/15/2027 | 623,473 | 0.1 |
2,125,000 | (2) | iHeartCommunications, Inc., 8.375%, 05/01/2027 | 1,951,143 | 0.4 |
2,150,000 | (1) | LCPR Senior Secured Financing DAC, 6.750%, 10/15/2027 | 2,196,633 | 0.4 |
750,000 | Level 3 Financing, Inc., 5.125%, 05/01/2023 | 751,954 | 0.1 | |
1,250,000 | Level 3 Financing, Inc., 5.250%, 03/15/2026 | 1,290,831 | 0.3 | |
965,000 | (1) | Match Group, Inc., 4.125%, 08/01/2030 | 946,453 | 0.2 |
275,000 | (1) | Match Group, Inc., 4.625%, 06/01/2028 | 279,269 | 0.1 |
1,350,000 | (1) | MDC Partners, Inc., 6.500%, 05/01/2024 | 1,259,719 | 0.2 |
2,200,000 | (2) | Meredith Corp., 6.875%, 02/01/2026 | 1,831,786 | 0.4 |
1,200,000 | (1) | Midcontinent Communications / Midcontinent Finance Corp., 5.375%, 08/15/2027 | 1,222,728 | 0.2 |
450,000 | (1) | Netflix, Inc., 4.875%, 06/15/2030 | 481,977 | 0.1 |
2,450,000 | Netflix, Inc., 5.875%, 11/15/2028 | 2,790,758 | 0.5 | |
925,000 | (1),(2) | Nexstar Broadcasting, Inc., 5.625%, 08/01/2024 | 934,347 | 0.2 |
1,600,000 | (1) | Nexstar Broadcasting, Inc., 5.625%, 07/15/2027 | 1,604,048 | 0.3 |
1,100,000 | Northwestern Bell Telephone, 7.750%, 05/01/2030 | 1,211,216 | 0.2 | |
510,000 | (1) | Sinclair Television Group, Inc., 5.125%, 02/15/2027 | 465,916 | 0.1 |
1,750,000 | (1) | Sirius XM Radio, Inc., 5.000%, 08/01/2027 | 1,797,749 | 0.4 |
2,475,000 | Sprint Communications, Inc., 6.000%, 11/15/2022 | 2,613,885 | 0.5 | |
3,100,000 | Sprint Corp., 7.125%, 06/15/2024 | 3,505,914 | 0.7 | |
2,100,000 | Sprint Corp., 7.625%, 03/01/2026 | 2,483,638 | 0.5 | |
270,000 | (1) | TEGNA, Inc., 4.625%, 03/15/2028 | 249,973 | 0.1 |
1,625,000 | (1) | TEGNA, Inc., 5.000%, 09/15/2029 | 1,532,603 | 0.3 |
1,025,000 | Telecom Italia Capital SA, 6.000%, 09/30/2034 | 1,117,153 | 0.2 | |
1,150,000 | (2) | Telecom Italia Capital SA, 6.375%, 11/15/2033 | 1,297,850 | 0.3 |
2,150,000 | (1) | Terrier Media Buyer, Inc., 8.875%, 12/15/2027 | 2,066,688 | 0.4 |
700,000 | T-Mobile USA, Inc., 5.125%, 04/15/2025 | 717,930 | 0.1 | |
2,650,000 | T-Mobile USA, Inc., 6.500%, 01/15/2026 | 2,772,390 | 0.5 | |
1,940,000 | (1),(2) | Univision Communications, Inc., 6.625%, 06/01/2027 | 1,859,975 | 0.4 |
600,000 | (1) | Univision Communications, Inc., 9.500%, 05/01/2025 | 639,000 | 0.1 |
1,150,000 | (2),(4) | ViacomCBS, Inc., 6.250%, 02/28/2057 | 1,181,947 | 0.2 |
1,600,000 | (1) | ViaSat, Inc., 5.625%, 09/15/2025 | 1,536,168 | 0.3 |
300,000 | (1),(2) | ViaSat, Inc., 5.625%, 04/15/2027 | 307,820 | 0.1 |
750,000 | (1) | ViaSat, Inc., 6.500%, 07/15/2028 | 752,033 | 0.2 |
1,400,000 | (1) | Virgin Media Secured Finance PLC, 5.500%, 05/15/2029 | 1,477,973 | 0.3 |
250,000 | (1) | VTR Comunicaciones SpA, 5.125%, 01/15/2028 | 256,375 | 0.1 |
750,000 | (1) | VTR Finance NV, 6.375%, 07/15/2028 | 773,453 | 0.2 |
2,000,000 | (1) | Zayo Group Holdings, Inc., 6.125%, 03/01/2028 | 1,948,440 | 0.4 |
102,454,503 | 20.1 | |||
Consumer, Cyclical: 20.0% | ||||
3,725,000 | (1) | 1011778 BC ULC / New Red Finance, Inc., 5.000%, 10/15/2025 | 3,712,689 | 0.7 |
875,000 | (1) | Adams Homes, Inc., 7.500%, 02/15/2025 | 862,422 | 0.2 |
1,975,000 | (1) | Adient Global Holdings Ltd., 4.875%, 08/15/2026 | 1,637,838 | 0.3 |
500,000 | (1) | Adient US LLC, 9.000%, 04/15/2025 | 540,787 | 0.1 |
1,575,000 | (1),(2) | Allison Transmission, Inc., 5.875%, 06/01/2029 | 1,642,575 | 0.3 |
1,275,000 | AMC Entertainment Holdings, Inc., 5.875%, 11/15/2026 | 417,562 | 0.1 |
See Accompanying Notes to Financial Statements
36
Voya High Yield Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2020 (Unaudited) (Continued) |
910,000 | (1),(2) | AMC Entertainment Holdings, Inc., 10.500%, 04/15/2025 | 741,718 | 0.1 |
1,405,000 | American Axle & Manufacturing, Inc., 6.875%, 07/01/2028 | 1,396,177 | 0.3 | |
700,000 | (1) | Asbury Automotive Group, Inc., 4.500%, 03/01/2028 | 681,187 | 0.1 |
700,000 | (1),(2) | Asbury Automotive Group, Inc., 4.750%, 03/01/2030 | 684,250 | 0.1 |
250,000 | (1) | Ashton Woods USA LLC / Ashton Woods Finance Co., 6.625%, 01/15/2028 | 246,250 | 0.0 |
700,000 | (1) | Ashton Woods USA LLC / Ashton Woods Finance Co., 6.750%, 08/01/2025 | 690,301 | 0.1 |
650,000 | Boyd Gaming Corp., 6.000%, 08/15/2026 | 606,814 | 0.1 | |
1,500,000 | (1) | Boyd Gaming Corp., 8.625%, 06/01/2025 | 1,570,312 | 0.3 |
1,575,000 | (1) | Caesars Resort Collection LLC / CRC Finco, Inc., 5.250%, 10/15/2025 | 1,372,628 | 0.3 |
950,000 | (1) | CCM Merger, Inc., 6.000%, 03/15/2022 | 943,469 | 0.2 |
1,150,000 | (2) | Cedar Fair L.P. / Canada's Wonderland Co. / Magnum Management Corp., 5.375%, 06/01/2024 | 1,093,104 | 0.2 |
2,300,000 | Century Communities, Inc., 5.875%, 07/15/2025 | 2,296,883 | 0.4 | |
1,425,000 | (1) | Cinemark USA, Inc., 8.750%, 05/01/2025 | 1,481,109 | 0.3 |
895,000 | (1) | Colt Merger Sub, Inc., 6.250%, 07/01/2025 | 890,257 | 0.2 |
745,000 | (1) | Colt Merger Sub, Inc., 8.125%, 07/01/2027 | 726,375 | 0.1 |
275,000 | (1),(5) | Core & Main Holdings L.P., 8.625% (PIK Rate 9.375%, Cash Rate 8.625%), 09/15/2024 | 276,270 | 0.1 |
1,925,000 | (1) | Core & Main L.P., 6.125%, 08/15/2025 | 1,924,548 | 0.4 |
2,600,000 | (2) | Dana, Inc., 5.500%, 12/15/2024 | 2,628,977 | 0.5 |
535,000 | Dana, Inc., 5.625%, 06/15/2028 | 532,427 | 0.1 | |
1,880,000 | Delta Air Lines, Inc., 2.900%, 10/28/2024 | 1,526,198 | 0.3 | |
825,000 | (1) | Delta Air Lines, Inc., 7.000%, 05/01/2025 | 852,488 | 0.2 |
360,000 | Delta Air Lines, Inc., 7.375%, 01/15/2026 | 348,651 | 0.1 | |
1,450,000 | Ford Motor Co., 9.000%, 04/22/2025 | 1,570,531 | 0.3 | |
250,000 | Ford Motor Credit Co. LLC, 4.250%, 09/20/2022 | 245,990 | 0.0 | |
1,975,000 | Ford Motor Credit Co. LLC, 4.542%, 08/01/2026 | 1,893,531 | 0.4 | |
1,975,000 | Ford Motor Credit Co. LLC, 5.113%, 05/03/2029 | 1,934,443 | 0.4 | |
200,000 | Ford Motor Credit Co. LLC, 5.125%, 06/16/2025 | 200,956 | 0.0 | |
1,725,000 | Ford Motor Credit Co. LLC, 5.584%, 03/18/2024 | 1,745,295 | 0.3 | |
1,075,000 | (1),(2) | Golden Entertainment, Inc., 7.625%, 04/15/2026 | 992,187 | 0.2 |
1,800,000 | (1) | Golden Nugget, Inc., 6.750%, 10/15/2024 | 1,296,000 | 0.3 |
1,925,000 | H&E Equipment Services, Inc., 5.625%, 09/01/2025 | 1,948,860 | 0.4 | |
385,000 | (1) | Hilton Domestic Operating Co., Inc., 5.750%, 05/01/2028 | 390,534 | 0.1 |
1,075,000 | (1) | IAA, Inc., 5.500%, 06/15/2027 | 1,113,802 | 0.2 |
1,150,000 | (1) | Installed Building Products, Inc., 5.750%, 02/01/2028 | 1,154,094 | 0.2 |
403,000 | (1) | International Game Technology PLC, 6.250%, 02/15/2022 | 407,675 | 0.1 |
1,150,000 | (1),(2) | International Game Technology PLC, 6.500%, 02/15/2025 | 1,179,469 | 0.2 |
215,000 | (1) | IRB Holding Corp., 7.000%, 06/15/2025 | 221,584 | 0.0 |
2,225,000 | L Brands, Inc., 6.750%, 07/01/2036 | 1,831,731 | 0.4 | |
940,000 | (1) | L Brands, Inc., 6.875%, 07/01/2025 | 972,900 | 0.2 |
415,000 | (1) | L Brands, Inc., 9.375%, 07/01/2025 | 416,556 | 0.1 |
2,000,000 | Lennar Corp., 5.250%, 06/01/2026 | 2,167,120 | 0.4 | |
775,000 | Lennar Corp., 5.375%, 10/01/2022 | 817,443 | 0.2 | |
475,000 | (1) | Levi Strauss & Co., 5.000%, 05/01/2025 | 478,517 | 0.1 |
1,425,000 | (1) | Lions Gate Capital Holdings LLC, 5.875%, 11/01/2024 | 1,366,069 | 0.3 |
1,375,000 | M/I Homes, Inc., 4.950%, 02/01/2028 | 1,370,703 | 0.3 | |
650,000 | M/I Homes, Inc., 5.625%, 08/01/2025 | 658,869 | 0.1 | |
100,000 | Mattel, Inc., 5.450%, 11/01/2041 | 83,398 | 0.0 | |
2,050,000 | (1),(2) | Mattel, Inc., 5.875%, 12/15/2027 | 2,133,230 | 0.4 |
1,225,000 | Meritage Homes Corp., 5.125%, 06/06/2027 | 1,266,111 | 0.2 | |
1,325,000 | Meritage Homes Corp., 7.000%, 04/01/2022 | 1,399,220 | 0.3 | |
324,000 | (2) | MGM Resorts International, 5.500%, 04/15/2027 | 313,705 | 0.1 |
600,000 | (2) | MGM Resorts International, 5.750%, 06/15/2025 | 595,131 | 0.1 |
900,000 | MGM Resorts International, 6.000%, 03/15/2023 | 911,345 | 0.2 | |
1,675,000 | (1),(2) | Michaels Stores, Inc., 8.000%, 07/15/2027 | 1,458,607 | 0.3 |
See Accompanying Notes to Financial Statements
37
Voya High Yield Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2020 (Unaudited) (Continued) |
1,650,000 | (1) | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd., 6.500%, 06/20/2027 | 1,646,403 | 0.3 |
1,600,000 | (1),(2) | Motion Bondco DAC, 6.625%, 11/15/2027 | 1,393,624 | 0.3 |
1,250,000 | Murphy Oil USA, Inc., 4.750%, 09/15/2029 | 1,281,019 | 0.3 | |
350,000 | Murphy Oil USA, Inc., 5.625%, 05/01/2027 | 362,621 | 0.1 | |
1,400,000 | (1) | Navistar International Corp., 6.625%, 11/01/2025 | 1,330,147 | 0.3 |
1,425,000 | (1),(2) | Penn National Gaming, Inc., 5.625%, 01/15/2027 | 1,334,427 | 0.3 |
1,125,000 | (1) | PetSmart, Inc., 5.875%, 06/01/2025 | 1,131,306 | 0.2 |
2,150,000 | (1) | PetSmart, Inc., 7.125%, 03/15/2023 | 2,124,286 | 0.4 |
1,275,000 | (1) | Picasso Finance Sub, Inc., 6.125%, 06/15/2025 | 1,302,094 | 0.3 |
355,000 | (1),(2) | Royal Caribbean Cruises Ltd., 9.125%, 06/15/2023 | 352,385 | 0.1 |
1,500,000 | (1),(2) | Royal Caribbean Cruises Ltd., 11.500%, 06/01/2025 | 1,564,853 | 0.3 |
900,000 | (1) | Scientific Games International, Inc., 5.000%, 10/15/2025 | 834,102 | 0.2 |
600,000 | Scientific Games International, Inc., 6.625%, 05/15/2021 | 602,895 | 0.1 | |
600,000 | (1) | Scientific Games International, Inc., 7.000%, 05/15/2028 | 481,014 | 0.1 |
650,000 | (1) | Scientific Games International, Inc., 8.250%, 03/15/2026 | 577,983 | 0.1 |
650,000 | (1) | Scientific Games International, Inc., 8.625%, 07/01/2025 | 609,180 | 0.1 |
1,740,000 | (1) | Six Flags Entertainment Corp., 4.875%, 07/31/2024 | 1,560,571 | 0.3 |
710,000 | (1) | Six Flags Theme Parks, Inc., 7.000%, 07/01/2025 | 737,069 | 0.1 |
1,750,000 | Sonic Automotive, Inc., 6.125%, 03/15/2027 | 1,738,730 | 0.3 | |
1,210,000 | (1) | Speedway Motorsports LLC / Speedway Funding II, Inc., 4.875%, 11/01/2027 | 1,104,125 | 0.2 |
550,000 | (1) | Station Casinos LLC, 4.500%, 02/15/2028 | 463,719 | 0.1 |
1,425,000 | (1),(2) | Station Casinos LLC, 5.000%, 10/01/2025 | 1,258,453 | 0.2 |
2,025,000 | (2) | Tempur Sealy International, Inc., 5.500%, 06/15/2026 | 2,049,938 | 0.4 |
675,000 | (2) | Tenneco, Inc., 5.000%, 07/15/2026 | 440,461 | 0.1 |
1,000,000 | TRI Pointe Group, Inc., 5.700%, 06/15/2028 | 1,020,000 | 0.2 | |
900,000 | (2) | United Airlines Holdings, Inc., 4.250%, 10/01/2022 | 766,409 | 0.1 |
900,000 | United Airlines Holdings, Inc., 4.875%, 01/15/2025 | 721,476 | 0.1 | |
1,150,000 | (1) | Univar Solutions USA, Inc./Washington, 5.125%, 12/01/2027 | 1,165,307 | 0.2 |
1,600,000 | (1) | Viking Cruises Ltd., 5.875%, 09/15/2027 | 956,296 | 0.2 |
830,000 | (1),(2) | Viking Cruises Ltd., 13.000%, 05/15/2025 | 879,281 | 0.2 |
415,000 | (1) | William Carter Co/The, 5.500%, 05/15/2025 | 428,747 | 0.1 |
1,425,000 | (1) | William Carter Co/The, 5.625%, 03/15/2027 | 1,471,890 | 0.3 |
1,500,000 | (1) | Wolverine World Wide, Inc., 5.000%, 09/01/2026 | 1,448,438 | 0.3 |
400,000 | (1) | Wolverine World Wide, Inc., 6.375%, 05/15/2025 | 420,750 | 0.1 |
102,419,871 | 20.0 | |||
Consumer, Non-cyclical: 18.0% | ||||
1,925,000 | (1) | Acadia Healthcare Co., Inc., 5.500%, 07/01/2028 | 1,937,031 | 0.4 |
725,000 | (1) | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 4.875%, 02/15/2030 | 742,494 | 0.1 |
1,500,000 | (1) | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 5.875%, 02/15/2028 | 1,550,190 | 0.3 |
2,075,000 | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 6.625%, 06/15/2024 | 2,128,950 | 0.4 | |
1,085,000 | (1) | Allied Universal Holdco LLC / Allied Universal Finance Corp., 6.625%, 07/15/2026 | 1,142,771 | 0.2 |
1,475,000 | (1) | Allied Universal Holdco LLC / Allied Universal Finance Corp., 9.750%, 07/15/2027 | 1,556,848 | 0.3 |
1,425,000 | (1) | AMN Healthcare, Inc., 4.625%, 10/01/2027 | 1,391,776 | 0.3 |
3,400,000 | (1) | Bausch Health Americas, Inc., 8.500%, 01/31/2027 | 3,614,965 | 0.7 |
1,375,000 | (1) | Bausch Health Cos, Inc., 5.250%, 01/30/2030 | 1,306,071 | 0.3 |
400,000 | (1) | Bausch Health Cos, Inc., 5.500%, 11/01/2025 | 409,224 | 0.1 |
800,000 | (1),(2) | Bausch Health Cos, Inc., 6.125%, 04/15/2025 | 812,544 | 0.2 |
1,100,000 | (1) | Bausch Health Cos, Inc., 7.000%, 01/15/2028 | 1,134,859 | 0.2 |
1,600,000 | (1),(2) | Cardtronics, Inc. / Cardtronics USA, Inc., 5.500%, 05/01/2025 | 1,557,832 | 0.3 |
845,000 | (1) | Catalent Pharma Solutions, Inc., 5.000%, 07/15/2027 | 878,648 | 0.2 |
275,000 | Centene Corp., 3.375%, 02/15/2030 | 278,101 | 0.1 | |
2,325,000 | Centene Corp., 4.625%, 12/15/2029 | 2,467,453 | 0.5 | |
1,100,000 | Centene Corp., 4.750%, 01/15/2025 | 1,127,456 | 0.2 | |
650,000 | Centene Corp., 4.750%, 01/15/2025 | 666,224 | 0.1 |
See Accompanying Notes to Financial Statements
38
Voya High Yield Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2020 (Unaudited) (Continued) |
650,000 | (1) | Centene Corp., 5.375%, 06/01/2026 | 676,471 | 0.1 |
1,250,000 | (1) | Chobani LLC / Chobani Finance Corp., Inc., 7.500%, 04/15/2025 | 1,210,144 | 0.2 |
1,950,000 | CHS/Community Health Systems, Inc., 6.250%, 03/31/2023 | 1,840,624 | 0.4 | |
1,860,000 | (1) | CHS/Community Health Systems, Inc., 6.625%, 02/15/2025 | 1,753,050 | 0.3 |
1,625,000 | (1) | Cott Holdings, Inc., 5.500%, 04/01/2025 | 1,637,504 | 0.3 |
1,220,000 | (1) | DaVita, Inc., 4.625%, 06/01/2030 | 1,214,052 | 0.2 |
697,000 | (1),(2) | Endo Dac / Endo Finance LLC / Endo Finco, Inc., 6.000%, 06/30/2028 | 453,050 | 0.1 |
456,000 | (1),(2) | Endo Dac / Endo Finance LLC / Endo Finco, Inc., 9.500%, 07/31/2027 | 484,591 | 0.1 |
2,850,000 | (1) | Garda World Security Corp., 8.750%, 05/15/2025 | 2,894,503 | 0.6 |
345,000 | (1) | Garda World Security Corp., 4.625%, 02/15/2027 | 340,903 | 0.1 |
840,000 | (1) | Gartner, Inc., 4.500%, 07/01/2028 | 851,928 | 0.2 |
1,500,000 | (1) | Graham Holdings Co., 5.750%, 06/01/2026 | 1,556,535 | 0.3 |
1,000,000 | HCA, Inc., 3.500%, 09/01/2030 | 964,159 | 0.2 | |
3,900,000 | HCA, Inc., 5.375%, 02/01/2025 | 4,188,814 | 0.8 | |
875,000 | HCA, Inc., 5.625%, 09/01/2028 | 978,005 | 0.2 | |
925,000 | (1) | Hill-Rom Holdings, Inc., 4.375%, 09/15/2027 | 949,684 | 0.2 |
535,000 | (1) | Jaguar Holding Co. II / PPD Development L.P., 4.625%, 06/15/2025 | 545,473 | 0.1 |
1,235,000 | (1) | Jaguar Holding Co. II / PPD Development L.P., 5.000%, 06/15/2028 | 1,266,647 | 0.2 |
1,650,000 | (1) | JBS USA LUX SA / JBS USA Finance, Inc., 5.875%, 07/15/2024 | 1,675,270 | 0.3 |
1,165,000 | (1),(2) | JBS USA LUX SA / JBS USA Finance, Inc., 6.750%, 02/15/2028 | 1,233,234 | 0.2 |
1,250,000 | (1) | JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc., 5.500%, 01/15/2030 | 1,283,362 | 0.3 |
1,425,000 | (1) | KeHE Distributors LLC / KeHE Finance Corp., 8.625%, 10/15/2026 | 1,520,967 | 0.3 |
1,775,000 | Kraft Heinz Foods Co., 4.375%, 06/01/2046 | 1,747,025 | 0.3 | |
3,325,000 | Kraft Heinz Foods Co., 5.000%, 07/15/2035 | 3,661,186 | 0.7 | |
890,000 | Kraft Heinz Foods Co., 5.000%, 06/04/2042 | 938,725 | 0.2 | |
1,075,000 | (1) | Kraft Heinz Foods Co., 5.500%, 06/01/2050 | 1,149,793 | 0.2 |
1,095,000 | (1) | LifePoint Health, Inc., 4.375%, 02/15/2027 | 1,037,513 | 0.2 |
875,000 | (1) | Molina Healthcare, Inc., 4.375%, 06/15/2028 | 878,828 | 0.2 |
855,000 | Molina Healthcare, Inc., 5.375%, 11/15/2022 | 874,002 | 0.2 | |
2,675,000 | (1) | MPH Acquisition Holdings LLC, 7.125%, 06/01/2024 | 2,497,741 | 0.5 |
1,275,000 | New Albertsons L.P., 7.450%, 08/01/2029 | 1,381,539 | 0.3 | |
1,396,000 | (1) | Par Pharmaceutical, Inc., 7.500%, 04/01/2027 | 1,437,245 | 0.3 |
1,050,000 | (1) | Pilgrim's Pride Corp., 5.750%, 03/15/2025 | 1,048,467 | 0.2 |
1,150,000 | (1) | Pilgrim's Pride Corp., 5.875%, 09/30/2027 | 1,152,892 | 0.2 |
500,000 | (1),(2),(5) | Polaris Intermediate Corp., 8.500% (PIK Rate 9.250%, Cash Rate 8.500%), 12/01/2022 | 441,558 | 0.1 |
2,900,000 | (1) | Post Holdings, Inc., 5.625%, 01/15/2028 | 3,008,214 | 0.6 |
2,225,000 | (1) | Select Medical Corp., 6.250%, 08/15/2026 | 2,254,326 | 0.4 |
850,000 | (1) | Spectrum Brands, Inc., 5.500%, 07/15/2030 | 853,188 | 0.2 |
1,950,000 | Spectrum Brands, Inc., 5.750%, 07/15/2025 | 2,007,301 | 0.4 | |
1,290,000 | Tenet Healthcare Corp., 5.125%, 05/01/2025 | 1,246,411 | 0.2 | |
2,700,000 | (2) | Tenet Healthcare Corp., 6.750%, 06/15/2023 | 2,682,450 | 0.5 |
800,000 | Tenet Healthcare Corp., 8.125%, 04/01/2022 | 841,440 | 0.2 | |
1,250,000 | (2) | Teva Pharmaceutical Finance Netherlands III BV, 6.000%, 04/15/2024 | 1,287,281 | 0.3 |
1,175,000 | United Rentals North America, Inc., 4.875%, 01/15/2028 | 1,206,214 | 0.2 | |
475,000 | United Rentals North America, Inc., 5.250%, 01/15/2030 | 491,537 | 0.1 | |
976,000 | United Rentals North America, Inc., 6.500%, 12/15/2026 | 1,026,654 | 0.2 | |
1,000,000 | (1) | Vizient, Inc., 6.250%, 05/15/2027 | 1,051,060 | 0.2 |
1,675,000 | (1) | West Street Merger Sub, Inc., 6.375%, 09/01/2025 | 1,625,780 | 0.3 |
92,050,777 | 18.0 | |||
Energy: 10.9% | ||||
1,425,000 | (2) | Apache Corp., 4.375%, 10/15/2028 | 1,258,966 | 0.3 |
1,450,000 | Apache Corp., 5.100%, 09/01/2040 | 1,192,997 | 0.2 | |
920,000 | (1) | Archrock Partners L.P. / Archrock Partners Finance Corp., 6.250%, 04/01/2028 | 844,376 | 0.2 |
550,000 | (1) | Archrock Partners L.P. / Archrock Partners Finance Corp., 6.875%, 04/01/2027 | 519,698 | 0.1 |
775,000 | Cenovus Energy, Inc., 5.400%, 06/15/2047 | 665,983 | 0.1 | |
2,200,000 | (1),(2) | CNX Resources Corp., 7.250%, 03/14/2027 | 2,026,794 | 0.4 |
2,000,000 | Comstock Resources, Inc., 9.750%, 08/15/2026 | 1,876,690 | 0.4 |
See Accompanying Notes to Financial Statements
39
Voya High Yield Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2020 (Unaudited) (Continued) |
330,000 | Comstock Resources, Inc., 9.750%, 08/15/2026 | 308,962 | 0.1 | |
1,200,000 | Continental Resources, Inc./OK, 5.000%, 09/15/2022 | 1,182,678 | 0.2 | |
1,225,000 | Continental Resources, Inc., 4.900%, 06/01/2044 | 978,058 | 0.2 | |
1,730,000 | (2) | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 5.750%, 04/01/2025 | 1,499,711 | 0.3 |
725,000 | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 6.250%, 04/01/2023 | 647,139 | 0.1 | |
760,000 | DCP Midstream Operating L.P., 5.125%, 05/15/2029 | 727,084 | 0.1 | |
760,000 | DCP Midstream Operating L.P., 5.375%, 07/15/2025 | 756,667 | 0.2 | |
50,000 | DCP Midstream Operating L.P., 5.600%, 04/01/2044 | 40,215 | 0.0 | |
1,300,000 | DCP Midstream Operating L.P., 5.625%, 07/15/2027 | 1,313,000 | 0.3 | |
1,730,000 | Delek Logistics Partners L.P. / Delek Logistics Finance Corp., 6.750%, 05/15/2025 | 1,606,556 | 0.3 | |
1,595,000 | (2) | EnLink Midstream LLC, 5.375%, 06/01/2029 | 1,200,883 | 0.2 |
2,660,000 | (1) | Enviva Partners L.P. / Enviva Partners Finance Corp., 6.500%, 01/15/2026 | 2,771,387 | 0.5 |
555,000 | EQM Midstream Partners L.P., 5.500%, 07/15/2028 | 529,875 | 0.1 | |
1,065,000 | (1) | EQM Midstream Partners L.P., 6.000%, 07/01/2025 | 1,078,312 | 0.2 |
65,000 | (1) | EQM Midstream Partners L.P., 6.500%, 07/01/2027 | 66,744 | 0.0 |
850,000 | (2) | Genesis Energy L.P. / Genesis Energy Finance Corp., 6.250%, 05/15/2026 | 732,224 | 0.1 |
700,000 | (1) | Hess Midstream Operations L.P., 5.125%, 06/15/2028 | 674,352 | 0.1 |
1,100,000 | (1) | Hess Midstream Operations L.P., 5.625%, 02/15/2026 | 1,090,947 | 0.2 |
1,425,000 | (1) | Indigo Natural Resources LLC, 6.875%, 02/15/2026 | 1,329,746 | 0.3 |
1,070,000 | (1) | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp., 6.000%, 08/01/2026 | 1,016,500 | 0.2 |
1,475,000 | (2) | Montage Resources Corp., 8.875%, 07/15/2023 | 1,169,845 | 0.2 |
1,400,000 | (1) | Moss Creek Resources Holdings, Inc., 7.500%, 01/15/2026 | 704,984 | 0.1 |
1,025,000 | (2) | Murphy Oil Corp., 5.750%, 08/15/2025 | 928,266 | 0.2 |
750,000 | Murphy Oil Corp., 5.875%, 12/01/2027 | 660,705 | 0.1 | |
1,485,000 | (1) | Nabors Industries Ltd., 7.250%, 01/15/2026 | 916,987 | 0.2 |
2,335,000 | Nabors Industries, Inc., 5.750%, 02/01/2025 | 954,186 | 0.2 | |
1,100,000 | (2) | Occidental Petroleum Corp., 2.600%, 08/13/2021 | 1,077,973 | 0.2 |
2,000,000 | (2) | Occidental Petroleum Corp., 2.700%, 08/15/2022 | 1,865,590 | 0.4 |
1,125,000 | Occidental Petroleum Corp., 3.125%, 02/15/2022 | 1,083,038 | 0.2 | |
4,325,000 | Occidental Petroleum Corp., 4.200%, 03/15/2048 | 2,934,296 | 0.6 | |
1,350,000 | Occidental Petroleum Corp., 4.400%, 04/15/2046 | 943,522 | 0.2 | |
1,300,000 | Occidental Petroleum Corp., 8.500%, 07/15/2027 | 1,306,500 | 0.3 | |
1,850,000 | (1) | Parsley Energy LLC / Parsley Finance Corp., 5.625%, 10/15/2027 | 1,826,533 | 0.4 |
2,800,000 | PBF Logistics L.P. / PBF Logistics Finance Corp., 6.875%, 05/15/2023 | 2,705,332 | 0.5 | |
750,000 | QEP Resources, Inc., 5.250%, 05/01/2023 | 497,344 | 0.1 | |
640,000 | Sunoco L.P. / Sunoco Finance Corp., 4.875%, 01/15/2023 | 632,733 | 0.1 | |
65,000 | Sunoco L.P. / Sunoco Finance Corp., 5.500%, 02/15/2026 | 63,281 | 0.0 | |
65,000 | Sunoco L.P. / Sunoco Finance Corp., 5.875%, 03/15/2028 | 64,754 | 0.0 | |
460,000 | Sunoco L.P. / Sunoco Finance Corp., 6.000%, 04/15/2027 | 456,449 | 0.1 | |
1,525,000 | (1),(2) | Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp., 5.500%, 01/15/2028 | 1,323,555 | 0.3 |
1,600,000 | Transocean, Inc., 6.800%, 03/15/2038 | 483,904 | 0.1 | |
875,000 | (1),(2) | Viper Energy Partners L.P., 5.375%, 11/01/2027 | 859,784 | 0.2 |
725,000 | Western Midstream Operating L.P., 5.300%, 03/01/2048 | 591,781 | 0.1 | |
2,375,000 | Western Midstream Operating L.P., 5.450%, 04/01/2044 | 1,989,775 | 0.4 | |
450,000 | (2) | WPX Energy, Inc., 4.500%, 01/15/2030 | 398,500 | 0.1 |
1,250,000 | WPX Energy, Inc., 5.250%, 10/15/2027 | 1,169,847 | 0.2 | |
55,546,008 | 10.9 |
See Accompanying Notes to Financial Statements
40
Voya High Yield Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2020 (Unaudited) (Continued) |
Financial: 4.8% | ||||
1,325,000 | Ally Financial, Inc., 5.750%, 11/20/2025 | 1,417,138 | 0.3 | |
1,250,000 | (1) | Cushman & Wakefield US Borrower LLC, 6.750%, 05/15/2028 | 1,308,594 | 0.3 |
2,225,000 | (1) | ESH Hospitality, Inc., 5.250%, 05/01/2025 | 2,155,969 | 0.4 |
1,480,000 | (1),(2) | Freedom Mortgage Corp., 8.250%, 04/15/2025 | 1,469,810 | 0.3 |
495,000 | (1) | Iron Mountain, Inc., 5.000%, 07/15/2028 | 484,791 | 0.1 |
815,000 | (1) | Iron Mountain, Inc., 5.250%, 07/15/2030 | 800,595 | 0.2 |
660,000 | (1) | Iron Mountain, Inc., 5.625%, 07/15/2032 | 660,676 | 0.1 |
1,290,000 | (4) | JPMorgan Chase & Co., 4.600%, 12/31/2199 | 1,151,777 | 0.2 |
1,325,000 | (1) | LPL Holdings, Inc., 4.625%, 11/15/2027 | 1,312,578 | 0.3 |
715,000 | (1) | MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc., 4.625%, 06/15/2025 | 703,438 | 0.1 |
1,375,000 | MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc., 5.625%, 05/01/2024 | 1,433,678 | 0.3 | |
500,000 | MPT Operating Partnership L.P. / MPT Finance Corp., 4.625%, 08/01/2029 | 503,360 | 0.1 | |
1,550,000 | MPT Operating Partnership L.P. / MPT Finance Corp., 5.000%, 10/15/2027 | 1,597,515 | 0.3 | |
500,000 | MPT Operating Partnership L.P. / MPT Finance Corp., 5.500%, 05/01/2024 | 508,283 | 0.1 | |
400,000 | Navient Corp., 5.000%, 03/15/2027 | 336,878 | 0.1 | |
650,000 | Navient Corp., 7.250%, 09/25/2023 | 637,328 | 0.1 | |
1,900,000 | (1) | Quicken Loans LLC, 5.250%, 01/15/2028 | 1,981,520 | 0.4 |
2,025,000 | (1) | SBA Communications Corp., 3.875%, 02/15/2027 | 2,019,340 | 0.4 |
775,000 | (2) | Service Properties Trust, 4.375%, 02/15/2030 | 623,339 | 0.1 |
415,000 | Service Properties Trust, 7.500%, 09/15/2025 | 436,074 | 0.1 | |
2,400,000 | Springleaf Finance Corp., 5.375%, 11/15/2029 | 2,270,880 | 0.4 | |
600,000 | Springleaf Finance Corp., 6.625%, 01/15/2028 | 595,014 | 0.1 | |
24,408,575 | 4.8 | |||
Industrial: 9.3% | ||||
1,450,000 | (1) | Advanced Disposal Services, Inc., 5.625%, 11/15/2024 | 1,509,660 | 0.3 |
2,325,000 | AECOM, 5.875%, 10/15/2024 | 2,517,057 | 0.5 | |
1,075,000 | (1) | Amsted Industries, Inc., 5.625%, 07/01/2027 | 1,112,421 | 0.2 |
2,550,000 | (1),(5) | ARD Finance SA, 6.500% (PIK Rate 7.250%, Cash Rate 6.500%), 06/30/2027 | 2,527,216 | 0.5 |
1,475,000 | (1) | ATS Automation Tooling Systems, Inc., 6.500%, 06/15/2023 | 1,485,908 | 0.3 |
1,400,000 | (1),(2) | Berry Global, Inc., 5.625%, 07/15/2027 | 1,442,917 | 0.3 |
2,150,000 | (1) | BMC East LLC, 5.500%, 10/01/2024 | 2,173,962 | 0.4 |
475,000 | (1) | Bombardier, Inc., 6.000%, 10/15/2022 | 333,664 | 0.1 |
1,600,000 | (1) | Bombardier, Inc., 8.750%, 12/01/2021 | 1,307,656 | 0.3 |
900,000 | (1) | Builders FirstSource, Inc., 5.000%, 03/01/2030 | 848,110 | 0.2 |
875,000 | (1) | Builders FirstSource, Inc., 6.750%, 06/01/2027 | 898,349 | 0.2 |
1,200,000 | (1) | Cargo Aircraft Management, Inc., 4.750%, 02/01/2028 | 1,192,500 | 0.2 |
1,700,000 | (1) | Cascades, Inc./Cascades USA, Inc., 5.375%, 01/15/2028 | 1,730,812 | 0.3 |
1,250,000 | (1) | Clark Equipment Co., 5.875%, 06/01/2025 | 1,283,594 | 0.3 |
750,000 | (1) | Clean Harbors, Inc., 4.875%, 07/15/2027 | 771,892 | 0.1 |
585,000 | (1) | Clean Harbors, Inc., 5.125%, 07/15/2029 | 608,456 | 0.1 |
425,000 | (1),(2) | GFL Environmental, Inc., 4.250%, 06/01/2025 | 429,516 | 0.1 |
279,000 | (1) | GFL Environmental, Inc., 7.000%, 06/01/2026 | 291,153 | 0.1 |
1,020,000 | (1) | GFL Environmental, Inc., 8.500%, 05/01/2027 | 1,111,611 | 0.2 |
1,075,000 | (1),(2) | Granite US Holdings Corp., 11.000%, 10/01/2027 | 1,048,593 | 0.2 |
1,625,000 | (1) | James Hardie International Finance DAC, 4.750%, 01/15/2025 | 1,659,361 | 0.3 |
1,900,000 | (1),(2) | Koppers, Inc., 6.000%, 02/15/2025 | 1,853,659 | 0.4 |
1,575,000 | (1) | Norbord, Inc., 5.750%, 07/15/2027 | 1,612,107 | 0.3 |
1,875,000 | (1) | PGT Innovations, Inc., 6.750%, 08/01/2026 | 1,900,425 | 0.4 |
1,525,000 | (1) | Plastipak Holdings, Inc., 6.250%, 10/15/2025 | 1,484,016 | 0.3 |
1,370,000 | (1) | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 5.125%, 07/15/2023 | 1,388,077 | 0.3 |
487,000 | (1) | Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu, 7.000%, 07/15/2024 | 489,510 | 0.1 |
1,375,000 | (1) | Sealed Air Corp., 5.500%, 09/15/2025 | 1,483,137 | 0.3 |
1,055,000 | (1) | Silgan Holdings, Inc., 4.125%, 02/01/2028 | 1,048,406 | 0.2 |
1,550,000 | (1) | SSL Robotics LLC, 9.750%, 12/31/2023 | 1,662,375 | 0.3 |
See Accompanying Notes to Financial Statements
41
Voya High Yield Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (Continued) |
235,000 | (1) | Standard Industries, Inc./NJ, 5.000%, 02/15/2027 | 238,620 | 0.0 |
660,000 | (1) | Standard Industries, Inc./NJ, 6.000%, 10/15/2025 | 681,374 | 0.1 |
1,625,000 | (1),(2) | Stevens Holding Co., Inc., 6.125%, 10/01/2026 | 1,703,910 | 0.3 |
450,000 | (1) | Summit Materials LLC / Summit Materials Finance Corp., 5.125%, 06/01/2025 | 446,015 | 0.1 |
1,175,000 | (1) | Summit Materials LLC / Summit Materials Finance Corp., 6.500%, 03/15/2027 | 1,205,620 | 0.2 |
1,175,000 | TransDigm, Inc., 5.500%, 11/15/2027 | 1,028,965 | 0.2 | |
1,300,000 | TransDigm, Inc., 6.375%, 06/15/2026 | 1,190,488 | 0.2 | |
900,000 | TransDigm, Inc., 6.500%, 05/15/2025 | 843,926 | 0.2 | |
300,000 | Vertical Holdco GmbH, 7.625%, 07/15/2028 | 300,000 | 0.1 | |
475,000 | Vertical US Newco, Inc., 5.250%, 07/15/2027 | 475,000 | 0.1 | |
47,320,038 | 9.3 | |||
Technology: 5.1% | ||||
2,400,000 | (1) | Ascend Learning LLC, 6.875%, 08/01/2025 | 2,426,448 | 0.5 |
270,000 | (1) | Boxer Parent Co., Inc., 7.125%, 10/02/2025 | 284,087 | 0.1 |
270,000 | (1) | Boxer Parent Co., Inc., 9.125%, 03/01/2026 | 280,631 | 0.1 |
1,400,000 | (1) | Castle US Holding Corp., 9.500%, 02/15/2028 | 1,298,283 | 0.3 |
725,000 | (2) | CDW LLC / CDW Finance Corp., 5.000%, 09/01/2025 | 747,732 | 0.1 |
2,100,000 | (2) | CDW LLC / CDW Finance Corp., 5.500%, 12/01/2024 | 2,288,779 | 0.4 |
3,150,000 | (1) | Change Healthcare Holdings LLC / Change Healthcare Finance, Inc., 5.750%, 03/01/2025 | 3,117,933 | 0.6 |
430,000 | (1) | Dell International LLC / EMC Corp., 5.875%, 06/15/2021 | 430,802 | 0.1 |
650,000 | (1),(2) | Dell International LLC / EMC Corp., 7.125%, 06/15/2024 | 674,009 | 0.1 |
1,575,000 | (2) | Donnelley Financial Solutions, Inc., 8.250%, 10/15/2024 | 1,557,258 | 0.3 |
270,000 | (1) | Entegris, Inc., 4.375%, 04/15/2028 | 276,075 | 0.0 |
385,000 | (1) | Entegris, Inc., 4.625%, 02/10/2026 | 391,664 | 0.1 |
1,955,000 | (1) | Microchip Technology, Inc., 4.250%, 09/01/2025 | 1,972,974 | 0.4 |
1,025,000 | (1) | MTS Systems Corp., 5.750%, 08/15/2027 | 944,087 | 0.2 |
500,000 | (1) | Open Text Corp., 3.875%, 02/15/2028 | 482,265 | 0.1 |
535,000 | (1) | Open Text Corp., 5.875%, 06/01/2026 | 556,360 | 0.1 |
900,000 | (1) | Open Text Holdings, Inc., 4.125%, 02/15/2030 | 886,361 | 0.2 |
1,630,000 | (1) | RP Crown Parent LLC, 7.375%, 10/15/2024 | 1,631,866 | 0.3 |
1,020,000 | (1) | Science Applications International Corp., 4.875%, 04/01/2028 | 1,018,552 | 0.2 |
2,525,000 | (1) | Tempo Acquisition LLC / Tempo Acquisition Finance Corp., 6.750%, 06/01/2025 | 2,564,428 | 0.5 |
2,500,000 | (1),(2) | Veritas US, Inc. / Veritas Bermuda Ltd.., 10.500%, 02/01/2024 | 2,246,613 | 0.4 |
26,077,207 | 5.1 | |||
Utilities: 2.3% | ||||
1,475,000 | (1) | Clearway Energy Operating LLC, 4.750%, 03/15/2028 | 1,505,798 | 0.3 |
2,175,000 | (1) | Drax Finco PLC, 6.625%, 11/01/2025 | 2,235,041 | 0.4 |
1,950,000 | (1),(2) | LBC Tank Terminals Holding Netherlands BV, 6.875%, 05/15/2023 | 1,975,184 | 0.4 |
900,000 | (2) | NRG Energy, Inc., 5.750%, 01/15/2028 | 951,583 | 0.2 |
1,200,000 | NRG Energy, Inc., 6.625%, 01/15/2027 | 1,255,800 | 0.2 | |
725,000 | PG&E Corp., 5.000%, 07/01/2028 | 724,094 | 0.1 | |
840,000 | (2) | PG&E Corp., 5.250%, 07/01/2030 | 846,300 | 0.2 |
925,000 | (1) | Vistra Operations Co. LLC, 5.500%, 09/01/2026 | 949,092 | 0.2 |
1,250,000 | (1) | Vistra Operations Co. LLC, 5.625%, 02/15/2027 | 1,285,550 | 0.3 |
11,728,442 | 2.3 | |||
Total Corporate Bonds/Notes | ||||
(Cost $491,428,924) | 489,201,135 | 95.8 | ||
BANK LOANS: 1.1% | ||||
Consumer, Non-cyclical: 0.4% | ||||
1,438,125 | Bellring Brands LLC - TL B 1L, 6.000%, (US0001M + 5.000%), 10/10/2024 | 1,433,631 | 0.3 | |
1,290,176 | Envision Healthcare Corporation 2018 1st Lien Term Loan, 3.928%, (US0003M + 3.750%), 09/28/2025 | 867,183 | 0.1 | |
2,300,814 | 0.4 | |||
Containers & Glass Products: 0.2% | ||||
988,812 | Reynolds Group Holdings Inc. USD 2017 Term Loan, 2.928%, (US0001M + 2.750%), 02/05/2023 | 946,046 | 0.2 |
Electronics/Electrical: 0.4% | ||||
1,916,046 | Rackspace Hosting, Inc. 2017 Incremental 1st Lien Term Loan, 4.000%, (US0003M + 3.000%), 11/03/2023 | 1,824,076 | 0.4 |
See Accompanying Notes to Financial Statements
42
VOYA HIGH YIELD PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (Continued) |
Health Care: 0.1% | ||||
747,082 | Bausch Health Companies, Inc. 2018 Term Loan B, 3.190%, (US0001M + 3.000%), 06/02/2025 | 726,420 | 0.1 | |
Total Bank Loans | ||||
(Cost $6,022,347) | 5,797,356 | 1.1 | ||
CONVERTIBLE BONDS/NOTES: 0.1% | ||||
Communications: 0.1% | ||||
625,000 | DISH Network Corp., 3.375%, 08/15/2026 | 575,697 | 0.1 | |
Financial: 0.0% | ||||
499,200 | (1),(3) | Lehman Brothers Holdings, Inc., 8.160%, 05/30/2009 | 1,098 | 0.0 |
Total Convertible Bonds/Notes | ||||
(Cost $1,065,044) | 576,795 | 0.1 | ||
Shares | Value | Percentage of Net Assets | ||
COMMON STOCK: 0.2% | ||||
Consumer Discretionary: –% | ||||
1,476 | (1),(6),(7) | Perseus Holding Corp. | – | – |
Consumer Staples: 0.2% | ||||
24,842 | (6),(7) | Southeastern Grocers, Inc. | 1,117,890 | 0.2 |
Energy: 0.0% | ||||
2 | Amplify Energy Corp. | 3 | 0.0 | |
424,441 | (6),(7) | Ascent Resources - Utica LLC | 5,093 | 0.0 |
5,096 | 0.0 | |||
Health Care: 0.0% | ||||
26 | (2),(7) | Option Care Health, Inc. | 361 | 0.0 |
Information Technology: 0.0% | ||||
1 | (7) | Avaya Holdings Corp. | 12 | 0.0 |
Total Common Stock | ||||
(Cost $768,535) | 1,123,359 | 0.2 | ||
PREFERRED STOCK: –% | ||||
Consumer Discretionary: –% | ||||
775 | (1),(6),(7) | Perseus Holding Corp. | – | – |
Total Preferred Stock | ||||
(Cost $–) | – | – | ||
WARRANTS: –% | ||||
Health Care: –% | ||||
126 | (6),(7) | Option Care Health, Inc. - Class A | – | – |
126 | (6),(7) | Option Care Health, Inc. - Class B | – | – |
Total Warrants | ||||
(Cost $–) | – | – | ||
OTHER(8): –% | ||||
Communications: –% | ||||
1,445,000 | (6),(9) | Millicom International Cellular S.A. (Escrow) | – | – |
Energy: –% | ||||
2,000 | (6),(9) | Green Field Energy Services, Inc. (Escrow) | – | – |
Total Other | ||||
(Cost $–) | – | – | ||
Total Long-Term Investments | ||||
(Cost $499,284,850) | 496,698,645 | 97.2 | ||
Principal Amount† | Value | Percentage of Net Assets | ||
SHORT-TERM INVESTMENTS: 15.1% | ||||
Floating Rate Notes: 0.6% | ||||
800,000 | (10) | Bank of Montreal, 0.200%, 07/13/2020 | 800,017 | 0.1 |
375,000 | (10) | J.P. Morgan Securities LLC, 0.360%, 07/08/2020 | 375,017 | 0.1 |
950,000 | (10) | National Bank of Canada, 1.180%, 07/16/2020 | 950,033 | 0.2 |
950,000 | (10) | Oversea-Chinese Banking Corp., Ltd., 0.300%, 07/15/2020 | 950,058 | 0.2 |
Total Floating Rate Notes | ||||
(Cost $3,075,125) | 3,075,125 | 0.6 | ||
U.S. Treasury Bills: 3.0% | ||||
5,000,000 | (11) | United States Treasury Bill, 0.040%, 07/02/2020 | 4,999,988 | 1.0 |
5,000,000 | (11) | United States Treasury Bill, 0.090%, 07/14/2020 | 4,999,826 | 1.0 |
500,000 | (11) | United States Treasury Bill, 0.100%, 07/07/2020 | 499,991 | 0.1 |
4,700,000 | (11) | United States Treasury Bill, 0.120%, 07/28/2020 | 4,699,568 | 0.9 |
Total U.S. Treasury Bills | ||||
(Cost $15,199,281) | 15,199,373 | 3.0 | ||
Repurchase Agreements: 10.6% | ||||
2,008,845 | (10) | Amherst Pierpoint Securities LLC, Repurchase Agreement dated 06/30/20, 0.14%, due 07/01/20 (Repurchase Amount $2,008,853, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $2,049,022, due 08/13/20-05/20/70) | 2,008,845 | 0.4 |
See Accompanying Notes to Financial Statements
43
Voya High Yield Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (Continued) |
12,035,536 | (10) | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/20, 0.10%, due 07/01/20 (Repurchase Amount $12,035,569, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $12,276,247, due 08/01/20-02/20/70) | 12,035,536 | 2.4 | |
2,322,864 | (10) | CF Secured LLC, Repurchase Agreement dated 06/30/20, 0.10%, due 07/01/20 (Repurchase Amount $2,322,870, collateralized by various U.S. Government/U.S. Government Agency Obligations, 2.500%-5.500%, Market Value plus accrued interest $2,369,321, due 01/01/29-06/01/50) | 2,322,864 | 0.4 | |
5,082,292 | (10) | Citadel Securities LLC, Repurchase Agreement dated 06/30/20, 0.15%, due 07/01/20 (Repurchase Amount $5,082,313, collateralized by various U.S. Government Securities, 0.000%-7.625%, Market Value plus accrued interest $5,183,960, due 07/31/20-11/15/49) | 5,082,292 | 1.0 | |
14,358,446 | (10) | Citigroup, Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $14,358,481, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $14,645,616, due 07/31/21-05/20/70) | 14,358,446 | 2.8 | |
2,867,094 | (10) | Deutsche Bank Securities Inc., Repurchase Agreement dated 06/30/20, 0.07%, due 07/01/20 (Repurchase Amount $2,867,099, collateralized by various U.S. Government Securities, 0.500%, Market Value plus accrued interest $2,924,436, due 06/30/27) | 2,867,094 | 0.6 | |
3,092,363 | (10) | Industrial & Comm. Bank of China, Repurchase Agreement dated 06/30/20, 0.11%, due 07/01/20 (Repurchase Amount $3,092,372, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $3,154,210, due 07/15/20-06/01/50) | 3,092,363 | 0.6 | |
12,310,254 | (10) | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/20, 0.24%, due 07/01/20 (Repurchase Amount $12,310,335, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $12,584,994, due 01/15/22-02/15/47) | 12,310,254 | 2.4 | |
Total Repurchase Agreements | |||||
(Cost $54,077,694) | 54,077,694 | 10.6 | |||
Shares | Value | Percentage of Net Assets | |||
Mutual Funds(10): 0.9% | |||||
1,668,000 | (10),(12) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.100% | 1,668,000 | 0.3 | |
1,446,000 | (10),(12) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.150% | 1,446,000 | 0.3 | |
1,420,000 | (10),(12) | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.050% | 1,420,000 | 0.3 | |
Total Mutual Funds | |||||
(Cost $4,534,000) | 4,534,000 | 0.9 | |||
Total Short-Term Investments | |||||
(Cost $76,886,100) | 76,886,192 | 15.1 | |||
Total Investments in Securities (Cost $576,170,950) | $ 573,584,837 | 112.3 | |||
Liabilities in Excess of Other Assets | (63,045,485) | (12.3) | |||
Net Assets | $ 510,539,352 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
See Accompanying Notes to Financial Statements
44
Voya High Yield Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (Continued) |
(2) | Security, or a portion of the security, is on loan. |
(3) | Defaulted security. |
(4) | Variable rate security. Rate shown is the rate in effect as of June 30, 2020. |
(5) | All or a portion of this security is payment-in-kind ("PIK") which may pay interest or additional principal at the issuer's discretion. Rates shown are the current rate and possible payment rates. |
(6) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
(7) | Non-income producing security. |
(8) | Represents an escrow position for future entitlements, if any, on the defaulted bond. The escrow position was received in exchange for the defaulted bond as part of the bankruptcy reorganization of the bond issuer. These holdings are non-income producing. |
(9) | Restricted security as to resale, excluding Rule 144A securities. As of June 30, 2020, the Portfolio held restricted securities with a fair value of $– or 0.0% of net assets. Please refer to the table below for additional details. |
(10) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
(11) | Represents a zero coupon bond. Rate shown reflects the effective yield as of June 30, 2020. |
(12) | Rate shown is the 7-day yield as of June 30, 2020. |
Reference Rate Abbreviations: | |
US0001M | 1-month LIBOR |
US0003M | 3-month LIBOR |
See Accompanying Notes to Financial Statements
45
VOYA LARGE CAP VALUE PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF JUNE 30, 2019 (UNAUDITED) |
Shares | Value | Percentage of Net Assets | ||
COMMON STOCK: 98.8% | ||||
Communication Services: 9.0% | ||||
158,243 | Activision Blizzard, Inc. | $ 12,010,644 | 1.4 | |
871,208 | AT&T, Inc. | 26,336,618 | 3.0 | |
531,795 | Interpublic Group of Cos., Inc. | 9,125,602 | 1.1 | |
332,550 | (1) | ViacomCBS, Inc. - Class B | 7,755,066 | 0.9 |
200,913 | Walt Disney Co. | 22,403,808 | 2.6 | |
77,631,738 | 9.0 | |||
Consumer Discretionary: 6.6% | ||||
151,561 | Darden Restaurants, Inc. | 11,483,777 | 1.3 | |
92,284 | Hasbro, Inc. | 6,916,686 | 0.8 | |
294,230 | Las Vegas Sands Corp. | 13,399,234 | 1.6 | |
290,881 | Service Corp. International | 11,312,362 | 1.3 | |
272,496 | TJX Cos., Inc. | 13,777,398 | 1.6 | |
56,889,457 | 6.6 | |||
Consumer Staples: 8.3% | ||||
61,257 | Constellation Brands, Inc. | 10,716,912 | 1.2 | |
188,749 | Kellogg Co. | 12,468,759 | 1.4 | |
289,342 | Philip Morris International, Inc. | 20,271,301 | 2.4 | |
141,472 | Procter & Gamble Co. | 16,915,807 | 2.0 | |
211,025 | Sysco Corp. | 11,534,626 | 1.3 | |
71,907,405 | 8.3 | |||
Energy: 5.3% | ||||
268,522 | (1) | BP PLC ADR | 6,261,933 | 0.7 |
181,915 | Chevron Corp. | 16,232,276 | 1.9 | |
142,270 | Diamondback Energy, Inc. | 5,949,731 | 0.7 | |
215,000 | EOG Resources, Inc. | 10,891,900 | 1.3 | |
111,713 | Valero Energy Corp. | 6,570,959 | 0.7 | |
45,906,799 | 5.3 | |||
Financials: 18.8% | ||||
408,449 | American International Group, Inc. | 12,735,440 | 1.5 | |
168,830 | (1) | Apollo Global Management, Inc. | 8,427,994 | 1.0 |
829,035 | Bank of America Corp. | 19,689,581 | 2.3 | |
369,599 | Citigroup, Inc. | 18,886,509 | 2.2 | |
186,453 | First American Financial Corp. | 8,953,473 | 1.0 | |
88,183 | Goldman Sachs Group, Inc. | 17,426,724 | 2.0 | |
365,194 | Hartford Financial Services Group, Inc. | 14,078,229 | 1.6 | |
165,032 | Intercontinental Exchange, Inc. | 15,116,931 | 1.7 | |
88,303 | Marsh & McLennan Cos., Inc. | 9,481,093 | 1.1 | |
324,781 | SLM Corp. | 2,283,210 | 0.3 | |
130,903 | State Street Corp. | 8,318,886 | 1.0 | |
380,245 | Truist Financial Corp. | 14,278,200 | 1.7 | |
338,772 | US Bancorp | 12,473,585 | 1.4 | |
162,149,855 | 18.8 | |||
Health Care: 14.3% | ||||
124,094 | (1),(2) | Alcon, Inc. | 7,113,068 | 0.8 |
52,900 | Becton Dickinson & Co. | 12,657,383 | 1.5 | |
8,144 | (2) | Biogen, Inc. | 2,178,927 | 0.2 |
254,640 | Bristol-Myers Squibb Co. | 14,972,832 | 1.7 | |
78,556 | Cigna Corp. | 14,741,034 | 1.7 | |
187,666 | Johnson & Johnson | 26,391,470 | 3.1 | |
237,010 | Medtronic PLC | 21,733,817 | 2.5 | |
124,233 | Novartis AG ADR | 10,850,510 | 1.3 | |
27,036 | Thermo Fisher Scientific, Inc. | 9,796,224 | 1.1 | |
28,520 | Zimmer Biomet Holdings, Inc. | 3,404,147 | 0.4 | |
123,839,412 | 14.3 | |||
Industrials: 12.2% | ||||
69,671 | Cummins, Inc. | 12,071,197 | 1.4 | |
122,316 | (1) | Hexcel Corp. | 5,531,130 | 0.6 |
65,952 | L3Harris Technologies, Inc. | 11,190,076 | 1.3 | |
65,925 | Norfolk Southern Corp. | 11,574,452 | 1.3 | |
59,522 | Old Dominion Freight Line | 10,094,336 | 1.2 | |
77,611 | Parker Hannifin Corp. | 14,223,768 | 1.6 | |
232,006 | Raytheon Technologies Corp. | 14,296,210 | 1.7 | |
276,418 | Timken Co. | 12,574,255 | 1.5 | |
90,200 | (1),(2) | United Rentals, Inc. | 13,443,408 | 1.6 |
104,998,832 | 12.2 | |||
Information Technology: 8.6% | ||||
23,990 | (2) | Adobe, Inc. | 10,443,087 | 1.2 |
70,551 | Analog Devices, Inc. | 8,652,374 | 1.0 | |
41,266 | Broadcom, Inc. | 13,023,962 | 1.5 | |
774,663 | HP, Inc. | 13,502,376 | 1.6 | |
155,357 | (2) | Micron Technology, Inc. | 8,003,993 | 0.9 |
71,733 | MKS Instruments, Inc. | 8,123,045 | 0.9 | |
91,392 | Motorola Solutions, Inc. | 12,806,761 | 1.5 | |
74,555,598 | 8.6 | |||
Materials: 4.5% | ||||
61,123 | Air Products & Chemicals, Inc. | 14,758,759 | 1.7 | |
38,946 | Celanese Corp. - Series A | 3,362,598 | 0.4 | |
284,602 | CF Industries Holdings, Inc. | 8,008,700 | 0.9 | |
151,662 | Eastman Chemical Co. | 10,561,742 | 1.2 | |
28,132 | Reliance Steel & Aluminum Co. | 2,670,571 | 0.3 | |
39,362,370 | 4.5 | |||
Real Estate: 5.2% | ||||
199,411 | American Homes 4 Rent | 5,364,156 | 0.6 | |
30,695 | Crown Castle International Corp. | 5,136,808 | 0.6 | |
305,692 | (1) | MGM Growth Properties LLC | 8,317,880 | 1.0 |
115,272 | ProLogis, Inc. | 10,758,336 | 1.2 | |
124,798 | (1) | Spirit Realty Capital, Inc. | 4,350,458 | 0.5 |
1,693,542 | VEREIT, Inc. | 10,889,475 | 1.3 | |
44,817,113 | 5.2 | |||
Utilities: 6.0% | ||||
69,173 | DTE Energy Co. | 7,436,097 | 0.9 | |
101,670 | Entergy Corp. | 9,537,663 | 1.1 |
See Accompanying Notes to Financial Statements
46
VOYA LARGE CAP VALUE PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
166,419 | Evergy, Inc. | 9,866,982 | 1.2 | |
341,403 | Exelon Corp. | 12,389,515 | 1.4 | |
50,929 | NextEra Energy, Inc. | 12,231,618 | 1.4 | |
440,822 | (2),(3) | PRIME AET&D Holdings NO 1 | – | – |
51,461,875 | 6.0 | |||
Total Common Stock | ||||
(Cost $858,179,969) | 853,520,454 | 98.8 | ||
OTHER(4): –% | ||||
Communications: –% | ||||
32,517 | (3),(5) | Tribune Co. (Escrow) | – | – |
Energy: –% | ||||
1,685,000 | (3),(5) | Samson Investment Co. (Escrow) | – | – |
Total Other | ||||
(Cost $30,842) | – | – | ||
Principal Amount† | Value | Percentage of Net Assets | ||
CORPORATE BONDS/NOTES: –% | ||||
Financial: –% | ||||
1,216,000 | (3),(6) | Tropicana Entertainment LLC / Tropicana Finance Corp., 9.625%, 12/15/2015 | – | – |
Total Corporate Bonds/Notes | ||||
(Cost $787,908) | – | – | ||
Total Long-Term Investments | ||||
(Cost $858,998,719) | 853,520,454 | 98.8 | ||
SHORT-TERM INVESTMENTS: 4.0% | ||||
Floating Rate Notes: 0.2% | ||||
300,000 | (7) | Mitsubishi UFJ Financial Group, Inc., 0.350%, 07/14/2020 | 300,022 | 0.1 |
300,000 | (7) | National Bank of Canada, 1.180%, 07/16/2020 | 300,010 | 0.0 |
950,000 | (7) | Oversea-Chinese Banking Corp., Ltd., 0.300%, 07/15/2020 | 950,058 | 0.1 |
Total Floating Rate Notes | ||||
(Cost $1,550,090) | 1,550,090 | 0.2 | ||
Repurchase Agreements: 3.6% | ||||
2,760,566 | (7) | BNP Paribas S.A., Repurchase Agreement dated 06/30/20, 0.24%, due 07/01/20 (Repurchase Amount $2,760,584, collateralized by various U.S. Government Securities, 1.106%-6.500%, Market Value plus accrued interest $2,898,594, due 08/15/20-03/19/40) | 2,760,566 | 0.3 |
6,372,688 | (7) | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/20, 0.10%, due 07/01/20 (Repurchase Amount $6,372,705, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $6,500,142, due 08/01/20-02/20/70) | 6,372,688 | 0.8 |
3,244,175 | (7) | Citadel Securities LLC, Repurchase Agreement dated 06/30/20, 0.15%, due 07/01/20 (Repurchase Amount $3,244,188, collateralized by various U.S. Government Securities, 0.000%-7.625%, Market Value plus accrued interest $3,309,072, due 07/31/20-11/15/49) | 3,244,175 | 0.4 |
7,986,673 | (7) | Citigroup, Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $7,986,693, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $8,146,407, due 07/31/21-05/20/70) | 7,986,673 | 0.9 |
1,637,372 | (7) | Industrial & Comm. Bank of China, Repurchase Agreement dated 06/30/20, 0.11%, due 07/01/20 (Repurchase Amount $1,637,377, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $1,670,119, due 07/15/20-06/01/50) | 1,637,372 | 0.2 |
2,908,034 | (7) | Morgan Stanley, Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $2,908,041, collateralized by various U.S. Government Agency Obligations, 2.500%-6.000%, Market Value plus accrued interest $2,966,195, due 01/01/21-07/01/50) | 2,908,034 | 0.3 |
See Accompanying Notes to Financial Statements
47
VOYA LARGE CAP VALUE PORTFOLIO | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (Continued) |
5,843,779 | (7) | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/20, 0.24%, due 07/01/20 (Repurchase Amount $5,843,817, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $5,974,200, due 01/15/22-02/15/47) | 5,843,779 | 0.7 | |
Total Repurchase Agreements | |||||
(Cost $30,753,287) | 30,753,287 | 3.6 | |||
Shares | Value | Percentage of Net Assets | |||
Mutual Funds(7): 0.2% | |||||
670,000 | (7),(8) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.100% | 670,000 | 0.0 | |
783,000 | (7),(8) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.150% | 783,000 | 0.1 | |
670,000 | (7),(8) | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.050% | 670,000 | 0.1 | |
Total Mutual Funds | |||||
(Cost $2,123,000) | 2,123,000 | 0.3 | |||
Total Short-Term Investments | |||||
(Cost $34,426,377) | 34,426,377 | 4.0 | |||
Total Investments in Securities (Cost $893,425,096) | $ 887,946,831 | 102.8 | |||
Liabilities in Excess of Other Assets | (24,524,933) | (2.8) | |||
Net Assets | $ 863,421,898 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
ADR | American Depositary Receipt |
(1) | Security, or a portion of the security, is on loan. |
(2) | Non-income producing security. |
(3) | For fair value measurement disclosure purposes, security is categorized as Level 3, whose value was determined using significant unobservable inputs. |
(4) | Represents an escrow position for future entitlements, if any, on the defaulted bond. The escrow position was received in exchange for the defaulted bond as part of the bankruptcy reorganization of the bond issuer. These holdings are non-income producing. |
(5) | Restricted security as to resale, excluding Rule 144A securities. As of June 30, 2020, the Portfolio held restricted securities with a fair value of $– or 0.0% of net assets. Please refer to the table below for additional details. |
(6) | Defaulted security. |
(7) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
(8) | Rate shown is the 7-day yield as of June 30, 2020. |
See Accompanying Notes to Financial Statements
48
Voya Limited Maturity Bond Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) |
Principal Amount† | Value | Percentage of Net Assets | ||
CORPORATE BONDS/NOTES: 32.7% | ||||
Basic Materials: 0.7% | ||||
600,000 | (1) | Anglo American Capital PLC, 4.125%, 04/15/2021 | $ 610,234 | 0.2 |
365,000 | Dow Chemical Co/The, 3.150%, 05/15/2024 | 389,987 | 0.1 | |
430,000 | Eastman Chemical Co., 3.500%, 12/01/2021 | 444,009 | 0.2 | |
350,000 | (1) | Georgia-Pacific LLC, 5.400%, 11/01/2020 | 355,586 | 0.1 |
425,000 | Nutrien Ltd., 3.150%, 10/01/2022 | 440,815 | 0.1 | |
2,240,631 | 0.7 | |||
Communications: 1.5% | ||||
560,000 | Alibaba Group Holding Ltd., 2.800%, 06/06/2023 | 588,857 | 0.2 | |
335,000 | AT&T, Inc., 4.050%, 12/15/2023 | 372,102 | 0.1 | |
375,000 | Baidu, Inc., 3.875%, 09/29/2023 | 399,974 | 0.1 | |
284,000 | Booking Holdings, Inc., 4.100%, 04/13/2025 | 319,442 | 0.1 | |
234,000 | Fox Corp., 3.050%, 04/07/2025 | 253,492 | 0.1 | |
360,000 | Fox Corp., 4.030%, 01/25/2024 | 399,304 | 0.1 | |
280,000 | Interpublic Group of Cos, Inc./The, 3.750%, 10/01/2021 | 290,427 | 0.1 | |
920,000 | Omnicom Group, Inc. / Omnicom Capital, Inc., 3.625%, 05/01/2022 | 970,725 | 0.3 | |
185,000 | (1) | Sky Ltd., 3.125%, 11/26/2022 | 196,392 | 0.0 |
408,000 | (1) | T-Mobile USA, Inc., 3.500%, 04/15/2025 | 445,493 | 0.1 |
405,000 | TWDC Enterprises 18 Corp., 2.125%, 09/13/2022 | 415,349 | 0.1 | |
600,000 | TWDC Enterprises 18 Corp., 2.450%, 03/04/2022 | 618,938 | 0.2 | |
5,270,495 | 1.5 | |||
Consumer, Cyclical: 2.0% | ||||
390,000 | American Honda Finance Corp., 2.050%, 01/10/2023 | 403,417 | 0.1 | |
360,000 | AutoZone, Inc., 4.000%, 11/15/2020 | 361,529 | 0.1 | |
400,000 | (1) | BMW US Capital LLC, 3.400%, 08/13/2021 | 410,779 | 0.1 |
431,000 | (1) | BMW US Capital LLC, 3.900%, 04/09/2025 | 479,452 | 0.1 |
460,000 | (1) | Daimler Finance North America LLC, 3.400%, 02/22/2022 | 475,455 | 0.1 |
198,000 | Delta Air Lines 2020-1 Class A Pass Through Trust, 2.500%, 12/10/2029 | 178,299 | 0.0 | |
205,000 | Delta Air Lines 2020-1 Class AA Pass Through Trust, 2.000%, 12/10/2029 | 196,224 | 0.1 | |
250,000 | Delta Air Lines 2019-1 Class A Pass Through Trust, 3.404%, 10/25/2025 | 221,610 | 0.1 | |
881,000 | Ford Motor Credit Co. LLC, 3.157%, 08/04/2020 | 878,423 | 0.3 | |
530,000 | (1) | Nissan Motor Acceptance Corp., 2.150%, 09/28/2020 | 528,482 | 0.2 |
450,000 | (1) | Panasonic Corp., 2.536%, 07/19/2022 | 463,354 | 0.1 |
623,000 | Ross Stores, Inc., 4.600%, 04/15/2025 | 716,304 | 0.2 | |
330,000 | (1) | Toyota Industries Corp., 3.110%, 03/12/2022 | 340,040 | 0.1 |
815,000 | Toyota Motor Credit Corp., 0.559%, (US0003M + 0.125%), 08/13/2021 | 813,949 | 0.2 | |
196,000 | VF Corp., 2.400%, 04/23/2025 | 206,566 | 0.1 | |
276,000 | WW Grainger, Inc., 1.850%, 02/15/2025 | 288,654 | 0.1 | |
6,962,537 | 2.0 | |||
Consumer, Non-cyclical: 5.4% | ||||
680,000 | (1) | AbbVie, Inc., 2.150%, 11/19/2021 | 692,762 | 0.2 |
340,000 | (1) | AbbVie, Inc., 2.300%, 11/21/2022 | 351,618 | 0.1 |
165,000 | AbbVie, Inc., 2.900%, 11/06/2022 | 173,185 | 0.1 | |
83,000 | AbbVie, Inc., 3.375%, 11/14/2021 | 85,940 | 0.0 | |
450,000 | Altria Group, Inc., 2.850%, 08/09/2022 | 469,043 | 0.1 | |
385,000 | Anthem, Inc., 3.500%, 08/15/2024 | 421,530 | 0.1 | |
480,000 | Archer-Daniels-Midland Co., 3.375%, 03/15/2022 | 502,389 | 0.1 |
See Accompanying Notes to Financial Statements
49
Voya Limited Maturity Bond Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
510,000 | BAT Capital Corp., 3.222%, 08/15/2024 | 546,791 | 0.2 | |
287,000 | (1) | Baxter International, Inc., 3.750%, 10/01/2025 | 327,221 | 0.1 |
386,000 | Boston Scientific Corp., 1.900%, 06/01/2025 | 400,016 | 0.1 | |
405,000 | (1) | Bristol-Myers Squibb Co., 2.550%, 05/14/2021 | 413,005 | 0.1 |
405,000 | (1) | Bristol-Myers Squibb Co., 2.250%, 08/15/2021 | 413,081 | 0.1 |
355,000 | (1) | Bristol-Myers Squibb Co., 2.600%, 05/16/2022 | 369,199 | 0.1 |
219,000 | (1) | Cargill, Inc., 1.375%, 07/23/2023 | 222,871 | 0.1 |
1,375,000 | CVS Health Corp., 3.700%, 03/09/2023 | 1,477,983 | 0.4 | |
685,000 | DH Europe Finance II Sarl, 2.050%, 11/15/2022 | 707,809 | 0.2 | |
153,000 | Express Scripts Holding Co., 3.900%, 02/15/2022 | 160,502 | 0.0 | |
900,000 | General Mills, Inc., 3.150%, 12/15/2021 | 927,807 | 0.3 | |
770,000 | Gilead Sciences, Inc., 1.950%, 03/01/2022 | 789,133 | 0.2 | |
226,000 | GlaxoSmithKline Capital PLC, 2.875%, 06/01/2022 | 236,260 | 0.1 | |
370,000 | (1) | Imperial Brands Finance PLC, 3.750%, 07/21/2022 | 386,454 | 0.1 |
560,000 | (1) | Imperial Brands Finance PLC, 2.950%, 07/21/2020 | 560,550 | 0.2 |
715,000 | Keurig Dr Pepper, Inc., 3.551%, 05/25/2021 | 735,033 | 0.2 | |
278,000 | Keurig Dr Pepper, Inc., 4.057%, 05/25/2023 | 303,418 | 0.1 | |
440,000 | McKesson Corp., 3.650%, 11/30/2020 | 445,692 | 0.1 | |
440,000 | (1) | Mondelez International Holdings Netherlands BV, 2.125%, 09/19/2022 | 453,621 | 0.1 |
150,000 | (1) | Mylan, Inc., 3.125%, 01/15/2023 | 157,783 | 0.0 |
640,000 | Novartis Capital Corp., 2.400%, 05/17/2022 | 664,297 | 0.2 | |
345,000 | PayPal Holdings, Inc., 2.200%, 09/26/2022 | 357,248 | 0.1 | |
195,000 | PepsiCo, Inc., 2.750%, 03/05/2022 | 203,381 | 0.1 | |
350,000 | Pfizer, Inc., 2.800%, 03/11/2022 | 364,626 | 0.1 | |
340,000 | Philip Morris International, Inc., 1.875%, 02/25/2021 | 342,802 | 0.1 | |
486,000 | (1) | Seven & i Holdings Co. Ltd., 3.350%, 09/17/2021 | 499,259 | 0.1 |
882,000 | Shire Acquisitions Investments Ireland DAC, 2.400%, 09/23/2021 | 899,832 | 0.3 | |
270,000 | Stryker Corp., 2.625%, 03/15/2021 | 273,841 | 0.1 | |
334,000 | (1) | Takeda Pharmaceutical Co. Ltd., 2.450%, 01/18/2022 | 341,353 | 0.1 |
330,000 | Takeda Pharmaceutical Co. Ltd., 4.000%, 11/26/2021 | 344,600 | 0.1 | |
495,000 | Unilever Capital Corp., 3.000%, 03/07/2022 | 516,726 | 0.2 | |
165,000 | UnitedHealth Group, Inc., 2.375%, 08/15/2024 | 175,678 | 0.1 | |
486,000 | UnitedHealth Group, Inc., 3.350%, 07/15/2022 | 516,117 | 0.1 | |
555,000 | Zoetis, Inc., 3.250%, 08/20/2021 | 571,026 | 0.2 | |
18,801,482 | 5.4 | |||
Energy: 2.3% | ||||
255,000 | Apache Corp., 3.250%, 04/15/2022 | 247,502 | 0.1 | |
210,000 | (1) | BG Energy Capital PLC, 4.000%, 10/15/2021 | 217,837 | 0.1 |
569,000 | BP Capital Markets America, Inc., 3.216%, 11/28/2023 | 611,996 | 0.2 | |
580,000 | Canadian Natural Resources Ltd., 2.950%, 01/15/2023 | 598,633 | 0.2 | |
880,000 | Energy Transfer Partners L.P. / Regency Energy Finance Corp., 5.875%, 03/01/2022 | 929,364 | 0.3 | |
280,000 | Enterprise Products Operating LLC, 2.800%, 02/15/2021 | 283,889 | 0.1 | |
690,000 | Enterprise Products Operating LLC, 2.850%, 04/15/2021 | 701,010 | 0.2 | |
469,000 | Equinor ASA, 2.875%, 04/06/2025 | 506,159 | 0.1 | |
355,000 | Exxon Mobil Corp., 2.992%, 03/19/2025 | 386,604 | 0.1 | |
350,000 | Husky Energy, Inc., 3.950%, 04/15/2022 | 357,738 | 0.1 | |
770,000 | Kinder Morgan Energy Partners L.P., 5.000%, 10/01/2021 | 800,616 | 0.2 | |
405,000 | Marathon Petroleum Corp., 5.125%, 04/01/2024 | 410,466 | 0.1 | |
354,000 | Phillips 66, 3.700%, 04/06/2023 | 378,674 | 0.1 | |
1,186,000 | Shell International Finance BV, 1.750%, 09/12/2021 | 1,203,214 | 0.3 | |
210,000 | Valero Energy Corp., 2.850%, 04/15/2025 | 221,739 | 0.1 | |
7,855,441 | 2.3 | |||
Financial: 13.1% | ||||
390,000 | (1) | ABN AMRO Bank NV, 3.400%, 08/27/2021 | 403,412 | 0.1 |
247,000 | American International Group, Inc., 3.750%, 07/10/2025 | 273,641 | 0.1 | |
1,000,000 | American Express Co., 3.375%, 05/17/2021 | 1,023,371 | 0.3 | |
258,000 | American Tower Corp., 3.500%, 01/31/2023 | 275,869 | 0.1 |
See Accompanying Notes to Financial Statements
50
Voya Limited Maturity Bond Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
234,000 | Ameriprise Financial, Inc., 3.000%, 04/02/2025 | 254,430 | 0.1 | |
485,000 | Ameriprise Financial, Inc., 4.000%, 10/15/2023 | 536,135 | 0.1 | |
440,000 | Assurant, Inc., 4.200%, 09/27/2023 | 466,955 | 0.1 | |
355,000 | Australia & New Zealand Banking Group Ltd./New York NY, 2.050%, 11/21/2022 | 368,464 | 0.1 | |
400,000 | Banco Santander SA, 3.500%, 04/11/2022 | 416,134 | 0.1 | |
496,000 | (2) | Bank of America Corp., 2.015%, 02/13/2026 | 513,251 | 0.1 |
200,000 | (2) | Bank of America Corp., 2.328%, 10/01/2021 | 200,832 | 0.1 |
593,000 | (2) | Bank of America Corp., 2.369%, 07/21/2021 | 593,554 | 0.2 |
916,000 | (2) | Bank of America Corp., 3.004%, 12/20/2023 | 963,872 | 0.3 |
405,000 | (2) | Bank of America Corp., 3.499%, 05/17/2022 | 414,676 | 0.1 |
280,000 | Bank of New York Mellon Corp./The, 1.600%, 04/24/2025 | 290,457 | 0.1 | |
390,000 | Bank of New York Mellon Corp./The, 1.950%, 08/23/2022 | 401,999 | 0.1 | |
180,000 | Bank of New York Mellon Corp./The, 2.950%, 01/29/2023 | 191,454 | 0.1 | |
335,000 | Bank of Nova Scotia/The, 1.950%, 02/01/2023 | 345,203 | 0.1 | |
355,000 | (1) | Banque Federative du Credit Mutuel SA, 2.125%, 11/21/2022 | 366,340 | 0.1 |
625,000 | BBVA USA, 3.500%, 06/11/2021 | 638,693 | 0.2 | |
250,000 | (1) | BPCE SA, 2.750%, 01/11/2023 | 262,216 | 0.1 |
350,000 | Brookfield Finance, Inc., 4.000%, 04/01/2024 | 379,963 | 0.1 | |
386,000 | Canadian Imperial Bank of Commerce, 0.950%, 06/23/2023 | 387,768 | 0.1 | |
270,000 | (2) | Canadian Imperial Bank of Commerce, 2.606%, 07/22/2023 | 279,192 | 0.1 |
720,000 | Capital One Financial Corp., 3.200%, 01/30/2023 | 758,829 | 0.2 | |
395,000 | Charles Schwab Corp./The, 2.650%, 01/25/2023 | 416,081 | 0.1 | |
570,000 | Chubb INA Holdings, Inc., 2.875%, 11/03/2022 | 599,618 | 0.2 | |
1,000,000 | Citibank NA, 3.400%, 07/23/2021 | 1,030,465 | 0.3 | |
388,000 | (2) | Citigroup, Inc., 1.678%, 05/15/2024 | 395,831 | 0.1 |
680,000 | (2) | Citigroup, Inc., 2.312%, 11/04/2022 | 694,671 | 0.2 |
582,000 | Citigroup, Inc., 2.900%, 12/08/2021 | 599,904 | 0.2 | |
107,000 | (2) | Citigroup, Inc., 3.106%, 04/08/2026 | 114,925 | 0.0 |
480,000 | Cooperatieve Rabobank UA/NY, 2.500%, 01/19/2021 | 485,786 | 0.1 | |
544,000 | Cooperatieve Rabobank UA, 3.950%, 11/09/2022 | 576,043 | 0.2 | |
500,000 | Credit Suisse AG/New York NY, 3.625%, 09/09/2024 | 552,559 | 0.2 | |
382,000 | Credit Suisse AG/New York NY, 1.000%, 05/05/2023 | 384,260 | 0.1 | |
233,000 | Credit Suisse AG/New York NY, 2.950%, 04/09/2025 | 252,915 | 0.1 | |
355,000 | (1) | Danske Bank A/S, 2.000%, 09/08/2021 | 360,615 | 0.1 |
425,000 | (1) | Danske Bank A/S, 2.800%, 03/10/2021 | 431,616 | 0.1 |
455,000 | (1),(2) | Danske Bank A/S, 3.001%, 09/20/2022 | 462,306 | 0.1 |
355,000 | (1) | DNB Bank ASA, 2.150%, 12/02/2022 | 367,581 | 0.1 |
388,000 | Federal Realty Investment Trust, 3.950%, 01/15/2024 | 413,353 | 0.1 | |
305,000 | (1) | Federation des Caisses Desjardins du Quebec, 2.050%, 02/10/2025 | 314,075 | 0.1 |
134,000 | HSBC USA, Inc., 5.000%, 09/27/2020 | 135,402 | 0.0 | |
287,000 | ING Groep NV, 3.150%, 03/29/2022 | 298,454 | 0.1 | |
800,000 | Intercontinental Exchange, Inc., 3.450%, 09/21/2023 | 869,001 | 0.2 | |
510,000 | JPMorgan Chase & Co., 2.550%, 03/01/2021 | 516,398 | 0.1 | |
460,000 | (2) | JPMorgan Chase & Co., 2.776%, 04/25/2023 | 476,507 | 0.1 |
280,000 | JPMorgan Chase & Co., 3.200%, 01/25/2023 | 297,815 | 0.1 | |
421,000 | JPMorgan Chase & Co., 4.500%, 01/24/2022 | 447,427 | 0.1 | |
389,000 | (2) | JPMorgan Chase & Co., 1.514%, 06/01/2024 | 395,459 | 0.1 |
354,000 | (2) | JPMorgan Chase & Co., 2.083%, 04/22/2026 | 367,706 | 0.1 |
465,000 | (1) | Lloyds Bank PLC, 6.500%, 09/14/2020 | 469,592 | 0.1 |
176,000 | (2) | Lloyds Banking Group PLC, 3.870%, 07/09/2025 | 191,692 | 0.1 |
460,000 | Marsh & McLennan Cos, Inc., 4.050%, 10/15/2023 | 505,535 | 0.1 | |
330,000 | (1) | Metropolitan Life Global Funding I, 1.950%, 01/13/2023 | 341,673 | 0.1 |
464,000 | Mitsubishi UFJ Financial Group, Inc., 2.190%, 09/13/2021 | 472,422 | 0.1 | |
200,000 | Mitsubishi UFJ Financial Group, Inc., 2.623%, 07/18/2022 | 207,690 | 0.1 |
See Accompanying Notes to Financial Statements
51
Voya Limited Maturity Bond Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
820,000 | Mizuho Financial Group, Inc., 0.990%, (US0003M + 0.630%), 05/25/2024 | 804,065 | 0.2 | |
320,000 | (1) | Mizuho Financial Group, Inc., 2.632%, 04/12/2021 | 325,373 | 0.1 |
845,000 | Morgan Stanley, 3.750%, 02/25/2023 | 912,748 | 0.3 | |
496,000 | Morgan Stanley, 4.000%, 07/23/2025 | 562,750 | 0.2 | |
1,566,000 | Morgan Stanley, 5.500%, 07/28/2021 | 1,649,393 | 0.5 | |
330,000 | MUFG Union Bank NA, 2.100%, 12/09/2022 | 340,336 | 0.1 | |
250,000 | MUFG Union Bank NA, 3.150%, 04/01/2022 | 260,495 | 0.1 | |
300,000 | National Australia Bank Ltd./New York, 2.500%, 05/22/2022 | 311,015 | 0.1 | |
500,000 | National Australia Bank Ltd./New York, 2.875%, 04/12/2023 | 529,994 | 0.1 | |
350,000 | (1) | National Securities Clearing Corp., 1.200%, 04/23/2023 | 355,546 | 0.1 |
380,000 | (1) | Nationwide Financial Services, Inc., 5.375%, 03/25/2021 | 390,841 | 0.1 |
345,000 | (1) | Nordea Bank ABP, 4.875%, 05/13/2021 | 356,684 | 0.1 |
470,000 | PNC Financial Services Group, Inc./The, 3.500%, 01/23/2024 | 513,917 | 0.1 | |
590,000 | Reinsurance Group of America, Inc., 5.000%, 06/01/2021 | 614,269 | 0.2 | |
495,000 | (1) | Reliance Standard Life Global Funding II, 2.150%, 01/21/2023 | 505,199 | 0.1 |
225,000 | Royal Bank of Canada, 0.956%, (US0003M + 0.660%), 10/05/2023 | 225,474 | 0.1 | |
384,000 | Royal Bank of Canada, 1.150%, 06/10/2025 | 384,796 | 0.1 | |
280,000 | (3) | Royal Bank of Canada, 1.600%, 04/17/2023 | 287,354 | 0.1 |
345,000 | Royal Bank of Canada, 1.950%, 01/17/2023 | 356,043 | 0.1 | |
553,000 | Royal Bank of Canada, 3.700%, 10/05/2023 | 604,569 | 0.2 | |
244,000 | Royal Bank of Scotland Group PLC, 3.875%, 09/12/2023 | 263,226 | 0.1 | |
320,000 | Santander Holdings USA, Inc., 4.450%, 12/03/2021 | 333,566 | 0.1 | |
324,000 | (1) | Scentre Group Trust 1 / Scentre Group Trust 2, 3.625%, 01/28/2026 | 340,147 | 0.1 |
595,000 | Skandinaviska Enskilda Banken AB, 1.875%, 09/13/2021 | 604,875 | 0.2 | |
340,000 | (2) | State Street Corp., 2.354%, 11/01/2025 | 360,632 | 0.1 |
320,000 | Sumitomo Mitsui Financial Group, Inc., 2.348%, 01/15/2025 | 334,581 | 0.1 | |
355,000 | Sumitomo Mitsui Financial Group, Inc., 2.696%, 07/16/2024 | 376,293 | 0.1 | |
594,000 | Sumitomo Mitsui Financial Group, Inc., 2.934%, 03/09/2021 | 604,086 | 0.2 | |
825,000 | Svenska Handelsbanken AB, 3.350%, 05/24/2021 | 846,024 | 0.2 | |
525,000 | (1) | Swiss Re Treasury US Corp., 2.875%, 12/06/2022 | 540,806 | 0.2 |
799,000 | Truist Bank, 1.250%, 03/09/2023 | 811,530 | 0.2 | |
351,000 | (1) | UBS AG/London, 1.750%, 04/21/2022 | 357,718 | 0.1 |
565,000 | (1),(2) | UBS Group AG, 2.859%, 08/15/2023 | 585,711 | 0.2 |
280,000 | (1) | USAA Capital Corp., 1.500%, 05/01/2023 | 287,394 | 0.1 |
205,000 | (2) | Wells Fargo & Co., 2.406%, 10/30/2025 | 213,536 | 0.1 |
1,410,000 | (2) | Wells Fargo Bank NA, 3.325%, 07/23/2021 | 1,412,312 | 0.4 |
880,000 | Wells Fargo Bank NA, 3.625%, 10/22/2021 | 913,928 | 0.3 | |
500,000 | Westpac Banking Corp., 2.100%, 05/13/2021 | 507,443 | 0.1 | |
268,000 | XLIT Ltd., 4.450%, 03/31/2025 | 302,222 | 0.1 | |
45,738,978 | 13.1 | |||
Industrial: 2.1% | ||||
388,000 | Boeing Co/The, 4.875%, 05/01/2025 | 422,925 | 0.1 | |
405,000 | (1) | Carrier Global Corp., 1.923%, 02/15/2023 | 413,456 | 0.1 |
405,000 | Caterpillar Financial Services Corp., 2.850%, 05/17/2024 | 438,561 | 0.1 | |
470,000 | Caterpillar Financial Services Corp., 2.950%, 02/26/2022 | 489,788 | 0.2 | |
380,000 | Caterpillar Financial Services Corp., 3.650%, 12/07/2023 | 420,665 | 0.1 | |
350,000 | FedEx Corp., 3.400%, 01/14/2022 | 364,202 | 0.1 | |
175,000 | FedEx Corp., 3.800%, 05/15/2025 | 194,742 | 0.1 | |
223,000 | General Dynamics Corp., 3.250%, 04/01/2025 | 247,474 | 0.1 | |
386,000 | Honeywell International, Inc., 1.350%, 06/01/2025 | 396,659 | 0.1 | |
335,000 | (3) | John Deere Capital Corp., 2.050%, 01/09/2025 | 354,216 | 0.1 |
360,000 | John Deere Capital Corp., 2.950%, 04/01/2022 | 375,812 | 0.1 | |
348,000 | (1) | Penske Truck Leasing Co. Lp / PTL Finance Corp., 3.650%, 07/29/2021 | 356,340 | 0.1 |
435,000 | (1) | Raytheon Technologies Corp., 3.700%, 12/15/2023 | 472,361 | 0.1 |
430,000 | Roper Technologies, Inc., 3.125%, 11/15/2022 | 450,694 | 0.1 |
See Accompanying Notes to Financial Statements
52
Voya Limited Maturity Bond Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
410,000 | (1) | SMBC Aviation Capital Finance DAC, 4.125%, 07/15/2023 | 425,994 | 0.1 |
950,000 | United Parcel Service, Inc., 2.050%, 04/01/2021 | 962,321 | 0.3 | |
480,000 | WestRock RKT LLC, 4.900%, 03/01/2022 | 511,183 | 0.2 | |
7,297,393 | 2.1 | |||
Technology: 1.9% | ||||
620,000 | Activision Blizzard, Inc., 2.300%, 09/15/2021 | 632,185 | 0.2 | |
670,000 | Analog Devices, Inc., 2.950%, 01/12/2021 | 678,690 | 0.2 | |
233,000 | Analog Devices, Inc., 2.950%, 04/01/2025 | 252,730 | 0.1 | |
1,000,000 | Apple, Inc., 1.800%, 09/11/2024 | 1,047,821 | 0.3 | |
352,000 | (1) | Dell International LLC / EMC Corp., 4.420%, 06/15/2021 | 361,839 | 0.1 |
116,000 | Electronic Arts, Inc., 3.700%, 03/01/2021 | 118,188 | 0.0 | |
445,000 | Fiserv, Inc., 2.750%, 07/01/2024 | 474,775 | 0.1 | |
230,000 | Hewlett Packard Enterprise Co., 3.600%, 10/15/2020 | 231,451 | 0.1 | |
315,000 | International Business Machines Corp., 2.850%, 05/13/2022 | 329,564 | 0.1 | |
860,000 | NVIDIA Corp., 2.200%, 09/16/2021 | 877,174 | 0.2 | |
288,000 | Oracle Corp., 2.500%, 04/01/2025 | 310,099 | 0.1 | |
875,000 | salesforce.com, Inc., 3.250%, 04/11/2023 | 940,732 | 0.3 | |
424,000 | VMware, Inc., 4.500%, 05/15/2025 | 464,398 | 0.1 | |
6,719,646 | 1.9 | |||
Utilities: 3.7% | ||||
425,000 | Arizona Public Service Co., 3.350%, 06/15/2024 | 456,761 | 0.1 | |
425,000 | Avangrid, Inc., 3.200%, 04/15/2025 | 464,942 | 0.1 | |
375,000 | Consumers Energy Co., 3.375%, 08/15/2023 | 404,002 | 0.1 | |
720,000 | Dominion Energy, Inc., 2.579%, 07/01/2020 | 720,000 | 0.2 | |
525,000 | (2) | Dominion Energy, Inc., 2.715%, 08/15/2021 | 536,787 | 0.2 |
875,000 | DTE Energy Co., 2.600%, 06/15/2022 | 902,572 | 0.3 | |
1,125,000 | Duke Energy Corp., 1.800%, 09/01/2021 | 1,139,949 | 0.3 | |
385,000 | Duke Energy Ohio, Inc., 3.800%, 09/01/2023 | 417,840 | 0.1 | |
290,000 | Duke Energy Progress LLC, 3.375%, 09/01/2023 | 312,508 | 0.1 | |
268,000 | (1) | Electricite de France SA, 2.350%, 10/13/2020 | 268,900 | 0.1 |
250,000 | Entergy Louisiana LLC, 3.300%, 12/01/2022 | 263,343 | 0.1 | |
250,000 | Entergy Louisiana LLC, 4.050%, 09/01/2023 | 273,722 | 0.1 | |
255,000 | Evergy, Inc., 4.850%, 06/01/2021 | 262,043 | 0.1 | |
460,000 | Eversource Energy, 2.500%, 03/15/2021 | 465,847 | 0.1 | |
380,000 | FirstEnergy Corp., 4.250%, 03/15/2023 | 411,173 | 0.1 | |
72,000 | IPALCO Enterprises, Inc., 3.700%, 09/01/2024 | 77,119 | 0.0 | |
835,000 | National Rural Utilities Cooperative Finance Corp., 2.300%, 09/15/2022 | 867,182 | 0.2 | |
310,000 | NextEra Energy Capital Holdings, Inc., 2.403%, 09/01/2021 | 317,083 | 0.1 | |
293,000 | NextEra Energy Capital Holdings, Inc., 2.750%, 05/01/2025 | 316,943 | 0.1 | |
215,000 | NextEra Energy Capital Holdings, Inc., 3.150%, 04/01/2024 | 233,482 | 0.1 | |
325,000 | (1) | Niagara Mohawk Power Corp., 2.721%, 11/28/2022 | 332,868 | 0.1 |
524,000 | PNM Resources, Inc., 3.250%, 03/09/2021 | 531,881 | 0.2 | |
485,000 | Public Service Electric and Gas Co., 3.750%, 03/15/2024 | 528,291 | 0.2 | |
365,000 | San Diego Gas & Electric Co., 3.000%, 08/15/2021 | 373,062 | 0.1 | |
369,000 | Southern California Edison Co., 2.400%, 02/01/2022 | 374,876 | 0.1 | |
330,000 | Southern Co. Gas Capital Corp., 2.450%, 10/01/2023 | 346,563 | 0.1 | |
384,000 | Southern Co. Gas Capital Corp., 3.250%, 06/15/2026 | 411,274 | 0.1 | |
150,000 | Wisconsin Power and Light Co., 2.250%, 11/15/2022 | 153,760 | 0.0 | |
610,000 | Wisconsin Public Service Corp., 3.350%, 11/21/2021 | 635,347 | 0.2 | |
12,800,120 | 3.7 | |||
Total Corporate Bonds/Notes | ||||
(Cost $110,064,647) | 113,686,723 | 32.7 | ||
COLLATERALIZED MORTGAGE OBLIGATIONS: 5.3% | ||||
1,638,980 | Fannie Mae REMICS 2006-43-FJ, 0.595%, (US0001M + 0.410%), 06/25/2036 | 1,640,798 | 0.5 | |
1,104,547 | Fannie Mae REMICS 2007-14 PF, 0.375%, (US0001M + 0.190%), 03/25/2037 | 1,096,165 | 0.3 | |
445,936 | Fannie Mae REMICS 2010-123 FL, 0.615%, (US0001M + 0.430%), 11/25/2040 | 446,587 | 0.1 |
See Accompanying Notes to Financial Statements
53
Voya Limited Maturity Bond Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
1,835,308 | Fannie Mae REMICS 2011-51 FM, 0.835%, (US0001M + 0.650%), 06/25/2041 | 1,854,384 | 0.5 | |
165,475 | Fannie Mae REMICS 2011-96 FN, 0.685%, (US0001M + 0.500%), 10/25/2041 | 166,313 | 0.1 | |
1,362,914 | Fannie Mae REMICS 2010-136 FG, 0.685%, (US0001M + 0.500%), 12/25/2030 | 1,354,945 | 0.4 | |
2,131,118 | Fannie Mae REMICS 2011-68 F, 0.455%, (US0001M + 0.270%), 07/25/2031 | 2,120,683 | 0.6 | |
148,467 | (1),(2) | Flagstar Mortgage Trust 2017-2 A3, 3.500%, 10/25/2047 | 153,168 | 0.0 |
362,323 | (2) | Freddie Mac Whole Loan Securities Trust 2016-SC02 M1, 3.587%, 10/25/2046 | 362,321 | 0.1 |
549,314 | Freddie Mac REMICS 4508 CF, 0.585%, (US0001M + 0.400%), 09/15/2045 | 549,329 | 0.2 | |
2,533,618 | Ginnie Mae Series 2012-H31 FD, 0.643%, (US0001M + 0.340%), 12/20/2062 | 2,522,201 | 0.7 | |
654,915 | Ginnie Mae Series 2016-H08 FT, 1.023%, (US0001M + 0.720%), 02/20/2066 | 657,596 | 0.2 | |
3,189,921 | Ginnie Mae Series 2016-H06 FD, 1.223%, (US0001M + 0.920%), 07/20/2065 | 3,231,262 | 0.9 | |
208,740 | (1),(2) | GS Mortgage-Backed Securities Corp. Trust 2019-PJ3 A1, 3.500%, 03/25/2050 | 214,384 | 0.1 |
393,804 | (1),(2) | Sequoia Mortgage Trust 2014-3 B3, 3.934%, 10/25/2044 | 398,153 | 0.1 |
398,923 | (1),(2) | Sequoia Mortgage Trust 2014-4 B3, 3.869%, 11/25/2044 | 401,884 | 0.1 |
425,546 | (1),(2) | Sequoia Mortgage Trust 2018-CH1 A19, 4.000%, 02/25/2048 | 436,859 | 0.1 |
183,210 | (2) | WaMu Mortgage Pass-Through Certificates Series 2004-AR4 A6 Trust, 2.939%, 06/25/2034 | 175,811 | 0.1 |
815,476 | (1),(2) | Wells Fargo Mortgage Backed Securities 2020-1 A17 Trust, 3.000%, 12/25/2049 | 823,288 | 0.2 |
Total Collateralized Mortgage Obligations | ||||
(Cost $18,603,493) | 18,606,131 | 5.3 |
U.S. TREASURY OBLIGATIONS: 24.7% | ||||
U.S. Treasury Notes: 24.7% | ||||
7,419,000 | 0.125%,06/30/2022 | 7,415,233 | 2.1 | |
21,711,000 | 0.250%,06/15/2023 | 21,758,493 | 6.3 | |
799,000 | 0.500%,06/30/2027 | 799,593 | 0.2 | |
53,774,000 | 1.125%,08/31/2021 | 54,370,555 | 15.6 | |
60,000 | 0.500%,05/31/2027 | 60,071 | 0.0 | |
1,518,800 | 1.625%,12/31/2021 | 1,552,083 | 0.5 | |
Total U.S. Treasury Obligations | ||||
(Cost $85,860,954) | 85,956,028 | 24.7 | ||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 17.7% | ||||
350,000 | (1) | Austin Fairmont Hotel Trust 2019-FAIR C, 1.635%, (US0001M + 1.450%), 09/15/2032 | 326,162 | 0.1 |
830,000 | (1) | BFLD 2019-DPLO A, 1.275%, (US0001M + 1.090%), 10/15/2034 | 799,509 | 0.2 |
1,757,937 | (1) | BX Commercial Mortgage Trust 2019-XL D, 1.635%, (US0001M + 1.450%), 10/15/2036 | 1,719,796 | 0.5 |
200,000 | (2) | Citigroup Commercial Mortgage Trust 2013-GC17 C, 5.261%, 11/10/2046 | 193,770 | 0.1 |
971,000 | (1),(2) | Citigroup Commercial Mortgage Trust 2014-GC19, 5.261%, 03/10/2047 | 840,671 | 0.2 |
329,272 | Citigroup Commercial Mortgage Trust 2015-GC27 AAB, 2.944%, 02/10/2048 | 340,363 | 0.1 | |
668,582 | Citigroup/Deutsche Bank Commercial Mortgage Trust 2006-CD3 AM, 5.648%, 10/15/2048 | 685,795 | 0.2 | |
710,000 | (1) | CLNY Trust 2019-IKPR A, 1.314%, (US0001M + 1.227%), 11/15/2038 | 643,506 | 0.2 |
360,000 | (1) | COMM 2012-CR2 A3 Mortgage Trust, 2.841%, 08/15/2045 | 366,948 | 0.1 |
725,000 | COMM 2012-CR5 A4 Mortgage Trust, 2.771%, 12/10/2045 | 740,102 | 0.2 | |
1,353,085 | COMM 2013-CCRE12 ASB Mortgage Trust, 3.623%, 10/10/2046 | 1,397,671 | 0.4 | |
1,700,000 | COMM 2013-CCRE6 A4 Mortgage Trust, 3.101%, 03/10/2046 | 1,747,093 | 0.5 | |
1,663,000 | (1),(2) | COMM 2013-CR10 D Mortgage Trust, 4.949%, 08/10/2046 | 1,531,343 | 0.4 |
1,705,000 | (2) | COMM 2013-LC6 C Mortgage Trust, 4.242%, 01/10/2046 | 1,692,711 | 0.5 |
896,663 | COMM 2014-LC17 ASB Mortgage Trust, 3.620%, 10/10/2047 | 935,549 | 0.3 | |
979,765 | COMM 2015-CR22 ASB Mortgage Trust, 3.144%, 03/10/2048 | 1,022,967 | 0.3 | |
1,370,000 | COMM 2015-CR26 ASB Mortgage Trust, 3.373%, 10/10/2048 | 1,438,560 | 0.4 | |
83,283 | COMM 2012-LC4 A4, 3.288%, 12/10/2044 | 84,678 | 0.0 |
See Accompanying Notes to Financial Statements
54
Voya Limited Maturity Bond Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
1,690,000 | (1) | Credit Suisse Mortgage Capital Certificates 2019-ICE4 B, 1.415%, (US0001M + 1.230%), 05/15/2036 | 1,675,528 | 0.5 |
256,000 | (1) | CSWF 2018-TOP C, 1.635%, (US0001M + 1.450%), 08/15/2035 | 240,648 | 0.1 |
1,490,000 | (1),(2) | DBRR 2011-LC2 A4B Trust, 4.537%, 07/12/2044 | 1,510,466 | 0.4 |
1,700,000 | (1),(2) | DBUBS 2011-LC1A E, 5.876%, 11/10/2046 | 1,646,155 | 0.5 |
730,000 | (1),(2) | DBUBS 2011-LC2A D, 5.714%, 07/10/2044 | 610,654 | 0.2 |
67,344 | (2) | Ginnie Mae 2011-53 B, 3.906%, 05/16/2051 | 69,270 | 0.0 |
155,086 | Ginnie Mae 2014-54 AC, 2.874%, 02/16/2049 | 158,805 | 0.0 | |
513,248 | Ginnie Mae 2015-183 AC, 2.350%, 07/16/2056 | 527,922 | 0.2 | |
108,979 | (2) | Ginnie Mae 2015-21 AF, 2.087%, 07/16/2048 | 111,071 | 0.0 |
373,716 | Ginnie Mae 2016-110 AB, 2.000%, 05/16/2049 | 381,324 | 0.1 | |
135,558 | Ginnie Mae 2016-86 AB, 2.500%, 09/16/2056 | 138,390 | 0.0 | |
550,789 | Ginnie Mae 2017-51 AB, 2.350%, 04/16/2057 | 565,362 | 0.2 | |
217,936 | Ginnie Mae 2017-69 AB, 2.350%, 05/16/2053 | 223,880 | 0.1 | |
334,695 | Ginnie Mae 2017-70 A, 2.500%, 10/16/2057 | 343,990 | 0.1 | |
829,649 | Ginnie Mae 2017-86 AB, 2.300%, 11/16/2051 | 853,341 | 0.2 | |
845,795 | Ginnie Mae 2017-89 A, 2.500%, 08/16/2057 | 873,345 | 0.2 | |
1,000,000 | (1) | Great Wolf Trust 2019-WOLF A, 1.219%, (US0001M + 1.034%), 12/15/2029 | 963,713 | 0.3 |
530,000 | (1) | GS Mortgage Securities Corp. Trust 2017-GPTX B, 3.104%, 05/10/2034 | 504,924 | 0.1 |
1,420,000 | (1) | GS Mortgage Securities Corp. Trust 2019-70P C, 1.685%, (US0001M + 1.500%), 10/15/2036 | 1,344,348 | 0.4 |
1,320,000 | (1),(2) | GS Mortgage Securities Trust 2011-GC3 D, 5.824%, 03/10/2044 | 1,286,726 | 0.4 |
760,000 | (1),(2) | GS Mortgage Securities Trust 2012-GC6 C, 5.839%, 01/10/2045 | 629,240 | 0.2 |
1,040,000 | (2) | GS Mortgage Securities Trust 2012-GCJ7 C, 5.894%, 05/10/2045 | 989,799 | 0.3 |
1,330,000 | GS Mortgage Securities Trust 2013-GCJ14 A5, 4.243%, 08/10/2046 | 1,439,340 | 0.4 | |
420,000 | (1) | GS Mortgage Securities Trust 2018-HART A, 1.275%, (US0001M + 1.090%), 10/15/2031 | 399,180 | 0.1 |
603,649 | GS Mortgage Securities Trust 2020-GC45 A1, 2.019%, 02/13/2053 | 618,302 | 0.2 | |
508,187 | JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8 A3, 2.829%, 10/15/2045 | 522,877 | 0.1 | |
463,936 | JPMBB Commercial Mortgage Securities Trust 2015-C32 ASB, 3.358%, 11/15/2048 | 487,261 | 0.1 | |
977,000 | (1),(2) | JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2 C, 5.822%, 11/15/2043 | 921,025 | 0.3 |
2,710,000 | (1),(2) | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5 B, 5.605%, 08/15/2046 | 2,758,467 | 0.8 |
700,000 | (2) | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 B, 3.674%, 12/15/2047 | 704,932 | 0.2 |
4,526 | JPMBB Commercial Mortgage Securities Trust 2 2014-C19 A2, 3.046%, 04/15/2047 | 4,546 | 0.0 | |
1,820,000 | (1),(2) | JPMBB Commercial Mortgage Securities Trust 2013-C15 D, 5.370%, 11/15/2045 | 1,598,510 | 0.5 |
1,630,000 | (2) | JPMBB Commercial Mortgage Securities Trust 2013-C17 C, 5.053%, 01/15/2047 | 1,622,721 | 0.5 |
400,000 | (1) | MF1 2020-FL3 A Ltd., 2.235%, (US0001M + 2.050%), 07/15/2035 | 401,662 | 0.1 |
1,250,000 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C8 A4 A4, 3.134%, 12/15/2048 | 1,294,501 | 0.4 | |
279,032 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14 A3, 3.669%, 02/15/2047 | 281,369 | 0.1 | |
1,210,000 | (1),(2) | Morgan Stanley Capital I Trust 2011-C1 D, 5.684%, 09/15/2047 | 1,203,107 | 0.3 |
1,220,000 | Morgan Stanley Capital I Trust 2019-H6 A2, 3.228%, 06/15/2052 | 1,290,768 | 0.4 | |
795,000 | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5 A4, 3.176%, 08/15/2045 | 813,712 | 0.2 | |
1,250,000 | (2) | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10 A4, 4.218%, 07/15/2046 | 1,343,398 | 0.4 |
950,000 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7 A4, 2.918%, 02/15/2046 | 978,402 | 0.3 |
See Accompanying Notes to Financial Statements
55
Voya Limited Maturity Bond Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
505,813 | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 ASB, 3.326%, 12/15/2047 | 526,026 | 0.1 | |
1,730,000 | (1) | Morgan Stanley Capital I Trust 2011-C1 G, 4.193%, 09/15/2047 | 1,540,496 | 0.4 |
960,000 | Morgan Stanley Capital I Trust 2017-H1 A2, 3.089%, 06/15/2050 | 989,288 | 0.3 | |
1,930,000 | (1) | Ready Capital Mortgage Financing 2020-FL4 A LLC, 2.350%, (US0001M + 2.150%), 02/25/2035 | 1,937,086 | 0.6 |
749,869 | (2) | TIAA Seasoned Commercial Mortgage Trust 2007-C4 C, 5.520%, 08/15/2039 | 748,091 | 0.2 |
290,000 | UBS Commercial Mortgage Trust 2018-C8 A2, 3.713%, 02/15/2051 | 303,892 | 0.1 | |
490,000 | (1),(2) | Wells Fargo Commercial Mortgage Trust 2010-C1 B, 5.276%, 11/15/2043 | 491,412 | 0.1 |
1,540,929 | WFRBS Commercial Mortgage Trust 2011-C5 A4, 3.667%, 11/15/2044 | 1,570,175 | 0.5 | |
731,788 | (1) | West Town Mall Trust 2017-KNOX A, 3.823%, 07/05/2030 | 739,079 | 0.2 |
1,720,000 | (2) | WFRBS Commercial Mortgage Trust 2013-C14 C, 4.106%, 06/15/2046 | 1,589,388 | 0.5 |
360,000 | (2) | WFRBS Commercial Mortgage Trust 2013-C18 A5, 4.162%, 12/15/2046 | 386,342 | 0.1 |
Total Commercial Mortgage-Backed Securities | ||||
(Cost $63,991,225) | 61,661,450 | 17.7 | ||
ASSET-BACKED SECURITIES: 16.9% | ||||
Automobile Asset-Backed Securities: 6.9% | ||||
600,000 | Ally Auto Receivables Trust 2018-3 A4, 3.120%, 07/17/2023 | 622,458 | 0.2 | |
200,000 | Ally Auto Receivables Trust 2019-1 A4, 3.020%, 04/15/2024 | 209,923 | 0.1 | |
750,000 | Americredit Automobile Receivables Trust 2019-1 B, 3.130%, 02/18/2025 | 779,249 | 0.2 | |
600,000 | AmeriCredit Automobile Receivables Trust 2019-3 B, 2.130%, 07/18/2025 | 613,718 | 0.2 | |
1,800,000 | AmeriCredit Automobile Receivables Trust 2020-1 A3, 1.110%, 08/19/2024 | 1,812,849 | 0.5 | |
900,000 | AmeriCredit Automobile Receivables Trust 2020-1 C, 1.590%, 10/20/2025 | 889,551 | 0.3 | |
400,000 | Capital One Prime Auto Receivables Trust 2019-1 A4, 2.560%, 10/15/2024 | 417,280 | 0.1 | |
800,000 | Capital One Prime Auto Receivables Trust 2020-1 A4, 1.630%, 08/15/2025 | 823,053 | 0.2 | |
150,000 | Carmax Auto Owner Trust 2019-3 A4, 2.300%, 04/15/2025 | 156,972 | 0.0 | |
800,000 | Carmax Auto Owner Trust 2019-4 A4, 2.130%, 07/15/2025 | 834,927 | 0.2 | |
750,000 | Drive Auto Receivables Trust 2020-2 A3, 0.830%, 05/15/2024 | 751,670 | 0.2 | |
650,000 | Ford Credit Auto Lease Trust 2018-B A4, 3.300%, 02/15/2022 | 661,960 | 0.2 | |
650,000 | GM Financial Automobile Leasing Trust 2018-1 B, 2.870%, 12/20/2021 | 652,338 | 0.2 | |
450,000 | GM Financial Automobile Leasing Trust 2019-4 A4, 1.760%, 01/16/2025 | 463,689 | 0.1 | |
500,000 | GM Financial Consumer Automobile Receivables Trust 2019-3 A3, 2.180%, 04/16/2024 | 511,592 | 0.1 | |
500,000 | GM Financial Automobile Leasing Trust 2020-1 A2A, 1.670%, 04/20/2022 | 504,228 | 0.1 | |
1,050,000 | GM Financial Automobile Leasing Trust 2020-1 A4, 1.700%, 12/20/2023 | 1,068,082 | 0.3 | |
400,000 | GM Financial Automobile Leasing Trust 2020-2 A3, 0.800%, 07/20/2023 | 400,916 | 0.1 | |
650,000 | Honda Auto Receivables 2018-4 A4 Owner Trust, 3.300%, 07/15/2025 | 684,731 | 0.2 | |
550,000 | Honda Auto Receivables 2019-3 A3 Owner Trust, 1.780%, 08/15/2023 | 561,635 | 0.2 | |
900,000 | Honda Auto Receivables 2020-2 A3 Owner Trust, 0.820%, 07/15/2024 | 906,707 | 0.3 | |
250,000 | (1) | Hyundai Auto Lease Securitization Trust 2019-B A4, 2.030%, 06/15/2023 | 254,648 | 0.1 |
950,000 | Hyundai Auto Receivables Trust 2017-B A4, 1.960%, 02/15/2023 | 960,349 | 0.3 | |
400,000 | Mercedes-Benz Auto Lease Trust 2019-A A4, 3.250%, 10/15/2024 | 409,066 | 0.1 | |
450,000 | Mercedes-Benz Auto Receivables Trust 2018-1 A4, 3.150%, 10/15/2024 | 468,644 | 0.1 | |
650,000 | Nissan Auto Receivables 2017-C A4 Owner Trust, 2.280%, 02/15/2024 | 664,714 | 0.2 |
See Accompanying Notes to Financial Statements
56
Voya Limited Maturity Bond Portfolio | PORTFOLIO OF INVESTMENTS |
AS OF June 30, 2020 (Unaudited) (continued) |
500,000 | Nissan Auto Receivables 2018-C A4 Owner Trust, 3.270%, 06/16/2025 | 531,377 | 0.2 | |
442,526 | (1) | OSCAR US Funding Trust VII LLC 2017-2A A3, 2.450%, 12/10/2021 | 443,400 | 0.1 |
850,000 | Santander Drive Auto Receivables Trust 2019-2 B, 2.790%, 01/16/2024 | 863,464 | 0.3 | |
1,100,000 | Santander Drive Auto Receivables Trust 2019-3 A3, 2.160%, 11/15/2022 | 1,106,781 | 0.3 | |
65,982 | (1) | Santander Retail Auto Lease Trust 2019-A A2, 2.720%, 01/20/2022 | 66,665 | 0.0 |
500,000 | (1) | Santander Retail Auto Lease Trust 2019-B A3, 2.300%, 01/20/2023 | 511,084 | 0.1 |
500,000 | (1) | Santander Retail Auto Lease Trust 2019-B A4, 2.380%, 08/21/2023 | 514,292 | 0.2 |
1,300,000 | (1) | Santander Retail Auto Lease Trust 2019-C A4, 1.930%, 11/20/2023 | 1,327,576 | 0.4 |
716,526 | (1) | Tesla Auto Lease Trust 2018-B A, 3.710%, 08/20/2021 | 726,963 | 0.2 |
950,000 | Toyota Auto Receivables 2019-C A4 Owner Trust, 1.880%, 11/15/2024 | 983,366 | 0.3 | |
24,159,917 | 6.9 | |||
Credit Card Asset-Backed Securities: 1.1% | ||||
1,000,000 | BA Credit Card Trust 2019-A1 A1, 1.740%, 01/15/2025 | 1,028,965 | 0.3 | |
1,150,000 | Chase Issuance Trust 2020-1 A1, 1.530%, 01/15/2025 | 1,184,375 | 0.3 | |
1,550,000 | (1) | Evergreen Credit Card Trust Series 2018-1 A, 2.950%, 03/15/2023 | 1,577,635 | 0.5 |
3,790,975 | 1.1 | |||
Home Equity Asset-Backed Securities: 0.0% | ||||
7,857 | Chase Funding Loan Acquisition Trust Series 2003-C2 1A, 4.750%, 07/25/2020 | 7,859 | 0.0 | |
Other Asset-Backed Securities: 8.7% | ||||
500,000 | (1) | Allegany Park CLO Ltd. 2019-1A A, 3.164%, (US0003M + 1.330%), 01/20/2033 | 490,081 | 0.1 |
840,000 | (1) | Apidos Clo XXV 2016-25A A1R, 2.305%, (US0003M + 1.170%), 10/20/2031 | 824,268 | 0.2 |
560,000 | (1) | Arbor Realty Commercial Real Estate Notes 2019-FL2 A Ltd., 1.385%, (US0001M + 1.200%), 06/15/2034 | 543,475 | 0.2 |
700,000 | (1) | ARES XLVI CLO Ltd. 2017-46A A2, 2.449%, (US0003M + 1.230%), 01/15/2030 | 672,687 | 0.2 |
250,000 | (1) | Babson CLO Ltd. 2017-1A A2, 2.485%, (US0003M + 1.350%), 07/18/2029 | 241,479 | 0.1 |
250,000 | (1) | Bain Capital Credit CLO 2017-1A A2, 2.485%, (US0003M + 1.350%), 07/20/2030 | 243,101 | 0.1 |
580,000 | (1) | Benefit Street Partners CLO II Ltd. 2013-IIA A1R, 2.469%, (US0003M + 1.250%), 07/15/2029 | 572,393 | 0.2 |
250,000 | (1) | Carbone CLO Ltd. 2017-1A A1, 2.275%, (US0003M + 1.140%), 01/20/2031 | 243,694 | 0.1 |
492,818 | (1) | Carlyle Global Market Strategies CLO 2014-2RA A1 Ltd., 1.442%, (US0003M + 1.050%), 05/15/2031 | 479,439 | 0.1 |
620,000 | (1) | Cedar Funding VIII Clo Ltd. 2017-8A A1, 2.385%, (US0003M + 1.250%), 10/17/2030 | 608,839 | 0.2 |
750,000 | (1) | CIFC Funding 2013-2A A1LR, 2.345%, (US0003M + 1.210%), 10/18/2030 | 738,744 | 0.2 |
600,000 | (1) | CIFC Funding 2017-4 A1, 2.270%, (US0003M + 1.250%), 10/24/2030 | 588,808 | 0.2 |
600,000 | (1) | CIFC Funding 2018-4A A1 Ltd., 2.285%, (US0003M + 1.150%), 10/17/2031 | 585,557 | 0.2 |
600,000 | (1) | Clear Creek CLO Ltd. 2015-1A AR, 2.335%, (US0003M + 1.200%), 10/20/2030 | 586,301 | 0.2 |
400,000 | CNH Equipment Trust 2017-B A4, 2.170%, 04/17/2023 | 405,381 | 0.1 | |
250,000 | (1) | Deer Creek Clo Ltd. 2017-1A A, 2.315%, (US0003M + 1.180%), 10/20/2030 | 244,743 | 0.1 |
680,000 | (1) | Dewolf Park Clo Ltd. 2017-1A A, 2.429%, (US0003M + 1.210%), 10/15/2030 | 667,207 | 0.2 |
250,000 | (1) | Dryden 55 CLO Ltd. 2018-55A A1, 2.239%, (US0003M + 1.020%), 04/15/2031 | 244,770 | 0.1 |
1,120,000 | (1) | Dryden Senior Loan Fund 2017-47A A2, 2.569%, (US0003M + 1.350%), 04/15/2028 | 1,083,674 | 0.3 |
480,000 | (1) | Dryden XXVIII Senior Loan Fund 2013-28A A1LR, 1.592%, (US0003M + 1.200%), 08/15/2030 | 472,464 | 0.1 |
See Accompanying Notes to Financial Statements
57
Voya Limited Maturity Bond Portfolio | PORTFOLIO OF INVESTMENTS |
AS OF June 30, 2020(Unaudited) (CONTINUED) |
1,000,000 | (1) | Dryden 78 CLO Ltd. 2020-78A A, 2.447%, (US0003M + 1.180%), 04/17/2033 | 971,741 | 0.3 |
300,000 | (1) | Eaton Vance Clo 2015-1A A2R Ltd., 2.385%, (US0003M + 1.250%), 01/20/2030 | 291,421 | 0.1 |
750,000 | (1) | Galaxy XIX CLO Ltd. 2015-19A A1R, 2.240%, (US0003M + 1.220%), 07/24/2030 | 736,130 | 0.2 |
500,000 | (1) | Galaxy XV CLO Ltd. 2013-15A AR, 2.419%, (US0003M + 1.200%), 10/15/2030 | 489,048 | 0.1 |
300,000 | (1) | Goldentree Loan Management US Clo 2 Ltd. 2017-2A A, 2.285%, (US0003M + 1.150%), 11/28/2030 | 293,750 | 0.1 |
490,000 | (1) | Grand Avenue CRE 2020-FL2 A Ltd., 2.632%, (US0001M + 2.450%), 03/15/2035 | 491,105 | 0.1 |
416,982 | (1) | JGWPT XXXIII LLC 2014-3A A, 3.500%, 06/15/2077 | 449,002 | 0.1 |
1,000,000 | (1) | Kayne CLO 7 Ltd. 2020-7A A1, 2.607%, (US0003M + 1.200%), 04/17/2033 | 974,942 | 0.3 |
600,000 | (1) | LCM 26A A2 Ltd., 2.385%, (US0003M + 1.250%), 01/20/2031 | 575,170 | 0.2 |
250,000 | (1) | LCM XXIV Ltd. 24A A, 2.445%, (US0003M + 1.310%), 03/20/2030 | 245,326 | 0.1 |
480,000 | (1) | LoanCore 2019-CRE2 A Issuer Ltd., 1.315%, (US0001M + 1.130%), 05/09/2036 | 466,988 | 0.1 |
700,000 | (1) | Madison Park Funding XXXV Ltd. 2019-35A A2A, 2.785%, (US0003M + 1.650%), 04/20/2031 | 691,669 | 0.2 |
500,000 | (1) | Magnetite CLO Ltd. 2020-26A A, 1.949%, (US0003M + 1.750%), 07/15/2030 | 500,256 | 0.1 |
700,000 | (1) | Magnetite XXII Ltd. 2019-22A A2, 2.869%, (US0003M + 1.650%), 04/15/2031 | 689,845 | 0.2 |
800,000 | (1) | Marlette Funding Trust 2020-1A B, 2.380%, 03/15/2030 | 772,080 | 0.2 |
400,000 | (1) | Octagon Investment Partners 33 Ltd. 2017-1A A1, 2.325%, (US0003M + 1.190%), 01/20/2031 | 390,277 | 0.1 |
500,000 | (1) | Octagon Investment Partners Ltd. 2017-1A A2, 2.569%, (US0003M + 1.350%), 07/15/2029 | 483,521 | 0.1 |
500,000 | (1) | Octagon Investment Partners XIV Ltd. 2012-1A A1BR, 2.594%, (US0003M + 1.375%), 07/15/2029 | 484,188 | 0.1 |
400,000 | (1) | Octagon Investment Partners XV Ltd. 2013-1A A2R, 2.485%, (US0003M + 1.350%), 07/19/2030 | 387,165 | 0.1 |
500,000 | (1) | Palmer Square CLO 2013-2A AARR Ltd., 2.335%, (US0003M + 1.200%), 10/17/2031 | 488,200 | 0.1 |
975,000 | (1) | Palmer Square CLO 2015-2A A1R2 Ltd., 2.235%, (US0003M + 1.100%), 07/20/2030 | 955,298 | 0.3 |
350,381 | (1) | SoFi Consumer Loan Program 2019-2 A Trust, 3.010%, 04/25/2028 | 355,416 | 0.1 |
319,229 | (1) | SoFi Consumer Loan Program 2019-3 A Trust, 2.900%, 05/25/2028 | 323,770 | 0.1 |
1,068,743 | (1) | SoFi Consumer Loan Program 2020-1 A Trust, 2.020%, 01/25/2029 | 1,080,558 | 0.3 |
800,000 | (1) | SoFi Consumer Loan Program 2020-1 B Trust, 2.250%, 01/25/2029 | 770,894 | 0.2 |
400,000 | (1) | TCI-Flatiron Clo 2017-1A A Ltd., 1.586%, (US0003M + 1.200%), 11/18/2030 | 391,952 | 0.1 |
500,000 | (1) | TCI-Symphony CLO 2017-1A A Ltd., 2.449%, (US0003M + 1.230%), 07/15/2030 | 490,273 | 0.1 |
592,641 | (1) | THL Credit Wind River 2013-2A AR CLO Ltd., 2.365%, (US0003M + 1.230%), 10/18/2030 | 580,746 | 0.2 |
570,000 | (1) | THL Credit Wind River 2017-2A A CLO Ltd., 2.365%, (US0003M + 1.230%), 07/20/2030 | 559,112 | 0.2 |
600,000 | (1) | THL Credit Wind River 2018-2 A A2Clo Ltd., 2.669%, (US0003M + 1.450%), 07/15/2030 | 581,693 | 0.2 |
600,000 | (1) | THL Credit Wind River 2019-2A A2 Clo Ltd., 2.869%, (US0003M + 1.650%), 01/15/2033 | 584,276 | 0.2 |
800,000 | (1) | Trafigura Securitisation Finance PLC 2018-1A A2, 3.730%, 03/15/2022 | 809,932 | 0.2 |
250,000 | (1) | Venture 34 CLO Ltd. 2018-34A A, 2.449%, (US0003M + 1.230%), 10/15/2031 | 239,337 | 0.1 |
600,000 | Verizon Owner Trust 2018-A A1A, 3.230%, 04/20/2023 | 613,466 | 0.2 | |
396,997 | (1) | Volvo Financial Equipment LLC Series 2017-1A A4, 2.210%, 11/15/2021 | 398,678 | 0.1 |
30,144,330 | 8.7 |
See Accompanying Notes to Financial Statements
58
Voya Limited Maturity Bond Portfolio | PORTFOLIO OF INVESTMENTS |
AS OF June 30, 2020 (Unaudited) (CONTINUED) |
Student Loan Asset-Backed Securities: 0.2% | |||||
850,000 | (1) | Navient Private Education Refi Loan Trust 2019-FA A2, 2.600%, 08/15/2068 | 874,414 | 0.2 | |
Total Asset-Backed Securities | |||||
(Cost $58,897,515) | 58,977,495 | 16.9 | |||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 0.3% | |||||
Federal Home Loan Mortgage Corporation: 0.3%(4) | |||||
838,000 | 0.350%,05/13/2022 | 838,025 | 0.3 | ||
3 | 3.500%, (H15T1Y + 1.997%),07/01/2024 | 3 | 0.0 | ||
838,028 | 0.3 | ||||
Uniform Mortgage-Backed Securities: 0.0% | |||||
20,502 | 6.500%,10/01/2022 | 22,813 | 0.0 | ||
21,928 | 6.500%,10/01/2032 | 25,388 | 0.0 | ||
14,018 | 7.000%,10/01/2032 | 14,233 | 0.0 | ||
62,434 | 0.0 | ||||
Total U.S. Government Agency Obligations | |||||
(Cost $895,360) | 900,462 | 0.3 | |||
Total Long-Term Investments | |||||
(Cost $338,313,194) | 339,788,289 | 97.6 | |||
SHORT-TERM INVESTMENTS: 5.7% | |||||
Repurchase Agreements: 0.2% | |||||
655,915 | (5) | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $655,917, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $669,033, due 07/31/20-07/01/50) | |||
(Cost $655,915) | 655,915 | 0.2 | |||
Shares | Value | Percentage of Net Assets | |||
Mutual Funds: 5.5% | |||||
19,107,000 | (6) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.150% | |||
(Cost $19,107,000) | 19,107,000 | 5.5 | |||
Total Short-Term Investments | |||||
(Cost $19,762,915) | 19,762,915 | 5.7 | |||
Total Investments in Securities (Cost $358,076,109) | $ 359,551,204 | 103.3 | |||
Liabilities in Excess of Other Assets | (11,521,321) | (3.3) | |||
Net Assets | $ 348,029,883 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
(2) | Variable rate security. Rate shown is the rate in effect as of June 30, 2020. |
(3) | Security, or a portion of the security, is on loan. |
(4) | The Federal Housing Finance Agency (“FHFA”) placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies. |
(5) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
(6) | Rate shown is the 7-day yield as of June 30, 2020. |
Reference Rate Abbreviations: | |
H15T1Y | U.S. Treasury 1-Year Constant Maturity |
US0001M | 1-month LIBOR |
US0003M | 3-month LIBOR |
See Accompanying Notes to Financial Statements
59
Voya U.S. Stock Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2020 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||
COMMON STOCK: 97.9% | ||||
Communication Services: 10.5% | ||||
206,906 | Activision Blizzard, Inc. | $ 15,704,165 | 0.2 | |
80,575 | (1) | Alphabet, Inc. - Class A | 114,259,379 | 1.6 |
78,537 | (1) | Alphabet, Inc. - Class C | 111,020,689 | 1.6 |
1,913,341 | AT&T, Inc. | 57,840,298 | 0.8 | |
265,250 | CenturyLink, Inc. | 2,660,458 | 0.0 | |
40,473 | (1) | Charter Communications, Inc. | 20,642,849 | 0.3 |
1,223,118 | Comcast Corp. – Class A | 47,677,140 | 0.7 | |
42,972 | (1),(2) | Discovery Communications, Inc. - Class A | 906,709 | 0.0 |
84,953 | (1) | Discovery Communications, Inc. - Class C | 1,636,195 | 0.0 |
69,055 | (1) | Dish Network Corp. - Class A | 2,383,088 | 0.0 |
77,524 | (1) | Electronic Arts, Inc. | 10,237,044 | 0.2 |
645,716 | (1) | Facebook, Inc.- Class A | 146,622,732 | 2.1 |
92,013 | (2) | Fox Corp. - Class A | 2,467,789 | 0.0 |
42,767 | Fox Corp. - Class B | 1,147,866 | 0.0 | |
104,627 | Interpublic Group of Cos., Inc. | 1,795,399 | 0.0 | |
38,152 | (1),(2) | Live Nation Entertainment, Inc. | 1,691,278 | 0.0 |
118,105 | (1) | NetFlix, Inc. | 53,742,499 | 0.8 |
104,423 | News Corp - Class A | 1,238,457 | 0.0 | |
32,701 | News Corp - Class B | 390,777 | 0.0 | |
57,543 | Omnicom Group | 3,141,848 | 0.0 | |
30,598 | (1) | Take-Two Interactive Software, Inc. | 4,270,563 | 0.1 |
152,904 | (1) | T-Mobile US, Inc. | 15,924,952 | 0.2 |
210,704 | (1) | Twitter, Inc. | 6,276,872 | 0.1 |
1,111,213 | Verizon Communications, Inc. | 61,261,173 | 0.9 | |
145,167 | (2) | ViacomCBS, Inc. - Class B | 3,385,294 | 0.1 |
485,053 | Walt Disney Co. | 54,088,260 | 0.8 | |
742,413,773 | 10.5 | |||
Consumer Discretionary: 10.6% | ||||
18,556 | Advance Auto Parts, Inc. | 2,643,302 | 0.0 | |
112,510 | (1) | Amazon.com, Inc. | 310,394,838 | 4.4 |
71,977 | (1) | Aptiv PLC | 5,608,448 | 0.1 |
6,270 | (1) | Autozone, Inc. | 7,073,312 | 0.1 |
61,042 | Best Buy Co., Inc. | 5,327,135 | 0.1 | |
10,992 | (1) | Booking Holdings, Inc. | 17,503,001 | 0.3 |
55,671 | (2) | BorgWarner, Inc. | 1,965,186 | 0.0 |
43,703 | (1),(2) | Carmax, Inc. | 3,913,604 | 0.1 |
127,222 | (2) | Carnival Corp. | 2,088,985 | 0.0 |
6,891 | (1) | Chipotle Mexican Grill, Inc. | 7,251,813 | 0.1 |
34,878 | Darden Restaurants, Inc. | 2,642,706 | 0.0 | |
67,597 | Dollar General Corp. | 12,877,905 | 0.2 | |
63,706 | (1) | Dollar Tree, Inc. | 5,904,272 | 0.1 |
10,505 | Domino's Pizza, Inc. | 3,880,967 | 0.1 | |
88,838 | D.R. Horton, Inc. | 4,926,067 | 0.1 | |
177,375 | eBay, Inc. | 9,303,319 | 0.1 | |
36,376 | Expedia Group, Inc. | 2,990,107 | 0.1 | |
1,048,964 | Ford Motor Co. | 6,377,701 | 0.1 | |
57,166 | (2) | Gap, Inc. | 721,435 | 0.0 |
38,985 | Garmin Ltd. | 3,801,038 | 0.1 | |
338,184 | General Motors Co. | 8,556,055 | 0.1 | |
38,739 | Genuine Parts Co. | 3,368,744 | 0.1 | |
51,687 | (2) | H&R Block, Inc. | 738,090 | 0.0 |
93,461 | (2) | Hanesbrands, Inc. | 1,055,175 | 0.0 |
34,217 | Hasbro, Inc. | 2,564,564 | 0.0 | |
74,455 | Hilton Worldwide Holdings, Inc. | 5,468,720 | 0.1 | |
288,820 | Home Depot, Inc. | 72,352,298 | 1.0 | |
42,359 | Kohl's Corp. | 879,796 | 0.0 | |
62,671 | L Brands, Inc. | 938,185 | 0.0 | |
90,240 | Las Vegas Sands Corp. | 4,109,530 | 0.1 | |
35,528 | (2) | Leggett & Platt, Inc. | 1,248,809 | 0.0 |
73,746 | Lennar Corp. - Class A | 4,544,229 | 0.1 | |
81,627 | (1) | LKQ Corp. | 2,138,627 | 0.0 |
202,748 | Lowe's Cos, Inc. | 27,395,310 | 0.4 | |
72,273 | Marriott International, Inc. | 6,195,964 | 0.1 | |
199,674 | McDonald's Corp. | 36,833,863 | 0.5 | |
132,448 | (2) | MGM Resorts International | 2,225,126 | 0.0 |
15,975 | (1),(2) | Mohawk Industries, Inc. | 1,625,616 | 0.0 |
102,499 | Newell Brands, Inc. | 1,627,684 | 0.0 | |
332,993 | Nike, Inc. - Class B | 32,649,964 | 0.5 | |
68,839 | (1),(2) | Norwegian Cruise Line Holdings Ltd. | 1,131,025 | 0.0 |
929 | (1) | NVR, Inc. | 3,027,379 | 0.1 |
19,933 | (1) | O'Reilly Automotive, Inc. | 8,405,148 | 0.1 |
67,688 | Pulte Group, Inc. | 2,303,423 | 0.0 | |
19,039 | PVH Corp. | 914,824 | 0.0 | |
12,830 | Ralph Lauren Corp. | 930,432 | 0.0 | |
95,435 | Ross Stores, Inc. | 8,134,879 | 0.1 | |
46,107 | (2) | Royal Caribbean Cruises Ltd. | 2,319,182 | 0.0 |
313,680 | Starbucks Corp. | 23,083,711 | 0.3 | |
74,143 | Tapestry, Inc. | 984,619 | 0.0 | |
134,274 | Target Corp. | 16,103,481 | 0.2 | |
29,328 | Tiffany & Co. | 3,576,256 | 0.1 | |
321,677 | TJX Cos., Inc. | 16,263,989 | 0.2 | |
31,051 | Tractor Supply Co. | 4,092,211 | 0.1 | |
15,122 | (1) | Ulta Beauty, Inc. | 3,076,117 | 0.1 |
50,607 | (1) | Under Armour, Inc. - Class A | 492,912 | 0.0 |
52,771 | (1),(2) | Under Armour, Inc. - Class C | 466,496 | 0.0 |
85,626 | VF Corp. | 5,218,049 | 0.1 | |
16,693 | (2) | Whirlpool Corp. | 2,162,244 | 0.0 |
26,070 | (2) | Wynn Resorts Ltd. | 1,941,954 | 0.0 |
80,826 | Yum! Brands, Inc. | 7,024,588 | 0.1 | |
745,364,409 | 10.6 | |||
Consumer Staples: 6.8% | ||||
499,044 | Altria Group, Inc. | 19,587,477 | 0.3 | |
149,172 | Archer-Daniels-Midland Co. | 5,951,963 | 0.1 | |
48,973 | (2) | Brown-Forman Corp. - Class B | 3,117,621 | 0.0 |
45,440 | (2) | Campbell Soup Co. | 2,255,187 | 0.0 |
66,032 | Church & Dwight Co., Inc. | 5,104,274 | 0.1 | |
33,594 | Clorox Co. | 7,369,516 | 0.1 | |
1,038,011 | Coca-Cola Co. | 46,378,331 | 0.7 | |
230,011 | Colgate-Palmolive Co. | 16,850,606 | 0.2 | |
130,799 | Conagra Brands, Inc. | 4,600,201 | 0.1 | |
45,102 | Constellation Brands, Inc. | 7,890,595 | 0.1 | |
118,566 | Costco Wholesale Corp. | 35,950,397 | 0.5 | |
79,919 | (2) | Coty, Inc - Class A | 357,238 | 0.0 |
60,358 | Estee Lauder Cos., Inc. | 11,388,347 | 0.2 |
See Accompanying Notes to Financial Statements
60
Voya U.S. Stock Index Portfolio | PORTFOLIO OF INVESTMENTS |
AS OF JUNE 30, 2020(UNAUDITED) (CONTINUED) |
162,772 | General Mills, Inc. | 10,034,894 | 0.1 | |
39,582 | Hershey Co. | 5,130,619 | 0.1 | |
75,259 | (2) | Hormel Foods Corp. | 3,632,752 | 0.1 |
30,624 | (2) | JM Smucker Co. | 3,240,325 | 0.0 |
67,175 | Kellogg Co. | 4,437,580 | 0.1 | |
91,450 | Kimberly-Clark Corp. | 12,926,458 | 0.2 | |
167,336 | Kraft Heinz Co. | 5,336,345 | 0.1 | |
211,122 | Kroger Co. | 7,146,480 | 0.1 | |
39,217 | Lamb Weston Holdings, Inc. | 2,507,143 | 0.0 | |
33,202 | McCormick & Co., Inc. | 5,956,771 | 0.1 | |
50,500 | Molson Coors Beverage Co. | 1,735,180 | 0.0 | |
383,330 | Mondelez International, Inc. | 19,599,663 | 0.3 | |
100,393 | (1) | Monster Beverage Corp. | 6,959,243 | 0.1 |
372,598 | PepsiCo, Inc. | 49,279,811 | 0.7 | |
418,150 | Philip Morris International, Inc. | 29,295,589 | 0.4 | |
664,807 | Procter & Gamble Co. | 79,490,973 | 1.1 | |
136,315 | Sysco Corp. | 7,450,978 | 0.1 | |
79,034 | Tyson Foods, Inc. | 4,719,120 | 0.1 | |
197,877 | Walgreens Boots Alliance, Inc. | 8,388,006 | 0.1 | |
380,245 | Walmart, Inc. | 45,545,746 | 0.6 | |
479,615,429 | 6.8 | |||
Energy: 2.8% | ||||
101,354 | Apache Corp. | 1,368,279 | 0.0 | |
175,902 | (2) | Baker Hughes Co. | 2,707,132 | 0.0 |
107,033 | Cabot Oil & Gas Corp. | 1,838,827 | 0.0 | |
501,357 | Chevron Corp. | 44,736,085 | 0.6 | |
52,822 | Concho Resources, Inc./Midland TX | 2,720,333 | 0.1 | |
287,988 | ConocoPhillips | 12,101,256 | 0.2 | |
102,770 | Devon Energy Corp. | 1,165,412 | 0.0 | |
42,380 | Diamondback Energy, Inc. | 1,772,332 | 0.0 | |
156,302 | EOG Resources, Inc. | 7,918,259 | 0.1 | |
1,135,440 | Exxon Mobil Corp. | 50,776,877 | 0.7 | |
235,583 | Halliburton Co. | 3,057,867 | 0.1 | |
70,108 | Hess Corp. | 3,632,295 | 0.1 | |
39,995 | HollyFrontier Corp. | 1,167,854 | 0.0 | |
522,276 | Kinder Morgan, Inc. | 7,922,927 | 0.1 | |
212,230 | Marathon Oil Corp. | 1,298,848 | 0.0 | |
174,620 | Marathon Petroleum Corp. | 6,527,296 | 0.1 | |
104,253 | National Oilwell Varco, Inc. | 1,277,099 | 0.0 | |
128,818 | Noble Energy, Inc. | 1,154,209 | 0.0 | |
241,690 | (2) | Occidental Petroleum Corp. | 4,422,927 | 0.1 |
118,129 | (2) | Oneok, Inc. | 3,924,245 | 0.1 |
117,264 | Phillips 66 | 8,431,282 | 0.1 | |
44,272 | Pioneer Natural Resources Co. | 4,325,374 | 0.1 | |
372,682 | Schlumberger Ltd. | 6,853,622 | 0.1 | |
112,948 | TechnipFMC PLC | 772,564 | 0.0 | |
109,483 | Valero Energy Corp. | 6,439,790 | 0.1 | |
325,791 | Williams Cos., Inc. | 6,196,545 | 0.1 | |
194,509,536 | 2.8 | |||
Financials: 9.9% | ||||
192,679 | Aflac, Inc. | 6,942,224 | 0.1 | |
84,352 | Allstate Corp. | 8,181,300 | 0.1 | |
177,256 | American Express Co. | 16,874,771 | 0.2 | |
231,290 | American International Group, Inc. | 7,211,622 | 0.1 | |
32,852 | Ameriprise Financial, Inc. | 4,929,114 | 0.1 | |
62,056 | Aon PLC | 11,951,986 | 0.2 | |
50,921 | Arthur J. Gallagher & Co. | 4,964,288 | 0.1 | |
16,019 | Assurant, Inc. | 1,654,603 | 0.0 | |
2,096,766 | Bank of America Corp. | 49,798,192 | 0.7 | |
216,376 | Bank of New York Mellon Corp. | 8,362,932 | 0.1 | |
522,047 | (1) | Berkshire Hathaway, Inc. – Class B | 93,190,610 | 1.3 |
41,425 | BlackRock, Inc. | 22,538,928 | 0.3 | |
122,269 | Capital One Financial Corp. | 7,652,817 | 0.1 | |
29,464 | Cboe Global Markets, Inc. | 2,748,402 | 0.0 | |
307,691 | (2) | Charles Schwab Corp. | 10,381,494 | 0.2 |
121,207 | Chubb Ltd. | 15,347,230 | 0.2 | |
40,520 | (2) | Cincinnati Financial Corp. | 2,594,496 | 0.0 |
559,047 | Citigroup, Inc. | 28,567,302 | 0.4 | |
114,564 | Citizens Financial Group, Inc. | 2,891,595 | 0.0 | |
96,294 | CME Group, Inc. | 15,651,627 | 0.2 | |
37,336 | Comerica, Inc. | 1,422,502 | 0.0 | |
82,254 | Discover Financial Services | 4,120,103 | 0.1 | |
59,359 | E*Trade Financial Corp. | 2,951,923 | 0.1 | |
10,738 | Everest Re Group Ltd. | 2,214,176 | 0.0 | |
191,176 | Fifth Third Bancorp | 3,685,873 | 0.1 | |
46,046 | First Republic Bank | 4,880,416 | 0.1 | |
74,485 | (2) | Franklin Resources, Inc. | 1,561,950 | 0.0 |
26,296 | Globe Life, Inc. | 1,951,952 | 0.0 | |
83,112 | Goldman Sachs Group, Inc. | 16,424,593 | 0.2 | |
96,157 | Hartford Financial Services Group, Inc. | 3,706,852 | 0.1 | |
272,357 | Huntington Bancshares, Inc. | 2,460,746 | 0.0 | |
146,950 | Intercontinental Exchange, Inc. | 13,460,620 | 0.2 | |
101,050 | (2) | Invesco Ltd. | 1,087,298 | 0.0 |
818,245 | JPMorgan Chase & Co. | 76,964,125 | 1.1 | |
261,935 | Keycorp | 3,190,368 | 0.1 | |
51,888 | Lincoln National Corp. | 1,908,960 | 0.0 | |
64,994 | Loews Corp. | 2,228,644 | 0.0 | |
34,446 | M&T Bank Corp. | 3,581,351 | 0.1 | |
10,180 | MarketAxess Holdings, Inc. | 5,099,366 | 0.1 | |
137,015 | Marsh & McLennan Cos., Inc. | 14,711,301 | 0.2 | |
207,165 | Metlife, Inc. | 7,565,666 | 0.1 | |
43,302 | Moody's Corp. | 11,896,358 | 0.2 | |
321,575 | Morgan Stanley | 15,532,073 | 0.2 | |
22,830 | MSCI, Inc. - Class A | 7,621,111 | 0.1 | |
30,842 | Nasdaq, Inc. | 3,684,694 | 0.1 | |
55,870 | Northern Trust Corp. | 4,432,726 | 0.1 | |
114,037 | (2) | People's United Financial, Inc. | 1,319,408 | 0.0 |
113,930 | PNC Financial Services Group, Inc. | 11,986,575 | 0.2 | |
68,396 | Principal Financial Group, Inc. | 2,841,170 | 0.0 | |
157,175 | Progressive Corp. | 12,591,289 | 0.2 | |
106,073 | Prudential Financial, Inc. | 6,459,846 | 0.1 | |
32,750 | Raymond James Financial, Inc. | 2,254,183 | 0.0 | |
256,992 | Regions Financial Corp. | 2,857,751 | 0.0 | |
64,691 | S&P Global, Inc. | 21,314,391 | 0.3 | |
94,514 | State Street Corp. | 6,006,365 | 0.1 | |
13,833 | (1) | SVB Financial Group | 2,981,426 | 0.1 |
See Accompanying Notes to Financial Statements
61
Voya U.S. Stock Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2020 (Unaudited) (CONTINUED) |
144,209 | Synchrony Financial | 3,195,671 | 0.1 | |
61,106 | T. Rowe Price Group, Inc. | 7,546,591 | 0.1 | |
67,896 | Travelers Cos, Inc. | 7,743,539 | 0.1 | |
361,848 | Truist Financial Corp. | 13,587,392 | 0.2 | |
54,626 | (2) | Unum Group | 906,245 | 0.0 |
368,093 | US Bancorp | 13,553,184 | 0.2 | |
1,001,919 | Wells Fargo & Co. | 25,649,126 | 0.4 | |
34,571 | Willis Towers Watson PLC | 6,808,758 | 0.1 | |
37,916 | WR Berkley Corp. | 2,172,208 | 0.0 | |
44,003 | (2) | Zions Bancorp NA | 1,496,102 | 0.0 |
694,052,500 | 9.9 | |||
Health Care: 14.3% | ||||
475,004 | Abbott Laboratories | 43,429,616 | 0.6 | |
473,258 | AbbVie, Inc. | 46,464,470 | 0.7 | |
12,073 | (1) | Abiomed, Inc. | 2,916,354 | 0.0 |
82,919 | Agilent Technologies, Inc. | 7,327,552 | 0.1 | |
59,301 | (1) | Alexion Pharmaceuticals, Inc. | 6,655,944 | 0.1 |
19,247 | (1) | Align Technology, Inc. | 5,282,147 | 0.1 |
39,874 | AmerisourceBergen Corp. | 4,018,103 | 0.1 | |
157,967 | Amgen, Inc. | 37,258,097 | 0.5 | |
67,703 | Anthem, Inc. | 17,804,535 | 0.3 | |
136,642 | Baxter International, Inc. | 11,764,876 | 0.2 | |
79,186 | Becton Dickinson & Co. | 18,946,834 | 0.3 | |
43,822 | (1) | Biogen, Inc. | 11,724,576 | 0.2 |
5,740 | (1) | Bio-Rad Laboratories, Inc. | 2,591,553 | 0.0 |
383,660 | (1) | Boston Scientific Corp. | 13,470,303 | 0.2 |
607,621 | Bristol-Myers Squibb Co. | 35,728,115 | 0.5 | |
78,410 | Cardinal Health, Inc. | 4,092,218 | 0.1 | |
155,519 | (1) | Centene Corp. | 9,883,232 | 0.1 |
81,730 | Cerner Corp. | 5,602,591 | 0.1 | |
99,086 | Cigna Corp. | 18,593,488 | 0.3 | |
13,194 | Cooper Cos., Inc. | 3,742,346 | 0.1 | |
351,005 | CVS Health Corp. | 22,804,795 | 0.3 | |
168,978 | Danaher Corp. | 29,880,380 | 0.4 | |
22,897 | (1) | DaVita, Inc. | 1,812,069 | 0.0 |
58,832 | Dentsply Sirona, Inc. | 2,592,138 | 0.0 | |
24,786 | (1) | DexCom, Inc. | 10,048,244 | 0.1 |
166,404 | (1) | Edwards Lifesciences Corp. | 11,500,180 | 0.2 |
226,162 | Eli Lilly & Co. | 37,131,277 | 0.5 | |
336,748 | Gilead Sciences, Inc. | 25,909,391 | 0.4 | |
70,718 | HCA Healthcare, Inc. | 6,863,889 | 0.1 | |
38,336 | (1) | Henry Schein, Inc. | 2,238,439 | 0.0 |
69,338 | (1) | Hologic, Inc. | 3,952,266 | 0.1 |
35,502 | Humana, Inc. | 13,765,900 | 0.2 | |
22,808 | (1) | Idexx Laboratories, Inc. | 7,530,289 | 0.1 |
39,475 | (1) | Illumina, Inc. | 14,619,566 | 0.2 |
48,450 | (1) | Incyte Corp., Ltd. | 5,037,346 | 0.1 |
31,316 | (1) | Intuitive Surgical, Inc. | 17,844,796 | 0.3 |
47,692 | (1) | IQVIA Holdings, Inc. | 6,766,541 | 0.1 |
707,492 | Johnson & Johnson | 99,494,600 | 1.4 | |
26,102 | (1) | Laboratory Corp. of America Holdings | 4,335,803 | 0.1 |
43,464 | McKesson Corp. | 6,668,247 | 0.1 | |
360,131 | Medtronic PLC | 33,024,013 | 0.5 | |
677,820 | Merck & Co., Inc. | 52,415,821 | 0.7 | |
6,420 | (1) | Mettler Toledo International, Inc. | 5,171,631 | 0.1 |
138,820 | (1) | Mylan NV | 2,232,226 | 0.0 |
29,911 | PerkinElmer, Inc. | 2,933,970 | 0.0 | |
36,605 | Perrigo Co. PLC | 2,023,158 | 0.0 | |
1,491,690 | Pfizer, Inc. | 48,778,263 | 0.7 | |
35,912 | Quest Diagnostics, Inc. | 4,092,532 | 0.1 | |
27,087 | (1) | Regeneron Pharmaceuticals, Inc. | 16,892,808 | 0.2 |
38,849 | Resmed, Inc. | 7,459,008 | 0.1 | |
22,813 | STERIS Public Ltd. Co. | 3,500,427 | 0.0 | |
86,564 | Stryker Corp. | 15,597,967 | 0.2 | |
12,467 | Teleflex, Inc. | 4,537,739 | 0.1 | |
106,060 | Thermo Fisher Scientific, Inc. | 38,429,780 | 0.5 | |
254,677 | UnitedHealth Group, Inc. | 75,116,981 | 1.1 | |
20,857 | Universal Health Services, Inc. | 1,937,407 | 0.0 | |
24,387 | (1) | Varian Medical Systems, Inc. | 2,987,895 | 0.0 |
69,626 | (1) | Vertex Pharmaceuticals, Inc. | 20,213,124 | 0.3 |
16,625 | (1) | Waters Corp. | 2,999,150 | 0.0 |
19,765 | West Pharmaceutical Services, Inc. | 4,490,015 | 0.1 | |
55,534 | Zimmer Biomet Holdings, Inc. | 6,628,538 | 0.1 | |
127,540 | Zoetis, Inc. | 17,478,082 | 0.2 | |
1,007,033,641 | 14.3 | |||
Industrials: 7.8% | ||||
154,463 | 3M Co. | 24,094,683 | 0.3 | |
32,919 | Alaska Air Group, Inc. | 1,193,643 | 0.0 | |
24,765 | Allegion Public Ltd. | 2,531,478 | 0.0 | |
133,454 | (2) | American Airlines Group, Inc. | 1,744,244 | 0.0 |
61,611 | Ametek, Inc. | 5,506,175 | 0.1 | |
36,279 | AO Smith Corp. | 1,709,466 | 0.0 | |
143,966 | Boeing Co. | 26,388,968 | 0.4 | |
218,642 | Carrier Global Corp. | 4,858,225 | 0.1 | |
145,344 | Caterpillar, Inc. | 18,386,016 | 0.3 | |
36,148 | (2) | CH Robinson Worldwide, Inc. | 2,857,861 | 0.0 |
22,633 | Cintas Corp. | 6,028,526 | 0.1 | |
55,481 | (1) | Copart, Inc. | 4,619,903 | 0.1 |
205,557 | CSX Corp. | 14,335,545 | 0.2 | |
39,616 | Cummins, Inc. | 6,863,868 | 0.1 | |
84,015 | Deere & Co. | 13,202,957 | 0.2 | |
152,440 | Delta Air Lines, Inc. | 4,275,942 | 0.1 | |
38,655 | Dover Corp. | 3,732,527 | 0.1 | |
107,416 | Eaton Corp. PLC | 9,396,752 | 0.1 | |
160,445 | Emerson Electric Co. | 9,952,403 | 0.1 | |
32,597 | Equifax, Inc. | 5,602,772 | 0.1 | |
44,692 | Expeditors International Washington, Inc. | 3,398,380 | 0.1 | |
153,824 | Fastenal Co. | 6,589,820 | 0.1 | |
64,543 | FedEx Corp. | 9,050,219 | 0.1 | |
34,944 | Flowserve Corp. | 996,603 | 0.0 | |
79,604 | Fortive Corp. | 5,386,007 | 0.1 | |
37,517 | Fortune Brands Home & Security, Inc. | 2,398,462 | 0.0 | |
62,398 | General Dynamics Corp. | 9,326,005 | 0.1 | |
2,348,936 | General Electric Co. | 16,043,233 | 0.2 | |
188,474 | Honeywell International, Inc. | 27,251,456 | 0.4 | |
103,057 | Howmet Aerospace, Inc. | 1,633,453 | 0.0 | |
10,869 | Huntington Ingalls Industries, Inc. | 1,896,532 | 0.0 | |
20,246 | IDEX Corp. | 3,199,678 | 0.1 | |
107,125 | IHS Markit Ltd. | 8,087,938 | 0.1 | |
77,204 | Illinois Tool Works, Inc. | 13,499,119 | 0.2 | |
92,853 | (1) | Ingersoll Rand, Inc. | 2,611,026 | 0.0 |
34,938 | Jacobs Engineering Group, Inc. | 2,962,742 | 0.0 |
See Accompanying Notes to Financial Statements
62
Voya U.S. Stock Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2020 (Unaudited) (CONTINUED) |
22,656 | JB Hunt Transport Services, Inc. | 2,726,423 | 0.0 | |
199,756 | Johnson Controls International plc | 6,819,670 | 0.1 | |
25,517 | Kansas City Southern | 3,809,433 | 0.1 | |
57,970 | L3Harris Technologies, Inc. | 9,835,770 | 0.1 | |
66,271 | Lockheed Martin Corp. | 24,183,613 | 0.3 | |
70,829 | Masco Corp. | 3,556,324 | 0.1 | |
95,728 | Nielsen Holdings PLC | 1,422,518 | 0.0 | |
68,794 | Norfolk Southern Corp. | 12,078,163 | 0.2 | |
41,633 | Northrop Grumman Corp. | 12,799,650 | 0.2 | |
25,339 | Old Dominion Freight Line | 4,297,241 | 0.1 | |
109,321 | Otis Worldwide Corp. | 6,215,992 | 0.1 | |
92,841 | Paccar, Inc. | 6,949,149 | 0.1 | |
34,470 | Parker Hannifin Corp. | 6,317,317 | 0.1 | |
44,504 | Pentair PLC | 1,690,707 | 0.0 | |
36,964 | Quanta Services, Inc. | 1,450,098 | 0.0 | |
394,962 | Raytheon Technologies Corp. | 24,337,558 | 0.4 | |
56,416 | Republic Services, Inc. | 4,628,933 | 0.1 | |
30,775 | Robert Half International, Inc. | 1,625,843 | 0.0 | |
31,103 | Rockwell Automation, Inc. | 6,624,939 | 0.1 | |
37,848 | Rollins, Inc. | 1,604,377 | 0.0 | |
28,035 | Roper Technologies, Inc. | 10,884,869 | 0.2 | |
14,596 | (2) | Snap-On, Inc. | 2,021,692 | 0.0 |
144,029 | Southwest Airlines Co. | 4,922,911 | 0.1 | |
41,389 | Stanley Black & Decker, Inc. | 5,768,799 | 0.1 | |
9,846 | (1) | Teledyne Technologies, Inc. | 3,061,614 | 0.0 |
61,132 | Textron, Inc. | 2,011,854 | 0.0 | |
64,237 | Trane Technologies PLC | 5,715,808 | 0.1 | |
13,504 | TransDigm Group, Inc. | 5,969,443 | 0.1 | |
182,222 | Union Pacific Corp. | 30,808,274 | 0.4 | |
67,853 | (1),(2) | United Airlines Holdings, Inc. | 2,348,392 | 0.0 |
189,083 | United Parcel Service, Inc. - Class B | 21,022,248 | 0.3 | |
19,348 | (1),(2) | United Rentals, Inc. | 2,883,626 | 0.0 |
43,573 | Verisk Analytics, Inc. | 7,416,125 | 0.1 | |
104,264 | Waste Management, Inc. | 11,042,600 | 0.2 | |
48,545 | Westinghouse Air Brake Technologies Corp. | 2,794,736 | 0.0 | |
11,630 | WW Grainger, Inc. | 3,653,681 | 0.1 | |
48,314 | Xylem, Inc. | 3,138,477 | 0.1 | |
550,051,494 | 7.8 | |||
Information Technology: 26.9% | ||||
171,067 | Accenture PLC | 36,731,506 | 0.5 | |
129,382 | (1) | Adobe, Inc. | 56,321,278 | 0.8 |
314,510 | (1) | Advanced Micro Devices, Inc. | 16,546,371 | 0.2 |
43,577 | (1) | Akamai Technologies, Inc. | 4,666,661 | 0.1 |
79,459 | Amphenol Corp. | 7,612,967 | 0.1 | |
98,936 | Analog Devices, Inc. | 12,133,511 | 0.2 | |
23,071 | (1) | ANSYS, Inc. | 6,730,503 | 0.1 |
1,094,102 | Apple, Inc. | 399,128,410 | 5.7 | |
246,110 | Applied Materials, Inc. | 14,877,349 | 0.2 | |
14,434 | (1) | Arista Networks, Inc. | 3,031,573 | 0.0 |
58,863 | (1) | Autodesk, Inc. | 14,079,441 | 0.2 |
115,411 | Automatic Data Processing, Inc. | 17,183,544 | 0.2 | |
107,359 | Broadcom, Inc. | 33,883,574 | 0.5 | |
30,833 | Broadridge Financial Solutions, Inc. ADR | 3,890,816 | 0.1 | |
74,973 | (1) | Cadence Design Systems, Inc. | 7,194,409 | 0.1 |
38,218 | CDW Corp. | 4,440,167 | 0.1 | |
1,138,842 | Cisco Systems, Inc. | 53,115,591 | 0.8 | |
31,162 | Citrix Systems, Inc. | 4,609,171 | 0.1 | |
145,167 | Cognizant Technology Solutions Corp. | 8,248,389 | 0.1 | |
203,821 | Corning, Inc. | 5,278,964 | 0.1 | |
68,142 | DXC Technology Co. | 1,124,343 | 0.0 | |
16,353 | (1) | F5 Networks, Inc. | 2,280,916 | 0.0 |
165,913 | Fidelity National Information Services, Inc. | 22,247,274 | 0.3 | |
151,017 | (1) | Fiserv, Inc. | 14,742,280 | 0.2 |
22,504 | (1) | FleetCor Technologies, Inc. | 5,660,431 | 0.1 |
35,136 | Flir Systems, Inc. | 1,425,468 | 0.0 | |
36,030 | (1) | Fortinet, Inc. | 4,945,838 | 0.1 |
23,947 | (1) | Gartner, Inc. | 2,905,490 | 0.0 |
80,322 | Global Payments, Inc. | 13,624,218 | 0.2 | |
345,007 | Hewlett Packard Enterprise Co. | 3,356,918 | 0.0 | |
383,999 | HP, Inc. | 6,693,103 | 0.1 | |
1,136,994 | Intel Corp. | 68,026,351 | 1.0 | |
238,434 | International Business Machines Corp. | 28,795,674 | 0.4 | |
70,027 | Intuit, Inc. | 20,741,297 | 0.3 | |
9,541 | (1),(2) | IPG Photonics Corp. | 1,530,281 | 0.0 |
20,574 | Jack Henry & Associates, Inc. | 3,786,233 | 0.1 | |
88,981 | Juniper Networks, Inc. | 2,034,106 | 0.0 | |
50,227 | (1) | Keysight Technologies, Inc. | 5,061,877 | 0.1 |
41,637 | KLA Corp. | 8,097,564 | 0.1 | |
38,982 | Lam Research Corp. | 12,609,118 | 0.2 | |
35,856 | Leidos Holdings, Inc. | 3,358,632 | 0.0 | |
237,337 | Mastercard, Inc. - Class A | 70,180,551 | 1.0 | |
71,599 | Maxim Integrated Products | 4,339,615 | 0.1 | |
65,881 | (2) | Microchip Technology, Inc. | 6,937,928 | 0.1 |
298,665 | (1) | Micron Technology, Inc. | 15,387,221 | 0.2 |
2,036,450 | Microsoft Corp. | 414,437,940 | 5.9 | |
45,670 | Motorola Solutions, Inc. | 6,399,737 | 0.1 | |
59,395 | NetApp, Inc. | 2,635,356 | 0.0 | |
145,523 | NortonLifeLock, Inc. | 2,885,721 | 0.0 | |
165,188 | Nvidia Corp. | 62,756,573 | 0.9 | |
558,928 | Oracle Corp. | 30,891,951 | 0.4 | |
85,733 | Paychex, Inc. | 6,494,275 | 0.1 | |
12,955 | (1) | Paycom Software, Inc. | 4,012,552 | 0.1 |
315,308 | (1) | PayPal Holdings, Inc. | 54,936,113 | 0.8 |
30,811 | (1) | Qorvo, Inc. | 3,405,540 | 0.1 |
302,087 | Qualcomm, Inc. | 27,553,355 | 0.4 | |
241,954 | (1) | Salesforce.com, Inc. | 45,325,243 | 0.6 |
60,644 | (2) | Seagate Technology | 2,935,776 | 0.0 |
51,211 | (1) | ServiceNow, Inc. | 20,743,528 | 0.3 |
44,802 | Skyworks Solutions, Inc. | 5,728,384 | 0.1 | |
40,493 | (1) | Synopsys, Inc. | 7,896,135 | 0.1 |
88,577 | TE Connectivity Ltd. | 7,223,454 | 0.1 | |
246,458 | Texas Instruments, Inc. | 31,292,772 | 0.4 | |
10,678 | (1) | Tyler Technologies, Inc. | 3,703,985 | 0.1 |
27,304 | (1) | VeriSign, Inc. | 5,647,286 | 0.1 |
453,055 | Visa, Inc. - Class A | 87,516,634 | 1.2 | |
80,481 | Western Digital Corp. | 3,553,236 | 0.1 |
See Accompanying Notes to Financial Statements
63
Voya U.S. Stock Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2020 (Unaudited) (CONTINUED) |
110,344 | Western Union Co. | 2,385,637 | 0.0 | |
49,176 | Xerox Holdings Corp. | 751,901 | 0.0 | |
65,298 | Xilinx, Inc. | 6,424,670 | 0.1 | |
14,257 | (1) | Zebra Technologies Corp. | 3,649,079 | 0.1 |
1,890,783,755 | 26.9 | |||
Materials: 2.5% | ||||
59,308 | Air Products & Chemicals, Inc. | 14,320,510 | 0.2 | |
28,551 | (2) | Albemarle Corp. | 2,204,423 | 0.0 |
422,798 | (2) | Amcor PLC | 4,316,768 | 0.1 |
22,368 | Avery Dennison Corp. | 2,551,965 | 0.0 | |
87,544 | Ball Corp. | 6,083,433 | 0.1 | |
31,749 | Celanese Corp. - Series A | 2,741,209 | 0.0 | |
57,413 | CF Industries Holdings, Inc. | 1,615,602 | 0.0 | |
200,966 | Corteva, Inc. | 5,383,879 | 0.1 | |
198,915 | Dow, Inc. | 8,107,775 | 0.1 | |
197,053 | DowDuPont, Inc. | 10,469,426 | 0.1 | |
36,493 | Eastman Chemical Co. | 2,541,373 | 0.0 | |
66,408 | Ecolab, Inc. | 13,211,872 | 0.2 | |
34,762 | FMC Corp. | 3,462,990 | 0.1 | |
389,911 | Freeport-McMoRan, Inc. | 4,511,270 | 0.1 | |
28,694 | (2) | International Flavors & Fragrances, Inc. | 3,513,867 | 0.1 |
105,547 | International Paper Co. | 3,716,310 | 0.1 | |
141,033 | Linde Public Ltd. | 29,914,510 | 0.4 | |
69,002 | LyondellBasell Industries NV - Class A | 4,534,811 | 0.1 | |
16,714 | Martin Marietta Materials, Inc. | 3,452,611 | 0.1 | |
93,639 | Mosaic Co. | 1,171,424 | 0.0 | |
215,525 | Newmont Corp. | 13,306,513 | 0.2 | |
80,867 | Nucor Corp. | 3,348,702 | 0.0 | |
25,469 | Packaging Corp. of America | 2,541,806 | 0.0 | |
63,355 | PPG Industries, Inc. | 6,719,431 | 0.1 | |
41,800 | Sealed Air Corp. | 1,373,130 | 0.0 | |
21,701 | Sherwin-Williams Co. | 12,539,923 | 0.2 | |
35,564 | Vulcan Materials Co. | 4,120,089 | 0.1 | |
69,620 | WestRock Co. | 1,967,461 | 0.0 | |
173,743,083 | 2.5 | |||
Real Estate: 2.8% | ||||
33,888 | Alexandria Real Estate Equities, Inc. | 5,498,328 | 0.1 | |
119,045 | American Tower Corp. | 30,777,894 | 0.4 | |
39,976 | Apartment Investment and Management Co. | 1,504,697 | 0.0 | |
37,792 | AvalonBay Communities, Inc. | 5,844,155 | 0.1 | |
38,802 | Boston Properties, Inc. | 3,506,925 | 0.1 | |
90,005 | (1) | CBRE Group, Inc. | 4,070,026 | 0.1 |
111,914 | Crown Castle International Corp. | 18,728,808 | 0.3 | |
72,053 | Digital Realty Trust, Inc. | 10,239,452 | 0.1 | |
98,925 | Duke Realty Corp. | 3,500,956 | 0.0 | |
23,770 | Equinix, Inc. | 16,693,671 | 0.2 | |
93,935 | Equity Residential | 5,525,257 | 0.1 | |
17,567 | Essex Property Trust, Inc. | 4,025,829 | 0.1 | |
34,665 | Extra Space Storage, Inc. | 3,202,006 | 0.0 | |
18,889 | (2) | Federal Realty Investment Trust | 1,609,532 | 0.0 |
144,547 | Healthpeak Properties, Inc. | 3,983,715 | 0.1 | |
189,309 | Host Hotels & Resorts, Inc. | 2,042,644 | 0.0 | |
77,308 | (2) | Iron Mountain, Inc. | 2,017,739 | 0.0 |
116,150 | Kimco Realty Corp. | 1,491,366 | 0.0 | |
30,708 | Mid-America Apartment Communities, Inc. | 3,521,286 | 0.1 | |
198,338 | ProLogis, Inc. | 18,510,885 | 0.3 | |
40,367 | Public Storage, Inc. | 7,746,024 | 0.1 | |
92,221 | Realty Income Corp. | 5,487,149 | 0.1 | |
45,552 | Regency Centers Corp. | 2,090,381 | 0.0 | |
29,976 | SBA Communications Corp. | 8,930,450 | 0.1 | |
82,105 | Simon Property Group, Inc. | 5,614,340 | 0.1 | |
20,554 | (2) | SL Green Realty Corp. | 1,013,107 | 0.0 |
79,188 | UDR, Inc. | 2,960,047 | 0.0 | |
100,185 | Ventas, Inc. | 3,668,775 | 0.1 | |
42,595 | Vornado Realty Trust | 1,627,555 | 0.0 | |
112,109 | Welltower, Inc. | 5,801,641 | 0.1 | |
200,385 | Weyerhaeuser Co. | 4,500,647 | 0.1 | |
195,735,287 | 2.8 | |||
Utilities: 3.0% | ||||
178,554 | AES Corp. | 2,587,247 | 0.0 | |
67,002 | Alliant Energy Corp. | 3,205,376 | 0.0 | |
66,300 | Ameren Corp. | 4,664,868 | 0.1 | |
133,083 | American Electric Power Co., Inc. | 10,598,730 | 0.2 | |
48,612 | American Water Works Co., Inc. | 6,254,420 | 0.1 | |
32,846 | Atmos Energy Corp. | 3,270,805 | 0.0 | |
146,271 | (2) | Centerpoint Energy, Inc. | 2,730,880 | 0.0 |
76,862 | CMS Energy Corp. | 4,490,278 | 0.1 | |
89,719 | Consolidated Edison, Inc. | 6,453,488 | 0.1 | |
225,372 | Dominion Energy, Inc. | 18,295,699 | 0.3 | |
51,724 | DTE Energy Co. | 5,560,330 | 0.1 | |
197,337 | Duke Energy Corp. | 15,765,253 | 0.2 | |
101,492 | Edison International | 5,512,031 | 0.1 | |
53,751 | Entergy Corp. | 5,042,381 | 0.1 | |
60,889 | Evergy, Inc. | 3,610,109 | 0.1 | |
90,348 | Eversource Energy | 7,523,278 | 0.1 | |
261,667 | Exelon Corp. | 9,495,895 | 0.1 | |
145,482 | FirstEnergy Corp. | 5,641,792 | 0.1 | |
131,436 | NextEra Energy, Inc. | 31,566,984 | 0.5 | |
102,796 | NiSource, Inc. | 2,337,581 | 0.0 | |
65,547 | NRG Energy, Inc. | 2,134,210 | 0.0 | |
30,209 | Pinnacle West Capital Corp. | 2,214,018 | 0.0 | |
206,443 | PPL Corp. | 5,334,487 | 0.1 | |
135,780 | Public Service Enterprise Group, Inc. | 6,674,945 | 0.1 | |
78,557 | Sempra Energy | 9,209,237 | 0.1 | |
283,565 | Southern Co. | 14,702,845 | 0.2 | |
84,707 | WEC Energy Group, Inc. | 7,424,569 | 0.1 | |
140,991 | Xcel Energy, Inc. | 8,811,937 | 0.1 | |
211,113,673 | 3.0 | |||
Total Common Stock | ||||
(Cost $4,616,704,346) | 6,884,416,580 | 97.9 |
See Accompanying Notes to Financial Statements
64
Voya U.S. Stock Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2020 (Unaudited) (CONTINUED) |
RIGHTS: 0.0% | ||||
Telecommunications: 0.0% | ||||
102,874 | (1) | T-Mobile US, Inc. | 17,283 | 0.0 |
Total Rights | ||||
(Cost $–) | 17,283 | 0.0 | ||
Total Long-Term Investments | ||||
(Cost $4,616,704,346) | 6,884,433,863 | 97.9 | ||
Principal Amount† | Value | Percentage of Net Assets | ||
SHORT-TERM INVESTMENTS: 3.1% | ||||
Floating Rate Notes: 0.1% | ||||
675,000 | (3) | Bank of Montreal, 0.200%, 07/13/2020 | 675,014 | 0.0 |
825,000 | (3) | J.P. Morgan Securities LLC, 0.360%, 07/08/2020 | 825,038 | 0.0 |
950,000 | (3) | Lloyds Bank PLC, 0.310%, 07/31/2020 | 950,118 | 0.0 |
275,000 | (3) | Mitsubishi UFJ Financial Group, Inc., 0.350%, 07/14/2020 | 275,020 | 0.0 |
1,000,000 | (3) | National Bank of Canada, 1.180%, 07/16/2020 | 1,000,035 | 0.1 |
725,000 | (3) | Royal Bank of Canada, 0.350%, 07/17/2020 | 725,066 | 0.0 |
800,000 | (3) | Svenska Handelsbanken AB, 0.330%, 07/07/2020 | 800,027 | 0.0 |
625,000 | (3) | Toronto-Dominion Bank, 0.290%, 07/21/2020 | 625,046 | 0.0 |
Total Floating Rate Notes | ||||
(Cost $5,875,364) | 5,875,364 | 0.1 | ||
Repurchase Agreements: 1.1% | ||||
2,665,972 | (3) | Amherst Pierpoint Securities LLC, Repurchase Agreement dated 06/30/20, 0.14%, due 07/01/20 (Repurchase Amount $2,665,982, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-8.000%, Market Value plus accrued interest $2,719,291, due 08/13/20-05/20/70) | 2,665,972 | 0.0 |
6,859,933 | (3) | BNP Paribas S.A., Repurchase Agreement dated 06/30/20, 0.07%-0.24%, due 07/01/20 (Repurchase Amount $6,859,973, collateralized by various U.S. Government Securities, 0.000%-6.500%, Market Value plus accrued interest $7,173,015, due 08/15/20-02/15/48) | 6,859,933 | 0.1 |
15,972,554 | (3) | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/20, 0.10%, due 07/01/20 (Repurchase Amount $15,972,598, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $16,292,005, due 08/01/20-02/20/70) | 15,972,554 | 0.2 |
3,134,861 | (3) | CF Secured LLC, Repurchase Agreement dated 06/30/20, 0.10%, due 07/01/20 (Repurchase Amount $3,134,870, collateralized by various U.S. Government/U.S. Government Agency Obligations, 2.500%-5.500%, Market Value plus accrued interest $3,197,558, due 01/01/29-06/01/50) | 3,134,861 | 0.1 |
6,732,216 | (3) | Citadel Securities LLC, Repurchase Agreement dated 06/30/20, 0.15%, due 07/01/20 (Repurchase Amount $6,732,244, collateralized by various U.S. Government Securities, 0.000%-7.625%, Market Value plus accrued interest $6,866,889, due 07/31/20-11/15/49) | 6,732,216 | 0.1 |
21,262,484 | (3) | Citigroup, Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $21,262,536, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $21,687,735, due 07/31/21-05/20/70) | 21,262,484 | 0.3 |
750,893 | (3) | Credit Suisse AG (New York), Repurchase Agreement dated 06/30/20, 0.07%, due 07/01/20 (Repurchase Amount $750,894, collateralized by various U.S. Government Securities, 1.875%-3.125%, Market Value plus accrued interest $765,911, due 08/31/22-11/15/28) | 750,893 | 0.0 |
See Accompanying Notes to Financial Statements
65
Voya U.S. Stock Index Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2020 (Unaudited) (CONTINUED) |
4,103,924 | (3) | Industrial & Comm. Bank of China, Repurchase Agreement dated 06/30/20, 0.11%, due 07/01/20 (Repurchase Amount $4,103,936, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $4,186,003, due 07/15/20-06/01/50) | 4,103,924 | 0.1 | |
1,228,319 | (3) | Royal Bank of Canada, Repurchase Agreement dated 06/30/20, 0.26%, due 07/01/20 (Repurchase Amount $1,228,328, collateralized by various U.S. Government Securities, 0.000%-8.700%, Market Value plus accrued interest $1,282,924, due 10/27/20-05/27/40) | 1,228,319 | 0.0 | |
15,916,277 | (3) | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/20, 0.24%, due 07/01/20 (Repurchase Amount $15,916,382, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $16,271,496, due 01/15/22-02/15/47) | 15,916,277 | 0.2 | |
Total Repurchase Agreements | |||||
(Cost $78,627,433) | 78,627,433 | 1.1 | |||
Shares | Value | Percentage of Net Assets | |||
Mutual Funds(3): 1.9% | |||||
2,282,000 | (3),(4) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.100% | 2,282,000 | 0.0 | |
125,295,000 | (3),(4) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 0.150% | 125,295,000 | 1.8 | |
2,282,000 | (3),(4) | Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Institutional Share Class), 0.050% | 2,282,000 | 0.1 | |
Total Mutual Funds | |||||
(Cost $129,859,000) | 129,859,000 | 1.9 | |||
Total Short-Term Investments | |||||
(Cost $214,361,797) | 214,361,797 | 3.1 | |||
Total Investments in Securities (Cost $4,831,066,143) | $7,098,795,660 | 101.0 | |||
Liabilities in Excess of Other Assets | (72,396,046) | (1.0) | |||
Net Assets | $7,026,399,614 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
ADR | American Depositary Receipt |
(1) | Non-income producing security. |
(2) | Security, or a portion of the security, is on loan. |
(3) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
(4) | Rate shown is the 7-day yield as of June 30, 2020. |
See Accompanying Notes to Financial Statements
66
VY® JPMorgan Small Cap Core Equity Portfolio | PORTFOLIO OF INVESTMENTS |
as of June 30, 2020 (Unaudited) |
Shares | Value | Percentage of Net Assets | ||
COMMON STOCK: 97.8% | ||||
Communication Services: 1.4% | ||||
13,800 | (1) | AMC Networks, Inc. | $ 322,782 | 0.1 |
2,700 | ATN International, Inc. | 163,539 | 0.0 | |
77,000 | (1) | Cars.com, Inc. | 443,520 | 0.1 |
15,800 | Cinemark Holdings, Inc. | 182,490 | 0.0 | |
51,967 | EW Scripps Co. | 454,711 | 0.1 | |
60,800 | (1) | Fluent, Inc. | 108,224 | 0.0 |
32,900 | (1) | Gray Television, Inc. | 458,955 | 0.1 |
106,400 | (1) | IDT Corp. | 694,792 | 0.2 |
– | (1) | iHeartMedia, Inc. | – | – |
22,200 | (1) | Liberty Latin America Ltd. | 209,568 | 0.1 |
46,600 | (1) | Liberty Latin America Ltd. - Class A | 452,952 | 0.1 |
35,700 | Meredith Corp. | 519,435 | 0.1 | |
7,100 | Nexstar Media Group, Inc. | 594,199 | 0.1 | |
26,400 | (1) | Ooma, Inc. | 435,072 | 0.1 |
25,000 | (2) | Sinclair Broadcast Group, Inc. | 461,500 | 0.1 |
42,900 | Spok Holdings, Inc. | 401,115 | 0.1 | |
15,400 | (1) | Yelp, Inc. | 356,202 | 0.1 |
6,259,056 | 1.4 | |||
Consumer Discretionary: 11.4% | ||||
76,209 | Acushnet Holdings Corp. | 2,651,311 | 0.6 | |
52,200 | (1) | Adient plc | 857,124 | 0.2 |
33,900 | (1) | American Axle & Manufacturing Holdings, Inc. | 257,640 | 0.1 |
6,800 | (1) | American Public Education, Inc. | 201,280 | 0.0 |
43,000 | (2) | Bed Bath & Beyond, Inc. | 455,800 | 0.1 |
12,400 | Big Lots, Inc. | 520,800 | 0.1 | |
41,900 | Bloomin Brands, Inc. | 446,654 | 0.1 | |
7,400 | Boyd Gaming Corp. | 154,660 | 0.0 | |
13,349 | (1) | Bright Horizons Family Solutions, Inc. | 1,564,503 | 0.3 |
13,700 | Brinker International, Inc. | 328,800 | 0.1 | |
55,863 | Brunswick Corp. | 3,575,791 | 0.8 | |
21,320 | Carter's, Inc. | 1,720,524 | 0.4 | |
1,400 | (1) | Cavco Industries, Inc. | 269,990 | 0.1 |
17,400 | Cooper Tire & Rubber Co. | 480,414 | 0.1 | |
32,000 | Core-Mark Holding Co., Inc. | 798,560 | 0.2 | |
67,800 | Dana, Inc. | 826,482 | 0.2 | |
12,650 | (1) | Deckers Outdoor Corp. | 2,484,334 | 0.6 |
5,500 | (2) | Dillards, Inc. | 141,845 | 0.0 |
9,400 | Dine Brands Global, Inc. | 395,740 | 0.1 | |
17,688 | Dunkin Brands Group, Inc. | 1,153,788 | 0.3 | |
15,100 | (1) | Genesco, Inc. | 327,066 | 0.1 |
23,900 | Goodyear Tire & Rubber Co. | 213,786 | 0.0 | |
14,540 | (1),(2) | Groupon, Inc. | 263,465 | 0.1 |
41,600 | Guess?, Inc. | 402,272 | 0.1 | |
3,000 | Hamilton Beach Brands Holding Co. | 35,700 | 0.0 | |
4,200 | (1) | Helen of Troy Ltd. | 791,952 | 0.2 |
33,100 | (1) | Hibbett Sports, Inc. | 693,114 | 0.2 |
416,100 | (1) | Houghton Mifflin Harcourt Co. | 753,141 | 0.2 |
44,800 | (2) | International Game Technology PLC | 398,720 | 0.1 |
27,400 | KB Home | 840,632 | 0.2 | |
31,191 | LCI Industries | 3,586,341 | 0.8 | |
7,400 | Lifetime Brands, Inc. | 49,728 | 0.0 | |
29,500 | (2) | Macy's, Inc. | 202,960 | 0.0 |
19,500 | (1) | Meritage Homes Corp. | 1,484,340 | 0.3 |
4,700 | (1) | Modine Manufacturing Co. | 25,944 | 0.0 |
21,139 | (1) | Monarch Casino & Resort, Inc. | 720,417 | 0.2 |
33,536 | (1) | National Vision Holdings, Inc. | 1,023,519 | 0.2 |
236,964 | Office Depot, Inc. | 556,865 | 0.1 | |
12,192 | (1),(2) | Penn National Gaming, Inc. | 372,344 | 0.1 |
24,010 | (1) | Planet Fitness, Inc. | 1,454,286 | 0.3 |
23,604 | Pool Corp. | 6,417,219 | 1 .5 | |
54,100 | (1) | Quotient Technology, Inc. | 396,012 | 0.1 |
51,300 | Rent-A-Center, Inc. | 1,427,166 | 0.3 | |
8,000 | Signet Jewelers Ltd. | 82,160 | 0.0 | |
78,100 | (1) | Sonos, Inc. | 1,142,603 | 0.3 |
2,000 | Strategic Education, Inc. | 307,300 | 0.1 | |
15,500 | (1) | Taylor Morrison Home Corp. | 298,995 | 0.1 |
20,300 | Thor Industries, Inc. | 2,162,559 | 0.5 | |
16,500 | (1) | Universal Electronics, Inc. | 772,530 | 0.2 |
78,557 | (2) | Wendy's Company | 1,710,971 | 0.4 |
19,700 | Wolverine World Wide, Inc. | 469,057 | 0.1 | |
9,200 | (1) | WW International, Inc. | 233,496 | 0.0 |
33,800 | (1) | Zumiez, Inc. | 925,444 | 0.2 |
49,828,144 | 11.4 | |||
Consumer Staples: 3.9% | ||||
116,994 | (1) | BJ's Wholesale Club Holdings, Inc. | 4,360,366 | 1 .0 |
10,363 | Casey's General Stores, Inc. | 1,549,476 | 0.4 | |
6,200 | (1) | Central Garden & Pet Co. - CENT | 223,138 | 0.0 |
8,500 | (1) | Central Garden & Pet Co. - Class A - CENTA | 287,215 | 0.1 |
31,300 | (1) | Edgewell Personal Care Co. | 975,308 | 0.2 |
155,793 | (1) | Performance Food Group Co. | 4,539,808 | 1 .0 |
17,100 | Pricesmart, Inc. | 1,031,643 | 0.2 | |
158,444 | Primo Water Corp. | 2,178,605 | 0.5 | |
24,100 | (1),(2) | Rite Aid Corp. | 411,146 | 0.1 |
10,100 | Sanderson Farms, Inc. | 1,170,489 | 0.3 | |
2,200 | (1) | TreeHouse Foods, Inc. | 96,360 | 0.0 |
26,900 | Vector Group Ltd. | 270,614 | 0.1 | |
17,094,168 | 3.9 | |||
Energy: 1.0% | ||||
7,800 | Arch Resources, Inc. | 221,598 | 0.0 | |
67,700 | Berry Corp. | 326,991 | 0.1 | |
– | (1) | Chesapeake Energy Corp. | – | – |
17,600 | CVR Energy, Inc. | 353,936 | 0.1 | |
37,900 | Delek US Holdings, Inc. | 659,839 | 0.2 | |
33,700 | (1) | Dorian L.P.G Ltd. | 260,838 | 0.1 |
27,200 | Falcon Minerals Corp. | 87,040 | 0.0 |
See Accompanying Notes to Financial Statements
67
VY® JPMorgan Small Cap Core Equity Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020(UNAUDITED) (CONTINUED) |
18,500 | (1) | Magnolia Oil & Gas Corp. | 112,110 | 0.0 |
52,300 | (1) | NexTier Oilfield Solutions, Inc. | 128,135 | 0.0 |
25,600 | (1) | Par Pacific Holdings, Inc. | 230,144 | 0.1 |
8,100 | (1) | PDC Energy, Inc. | 100,764 | 0.0 |
43,900 | (1),(2) | Renewable Energy Group, Inc. | 1,087,842 | 0.2 |
400 | (1) | REX American Resources Corp. | 27,748 | 0.0 |
99,500 | (1) | Select Energy Services, Inc. | 487,550 | 0.1 |
42,600 | Solaris Oilfield Infrastructure, Inc. | 316,092 | 0.1 | |
4,400,627 | 1.0 | |||
Financials: 17.1% | ||||
12,500 | (1) | Ambac Financial Group, Inc. | 179,000 | 0.0 |
15,500 | American Equity Investment Life Holding Co. | 383,005 | 0.1 | |
9,482 | Ameris Bancorp. | 223,680 | 0.1 | |
35,000 | Apollo Commercial Real Estate Finance, Inc. | 343,350 | 0.1 | |
3,600 | Argo Group International Holdings Ltd. | 125,388 | 0.0 | |
6,700 | ARMOUR Residential REIT, Inc. | 62,913 | 0.0 | |
31,217 | (1) | Assetmark Financial Holdings, Inc. | 851,912 | 0.2 |
14,600 | Associated Banc-Corp. | 199,728 | 0.1 | |
41,300 | (1) | Bancorp, Inc. | 404,740 | 0.1 |
40,200 | Bank of NT Butterfield & Son Ltd. | 980,478 | 0.2 | |
91,858 | BankUnited, Inc. | 1,860,124 | 0.4 | |
11,600 | Bar Harbor Bankshares | 259,724 | 0.1 | |
35,400 | (1) | Blucora, Inc. | 404,268 | 0.1 |
8,400 | Business First Bancshares, Inc. | 128,940 | 0.0 | |
2,600 | (1) | California Bancorp, Inc. | 38,740 | 0.0 |
3,100 | (1) | Capital Bancorp, Inc. | 33,170 | 0.0 |
7,000 | Capstar Financial Holdings, Inc. | 84,000 | 0.0 | |
23,100 | Capstead Mortgage Corp. | 126,819 | 0.0 | |
6,900 | Cathay General Bancorp. | 181,470 | 0.0 | |
1,700 | CB Financial Services, Inc. | 37,094 | 0.0 | |
2,700 | Central Valley Community Bancorp | 41,553 | 0.0 | |
1,600 | Citizens Holding Co. | 40,000 | 0.0 | |
24,600 | CNO Financial Group, Inc. | 383,022 | 0.1 | |
9,500 | Colony Credit Real Estate, Inc. | 66,690 | 0.0 | |
42,063 | Commerce Bancshares, Inc. | 2,501,487 | 0.6 | |
1,147 | Community Trust Bancorp, Inc. | 37,576 | 0.0 | |
67,000 | ConnectOne Bancorp, Inc. | 1,080,040 | 0.3 | |
48,100 | (2) | Cowen, Inc. | 779,701 | 0.2 |
25,160 | Cullen/Frost Bankers, Inc. | 1,879,704 | 0.4 | |
30,800 | (1) | Customers Bancorp, Inc. | 370,216 | 0.1 |
7,700 | Dynex Capital, Inc. | 110,110 | 0.0 | |
45,491 | Eaton Vance Corp. | 1,755,953 | 0.4 | |
1,800 | Ellington Financial, Inc. | 21,204 | 0.0 | |
10,000 | (1) | Enova International, Inc. | 148,700 | 0.0 |
1,300 | Enterprise Financial Services Corp. | 40,456 | 0.0 | |
2,200 | ESSA Bancorp, Inc. | 30,624 | 0.0 | |
38,200 | Essent Group Ltd. | 1,385,514 | 0.3 | |
6,288 | Factset Research Systems, Inc. | 2,065,419 | 0.5 | |
42,800 | Federated Hermes, Inc. | 1,014,360 | 0.2 | |
27,400 | FedNat Holding Co. | 303,318 | 0.1 | |
15,700 | Financial Institutions, Inc. | 292,177 | 0.1 | |
153,400 | First BanCorp. Puerto Rico | 857,506 | 0.2 | |
3,900 | First Bank/Hamilton NJ | 25,428 | 0.0 | |
4,000 | First Business Financial Services, Inc. | 65,800 | 0.0 | |
1,100 | First Choice Bancorp | 18,018 | 0.0 | |
2,900 | First Community Bancshares, Inc. | 65,105 | 0.0 | |
100,986 | First Financial Bancorp. | 1,402,695 | 0.3 | |
125,245 | First Hawaiian, Inc. | 2,159,224 | 0.5 | |
301,713 | First Horizon National Corp. | 3,005,061 | 0.7 | |
5,000 | First Internet Bancorp | 83,100 | 0.0 | |
38,900 | Flagstar Bancorp, Inc. | 1,144,827 | 0.3 | |
74,195 | (1) | Focus Financial Partners, Inc. | 2,452,145 | 0.6 |
1,400 | FS Bancorp, Inc. | 53,998 | 0.0 | |
2,300 | Great Ajax Corp. | 21,160 | 0.0 | |
5,700 | Great Southern Bancorp., Inc. | 230,052 | 0.1 | |
20,800 | Hancock Whitney Corp. | 440,960 | 0.1 | |
29,050 | Hanmi Financial Corp. | 282,075 | 0.1 | |
23,500 | Hilltop Holdings, Inc. | 433,575 | 0.1 | |
8,200 | HomeStreet, Inc. | 201,802 | 0.1 | |
5,200 | Houlihan Lokey, Inc. | 289,328 | 0.1 | |
41,346 | Iberiabank Corp. | 1,882,897 | 0.4 | |
7,700 | Investar Holding Corp. | 111,650 | 0.0 | |
186,600 | Investors Bancorp, Inc. | 1,586,100 | 0.4 | |
22,180 | Kinsale Capital Group, Inc. | 3,442,558 | 0.8 | |
25,800 | Ladder Capital Corp. | 208,980 | 0.1 | |
75,840 | Lazard Ltd. | 2,171,299 | 0.5 | |
10,700 | Luther Burbank Corp. | 107,000 | 0.0 | |
7,900 | Macatawa Bank Corp. | 61,778 | 0.0 | |
2,500 | (1) | Meridian Corp. | 39,625 | 0.0 |
3,100 | (1) | Metropolitan Bank Holding Corp. | 99,448 | 0.0 |
56,200 | MGIC Investment Corp. | 460,278 | 0.1 | |
2,700 | Mid Penn Bancorp, Inc. | 49,761 | 0.0 | |
1,400 | (1) | MMA Capital Holdings, Inc. | 32,368 | 0.0 |
66,562 | Moelis & Co. | 2,074,072 | 0.5 | |
17,713 | Morningstar, Inc. | 2,497,002 | 0.6 | |
83,700 | (1) | Mr Cooper Group, Inc. | 1,041,228 | 0.2 |
13,400 | National General Holdings Corp. | 289,574 | 0.1 | |
8,800 | Nelnet, Inc. | 420,112 | 0.1 | |
13,400 | (1) | NMI Holdings, Inc. | 215,472 | 0.1 |
3,500 | Northeast Bank | 61,425 | 0.0 | |
71,100 | OceanFirst Financial Corp. | 1,253,493 | 0.3 | |
11,800 | OP Bancorp | 81,420 | 0.0 | |
15,500 | (1) | Oportun Financial Corp. | 208,320 | 0.1 |
21,025 | PacWest Bancorp | 414,403 | 0.1 | |
11,800 | PennyMac Financial Services, Inc. | 493,122 | 0.1 |
See Accompanying Notes to Financial Statements
68
VY® JPMorgan Small Cap Core Equity Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
60,100 | PennyMac Mortgage Investment Trust | 1,053,553 | 0.2 | |
2,400 | Piper Sandler Cos | 141,984 | 0.0 | |
26,600 | Popular, Inc. | 988,722 | 0.2 | |
17,300 | (1) | ProSight Global, Inc. | 153,970 | 0.0 |
22,300 | Provident Bancorp, Inc. | 175,278 | 0.0 | |
67,800 | Provident Financial Services, Inc. | 979,710 | 0.2 | |
46,300 | Radian Group, Inc. | 718,113 | 0.2 | |
4,100 | RBB Bancorp | 55,965 | 0.0 | |
79,100 | Redwood Trust, Inc. | 553,700 | 0.1 | |
41,044 | RLI Corp. | 3,369,712 | 0.8 | |
32,400 | (1) | Select Bancorp, Inc. | 263,736 | 0.1 |
3,300 | Selective Insurance Group | 174,042 | 0.0 | |
19,049 | (1),(2) | Selectquote, Inc. | 482,511 | 0.1 |
5,300 | Shore Bancshares, Inc. | 58,777 | 0.0 | |
2,500 | Sierra Bancorp. | 47,200 | 0.0 | |
20,709 | Signature Bank | 2,214,206 | 0.5 | |
1,700 | Standard AVB Financial Corp. | 39,440 | 0.0 | |
21,900 | Sterling Bancorp | 256,668 | 0.1 | |
1,300 | Stewart Information Services Corp. | 42,263 | 0.0 | |
11,500 | Stifel Financial Corp. | 545,445 | 0.1 | |
19,400 | Synovus Financial Corp. | 398,282 | 0.1 | |
8,100 | (1) | Third Point Reinsurance Ltd. | 60,831 | 0.0 |
7,600 | TPG RE Finance Trust, Inc. | 65,360 | 0.0 | |
11,800 | Two Harbors Investment Corp. | 59,472 | 0.0 | |
67,800 | Umpqua Holdings Corp. | 721,392 | 0.2 | |
15,300 | United Community Banks, Inc./GA | 307,836 | 0.1 | |
5,000 | United Insurance Holdings Corp. | 39,100 | 0.0 | |
3,800 | Virtus Investment Partners, Inc. | 441,902 | 0.1 | |
16,000 | Walker & Dunlop, Inc. | 812,960 | 0.2 | |
2,400 | (1) | Watford Holdings Ltd. | 40,056 | 0.0 |
64,608 | Western Alliance Bancorp. | 2,446,705 | 0.6 | |
48,667 | Wintrust Financial Corp. | 2,122,855 | 0.5 | |
26,300 | Zions Bancorp NA | 894,200 | 0.2 | |
74,517,557 | 17.1 | |||
Health Care: 16.9% | ||||
155,700 | (1) | Accuray, Inc. | 316,071 | 0.1 |
8,300 | (1) | Adaptive Biotechnologies Corp. | 401,554 | 0.1 |
151,500 | (1) | Aduro Biotech, Inc. | 349,965 | 0.1 |
28,100 | (1) | Akebia Therapeutics, Inc. | 381,598 | 0.1 |
23,600 | (1) | Alector, Inc. | 576,784 | 0.1 |
22,100 | (1),(2) | Allogene Therapeutics, Inc. | 946,322 | 0.2 |
62,300 | (1) | Alphatec Holdings, Inc. | 292,810 | 0.1 |
5,700 | (1),(2) | AMAG Pharmaceuticals, Inc. | 43,605 | 0.0 |
42,300 | (1) | American Renal Associates Holdings, Inc. | 275,796 | 0.1 |
47,300 | (1) | Amicus Therapeutics, Inc. | 713,284 | 0.2 |
27,600 | (1) | AMN Healthcare Services, Inc. | 1,248,624 | 0.3 |
40,300 | (1) | AnaptysBio, Inc. | 900,302 | 0.2 |
6,300 | (1),(2) | Apollo Medical Holdings, Inc. | 103,950 | 0.0 |
61,000 | (1) | Apyx Medical Corp. | 338,550 | 0.1 |
25,000 | (1) | Arrowhead Pharmaceuticals, Inc. | 1,079,750 | 0.2 |
600 | (1),(2) | Arvinas, Inc. | 20,124 | 0.0 |
21,500 | (1) | Assembly Biosciences, Inc. | 501,380 | 0.1 |
4,300 | (1) | Atara Biotherapeutics, Inc. | 62,651 | 0.0 |
19,400 | (1) | AxoGen, Inc. | 179,256 | 0.0 |
3,300 | (1) | Bluebird Bio, Inc. | 201,432 | 0.0 |
10,000 | (1) | Blueprint Medicines Corp. | 780,000 | 0.2 |
11,900 | (1) | Bridgebio Pharma, Inc. | 388,059 | 0.1 |
13,800 | (1),(2) | Cara Therapeutics, Inc. | 235,980 | 0.1 |
71,084 | (1) | Catalent, Inc. | 5,210,457 | 1.2 |
99,200 | (1) | Catalyst Pharmaceuticals, Inc. | 458,304 | 0.1 |
3,415 | Chemed Corp. | 1,540,404 | 0.4 | |
30,500 | (1) | Coherus Biosciences, Inc. | 544,730 | 0.1 |
15,600 | (1) | Concert Pharmaceuticals, Inc. | 155,220 | 0.0 |
3,000 | Conmed Corp. | 215,970 | 0.1 | |
74,600 | (1) | Cross Country Healthcare, Inc. | 459,536 | 0.1 |
46,200 | (1) | Cutera, Inc. | 562,254 | 0.1 |
35,300 | (1) | Dicerna Pharmaceuticals, Inc. | 896,620 | 0.2 |
56,747 | Encompass Health Corp. | 3,514,342 | 0.8 | |
231,900 | (1) | Endo International PLC | 795,417 | 0.2 |
53,466 | (1) | Envista Holdings Corp. | 1,127,598 | 0.3 |
11,700 | (1),(2) | Esperion Therapeutics, Inc. | 600,327 | 0.1 |
10,000 | (1) | FibroGen, Inc. | 405,300 | 0.1 |
6,800 | (1) | Gritstone Oncology, Inc. | 45,152 | 0.0 |
21,500 | (1) | Hanger, Inc. | 356,040 | 0.1 |
28,796 | (1) | HealthEquity, Inc. | 1,689,461 | 0.4 |
50,200 | (1) | Heron Therapeutics, Inc. | 738,442 | 0.2 |
14,714 | (1) | HMS Holdings Corp. | 476,586 | 0.1 |
18,300 | (1) | Homology Medicines, Inc. | 277,977 | 0.1 |
34,500 | (1) | Horizon Therapeutics Plc | 1,917,510 | 0.4 |
13,696 | (1) | ICU Medical, Inc. | 2,524,310 | 0.6 |
40,400 | (1) | Immunomedics, Inc. | 1,431,776 | 0.3 |
9,700 | (1) | Inogen, Inc. | 344,544 | 0.1 |
21,500 | (1) | Insmed, Inc. | 592,110 | 0.1 |
3,700 | (1) | Integer Holdings Corp. | 270,285 | 0.1 |
44,800 | (1) | Intersect ENT, Inc. | 606,592 | 0.1 |
71,000 | Invacare Corp. | 452,270 | 0.1 | |
19,200 | (1) | Jounce Therapeutics, Inc. | 132,480 | 0.0 |
2,900 | (1) | Kura Oncology, Inc. | 47,270 | 0.0 |
142,100 | (1),(2) | Lannett Co., Inc. | 1,031,646 | 0.2 |
30,400 | (1) | Magellan Health, Inc. | 2,218,592 | 0.5 |
57,600 | (1) | Mednax, Inc. | 984,960 | 0.2 |
16,400 | (1) | MeiraGTx Holdings plc | 205,328 | 0.0 |
42,600 | (1) | Menlo Therapeutics, Inc. | 73,698 | 0.0 |
23,192 | (1) | Molina Healthcare, Inc. | 4,127,712 | 0.9 |
278,300 | (1) | Mustang Bio, Inc. | 884,994 | 0.2 |
11,200 | National Healthcare Corp. | 710,528 | 0.2 | |
22,200 | (1) | Natus Medical, Inc. | 484,404 | 0.1 |
34,600 | (1) | NextGen Healthcare, Inc. | 379,908 | 0.1 |
See Accompanying Notes to Financial Statements
69
VY® JPMorgan Small Cap Core Equity Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020(UNAUDITED) (CONTINUED) |
31,200 | (1) | NGM Biopharmaceuticals, Inc. | 615,888 | 0.1 |
9,700 | (1) | NuVasive, Inc. | 539,902 | 0.1 |
3,100 | (1) | Omnicell, Inc. | 218,922 | 0.1 |
38,100 | (1) | OraSure Technologies, Inc. | 443,103 | 0.1 |
39,500 | (1) | Orthofix Medical, Inc. | 1,264,000 | 0.3 |
95,750 | Owens & Minor, Inc. | 729,615 | 0.2 | |
44,200 | (1) | Personalis, Inc. | 573,274 | 0.1 |
8,300 | Phibro Animal Health Corp. | 218,041 | 0.1 | |
58,735 | (1) | Premier, Inc. | 2,013,436 | 0.5 |
23,389 | (1) | Prestige Consumer Healthcare, Inc. | 878,491 | 0.2 |
800 | (1) | Principia Biopharma, Inc. | 47,832 | 0.0 |
2,500 | (1) | Radius Health, Inc. | 34,075 | 0.0 |
4,100 | (1) | Revance Therapeutics, Inc. | 100,122 | 0.0 |
7,100 | (1),(2) | REVOLUTION Medicines, Inc. | 224,147 | 0.1 |
12,000 | (1) | Rhythm Pharmaceuticals, Inc. | 267,600 | 0.1 |
10,000 | (1) | Sage Therapeutics, Inc. | 415,800 | 0.1 |
4,500 | (1) | Sarepta Therapeutics, Inc. | 721,530 | 0.2 |
57,100 | (1) | Select Medical Holdings Corp. | 841,083 | 0.2 |
29,800 | (1) | SI-BONE, Inc. | 475,012 | 0.1 |
43,600 | (1) | Sientra, Inc. | 168,732 | 0.0 |
70,100 | (1) | Surgery Partners, Inc. | 811,057 | 0.2 |
5,600 | (1),(2) | Sutro Biopharma, Inc. | 43,456 | 0.0 |
41,639 | (1) | Syneos Health, Inc. | 2,425,472 | 0.6 |
115,700 | (1) | Syros Pharmaceuticals, Inc. | 1,233,362 | 0.3 |
11,500 | (1) | TCR2 Therapeutics, Inc. | 176,640 | 0.0 |
41,200 | (1) | Tenet Healthcare Corp. | 746,132 | 0.2 |
80,100 | (1),(2) | TherapeuticsMD, Inc. | 100,125 | 0.0 |
3,300 | Utah Medical Products, Inc. | 292,446 | 0.1 | |
14,500 | (1),(2) | Viela Bio, Inc. | 628,140 | 0.1 |
171,700 | (1),(2) | ViewRay, Inc. | 384,608 | 0.1 |
15,800 | (1),(2) | Vir Biotechnology, Inc. | 647,326 | 0.1 |
77,300 | (1),(2) | WaVe Life Sciences Ltd. | 804,693 | 0.2 |
17,205 | West Pharmaceutical Services, Inc. | 3,908,460 | 0.9 | |
9,100 | (1) | Xencor, Inc. | 294,749 | 0.1 |
1,800 | (1) | Y-mAbs Therapeutics, Inc. | 77,760 | 0.0 |
19,000 | (1) | Zogenix, Inc. | 513,190 | 0.1 |
33,949 | (1),(2) | Zynerba Pharmaceuticals, Inc. | 114,408 | 0.0 |
73,821,530 | 16.9 | |||
Industrials: 18.2% | ||||
28,200 | AAR Corp. | 582,894 | 0.1 | |
20,700 | ABM Industries, Inc. | 751,410 | 0.2 | |
111,950 | ACCO Brands Corp. | 794,845 | 0.2 | |
3,100 | (1) | Aerojet Rocketdyne Holdings, Inc. | 122,884 | 0.0 |
67,599 | Altra Industrial Motion Corp. | 2,153,704 | 0.5 | |
35,044 | Applied Industrial Technologies, Inc. | 2,186,395 | 0.5 | |
71,200 | ArcBest Corp. | 1,887,512 | 0.4 | |
40,090 | Argan, Inc. | 1,899,464 | 0.4 | |
46,700 | (1) | Atkore International Group, Inc. | 1,277,245 | 0.3 |
21,900 | Barrett Business Services, Inc. | 1,163,547 | 0.3 | |
15,100 | (1) | Beacon Roofing Supply, Inc. | 398,187 | 0.1 |
49,700 | (1) | BMC Stock Holdings, Inc. | 1,249,458 | 0.3 |
52,044 | Brady Corp. | 2,436,700 | 0.6 | |
5,288 | (1) | BrightView Holdings, Inc. | 59,226 | 0.0 |
8,200 | Brink's Co. | 373,182 | 0.1 | |
21,200 | (1) | Builders FirstSource, Inc. | 438,840 | 0.1 |
27,100 | Caesarstone Ltd. | 321,135 | 0.1 | |
1,000 | (1) | Casella Waste Systems, Inc. | 52,120 | 0.0 |
28,100 | (1) | CBIZ, Inc. | 673,557 | 0.2 |
16,400 | Columbus McKinnon Corp. | 548,580 | 0.1 | |
11,700 | Comfort Systems USA, Inc. | 476,775 | 0.1 | |
33,951 | CoreLogic, Inc. | 2,282,186 | 0.5 | |
20,800 | (1) | Cornerstone Building Brands, Inc. | 126,048 | 0.0 |
76,700 | Costamare, Inc. | 426,452 | 0.1 | |
41,372 | Douglas Dynamics, Inc. | 1,452,985 | 0.3 | |
6,300 | (1) | Echo Global Logistics, Inc. | 136,206 | 0.0 |
13,400 | EMCOR Group, Inc. | 886,276 | 0.2 | |
37,144 | Fortune Brands Home & Security, Inc. | 2,374,616 | 0.6 | |
112,238 | (1) | Gates Industrial Corp. PLC | 1,153,807 | 0.3 |
5,100 | (1) | Gencor Industries, Inc. | 64,464 | 0.0 |
21,723 | (1) | Generac Holdings, Inc. | 2,648,685 | 0.6 |
35,400 | (1) | GMS, Inc. | 870,486 | 0.2 |
66,700 | (1) | Great Lakes Dredge & Dock Corp. | 617,642 | 0.1 |
48,000 | Hawaiian Holdings, Inc. | 673,920 | 0.2 | |
19,700 | Heidrick & Struggles International, Inc. | 425,914 | 0.1 | |
14,000 | Herman Miller, Inc. | 330,540 | 0.1 | |
25,700 | HNI Corp. | 785,649 | 0.2 | |
37,300 | (1) | HUB Group, Inc. | 1,785,178 | 0.4 |
67,809 | (1) | IAA, Inc. | 2,615,393 | 0.6 |
8,100 | ICF International, Inc. | 525,123 | 0.1 | |
1,900 | Insperity, Inc. | 122,987 | 0.0 | |
7,200 | (1) | JELD-WEN Holding, Inc. | 115,992 | 0.0 |
20,979 | KAR Auction Services, Inc. | 288,671 | 0.1 | |
10,000 | Kelly Services, Inc. | 158,150 | 0.0 | |
41,900 | Kimball International, Inc. | 484,364 | 0.1 | |
55,910 | Knight-Swift Transportation Holdings, Inc. | 2,332,006 | 0.5 | |
51,300 | Knoll, Inc. | 625,347 | 0.2 | |
35,700 | Korn Ferry | 1,097,061 | 0.3 | |
19,828 | Landstar System, Inc. | 2,226,883 | 0.5 | |
41,741 | Lincoln Electric Holdings, Inc. | 3,516,262 | 0.8 | |
8,400 | (1) | Masonite International Corp. | 653,352 | 0.2 |
30,400 | (1) | Mastec, Inc. | 1,364,048 | 0.3 |
23,200 | (1) | Meritor, Inc. | 459,360 | 0.1 |
2,900 | Moog, Inc. | 153,642 | 0.0 | |
28,186 | MSA Safety, Inc. | 3,225,606 | 0.7 | |
6,700 | Mueller Industries, Inc. | 178,086 | 0.0 | |
9,825 | Nordson Corp. | 1,863,901 | 0.4 | |
28,900 | Park Aerospace Corp. | 321,946 | 0.1 |
See Accompanying Notes to Financial Statements
70
VY® JPMorgan Small Cap Core Equity Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
3,300 | Park-Ohio Holdings Corp. | 54,747 | 0.0 | |
6,300 | (1) | PGT Innovations, Inc. | 98,784 | 0.0 |
4,500 | Powell Industries, Inc. | 123,255 | 0.0 | |
30,700 | Primoris Services Corp. | 545,232 | 0.1 | |
55,900 | Quad/Graphics, Inc. | 181,675 | 0.0 | |
21,000 | Quanex Building Products Corp. | 291,480 | 0.1 | |
23,273 | (1) | RBC Bearings, Inc. | 3,119,513 | 0.7 |
50,400 | Steelcase, Inc. | 607,824 | 0.1 | |
41,700 | (1) | Sterling Construction Co., Inc. | 436,599 | 0.1 |
58,400 | Terex Corp. | 1,096,168 | 0.3 | |
81,142 | Toro Co. | 5,382,960 | 1.2 | |
8,400 | (1) | Trimas Corp. | 201,180 | 0.1 |
13,400 | (1) | TriNet Group, Inc. | 816,596 | 0.2 |
5,900 | Triton International Ltd./Bermuda | 178,416 | 0.0 | |
23,800 | (1) | TrueBlue, Inc. | 363,426 | 0.1 |
28,000 | (1) | Tutor Perini Corp. | 341,040 | 0.1 |
4,000 | UFP Industries, Inc. | 198,040 | 0.1 | |
12,600 | (1) | Vectrus, Inc. | 619,038 | 0.1 |
11,000 | (1) | Veritiv Corp. | 186,560 | 0.1 |
102,117 | (1) | Welbilt, Inc. | 621,892 | 0.2 |
186,097 | (1) | Willscot Corp. | 2,287,132 | 0.5 |
35,165 | Woodward, Inc. | 2,727,046 | 0.6 | |
79,695,497 | 18.2 | |||
Information Technology: 13.1% | ||||
3,900 | (1) | ACI Worldwide, Inc. | 105,261 | 0.0 |
11,200 | (1) | Advanced Energy Industries, Inc. | 759,248 | 0.2 |
40,600 | (1) | Alpha & Omega Co. | 441,728 | 0.1 |
24,000 | American Software, Inc. | 378,240 | 0.1 | |
25,255 | (1) | Aspen Technology, Inc. | 2,616,671 | 0.6 |
59,300 | (1) | Avaya Holdings Corp. | 732,948 | 0.2 |
36,500 | Benchmark Electronics, Inc. | 788,400 | 0.2 | |
24,255 | (1) | Bill.com Holdings, Inc. | 2,188,044 | 0.5 |
– | Blackbaud, Inc. | – | – | |
24,491 | Cabot Microelectronics Corp. | 3,417,474 | 0.8 | |
56,700 | (1) | Cambium Networks Corp. | 417,312 | 0.1 |
5,200 | (1) | Ciena Corp. | 281,632 | 0.1 |
41,700 | (1) | Cornerstone OnDemand, Inc. | 1,607,952 | 0.4 |
75,000 | (1) | Diebold Nixdorf, Inc. | 454,500 | 0.1 |
16,600 | (1) | Domo, Inc. | 534,022 | 0.1 |
98,700 | (1) | eGain Corp. | 1,096,557 | 0.2 |
30,539 | (1) | Envestnet, Inc. | 2,245,838 | 0.5 |
124,300 | (1) | Extreme Networks, Inc. | 539,462 | 0.1 |
7,000 | (1) | Fabrinet | 436,940 | 0.1 |
38,600 | (1) | GSI Technology, Inc. | 277,148 | 0.1 |
23,140 | (1) | Guidewire Software, Inc. | 2,565,069 | 0.6 |
18,000 | (1) | Ichor Holdings Ltd. | 478,440 | 0.1 |
3,500 | (1) | Itron, Inc. | 231,875 | 0.1 |
12,700 | j2 Global, Inc. | 802,767 | 0.2 | |
56,300 | KBR, Inc. | 1,269,565 | 0.3 | |
5,475 | (1) | Kimball Electronics, Inc. | 74,131 | 0.0 |
25,600 | (1) | KVH Industries, Inc. | 228,608 | 0.0 |
33,400 | (1) | Majesco | 262,524 | 0.1 |
55,471 | (1) | Medallia, Inc. | 1,400,088 | 0.3 |
40,600 | Methode Electronics, Inc. | 1,269,156 | 0.3 | |
6,700 | (1) | MicroStrategy, Inc. | 792,543 | 0.2 |
4,500 | (1) | Model N, Inc. | 156,420 | 0.0 |
6,561 | Monolithic Power Systems, Inc. | 1,554,957 | 0.4 | |
22,100 | NIC, Inc. | 507,416 | 0.1 | |
82,216 | (1) | nLight, Inc. | 1,830,128 | 0.4 |
8,848 | (1) | Novanta, Inc. | 944,701 | 0.2 |
4,200 | NVE Corp. | 259,686 | 0.1 | |
13,515 | (1) | Onto Innovation, Inc. | 460,051 | 0.1 |
32,300 | PCTEL, Inc. | 215,764 | 0.0 | |
12,400 | (1) | PDF Solutions, Inc. | 242,544 | 0.1 |
8,700 | Perspecta, Inc. | 202,101 | 0.0 | |
100,100 | (1) | Photronics, Inc. | 1,114,113 | 0.3 |
21,736 | Power Integrations, Inc. | 2,567,674 | 0.6 | |
37,865 | (1) | Q2 Holdings, Inc. | 3,248,438 | 0.7 |
9,700 | (1) | Rambus, Inc. | 147,440 | 0.0 |
24,994 | (1) | RealPage, Inc. | 1,624,860 | 0.4 |
53,900 | (1) | Rimini Street, Inc. | 277,585 | 0.1 |
10,400 | (1) | Rosetta Stone, Inc. | 175,344 | 0.0 |
70,300 | (1) | Sanmina Corp. | 1,760,312 | 0.4 |
21,400 | (1) | Scansource, Inc. | 515,526 | 0.1 |
11,600 | Science Applications International Corp. | 901,088 | 0.2 | |
26,400 | (1) | SMART Global Holdings, Inc. | 717,552 | 0.2 |
124,955 | (1) | Startek, Inc. | 634,771 | 0.1 |
14,100 | (1) | SVMK, Inc. | 331,914 | 0.1 |
6,504 | (1) | Tyler Technologies, Inc. | 2,256,107 | 0.5 |
23,900 | (1) | Ultra Clean Holdings, Inc. | 540,857 | 0.1 |
63,400 | (1) | Unisys Corp. | 691,694 | 0.2 |
18,300 | (1) | Verint Systems, Inc. | 826,794 | 0.2 |
36,000 | Vishay Intertechnology, Inc. | 549,720 | 0.1 | |
24,400 | (1) | Vishay Precision Group, Inc. | 599,752 | 0.1 |
14,477 | (1) | WEX, Inc. | 2,388,850 | 0.5 |
37,900 | (1) | Zuora, Inc. | 483,225 | 0.1 |
57,421,527 | 13.1 | |||
Materials: 5.6% | ||||
49,343 | Aptargroup, Inc. | 5,525,429 | 1.3 | |
27,600 | Boise Cascade Co. | 1,038,036 | 0.2 | |
77,800 | Commercial Metals Co. | 1,587,120 | 0.4 | |
33,461 | (1) | Crown Holdings, Inc. | 2,179,315 | 0.5 |
15,600 | FutureFuel Corp. | 186,420 | 0.0 | |
92,593 | (1) | GCP Applied Technologies, Inc. | 1,720,378 | 0.4 |
32,300 | (1) | Koppers Holdings, Inc. | 608,532 | 0.1 |
18,100 | (1) | Kraton Corp. | 312,768 | 0.1 |
17,300 | Louisiana-Pacific Corp. | 443,745 | 0.1 | |
6,300 | Minerals Technologies, Inc. | 295,659 | 0.1 | |
10,400 | Myers Industries, Inc. | 151,320 | 0.0 | |
19,600 | O-I Glass, Inc. | 176,008 | 0.0 | |
42,800 | Orion Engineered Carbons SA | 453,252 | 0.1 | |
5,500 | PH Glatfelter Co. | 88,275 | 0.0 | |
30,600 | PolyOne Corp. | 802,638 | 0.2 | |
121,411 | (1) | PQ Group Holdings, Inc. | 1,607,482 | 0.4 |
17,719 | Quaker Chemical Corp. | 3,289,532 | 0.8 | |
12,000 | (1) | Ryerson Holding Corp. | 67,560 | 0.0 |
44,200 | Schweitzer-Mauduit International, Inc. | 1,476,722 | 0.3 | |
40,100 | SunCoke Energy, Inc. | 118,696 | 0.0 | |
20,000 | Trinseo SA | 443,200 | 0.1 | |
64,300 | Tronox Holdings PLC | 464,246 | 0.1 | |
15,500 | (1) | US Concrete, Inc. | 384,400 | 0.1 |
18,200 | Verso Corp. | 217,672 | 0.1 | |
37,000 | Warrior Met Coal, Inc. | 569,430 | 0.1 |
See Accompanying Notes to Financial Statements
71
VY® JPMorgan Small Cap Core Equity Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020(UNAUDITED) (CONTINUED) |
7,500 | Worthington Industries, Inc. | 279,750 | 0.1 | |
24,487,585 | 5.6 | |||
Real Estate: 6.4% | ||||
10,000 | Acadia Realty Trust | 129,800 | 0.0 | |
6,800 | Alexander & Baldwin, Inc. | 82,892 | 0.0 | |
650 | Alexander's, Inc. | 156,585 | 0.0 | |
5,400 | American Assets Trust, Inc. | 150,336 | 0.0 | |
19,801 | American Campus Communities, Inc. | 692,243 | 0.2 | |
30,600 | American Finance Trust, Inc. | 242,811 | 0.1 | |
59,200 | Armada Hoffler Properties, Inc. | 589,040 | 0.1 | |
4,300 | BRT Apartments Corp. | 46,526 | 0.0 | |
40,400 | CatchMark Timber Trust, Inc. | 357,540 | 0.1 | |
7,900 | Chatham Lodging Trust | 48,348 | 0.0 | |
62,100 | City Office REIT, Inc. | 624,726 | 0.2 | |
13,800 | Columbia Property Trust, Inc. | 181,332 | 0.1 | |
2,100 | Community Healthcare Trust, Inc. | 85,890 | 0.0 | |
5,800 | (2) | CorEnergy Infrastructure Trust, Inc. | 53,070 | 0.0 |
5,300 | CorePoint Lodging, Inc. | 22,313 | 0.0 | |
15,656 | Cousins Properties, Inc. | 467,018 | 0.1 | |
103,749 | CubeSmart | 2,800,186 | 0.6 | |
169,295 | (1) | Cushman & Wakefield PLC | 2,109,416 | 0.5 |
48,900 | DiamondRock Hospitality Co. | 270,417 | 0.1 | |
30,993 | EastGroup Properties, Inc. | 3,676,080 | 0.8 | |
9,100 | Essential Properties Realty Trust, Inc. | 135,044 | 0.0 | |
27,575 | First Industrial Realty Trust, Inc. | 1,059,983 | 0.3 | |
3,100 | Getty Realty Corp. | 92,008 | 0.0 | |
28,600 | Gladstone Commercial Corp. | 536,250 | 0.1 | |
3,700 | Global Medical REIT, Inc. | 41,921 | 0.0 | |
62,500 | Global Net Lease, Inc. | 1,045,625 | 0.2 | |
2,400 | Highwoods Properties, Inc. | 89,592 | 0.0 | |
9,100 | Hudson Pacific Properties, Inc. | 228,956 | 0.1 | |
1,200 | Investors Real Estate Trust | 84,588 | 0.0 | |
1,453 | Jones Lang LaSalle, Inc. | 150,327 | 0.0 | |
26,100 | Monmouth Real Estate Investment Corp. | 378,189 | 0.1 | |
71,110 | National Retail Properties, Inc. | 2,522,983 | 0.6 | |
41,300 | New Senior Investment Group, Inc. | 149,506 | 0.0 | |
1,700 | One Liberty Properties, Inc. | 29,954 | 0.0 | |
84,457 | Outfront Media, Inc. | 1,196,756 | 0.3 | |
23,600 | Physicians Realty Trust | 413,472 | 0.1 | |
15,900 | PotlatchDeltic Corp. | 604,677 | 0.1 | |
108,400 | Realogy Holdings Corp. | 803,244 | 0.2 | |
77,300 | Retail Properties of America, Inc. | 565,836 | 0.1 | |
9,300 | Retail Value, Inc. | 114,948 | 0.0 | |
4,300 | Rexford Industrial Realty, Inc. | 178,149 | 0.0 | |
36,503 | RLJ Lodging Trust | 344,588 | 0.1 | |
2,900 | RMR Group, Inc. | 85,463 | 0.0 | |
18,653 | Ryman Hospitality Properties | 645,394 | 0.2 | |
13,600 | Sabra Healthcare REIT, Inc. | 196,248 | 0.1 | |
55,200 | STAG Industrial, Inc. | 1,618,464 | 0.4 | |
84,903 | Sunstone Hotel Investors, Inc. | 691,959 | 0.2 | |
22,300 | Urban Edge Properties | 264,701 | 0.1 | |
75,000 | Xenia Hotels & Resorts, Inc. | 699,750 | 0.2 | |
27,755,144 | 6.4 | |||
Utilities: 2.8% | ||||
41,300 | (1) | Atlantic Power Corp. | 82,600 | 0.0 |
6,700 | Black Hills Corp. | 379,622 | 0.1 | |
5,100 | Chesapeake Utilities Corp. | 428,400 | 0.1 | |
38,800 | Clearway Energy, Inc.-Class A | 813,636 | 0.2 | |
34,700 | Clearway Energy, Inc.-Class C | 800,182 | 0.2 | |
2,100 | Consolidated Water Co., Ltd. | 30,303 | 0.0 | |
6,100 | Genie Energy Ltd. | 44,896 | 0.0 | |
4,900 | Idacorp, Inc. | 428,113 | 0.1 | |
10,000 | New Jersey Resources Corp. | 326,500 | 0.1 | |
49,043 | NorthWestern Corp. | 2,673,825 | 0.6 | |
80,657 | Portland General Electric Co. | 3,372,269 | 0.8 | |
11,000 | Southwest Gas Holdings, Inc. | 759,550 | 0.2 | |
73,100 | Spark Energy, Inc. | 516,817 | 0.1 | |
8,500 | Spire, Inc. | 558,535 | 0.1 | |
50,500 | TerraForm Power, Inc. | 931,220 | 0.2 | |
8,344 | Vistra Energy Corp. | 155,365 | 0.0 | |
12,301,833 | 2.8 | |||
Total Common Stock | ||||
(Cost $398,424,118) | 427,582,668 | 97.8 | ||
Principal Amount† | Value | Percentage of Net Assets | ||
SHORT-TERM INVESTMENTS: 4.5% | ||||
Repurchase Agreements: 2.1% | ||||
2,033,549 | (3) | Cantor Fitzgerald Securities, Repurchase Agreement dated 06/30/20, 0.10%, due 07/01/20 (Repurchase Amount $2,033,555, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.000%, Market Value plus accrued interest $2,074,220, due 08/01/20-02/20/70) | 2,033,549 | 0.4 |
See Accompanying Notes to Financial Statements
72
VY® JPMorgan Small Cap Core Equity Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
1,161,240 | (3) | Citadel Securities LLC, Repurchase Agreement dated 06/30/20, 0.15%, due 07/01/20 (Repurchase Amount $1,161,245, collateralized by various U.S. Government Securities, 0.000%-7.625%, Market Value plus accrued interest $1,184,470, due 07/31/20-11/15/49) | 1,161,240 | 0.3 | |
2,136,487 | (3) | Citigroup, Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $2,136,492, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.500%-7.500%, Market Value plus accrued interest $2,179,217, due 07/31/21-05/20/70) | 2,136,487 | 0.5 | |
1,744,519 | (3) | RBC Dominion Securities Inc., Repurchase Agreement dated 06/30/20, 0.09%, due 07/01/20 (Repurchase Amount $1,744,523, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.000%, Market Value plus accrued interest $1,779,409, due 07/31/20-07/01/50) | 1,744,519 | 0.4 | |
2,103,500 | (3) | State of Wisconsin Investment Board, Repurchase Agreement dated 06/30/20, 0.24%, due 07/01/20 (Repurchase Amount $2,103,514, collateralized by various U.S. Government Securities, 0.125%-3.875%, Market Value plus accrued interest $2,150,446, due 01/15/22-02/15/47) | 2,103,500 | 0.5 | |
Total Repurchase Agreements | |||||
(Cost $9,179,295) | 9,179,295 | 2.1 | |||
Shares | Value | Percentage of Net Assets | |||
Mutual Funds: 2.4% | |||||
10,641,597 | (4) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.100% | |||
(Cost $10,641,597) | 10,641,597 | 2.4 | |||
Total Short-Term Investments | |||||
(Cost $19,820,892) | 19,820,892 | 4.5 | |||
Total Investments in Securities (Cost $418,245,010) | $ 447,403,560 | 102.3 | |||
Liabilities in Excess of Other Assets | (9,940,616) | (2.3) | |||
Net Assets | $ 437,462,944 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Non-income producing security. |
(2) | Security, or a portion of the security, is on loan. |
(3) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
(4) | Rate shown is the 7-day yield as of June 30, 2020. |
See Accompanying Notes to Financial Statements
73
VY® BlackRock Inflation Protected Bond Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) |
Principal Amount† | Value | Percentage of Net Assets | ||
CORPORATE BONDS/NOTES: 29.1% | ||||
Communications: 1.0% | ||||
1,000,000 | Alibaba Group Holding Ltd., 3.125%, 11/28/2021 | $ 1,029,077 | 0.4 | |
250,000 | AT&T, Inc., 3.400%, 05/15/2025 | 275,067 | 0.1 | |
201,000 | Comcast Corp., 3.950%, 10/15/2025 | 230,498 | 0.1 | |
73,000 | (1) | T-Mobile USA, Inc., 3.500%, 04/15/2025 | 79,708 | 0.0 |
616,000 | (1) | T-Mobile USA, Inc., 3.750%, 04/15/2027 | 684,222 | 0.3 |
55,000 | Verizon Communications, Inc., 2.625%, 08/15/2026 | 59,894 | 0.0 | |
75,000 | Verizon Communications, Inc., 4.329%, 09/21/2028 | 90,351 | 0.0 | |
263,000 | Walt Disney Co/The, 3.350%, 03/24/2025 | 291,867 | 0.1 | |
2,740,684 | 1.0 | |||
Consumer, Cyclical: 1.6% | ||||
2,500,000 | American Honda Finance Corp., 2.600%, 11/16/2022 | 2,610,639 | 0.9 | |
200,000 | (1) | BMW US Capital LLC, 3.450%, 04/12/2023 | 212,013 | 0.1 |
150,000 | (1) | Daimler Finance North America LLC, 2.125%, 03/10/2025 | 151,864 | 0.1 |
79,000 | General Motors Financial Co., Inc., 2.750%, 06/20/2025 | 77,942 | 0.0 | |
79,000 | General Motors Financial Co., Inc., 3.150%, 06/20/2025 | 77,942 | 0.0 | |
135,000 | General Motors Financial Co., Inc., 5.200%, 03/20/2023 | 144,535 | 0.1 | |
85,000 | McDonald's Corp., 3.500%, 03/01/2027 | 96,296 | 0.0 | |
356,000 | PACCAR Financial Corp., 0.800%, 06/08/2023 | 357,518 | 0.1 | |
700,000 | Toyota Motor Credit Corp., 1.350%, 08/25/2023 | 714,430 | 0.3 | |
4,443,179 | 1.6 | |||
Consumer, Non-cyclical: 1.2% | ||||
125,000 | Altria Group, Inc., 3.800%, 02/14/2024 | 136,764 | 0.0 | |
1,500,000 | (1) | Bristol-Myers Squibb Co., 2.600%, 05/16/2022 | 1,559,995 | 0.6 |
500,000 | CVS Health Corp., 4.100%, 03/25/2025 | 565,567 | 0.2 | |
550,000 | Medtronic, Inc., 3.500%, 03/15/2025 | 620,506 | 0.2 | |
190,000 | PepsiCo, Inc., 0.750%, 05/01/2023 | 191,961 | 0.1 | |
69,000 | Shire Acquisitions Investments Ireland DAC, 3.200%, 09/23/2026 | 76,598 | 0.0 | |
250,000 | Thermo Fisher Scientific, Inc., 4.133%, 03/25/2025 | 285,726 | 0.1 | |
3,437,117 | 1.2 | |||
Energy: 1.6% | ||||
187,000 | BP Capital Markets PLC, 2.750%, 05/10/2023 | 196,555 | 0.1 | |
1,550,000 | BP Capital Markets PLC, 3.561%, 11/01/2021 | 1,611,631 | 0.6 | |
425,000 | Chevron Corp., 1.141%, 05/11/2023 | 432,503 | 0.1 | |
135,000 | Sabine Pass Liquefaction LLC, 5.625%, 03/01/2025 | 154,387 | 0.0 | |
995,000 | (1) | Schlumberger Finance Canada Ltd., 2.200%, 11/20/2020 | 1,001,360 | 0.4 |
1,000,000 | (1) | Schlumberger Finance Canada Ltd., 2.650%, 11/20/2022 | 1,031,554 | 0.4 |
4,427,990 | 1.6 | |||
Financial: 19.7% | ||||
1,885,000 | (1) | AIA Group Ltd., 0.826%, (US0003M + 0.520%), 09/20/2021 | 1,887,526 | 0.7 |
1,000,000 | American Express Co., 2.500%, 08/01/2022 | 1,038,049 | 0.4 | |
1,750,000 | American Express Co., 3.700%, 11/05/2021 | 1,820,295 | 0.6 | |
2,000,000 | (2) | Bank of America Corp., 2.738%, 01/23/2022 | 2,022,547 | 0.7 |
2,000,000 | (2) | Bank of America Corp., 2.816%, 07/21/2023 | 2,078,290 | 0.7 |
1,500,000 | Bank of America Corp., 3.300%, 01/11/2023 | 1,597,904 | 0.6 | |
199,000 | (2) | Bank of America Corp., 3.559%, 04/23/2027 | 222,218 | 0.1 |
130,000 | (2) | Bank of America Corp., 3.705%, 04/24/2028 | 147,011 | 0.0 |
1,250,000 | (2) | Bank of New York Mellon Corp./The, 2.661%, 05/16/2023 | 1,295,123 | 0.5 |
760,000 | (1) | Banque Federative du Credit Mutuel SA, 2.125%, 11/21/2022 | 784,278 | 0.3 |
2,500,000 | (2) | Citibank NA, 2.844%, 05/20/2022 | 2,549,999 | 0.9 |
250,000 | Citibank NA, 3.400%, 07/23/2021 | 257,616 | 0.1 | |
125,000 | (2) | Citigroup, Inc., 2.666%, 01/29/2031 | 129,884 | 0.0 |
1,465,000 | Credit Suisse AG/New York NY, 2.100%, 11/12/2021 | 1,495,979 | 0.5 | |
1,000,000 | Credit Suisse AG/New York NY, 3.000%, 10/29/2021 | 1,033,262 | 0.4 | |
161,000 | Crown Castle International Corp., 1.350%, 07/15/2025 | 161,756 | 0.0 |
See Accompanying Notes to Financial Statements
74
VY® BlackRock Inflation Protected Bond Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (CONTINUED) |
118,000 | Crown Castle International Corp., 3.700%, 06/15/2026 | 131,707 | 0.0 | |
200,000 | (1) | Danske Bank A/S, 1.226%, 06/22/2024 | 200,882 | 0.1 |
1,000,000 | (1) | DNB Bank ASA, 2.375%, 06/02/2021 | 1,018,369 | 0.4 |
500,000 | Fifth Third Bank NA, 2.875%, 10/01/2021 | 513,720 | 0.2 | |
1,380,000 | Fifth Third Bank NA, 3.350%, 07/26/2021 | 1,418,613 | 0.5 | |
1,000,000 | (2) | Goldman Sachs Group, Inc./The, 2.876%, 10/31/2022 | 1,025,513 | 0.4 |
370,000 | HSBC Holdings PLC, 2.950%, 05/25/2021 | 377,848 | 0.1 | |
2,000,000 | Huntington National Bank/The, 3.250%, 05/14/2021 | 2,044,664 | 0.7 | |
3,500,000 | JPMorgan Chase & Co., 3.200%, 01/25/2023 | 3,722,687 | 1.3 | |
1,000,000 | JPMorgan Chase & Co., 3.250%, 09/23/2022 | 1,058,752 | 0.4 | |
241,000 | JPMorgan Chase & Co., 3.900%, 07/15/2025 | 273,497 | 0.1 | |
200,000 | (2) | JPMorgan Chase & Co., 4.493%, 03/24/2031 | 244,825 | 0.1 |
1,000,000 | JPMorgan Chase & Co., 4.500%, 01/24/2022 | 1,062,772 | 0.4 | |
800,000 | KeyBank NA/Cleveland OH, 3.350%, 06/15/2021 | 822,268 | 0.3 | |
1,614,000 | (1) | MassMutual Global Funding II, 0.850%, 06/09/2023 | 1,620,858 | 0.6 |
125,000 | Mastercard, Inc., 2.950%, 11/21/2026 | 140,719 | 0.0 | |
1,170,000 | (1) | Metropolitan Life Global Funding I, 0.900%, 06/08/2023 | 1,177,511 | 0.4 |
1,000,000 | (1) | Metropolitan Life Global Funding I, 3.375%, 01/11/2022 | 1,043,718 | 0.4 |
800,000 | Mitsubishi UFJ Financial Group, Inc., 2.190%, 09/13/2021 | 814,521 | 0.3 | |
2,000,000 | Mitsubishi UFJ Financial Group, Inc., 3.218%, 03/07/2022 | 2,085,158 | 0.7 | |
215,000 | Mitsubishi UFJ Financial Group, Inc., 3.535%, 07/26/2021 | 221,939 | 0.1 | |
200,000 | (2) | Mizuho Financial Group, Inc., 3.922%, 09/11/2024 | 216,555 | 0.1 |
4,000,000 | Morgan Stanley, 2.750%, 05/19/2022 | 4,159,881 | 1.5 | |
72,000 | (2) | Morgan Stanley, 3.772%, 01/24/2029 | 82,011 | 0.0 |
167,000 | Morgan Stanley, 4.000%, 07/23/2025 | 189,474 | 0.1 | |
1,000,000 | (1) | Nationwide Building Society, 2.000%, 01/27/2023 | 1,030,434 | 0.4 |
1,520,000 | (1) | Skandinaviska Enskilda Banken AB, 2.200%, 12/12/2022 | 1,575,689 | 0.6 |
800,000 | Sumitomo Mitsui Financial Group, Inc., 2.846%, 01/11/2022 | 827,020 | 0.3 | |
1,000,000 | Sumitomo Mitsui Financial Group, Inc., 2.934%, 03/09/2021 | 1,016,979 | 0.4 | |
500,000 | Truist Bank, 2.625%, 01/15/2022 | 515,834 | 0.2 | |
2,000,000 | Truist Financial Corp., 2.750%, 04/01/2022 | 2,073,995 | 0.7 | |
316,000 | Visa, Inc., 1.900%, 04/15/2027 | 330,782 | 0.1 | |
475,000 | Visa, Inc., 3.150%, 12/14/2025 | 530,312 | 0.2 | |
104,000 | Wells Fargo & Co., 3.000%, 10/23/2026 | 113,526 | 0.0 | |
2,100,000 | Wells Fargo & Co., 3.500%, 03/08/2022 | 2,200,175 | 0.8 | |
199,000 | (2) | Wells Fargo & Co., 3.584%, 05/22/2028 | 220,991 | 0.1 |
700,000 | Wells Fargo Bank NA, 3.625%, 10/22/2021 | 726,988 | 0.2 | |
55,352,924 | 19.7 | |||
Industrial: 0.9% | ||||
1,500,000 | Caterpillar Financial Services Corp., 1.900%, 09/06/2022 | 1,548,377 | 0.5 | |
460,000 | Lockheed Martin Corp., 3.550%, 01/15/2026 | 528,176 | 0.2 | |
275,000 | Raytheon Technologies Corp., 2.250%, 07/01/2030 | 287,510 | 0.1 | |
150,000 | United Parcel Service, Inc., 4.450%, 04/01/2030 | 187,717 | 0.1 | |
2,551,780 | 0.9 | |||
Technology: 2.7% | ||||
250,000 | Apple, Inc., 1.800%, 09/11/2024 | 261,955 | 0.1 | |
157,000 | (1) | Broadcom, Inc., 4.250%, 04/15/2026 | 174,950 | 0.1 |
1,000,000 | International Business Machines Corp., 1.875%, 08/01/2022 | 1,029,410 | 0.4 | |
2,275,000 | International Business Machines Corp., 2.850%, 05/13/2022 | 2,380,183 | 0.8 | |
200,000 | International Business Machines Corp., 3.450%, 02/19/2026 | 225,652 | 0.1 | |
146,000 | NVIDIA Corp., 2.850%, 04/01/2030 | 162,713 | 0.0 | |
1,000,000 | Oracle Corp., 2.500%, 05/15/2022 | 1,034,272 | 0.4 | |
51,000 | Oracle Corp., 2.500%, 04/01/2025 | 54,913 | 0.0 | |
55,000 | Oracle Corp., 3.600%, 04/01/2050 | 62,277 | 0.0 | |
2,200,000 | QUALCOMM, Inc., 3.000%, 05/20/2022 | 2,299,584 | 0.8 | |
7,685,909 | 2.7 |
See Accompanying Notes to Financial Statements
75
VY® BlackRock Inflation Protected Bond Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (Continued) |
Utilities: 0.4% | ||||
20,000 | Baltimore Gas and Electric Co., 2.900%, 06/15/2050 | 20,459 | 0.0 | |
144,000 | Baltimore Gas and Electric Co., 3.200%, 09/15/2049 | 153,328 | 0.1 | |
137,000 | Duke Energy Florida LLC, 1.750%, 06/15/2030 | 138,598 | 0.0 | |
785,000 | Wisconsin Public Service Corp., 3.350%, 11/21/2021 | 817,619 | 0.3 | |
1,130,004 | 0.4 | |||
Total Corporate Bonds/Notes | ||||
(Cost $79,657,961) | 81,769,587 | 29.1 | ||
U.S. TREASURY OBLIGATIONS: 48.9% | |||||
Treasury Inflation Indexed Protected Securities: 48.9% | |||||
2,610,538 | 0.125%,04/15/2025 | 2,737,992 | 1.0 | ||
6,273,321 | 0.125%,07/15/2026 | 6,670,875 | 2.4 | ||
4,025,941 | 0.125%,01/15/2030 | 4,354,867 | 1.5 | ||
1,109,542 | 0.250%,01/15/2025 | 1,168,864 | 0.4 | ||
2,290,324 | 0.250%,07/15/2029 | 2,508,194 | 0.9 | ||
2,084,253 | 0.250%,02/15/2050 | 2,343,319 | 0.8 | ||
11,017 | 0.375%,07/15/2023 | 11,485 | 0.0 | ||
48,652 | 0.375%,07/15/2025 | 52,032 | 0.0 | ||
7,279,756 | 0.375%,01/15/2027 | 7,855,235 | 2.8 | ||
9,202,494 | 0.375%,07/15/2027 | 10,016,008 | 3.5 | ||
8,541,226 | 0.500%,01/15/2028 | 9,363,664 | 3.3 | ||
21,883 | 0.625%,04/15/2023 | 22,779 | 0.0 | ||
10,553,453 | 0.625%,01/15/2026 | 11,441,931 | 4.1 | ||
3,484,906 | 0.625%,02/15/2043 | 4,112,913 | 1.4 | ||
9,779,905 | 0.750%,07/15/2028 | 11,037,575 | 3.9 | ||
4,612,053 | 0.750%,02/15/2042 | 5,530,936 | 2.0 | ||
5,204,416 | (3) | 0.750%,02/15/2045 | 6,376,751 | 2.3 | |
4,256,413 | 0.875%,01/15/2029 | 4,854,446 | 1.7 | ||
1,736,566 | 0.875%,02/15/2047 | 2,218,627 | 0.8 | ||
3,981,981 | 1.000%,02/15/2046 | 5,157,108 | 1.8 | ||
3,384,256 | 1.000%,02/15/2048 | 4,483,017 | 1.6 | ||
3,148,370 | 1.000%,02/15/2049 | 4,210,187 | 1.5 | ||
3,448,814 | 1.375%,02/15/2044 | 4,713,558 | 1.7 | ||
2,746,275 | (3) | 1.750%,01/15/2028 | 3,279,280 | 1.2 | |
3,836,587 | 2.000%,01/15/2026 | 4,464,363 | 1.6 | ||
1,863,907 | 2.125%,02/15/2040 | 2,751,325 | 1.0 | ||
2,476,179 | 2.125%,02/15/2041 | 3,704,184 | 1.3 | ||
3,606,848 | 2.375%,01/15/2027 | 4,384,784 | 1.5 | ||
2,113,681 | 2.500%,01/15/2029 | 2,712,028 | 1.0 | ||
1,834,452 | 3.375%,04/15/2032 | 2,732,947 | 1.0 | ||
971,721 | 3.625%,04/15/2028 | 1,308,846 | 0.5 | ||
792,282 | 3.875%,04/15/2029 | 1,120,807 | 0.4 | ||
Total U.S. Treasury Obligations | |||||
(Cost $121,876,416) | 137,700,927 | 48.9 | |||
U.S. GOVERNMENT AGENCY OBLIGATIONS: 8.5% | |||||
Federal Home Loan Bank: 2.7% | |||||
5,255,000 | 2.875%,09/13/2024 | 5,804,677 | 2.1 | ||
1,515,000 | 3.250%,11/16/2028 | 1,806,323 | 0.6 | ||
7,611,000 | 2.7 | ||||
Federal Home Loan Mortgage Corporation: 0.3%(4) | |||||
805,000 | 2.375%,01/13/2022 | 831,874 | 0.3 | ||
Federal National Mortgage Association: 4.6%(4) | |||||
4,830,000 | 1.875%,09/24/2026 | 5,204,034 | 1.8 | ||
7,120,000 | 2.625%,09/06/2024 | 7,798,506 | 2.8 | ||
13,002,540 | 4.6 | ||||
Other U.S. Agency Obligations: 0.9% | |||||
2,190,000 | 2.875%,12/21/2023 | 2,382,474 | 0.9 | ||
Total U.S. Government Agency Obligations | |||||
(Cost $21,571,613) | 23,827,888 | 8.5 | |||
SOVEREIGN BONDS: 7.6% | |||||
665,000 | Colombia Government International Bond, 3.000%, 01/30/2030 | 657,934 | 0.2 | ||
EUR | 605,900 | (2),(5) | Hellenic Republic Government Bond, 0.000%, 10/15/2042 | 2,052 | 0.0 |
EUR | 120,000 | Hungary Government International Bond, 1.625%, 04/28/2032 | 135,609 | 0.0 | |
160,000 | Indonesia Government International Bond, 2.850%, 02/14/2030 | 163,740 | 0.1 | ||
2,500,000 | Israel Government AID Bond, 5.500%, 04/26/2024 | 2,971,271 | 1.1 | ||
EUR | 1,742,341 | (1) | Italy Buoni Poliennali Del Tesoro, 1.300%, 05/15/2028 | 2,036,997 | 0.7 |
JPY | 351,455,640 | Japanese Government CPI Linked Bond, 0.100%, 03/10/2028 | 3,244,556 | 1.1 | |
JPY | 644,903,280 | Japanese Government CPI Linked Bond, 0.100%, 03/10/2029 | 5,974,501 | 2.1 | |
480,000 | Mexico Government International Bond, 3.250%, 04/16/2030 | 476,136 | 0.2 | ||
135,000 | Mexico Government International Bond, 4.500%, 04/22/2029 | 147,066 | 0.0 | ||
NZD | 2,055,000 | New Zealand Government Inflation Linked Bond, 2.500%, 09/20/2035 | 1,898,409 | 0.7 | |
EUR | 2,620,000 | (1) | Spain Government Bond, 0.500%, 04/30/2030 | 2,972,476 | 1.1 |
EUR | 590,000 | (1) | Spain Government Bond, 1.000%, 10/31/2050 | 619,438 | 0.2 |
145,000 | Uruguay Government International Bond, 4.375%, 01/23/2031 | 169,878 | 0.1 | ||
Total Sovereign Bonds | |||||
(Cost $20,940,594) | 21,470,063 | 7.6 | |||
COMMERCIAL MORTGAGE-BACKED SECURITIES: 2.0% | |||||
366,000 | BANK 2019-BNK23 A3, 2.920%, 11/15/2029 | 406,160 | 0.1 | ||
1,000,000 | BENCHMARK 2018-B3 A5 Mortgage Trust, 4.025%, 04/10/2051 | 1,166,306 | 0.4 | ||
350,000 | Benchmark 2019-B15 A5 Mortgage Trust, 2.928%, 12/15/2072 | 388,315 | 0.1 |
See Accompanying Notes to Financial Statements
76
VY® BlackRock Inflation Protected Bond Portfolio | PORTFOLIO OF INVESTMENTS AS OF June 30, 2020 (Unaudited) (Continued) |
500,000 | CD 2017-CD6 Mortgage Trust A5, 3.456%, 11/13/2050 | 560,006 | 0.2 | |
375,000 | Freddie Mac Multifamily Structured Pass Through Certificates K071 A2, 3.286%, 11/25/2027 | 434,107 | 0.2 | |
700,000 | (1) | GS Mortgage Securities Corp. Trust 2016-RENT A, 3.203%, 02/10/2029 | 698,225 | 0.3 |
1,000,000 | GS Mortgage Securities Trust 2017-GS7 A4, 3.430%, 08/10/2050 | 1,121,275 | 0.4 | |
700,000 | Wells Fargo Commercial Mortgage Trust 2017-C39 A5, 3.418%, 09/15/2050 | 784,862 | 0.3 | |
Total Commercial Mortgage-Backed Securities | ||||
(Cost $5,036,447) | 5,559,256 | 2.0 | ||
ASSET-BACKED SECURITIES: 1.0% | ||||
Auto Floor Plan Asset-Backed Securities: 0.3% | ||||
750,000 | Ford Credit Floorplan Master Owner Trust A 2018-1 A1, 2.950%, 05/15/2023 | 763,818 | 0.3 | |
Credit Card Asset-Backed Securities: 0.2% | ||||
625,000 | Chase Issuance Trust 2016-A4 A4, 1.490%, 07/15/2022 | 625,341 | 0.2 | |
Student Loan Asset-Backed Securities: 0.5% | ||||
260,000 | (1) | Navient Student Loan Trust 2019-BA A2A, 3.390%, 12/15/2059 | 269,400 | 0.1 |
347,704 | (1) | SoFi Professional Loan Program 2015-B A1 LLC, 1.235%, (US0001M + 1.050%), 04/25/2035 | 346,530 | 0.1 |
800,000 | (1) | Sofi Professional Loan Program 2018-C A2FX Trust, 3.590%, 01/25/2048 | 836,115 | 0.3 |
1,452,045 | 0.5 | |||
Total Asset-Backed Securities | ||||
(Cost $2,787,237) | 2,841,204 | 1.0 | ||
Value | Percentage of Net Assets | |||
PURCHASED OPTIONS (6): 0.6% | ||||
Total Purchased Options | ||||
(Cost $1,189,686) | 1,683,435 | 0.6 | ||
Total Long-Term Investments | ||||
(Cost $253,059,954) | 274,852,360 | 97.7 | ||
Shares | Value | Percentage of Net Assets | |||
SHORT-TERM INVESTMENTS: 0.9% | |||||
Mutual Funds: 0.9% | |||||
2,515,256 | (7) | BlackRock Liquidity Funds, FedFund, Institutional Class, 0.100% | |||
(Cost $2,515,256) | 2,515,256 | 0.9 | |||
Total Short-Term Investments | |||||
(Cost $2,515,256) | 2,515,256 | 0.9 | |||
Total Investments in Securities (Cost $255,575,210) | $ 277,367,616 | 98.6 | |||
Assets in Excess of Other Liabilities | 3,912,906 | 1.4 | |||
Net Assets | $ 281,280,522 | 100.0 |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
(2) | Variable rate security. Rate shown is the rate in effect as of June 30, 2020. |
(3) | All or a portion of this security has been pledged as collateral in connection with open futures contracts. Please refer to Note 2 for additional details. |
(4) | The Federal Housing Finance Agency (“FHFA”) placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies. |
(5) | Represents a zero coupon bond. Rate shown reflects the effective yield as of June 30, 2020. |
(6) | The tables within the Portfolio of Investments detail open purchased options which are non-income producing securities. |
(7) | Rate shown is the 7-day yield as of June 30, 2020. |
Currency Abbreviations: | |
EUR | EU Euro |
JPY | Japanese Yen |
NZD | New Zealand Dollar |
Reference Rate Abbreviations: | |
US0001M | 1-month LIBOR |
US0003M | 3-month LIBOR |
See Accompanying Notes to Financial Statements
77
Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.
Not applicable.
Item 8. Portfolio Managers of Closed-End Management Investment Companies.
Not applicable.
Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.
Not applicable.
Item 10. Submission of Matters to a Vote of Security Holders.
Not applicable.
Item 11. Controls and Procedures.
(a) | Based on our evaluation conducted within 90 days of the filing date, hereof, the design and operation of the registrant’s disclosure controls and procedures are effective to ensure that material information relating to the registrant is made known to the certifying officers by others within the appropriate entities, particularly during the period in which Forms N-CSR are being prepared, and the registrant’s disclosure controls and procedures allow timely preparation and review of the information for the registrant’s Form N-CSR and the officer certifications of such Form N-CSR. |
(b) | There were no significant changes in the registrant’s internal controls that occurred during the second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting. |
Item 12. Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.
Not applicable.
Item 13. Exhibits.
(a)(1) | The Code of Ethics is not required for the semi-annual filing. |
(a)(3) | Not required for semi-annual filing. |
(b) | The officer certifications required by Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto as EX-99.906CERT. |
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
(Registrant): Voya Investors Trust | ||
By | /s/ Michael Bell | |
Michael Bell | ||
Chief Executive Officer | ||
Date: | September 8, 2020 |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By | /s/ Michael Bell | |
Michael Bell | ||
Chief Executive Officer | ||
Date: | September 8, 2020 | |
By | /s/ Todd Modic | |
Todd Modic | ||
Senior Vice President and Chief Financial Officer | ||
Date: | September 8, 2020 |